# 嘉庆离散指标测试 > 来源：https://uqer.io/community/share/55595229f9f06c6c7104f8b3 ```py import numpy as np start = datetime(2011, 1, 1) end = datetime(2015, 4, 27) benchmark = 'HS300' universe = set_universe('HS300') capital_base = 100000 short_history = 30 longest_history = 60 pos_pieces = 10 enter_window = 20 exit_window = 10 N = 4 def initialize(account): account.postion_size_hold = {} for stk in universe: account.postion_size_hold[stk] = 0 def handle_data(account): for stock in account.universe: cnt_price = account.referencePrice[stock] a1 = account.get_attribute_history('closePrice', longest_history)[stock]-account.get_attribute_history('lowPrice', longest_history)[stock] b1 = account.get_attribute_history('closePrice', longest_history)[stock]-account.get_attribute_history('highPrice',longest_history)[stock] c1 = account.get_attribute_history('highPrice',longest_history)[stock]-account.get_attribute_history('lowPrice',longest_history)[stock] d1 = account.get_attribute_history('turnoverVol', longest_history)[stock] adl = ((((a1)-(b1))/(c1)))*d1 a2 = account.get_attribute_history('closePrice', short_history)[stock]-account.get_attribute_history('lowPrice', short_history)[stock] b2 = account.get_attribute_history('closePrice', short_history)[stock]-account.get_attribute_history('highPrice',short_history)[stock] c2 = account.get_attribute_history('highPrice',short_history)[stock]-account.get_attribute_history('lowPrice',short_history)[stock] d2 = account.get_attribute_history('turnoverVol', short_history)[stock] ads = ((((a2)-(b2))/(c2)))*d2 mean_cp1 = adl.mean() mean_cp2 = ads.mean() flag = mean_cp1 - mean_cp2 if flag > 0 and account.postion_size_hold[stock]<N: order_to(stock, capital_base/pos_pieces/cnt_price/N) account.postion_size_hold[stock] += 1 elif flag < 0 : order_to(stock, 0) account.postion_size_hold[stock] = 0 ```