# 【基本面指標】Cash Cow > 來源：https://uqer.io/community/share/55418287f9f06c1c3d687fde ## 策略思路 每個季度，計算滬深300成分股資產負債表中的 現金及現金等價物/總資產 ，數值以最近一次披露的財報為準 清倉，選出該比率最大的前30只股票，將資金分成30份，分別買入 每60個交易日調倉一次 ```py from heapq import nlargest from datetime import timedelta start = '2010-01-01' end = '2015-04-01' benchmark = 'HS300' universe = set_universe('HS300') capital_base = 500000 refresh_rate = 60 def initialize(account): pass def handle_data(account): cashpct = getCashPct(account.universe, account.current_date) buylist = nlargest(30, cashpct, key=cashpct.get) for stock in account.valid_secpos: order_to(stock, 0) for stock in buylist: order(stock, int(account.referencePortfolioValue/len(buylist)/account.referencePrice[stock]/100)*100) def getCashPct(universe, date): start, end = (date - timedelta(weeks=26)).strftime('%Y%m%d'), date.strftime('%Y%m%d') N = len(universe) if N == 0: return None elif N <= 45: batches = [universe] else: batches = [universe[i:i+45] for i in range(0, N, 45)] CashPct = {} for sub in batches: df = DataAPI.FdmtBSGet(secID=','.join(sub), publishDateBegin=start, publishDateEnd=end, field=['secID', 'cashCEquiv', 'TAssets']) for stock in sub: try: df_sub = df[df.secID==stock] df_sub['pct'] = df_sub['cashCEquiv'] / df_sub['TAssets'] CashPct[stock] = df_sub['pct'].mean() except: pass return CashPct ```