# Halloween Cycle > 来源：https://uqer.io/community/share/5663db06f9f06c6c8a91b37c ```py import numpy as np start = '2006-01-01' # 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 = ['601398.XSHG','600028.XSHG', '601988.XSHG', '600036.XSHG','600030.XSHG','601318.XSHG', '600000.XSHG', '600019.XSHG', '600519.XSHG', '601166.XSHG'] 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 pass def handle_data(account): # 每个交易日的买入卖出指令 today = account.current_date for stock in account.universe: if(today.month == 10): p = account.referencePrice.get(stock, 0) if np.isnan(p) or p == 0: continue order_pct_to(stock, 0.1) elif today.month == 5 and stock in account.valid_secpos: order_to(stock,0) ```