python程序化交易平台官网_在线python量化平台策略

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', (&#