#!/usr/bin/env python
# coding:utf-8
from PoboAPI import *
import datetime
import time
import numpy as np
import pandas as pd
#日線級別
#開始時間，用于初始化一些參數
def OnStart(context):print("I\'m starting...")#設定一個全局變量品種,本策略交易50ETF期權g.code = "510050.SHSE"#持倉成本價g.costp = 0g.costc = 0#價格g.c1 = 0g.c2 = 0#是否開倉g.gc=0g.gp=0#登錄交易賬號，需在主頁用戶管理中設置賬號，并把回測期權替換成您的賬戶名稱context.myacc = Noneif "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.myacc = context.accounts["回測期權"]fee = PBObj();fee.OpenUnit = 1fee.CloseRate = 0.000023fee.CloseTodayRate = 0.000345fee.MiniFee = 0
def OnMarketQuotationInitialEx(context,exchange,daynight):if exchange!='SHSE':return 
#     #訂閱實時數據，用于驅動OnQ