聚宽源码53

原文策略源码如下：
#跟着港资（北向资金）买A股
import talib
from prettytable import PrettyTable
import pandas
import datetime
import time
from jqdata import *

def initialize(context):
set_commission(PerTrade(buy_cost=0.0003, sell_cost=0.0013, min_cost=5))
set_option(‘use_real_price’, True)
set_benchmark(‘000300.XSHG’)
log.set_level(‘order’, ‘error’)
log.set_level(‘history’, ‘error’)
g.buy_stock_count = 1
g.hour = 9
g.minute = 30

def handle_data(context, data):
hour = context.current_dt.hour
minute = context.current_dt.minute
buy_stocks = []
if hour == g.hour and minute == g.minute:
buy_stocks = select_stocks(context,data)
print ‘前一个交易日港资（北向资金）净买额最高的股票：\n’
for stock in buy_stocks:
print show_stock(stock)
adjust_position(context, buy_stocks)
print