量化day1-0 :
def initialize(context):
run_daily(period,time='every_bar')
g.security='000001.XSHE'
def period(context):
order(g.security,100)
cost=context.portfolio.positions['000001.XSHE'].avg_cost
price=context.portfolio.positions['000001.XSHE'].price
ret=price/cost-1
print('chengbenjia:%s'%cost)
print('xianjia:%s'%price)
print('shouyilv:%s'%ret)
if ret< 0.01:
order_target('000001.XSHE',0)
print('chufazhisun')
购买100股平安银行股票,设置止损卖出。
设置回测的时间从2017-03-01到2017-03-31,初始资金为100000,频率为天。发现3-20触发止损。