【其他】BigTrader仓位分配逻辑
由hiai创建,最终由small_q 被浏览 13 用户
有些分的多,有些又分的少,这个分配逻辑是怎么处理的呢?
m = M.bigtrader.v14(
data=data,
start_date='',
end_date='',
initialize=m_initialize_bigquant_run,
before_trading_start=m_before_trading_start_bigquant_run,
handle_tick=m_handle_tick_bigquant_run,
handle_data=m_handle_data_bigquant_run,
handle_trade=m_handle_trade_bigquant_run,
handle_order=m_handle_order_bigquant_run,
after_trading=m_after_trading_bigquant_run,
capital_base=500000,
frequency='daily',
product_type='股票',
before_start_days=0,
volume_limit=1,
order_price_field_buy='open',
order_price_field_sell='open',
benchmark='000300.SH',
plot_charts=True,
disable_cache=False,
debug=False,
backtest_only=False,
m_cached=False
)
代码还是源自于多因子
https://bigquant.com/codesharev3/80fd3bfe-87b3-4c5f-b895-2ca7c554a2ac
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