# 11.1 VWAP · Value-Weighted Average Price (VWAP) > 來源：https://uqer.io/community/share/55462234f9f06c1c3d688033 You can find it in API doc ```py start = '2011-01-01' # 回測起始時間 end = '2015-01-01' # 回測結束時間 benchmark = 'SH50' # 策略參考標準 universe = set_universe('SH50') capital_base = 100000 # 起始資金 longest_history = 40 # 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 threshold = 0.03 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 for s in account.universe: try: inter = 20 hist = account.get_symbol_history(s, inter) except: continue vwampvalue = sum(hist['turnoverValue'])/sum(hist['turnoverVol']) if(hist['lowPrice'][-1] < vwampvalue*(1 - threshold)) and (s not in account.valid_secpos): order(s,100) if(hist['lowPrice'][-1] > vwampvalue) and (s in account.valid_secpos): order_to(s,0) ```  easy strategy.. bad results.... It's very difficult to get a good alpha......