聚宽常用函数汇总

1、过滤停牌

def set_feasible_stocks(stock_list,days,context):
    # 得到是否停牌信息的dataframe，停牌的1，未停牌得0
    suspened_info_df = get_price(list(stock_list), 
                       start_date=context.current_dt, 
                       end_date=context.current_dt, 
                       frequency='daily', 
                       fields='paused'
    )['paused'].T
    # 过滤停牌股票 返回dataframe
    unsuspened_index = suspened_info_df.iloc[:,0]<1
    # 得到当日未停牌股票的代码list:
    unsuspened_stocks = suspened_info_df[unsuspened_index].index
    # 进一步，筛选出前days天未曾停牌的股票list:
    feasible_stocks = []
    curr