def __init__(self, dbLoc = dbLoc, saveLoc = saveLoc, shortProduct = '코스피 200'):
self.trdDate = dh.getTradingDate()
short = dh.getBenchmark(dbLoc)
short.getBmTs(self.trdDate[0], self.trdDate[len(self.trdDate)-1], [shortProduct])
shortBp = short.pivoted().copy()
self.shortProductRet = shortBp.pct_change()
self.eom_trdDate = utils.getEomTrdDate(self.trdDate)
k2db = df.dbLite(dbLoc,'k200')
self.info_k2 = k2db.getBulk('k200').copy()
self.eom_info_k2 = list(sorted(set(self.info_k2.date)))
del k2db
del short
#%%
'''
neutral stock Number
picked stock Number
portfolio making
eom = 13
'''
if __name__ == '__main__' :
baseDbs = dh.getAlldatabase(dbLoc)
descDb = dh.getAlldatabase(saveLoc)
trdDate = dh.getTradingDate()
eom = utils.getEomTrdDate(trdDate)
# simulation base information setting
base = longShortSimSetting()
i = 72
for i in range(72, len(eom)-1):
result = pd.DataFrame()
# base.eom_trdDate[i]
base.k2Setting(base.eom_trdDate[i])
neut = base.info_k2_refDate
desc = filteringDesc(base.eom_trdDate[i])
desc.setDesc()
descList = list(desc.stocks_filtered.keys())
baseDate = base.shortProductRet[(base.shortProductRet.index > eom[i]) &
(base.shortProductRet.index <= eom[i+1])]