# ROE選股指標 > 來源：https://uqer.io/community/share/5668533af9f06c6c8a91b688 簡單的ROE選股：按ROE排序選前10%的股票，等權重買入 ```py import numpy as np import pandas as pd start = '2015-01-01' # 回測起始時間 end = '2016-01-01' # 回測結束時間 benchmark = 'HS300' # 策略參考標準 universe = set_universe('HS300') # 證券池，支持股票和基金 capital_base = 100000 # 起始資金 freq = 'd' # 策略類型，'d'表示日間策略使用日線回測，'m'表示日內策略使用分鐘線回測 refresh_rate = 20 # 調倉頻率，表示執行handle_data的時間間隔，若freq = 'd'時間間隔的單位為交易日，若freq = 'm'時間間隔為分鐘 def initialize(account): # 初始化虛擬賬戶狀態 pass def handle_data(account): # 每個交易日的買入賣出指令 factor = DataAPI.MktStockFactorsOneDayGet(secID=account.universe,tradeDate=account.previous_date,field='secID,ROE',pandas="1").dropna() #獲取所有股票的相關因子 sec_val = {'symbol':[], 'factor_value':[]} for index, row in factor.iterrows(): sec_val['symbol'].append(row['secID']) sec_val['factor_value'].append(row['ROE']) sec_val = pd.DataFrame(sec_val).sort(columns='factor_value').reset_index() sec_val = sec_val[int(len(sec_val)*0.9):] #排序并選擇前10% buylist = list(sec_val.symbol) #買入股票列表 for stock in account.valid_secpos: if stock not in buylist: order_to(stock, 0) for stock in buylist: if stock not in account.valid_secpos: order(stock, account.cash/len(buylist)) return ```