实验课2 5.15

# 1.如何获取所有股票信息
a=get_all_securities(types=["stock"])
a

# 1.如何获取所有期货信息
a=get_all_securities(types=["futures"])
a

 # 2.获取指数成分股
security=get_index_stocks("000300.XSHG")
security[:10]  #取前10只股票作为股池

# 3.获取行情数据
price_1=attribute_history("000002.XSHE",5,unit="1d",fields=["open","close"])
price_1

price_2=history(5,unit="1d",field="open",security_list=["000001.XSHE","000002.XSHE"])
price_2 

price_3=get_price("000001.XSHE",start_date="2023-01-01",end_date="2023-05-01",fields=["open"])
price_3     # price_3["open"].mean()

# 4.获取财务数据
q=query(valuation).filter(valuation.code=="000001.XSHE")
get_fundamentals(q)

q=query(valuation.market_cap,valuation.pe_ratio).filter(valuation.code=="000001.XSHE")  #获取单个数据字段
get_fundamentals(q)

q=query(indicator).filter(indicator.code=="000001.XSHE")  
get_fundamentals(q,date="2022-05-01")

q=query(indicator).filter(indicator.code.in_(["000001.SXHE","000002.XSHE"]))  
get_fundamentals(q,date="2022-05-01")

# 导入函数库
from jqdata import *

# 初始化函数，设定基准等等
def initialize(context):
    # 1.设定沪深300作为基准
    set_benchmark('000300.XSHG')
    # 2.开启动态复权模式(真实价格)
    set_option('use_real_price', True)
    ### 股票相关设定 ###
    # 3.股票类每笔交易时的手续费是：买入时佣金万分之三，卖出时佣金万分之三加千分之一印花税, 每笔交易佣金最低扣5块钱
    set_order_cost(OrderCost(close_tax=0.001, open_commission=0.0003, close_commission=0.0003, min_commission=5), type='stock')
    # 4.设定股票标的
    g.security="000001.XSHE"
 
def handle_data(context, data):
    get_current_data()[g.security].day.open
    print(price)

# 导入函数库
from jqdata import *

# 初始化函数，设定基准等等
def initialize(context):
    # 1.设定沪深300作为基准
    set_benchmark('000300.XSHG')
    # 2.开启动态复权模式(真实价格)
    set_option('use_real_price', True)
    ### 股票相关设定 ###
    # 3.股票类每笔交易时的手续费是：买入时佣金万分之三，卖出时佣金万分之三加千分之一印花税, 每笔交易佣金最低扣5块钱
    set_order_cost(OrderCost(close_tax=0.001, open_commission=0.0003, close_commission=0.0003, min_commission=5), type='stock')
    # 4.设定股票标的
    g.security="000001.XSHE"
 
def handle_data(context, data):
    print(context.portfolio.positions[g.security].total_amount)

一个简单交易策略的实现：

# 导入函数库
from jqdata import *

# 初始化函数，设定基准等等
def initialize(context):
    # 1.设定沪深300作为基准
    set_benchmark('000300.XSHG')
    # 2.开启动态复权模式(真实价格)
    set_option('use_real_price', True)
    ### 股票相关设定 ###
    # 3.股票类每笔交易时的手续费是：买入时佣金万分之三，卖出时佣金万分之三加千分之一印花税, 每笔交易佣金最低扣5块钱
    set_order_cost(OrderCost(close_tax=0.001, open_commission=0.0003, close_commission=0.0003, min_commission=5), type='stock')
    # 4.设定股票标的，设置股票池
    g.security=get_index_stocks("000300.XSHG")
 
def handle_data(context, data):
    to_buy=[]
    for stock in g.security:
        p = get_current_data()[stock],last_price
        amount = context.portfolio.positions[stock].total_amount
        cost = context.portfolio.positions[stock].avg_cost
        if p > 1.25*cost and amount!=0:
            order_target(stock,0)
        if p < 0.9*cost and amount!=0:
            order_target(stock,0)
        if p < 10 and amount == 0:
            to_buy.append(stock)
    cash=context.portfolio.available_cash
    cash_per_stock=cash/len(to_buy)
    for i in to_buy:
        order_value(i,cash_per_stock)