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 setUp(self) -> None:
set_global_config('config.json')
self.factor_compositor = FactorCompositor()
def setUp(self) -> None:
set_global_config('config.json')
self.db_interface = get_db_interface()
def setUp(self) -> None:
set_global_config('config.json')
def setUp(self) -> None:
set_global_config('config.json')
self.calendar = TradingCalendar()
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()
def setUp(self) -> None:
set_global_config('config.json')
self.web_crawler = WebDataCrawler()
self.calendar = SHSZTradingCalendar()
def setUp(self) -> None:
set_global_config('config.json')
self.db = AShareDataReader()
