@敏敏家的bobo
把get_rank函数的return rank[0] 改为rank
然后主函数改为：
def my_trade(context):
hour = context.current_dt.hour
minute = context.current_dt.minute
if hour == 9 and minute == 30: # :30开盘时买入（标的根据昨天之前的数据算出来）
check_out_list = get_rank(context,g.stock_pool)[:g.stock_num]
buystks = [item[0] for item in check_out_list]
timing_signal = get_timing_signal(context,g.ref_stock)
print('今日自选及择时信号:{} {}'.format(buystks,timing_signal))
if timing_signal == 'SELL':
for stock in context.portfolio.positions:
position = context.portfolio.positions[stock]
close_position(position)
elif timing_signal == 'BUY' or timing_signal == 'KEEP':
adjust_position(context, buystks)
else: pass
2021-11-14
雪球
