# RSI指標策略 > 來源：https://uqer.io/community/share/549ccfd2f9f06c4bb886323d ## 策略思路 + 使用talib中的RSI函數計算每只股票過去20天的rsi + 當rsi低于30是買入，高于70時賣出 + 每只股票倉位最多不超過總資金的10% ```py import talib as ta start = '2011-12-01' end = '2015-04-01' benchmark = 'SH50' universe = set_universe('SH50') capital_base = 5000000 longest_history = 21 def initialize(account): account.lower_rsi = 30 account.upper_rsi = 70 def handle_data(account): all_close_prices = account.get_attribute_history('closePrice', longest_history) rsi, c_price, c_amount = {}, {}, {} for stock in account.universe: rsi[stock] = ta.RSI(all_close_prices[stock], longest_history-1)[-1] c_amount[stock] = account.secpos.get(stock, 0) for stock in account.universe: max_amount = int(0.1 * account.referencePortfolioValue / account.referencePrice[stock]) amount = min(int(25000./account.referencePrice[stock]), max_amount - c_amount[stock]) if (rsi[stock] < account.lower_rsi) and (c_amount[stock] < max_amount): order(stock, amount) elif (rsi[stock] > account.upper_rsi) and (c_amount[stock] > 0): order_to(stock, 0) ```