# coding:utf-8
#!/usr/bin/env python
from PoboAPI import *
import datetime
import numpy as np
#50ETF 和 50ETF期權的對沖交易，當ETF隱含波動率較高時就買50ETF并做空50ETF看漲期權#開始時間，用于初始化一些參數
def OnStart(context) :print("system starting...")#設定一個全局變量品種g.code0 = "510050.SHSE" #證券品種為50ETF#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.myaccOPT = None #初始化期權賬戶if "回測期權" in context.accounts :print("登錄交易賬號[回測期權]")if context.accounts["回測期權"].Login() :context.myaccOPT = context.accounts["回測期權"]context.myaccSTC = None #初始化股票賬戶if "回測證券" in context.accounts :print("登錄交易賬號[回測證券]")if context.accounts["回測證券"].Login() :context.myaccSTC = context.accounts["回測證券"]        def OnMarketQuotationInitialEx(context,exchange,daynight):if exchange!='SHSE':r