股指期权双卖策略

#!/usr/bin/env python
# coding:utf-8
from PoboAPI import *
import datetime
import time
import numpy as np
from copy import *

import pandas as pd
#设定持仓细节数据表
#g.df = {}

g.df = pd.DataFrame(columns = ['date','code','price','volume','stoploss','iv'])
g.df2 = pd.DataFrame(columns = ['date','code','price','volume','stoploss','iv'])
g.df3 = pd.DataFrame(columns = ['date','code','price','volume','stoploss','iv'])
g.df4 = pd.DataFrame(columns = ['date','code','price','volume','stoploss','iv'])
g.a = []
g.b = []
g.c = []
g.d = []
g.w = 0
g.w2 = 0
# 设定最大显示行数、列数为10000
pd.set_option('display.max_rows', 10000)
pd.set_option('display.max_columns', 10000)
pd.set_option('display.width', 10000)
#开始时间，