strategy.py 文件源码

def handle_bar(context, bar_dict):
    prices = history_bars(context.s1, context.LONGPERIOD + 1, '1d', 'close')
    # print(prices)
    short_avg = talib.SMA(prices, context.SHORTPERIOD)
    long_avg = talib.SMA(prices, context.LONGPERIOD)

    cur_position = context.portfolio.positions[context.s1].quantity
    shares = context.portfolio.cash / bar_dict[context.s1].close

    if short_avg[-1] < long_avg[-1] and short_avg[-2] > long_avg[-2] and cur_position > 0:  # ??
        order_target_value(context.s1, 0)

    if short_avg[-1] > long_avg[-1] and short_avg[-2] < long_avg[-2]:
        order_shares(context.s1, shares)