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