Joinquant Code Snippets

# 过滤停牌、ST类股票及其他具有退市标签的股票
def filter_paused_and_st_stock(stock_list):
    current_data = get_current_data()
    return [stock for stock in stock_list 
        if not current_data[stock].paused 
        and not current_data[stock].is_st 
#        and 'ST' not in current_data[stock].name 
#        and '*' not in current_data[stock].name 
        and '退' not in current_data[stock].name]
        
# 过滤涨停的股票
def filter_limitup_stock(context, stock_list):
    last_prices = history(1, unit='1m', field='close', security_list=stock_list)
    current_data = get_current_data()
    # 已存在于持仓的股票即使涨停也不过滤，避免此股票再次可买，但因被过滤而导致选择别的股票
    return [stock for stock in stock_list if stock in context.portfolio.positions.keys() 
        or last_prices[stock][-1] < current_data[stock].high_limit]