def test_multi_rolling_pe_percentile(self):
"""
000300.XSHG
399006.XSHE
000016.XSHG
"""
start_date = dt.datetime(2006, 1, 1)
end_date = dt.datetime(2020, 4, 1)
mean_reversion_300 = MeanReversion(start_date, end_date, '000300.XSHG',
'broad')
mean_reversion_300.rolling_pe_percentile(show=True, show_p_hist=True)
mean_reversion_50 = MeanReversion(start_date, end_date, '000016.XSHG',
'broad')
mean_reversion_50.rolling_pe_percentile(show=True, show_p_hist=True)
mean_reversion_cy = MeanReversion(start_date, end_date, '399006.XSHE',
'broad')
mean_reversion_cy.rolling_pe_percentile(show=True, show_p_hist=True)
def test_rolling_pe_percentile(self):
start_date = dt.datetime(2006, 1, 1)
end_date = dt.datetime(2020, 4, 1)
mean_reversion = MeanReversion(start_date, end_date, '000300.XSHG',
'broad')
mean_reversion.rolling_pe_percentile(show=True, show_p_hist=True)