{"id":464,"date":"2023-01-24T14:12:12","date_gmt":"2023-01-24T06:12:12","guid":{"rendered":"\/?p=464"},"modified":"2023-10-16T20:27:02","modified_gmt":"2023-10-16T12:27:02","slug":"%e6%97%b6%e9%97%b4%e7%9b%b8%e5%85%b3%e5%87%bd%e6%95%b01-%e8%8e%b7%e5%8f%96%e4%ba%a4%e6%98%93%e6%97%a5%e6%9c%9f","status":"publish","type":"post","link":"\/?p=464","title":{"rendered":"PTrade\u83b7\u53d6\u4ea4\u6613\u65e5\u671f\u2014\u2014\u65f6\u95f4\u76f8\u5173\u51fd\u65701"},"content":{"rendered":"<p>\u672c\u7cfb\u5217\u6587\u7ae0\u5c06\u7b14\u8005\u5e73\u65f6\u5728\u4f7f\u7528ptrade\u8fdb\u884c\u7b56\u7565\u5f00\u53d1\u4e2d\u4f7f\u7528\u5230\u7684\u4e0e\u65e5\u671f\u76f8\u5173\u7684\u51fd\u6570\u8fdb\u884c\u8bb0\u5f55\uff0c\u4ee5\u4fbf\u5927\u5bb6\u53c2\u8003\u5e76\u4e00\u540c\u6539\u8fdb\u4f18\u5316\u3002<\/p>\n<p>\u5982\u679c\u8bfb\u8005\u8fd8\u6709\u5176\u4ed6\u65e5\u671f\u76f8\u5173\u7684\u51fd\u6570\u5b9e\u73b0\u9700\u6c42\uff0c\u4e5f\u53ef\u4ee5\u7559\u8a00\uff0c\u5927\u5bb6\u4e00\u8d77\u8ba8\u8bba\u8865\u5145\u3002<\/p>\n<p>\u9996\u5148\u770b\u4e00\u4e0bptrade\u63d0\u4f9b\u7684get_trading_day\u51fd\u6570\u7684\u7528\u6cd5\uff0c\u540e\u9762\u7684\u51fd\u6570\u5927\u591a\u8981\u7528\u5230\u5b83\u3002<\/p>\n<p>\u7ed3\u5408ptrade\u5b98\u65b9\u6587\u6863\u5bf9get_trading_day\u7684\u4ecb\u7ecd\u5982\u4e0b\uff1a<\/p>\n<pre><code class=\"language-python line-numbers\">get_trading_day(day)\n<\/code><\/pre>\n<h3>\u4f7f\u7528\u573a\u666f<\/h3>\n<p>\u8be5\u51fd\u6570\u5728\u7814\u7a76\u3001\u56de\u6d4b\u3001\u4ea4\u6613\u6a21\u5757\u53ef\u7528<\/p>\n<h3>\u63a5\u53e3\u8bf4\u660e<\/h3>\n<p>\u8be5\u51fd\u6570\u7528\u4e8e\u83b7\u53d6\u5f53\u524d\u65f6\u95f4\u6570\u5929\u524d\u6216\u6570\u5929\u540e\u7684\u4ea4\u6613\u65e5\u671f\u3002<\/p>\n<h3>\u6ce8\u610f\u4e8b\u9879\uff1a<\/h3>\n<p>1\u3001\u9ed8\u8ba4\u60c5\u51b5\u4e0b\uff0c\u56de\u6d4b\u4e2d\u5f53\u524d\u65f6\u95f4\u4e3a\u7b56\u7565\u4e2d\u8c03\u7528\u8be5\u63a5\u53e3\u7684\u56de\u6d4b\u65e5\u65e5\u671f(context.blotter.current_dt)\u3002<\/p>\n<p>2\u3001\u9ed8\u8ba4\u60c5\u51b5\u4e0b\uff0c\u7814\u7a76\u4e2d\u5f53\u524d\u65f6\u95f4\u4e3a\u8c03\u7528\u5f53\u5929\u65e5\u671f\u3002<\/p>\n<p>3\u3001\u9ed8\u8ba4\u60c5\u51b5\u4e0b\uff0c\u4ea4\u6613\u4e2d\u5f53\u524d\u65f6\u95f4\u4e3a\u8c03\u7528\u5f53\u5929\u65e5\u671f\u3002<\/p>\n<h3>\u53c2\u6570<\/h3>\n<p>day\uff1a\u8868\u793a\u5929\u6570\uff0c\u6b63\u7684\u4e3a\u6570\u5929\u540e\uff0c\u8d1f\u7684\u4e3a\u6570\u5929\u524d\uff0cday\u53d60\u8868\u793a\u83b7\u53d6\u5f53\u524d\u4ea4\u6613\u65e5\uff0c\u5982\u679c\u5f53\u524d\u65e5\u671f\u4e3a\u975e\u4ea4\u6613\u65e5\u5219\u8fd4\u56de\u4e0b\u4e00\u4ea4\u6613\u65e5\u7684\u65e5\u671f\u3002day\u9ed8\u8ba4\u53d6\u503c\u4e3a0\uff0c\u4e0d\u5efa\u8bae\u83b7\u53d6\u4ea4\u6613\u6240\u8fd8\u672a\u516c\u5e03\u7684\u4ea4\u6613\u65e5\u671f(int)\uff1b<\/p>\n<h3>\u8fd4\u56de<\/h3>\n<p>date\uff1adatetime.date\u65e5\u671f\u5bf9\u8c61<\/p>\n<h3>\u793a\u4f8b<\/h3>\n<p>\u6240\u6709\u7684\u793a\u4f8b\u5747\u5728\u56de\u6d4b\u6a21\u5f0f\u4e0b\u8fd0\u884c\uff0c\u5b9e\u76d8\u6a21\u5f0f\u4f7f\u7528\u65f6\u53ef\u53c2\u8003\u56de\u6d4b\u6a21\u5f0f\u4e0b\u7684\u7ed3\u679c\u3002<\/p>\n<h4>\u793a\u4f8b1<\/h4>\n<pre><code class=\"language-python line-numbers\">def initialize(context):\n    log.info(get_trading_day())\n\n\ndef handle_data(context, data):\n    pass\n<\/code><\/pre>\n<p>\u5c06\u56de\u6d4b\u65f6\u95f4\u8bbe\u7f6e\u4e3a2023-01-01\u81f32023-01-03\uff0c\u8f93\u51fa\u7ed3\u679c\u5982\u4e0b\uff1a<\/p>\n<pre><code class=\"language-bash line-numbers\">2023-01-03 00:00:00 - INFO - 2023-01-03\n<\/code><\/pre>\n<p>2023-01-01\u548c2023-01-02\u4e3a\u975e\u4ea4\u6613\u65e5\uff0cinitialize\u51fd\u6570\u4e0d\u4f1a\u88ab\u8c03\u7528\uff08<strong>\u8be5\u51fd\u6570\u53ea\u4f1a\u5728\u56de\u6d4b\u548c\u4ea4\u6613\u542f\u52a8\u7684\u65f6\u5019\u8fd0\u884c\u4e00\u6b21<\/strong>\uff09\u3002<\/p>\n<p>2023-01-03\u4e3a\u4ea4\u6613\u65e5\uff0cinitialize\u51fd\u6570\u88ab\u8c03\u7528\uff0c\u6253\u5370get_trading_day\u51fd\u6570\u7684\u8fd4\u56de\u7ed3\u679c\u4e3a2023-01-03\u3002<\/p>\n<h4>\u793a\u4f8b2<\/h4>\n<pre><code class=\"language-python line-numbers\">def initialize(context):\n    log.info(get_trading_day(-1))\n\n\ndef handle_data(context, data):\n    pass\n<\/code><\/pre>\n<p>\u540c\u6837\u5c06\u56de\u6d4b\u65f6\u95f4\u8bbe\u7f6e\u4e3a2023-01-01\u81f32023-01-03\uff0c\u8f93\u51fa\u7ed3\u679c\u5982\u4e0b\uff1a<\/p>\n<pre><code class=\"language-bash line-numbers\">2023-01-03 00:00:00 - INFO - 2022-12-30\n<\/code><\/pre>\n<p>\u5f53get_trading_day\u7684\u53c2\u6570\u4e3a\u8d1f\u6570\u65f6\uff0c\u8868\u793a\u8981\u83b7\u53d6\u5f53\u524d\u4ea4\u6613\u65e5\u7684\u6570\u5929\u524d\u7684\u4ea4\u6613\u65e5\u671f\u3002<\/p>\n<p>\u5982\u793a\u4f8b2\u4e2d\u6240\u793a\uff0c\u53c2\u6570\u4e3a-1\uff0c\u5f53\u57282023-01-03\u8c03\u7528get_trading_day\u65f6\uff0c\u4f1a\u8fd4\u56de2023-01-03\u524d\u7684\u7b2c1\u4e2a\u4ea4\u6613\u65e5\u671f\u662f\u591a\u5c11\u30022023-01-02\uff08\u5468\u4e00\u3001\u5047\u671f\uff09\u30012023-01-01\uff08\u5468\u65e5\uff09\u30012022-12-31\uff08\u5468\u516d\uff09\u5747\u4e3a\u975e\u4ea4\u6613\u65e5\uff0c2022-12-30\u4e3a\u4ea4\u6613\u65e5\uff0c\u56e0\u6b64get_trading_day(-1)\u7684\u8fd4\u56de\u7ed3\u679c\u4e3a2022-12-30\u3002<\/p>\n<h4>\u793a\u4f8b3<\/h4>\n<pre><code class=\"language-python line-numbers\">def initialize(context):\n    log.info(get_trading_day(4))\n\n\ndef handle_data(context, data):\n    pass\n<\/code><\/pre>\n<p>\u540c\u6837\u5c06\u56de\u6d4b\u65f6\u95f4\u8bbe\u7f6e\u4e3a2023-01-01\u81f32023-01-03\uff0c\u8f93\u51fa\u7ed3\u679c\u5982\u4e0b\uff1a<\/p>\n<pre><code class=\"language-bash line-numbers\">2023-01-03 00:00:00 - INFO - 2023-01-09\n<\/code><\/pre>\n<p>\u5f53get_trading_day\u7684\u53c2\u6570\u4e3a\u6b63\u6570\u65f6\uff0c\u8868\u793a\u8981\u83b7\u53d6\u5f53\u524d\u4ea4\u6613\u65e5\u7684\u6570\u5929\u540e\u7684\u4ea4\u6613\u65e5\u671f\u3002<\/p>\n<p>\u5982\u793a\u4f8b3\u4e2d\u6240\u793a\uff0c\u53c2\u6570\u4e3a4\uff0c\u5f53\u57282023-01-03\u8c03\u7528get_trading_day\u65f6\uff0c\u4f1a\u8fd4\u56de2023-01-03\u540e\u7684\u7b2c4\u4e2a\u4ea4\u6613\u65e5\u671f\u662f\u591a\u5c11\u30022023-01-04\uff08\u7b2c1\u4e2a\u4ea4\u6613\u65e5\uff09\uff0c2023-01-05\uff08\u7b2c2\u4e2a\u4ea4\u6613\u65e5\uff09\uff0c2023-01-06\uff08\u7b2c3\u4e2a\u4ea4\u6613\u65e5\uff09\uff0c2023-01-07\uff08\u5468\u516d\uff09\uff0c2023-01-08\uff08\u5468\u65e5\uff09\uff0c2023-01-09\uff08\u7b2c4\u4e2a\u4ea4\u6613\u65e5\uff09\uff0c\u56e0\u6b64get_trading_day(4)\u8fd4\u56de\u7ed3\u679c2023-01-09\u3002<\/p>\n<hr \/>\n<p><strong>\u535a\u5ba2\u5185\u5bb9\u53ea\u7528\u4e8e\u4ea4\u6d41\u5b66\u4e60\uff0c\u4e0d\u6784\u6210\u6295\u8d44\u5efa\u8bae\uff0c\u76c8\u4e8f\u81ea\u8d1f\uff01<\/strong><\/p>\n<p>\u6b22\u8fce\u5927\u5bb6\u8f6c\u53d1\u3001\u7559\u8a00\u3002\u5df2\u5efa\u5fae\u4fe1\u7fa4\u7528\u4e8e\u5b66\u4e60\u4ea4\u6d41\uff0c\u611f\u5174\u8da3\u7684\u8bfb\u8005\u8bf7\u626b\u7801\u52a0\u5fae\u4fe1\uff01<br \/>\n\u9879\u76ee\u6700\u65b0\u4ee3\u7801\uff1ahttps:\/\/gitee.com\/sl\/quant_from_scratch<br \/>\n\u5982\u679c\u8ba4\u4e3a\u535a\u5ba2\u5bf9\u60a8\u6709\u5e2e\u52a9\uff0c\u53ef\u4ee5\u626b\u7801\u8fdb\u884c\u6350\u8d60\uff0c\u611f\u8c22\uff01<\/p>\n<table>\n<thead>\n<tr>\n<th align=\"center\">\u5fae\u4fe1\u4e8c\u7ef4\u7801<\/th>\n<th align=\"center\">\u5fae\u4fe1\u6350\u8d60\u4e8c\u7ef4\u7801<\/th>\n<\/tr>\n<\/thead>\n<tbody>\n<tr>\n<td align=\"center\"><img decoding=\"async\" src=\"\/wordpress\/wp-content\/uploads\/2021\/11\/wechat_margin.png\" alt=\"\u5fae\u4fe1\u4e8c\u7ef4\u7801\" \/><\/td>\n<td align=\"center\"><img decoding=\"async\" src=\"\/wordpress\/wp-content\/uploads\/2021\/09\/wechatpay.png\" alt=\"\u6350\u8d60\u4e8c\u7ef4\u7801\" \/><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<style>\npre{\n    white-space: pre;\n    overflow-x: auto;\n    overflow-y: auto;\n    max-height: 300px;\n}\n.table-wrapper {\n    overflow-x: auto;\n    overflow-y: auto;\n    white-space: nowrap;\n    max-height: 300px;\n}\n<\/style>\n","protected":false},"excerpt":{"rendered":"<p>\u672c\u7cfb\u5217\u6587\u7ae0\u5c06\u7b14\u8005\u5e73\u65f6\u5728\u4f7f\u7528ptrade\u8fdb\u884c\u7b56\u7565\u5f00\u53d1\u4e2d\u4f7f\u7528\u5230\u7684\u4e0e\u65e5\u671f\u76f8\u5173\u7684\u51fd\u6570\u8fdb\u884c\u8bb0\u5f55\uff0c\u4ee5\u4fbf\u5927\u5bb6\u53c2\u8003\u5e76\u4e00\u540c\u6539\u8fdb\u4f18 &#8230; <a title=\"PTrade\u83b7\u53d6\u4ea4\u6613\u65e5\u671f\u2014\u2014\u65f6\u95f4\u76f8\u5173\u51fd\u65701\" class=\"read-more\" href=\"\/?p=464\" aria-label=\"\u7ee7\u7eed\u9605\u8bfbPTrade\u83b7\u53d6\u4ea4\u6613\u65e5\u671f\u2014\u2014\u65f6\u95f4\u76f8\u5173\u51fd\u65701\">\u9605\u8bfb\u66f4\u591a<\/a><\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[4],"tags":[],"class_list":["post-464","post","type-post","status-publish","format-standard","hentry","category-ptrade"],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v21.3 - 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