#过滤次新股、是否涨跌停、是否停牌等条件
def filcon (context ,bar_dict ,tar_list ):
def zdt_trade (stock , context , bar_dict ):
yesterday = history ( 2 , '1d' , 'close' ) [stock ]. values [- 1 ]
zt = round ( 1.10 * yesterday , 2 )
dt = round ( 0.99 * yesterday , 2 )
#last最后交易价
return dt < bar_dict [stock ]. last < zt
filstock = [ ]
for stock in tar_list:
con1 = ipo_days (stock ,context. now ) > 60
con2 = bar_dict [stock ]. is_trading
con3 = zdt_trade (stock ,context ,bar_dict )
if con1 & con2 & con3:
filstock. append (stock )
return filstock
def filcon (context ,bar_dict ,tar_list ):
def zdt_trade (stock , context , bar_dict ):
yesterday = history ( 2 , '1d' , 'close' ) [stock ]. values [- 1 ]
zt = round ( 1.10 * yesterday , 2 )
dt = round ( 0.99 * yesterday , 2 )
#last最后交易价
return dt < bar_dict [stock ]. last < zt
filstock = [ ]
for stock in tar_list:
con1 = ipo_days (stock ,context. now ) > 60
con2 = bar_dict [stock ]. is_trading
con3 = zdt_trade (stock ,context ,bar_dict )
if con1 & con2 & con3:
filstock. append (stock )
return filstock