# 12.5 组合目标权重调仓
当前版本已支持多标的目标权重调仓:
equal_weight(symbols, total_percent=1.0)
normalize_weights(weights, total_percent=1.0)
order_target_weights(weights, close_missing=False)
1
2
3
2
3
说明:
equal_weight用于生成等权目标权重。normalize_weights用于把任意非负权重归一化到指定总仓位。- 回测阶段
order_target_weights按账户总资产快照计算目标市值,并按先卖后买顺序提交订单。 - 执行阶段
order_target_weights只输出目标权重/目标仓位信号;有account_snapshot时换算差额,缺快照时输出blocked,不在云端下单。 close_missing=True时,会把当前持仓中未出现在weights里的标的目标权重视为0。- 当前权重合计不能超过
1,不支持负权重和做空。
示例:
stocks = ["000001.SH", "600000.SH"]
weights = equal_weight(stocks, total_percent=0.8)
order_target_weights(weights)
new_weights = normalize_weights({"000001.SH": 3, "600000.SH": 1}, total_percent=0.8)
order_target_weights(new_weights)
order_target_weights({"000001.SH": 0.5}, close_missing=True)
1
2
3
4
5
6
7
2
3
4
5
6
7