def get_performance_stats_by_month(
entity_type="stock",
start_timestamp="2015-01-01",
end_timestamp=now_pd_timestamp(),
adjust_type: Union[AdjustType, str] = None,
data_provider=None,
):
ranges = month_start_end_ranges(start_date=start_timestamp,
end_date=end_timestamp)
month_stats = {}
for month_range in ranges:
start_timestamp = month_range[0]
end_timestamp = month_range[1]
logger.info(f"calculate range [{start_timestamp}, {end_timestamp}]")
stats = get_performance_stats(
entity_type=entity_type,
start_timestamp=start_timestamp,
end_timestamp=end_timestamp,
adjust_type=adjust_type,
data_provider=data_provider,
)
if stats:
month_stats[f"{to_time_str(start_timestamp)}"] = stats
return pd.DataFrame.from_dict(data=month_stats, orient="index")
def test_month_start_end_range():
start = "2020-01-01"
end = "2021-01-01"
ranges = month_start_end_ranges(start_date=start, end_date=end)
print(ranges)
assert is_same_date(ranges[0][0], "2020-01-01")
assert is_same_date(ranges[0][1], "2020-01-31")
assert is_same_date(ranges[-1][0], "2020-12-01")
assert is_same_date(ranges[-1][1], "2020-12-31")
start = "2020-01-01"
end = "2021-01-31"
ranges = month_start_end_ranges(start_date=start, end_date=end)
print(ranges)
assert is_same_date(ranges[0][0], "2020-01-01")
assert is_same_date(ranges[0][1], "2020-01-31")
assert is_same_date(ranges[-1][0], "2021-01-01")
assert is_same_date(ranges[-1][1], "2021-01-31")
def test_month_start_end_range():
start = '2020-01-01'
end = '2021-01-01'
ranges = month_start_end_ranges(start_date=start, end_date=end)
print(ranges)
assert is_same_date(ranges[0][0], '2020-01-01')
assert is_same_date(ranges[0][1], '2020-01-31')
assert is_same_date(ranges[-1][0], '2020-12-01')
assert is_same_date(ranges[-1][1], '2020-12-31')
start = '2020-01-01'
end = '2021-01-31'
ranges = month_start_end_ranges(start_date=start, end_date=end)
print(ranges)
assert is_same_date(ranges[0][0], '2020-01-01')
assert is_same_date(ranges[0][1], '2020-01-31')
assert is_same_date(ranges[-1][0], '2021-01-01')
assert is_same_date(ranges[-1][1], '2021-01-31')
def got_top_performance_by_month(entity_type='stock',
start_timestamp='2015-01-01',
end_timestamp=now_pd_timestamp(),
list_days=None):
ranges = month_start_end_ranges(start_date=start_timestamp, end_date=end_timestamp)
for month_range in ranges:
start_timestamp = month_range[0]
end_timestamp = month_range[1]
top, _ = get_top_performance_entities(entity_type=entity_type, start_timestamp=start_timestamp,
end_timestamp=end_timestamp, list_days=list_days)
yield (end_timestamp, top)
def get_top_performance_by_month(
entity_type="stock",
start_timestamp="2015-01-01",
end_timestamp=now_pd_timestamp(),
list_days=None,
data_provider=None,
):
ranges = month_start_end_ranges(start_date=start_timestamp,
end_date=end_timestamp)
for month_range in ranges:
start_timestamp = month_range[0]
end_timestamp = month_range[1]
top, _ = get_top_performance_entities(
entity_type=entity_type,
start_timestamp=start_timestamp,
end_timestamp=end_timestamp,
list_days=list_days,
data_provider=data_provider,
)
yield start_timestamp, end_timestamp, top