simple turtle
最后更新于：2022-04-01 21:54:59
# simple turtle
> 来源：https://uqer.io/community/share/55fe8f58f9f06c597165ef13
```py
start = '2011-01-01' # 回测起始时间
end = '2015-09-01' # 回测结束时间
benchmark = 'HS300' # 策略参考标准
universe = set_universe('HS300') # 证券池，支持股票和基金
capital_base = 100000 # 起始资金
freq = 'd' # 策略类型，'d'表示日间策略使用日线回测，'m'表示日内策略使用分钟线回测
refresh_rate = 1 # 调仓频率，表示执行handle_data的时间间隔，若freq = 'd'时间间隔的单位为交易日，若freq = 'm'时间间隔为分钟
longest_history=60
pos_pieces=10
window=20
def initialize(account): # 初始化虚拟账户状态
pass
def handle_data(account): # 每个交易日的买入卖出指令
highest_price=account.get_attribute_history('highPrice',window)
lowest_price=account.get_attribute_history('lowPrice',window)
for stock in account.universe:
current_price=account.referencePrice[stock]
if current_price > highest_price[stock].max() and account.position.secpos.get(stock,0)==0:
order_to(stock,capital_base/pos_pieces/current_price)
elif current_price < lowest_price[stock].min():
order_to(stock,0)
return
```
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