Bug: 修正exclued_list的筛选逻辑,先判断是否可以交易
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@ -307,6 +307,8 @@ class Trader(Account):
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# 异常强制卖出
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# 异常强制卖出
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for stock in last_position.index:
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for stock in last_position.index:
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if stock in force_exclude:
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if stock in force_exclude:
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if stock_status.loc[stock] in [0,2,5,7]:
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continue
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sell_list.append(stock)
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sell_list.append(stock)
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force_sell_num = len(sell_list)
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force_sell_num = len(sell_list)
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# 按照反向排名逐个卖出
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# 按照反向排名逐个卖出
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@ -420,9 +422,11 @@ class Trader(Account):
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# 异常强制卖出
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# 异常强制卖出
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for stock in last_margin_list:
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for stock in last_margin_list:
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if stock in force_exclude:
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if stock in force_exclude:
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if stock_status.loc[stock] in [0,2,5,7]:
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continue
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sell_list.append(stock)
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sell_list.append(stock)
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force_sell_num = len(sell_list)
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force_sell_num = len(sell_list)
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for stock in factor.loc[last_margin_list].sort_values(ascending=self.ascending).index.values[::-1]:
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for stock in factor.loc[last_margin_list].sort_values(ascending=self.ascending).index.values[::-1]:
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if len(sell_list) >= int(max_sell_num * margin_ratio) + force_sell_num + 1:
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if len(sell_list) >= int(max_sell_num * margin_ratio) + force_sell_num + 1:
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break
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break
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