df=df.sort_values('税前收益率',ascending=False)

改为

df=df.sort_values('弹性',ascending=False) # 倒序





df=df.sort_values('弹性',ascending=True) # 正序

df = pd.read_excel(full_path)



df['税前收益率'] = df['税前收益率'].map(convert_float)

df['转股价格']=df['转股价格'].astype(float)

df=df[['转债代码','转债名称','转债价格','税前收益率']]



改为：



df['弹性'] = df['弹性'].map(convert_float)

df['转股价格']=df['转股价格'].astype(float)

df=df[['转债代码','转债名称','转债价格','弹性']]

def initialize(context):

    # 初始化策略

    g.code_mapper = date_code_mapper()

    log.info(g.code_mapper)

    g.error_set=set()

    

def last_n_day(date,n,origin_fmt,target_fmt):

    return (datetime.datetime.strptime(date, origin_fmt) - datetime.timedelta(days=n)).strftime(target_fmt)



def post_fix(code):

    return code + '.SZ' if code.startswith('12') else code + '.SS'

    

def handle_data(context, data):

    date=context.blotter.current_dt.strftime('%Y%m%d')

    if date not in g.code_mapper:

        return

    

    security_list=g.code_mapper.get(date)



    for code in security_list:

        code=post_fix(code)

        try:

            df = get_history(1, frequency='1m', field=['open' ,'high','low','close'], security_list=code, fq='pre',include=False)

        except Exception as e:

            if code not in g.error_set:

                log.info(e)

                log.info('代码获取数据 出错{}'.format(code))

                g.error_set.add(code)

            continue

        df['ticker']=code

        g.result.append(df)

    

def after_trading_end(context, data):

    #engine = DBS

    db = DBSelector()

    conn = db.get_engine()

    date=context.blotter.current_dt.strftime('%Y%m%d%H%M')

    if len(g.result)==0:

        return

        

    df = pd.concat(g.result)

    try:

        df.to_sql('minute_info',con=conn,if_exists='append')

    except Exception as e:

        log.info(e)

    

    g.result=



def before_trading_start(context, data):

    g.result=