@JoinQuant量化课堂
怎么样来剔除ST？在那一行插入def after_open(context):
now_time = context.current_dt
g.stocks = get_all_securities(date=now_time).index.tolist()
st_data = get_extras('is_st',g.stocks,end_date = now_time,count=1).iloc[0]
filter_st = st_data[st_data==False].index # 获得过滤st后的股票池
paused_data = history(1, unit='1m', field='paused', security_list=filter_st).iloc[0]
filter_paused = paused_data[paused_data==False]
print len(filter_paused)
2019-04-17
雪球
