量化投资（一）：在python平台上设置买入卖出

转载自：http://blog.csdn.net/artemis_123/article/details/53885295

http://blog.csdn.net/artemis_123/article/details/53885295#设置基本参数  
start = '2016-02-01'  
end   = '2016-03-28'  
capital_base = 1000000  
refresh_rate = 1  
benchmark = 'HS300'  
freq = 'd'  
  
#设置股票池 以平安银行为例  
universe = ['000001.XSHE', ]  
  
def initialize(account):  
    pass  
  
def handle_data(account):      
    moneyTotal = account.referencePortfolioValue      #获取当前账户资产总额  
    price=account.referencePrice[account.universe[0]]   # 股票参考价  
    buyNum=int(moneyTotal / price) - account.valid_secpos.get(account.universe[0], 0)  #可增持仓位=总仓位-当前所持仓位  
    if buyNum > 0:  
        order(account.universe[0], buyNum)  #买入操作  
    if str(account.current_date)[:10] == end:  
        order_to(account.universe[0], 0)   #全部卖出  

更多操作可以参考