def initialize(context):
run_daily(func, time='every_bar')
g.security=['000001.XSHE','000036.XSHE']
def func(context):
for stk in g.security:
order(stk,100)
cost=context.portfolio.positions[stk].avg_cost
price=context.portfolio.positions[stk].price
ret=price/cost-1
if ret< -0.01 or ret>0.03:
order_target(stk, 0)
print('\n\n代码%s'%stk)
print('\n\n收益率ret:%s'%ret)
print('\n\n触发止损——————————————————————————————————————')
2026-04-11
雪球
