ma_strategy_01.py 文件源码

def calculate_ma(context, data):
    for ticker in context.tickers:
        if data.can_trade(ticker):
            context.ma[ticker] = {
                'fast': talib.MA(data.history(ticker, fields='close', length=fast + 1).values, fast),
                'slow': talib.MA(data.history(ticker, fields='close', length=slow + 1).values, slow)
            }