#过滤次新股、是否涨跌停、是否停牌等条件
def filcon
(context
,bar_dict
,tar_list
):
def zdt_trade
(stock
, context
, bar_dict
):
yesterday
= history
(
2
,
'1d'
,
'close'
)
[stock
].
values
[-
1
]
zt
=
round
(
1.10 * yesterday
,
2
)
dt
=
round
(
0.99 * yesterday
,
2
)
#last最后交易价
return dt
< bar_dict
[stock
].
last
< zt
filstock
=
[
]
for stock
in tar_list:
con1
= ipo_days
(stock
,context.
now
)
>
60
con2
= bar_dict
[stock
].
is_trading
con3
= zdt_trade
(stock
,context
,bar_dict
)
if con1 & con2 & con3:
filstock.
append
(stock
)
return filstock
