def statistical_limit_up(context,stock_list,n):
# 定义存放连续涨停的字典
limit_up_dic = []
# 定义连板测试的天数
days = n
# # 获取今天的日期
thisDate = context.current_dt
for stock in stock_list:
# 定义涨停次数(至少一次涨停，否则被过滤)
n = 0
df = get_price(stock,end_date=thisDate,frequency='1d',fields=['close','high_limit'] ,skip_paused=True,count=days+1)
for i in range(days):
if df['close'][-2-i] >= df['high_limit'][-2-i]:
n += 1
if n == days:
limit_up_dic.append((stock, df))
return limit_up_dic
雪球
