fix_percentage.py 文件源码

def handle_data(context, data):
    # print data.history('000001', length=2)
    dc = data.history(context.s, fields="close", length=20).values
    context.ma10[0] = context.ma10[1]
    context.ma20[0] = context.ma20[1]
    context.ma10[1] = ta.MA(dc, 10)[-1]
    context.ma20[1] = ta.MA(dc, 20)[-1]
    if context.ma10[0] <= context.ma20[0] and context.ma10[1] > context.ma20[1]:
        print(context.ma10, context.ma20)
        order_target(context.security, 1)
    elif context.ma10[0] >= context.ma20[0] and context.ma10[1] < context.ma20[1]:
        print(context.ma10, context.ma20)
        order_target(context.security, -1)
    position = context.portfolio.positions.get(context.s, 0)