# CMO策略模仿練習2 > 來源：https://uqer.io/community/share/55b4e523f9f06c91f918c5db ```py import numpy as np start='2010-01-01' end='2015-06-20' benchmark='SH50' universe=set_universe('SH50') capital_base=1000000 window=35 # 參數，CMO指標計算周期 def initialize(account): pass def handle_data(account): clp=account.get_attribute_history("closePrice",window) prc=account.get_attribute_history("preClosePrice",window) p=account.referencePrice # 計算CMO CMO= {} for s in account.universe: diff=clp[s]-prc[s] u=sum(n for n in diff if n>0) d=sum(-n for n in diff if n<0) if u+d==0: continue CMO[s]=(u-d)/(u+d)*100 # 根據CMO賣出目前持有股票 v=account.cash for s,a in account.valid_secpos.items(): if CMO.get(s,0)<0 and s in account.universe: order_to(s,0) v+=a*p[s] # 根據CMO確定買入列表 buylist= [] for s in account.universe: if CMO.get(s,0)<0 and not np.isnan(p[s]) and s not in account.valid_secpos: buylist.append(s) if v > account.referencePortfolioValue * 0.33: # 為了避免調倉過于頻繁，僅當可用現金超過賬戶市值1/3時買入 for s in buylist: order(s, v/len(buylist)/ p[s]) ```