for循环迭代使得方法返回错误的值

Question

我对建模交易策略感兴趣，所以我试图用python来模拟策略。我从头开始写这个，当我运行它时有一些问题。

def strategy(strain, date, cash, holding): 
    def order(strain, amount, date, cash, holdling): 
     cash[date]=cash[date-1] - strain[date-1]*amount 
     holding[date]=holding [date-1] + amount 
     return 
    amount = int(cash[0]*0.1/strain[date-1]) 
    cash.append(cash[date-1]) 
    holding.append(holding[date-1]) 
    if (#some strategy) : order(strain, amount, date, cash, holding) 
    return cash, holding 
def main(): 
    cash = [1000000,1000000] 
    holding = [0,0] 
    total = [] 
    new = #an array of time series data 
    day = len(new) 
    Time = np.arange(2, day-20, 1) 
    for j in np.arange(2, day-20, 1): 
     **cash, holding = strategy (new, j, cash, holding)** 
     count = cash[j-1] + holding[j-1]*new[j-1] 
     count = count/1000000 
     total.append(count) 
    plt.plot(Time, total, 'r', label='return')   
if __name__ == "__main__": 
    main() 

我用cash和holding列表存储离开了购买力，我持有的股票。 total列表用于存储返回。正如我在策略方法中所定义的，我首先在cash和holding中追加一个新元素，使其与前一个元素相同，并且如果触发了订单信号，则会调用顺序方法，并且将替换新元素。然而，在我运行代码后，cash和total将以某种方式回退到初始值1000000和1，即使我从未打算设置它们。

cash, holding = strategy (new, j, cash, holding)是否有问题？

Answer 1

在你order功能你传递的参数和修改他们，但不返回他们，这就是为什么没有变化甚至当cash用新元素更新抱着体现。

def strategy(strain, date, cash, holding): 
    def order(strain, amount, date, cash, holdling): 
     cash[date]=cash[date-1] - strain[date-1]*amount 
     holding[date]=holding [date-1] + amount 
     return cash, holding 
    amount = int(cash[0]*0.1/strain[date-1]) 
    cash.append(cash[date-1]) 
    holding.append(holding[date-1]) 
    if (#some strategy) :. 
     cash, holding = order(strain, amount, date, cash, holding) 
    return cash, holding