技术分析【3】—— 众星拱月,众口铄金?

来源:https://uqer.io/community/share/55498c0af9f06c1c3d68806e

很多股民都习惯于看新闻,根据新闻中对某只股票的评价(或好或坏),进行买卖操作。这里新闻对于股票的评价我们称之为新闻情感。本篇中,我们将做一个小实验,看看这样的操作手法是否合理。

1. 数据准备

在我们的量化实验室中,用户可以通过数据API: NewsSentimentIndexGet 获取某只股票对应的新闻情感。

  1. res = DataAPI.NewsSentimentIndexGet(secID = '600000.XSHG',field=['secID', 'newsPublishDate', 'sentimentIndex'])
  2. res.tail()
secIDnewsPublishDatesentimentIndex
26600000.XSHG2015-05-02-0.008371
27600000.XSHG2015-05-03-0.016820
28600000.XSHG2015-05-04-0.013082
29600000.XSHG2015-05-050.004557
30600000.XSHG2015-05-06-0.026943

上面的API调用,获得了最近的浦发银行的每日新闻情感:

  • secID 证券代码
  • newsPublishDate 交易日
  • sentimentIndex 当时交易日的总体新闻情感指标,正的表示评价总体正面,负值表示评价总体负面 默认情况下,会获取最近30天的情感指标。

2. 操作手法

我们这里使用程序化的方法,执行如下的操作手法:

  • 获取上证50成分股的最近30日新闻情感
  • 将新闻情感按照 secID 分组,每组取平均;即获取每只股票最近30日情感均值
  • 取情感最正面的5只股票
  1. from quartz.api import set_universe
  2. universe = set_universe('SH50')
  3. res = DataAPI.NewsSentimentIndexGet(secID=universe, field=['secID', 'newsPublishDate', 'sentimentIndex'])
  4. res = res.groupby('secID')
  5. res.mean().sort('sentimentIndex', ascending=False).head(5)
sentimentIndex
secID
600406.XSHG0.153961
600372.XSHG0.130670
600018.XSHG0.119349
600887.XSHG0.116333
600196.XSHG0.108185

3. 策略实现

  • 投资域 :沪深300成分股
  • 业绩基准 :沪深300指数
  • 调仓频率 :60个交易日
  • 开仓信号 :评价最正面的10%股票
  • 清仓信号 :每个调仓日前一个工作日,清空当前仓位
  • 买入方式 :等比例买入
  • 回测周期 :2010年1月1日至2015年4月28日
  1. from CAL.PyCAL import Date
  2. start = '2010-01-01' # 回测起始时间
  3. end = '2015-05-05' # 回测结束时间
  4. benchmark = 'HS300' # 策略参考标准
  5. universe = set_universe('HS300') # 证券池,支持股票和基金
  6. capital_base = 1000000 # 起始资金
  7. longest_history = 0 # handle_data 函数中可以使用的历史数据最长窗口长度
  8. refresh_rate = 1 # 调仓频率,即每 refresh_rate 个交易日执行一次 handle_data() 函数
  9. longest_history = 1
  10. def initialize(account): # 初始化虚拟账户状态
  11. account.isBuyPeriod = False
  12. account.dayCount = 0
  13. def handle_data(account): # 每个交易日的买入卖出指令
  14. account.dayCount += 1
  15. if account.isBuyPeriod: # 每60个工作日(3个月)调仓
  16. hist = account.get_history(longest_history)
  17. endDate = Date.fromDateTime(account.current_date)
  18. startDate = endDate - 30
  19. res = DataAPI.NewsSentimentIndexGet(secID=account.universe, field=['secID', 'newsPublishDate', 'sentimentIndex'], beginDate=startDate.strftime('%Y%m%d'),endDate=endDate.strftime('%Y%m%d'))
  20. res = res.groupby('secID')
  21. # top 10%
  22. top10 = res.mean().sort('sentimentIndex', ascending=False).head(int(0.1*len(res)))
  23. buyList = list(top10.index)
  24. print u"%s 买入 : %s" % (endDate, buyList)
  25. # 等权重买入
  26. if len(buyList) != 0:
  27. singleCash = account.cash / len(buyList)
  28. for stock in buyList:
  29. approximationAmount = int(singleCash / hist[stock]['closePrice'][-1]/100.0) * 100
  30. order(stock, approximationAmount)
  31. account.isBuyPeriod = False
  32. account.dayCount = 0
  33. elif account.dayCount == 59: # 调仓日前一日清空当前仓位
  34. for stock in account.valid_secpos:
  35. order_to(stock,0)
  36. account.isBuyPeriod = True

技术分析【3】—— 众星拱月,众口铄金? - 图1

  1. 2010-04-06 买入 : ['601888.XSHG', '000338.XSHE', '000401.XSHE', '000425.XSHE', '600880.XSHG', '601179.XSHG', '600066.XSHG', '601299.XSHG', '000983.XSHE', '601186.XSHG', '600010.XSHG', '601866.XSHG', '002146.XSHE', '000630.XSHE']
  2. 2010-07-05 买入 : ['601006.XSHG', '600660.XSHG', '600188.XSHG', '600498.XSHG', '600585.XSHG', '601168.XSHG', '000878.XSHE', '601766.XSHG', '600060.XSHG', '000630.XSHE', '000625.XSHE']
  3. 2010-09-30 买入 : ['600718.XSHG', '600703.XSHG', '000400.XSHE', '600583.XSHG', '002230.XSHE', '601766.XSHG', '601808.XSHG', '600406.XSHG', '600795.XSHG', '600875.XSHG', '600066.XSHG', '600196.XSHG', '000559.XSHE', '601018.XSHG']
  4. 2010-12-30 买入 : ['000883.XSHE', '600642.XSHG', '600998.XSHG', '600276.XSHG', '002008.XSHE', '600066.XSHG', '600880.XSHG', '002292.XSHE', '600100.XSHG', '600741.XSHG', '601766.XSHG', '300070.XSHE', '002146.XSHE', '600018.XSHG', '601299.XSHG', '000400.XSHE']
  5. 2011-04-01 买入 : ['600583.XSHG', '601179.XSHG', '000402.XSHE', '600058.XSHG', '600900.XSHG', '601299.XSHG', '000623.XSHE', '601766.XSHG', '600118.XSHG', '601117.XSHG', '601006.XSHG', '600038.XSHG', '600893.XSHG', '000559.XSHE', '000937.XSHE', '000876.XSHE']
  6. 2011-06-30 买入 : ['600252.XSHG', '600276.XSHG', '600066.XSHG', '601117.XSHG', '600079.XSHG', '600583.XSHG', '601808.XSHG', '000963.XSHE', '600535.XSHG', '600741.XSHG', '600068.XSHG', '600196.XSHG', '600688.XSHG', '600585.XSHG', '002353.XSHE', '601299.XSHG', '601933.XSHG']
  7. 2011-09-23 买入 : ['600079.XSHG', '600660.XSHG', '600276.XSHG', '000581.XSHE', '002375.XSHE', '002465.XSHE', '600066.XSHG', '002081.XSHE', '600170.XSHG', '600009.XSHG', '600267.XSHG', '600588.XSHG', '600893.XSHG', '600648.XSHG', '002400.XSHE', '600655.XSHG', '000869.XSHE', '000999.XSHE', '600741.XSHG', '600637.XSHG', '300017.XSHE', '000778.XSHE', '600196.XSHG', '601888.XSHG']
  8. 2011-12-23 买入 : ['600079.XSHG', '600863.XSHG', '000963.XSHE', '000581.XSHE', '600741.XSHG', '000400.XSHE', '600660.XSHG', '002475.XSHE', '600060.XSHG', '600271.XSHG', '002415.XSHE', '002081.XSHE', '600256.XSHG', '600009.XSHG', '002465.XSHE', '600166.XSHG', '000338.XSHE', '600068.XSHG', '600674.XSHG', '000630.XSHE', '600066.XSHG', '002422.XSHE', '000999.XSHE', '600340.XSHG']
  9. 2012-03-27 买入 : ['000338.XSHE', '002450.XSHE', '600893.XSHG', '601098.XSHG', '600741.XSHG', '601179.XSHG', '300015.XSHE', '002353.XSHE', '601299.XSHG', '600060.XSHG', '600348.XSHG', '002375.XSHE', '600066.XSHG', '600863.XSHG', '002470.XSHE', '600588.XSHG', '600655.XSHG', '000826.XSHE', '002065.XSHE', '600570.XSHG', '002230.XSHE', '300133.XSHE', '600880.XSHG', '000400.XSHE', '600157.XSHG']
  10. 2012-06-27 买入 : ['600660.XSHG', '600316.XSHG', '601333.XSHG', '002353.XSHE', '002400.XSHE', '600741.XSHG', '600372.XSHG', '300251.XSHE', '002470.XSHE', '600089.XSHG', '002038.XSHE', '002310.XSHE', '002603.XSHE', '601216.XSHG', '601669.XSHG', '601117.XSHG', '601766.XSHG', '601299.XSHG', '002252.XSHE', '000883.XSHE', '000027.XSHE', '600893.XSHG', '000963.XSHE', '600038.XSHG', '300133.XSHE']
  11. 2012-09-19 买入 : ['002465.XSHE', '002470.XSHE', '600660.XSHG', '600718.XSHG', '600583.XSHG', '600079.XSHG', '600633.XSHG', '000963.XSHE', '000338.XSHE', '000826.XSHE', '600570.XSHG', '600372.XSHG', '002146.XSHE', '600436.XSHG', '600867.XSHG', '600832.XSHG', '600498.XSHG', '601231.XSHG', '000400.XSHE', '300017.XSHE', '600271.XSHG', '002051.XSHE', '002450.XSHE', '600588.XSHG', '601158.XSHG', '002129.XSHE', '000792.XSHE']
  12. 2012-12-19 买入 : ['600170.XSHG', '300124.XSHE', '002475.XSHE', '600741.XSHG', '002292.XSHE', '600718.XSHG', '601766.XSHG', '002465.XSHE', '002241.XSHE', '002081.XSHE', '002400.XSHE', '600166.XSHG', '000826.XSHE', '600633.XSHG', '600373.XSHG', '601231.XSHG', '000725.XSHE', '000338.XSHE', '601299.XSHG', '600649.XSHG', '600535.XSHG', '601118.XSHG', '600547.XSHG', '600340.XSHG', '600637.XSHG', '002065.XSHE', '300133.XSHE']
  13. 2013-03-25 买入 : ['600880.XSHG', '601158.XSHG', '000963.XSHE', '600867.XSHG', '600316.XSHG', '600718.XSHG', '002294.XSHE', '600271.XSHG', '600372.XSHG', '601928.XSHG', '600340.XSHG', '002410.XSHE', '002292.XSHE', '601098.XSHG', '002465.XSHE', '002385.XSHE', '000598.XSHE', '600498.XSHG', '002146.XSHE', '002603.XSHE', '600373.XSHG', '600886.XSHG', '600633.XSHG', '600118.XSHG', '000917.XSHE', '600535.XSHG', '600038.XSHG']
  14. 2013-06-27 买入 : ['600741.XSHG', '600660.XSHG', '600900.XSHG', '600008.XSHG', '600018.XSHG', '002400.XSHE', '600066.XSHG', '601333.XSHG', '002292.XSHE', '000826.XSHE', '002465.XSHE', '600703.XSHG', '601299.XSHG', '000401.XSHE', '600583.XSHG', '600276.XSHG', '000917.XSHE', '600079.XSHG', '601098.XSHG', '002475.XSHE', '300124.XSHE', '600633.XSHG', '300015.XSHE', '600827.XSHG', '601800.XSHG', '600373.XSHG', '600637.XSHG']
  15. 2013-09-23 买入 : ['300015.XSHE', '000963.XSHE', '600660.XSHG', '601098.XSHG', '600741.XSHG', '600066.XSHG', '600886.XSHG', '600703.XSHG', '600373.XSHG', '002465.XSHE', '601231.XSHG', '601299.XSHG', '300133.XSHE', '601158.XSHG', '000623.XSHE', '600170.XSHG', '600009.XSHG', '002008.XSHE', '600827.XSHG', '600863.XSHG', '601928.XSHG', '600516.XSHG', '002051.XSHE', '000778.XSHE', '600406.XSHG', '300146.XSHE', '000826.XSHE', '300124.XSHE']
  16. 2013-12-23 买入 : ['600741.XSHG', '002400.XSHE', '300015.XSHE', '002292.XSHE', '601929.XSHG', '600660.XSHG', '600900.XSHG', '000156.XSHE', '601299.XSHG', '600886.XSHG', '000963.XSHE', '600066.XSHG', '600633.XSHG', '600018.XSHG', '600578.XSHG', '600498.XSHG', '000338.XSHE', '601098.XSHG', '600372.XSHG', '600583.XSHG', '002450.XSHE', '600703.XSHG', '600170.XSHG', '601179.XSHG', '600406.XSHG', '002465.XSHE', '600079.XSHG', '601766.XSHG']
  17. 2014-03-25 买入 : ['600900.XSHG', '601299.XSHG', '002292.XSHE', '600886.XSHG', '300133.XSHE', '002400.XSHE', '600741.XSHG', '002465.XSHE', '600497.XSHG', '000963.XSHE', '600018.XSHG', '300015.XSHE', '600633.XSHG', '601231.XSHG', '000338.XSHE', '600066.XSHG', '600585.XSHG', '600583.XSHG', '601928.XSHG', '600578.XSHG', '600703.XSHG', '600170.XSHG', '600498.XSHG', '002146.XSHE', '002241.XSHE', '601607.XSHG', '600372.XSHG', '601929.XSHG']
  18. 2014-06-23 买入 : ['600578.XSHG', '600741.XSHG', '600170.XSHG', '600660.XSHG', '601158.XSHG', '600886.XSHG', '002292.XSHE', '002146.XSHE', '600066.XSHG', '600703.XSHG', '600485.XSHG', '300015.XSHE', '002465.XSHE', '000598.XSHE', '600718.XSHG', '601231.XSHG', '601098.XSHG', '002400.XSHE', '600018.XSHG', '601179.XSHG', '600079.XSHG', '600498.XSHG', '600783.XSHG', '600089.XSHG', '000826.XSHE', '600497.XSHG', '600583.XSHG', '000400.XSHE']
  19. 2014-09-16 买入 : ['600741.XSHG', '300015.XSHE', '600578.XSHG', '002400.XSHE', '600886.XSHG', '600079.XSHG', '002465.XSHE', '600170.XSHG', '002292.XSHE', '600660.XSHG', '601158.XSHG', '600703.XSHG', '601299.XSHG', '600633.XSHG', '600718.XSHG', '000963.XSHE', '600066.XSHG', '601179.XSHG', '600900.XSHG', '601929.XSHG', '000598.XSHE', '601231.XSHG', '600585.XSHG', '002146.XSHE', '600089.XSHG', '002241.XSHE', '600583.XSHG', '601098.XSHG']
  20. 2014-12-16 买入 : ['600741.XSHG', '002400.XSHE', '601929.XSHG', '600578.XSHG', '600079.XSHG', '002292.XSHE', '600170.XSHG', '300015.XSHE', '601158.XSHG', '600718.XSHG', '600783.XSHG', '601098.XSHG', '600900.XSHG', '600583.XSHG', '600703.XSHG', '000963.XSHE', '601179.XSHG', '600018.XSHG', '600660.XSHG', '601800.XSHG', '600585.XSHG', '600886.XSHG', '600066.XSHG', '002146.XSHE', '000338.XSHE', '600497.XSHG', '002465.XSHE', '601607.XSHG']
  21. 2015-03-19 买入 : ['601098.XSHG', '600718.XSHG', '000400.XSHE', '600066.XSHG', '600900.XSHG', '600018.XSHG', '600886.XSHG', '000963.XSHE', '600089.XSHG', '600583.XSHG', '600373.XSHG', '002051.XSHE', '002292.XSHE', '002400.XSHE', '002465.XSHE', '600703.XSHG', '600316.XSHG', '600153.XSHG', '600118.XSHG', '300124.XSHE', '002450.XSHE', '600485.XSHG', '601158.XSHG', '600893.XSHG', '601929.XSHG', '600498.XSHG', '600276.XSHG', '000598.XSHE']

我们还可以试一下反向操作,选取评价最负面的10%

  • 投资域 :沪深300成分股
  • 业绩基准 :沪深300指数
  • 调仓频率 :60个交易日
  • 开仓信号 :评价最负面的10%股票
  • 清仓信号 :每个调仓日前一个工作日,清空当前仓位
  • 买入方式 :等比例买入
  • 回测周期 :2010年1月1日至2015年4月28日
  1. from CAL.PyCAL import Date
  2. start = '2010-01-01' # 回测起始时间
  3. end = '2015-05-05' # 回测结束时间
  4. benchmark = 'HS300' # 策略参考标准
  5. universe = set_universe('HS300') # 证券池,支持股票和基金
  6. capital_base = 1000000 # 起始资金
  7. longest_history = 0 # handle_data 函数中可以使用的历史数据最长窗口长度
  8. refresh_rate = 1 # 调仓频率,即每 refresh_rate 个交易日执行一次 handle_data() 函数
  9. longest_history = 1
  10. def initialize(account): # 初始化虚拟账户状态
  11. account.isBuyPeriod = False
  12. account.dayCount = 0
  13. def handle_data(account): # 每个交易日的买入卖出指令
  14. account.dayCount += 1
  15. if account.isBuyPeriod: # 每60个工作日(3个月)调仓
  16. hist = account.get_history(longest_history)
  17. endDate = Date.fromDateTime(account.current_date)
  18. startDate = endDate - 30
  19. res = DataAPI.NewsSentimentIndexGet(secID=account.universe, field=['secID', 'newsPublishDate', 'sentimentIndex'], beginDate=startDate.strftime('%Y%m%d'),endDate=endDate.strftime('%Y%m%d'))
  20. res = res.groupby('secID')
  21. # Bottom 10%
  22. top10 = res.mean().sort('sentimentIndex', ascending=True).head(int(0.1*len(res)))
  23. buyList = list(top10.index)
  24. print u"%s 买入 : %s" % (endDate, buyList)
  25. # 等权重买入
  26. if len(buyList) != 0:
  27. singleCash = account.cash / len(buyList)
  28. for stock in buyList:
  29. approximationAmount = int(singleCash / hist[stock]['closePrice'][-1]/100.0) * 100
  30. order(stock, approximationAmount)
  31. account.isBuyPeriod = False
  32. account.dayCount = 0
  33. elif account.dayCount == 59: # 调仓日前一日清空当前仓位
  34. for stock in account.valid_secpos:
  35. order_to(stock,0)
  36. account.isBuyPeriod = True

技术分析【3】—— 众星拱月,众口铄金? - 图2

  1. 2010-04-06 买入 : ['600143.XSHG', '600588.XSHG', '600900.XSHG', '300017.XSHE', '000825.XSHE', '600276.XSHG', '600839.XSHG', '000503.XSHE', '601898.XSHG', '600497.XSHG', '000878.XSHE', '601166.XSHG', '000876.XSHE', '600036.XSHG']
  2. 2010-07-05 买入 : ['600649.XSHG', '601333.XSHG', '000425.XSHE', '000423.XSHE', '002304.XSHE', '002310.XSHE', '000069.XSHE', '000793.XSHE', '601898.XSHG', '600029.XSHG', '300024.XSHE']
  3. 2010-09-30 买入 : ['600497.XSHG', '000960.XSHE', '002310.XSHE', '601899.XSHG', '600060.XSHG', '300017.XSHE', '601006.XSHG', '300027.XSHE', '002399.XSHE', '600118.XSHG', '000878.XSHE', '600519.XSHG', '600315.XSHG', '000776.XSHE']
  4. 2010-12-30 买入 : ['601006.XSHG', '600208.XSHG', '600497.XSHG', '600436.XSHG', '601899.XSHG', '000793.XSHE', '000783.XSHE', '600804.XSHG', '600583.XSHG', '600369.XSHG', '000858.XSHE', '601166.XSHG', '000538.XSHE', '600597.XSHG', '600011.XSHG', '600058.XSHG']
  5. 2011-04-01 买入 : ['601888.XSHG', '300058.XSHE', '601899.XSHG', '600886.XSHG', '600415.XSHG', '000060.XSHE', '000009.XSHE', '600674.XSHG', '002292.XSHE', '600663.XSHG', '600362.XSHG', '601998.XSHG', '601601.XSHG', '000686.XSHE', '000768.XSHE', '601939.XSHG']
  6. 2011-06-30 买入 : ['002385.XSHE', '000009.XSHE', '600085.XSHG', '300017.XSHE', '600485.XSHG', '300015.XSHE', '000858.XSHE', '600664.XSHG', '002500.XSHE', '601899.XSHG', '600497.XSHG', '000630.XSHE', '000895.XSHE', '300070.XSHE', '600036.XSHG', '600089.XSHG', '000778.XSHE']
  7. 2011-09-23 买入 : ['600415.XSHG', '600783.XSHG', '600832.XSHG', '002007.XSHE', '601179.XSHG', '002470.XSHE', '002399.XSHE', '601899.XSHG', '000009.XSHE', '601866.XSHG', '000792.XSHE', '601216.XSHG', '600153.XSHG', '600664.XSHG', '600867.XSHG', '002429.XSHE', '002008.XSHE', '601098.XSHG', '600108.XSHG', '601958.XSHG', '000629.XSHE', '601898.XSHG', '600436.XSHG', '600583.XSHG']
  8. 2011-12-23 买入 : ['002456.XSHE', '000793.XSHE', '600362.XSHG', '600583.XSHG', '600348.XSHG', '600588.XSHG', '000895.XSHE', '002252.XSHE', '000402.XSHE', '002399.XSHE', '002429.XSHE', '601866.XSHG', '600352.XSHG', '002603.XSHE', '600031.XSHG', '002385.XSHE', '601899.XSHG', '000970.XSHE', '000002.XSHE', '600369.XSHG', '000725.XSHE', '000060.XSHE', '000009.XSHE', '600649.XSHG']
  9. 2012-03-27 买入 : ['600832.XSHG', '601899.XSHG', '000009.XSHE', '600998.XSHG', '600315.XSHG', '000536.XSHE', '600664.XSHG', '002422.XSHE', '002399.XSHE', '002400.XSHE', '600485.XSHG', '000060.XSHE', '600029.XSHG', '002570.XSHE', '002603.XSHE', '000623.XSHE', '601699.XSHG', '000538.XSHE', '600221.XSHG', '000895.XSHE', '601818.XSHG', '600068.XSHG', '000002.XSHE', '600398.XSHG', '600153.XSHG']
  10. 2012-06-27 买入 : ['000793.XSHE', '600827.XSHG', '002416.XSHE', '002570.XSHE', '000858.XSHE', '000400.XSHE', '600348.XSHG', '601607.XSHG', '300015.XSHE', '000536.XSHE', '002385.XSHE', '600369.XSHG', '000009.XSHE', '000895.XSHE', '002594.XSHE', '002001.XSHE', '600880.XSHG', '603000.XSHG', '002007.XSHE', '600398.XSHG', '000983.XSHE', '000725.XSHE', '600015.XSHG', '300017.XSHE', '601231.XSHG']
  11. 2012-09-19 买入 : ['600516.XSHG', '600398.XSHG', '002399.XSHE', '000869.XSHE', '000060.XSHE', '000960.XSHE', '601258.XSHG', '601866.XSHG', '600809.XSHG', '300124.XSHE', '600369.XSHG', '002024.XSHE', '600315.XSHG', '002416.XSHE', '601888.XSHG', '002304.XSHE', '002410.XSHE', '002385.XSHE', '600029.XSHG', '600008.XSHG', '600518.XSHG', '000858.XSHE', '600519.XSHG', '603000.XSHG', '600115.XSHG', '600221.XSHG', '601933.XSHG']
  12. 2012-12-19 买入 : ['000869.XSHE', '000895.XSHE', '600369.XSHG', '603993.XSHG', '601258.XSHG', '300146.XSHE', '600352.XSHG', '000858.XSHE', '601333.XSHG', '600398.XSHG', '600519.XSHG', '600015.XSHG', '601888.XSHG', '600415.XSHG', '600031.XSHG', '600809.XSHG', '601555.XSHG', '000157.XSHE', '002304.XSHE', '002673.XSHE', '600029.XSHG', '603000.XSHG', '000728.XSHE', '000568.XSHE', '000060.XSHE', '600221.XSHG', '000960.XSHE']
  13. 2013-03-25 买入 : ['000623.XSHE', '000536.XSHE', '002375.XSHE', '600406.XSHG', '601699.XSHG', '600143.XSHG', '600015.XSHG', '002310.XSHE', '600832.XSHG', '000869.XSHE', '000858.XSHE', '002399.XSHE', '600549.XSHG', '600518.XSHG', '600348.XSHG', '002416.XSHE', '002051.XSHE', '000792.XSHE', '603000.XSHG', '600519.XSHG', '601258.XSHG', '601168.XSHG', '002653.XSHE', '000400.XSHE', '601898.XSHG', '601888.XSHG', '300124.XSHE']
  14. 2013-06-27 买入 : ['000839.XSHE', '002653.XSHE', '000629.XSHE', '601899.XSHG', '600031.XSHG', '002422.XSHE', '600085.XSHG', '000825.XSHE', '600395.XSHG', '603000.XSHG', '600998.XSHG', '600570.XSHG', '603993.XSHG', '000568.XSHE', '000858.XSHE', '300146.XSHE', '600362.XSHG', '600315.XSHG', '601398.XSHG', '000060.XSHE', '600369.XSHG', '600519.XSHG', '601600.XSHG', '601988.XSHG', '000157.XSHE', '600839.XSHG', '600348.XSHG']
  15. 2013-09-23 买入 : ['600873.XSHG', '600642.XSHG', '600348.XSHG', '002422.XSHE', '601818.XSHG', '600188.XSHG', '000960.XSHE', '002399.XSHE', '000878.XSHE', '000858.XSHE', '002153.XSHE', '600177.XSHG', '600519.XSHG', '600031.XSHG', '600029.XSHG', '601111.XSHG', '603000.XSHG', '600489.XSHG', '601898.XSHG', '000536.XSHE', '600398.XSHG', '603993.XSHG', '002304.XSHE', '600395.XSHG', '601601.XSHG', '000568.XSHE', '000983.XSHE', '600518.XSHG']
  16. 2013-12-23 买入 : ['600348.XSHG', '600664.XSHG', '600315.XSHG', '600489.XSHG', '002653.XSHE', '601899.XSHG', '000960.XSHE', '000709.XSHE', '000536.XSHE', '601600.XSHG', '000858.XSHE', '002422.XSHE', '601866.XSHG', '000629.XSHE', '603000.XSHG', '000825.XSHE', '600519.XSHG', '600518.XSHG', '601111.XSHG', '600188.XSHG', '600177.XSHG', '000983.XSHE', '601888.XSHG', '601618.XSHG', '600011.XSHG', '600383.XSHG', '601258.XSHG', '000878.XSHE']
  17. 2014-03-25 买入 : ['600348.XSHG', '000060.XSHE', '600664.XSHG', '000825.XSHE', '000536.XSHE', '000568.XSHE', '600489.XSHG', '603699.XSHG', '601225.XSHG', '601111.XSHG', '600362.XSHG', '601166.XSHG', '000983.XSHE', '000858.XSHE', '603000.XSHG', '002422.XSHE', '600115.XSHG', '600398.XSHG', '600029.XSHG', '601398.XSHG', '600036.XSHG', '601618.XSHG', '600177.XSHG', '601628.XSHG', '600188.XSHG', '603993.XSHG', '000709.XSHE', '601939.XSHG']
  18. 2014-06-23 买入 : ['600315.XSHG', '600489.XSHG', '601225.XSHG', '601899.XSHG', '603288.XSHG', '600108.XSHG', '600348.XSHG', '002422.XSHE', '600436.XSHG', '600664.XSHG', '601111.XSHG', '000629.XSHE', '002653.XSHE', '601628.XSHG', '601555.XSHG', '603000.XSHG', '000568.XSHE', '601601.XSHG', '000858.XSHE', '601600.XSHG', '000728.XSHE', '000825.XSHE', '600115.XSHG', '600383.XSHG', '002304.XSHE', '600188.XSHG', '601258.XSHG', '002153.XSHE']
  19. 2014-09-16 买入 : ['600348.XSHG', '601225.XSHG', '600489.XSHG', '600664.XSHG', '000825.XSHE', '002653.XSHE', '000536.XSHE', '000983.XSHE', '000060.XSHE', '603000.XSHG', '600362.XSHG', '601111.XSHG', '600518.XSHG', '000858.XSHE', '601898.XSHG', '600177.XSHG', '601899.XSHG', '600143.XSHG', '601600.XSHG', '600115.XSHG', '000568.XSHE', '600519.XSHG', '603288.XSHG', '600029.XSHG', '600315.XSHG', '601618.XSHG', '600383.XSHG', '000800.XSHE']
  20. 2014-12-16 买入 : ['600348.XSHG', '600664.XSHG', '600489.XSHG', '600315.XSHG', '000983.XSHE', '600518.XSHG', '000060.XSHE', '000536.XSHE', '600362.XSHG', '600873.XSHG', '600739.XSHG', '603000.XSHG', '601225.XSHG', '000825.XSHE', '000568.XSHE', '603993.XSHG', '601618.XSHG', '000709.XSHE', '601899.XSHG', '600519.XSHG', '000858.XSHE', '601168.XSHG', '601166.XSHG', '000869.XSHE', '600115.XSHG', '601111.XSHG', '601601.XSHG', '603288.XSHG']
  21. 2015-03-19 买入 : ['600348.XSHG', '000060.XSHE', '601225.XSHG', '601898.XSHG', '601088.XSHG', '000568.XSHE', '603000.XSHG', '002422.XSHE', '601899.XSHG', '603288.XSHG', '601166.XSHG', '601111.XSHG', '600315.XSHG', '600739.XSHG', '000709.XSHE', '600489.XSHG', '600519.XSHG', '600873.XSHG', '601699.XSHG', '600016.XSHG', '601398.XSHG', '601939.XSHG', '601009.XSHG', '000536.XSHE', '000895.XSHE', '601988.XSHG', '600015.XSHG', '600188.XSHG']

嗯?主动收益率还是正的。。。。看来这样的简单正面负面指标还不足以进行有效的区分。