delta = datetime.timedelta(days=1)
yesterday = today - delta
q = query(valuation.code,
valuation.market_cap,
#valuation.turnover_ratio,
#valuation.pe_ratio,
#valuation.pb_ratio,
#valuation.ps_ratio,
#indicator.roe,
#income.operating_profit,
income.net_profit,
#income.total_operating_revenue
).filter(valuation.code.in_(initial_list))
# 将获得的因子值存入一个数据表
dataset = get_fundamentals(q, date = None)
dataset.columns = ['code', 'market_cap','换手率']
# ,'PE','PB','PS','净资产收益率','经营利润','净利润','营业总收入']
#dataset['平均差']=list(DMA(dataset.code, yesterday)[0].values())
#dataset['平均差']=list(DMA(dataset.code, yesterday)[0].values())
#dataset['换手率']=list(HSL(dataset.code, yesterday)[0].values())
#dataset['移动平均']=list(MA(dataset.code, yesterday).values())
#dataset['乖离率']=list(BIAS(dataset.code, yesterday)[0].values())
#dataset['动量线']=list(MTM(dataset.code, yesterday).values())
为什么无论怎么改变因子最后得到的回测结果都是一样的？
2023-03-24
雪球
