版权声明:猪小哥 https://blog.csdn.net/food_for_thought/article/details/82751675
最开始的代码是这样的:
# 空仓 开多
if margin_info == [] and signal == 1:
# 空仓 开空
if margin_info == [] and signal == -1:
# 多头 平仓
if margin_info != [] and signal == 0:
# 空头 平仓
if margin_info != [] and signal == 0:
# 多头 平仓 开空
if margin_info != [] and signal == -1:
# 空头 平仓 开多
if margin_info != [] and signal == 1:
左看右看还是不严谨,比如最后一个情况里面,当 signal 变为 1 的时候之前必定有一个 0 的信号,那么后面两种情况就是可有可无了。
另外,第三种情况与第四种情况完全是一样的,完全起了冲突,所以经过改进后,目前的版本是这样的:
# 判断是否持仓
if margin_info == []: # 空仓
if signal == 1:
elif signal == -1:
elif margin_info != []: # 持仓
if margin_info[2] > 0 and signal == 0:
elif margin_info[2] < 0 and signal == 0:
elif margin_info[2] > 0 and signal == -1:
elif margin_info[2] < 0 and signal == 1: