1 回答
import numpy as np
def initialize(context):
g.security = "600570.XSHG"
def handle_data(context, data):
h1d = get_history(100, '1d', ['close'], security_list=g.security,include=False)
h1m = get_history(1, '1m', ['close'], security_list=g.security,include=True)
close_data = np.array(list(h1d.close)+list(h1m.close))
macdDIF_data, macdDEA_data, macd_data = get_MACD(close_data, 12, 26, 9)
dif = macdDIF_data[-1]
dea = macdDEA_data[-1]
macd = macd_data[-1]
回测周期选择分钟，性能需自行优化
