Python掘金3量化交易代码：判断当前持仓，如果是今天买的不能卖

#判断当前持仓，如果是今天买的不能卖

coding=utf-8

from future import print_function, absolute_import, unicode_literals
from gm.api import *
from datetime import timedelta
import numpy as np
import pandas as pd
import talib

def init(context):
today = context.now
mysymbols=[‘SZSE.159915’]
subscribe(symbols=mysymbols, frequency=‘600s’,count=101)

def on_bar(context, bars):

today = context.now
bar = bars[0]
mysymbol = bar['symbol']
#print (mysymbol)
recent_data = context.data(symbol=mysymbol, frequency='600s', count=101, fields='symbol,open,close,high,low,bob')
MA5=(talib.MA(np.array(recent_data.close.values), timeperiod=5))
MA10=(talib.MA(np.array(recent_data.close.values), timeperiod=10))
MA20=(talib.MA(np.array(recent_data.close.values), timeperiod=20))
MA