python量化策略源码_[Python源码] 十大经典日内策略之空中花园（附源码分享）

function kzhy(freq)%

targetList = traderGetTargetList();

%获取目标资产信息

HandleList = traderGetHandleList();

%获取账户句柄

global upline;

global dnline;

if isempty(upline)||isempty(dnline)

upline=zeros(length(targetList),1);%记录今天通道的上轨

dnline=zeros(length(targetList),1);%记录今天通道的下轨

end

for k=1:length(targetList);

%--------------------仓位、K线、当前bar的提取-----------------------------%

%获取当前仓位

[marketposition,~,~]=traderGetAccountPosition(HandleList(1),targetList(k).Market,targetList(k).Code);

%策略中每次取数据的长度

lags=40;

dlags=31;

barnum=traderGetCurrentBar(targetList(k).Market,targetList(k).Code);

%数据长度限制

if(barnum

continue;

end

%获取K线数据

[time,open,high,low,close,volume,~,~] = traderGetKData(targetList(k).Market,targetList(k).Code,'min',freq, 0-lags, 0,false,'FWard')