from jqdata import *
def initialize(context):
run_daily(period,time='every_bar')
g.security = '000001.XSHE'
def period(context):
cost=context.portfolio.positions['000001.XSHE'].avg_cost
price=context.portfolio.positions['000001.XSHE'].price
date=context.current_dt.strftime("%Y-%m-%d")
if date=='2019-03-01':
order(g.security, 100)
if cost!=0:
if price/cost-1<=-0.05:
order_target(g.security,0)
if date=='2019-03-21' and context.portfolio.positions[g.security].closeable_amount!=0:
order_target(g.security,0)
雪球
