MyMaTrader¶
- class zvt.samples.stock_traders.MyMaTrader(entity_ids: List[str] = None, exchanges: List[str] = None, codes: List[str] = None, start_timestamp: str | Timestamp = None, end_timestamp: str | Timestamp = None, provider: str = None, level: str | IntervalLevel = IntervalLevel.LEVEL_1DAY, trader_name: str = None, real_time: bool = False, kdata_use_begin_time: bool = False, draw_result: bool = True, rich_mode: bool = False, adjust_type: AdjustType = AdjustType.hfq, profit_threshold=(3, -0.3), keep_history=False)¶
Bases:
StockTrader
- __init__(entity_ids: List[str] = None, exchanges: List[str] = None, codes: List[str] = None, start_timestamp: str | Timestamp = None, end_timestamp: str | Timestamp = None, provider: str = None, level: str | IntervalLevel = IntervalLevel.LEVEL_1DAY, trader_name: str = None, real_time: bool = False, kdata_use_begin_time: bool = False, draw_result: bool = True, rich_mode: bool = False, adjust_type: AdjustType = AdjustType.hfq, profit_threshold=(3, -0.3), keep_history=False) None ¶
- init_factors(entity_ids, entity_schema, exchanges, codes, start_timestamp, end_timestamp, adjust_type=None)¶
overwrite it to init factors if you want to use factor computing model :param adjust_type:
- handle_factor_targets(timestamp: Timestamp)¶
select targets from factors :param timestamp: the timestamp for next kdata coming
- init_entities(timestamp)¶
init the entities for timestamp
- Parameters:
timestamp
- Returns:
- on_factor_targets_filtered(timestamp, level, factor: Factor, long_targets: List[str], short_targets: List[str]) Tuple[List[str], List[str]] ¶
overwrite it to filter the targets from factor
- Parameters:
timestamp – the event time
level – the level
factor – the factor
long_targets – the long targets from the factor
short_targets – the short targets from the factor
- Returns:
filtered long targets, filtered short targets
- on_targets_selected_from_levels(timestamp) Tuple[List[str], List[str]] ¶
this method’s called in every min level cycle to select targets in all levels generated by the previous cycle the default implementation is selecting the targets in all levels overwrite it for your custom logic
- Parameters:
timestamp – current event time
- Returns:
long targets, short targets
- on_time(timestamp: Timestamp)¶
called in every min level cycle
- Parameters:
timestamp – event time
- update_targets_by_level(level: IntervalLevel, long_targets: List[str], short_targets: List[str]) None ¶
the trading signals is generated in min level,before that,we should cache targets of all levels
- Parameters:
level
long_targets
short_targets