Beispiel #1
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def handle_bar(context, bar_dict):
    # 开始编写你的主要的算法逻辑

    # bar_dict[order_book_id] 可以拿到某个证券的bar信息
    # context.portfolio 可以拿到现在的投资组合状态信息

    # 使用order_shares(id_or_ins, amount)方法进行落单

    # TODO: 开始编写你的算法吧!
    if not context.fired:
        # order_percent并且传入1代表买入该股票并且使其占有投资组合的100%
        order_percent(context.s1, 1)
        context.fired = True
Beispiel #2
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 def handle_bar(context, bar_dict):
     order_id = order_percent(context.s1, 0.0001, style=LimitOrder(context.limitprice))
     order = get_order(order_id)
     order_side = SIDE.BUY if order.quantity > 0 else SIDE.SELL
     assert order.side == order_side
     assert order.order_book_id == context.s1
     assert order.unfilled_quantity + order.filled_quantity == order.quantity
     assert order.price == context.limitprice
Beispiel #3
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 def handle_bar(context, bar_dict):
     order_id = order_percent(context.s1, 0.0001, style=LimitOrder(context.limitprice))
     order = get_order(order_id)
     order_side = SIDE.BUY if order.quantity > 0 else SIDE.SELL
     assert order.side == order_side
     assert order.order_book_id == context.s1
     assert order.unfilled_quantity + order.filled_quantity == order.quantity
     assert order.price == context.limitprice
Beispiel #4
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def handle_bar(context, bar_dict):

    for each in context.stocks:
        order_percent(each, 1)