通联情绪指标策略
来源：https://uqer.io/community/share/548111daf9f06c8e7733670a
start = pd.datetime(2013, 11, 1)
end = pd.datetime(2014, 11, 1)
benchmark = 'HS300'
universe = read('3b_ticker.txt').split(',')
capital_base = 100000
csvs = ['3b_news.csv']
def initialize(account):
add_history('hist1', 1)
def handle_data(account, data):
for stock in universe:
if (stock not in account.hist1) or ('emotion' not in account.hist1[stock].columns):
continue
sig = account.hist1[stock].iloc[0,:]['emotion']
if sig > 0.2 and account.position.stkpos.get(stock, 0)==0:
order(stock, 100)
elif sig < 0 and account.position.stkpos.get(stock, 0)>0:
order_to(stock, 0)
