
等级: 新手上路
- 注册:
- 2024-7-7
- 曾用名:
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context.code = context.run_info.base_book_id
portfolio = get_portfolio(context.code,0,calc=False) #投资组合信息
#current_price = get_dynainf (context.code,7) #获取最新价
current_price = close[-1] #获取最新价 data['close'].iloc[-1]
jbuy_quantity = portfolio.buy_quantity #多头总持
jsell_quantity = portfolio.sell_quantity #空头总持
jbuy_avg_open_price = portfolio.buy_avg_open_price #多头开仓成本
jsell_avg_open_price = portfolio.sell_avg_open_price
if jbuy_avg_open_price != 0 and current_price < (jbuy_avg_open_price - 30):
sell_close(context.code,"market",volume=jbuy_quantity,serial_id = 4)
请教,回测不触发止损的原因是什么?
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