class MyTestCase(unittest.TestCase):
def setUp(self) -> None:
set_global_config('config.json')
self.db = AShareDataReader()
def test_calendar(self):
print(self.db.calendar.calendar)
def test_adj_factor(self):
start_date = dt.date(2018, 5, 10)
end_date = dt.date(2018, 7, 10)
dates = [start_date, end_date]
ids = ['000001.SZ', '600000.SH', '000002.SZ']
print(
self.db.adj_factor.get_data(start_date=start_date,
end_date=end_date,
ids=ids))
print(self.db.adj_factor.get_data(start_date=start_date, ids=ids))
print(self.db.adj_factor.get_data(end_date=end_date, ids=ids))
print(self.db.adj_factor.get_data(dates=dates, ids=ids))
def test_stocks(self):
print(self.db.stocks)
def test_get_sec_name(self):
start_date = dt.date(2018, 5, 10)
print(self.db.sec_name.get_data(dates=[start_date]))
def test_get_financial_factor(self):
self.fail()
def test_industry(self):
start_date = dt.date(2018, 5, 10)
print(self.db.industry('中信', 3).get_data(dates=[start_date]))
print(self.db.industry('中证', 3).get_data(dates=[start_date]))
#
# def test_financial_query(self):
# print(self.db.query_financial_statements('资产负债表', '资产总计', '20181231'))
#
# def test_financial_snapshot(self):
# print(self.db.get_financial_snapshot('资产负债表', '资产总计', yearly=True))
# print(self.db.get_financial_snapshot('资产负债表', '资产总计', quarterly=True))
def test_index_constitute(self):
print(self.db.index_constitute.get_data('000300.SH', '20201130'))
class MyTestCase(unittest.TestCase):
def setUp(self) -> None:
set_global_config('config.json')
self.db = AShareDataReader()
self.start_date = dt.datetime(2018, 5, 10)
self.end_date = dt.datetime(2018, 7, 10)
self.ids = ['000001.SZ', '600000.SH', '000002.SZ']
self.dates = [self.start_date, self.end_date]
def test_calendar(self):
print(self.db.calendar.calendar)
def test_adj_factor(self):
print(
self.db.adj_factor.get_data(start_date=self.start_date,
end_date=self.end_date,
ids=self.ids))
print(
self.db.adj_factor.get_data(start_date=self.start_date,
ids=self.ids))
print(self.db.adj_factor.get_data(end_date=self.end_date,
ids=self.ids))
print(self.db.adj_factor.get_data(dates=self.dates, ids=self.ids))
def test_stocks(self):
print(self.db.stocks)
def test_get_sec_name(self):
start_date = dt.date(2018, 5, 10)
print(self.db.sec_name.get_data(dates=[start_date]))
def test_industry(self):
start_date = dt.date(2018, 5, 10)
print(self.db.industry('中信', 3).get_data(dates=[start_date]))
print(self.db.industry('中证', 3).get_data(dates=[start_date]))
def test_index_constitute(self):
print(self.db.index_constitute.get_data('000300.SH', '20201130'))
def test_pe_ttm(self):
print(self.db.earning_ttm.get_data(dates=self.dates, ids=self.ids))
print(self.db.stock_market_cap.get_data(dates=self.dates,
ids=self.ids))
print(self.db.pe_ttm.get_data(dates=self.dates, ids=self.ids))
import datetime as dt
import sys
from AShareData.AShareDataReader import AShareDataReader
from AShareData.config import set_global_config
from AShareData.FactorCompositor import FactorPortfolio, FactorPortfolioPolicy
from AShareData.utils import StockSelectionPolicy
if __name__ == '__main__':
set_global_config(sys.argv[1])
data_reader = AShareDataReader()
stock_selection_policy = StockSelectionPolicy()
stock_selection_policy.ignore_new_stock_period = 360
stock_selection_policy.ignore_st = True
stock_selection_policy.ignore_pause = True
policy = FactorPortfolioPolicy()
policy.bins = [5, 10]
policy.stock_selection_policy = stock_selection_policy
policy.start_date = dt.datetime(2010, 1, 1)
policy.industry = data_reader.industry('申万', 1)
policy.weight = data_reader.stock_free_floating_market_cap
policy.name = data_reader.beta.factor_name
policy.factor = data_reader.beta
sub_port = FactorPortfolio(factor_portfolio_policy=policy)
sub_port.update()