@hlbb 因为平今仓是去年加上的,在代码中加入这个,每天开盘前更新一下手续费。
```
def initialize(context):
run_daily(set_slip_fee, time='before_open', reference_security='IF1512.CCFX')
def set_slip_fee(context):
# 根据不同的时间段设置手续费
dt=context.current_dt
if dt>datetime.datetime(2015,9, 7):
set_order_cost(OrderCost(open_tax=0, close_tax=0, open_commission=0.000023, close_commission=0.000023, close_today_commission=0.000023, min_commission=0), type='index_futures')
else:
set_order_cost(OrderCost(open_tax=0, close_tax=0, open_commission=0.000023, close_commission=0.000023, close_today_commission=0.0023, min_commission=0), type='index_futures')
```
2016-12-20