# coding:utf-8
#!/usr/bin/env python
from PoboAPI import *
import datetime
import time
import numpy as np#開始時間，用于初始化一些參數
def OnStart(context) :print "I\'m starting..."#登錄交易賬號，需在主頁用戶管理中設置賬號，并把證券測試替換成您的賬戶名稱context.myacc = Noneif context.accounts.has_key("回測期權") :print "登錄交易賬號[回測期權]"if context.accounts["回測期權"].Login() :context.myacc = context.accounts["回測期權"]def OnMarketQuotationInitialEx(context,exchange,daynight):if exchange != 'SHSE':return #設定一個全局變量品種g.code = "510050.SHSE"#訂閱實時數據，用于驅動OnQuote事件SubscribeQuote(g.code)#訂閱K線數據，用于驅動OnBar事件SubscribeBar(g.code, BarType.Day)def Getop(code):#獲取期權合約代碼dyndata = GetQuote(code)now1 = dyndata.now#獲取行權價格now50 = round(now1,1) + 0.05#根據當前時間決定合約月份cutime = GetCur