写一个均线百分比通道突破策略

股票代号： 600050

指标： MA(,timeperiod=60)

通道百分比： 3%

Buy： 突破上轨满仓买入

Sell: 突破下轨满仓卖出

图表： 画出指标的图表

# Bollinger Band
import rqalpha
from rqalpha.api import *
import talib as ta
def init(context):
    context.s1 = "600050.XSHG"
    context.PERIOD = 60
    context.UP = 1.03
    context.LOW = 0.97
def handle_bar(context, bar_dict):
#     record(context, bar_dict)
    record_Chart(context, bar_dict)
    prices = history_bars(context.s1, context.PERIOD+2, '1d', 'close')
    MA_middle = ta.EMA(prices,context.PERIOD)
    MA_upper = MA_middle*context.UP
    MA_lower = MA_middle*context.LOW
    cur_position = context.portfolio.positions[context.s1].quantity
    shares = context.portfolio.cash/bar_dict[context.s1].close
    if prices[-1]<MA_lower[-2] and cur_position > 0:
        order_target_value(context.s1, 0)
    if prices[-1]>MA_upper[-2]:
        order_shares(context.s1, shares)
def record(context, bar_dict):
    pos_s1 = context.portfolio.positions[context.s1].quantity
    price_s1 = context.portfolio.positions[context.s1].avg_price
    capital = pos_s1*price_s1
    plot("capital", capital)
def record_Chart(context, bar_dict):
    prices = history_bars(context.s1, context.PERIOD+2, '1d', 'close')
    MA_middle = ta.EMA(prices,context.PERIOD)
    MA_upper = MA_middle*context.UP
    MA_lower = MA_middle*context.LOW
    plot("prices", prices[-1])
    plot("MA_middle", MA_middle[-1])
    plot("MA_upper", MA_upper[-1])
    plot("MA_lower", MA_lower[-1])
config = {
  "base": {
    "start_date": "2014-06-01",
    "end_date": "2018-01-15",
    "accounts": {'stock':1000000},
    "benchmark": "600050.XSHG"
  },
  "extra": {
    "log_level": "error",
  },
  "mod": {
    "sys_analyser": {
      "enabled": True,
      "plot": True
    }
  }
}
rqalpha.run_func(init=init, handle_bar=handle_bar, config=config)