我对这段代码有点疑问:当 self.pos == 0 的时候执行下面代码,条件成立后马上 self.buy(bar.close_price,min(self.lots,self.max_lots)), 既然已经马上发单成交了,那这时候 self.pos 已经大于 0 了,那么 self.buy(bar.close_price,min(self.lots,self.max_lots))下面的语句是不是就没有执行到了?
代码如下:
if self.pos == 0:
if self.fast_ma_pre < self.slow_ma_pre and self.fast_ma > self.slow_ma:
if bar.close_price > self.daily_ma and self.run_buy:
self.buy(bar.close_price,min(self.lots,self.max_lots))
self.highest = bar.close_price
self.avg_buy_price = bar.close_price
self.holding_days = 0
print(bar.datetime, bar.close_price, "开多单","开仓手数:",min(self.lots,self.max_lots))