# simple turtle > 来源：https://uqer.io/community/share/55fe8f58f9f06c597165ef13 ```py start = '2011-01-01' # 回测起始时间 end = '2015-09-01' # 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 = 100000 # 起始资金 freq = 'd' # 策略类型，'d'表示日间策略使用日线回测，'m'表示日内策略使用分钟线回测 refresh_rate = 1 # 调仓频率，表示执行handle_data的时间间隔，若freq = 'd'时间间隔的单位为交易日，若freq = 'm'时间间隔为分钟 longest_history=60 pos_pieces=10 window=20 def initialize(account): # 初始化虚拟账户状态 pass def handle_data(account): # 每个交易日的买入卖出指令 highest_price=account.get_attribute_history('highPrice',window) lowest_price=account.get_attribute_history('lowPrice',window) for stock in account.universe: current_price=account.referencePrice[stock] if current_price > highest_price[stock].max() and account.position.secpos.get(stock,0)==0: order_to(stock,capital_base/pos_pieces/current_price) elif current_price < lowest_price[stock].min(): order_to(stock,0) return ```