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example.py
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34 lines (29 loc) · 854 Bytes
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# -*- coding: utf-8 -*-
def initialize(context):
"""
策略初始化函数。
"""
context.securities = ['STOCK_A'] # 设置要交易的股票
context.has_bought = False # 标记是否已买入
def handle_data(context, data):
"""
策略的核心逻辑,每个交易日调用一次。
"""
if not context.has_bought:
# 在第一个交易日,用90%的资金买入股票
cash_to_use = context.portfolio.cash * 0.9
price = data['STOCK_A']['close']
amount_to_buy = int(cash_to_use / price)
if amount_to_buy > 0:
order('STOCK_A', amount_to_buy)
context.has_bought = True
def before_trading_start(context, data):
"""
盘前处理函数。
"""
pass
def after_trading_end(context, data):
"""
盘后处理函数。
"""
pass