Exemplo n.º 1
0
 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()
Exemplo n.º 2
0
 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()