def test_close_pb_relation(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.close_finance_relation(show_pb_border_line=True,
column='pb')
def test_show_price_only(self):
symbol, alias = '399610', 'XSHE'
now = dt.datetime(2020, 5, 28)
start_date = dt.datetime(2010, 1, 1)
mean_reversion = MeanReversion(start_date,
now,
symbol + "." + alias,
'broad',
load_finance=False)
mean_reversion.append_poly_line(show=True)
def test_poly(self):
# start_date = dt.datetime(2005, 1, 1)
# end_date = dt.datetime(2020, 5, 22)
# mean_reversion = MeanReversion(start_date, end_date, '000001.XSHG', 'broad', load_finance=False)
# mean_reversion.append_poly_line(show=True)
start_date = dt.datetime(2016, 1, 1)
end_date = dt.datetime(2020, 5, 1)
mean_reversion = MeanReversion(start_date,
end_date,
'000300.XSHG',
load_finance=False)
mean_reversion.append_poly_line(show=True)
def test_append_pos(self):
start_date = dt.datetime(2015, 1, 1)
end_date = dt.datetime(2016, 4, 1)
mean_reversion = MeanReversion(start_date, end_date, '000300.XSHG',
'broad')
mean_reversion.append_finance(n=1)
mean_reversion.append_pos(show=True)
def test_annual_return(self):
mean_reversion = MeanReversion(dt.datetime(2005, 1, 1),
dt.datetime.now(),
'000012.XSHG',
load_finance=False)
pre_date = ''
pre_year = 0
pre_close = 0
for index, row in mean_reversion.df.iterrows():
if pre_year == 0 and pre_close == 0:
pre_year = index.year
pre_close = row.close
pre_date = dt.datetime.strftime(index, "%Y-%m-%d")
if index.year != pre_year:
cur_date = dt.datetime.strftime(index, "%Y-%m-%d")
print('date:%s -> date:%s, rate:%s%s, pre:%s, cur:%s' %
(pre_date, cur_date,
round(100 * (row.close - pre_close) / pre_close, 3),
'%', round(pre_close, 3), round(row.close, 3)))
pre_year = index.year
pre_close = row.close
pre_date = cur_date
def test_all(self):
start_date = dt.datetime(2010, 1, 1)
end_date = dt.datetime(2020, 5, 21)
mean_reversion = MeanReversion(start_date, end_date, '000300.XSHG',
'broad')
# 财务相关
mean_reversion.append_expected_profit()
mean_reversion.append_finance(n=7)
mean_reversion.append_pos(show=False)
# 价格相关
mean_reversion.append_poly_line()
mean_reversion.print_detail()
mean_reversion.draw_reference()
def test_ema(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.__append_ema(show=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)
def test_append_poly_line(self):
start_date = dt.datetime(2010, 1, 1)
end_date = dt.datetime(2020, 4, 1)
mean_reversion = MeanReversion(start_date, end_date, '000300.XSHG',
'broad')
mean_reversion.append_poly_line(show=True)
def test_close_pe_relation(self):
start_date = dt.datetime(2006, 1, 1)
end_date = dt.datetime(2020, 4, 1)
mean_reversion_cy = MeanReversion(start_date, end_date, '399006.XSHE',
'broad')
mean_reversion_cy.close_finance_relation(show_pe_percentile=True)
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 main(self, index_info: IndexInfo):
self.data_step(index_info)
if index_info.cal_sr:
# 1、最近1年的k线数据
ds = DataSource()
df = ds.load_bar_data(index_info.symbol,
index_info.alias,
start_date=datetime.now() - timedelta(365),
end_data=datetime.now())
mv = MainView(df)
mv.draw_main()
# 2、历史数据分析
mean_reversion = MeanReversion(datetime(2010, 1, 1),
datetime.now(),
index_info.index_code,
load_finance=index_info.cal_finance)
if index_info.cal_close:
# 价格相关
mean_reversion.append_poly_line()
mean_reversion.draw_close()
if index_info.cal_finance:
# 财务相关
mean_reversion.append_expected_profit()
mean_reversion.append_finance(n=index_info.rolling_gap_year)
mean_reversion.append_pos(show=False)
mean_reversion.print_detail()
mean_reversion.draw_reference()