#!/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["回測期權"].Login() :context.myacc = context.accounts["回測期權"]fee = PBObj();fee.OpenUnit = 1fee.CloseRate = 0.000023fee.CloseTodayRate = 0.000345fee.MiniFee = 0
#每天行情初始化的，獲取當前的50etf對應的平值期權
def OnMarketQuotationInitialEx(context, exchange,daynight):#過濾掉非上交所的信號if exchange != 'SHSE':return#獲取期權標的g.biaodi = '510050.SHSE'klinedata = GetHisData2(g.biaodi,BarType.Day)lastclose = klinedata[-1].close#獲取當月平價認購期權g.atmopc = GetAtmOptionContract(g.biaodi,0,lastclose,0)#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,ba