MyMaTrader

class zvt.samples.stock_traders.MyMaTrader(entity_ids: Optional[List[str]] = None, exchanges: Optional[List[str]] = None, codes: Optional[List[str]] = None, start_timestamp: Optional[Union[str, pandas._libs.tslibs.timestamps.Timestamp]] = None, end_timestamp: Optional[Union[str, pandas._libs.tslibs.timestamps.Timestamp]] = None, provider: Optional[str] = None, level: Union[str, zvt.contract.IntervalLevel] = IntervalLevel.LEVEL_1DAY, trader_name: Optional[str] = None, real_time: bool = False, kdata_use_begin_time: bool = False, draw_result: bool = True, rich_mode: bool = False, adjust_type: zvt.contract.AdjustType = AdjustType.hfq, profit_threshold=(3, - 0.3), keep_history=False)

Bases: zvt.trader.trader.StockTrader

__init__(entity_ids: Optional[List[str]] = None, exchanges: Optional[List[str]] = None, codes: Optional[List[str]] = None, start_timestamp: Optional[Union[str, pandas._libs.tslibs.timestamps.Timestamp]] = None, end_timestamp: Optional[Union[str, pandas._libs.tslibs.timestamps.Timestamp]] = None, provider: Optional[str] = None, level: Union[str, zvt.contract.IntervalLevel] = IntervalLevel.LEVEL_1DAY, trader_name: Optional[str] = None, real_time: bool = False, kdata_use_begin_time: bool = False, draw_result: bool = True, rich_mode: bool = False, adjust_type: zvt.contract.AdjustType = AdjustType.hfq, profit_threshold=(3, - 0.3), keep_history=False) → None
init_selectors(entity_ids, entity_schema, exchanges, codes, start_timestamp, end_timestamp, adjust_type=None)

overwrite it to init selectors if you want to use selector/factor computing model :param adjust_type:

entity_schema

alias of zvt.domain.meta.stock_meta.Stock

on_targets_filtered(timestamp, level, selector: zvt.factors.target_selector.TargetSelector, long_targets: List[str], short_targets: List[str]) → Tuple[List[str], List[str]]

overwrite it to filter the targets from selector

Parameters

  • timestamp – the event time

  • level – the level

  • selector – the selector

  • long_targets – the long targets from the selector

  • short_targets – the short targets from the selector

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: pandas._libs.tslibs.timestamps.Timestamp)

called in every min level cycle

Parameters

timestamp – event time

update_targets_by_level(level: zvt.contract.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 –