环境: 飞索1.3.0 迷你康达3 Windows OS
我正在尝试对数据进行S迭代。 S.symbol具有15个值。
在1个符号的数据中进行迭代时,请按以下代码说“间谍”;我想创建2个钥匙
(S.symbol +“ c”)-> spyc保持当前值
(S.symbol +“ s”)—→监视以保留浮点值。
def before_trading_start(context,data):
print("*#*#*#*#*#*#*#*#*#*#*#*#*#*#*#*#*#*#*#*#*#*#*#*#*#*#*#*#*#")
print("Get DateTime: ",get_datetime())
#context is a dictionary
for S in data:
if(S.symbol == 'SPY'):
arr = list(range(1,91))
hist = data.history(S,"price",90,"1d")
price_list = np.log(hist.tolist())
context.spyc = data.current(S,"price")
context.spys = Slope(arr, price_list)
print (context.spyc)
print (S.symbol, context.spys)
else:
continue
################我的动态命名版本失败
def before_trading_start(context,data):
print("*#*#*#*#*#*#*#*#*#*#*#*#*#*#*#*#*#*#*#*#*#*#*#*#*#*#*#*#*#*")
print("Get DateTime: ",get_datetime())
for S in data:
arr = list(range(1,91))
hist = data.history(S,"price",90,"1d")
price_list = np.log(hist.tolist())
context[S.symbol + "c"] = data.current(S,"price")
context[S.symbol+"s"] = Slope(arr, price_list)
print (context[S.symbol + "c"])
print (S.symbol, context[S.symbol + "s"])
S.symbols = [“间谍”,“ AAPl”,'xom','L','T','CSCO','MSFT'..]