83 lines
2.7 KiB
Python
83 lines
2.7 KiB
Python
# -*- encoding:utf-8 -*-
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"""
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选股因子抽象基类
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"""
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from __future__ import print_function
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from __future__ import absolute_import
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from __future__ import division
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import functools
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from abc import ABCMeta, abstractmethod
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from ..CoreBu.ABuFixes import six
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from ..CoreBu import ABuEnv
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from ..CoreBu.ABuBase import AbuParamBase
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__author__ = '阿布'
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__weixin__ = 'abu_quant'
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def reversed_result(func):
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"""对选股结果进行反转的装饰器，装饰在fit_pick上"""
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@functools.wraps(func)
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def wrapper(self, *args, **kwargs):
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result = func(self, *args, **kwargs)
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# 通过对象变量reversed，判断是否反转结果
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result = not result if self.reversed else result
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return result
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return wrapper
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class AbuPickStockBase(six.with_metaclass(ABCMeta, AbuParamBase)):
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def __init__(self, capital, benchmark, **kwargs):
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"""
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:param capital:资金类AbuCapital实例化对象
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:param benchmark:交易基准对象，AbuBenchmark实例对象
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:param kwargs:其它可扩展参数
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"""
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self.capital = capital
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self.benchmark = benchmark
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# 所有自定义参数不使用kwargs.pop('a', default)方式，因为有从配置文件读取等需求，而且后续_init_self可能也还需要
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# 默认反转结果false，通过kwargs参数控制
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self.reversed = False
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if 'reversed' in kwargs:
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self.reversed = kwargs['reversed']
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# 默认选股周期默认一年的交易日
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self.xd = ABuEnv.g_market_trade_year
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if 'xd' in kwargs:
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self.xd = kwargs['xd']
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# 最小选股周期，小于这个将抛弃，即结果投反对票
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self.min_xd = int(self.xd / 2)
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if 'min_xd' in kwargs:
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self.min_xd = kwargs['min_xd']
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# 因子独有的init继续
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self._init_self(**kwargs)
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def __str__(self):
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"""打印对象显示：class name, benchmark, reversed, xd, min_xd"""
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return '{}: {}, reversed:{}, xd:{}, min_xd:{}'.format(self.__class__.__name__,
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self.benchmark, self.reversed, self.xd, self.min_xd)
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__repr__ = __str__
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@abstractmethod
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def _init_self(self, **kwargs):
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"""子类因子针对可扩展参数的初始化"""
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pass
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@abstractmethod
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def fit_pick(self, *args, **kwargs):
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"""选股操作接口，即因子对象针对一个交易目标的投票结果，具体详见示例因子"""
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pass
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@abstractmethod
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def fit_first_choice(self, pick_worker, choice_symbols, *args, **kwargs):
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"""因子首选批量选股接口，即因子对象对多个交易目标的投票结果，具体详见示例因子"""
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pass
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