Bug: 修正exclued_list的筛选逻辑,先判断是否可以交易
This commit is contained in:
parent
f103ac9d1e
commit
1f6794ea41
|
@ -307,6 +307,8 @@ class Trader(Account):
|
|||
# 异常强制卖出
|
||||
for stock in last_position.index:
|
||||
if stock in force_exclude:
|
||||
if stock_status.loc[stock] in [0,2,5,7]:
|
||||
continue
|
||||
sell_list.append(stock)
|
||||
force_sell_num = len(sell_list)
|
||||
# 按照反向排名逐个卖出
|
||||
|
@ -420,9 +422,11 @@ class Trader(Account):
|
|||
# 异常强制卖出
|
||||
for stock in last_margin_list:
|
||||
if stock in force_exclude:
|
||||
if stock_status.loc[stock] in [0,2,5,7]:
|
||||
continue
|
||||
sell_list.append(stock)
|
||||
|
||||
force_sell_num = len(sell_list)
|
||||
|
||||
for stock in factor.loc[last_margin_list].sort_values(ascending=self.ascending).index.values[::-1]:
|
||||
if len(sell_list) >= int(max_sell_num * margin_ratio) + force_sell_num + 1:
|
||||
break
|
||||
|
|
Loading…
Reference in New Issue