【其他】BigTrader仓位分配逻辑

由hiai创建，最终由small_q更新于2024-11-07 02:17 被浏览 12 用户

有些分的多，有些又分的少，这个分配逻辑是怎么处理的呢？

m = M.bigtrader.v14(
    data=data,
    start_date='',
    end_date='',
    initialize=m_initialize_bigquant_run,
    before_trading_start=m_before_trading_start_bigquant_run,
    handle_tick=m_handle_tick_bigquant_run,
    handle_data=m_handle_data_bigquant_run,
    handle_trade=m_handle_trade_bigquant_run,
    handle_order=m_handle_order_bigquant_run,
    after_trading=m_after_trading_bigquant_run,
    capital_base=500000,
    frequency='daily',
    product_type='股票',
    before_start_days=0,
    volume_limit=1,
    order_price_field_buy='open',
    order_price_field_sell='open',
    benchmark='000300.SH',
    plot_charts=True,
    disable_cache=False,
    debug=False,
    backtest_only=False,
    m_cached=False
)

代码还是源自于多因子

https://bigquant.com/codesharev3/80fd3bfe-87b3-4c5f-b895-2ca7c554a2ac

\