def test_cross_ma(): factor = CrossMaFactor(codes=['000338'], start_timestamp='2019-01-01', end_timestamp='2019-06-10', level=IntervalLevel.LEVEL_1DAY, provider=Provider.JoinQuant, windows=[5, 10], adjust_type='qfq') print(factor.factor_df.tail()) print(factor.result_df.tail()) score = factor.result_df['score'] assert score[('stock_sz_000338', '2019-06-03')] == True assert score[('stock_sz_000338', '2019-06-04')] == True assert ('stock_sz_000338', '2019-06-05') not in score or score[('stock_sz_000338', '2019-06-05')] == False assert ('stock_sz_000338', '2019-06-06') not in score or score[('stock_sz_000338', '2019-06-06')] == False assert ('stock_sz_000338', '2019-06-10') not in score or score[('stock_sz_000338', '2019-06-10')] == False factor.move_on() score = factor.result_df['score'] assert score[('stock_sz_000338', '2019-06-17')] == True
def test_cross_ma(): factor = CrossMaFactor(entity_type='stock', codes=['000338'], start_timestamp='2019-01-01', end_timestamp='2019-06-10', level=IntervalLevel.LEVEL_1DAY, provider='joinquant', windows=[5,10]) print(factor.get_factor_df().tail()) print(factor.get_result_df().tail()) score = factor.get_result_df()['score'] assert score[('stock_sz_000338', '2019-06-03')] == True assert score[('stock_sz_000338', '2019-06-04')] == True assert ('stock_sz_000338', '2019-06-05') not in score or score[('stock_sz_000338', '2019-06-05')] == False assert ('stock_sz_000338', '2019-06-06') not in score or score[('stock_sz_000338', '2019-06-06')] == False assert ('stock_sz_000338', '2019-06-10') not in score or score[('stock_sz_000338', '2019-06-10')] == False factor.move_on() score = factor.get_result_df()['score'] assert score[('stock_sz_000338', '2019-06-17')] == True
def test_cross_ma(): factor = CrossMaFactor( codes=["000338"], start_timestamp="2019-01-01", end_timestamp="2019-06-10", level=IntervalLevel.LEVEL_1DAY, provider="joinquant", windows=[5, 10], adjust_type="qfq", ) print(factor.factor_df.tail()) print(factor.result_df.tail()) score = factor.result_df["filter_result"] assert score[("stock_sz_000338", "2019-06-03")] == True assert score[("stock_sz_000338", "2019-06-04")] == True assert ("stock_sz_000338", "2019-06-05") not in score or score[("stock_sz_000338", "2019-06-05")] == False assert ("stock_sz_000338", "2019-06-06") not in score or score[("stock_sz_000338", "2019-06-06")] == False assert ("stock_sz_000338", "2019-06-10") not in score or score[("stock_sz_000338", "2019-06-10")] == False factor.move_on() score = factor.result_df["filter_result"] assert score[("stock_sz_000338", "2019-06-17")] == True