history_data = D.history_data(instruments, start_date, end_date, fields=[‘amount’,‘low’, ‘open’,‘close’])
…
low_0 = float(context.options[‘selected_data’].ix[today].low) #今天的最低价
如何获得上一个交易日的最低价呢?
history_data = D.history_data(instruments, start_date, end_date, fields=[‘amount’,‘low’, ‘open’,‘close’])
…
low_0 = float(context.options[‘selected_data’].ix[today].low) #今天的最低价
如何获得上一个交易日的最低价呢?
instruments = ['600519.SHA']
start_date = '2017-08-24'
end_date = '2017-08-27'
def initialize(context):
pass
def handle_data(context, data):
date = data.current_dt
print('该交易日为: ', date)
k = instruments[0] # 标的为字符串格式
sid = context.symbol(k) # 将标的转化为equity格式
price = data.current(sid, 'price')
print('该交易日收盘价为: ', price)
short_mavg = data.history(sid, 'price', 7, '1d').mean()
print('7日均价为: ', short_mavg)
recently_7_low = data.history(sid, 'low', 7, '1d')
print('最近七天最低价为: ', recently_7_low)
today_low = data.history(sid, 'low', 7, '1d')[-1]
yesterday_low = data.history(sid, 'low', 7, '1d')[-2]
print('今日最低价为: ', today_low)
print('昨日最低价为: ', yesterday_low)
m=M.trade.v2(
instruments=instruments,
start_date=start_date,
end_date=end_date,
initialize=initialize,
handle_data=handle_data,
order_price_field_buy='open',
order_price_field_sell='open',
capital_base=1000000,
)