# ROE选股指标 > 来源：https://uqer.io/community/share/5668533af9f06c6c8a91b688 简单的ROE选股：按ROE排序选前10%的股票，等权重买入 ```py import numpy as np import pandas as pd start = '2015-01-01' # 回测起始时间 end = '2016-01-01' # 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 = 20 # 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 factor = DataAPI.MktStockFactorsOneDayGet(secID=account.universe,tradeDate=account.previous_date,field='secID,ROE',pandas="1").dropna() #获取所有股票的相关因子 sec_val = {'symbol':[], 'factor_value':[]} for index, row in factor.iterrows(): sec_val['symbol'].append(row['secID']) sec_val['factor_value'].append(row['ROE']) sec_val = pd.DataFrame(sec_val).sort(columns='factor_value').reset_index() sec_val = sec_val[int(len(sec_val)*0.9):] #排序并选择前10% buylist = list(sec_val.symbol) #买入股票列表 for stock in account.valid_secpos: if stock not in buylist: order_to(stock, 0) for stock in buylist: if stock not in account.valid_secpos: order(stock, account.cash/len(buylist)) return ```