@一天一万年 下面这段代码替换一下，其实更改前后区别不大
```
#2-1 选股模块
def get_factor_filter_list(context,stock_list,jqfactor,sort,p1,p2):
yesterday = context.previous_date
score_list = get_factor_values(stock_list, jqfactor, end_date=yesterday, count=1)[jqfactor].iloc[0].tolist()
df = pd.DataFrame(columns=['code','score'])
df['code'] = stock_list
df['score'] = score_list
df = df.dropna()
df = df[df['score']>0]
df.sort_values(by='score', ascending=sort, inplace=True)
filter_list = list(df.code)[int(p1*len(stock_list)):int(p2*len(stock_list))]
return filter_list
#2-2 选股模块
def get_stock_list(context):
initial_list = get_all_securities().index.tolist()
initial_list = filter_new_stock(context,initial_list)
initial_list = filter_kcb_stock(context, initial_list)
initial_list = filter_st_stock(initial_list)
peg_list = get_factor_filter_list(context, initial_list, 'PEG', True, 0, 0.1)
ebit_list = get_factor_filter_list(context, peg_list, 'EBIT', True, 0, 0.25)
q = query(valuation.code, valuation.circulating_market_cap, indicator.eps).filter(valuation.code.in_(ebit_list)).order_by(valuation.circulating_market_cap.asc())
df = get_fundamentals(q)
df = df[df['eps']>0]
final_list = list(df.code)
return final_list
```
2021-12-05
雪球
