策略原理
最后更新于：2022-04-01 21:56:35
# 策略原理
策略基本思路是：买入低于X元的股票, 持有到1.25X元以上则卖出.
```py
start = datetime(2014, 6, 1)
end = datetime(2015, 3, 27)
benchmark = 'HS300' # 策略参考标准
universe = set_universe('HS300')
capital_base = 1000000
def initialize(account):
account.buy_price_flag = 4
account.sell_price_flag = account.buy_price_flag*1.25
def handle_data(account):
signals = []
acc_cash = account.cash
for stock in account.universe:
p = account.referencePrice[stock]
if p < account.buy_price_flag:
#满足买入条件，加入signals列表中
signals.append(stock)
elif p >= account.sell_price_flag and account.secpos.get(stock, 0) > 0:
#将卖出股票所得现金加入到本次的可用现金
acc_cash += account.referencePrice[stock]*account.secpos.get(stock,0)
order_to(stock, 0)
for stock in signals:
# 平均买入signals列表中的股票
amount = acc_cash/len(signals)/account.referencePrice[stock]
order(stock, amount)
```
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