#!/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，獲取當前的菜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):#過濾掉非鄭商所和非夜盤的信號if exchange != 'CZCE' or daynight!='night':return#獲取期權標的，豆粕主力合約g.biaodi = GetMainContract('CZCE', 'RM',20)#獲取標的歷史每日數據klinedata = GetHisData2(g.biaodi, BarType.Day)#獲取最新收盤價lastclose = klinedata[-1].closeprint(lastclose)#獲取平值期權g.atmopc = GetAtmOptionContract(g.biaodi,None,lastclose+0.1,0)print(g.atmopc)#print g.atmopc#訂閱日K線用來驅動onbar事件SubscribeBar(g.atmopc,BarType.Day)def OnBar(conte