def initialize(context):
g.security = ['002043.XSHE','002582.XSHE']
def handle_data(context, data):
for i in g.security:
last_price = data[i].close
average_price = data[i].mavg(20, 'close')
cash = context.portfolio.cash
if last_price > average_price:
order_value(i, cash)
elif last_price < average_price:
order_target(i, 0)
2021-09-06
雪球
