我正在尝试在本地环境中使用Zipline API。
我已经成功摄取了自定义的csv数据,并且无需使用Pipeline API即可进行回测。
但是,我迷失了使用Pipeline API时应该如何利用内置因素的原因。
更具体地说,我想在以下示例中更改输入变量。
open class Profile : RealmObject() {
@PrimaryKey
var id = ""
var email = ""
var firstName = ""
var lastName = ""
var dateJoined = 0
var gender: String? = null
var birthday: Int? = null // I want to change this to Long?
}
也就是说,我想使用//this prints all sequences that consist of m numbers from 0 to (n - 1), and return the number of them.
//for example, if m = 2 and n = 3 then it prints "0 0 / 0 1 / 0 2 / 1 0 / 1 1 / 1 2 / 2 0 / 2 1 / 2 2 / " and return 9.
int sequence(int m, int n){
int i[100], j = 0, count = 0;
A:
if(!(j < m)){
for(int k = 0; k < m; ++k) printf("%d ", i[k]);
printf("/ ");
++count;
goto C;
}
i[j] = 0;
B:
if(i[j] < n){
++j;
goto A;
}
C:
--j;
if(j >= 0){
++i[j];
goto B;
}
putchar('\n');
return count;
}
int sequence_substitute(int m, int n){
int i[100], count = 0;
for(int j = 0; j < m; ++j) i[j] = 0;
for(;;){
int j = m - 1;
for(int k = 0; k < m; ++k) printf("%d ", i[k]);
printf("/ ");
++count;
for(;;){
if(i[j] < n - 1){
++i[j];
break;
}else{
if(j == 0){
putchar('\n');
return count;
}else{
i[j] = 0;
--j;
}
}
}
}
}
而不是使用sma_10 = SimpleMovingAverage(inputs=[USEquityPricing.close], window_length=10)
sma_30 = SimpleMovingAverage(inputs=[USEquityPricing.close], window_length=30)
。那有可能吗?如果可以,我应该如何实现呢?
预先感谢