随便写了个，貌似跑赢了通胀，但没跑赢基准。。
```
def initialize(context):
run_daily(period,time='every_bar')
g.security = '000001.XSHE'
def period(context):
pos = context.portfolio.positions
# 如果没买过该股票，建立初始头寸
if (g.security not in pos):
order(g.security, 100)
cost = pos[g.security].avg_cost
val = pos[g.security].price
ret = val / cost;
# 如果亏损大于30%，清空该股
if (ret < 0.7):
order_target(g.security, 0)
# 如果亏损20%~30%，买300股
elif (ret >= 0.7 and ret < 0.8):
order(g.security, 300)
# 如果亏损10%~20%，买200股
elif (ret >= 0.8 and ret < 0.9):
order(g.security, 200)
# 如果盈利-10%~10%，买100股
elif (ret >= 0.9 and ret < 1.1):
order(g.security, 100)
# 如果盈利10%~20%，不动
elif (ret >= 1.1 and ret < 1.2):
pass
# 如果盈利20%~30%，卖50股
elif (ret >= 1.2 and ret < 1.3):
order(g.security, -50)
# 如果盈利30%~40%，卖150股
elif (ret >= 1.3 and ret < 1.4):
order(g.security, -100)
# 如果盈利40%~50%，卖200股
elif (ret >= 1.4 and ret < 1.5):
order(g.security, -200)
# 如果盈利大于50%，卖300股
elif (ret >= 1.5):
order(g.security, -300)
```
2021-11-19
雪球
