#!/usr/bin/env python
# coding:utf-8
from PoboAPI import *
import datetime
import time
import numpy as np
from copy import *#開始時間，用于初始化一些參數
def OnStart(context) :context.myacc = None#登錄交易賬號if context.accounts["回測期貨"].Login() :context.myacc = context.accounts["回測期貨"]#每天行情初始化的，獲取當前的豆粕期貨主力合約作為標的，獲取對應的平價期權
def OnMarketQuotationInitialEx(context, exchange,daynight):#過濾掉非大商所的信號if exchange != 'DCE' or daynight!='night':return#獲取期權標的g.biaodi = GetMainContract('DCE', 'm',20)klinedata = GetHisData2(g.biaodi, BarType.Day)lastclose = klinedata[-1].close#獲取評價期權g.atmopc = GetAtmOptionContract(g.biaodi,None,lastclose,0)#print g.atmopc#訂閱日K線用來驅動onbar事件SubscribeBar(g.atmopc,BarType.Day)#在k線出現的時候，如果沒持倉就賣開，如果有就平倉
def OnBar(context,code,bartype):posi = context.myacc.GetPositions