Merge pull request #1388 from pchaos/master

修复QA_DataStruct_Indicators.get_timerange((self, start, end, code=None) ，  code为空时，应该返回日期段内所有的数据

Author: yutiansut

QUANTAXIS/QAData/QAIndicatorStruct.py

@@ -67,7 +67,11 @@ def get_timerange(self, start, end, code=None):
         获取某一段时间的某一只股票的指标
         """
         try:
-            return self.data.loc[(slice(pd.Timestamp(start), pd.Timestamp(end)), code), :]
+            if code is None:
+                #  code为空时 返回start ～end之间的所有数据
+                return self.data.loc[(slice(pd.Timestamp(start), pd.Timestamp(end))), :]
+            else:
+                return self.data.loc[(slice(pd.Timestamp(start), pd.Timestamp(end)), code), :]
         except:
             return ValueError('CANNOT FOUND THIS TIME RANGE')
 

QUANTAXIS_Test/QAData_Test/__init__.py

@@ -0,0 +1,76 @@
+# -*- coding: utf-8 -*-
+""" test QAIndicatorStuct
+"""
+from unittest import TestCase
+import unittest
+#  import datetime
+import QUANTAXIS as qa
+from QUANTAXIS.QAUtil.QACache import QA_util_cache as qacache
+#  import numpy as np
+import pandas as pd
+from datetime import datetime
+from dateutil.relativedelta import relativedelta
+
+
+class testQAIndicatorStuct(unittest.TestCase):
+    """"""
+    def test_get_timerange(self):
+        """测试QA_DataStruct_Indicators.get_timerange((self, start, end, code=None)
+        code为空时，是否返回日期段内所有的数据"""
+        num = 50
+        # codelist = self.getCodeList(count=num)
+        codelist = self.getCodeList(count=num, isTesting=False)
+        startdate = datetime.strptime('2017-08-01', '%Y-%m-%d')
+        endday = '2018-10-21'
+        data = qa.QA_fetch_stock_day_adv(codelist, '2017-08-01', '2018-10-21').to_qfq()
+        ind = data.add_func(qa.QA_indicator_MA, 10)
+        inc = qa.QA_DataStruct_Indicators(ind)
+        startdate, enddate = '2018-08-01', '2018-08-31'
+        #  相同时间段数据对比
+        dftest = self.getTimeRange(inc, startdate, enddate, isUsingQA=False)
+        dforgin = inc.get_timerange(startdate, enddate)
+        self.assertTrue(dftest.equals(dforgin) , "两种计算方式结果应该一致。\n{} {}".format(dftest.tail(), dforgin.tail()))
+
+
+    def getTimeRange(self, inc, startdate, enddate, code=None, isUsingQA=False):
+        if isUsingQA:
+            # 源码中bug修复时，使用以下代码
+            dfindicator = inc.get_timerange(startdate, enddate, code)  # QAUANTAXIS源码中有bug，code不起作用
+
+        else:
+            # 源码中bug未修复时，使用以下代码
+            if code is None:  # QAUANTAXIS源码中有bug，code为空时，不返回数据
+                dfindicator = inc.data.loc[(slice(pd.Timestamp(startdate),
+                                                  pd.Timestamp(self.str2date(enddate)))), :]
+            else:
+                dfindicator = inc.data.loc[(slice(pd.Timestamp(startdate),
+                                                  pd.Timestamp(self.str2date(enddate))), code),
+                              :]
+        return dfindicator
+
+    def str2date(self, dayStr):
+        if isinstance(dayStr, str):
+            return datetime.strptime(dayStr, '%Y-%m-%d')
+        else:
+            return dayStr
+
+    def getCodeList(self, isTesting=True, count=5000):
+        """
+        isTesting: 是否使用测试数据
+        count： 返回最多结果集数量
+        """
+        if isTesting:
+            # 2018.8首板个股，测试用，减少调试时间
+            codelist = ['000023', '000068', '000407', '000561', '000590', '000593', '000608', '000610', '000626',
+                        '000638',
+                        '000657', '000659', '000663', '000669', '000677', '000705', '000759', '000766', '000780',
+                        '000792',
+                        '000815', '000852', '000885', '000909', '000913', '000921', '000928', '000931', '002006',
+                        '002012',
+                        '002034']
+        else:
+            codelist = qa.QA_fetch_stock_list_adv().code.tolist()
+        return codelist[:count]
+
+if __name__ == '__main__':
+    unittest.main()