10% smallest cap stock
最后更新于：2022-04-01 21:56:17
# 10% smallest cap stock
> 来源：https://uqer.io/community/share/5663e2f4f9f06c6c8a91b391
```py
import numpy as np
start = '2011-01-05' # 回测起始时间
end = '2015-12-01' # 回测结束时间
benchmark = 'HS300' # 策略参考标准
universe = StockScreener(Factor.LCAP.nsmall(40))
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
def initialize(account): # 初始化虚拟账户状态
account.empty = True
def handle_data(account): # 每个交易日的买入卖出指令
today = account.current_date
if today.month == 12 and account.empty:
account.empty = False
for stock in account.universe:
p = account.referencePrice.get(stock, 0)
if np.isnan(p) or p == 0:
continue
order_pct_to(stock, 0.025)
elif today.month == 4 and not account.empty:
account.empty = True
for stock in account.universe:
if stock in account.valid_secpos:
order_to(stock,0)
```
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