def test_append_pos(self):
start_date = dt.datetime(2015, 1, 1)
end_date = dt.datetime(2016, 4, 1)
mean_reversion = MeanReversion(start_date, end_date, '000300.XSHG',
'broad')
mean_reversion.append_finance(n=1)
mean_reversion.append_pos(show=True)
def main(self, index_info: IndexInfo):
self.data_step(index_info)
if index_info.cal_sr:
# 1、最近1年的k线数据
ds = DataSource()
df = ds.load_bar_data(index_info.symbol,
index_info.alias,
start_date=datetime.now() - timedelta(365),
end_data=datetime.now())
mv = MainView(df)
mv.draw_main()
# 2、历史数据分析
mean_reversion = MeanReversion(datetime(2010, 1, 1),
datetime.now(),
index_info.index_code,
load_finance=index_info.cal_finance)
if index_info.cal_close:
# 价格相关
mean_reversion.append_poly_line()
mean_reversion.draw_close()
if index_info.cal_finance:
# 财务相关
mean_reversion.append_expected_profit()
mean_reversion.append_finance(n=index_info.rolling_gap_year)
mean_reversion.append_pos(show=False)
mean_reversion.print_detail()
mean_reversion.draw_reference()
def test_all(self):
start_date = dt.datetime(2010, 1, 1)
end_date = dt.datetime(2020, 5, 21)
mean_reversion = MeanReversion(start_date, end_date, '000300.XSHG',
'broad')
# 财务相关
mean_reversion.append_expected_profit()
mean_reversion.append_finance(n=7)
mean_reversion.append_pos(show=False)
# 价格相关
mean_reversion.append_poly_line()
mean_reversion.print_detail()
mean_reversion.draw_reference()