Skip to content
Projects
Groups
Snippets
Help
Loading...
Help
Submit feedback
Sign in
Toggle navigation
F
FactorCalculate
Project
Project
Details
Activity
Releases
Cycle Analytics
Repository
Repository
Files
Commits
Branches
Tags
Contributors
Graph
Compare
Charts
Issues
0
Issues
0
List
Board
Labels
Milestones
Merge Requests
0
Merge Requests
0
CI / CD
CI / CD
Pipelines
Jobs
Schedules
Charts
Wiki
Wiki
Snippets
Snippets
Members
Members
Collapse sidebar
Close sidebar
Activity
Graph
Charts
Create a new issue
Jobs
Commits
Issue Boards
Open sidebar
李煜
FactorCalculate
Commits
cb47965e
Commit
cb47965e
authored
Jul 04, 2019
by
李煜
Browse files
Options
Browse Files
Download
Email Patches
Plain Diff
update readme
parent
5a11cfb6
Changes
5
Expand all
Hide whitespace changes
Inline
Side-by-side
Showing
5 changed files
with
19 additions
and
395 deletions
+19
-395
.gitignore
.gitignore
+1
-0
README.md
README.md
+14
-0
client.py
client.py
+1
-2
client_bak.py
client_bak.py
+0
-393
factor_per_share_indicators.py
factor/factor_per_share_indicators.py
+3
-0
No files found.
.gitignore
View file @
cb47965e
...
...
@@ -106,3 +106,4 @@ venv.bak/
.mypy_cache/
.idea/
/ultron/
/client_bak.py
README.md
View file @
cb47965e
# FactorCalculate
-
/factor
该文件目录下保存的是因子计算的task文件, 以及每个task所依赖的因子计算文件。
目前包含的task:
-
factor_growth.py # 历史成长
-
factor_per_share_indicators.py # 规模,未使用
-
historical_values.py # 价值
-
factor_cash_flow.py # 收益质量
-
factor_constrain.py # 收益质量
-
factor_earning.py # 收益质量
-
client.py
程序执行入口
-
sumbit.py
分布式计算,提交入口
client.py
View file @
cb47965e
import
pdb
import
collections
import
json
import
time
from
pandas.io.json
import
json_normalize
from
datetime
import
datetime
,
timedelta
from
factor
import
factor_growth
,
historical_value
,
factor_per_share_indicators
,
factor_cash_flow
,
factor_contrarian
,
factor_earning
...
...
@@ -518,6 +516,7 @@ if __name__ == '__main__':
_trade_date
=
TradeDate
()
trade_date_sets
=
_trade_date
.
trade_date_sets_ago
(
start_date
,
end_date
,
count
)
if
rebuild
is
True
:
# create database table
# growth
growth
=
factor_growth
.
Growth
(
'factor_growth'
)
growth
.
create_dest_tables
()
...
...
client_bak.py
deleted
100644 → 0
View file @
5a11cfb6
This diff is collapsed.
Click to expand it.
factor/factor_per_share_indicators.py
View file @
cb47965e
...
...
@@ -22,6 +22,9 @@ from ultron.cluster.invoke.cache_data import cache_data
class
PerShareIndicators
(
FactorBase
):
"""
规模类
"""
def
__init__
(
self
,
name
):
super
(
PerShareIndicators
,
self
)
.
__init__
(
name
)
...
...
Write
Preview
Markdown
is supported
0%
Try again
or
attach a new file
Attach a file
Cancel
You are about to add
0
people
to the discussion. Proceed with caution.
Finish editing this message first!
Cancel
Please
register
or
sign in
to comment