44 lines
1.7 KiB
Python
44 lines
1.7 KiB
Python
# -*- encoding:utf-8 -*-
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"""
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选股示例因子：价格选股因子
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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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from .ABuPickStockBase import AbuPickStockBase, reversed_result
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import numpy as np
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__author__ = '阿布'
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__weixin__ = 'abu_quant'
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class AbuPickStockPriceMinMax(AbuPickStockBase):
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"""价格选股因子示例类"""
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def _init_self(self, **kwargs):
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"""通过kwargs设置选股价格边际条件，配置因子参数"""
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# 暂时与base保持一致不使用kwargs.pop('a', default)方式
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# fit_pick中选择 > 最小(threshold_price_min), 默认负无穷，即默认所有都符合
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self.threshold_price_min = -np.inf
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if 'threshold_price_min' in kwargs:
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# 最小价格阀值
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self.threshold_price_min = kwargs['threshold_price_min']
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# fit_pick中选择 < 最大(threshold_price_max), 默认正无穷，即默认所有都符合
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self.threshold_price_max = np.inf
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if 'threshold_price_max' in kwargs:
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# 最大价格阀值
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self.threshold_price_max = kwargs['threshold_price_max']
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@reversed_result
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def fit_pick(self, kl_pd, target_symbol):
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"""开始根据自定义价格边际参数进行选股"""
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if kl_pd.close.max() < self.threshold_price_max and kl_pd.close.min() > self.threshold_price_min:
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# kl_pd.close的最大价格 < 最大价格阀值 且 kl_pd.close的最小价格 > 最小价格阀值
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return True
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return False
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def fit_first_choice(self, pick_worker, choice_symbols, *args, **kwargs):
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raise NotImplementedError('AbuPickStockPriceMinMax fit_first_choice unsupported now!')
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