def initialize(context):
run_daily(period, time='every_bar')
g.security='000001.XSHE'
def period(context):
time=context.current_dt.strftime('%Y-%m-%d')
if time=='2017-03-01':
order(g.security,100)
if time=='2017-03-21':
order_target(g.security,0)
cost=context.portfolio.positions[g.security].avg_cost#持仓均价
price=context.portfolio.positions[g.security].price#最新价
print('成本价:%s'% cost)
print('现价:%s'% price)
if cost!=0:
ret=price/cost-1#收益率
print('收益率:%s'%ret)
if ret< -0.1:
order_target(g.security,0)
print('触发止损')
elif ret>0.2:
order_target(g.security,0)
print('触发止盈')
2019-09-10