# 銀行股輪動 > 來源：https://uqer.io/community/share/55d0314af9f06c915418c69a 策略說明：持續持有兩支市凈率最低銀行股，每月換倉 ```py import numpy as np import pandas as pd from pandas import DataFrame import datetime start = '2011-01-01' end = '2015-08-14' benchmark = 'HS300' universe = ['000001.XSHE','002142.XSHE','600000.XSHG','600015.XSHG','600016.XSHG','600036.XSHG','601009.XSHG','601166.XSHG','601169.XSHG','601288.XSHG','601328.XSHG','601398.XSHG','601818.XSHG','601939.XSHG','601988.XSHG','601998.XSHG'] capital_base = 10000000 refresh_rate = 20 def initialize(account): pass def handle_data(account): cal = Calendar('China.SSE') lastTDay = cal.advanceDate(account.current_date,'-1B',BizDayConvention.Preceding) today_str = lastTDay.strftime("%Y%m%d") tickers = [] for stk in account.universe: if not np.isnan(account.referencePrice[stk]): tickers.append(stk[0:6]) try: d=DataAPI.MktEqudGet(secID=u"",ticker=tickers,tradeDate=today_str,beginDate=u"",endDate=u"",field="secID,PB",pandas="1") d=d.sort(columns='PB',ascending=1) d=d.head(2) buylist = d['secID'].tolist() for stk in account.valid_secpos: if stk not in buylist: order_to(stk, 0) # 等權重買入所選股票 portfolio_value = account.referencePortfolioValue for stk in buylist: if stk not in account.valid_secpos: order_to(stk, int(portfolio_value / account.referencePrice[stk] / 100.0 / len(buylist))*100) except: return ```