def __init__(self, entity_schema: Type[EntityMixin] = Stock, provider: str = None, entity_provider: str = None,
entity_ids: List[str] = None, exchanges: List[str] = None, codes: List[str] = None,
the_timestamp: Union[str, pd.Timestamp] = None, start_timestamp: Union[str, pd.Timestamp] = None,
end_timestamp: Union[str, pd.Timestamp] = None, filters: List = None,
order: object = None, limit: int = None, level: Union[str, IntervalLevel] = IntervalLevel.LEVEL_1DAY,
category_field: str = 'entity_id', time_field: str = 'timestamp', computing_window: int = None,
keep_all_timestamp: bool = False, fill_method: str = 'ffill', effective_number: int = None,
accumulator: Accumulator = None, need_persist: bool = False,
dry_run: bool = False, factor_name: str = None, clear_state: bool = False,
adjust_type: Union[AdjustType, str] = None, windows=None, vol_windows=None) -> None:
if not windows:
windows = [250]
if not vol_windows:
vol_windows = [30]
self.windows = windows
self.vol_windows = vol_windows
columns: List = ['id', 'entity_id', 'timestamp', 'level', 'open', 'close', 'high', 'low', 'volume',
'turnover']
transformer: Transformer = MaAndVolumeTransformer(windows=windows, vol_windows=vol_windows)
super().__init__(entity_schema, provider, entity_provider, entity_ids, exchanges, codes, the_timestamp,
start_timestamp, end_timestamp, columns, filters, order, limit, level, category_field,
time_field, computing_window, keep_all_timestamp, fill_method, effective_number, transformer,
accumulator, need_persist, dry_run, factor_name, clear_state, adjust_type)
def __init__(self,
region: Region,
entity_schema: EntityMixin = Stock,
provider: Provider = Provider.Default,
entity_provider: Provider = Provider.Default,
entity_ids: List[str] = None,
exchanges: List[str] = None,
codes: List[str] = None,
the_timestamp: Union[str, pd.Timestamp] = None,
start_timestamp: Union[str, pd.Timestamp] = None,
end_timestamp: Union[str, pd.Timestamp] = None,
columns: List = [
'id', 'entity_id', 'timestamp', 'level', 'open', 'close',
'high', 'low', 'volume'
],
filters: List = None,
order: object = None,
limit: int = None,
level: Union[str, IntervalLevel] = IntervalLevel.LEVEL_1DAY,
category_field: str = 'entity_id',
time_field: str = 'timestamp',
computing_window: int = None,
keep_all_timestamp: bool = False,
fill_method: str = 'ffill',
effective_number: int = None,
accumulator: Accumulator = None,
need_persist: bool = False,
dry_run: bool = False,
windows=[250],
vol_windows=[30]) -> None:
self.windows = windows
self.vol_windows = vol_windows
transformer: Transformer = MaAndVolumeTransformer(
windows=windows, vol_windows=vol_windows)
super().__init__(region, entity_schema, provider, entity_provider,
entity_ids, exchanges, codes, the_timestamp,
start_timestamp, end_timestamp, columns, filters,
order, limit, level, category_field, time_field,
computing_window, keep_all_timestamp, fill_method,
effective_number, transformer, accumulator,
need_persist, dry_run)
def __init__(
self,
entity_schema: Type[TradableEntity] = Stock,
provider: str = None,
entity_provider: str = None,
entity_ids: List[str] = None,
exchanges: List[str] = None,
codes: List[str] = None,
start_timestamp: Union[str, pd.Timestamp] = None,
end_timestamp: Union[str, pd.Timestamp] = None,
columns: List = None,
filters: List = None,
order: object = None,
limit: int = None,
level: Union[str, IntervalLevel] = IntervalLevel.LEVEL_1DAY,
category_field: str = "entity_id",
time_field: str = "timestamp",
computing_window: int = None,
keep_all_timestamp: bool = False,
fill_method: str = "ffill",
effective_number: int = None,
accumulator: Accumulator = None,
need_persist: bool = False,
only_compute_factor: bool = False,
factor_name: str = None,
clear_state: bool = False,
only_load_factor: bool = False,
adjust_type: Union[AdjustType, str] = None,
windows=None,
vol_windows=None,
turnover_threshold=300000000,
turnover_rate_threshold=0.02,
up_intervals=40,
over_mode="and",
) -> None:
if not windows:
windows = [250]
if not vol_windows:
vol_windows = [30]
self.windows = windows
self.vol_windows = vol_windows
self.turnover_threshold = turnover_threshold
self.turnover_rate_threshold = turnover_rate_threshold
self.up_intervals = up_intervals
self.over_mode = over_mode
transformer: Transformer = MaAndVolumeTransformer(windows=windows, vol_windows=vol_windows)
super().__init__(
entity_schema,
provider,
entity_provider,
entity_ids,
exchanges,
codes,
start_timestamp,
end_timestamp,
columns,
filters,
order,
limit,
level,
category_field,
time_field,
computing_window,
keep_all_timestamp,
fill_method,
effective_number,
transformer,
accumulator,
need_persist,
only_compute_factor,
factor_name,
clear_state,
only_load_factor,
adjust_type,
)
