# 事件驱动策略示例——盈利预增 > 来源：https://uqer.io/community/share/54d972c1f9f06c276f651a72 ## 策略思路 + 从DataAPI中获取沪深300成分股的盈利预增事件数据 + 每个交易日，将昨天发布盈利预增事件公司加入买入列表 + 根据调仓限制和买入列表进行调仓 + 调仓限制 + (1) 股票持有不超过50只 + (2) 一旦买入，持有40个交易日 + (3) 仅当持有数量低于50只时才买入股票，补满50只 ```py import pandas as pd from datetime import datetime from functools import partial fields_ef = ['secID', 'publishDate'] get_data = partial(DataAPI.FdmtEfGet, forecastType = 22, field = fields_ef) # forecastType 22: 盈利预增 data_ef = [] for stock in set_universe('HS300'): try: if len(data_ef): data_ef = data_ef.append(get_data(secID = stock)) else: data_ef = get_data(secID = stock) except: pass data_ef['publishDate'] = pd.to_datetime(data_ef['publishDate']) data_ef = data_ef.sort(columns = 'publishDate') data_ef = data_ef[data_ef.publishDate >= datetime(2010, 1, 1)] ``` ```py start = '2010-01-01' end = '2015-04-01' benchmark = 'HS300' universe = set_universe('HS300') capital_base = 1000000 longest_history = 1 max_t = 40 # 持仓时间 max_n = 50 # 持仓数量 def initialize(account): account.hold_period = {} def handle_data(account): yesterday = account.get_symbol_history('tradeDate', 1)[0] data_sub = data_ef[data_ef.publishDate == yesterday] if len(data_sub): buylist = [s for s in data_sub['secID'].tolist() if s in account.universe] rebalance(account, buylist) def rebalance(account, buylist): n = 0 for stock, t in account.hold_period.items(): if t == max_t: order_to(stock, 0) del account.hold_period[stock] else: account.hold_period[stock] += 1 n += 1 if n == max_n or buylist == []: return b = max_n - n buylist = [s for s in buylist if s not in account.hold_period] for stock in buylist[:b]: order(stock, account.referencePortfolioValue / b / account.referencePrice[stock]) account.hold_period[stock] = 0 ```