# 我的羊驼策略，选5只股无脑轮替
> 来源：https://uqer.io/community/share/561290f2f9f06c4ca72fb5ab
```py
from CAL.PyCAL import Date
from CAL.PyCAL import Calendar
from CAL.PyCAL import BizDayConvention
import numpy as np
start = '2013-01-01' # 回测起始时间
end = '2014-07-01' # 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 = 5 # 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
#EGRO 5年收益增长率
#GrossIncomeRatio 毛利率
#NetProfitGrowRate 净利润同比增长
#DEGM 毛利率增长，去年同期相比
#OperatingRevenueGrowRate 营业收入同比增长
#ROE 权益回报率
#DebtsAssetRatio 负债资产率
#EPS 每股收益
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
buylist=[]
selist=[]
dt = Date.fromDateTime(account.current_date)
cal = Calendar('China.SSE')
lastTDay = cal.advanceDate(dt,'-1B',BizDayConvention.Preceding)
last_date=lastTDay.strftime('%Y%m%d')
getData=DataAPI.MktStockFactorsOneDayGet(tradeDate=last_date,secID=account.universe,field=['secID','NetProfitGrowRate'],pandas="1")
getData.set_index('secID',inplace=True)
getData=getData[getData.NetProfitGrowRate>=1.0].dropna()
getData=getData.sort(columns='NetProfitGrowRate',ascending=False)
getData=getData.head(20)
getData['profitRatio']=np.nan
try:
for stock in list(getData.index):
getData['profitRatio'][stock]=(account.get_symbol_history(stock,refresh_rate)['closePrice'][-1]/account.get_symbol_history(stock,refresh_rate)['closePrice'][0])
except:
print 'GET PROFITRATIO ERROR!!!'
getData=getData.sort(columns='profitRatio',ascending=False)
getData=getData.head(5)
print "getData:",getData
for stock in list(getData.index):
buylist.append(stock)
print "buylist:",buylist
for stock in account.valid_secpos:
if(stock in buylist):
pass
else:
order_to(stock,0)
for stock in buylist:
if(stock in account.valid_secpos):
pass
else:
order(stock,account.cash/account.referencePrice[stock]/len(buylist))
print "日期：",account.current_date,",持仓：",account.valid_secpos
```
```
GET PROFITRATIO ERROR!!!
getData: NetProfitGrowRate profitRatio
secID
000883.XSHE 31.0717 NaN
000413.XSHE 10.4768 NaN
000046.XSHE 2.3237 NaN
600157.XSHG 2.1672 NaN
002450.XSHE 1.7749 NaN
buylist: ['000883.XSHE', '000413.XSHE', '000046.XSHE', '600157.XSHG', '002450.XSHE']
日期： 2013-01-04 00:00:00 ,持仓： {}
getData: NetProfitGrowRate profitRatio
secID
002008.XSHE 1.1794 1.087628
300058.XSHE 1.2371 1.056438
600157.XSHG 2.1672 1.041454
000883.XSHE 31.0717 1.034817
002450.XSHE 1.7749 1.032616
buylist: ['002008.XSHE', '300058.XSHE', '600157.XSHG', '000883.XSHE', '002450.XSHE']
日期： 2013-01-11 00:00:00 ,持仓： {'600157.XSHG': 5822, '002450.XSHE': 1824.0, '000883.XSHE': 6011, '000046.XSHE': 3943, '000413.XSHE': 5056}
getData: NetProfitGrowRate profitRatio
secID
600157.XSHG 2.1672 1.113170
002450.XSHE 1.7749 1.103866
002008.XSHE 1.1794 1.092182
300058.XSHE 1.2371 1.083742
600108.XSHG 1.1371 1.081443
buylist: ['600157.XSHG', '002450.XSHE', '002008.XSHE', '300058.XSHE', '600108.XSHG']
日期： 2013-01-18 00:00:00 ,持仓： {'600157.XSHG': 5822, '002450.XSHE': 1824.0, '000883.XSHE': 6011}
getData: NetProfitGrowRate profitRatio
secID
600157.XSHG 2.1672 1.024451
300058.XSHE 1.2371 1.011067
600383.XSHG 1.0580 1.000000
600108.XSHG 1.1371 0.984742
002450.XSHE 1.7749 0.957582
buylist: ['600157.XSHG', '300058.XSHE', '600383.XSHG', '600108.XSHG', '002450.XSHE']
日期： 2013-01-25 00:00:00 ,持仓： {'002450.XSHE': 1824.0, '600108.XSHG': 1104, '600157.XSHG': 5822, '300058.XSHE': 1315, '002008.XSHE': 824}
getData: NetProfitGrowRate profitRatio
secID
600157.XSHG 2.1672 1.112213
600011.XSHG 1.5759 1.078102
600383.XSHG 1.0580 1.075537
002008.XSHE 1.1794 1.037387
300058.XSHE 1.2371 1.028319
buylist: ['600157.XSHG', '600011.XSHG', '600383.XSHG', '002008.XSHE', '300058.XSHE']
日期： 2013-02-01 00:00:00 ,持仓： {'002450.XSHE': 1824.0, '600108.XSHG': 1104, '600157.XSHG': 5822, '300058.XSHE': 1315, '600383.XSHG': 1080}
getData: NetProfitGrowRate profitRatio
secID
002008.XSHE 1.1794 1.099718
000046.XSHE 2.3237 1.076794
600383.XSHG 1.0580 1.069296
000413.XSHE 10.4768 1.015821
600011.XSHG 1.5759 1.004408
buylist: ['002008.XSHE', '000046.XSHE', '600383.XSHG', '000413.XSHE', '600011.XSHG']
日期： 2013-02-08 00:00:00 ,持仓： {'600157.XSHG': 5822, '002008.XSHE': 727, '300058.XSHE': 1315, '600011.XSHG': 1257, '600383.XSHG': 1080}
getData: NetProfitGrowRate profitRatio
secID
300058.XSHE 1.2371 1.022028
600108.XSHG 1.1371 0.997116
002450.XSHE 1.7749 0.971011
000413.XSHE 10.4768 0.962690
002008.XSHE 1.1794 0.955920
buylist: ['300058.XSHE', '600108.XSHG', '002450.XSHE', '000413.XSHE', '002008.XSHE']
日期： 2013-02-22 00:00:00 ,持仓： {'002008.XSHE': 727, '000413.XSHE': 2549, '600011.XSHG': 1257, '600383.XSHG': 1080, '000046.XSHE': 2003}
getData: NetProfitGrowRate profitRatio
secID
002008.XSHE 1.1794 1.050923
002450.XSHE 1.7749 1.050195
600383.XSHG 1.0580 1.047712
000046.XSHE 2.3237 1.032878
600011.XSHG 1.5759 1.023239
buylist: ['002008.XSHE', '002450.XSHE', '600383.XSHG', '000046.XSHE', '600011.XSHG']
日期： 2013-03-01 00:00:00 ,持仓： {'002450.XSHE': 1122, '600108.XSHG': 1941, '000413.XSHE': 2549, '300058.XSHE': 1855, '002008.XSHE': 727}
getData: NetProfitGrowRate profitRatio
secID
600011.XSHG 1.5759 1.057045
000883.XSHE 31.0717 1.044418
002450.XSHE 1.7749 1.041435
000413.XSHE 10.4768 1.032852
002008.XSHE 1.1794 1.030952
buylist: ['600011.XSHG', '000883.XSHE', '002450.XSHE', '000413.XSHE', '002008.XSHE']
日期： 2013-03-08 00:00:00 ,持仓： {'002450.XSHE': 1122, '002008.XSHE': 727, '600383.XSHG': 1466, '600011.XSHG': 1769, '000046.XSHE': 2043}
getData: NetProfitGrowRate profitRatio
secID
002456.XSHE 14.5041 1.082176
002450.XSHE 1.7749 1.055441
000883.XSHE 31.0717 1.009892
000413.XSHE 10.4768 0.966968
600011.XSHG 1.5759 0.958285
buylist: ['002456.XSHE', '002450.XSHE', '000883.XSHE', '000413.XSHE', '600011.XSHG']
日期： 2013-03-15 00:00:00 ,持仓： {'002450.XSHE': 1122, '002008.XSHE': 727, '000883.XSHE': 3341, '600011.XSHG': 1769, '000413.XSHE': 2801}
getData: NetProfitGrowRate profitRatio
secID
002456.XSHE 14.5041 1.092847
600383.XSHG 1.0580 1.081583
002008.XSHE 1.1794 1.072461
000046.XSHE 2.3237 1.053841
600108.XSHG 1.1371 1.044520
buylist: ['002456.XSHE', '600383.XSHG', '002008.XSHE', '000046.XSHE', '600108.XSHG']
日期： 2013-03-22 00:00:00 ,持仓： {'002450.XSHE': 1122, '000883.XSHE': 3341, '600011.XSHG': 1769, '002456.XSHE': 697, '000413.XSHE': 2801}
getData: NetProfitGrowRate profitRatio
secID
000895.XSHE 1.0951 1.100220
002456.XSHE 14.5041 1.010301
000413.XSHE 10.4768 0.996685
600383.XSHG 1.0580 0.987662
002450.XSHE 2.2432 0.977696
buylist: ['000895.XSHE', '002456.XSHE', '000413.XSHE', '600383.XSHG', '002450.XSHE']
日期： 2013-03-29 00:00:00 ,持仓： {'600108.XSHG': 1490, '002008.XSHE': 827, '000046.XSHE': 2286, '002456.XSHE': 697, '600383.XSHG': 1615}
getData: NetProfitGrowRate profitRatio
secID
000046.XSHE 2.3237 1.040085
002456.XSHE 14.5041 1.020039
600108.XSHG 1.1371 1.017244
002008.XSHE 1.1794 1.016968
601991.XSHG 1.0666 1.006950
buylist: ['000046.XSHE', '002456.XSHE', '600108.XSHG', '002008.XSHE', '601991.XSHG']
日期： 2013-04-09 00:00:00 ,持仓： {'002450.XSHE': 837, '000895.XSHE': 471, '600383.XSHG': 1615, '002456.XSHE': 697, '000413.XSHE': 3024}
getData: NetProfitGrowRate profitRatio
secID
000895.XSHE 1.0951 1.062802
000413.XSHE 10.4768 1.023791
601991.XSHG 1.0666 1.020423
002456.XSHE 14.5041 1.019788
000046.XSHE 2.3237 1.008401
buylist: ['000895.XSHE', '000413.XSHE', '601991.XSHG', '002456.XSHE', '000046.XSHE']
日期： 2013-04-16 00:00:00 ,持仓： {'600108.XSHG': 1630, '002008.XSHE': 821, '601991.XSHG': 2584, '000046.XSHE': 2391, '002456.XSHE': 697}
getData: NetProfitGrowRate profitRatio
secID
002450.XSHE 2.2432 1.225398
002456.XSHE 14.5041 1.178291
600108.XSHG 2.9211 1.085501
000895.XSHE 1.0951 1.081940
000712.XSHE 21.2835 1.048451
buylist: ['002450.XSHE', '002456.XSHE', '600108.XSHG', '000895.XSHE', '000712.XSHE']
日期： 2013-04-23 00:00:00 ,持仓： {'000895.XSHE': 458, '601991.XSHG': 2584, '000046.XSHE': 2391, '002456.XSHE': 697, '000413.XSHE': 2722}
getData: NetProfitGrowRate profitRatio
secID
300251.XSHE 1.0538 1.225936
601901.XSHG 1.6801 1.086260
000783.XSHE 1.8956 1.083919
000046.XSHE 2.3047 1.049812
000712.XSHE 21.2835 1.031657
buylist: ['300251.XSHE', '601901.XSHG', '000783.XSHE', '000046.XSHE', '000712.XSHE']
日期： 2013-05-03 00:00:00 ,持仓： {'002450.XSHE': 636, '600108.XSHG': 1598, '000895.XSHE': 458, '002456.XSHE': 697, '000712.XSHE': 1434}
getData: NetProfitGrowRate profitRatio
secID
300251.XSHE 1.0538 1.119771
002673.XSHE 1.4960 1.059101
600011.XSHG 2.9428 1.047790
000413.XSHE 3.1256 1.047541
600316.XSHG 1.3699 1.046952
buylist: ['300251.XSHE', '002673.XSHE', '600011.XSHG', '000413.XSHE', '600316.XSHG']
日期： 2013-05-10 00:00:00 ,持仓： {'000712.XSHE': 1434, '300251.XSHE': 985, '000046.XSHE': 2278, '601901.XSHG': 1461, '000783.XSHE': 2336}
getData: NetProfitGrowRate profitRatio
secID
600316.XSHG 1.3699 1.152960
600108.XSHG 2.4674 1.081311
002450.XSHE 2.2106 1.076391
000712.XSHE 21.2835 1.073935
002456.XSHE 9.8722 1.072468
buylist: ['600316.XSHG', '600108.XSHG', '002450.XSHE', '000712.XSHE', '002456.XSHE']
日期： 2013-05-17 00:00:00 ,持仓： {'002673.XSHE': 1604, '600316.XSHG': 704, '300251.XSHE': 985, '600011.XSHG': 1945, '000413.XSHE': 3086}
getData: NetProfitGrowRate profitRatio
secID
002450.XSHE 2.2106 1.099246
600583.XSHG 1.3907 1.075360
300251.XSHE 1.0538 1.060257
000413.XSHE 3.1256 1.053806
000625.XSHE 4.4493 1.043534
buylist: ['002450.XSHE', '600583.XSHG', '300251.XSHE', '000413.XSHE', '000625.XSHE']
日期： 2013-05-24 00:00:00 ,持仓： {'002450.XSHE': 643, '600108.XSHG': 1574, '600316.XSHG': 704, '002456.XSHE': 405, '000712.XSHE': 1378}
getData: NetProfitGrowRate profitRatio
secID
000712.XSHE 21.2835 1.166762
000046.XSHE 2.3047 1.123654
000413.XSHE 3.1256 1.075840
601901.XSHG 1.6801 1.056115
600316.XSHG 1.3699 1.052770
buylist: ['000712.XSHE', '000046.XSHE', '000413.XSHE', '601901.XSHG', '600316.XSHG']
日期： 2013-05-31 00:00:00 ,持仓： {'002450.XSHE': 643, '300251.XSHE': 923, '000625.XSHE': 1099, '600583.XSHG': 1550, '000413.XSHE': 2882}
getData: NetProfitGrowRate profitRatio
secID
000046.XSHE 2.3047 1.039187
002456.XSHE 9.8722 1.019868
000413.XSHE 3.1256 1.014214
000712.XSHE 21.2835 1.011627
000539.XSHE 1.0140 1.005502
buylist: ['000046.XSHE', '002456.XSHE', '000413.XSHE', '000712.XSHE', '000539.XSHE']
日期： 2013-06-07 00:00:00 ,持仓： {'000712.XSHE': 1158, '600316.XSHG': 558, '000046.XSHE': 2108, '601901.XSHG': 1550, '000413.XSHE': 2882}
getData: NetProfitGrowRate profitRatio
secID
300251.XSHE 1.0538 1.146265
000413.XSHE 3.1256 1.122355
601991.XSHG 1.0182 1.096403
002450.XSHE 2.2106 1.079312
000712.XSHE 21.2835 1.018607
buylist: ['300251.XSHE', '000413.XSHE', '601991.XSHG', '002450.XSHE', '000712.XSHE']
日期： 2013-06-19 00:00:00 ,持仓： {'000712.XSHE': 1158, '000539.XSHE': 2804, '000046.XSHE': 2108, '002456.XSHE': 481, '000413.XSHE': 2882}
getData: NetProfitGrowRate profitRatio
secID
601991.XSHG 1.0182 0.993971
600011.XSHG 2.9428 0.961163
000625.XSHE 4.4493 0.949968
002450.XSHE 2.2106 0.938177
300251.XSHE 1.0538 0.930702
buylist: ['601991.XSHG', '600011.XSHG', '000625.XSHE', '002450.XSHE', '300251.XSHE']
日期： 2013-06-26 00:00:00 ,持仓： {'002450.XSHE': 633, '000712.XSHE': 1158, '601991.XSHG': 2463, '300251.XSHE': 827, '000413.XSHE': 2882}
getData: NetProfitGrowRate profitRatio
secID
600108.XSHG 2.4674 1.115134
002456.XSHE 9.8722 1.111125
000712.XSHE 21.2835 1.094753
600886.XSHG 2.7866 1.082971
600011.XSHG 2.9428 1.066637
buylist: ['600108.XSHG', '002456.XSHE', '000712.XSHE', '600886.XSHG', '600011.XSHG']
日期： 2013-07-03 00:00:00 ,持仓： {'002450.XSHE': 633, '000625.XSHE': 1270, '601991.XSHG': 2463, '300251.XSHE': 827, '600011.XSHG': 2487}
getData: NetProfitGrowRate profitRatio
secID
600011.XSHG 2.9428 1.045534
000625.XSHE 4.4493 1.035993
000046.XSHE 2.3047 1.032779
600795.XSHG 1.0106 0.995629
600886.XSHG 2.7866 0.994578
buylist: ['600011.XSHG', '000625.XSHE', '000046.XSHE', '600795.XSHG', '600886.XSHG']
日期： 2013-07-10 00:00:00 ,持仓： {'600108.XSHG': 1624, '000712.XSHE': 1215, '600011.XSHG': 2487, '002456.XSHE': 421, '600886.XSHG': 3186}
getData: NetProfitGrowRate profitRatio
secID
600583.XSHG 1.3907 1.123528
601901.XSHG 1.6801 1.116944
002673.XSHE 1.4960 1.102686
600369.XSHG 1.5169 1.101620
002450.XSHE 2.2106 1.100006
buylist: ['600583.XSHG', '601901.XSHG', '002673.XSHE', '600369.XSHG', '002450.XSHE']
日期： 2013-07-17 00:00:00 ,持仓： {'600886.XSHG': 3186, '000625.XSHE': 1317, '600795.XSHG': 5623, '600011.XSHG': 2487, '000046.XSHE': 2541}
getData: NetProfitGrowRate profitRatio
secID
000413.XSHE 3.1256 1.117993
002450.XSHE 2.2106 1.036790
000712.XSHE 21.2835 1.035480
600583.XSHG 1.3907 1.034635
600108.XSHG 2.4674 1.030835
buylist: ['000413.XSHE', '002450.XSHE', '000712.XSHE', '600583.XSHG', '600108.XSHG']
日期： 2013-07-24 00:00:00 ,持仓： {'002450.XSHE': 601, '002673.XSHE': 1755, '600369.XSHG': 2597, '600583.XSHG': 1511, '601901.XSHG': 1775}
getData: NetProfitGrowRate profitRatio
secID
600011.XSHG 2.9428 1.040415
601991.XSHG 1.0182 1.030665
600369.XSHG 1.5169 1.003435
000413.XSHE 3.1256 1.001363
002673.XSHE 1.4960 0.988043
buylist: ['600011.XSHG', '601991.XSHG', '600369.XSHG', '000413.XSHE', '002673.XSHE']
日期： 2013-07-31 00:00:00 ,持仓： {'002450.XSHE': 601, '600108.XSHG': 1756, '600583.XSHG': 1511, '000712.XSHE': 1274, '000413.XSHE': 2480}
getData: NetProfitGrowRate profitRatio
secID
000625.XSHE 4.4493 1.201249
000712.XSHE 21.2835 1.140688
600886.XSHG 2.7866 1.110534
600011.XSHG 3.1450 1.097059
600027.XSHG 2.9527 1.088622
buylist: ['000625.XSHE', '000712.XSHE', '600886.XSHG', '600011.XSHG', '600027.XSHG']
日期： 2013-08-07 00:00:00 ,持仓： {'601991.XSHG': 2276, '002673.XSHE': 1864, '600369.XSHG': 2787, '600011.XSHG': 2318, '000413.XSHE': 2480}
getData: NetProfitGrowRate profitRatio
secID
600157.XSHG 2.3238 1.161850
600886.XSHG 2.7866 1.064370
601555.XSHG 1.3076 1.059994
600369.XSHG 1.5169 1.050995
600108.XSHG 2.4674 1.039207
buylist: ['600157.XSHG', '600886.XSHG', '601555.XSHG', '600369.XSHG', '600108.XSHG']
日期： 2013-08-14 00:00:00 ,持仓： {'600027.XSHG': 3865, '000712.XSHE': 1035, '000625.XSHE': 1120, '600011.XSHG': 2318, '600886.XSHG': 3080}
getData: NetProfitGrowRate profitRatio
secID
000413.XSHE 3.1256 1.096319
600663.XSHG 1.4512 1.011244
000725.XSHE 1.5732 1.000000
002456.XSHE 9.8722 0.992576
600027.XSHG 2.9527 0.980969
buylist: ['000413.XSHE', '600663.XSHG', '000725.XSHE', '002456.XSHE', '600027.XSHG']
日期： 2013-08-21 00:00:00 ,持仓： {'600108.XSHG': 1660, '600157.XSHG': 4363, '600369.XSHG': 2671, '600886.XSHG': 3080, '601555.XSHG': 1635}
getData: NetProfitGrowRate profitRatio
secID
600663.XSHG 1.4512 1.251894
300027.XSHE 1.2203 1.251205
300251.XSHE 1.0400 1.080901
600252.XSHG 1.1888 1.048242
000625.XSHE 4.4493 1.046591
buylist: ['600663.XSHG', '300027.XSHE', '300251.XSHE', '600252.XSHG', '000625.XSHE']
日期： 2013-08-28 00:00:00 ,持仓： {'600027.XSHG': 4114, '000725.XSHE': 5254, '600663.XSHG': 1021, '002456.XSHE': 501, '000413.XSHE': 1901}
getData: NetProfitGrowRate profitRatio
secID
600648.XSHG 1.3325 1.331161
600108.XSHG 2.1869 1.234514
600663.XSHG 1.4512 1.162914
300027.XSHE 1.2203 1.082302
000625.XSHE 3.9408 1.055561
buylist: ['600648.XSHG', '600108.XSHG', '600663.XSHG', '300027.XSHE', '000625.XSHE']
日期： 2013-09-04 00:00:00 ,持仓： {'000625.XSHE': 1139, '300251.XSHE': 747, '600663.XSHG': 1021, '600252.XSHG': 2250, '300027.XSHE': 467}
getData: NetProfitGrowRate profitRatio
secID
600648.XSHG 1.3325 1.464392
300027.XSHE 1.2203 1.132654
000503.XSHE 2.4690 1.097778
600663.XSHG 1.4512 1.078274
601555.XSHG 1.3076 1.073362
buylist: ['600648.XSHG', '300027.XSHE', '000503.XSHE', '600663.XSHG', '601555.XSHG']
日期： 2013-09-11 00:00:00 ,持仓： {'600108.XSHG': 1324, '000625.XSHE': 1139, '600663.XSHG': 1021, '300027.XSHE': 467}
getData: NetProfitGrowRate profitRatio
secID
600648.XSHG 1.3325 1.395300
300251.XSHE 1.0400 1.215395
300027.XSHE 1.2203 1.177448
000413.XSHE 1.5996 1.096738
000503.XSHE 2.4690 1.028571
buylist: ['600648.XSHG', '300251.XSHE', '300027.XSHE', '000413.XSHE', '000503.XSHE']
日期： 2013-09-18 00:00:00 ,持仓： {'000503.XSHE': 690, '300027.XSHE': 467, '600663.XSHG': 1021, '601555.XSHG': 1685}
getData: NetProfitGrowRate profitRatio
secID
600663.XSHG 1.4512 1.309473
600648.XSHG 1.3325 1.197671
300251.XSHE 1.0400 1.085617
600108.XSHG 2.1869 1.072006
000712.XSHE 1.9401 1.006185
buylist: ['600663.XSHG', '600648.XSHG', '300251.XSHE', '600108.XSHG', '000712.XSHE']
日期： 2013-09-27 00:00:00 ,持仓： {'600648.XSHG': 294, '000503.XSHE': 690, '300027.XSHE': 467, '300251.XSHE': 698, '000413.XSHE': 2201}
getData: NetProfitGrowRate profitRatio
secID
600108.XSHG 2.1869 1.243266
000503.XSHE 2.4690 1.068320
600583.XSHG 1.1630 1.048205
000625.XSHE 3.9408 1.047890
600674.XSHG 1.8199 1.046938
buylist: ['600108.XSHG', '000503.XSHE', '600583.XSHG', '000625.XSHE', '600674.XSHG']
日期： 2013-10-11 00:00:00 ,持仓： {'600108.XSHG': 1302, '600648.XSHG': 294, '300251.XSHE': 698, '600663.XSHG': 439, '000712.XSHE': 1111}
getData: NetProfitGrowRate profitRatio
secID
002456.XSHE 2.6541 1.189799
000503.XSHE 2.4690 1.133425
000712.XSHE 1.9401 1.042925
600027.XSHG 7.8319 1.029016
600011.XSHG 3.1450 1.029006
buylist: ['002456.XSHE', '000503.XSHE', '000712.XSHE', '600027.XSHG', '600011.XSHG']
日期： 2013-10-18 00:00:00 ,持仓： {'600108.XSHG': 1302, '000503.XSHE': 610, '000625.XSHE': 1227, '600583.XSHG': 1738, '600674.XSHG': 2257}
getData: NetProfitGrowRate profitRatio
secID
000413.XSHE 1.5996 1.045447
600252.XSHG 1.3699 1.039856
002450.XSHE 1.1200 1.035005
600648.XSHG 1.3325 1.027141
600583.XSHG 1.1630 1.021851
buylist: ['000413.XSHE', '600252.XSHG', '002450.XSHE', '600648.XSHG', '600583.XSHG']
日期： 2013-10-25 00:00:00 ,持仓： {'600027.XSHG': 4383, '000503.XSHE': 610, '600011.XSHG': 2477, '002456.XSHE': 554, '000712.XSHE': 1206}
getData: NetProfitGrowRate profitRatio
secID
600886.XSHG 2.6808 1.124354
300017.XSHE 1.5261 1.084772
600011.XSHG 1.6585 1.068460
600583.XSHG 1.3300 1.058399
600027.XSHG 5.8031 1.051499
buylist: ['600886.XSHG', '300017.XSHE', '600011.XSHG', '600583.XSHG', '600027.XSHG']
日期： 2013-11-01 00:00:00 ,持仓： {'002450.XSHE': 781, '600648.XSHG': 281, '600583.XSHG': 1667, '600252.XSHG': 2785, '000413.XSHE': 2018}
getData: NetProfitGrowRate profitRatio
secID
600583.XSHG 1.3300 1.132449
002202.XSHE 4.3413 1.046205
000917.XSHE 1.5781 1.006599
600027.XSHG 5.8031 1.006038
000712.XSHE 1.7032 1.001928
buylist: ['600583.XSHG', '002202.XSHE', '000917.XSHE', '600027.XSHG', '000712.XSHE']
日期： 2013-11-08 00:00:00 ,持仓： {'600027.XSHG': 4345, '600886.XSHG': 3134, '300017.XSHE': 795, '600583.XSHG': 1667, '600011.XSHG': 2470}
getData: NetProfitGrowRate profitRatio
secID
600352.XSHG 1.4342 1.051812
000917.XSHE 1.5781 1.040933
600252.XSHG 1.3699 1.038871
300017.XSHE 1.5261 1.022195
002202.XSHE 4.3413 1.020151
buylist: ['600352.XSHG', '000917.XSHE', '600252.XSHG', '300017.XSHE', '002202.XSHE']
日期： 2013-11-15 00:00:00 ,持仓： {'600027.XSHG': 4345, '002202.XSHE': 1490, '000917.XSHE': 782, '600583.XSHG': 1667, '000712.XSHE': 1136}
getData: NetProfitGrowRate profitRatio
secID
600648.XSHG 1.8864 1.102044
601628.XSHG 1.9948 1.096096
600583.XSHG 1.3300 1.069177
600663.XSHG 1.6233 1.064922
600369.XSHG 1.4694 1.048993
buylist: ['600648.XSHG', '601628.XSHG', '600583.XSHG', '600663.XSHG', '600369.XSHG']
日期： 2013-11-22 00:00:00 ,持仓： {'000917.XSHE': 782, '002202.XSHE': 1490, '300017.XSHE': 762, '600252.XSHG': 2921, '600352.XSHG': 2187}
getData: NetProfitGrowRate profitRatio
secID
600352.XSHG 1.4342 1.119820
601099.XSHG 2.3074 1.114664
300017.XSHE 1.5261 1.111971
000625.XSHE 2.8365 1.037890
600369.XSHG 1.4694 1.035814
buylist: ['600352.XSHG', '601099.XSHG', '300017.XSHE', '000625.XSHE', '600369.XSHG']
日期： 2013-11-29 00:00:00 ,持仓： {'600648.XSHG': 314, '601628.XSHG': 828, '600369.XSHG': 2632, '600583.XSHG': 1416, '600663.XSHG': 656}
getData: NetProfitGrowRate profitRatio
secID
000712.XSHE 1.7032 1.151983
600369.XSHG 1.4694 1.084413
000625.XSHE 2.8365 1.078332
601628.XSHG 1.9948 1.041333
002202.XSHE 4.3413 1.039846
buylist: ['000712.XSHE', '600369.XSHG', '000625.XSHE', '601628.XSHG', '002202.XSHE']
日期： 2013-12-06 00:00:00 ,持仓： {'601099.XSHG': 3117, '600352.XSHG': 1859, '300017.XSHE': 705, '600369.XSHG': 2632, '000625.XSHE': 1045}
getData: NetProfitGrowRate profitRatio
secID
300017.XSHE 1.5261 1.105913
601099.XSHG 2.3074 1.019100
600663.XSHG 1.6233 1.004301
600352.XSHG 1.4342 1.001420
600674.XSHG 1.8361 0.997585
buylist: ['300017.XSHE', '601099.XSHG', '600663.XSHG', '600352.XSHG', '600674.XSHG']
日期： 2013-12-13 00:00:00 ,持仓： {'002202.XSHE': 1431, '601628.XSHG': 754, '600369.XSHG': 2632, '000625.XSHE': 1045, '000712.XSHE': 1013}
getData: NetProfitGrowRate profitRatio
secID
300017.XSHE 1.5261 1.108336
000009.XSHE 1.6400 1.017611
000686.XSHE 43.8777 0.989797
600674.XSHG 1.8361 0.982998
600648.XSHG 1.8864 0.974786
buylist: ['300017.XSHE', '000009.XSHE', '000686.XSHE', '600674.XSHG', '600648.XSHG']
日期： 2013-12-20 00:00:00 ,持仓： {'601099.XSHG': 3012, '600352.XSHG': 1849, '300017.XSHE': 689, '600663.XSHG': 636, '600674.XSHG': 2028}
getData: NetProfitGrowRate profitRatio
secID
000046.XSHE 1.8622 1.062081
000917.XSHE 1.5781 1.052427
600352.XSHG 1.4342 1.022568
600252.XSHG 1.3699 1.022152
601628.XSHG 1.9948 1.020006
buylist: ['000046.XSHE', '000917.XSHE', '600352.XSHG', '600252.XSHG', '601628.XSHG']
日期： 2013-12-27 00:00:00 ,持仓： {'000009.XSHE': 1550, '600648.XSHG': 350, '000686.XSHE': 1535, '300017.XSHE': 689, '600674.XSHG': 2028}
getData: NetProfitGrowRate profitRatio
secID
300017.XSHE 1.5261 1.064353
002202.XSHE 4.3413 1.056975
600252.XSHG 1.3699 1.055956
601099.XSHG 2.3074 1.038871
000686.XSHE 43.8777 1.018868
buylist: ['300017.XSHE', '002202.XSHE', '600252.XSHG', '601099.XSHG', '000686.XSHE']
日期： 2014-01-06 00:00:00 ,持仓： {'000917.XSHE': 715, '600352.XSHG': 1872, '601628.XSHG': 799, '000046.XSHE': 2584, '600252.XSHG': 2727}
getData: NetProfitGrowRate profitRatio
secID
600583.XSHG 1.3300 1.132102
600648.XSHG 1.8864 1.067373
600663.XSHG 1.6233 1.048503
600886.XSHG 2.6808 1.033741
600011.XSHG 1.6585 1.018681
buylist: ['600583.XSHG', '600648.XSHG', '600663.XSHG', '600886.XSHG', '600011.XSHG']
日期： 2014-01-13 00:00:00 ,持仓： {'601099.XSHG': 2949, '002202.XSHE': 1390, '000686.XSHE': 1479, '300017.XSHE': 568, '600252.XSHG': 2727}
getData: NetProfitGrowRate profitRatio
secID
601099.XSHG 2.3074 1.126824
002202.XSHE 4.3413 1.113215
000712.XSHE 1.7032 1.053295
600352.XSHG 1.4342 1.031516
601628.XSHG 1.9948 1.030327
buylist: ['601099.XSHG', '002202.XSHE', '000712.XSHE', '600352.XSHG', '601628.XSHG']
日期： 2014-01-20 00:00:00 ,持仓： {'600886.XSHG': 2992, '600648.XSHG': 359, '600583.XSHG': 1437, '600663.XSHG': 705, '600011.XSHG': 2573}
getData: NetProfitGrowRate profitRatio
secID
300017.XSHE 1.5261 1.209802
601099.XSHG 2.3074 1.148589
002202.XSHE 4.3413 1.141289
000712.XSHE 1.7032 1.115776
600648.XSHG 1.8864 1.096859
buylist: ['300017.XSHE', '601099.XSHG', '002202.XSHE', '000712.XSHE', '600648.XSHG']
日期： 2014-01-27 00:00:00 ,持仓： {'601099.XSHG': 2640, '002202.XSHE': 1306, '601628.XSHG': 793, '000712.XSHE': 1016, '600352.XSHG': 1968}
getData: NetProfitGrowRate profitRatio
secID
300017.XSHE 1.5261 1.170863
000712.XSHE 1.7032 1.146359
601099.XSHG 2.3074 1.086993
000917.XSHE 1.5781 1.066609
000686.XSHE 43.8777 1.049759
buylist: ['300017.XSHE', '000712.XSHE', '601099.XSHG', '000917.XSHE', '000686.XSHE']
日期： 2014-02-10 00:00:00 ,持仓： {'601099.XSHG': 2640, '600648.XSHG': 332, '300017.XSHE': 450, '000712.XSHE': 1016, '002202.XSHE': 1306}
getData: NetProfitGrowRate profitRatio
secID
600352.XSHG 1.4342 1.073845
000009.XSHE 1.6400 1.041815
600663.XSHG 1.6233 1.039189
000046.XSHE 1.8622 1.031897
600252.XSHG 1.3699 1.023154
buylist: ['600352.XSHG', '000009.XSHE', '600663.XSHG', '000046.XSHE', '600252.XSHG']
日期： 2014-02-17 00:00:00 ,持仓： {'601099.XSHG': 2640, '000917.XSHE': 702, '000686.XSHE': 1389, '300017.XSHE': 450, '000712.XSHE': 1016}
getData: NetProfitGrowRate profitRatio
secID
600674.XSHG 1.8361 1.024902
300017.XSHE 1.5261 1.012560
000046.XSHE 1.8622 1.006401
000009.XSHE 1.6400 1.000000
600886.XSHG 2.6808 1.000000
buylist: ['600674.XSHG', '300017.XSHE', '000046.XSHE', '000009.XSHE', '600886.XSHG']
日期： 2014-02-24 00:00:00 ,持仓： {'000009.XSHE': 1264, '600352.XSHG': 1792, '000046.XSHE': 2652, '600252.XSHG': 2601, '600663.XSHG': 632}
getData: NetProfitGrowRate profitRatio
secID
000009.XSHE 1.6400 1.057629
600369.XSHG 1.4694 1.039398
000712.XSHE 1.7032 1.037474
600027.XSHG 5.8031 1.027129
000686.XSHE 43.8777 1.010130
buylist: ['000009.XSHE', '600369.XSHG', '000712.XSHE', '600027.XSHG', '000686.XSHE']
日期： 2014-03-03 00:00:00 ,持仓： {'000009.XSHE': 1264, '300017.XSHE': 410, '000046.XSHE': 2652, '600674.XSHG': 2260, '600886.XSHG': 3073}
getData: NetProfitGrowRate profitRatio
secID
601099.XSHG 2.3074 1.114637
600352.XSHG 1.4342 1.074520
300017.XSHE 1.5261 1.069434
000712.XSHE 1.7032 1.047295
002202.XSHE 4.3413 1.024708
buylist: ['601099.XSHG', '600352.XSHG', '300017.XSHE', '000712.XSHE', '002202.XSHE']
日期： 2014-03-10 00:00:00 ,持仓： {'600027.XSHG': 4278, '000009.XSHE': 1264, '600369.XSHG': 2679, '000686.XSHE': 1580, '000712.XSHE': 761}
getData: NetProfitGrowRate profitRatio
secID
000686.XSHE 2.1949 1.110835
000009.XSHE 1.6400 1.049752
600886.XSHG 2.6808 1.045168
600583.XSHG 1.3300 1.032905
600674.XSHG 1.8361 1.032297
buylist: ['000686.XSHE', '000009.XSHE', '600886.XSHG', '600583.XSHG', '600674.XSHG']
日期： 2014-03-17 00:00:00 ,持仓： {'601099.XSHG': 2167, '002202.XSHE': 1110, '300017.XSHE': 424, '000712.XSHE': 761, '600352.XSHG': 1650}
getData: NetProfitGrowRate profitRatio
secID
002202.XSHE 4.3413 1.042749
000686.XSHE 2.1949 1.035724
600027.XSHG 5.8031 1.034172
300017.XSHE 1.2855 1.021615
601601.XSHG 1.2722 1.016992
buylist: ['002202.XSHE', '000686.XSHE', '600027.XSHG', '300017.XSHE', '601601.XSHG']
日期： 2014-03-24 00:00:00 ,持仓： {'000009.XSHE': 1248, '000686.XSHE': 1492, '600583.XSHG': 1487, '600674.XSHG': 2191, '600886.XSHG': 2851}
getData: NetProfitGrowRate profitRatio
secID
000625.XSHE 2.8365 1.066057
600886.XSHG 2.6808 1.047739
600352.XSHG 1.4342 1.046220
600674.XSHG 1.8361 1.017640
600867.XSHG 2.0088 1.000000
buylist: ['000625.XSHE', '600886.XSHG', '600352.XSHG', '600674.XSHG', '600867.XSHG']
日期： 2014-03-31 00:00:00 ,持仓： {'600027.XSHG': 3955, '002202.XSHE': 1094, '000686.XSHE': 1492, '300017.XSHE': 369, '601601.XSHG': 730}
getData: NetProfitGrowRate profitRatio
secID
000625.XSHE 2.8365 1.088728
600352.XSHG 1.4342 1.059077
000750.XSHE 1.0884 1.043022
600648.XSHG 1.8864 1.032962
002594.XSHE 2.6444 1.032853
buylist: ['000625.XSHE', '600352.XSHG', '000750.XSHE', '600648.XSHG', '002594.XSHE']
日期： 2014-04-08 00:00:00 ,持仓： {'600352.XSHG': 1466, '000625.XSHE': 1192, '600867.XSHG': 1049, '600886.XSHG': 2667, '600674.XSHG': 2073}
getData: NetProfitGrowRate profitRatio
secID
000625.XSHE 2.8365 1.104711
000009.XSHE 1.6400 1.039688
601628.XSHG 1.2186 1.028232
600839.XSHG 1.7718 1.021942
600648.XSHG 1.8864 1.020342
buylist: ['000625.XSHE', '000009.XSHE', '601628.XSHG', '600839.XSHG', '600648.XSHG']
日期： 2014-04-15 00:00:00 ,持仓： {'600648.XSHG': 379, '000750.XSHE': 1054, '000625.XSHE': 1192, '002594.XSHE': 213, '600352.XSHG': 1466}
getData: NetProfitGrowRate profitRatio
secID
300017.XSHE 1.2855 1.055075
000917.XSHE 1.5781 1.044945
601179.XSHG 2.3206 1.013215
002594.XSHE 2.6444 1.010078
600648.XSHG 1.8864 1.006202
buylist: ['300017.XSHE', '000917.XSHE', '601179.XSHG', '002594.XSHE', '600648.XSHG']
日期： 2014-04-22 00:00:00 ,持仓： {'000009.XSHE': 1191, '600648.XSHG': 379, '601628.XSHG': 788, '600839.XSHG': 2982, '000625.XSHE': 1192}
getData: NetProfitGrowRate profitRatio
secID
002202.XSHE 1.3557 1.018616
300017.XSHE 1.6739 1.004767
600369.XSHG 1.4618 0.998828
600027.XSHG 1.9501 0.987302
000728.XSHE 1.4491 0.986435
buylist: ['002202.XSHE', '300017.XSHE', '600369.XSHG', '600027.XSHG', '000728.XSHE']
日期： 2014-04-29 00:00:00 ,持仓： {'000917.XSHE': 776, '600648.XSHG': 379, '300017.XSHE': 453, '601179.XSHG': 2964, '002594.XSHE': 227}
getData: NetProfitGrowRate profitRatio
secID
300017.XSHE 1.6739 1.077084
300058.XSHE 1.0727 1.072137
600633.XSHG 1.1869 1.033699
600886.XSHG 1.2837 1.030234
600887.XSHG 1.1054 1.027954
buylist: ['300017.XSHE', '300058.XSHE', '600633.XSHG', '600886.XSHG', '600887.XSHG']
日期： 2014-05-08 00:00:00 ,持仓： {'600027.XSHG': 4050, '002202.XSHE': 1328, '300017.XSHE': 453, '600369.XSHG': 2660, '000728.XSHE': 1218}
getData: NetProfitGrowRate profitRatio
secID
000728.XSHE 1.4491 1.083973
600867.XSHG 1.3611 1.066896
600352.XSHG 1.1168 1.051762
600633.XSHG 1.1869 1.046675
600111.XSHG 1.5238 1.033323
buylist: ['000728.XSHE', '600867.XSHG', '600352.XSHG', '600633.XSHG', '600111.XSHG']
日期： 2014-05-15 00:00:00 ,持仓： {'300017.XSHE': 453, '600633.XSHG': 862, '600886.XSHG': 2311, '600887.XSHG': 898, '300058.XSHE': 781}
getData: NetProfitGrowRate profitRatio
secID
600886.XSHG 1.2837 1.056149
600649.XSHG 1.2412 1.037091
600027.XSHG 1.2327 1.025260
600674.XSHG 1.3748 1.024103
000725.XSHE 1.5186 1.014085
buylist: ['600886.XSHG', '600649.XSHG', '600027.XSHG', '600674.XSHG', '000725.XSHE']
日期： 2014-05-22 00:00:00 ,持仓： {'600352.XSHG': 1407, '600111.XSHG': 873, '600633.XSHG': 862, '600867.XSHG': 1113, '000728.XSHE': 1089}
getData: NetProfitGrowRate profitRatio
secID
002594.XSHE 1.2435 1.133788
300017.XSHE 1.6739 1.121024
600867.XSHG 1.3611 1.091230
002202.XSHE 1.3557 1.079545
600633.XSHG 1.1869 1.068456
buylist: ['002594.XSHE', '300017.XSHE', '600867.XSHG', '002202.XSHE', '600633.XSHG']
日期： 2014-05-29 00:00:00 ,持仓： {'600027.XSHG': 3653, '600649.XSHG': 1697, '000725.XSHE': 5011, '600886.XSHG': 2329, '600674.XSHG': 1915}
getData: NetProfitGrowRate profitRatio
secID
300027.XSHE 1.3626 1.133186
600886.XSHG 1.2837 1.034307
000712.XSHE 3.9370 1.029255
600839.XSHG 1.1077 1.026230
600867.XSHG 1.3611 1.024717
buylist: ['300027.XSHE', '600886.XSHG', '000712.XSHE', '600839.XSHG', '600867.XSHG']
日期： 2014-06-06 00:00:00 ,持仓： {'300017.XSHE': 412, '002202.XSHE': 1200, '600633.XSHG': 822, '600867.XSHG': 993, '002594.XSHE': 231}
getData: NetProfitGrowRate profitRatio
secID
600633.XSHG 1.1869 1.056702
000712.XSHE 3.9370 1.052317
300027.XSHE 1.3626 1.046564
600886.XSHG 1.2837 1.035149
002202.XSHE 1.3557 1.022519
buylist: ['600633.XSHG', '000712.XSHE', '300027.XSHE', '600886.XSHG', '002202.XSHE']
日期： 2014-06-13 00:00:00 ,持仓： {'000712.XSHE': 819, '600839.XSHG': 3482, '600867.XSHG': 993, '600886.XSHG': 2231, '300027.XSHE': 452}
getData: NetProfitGrowRate profitRatio
secID
000725.XSHE 1.5186 1.023041
600867.XSHG 1.3611 1.004021
600583.XSHG 1.6443 0.995563
000625.XSHE 1.6681 0.989348
600111.XSHG 1.5238 0.984946
buylist: ['000725.XSHE', '600867.XSHG', '600583.XSHG', '000625.XSHE', '600111.XSHG']
日期： 2014-06-20 00:00:00 ,持仓： {'002202.XSHE': 1156, '600633.XSHG': 752, '600886.XSHG': 2231, '000712.XSHE': 819, '300027.XSHE': 452}
getData: NetProfitGrowRate profitRatio
secID
300017.XSHE 1.6739 1.094995
002594.XSHE 1.2435 1.062227
600886.XSHG 1.2837 1.034318
600867.XSHG 1.3611 1.027216
600111.XSHG 1.5238 1.022082
buylist: ['300017.XSHE', '002594.XSHE', '600886.XSHG', '600867.XSHG', '600111.XSHG']
日期： 2014-06-27 00:00:00 ,持仓： {'000625.XSHE': 907, '600111.XSHG': 858, '000725.XSHE': 4859, '600867.XSHG': 960, '600583.XSHG': 1550}
```
- Python 量化交易教程
- 第一部分 新手入门
- 一 量化投资视频学习课程
- 二 Python 手把手教学
- 量化分析师的Python日记【第1天：谁来给我讲讲Python？】
- 量化分析师的Python日记【第2天：再接着介绍一下Python呗】
- 量化分析师的Python日记【第3天：一大波金融Library来袭之numpy篇】
- 量化分析师的Python日记【第4天：一大波金融Library来袭之scipy篇】
- 量化分析师的Python日记【第5天：数据处理的瑞士军刀pandas】
- 量化分析师的Python日记【第6天：数据处理的瑞士军刀pandas下篇
- 量化分析师的Python日记【第7天：Q Quant 之初出江湖】
- 量化分析师的Python日记【第8天 Q Quant兵器谱之函数插值】
- 量化分析师的Python日记【第9天 Q Quant兵器谱之二叉树】
- 量化分析师的Python日记【第10天 Q Quant兵器谱 -之偏微分方程1】
- 量化分析师的Python日记【第11天 Q Quant兵器谱之偏微分方程2】
- 量化分析师的Python日记【第12天：量化入门进阶之葵花宝典：因子如何产生和回测】
- 量化分析师的Python日记【第13天 Q Quant兵器谱之偏微分方程3】
- 量化分析师的Python日记【第14天：如何在优矿上做Alpha对冲模型】
- 量化分析师的Python日记【第15天：如何在优矿上搞一个wealthfront出来】
- 第二部分 股票量化相关
- 一 基本面分析
- 1.1 alpha 多因子模型
- 破解Alpha对冲策略——观《量化分析师Python日记第14天》有感
- 熔断不要怕， alpha model 为你保驾护航！
- 寻找 alpha 之: alpha 设计
- 1.2 基本面因子选股
- Porfolio（现金比率+负债现金+现金保障倍数）+市盈率
- ROE选股指标
- 成交量因子
- ROIC&cashROIC
- 【国信金工】资产周转率选股模型
- 【基本面指标】Cash Cow
- 量化因子选股——净利润／营业总收入
- 营业收入增长率+市盈率
- 1.3 财报阅读 • [米缸量化读财报] 资产负债表-投资相关资产
- 1.4 股东分析
- 技术分析入门 【2】 —— 大家抢筹码（06年至12年版）
- 技术分析入门 【2】 —— 大家抢筹码（06年至12年版）— 更新版
- 谁是中国A股最有钱的自然人
- 1.5 宏观研究
- 【干货包邮】手把手教你做宏观择时
- 宏观研究：从估值角度看当前市场
- 追寻“国家队”的足迹
- 二 套利
- 2.1 配对交易
- HS300ETF套利（上）
- 【统计套利】配对交易
- 相似公司股票搬砖
- Paired trading
- 2.2 期现套利 • 通过股指期货的期现差与 ETF 对冲套利
- 三 事件驱动
- 3.1 盈利预增
- 盈利预增事件
- 事件驱动策略示例——盈利预增
- 3.2 分析师推荐 • 分析师的金手指？
- 3.3 牛熊转换
- 历史总是相似 牛市还在延续
- 历史总是相似 牛市已经见顶？
- 3.4 熔断机制 • 股海拾贝之 [熔断错杀股]
- 3.5 暴涨暴跌 • [实盘感悟] 遇上暴跌我该怎么做？
- 3.6 兼并重组、举牌收购 • 宝万战-大戏开幕
- 四 技术分析
- 4.1 布林带
- 布林带交易策略
- 布林带回调系统-日内
- Conservative Bollinger Bands
- Even More Conservative Bollinger Bands
- Simple Bollinger Bands
- 4.2 均线系统
- 技术分析入门 —— 双均线策略
- 5日线10日线交易策略
- 用5日均线和10日均线进行判断 --- 改进版
- macross
- 4.3 MACD
- Simple MACD
- MACD quantization trade
- MACD平滑异同移动平均线方法
- 4.4 阿隆指标 • 技术指标阿隆（ Aroon ）全解析
- 4.5 CCI • CCI 顺势指标探索
- 4.6 RSI
- 重写 rsi
- RSI指标策略
- 4.7 DMI • DMI 指标体系的构建及简单应用
- 4.8 EMV • EMV 技术指标的构建及应用
- 4.9 KDJ • KDJ 策略
- 4.10 CMO
- CMO 策略模仿练习 1
- CMO策略模仿练习2
- [技术指标] CMO
- 4.11 FPC • FPC 指标选股
- 4.12 Chaikin Volatility
- 嘉庆离散指标测试
- 4.13 委比 • 实时计算委比
- 4.14 封单量
- 按照封单跟流通股本比例排序，剔除6月上市新股，前50
- 涨停股票封单统计
- 实时计算涨停板股票的封单资金与总流通市值的比例
- 4.15 成交量 • 决战之地， IF1507 ！
- 4.16 K 线分析 • 寻找夜空中最亮的星
- 五 量化模型
- 5.1 动量模型
- Momentum策略
- 【小散学量化】-2-动量模型的简单实践
- 一个追涨的策略(修正版)
- 动量策略（momentum driven）
- 动量策略（momentum driven）——修正版
- 最经典的Momentum和Contrarian在中国市场的测试
- 最经典的Momentum和Contrarian在中国市场的测试-yanheven改进
- ［策略］基于胜率的趋势交易策略
- 策略探讨（更新）：价量结合+动量反转
- 反向动量策略（reverse momentum driven）
- 轻松跑赢大盘 - 主题Momentum策略
- Contrarian strategy
- 5.2 Joseph Piotroski 9 F-Score Value Investing Model · 基本面选股系统：Piotroski F-Score ranking system
- 5.3 SVR · 使用SVR预测股票开盘价 v1.0
- 5.4 决策树、随机树
- 决策树模型（固定模型）
- 基于Random Forest的决策策略
- 5.5 钟摆理论 · 钟摆理论的简单实现——完美躲过股灾和精准抄底
- 5.6 海龟模型
- simple turtle
- 侠之大者 一起赚钱
- 5.7 5217 策略 · 白龙马的新手策略
- 5.8 SMIA · 基于历史状态空间相似性匹配的行业配置 SMIA 模型—取交集
- 5.9 神经网络
- 神经网络交易的训练部分
- 通过神经网络进行交易
- 5.10 PAMR · PAMR ： 基于均值反转的投资组合选择策略 - 修改版
- 5.11 Fisher Transform · Using Fisher Transform Indicator
- 5.12 分型假说， Hurst 指数 · 分形市场假说，一个听起来很美的假说
- 5.13 变点理论 · 变点策略初步
- 5.14 Z-score Model
- Zscore Model Tutorial
- 信用债风险模型初探之：Z-Score Model
- user-defined package
- 5.15 机器学习 · Machine Learning 学习笔记（一） by OTreeWEN
- 5.16 DualTrust 策略和布林强盗策略
- 5.17 卡尔曼滤波
- 5.18 LPPL anti-bubble model
- 今天大盘熔断大跌，后市如何—— based on LPPL anti-bubble model
- 破解股市泡沫之谜——对数周期幂率（LPPL）模型
- 六 大数据模型
- 6.1 市场情绪分析
- 通联情绪指标策略
- 互联网+量化投资 大数据指数手把手
- 6.2 新闻热点
- 如何使用优矿之“新闻热点”？
- 技术分析【3】—— 众星拱月，众口铄金?
- 七 排名选股系统
- 7.1 小市值投资法
- 学习笔记：可模拟（小市值+便宜 的修改版）
- 市值最小300指数
- 流通市值最小股票（新筛选器版）
- 持有市值最小的10只股票
- 10% smallest cap stock
- 7.2 羊驼策略
- 羊驼策略
- 羊驼反转策略（修改版）
- 羊驼反转策略
- 我的羊驼策略，选5只股无脑轮替
- 7.3 低价策略
- 专捡便宜货(新版quartz)
- 策略原理
- 便宜就是 alpha
- 八 轮动模型
- 8.1 大小盘轮动 · 新手上路 -- 二八ETF择时轮动策略2.0
- 8.2 季节性策略
- Halloween Cycle
- Halloween cycle 2
- 夏买电，东买煤？
- 历史的十一月板块涨幅
- 8.3 行业轮动
- 银行股轮动
- 申万二级行业在最近1年、3个月、5个交易日的涨幅统计
- 8.4 主题轮动
- 快速研究主题神器
- recommendation based on subject
- strategy7: recommendation based on theme
- 板块异动类
- 风险因子（离散类）
- 8.5 龙头轮动
- Competitive Securities
- Market Competitiveness
- 主题龙头类
- 九 组合投资
- 9.1 指数跟踪 · [策略] 指数跟踪低成本建仓策略
- 9.2 GMVP · Global Minimum Variance Portfolio (GMVP)
- 9.3 凸优化 · 如何在 Python 中利用 CVXOPT 求解二次规划问题
- 十 波动率
- 10.1 波动率选股 · 风平浪静 风起猪飞
- 10.2 波动率择时
- 基于 VIX 指数的择时策略
- 简单低波动率指数
- 10.3 Arch/Garch 模型 · 如何使用优矿进行 GARCH 模型分析
- 十一 算法交易
- 11.1 VWAP · Value-Weighted Average Price (VWAP)
- 十二 中高频交易
- 12.1 order book 分析 · 基于高频 limit order book 数据的短程价格方向预测—— via multi-class SVM
- 12.2 日内交易 · 大盘日内走势 (for 择时)
- 十三 Alternative Strategy
- 13.1 易经、传统文化 · 老黄历诊股
- 第三部分 基金、利率互换、固定收益类
- 一 分级基金
- “优矿”集思录——分级基金专题
- 基于期权定价的分级基金交易策略
- 基于期权定价的兴全合润基金交易策略
- 二 基金分析
- Alpha 基金“黑天鹅事件” -- 思考以及原因
- 三 债券
- 债券报价中的小陷阱
- 四 利率互换
- Swap Curve Construction
- 中国 Repo 7D 互换的例子
- 第四部分 衍生品相关
- 一 期权数据
- 如何获取期权市场数据快照
- 期权高频数据准备
- 二 期权系列
- [ 50ETF 期权] 1. 历史成交持仓和 PCR 数据
- 【50ETF期权】 2. 历史波动率
- 【50ETF期权】 3. 中国波指 iVIX
- 【50ETF期权】 4. Greeks 和隐含波动率微笑
- 【50ETF期权】 5. 日内即时监控 Greeks 和隐含波动率微笑
- 【50ETF期权】 5. 日内即时监控 Greeks 和隐含波动率微笑
- 三 期权分析
- 【50ETF期权】 期权择时指数 1.0
- 每日期权风险数据整理
- 期权头寸计算
- 期权探秘1
- 期权探秘2
- 期权市场一周纵览
- 基于期权PCR指数的择时策略
- 期权每日成交额PC比例计算
- 四 期货分析
- 【前方高能！】Gifts from Santa Claus——股指期货趋势交易研究