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# 本代码由可视化策略环境自动生成 2023年1月14日 14:37
# 本代码单元只能在可视化模式下编辑。您也可以拷贝代码，粘贴到新建的代码单元或者策略，然后修改。


m2 = M.strategy_asset_allocation.v1(
    stra_dict={
    'stockrank':"stockrank.csv",
    '多条件选股':"多条件选股.csv",
    '多头排列回踩':"多头排列回踩.csv"
},
    start_date='2021-01-04',
    upper_weight=1,
    lower_weight=0.1,
    target='等权重',
    self_para=0.2,
    balance_period='1个月',
    cal_period='自定义',
    cal_days=30
)

m1 = M.classical_portfolio_optimizer.v6(
    symbols=['000002.SZA', '000333.SZA', '000009.SZA'],
    date='2018-01-01',
    weight_sum=1,
    upper_weight=0.3,
    lower_weight=0.01,
    before_start_days=252,
    target='风险平价',
    return_equal_weight_if_fail=True
)

[2023-01-12 11:34:33.566147] INFO: moduleinvoker: strategy_asset_allocation.v1 运行完成[1.31215s].

再平衡日期和各策略对应权重:
2021-01-04 {'stockrank': 0.33, '多条件选股': 0.33, '多头排列回踩': 0.33}
2021-02-03 {'stockrank': 0.27, '多条件选股': 0.44, '多头排列回踩': 0.28}
2021-03-05 {'stockrank': 0.32, '多条件选股': 0.33, '多头排列回踩': 0.36}
2021-04-04 {'stockrank': 0.32, '多条件选股': 0.34, '多头排列回踩': 0.34}
2021-05-04 {'stockrank': 0.31, '多条件选股': 0.34, '多头排列回踩': 0.35}
2021-06-03 {'stockrank': 0.32, '多条件选股': 0.33, '多头排列回踩': 0.35}
2021-07-03 {'stockrank': 0.32, '多条件选股': 0.32, '多头排列回踩': 0.36}
2021-08-02 {'stockrank': 0.33, '多条件选股': 0.32, '多头排列回踩': 0.35}
2021-09-01 {'stockrank': 0.33, '多条件选股': 0.32, '多头排列回踩': 0.35}
2021-10-01 {'stockrank': 0.34, '多条件选股': 0.35, '多头排列回踩': 0.31}
2021-10-31 {'stockrank': 0.34, '多条件选股': 0.36, '多头排列回踩': 0.31}
2021-11-30 {'stockrank': 0.35, '多条件选股': 0.35, '多头排列回踩': 0.3}
2021-12-30 {'stockrank': 0.34, '多条件选股': 0.35, '多头排列回踩': 0.3}