如题。我的逻辑是买的股票固定持仓1天,也就是:今天判断该买哪些股票,然后挂明天开盘的买单和明天收盘的卖单
# 2. 买卖
buy_instruments = list(data0['instrument'])
# 卖
for instrument in buy_instruments:
context.order_target(context.symbol(instrument), 0)
# 买
for instrument in buy_instruments:
context.order_value(context.symbol(instrument), cash_avg)
但是回测完之后发现策略只买不卖
请问这种情况如何解决呢?在回测中要怎样做才能实现这样的逻辑呢?
@iQuant @bigquant