说明 / 示例
```py
#encoding:gbk
'''
本策略事先设定好交易的股票篮子，使用动量指标进行择时判断
当有超买和超卖发生时，进行开仓和平仓
'''
import pandas as pd
import numpy as np
import datetime
def init(ContextInfo):
#hs300成分股中sh和sz市场各自流通市值最大的前3只股票
ContextInfo.trade_code_list=['000300.SH','000905.SH']
ContextInfo.set_universe(ContextInfo.trade_code_list)
ContextInfo.accID = '620000276629'
def handlebar(ContextInfo):
d = ContextInfo.barpos #当前K线索引号
time= timetag_to_datetime(ContextInfo.get_bar_timetag(d),'%Y%m%d %H:%M:%S')
totalvalue = get_totalvalue(ContextInfo.accID,'STOCK')
data = ContextInfo.get_history_data(period,'1d', 'close',1)
#print (data['510300.SH'])
#datanow = ContextInfo.get_history_data(1,'1d', 'close',1)
hs300 = data['000300.SH'][0]
zz500 = data['000905.SH'][0]
cp300 = data['000300.SH'][-1]
cp500 = data['000905.SH'][-1]
ret300 = (cp300 - hs300) / cp300
ret500 = (cp500 - zz500) / cp500
hold300 = get_holding(ContextInfo.accID,'STOCK','510300')
hold500 = get_holding(ContextInfo.accID,'STOCK','159922')
#获取持仓
#hold300 = ContextInfo.get_market_data('quoter',['510300.SH'],start_time ='20200305', end_time ='20200306',skip_paused = True,period='1d',dividend_type = 'front',count = 1)
#print(type(hold300))
if ret300<=0 and hold300>0:
order_target_value('510300',0,ContextInfo,ContextInfo.accID)
print("卖出300")
elif ret500<=0 and hold500>0:
order_target_value('159922',0,ContextInfo,ContextInfo.accID)
print("卖出500")
elif ret300>ret500 and ret300>0 and hold300==0 and hold500==0:
order_target_value('510300',totalvalue,ContextInfo,ContextInfo.accID)
print("买入300",time)
elif ret500>ret300 and ret500>0 and hold300==0 and hold500==0:
order_target_value('159922',totalvalue,ContextInfo,ContextInfo.accID)
print("买入500",time)
#调用模块：获取账户资金
def get_totalvalue(accountid,datatype): #（账号，商品类型）
result=0 #设初值为0
resultlist=get_trade_detail_data(accountid,datatype,"ACCOUNT")#（账号，商品类型，账户类型）
#print(resultlist)
for obj in resultlist:
result=obj.m_dAvailable #账户可用资金余额
#print(obj,result)
return result
#调用模块：获取对应股票持仓
def get_holding(accountid,datatype,stockcode):
result = 0
resultlist=get_trade_detail_data(accountid,datatype,"POSITION")#（账号，商品类型，仓位）
for obj in resultlist:
if obj.m_strInstrumentID == stockcode:
result = obj.m_nVolume
#print(obj.m_strInstrumentID, obj.m_nVolume)
return result
def get_holding_code(accountid,datatype):
result=[]
resultlist = get_trade_detail_data(accountid,datatype,"POSITION")#（账号，商品类型，仓位）
for obj in resultlist:
result.append(obj.m_strInstrumentID)
return result
```