# 量化因子选股——净利润／营业总收入
> 来源：https://uqer.io/community/share/548aac7af9f06c31c3950caf
量化因子选股：净利润与营业总收入之比
## 策略实现
按季度调仓，若某股票对应因子值在均值以上，则买入，反之卖出。
```py
from CAL.PyCAL import *
from numpy import *
start = datetime(2009, 12, 1)
end = datetime(2014, 12, 1)
benchmark = 'HS300'
universe = set_universe('SH180')
capital_base = 1e6
refresh_rate = 60
tickers = universe[:]
for i in range(len(universe)):
tickers[i] = universe[i][0:6]
def initialize(account):
pass
def handle_data(account, data):
today = account.current_date
today_str = today.strftime("%Y%m%d")
print today_str
factor = DataAPI.MktStockFactorsOneDayGet(stockID=tickers, date=today_str, field='NPToTOR', pandas='1')
if(len(factor) == 0):
return
factor = factor.dropna()
cutoff = np.mean(factor['NPToTOR'])
for stock in universe:
stk = stock[0:6]
try:
val = factor[factor.ticker == stk]['NPToTOR'].iloc[0]
except:
return
if val > cutoff:
order(stock, 100)
else:
order_to(stock, 0)
```
```
20100303
/market/getStockFactorsOneDay.csv?stockID=600000,600008,600009,600010,600011,600015,600016,600018,600019,600027,600028,600029,600030,600031,600036,600048,600050,600058,600060,600064,600066,600067,600085,600089,600094,600100,600104,600108,600109,600111,600118,600123,600141,600143,600150,600157,600158,600160,600162,600166,600170,600177,600188,600196,600199,600208,600216,600221,600239,600240,600252,600256,600259,600266,600267,600271,600276,600300,600309,600315,600316,600325,600332,600340,600348,600352,600362,600366,600369,600372,600376,600383,600395,600406,600415,600418,600489,600497,600498,600503,600516,600518,600519,600535,600546,600547,600549,600583,600585,600588,600597,600598,600600,600633,600637,600639,600643,600649,600663,600674,600675,600684,600690,600702,600703,600705,600736,600739,600741,600747,600748,600759,600765,600770,600773,600795,600804,600809,600816,600823,600832,600837,600875,600880,600886,600887,600893,600895,600900,600970,600999,601006,601009,601088,601099,601111,601117,601118,601166,601168,601169,601186,601216,601288,601299,601318,601328,601336,601377,601390,601398,601555,601588,601600,601601,601607,601628,601633,601668,601669,601688,601699,601717,601766,601800,601808,601818,601857,601888,601899,601901,601928,601939,601958,601988,601989,601992,601998,603000,603993&date=20100303&field=NPToTOR
20100528
/market/getStockFactorsOneDay.csv?stockID=600000,600008,600009,600010,600011,600015,600016,600018,600019,600027,600028,600029,600030,600031,600036,600048,600050,600058,600060,600064,600066,600067,600085,600089,600094,600100,600104,600108,600109,600111,600118,600123,600141,600143,600150,600157,600158,600160,600162,600166,600170,600177,600188,600196,600199,600208,600216,600221,600239,600240,600252,600256,600259,600266,600267,600271,600276,600300,600309,600315,600316,600325,600332,600340,600348,600352,600362,600366,600369,600372,600376,600383,600395,600406,600415,600418,600489,600497,600498,600503,600516,600518,600519,600535,600546,600547,600549,600583,600585,600588,600597,600598,600600,600633,600637,600639,600643,600649,600663,600674,600675,600684,600690,600702,600703,600705,600736,600739,600741,600747,600748,600759,600765,600770,600773,600795,600804,600809,600816,600823,600832,600837,600875,600880,600886,600887,600893,600895,600900,600970,600999,601006,601009,601088,601099,601111,601117,601118,601166,601168,601169,601186,601216,601288,601299,601318,601328,601336,601377,601390,601398,601555,601588,601600,601601,601607,601628,601633,601668,601669,601688,601699,601717,601766,601800,601808,601818,601857,601888,601899,601901,601928,601939,601958,601988,601989,601992,601998,603000,603993&date=20100528&field=NPToTOR
20100825
/market/getStockFactorsOneDay.csv?stockID=600000,600008,600009,600010,600011,600015,600016,600018,600019,600027,600028,600029,600030,600031,600036,600048,600050,600058,600060,600064,600066,600067,600085,600089,600094,600100,600104,600108,600109,600111,600118,600123,600141,600143,600150,600157,600158,600160,600162,600166,600170,600177,600188,600196,600199,600208,600216,600221,600239,600240,600252,600256,600259,600266,600267,600271,600276,600300,600309,600315,600316,600325,600332,600340,600348,600352,600362,600366,600369,600372,600376,600383,600395,600406,600415,600418,600489,600497,600498,600503,600516,600518,600519,600535,600546,600547,600549,600583,600585,600588,600597,600598,600600,600633,600637,600639,600643,600649,600663,600674,600675,600684,600690,600702,600703,600705,600736,600739,600741,600747,600748,600759,600765,600770,600773,600795,600804,600809,600816,600823,600832,600837,600875,600880,600886,600887,600893,600895,600900,600970,600999,601006,601009,601088,601099,601111,601117,601118,601166,601168,601169,601186,601216,601288,601299,601318,601328,601336,601377,601390,601398,601555,601588,601600,601601,601607,601628,601633,601668,601669,601688,601699,601717,601766,601800,601808,601818,601857,601888,601899,601901,601928,601939,601958,601988,601989,601992,601998,603000,603993&date=20100825&field=NPToTOR
20101129
/market/getStockFactorsOneDay.csv?stockID=600000,600008,600009,600010,600011,600015,600016,600018,600019,600027,600028,600029,600030,600031,600036,600048,600050,600058,600060,600064,600066,600067,600085,600089,600094,600100,600104,600108,600109,600111,600118,600123,600141,600143,600150,600157,600158,600160,600162,600166,600170,600177,600188,600196,600199,600208,600216,600221,600239,600240,600252,600256,600259,600266,600267,600271,600276,600300,600309,600315,600316,600325,600332,600340,600348,600352,600362,600366,600369,600372,600376,600383,600395,600406,600415,600418,600489,600497,600498,600503,600516,600518,600519,600535,600546,600547,600549,600583,600585,600588,600597,600598,600600,600633,600637,600639,600643,600649,600663,600674,600675,600684,600690,600702,600703,600705,600736,600739,600741,600747,600748,600759,600765,600770,600773,600795,600804,600809,600816,600823,600832,600837,600875,600880,600886,600887,600893,600895,600900,600970,600999,601006,601009,601088,601099,601111,601117,601118,601166,601168,601169,601186,601216,601288,601299,601318,601328,601336,601377,601390,601398,601555,601588,601600,601601,601607,601628,601633,601668,601669,601688,601699,601717,601766,601800,601808,601818,601857,601888,601899,601901,601928,601939,601958,601988,601989,601992,601998,603000,603993&date=20101129&field=NPToTOR
20110301
/market/getStockFactorsOneDay.csv?stockID=600000,600008,600009,600010,600011,600015,600016,600018,600019,600027,600028,600029,600030,600031,600036,600048,600050,600058,600060,600064,600066,600067,600085,600089,600094,600100,600104,600108,600109,600111,600118,600123,600141,600143,600150,600157,600158,600160,600162,600166,600170,600177,600188,600196,600199,600208,600216,600221,600239,600240,600252,600256,600259,600266,600267,600271,600276,600300,600309,600315,600316,600325,600332,600340,600348,600352,600362,600366,600369,600372,600376,600383,600395,600406,600415,600418,600489,600497,600498,600503,600516,600518,600519,600535,600546,600547,600549,600583,600585,600588,600597,600598,600600,600633,600637,600639,600643,600649,600663,600674,600675,600684,600690,600702,600703,600705,600736,600739,600741,600747,600748,600759,600765,600770,600773,600795,600804,600809,600816,600823,600832,600837,600875,600880,600886,600887,600893,600895,600900,600970,600999,601006,601009,601088,601099,601111,601117,601118,601166,601168,601169,601186,601216,601288,601299,601318,601328,601336,601377,601390,601398,601555,601588,601600,601601,601607,601628,601633,601668,601669,601688,601699,601717,601766,601800,601808,601818,601857,601888,601899,601901,601928,601939,601958,601988,601989,601992,601998,603000,603993&date=20110301&field=NPToTOR
20110527
/market/getStockFactorsOneDay.csv?stockID=600000,600008,600009,600010,600011,600015,600016,600018,600019,600027,600028,600029,600030,600031,600036,600048,600050,600058,600060,600064,600066,600067,600085,600089,600094,600100,600104,600108,600109,600111,600118,600123,600141,600143,600150,600157,600158,600160,600162,600166,600170,600177,600188,600196,600199,600208,600216,600221,600239,600240,600252,600256,600259,600266,600267,600271,600276,600300,600309,600315,600316,600325,600332,600340,600348,600352,600362,600366,600369,600372,600376,600383,600395,600406,600415,600418,600489,600497,600498,600503,600516,600518,600519,600535,600546,600547,600549,600583,600585,600588,600597,600598,600600,600633,600637,600639,600643,600649,600663,600674,600675,600684,600690,600702,600703,600705,600736,600739,600741,600747,600748,600759,600765,600770,600773,600795,600804,600809,600816,600823,600832,600837,600875,600880,600886,600887,600893,600895,600900,600970,600999,601006,601009,601088,601099,601111,601117,601118,601166,601168,601169,601186,601216,601288,601299,601318,601328,601336,601377,601390,601398,601555,601588,601600,601601,601607,601628,601633,601668,601669,601688,601699,601717,601766,601800,601808,601818,601857,601888,601899,601901,601928,601939,601958,601988,601989,601992,601998,603000,603993&date=20110527&field=NPToTOR
20110822
/market/getStockFactorsOneDay.csv?stockID=600000,600008,600009,600010,600011,600015,600016,600018,600019,600027,600028,600029,600030,600031,600036,600048,600050,600058,600060,600064,600066,600067,600085,600089,600094,600100,600104,600108,600109,600111,600118,600123,600141,600143,600150,600157,600158,600160,600162,600166,600170,600177,600188,600196,600199,600208,600216,600221,600239,600240,600252,600256,600259,600266,600267,600271,600276,600300,600309,600315,600316,600325,600332,600340,600348,600352,600362,600366,600369,600372,600376,600383,600395,600406,600415,600418,600489,600497,600498,600503,600516,600518,600519,600535,600546,600547,600549,600583,600585,600588,600597,600598,600600,600633,600637,600639,600643,600649,600663,600674,600675,600684,600690,600702,600703,600705,600736,600739,600741,600747,600748,600759,600765,600770,600773,600795,600804,600809,600816,600823,600832,600837,600875,600880,600886,600887,600893,600895,600900,600970,600999,601006,601009,601088,601099,601111,601117,601118,601166,601168,601169,601186,601216,601288,601299,601318,601328,601336,601377,601390,601398,601555,601588,601600,601601,601607,601628,601633,601668,601669,601688,601699,601717,601766,601800,601808,601818,601857,601888,601899,601901,601928,601939,601958,601988,601989,601992,601998,603000,603993&date=20110822&field=NPToTOR
20111122
/market/getStockFactorsOneDay.csv?stockID=600000,600008,600009,600010,600011,600015,600016,600018,600019,600027,600028,600029,600030,600031,600036,600048,600050,600058,600060,600064,600066,600067,600085,600089,600094,600100,600104,600108,600109,600111,600118,600123,600141,600143,600150,600157,600158,600160,600162,600166,600170,600177,600188,600196,600199,600208,600216,600221,600239,600240,600252,600256,600259,600266,600267,600271,600276,600300,600309,600315,600316,600325,600332,600340,600348,600352,600362,600366,600369,600372,600376,600383,600395,600406,600415,600418,600489,600497,600498,600503,600516,600518,600519,600535,600546,600547,600549,600583,600585,600588,600597,600598,600600,600633,600637,600639,600643,600649,600663,600674,600675,600684,600690,600702,600703,600705,600736,600739,600741,600747,600748,600759,600765,600770,600773,600795,600804,600809,600816,600823,600832,600837,600875,600880,600886,600887,600893,600895,600900,600970,600999,601006,601009,601088,601099,601111,601117,601118,601166,601168,601169,601186,601216,601288,601299,601318,601328,601336,601377,601390,601398,601555,601588,601600,601601,601607,601628,601633,601668,601669,601688,601699,601717,601766,601800,601808,601818,601857,601888,601899,601901,601928,601939,601958,601988,601989,601992,601998,603000,603993&date=20111122&field=NPToTOR
20120223
/market/getStockFactorsOneDay.csv?stockID=600000,600008,600009,600010,600011,600015,600016,600018,600019,600027,600028,600029,600030,600031,600036,600048,600050,600058,600060,600064,600066,600067,600085,600089,600094,600100,600104,600108,600109,600111,600118,600123,600141,600143,600150,600157,600158,600160,600162,600166,600170,600177,600188,600196,600199,600208,600216,600221,600239,600240,600252,600256,600259,600266,600267,600271,600276,600300,600309,600315,600316,600325,600332,600340,600348,600352,600362,600366,600369,600372,600376,600383,600395,600406,600415,600418,600489,600497,600498,600503,600516,600518,600519,600535,600546,600547,600549,600583,600585,600588,600597,600598,600600,600633,600637,600639,600643,600649,600663,600674,600675,600684,600690,600702,600703,600705,600736,600739,600741,600747,600748,600759,600765,600770,600773,600795,600804,600809,600816,600823,600832,600837,600875,600880,600886,600887,600893,600895,600900,600970,600999,601006,601009,601088,601099,601111,601117,601118,601166,601168,601169,601186,601216,601288,601299,601318,601328,601336,601377,601390,601398,601555,601588,601600,601601,601607,601628,601633,601668,601669,601688,601699,601717,601766,601800,601808,601818,601857,601888,601899,601901,601928,601939,601958,601988,601989,601992,601998,603000,603993&date=20120223&field=NPToTOR
20120524
/market/getStockFactorsOneDay.csv?stockID=600000,600008,600009,600010,600011,600015,600016,600018,600019,600027,600028,600029,600030,600031,600036,600048,600050,600058,600060,600064,600066,600067,600085,600089,600094,600100,600104,600108,600109,600111,600118,600123,600141,600143,600150,600157,600158,600160,600162,600166,600170,600177,600188,600196,600199,600208,600216,600221,600239,600240,600252,600256,600259,600266,600267,600271,600276,600300,600309,600315,600316,600325,600332,600340,600348,600352,600362,600366,600369,600372,600376,600383,600395,600406,600415,600418,600489,600497,600498,600503,600516,600518,600519,600535,600546,600547,600549,600583,600585,600588,600597,600598,600600,600633,600637,600639,600643,600649,600663,600674,600675,600684,600690,600702,600703,600705,600736,600739,600741,600747,600748,600759,600765,600770,600773,600795,600804,600809,600816,600823,600832,600837,600875,600880,600886,600887,600893,600895,600900,600970,600999,601006,601009,601088,601099,601111,601117,601118,601166,601168,601169,601186,601216,601288,601299,601318,601328,601336,601377,601390,601398,601555,601588,601600,601601,601607,601628,601633,601668,601669,601688,601699,601717,601766,601800,601808,601818,601857,601888,601899,601901,601928,601939,601958,601988,601989,601992,601998,603000,603993&date=20120524&field=NPToTOR
20120817
/market/getStockFactorsOneDay.csv?stockID=600000,600008,600009,600010,600011,600015,600016,600018,600019,600027,600028,600029,600030,600031,600036,600048,600050,600058,600060,600064,600066,600067,600085,600089,600094,600100,600104,600108,600109,600111,600118,600123,600141,600143,600150,600157,600158,600160,600162,600166,600170,600177,600188,600196,600199,600208,600216,600221,600239,600240,600252,600256,600259,600266,600267,600271,600276,600300,600309,600315,600316,600325,600332,600340,600348,600352,600362,600366,600369,600372,600376,600383,600395,600406,600415,600418,600489,600497,600498,600503,600516,600518,600519,600535,600546,600547,600549,600583,600585,600588,600597,600598,600600,600633,600637,600639,600643,600649,600663,600674,600675,600684,600690,600702,600703,600705,600736,600739,600741,600747,600748,600759,600765,600770,600773,600795,600804,600809,600816,600823,600832,600837,600875,600880,600886,600887,600893,600895,600900,600970,600999,601006,601009,601088,601099,601111,601117,601118,601166,601168,601169,601186,601216,601288,601299,601318,601328,601336,601377,601390,601398,601555,601588,601600,601601,601607,601628,601633,601668,601669,601688,601699,601717,601766,601800,601808,601818,601857,601888,601899,601901,601928,601939,601958,601988,601989,601992,601998,603000,603993&date=20120817&field=NPToTOR
20121116
/market/getStockFactorsOneDay.csv?stockID=600000,600008,600009,600010,600011,600015,600016,600018,600019,600027,600028,600029,600030,600031,600036,600048,600050,600058,600060,600064,600066,600067,600085,600089,600094,600100,600104,600108,600109,600111,600118,600123,600141,600143,600150,600157,600158,600160,600162,600166,600170,600177,600188,600196,600199,600208,600216,600221,600239,600240,600252,600256,600259,600266,600267,600271,600276,600300,600309,600315,600316,600325,600332,600340,600348,600352,600362,600366,600369,600372,600376,600383,600395,600406,600415,600418,600489,600497,600498,600503,600516,600518,600519,600535,600546,600547,600549,600583,600585,600588,600597,600598,600600,600633,600637,600639,600643,600649,600663,600674,600675,600684,600690,600702,600703,600705,600736,600739,600741,600747,600748,600759,600765,600770,600773,600795,600804,600809,600816,600823,600832,600837,600875,600880,600886,600887,600893,600895,600900,600970,600999,601006,601009,601088,601099,601111,601117,601118,601166,601168,601169,601186,601216,601288,601299,601318,601328,601336,601377,601390,601398,601555,601588,601600,601601,601607,601628,601633,601668,601669,601688,601699,601717,601766,601800,601808,601818,601857,601888,601899,601901,601928,601939,601958,601988,601989,601992,601998,603000,603993&date=20121116&field=NPToTOR
20130220
/market/getStockFactorsOneDay.csv?stockID=600000,600008,600009,600010,600011,600015,600016,600018,600019,600027,600028,600029,600030,600031,600036,600048,600050,600058,600060,600064,600066,600067,600085,600089,600094,600100,600104,600108,600109,600111,600118,600123,600141,600143,600150,600157,600158,600160,600162,600166,600170,600177,600188,600196,600199,600208,600216,600221,600239,600240,600252,600256,600259,600266,600267,600271,600276,600300,600309,600315,600316,600325,600332,600340,600348,600352,600362,600366,600369,600372,600376,600383,600395,600406,600415,600418,600489,600497,600498,600503,600516,600518,600519,600535,600546,600547,600549,600583,600585,600588,600597,600598,600600,600633,600637,600639,600643,600649,600663,600674,600675,600684,600690,600702,600703,600705,600736,600739,600741,600747,600748,600759,600765,600770,600773,600795,600804,600809,600816,600823,600832,600837,600875,600880,600886,600887,600893,600895,600900,600970,600999,601006,601009,601088,601099,601111,601117,601118,601166,601168,601169,601186,601216,601288,601299,601318,601328,601336,601377,601390,601398,601555,601588,601600,601601,601607,601628,601633,601668,601669,601688,601699,601717,601766,601800,601808,601818,601857,601888,601899,601901,601928,601939,601958,601988,601989,601992,601998,603000,603993&date=20130220&field=NPToTOR
20130522
/market/getStockFactorsOneDay.csv?stockID=600000,600008,600009,600010,600011,600015,600016,600018,600019,600027,600028,600029,600030,600031,600036,600048,600050,600058,600060,600064,600066,600067,600085,600089,600094,600100,600104,600108,600109,600111,600118,600123,600141,600143,600150,600157,600158,600160,600162,600166,600170,600177,600188,600196,600199,600208,600216,600221,600239,600240,600252,600256,600259,600266,600267,600271,600276,600300,600309,600315,600316,600325,600332,600340,600348,600352,600362,600366,600369,600372,600376,600383,600395,600406,600415,600418,600489,600497,600498,600503,600516,600518,600519,600535,600546,600547,600549,600583,600585,600588,600597,600598,600600,600633,600637,600639,600643,600649,600663,600674,600675,600684,600690,600702,600703,600705,600736,600739,600741,600747,600748,600759,600765,600770,600773,600795,600804,600809,600816,600823,600832,600837,600875,600880,600886,600887,600893,600895,600900,600970,600999,601006,601009,601088,601099,601111,601117,601118,601166,601168,601169,601186,601216,601288,601299,601318,601328,601336,601377,601390,601398,601555,601588,601600,601601,601607,601628,601633,601668,601669,601688,601699,601717,601766,601800,601808,601818,601857,601888,601899,601901,601928,601939,601958,601988,601989,601992,601998,603000,603993&date=20130522&field=NPToTOR
20130819
/market/getStockFactorsOneDay.csv?stockID=600000,600008,600009,600010,600011,600015,600016,600018,600019,600027,600028,600029,600030,600031,600036,600048,600050,600058,600060,600064,600066,600067,600085,600089,600094,600100,600104,600108,600109,600111,600118,600123,600141,600143,600150,600157,600158,600160,600162,600166,600170,600177,600188,600196,600199,600208,600216,600221,600239,600240,600252,600256,600259,600266,600267,600271,600276,600300,600309,600315,600316,600325,600332,600340,600348,600352,600362,600366,600369,600372,600376,600383,600395,600406,600415,600418,600489,600497,600498,600503,600516,600518,600519,600535,600546,600547,600549,600583,600585,600588,600597,600598,600600,600633,600637,600639,600643,600649,600663,600674,600675,600684,600690,600702,600703,600705,600736,600739,600741,600747,600748,600759,600765,600770,600773,600795,600804,600809,600816,600823,600832,600837,600875,600880,600886,600887,600893,600895,600900,600970,600999,601006,601009,601088,601099,601111,601117,601118,601166,601168,601169,601186,601216,601288,601299,601318,601328,601336,601377,601390,601398,601555,601588,601600,601601,601607,601628,601633,601668,601669,601688,601699,601717,601766,601800,601808,601818,601857,601888,601899,601901,601928,601939,601958,601988,601989,601992,601998,603000,603993&date=20130819&field=NPToTOR
20131120
/market/getStockFactorsOneDay.csv?stockID=600000,600008,600009,600010,600011,600015,600016,600018,600019,600027,600028,600029,600030,600031,600036,600048,600050,600058,600060,600064,600066,600067,600085,600089,600094,600100,600104,600108,600109,600111,600118,600123,600141,600143,600150,600157,600158,600160,600162,600166,600170,600177,600188,600196,600199,600208,600216,600221,600239,600240,600252,600256,600259,600266,600267,600271,600276,600300,600309,600315,600316,600325,600332,600340,600348,600352,600362,600366,600369,600372,600376,600383,600395,600406,600415,600418,600489,600497,600498,600503,600516,600518,600519,600535,600546,600547,600549,600583,600585,600588,600597,600598,600600,600633,600637,600639,600643,600649,600663,600674,600675,600684,600690,600702,600703,600705,600736,600739,600741,600747,600748,600759,600765,600770,600773,600795,600804,600809,600816,600823,600832,600837,600875,600880,600886,600887,600893,600895,600900,600970,600999,601006,601009,601088,601099,601111,601117,601118,601166,601168,601169,601186,601216,601288,601299,601318,601328,601336,601377,601390,601398,601555,601588,601600,601601,601607,601628,601633,601668,601669,601688,601699,601717,601766,601800,601808,601818,601857,601888,601899,601901,601928,601939,601958,601988,601989,601992,601998,603000,603993&date=20131120&field=NPToTOR
20140220
/market/getStockFactorsOneDay.csv?stockID=600000,600008,600009,600010,600011,600015,600016,600018,600019,600027,600028,600029,600030,600031,600036,600048,600050,600058,600060,600064,600066,600067,600085,600089,600094,600100,600104,600108,600109,600111,600118,600123,600141,600143,600150,600157,600158,600160,600162,600166,600170,600177,600188,600196,600199,600208,600216,600221,600239,600240,600252,600256,600259,600266,600267,600271,600276,600300,600309,600315,600316,600325,600332,600340,600348,600352,600362,600366,600369,600372,600376,600383,600395,600406,600415,600418,600489,600497,600498,600503,600516,600518,600519,600535,600546,600547,600549,600583,600585,600588,600597,600598,600600,600633,600637,600639,600643,600649,600663,600674,600675,600684,600690,600702,600703,600705,600736,600739,600741,600747,600748,600759,600765,600770,600773,600795,600804,600809,600816,600823,600832,600837,600875,600880,600886,600887,600893,600895,600900,600970,600999,601006,601009,601088,601099,601111,601117,601118,601166,601168,601169,601186,601216,601288,601299,601318,601328,601336,601377,601390,601398,601555,601588,601600,601601,601607,601628,601633,601668,601669,601688,601699,601717,601766,601800,601808,601818,601857,601888,601899,601901,601928,601939,601958,601988,601989,601992,601998,603000,603993&date=20140220&field=NPToTOR
20140520
/market/getStockFactorsOneDay.csv?stockID=600000,600008,600009,600010,600011,600015,600016,600018,600019,600027,600028,600029,600030,600031,600036,600048,600050,600058,600060,600064,600066,600067,600085,600089,600094,600100,600104,600108,600109,600111,600118,600123,600141,600143,600150,600157,600158,600160,600162,600166,600170,600177,600188,600196,600199,600208,600216,600221,600239,600240,600252,600256,600259,600266,600267,600271,600276,600300,600309,600315,600316,600325,600332,600340,600348,600352,600362,600366,600369,600372,600376,600383,600395,600406,600415,600418,600489,600497,600498,600503,600516,600518,600519,600535,600546,600547,600549,600583,600585,600588,600597,600598,600600,600633,600637,600639,600643,600649,600663,600674,600675,600684,600690,600702,600703,600705,600736,600739,600741,600747,600748,600759,600765,600770,600773,600795,600804,600809,600816,600823,600832,600837,600875,600880,600886,600887,600893,600895,600900,600970,600999,601006,601009,601088,601099,601111,601117,601118,601166,601168,601169,601186,601216,601288,601299,601318,601328,601336,601377,601390,601398,601555,601588,601600,601601,601607,601628,601633,601668,601669,601688,601699,601717,601766,601800,601808,601818,601857,601888,601899,601901,601928,601939,601958,601988,601989,601992,601998,603000,603993&date=20140520&field=NPToTOR
20140813
/market/getStockFactorsOneDay.csv?stockID=600000,600008,600009,600010,600011,600015,600016,600018,600019,600027,600028,600029,600030,600031,600036,600048,600050,600058,600060,600064,600066,600067,600085,600089,600094,600100,600104,600108,600109,600111,600118,600123,600141,600143,600150,600157,600158,600160,600162,600166,600170,600177,600188,600196,600199,600208,600216,600221,600239,600240,600252,600256,600259,600266,600267,600271,600276,600300,600309,600315,600316,600325,600332,600340,600348,600352,600362,600366,600369,600372,600376,600383,600395,600406,600415,600418,600489,600497,600498,600503,600516,600518,600519,600535,600546,600547,600549,600583,600585,600588,600597,600598,600600,600633,600637,600639,600643,600649,600663,600674,600675,600684,600690,600702,600703,600705,600736,600739,600741,600747,600748,600759,600765,600770,600773,600795,600804,600809,600816,600823,600832,600837,600875,600880,600886,600887,600893,600895,600900,600970,600999,601006,601009,601088,601099,601111,601117,601118,601166,601168,601169,601186,601216,601288,601299,601318,601328,601336,601377,601390,601398,601555,601588,601600,601601,601607,601628,601633,601668,601669,601688,601699,601717,601766,601800,601808,601818,601857,601888,601899,601901,601928,601939,601958,601988,601989,601992,601998,603000,603993&date=20140813&field=NPToTOR
20141113
/market/getStockFactorsOneDay.csv?stockID=600000,600008,600009,600010,600011,600015,600016,600018,600019,600027,600028,600029,600030,600031,600036,600048,600050,600058,600060,600064,600066,600067,600085,600089,600094,600100,600104,600108,600109,600111,600118,600123,600141,600143,600150,600157,600158,600160,600162,600166,600170,600177,600188,600196,600199,600208,600216,600221,600239,600240,600252,600256,600259,600266,600267,600271,600276,600300,600309,600315,600316,600325,600332,600340,600348,600352,600362,600366,600369,600372,600376,600383,600395,600406,600415,600418,600489,600497,600498,600503,600516,600518,600519,600535,600546,600547,600549,600583,600585,600588,600597,600598,600600,600633,600637,600639,600643,600649,600663,600674,600675,600684,600690,600702,600703,600705,600736,600739,600741,600747,600748,600759,600765,600770,600773,600795,600804,600809,600816,600823,600832,600837,600875,600880,600886,600887,600893,600895,600900,600970,600999,601006,601009,601088,601099,601111,601117,601118,601166,601168,601169,601186,601216,601288,601299,601318,601328,601336,601377,601390,601398,601555,601588,601600,601601,601607,601628,601633,601668,601669,601688,601699,601717,601766,601800,601808,601818,601857,601888,601899,601901,601928,601939,601958,601988,601989,601992,601998,603000,603993&date=20141113&field=NPToTOR
```
```py
min(bt.cash)
0.59175999897206566
```
- Python 量化交易教程
- 第一部分 新手入门
- 一 量化投资视频学习课程
- 二 Python 手把手教学
- 量化分析师的Python日记【第1天：谁来给我讲讲Python？】
- 量化分析师的Python日记【第2天：再接着介绍一下Python呗】
- 量化分析师的Python日记【第3天：一大波金融Library来袭之numpy篇】
- 量化分析师的Python日记【第4天：一大波金融Library来袭之scipy篇】
- 量化分析师的Python日记【第5天：数据处理的瑞士军刀pandas】
- 量化分析师的Python日记【第6天：数据处理的瑞士军刀pandas下篇
- 量化分析师的Python日记【第7天：Q Quant 之初出江湖】
- 量化分析师的Python日记【第8天 Q Quant兵器谱之函数插值】
- 量化分析师的Python日记【第9天 Q Quant兵器谱之二叉树】
- 量化分析师的Python日记【第10天 Q Quant兵器谱 -之偏微分方程1】
- 量化分析师的Python日记【第11天 Q Quant兵器谱之偏微分方程2】
- 量化分析师的Python日记【第12天：量化入门进阶之葵花宝典：因子如何产生和回测】
- 量化分析师的Python日记【第13天 Q Quant兵器谱之偏微分方程3】
- 量化分析师的Python日记【第14天：如何在优矿上做Alpha对冲模型】
- 量化分析师的Python日记【第15天：如何在优矿上搞一个wealthfront出来】
- 第二部分 股票量化相关
- 一 基本面分析
- 1.1 alpha 多因子模型
- 破解Alpha对冲策略——观《量化分析师Python日记第14天》有感
- 熔断不要怕， alpha model 为你保驾护航！
- 寻找 alpha 之: alpha 设计
- 1.2 基本面因子选股
- Porfolio（现金比率+负债现金+现金保障倍数）+市盈率
- ROE选股指标
- 成交量因子
- ROIC&cashROIC
- 【国信金工】资产周转率选股模型
- 【基本面指标】Cash Cow
- 量化因子选股——净利润／营业总收入
- 营业收入增长率+市盈率
- 1.3 财报阅读 • [米缸量化读财报] 资产负债表-投资相关资产
- 1.4 股东分析
- 技术分析入门 【2】 —— 大家抢筹码（06年至12年版）
- 技术分析入门 【2】 —— 大家抢筹码（06年至12年版）— 更新版
- 谁是中国A股最有钱的自然人
- 1.5 宏观研究
- 【干货包邮】手把手教你做宏观择时
- 宏观研究：从估值角度看当前市场
- 追寻“国家队”的足迹
- 二 套利
- 2.1 配对交易
- HS300ETF套利（上）
- 【统计套利】配对交易
- 相似公司股票搬砖
- Paired trading
- 2.2 期现套利 • 通过股指期货的期现差与 ETF 对冲套利
- 三 事件驱动
- 3.1 盈利预增
- 盈利预增事件
- 事件驱动策略示例——盈利预增
- 3.2 分析师推荐 • 分析师的金手指？
- 3.3 牛熊转换
- 历史总是相似 牛市还在延续
- 历史总是相似 牛市已经见顶？
- 3.4 熔断机制 • 股海拾贝之 [熔断错杀股]
- 3.5 暴涨暴跌 • [实盘感悟] 遇上暴跌我该怎么做？
- 3.6 兼并重组、举牌收购 • 宝万战-大戏开幕
- 四 技术分析
- 4.1 布林带
- 布林带交易策略
- 布林带回调系统-日内
- Conservative Bollinger Bands
- Even More Conservative Bollinger Bands
- Simple Bollinger Bands
- 4.2 均线系统
- 技术分析入门 —— 双均线策略
- 5日线10日线交易策略
- 用5日均线和10日均线进行判断 --- 改进版
- macross
- 4.3 MACD
- Simple MACD
- MACD quantization trade
- MACD平滑异同移动平均线方法
- 4.4 阿隆指标 • 技术指标阿隆（ Aroon ）全解析
- 4.5 CCI • CCI 顺势指标探索
- 4.6 RSI
- 重写 rsi
- RSI指标策略
- 4.7 DMI • DMI 指标体系的构建及简单应用
- 4.8 EMV • EMV 技术指标的构建及应用
- 4.9 KDJ • KDJ 策略
- 4.10 CMO
- CMO 策略模仿练习 1
- CMO策略模仿练习2
- [技术指标] CMO
- 4.11 FPC • FPC 指标选股
- 4.12 Chaikin Volatility
- 嘉庆离散指标测试
- 4.13 委比 • 实时计算委比
- 4.14 封单量
- 按照封单跟流通股本比例排序，剔除6月上市新股，前50
- 涨停股票封单统计
- 实时计算涨停板股票的封单资金与总流通市值的比例
- 4.15 成交量 • 决战之地， IF1507 ！
- 4.16 K 线分析 • 寻找夜空中最亮的星
- 五 量化模型
- 5.1 动量模型
- Momentum策略
- 【小散学量化】-2-动量模型的简单实践
- 一个追涨的策略(修正版)
- 动量策略（momentum driven）
- 动量策略（momentum driven）——修正版
- 最经典的Momentum和Contrarian在中国市场的测试
- 最经典的Momentum和Contrarian在中国市场的测试-yanheven改进
- ［策略］基于胜率的趋势交易策略
- 策略探讨（更新）：价量结合+动量反转
- 反向动量策略（reverse momentum driven）
- 轻松跑赢大盘 - 主题Momentum策略
- Contrarian strategy
- 5.2 Joseph Piotroski 9 F-Score Value Investing Model · 基本面选股系统：Piotroski F-Score ranking system
- 5.3 SVR · 使用SVR预测股票开盘价 v1.0
- 5.4 决策树、随机树
- 决策树模型（固定模型）
- 基于Random Forest的决策策略
- 5.5 钟摆理论 · 钟摆理论的简单实现——完美躲过股灾和精准抄底
- 5.6 海龟模型
- simple turtle
- 侠之大者 一起赚钱
- 5.7 5217 策略 · 白龙马的新手策略
- 5.8 SMIA · 基于历史状态空间相似性匹配的行业配置 SMIA 模型—取交集
- 5.9 神经网络
- 神经网络交易的训练部分
- 通过神经网络进行交易
- 5.10 PAMR · PAMR ： 基于均值反转的投资组合选择策略 - 修改版
- 5.11 Fisher Transform · Using Fisher Transform Indicator
- 5.12 分型假说， Hurst 指数 · 分形市场假说，一个听起来很美的假说
- 5.13 变点理论 · 变点策略初步
- 5.14 Z-score Model
- Zscore Model Tutorial
- 信用债风险模型初探之：Z-Score Model
- user-defined package
- 5.15 机器学习 · Machine Learning 学习笔记（一） by OTreeWEN
- 5.16 DualTrust 策略和布林强盗策略
- 5.17 卡尔曼滤波
- 5.18 LPPL anti-bubble model
- 今天大盘熔断大跌，后市如何—— based on LPPL anti-bubble model
- 破解股市泡沫之谜——对数周期幂率（LPPL）模型
- 六 大数据模型
- 6.1 市场情绪分析
- 通联情绪指标策略
- 互联网+量化投资 大数据指数手把手
- 6.2 新闻热点
- 如何使用优矿之“新闻热点”？
- 技术分析【3】—— 众星拱月，众口铄金?
- 七 排名选股系统
- 7.1 小市值投资法
- 学习笔记：可模拟（小市值+便宜 的修改版）
- 市值最小300指数
- 流通市值最小股票（新筛选器版）
- 持有市值最小的10只股票
- 10% smallest cap stock
- 7.2 羊驼策略
- 羊驼策略
- 羊驼反转策略（修改版）
- 羊驼反转策略
- 我的羊驼策略，选5只股无脑轮替
- 7.3 低价策略
- 专捡便宜货(新版quartz)
- 策略原理
- 便宜就是 alpha
- 八 轮动模型
- 8.1 大小盘轮动 · 新手上路 -- 二八ETF择时轮动策略2.0
- 8.2 季节性策略
- Halloween Cycle
- Halloween cycle 2
- 夏买电，东买煤？
- 历史的十一月板块涨幅
- 8.3 行业轮动
- 银行股轮动
- 申万二级行业在最近1年、3个月、5个交易日的涨幅统计
- 8.4 主题轮动
- 快速研究主题神器
- recommendation based on subject
- strategy7: recommendation based on theme
- 板块异动类
- 风险因子（离散类）
- 8.5 龙头轮动
- Competitive Securities
- Market Competitiveness
- 主题龙头类
- 九 组合投资
- 9.1 指数跟踪 · [策略] 指数跟踪低成本建仓策略
- 9.2 GMVP · Global Minimum Variance Portfolio (GMVP)
- 9.3 凸优化 · 如何在 Python 中利用 CVXOPT 求解二次规划问题
- 十 波动率
- 10.1 波动率选股 · 风平浪静 风起猪飞
- 10.2 波动率择时
- 基于 VIX 指数的择时策略
- 简单低波动率指数
- 10.3 Arch/Garch 模型 · 如何使用优矿进行 GARCH 模型分析
- 十一 算法交易
- 11.1 VWAP · Value-Weighted Average Price (VWAP)
- 十二 中高频交易
- 12.1 order book 分析 · 基于高频 limit order book 数据的短程价格方向预测—— via multi-class SVM
- 12.2 日内交易 · 大盘日内走势 (for 择时)
- 十三 Alternative Strategy
- 13.1 易经、传统文化 · 老黄历诊股
- 第三部分 基金、利率互换、固定收益类
- 一 分级基金
- “优矿”集思录——分级基金专题
- 基于期权定价的分级基金交易策略
- 基于期权定价的兴全合润基金交易策略
- 二 基金分析
- Alpha 基金“黑天鹅事件” -- 思考以及原因
- 三 债券
- 债券报价中的小陷阱
- 四 利率互换
- Swap Curve Construction
- 中国 Repo 7D 互换的例子
- 第四部分 衍生品相关
- 一 期权数据
- 如何获取期权市场数据快照
- 期权高频数据准备
- 二 期权系列
- [ 50ETF 期权] 1. 历史成交持仓和 PCR 数据
- 【50ETF期权】 2. 历史波动率
- 【50ETF期权】 3. 中国波指 iVIX
- 【50ETF期权】 4. Greeks 和隐含波动率微笑
- 【50ETF期权】 5. 日内即时监控 Greeks 和隐含波动率微笑
- 【50ETF期权】 5. 日内即时监控 Greeks 和隐含波动率微笑
- 三 期权分析
- 【50ETF期权】 期权择时指数 1.0
- 每日期权风险数据整理
- 期权头寸计算
- 期权探秘1
- 期权探秘2
- 期权市场一周纵览
- 基于期权PCR指数的择时策略
- 期权每日成交额PC比例计算
- 四 期货分析
- 【前方高能！】Gifts from Santa Claus——股指期货趋势交易研究