def __init__(self, entity_schema: Type[EntityMixin] = Stock, provider: str = None, entity_provider: str = None, entity_ids: List[str] = None, exchanges: List[str] = None, codes: List[str] = None, the_timestamp: Union[str, pd.Timestamp] = None, start_timestamp: Union[str, pd.Timestamp] = None, end_timestamp: Union[str, pd.Timestamp] = None, filters: List = None, order: object = None, limit: int = None, level: Union[str, IntervalLevel] = IntervalLevel.LEVEL_1DAY, category_field: str = 'entity_id', time_field: str = 'timestamp', computing_window: int = None, keep_all_timestamp: bool = False, fill_method: str = 'ffill', effective_number: int = None, accumulator: Accumulator = None, need_persist: bool = False, dry_run: bool = False, factor_name: str = None, clear_state: bool = False, adjust_type: Union[AdjustType, str] = None, windows=None, vol_windows=None) -> None: if not windows: windows = [250] if not vol_windows: vol_windows = [30] self.windows = windows self.vol_windows = vol_windows columns: List = ['id', 'entity_id', 'timestamp', 'level', 'open', 'close', 'high', 'low', 'volume', 'turnover'] transformer: Transformer = MaAndVolumeTransformer(windows=windows, vol_windows=vol_windows) super().__init__(entity_schema, provider, entity_provider, entity_ids, exchanges, codes, the_timestamp, start_timestamp, end_timestamp, columns, filters, order, limit, level, category_field, time_field, computing_window, keep_all_timestamp, fill_method, effective_number, transformer, accumulator, need_persist, dry_run, factor_name, clear_state, adjust_type)
def __init__(self, region: Region, entity_schema: EntityMixin = Stock, provider: Provider = Provider.Default, entity_provider: Provider = Provider.Default, entity_ids: List[str] = None, exchanges: List[str] = None, codes: List[str] = None, the_timestamp: Union[str, pd.Timestamp] = None, start_timestamp: Union[str, pd.Timestamp] = None, end_timestamp: Union[str, pd.Timestamp] = None, columns: List = [ 'id', 'entity_id', 'timestamp', 'level', 'open', 'close', 'high', 'low', 'volume' ], filters: List = None, order: object = None, limit: int = None, level: Union[str, IntervalLevel] = IntervalLevel.LEVEL_1DAY, category_field: str = 'entity_id', time_field: str = 'timestamp', computing_window: int = None, keep_all_timestamp: bool = False, fill_method: str = 'ffill', effective_number: int = None, accumulator: Accumulator = None, need_persist: bool = False, dry_run: bool = False, windows=[250], vol_windows=[30]) -> None: self.windows = windows self.vol_windows = vol_windows transformer: Transformer = MaAndVolumeTransformer( windows=windows, vol_windows=vol_windows) super().__init__(region, entity_schema, provider, entity_provider, entity_ids, exchanges, codes, the_timestamp, start_timestamp, end_timestamp, columns, filters, order, limit, level, category_field, time_field, computing_window, keep_all_timestamp, fill_method, effective_number, transformer, accumulator, need_persist, dry_run)
def __init__( self, entity_schema: Type[TradableEntity] = Stock, provider: str = None, entity_provider: str = None, entity_ids: List[str] = None, exchanges: List[str] = None, codes: List[str] = None, start_timestamp: Union[str, pd.Timestamp] = None, end_timestamp: Union[str, pd.Timestamp] = None, columns: List = None, filters: List = None, order: object = None, limit: int = None, level: Union[str, IntervalLevel] = IntervalLevel.LEVEL_1DAY, category_field: str = "entity_id", time_field: str = "timestamp", computing_window: int = None, keep_all_timestamp: bool = False, fill_method: str = "ffill", effective_number: int = None, accumulator: Accumulator = None, need_persist: bool = False, only_compute_factor: bool = False, factor_name: str = None, clear_state: bool = False, only_load_factor: bool = False, adjust_type: Union[AdjustType, str] = None, windows=None, vol_windows=None, turnover_threshold=300000000, turnover_rate_threshold=0.02, up_intervals=40, over_mode="and", ) -> None: if not windows: windows = [250] if not vol_windows: vol_windows = [30] self.windows = windows self.vol_windows = vol_windows self.turnover_threshold = turnover_threshold self.turnover_rate_threshold = turnover_rate_threshold self.up_intervals = up_intervals self.over_mode = over_mode transformer: Transformer = MaAndVolumeTransformer(windows=windows, vol_windows=vol_windows) super().__init__( entity_schema, provider, entity_provider, entity_ids, exchanges, codes, start_timestamp, end_timestamp, columns, filters, order, limit, level, category_field, time_field, computing_window, keep_all_timestamp, fill_method, effective_number, transformer, accumulator, need_persist, only_compute_factor, factor_name, clear_state, only_load_factor, adjust_type, )