Joinquant Docs

需要写策略框架？     → api.md「开始写策略」「策略程序架构」
需要查数据 API？      → api.md「数据获取函数」+ data/ 对应品种文档
需要下单/持仓？      → api.md「交易函数」「对象」
需要财务/估值数据？  → data/Stock.md（run_query + valuation/fundamentals 表）
需要行业/概念选股？  → data/plateData.md + api.md get_industry_stocks 等
需要技术指标？       → data/technicalanalysis.md（from jqlib.technical_analysis import *）
需要 Alpha 因子？    → data/Alpha101.md、data/Alpha191.md
需要自定义因子？     → fator.md（jqfactor.Factor、calc_factors）
需要因子看板数据？   → data/factor_values.md

# 导入聚宽函数库
import jqdata

def initialize(context):
    g.security = '000001.XSHE'
    set_benchmark('000300.XSHG')
    set_option('use_real_price', True)  # 开启动态复权（真实价格），建议开启
    run_daily(trade, time='open')       # 或 time='every_bar' / '9:30'

def trade(context):
    security = g.security
    close_data = attribute_history(security, 5, '1d', ['close'])
    MA5 = close_data['close'].mean()
    current_price = close_data['close'][-1]
    cash = context.portfolio.available_cash

    if current_price > 1.01 * MA5:
        order_value(security, cash)
    elif current_price < MA5 and context.portfolio.positions[security].closeable_amount > 0:
        order_target(security, 0)

get_price(security, start_date, end_date, frequency='daily', fields=None, fq='pre')
attribute_history(security, count, unit, fields)  # 回测环境，不含当天
history(count, unit, field, security_list, df=True)
get_bars(security, count, unit, fields, include_now=True)

get_all_securities(types=['stock'], date=None)   # date 防未来函数
get_index_stocks('000300.XSHG', date=None)
get_industry_stocks('C15', date=None)
get_concept_stocks('GN036', date=None)
set_universe([...])  # 设置后 history 可不传 security_list

from jqdata import *
q = query(valuation).filter(valuation.code == '000001.XSHE')
df = get_fundamentals(q, date='2015-10-15')

# 或 run_query（单次最多 4000 行，不可连表）
df = finance.run_query(query(finance.STK_XXX).filter(...).limit(4000))

order(security, amount)              # 按股数，正买负卖
order_value(security, value)       # 按金额
order_target(security, amount)       # 调到目标股数
order_target_value(security, value)  # 调到目标市值
order_target_percent(security, percent)  # 调到目标仓位比例

from jqlib.technical_analysis import *
# check_date 策略中建议用 context.current_dt，避免盘中取当日收盘指标产生未来数据
result = MACD(security_list, check_date=context.current_dt, SHORT=12, LONG=26, MID=9)

from jqfactor import Factor, calc_factors

class MyFactor(Factor):
    name = 'my_factor'
    max_window = 5
    dependencies = ['close']
    def calc(self, data):
        return data['close'].mean()

factors = calc_factors(securities, [MyFactor()], start_date, end_date)

bun scripts/get-joinquant-docs.ts
# 强制覆盖已有 md：FORCE_UPDATE=1 bun scripts/get-joinquant-docs.ts