# strategy7: recommendation based on theme > 来源：https://uqer.io/community/share/54a3c0bff9f06c276f6519e7 ```py universe=set_universe('HS300') tickers='' for stk in universe: tickers += stk[0:6]+',' tickers=tickers.strip(",") theme_infos=DataAPI.ThemeThemesGet(ticker=tickers,beginDate='20141201',endDate='20141230',field=['themeID','themeName']) #建立一个字典theme_id_name_dic，储存themeID与themeName对应关系 #建立一个字典theme_stk_dic，储存主题与个股的对应关系 theme_id_name_dic={} theme_stk_dic={} for i in range(len(theme_infos)): ticker = theme_infos.loc[i,'ticker'] if ticker[0]=='6': ticker += '.XSHG' else: ticker += '.XSHE' themeID = theme_infos.loc[i,'themeID'] themeName = theme_infos.loc[i,'themeName'] #建立themeID与themeName的对应关系 if themeID not in theme_id_name_dic: theme_id_name_dic[themeID] = themeName #建立主题与个股的对应关系，其中的stock均不带后缀 if themeID not in theme_stk_dic: theme_stk_dic[themeID] = [ticker] else: theme_stk_dic[themeID].append(ticker) #过滤掉无效的主题 filter_theme_id_name_dic={} filter_stk_theme_dic={} filter_theme_stk_dic={} #训练得到有效主题 for (theme_id,stk_list) in theme_stk_dic.items(): if len(stk_list)>5: filter_theme_id_name_dic[theme_id] = theme_id_name_dic[theme_id] filter_theme_stk_dic[theme_id] = stk_list for (theme_id,stk_list) in filter_theme_stk_dic.items(): for stk in stk_list: if stk not in filter_stk_theme_dic: filter_stk_theme_dic[stk] = [theme_id] else: filter_stk_theme_dic[stk].append(theme_id) filter_universe = filter_stk_theme_dic.keys() ``` ```py start = datetime(2013, 6, 23) # 回测起始时间 end = datetime(2014, 12, 23) # 回测结束时间 benchmark = 'HS300' # 策略参考标准 universe = filter_universe # 股票池 capital_base = 100000 # 起始资金 window=1 hold_days=2 #股票持有时间 sell_stk_list=[] for i in range(hold_days): sell_stk_list.append({}) def initialize(account): # 初始化虚拟账户状态 add_history('hist',window) def handle_data(account): # 每个交易日的买入卖出指令 theme_increase_raw={} theme_increase = {} n_theme = 6 #挑选涨得最好的几个主题 n_bigstk1 = 0 #根据过去涨幅挑选龙头股 n_bigstk2 = 2 #根据过去成交量大小挑选龙头股 for stk in account.universe: theme_list = filter_stk_theme_dic[stk] close_price = account.hist[stk]['closePrice'].iloc[-1] pre_close_price = account.hist[stk]['preClosePrice'].iloc[0] increase_rate = (close_price-pre_close_price)*1.0/pre_close_price sum_turnoverVol = sum(list(account.hist[stk]['turnoverVol'])) num_increase = increase_rate * sum_turnoverVol #计算主题涨幅 for theme_id in theme_list: if theme_id not in theme_increase: theme_increase_raw[theme_id] = [num_increase,sum_turnoverVol] else: theme_increase_raw[theme_id][0] += num_increase theme_increase_raw[theme_id][1] += sum_turnoverVol for (theme_id,theme_increase_list) in theme_increase_raw.items(): theme_increase[theme_id] = theme_increase_raw[theme_id][0]*1.0/theme_increase_raw[theme_id][1] #将主题按涨幅排序，排名靠前的挑选出来。 theme_list_sort = sorted(theme_increase.keys(), key = lambda x:theme_increase[x], reverse=True) good_theme = theme_list_sort[0:n_theme] buy_list = [] #print 'theme_list_sort:',theme_list_sort #print 'good_theme',good_theme #挑选涨幅好的主题对应的龙头股，涨的多就是龙头股 for theme in good_theme: #print account.current_date,theme_id_name_dic[theme],theme_increase[theme] stk_list = filter_theme_stk_dic[theme] stk_increase_dic = {} for stk in stk_list: if stk not in account.universe: continue close_price = account.hist[stk]['closePrice'].iloc[-1] pre_close_price = account.hist[stk]['preClosePrice'].iloc[0] increase_rate = (close_price-pre_close_price)*1.0/pre_close_price sum_turnoverVol = account.hist[stk]['turnoverVol'].iloc[window-1] stk_increase_dic[stk] = [increase_rate,sum_turnoverVol] stk_list_sort1 = sorted(stk_increase_dic.keys(), key =lambda x:stk_increase_dic[x][0], reverse = True) stk_list_sort2 = sorted(stk_increase_dic.keys(), key =lambda x:stk_increase_dic[x][1], reverse = True) #print stk_list_sort[0:n_bigstk] buy_list += stk_list_sort1[0:n_bigstk1]+stk_list_sort2[0:n_bigstk2] #买入股票，并将买入信息写入到卖出股票中 per_money=account.cash/len(buy_list) sell_next_dic = {} for stk in buy_list: amount = int(per_money/account.hist[stk]['closePrice'].iloc[window-1]) order(stk,amount) sell_next_dic[stk]=amount sell_stk_list.append(sell_next_dic) sell_today_dic=sell_stk_list.pop(0) if sell_today_dic!={}: for (stk,amt) in sell_today_dic.items(): #如果股票今天不能交易,就下一天再卖 if stk not in account.universe: sell_stk_list[0][stk]=amt else: order(stk,-amt) ```