nothing
import jqdata
def initialize(context):
g.security='000001.XSHE'
set_benchmark('000300.XSHG')
set_option('use_real_price',True)
run_daily(market_open,time='every_bar')
def market_open(context):
security=g.security
close_data=attribute_history(security,5,'id',['close'])
MA5=close_data['close'].mean()
current_price=close_data['close'][-1]
cash=context.profolio.available_cash
if current_price>1.01*MA5:
order_value(security,cash)
log.info('Buying %s'%(security))
elif current_price<MA5 and context.profolio.positions[security].closeable_amount>0:
order_target(security,0)
log.info('Selling %s'%(security))
record(stock_price=current_price)
if current_price>1.01*MA5:
order_value(security,cash)
log.info('Buying %s'%(security))
elif current_price<MA5 and
context.profolio.positions[security].closeable_amount>0:
order_target(security,0)
log.info('Selling %s'%(security))
record(stock_price=current_price)
