Stock1wkZFactor

class zvt.factors.z.domain.stock_1wk_z_factor.Stock1wkZFactor(**kwargs)

Bases: sqlalchemy.orm.decl_api.Base, zvt.factors.z.domain.common.ZFactorCommon

__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.

bi_change
bi_di
bi_ding
bi_interval
bi_slope
bi_value
bi_zhongshu
bi_zhongshu_change
close
current_change
current_direction
current_interval
current_slope
current_zhongshu_change
current_zhongshu_y0
current_zhongshu_y1
duan_change
duan_di
duan_ding
duan_interval
duan_slope
duan_state
duan_value
entity_id

entity id

fenxing_power
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

level
low
open
opposite_change
opposite_interval
opposite_slope
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’

tmp_di
tmp_ding
tmp_direction
turnover
volume
zhongshu
zhongshu_change