增加结构化策略

selector.py

@@ -0,0 +1,15 @@
+import pandas as pd
+
+
+class Selector:
+    def select(self, codes: [str], df: pd.DataFrame) -> [str]:
+        return codes
+
+
+class PeriodSelector(Selector):
+    def __init__(self, period: int = 5):
+        self.__period = period
+
+    def select(self, codes: [str], df: pd.DataFrame) -> [str]:
+        size_df = df.groupby("code").size()
+        return list(filter(lambda code: size_df[code] > self.__period, codes))