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