资金量稍微变化一下，就不行了。
Traceback (most recent call last):
File "kuanke/user_space.py", line 146, in exec_msg
return getattr(self, func)(*msg['args'], **msg['kwargs'])
File "kuanke/user_space.py", line 534, in call_schedule_funcs
func(self.user_context)
File "user_code.py", line 51, in fun_main
hedge_algo(context, 'IH', lowPEG_trade_ratio, equity_portfolio_number, futures_portfolio_number)
File "user_code.py", line 472, in hedge_algo
amount = int(context.subportfolios[equity_portfolio_number].positions_value * beta_value / (curPrice * point_value))
ValueError: cannot convert float NaN to integer
2016-11-02
雪球
