@Anthonyzou
把history那里换成这个，就没未来函数了
today=context.current_dt.date()
# 获取基金【分钟成交额其实比个股高】
stocks = get_all_securities(['etf'], context.previous_date).index.tolist()
df=get_price(stocks,count=1,end_date=today-datetime.timedelta(days=1),frequency="daily",
skip_paused=True,fields=["open", "high", "low", "close","pre_close","money","volume"],panel=False)
df=df.rename(columns={"time": "日期","code": "代码","open": "开盘", "high": "最高", "low": "最低", "close": "收盘","pre_close":"昨收","money": "成交额","volume":"成交量"})
df = df[df["成交量"]> 2e6]
2023-07-27
雪球
