<reponame>stungkit/zvt
# -*- coding: utf-8 -*-
from typing import List, Union

import pandas as pd

from zvt.contract import IntervalLevel
from zvt.contract.factor import Factor, Transformer, Accumulator
from zvt.domain import Stock, DragonAndTiger
from zvt.factors import TargetSelector
from zvt.trader import StockTrader


class DragonTigerFactor(Factor):
    def __init__(
        self,
        provider: str = "em",
        entity_provider: str = "em",
        entity_ids: List[str] = None,
        exchanges: List[str] = None,
        codes: List[str] = None,
        start_timestamp: Union[str, pd.Timestamp] = None,
        end_timestamp: Union[str, pd.Timestamp] = None,
        columns: List = None,
        filters: List = [DragonAndTiger.dep1 == "机构专用"],
        order: object = None,
        limit: int = None,
        level: Union[str, IntervalLevel] = IntervalLevel.LEVEL_1DAY,
        category_field: str = "entity_id",
        time_field: str = "timestamp",
        computing_window: int = None,
        keep_all_timestamp: bool = False,
        fill_method: str = "ffill",
        effective_number: int = None,
        transformer: Transformer = None,
        accumulator: Accumulator = None,
        need_persist: bool = False,
        only_compute_factor: bool = False,
        factor_name: str = None,
        clear_state: bool = False,
        only_load_factor: bool = False,
    ) -> None:
        super().__init__(
            DragonAndTiger,
            Stock,
            provider,
            entity_provider,
            entity_ids,
            exchanges,
            codes,
            start_timestamp,
            end_timestamp,
            columns,
            filters,
            order,
            limit,
            level,
            category_field,
            time_field,
            computing_window,
            keep_all_timestamp,
            fill_method,
            effective_number,
            transformer,
            accumulator,
            need_persist,
            only_compute_factor,
            factor_name,
            clear_state,
            only_load_factor,
        )

    def compute_result(self):
        self.factor_df["filter_result"] = True
        super().compute_result()


class MyTrader(StockTrader):
    def init_selectors(
        self, entity_ids, entity_schema, exchanges, codes, start_timestamp, end_timestamp, adjust_type=None
    ):
        myselector = TargetSelector(
            entity_ids=entity_ids,
            entity_schema=entity_schema,
            exchanges=exchanges,
            codes=codes,
            start_timestamp=start_timestamp,
            end_timestamp=end_timestamp,
            provider="em",
        )

        myselector.add_factor(
            DragonTigerFactor(
                entity_ids=entity_ids,
                exchanges=exchanges,
                codes=codes,
                start_timestamp=start_timestamp,
                end_timestamp=end_timestamp,
            )
        )

        self.selectors.append(myselector)


if __name__ == "__main__":
    trader = MyTrader(start_timestamp="2020-01-01", end_timestamp="2022-05-01")
    trader.run()

# -*- coding: utf-8 -*-
from typing import List, Union

import pandas as pd

from zvt.contract import IntervalLevel
from zvt.contract.factor import Factor, Transformer, Accumulator
from zvt.domain import Stock, DragonAndTiger
from zvt.factors import TargetSelector
from zvt.trader import StockTrader


class DragonTigerFactor(Factor):
    def __init__(
        self,
        provider: str = "em",
        entity_provider: str = "em",
        entity_ids: List[str] = None,
        exchanges: List[str] = None,
        codes: List[str] = None,
        start_timestamp: Union[str, pd.Timestamp] = None,
        end_timestamp: Union[str, pd.Timestamp] = None,
        columns: List = None,
        filters: List = [DragonAndTiger.dep1 == "机构专用"],
        order: object = None,
        limit: int = None,
        level: Union[str, IntervalLevel] = IntervalLevel.LEVEL_1DAY,
        category_field: str = "entity_id",
        time_field: str = "timestamp",
        computing_window: int = None,
        keep_all_timestamp: bool = False,
        fill_method: str = "ffill",
        effective_number: int = None,
        transformer: Transformer = None,
        accumulator: Accumulator = None,
        need_persist: bool = False,
        only_compute_factor: bool = False,
        factor_name: str = None,
        clear_state: bool = False,
        only_load_factor: bool = False,
    ) -> None:
        super().__init__(
            DragonAndTiger,
            Stock,
            provider,
            entity_provider,
            entity_ids,
            exchanges,
            codes,
            start_timestamp,
            end_timestamp,
            columns,
            filters,
            order,
            limit,
            level,
            category_field,
            time_field,
            computing_window,
            keep_all_timestamp,
            fill_method,
            effective_number,
            transformer,
            accumulator,
            need_persist,
            only_compute_factor,
            factor_name,
            clear_state,
            only_load_factor,
        )

    def compute_result(self):
        self.factor_df["filter_result"] = True
        super().compute_result()


class MyTrader(StockTrader):
    def init_selectors(
        self, entity_ids, entity_schema, exchanges, codes, start_timestamp, end_timestamp, adjust_type=None
    ):
        myselector = TargetSelector(
            entity_ids=entity_ids,
            entity_schema=entity_schema,
            exchanges=exchanges,
            codes=codes,
            start_timestamp=start_timestamp,
            end_timestamp=end_timestamp,
            provider="em",
        )

        myselector.add_factor(
            DragonTigerFactor(
                entity_ids=entity_ids,
                exchanges=exchanges,
                codes=codes,
                start_timestamp=start_timestamp,
                end_timestamp=end_timestamp,
            )
        )

        self.selectors.append(myselector)


if __name__ == "__main__":
    trader = MyTrader(start_timestamp="2020-01-01", end_timestamp="2022-05-01")
    trader.run()
# -*- coding: utf-8 -*-