聚宽源码40

原文策略源码如下：
#无模型评估的多因子模型
import pandas as pd
import numpy as np
import math
from sklearn.svm import SVR
from sklearn.model_selection import GridSearchCV
from sklearn.model_selection import learning_curve
from sklearn.linear_model import LinearRegression
from sklearn.ensemble import RandomForestRegressor
import jqdata

#初始化函数
def initialize(context):
set_params()
set_backtest()
run_daily(trade, ‘every_bar’)

#设置参数函数，调仓
def set_params():
g.days = 0
g.refresh_rate = 10
g.stocknum = 10

#测试函数
def set_backtest():
set_benchmark(‘000001.XSHG’)#基准指数
set_option(‘use_real_price’, True)
log.set_level(‘order’, ‘error’)

#设置交易函数
def trade(context):
if g.days % 10 == 0: #若持有10天，进行调仓
sample = get_index_stocks(‘000001.XSHG’, date = None) #获得股票池
q = query(valuation.cod