#!/usr/bin/env python# coding:utf-8from PoboAPI import *import datetimeimport timeimport numpy as npfrom copy import *import pandas as pd#设定持仓细节数据表#g.df = {}g.df = pd.DataFrame(columns = [date,code,price,volume,stoploss,iv])g.a = []g.b = []# 设定最大显示行数、列数为10000pd.set_option(display.max_rows, 10000)pd.set_option(display.max_columns, 10000)pd.set_option(display.width, 10000)#开始时间，用于初始化一些参数def OnStart(context) :context.myacc = None#登录交易账号if context.accounts["回测期权"].Login() :context.myacc = context.accounts["回测期权"]#获取合约剩余交易日期""""def GetTradingDayLeft(code):print(code,8777777777777777777777777777777777777777777777)import re m=re.match(r[a-z]+[0-9]+\.+[A-Z],code)if m:info=GetContractInfo(code) T=info[
