聚宽平台第一个策略

需求：

 代码：

import jqdata

def initialize(context):
    # 定义一个全局变量, 保存要操作的股票
    #g.security ='601318.XSHG'
    g.security = get_index_stocks('000300.XSHG')
    #print(g.security)
    set_option('use_real_price', True)
    # 股票类每笔交易时的手续费是：买入时佣金万分之三，卖出时佣金万分之三加千分之一印花税, 每笔交易佣金最低扣5块钱
    set_order_cost(OrderCost(open_tax=0, close_tax=0.001, open_commission=0.0003, close_commission=0.0003,  min_commission=5), type='stock')
    
    

def handle_data(context, data):
    #print(get_current_data()['601318.XSHG'].day_open)
    #print(attribute_history('601318.XSHG', 5))
    #order('601318.XSHG', 100)
    
    # 一般情况下，先卖后买
    tobuy = []
    for stock in g.security:
        p = get_current_data()[stock].day_open  # 获取当前股票的开盘价
        amount = context.portfolio.positions[stock].total_amount  # 获取可出售的总仓位
        
        cost = context.portfolio.positions[stock].avg_cost  # 获取当前股票的持仓成本
        if amount > 0 and p >=  cost * 1.25:
            order_target(stock, 0)  # 止盈
        
        if amount > 0 and p <= cost * 0.9:
            order_target(stock, 0)  #止损
            
            
            
        if p <= 10.0 and amount == 0:
            tobuy.append(stock)
            
            
    cash_per_strock = context.portfolio.available_cash / len(tobuy)  # 每只股票分的钱
    for stock in tobuy:
        order_value(stock, cash_per_strock)