Stock1dMaStatsFactor

class zvt.factors.ma.domain.stock_1d_ma_stats_factor.Stock1dMaStatsFactor(**kwargs)

Bases: sqlalchemy.orm.decl_api.Base, zvt.factors.ma.domain.common.MaStatsFactorCommon

__init__(**kwargs)

A simple constructor that allows initialization from kwargs.

Sets attributes on the constructed instance using the names and values in kwargs.

Only keys that are present as attributes of the instance’s class are allowed. These could be, for example, any mapped columns or relationships.

area
close
count
distance
entity_id

entity id

classmethod get_providers() List[str]

providers of the schema defined by cls

Returns

providers

classmethod get_storages(provider: Optional[str] = None)

get the storages info

Parameters

provider – provider

Returns

storages

high
id

id

live
low
ma10
ma120
ma144
ma250
ma34
ma5
ma55
ma89
open
classmethod query_data(provider_index: int = 0, ids: Optional[List[str]] = None, entity_ids: Optional[List[str]] = None, entity_id: Optional[str] = None, codes: Optional[List[str]] = None, code: Optional[str] = None, level: Optional[Union[zvt.contract.IntervalLevel, str]] = None, provider: Optional[str] = None, columns: Optional[List] = None, col_label: Optional[dict] = None, return_type: str = 'df', start_timestamp: Optional[Union[str, pandas._libs.tslibs.timestamps.Timestamp]] = None, end_timestamp: Optional[Union[str, pandas._libs.tslibs.timestamps.Timestamp]] = None, filters: Optional[List] = None, session: Optional[sqlalchemy.orm.session.Session] = None, order=None, limit: Optional[int] = None, index: Optional[Union[str, list]] = None, drop_index_col=False, time_field: str = 'timestamp')

query data by the arguments

Parameters
  • provider_index

  • data_schema

  • ids

  • entity_ids

  • entity_id

  • codes

  • code

  • level

  • provider

  • columns

  • col_label – dict with key(column), value(label)

  • return_type – df, domain or dict. default is df

  • start_timestamp

  • end_timestamp

  • filters

  • session

  • order

  • limit

  • index – index field name, str for single index, str list for multiple index

  • drop_index_col – whether drop the col if it’s in index, default False

  • time_field

Returns

results basing on return_type.

classmethod record_data(provider_index: int = 0, provider: Optional[str] = None, force_update=None, sleeping_time=None, exchanges=None, entity_id=None, entity_ids=None, code=None, codes=None, real_time=None, fix_duplicate_way=None, start_timestamp=None, end_timestamp=None, one_day_trading_minutes=None, **kwargs)

record data by the arguments

Parameters
  • provider_index

  • provider

  • force_update

  • sleeping_time

  • exchanges

  • entity_ids

  • code

  • codes

  • real_time

  • fix_duplicate_way

  • start_timestamp

  • end_timestamp

  • one_day_trading_minutes

  • kwargs

Returns

classmethod register_provider(provider)

register the provider to the schema defined by cls

Parameters

provider

classmethod register_recorder_cls(provider, recorder_cls)

register the recorder for the schema

Parameters
  • provider

  • recorder_cls

timestamp

the meaning could be different for different case,most time it means ‘happen time’

turnover
vol_ma30