def initialize(context):
    # 设定股票
    g.stock = '159605.XSHE' 
    # 设置开始买入价格
    g.price = 0.796
    # 设定纳指ETF作为基准
    set_benchmark('159605.XSHE')
    # True为开启动态复权模式，使用真实价格交易
    #set_option('use_real_price', True) 
    # 股票类交易手续费是：买入时佣金万分之三，卖出时佣金万分之三加千分之一印花税, 每笔交易佣金最低扣5块钱
    set_order_cost(OrderCost(open_tax=0, close_tax=0.001, \
                             open_commission=0.00005, close_commission=0.00005,\
                             close_today_commission=0, min_commission=0.1), type='stock')
    # 每日交易
    run_daily(trade2, time='every_bar')

#网格交易1
def trade2(context):
    stock = g.stock
    close_data = attribute_history(stock, 5, '1d', ['close'])
    current_price = close_data['close'][-1]
    cha = current_price - g.price
    
    if cha < -0.005:
        g.price = g.price - 0.003
        order(g.stock, 10000)
    elif cha > 0.005:
        g.price = g.price + 0.01
        order(g.stock, -10000)

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