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)