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ԭַhttps://www.joinquant.com/post/12056

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ԭĲԴ£

# 뺯
#5վߴ10վ
import jqdata

# ʼ趨׼ȵ
def initialize(context):#ʼ
    g.security = '601111.XSHG'# Ʊ:й
     # 趨300Ϊ׼
    set_benchmark('000300.XSHG')
    # TrueΪ̬Ȩģʽʹʵ۸
    #set_option('use_real_price', True) 
    
def handle_data(context, data):#ÿѭ
    last_price = data[g.security].close# ȡ̼
    # ȡùȥʮƽ۸
    average_price = data[g.security].mavg(20, 'close')
    #ȡʮľ
    average_price5 = data[g.security].mavg(5, 'close')
    average_price10= data[g.security].mavg(10, 'close')
    
    
    cash = context.portfolio.cash# ȡõǰֽ
    # մ10̼۴5վ, 룬
    if average_price5 > average_price10:
       if last_price>average_price5:
         if cash > 100 * last_price:
           order_value(g.security, cash)# õǰʽƱ
    #̼Сվ       
    if last_price < average_price5:
         if context.portfolio.positions[g.security].amount > 0:
           order_target(g.security, 0)# Ʊλ0ȫ
