小市值 止盈止损

# 导入函数库
import jqdata


'''
每股营业利润作为alpha因子，每周一换仓，选在21日均线之上的前30名股票买入；

在dkx金叉且21日均线上买入，dkx死叉或21日均线下穿卖出


'''

# 策略初始化
def initialize(context):
    g.security = get_index_stocks('000300.XSHG')#股票池
    set_option('use_real_price',True)#价格前复权
    set_benchmark('000300.XSHG')
    set_order_cost(OrderCost(open_tax=0,close_tax=0.001, open_commission=0.0003, close_commission=0.0003,min_commission=5), type='stock')
    
def handle_data(context,data):
    tobuy=[]
    for stock in g.security:
        p = get_current_data()[stock].day_open
        amount = context.portfolio.positions[stock].total_amount
        cost= context.portfolio.positions[stock].avg_cost
        if amount>0 and p>= cost*1.25:
            order_target(stock,0) #止盈
        if amount>0 and p<=cost*0.9:
            order_target(stock,0)#止损
            
        if p<&#