# Halloween Cycle > 來源：https://uqer.io/community/share/5663db06f9f06c6c8a91b37c ```py import numpy as np start = '2006-01-01' # 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 = ['601398.XSHG','600028.XSHG', '601988.XSHG', '600036.XSHG','600030.XSHG','601318.XSHG', '600000.XSHG', '600019.XSHG', '600519.XSHG', '601166.XSHG'] 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 pass def handle_data(account): # 每個交易日的買入賣出指令 today = account.current_date for stock in account.universe: if(today.month == 10): p = account.referencePrice.get(stock, 0) if np.isnan(p) or p == 0: continue order_pct_to(stock, 0.1) elif today.month == 5 and stock in account.valid_secpos: order_to(stock,0) ```