# 10% smallest cap stock > 來源：https://uqer.io/community/share/5663e2f4f9f06c6c8a91b391 ```py import numpy as np start = '2011-01-05' # 回測起始時間 end = '2015-12-01' # 回測結束時間 benchmark = 'HS300' # 策略參考標準 universe = StockScreener(Factor.LCAP.nsmall(40)) capital_base = 100000 # 起始資金 freq = 'd' # 策略類型，'d'表示日間策略使用日線回測，'m'表示日內策略使用分鐘線回測 refresh_rate = 1 # 調倉頻率，表示執行handle_data的時間間隔，若freq = 'd'時間間隔的單位為交易日，若freq = 'm'時間間隔為分鐘 def initialize(account): # 初始化虛擬賬戶狀態 account.empty = True def handle_data(account): # 每個交易日的買入賣出指令 today = account.current_date if today.month == 12 and account.empty: account.empty = False for stock in account.universe: p = account.referencePrice.get(stock, 0) if np.isnan(p) or p == 0: continue order_pct_to(stock, 0.025) elif today.month == 4 and not account.empty: account.empty = True for stock in account.universe: if stock in account.valid_secpos: order_to(stock,0) ```