聚宽源码37
原文策略源码如下: 因子分析 import pandas as pd import jqdata def initialize(context): g.index=‘000300.XSHG’ set_option(‘use_real_price’, True) set_order_cost(OrderCost(open_tax=0, close_tax=0, open_commission=0, close_commission=0, close_today_commission=0, min_commission=0), type=‘stock’) set_benchmark(‘000300.XSHG’) def calalpha(context): stock_list=get_index_stocks(g.index) dt=context.previous_date df = get_price(stock_list,end_date=dt,count=1,fields=[‘money’]) df = df[‘money’].T df.columns=[‘alpha’] result=df.sort([‘alpha’],ascending=False) return result def before_trading_start(context): result=list(