6. 时间控制

不隔周策略

scheduler.run_weekly(buy, tradingday=1, time_rule=market_open(minute=10))

scheduler.run_weekly(close, tradingday=-1, time_rule=market_close(minute=10))

不隔夜策略

scheduler.run_daily(buy,time_rule=market_open(minute=10))

scheduler.run_daily(close, time_rule=market_close(minutue=10))

## 具体不隔周例子：
import rqalpha
from rqalpha.api import *
def init(context):
    context.s1 = '000001.XSHE'
    scheduler.run_weekly(buy, tradingday=1, time_rule=market_open(minute=10))
    scheduler.run_weekly(close, tradingday=-1, time_rule=market_close(minute=10))
def handle_bar(context, bar_dict):
    pass
def buy(context, bar_dict):
    cur_position = context.portfolio.positions[context.s1].quantity
    if cur_position==0:
        order_target_percent(context.s1, 1)
        print('buy:', context.now)
def close(context, bar_dict):
    cur_position = context.portfolio.positions[context.s1].quantity
    if cur_position>0:
        order_target_value(context.s1, 0)
        print('close:', context.now)
config = {
  "base": {
    "start_date": "2017-10-20",
    "end_date": "2017-11-21",
    "accounts": {'stock':1000000},
    "benchmark": "000001.XSHE"
  },
  "extra": {
    "log_level": "error",
  },
#   "mod": {
#     "sys_analyser": {
#       "enabled": True,
#       "plot": True
#     }
#   }
}
rqalpha.run_func(init=init, handle_bar=handle_bar, config=config)

buy: 2017-10-23 15:00:00
close: 2017-10-27 15:00:00
buy: 2017-10-30 15:00:00
close: 2017-11-03 15:00:00
buy: 2017-11-06 15:00:00
close: 2017-11-10 15:00:00
buy: 2017-11-13 15:00:00
close: 2017-11-17 15:00:00
buy: 2017-11-20 15:00:00