68 lines
2.7 KiB
Python
68 lines
2.7 KiB
Python
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import numpy as np
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def check_buy_exclude(buy_exclude):
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buy_exclude_dict = dict()
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# 检查剔除条件
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for cond in ['amt_20', 'list_days', 'mkt', 'price']:
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if cond == 'amt_20':
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# 20日成交量均值
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if cond in buy_exclude:
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amt_exclude = buy_exclude[cond]
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else:
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buy_exclude[cond] = (0, np.inf)
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continue
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if isinstance(buy_exclude[cond], (set,list,tuple)):
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if len(amt_exclude) == 1:
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buy_exclude_dict[cond] = (amt_exclude[0], np.inf)
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else:
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buy_exclude_dict[cond] = (amt_exclude[0], amt_exclude[1])
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else:
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raise Exception('wrong input type for buy exclude: amt_20, `set`, `list` or `tuple` is required')
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if cond == 'list_days':
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# 上市时间
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if cond in buy_exclude:
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list_exclude = buy_exclude[cond]
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else:
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buy_exclude[cond] = (0, np.inf)
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continue
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if isinstance(buy_exclude[cond], (set,list,tuple)):
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if len(list_exclude) == 1:
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buy_exclude_dict[cond] = (list_exclude[0], np.inf)
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else:
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buy_exclude_dict[cond] = (list_exclude[0], list_exclude[1])
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else:
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raise Exception('wrong input type for buy exclude: list_days, `set`, `list` or `tuple` is required')
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if cond == 'mkt':
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# 市值
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if cond in buy_exclude:
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mkt_exclude = buy_exclude[cond]
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else:
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buy_exclude[cond] = (0, np.inf)
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continue
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if isinstance(buy_exclude[cond], (set,list,tuple)):
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if len(mkt_exclude) == 1:
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buy_exclude_dict[cond] = (mkt_exclude[0], np.inf)
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else:
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buy_exclude_dict[cond] = (mkt_exclude[0], mkt_exclude[1])
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else:
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raise Exception('wrong input type for buy exclude: mkt, `set`, `list` or `tuple` is required')
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if cond == 'price':
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# 价格
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if cond in buy_exclude:
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price_exclude = buy_exclude[cond]
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else:
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buy_exclude[cond] = (0, np.inf)
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continue
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if isinstance(buy_exclude[cond], (set,list,tuple)):
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if len(price_exclude) == 1:
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buy_exclude_dict[cond] = (price_exclude[0], np.inf)
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else:
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buy_exclude_dict[cond] = (price_exclude[0], price_exclude[1])
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else:
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raise Exception('wrong input type for buy exclude: price, `set`, `list` or `tuple` is required')
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return buy_exclude_dict
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