@小宽2号 可以替换下原策略函数试试，测试效果差于原版
def get_start_point(context, stock_list, days=3*250):
if not stock_list:
return []
factor = "Rank1M"
current_data = get_current_data()
# 指定日期防止未来数据
yesterday = context.previous_date
count = 1
factors = get_factor_values(stock_list, factor, None, yesterday, 20)
# print(factors[factor])
df = factors[factor]
latest_date = df.index.max()
latest_data = df.loc[latest_date]
sorted_data = latest_data.sort_values(ascending=False)
result_df = sorted_data.reset_index()
result_df.columns = ['code', 'value']
# print(result_df)
return result_df['code'].tolist()
2025-11-13
雪球
