# Contrarian strategy > 來源：https://uqer.io/community/share/5545ff8df9f06c1c3d68802f Contrarian strategy similar with Momentum strategy ```py import pandas as pd start = '2010-01-01' # 回測起始時間 end = '2015-01-01' # 回測結束時間 benchmark = 'SH50' # 策略參考標準 universe = set_universe('SH50') capital_base = 100000 # 起始資金 longest_history = 40 # handle_data 函數中可以使用的歷史數據最長窗口長度 refresh_rate = 1 # 調倉頻率，即每 refresh_rate 個交易日執行一次 handle_data() 函數 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 returndata = {'symbol':[], 'ret':[]} history_data = account.get_attribute_history('closePrice',40) for s in account.universe: returndata['symbol'].append(s) returndata['ret'].append(history_data[s][-1] / history_data[s][0]) returndatanew = pd.DataFrame(returndata).sort(columns = 'ret').reset_index() returndatanew = returndatanew[0:len(returndatanew)/5] buylist = returndatanew['symbol'].tolist() for cur in account.valid_secpos: if cur not in buylist: order_to(cur,0) for sym in buylist: if sym not in account.valid_secpos: order_to(sym,300) ```  worse than Momentum strategy