def strategySpread(self,startDate,endDate,assetCode,sigmaMultiplier,tableName):
startDate=Ygg.dataOperation().strToDate(startDate)
endDate=Ygg.dataOperation().strToDate(endDate)
folderPath=os.getcwd()
#提取期货数据
data=Ygg.dataOperation().retrieveData(assetCode,startDate,endDate)
#进行价差分析运算
[res0,startDate,endDate]=Ygg.strategy().spreadSpeculation(data,folderPath,sigmaMultiplier)
#写入数据库
Ygg.dataOperation().backtestDBInsert(res0,startDate,endDate,tableName)
def strategySpread(self, startDate, endDate, assetCode, sigmaMultiplier,
tableName):
startDate = Ygg.dataOperation().strToDate(startDate)
endDate = Ygg.dataOperation().strToDate(endDate)
folderPath = os.getcwd()
#提取期货数据
data = Ygg.dataOperation().retrieveData(assetCode, startDate, endDate)
#进行价差分析运算
[res0, startDate,
endDate] = Ygg.strategy().spreadSpeculation(data, folderPath,
sigmaMultiplier)
#写入数据库
Ygg.dataOperation().backtestDBInsert(res0, startDate, endDate,
tableName)
