# Momentum策略 > 来源：https://uqer.io/community/share/5526191ef9f06c8f33904571 ```py import pandas as pd from pandas import Series, DataFrame start = datetime(2011, 1, 1) end = datetime(2014, 8, 1) benchmark = 'SH50' universe = set_universe('SH50') capital_base = 100000 refresh_rate = 10 window = 20 def initialize(account): account.amount = 300 add_history('hist', window) def handle_data(account): momentum = {'symbol':[], 'c_ret':[]} for stk in account.universe: momentum = pd.DataFrame(momentum) momentum = momentum.append([{'symbol':stk,'c_ret':account.hist[stk]['closePrice'].iloc[-1]/account.hist[stk]['closePrice'].iloc[0]}]) momentum = momentum.sort(columns='c_ret').reset_index(drop=True) momentum = momentum[len(momentum)*4/5:len(momentum)] buylist = momentum['symbol'].tolist() for stk in account.stkpos: if (stk not in buylist) and (account.stkpos[stk]>0): order_to(stk, 0) for stk in buylist: if account.stkpos.get(stk,0) == 0: order_to(stk, account.amount) ```