# Halloween cycle 2 > 來源：https://uqer.io/community/share/54ae4117f9f06c276f651a07 ## 策略思路 “萬圣節效應”：每年10月到次年5月，股票市場會出現上漲的趨勢 ## 策略實現 + 股票池：流動性充足的10只個股，包括工商銀行、中國石化等 + 每年10月，將賬戶中現金平均分成10份，分別買入相應的10只個股，滿倉；次年5月全部拋出，空倉 ```py start = '2010-04-01' # 回測起始時間 end = '2015-04-01' # 回測結束時間 benchmark = 'HS300' # 策略參考標準 # 證券池,流動性充足的10只個股 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 longest_history = 1 # 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 yesterday = account.get_attribute_history('closePrice',1) for stock in account.universe: today = account.current_date if stock not in account.valid_secpos and (today.month == 10): # 10月買入 # 現金平均分成10份，買入 amount = int(account.cash/len(account.universe)/ yesterday[stock][0]) order(stock, amount) elif stock in account.valid_secpos and (today.month == 5): # 5月賣出 order_to(stock, 0) ```