# macross > 来源：https://uqer.io/community/share/55a92cdcf9f06c57a11b53be ```py #第一次写大家帮看看有问题么 #策略 ： 日收盘价高于ma20 买入； 低于ma20 卖出清仓 from matplotlib import pylab import numpy as np import pandas as pd import DataAPI import seaborn as sns sns.set_style('white') ################ start = datetime(2008, 1, 1) # 回测起始时间 end = datetime(2015, 4, 23) # 回测结束时间 benchmark = 'SH50' # 策略参考标准 universe = ['510050.XSHG'] # 股票池 #benchmark = 'HS300' #universe = ['510300.XSHG'] capital_base = 100000 # 起始资金 commission = Commission(0.0,0.0) window_short = 20 window_long = 300 longest_history = window_long #longest_history = window_short SD = 0.05 def initialize(account): # 初始化虚拟账户状态 account.fund = universe[0] account.SD = SD account.window_short = window_short account.window_long = window_long def handle_data(account): # 每个交易日的买入卖出指令 hist = account.get_history(longest_history) fund = account.fund short_mean = np.mean(hist[fund]['closePrice'][-account.window_short:]) # 计算短均线值 long_mean = np.mean(hist[fund]['closePrice'][-account.window_long:]) #计算长均线值 now_price = hist[fund]['closePrice'][-1:] #print len(short_mean) #print type(now_price) #print(now_price) #now_price.plot #all_close_prices = account.get_attribute_history('closePrice', 1) # 计算买入卖出信号 # flag = True if (short_mean - long_mean) > account.SD * long_mean else False flag = True if (now_price - short_mean) > account.SD * short_mean else False if flag: if account.position.secpos.get(fund, 0) == 0: # 空仓时全仓买入，买入股数为100的整数倍 approximationAmount = int(account.cash / hist[fund]['closePrice'][-1]/100.0) * 100 order(fund, approximationAmount) else: # 卖出时，全仓清空 if account.position.secpos.get(fund, 0) >= 0: order_to(fund, 0) ```