today = datetime.today().strftime('%Y%m%d')
if today in dtes:
idx2 = dtes.index(today)
if (idx2 - idx) % 5 == 0:
# 5个交易日一调仓
return True
return False
if __name__ == '__main__':
judge = judge_run()
if not judge:
sys.exit()
# Context对象, 存放有当前的账户/股票持仓信息
context = Context()
# 持仓股数量
context.lowPEG_hold_num = 5
# 风险
context.lowPEG_risk_ratio = 0.03 / context.lowPEG_hold_num
context.lowPEG_ratio = 1.0
context.lowPEG_confidencelevel = 1.96
# 调仓天数
context.lowPEG_hold_periods, context.lowPEG_hold_cycle = 0, 5
context.lowPEG_stock_list = []
context.lowPEG_position_price = {}
df = pd.read_csv('./info.csv', dtype={'code': object})
df = df.set_index('code')
fun_main(context, df)
