# 重写 rsi > 来源：https://uqer.io/community/share/560dfd84f9f06c4ca82fb597 ```py import talib as ta import numpy as np import pandas as pd from pandas import DataFrame,Series start = '2014-01-01' # 回测起始时间 end = '2015-01-01' # 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 = 10000000 # 起始资金 freq = 'd' # 策略类型，'d'表示日间策略使用日线回测 refresh_rate = 1 # 调仓频率，表示执行handle_data的时间间隔，由于freq = 'd'，时间间隔的单位为交易日 pieces=10 #每个标的最多买1/10 def initaialize(account): pass def handle_data(account): prices=account.get_attribute_history('closePrice',100) for s in universe: cun_price=price[s][-1] cun_amount[s]=account.secpos.get(s,0) RSI=ta.RSI(prices[s],9) buy_flag=RSI[-1]>RSI[-2] and RSI[-1]>30 #计算买入条件 sell_flag = RSI[-1]<RSI[-2] and RSI[-1]<70 #计算卖出条件 amount_max=int((0.1*capital_base)/cun_price) #计算单支仓位上限 amount = min(int(2500000/cun_price),amount_max-cun-amount[s]) #计算下单量 if buy_flag and (cun_amount[s]<amount_max): order(s,amount) elif sell_flag and (cun_amount[s]>0): order_to(s,0) --------------------------------------------------------------------------- ValueError Traceback (most recent call last) <mercury-input-6-72d5ab71705d> in <module>() 61 perf = quartz.perf_parse(bt, quartz_acct) 62 elif QUARTZ_CACHE.get('start', 0) == sim_params.first_trading_day and QUARTZ_CACHE.get('end', 0) == sim_params.last_trading_day and QUARTZ_CACHE.get('benchmark', 0) == benchmark and QUARTZ_CACHE.get('universe', 0) == sim_params.universe: ---> 63 strategy = quartz.sim_condition.strategy.TradingStrategy(initialize, handle_data) 64 bt, quartz_acct = quartz.quick_backtest_generator(sim_params = QUARTZ_CACHE['sim_params'], 65 strategy = strategy, python2.7/site-packages/quartz/sim_condition/strategy.pyc in __init__(self, initialize, handle_data) 19 def __init__(self, initialize=None, handle_data=None): 20 if not hasattr(initialize, '__call__'): ---> 21 raise ValueError('initialize must be a function!') 22 else: 23 self._initialize = initialize ValueError: initialize must be a function! ```