# Halloween cycle 2 > 来源：https://uqer.io/community/share/54ae4117f9f06c276f651a07 ## 策略思路 “万圣节效应”：每年10月到次年5月，股票市场会出现上涨的趋势 ## 策略实现 + 股票池：流动性充足的10只个股，包括工商银行、中国石化等 + 每年10月，将账户中现金平均分成10份，分别买入相应的10只个股，满仓；次年5月全部抛出，空仓 ```py start = '2010-04-01' # 回测起始时间 end = '2015-04-01' # 回测结束时间 benchmark = 'HS300' # 策略参考标准 # 证券池,流动性充足的10只个股 universe = ['601398.XSHG', '600028.XSHG', '601988.XSHG', '600036.XSHG', '600030.XSHG', '601318.XSHG', '600000.XSHG', '600019.XSHG', '600519.XSHG', '601166.XSHG'] capital_base = 100000 # 起始资金 longest_history = 1 # handle_data 函数中可以使用的历史数据最长窗口长度 refresh_rate = 1 # 调仓频率，即每 refresh_rate 个交易日执行一次 handle_data() 函数 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 yesterday = account.get_attribute_history('closePrice',1) for stock in account.universe: today = account.current_date if stock not in account.valid_secpos and (today.month == 10): # 10月买入 # 现金平均分成10份，买入 amount = int(account.cash/len(account.universe)/ yesterday[stock][0]) order(stock, amount) elif stock in account.valid_secpos and (today.month == 5): # 5月卖出 order_to(stock, 0) ```