예제 #1
0
 def update_params(self, params):
     JPRule.update_params(self, params)
     self.period = params.get('period', 10)
     self.rate = params.get('rate', 1)
     self.value = params.get('value', 0)
     self.start = params.get('start_date', [11, 15])
     self.end = params.get('end_date', [12, 30])
예제 #2
0
 def update_params(self, params):
     JPRule.update_params(self, params)
     self.day = params.get('day', 60)  # 默认两个月
     self.trading_day = params.get('trading_day', 44)  # 默认两个月
     self.dir = params.get('dir', None)
     self.percentage = params.get('percentage', 10)
     pass
예제 #3
0
 def __init__(self, params):
     JPRule.__init__(self, params)
     self.day = params.get('day', -1)  # 默认两个月
     self.trading_day = params.get('trading_day', 44)  # 默认两个月
     self.dir = params.get('dir')
     self.percentage = params.get('percentage', 10)
     pass
예제 #4
0
 def update_params(self, params):
     JPRule.update_params(self, params)
     self.buy_min_money = params.get('buy_min_money', 10000)
     self.benchmark = params.get('benchmark', '000300.XSHG')
     self.slippage = params.get('slippage', {})
     self.slip_value = self.slippage.get('value', 0.04)
     self.slip_type = self.slippage.get('type', JPSlippageType.fixed)
     pass
예제 #5
0
 def update_params(self, params):
     JPRule.update_params(self, params)
     self.time = params.get('time', self.time)
     pass
예제 #6
0
 def __init__(self, params):
     JPRule.__init__(self, params)
     # 配置调仓时间 times为二维数组,示例[[10,30],[14,30]] 表示 10:30和14:30分调仓
     self.time = params.get('time', [])
예제 #7
0
 def __init__(self, params):
     JPRule.__init__(self, params)
예제 #8
0
 def update_params(self, params):
     JPRule.update_params(self, params)
     self.is_send_message = params.get('is_send_message', False)
     pass
예제 #9
0
 def update_params(self, params):
     JPRule.__init__(self, params)
     self.index = params.get('index', ['000010.XSHG', '399678.XSHE'])
     self.min_rate = params.get('min_rate', [0.6, 0.6])
     self.period = params.get('period', 20)
     self.smart = params.get('smart', False)
예제 #10
0
 def update_params(self, params):
     JPRule.update_params(self, params)
     self.index = params.get('index', '000001.XSHG')
     self.period = params.get('period', 160)
     self.multiple = params.get('multiple', 2.2)
     self.is_clear_position = False
예제 #11
0
 def update_params(self, params):
     JPRule.update_params(self, params)
     self.reset_params(params)
예제 #12
0
 def __init__(self, params):
     JPRule.__init__(self, params)
     self.reset_params(params)
예제 #13
0
 def update_params(self, params):
     JPRule.update_params(self, params)
     self.is_limit_up = params.get('is_limit_up', True)
     pass
예제 #14
0
 def __init__(self, params):
     JPRule.__init__(self, params)
     self.is_limit_up = params.get('is_limit_up', True)
     pass
예제 #15
0
 def __init__(self, params):
     JPRule.__init__(self, params)
     self.n = params.get('day')
     self.p = params.get('rate')
     pass
예제 #16
0
 def __init__(self, params):
     JPRule.__init__(self, params)
     # 调仓日计数器,单位:日
     self.period = params.get('period', 3)
     self.hold_days = 0
예제 #17
0
 def update_params(self, params):
     JPRule.update_params(self, params)
     self.period = params.get('period', self.period)
예제 #18
0
 def before(self):
     JPRule.after(self)
     pass
예제 #19
0
 def __init__(self, params):
     JPRule.__init__(self, params)
     self.is_send_message = params.get('is_send_message', False)
     pass
예제 #20
0
 def __init__(self, params):
     JPRule.__init__(self, params)
     self.gain_rate = params.get('gain_rate', 0)
     self.loss_rate = params.get('loss_rate', 0)
     self.black_day = params.get('black_day', 10)
예제 #21
0
 def __init__(self, params):
     JPRule.__init__(self, params)
     self.op_sell_stocks = []
     self.op_buy_stocks = []
예제 #22
0
 def update_params(self, params):
     JPRule.update_params(self, params)
     self.gain_rate = params.get('gain_rate', 0)
     self.loss_rate = params.get('loss_rate', 0)
     self.black_day = params.get('black_day', 10)