简单市盈率策略

# 导入函数库
from nmapi import *
import pandas as pd
import numpy as np

def init(context):
    # 手续费
    set_order_cost(
        OrderCost(
            close_tax=0.001,
            open_commission=0.0003,
            close_commission=0.0003,
            min_commission=5
        ),
        type='stock'
    )

    # 参数
    g.stock_num = 
    g.min_list_days = 375          # 次新过滤天数

    # 每周一开盘后调仓
    run_schedule(weekly_adjustment, "weekly", , time='09:30')


def weekly_adjustment(context):
    # 1. 获取股票池，可自行改成全市场或别的指数
    select_security = ''
    if select_security == '全市场':
        all_df = get_all_securities(types=['stock'], date=context.current_dt)
        stock_list = all_df.index
    else:
        security_map = {
            '中小综指': '399101.SZ',
            '沪深300': '000300.SH',
            '中证1000': '000852.SH',
        }
        MKT_index = security_map.get(select_security, '')
        stock_list = get_index_stocks(MKT_index)

    # 2. 基础过滤
    #stock_list = filter_new_stock(context, stock_list, g.min_list_days)
    stock_list = filter_kcbj_cyb_stock(stock_list)
    stock_list = filter_st_stock(stock_list)
    stock_list = filter_paused_stock(stock_list)

    if len(stock_list) == 0:
        log.info('过滤后股票池为空')
        return