真格量化-delta0.3开仓交易

#!/usr/bin/env python
# coding:utf-8
from PoboAPI import *
import datetime
import time
import numpy as np
from copy import *
def min_delta_c(df,n=1):
    
    #print('atm>0',df)
    df=df.sort_values(by='delta',ascending=True) 
    #print(df)
    if n ==0:
        dfn =df.head(n)
    elif n == 1:
        dfn=df.head(n)
    elif n ==2 :
        df1 = df[0:1]
        df2 = df[1:2]
        dfn=pd.merge(df1,df2,on='date')

    return dfn

def min_delta_p(df,n=1):
    
    #print('atm>0',df)
    df=df.sort_values(by='delta',ascending=True) 
    #print(df)
    if n ==0:
        dfn =df.head(n)
    elif n == 1:
        dfn=df.head(n)
    elif n ==2 :
        df1 = df[0:1]
        df2 = df[1:2]
        dfn=pd.merge(df1,df2,on='date')

    return dfn

#开始时间，用于初始化一些参数
def OnStart(context) :
    cont