@薛定谔の喵-JoinQuant 不知道为啥上传图片没法发送,我把结果复制过来了
def initialize(context):
run_daily(period,time='every_bar')
g.security = '000001.XSHE'
def period(context):
order(g.security, 100)
# 打印所有键
print(context.portfolio.positions.keys())
# 打印所有值
print(context.portfolio.positions.values())
# 打印g.security的开仓均价
print(context.portfolio.positions[g.security].avg_cost)
实际展示结果:
2019-05-06 09:30:00 - INFO - 订单已提交:StockOrder(entrust_id=1560325076 security=000001.XSHE mode=OrderAmount: _amount=100 style=MarketOrderStyle side=long action=open margin=False entrust_time=2019-05-06 09:30:00 error=)
2019-05-06 09:30:00 - INFO - order StockOrder(entrust_id=1560325076 security=000001.XSHE mode=OrderAmount: _amount=100 style=MarketOrderStyle side=long action=open margin=False entrust_time=2019-05-06 09:30:00 error=) trade price: 13.12, amount:100, commission: 5.0
2019-05-06 09:30:00 - INFO - 订单已委托:StockOrder(entrust_id=1560325076 security=000001.XSHE mode=OrderAmount: _amount=100 style=MarketOrderStyle side=long action=open margin=False entrust_time=2019-05-06 09:30:00 error=)
2019-05-06 09:30:00 - INFO - KeysView({'000001.XSHE': UserPosition({'security': '000001.XSHE', 'price': 13.1, 'total_amount': 100, 'closeable_amount': 0, 'avg_cost': 13.12, 'acc_avg_cost': 13.17})})
2019-05-06 09:30:00 - INFO - ValuesView({'000001.XSHE': UserPosition({'security': '000001.XSHE', 'price': 13.1, 'total_amount': 100, 'closeable_amount': 0, 'avg_cost': 13.12, 'acc_avg_cost': 13.17})})
2019-05-06 09:30:00 - INFO - 13.12
2019-06-12