def test_split_time_interval():
first = None
last = None
start = '2020-01-01'
end = '2021-01-01'
for interval in split_time_interval(start, end, interval=30):
if first is None:
first = interval
last = interval
print(first)
print(last)
assert is_same_date(first[0], start)
assert is_same_date(first[-1], '2020-01-31')
assert is_same_date(last[-1], end)
def test_split_time_interval_month():
first = None
last = None
start = "2020-01-01"
end = "2021-01-01"
for interval in split_time_interval(start, end, method="month"):
if first is None:
first = interval
last = interval
print(first)
print(last)
assert is_same_date(first[0], start)
assert is_same_date(first[-1], "2020-01-31")
assert is_same_date(last[0], "2021-01-01")
assert is_same_date(last[-1], "2021-01-01")
end_timestamp=end_timestamp,
provider='joinquant',
level=IntervalLevel.LEVEL_1DAY)
day_selector.add_factor(day_gold_cross_factor)
# 同时使用日线,周线级别
self.selectors.append(day_selector)
self.selectors.append(week_selector)
if __name__ == '__main__':
start = '2019-01-01'
end = '2021-01-01'
trader_name = 'keep_run_trader'
clear_trader(trader_name=trader_name)
for time_interval in split_time_interval(start=start, end=end,
interval=40):
start_timestamp = time_interval[0]
end_timestamp = time_interval[-1]
# 成交量
vol_df = get_top_volume_entities(entity_type='stock',
start_timestamp=next_date(
start_timestamp, -50),
end_timestamp=start_timestamp,
pct=0.3)
# 机构重仓
ii_df = get_top_fund_holding_stocks(timestamp=start_timestamp,
pct=0.3,
by='trading')
current_entity_pool = list(
set(vol_df.index.tolist()) & set(ii_df.index.tolist()))
