使用Backtrader做期货跨品种套利回测的问题

Question

使用Backtrader做期货跨品种套利回测时策略编写出现问题。

class SmaCross(bt.Strategy):
params = dict(
pfast=10,
pslow=30,
)
def init(self):
# 指定策略的参数
# 计算两条数据(data1,data2)close的差值
self.diff = (self.data1.close - self.data0.close)
# 计算差值的percentrank
self.pdiff = self.diff.Mathematics_score.rank(pct=True)
df['Percentile_rank'] =self.diff.Mathematics_score.rank(pct=True)
print(type((self.diff))
def next(self):
if not self.position:
if self.pdiff > 0.8:
# 买入assets1,卖出Assets2
self.buy(data0, size=1)
self.sell(data1, size=1)
else:
买入assets2, 卖出Assets1
self.buy(data1, size=1)
self.sell(data0, size=1)
else:
if self.pdiff > 0.8:
# 买入assets1,卖出Assets2
self.buy(data1, size=1)
self.sell(data0, size=1)
else:
买入assets2, 卖出Assets1
self.buy(data0, size=1)
self.sell(data1, size=1)

def next(self):
^

SyntaxError: invalid syntax

比如说HC.SHF&RB.SHF 这两个品种，我希望能够达到的效果是当HC-RB的差值的历史排位高于80%时，则买入RB，卖出HC。当差值的历史排位小于30%时，则买入HC，卖出RB。
代码中的ASSET0=RB.SHF ASSET1=HC.SHF

Answer 1

https://blog.csdn.net/weixin_32823949/article/details/106511981?spm=1005.2026.3001.5635&utm_medium=distribute.pc_relevant_ask_down.none-task-blog-2~default~OPENSEARCH~Rate-2-106511981-ask-7772564.pc_feed_download_top3ask&depth_1-utm_source=distribute.pc_relevant_ask_down.none-task-blog-2~default~OPENSEARCH~Rate-2-106511981-ask-7772564.pc_feed_download_top3ask