聚宽源码11
原文策略源码如下: #酒行业的中短线策略 def initialize(context): run_daily(period,time=‘every_bar’) g.stocksnum=6 def period(context): scu=get_index_stocks(‘000001.XSHG’)+get_index_stocks(‘399106.XSHE’) q=query(valuation.code).filter(valuation.code.in_(scu)).order_by(valuation.market_cap.asc()).limit(g.stocksnum) df=get_fundamentals(q) stocklist=list(df[‘code’]) m=get_current_data() buylist=stocklist for stock in context.portfolio.positions: if stock not in buylist: #如果stock不在buylist order_target(stock, 0) for stk in buylist: order_value(stk,15000) for stk in context.portfolio.positions: cost=context.portfolio