示例#1
0
文件: IC.py 项目: wusf/MyQunatLib
 def SetStockUniverse(self, dbPathIndexConstituents, constituentIndexCode):
     """"""
     self.logger.info("<{}>-Set stock universe: {}".format(
         __name__.split('.')[-1], constituentIndexCode))
     self.constituentIndexCode = constituentIndexCode
     self.objConstituentStocks = GetIndexConstituentStocks.GetIndexConstituentStocks(
         dbPathIndexConstituents, self.logger)
示例#2
0
 def SetStockUniverse(self, dbPathIndexConstituents, constituentIndexCode):
     """
     确定股票投资范围
     """
     self.constituentIndexCode = constituentIndexCode
     self.objConstituentStocks = GetIndexConstituentStocks.GetIndexConstituentStocks(
         dbPathIndexConstituents, self.logger)
示例#3
0
 def LoadSourceData(self, dbPathFdmtData, dbPathMktData,
                    dbPathConstituentStocks):
     """
     读取本地数据库数据
     """
     self.objConstituentStocks = GetIndexConstituentStocks.GetIndexConstituentStocks(
         dbPathConstituentStocks, self.logger)
     self.objCalcFactorVals = CalcFactorVals.CalculateFactorValues(
         dbPathFdmtData, dbPathMktData, None, self.logger)