def b_strategy(code,start_date,end_date,window=20):
’’’

'''

data=st.get_single_stock_price(code=code,time_freq='daily',start_date=start_date,end_date=end_date)
data['ma']=data['close'].rolling(window=window,min_periods=1).mean()
data['std']=data['close'].rolling(window=window,min_periods=1).std()
data['upper']=data['ma']+2*data['std']
data['lower']=data['ma']-2*data['std']
data['buy_signal']=np.where((data['close']<data['lower']),1,0)
data['sell_signal']=np.where((data['close']>data['upper']),-1,0)
data['signal']=data['buy_signal']+data['sell_signal']

data=compose_signal(data)  # 整合信号

data=calculate_profit_pct(data)
data=calculate_cum_profit(data)
return data