import talib

# 初始化账户

def initialize(account):

account.n = 4 # 设置交易股票数量

# 使用get_iwencai函数进行智能选股

get_iwencai("净利润增长大于20%;股价位于20日均线上方;市值从小到大排序")

# 设置买卖条件，每个交易频率(日/分钟/tick)调用一次

def handle_data(account, data):

# 卖出股票

for stock in list(account.positions):

# 获取股票收盘价数据

values = data.attribute_history(stock, ["close"], 100, "1d", False, None)

if values.empty:

continue

# 计算MACD值

DIFF, DEA, MACD = talib.MACD(values["close"].values,

fastperiod=12, slowperiod=26, signalperiod=9)

# 若出现MACD死叉(MACD变为负值)，则卖出股票

if MACD[-1] < 0:

order_target(stock, 0)

# 买入股票

for stock in account.iwencai_securities:

# 若股票数量到达限制，则跳出

if len(account.positions) >= account.n:

break

if stock not in account.positions:

# 获取股票收盘价数据

values = data.attribute_history(stock, ["close"], 100, "1d", False, None)

if values.empty:

continue

# 计算MACD值

DIFF, DEA, MACD = talib.MACD(values["close"].values,

fastperiod=12, slowperiod=26, signalperiod=9)

# 若出现MACD金叉，则买入1/n仓位的股票

if MACD[-1] > 0 and MACD[-2] < 0:

order_target_percent(stock, 1/account.n)