Update: 代码格式修正
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@ -1,5 +1,6 @@
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import pandas as pd
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import pandas as pd
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import os, sys
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import os
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import sys
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sys.path.append("/home/lenovo/quant/tools/get_factor_tools/")
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sys.path.append("/home/lenovo/quant/tools/get_factor_tools/")
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from db_tushare import get_factor_tools
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from db_tushare import get_factor_tools
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@ -1,5 +1,6 @@
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# -*- coding: UTF-8 -*-
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# -*- coding: UTF-8 -*-
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import sys,os
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import sys
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import os
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import pandas as pd
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import pandas as pd
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import numpy as np
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import numpy as np
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import time
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import time
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12
trader.py
12
trader.py
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@ -1,10 +1,8 @@
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import pandas as pd
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import pandas as pd
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import numpy as np
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import numpy as np
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import sys, os
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import sys
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import os
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import copy
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import copy
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sys.path.append("/home/lenovo/quant/tools/get_factor_tools/")
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from db_tushare import get_factor_tools
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gft = get_factor_tools()
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from typing import Union, Iterable, Dict
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from typing import Union, Iterable, Dict
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from ordered_set import OrderedSet
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from ordered_set import OrderedSet
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@ -12,6 +10,10 @@ from ordered_set import OrderedSet
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from account import Account
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from account import Account
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from dataloader import DataLoader
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from dataloader import DataLoader
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sys.path.append("/home/lenovo/quant/tools/get_factor_tools/")
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from db_tushare import get_factor_tools
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gft = get_factor_tools()
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class Trader(Account):
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class Trader(Account):
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"""
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"""
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@ -221,7 +223,7 @@ class Trader(Account):
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weight_list = date_weight.loc[next_position['stock_code'].to_list()].values
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weight_list = date_weight.loc[next_position['stock_code'].to_list()].values
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weight_list = total_weight * weight_list / sum(weight_list)
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weight_list = total_weight * weight_list / sum(weight_list)
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return weight_list
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return weight_list
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except:
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except Exception:
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raise ValueError(f'not found stock weight in {date}')
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raise ValueError(f'not found stock weight in {date}')
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def get_next_position(self, date, factor):
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def get_next_position(self, date, factor):
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