12. Sector Rotation Stock Selection Strategy (Equivalent to Educational Version)

Reference source: docs/_joinquant_migration_source/Example_12_行业轮动选股.ipynb First Markdown cell.

12.1. Strategy and Ideas

Monthly comparison of industry agency index revenue over the past N days;
Choose the industry agency targets with the highest returns;
Concentrate your positions in the strongest sectors (tutorial version).

12.2. QtEasy Implementation Instructions

Strategy class: Example12IndustryRotation;
The default index proxy pool (000300.SH, 000905.SH, 000852.SH) is used to demonstrate the rotation logic;
If you switch to the “Industry Component Stocks + Market Value Screening” version, you can expand the two-stage stock selection on this basis.

from examples.strategies.example_strategies import Example12IndustryRotation
import qteasy as qt

stg = Example12IndustryRotation()
op = qt.Operator(stg, signal_type='PT')
op.op_type = 'stepwise'
op.set_blender('1.0*s0')
res = qt.run(
    op,
    mode=1,
    asset_type='IDX',
    asset_pool=['000300.SH', '000905.SH', '000852.SH'],
    benchmark_asset='000300.SH',
    invest_start='20190101',
    invest_end='20211231',
    invest_cash_amounts=[1000000],
    trade_batch_size=0.01,
    sell_batch_size=0.01,
    trade_log=True,
)

12.3. Executable script

examples/strategy_example_12.py