检查股票是否放量

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Kenbank 发布于2025-03-03 09:33:27 98查看 0点赞 0收藏

def check_high_volume(context):
    current_data = get_current_data()
    for stock in context.portfolio.positions:
        if current_data[stock].paused == True:
            continue
        if current_data[stock].last_price == current_data[stock].high_limit:
            continue
        if context.portfolio.positions[stock].closeable_amount ==0:
            continue
        df_volume = get_bars(stock,count=g.HV_duration,unit='1d',fields=['volume'],include_now=True, df=True)
        if df_volume['volume'].values[-1] > g.HV_ratio*df_volume['volume'].values.max():
            log.info("[%s]天量，卖出" % stock)
            position = context.portfolio.positions[stock]
            close_position(position)