#!/usr/bin/env python
# coding:utf-8
from PoboAPI import *
import datetime
import time
import numpy as np
from copy import *#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["回测期货"].Login() :context.myacc = context.accounts["回测期货"]#每天行情初始化的，获取当前的菜粕期货主力合约作为标的，获取对应的平价期权
def OnMarketQuotationInitialEx(context, exchange,daynight):#过滤掉非郑商所和非夜盘的信号if exchange != 'CZCE' or daynight!='night':return#获取期权标的，豆粕主力合约g.biaodi = GetMainContract('CZCE', 'RM',20)#获取标的历史每日数据klinedata = GetHisData2(g.biaodi, BarType.Day)#获取最新收盘价lastclose = klinedata[-1].closeprint(lastclose)#获取平值期权g.atmopc = GetAtmOptionContract(g.biaodi,None,lastclose+0.1,0)print(g.atmopc)#print g.atmopc#订阅日K线用来驱动onbar事件SubscribeBar(g.atmopc,BarType.Day)def OnBar(conte