'''c++
过滤涨停的股票
def filter_limitup_stock(context, stock_list):
last_prices = history(1, unit='1m', field='close', security_list=stock_list)
current_data = get_current_data()
已存在于持仓的股票即使涨停也不过滤,避免此股票再次可买,但因被过滤而导致选择别的股票
return [stock for stock in stock_list if stock in context.portfolio.positions.keys()
or last_prices[stock][-1] < current_data[stock].high_limit]
return [stock for stock in stock_list if stock in context.portfolio.positions.keys()
or last_prices[stock][-1] < current_data[stock].high_limit * 0.995]
过滤跌停的股票
def filter_limitdown_stock(context, stock_list):
last_prices = history(1, unit='1m', field='close', security_list=stock_list)
current_data = get_current_data()
return [stock for stock in stock_list if stock in context.portfolio.positions.keys()
or last_prices[stock][-1] > current_data[stock].low_limit]
这是代码里面写的过滤涨停和跌停的代码,这写的有问题吧
'''