def _to_valide_goals(self, goals_raw): #goals_raw =基于投资范围以及策略选出来的标的 #univ =quantos分配的策略标的 univ, msg = self.ctx.trade_api.query_universe() univ.loc[:, 'size'] = 0.0 univ.loc[:, 'ref_price'] = 0.0 univ = univ.set_index('security').sort_index(axis=0) univ = univ[['size', 'ref_price']] for d in goals_raw: symbol = d['symbol'] size = d['size'] # TODO: better method needed if symbol in univ.index and symbol in self.univ_price_dic: univ.loc[symbol, 'ref_price'] = self.univ_price_dic[symbol]['last'] if size > 0: univ.loc[symbol, 'size'] = size univ = univ[univ['size']>0] #add by geekgu goals_valid = list(univ.reset_index().to_dict(orient='index').values()) return goals_valid
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