可转债日内交易策略,编译运行后没有买入卖出,策略收益一直是0,这是哪里设置的问题吗
可转债日内交易策略,编译运行后没有买入卖出,策略收益一直是0,这是哪里设置的问题吗
def initialize(context):
g.stock = '000001.SZ' # 平安银行
set_universe([g.stock])
log.info(f"股票池: {g.stock}")
g.bought = False
g.buy_price = 0
run_daily(trade, time='09:35')
def trade(context, data):
stock = g.stock
if data[stock].is_suspended:
log.info(f"{stock} 停牌,跳过")
return
price = data[stock].close
if price <= 0:
return
if not g.bought and stock not in context.portfolio.positions:
order(stock, 100) # 买入100股
g.buy_price = price
g.bought = True
log.info(f"买入 {stock} 100股,价格 {price:.3f}")
elif g.bought and stock in context.portfolio.positions:
order_target(stock, 0) # 全部卖出
g.bought = False
log.info(f"卖出 {stock},买入价 {g.buy_price:.3f},现价 {price:.3f}")
没有执行买入,这个需要其他设置吗,我是在网页版运行的
def initialize(context):
g.stock = '000001.SZ' # 平安银行
set_universe([g.stock])
log.info(f"股票池: {g.stock}")
g.bought = False
g.buy_price = 0
run_daily(trade, time='09:35')
def trade(context, data):
stock = g.stock
if data[stock].is_suspended:
log.info(f"{stock} 停牌,跳过")
return
price = data[stock].close
if price <= 0:
return
if not g.bought and stock not in context.portfolio.positions:
order(stock, 100) # 买入100股
g.buy_price = price
g.bought = True
log.info(f"买入 {stock} 100股,价格 {price:.3f}")
elif g.bought and stock in context.portfolio.positions:
order_target(stock, 0) # 全部卖出
g.bought = False
log.info(f"卖出 {stock},买入价 {g.buy_price:.3f},现价 {price:.3f}")
没有执行买入,这个需要其他设置吗,我是在网页版运行的

