{"id":476,"date":"2023-01-27T19:48:12","date_gmt":"2023-01-27T11:48:12","guid":{"rendered":"\/?p=476"},"modified":"2023-10-16T20:28:33","modified_gmt":"2023-10-16T12:28:33","slug":"%e5%88%a4%e6%96%ad%e5%bd%93%e6%97%a5%e6%98%af%e5%90%a6%e4%b8%ba%e5%bd%93%e6%9c%88%e7%ac%ac%e4%b8%80%e4%b8%aa%e4%ba%a4%e6%98%93%e6%97%a5-%e6%97%b6%e9%97%b4%e7%9b%b8%e5%85%b3%e5%87%bd","status":"publish","type":"post","link":"\/?p=476","title":{"rendered":"PTrade\u5224\u65ad\u5f53\u65e5\u662f\u5426\u4e3a\u5f53\u6708\u7b2c\u4e00\u4e2a\u4ea4\u6613\u65e5\u2014\u2014\u65f6\u95f4\u76f8\u5173\u51fd\u65703"},"content":{"rendered":"

\u672c\u6587\u4ecb\u7ecd\u7684\u51fd\u6570\u7528\u4e8e\u5224\u65ad\u5f53\u524d\u4ea4\u6613\u65e5\u662f\u5426\u4e3a\u5f53\u6708\u7684\u7b2c\u4e00\u4e2a\u4ea4\u6613\u65e5\u3002<\/p>\n

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\u6e90\u7801<\/h3>\n
def is_first_trading_day_of_month():\n    \"\"\"\n    \u5224\u65ad\u5f53\u65e5\u662f\u5426\u4e3a\u5f53\u6708\u7b2c\u4e00\u4e2a\u4ea4\u6613\u65e5\n\n    :return: \u5982\u679c\u5f53\u65e5\u4e3a\u5f53\u6708\u7b2c\u4e00\u4e2a\u4ea4\u6613\u65e5\u8fd4\u56deTrue\uff0c\u5426\u5219\u8fd4\u56deFalse\n    \"\"\"\n\n    return get_trading_day().month != get_trading_day(-1).month\n<\/code><\/pre>\n
\u6e90\u7801\u5206\u6790<\/h3>\n
\u51fd\u6570\u7684\u5b9e\u73b0\u4e3b\u8981\u4f7f\u7528\u4e86ptrade\u63d0\u4f9b\u7684get_trading_day()\uff0c\u8be6\u7ec6\u7684\u4ecb\u7ecd\u53ef\u4ee5\u53c2\u8003\u94fe\u63a5<\/a>\u3002<\/p>\n
\u5b9e\u73b0\u903b\u8f91\u4e0a\u4e3b\u8981\u662f\u8003\u8651\u5468\u672b\u3001\u957f\u5047\u671f\u7b49\u56e0\u7d20\u7684\u5f71\u54cd\uff0c\u5f53\u6708\u7b2c\u4e00\u4e2a\u4ea4\u6613\u65e5\u5e76\u4e0d\u4e00\u5b9a\u662f1\u53f7\u3002<\/p>\n
\u4f7f\u7528\u5f53\u524d\u4ea4\u6613\u65e5\u7684\u6708\u4efd\u6570\u548c\u524d\u4e00\u4ea4\u6613\u65e5\u7684\u6708\u4efd\u6570\u8fdb\u884c\u6bd4\u8f83\uff0c\u82e5\u4e0d\u540c\uff0c\u5219\u5f53\u524d\u4ea4\u6613\u65e5\u5c31\u662f\u5f53\u6708\u7684\u7b2c\u4e00\u4e2a\u4ea4\u6613\u65e5\u3002<\/p>\n
\u793a\u4f8b<\/h3>\n
def before_trading_start(context, data):\n    log.info(is_first_trading_day_of_month())\n\n\ndef is_first_trading_day_of_month():\n    \"\"\"\n    \u5224\u65ad\u5f53\u65e5\u662f\u5426\u4e3a\u5f53\u6708\u7b2c\u4e00\u4e2a\u4ea4\u6613\u65e5\n\n    :return: \u5982\u679c\u5f53\u65e5\u4e3a\u5f53\u6708\u7b2c\u4e00\u4e2a\u4ea4\u6613\u65e5\u8fd4\u56deTrue\uff0c\u5426\u5219\u8fd4\u56deFalse\n    \"\"\"\n\n    return get_trading_day().month != get_trading_day(-1).month\n\n\ndef initialize(context):\n    pass\n\n\ndef handle_data(context, data):\n    pass\n<\/code><\/pre>\n
\u8fd9\u91cc\u5728before_trading_start()\u51fd\u6570\u5185\u8c03\u7528is_first_trading_day_of_week()\uff0c\u5e76\u6253\u5370\u51fa\u5f53\u65e5\u662f\u5426\u4e3a\u5f53\u6708\u7b2c\u4e00\u4e2a\u4ea4\u6613\u65e5\u3002<\/p>\n
ptrade\u63d0\u4f9b\u7684before_trading_start()\u51fd\u6570\uff0c\u5728\u56de\u6d4b\u4e2d\uff0c\u4f1a\u5728\u6bcf\u4e2a\u56de\u6d4b\u4ea4\u6613\u65e58:30\u5206\u6267\u884c\uff0c\u5728\u4ea4\u6613\u4e2d\uff0c\u8be5\u51fd\u6570\u5728\u5f00\u542f\u4ea4\u6613\u65f6\u7acb\u5373\u6267\u884c\uff0c\u4ece\u9694\u65e5\u5f00\u59cb\u6bcf\u59299:10\u5206(\u9ed8\u8ba4)\u6267\u884c\u3002<\/p>\n
\u5728\u56de\u6d4b\u6a21\u5f0f\u4e0b\uff0c\u6211\u4eec\u5c06\u56de\u6d4b\u65e5\u671f\u8bbe\u7f6e\u4e3a2022-12-30\uff08\u5468\u4e94\uff09\u81f32023-01-06\uff08\u5468\u4e94\uff09\uff0c\u4e2d\u95f4\u8986\u76d6\u4e86\u5143\u65e6\u5047\u671f\uff0c\u8f93\u51fa\u7ed3\u679c\u5982\u4e0b\uff1a<\/p>\n
2022-12-30 08:30:00 - INFO - False\n2023-01-03 08:30:00 - INFO - True\n2023-01-04 08:30:00 - INFO - False\n2023-01-05 08:30:00 - INFO - False\n2023-01-06 08:30:00 - INFO - False\n<\/code><\/pre>\n
\u4ece\u8f93\u51fa\u7ed3\u679c\u53ef\u4ee5\u770b\u5230\uff0c2023-01-03\uff08\u5468\u4e8c\uff09\u662f\u5f53\u6708\u7684\u7b2c\u4e00\u4e2a\u4ea4\u6613\u65e5\uff082022-12-31\u81f32023-01-02\u662f\u5047\u671f\uff09\u3002<\/p>\n
\n
\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
\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
\n\u9879\u76ee\u6700\u65b0\u4ee3\u7801\uff1ahttps:\/\/gitee.com\/sl\/quant_from_scratch
\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\n\n\n\n\n
\u5fae\u4fe1\u4e8c\u7ef4\u7801<\/th>\n\u5fae\u4fe1\u6350\u8d60\u4e8c\u7ef4\u7801<\/th>\n<\/tr>\n<\/thead>\n
\"\u5fae\u4fe1\u4e8c\u7ef4\u7801\"<\/td>\n\"\u6350\u8d60\u4e8c\u7ef4\u7801\"<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n