Need to write a strategy framework?     → api.md "Start Writing Strategies" "Strategy Program Architecture"
Need to check data APIs?      → api.md "Data Retrieval Functions" + corresponding product documents in data/
Need to place orders/check positions?      → api.md "Trading Functions" "Objects"
Need financial/valuation data?  → data/Stock.md (run_query + valuation/fundamentals tables)
Need industry/concept stock selection?  → data/plateData.md + api.md get_industry_stocks etc.
Need technical indicators?       → data/technicalanalysis.md (from jqlib.technical_analysis import *)
Need Alpha factors?    → data/Alpha101.md, data/Alpha191.md
Need custom factors?     → fator.md (jqfactor.Factor, calc_factors)
Need factor dashboard data?   → data/factor_values.md

# Import JoinQuant function library
import jqdata

def initialize(context):
    g.security = '000001.XSHE'
    set_benchmark('000300.XSHG')
    set_option('use_real_price', True)  # Enable dynamic forward adjustment (real price), recommended to enable
    run_daily(trade, time='open')       # Or 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)  # Backtesting environment, does not include the current day
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 prevents look-ahead bias
get_index_stocks('000300.XSHG', date=None)
get_industry_stocks('C15', date=None)
get_concept_stocks('GN036', date=None)
set_universe([...])  # After setting, security_list does not need to be passed to history

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

# Or run_query (maximum 4000 rows per query, join tables not allowed)
df = finance.run_query(query(finance.STK_XXX).filter(...).limit(4000))

order(security, amount)              # By share count, positive for buy, negative for sell
order_value(security, value)       # By amount
order_target(security, amount)       # Adjust to target share count
order_target_value(security, value)  # Adjust to target market value
order_target_percent(security, percent)  # Adjust to target position ratio

from jqlib.technical_analysis import *
# In strategies, it is recommended to use context.current_dt for check_date to avoid look-ahead bias caused by retrieving the day's closing indicator during trading hours
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
# Force overwrite existing md files: FORCE_UPDATE=1 bun scripts/get-joinquant-docs.ts