有关选股时排除退市和涨跌停,下面这样写可以么
获取当天的股票列表
scu = get_all_securities(date= context.current_dt).index.tolist()
获取当前单位时间(当天/当前分钟)的涨跌停价, 是否停牌,当天的开盘价等
current_data = get_current_data()
删除退市:
stock_list = [stock for stock in scu if not current_data[stock].last_price]
删除涨跌停:
stock_list = [stock for stock in scu if not (current_data[stock].high_limit or current_data[stock].low_limit)]