技術分析【3】—— 眾星拱月，眾口鑠金? · Python 量化交易教程

# 技術分析【3】—— 眾星拱月，眾口鑠金? > 來源：https://uqer.io/community/share/55498c0af9f06c1c3d68806e 很多股民都習慣于看新聞，根據新聞中對某只股票的評價（或好或壞），進行買賣操作。這里新聞對于股票的評價我們稱之為新聞情感。本篇中，我們將做一個小實驗，看看這樣的操作手法是否合理。 ## 1. 數據準備在我們的量化實驗室中，用戶可以通過數據API: `NewsSentimentIndexGet` 獲取某只股票對應的新聞情感。 ```py res = DataAPI.NewsSentimentIndexGet(secID = '600000.XSHG',field=['secID', 'newsPublishDate', 'sentimentIndex']) res.tail() ``` | | secID | newsPublishDate | sentimentIndex | | --- | --- | | 26 | 600000.XSHG | 2015-05-02 | -0.008371 | | 27 | 600000.XSHG | 2015-05-03 | -0.016820 | | 28 | 600000.XSHG | 2015-05-04 | -0.013082 | | 29 | 600000.XSHG | 2015-05-05 | 0.004557 | | 30 | 600000.XSHG | 2015-05-06 | -0.026943 | 上面的API調用，獲得了最近的浦發銀行的每日新聞情感： + `secID` 證券代碼 + `newsPublishDate` 交易日 + `sentimentIndex` 當時交易日的總體新聞情感指標，正的表示評價總體正面，負值表示評價總體負面默認情況下，會獲取最近30天的情感指標。 ## 2. 操作手法我們這里使用程序化的方法，執行如下的操作手法： + 獲取上證50成分股的最近30日新聞情感 + 將新聞情感按照 `secID` 分組，每組取平均；即獲取每只股票最近30日情感均值 + 取情感最正面的5只股票 ```py from quartz.api import set_universe universe = set_universe('SH50') res = DataAPI.NewsSentimentIndexGet(secID=universe, field=['secID', 'newsPublishDate', 'sentimentIndex']) res = res.groupby('secID') res.mean().sort('sentimentIndex', ascending=False).head(5) ``` | | sentimentIndex | | --- | --- | | secID | | | 600406.XSHG | 0.153961 | | 600372.XSHG | 0.130670 | | 600018.XSHG | 0.119349 | | 600887.XSHG | 0.116333 | | 600196.XSHG | 0.108185 | ## 3. 策略實現 + 投資域：滬深300成分股 + 業績基準：滬深300指數 + 調倉頻率：60個交易日 + 開倉信號：評價最正面的10%股票 + 清倉信號：每個調倉日前一個工作日，清空當前倉位 + 買入方式：等比例買入 + 回測周期：2010年1月1日至2015年4月28日 ```py from CAL.PyCAL import Date start = '2010-01-01' # 回測起始時間 end = '2015-05-05' # 回測結束時間 benchmark = 'HS300' # 策略參考標準 universe = set_universe('HS300') # 證券池，支持股票和基金 capital_base = 1000000 # 起始資金 longest_history = 0 # 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 longest_history = 1 def initialize(account): # 初始化虛擬賬戶狀態 account.isBuyPeriod = False account.dayCount = 0 def handle_data(account): # 每個交易日的買入賣出指令 account.dayCount += 1 if account.isBuyPeriod: # 每60個工作日（3個月）調倉 hist = account.get_history(longest_history) endDate = Date.fromDateTime(account.current_date) startDate = endDate - 30 res = DataAPI.NewsSentimentIndexGet(secID=account.universe, field=['secID', 'newsPublishDate', 'sentimentIndex'], beginDate=startDate.strftime('%Y%m%d'),endDate=endDate.strftime('%Y%m%d')) res = res.groupby('secID') # top 10% top10 = res.mean().sort('sentimentIndex', ascending=False).head(int(0.1*len(res))) buyList = list(top10.index) print u"%s 買入 : %s" % (endDate, buyList) # 等權重買入 if len(buyList) != 0: singleCash = account.cash / len(buyList) for stock in buyList: approximationAmount = int(singleCash / hist[stock]['closePrice'][-1]/100.0) * 100 order(stock, approximationAmount) account.isBuyPeriod = False account.dayCount = 0 elif account.dayCount == 59: # 調倉日前一日清空當前倉位 for stock in account.valid_secpos: order_to(stock,0) account.isBuyPeriod = True ``` ![](https://box.kancloud.cn/2016-07-30_579cbdb059d52.jpg) ``` 2010-04-06 買入 : ['601888.XSHG', '000338.XSHE', '000401.XSHE', '000425.XSHE', '600880.XSHG', '601179.XSHG', '600066.XSHG', '601299.XSHG', '000983.XSHE', '601186.XSHG', '600010.XSHG', '601866.XSHG', '002146.XSHE', '000630.XSHE'] 2010-07-05 買入 : ['601006.XSHG', '600660.XSHG', '600188.XSHG', '600498.XSHG', '600585.XSHG', '601168.XSHG', '000878.XSHE', '601766.XSHG', '600060.XSHG', '000630.XSHE', '000625.XSHE'] 2010-09-30 買入 : ['600718.XSHG', '600703.XSHG', '000400.XSHE', '600583.XSHG', '002230.XSHE', '601766.XSHG', '601808.XSHG', '600406.XSHG', '600795.XSHG', '600875.XSHG', '600066.XSHG', '600196.XSHG', '000559.XSHE', '601018.XSHG'] 2010-12-30 買入 : ['000883.XSHE', '600642.XSHG', '600998.XSHG', '600276.XSHG', '002008.XSHE', '600066.XSHG', '600880.XSHG', '002292.XSHE', '600100.XSHG', '600741.XSHG', '601766.XSHG', '300070.XSHE', '002146.XSHE', '600018.XSHG', '601299.XSHG', '000400.XSHE'] 2011-04-01 買入 : ['600583.XSHG', '601179.XSHG', '000402.XSHE', '600058.XSHG', '600900.XSHG', '601299.XSHG', '000623.XSHE', '601766.XSHG', '600118.XSHG', '601117.XSHG', '601006.XSHG', '600038.XSHG', '600893.XSHG', '000559.XSHE', '000937.XSHE', '000876.XSHE'] 2011-06-30 買入 : ['600252.XSHG', '600276.XSHG', '600066.XSHG', '601117.XSHG', '600079.XSHG', '600583.XSHG', '601808.XSHG', '000963.XSHE', '600535.XSHG', '600741.XSHG', '600068.XSHG', '600196.XSHG', '600688.XSHG', '600585.XSHG', '002353.XSHE', '601299.XSHG', '601933.XSHG'] 2011-09-23 買入 : ['600079.XSHG', '600660.XSHG', '600276.XSHG', '000581.XSHE', '002375.XSHE', '002465.XSHE', '600066.XSHG', '002081.XSHE', '600170.XSHG', '600009.XSHG', '600267.XSHG', '600588.XSHG', '600893.XSHG', '600648.XSHG', '002400.XSHE', '600655.XSHG', '000869.XSHE', '000999.XSHE', '600741.XSHG', '600637.XSHG', '300017.XSHE', '000778.XSHE', '600196.XSHG', '601888.XSHG'] 2011-12-23 買入 : ['600079.XSHG', '600863.XSHG', '000963.XSHE', '000581.XSHE', '600741.XSHG', '000400.XSHE', '600660.XSHG', '002475.XSHE', '600060.XSHG', '600271.XSHG', '002415.XSHE', '002081.XSHE', '600256.XSHG', '600009.XSHG', '002465.XSHE', '600166.XSHG', '000338.XSHE', '600068.XSHG', '600674.XSHG', '000630.XSHE', '600066.XSHG', '002422.XSHE', '000999.XSHE', '600340.XSHG'] 2012-03-27 買入 : ['000338.XSHE', '002450.XSHE', '600893.XSHG', '601098.XSHG', '600741.XSHG', '601179.XSHG', '300015.XSHE', '002353.XSHE', '601299.XSHG', '600060.XSHG', '600348.XSHG', '002375.XSHE', '600066.XSHG', '600863.XSHG', '002470.XSHE', '600588.XSHG', '600655.XSHG', '000826.XSHE', '002065.XSHE', '600570.XSHG', '002230.XSHE', '300133.XSHE', '600880.XSHG', '000400.XSHE', '600157.XSHG'] 2012-06-27 買入 : ['600660.XSHG', '600316.XSHG', '601333.XSHG', '002353.XSHE', '002400.XSHE', '600741.XSHG', '600372.XSHG', '300251.XSHE', '002470.XSHE', '600089.XSHG', '002038.XSHE', '002310.XSHE', '002603.XSHE', '601216.XSHG', '601669.XSHG', '601117.XSHG', '601766.XSHG', '601299.XSHG', '002252.XSHE', '000883.XSHE', '000027.XSHE', '600893.XSHG', '000963.XSHE', '600038.XSHG', '300133.XSHE'] 2012-09-19 買入 : ['002465.XSHE', '002470.XSHE', '600660.XSHG', '600718.XSHG', '600583.XSHG', '600079.XSHG', '600633.XSHG', '000963.XSHE', '000338.XSHE', '000826.XSHE', '600570.XSHG', '600372.XSHG', '002146.XSHE', '600436.XSHG', '600867.XSHG', '600832.XSHG', '600498.XSHG', '601231.XSHG', '000400.XSHE', '300017.XSHE', '600271.XSHG', '002051.XSHE', '002450.XSHE', '600588.XSHG', '601158.XSHG', '002129.XSHE', '000792.XSHE'] 2012-12-19 買入 : ['600170.XSHG', '300124.XSHE', '002475.XSHE', '600741.XSHG', '002292.XSHE', '600718.XSHG', '601766.XSHG', '002465.XSHE', '002241.XSHE', '002081.XSHE', '002400.XSHE', '600166.XSHG', '000826.XSHE', '600633.XSHG', '600373.XSHG', '601231.XSHG', '000725.XSHE', '000338.XSHE', '601299.XSHG', '600649.XSHG', '600535.XSHG', '601118.XSHG', '600547.XSHG', '600340.XSHG', '600637.XSHG', '002065.XSHE', '300133.XSHE'] 2013-03-25 買入 : ['600880.XSHG', '601158.XSHG', '000963.XSHE', '600867.XSHG', '600316.XSHG', '600718.XSHG', '002294.XSHE', '600271.XSHG', '600372.XSHG', '601928.XSHG', '600340.XSHG', '002410.XSHE', '002292.XSHE', '601098.XSHG', '002465.XSHE', '002385.XSHE', '000598.XSHE', '600498.XSHG', '002146.XSHE', '002603.XSHE', '600373.XSHG', '600886.XSHG', '600633.XSHG', '600118.XSHG', '000917.XSHE', '600535.XSHG', '600038.XSHG'] 2013-06-27 買入 : ['600741.XSHG', '600660.XSHG', '600900.XSHG', '600008.XSHG', '600018.XSHG', '002400.XSHE', '600066.XSHG', '601333.XSHG', '002292.XSHE', '000826.XSHE', '002465.XSHE', '600703.XSHG', '601299.XSHG', '000401.XSHE', '600583.XSHG', '600276.XSHG', '000917.XSHE', '600079.XSHG', '601098.XSHG', '002475.XSHE', '300124.XSHE', '600633.XSHG', '300015.XSHE', '600827.XSHG', '601800.XSHG', '600373.XSHG', '600637.XSHG'] 2013-09-23 買入 : ['300015.XSHE', '000963.XSHE', '600660.XSHG', '601098.XSHG', '600741.XSHG', '600066.XSHG', '600886.XSHG', '600703.XSHG', '600373.XSHG', '002465.XSHE', '601231.XSHG', '601299.XSHG', '300133.XSHE', '601158.XSHG', '000623.XSHE', '600170.XSHG', '600009.XSHG', '002008.XSHE', '600827.XSHG', '600863.XSHG', '601928.XSHG', '600516.XSHG', '002051.XSHE', '000778.XSHE', '600406.XSHG', '300146.XSHE', '000826.XSHE', '300124.XSHE'] 2013-12-23 買入 : ['600741.XSHG', '002400.XSHE', '300015.XSHE', '002292.XSHE', '601929.XSHG', '600660.XSHG', '600900.XSHG', '000156.XSHE', '601299.XSHG', '600886.XSHG', '000963.XSHE', '600066.XSHG', '600633.XSHG', '600018.XSHG', '600578.XSHG', '600498.XSHG', '000338.XSHE', '601098.XSHG', '600372.XSHG', '600583.XSHG', '002450.XSHE', '600703.XSHG', '600170.XSHG', '601179.XSHG', '600406.XSHG', '002465.XSHE', '600079.XSHG', '601766.XSHG'] 2014-03-25 買入 : ['600900.XSHG', '601299.XSHG', '002292.XSHE', '600886.XSHG', '300133.XSHE', '002400.XSHE', '600741.XSHG', '002465.XSHE', '600497.XSHG', '000963.XSHE', '600018.XSHG', '300015.XSHE', '600633.XSHG', '601231.XSHG', '000338.XSHE', '600066.XSHG', '600585.XSHG', '600583.XSHG', '601928.XSHG', '600578.XSHG', '600703.XSHG', '600170.XSHG', '600498.XSHG', '002146.XSHE', '002241.XSHE', '601607.XSHG', '600372.XSHG', '601929.XSHG'] 2014-06-23 買入 : ['600578.XSHG', '600741.XSHG', '600170.XSHG', '600660.XSHG', '601158.XSHG', '600886.XSHG', '002292.XSHE', '002146.XSHE', '600066.XSHG', '600703.XSHG', '600485.XSHG', '300015.XSHE', '002465.XSHE', '000598.XSHE', '600718.XSHG', '601231.XSHG', '601098.XSHG', '002400.XSHE', '600018.XSHG', '601179.XSHG', '600079.XSHG', '600498.XSHG', '600783.XSHG', '600089.XSHG', '000826.XSHE', '600497.XSHG', '600583.XSHG', '000400.XSHE'] 2014-09-16 買入 : ['600741.XSHG', '300015.XSHE', '600578.XSHG', '002400.XSHE', '600886.XSHG', '600079.XSHG', '002465.XSHE', '600170.XSHG', '002292.XSHE', '600660.XSHG', '601158.XSHG', '600703.XSHG', '601299.XSHG', '600633.XSHG', '600718.XSHG', '000963.XSHE', '600066.XSHG', '601179.XSHG', '600900.XSHG', '601929.XSHG', '000598.XSHE', '601231.XSHG', '600585.XSHG', '002146.XSHE', '600089.XSHG', '002241.XSHE', '600583.XSHG', '601098.XSHG'] 2014-12-16 買入 : ['600741.XSHG', '002400.XSHE', '601929.XSHG', '600578.XSHG', '600079.XSHG', '002292.XSHE', '600170.XSHG', '300015.XSHE', '601158.XSHG', '600718.XSHG', '600783.XSHG', '601098.XSHG', '600900.XSHG', '600583.XSHG', '600703.XSHG', '000963.XSHE', '601179.XSHG', '600018.XSHG', '600660.XSHG', '601800.XSHG', '600585.XSHG', '600886.XSHG', '600066.XSHG', '002146.XSHE', '000338.XSHE', '600497.XSHG', '002465.XSHE', '601607.XSHG'] 2015-03-19 買入 : ['601098.XSHG', '600718.XSHG', '000400.XSHE', '600066.XSHG', '600900.XSHG', '600018.XSHG', '600886.XSHG', '000963.XSHE', '600089.XSHG', '600583.XSHG', '600373.XSHG', '002051.XSHE', '002292.XSHE', '002400.XSHE', '002465.XSHE', '600703.XSHG', '600316.XSHG', '600153.XSHG', '600118.XSHG', '300124.XSHE', '002450.XSHE', '600485.XSHG', '601158.XSHG', '600893.XSHG', '601929.XSHG', '600498.XSHG', '600276.XSHG', '000598.XSHE'] ``` 我們還可以試一下反向操作，選取評價最負面的10% + 投資域：滬深300成分股 + 業績基準：滬深300指數 + 調倉頻率：60個交易日 + 開倉信號：評價最負面的10%股票 + 清倉信號：每個調倉日前一個工作日，清空當前倉位 + 買入方式：等比例買入 + 回測周期：2010年1月1日至2015年4月28日 ```py from CAL.PyCAL import Date start = '2010-01-01' # 回測起始時間 end = '2015-05-05' # 回測結束時間 benchmark = 'HS300' # 策略參考標準 universe = set_universe('HS300') # 證券池，支持股票和基金 capital_base = 1000000 # 起始資金 longest_history = 0 # 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 longest_history = 1 def initialize(account): # 初始化虛擬賬戶狀態 account.isBuyPeriod = False account.dayCount = 0 def handle_data(account): # 每個交易日的買入賣出指令 account.dayCount += 1 if account.isBuyPeriod: # 每60個工作日（3個月）調倉 hist = account.get_history(longest_history) endDate = Date.fromDateTime(account.current_date) startDate = endDate - 30 res = DataAPI.NewsSentimentIndexGet(secID=account.universe, field=['secID', 'newsPublishDate', 'sentimentIndex'], beginDate=startDate.strftime('%Y%m%d'),endDate=endDate.strftime('%Y%m%d')) res = res.groupby('secID') # Bottom 10% top10 = res.mean().sort('sentimentIndex', ascending=True).head(int(0.1*len(res))) buyList = list(top10.index) print u"%s 買入 : %s" % (endDate, buyList) # 等權重買入 if len(buyList) != 0: singleCash = account.cash / len(buyList) for stock in buyList: approximationAmount = int(singleCash / hist[stock]['closePrice'][-1]/100.0) * 100 order(stock, approximationAmount) account.isBuyPeriod = False account.dayCount = 0 elif account.dayCount == 59: # 調倉日前一日清空當前倉位 for stock in account.valid_secpos: order_to(stock,0) account.isBuyPeriod = True ``` ![](https://box.kancloud.cn/2016-07-30_579cbdb07275c.jpg) ``` 2010-04-06 買入 : ['600143.XSHG', '600588.XSHG', '600900.XSHG', '300017.XSHE', '000825.XSHE', '600276.XSHG', '600839.XSHG', '000503.XSHE', '601898.XSHG', '600497.XSHG', '000878.XSHE', '601166.XSHG', '000876.XSHE', '600036.XSHG'] 2010-07-05 買入 : ['600649.XSHG', '601333.XSHG', '000425.XSHE', '000423.XSHE', '002304.XSHE', '002310.XSHE', '000069.XSHE', '000793.XSHE', '601898.XSHG', '600029.XSHG', '300024.XSHE'] 2010-09-30 買入 : ['600497.XSHG', '000960.XSHE', '002310.XSHE', '601899.XSHG', '600060.XSHG', '300017.XSHE', '601006.XSHG', '300027.XSHE', '002399.XSHE', '600118.XSHG', '000878.XSHE', '600519.XSHG', '600315.XSHG', '000776.XSHE'] 2010-12-30 買入 : ['601006.XSHG', '600208.XSHG', '600497.XSHG', '600436.XSHG', '601899.XSHG', '000793.XSHE', '000783.XSHE', '600804.XSHG', '600583.XSHG', '600369.XSHG', '000858.XSHE', '601166.XSHG', '000538.XSHE', '600597.XSHG', '600011.XSHG', '600058.XSHG'] 2011-04-01 買入 : ['601888.XSHG', '300058.XSHE', '601899.XSHG', '600886.XSHG', '600415.XSHG', '000060.XSHE', '000009.XSHE', '600674.XSHG', '002292.XSHE', '600663.XSHG', '600362.XSHG', '601998.XSHG', '601601.XSHG', '000686.XSHE', '000768.XSHE', '601939.XSHG'] 2011-06-30 買入 : ['002385.XSHE', '000009.XSHE', '600085.XSHG', '300017.XSHE', '600485.XSHG', '300015.XSHE', '000858.XSHE', '600664.XSHG', '002500.XSHE', '601899.XSHG', '600497.XSHG', '000630.XSHE', '000895.XSHE', '300070.XSHE', '600036.XSHG', '600089.XSHG', '000778.XSHE'] 2011-09-23 買入 : ['600415.XSHG', '600783.XSHG', '600832.XSHG', '002007.XSHE', '601179.XSHG', '002470.XSHE', '002399.XSHE', '601899.XSHG', '000009.XSHE', '601866.XSHG', '000792.XSHE', '601216.XSHG', '600153.XSHG', '600664.XSHG', '600867.XSHG', '002429.XSHE', '002008.XSHE', '601098.XSHG', '600108.XSHG', '601958.XSHG', '000629.XSHE', '601898.XSHG', '600436.XSHG', '600583.XSHG'] 2011-12-23 買入 : ['002456.XSHE', '000793.XSHE', '600362.XSHG', '600583.XSHG', '600348.XSHG', '600588.XSHG', '000895.XSHE', '002252.XSHE', '000402.XSHE', '002399.XSHE', '002429.XSHE', '601866.XSHG', '600352.XSHG', '002603.XSHE', '600031.XSHG', '002385.XSHE', '601899.XSHG', '000970.XSHE', '000002.XSHE', '600369.XSHG', '000725.XSHE', '000060.XSHE', '000009.XSHE', '600649.XSHG'] 2012-03-27 買入 : ['600832.XSHG', '601899.XSHG', '000009.XSHE', '600998.XSHG', '600315.XSHG', '000536.XSHE', '600664.XSHG', '002422.XSHE', '002399.XSHE', '002400.XSHE', '600485.XSHG', '000060.XSHE', '600029.XSHG', '002570.XSHE', '002603.XSHE', '000623.XSHE', '601699.XSHG', '000538.XSHE', '600221.XSHG', '000895.XSHE', '601818.XSHG', '600068.XSHG', '000002.XSHE', '600398.XSHG', '600153.XSHG'] 2012-06-27 買入 : ['000793.XSHE', '600827.XSHG', '002416.XSHE', '002570.XSHE', '000858.XSHE', '000400.XSHE', '600348.XSHG', '601607.XSHG', '300015.XSHE', '000536.XSHE', '002385.XSHE', '600369.XSHG', '000009.XSHE', '000895.XSHE', '002594.XSHE', '002001.XSHE', '600880.XSHG', '603000.XSHG', '002007.XSHE', '600398.XSHG', '000983.XSHE', '000725.XSHE', '600015.XSHG', '300017.XSHE', '601231.XSHG'] 2012-09-19 買入 : ['600516.XSHG', '600398.XSHG', '002399.XSHE', '000869.XSHE', '000060.XSHE', '000960.XSHE', '601258.XSHG', '601866.XSHG', '600809.XSHG', '300124.XSHE', '600369.XSHG', '002024.XSHE', '600315.XSHG', '002416.XSHE', '601888.XSHG', '002304.XSHE', '002410.XSHE', '002385.XSHE', '600029.XSHG', '600008.XSHG', '600518.XSHG', '000858.XSHE', '600519.XSHG', '603000.XSHG', '600115.XSHG', '600221.XSHG', '601933.XSHG'] 2012-12-19 買入 : ['000869.XSHE', '000895.XSHE', '600369.XSHG', '603993.XSHG', '601258.XSHG', '300146.XSHE', '600352.XSHG', '000858.XSHE', '601333.XSHG', '600398.XSHG', '600519.XSHG', '600015.XSHG', '601888.XSHG', '600415.XSHG', '600031.XSHG', '600809.XSHG', '601555.XSHG', '000157.XSHE', '002304.XSHE', '002673.XSHE', '600029.XSHG', '603000.XSHG', '000728.XSHE', '000568.XSHE', '000060.XSHE', '600221.XSHG', '000960.XSHE'] 2013-03-25 買入 : ['000623.XSHE', '000536.XSHE', '002375.XSHE', '600406.XSHG', '601699.XSHG', '600143.XSHG', '600015.XSHG', '002310.XSHE', '600832.XSHG', '000869.XSHE', '000858.XSHE', '002399.XSHE', '600549.XSHG', '600518.XSHG', '600348.XSHG', '002416.XSHE', '002051.XSHE', '000792.XSHE', '603000.XSHG', '600519.XSHG', '601258.XSHG', '601168.XSHG', '002653.XSHE', '000400.XSHE', '601898.XSHG', '601888.XSHG', '300124.XSHE'] 2013-06-27 買入 : ['000839.XSHE', '002653.XSHE', '000629.XSHE', '601899.XSHG', '600031.XSHG', '002422.XSHE', '600085.XSHG', '000825.XSHE', '600395.XSHG', '603000.XSHG', '600998.XSHG', '600570.XSHG', '603993.XSHG', '000568.XSHE', '000858.XSHE', '300146.XSHE', '600362.XSHG', '600315.XSHG', '601398.XSHG', '000060.XSHE', '600369.XSHG', '600519.XSHG', '601600.XSHG', '601988.XSHG', '000157.XSHE', '600839.XSHG', '600348.XSHG'] 2013-09-23 買入 : ['600873.XSHG', '600642.XSHG', '600348.XSHG', '002422.XSHE', '601818.XSHG', '600188.XSHG', '000960.XSHE', '002399.XSHE', '000878.XSHE', '000858.XSHE', '002153.XSHE', '600177.XSHG', '600519.XSHG', '600031.XSHG', '600029.XSHG', '601111.XSHG', '603000.XSHG', '600489.XSHG', '601898.XSHG', '000536.XSHE', '600398.XSHG', '603993.XSHG', '002304.XSHE', '600395.XSHG', '601601.XSHG', '000568.XSHE', '000983.XSHE', '600518.XSHG'] 2013-12-23 買入 : ['600348.XSHG', '600664.XSHG', '600315.XSHG', '600489.XSHG', '002653.XSHE', '601899.XSHG', '000960.XSHE', '000709.XSHE', '000536.XSHE', '601600.XSHG', '000858.XSHE', '002422.XSHE', '601866.XSHG', '000629.XSHE', '603000.XSHG', '000825.XSHE', '600519.XSHG', '600518.XSHG', '601111.XSHG', '600188.XSHG', '600177.XSHG', '000983.XSHE', '601888.XSHG', '601618.XSHG', '600011.XSHG', '600383.XSHG', '601258.XSHG', '000878.XSHE'] 2014-03-25 買入 : ['600348.XSHG', '000060.XSHE', '600664.XSHG', '000825.XSHE', '000536.XSHE', '000568.XSHE', '600489.XSHG', '603699.XSHG', '601225.XSHG', '601111.XSHG', '600362.XSHG', '601166.XSHG', '000983.XSHE', '000858.XSHE', '603000.XSHG', '002422.XSHE', '600115.XSHG', '600398.XSHG', '600029.XSHG', '601398.XSHG', '600036.XSHG', '601618.XSHG', '600177.XSHG', '601628.XSHG', '600188.XSHG', '603993.XSHG', '000709.XSHE', '601939.XSHG'] 2014-06-23 買入 : ['600315.XSHG', '600489.XSHG', '601225.XSHG', '601899.XSHG', '603288.XSHG', '600108.XSHG', '600348.XSHG', '002422.XSHE', '600436.XSHG', '600664.XSHG', '601111.XSHG', '000629.XSHE', '002653.XSHE', '601628.XSHG', '601555.XSHG', '603000.XSHG', '000568.XSHE', '601601.XSHG', '000858.XSHE', '601600.XSHG', '000728.XSHE', '000825.XSHE', '600115.XSHG', '600383.XSHG', '002304.XSHE', '600188.XSHG', '601258.XSHG', '002153.XSHE'] 2014-09-16 買入 : ['600348.XSHG', '601225.XSHG', '600489.XSHG', '600664.XSHG', '000825.XSHE', '002653.XSHE', '000536.XSHE', '000983.XSHE', '000060.XSHE', '603000.XSHG', '600362.XSHG', '601111.XSHG', '600518.XSHG', '000858.XSHE', '601898.XSHG', '600177.XSHG', '601899.XSHG', '600143.XSHG', '601600.XSHG', '600115.XSHG', '000568.XSHE', '600519.XSHG', '603288.XSHG', '600029.XSHG', '600315.XSHG', '601618.XSHG', '600383.XSHG', '000800.XSHE'] 2014-12-16 買入 : ['600348.XSHG', '600664.XSHG', '600489.XSHG', '600315.XSHG', '000983.XSHE', '600518.XSHG', '000060.XSHE', '000536.XSHE', '600362.XSHG', '600873.XSHG', '600739.XSHG', '603000.XSHG', '601225.XSHG', '000825.XSHE', '000568.XSHE', '603993.XSHG', '601618.XSHG', '000709.XSHE', '601899.XSHG', '600519.XSHG', '000858.XSHE', '601168.XSHG', '601166.XSHG', '000869.XSHE', '600115.XSHG', '601111.XSHG', '601601.XSHG', '603288.XSHG'] 2015-03-19 買入 : ['600348.XSHG', '000060.XSHE', '601225.XSHG', '601898.XSHG', '601088.XSHG', '000568.XSHE', '603000.XSHG', '002422.XSHE', '601899.XSHG', '603288.XSHG', '601166.XSHG', '601111.XSHG', '600315.XSHG', '600739.XSHG', '000709.XSHE', '600489.XSHG', '600519.XSHG', '600873.XSHG', '601699.XSHG', '600016.XSHG', '601398.XSHG', '601939.XSHG', '601009.XSHG', '000536.XSHE', '000895.XSHE', '601988.XSHG', '600015.XSHG', '600188.XSHG'] ``` 嗯？主動收益率還是正的。。。。看來這樣的簡單正面負面指標還不足以進行有效的區分。