# macross > 來源：https://uqer.io/community/share/55a92cdcf9f06c57a11b53be ```py #第一次寫大家幫看看有問題么 #策略 ： 日收盤價高于ma20 買入； 低于ma20 賣出清倉 from matplotlib import pylab import numpy as np import pandas as pd import DataAPI import seaborn as sns sns.set_style('white') ################ start = datetime(2008, 1, 1) # 回測起始時間 end = datetime(2015, 4, 23) # 回測結束時間 benchmark = 'SH50' # 策略參考標準 universe = ['510050.XSHG'] # 股票池 #benchmark = 'HS300' #universe = ['510300.XSHG'] capital_base = 100000 # 起始資金 commission = Commission(0.0,0.0) window_short = 20 window_long = 300 longest_history = window_long #longest_history = window_short SD = 0.05 def initialize(account): # 初始化虛擬賬戶狀態 account.fund = universe[0] account.SD = SD account.window_short = window_short account.window_long = window_long def handle_data(account): # 每個交易日的買入賣出指令 hist = account.get_history(longest_history) fund = account.fund short_mean = np.mean(hist[fund]['closePrice'][-account.window_short:]) # 計算短均線值 long_mean = np.mean(hist[fund]['closePrice'][-account.window_long:]) #計算長均線值 now_price = hist[fund]['closePrice'][-1:] #print len(short_mean) #print type(now_price) #print(now_price) #now_price.plot #all_close_prices = account.get_attribute_history('closePrice', 1) # 計算買入賣出信號 # flag = True if (short_mean - long_mean) > account.SD * long_mean else False flag = True if (now_price - short_mean) > account.SD * short_mean else False if flag: if account.position.secpos.get(fund, 0) == 0: # 空倉時全倉買入，買入股數為100的整數倍 approximationAmount = int(account.cash / hist[fund]['closePrice'][-1]/100.0) * 100 order(fund, approximationAmount) else: # 賣出時，全倉清空 if account.position.secpos.get(fund, 0) >= 0: order_to(fund, 0) ```