import talib
import numpy as np
import pandas as pd
def initialize(context):
set_option('use_real_price', True)
set_commission(PerTrade(buy_cost=0.0003, sell_cost=0.0013, min_cost=5))# 设置手续费
set_benchmark('000300.XSHG')
run_weekly(launch, 1, time='before_open')
def index_stop_loss():
h = attribute_history('000001.XSHG', 160, unit='1d', fields=('close', 'high', 'low'), skip_paused=True)
low_price = h.low.min()
high_price = h.high.max()
if high_price > 2.2 * low_price and h['close'][-1] < h['close'][-4] and h['close'][-1]> h['close'][-100]:
return True
else:
return False
def bs_stop_loss():
bigs=attribute_history('000016.XSHG', 20, '1d', (&#