diff --git a/CHANGELOG.rst b/CHANGELOG.rst index e8e3909b5..a50a2d046 100644 --- a/CHANGELOG.rst +++ b/CHANGELOG.rst @@ -2,6 +2,16 @@ CHANGELOG ================== +6.1.5 +================== + +- 回测结果图片和 Excel 报告新增年化双边换手倍数 +- `order_target_portfolio_smart` API 性能优化 +- `AbstractPosition` 类新增 property: instrument +- 修复分红再投资未考虑交易费用的问题 +- 修复获取结算价时，只允许期货获取的问题，将品种范围扩增为: 期货、期权、现货 + + 6.1.4 ================== @@ -159,6 +169,39 @@ CHANGELOG - `rqalpha.utils.testing` 下新增 `assert_result` 工具函数，用于断言回测结果与文件中持久化的结果相一致 - 增加了专门用来持久化回测结果的自定义文件格式，兼顾了可读性和序列化能力 +5.6.5 +================== +- submit_order 支持 TWAPOrder、VWAPOrder 下单 +- 修复 reits 合约没有进行分红处理的问题 +- 修复 rqalpha --plot 偶发的无法正常运行的问题 + +5.6.4 +================== +- 适配 FutureArbitrage Instrument type +- portfolio.csv 文件中的超额序列拆分为算术超额和几何超额 + +5.6.3 +================== +- 回测结果的 portfolio 文件中增加基准、超额序列 +- withdraw/deposit 支持盘前盘后执行 + +5.6.2 +================== +- 优化涨跌停判断逻辑 +- 优化 numpy 版本限制 + +5.6.1 +================== +- 回测支持场内交易 REITs + +5.6.0 +================== +- instrument 兼容 REITs 类型合约 +- 兼容 python==3.13 + +5.5.4 +================== +- 修复 get_securities_margin 传入 XSHE/XSHG、sz/sh 报错的问题 5.5.2 ================== @@ -180,6 +223,56 @@ CHANGELOG - 更新bundle数据支持将错误统一输出 - 修改算法单拒单原因 +5.4.2 +================== +- 修复 order_target_portfolio 运行出现资金不足的问题 +- 优化更新 bundle 数据的流程 + +5.4.1 +================== +- 调整拆分送股的逻辑（拆分时产生不足 1 股的情况，调整为四舍五入） + +5.4.0 +================== +- 优化 bundle 数据过旧的提示 +- 优化进行目标仓位调仓时下单失败的提示 +- 修复开启多线程时抛异常的问题 + +5.3.11 +================== +- 修复增量回测报错的问题 + +5.3.10 +================== +- 下单 API 在创建订单失败时，新增发布 ORDER_CREATION_REJECT 事件 +- Excel 报告引入压力测试期表现 +- 支持基准合约在上市前的行情（主要为指数） + +5.3.9 +================== +- Excel 报告的年度指标新增 alpha 和 beta +- 修复买入标的时资金可能为负的问题 + +5.3.8 +================== +- 修复部分期货获取 tick_size 报错的问题 +- 修复期货在交割日期 trading_pnl 数值异常的问题 + +5.3.7 +================== +- 分红再投资产生交易流水事件 +- 修复获取 tick_size 报错的问题 + +5.3.6 +================== +- 兼容 rqdata==3.0 +- 修复 init_positions 设置空头仓位时数值出错的问题 + +5.3.5 +================== +- 期货回测支持使用 rqdatac 提供的时间序列费率和保证金费率数据 +- 印花税费率新增 PIT 模式 +- 兼容 python==3.12 5.3.3 ================== diff --git a/CLAUDE.md b/CLAUDE.md index 3a9dba3ac..a9d9349bd 100644 --- a/CLAUDE.md +++ b/CLAUDE.md @@ -50,6 +50,11 @@ pytest tests/integration_tests/ 1. **Chinese comments OK**: Domain-specific logic can use Chinese comments 2. **Follow PEP 8**: Standard Python style guide 3. **Test before commit**: Run pytest to ensure tests pass +4. **If translatable strings change**: sync Babel artifacts using the commands in `babel.cfg` + `pybabel extract -F babel.cfg --input-dirs rqalpha/ -o messages.pot` + `pybabel update -i messages.pot -d rqalpha/utils/translations` + update `rqalpha/utils/translations/zh_Hans_CN/LC_MESSAGES/messages.po` as needed, then run + `pybabel compile -d rqalpha/utils/translations` ## Key Architecture Points diff --git a/docs/source/api/base_api.rst b/docs/source/api/base_api.rst index da4b67f9c..b22ff3c91 100644 --- a/docs/source/api/base_api.rst +++ b/docs/source/api/base_api.rst @@ -250,6 +250,12 @@ order_target_portfolio - 批量调仓「股票专用」 .. autofunction:: order_target_portfolio +order_target_portfolio_smart - 批量调仓「股票专用」 +------------------------------------------------------ + +.. autofunction:: order_target_portfolio_smart + + buy_open - 买开「期货专用」 ------------------------------------------------------ diff --git a/messages.pot b/messages.pot index feda0012d..420e6b3b7 100644 --- a/messages.pot +++ b/messages.pot @@ -1,14 +1,14 @@ # Translations template for PROJECT. -# Copyright (C) 2025 ORGANIZATION +# Copyright (C) 2026 ORGANIZATION # This file is distributed under the same license as the PROJECT project. -# FIRST AUTHOR , 2025. +# FIRST AUTHOR , 2026. # #, fuzzy msgid "" msgstr "" "Project-Id-Version: PROJECT VERSION\n" "Report-Msgid-Bugs-To: EMAIL@ADDRESS\n" -"POT-Creation-Date: 2025-12-18 10:04+0800\n" +"POT-Creation-Date: 2026-04-30 14:01+0800\n" "PO-Revision-Date: YEAR-MO-DA HO:MI+ZONE\n" "Last-Translator: FULL NAME \n" "Language-Team: LANGUAGE \n" @@ -17,13 +17,13 @@ msgstr "" "Content-Transfer-Encoding: 8bit\n" "Generated-By: Babel 2.17.0\n" -#: rqalpha/environment.py:88 +#: rqalpha/environment.py:89 msgid "" "Environment has not been created. Please Use `Environment.get_instance()`" " after RQAlpha init" msgstr "" -#: rqalpha/environment.py:197 +#: rqalpha/environment.py:198 #, python-brace-format msgid "No such transaction cost decider, order_book_id = {}" msgstr "" @@ -63,26 +63,32 @@ msgstr "" msgid "instrument {} not found" msgstr "" -#: rqalpha/apis/api_base.py:165 -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_future.py:59 +#: rqalpha/apis/api_base.py:77 +#: rqalpha/mod/rqalpha_mod_sys_risk/validators/is_trading_validator.py:36 +#, python-brace-format +msgid "Order Creation Failed: {order_book_id} is not listing!" +msgstr "" + +#: rqalpha/apis/api_base.py:177 +#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_future.py:60 msgid "Main Future contracts[88] are not supported in paper trading." msgstr "" -#: rqalpha/apis/api_base.py:169 -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_future.py:61 +#: rqalpha/apis/api_base.py:181 +#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_future.py:62 msgid "Index Future contracts[99] are not supported in paper trading." msgstr "" -#: rqalpha/apis/api_base.py:174 -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_future.py:65 +#: rqalpha/apis/api_base.py:186 +#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_future.py:66 #: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:110 -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:165 -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:383 +#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:168 +#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:392 #, python-brace-format msgid "Order Creation Failed: [{order_book_id}] No market data" msgstr "" -#: rqalpha/apis/api_base.py:284 rqalpha/apis/api_base.py:320 +#: rqalpha/apis/api_base.py:291 rqalpha/apis/api_base.py:327 msgid "unsupported order_book_id type" msgstr "" @@ -131,7 +137,7 @@ msgid "in get_fundamentals entry_date {} is no earlier than test date {}" msgstr "" #: rqalpha/apis/api_rqdatac.py:1197 rqalpha/apis/api_rqdatac.py:1262 -#: rqalpha/utils/arg_checker.py:350 +#: rqalpha/utils/arg_checker.py:352 #, python-brace-format msgid "" "function {}: invalid {} argument, quarter should be in form of '2012q3', " @@ -270,14 +276,14 @@ msgstr "" msgid "deprecated parameter[bar_dict] in before_trading function." msgstr "" -#: rqalpha/data/bundle.py:614 +#: rqalpha/data/bundle.py:623 #, python-brace-format msgid "" "File {} update failed, if it is using, please update later, or you can " "delete then update again" msgstr "" -#: rqalpha/data/instruments_mixin.py:50 +#: rqalpha/data/data_proxy.py:222 rqalpha/data/instruments_mixin.py:50 #, python-brace-format msgid "No instrument found at {dt}: {id_or_sym}" msgstr "" @@ -287,7 +293,7 @@ msgstr "" msgid "Multiple instruments found at {dt}: {id_or_sym}" msgstr "" -#: rqalpha/data/instruments_mixin.py:104 rqalpha/data/instruments_mixin.py:125 +#: rqalpha/data/instruments_mixin.py:116 rqalpha/data/instruments_mixin.py:137 #, python-brace-format msgid "No instrument found: {}" msgstr "" @@ -339,7 +345,7 @@ msgstr "" msgid "mod tear_down [END] {}" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_accounts/position_model.py:383 +#: rqalpha/mod/rqalpha_mod_sys_accounts/position_model.py:396 #, python-brace-format msgid "{order_book_id} is expired, close all positions by system" msgstr "" @@ -360,33 +366,33 @@ msgid "" "{closable}" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_future.py:49 -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:120 -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:183 +#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_future.py:48 +#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:123 +#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:189 #, python-brace-format msgid "Order Creation Failed: 0 order quantity, order_book_id={order_book_id}" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_future.py:55 +#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_future.py:54 #: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:107 msgid "Limit order price should not be nan." msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_future.py:76 +#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_future.py:77 #, python-brace-format msgid "" "Order Creation Failed: close today amount {amount} is larger than today " "closable quantity {quantity}" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_future.py:87 +#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_future.py:88 #, python-brace-format msgid "" "Order Creation Failed: close amount {amount} is larger than position " "quantity {quantity}" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_future.py:111 +#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_future.py:112 #, python-brace-format msgid "" "Order was separated, original order: {original_order_repr}, new orders: " @@ -400,113 +406,81 @@ msgid "" "again!" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:128 +#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:131 #, python-brace-format msgid "insufficient cash, use all remaining cash({}) to create order" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:159 +#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:162 #, python-brace-format msgid "Order Creation Failed: [{order_book_id}] has no valid algo price" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:373 +#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:382 #, python-brace-format msgid "" "function order_target_portfolio: invalid keys of target_portfolio, " "expected order_book_ids or Instrument objects, got {} (type: {})" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:378 +#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:387 #, python-brace-format msgid "" "function order_target_portfolio: invalid instrument type, excepted " -"CS/ETF/LOF/INDX, got {}" +"CS/ETF/LOF/INDX/Convertible/REITs, got {}" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:392 +#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:401 #, python-brace-format msgid "" "function order_target_portfolio: invalid values of target_portfolio, " "excepted float between 0 and 1, got {} (key: {})" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:400 +#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:409 #, python-brace-format msgid "total percent should be lower than 1, current: {}" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:430 +#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:439 #, python-brace-format msgid "" "Adjust position of {id_or_ins} Failed: Invalid close/open price " "{close_price}/{open_price}" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:762 +#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:774 #, python-brace-format msgid "in get_dividend, start_date {} is later than the previous test day {}" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/order_target_portfolio.py:51 +#: rqalpha/mod/rqalpha_mod_sys_accounts/api/order_target_portfolio.py:109 #, python-brace-format msgid "prices of {} is not provided" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/order_target_portfolio.py:61 +#: rqalpha/mod/rqalpha_mod_sys_accounts/api/order_target_portfolio.py:120 #, python-brace-format msgid "instrument type {} is not supported" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/order_target_portfolio.py:109 +#: rqalpha/mod/rqalpha_mod_sys_accounts/api/order_target_portfolio.py:173 #, python-brace-format msgid "frequency {} is not supported" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/order_target_portfolio.py:111 +#: rqalpha/mod/rqalpha_mod_sys_accounts/api/order_target_portfolio.py:175 #, python-brace-format msgid "not supported to be called in {} phase" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/order_target_portfolio.py:288 +#: rqalpha/mod/rqalpha_mod_sys_accounts/api/order_target_portfolio.py:469 #, python-brace-format msgid "price of {} is needed, which is not provided in the algo_or_prices" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/order_target_portfolio.py:273 -msgid "Order creation failed: quantity less than half of minimum order quantity" -msgstr "" - -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/order_target_portfolio.py:275 -msgid "Order creation failed: cannot buy due to suspension" -msgstr "" - -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/order_target_portfolio.py:277 -msgid "Order creation failed: cannot sell due to suspension" -msgstr "" - -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/order_target_portfolio.py:279 -msgid "Order creation failed: no market data available" -msgstr "" - -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/order_target_portfolio.py:282 -msgid "Order creation failed: cannot buy due to limit up" -msgstr "" - -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/order_target_portfolio.py:283 -msgid "Order creation failed: cannot sell due to limit down" -msgstr "" - -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/order_target_portfolio.py:286 -msgid "Order creation failed: cannot buy due to limit down" -msgstr "" - -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/order_target_portfolio.py:288 -msgid "Order creation failed: cannot sell due to limit up" -msgstr "" - -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/order_target_portfolio.py:295 -msgid "Order creation failed: insufficient closable position" +#: rqalpha/mod/rqalpha_mod_sys_accounts/api/order_target_portfolio.py:496 +msgid "Limit order price is invalid." msgstr "" #: rqalpha/mod/rqalpha_mod_sys_analyser/__init__.py:67 @@ -557,192 +531,196 @@ msgstr "" msgid "[sys_analyser] Generate report from strategy output file" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_analyser/mod.py:137 +#: rqalpha/mod/rqalpha_mod_sys_analyser/mod.py:152 msgid "" "config 'base.benchmark' is deprecated, use 'mod.sys_analyser.benchmark' " "instead" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_analyser/mod.py:167 -#: rqalpha/mod/rqalpha_mod_sys_analyser/mod.py:179 -#: rqalpha/mod/rqalpha_mod_sys_analyser/mod.py:200 +#: rqalpha/mod/rqalpha_mod_sys_analyser/mod.py:182 +#: rqalpha/mod/rqalpha_mod_sys_analyser/mod.py:194 +#: rqalpha/mod/rqalpha_mod_sys_analyser/mod.py:215 #, python-brace-format msgid "benchmark {} missing data between backtest start date {} and end date {}" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_analyser/mod.py:188 +#: rqalpha/mod/rqalpha_mod_sys_analyser/mod.py:203 #, python-brace-format msgid "" "benchmark {} available data start date {} >= backtest start date {} or " "end date {} <= backtest end date {}" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_analyser/mod.py:293 +#: rqalpha/mod/rqalpha_mod_sys_analyser/mod.py:309 #, python-brace-format msgid "invalid init benchmark {}, should be in format 'order_book_id:weight'" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_analyser/mod.py:298 +#: rqalpha/mod/rqalpha_mod_sys_analyser/mod.py:314 #, python-brace-format msgid "invalid weight for instrument {order_book_id}: {weight}" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:60 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:59 msgid "Strategy" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:61 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:60 msgid "Benchmark" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:62 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:61 msgid "Excess" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:63 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:62 msgid "Weekly" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:64 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:63 msgid "BenchmarkWeekly" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:66 -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:123 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:65 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:122 #: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:170 msgid "MaxDrawDown" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:67 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:66 msgid "MaxDDD" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:68 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:67 msgid "Open" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:69 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:68 msgid "Close" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:103 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:102 #: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:155 msgid "TotalReturns" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:104 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:103 #: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:156 msgid "AnnualReturns" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:105 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:104 #: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:157 msgid "Alpha" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:106 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:105 #: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:158 msgid "Beta" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:107 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:106 #: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:161 msgid "Sharpe" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:108 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:107 #: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:165 msgid "Sortino" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:109 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:108 msgid "WeeklyUlcerIndex" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:111 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:110 #: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:175 msgid "BenchmarkReturns" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:112 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:111 #: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:176 msgid "BenchmarkAnnual" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:113 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:112 #: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:167 msgid "Volatility" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:114 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:113 msgid "TrackingError" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:115 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:114 msgid "DownsideRisk" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:116 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:115 #: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:164 -msgid "InformationRatio" +msgid "AnnualTwosideTurnover" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:117 -msgid "WeeklyUlcerPerformanceIndex" +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:116 +msgid "WeeklyUlcerPerfIndex" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:119 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:118 #: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:179 msgid "ExcessCumReturns" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:120 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:119 #: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:159 msgid "WinRate" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:121 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:120 msgid "WeeklyWinRate" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:122 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:121 msgid "ProfitLossRate" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:124 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:123 #: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:171 -msgid "MaxDD/MaxDDD" +msgid "MaxDD/DDD" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:125 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:124 msgid "WeeklyExcessUlcerIndex" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:129 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:128 msgid "WeeklyAlpha" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:130 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:129 msgid "WeeklyBeta" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:131 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:130 #: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:162 msgid "WeeklySharpe" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:132 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:131 msgid "WeeklyInfoRatio" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:133 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:132 msgid "WeeklyTrackingError" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:134 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:133 msgid "WeeklyMaxDrawdown" msgstr "" +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:134 +msgid "WeeklyExcessSharpe" +msgstr "" + #: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:138 #: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:177 msgid "ExcessReturns" @@ -770,11 +748,11 @@ msgstr "" #: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:143 #: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:185 -msgid "ExcessMaxDD/ExcessMaxDDD" +msgid "ExcessMaxDD/DDD" msgstr "" #: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:144 -msgid "WeeklyExcessUlcerPerformanceIndex" +msgid "WeeklyExcessUlcerPerfIndex" msgstr "" #: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:163 @@ -800,11 +778,6 @@ msgid "" "{cost_money:.2f}, cash {cash:.2f}" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_risk/validators/is_trading_validator.py:35 -#, python-brace-format -msgid "Order Creation Failed: {order_book_id} is not listing!" -msgstr "" - #: rqalpha/mod/rqalpha_mod_sys_risk/validators/is_trading_validator.py:40 #, python-brace-format msgid "Order Creation Failed: security {order_book_id} is suspended on {date}" @@ -831,51 +804,52 @@ msgid "" "trade: [{}...]" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:135 -#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:352 -#: rqalpha/mod/rqalpha_mod_sys_simulation/signal_broker.py:70 +#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:121 +#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:339 +#: rqalpha/mod/rqalpha_mod_sys_simulation/signal_broker.py:72 #, python-brace-format msgid "" "Order Cancelled: current security [{order_book_id}] can not be traded in " "listed date [{listed_date}]" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:141 +#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:127 #, python-brace-format msgid "Order Cancelled: {order_book_id} miss market data or bar no volume." msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:163 +#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:149 +#: rqalpha/mod/rqalpha_mod_sys_simulation/signal_broker.py:104 #, python-brace-format msgid "" "Order Cancelled: current bar [{order_book_id}] reach the " "{limit_up_or_down} price." msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:171 -#: rqalpha/mod/rqalpha_mod_sys_simulation/signal_broker.py:86 +#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:157 +#: rqalpha/mod/rqalpha_mod_sys_simulation/signal_broker.py:88 #, python-brace-format msgid "Order Cancelled: {order_book_id} bar no volume" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:184 -#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:431 -#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:584 +#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:170 +#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:418 +#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:571 #, python-brace-format msgid "" "Order Cancelled: market order {order_book_id} volume {order_volume} due " "to volume limit" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:221 -#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:467 +#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:207 +#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:454 #, python-brace-format msgid "" "Order Cancelled: not enough money to buy {order_book_id}, needs " "{cost_money:.2f}, cash {cash:.2f}" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:234 +#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:220 #, python-brace-format msgid "" "Order Cancelled: market order {order_book_id} volume {order_volume} is " @@ -883,25 +857,25 @@ msgid "" "{filled_volume} actually" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:359 +#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:346 #, python-brace-format msgid "Order Cancelled: current tick [{order_book_id}] miss market data." msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:389 +#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:376 #, python-brace-format msgid "" "Order Cancelled: current tick [{order_book_id}] reach the " "{limit_up_or_down} price." msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:396 -#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:402 +#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:383 +#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:389 #, python-brace-format msgid "Order Cancelled: [{order_book_id}] has no liquidity." msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:480 +#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:467 #, python-brace-format msgid "" "Order Cancelled: market order {order_book_id} volume {order_volume} is " @@ -909,7 +883,7 @@ msgid "" "{filled_volume} actually" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:626 +#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:613 #, python-brace-format msgid "" "Order Cancelled: market order {order_book_id} fill {filled_volume} " @@ -937,25 +911,15 @@ msgstr "" msgid "NO account_type = ({}) in {}" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_simulation/signal_broker.py:56 +#: rqalpha/mod/rqalpha_mod_sys_simulation/signal_broker.py:57 msgid "cancel_order function is not supported in signal mode" msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_simulation/signal_broker.py:75 +#: rqalpha/mod/rqalpha_mod_sys_simulation/signal_broker.py:77 #, python-brace-format msgid "Order Cancelled: current bar [{order_book_id}] miss market data." msgstr "" -#: rqalpha/mod/rqalpha_mod_sys_simulation/signal_broker.py:96 -#, python-brace-format -msgid "Order Cancelled: current bar [{order_book_id}] reach the limit_up price." -msgstr "" - -#: rqalpha/mod/rqalpha_mod_sys_simulation/signal_broker.py:105 -#, python-brace-format -msgid "Order Cancelled: current bar [{order_book_id}] reach the limit_down price." -msgstr "" - #: rqalpha/mod/rqalpha_mod_sys_simulation/simulation_broker.py:108 #, python-brace-format msgid "unsupported position_effect {}" @@ -1032,124 +996,134 @@ msgstr "" msgid "Cash add {}. units {} become to {}" msgstr "" -#: rqalpha/portfolio/account.py:95 +#: rqalpha/portfolio/account.py:93 #, python-brace-format msgid "invalid init position {order_book_id}: no valid price at {date}" msgstr "" -#: rqalpha/portfolio/account.py:206 +#: rqalpha/portfolio/account.py:204 msgid "" "account.positions is deprecated, please use get_position/get_positions " "API instead" msgstr "" -#: rqalpha/portfolio/account.py:370 +#: rqalpha/portfolio/account.py:368 msgid "Futures account's cash turns negative after settlement" msgstr "" -#: rqalpha/portfolio/account.py:376 +#: rqalpha/portfolio/account.py:374 msgid "Trigger Forced Liquidation, current total_value is 0" msgstr "" -#: rqalpha/portfolio/account.py:529 rqalpha/portfolio/account.py:548 +#: rqalpha/portfolio/account.py:527 rqalpha/portfolio/account.py:546 #, python-brace-format msgid "insufficient cash, current {}, target withdrawal {}" msgstr "" -#: rqalpha/utils/arg_checker.py:51 +#: rqalpha/portfolio/position.py:84 +#, python-brace-format +msgid "No instruments found at {dt}: {id_or_sym}" +msgstr "" + +#: rqalpha/utils/arg_checker.py:50 msgid "valid order_book_id/instrument" msgstr "" -#: rqalpha/utils/arg_checker.py:54 +#: rqalpha/utils/arg_checker.py:53 msgid "listed order_book_id/instrument" msgstr "" -#: rqalpha/utils/arg_checker.py:58 +#: rqalpha/utils/arg_checker.py:57 #, python-brace-format msgid "function {}: invalid {} argument, expected a {}, got {} (type: {})" msgstr "" -#: rqalpha/utils/arg_checker.py:66 rqalpha/utils/arg_checker.py:88 +#: rqalpha/utils/arg_checker.py:65 rqalpha/utils/arg_checker.py:87 #, python-brace-format msgid "" "invalid order_book_id/instrument, expected a listed " "order_book_id/instrument, got {} (type: {})" msgstr "" -#: rqalpha/utils/arg_checker.py:124 +#: rqalpha/utils/arg_checker.py:114 +#, python-brace-format +msgid "invalid order_book_id: {order_book_id}" +msgstr "" + +#: rqalpha/utils/arg_checker.py:133 #, python-brace-format msgid "" "function {}: invalid {} argument, expect a value of type {}, got {} " "(type: {})" msgstr "" -#: rqalpha/utils/arg_checker.py:167 +#: rqalpha/utils/arg_checker.py:169 #, python-brace-format msgid "function {}: invalid {} argument, expect a number, got {} (type: {})" msgstr "" -#: rqalpha/utils/arg_checker.py:190 +#: rqalpha/utils/arg_checker.py:192 #, python-brace-format msgid "function {}: invalid {} argument, valid: {}, got {} (type: {})" msgstr "" -#: rqalpha/utils/arg_checker.py:204 +#: rqalpha/utils/arg_checker.py:206 #, python-brace-format msgid "function {}: invalid {} argument, valid fields are {}, got {} (type: {})" msgstr "" -#: rqalpha/utils/arg_checker.py:216 +#: rqalpha/utils/arg_checker.py:218 #, python-brace-format msgid "function {}: invalid field {}, valid fields are {}, got {} (type: {})" msgstr "" -#: rqalpha/utils/arg_checker.py:222 rqalpha/utils/arg_checker.py:237 +#: rqalpha/utils/arg_checker.py:224 rqalpha/utils/arg_checker.py:239 #, python-brace-format msgid "" "function {}: invalid {} argument, expect a string or a list of string, " "got {} (type: {})" msgstr "" -#: rqalpha/utils/arg_checker.py:264 rqalpha/utils/arg_checker.py:269 +#: rqalpha/utils/arg_checker.py:266 rqalpha/utils/arg_checker.py:271 #, python-brace-format msgid "function {}: invalid {} argument, expect a valid date, got {} (type: {})" msgstr "" -#: rqalpha/utils/arg_checker.py:280 +#: rqalpha/utils/arg_checker.py:282 #, python-brace-format msgid "function {}: invalid {} argument, expect a value >= {}, got {} (type: {})" msgstr "" -#: rqalpha/utils/arg_checker.py:290 +#: rqalpha/utils/arg_checker.py:292 #, python-brace-format msgid "function {}: invalid {} argument, expect a value > {}, got {} (type: {})" msgstr "" -#: rqalpha/utils/arg_checker.py:300 +#: rqalpha/utils/arg_checker.py:302 #, python-brace-format msgid "function {}: invalid {} argument, expect a value <= {}, got {} (type: {})" msgstr "" -#: rqalpha/utils/arg_checker.py:311 +#: rqalpha/utils/arg_checker.py:313 #, python-brace-format msgid "function {}: invalid {} argument, expect a value < {}, got {} (type: {})" msgstr "" -#: rqalpha/utils/arg_checker.py:328 +#: rqalpha/utils/arg_checker.py:330 #, python-brace-format msgid "" "function {}: invalid {} argument, interval should be in form of '1d', " "'3m', '4q', '2y', got {} (type: {})" msgstr "" -#: rqalpha/utils/arg_checker.py:364 +#: rqalpha/utils/arg_checker.py:366 #, python-brace-format msgid "" "function {}: invalid {} argument, should be entity like " "Fundamentals.balance_sheet.total_equity, got {} (type: {})" msgstr "" -#: rqalpha/utils/arg_checker.py:383 +#: rqalpha/utils/arg_checker.py:385 #, python-brace-format msgid "" "function {}: invalid {} argument, frequency should be in form of '1m', " diff --git a/pyproject.toml b/pyproject.toml index aa815b77b..b46e360e7 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -80,4 +80,5 @@ include = ["rqalpha", "rqalpha.*"] [tool.setuptools_scm] write_to = "rqalpha/_version.py" tag_regex = "^release/(?P.*)$" -version_scheme = "guess-next-dev" \ No newline at end of file +version_scheme = "guess-next-dev" +local_scheme = "no-local-version" diff --git a/rqalpha/data/base_data_source/data_source.py b/rqalpha/data/base_data_source/data_source.py index 0f02b056e..fe25be059 100644 --- a/rqalpha/data/base_data_source/data_source.py +++ b/rqalpha/data/base_data_source/data_source.py @@ -42,8 +42,8 @@ from rqalpha.data.base_data_source.storage_interface import (AbstractCalendarStore, AbstractDateSet, AbstractDayBarStore, AbstractDividendStore, AbstractInstrumentStore, AbstractSimpleFactorStore) -from rqalpha.data.base_data_source.storages import (DateSet, DayBarStore, DividendStore, - ExchangeTradingCalendarStore, FutureDayBarStore, +from rqalpha.data.base_data_source.storages import (DateSet, SecuritiesDayBarStore, INDXDayBarStore, + FutureDayBarStore, DividendStore, ExchangeTradingCalendarStore, FutureInfoStore, ShareTransformationStore, SimpleFactorStore, YieldCurveStore, FuturesTradingParameters, load_instruments_from_pkl) @@ -125,10 +125,10 @@ def _p(name): self.register_instruments(load_instruments_from_pkl(_p('instruments.pk'), self._future_info_store)) # register day bar stores - funds_day_bar_store = DayBarStore(_p('funds.h5')) + funds_day_bar_store = SecuritiesDayBarStore(_p('funds.h5')) for ins_type, store in chain([ - (INSTRUMENT_TYPE.CS, DayBarStore(_p('stocks.h5'))), - (INSTRUMENT_TYPE.INDX, DayBarStore(_p('indexes.h5'))), + (INSTRUMENT_TYPE.CS, SecuritiesDayBarStore(_p('stocks.h5'))), + (INSTRUMENT_TYPE.INDX, INDXDayBarStore(_p('indexes.h5'))), (INSTRUMENT_TYPE.FUTURE, FutureDayBarStore(_p('futures.h5'))), ], zip([INSTRUMENT_TYPE.ETF, INSTRUMENT_TYPE.LOF, INSTRUMENT_TYPE.REITs], repeat(funds_day_bar_store))): self.register_day_bar_store(ins_type, store) diff --git a/rqalpha/data/base_data_source/storages.py b/rqalpha/data/base_data_source/storages.py index 63cfa74bf..e30262037 100644 --- a/rqalpha/data/base_data_source/storages.py +++ b/rqalpha/data/base_data_source/storages.py @@ -198,12 +198,13 @@ def h5_file(path, *args, mode="r", **kwargs): class DayBarStore(AbstractDayBarStore): DEFAULT_DTYPE = np.dtype([ - ('datetime', np.uint64), + ('datetime', np.int64), ('open', np.float64), ('close', np.float64), ('high', np.float64), ('low', np.float64), ('volume', np.float64), + ('total_turnover', np.float64), ]) def __init__(self, path): @@ -214,7 +215,7 @@ def __init__(self, path): def get_bars(self, order_book_id): with h5_file(self._path) as h5: try: - return h5[order_book_id][:] + return h5[order_book_id].fields(list(self.DEFAULT_DTYPE.names))[:] except KeyError: return np.empty(0, dtype=self.DEFAULT_DTYPE) @@ -225,10 +226,27 @@ def get_date_range(self, order_book_id): return data[0]['datetime'], data[-1]['datetime'] except KeyError: return 20050104, 20050104 + + +class INDXDayBarStore(DayBarStore): + pass + + +class SecuritiesDayBarStore(DayBarStore): + DEFAULT_DTYPE = np.dtype(DayBarStore.DEFAULT_DTYPE.descr + [ + ('limit_up', np.float64), + ('limit_down', np.float64), + ]) class FutureDayBarStore(DayBarStore): - DEFAULT_DTYPE = np.dtype(DayBarStore.DEFAULT_DTYPE.descr + [("open_interest", ' float: - if instrument.type != INSTRUMENT_TYPE.FUTURE: + if instrument.type not in (INSTRUMENT_TYPE.FUTURE, INSTRUMENT_TYPE.OPTION, INSTRUMENT_TYPE.SPOT): raise LookupError("'{}', instrument_type={}".format(instrument.order_book_id, instrument.type)) return self._get_settlement(instrument, dt) def get_settle_price(self, order_book_id, trading_dt: datetime): instrument = self.get_active_instrument(order_book_id, trading_dt) - if instrument.type != 'Future': + if instrument.type not in (INSTRUMENT_TYPE.FUTURE, INSTRUMENT_TYPE.OPTION, INSTRUMENT_TYPE.SPOT): return np.nan return self._data_source.get_settle_price(instrument, trading_dt) @@ -260,8 +262,7 @@ def tick_fields_for(ins): def available_data_range(self, frequency): return self._data_source.available_data_range(frequency) - def get_futures_trading_parameters(self, order_book_id, dt): - # type: (str, datetime.date) -> FuturesTradingParameters + def get_futures_trading_parameters(self, order_book_id: str, dt: datetime.date) -> FuturesTradingParameters: instrument = self.instruments(order_book_id) return self._data_source.get_futures_trading_parameters(instrument, dt) @@ -288,8 +289,7 @@ def get_tick_size(self, order_book_id): def get_last_price(self, order_book_id: str) -> float: return float(self._price_board.get_last_price(order_book_id)) - def get_future_contracts(self, underlying, date): - # type: (str, DateLike) -> List[str] + def get_future_contracts(self, underlying: str, date: DateLike) -> List[str]: return sorted(i.order_book_id for i in self.all_instruments( [INSTRUMENT_TYPE.FUTURE], date ) if i.underlying_symbol == underlying and not Instrument.is_future_continuous_contract(i.order_book_id)) diff --git a/rqalpha/interface.py b/rqalpha/interface.py index bc1ad88ca..94cac162b 100644 --- a/rqalpha/interface.py +++ b/rqalpha/interface.py @@ -42,16 +42,14 @@ class AbstractPosition(with_metaclass(abc.ABCMeta)): """ @abc.abstractmethod - def get_state(self): - # type: () -> Any + def get_state(self) -> Any: """ 主要用于进行持久化时候，提供对应需要持久化的数据 """ raise NotImplementedError @abc.abstractmethod - def set_state(self, state): - # type: (Any) -> None + def set_state(self, state: Any) -> None: """ 主要用于持久化恢复时，根据提供的持久化数据进行恢复 Position 的实现 """ @@ -59,16 +57,14 @@ def set_state(self, state): @property @abc.abstractmethod - def order_book_id(self): - # type: () -> str + def order_book_id(self) -> str: """ 返回当前持仓的 order_book_id """ raise NotImplementedError @property - def direction(self): - # type: () -> POSITION_DIRECTION + def direction(self) -> POSITION_DIRECTION: """ 返回当前持仓的方向 """ @@ -76,8 +72,7 @@ def direction(self): @property @abc.abstractmethod - def market_value(self): - # type: () -> Union[int, float] + def market_value(self) -> Union[int, float]: """ 返回当前持仓的市值 """ @@ -85,15 +80,15 @@ def market_value(self): @property @abc.abstractmethod - def transaction_cost(self): - # type: () -> Union[int, float] - # 返回当前持仓的当日交易费用 + def transaction_cost(self) -> Union[int, float]: + """ + 返回当前持仓的当日交易费用 + """ raise NotImplementedError @property @abc.abstractmethod - def position_pnl(self): - # type: () -> Union[int, float] + def position_pnl(self) -> Union[int, float]: """ 返回当前持仓当日的持仓盈亏 """ @@ -101,8 +96,7 @@ def position_pnl(self): @property @abc.abstractmethod - def trading_pnl(self): - # type: () -> Union[int, float] + def trading_pnl(self) -> Union[int, float]: """ 返回当前持仓当日的交易盈亏 """ @@ -110,8 +104,7 @@ def trading_pnl(self): @property @abc.abstractmethod - def closable(self): - # type: () -> Union[int, float] + def closable(self) -> Union[int, float]: """ 返回可平仓位 """ @@ -119,8 +112,7 @@ def closable(self): @property @abc.abstractmethod - def today_closable(self): - # type: () -> Union[int, float] + def today_closable(self) -> Union[int, float]: """ 返回今仓中的可平仓位 """ @@ -128,8 +120,7 @@ def today_closable(self): @property @abc.abstractmethod - def quantity(self): - # type: () -> Union[int, float] + def quantity(self) -> Union[int, float]: """ 返回当前持仓量 """ @@ -137,8 +128,7 @@ def quantity(self): @property @abc.abstractmethod - def avg_price(self): - # type: () -> Union[int, float] + def avg_price(self) -> Union[int, float]: """ 开仓均价 """ @@ -146,8 +136,7 @@ def avg_price(self): @property @abc.abstractmethod - def pnl(self): - # type: () -> float + def pnl(self) -> float: """ 该持仓的累计盈亏 """ @@ -155,8 +144,7 @@ def pnl(self): @property @abc.abstractmethod - def equity(self): - # type: () -> float + def equity(self) -> float: """ 当前持仓市值 """ @@ -164,8 +152,7 @@ def equity(self): @property @abc.abstractmethod - def prev_close(self): - # type: () -> float + def prev_close(self) -> float: """ 昨日收盘价 """ @@ -173,12 +160,19 @@ def prev_close(self): @property @abc.abstractmethod - def last_price(self): - # type: () -> float + def last_price(self) -> float: """ 当前最新价 """ raise NotImplementedError + + @property + @abc.abstractmethod + def instrument(self) -> Instrument: + """ + 标的对象 + """ + raise NotImplementedError class AbstractStrategyLoader(with_metaclass(abc.ABCMeta)): diff --git a/rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py b/rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py index f7aa98742..305783faf 100644 --- a/rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py +++ b/rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py @@ -50,6 +50,7 @@ from rqalpha.utils.exception import RQInvalidArgument from rqalpha.utils.i18n import gettext as _ from rqalpha.utils.logger import user_system_log +from rqalpha.mod.rqalpha_mod_sys_accounts.trade_utils import estimate_transaction_cost_calculator, round_order_quantity, get_amount_from_value from .order_target_portfolio import order_target_portfolio_smart # 使用Decimal 解决浮点数运算精度问题 @@ -59,10 +60,6 @@ export_as_api(sector_code, name='sector_code') -KSH_MIN_AMOUNT = 200 -BJSE_MIN_AMOUNT = 100 - - def _get_account_position(order_book_id: str): try: account = Environment.get_instance().portfolio.accounts[DEFAULT_ACCOUNT_TYPE.STOCK] @@ -74,21 +71,6 @@ def _get_account_position(order_book_id: str): return account, position -def _round_order_quantity(ins, quantity, method: Callable = int) -> int: - if ins.type == "CS" and ins.board_type == "KSH": - # KSH can buy(sell) 201, 202 shares - return 0 if abs(quantity) < KSH_MIN_AMOUNT else int(quantity) - elif ins.type == "CS" and ins.board_type == "BJS": - # BJSE can buy(sell) 101, 202 shares - return 0 if abs(quantity) < BJSE_MIN_AMOUNT else int(quantity) - else: - round_lot = ins.round_lot - try: - return method(Decimal(quantity) / Decimal(round_lot)) * round_lot - except ValueError: - raise - - def _get_order_style_price(order_book_id, style): if isinstance(style, LimitOrder): return style.get_limit_price() @@ -116,7 +98,7 @@ def _submit_order(order_book_id: str, amount, side, position_effect, style, curr if (side == SIDE.BUY and current_quantity != -amount) or (side == SIDE.SELL and current_quantity != abs(amount)): # 在融券回测中，需要用买单作为平空，对于此种情况下出现的碎股，亦允许一次性申报卖出 - amount = _round_order_quantity(ins, amount) + amount = round_order_quantity(ins, amount) if amount == 0: if zero_amount_as_exception: @@ -137,16 +119,6 @@ def _submit_order(order_book_id: str, amount, side, position_effect, style, curr def _order_shares(order_book_id: str, amount, style, quantity, auto_switch_order_value, zero_amount_as_exception=True): side, position_effect = (SIDE.BUY, POSITION_EFFECT.OPEN) if amount > 0 else (SIDE.SELL, POSITION_EFFECT.CLOSE) return _submit_order(order_book_id, amount, side, position_effect, style, quantity, auto_switch_order_value, zero_amount_as_exception) - - -def _estimate_transaction_cost(env: Environment, ins: Instrument, delta_quantity: Union[int, float], price: float) -> float: - if delta_quantity > 0: - side, position_effect = SIDE.BUY, POSITION_EFFECT.OPEN - else: - side, position_effect = SIDE.SELL, POSITION_EFFECT.CLOSE - return env.calc_transaction_cost(TransactionCostArgs( - ins, price, abs(delta_quantity), side, position_effect, # type: ignore - )).total def _order_value(account: Account, position: AbstractPosition, order_book_id: str, cash_amount: float, style: OrderStyle, zero_amount_as_exception=True): @@ -171,24 +143,12 @@ def _order_value(account: Account, position: AbstractPosition, order_book_id: st ins = assure_active_ins_for_order_api(order_book_id) if ins is None: return - exchange_rates = env.data_proxy.get_exchange_rate(env.trading_dt.date(), ins.market) - exchange_rate_middle = (exchange_rates.bid_reference + exchange_rates.ask_reference) / 2 - amount = int(Decimal(cash_amount) / Decimal(price * exchange_rate_middle)) - if cash_amount > 0: - amount = min(amount, int(Decimal(account.cash) / Decimal(price * exchange_rates.ask_reference))) - round_lot = int(ins.round_lot) - if cash_amount > 0: - amount = _round_order_quantity(ins, amount) - while amount > 0: - expected_transaction_cost = _estimate_transaction_cost(env, ins, amount, price) - if amount * price * exchange_rates.ask_reference + expected_transaction_cost <= cash_amount: - break - amount -= round_lot - else: - if zero_amount_as_exception: - reason = _(u"Order Creation Failed: 0 order quantity, order_book_id={order_book_id}").format(order_book_id=ins.order_book_id) - env.order_creation_failed(order_book_id=order_book_id, reason=reason) - return + + amount = get_amount_from_value(cash_amount, ins, price, env, account.cash) + if amount == 0 and zero_amount_as_exception: + reason = _(u"Order Creation Failed: 0 order quantity, order_book_id={order_book_id}").format(order_book_id=ins.order_book_id) + env.order_creation_failed(order_book_id=order_book_id, reason=reason) + return if amount < 0: amount = max(amount, -position.closable) @@ -335,7 +295,8 @@ def order_target_portfolio( target_portfolio: Dict[str, float], price_or_styles: Dict[str, TUPLE_PRICE_OR_STYLE_TYPE] = dict({}), ) -> List[Order]: """ - 批量调整股票仓位至目标权重。注意：股票账户中未出现在 target_portfolio 中的资产将被平仓！ + 批量调整仓位至目标权重，支持股票、指数、场内基金、REITs、可转债。注意：股票账户中未出现在 target_portfolio 中的资产将被平仓！ + rqalpha v6 版本开始新加 order_target_portfolio_smart API，相比当前 API 更加智能和精准，推荐使用新 API 进行调仓！ 该 API 的参数 target_portfolio 为字典，key 为 order_book_id 或 instrument，value 为权重。 此时将根据参数 price_or_styles 中设置的价格来计算目标持仓数量并调仓。 @@ -427,7 +388,7 @@ def order_target_portfolio( for order_book_id, (target_percent, open_style, close_style, last_price, ins) in target.items(): current_value = current_quantities.get(order_book_id, 0) * last_price change_value = target_percent * account_value - current_value - estimate_transaction_cost += _estimate_transaction_cost(env, ins, change_value / last_price, last_price) + estimate_transaction_cost += estimate_transaction_cost_calculator(env, ins, change_value / last_price, last_price) account_value = account_value - estimate_transaction_cost close_orders, open_orders = [], [] @@ -442,7 +403,7 @@ def order_target_portfolio( env.order_creation_failed(order_book_id=order_book_id, reason=reason) continue delta_quantity = (account_value * target_percent / close_price) - current_quantities.get(order_book_id, 0) - delta_quantity = _round_order_quantity(env.data_proxy.instrument(order_book_id), delta_quantity, method=round) + delta_quantity = round_order_quantity(env.data_proxy.instrument(order_book_id), delta_quantity, method=round) # 优先生成卖单，以便计算出剩余现金，进行买单数量的计算 if delta_quantity == 0: @@ -459,13 +420,13 @@ def order_target_portfolio( estimate_cash = account.cash + sum([o.quantity * o.frozen_price - o.estimated_transaction_cost for o in close_orders]) for order_book_id, (delta_quantity, position_effect, open_style, last_price, ins) in waiting_to_buy.items(): - cost = delta_quantity * last_price + _estimate_transaction_cost(env, ins, delta_quantity, last_price) + cost = delta_quantity * last_price + estimate_transaction_cost_calculator(env, ins, delta_quantity, last_price) if cost > estimate_cash: delta_quantity = estimate_cash / last_price - delta_quantity = _round_order_quantity(env.data_proxy.instrument(order_book_id), delta_quantity) + delta_quantity = round_order_quantity(env.data_proxy.instrument(order_book_id), delta_quantity) if delta_quantity == 0: continue - cost = delta_quantity * last_price + _estimate_transaction_cost(env, ins, delta_quantity, last_price) + cost = delta_quantity * last_price + estimate_transaction_cost_calculator(env, ins, delta_quantity, last_price) order = Order.__from_create__(order_book_id, delta_quantity, SIDE.BUY, open_style, position_effect) if isinstance(open_style, MarketOrder): order.set_frozen_price(last_price) diff --git a/rqalpha/mod/rqalpha_mod_sys_accounts/api/order_target_portfolio.py b/rqalpha/mod/rqalpha_mod_sys_accounts/api/order_target_portfolio.py index 04c1797f8..97b1ee0a0 100644 --- a/rqalpha/mod/rqalpha_mod_sys_accounts/api/order_target_portfolio.py +++ b/rqalpha/mod/rqalpha_mod_sys_accounts/api/order_target_portfolio.py @@ -1,8 +1,8 @@ from enum import Enum from operator import itemgetter -from typing import Dict, Mapping, NamedTuple, Optional, Union, cast, List, Tuple +from typing import Dict, Mapping, NamedTuple, Optional, Tuple, Union, cast -from numpy import inf, sign +from numpy import inf, isnan, sign from numpy import round as np_round from pandas import DataFrame, Index, Series @@ -24,10 +24,12 @@ ) from rqalpha.model.order import AlgoOrder, LimitOrder, MarketOrder, Order, OrderStyle from rqalpha.portfolio.account import Account +from rqalpha.utils import are_valid_prices from rqalpha.utils.arg_checker import assure_active_instrument from rqalpha.utils.exception import RQApiNotSupportedError, RQInvalidArgument from rqalpha.utils.functools import lru_cache -from rqalpha.utils.i18n import gettext as _, lazy_gettext +from rqalpha.utils.i18n import gettext as _ +from rqalpha.utils.i18n import lazy_gettext from rqalpha.utils.price_limits import reaches_limit_down_vectorized, reaches_limit_up_vectorized @@ -62,7 +64,10 @@ def translation(self) -> str: class DenialReason(CommentedEnum): - less_than_half = 'less_than_half', lazy_gettext('Order creation failed: quantity less than half of minimum order quantity') + less_than_half = ( + 'less_than_half', + lazy_gettext('Order creation failed: quantity less than half of minimum order quantity'), + ) suspended_buy = 'suspended_buy', lazy_gettext('Order creation failed: cannot buy due to suspension') suspended_sell = 'suspended_sell', lazy_gettext('Order creation failed: cannot sell due to suspension') no_price = 'no_price', lazy_gettext('Order creation failed: no market data available') @@ -205,18 +210,26 @@ def _round_adjusting_odd_lots(self, adjusting: Series) -> Tuple[Series, Dict[Den def _calc_adjusting( self, target_quantities: Series, direction: POSITION_DIRECTION ) -> Tuple[Series, Dict[DenialReason, Series]]: - # caller should ensure the index of diff, price_df and suspended are the same + """计算调仓数量并应用各类约束。 + + Returns: + (diff, denials): 调整后的数量变化和各类拒绝原因 + """ diff, denials = self._round_adjusting_odd_lots(target_quantities.sub(self._current_quantities, fill_value=0)) prices, limit_up, limit_down = itemgetter('last', 'limit_up', 'limit_down')(self._prices) + + # 构建完全不可调整的资产掩码（停牌、无行情） adjusting_denied = ( self._suspended # 停牌 | prices.isna() # 无行情 ) + # 记录各类拒绝原因（用于向用户报告） denials[DenialReason.suspended_buy] = (diff > 0) & self._suspended denials[DenialReason.suspended_sell] = (diff < 0) & self._suspended denials[DenialReason.no_price] = prices.isna() & (diff != 0) + # 涨跌停限制（方向相关） limit_up = reaches_limit_up_vectorized(prices, limit_up, self._tick_sizes) limit_down = reaches_limit_down_vectorized(prices, limit_down, self._tick_sizes) if direction == POSITION_DIRECTION.LONG: @@ -259,55 +272,111 @@ def _trans_cost_decider(self, market: MARKET) -> AbstractStockTransactionCostDec ) return decider - SAFETY: float = 1.2 + def _estimate_transaction_costs(self, diff: Series, prices: Series) -> float: + """估算交易成本（手续费 + 汇率成本）。""" + delta_mv = diff * prices + costs = 0.0 + for market, group in self._market.groupby(by=self._market): + # 税费等成本 + costs += self._trans_cost_decider(market).batch_estimate(diff[group.index], prices[group.index]).sum() # type: ignore + if market != MARKET.CN: + # 汇率成本 + exchange_rate = self._exchange_rates[market] # type: ignore + buy_mask = (diff > 0) & (diff.index.isin(group.index)) + sell_mask = (diff < 0) & (diff.index.isin(group.index)) + costs += delta_mv[buy_mask].sum() * (exchange_rate.ask / exchange_rate.middle - 1) + costs += delta_mv[sell_mask].sum() * (exchange_rate.middle / exchange_rate.bid - 1) + return costs + + def _calc_min_adjustable(self, denials: Dict[DenialReason, Series], prices: Series) -> float: + """计算最小可调精度，仅基于可调资产（排除所有拒绝的资产）。无可调资产时返回 inf 触发退出。""" + adjusting_denied = Series(False, index=prices.index) + for reason, mask in denials.items(): + adjusting_denied |= mask + can_adjust = ~adjusting_denied + if can_adjust.any(): + return (self._min_qty[can_adjust] * prices[can_adjust] / self._total_value).min() + return inf + + MAX_ITERATIONS: int = 150 + KP_INIT: float = 0.382 # 比例增益初始值（黄金分割比） + KP_MIN: float = 0.01 # 比例增益下限 + KP_DECAY: float = 0.382 # 振荡时 kp 衰减因子 + PRECISION: float = 0.0001 # 硬性精度要求（万分之一） + MAX_OSCILLATIONS: int = 10 # kp 达到下限后允许的最大振荡次数 def __call__(self, direction: POSITION_DIRECTION = POSITION_DIRECTION.LONG) -> AdjustingResult: + """使用 P 控制器迭代求解最优调仓方案。 + + 算法核心思路： + 1. 通过 safety 系数缩放目标持仓量，用比例控制器（P-controller）调节 safety 使实际持仓比例逼近目标权重 + 2. 仅基于可调资产（排除停牌、涨跌停、不可平仓等）计算最小可调精度，无可调资产时立即退出 + tips: + 1. 误差定义：diff_proportion = 持仓市值 / (总资产 - 交易成本)，将手续费、税费、汇率成本纳入控制目标 + 2. 振荡抑制：检测误差符号翻转时降低比例增益 kp，防止在离散约束下来回震荡 + """ if self._current_quantities.empty and self._target_weights.empty: return AdjustingResult(adjustments=Series(dtype='float64'), denials=dict()) - if self._target_weights.sum() > 0.95: - # 如果目标是满仓或者接近满仓，则使用一个较高的 safety 开始下降 - safety = self.SAFETY - else: - safety = 1. - last_proportion_diff = inf - last_diff = None - last_denials = None + # 初始化 P 控制器状态 + total_target_weight = self._target_weights.sum() + safety = 1.0 # 目标持仓缩放系数，通过迭代调节逼近目标权重 + kp = self.KP_INIT # 比例增益，控制每次 safety 调整幅度 + prev_error = 0.0 # 上一次带符号误差，用于振荡检测 + oscillation_count = 0 # 振荡次数，误差符号翻转时累加 + + # 历史最优可行解 + best_error = inf + best_diff = Series(dtype='float64') + best_denials = None prices = self._prices_settle_ccy - while True: - if safety < 0: - # 防止 bug 导致的死循环 - raise RuntimeError('safety < 0: {}'.format(safety)) + + for iteration in range(self.MAX_ITERATIONS): + # 1. 根据当前 safety 计算目标持仓量，并应用各类约束 target_quantities: Series = (self._total_value * safety * self._target_weights / prices).round(0) diff, denials = self._calc_adjusting(target_quantities, direction) - delta_mv = diff * prices - cash_consumed = delta_mv.sum() - for market, group in self._market.groupby(by=self._market): - # 税费等成本 - cash_consumed += ( - self._trans_cost_decider(market).batch_estimate(diff[group.index], prices[group.index]).sum() - ) # type: ignore - # 汇率成本 - if market != MARKET.CN: - exchange_rate = self._exchange_rates[market] # type: ignore - cash_consumed += delta_mv[(diff > 0) & (diff.index.isin(group.index))].sum() * ( - exchange_rate.ask / exchange_rate.middle - 1 - ) - cash_consumed += delta_mv[(diff < 0) & (diff.index.isin(group.index))].sum() * ( - exchange_rate.middle / exchange_rate.bid - 1 - ) - - total_proportion = ((self._current_quantities.add(diff, fill_value=0)) * prices).sum() / self._total_value - proportion_diff = abs(total_proportion - self._target_weights.sum()) - if cash_consumed < self._cash_available: + # 2. 计算交易成本和现金消耗 + transaction_costs = self._estimate_transaction_costs(diff, prices) + cash_consumed = (diff * prices).sum() + transaction_costs + + # 3. 计算成本感知误差 + # signed_error > 0 表示实际比例低于目标，需增大 safety；反之需减小 + total_market_value = ((self._current_quantities.add(diff, fill_value=0)) * prices).sum() + diff_proportion = total_market_value / (self._total_value - transaction_costs) + signed_error = total_target_weight - diff_proportion + current_error = abs(signed_error) + + # 4. 更新最优可行解 + if current_error < best_error: + best_error = current_error + best_diff = diff + best_denials = denials + + # 5. 振荡检测与 kp 衰减 + if signed_error * prev_error < 0: + oscillation_count += 1 + kp *= self.KP_DECAY + kp = max(kp, self.KP_MIN) + + # 检查退出条件 + min_adjustable = self._calc_min_adjustable(denials, prices) + if ( + cash_consumed < self._cash_available + # 寻找基于当前可用现金下的最优解 # TODO: 分别计算 A H 股的可用资金 - if proportion_diff > last_proportion_diff and last_diff is not None and last_denials is not None: - break - last_diff, last_denials = diff, denials - last_proportion_diff = proportion_diff - safety -= min(max(proportion_diff / 10, 0.0001), 0.002) - return AdjustingResult(adjustments=last_diff, denials=self._format_denials(last_denials)) + and ( + current_error < min_adjustable + or current_error <= self.PRECISION + ) + ) or (kp <= self.KP_MIN and oscillation_count > self.MAX_OSCILLATIONS): + break + + # safety 调整量 = kp × 误差 + safety += kp * signed_error + prev_error = signed_error + + return AdjustingResult(adjustments=best_diff, denials=self._format_denials(best_denials or dict())) @export_as_api @@ -321,7 +390,7 @@ def order_target_portfolio_smart( valuation_prices: Optional[Union[Mapping[str, float], Series]] = None, ) -> Dict[str, Union[Order, str]]: """ - 智能批量调整股票仓位至目标权重。 + 智能批量调整仓位至目标权重，支持股票、指数、场内基金、REITs、可转债。 :param target_portfolio: 目标权重字典或 Series，key 为 order_book_id，value 为权重 :param order_prices: 挂单/撮合价格设置，支持以下格式： @@ -380,9 +449,16 @@ def order_target_portfolio_smart( dtype=float, ) account = env.portfolio.accounts[DEFAULT_ACCOUNT_TYPE.STOCK] + invalid_order_book_ids = Index([]) if isinstance(order_prices, (Mapping, Series)): + normalized_order_prices = Series( + {assure_active_instrument(order_book_id).order_book_id: price for order_book_id, price in order_prices.items()}, + dtype=object, + ) + valid_order_price_mask = are_valid_prices(normalized_order_prices) + invalid_order_book_ids = normalized_order_prices.index[~valid_order_price_mask] style_map: Dict[str, OrderStyle] = { - cast(str, order_book_id): LimitOrder(price) for order_book_id, price in order_prices.items() + order_book_id: LimitOrder(price) for order_book_id, price in normalized_order_prices[valid_order_price_mask].items() } def _get_style(order_book_id) -> OrderStyle: @@ -413,6 +489,12 @@ def _get_style(order_book_id) -> OrderStyle: adjusting = result.adjustments denials = dict(result.denials) if result.denials else {} + if len(invalid_order_book_ids) > 0: + invalid_price_mask = adjusting.index.isin(invalid_order_book_ids) & (adjusting != 0) + adjusting.loc[invalid_price_mask] = 0 + denials.update( + {order_book_id: _('Limit order price is invalid.') for order_book_id in adjusting.index[invalid_price_mask]} + ) results: Dict[str, Union[Order, str]] = {} diff --git a/rqalpha/mod/rqalpha_mod_sys_accounts/position_model.py b/rqalpha/mod/rqalpha_mod_sys_accounts/position_model.py index e05ff51fc..cedf316de 100644 --- a/rqalpha/mod/rqalpha_mod_sys_accounts/position_model.py +++ b/rqalpha/mod/rqalpha_mod_sys_accounts/position_model.py @@ -29,11 +29,12 @@ from rqalpha.data.data_proxy import DataProxy from rqalpha.utils import INST_TYPE_IN_STOCK_ACCOUNT, is_valid_price from rqalpha.utils.datetime_func import convert_date_to_date_int -from rqalpha.utils.logger import user_system_log +from rqalpha.utils.logger import user_system_log, system_log from rqalpha.utils.class_helper import deprecated_property from rqalpha.utils.i18n import gettext as _ from rqalpha.core.events import EVENT, Event from rqalpha.utils.class_helper import cached_property +from .trade_utils import get_amount_from_value def _int_to_date(d): @@ -145,8 +146,9 @@ def before_trading(self, trading_date): raise RuntimeError("direction of stock position {} is not supposed to be short".format(self._order_book_id)) data_proxy = self._env.data_proxy self._daily_dividend = self._handle_dividend_book_closure(trading_date, data_proxy) - delta_cash += self._handle_dividend_payable(trading_date) + # 需要先执行拆股后再执行分红支付操作，否则当开启分红再投资时，会将当日到账的票也进行拆股 self._daily_split = self._handle_split(trading_date, data_proxy) + delta_cash += self._handle_dividend_payable(trading_date) return delta_cash def apply_trade(self, trade): @@ -250,16 +252,15 @@ def _handle_dividend_payable(self, trading_date: date) -> float: payable_value += dividend_value if payable_value and self.dividend_reinvestment: last_price = self.last_price - amount = int(Decimal(payable_value) / Decimal(last_price)) - round_lot = self._instrument.round_lot - amount = int(Decimal(amount) / Decimal(round_lot)) * round_lot + account = self._env.get_account(self._order_book_id) + amount = get_amount_from_value(payable_value, self._instrument, last_price, self._env, account.cash) if amount > 0: - account = self._env.get_account(self._order_book_id) trade = Trade.__from_create__( None, last_price, amount, SIDE.BUY, POSITION_EFFECT.OPEN, self._order_book_id, ) self._env.event_bus.publish_event(Event(EVENT.TRADE, account=account, trade=trade, order=None)) - return payable_value - amount * last_price + return payable_value - amount * last_price - trade.transaction_cost + return payable_value else: return payable_value @@ -389,7 +390,11 @@ def settlement(self, trading_date): next_date = data_proxy.get_next_trading_date(trading_date) if self._env.config.mod.sys_accounts.futures_settlement_price_type == "settlement": # 逐日盯市按照结算价结算 - self._last_price = self._env.data_proxy.get_settle_price(self._order_book_id, self._env.trading_dt) + settle_price = self._env.data_proxy.get_settle_price(self._order_book_id, self._env.trading_dt) + if not is_valid_price(settle_price): + system_log.warning(f"{self._order_book_id} is missing settlement data for {self._env.trading_dt}, close price will be used.") + else: + self._last_price = settle_price delta_cash += self.equity self._avg_price = self.last_price if self._instrument.de_listed_at(next_date): diff --git a/rqalpha/mod/rqalpha_mod_sys_accounts/trade_utils.py b/rqalpha/mod/rqalpha_mod_sys_accounts/trade_utils.py new file mode 100644 index 000000000..21a9fc8c9 --- /dev/null +++ b/rqalpha/mod/rqalpha_mod_sys_accounts/trade_utils.py @@ -0,0 +1,52 @@ +from typing import Union, Callable +from decimal import Decimal + +from rqalpha.environment import Environment +from rqalpha.model.instrument import Instrument +from rqalpha.const import SIDE, POSITION_EFFECT +from rqalpha.interface import TransactionCostArgs + + +KSH_MIN_AMOUNT = 200 +BJSE_MIN_AMOUNT = 100 + + +def estimate_transaction_cost_calculator(env: Environment, ins: Instrument, delta_quantity: Union[int, float], price: float) -> float: + if delta_quantity > 0: + side, position_effect = SIDE.BUY, POSITION_EFFECT.OPEN + else: + side, position_effect = SIDE.SELL, POSITION_EFFECT.CLOSE + return env.calc_transaction_cost(TransactionCostArgs( + ins, price, abs(delta_quantity), side, position_effect, # type: ignore + )).total + + +def round_order_quantity(ins, quantity, method: Callable = int) -> int: + if ins.type == "CS" and ins.board_type == "KSH": + # KSH can buy(sell) 201, 202 shares + return 0 if abs(quantity) < KSH_MIN_AMOUNT else int(quantity) + elif ins.type == "CS" and ins.board_type == "BJS": + # BJSE can buy(sell) 101, 202 shares + return 0 if abs(quantity) < BJSE_MIN_AMOUNT else int(quantity) + else: + round_lot = ins.round_lot + try: + return method(Decimal(quantity) / Decimal(round_lot)) * round_lot + except ValueError: + raise + + +def get_amount_from_value(value: float, ins: Instrument, price: float, env: Environment, account_cash: float) -> int: + exchange_rates = env.data_proxy.get_exchange_rate(env.trading_dt.date(), ins.market) + exchange_rate_middle = (exchange_rates.bid_reference + exchange_rates.ask_reference) / 2 + amount = int(Decimal(value) / Decimal(price * exchange_rate_middle)) + if value > 0: + amount = min(amount, int(Decimal(account_cash) / Decimal(price * exchange_rates.ask_reference))) + amount = round_order_quantity(ins, amount) + while amount > 0: + estimate_transaction_cost = estimate_transaction_cost_calculator(env, ins, amount, price) + if amount * price + estimate_transaction_cost > value: + amount = round_order_quantity(ins, amount - ins.order_step_size) + else: + return amount + return amount \ No newline at end of file diff --git a/rqalpha/mod/rqalpha_mod_sys_analyser/mod.py b/rqalpha/mod/rqalpha_mod_sys_analyser/mod.py index f4b70f031..6e6b08c0b 100644 --- a/rqalpha/mod/rqalpha_mod_sys_analyser/mod.py +++ b/rqalpha/mod/rqalpha_mod_sys_analyser/mod.py @@ -59,6 +59,12 @@ def _get_yearly_risk_free_rates( start_date = datetime.date(year + 1, 1, 1) +def _all_trades_are_equities(trades: pd.DataFrame) -> bool: + if trades.empty or "order_book_id" not in trades.columns: + return False + return trades["order_book_id"].map(lambda oid: isinstance(oid, str) and EQUITIES_OID_RE.match(oid) is not None).all() + + PRESSURE_TEST_PERIOD = { "打击壳价值": (datetime.date(2016, 11, 1), datetime.date(2018, 2, 1)), "公募基金抱团": (datetime.date(2020, 10, 9), datetime.date(2021, 3, 1)), @@ -269,10 +275,11 @@ def _collect_daily(self, _): pos_dict.setdefault(pos.order_book_id, {})[pos.direction] = pos for order_book_id, pos in pos_dict.items(): - self._positions[account_type].append(self._to_position_record( - self._env.calendar_dt, self._env.trading_dt, - order_book_id, pos.get(POSITION_DIRECTION.LONG), pos.get(POSITION_DIRECTION.SHORT) - )) + record = self._to_position_record( + self._env.calendar_dt, order_book_id, pos.get(POSITION_DIRECTION.LONG), pos.get(POSITION_DIRECTION.SHORT) + ) + if record is not None: + self._positions[account_type].append(record) def _symbol(self, order_book_id, trading_dt: datetime.datetime): return self._env.data_proxy.get_active_instrument(order_book_id, trading_dt).symbol @@ -352,22 +359,22 @@ def _to_account_record(self, date, account): def _to_position_record( self, calendar_dt: datetime.datetime, - trading_dt: datetime.datetime, order_book_id: str, long: Optional[AbstractPosition], short: Optional[AbstractPosition] ) -> Dict: - instrument = self._env.data_proxy.get_active_instrument(order_book_id, trading_dt) + position = long or short + if position is None: + return data = { 'order_book_id': order_book_id, - 'symbol': self._symbol(order_book_id, trading_dt), + 'symbol': position.instrument.symbol, 'date': calendar_dt.date(), } - if instrument.type in self.LONG_ONLY_INS_TYPE + [INSTRUMENT_TYPE.REPO]: + if position.instrument.type in self.LONG_ONLY_INS_TYPE + [INSTRUMENT_TYPE.REPO]: for field in ['quantity', 'last_price', 'avg_price', 'market_value']: data[field] = self._safe_convert(getattr(long, field, None)) else: - position = long or short if position: for field in ['margin', 'contract_multiplier', 'last_price']: data[field] = self._safe_convert(getattr(position, field)) @@ -555,18 +562,23 @@ def tear_down(self, code, exception=None): 'portfolio': total_portfolios, } - if not trades.empty and all( - EQUITIES_OID_RE.match(trade.order_book_id) for trade in trades.itertuples() # type: ignore - ): + if _all_trades_are_equities(trades): # 策略仅交易股票、指数、场内基金等品种时才计算换手率 trades_values = trades.last_price * trades.last_quantity - market_values = total_portfolios.market_value - summary["turnover"] = trades_values.sum() / market_values.mean() / 2 + market_values = total_portfolios.market_value.dropna() + mean_market_value = market_values.mean() + if len(market_values) > 0 and np.isfinite(mean_market_value) and mean_market_value != 0: + summary["turnover"] = trades_values.sum() / mean_market_value / 2 + summary["annualized_twoside_turnover"] = summary["turnover"] * 2 * trading_days_a_year / len(market_values) + else: + summary["turnover"] = np.nan + summary["annualized_twoside_turnover"] = np.nan avg_daily_turnover = (trades_values.groupby(trades.index.date).sum() / market_values / 2) with pd.option_context('mode.use_inf_as_na', True): summary["avg_daily_turnover"] = avg_daily_turnover.fillna(0).mean() else: summary["turnover"] = np.nan + summary["annualized_twoside_turnover"] = np.nan if self._benchmark: df = pd.DataFrame(self._total_benchmark_portfolios) diff --git a/rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py b/rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py index b9d8d3987..0a8ec8cb2 100644 --- a/rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py +++ b/rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py @@ -36,7 +36,6 @@ if "/matplotlib/" in font: system_log.warn("PLOT: Missing Chinese fonts. Fallback to English.") LABEL_FONT_SIZE = 9 - _ = lambda txt: txt SUPPORT_CHINESE = False else: LABEL_FONT_SIZE = 11 @@ -106,23 +105,23 @@ class DefaultPlot(PlotTemplate): IndicatorInfo("beta", _("Beta"), BLACK, "{0:.4}", 11, 1), IndicatorInfo("sharpe", _("Sharpe"), BLACK, "{0:.4}", 11, 1), IndicatorInfo("sortino", _("Sortino"), BLACK, "{0:.4}", 11, 1), - IndicatorInfo("weekly_ulcer_index", _("WeeklyUlcerIndex"), BLACK, "{0:.4}", 11, 1.4), + IndicatorInfo("weekly_ulcer_index", _("WeeklyUlcerIndex"), BLACK, "{0:.4}", 11, 1), ], [ IndicatorInfo("benchmark_total_returns", _("BenchmarkReturns"), BLUE, "{0:.3%}", 11, 1), IndicatorInfo("benchmark_annualized_returns", _("BenchmarkAnnual"), BLUE, "{0:.3%}", 11, 1), IndicatorInfo("volatility", _("Volatility"), BLACK, "{0:.3%}", 11, 1), IndicatorInfo("tracking_error", _("TrackingError"), BLACK, "{0:.3%}", 11, 1), IndicatorInfo("downside_risk", _("DownsideRisk"), BLACK, "{0:.4}", 11, 1), - IndicatorInfo("information_ratio", _("InformationRatio"), BLACK, "{0:.4}", 11, 1), - IndicatorInfo("weekly_ulcer_performance_index", _("WeeklyUlcerPerformanceIndex"), BLACK, "{0:.4}", 11, 1.4), + IndicatorInfo("annualized_twoside_turnover", _("AnnualTwosideTurnover"), BLACK, "{0:.3%}", 11, 1), + IndicatorInfo("weekly_ulcer_performance_index", _("WeeklyUlcerPerfIndex"), BLACK, "{0:.4}", 11, 1), ], [ IndicatorInfo("excess_cum_returns", _("ExcessCumReturns"), BLACK, "{0:.3%}", 11, 1), IndicatorInfo("win_rate", _("WinRate"), BLACK, "{0:.3%}", 11, 1), IndicatorInfo("weekly_win_rate", _("WeeklyWinRate"), BLACK, "{0:.3%}", 11, 1), IndicatorInfo("profit_loss_rate", _("ProfitLossRate"), BLACK, "{0:.4}", 11, 1), IndicatorInfo("max_drawdown", _("MaxDrawDown"), BLACK, "{0:.3%}", 11, 1), - IndicatorInfo("max_dd_ddd", _("MaxDD/MaxDDD"), BLACK, "{}", 6, 1), - IndicatorInfo("weekly_excess_ulcer_index", _("WeeklyExcessUlcerIndex"), BLACK, "{0:.4}", 11, 1.4), + IndicatorInfo("max_dd_ddd", _("MaxDD/DDD"), BLACK, "{}", 7, 1), + IndicatorInfo("weekly_excess_ulcer_index", _("WeeklyExcessUlcerIndex"), BLACK, "{0:.4}", 11, 1), ]] WEEKLY_INDICATORS = [[ @@ -132,7 +131,7 @@ class DefaultPlot(PlotTemplate): IndicatorInfo("weekly_information_ratio", _("WeeklyInfoRatio"), BLACK, "{0:.4}", 11, 1), IndicatorInfo("weekly_tracking_error", _("WeeklyTrackingError"), BLACK, "{0:.3%}", 11, 1), IndicatorInfo("weekly_max_drawdown", _("WeeklyMaxDrawdown"), BLACK, "{0:.3%}", 11, 1), - IndicatorInfo("weekly_excess_sharpe", _("WeeklyExcessSharpe"), BLACK, "{0:.4}", 11, 1.4) + IndicatorInfo("weekly_excess_sharpe", _("WeeklyExcessSharpe"), BLACK, "{0:.4}", 11, 1.7) ]] EXCESS_INDICATORS = [[ @@ -141,8 +140,8 @@ class DefaultPlot(PlotTemplate): IndicatorInfo("excess_sharpe", _("ExcessSharpe"), BLACK, "{0:.4}", 11, 1), IndicatorInfo("excess_volatility", _("ExcessVolatility"), BLACK, "{0:.3%}", 11, 1), IndicatorInfo("excess_max_drawdown", _("ExcessMaxDD"), BLACK, "{0:.3%}", 11, 1), - IndicatorInfo("excess_max_dd_ddd", _("ExcessMaxDD/ExcessMaxDDD"), BLACK, "{}", 6, 1), - IndicatorInfo("weekly_excess_ulcer_performance_index", _("WeeklyExcessUlcerPerformanceIndex"), BLACK, "{0:.4}", 11, 1.4), + IndicatorInfo("excess_max_dd_ddd", _("ExcessMaxDD/DDD"), BLACK, "{}", 7, 1), + IndicatorInfo("weekly_excess_ulcer_performance_index", _("WeeklyExcessUlcerPerfIndex"), BLACK, "{0:.4}", 11, 1), ]] @@ -162,14 +161,14 @@ class RiceQuant(PlotTemplate): IndicatorInfo("sharpe", _("Sharpe"), BLACK, "{0:.4}", 11, 1), IndicatorInfo("weekly_sharpe", _("WeeklySharpe"), BLACK, "{0:.4}", 11, 1), IndicatorInfo("monthly_sharpe", _("MonthlySharpe"), BLACK, "{0:.4}", 11, 1), - IndicatorInfo("information_ratio", _("InformationRatio"), BLACK, "{0:.4}", 11, 1), + IndicatorInfo("annualized_twoside_turnover", _("AnnualTwosideTurnover"), BLACK, "{0:.3%}", 11, 1), IndicatorInfo("sortino", _("Sortino"), BLACK, "{0:.4}", 11, 1), ], [ IndicatorInfo("volatility", _("Volatility"), BLACK, "{0:.3%}", 11, 1), IndicatorInfo("weekly_volatility", _("WeeklyVolatility"), BLACK, "{0:.3%}", 11, 1), IndicatorInfo("monthly_volatility", _("MonthlyVolatility"), BLACK, "{0:.3%}", 11, 1), IndicatorInfo("max_drawdown", _("MaxDrawDown"), BLACK, "{0:.3%}", 11, 1), - IndicatorInfo("max_dd_ddd", _("MaxDD/MaxDDD"), BLACK, "{}", 6, 1), + IndicatorInfo("max_dd_ddd", _("MaxDD/DDD"), BLACK, "{}", 7, 1), ]] EXCESS_INDICATORS = [[ @@ -183,7 +182,7 @@ class RiceQuant(PlotTemplate): IndicatorInfo("excess_volatility", _("ExcessVolatility"), BLACK, "{0:.3%}", 11, 1), IndicatorInfo("excess_win_rate", _("ExcessWinRate"), BLACK, "{0:.3%}", 11, 1), IndicatorInfo("excess_max_drawdown", _("ExcessMaxDD"), BLACK, "{0:.3%}", 11, 1), - IndicatorInfo("excess_max_dd_ddd", _("ExcessMaxDD/ExcessMaxDDD"), BLACK, "{}", 6, 1), + IndicatorInfo("excess_max_dd_ddd", _("ExcessMaxDD/DDD"), BLACK, "{}", 7, 1), ]] WEEKLY_INDICATORS = [] @@ -192,4 +191,4 @@ class RiceQuant(PlotTemplate): PLOT_TEMPLATE: dict = { "default": DefaultPlot, "ricequant": RiceQuant -} \ No newline at end of file +} diff --git a/rqalpha/mod/rqalpha_mod_sys_analyser/plot/plot.py b/rqalpha/mod/rqalpha_mod_sys_analyser/plot/plot.py index e97b3314d..36d7bade2 100644 --- a/rqalpha/mod/rqalpha_mod_sys_analyser/plot/plot.py +++ b/rqalpha/mod/rqalpha_mod_sys_analyser/plot/plot.py @@ -47,6 +47,7 @@ def plot(self, ax: Axes): class IndicatorArea(SubPlot): height: int = INDICATOR_AREA_HEIGHT right_pad = -1 + X_PADDING = 0.02 def __init__( self, indicators: List[List[IndicatorInfo]], indicator_values: Mapping[str, float], @@ -57,21 +58,44 @@ def __init__( self._template = plot_template self._strategy_name = strategy_name + def _iter_layout(self, indicators): + available_width = 1 - 2 * self.X_PADDING + column_count = max(len(row) for row in self._indicators) + column_width = available_width / column_count if column_count else 0 + for index, indicator in enumerate(indicators): + yield self.X_PADDING + column_width * (index + 0.5), indicator + + @staticmethod + def _label_font_size(label: str) -> int: + if len(label) >= 30: + return 7 + if len(label) >= 22: + return 8 + if len(label) >= 16: + return 9 + return LABEL_FONT_SIZE + + @staticmethod + def _value_font_size(value: str, base_size: int) -> int: + longest_line = max((len(line) for line in value.splitlines()), default=0) + if longest_line >= 24: + return min(base_size, 5) + if longest_line >= 18: + return min(base_size, 6) + return base_size + def plot(self, ax: Axes): ax.axis("off") for lineno, indicators in enumerate(self._indicators[::-1]): # lineno: 自下而上的行号 - _extra_width = 0 # 用于保存加长的部分, 原因是部分label太长出现覆盖 - for index_in_line, i in enumerate(indicators): - _extra_width += (i.label_width_multiplier - 1) * self._template.INDICATOR_WIDTH - x = index_in_line * self._template.INDICATOR_WIDTH + _extra_width + for x, i in self._iter_layout(indicators): y_value = lineno * (self._template.INDICATOR_VALUE_HEIGHT + self._template.INDICATOR_LABEL_HEIGHT) y_label = y_value + self._template.INDICATOR_LABEL_HEIGHT try: value = i.formatter.format(self._values[i.key]) except KeyError: value = "nan" - ax.text(x, y_label, i.label, color=i.color, fontsize=LABEL_FONT_SIZE), - ax.text(x, y_value, value, color=BLACK, fontsize=i.value_font_size) + ax.text(x, y_label, i.label, color=i.color, fontsize=self._label_font_size(i.label), ha="center") + ax.text(x, y_value, value, color=BLACK, fontsize=self._value_font_size(value, i.value_font_size), ha="center") if self._strategy_name: p = TitlePlot(self._strategy_name, len(self._indicators), self._template) p.plot(ax) @@ -167,6 +191,16 @@ def plot(self, fig: Figure): ) +def _compact_index_range(index_range): + start = index_range.start_date + end = index_range.end_date + if start.year == end.year: + span = "{}~{}, {}d".format(start.strftime("%m-%d"), end.strftime("%m-%d"), (end - start).days) + else: + span = "{}~{}, {}d".format(start, end, (end - start).days) + return span + + def _plot(title: str, sub_plots: List[SubPlot], strategy_name): img_height = sum(s.height for s in sub_plots) water_mark = WaterMark(IMG_WIDTH, img_height, strategy_name) @@ -196,7 +230,8 @@ def plot_result( plot_template = plot_template_cls(portfolio.unit_net_value, benchmark_portfolio.unit_net_value) ex_returns = plot_template.geometric_excess_returns ex_max_dd_ddd = "MaxDD {}\nMaxDDD {}".format( - _max_dd(ex_returns + 1, portfolio.index).repr, _max_ddd(ex_returns + 1, portfolio.index).repr + _compact_index_range(_max_dd(ex_returns + 1, portfolio.index)), + _compact_index_range(_max_ddd(ex_returns + 1, portfolio.index)), ) indicators = plot_template.INDICATORS + plot_template.EXCESS_INDICATORS @@ -232,7 +267,9 @@ def plot_result( spots_on_returns.append((trading_dates_index(trades, POSITION_EFFECT.OPEN, portfolio.index), OPEN_POINT)) sub_plots = [IndicatorArea(indicators, ChainMap(summary, { - "max_dd_ddd": "MaxDD {}\nMaxDDD {}".format(max_dd.repr, max_ddd.repr), + "max_dd_ddd": "MaxDD {}\nMaxDDD {}".format( + _compact_index_range(max_dd), _compact_index_range(max_ddd) + ), "excess_max_dd_ddd": ex_max_dd_ddd, }), plot_template, strategy_name), ReturnPlot( portfolio.unit_net_value - 1, return_lines, spots_on_returns diff --git a/rqalpha/mod/rqalpha_mod_sys_analyser/report/report.py b/rqalpha/mod/rqalpha_mod_sys_analyser/report/report.py index b42b7a125..cd3af71bd 100644 --- a/rqalpha/mod/rqalpha_mod_sys_analyser/report/report.py +++ b/rqalpha/mod/rqalpha_mod_sys_analyser/report/report.py @@ -16,6 +16,7 @@ # 详细的授权流程，请联系 public@ricequant.com 获取。 import os +import re from typing import Dict, Optional import datetime @@ -35,14 +36,34 @@ from rqalpha.mod.rqalpha_mod_sys_analyser.report.excel_template import generate_xlsx_reports +EQUITIES_OID_RE = re.compile(r"^\d{6}\.(XSHE|XSHG|BJSE)$") + + def _returns(unit_net_value: Series): return (unit_net_value / unit_net_value.shift(1).fillna(1)).fillna(0) - 1 +def _all_trades_are_equities(trades: DataFrame) -> bool: + if trades.empty or "order_book_id" not in trades.columns: + return False + return trades["order_book_id"].map(lambda oid: isinstance(oid, str) and EQUITIES_OID_RE.match(oid) is not None).all() + + +def _calc_trade_values(trades: DataFrame) -> Series: + return trades["last_price"] * trades["last_quantity"] + + def _yearly_indicators( - p_nav: Series, p_returns: Series, b_nav: Optional[Series], b_returns: Optional[Series], risk_free_rates: Dict + p_nav: Series, + p_returns: Series, + b_nav: Optional[Series], + b_returns: Optional[Series], + risk_free_rates: Dict, + market_values: Series, + trades: DataFrame, ): data = defaultdict(list) + can_calc_turnover = _all_trades_are_equities(trades) for year, p_year_returns in p_returns.groupby(p_returns.index.year): # noqa year_slice = p_returns.index.year == year # noqa @@ -71,6 +92,17 @@ def _yearly_indicators( except EnvironmentNotInitialized: trading_days_a_year = DAYS_CNT.TRADING_DAYS_A_YEAR risk = Risk(p_year_returns, b_year_returns, risk_free_rates[year], period=DAILY, trading_days_a_year=trading_days_a_year) + if can_calc_turnover: + year_market_values = market_values[market_values.index.year == year].dropna() + year_trades = trades[trades.index.year == year] + mean_market_value = year_market_values.mean() + if len(year_market_values) > 0 and numpy.isfinite(mean_market_value) and mean_market_value != 0: + turnover = _calc_trade_values(year_trades).sum() / mean_market_value / 2 + annualized_twoside_turnover = turnover * 2 * trading_days_a_year / len(year_market_values) + else: + annualized_twoside_turnover = numpy.nan + else: + annualized_twoside_turnover = numpy.nan data["year"].append(year) data["returns"].append(risk.return_rate) data["benchmark_returns"].append(risk.benchmark_return) @@ -80,6 +112,7 @@ def _yearly_indicators( data["sharpe_ratio"].append(risk.sharpe) data["excess_sharpe"].append(risk.excess_sharpe) data["information_ratio"].append(risk.information_ratio) + data["annualized_twoside_turnover"].append(annualized_twoside_turnover) data["annual_tracking_error"].append(risk.annual_tracking_error) data["weekly_excess_win_rate"].append(weekly_excess_win_rate) data["monthly_excess_win_rate"].append(monthly_excess_win_rate) @@ -131,6 +164,8 @@ def generate_report(result_dict, output_path): portfolio = result_dict["portfolio"] p_nav = portfolio.unit_net_value p_returns = _returns(p_nav) + market_values = portfolio.market_value if "market_value" in portfolio else Series(index=portfolio.index, dtype=float) + trades = result_dict.get("trades", DataFrame()) if "benchmark_portfolio" in result_dict: benchmark_portfolio = result_dict["benchmark_portfolio"] b_nav = benchmark_portfolio.unit_net_value @@ -140,7 +175,9 @@ def generate_report(result_dict, output_path): generate_dict = { "概览": summary, - "年度指标": _yearly_indicators(p_nav, p_returns, b_nav, b_returns, result_dict["yearly_risk_free_rates"]), + "年度指标": _yearly_indicators( + p_nav, p_returns, b_nav, b_returns, result_dict["yearly_risk_free_rates"], market_values, trades + ), "月度收益": _monthly_returns(p_returns), "月度超额收益（几何）": _monthly_geometric_excess_returns(p_returns, b_returns), "个股权重": _gen_positions_weight(result_dict["positions_weight"]), diff --git a/rqalpha/mod/rqalpha_mod_sys_analyser/report/templates/summary.xlsx b/rqalpha/mod/rqalpha_mod_sys_analyser/report/templates/summary.xlsx index 8cd1b1506..5fe676046 100644 Binary files a/rqalpha/mod/rqalpha_mod_sys_analyser/report/templates/summary.xlsx and b/rqalpha/mod/rqalpha_mod_sys_analyser/report/templates/summary.xlsx differ diff --git a/rqalpha/portfolio/position.py b/rqalpha/portfolio/position.py index c6ad030e1..754d9c5e0 100644 --- a/rqalpha/portfolio/position.py +++ b/rqalpha/portfolio/position.py @@ -103,28 +103,23 @@ def __init__(self, order_book_id, direction, init_quantity=0, init_price=None): self._queue.handle_trade(init_quantity, self._env.trading_dt.date()) @property - def order_book_id(self): - # type: () -> str + def order_book_id(self) -> str: return self._order_book_id @property - def direction(self): - # type: () -> POSITION_DIRECTION + def direction(self) -> POSITION_DIRECTION: return self._direction @property - def quantity(self): - # type: () -> int + def quantity(self) -> int: return self._quantity @property - def transaction_cost(self): - # type: () -> float + def transaction_cost(self) -> float: return self._transaction_cost @property - def avg_price(self): - # type: () -> float + def avg_price(self) -> float: return self._avg_price @property @@ -156,21 +151,18 @@ def position_pnl(self) -> float: return 0 @property - def pnl(self): - # type: () -> float + def pnl(self) -> float: """ 返回该持仓的累积盈亏 """ return (self.last_price - self.avg_price) * self._quantity * self._direction_factor @property - def market_value(self): - # type: () -> float + def market_value(self) -> float: return self.last_price * self._quantity if self._quantity else 0 @property - def equity(self): - # type: () -> float + def equity(self) -> float: return self.last_price * self._quantity if self._quantity else 0 @property @@ -183,8 +175,7 @@ def prev_close(self) -> float: return self._prev_close @property - def last_price(self): - # type: () -> float + def last_price(self) -> float: if not is_valid_price(self._last_price): self._last_price = self._env.data_proxy.get_last_price(self._order_book_id) if not is_valid_price(self._last_price): @@ -192,8 +183,7 @@ def last_price(self): return self._last_price @property - def closable(self): - # type: () -> int + def closable(self) -> int: """ 可平仓位 """ @@ -203,8 +193,7 @@ def closable(self): return self._quantity - order_quantity @property - def today_closable(self): - # type: () -> int + def today_closable(self) -> int: return self._quantity - self._old_quantity - sum( o.unfilled_quantity for o in self._open_orders if o.position_effect == POSITION_EFFECT.CLOSE_TODAY ) @@ -241,8 +230,7 @@ def set_state(self, state): self._prev_close = state.get("prev_close") self._queue.set_sate(state.get("position_queue", [])) - def before_trading(self, trading_date): - # type: (date) -> float + def before_trading(self, trading_date: date) -> float: # 返回该阶段导致总资金的变化量 self._old_quantity = self._quantity self._logical_old_quantity = self._old_quantity @@ -258,8 +246,7 @@ def _update_costs(self, trade: Trade): else: self._trade_cost -= trade.last_price * trade.last_quantity - def apply_trade(self, trade): - # type: (Trade) -> float + def apply_trade(self, trade: Trade) -> float: # 返回总资金的变化量 self._update_costs(trade) if trade.position_effect == POSITION_EFFECT.OPEN: @@ -282,8 +269,7 @@ def apply_trade(self, trade): self.__class__.__name__, trade.position_effect )) - def settlement(self, trading_date): - # type: (date) -> float + def settlement(self, trading_date: date) -> float: # 返回该阶段导致总资金的变化量以及反映该阶段引起其他持仓变化的虚拟交易，虚拟交易用于换代码，转股等操作 return 0 @@ -294,8 +280,7 @@ def calc_close_today_amount(self, trade_amount, position_effect): return 0 @property - def position_queue(self): - # type: () -> deque[tuple[date, int]] + def position_queue(self) -> Deque[Tuple[date, int]]: """ 获取持仓队列，返回每笔持仓的开仓时间和数量 格式为 [(开仓日期, 持仓数量), ...] @@ -303,12 +288,15 @@ def position_queue(self): return self._queue.queue @property - def _open_orders(self): - # type: () -> Iterable[Order] + def _open_orders(self) -> Iterable[Order]: for order in self._env.broker.get_open_orders(self.order_book_id): if order.position_direction == self._direction: yield order + @property + def instrument(self) -> Instrument: + return self._instrument + class PositionQueue: def __init__(self): diff --git a/rqalpha/utils/__init__.py b/rqalpha/utils/__init__.py index dfd557639..0573de8fc 100644 --- a/rqalpha/utils/__init__.py +++ b/rqalpha/utils/__init__.py @@ -195,6 +195,10 @@ def is_valid_price(price): return not (price is None or np.isnan(price) or price <= 0) +def are_valid_prices(prices: pd.Series): + return (~(prices.isna())) & (prices > 0) + + def get_position_direction(side, position_effect): # type: (SIDE, Optional[POSITION_EFFECT]) -> POSITION_DIRECTION if position_effect is None: diff --git a/rqalpha/utils/datetime_func.py b/rqalpha/utils/datetime_func.py index 004d4d4aa..9fa5339c7 100644 --- a/rqalpha/utils/datetime_func.py +++ b/rqalpha/utils/datetime_func.py @@ -91,13 +91,12 @@ def convert_date_time_ms_int_to_datetime(date_int, time_int): microsecond=millisecond * 1000) -def to_date(date): - # type: (Union[str, datetime.date, datetime.datetime]) -> datetime.date +def to_date(date: Union[str, datetime.date, datetime.datetime]) -> datetime.date: if isinstance(date, six.string_types): return parse(date).date() - elif isinstance(date, datetime.date): - return date elif isinstance(date, datetime.datetime): return date.date() + elif isinstance(date, datetime.date): + return date else: raise RQInvalidArgument("unknown date value: {}".format(date)) diff --git a/rqalpha/utils/testing/integration.py b/rqalpha/utils/testing/integration.py index a051d8398..7a5fe6647 100644 --- a/rqalpha/utils/testing/integration.py +++ b/rqalpha/utils/testing/integration.py @@ -73,7 +73,7 @@ def _dataframe_to_csv_with_metadata(df: DataFrame) -> Tuple[str, dict, str]: # Convert index to string to avoid datetime serialization issues df_copy = df.copy() df_copy.index = [str(idx) for idx in df_copy.index] - df_copy.to_csv(csv_buffer, index=True) + df_copy.to_csv(csv_buffer, index=True, lineterminator='\n') csv_data = csv_buffer.getvalue().strip() return object_type, metadata, csv_data @@ -285,7 +285,7 @@ def _filter_integration_result(result: dict) -> dict: # Risk metrics 'volatility', 'max_drawdown', 'sharpe', 'sortino', # Other important metrics - 'win_rate', 'alpha', 'beta', 'information_ratio', 'tracking_error' + 'win_rate', 'alpha', 'beta', 'information_ratio', 'tracking_error', 'annualized_twoside_turnover' ] filtered_data[field] = {k: v for k, v in sys_analyser[field].items() if k in important_fields} else: @@ -321,6 +321,10 @@ def _assert_result(result: dict, expected_result: dict): if field in expected: _assert_dafaframe(actual[field], expected[field]) + actual_summary_keys = set(actual["summary"]) + expected_summary_keys = set(expected["summary"]) + assert actual_summary_keys == expected_summary_keys + for summary_field in expected["summary"]: actual_val = actual["summary"][summary_field] expected_val = expected["summary"][summary_field] @@ -338,6 +342,7 @@ def _assert_result(result: dict, expected_result: dict): def assert_result(result: dict, expected_result_file: str): + update_snapshot = os.environ.get("RQALPHA_UPDATE_OUTS") == "1" if not os.path.exists(expected_result_file): warn(f"Result file {expected_result_file} not found, creating it") # Filter result using business logic before serialization @@ -345,6 +350,12 @@ def assert_result(result: dict, expected_result_file: str): with open(expected_result_file, "w", encoding='utf-8') as f: StructuredTextFormat.dump(filtered_result, f) return + + if update_snapshot: + filtered_result = _filter_integration_result(result) + with open(expected_result_file, "w", encoding='utf-8') as f: + StructuredTextFormat.dump(filtered_result, f) + return with open(expected_result_file, "r", encoding='utf-8') as f: expected_result = StructuredTextFormat.load(f) diff --git a/rqalpha/utils/translations/zh_Hans_CN/LC_MESSAGES/messages.mo b/rqalpha/utils/translations/zh_Hans_CN/LC_MESSAGES/messages.mo index e99d7bebb..e5d525c1c 100644 Binary files a/rqalpha/utils/translations/zh_Hans_CN/LC_MESSAGES/messages.mo and b/rqalpha/utils/translations/zh_Hans_CN/LC_MESSAGES/messages.mo differ diff --git a/rqalpha/utils/translations/zh_Hans_CN/LC_MESSAGES/messages.po b/rqalpha/utils/translations/zh_Hans_CN/LC_MESSAGES/messages.po index 7bb5211fb..f4cbfbd2f 100644 --- a/rqalpha/utils/translations/zh_Hans_CN/LC_MESSAGES/messages.po +++ b/rqalpha/utils/translations/zh_Hans_CN/LC_MESSAGES/messages.po @@ -7,7 +7,7 @@ msgid "" msgstr "" "Project-Id-Version: PROJECT VERSION\n" "Report-Msgid-Bugs-To: EMAIL@ADDRESS\n" -"POT-Creation-Date: 2025-12-18 10:04+0800\n" +"POT-Creation-Date: 2026-04-30 14:01+0800\n" "PO-Revision-Date: 2016-10-24 21:20+0800\n" "Last-Translator: FULL NAME \n" "Language: zh_Hans_CN\n" @@ -18,13 +18,13 @@ msgstr "" "Content-Transfer-Encoding: 8bit\n" "Generated-By: Babel 2.17.0\n" -#: rqalpha/environment.py:88 +#: rqalpha/environment.py:89 msgid "" "Environment has not been created. Please Use `Environment.get_instance()`" " after RQAlpha init" msgstr "Environment 并没有被创建，请再 RQAlpha 初始化之后使用 `Environment.get_instance() 函数`" -#: rqalpha/environment.py:197 +#: rqalpha/environment.py:198 #, python-brace-format msgid "No such transaction cost decider, order_book_id = {}" msgstr "没有找到对应的交易费用计算器，order_book_id = {}" @@ -66,26 +66,32 @@ msgstr "策略运行产生异常" msgid "instrument {} not found" msgstr "未找到 Instrument: {}" -#: rqalpha/apis/api_base.py:165 -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_future.py:59 +#: rqalpha/apis/api_base.py:77 +#: rqalpha/mod/rqalpha_mod_sys_risk/validators/is_trading_validator.py:36 +#, python-brace-format +msgid "Order Creation Failed: {order_book_id} is not listing!" +msgstr "订单创建失败: {order_book_id} 未上市或已退市" + +#: rqalpha/apis/api_base.py:177 +#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_future.py:60 msgid "Main Future contracts[88] are not supported in paper trading." msgstr "期货主力连续合约[88] 在实盘模拟中暂不支持。" -#: rqalpha/apis/api_base.py:169 -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_future.py:61 +#: rqalpha/apis/api_base.py:181 +#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_future.py:62 msgid "Index Future contracts[99] are not supported in paper trading." msgstr "期货指数连续合约[99] 在实盘模拟中暂不支持。" -#: rqalpha/apis/api_base.py:174 -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_future.py:65 +#: rqalpha/apis/api_base.py:186 +#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_future.py:66 #: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:110 -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:165 -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:383 +#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:168 +#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:392 #, python-brace-format msgid "Order Creation Failed: [{order_book_id}] No market data" msgstr "订单创建失败: 当前合约[{order_book_id}]没有市场数据。" -#: rqalpha/apis/api_base.py:284 rqalpha/apis/api_base.py:320 +#: rqalpha/apis/api_base.py:291 rqalpha/apis/api_base.py:327 msgid "unsupported order_book_id type" msgstr "不支持该 order_book_id 类型" @@ -136,7 +142,7 @@ msgid "in get_fundamentals entry_date {} is no earlier than test date {}" msgstr "在API get_fundamentals 中,财务数据开始日期 {} 不应晚于上一交易日 {}" #: rqalpha/apis/api_rqdatac.py:1197 rqalpha/apis/api_rqdatac.py:1262 -#: rqalpha/utils/arg_checker.py:350 +#: rqalpha/utils/arg_checker.py:352 #, python-brace-format msgid "" "function {}: invalid {} argument, quarter should be in form of '2012q3', " @@ -286,14 +292,14 @@ msgstr "策略暂停中，取消执行 {}({}, {})" msgid "deprecated parameter[bar_dict] in before_trading function." msgstr "[Deprecated]在before_trading函数中，第二个参数bar_dict已经不再使用了。" -#: rqalpha/data/bundle.py:614 +#: rqalpha/data/bundle.py:623 #, python-brace-format msgid "" "File {} update failed, if it is using, please update later, or you can " "delete then update again" msgstr "{} 文件更新失败，如果其正在使用中，请稍后再进行更新，或者您可以将其删除后再重新更新" -#: rqalpha/data/instruments_mixin.py:50 +#: rqalpha/data/data_proxy.py:222 rqalpha/data/instruments_mixin.py:50 #, python-brace-format msgid "No instrument found at {dt}: {id_or_sym}" msgstr "未找到 Instrument：{id_or_sym}（日期：{dt}）" @@ -303,7 +309,7 @@ msgstr "未找到 Instrument：{id_or_sym}（日期：{dt}）" msgid "Multiple instruments found at {dt}: {id_or_sym}" msgstr "存在多个 Instrument 对象：{id_or_sym}（日期：{dt}）" -#: rqalpha/data/instruments_mixin.py:104 rqalpha/data/instruments_mixin.py:125 +#: rqalpha/data/instruments_mixin.py:116 rqalpha/data/instruments_mixin.py:137 #, python-brace-format msgid "No instrument found: {}" msgstr "未找到 Instrument: {}" @@ -357,7 +363,7 @@ msgstr "mod 关闭 [开始] {}" msgid "mod tear_down [END] {}" msgstr "mod 关闭 [结束] {}" -#: rqalpha/mod/rqalpha_mod_sys_accounts/position_model.py:383 +#: rqalpha/mod/rqalpha_mod_sys_accounts/position_model.py:396 #, python-brace-format msgid "{order_book_id} is expired, close all positions by system" msgstr "{order_book_id} 已退市/交割，系统自动平仓" @@ -378,33 +384,33 @@ msgid "" "{closable}" msgstr "订单创建失败：{order_book_id} 的仓位不足，目标平仓/行权量为 {quantity}，可平仓/行权量为 {closable}" -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_future.py:49 -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:120 -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:183 +#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_future.py:48 +#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:123 +#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:189 #, python-brace-format msgid "Order Creation Failed: 0 order quantity, order_book_id={order_book_id}" msgstr "{order_book_id} 的订单创建失败：下单数量为 0" -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_future.py:55 +#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_future.py:54 #: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:107 msgid "Limit order price should not be nan." msgstr "限价单价格不能为 nan。" -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_future.py:76 +#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_future.py:77 #, python-brace-format msgid "" "Order Creation Failed: close today amount {amount} is larger than today " "closable quantity {quantity}" msgstr "订单创建失败: 平今仓量 {amount} 大于当前可平今仓位 {quantity} " -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_future.py:87 +#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_future.py:88 #, python-brace-format msgid "" "Order Creation Failed: close amount {amount} is larger than position " "quantity {quantity}" msgstr "订单创建失败: 平仓量 {amount} 大于当前持仓量 {quantity}" -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_future.py:111 +#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_future.py:112 #, python-brace-format msgid "" "Order was separated, original order: {original_order_repr}, new orders: " @@ -418,17 +424,17 @@ msgid "" "again!" msgstr "标的代码: {order_book_id} 需要股票账户，请设置后重试！" -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:128 +#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:131 #, python-brace-format msgid "insufficient cash, use all remaining cash({}) to create order" msgstr "现金不足，使用当前剩余资金({})创建订单" -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:159 +#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:162 #, python-brace-format msgid "Order Creation Failed: [{order_book_id}] has no valid algo price" msgstr "订单创建失败：[{order_book_id}] 没有有效的算法价格" -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:373 +#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:382 #, python-brace-format msgid "" "function order_target_portfolio: invalid keys of target_portfolio, " @@ -437,97 +443,65 @@ msgstr "" "函数 order_target_portfolio：不合法的参数。target_portfolio 的键应为合约代码或 Instrument " "对象，实际传入了 {}（类型：{}）。" -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:378 -#, python-brace-format +#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:387 +#, fuzzy, python-brace-format msgid "" "function order_target_portfolio: invalid instrument type, excepted " -"CS/ETF/LOF/INDX, got {}" +"CS/ETF/LOF/INDX/Convertible/REITs, got {}" msgstr "函数 order_target_portfolio：不合法的资产类型。应传入股票、ETF、LOF 或指数，实际传入了 {}。" -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:392 +#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:401 #, python-brace-format msgid "" "function order_target_portfolio: invalid values of target_portfolio, " "excepted float between 0 and 1, got {} (key: {})" msgstr "函数 order_target_portfolio：不合法的目标权重，应传入 0 和 1 之间的浮点数，实际传入了 {}（类型：{}）。" -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:400 +#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:409 #, python-brace-format msgid "total percent should be lower than 1, current: {}" msgstr "目标持仓占比总和应小于 1，当前值：{}。" -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:430 +#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:439 #, python-brace-format msgid "" "Adjust position of {id_or_ins} Failed: Invalid close/open price " "{close_price}/{open_price}" msgstr "调整 {id_or_ins} 仓位失败：无效的平仓/开仓价格 {close_price}/{open_price}" -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:762 +#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:774 #, python-brace-format msgid "in get_dividend, start_date {} is later than the previous test day {}" msgstr "在 get_dividend 函数中，start_date {} 晚于当前回测时间的上一个交易日 {}。" -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/order_target_portfolio.py:51 +#: rqalpha/mod/rqalpha_mod_sys_accounts/api/order_target_portfolio.py:109 #, python-brace-format msgid "prices of {} is not provided" msgstr "未提供 {} 的价格" -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/order_target_portfolio.py:61 +#: rqalpha/mod/rqalpha_mod_sys_accounts/api/order_target_portfolio.py:120 #, python-brace-format msgid "instrument type {} is not supported" msgstr "不支持的标的类型: {}" -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/order_target_portfolio.py:109 +#: rqalpha/mod/rqalpha_mod_sys_accounts/api/order_target_portfolio.py:173 #, python-brace-format msgid "frequency {} is not supported" msgstr "不支持回测频率: {}" -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/order_target_portfolio.py:111 +#: rqalpha/mod/rqalpha_mod_sys_accounts/api/order_target_portfolio.py:175 #, python-brace-format msgid "not supported to be called in {} phase" msgstr "不支持在 {} 阶段调用" -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/order_target_portfolio.py:288 +#: rqalpha/mod/rqalpha_mod_sys_accounts/api/order_target_portfolio.py:469 #, python-brace-format msgid "price of {} is needed, which is not provided in the algo_or_prices" msgstr "需要 {} 的价格，但在 algo_or_prices 中未提供" -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/order_target_portfolio.py:273 -msgid "Order creation failed: quantity less than half of minimum order quantity" -msgstr "订单创建失败: 不足最小挂单量的一半" - -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/order_target_portfolio.py:275 -msgid "Order creation failed: cannot buy due to suspension" -msgstr "订单创建失败: 因停牌无法买入" - -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/order_target_portfolio.py:277 -msgid "Order creation failed: cannot sell due to suspension" -msgstr "订单创建失败: 因停牌无法卖出" - -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/order_target_portfolio.py:279 -msgid "Order creation failed: no market data available" -msgstr "订单创建失败: 无行情数据" - -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/order_target_portfolio.py:282 -msgid "Order creation failed: cannot buy due to limit up" -msgstr "订单创建失败: 因涨停无法买入" - -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/order_target_portfolio.py:283 -msgid "Order creation failed: cannot sell due to limit down" -msgstr "订单创建失败: 因跌停无法卖出" - -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/order_target_portfolio.py:286 -msgid "Order creation failed: cannot buy due to limit down" -msgstr "订单创建失败: 因跌停无法买入" - -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/order_target_portfolio.py:288 -msgid "Order creation failed: cannot sell due to limit up" -msgstr "订单创建失败: 因涨停无法卖出" - -#: rqalpha/mod/rqalpha_mod_sys_accounts/api/order_target_portfolio.py:295 -msgid "Order creation failed: insufficient closable position" -msgstr "订单创建失败: 因可平仓位不足" +#: rqalpha/mod/rqalpha_mod_sys_accounts/api/order_target_portfolio.py:496 +msgid "Limit order price is invalid." +msgstr "限价单价格不能为 nan。" #: rqalpha/mod/rqalpha_mod_sys_analyser/__init__.py:67 msgid "[sys_analyser] save report" @@ -577,228 +551,228 @@ msgstr "在图表上显示周度指标和收益曲线" msgid "[sys_analyser] Generate report from strategy output file" msgstr "【sys_analyser】使用策略输出的文件生成报告" -#: rqalpha/mod/rqalpha_mod_sys_analyser/mod.py:137 +#: rqalpha/mod/rqalpha_mod_sys_analyser/mod.py:152 msgid "" "config 'base.benchmark' is deprecated, use 'mod.sys_analyser.benchmark' " "instead" msgstr "配置'base.benchmark'已被弃用，使用'mod.sys_analyser.benchmark'代替" -#: rqalpha/mod/rqalpha_mod_sys_analyser/mod.py:167 -#: rqalpha/mod/rqalpha_mod_sys_analyser/mod.py:179 -#: rqalpha/mod/rqalpha_mod_sys_analyser/mod.py:200 +#: rqalpha/mod/rqalpha_mod_sys_analyser/mod.py:182 +#: rqalpha/mod/rqalpha_mod_sys_analyser/mod.py:194 +#: rqalpha/mod/rqalpha_mod_sys_analyser/mod.py:215 #, python-brace-format msgid "benchmark {} missing data between backtest start date {} and end date {}" msgstr "基准标的 {} 在回测起始日期 {} 结束日期 {} 间缺失数据" -#: rqalpha/mod/rqalpha_mod_sys_analyser/mod.py:188 +#: rqalpha/mod/rqalpha_mod_sys_analyser/mod.py:203 #, python-brace-format msgid "" "benchmark {} available data start date {} >= backtest start date {} or " "end date {} <= backtest end date {}" msgstr "基准标的 {} 的可用行情数据开始日期 {} >= 回测起始日期 {} 或结束日期 {} <= 回测结束日期 {}" -#: rqalpha/mod/rqalpha_mod_sys_analyser/mod.py:293 +#: rqalpha/mod/rqalpha_mod_sys_analyser/mod.py:309 #, python-brace-format msgid "invalid init benchmark {}, should be in format 'order_book_id:weight'" msgstr "无效的初始基准 {}，格式应为 'order_book_id:weight'" -#: rqalpha/mod/rqalpha_mod_sys_analyser/mod.py:298 +#: rqalpha/mod/rqalpha_mod_sys_analyser/mod.py:314 #, python-brace-format msgid "invalid weight for instrument {order_book_id}: {weight}" msgstr "标的 {order_book_id} 的权重无效: {weight}" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:60 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:59 msgid "Strategy" msgstr "策略收益" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:61 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:60 msgid "Benchmark" msgstr "基准收益" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:62 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:61 msgid "Excess" msgstr "超额收益" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:63 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:62 msgid "Weekly" msgstr "策略周度收益" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:64 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:63 msgid "BenchmarkWeekly" msgstr "基准周度收益" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:66 -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:123 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:65 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:122 #: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:170 msgid "MaxDrawDown" msgstr "最大回撤" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:67 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:66 msgid "MaxDDD" msgstr "最长回撤持续期" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:68 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:67 msgid "Open" msgstr "开仓" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:69 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:68 msgid "Close" msgstr "平仓" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:103 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:102 #: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:155 msgid "TotalReturns" msgstr "策略收益率" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:104 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:103 #: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:156 msgid "AnnualReturns" msgstr "策略年化收益率" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:105 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:104 #: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:157 msgid "Alpha" msgstr "阿尔法" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:106 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:105 #: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:158 msgid "Beta" msgstr "贝塔" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:107 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:106 #: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:161 msgid "Sharpe" msgstr "夏普率" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:108 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:107 #: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:165 msgid "Sortino" msgstr "索提诺比率" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:109 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:108 msgid "WeeklyUlcerIndex" msgstr "周度累计回撤深度" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:111 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:110 #: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:175 msgid "BenchmarkReturns" msgstr "基准收益率" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:112 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:111 #: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:176 msgid "BenchmarkAnnual" msgstr "基准年化收益率" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:113 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:112 #: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:167 msgid "Volatility" msgstr "波动率" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:114 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:113 msgid "TrackingError" msgstr "跟踪误差" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:115 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:114 msgid "DownsideRisk" msgstr "下行风险" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:116 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:115 #: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:164 -msgid "InformationRatio" -msgstr "信息比率" +msgid "AnnualTwosideTurnover" +msgstr "年化双边换手" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:117 -msgid "WeeklyUlcerPerformanceIndex" +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:116 +msgid "WeeklyUlcerPerfIndex" msgstr "周度累计回撤夏普率" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:119 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:118 #: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:179 msgid "ExcessCumReturns" msgstr "超额收益率（算术）" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:120 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:119 #: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:159 msgid "WinRate" msgstr "胜率" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:121 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:120 msgid "WeeklyWinRate" msgstr "周度胜率" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:122 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:121 msgid "ProfitLossRate" msgstr "盈亏比" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:124 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:123 #: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:171 -msgid "MaxDD/MaxDDD" -msgstr "最大回撤/最长回撤持续期" +msgid "MaxDD/DDD" +msgstr "最大回撤/最长持续期" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:125 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:124 msgid "WeeklyExcessUlcerIndex" msgstr "周度超额累计回撤深度" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:129 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:128 msgid "WeeklyAlpha" msgstr "周度阿尔法" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:130 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:129 msgid "WeeklyBeta" msgstr "周度贝塔" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:131 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:130 #: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:162 msgid "WeeklySharpe" msgstr "周度夏普率" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:132 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:131 msgid "WeeklyInfoRatio" msgstr "周度信息比率" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:133 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:132 msgid "WeeklyTrackingError" msgstr "周度跟踪误差" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:134 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:133 msgid "WeeklyMaxDrawdown" msgstr "周度最大回撤" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:135 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:134 msgid "WeeklyExcessSharpe" msgstr "周度超额夏普" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:139 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:138 #: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:177 msgid "ExcessReturns" msgstr "超额收益率（几何）" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:140 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:139 #: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:178 msgid "ExcessAnnual" msgstr "年化超额收益率（几何）" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:141 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:140 #: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:181 msgid "ExcessSharpe" msgstr "超额夏普率" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:142 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:141 #: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:182 msgid "ExcessVolatility" msgstr "超额收益波动率" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:143 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:142 #: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:184 msgid "ExcessMaxDD" -msgstr "超额收益最大回撤（几何）" +msgstr "超额最大回撤（几何）" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:144 +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:143 #: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:185 -msgid "ExcessMaxDD/ExcessMaxDDD" -msgstr "超额收益最大回撤/最长回撤持续期" +msgid "ExcessMaxDD/DDD" +msgstr "超额最大回撤/最长持续期" -#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:145 -msgid "WeeklyExcessUlcerPerformanceIndex" +#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:144 +msgid "WeeklyExcessUlcerPerfIndex" msgstr "周度超额累计回撤夏普率" #: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:163 @@ -824,11 +798,6 @@ msgid "" "{cost_money:.2f}, cash {cash:.2f}" msgstr "订单创建失败: 可用资金不足。当前资金: {cash:.2f}，{order_book_id} 下单所需资金: {cost_money:.2f}" -#: rqalpha/mod/rqalpha_mod_sys_risk/validators/is_trading_validator.py:35 -#, python-brace-format -msgid "Order Creation Failed: {order_book_id} is not listing!" -msgstr "订单创建失败: {order_book_id} 未上市或已退市" - #: rqalpha/mod/rqalpha_mod_sys_risk/validators/is_trading_validator.py:40 #, python-brace-format msgid "Order Creation Failed: security {order_book_id} is suspended on {date}" @@ -855,51 +824,52 @@ msgid "" "trade: [{}...]" msgstr "订单创建失败，当前存在可能导致自成交的挂单：[{}...]" -#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:135 -#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:352 -#: rqalpha/mod/rqalpha_mod_sys_simulation/signal_broker.py:70 +#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:121 +#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:339 +#: rqalpha/mod/rqalpha_mod_sys_simulation/signal_broker.py:72 #, python-brace-format msgid "" "Order Cancelled: current security [{order_book_id}] can not be traded in " "listed date [{listed_date}]" msgstr "订单被撤销: [{order_book_id}] 上市首日无法交易" -#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:141 +#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:127 #, python-brace-format msgid "Order Cancelled: {order_book_id} miss market data or bar no volume." msgstr "订单被拒单: [{order_book_id}] 当前缺失市场数据或无成交量。" -#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:163 +#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:149 +#: rqalpha/mod/rqalpha_mod_sys_simulation/signal_broker.py:104 #, python-brace-format msgid "" "Order Cancelled: current bar [{order_book_id}] reach the " "{limit_up_or_down} price." msgstr "订单被拒单：[{order_book_id}] 已触及涨跌停价：{limit_up_or_down}。" -#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:171 -#: rqalpha/mod/rqalpha_mod_sys_simulation/signal_broker.py:86 +#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:157 +#: rqalpha/mod/rqalpha_mod_sys_simulation/signal_broker.py:88 #, python-brace-format msgid "Order Cancelled: {order_book_id} bar no volume" msgstr "订单被撤销：{order_book_id} 当前无成交量" -#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:184 -#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:431 -#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:584 +#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:170 +#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:418 +#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:571 #, python-brace-format msgid "" "Order Cancelled: market order {order_book_id} volume {order_volume} due " "to volume limit" msgstr "订单被撤销: 订单 [{order_book_id}] 的下单量 {order_volume} 超过了成交量限制。" -#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:221 -#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:467 +#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:207 +#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:454 #, python-brace-format msgid "" "Order Cancelled: not enough money to buy {order_book_id}, needs " "{cost_money:.2f}, cash {cash:.2f}" msgstr "订单创建失败: 可用资金不足。当前资金: {cash:.2f}，{order_book_id} 下单所需资金: {cost_money:.2f}" -#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:234 +#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:220 #, python-brace-format msgid "" "Order Cancelled: market order {order_book_id} volume {order_volume} is " @@ -909,25 +879,25 @@ msgstr "" "{order_book_id} 下单量 {order_volume} 超过当前 Bar 成交量的 " "{volume_percent_limit}%，实际成交 {filled_volume}" -#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:359 +#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:346 #, python-brace-format msgid "Order Cancelled: current tick [{order_book_id}] miss market data." msgstr "订单被拒单: [{order_book_id}] 当前缺失市场数据。" -#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:389 +#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:376 #, python-brace-format msgid "" "Order Cancelled: current tick [{order_book_id}] reach the " "{limit_up_or_down} price." msgstr "订单被拒单：[{order_book_id}] 已触及涨跌停价 {limit_up_or_down}。" -#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:396 -#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:402 +#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:383 +#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:389 #, python-brace-format msgid "Order Cancelled: [{order_book_id}] has no liquidity." msgstr "合约 [{order_book_id}] 流动性不足，拒单。" -#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:480 +#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:467 #, python-brace-format msgid "" "Order Cancelled: market order {order_book_id} volume {order_volume} is " @@ -937,7 +907,7 @@ msgstr "" "订单被撤销：{order_book_id} 下单量 {order_volume} 超过当前 Tick 成交量的 " "{volume_percent_limit}%，实际成交 {filled_volume}" -#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:626 +#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:613 #, python-brace-format msgid "" "Order Cancelled: market order {order_book_id} fill {filled_volume} " @@ -965,25 +935,15 @@ msgstr "日回测 'next_bar' 撮合方式已废弃，当前按 'current_bar' 撮 msgid "NO account_type = ({}) in {}" msgstr "在 {} 中未找到账户类型 ({})" -#: rqalpha/mod/rqalpha_mod_sys_simulation/signal_broker.py:56 +#: rqalpha/mod/rqalpha_mod_sys_simulation/signal_broker.py:57 msgid "cancel_order function is not supported in signal mode" msgstr "在 Signal 模式下，不支持 cancel_order 函数" -#: rqalpha/mod/rqalpha_mod_sys_simulation/signal_broker.py:75 +#: rqalpha/mod/rqalpha_mod_sys_simulation/signal_broker.py:77 #, python-brace-format msgid "Order Cancelled: current bar [{order_book_id}] miss market data." msgstr "订单被拒单: [{order_book_id}] 当前缺失市场数据。" -#: rqalpha/mod/rqalpha_mod_sys_simulation/signal_broker.py:96 -#, python-brace-format -msgid "Order Cancelled: current bar [{order_book_id}] reach the limit_up price." -msgstr "订单被拒单: [{order_book_id}] 已涨停。" - -#: rqalpha/mod/rqalpha_mod_sys_simulation/signal_broker.py:105 -#, python-brace-format -msgid "Order Cancelled: current bar [{order_book_id}] reach the limit_down price." -msgstr "订单被拒单: [{order_book_id}] 已跌停。" - #: rqalpha/mod/rqalpha_mod_sys_simulation/simulation_broker.py:108 #, python-brace-format msgid "unsupported position_effect {}" @@ -1062,117 +1022,127 @@ msgstr "不合法的账户类型 {}， 请在以下账户类型中选择 {}" msgid "Cash add {}. units {} become to {}" msgstr "入金{}元，份额由{}变动为{}" -#: rqalpha/portfolio/account.py:95 +#: rqalpha/portfolio/account.py:93 #, python-brace-format msgid "invalid init position {order_book_id}: no valid price at {date}" msgstr "初始持仓 {order_book_id} 不合法：无法获取到该标 {date} 的价格" -#: rqalpha/portfolio/account.py:206 +#: rqalpha/portfolio/account.py:204 msgid "" "account.positions is deprecated, please use get_position/get_positions " "API instead" msgstr "account.positions 已过时，请使用 get_position/get_positions API 代替" -#: rqalpha/portfolio/account.py:370 +#: rqalpha/portfolio/account.py:368 msgid "Futures account's cash turns negative after settlement" msgstr "期货账户的现金在结算后变为负数" -#: rqalpha/portfolio/account.py:376 +#: rqalpha/portfolio/account.py:374 msgid "Trigger Forced Liquidation, current total_value is 0" msgstr "触发强制清算，当前总权益为 0" -#: rqalpha/portfolio/account.py:529 rqalpha/portfolio/account.py:548 +#: rqalpha/portfolio/account.py:527 rqalpha/portfolio/account.py:546 #, python-brace-format msgid "insufficient cash, current {}, target withdrawal {}" msgstr "现金不足，当前现金 {}，目标出金 {}" -#: rqalpha/utils/arg_checker.py:51 +#: rqalpha/portfolio/position.py:84 +#, fuzzy, python-brace-format +msgid "No instruments found at {dt}: {id_or_sym}" +msgstr "未找到 Instrument：{id_or_sym}（日期：{dt}）" + +#: rqalpha/utils/arg_checker.py:50 msgid "valid order_book_id/instrument" msgstr "有效的合约代码/Instrument" -#: rqalpha/utils/arg_checker.py:54 +#: rqalpha/utils/arg_checker.py:53 msgid "listed order_book_id/instrument" msgstr "已上市的合约代码/Instrument" -#: rqalpha/utils/arg_checker.py:58 +#: rqalpha/utils/arg_checker.py:57 #, python-brace-format msgid "function {}: invalid {} argument, expected a {}, got {} (type: {})" msgstr "函数 {}：无效的 {} 参数，期望 {}，实际获得 {}（类型：{}）" -#: rqalpha/utils/arg_checker.py:66 rqalpha/utils/arg_checker.py:88 +#: rqalpha/utils/arg_checker.py:65 rqalpha/utils/arg_checker.py:87 #, python-brace-format msgid "" "invalid order_book_id/instrument, expected a listed " "order_book_id/instrument, got {} (type: {})" msgstr "不合法的 order_book_id/instrument，应传入已上市的合约代码或 Instrument 对象，实际传入了 {}（类型：{}）" -#: rqalpha/utils/arg_checker.py:124 +#: rqalpha/utils/arg_checker.py:114 +#, python-brace-format +msgid "invalid order_book_id: {order_book_id}" +msgstr "无效的 order_book_id：{order_book_id}" + +#: rqalpha/utils/arg_checker.py:133 #, python-brace-format msgid "" "function {}: invalid {} argument, expect a value of type {}, got {} " "(type: {})" msgstr "函数 {}：无效的 {} 参数，期望类型为 {} 的值，实际获得 {}（类型：{}）" -#: rqalpha/utils/arg_checker.py:167 +#: rqalpha/utils/arg_checker.py:169 #, python-brace-format msgid "function {}: invalid {} argument, expect a number, got {} (type: {})" msgstr "函数 {}：无效的 {} 参数，期望一个数字，实际获得 {}（类型：{}）" -#: rqalpha/utils/arg_checker.py:190 +#: rqalpha/utils/arg_checker.py:192 #, python-brace-format msgid "function {}: invalid {} argument, valid: {}, got {} (type: {})" msgstr "函数 {}：无效的 {} 参数，有效值为：{}，实际获得 {}（类型：{}）" -#: rqalpha/utils/arg_checker.py:204 +#: rqalpha/utils/arg_checker.py:206 #, python-brace-format msgid "function {}: invalid {} argument, valid fields are {}, got {} (type: {})" msgstr "函数 {}：无效的 {} 参数，有效字段为 {}，实际获得 {}（类型：{}）" -#: rqalpha/utils/arg_checker.py:216 +#: rqalpha/utils/arg_checker.py:218 #, python-brace-format msgid "function {}: invalid field {}, valid fields are {}, got {} (type: {})" msgstr "函数 {}：无效的字段 {}，有效字段为 {}，实际获得 {}（类型：{}）" -#: rqalpha/utils/arg_checker.py:222 rqalpha/utils/arg_checker.py:237 +#: rqalpha/utils/arg_checker.py:224 rqalpha/utils/arg_checker.py:239 #, python-brace-format msgid "" "function {}: invalid {} argument, expect a string or a list of string, " "got {} (type: {})" msgstr "函数 {}：无效的 {} 参数，期望字符串或字符串列表，实际获得 {}（类型：{}）" -#: rqalpha/utils/arg_checker.py:264 rqalpha/utils/arg_checker.py:269 +#: rqalpha/utils/arg_checker.py:266 rqalpha/utils/arg_checker.py:271 #, python-brace-format msgid "function {}: invalid {} argument, expect a valid date, got {} (type: {})" msgstr "函数 {}：无效的 {} 参数，期望一个有效的日期，实际获得 {}（类型：{}）" -#: rqalpha/utils/arg_checker.py:280 +#: rqalpha/utils/arg_checker.py:282 #, python-brace-format msgid "function {}: invalid {} argument, expect a value >= {}, got {} (type: {})" msgstr "函数 {}：无效的 {} 参数，期望值 >= {}，实际获得 {}（类型：{}）" -#: rqalpha/utils/arg_checker.py:290 +#: rqalpha/utils/arg_checker.py:292 #, python-brace-format msgid "function {}: invalid {} argument, expect a value > {}, got {} (type: {})" msgstr "函数 {}：无效的 {} 参数，期望值 > {}，实际获得 {}（类型：{}）" -#: rqalpha/utils/arg_checker.py:300 +#: rqalpha/utils/arg_checker.py:302 #, python-brace-format msgid "function {}: invalid {} argument, expect a value <= {}, got {} (type: {})" msgstr "函数 {}：无效的 {} 参数，期望值 <= {}，实际获得 {}（类型：{}）" -#: rqalpha/utils/arg_checker.py:311 +#: rqalpha/utils/arg_checker.py:313 #, python-brace-format msgid "function {}: invalid {} argument, expect a value < {}, got {} (type: {})" msgstr "函数 {}：无效的 {} 参数，期望值 < {}，实际获得 {}（类型：{}）" -#: rqalpha/utils/arg_checker.py:328 +#: rqalpha/utils/arg_checker.py:330 #, python-brace-format msgid "" "function {}: invalid {} argument, interval should be in form of '1d', " "'3m', '4q', '2y', got {} (type: {})" msgstr "函数 {}：无效的 {} 参数，interval 应为 '1d'、'3m'、'4q'、'2y' 的形式，实际获得 {}（类型：{}）" -#: rqalpha/utils/arg_checker.py:364 +#: rqalpha/utils/arg_checker.py:366 #, python-brace-format msgid "" "function {}: invalid {} argument, should be entity like " @@ -1181,7 +1151,7 @@ msgstr "" "函数 {}：无效的 {} 参数，应为类似 Fundamentals.balance_sheet.total_equity 的实体，实际获得 " "{}（类型：{}）" -#: rqalpha/utils/arg_checker.py:383 +#: rqalpha/utils/arg_checker.py:385 #, python-brace-format msgid "" "function {}: invalid {} argument, frequency should be in form of '1m', " @@ -1810,3 +1780,41 @@ msgstr "不支持 API {}。请确保您设置了该 API 所需的账户并开启 #~ " instrument with type {}" #~ msgstr "函数 {}：无效的 {} 参数，期望类型为 {} 的 Instrument，实际获得类型为 {} 的 Instrument" +#~ msgid "" +#~ "Order creation failed: quantity less " +#~ "than half of minimum order quantity" +#~ msgstr "订单创建失败: 不足最小挂单量的一半" + +#~ msgid "Order creation failed: cannot buy due to suspension" +#~ msgstr "订单创建失败: 因停牌无法买入" + +#~ msgid "Order creation failed: cannot sell due to suspension" +#~ msgstr "订单创建失败: 因停牌无法卖出" + +#~ msgid "Order creation failed: no market data available" +#~ msgstr "订单创建失败: 无行情数据" + +#~ msgid "Order creation failed: cannot buy due to limit up" +#~ msgstr "订单创建失败: 因涨停无法买入" + +#~ msgid "Order creation failed: cannot sell due to limit down" +#~ msgstr "订单创建失败: 因跌停无法卖出" + +#~ msgid "Order creation failed: cannot buy due to limit down" +#~ msgstr "订单创建失败: 因跌停无法买入" + +#~ msgid "Order creation failed: cannot sell due to limit up" +#~ msgstr "订单创建失败: 因涨停无法卖出" + +#~ msgid "Order creation failed: insufficient closable position" +#~ msgstr "订单创建失败: 因可平仓位不足" + +#~ msgid "" +#~ "Order Cancelled: current bar [{order_book_id}]" +#~ " reach the limit_up price." +#~ msgstr "订单被拒单: [{order_book_id}] 已涨停。" + +#~ msgid "" +#~ "Order Cancelled: current bar [{order_book_id}]" +#~ " reach the limit_down price." +#~ msgstr "订单被拒单: [{order_book_id}] 已跌停。" diff --git a/tests/integration_tests/test_api/mod/sys_accounts/test_position_models.py b/tests/integration_tests/test_api/mod/sys_accounts/test_position_models.py index b01c3daac..db9bf0ff2 100644 --- a/tests/integration_tests/test_api/mod/sys_accounts/test_position_models.py +++ b/tests/integration_tests/test_api/mod/sys_accounts/test_position_models.py @@ -101,3 +101,84 @@ def after_trading(context): run_func(config=config, init=init, open_auction=open_auction, handle_bar=handle_bar, after_trading=after_trading) + +def test_dividend_reinvestment_and_splits_on_the_same_day(): + """ + 测试分红再投资和拆股行为在同一天时的逻辑，只要测试点为：在当日分红再投资买入的票不应当参与拆股 + """ + config = _config({ + "base": { + "start_date": "2017-02-01", + "end_date": "2017-03-10", + "frequency": "1d", + "accounts": { + "stock": 10000000 + }, + }, + "extra": { + "log_level": "error", + }, + "mod": { + "sys_accounts": { + "dividend_reinvestment": True + } + } + }) + + def init(context): + context.s1 = "600816.XSHG" + context.fired = False + + def handle_bar(context, bar_dict): + if not context.fired: + order_shares(context.s1, 10000) + context.fired = True + assert get_position(context.s1).quantity == 10000 + if context.now.date() == date(2017, 3, 6): + # 1. 每 1 股拆为 2.2 股 + # 2. 每 10 股分现金 6 元，总共分 6000 元，再投资买入 400 股 + assert get_position(context.s1).quantity == 22400 + + run_func(config=config, init=init, handle_bar=handle_bar) + + +def test_dividend_reinvestment_with_transaction(): + """ + 测试分红再投资时考虑手续费 + """ + config = _config({ + "base": { + "start_date": "2013-06-10", + "end_date": "2013-06-21", + "accounts": { + "stock": 10000, + }, + "init_positions": "000001.XSHE:15000", + }, + "extra": { + "log_level": "error", + }, + "mod": { + "sys_accounts": { + "dividend_reinvestment": True + } + } + }) + + def init(context): + context.s1 = "000001.XSHE" + context.fired = False + + def handle_bar(context, bar_dict): + if not context.fired: + assert get_position(context.s1).quantity == 15000 + context.fired = True + if context.now.date() == date(2013, 6, 20): + # 1. 每 1 股拆为 1.6 股 + # 2. 每 10 股分现金 1.7 元，总共分 2550 元，再投资买入 200 股 + assert get_position(context.s1).quantity == 24200 + # 分红再投资的剩余现金为 2550 - (200 * 11.9187 + 5) + assert context.stock_account.cash - 10000 == 161.25 + + + run_func(config=config, init=init, handle_bar=handle_bar) \ No newline at end of file diff --git a/tests/integration_tests/test_api/test_order_target_portfolio_smart_api.py b/tests/integration_tests/test_api/test_order_target_portfolio_smart_api.py index d165b621a..c3b41fbb1 100644 --- a/tests/integration_tests/test_api/test_order_target_portfolio_smart_api.py +++ b/tests/integration_tests/test_api/test_order_target_portfolio_smart_api.py @@ -70,8 +70,8 @@ def handle_bar(context, bar_dict): }, ) assert get_position('000001.XSHE').quantity == 0 # 清仓 - assert get_position('000004.XSHE').quantity == 5500 # (993695.7496 * 0.1) / 18 = 5520.53 - assert get_position('000005.XSHE').quantity == 67600 # (993695.7496 * 0.2) / 2.92 = 68061.35 + assert get_position('000004.XSHE').quantity == 5700 # (993695.7496 * 0.1) / 18 = 5520.53 + assert get_position('000005.XSHE').quantity == 69700 # (993695.7496 * 0.2) / 2.92 = 68061.35 assert get_position('600519.XSHG').quantity == 0 # 970 低于 收盘价 无法买进 run_func(config=config, init=init, handle_bar=handle_bar) diff --git a/tests/integration_tests/test_backtest_results/outs/test_f_buy_and_hold#test_f_buy_and_hold.txt b/tests/integration_tests/test_backtest_results/outs/test_f_buy_and_hold#test_f_buy_and_hold.txt index fe3144cfd..b77dc513a 100644 --- a/tests/integration_tests/test_backtest_results/outs/test_f_buy_and_hold#test_f_buy_and_hold.txt +++ b/tests/integration_tests/test_backtest_results/outs/test_f_buy_and_hold#test_f_buy_and_hold.txt @@ -2,15 +2,15 @@ DataFrame {"shape":[9,13],"dtypes":{"datetime":"object","trading_datetime":"object","order_book_id":"object","symbol":"object","side":"object","position_effect":"object","exec_id":"int64","tax":"int64","commission":"float64","last_quantity":"int64","last_price":"float64","order_id":"int64","transaction_cost":"float64"},"index_dtype":"datetime64[ns]","index_name":"datetime","columns":["datetime","trading_datetime","order_book_id","symbol","side","position_effect","exec_id","tax","commission","last_quantity","last_price","order_id","transaction_cost"]} ,datetime,trading_datetime,order_book_id,symbol,side,position_effect,exec_id,tax,commission,last_quantity,last_price,order_id,transaction_cost -2015-01-09 15:00:00,2015-01-09 15:00:00,2015-01-09 15:00:00,IF88,股指主力连续,BUY,OPEN,17575569970000,0,26.777520000000003,1,3528.0,17575569970000,26.777520000000003 -2015-01-12 15:00:00,2015-01-12 15:00:00,2015-01-12 15:00:00,IF88,股指主力连续,BUY,OPEN,17575569970001,0,26.850384000000002,1,3537.6,17575569970001,26.850384000000002 -2015-01-13 15:00:00,2015-01-13 15:00:00,2015-01-13 15:00:00,IF88,股指主力连续,BUY,OPEN,17575569970002,0,26.789664000000002,1,3529.6,17575569970002,26.789664000000002 -2015-01-14 15:00:00,2015-01-14 15:00:00,2015-01-14 15:00:00,IF88,股指主力连续,BUY,OPEN,17575569970003,0,26.596878,1,3504.2,17575569970003,26.596878 -2015-01-15 15:00:00,2015-01-15 15:00:00,2015-01-15 15:00:00,IF88,股指主力连续,BUY,OPEN,17575569970004,0,27.51375,1,3625.0,17575569970004,27.51375 -2015-01-16 15:00:00,2015-01-16 15:00:00,2015-01-16 15:00:00,IF88,股指主力连续,BUY,OPEN,17575569970005,0,27.834048000000003,1,3667.2,17575569970005,27.834048000000003 -2015-01-19 15:00:00,2015-01-19 15:00:00,2015-01-19 15:00:00,IF88,股指主力连续,BUY,OPEN,17575569970006,0,25.169958,1,3316.2,17575569970006,25.169958 -2015-01-22 15:00:00,2015-01-22 15:00:00,2015-01-22 15:00:00,IF88,股指主力连续,BUY,OPEN,17575569970007,0,27.029508000000003,1,3561.2,17575569970009,27.029508000000003 -2015-01-27 15:00:00,2015-01-27 15:00:00,2015-01-27 15:00:00,IF88,股指主力连续,BUY,OPEN,17575569970008,0,27.131214000000003,1,3574.6,17575569970012,27.131214000000003 +2015-01-09 15:00:00,2015-01-09 15:00:00,2015-01-09 15:00:00,IF88,股指主力连续,BUY,OPEN,17764213190000,0,26.777520000000003,1,3528.0,17764213190000,26.777520000000003 +2015-01-12 15:00:00,2015-01-12 15:00:00,2015-01-12 15:00:00,IF88,股指主力连续,BUY,OPEN,17764213190001,0,26.850384000000002,1,3537.6,17764213190001,26.850384000000002 +2015-01-13 15:00:00,2015-01-13 15:00:00,2015-01-13 15:00:00,IF88,股指主力连续,BUY,OPEN,17764213190002,0,26.789664000000002,1,3529.6,17764213190002,26.789664000000002 +2015-01-14 15:00:00,2015-01-14 15:00:00,2015-01-14 15:00:00,IF88,股指主力连续,BUY,OPEN,17764213190003,0,26.596878,1,3504.2,17764213190003,26.596878 +2015-01-15 15:00:00,2015-01-15 15:00:00,2015-01-15 15:00:00,IF88,股指主力连续,BUY,OPEN,17764213190004,0,27.51375,1,3625.0,17764213190004,27.51375 +2015-01-16 15:00:00,2015-01-16 15:00:00,2015-01-16 15:00:00,IF88,股指主力连续,BUY,OPEN,17764213190005,0,27.834048000000003,1,3667.2,17764213190005,27.834048000000003 +2015-01-19 15:00:00,2015-01-19 15:00:00,2015-01-19 15:00:00,IF88,股指主力连续,BUY,OPEN,17764213190006,0,25.169958,1,3316.2,17764213190006,25.169958 +2015-01-22 15:00:00,2015-01-22 15:00:00,2015-01-22 15:00:00,IF88,股指主力连续,BUY,OPEN,17764213190007,0,27.029508000000003,1,3561.2,17764213190009,27.029508000000003 +2015-01-27 15:00:00,2015-01-27 15:00:00,2015-01-27 15:00:00,IF88,股指主力连续,BUY,OPEN,17764213190008,0,27.131214000000003,1,3574.6,17764213190012,27.131214000000003 [future_positions] DataFrame @@ -163,5 +163,6 @@ dict "cash":-84307.29292399832, "total_returns":0.07055830707600164, "annualized_returns":0.591000539217897, - "unit_net_value":1.0705583070760016 + "unit_net_value":1.0705583070760016, + "annualized_twoside_turnover":NaN } \ No newline at end of file diff --git a/tests/integration_tests/test_backtest_results/outs/test_f_delivery#test_f_delivery.txt b/tests/integration_tests/test_backtest_results/outs/test_f_delivery#test_f_delivery.txt index a91d0c2c1..aef1b7991 100644 --- a/tests/integration_tests/test_backtest_results/outs/test_f_delivery#test_f_delivery.txt +++ b/tests/integration_tests/test_backtest_results/outs/test_f_delivery#test_f_delivery.txt @@ -2,10 +2,10 @@ DataFrame {"shape":[4,13],"dtypes":{"datetime":"object","trading_datetime":"object","order_book_id":"object","symbol":"object","side":"object","position_effect":"object","exec_id":"int64","tax":"int64","commission":"float64","last_quantity":"int64","last_price":"float64","order_id":"float64","transaction_cost":"float64"},"index_dtype":"datetime64[ns]","index_name":"datetime","columns":["datetime","trading_datetime","order_book_id","symbol","side","position_effect","exec_id","tax","commission","last_quantity","last_price","order_id","transaction_cost"]} ,datetime,trading_datetime,order_book_id,symbol,side,position_effect,exec_id,tax,commission,last_quantity,last_price,order_id,transaction_cost -2024-02-05 15:00:00,2024-02-05 15:00:00,2024-02-05 15:00:00,IH2402,上证50期货2402,BUY,OPEN,17574897030000,0,51.0048,3,2240.0,17574897030000.0,51.0048 -2024-02-05 15:00:00,2024-02-05 15:00:00,2024-02-05 15:00:00,IC2402,中证500期货2402,SELL,OPEN,17574897030001,0,66.4884,3,4380.0,17574897030001.0,66.4884 -2024-02-19 15:30:00,2024-02-19 15:30:00,2024-02-19 15:30:00,IH2402,上证50期货2402,SELL,CLOSE,17574897030002,0,0.0,3,2363.0,,0.0 -2024-02-19 15:30:00,2024-02-19 15:30:00,2024-02-19 15:30:00,IC2402,中证500期货2402,BUY,CLOSE,17574897030003,0,0.0,3,5105.6,,0.0 +2024-02-05 15:00:00,2024-02-05 15:00:00,2024-02-05 15:00:00,IH2402,上证50期货2402,BUY,OPEN,17764213190009,0,51.0048,3,2240.0,17764213190037.0,51.0048 +2024-02-05 15:00:00,2024-02-05 15:00:00,2024-02-05 15:00:00,IC2402,中证500期货2402,SELL,OPEN,17764213190010,0,66.4884,3,4380.0,17764213190038.0,66.4884 +2024-02-19 15:30:00,2024-02-19 15:30:00,2024-02-19 15:30:00,IH2402,上证50期货2402,SELL,CLOSE,17764213190011,0,0.0,3,2363.0,,0.0 +2024-02-19 15:30:00,2024-02-19 15:30:00,2024-02-19 15:30:00,IC2402,中证500期货2402,BUY,CLOSE,17764213190012,0,0.0,3,5105.6,,0.0 [future_positions] DataFrame @@ -67,5 +67,6 @@ dict "cash":9675222.506800001, "total_returns":-0.032477749319999805, "annualized_returns":-0.7501033786896171, - "unit_net_value":0.9675222506800002 + "unit_net_value":0.9675222506800002, + "annualized_twoside_turnover":NaN } \ No newline at end of file diff --git a/tests/integration_tests/test_backtest_results/outs/test_f_macd#test_f_macd.txt b/tests/integration_tests/test_backtest_results/outs/test_f_macd#test_f_macd.txt index 3912635c6..7195c8f09 100644 --- a/tests/integration_tests/test_backtest_results/outs/test_f_macd#test_f_macd.txt +++ b/tests/integration_tests/test_backtest_results/outs/test_f_macd#test_f_macd.txt @@ -2,60 +2,60 @@ DataFrame {"shape":[54,13],"dtypes":{"datetime":"object","trading_datetime":"object","order_book_id":"object","symbol":"object","side":"object","position_effect":"object","exec_id":"int64","tax":"int64","commission":"float64","last_quantity":"int64","last_price":"float64","order_id":"int64","transaction_cost":"float64"},"index_dtype":"datetime64[ns]","index_name":"datetime","columns":["datetime","trading_datetime","order_book_id","symbol","side","position_effect","exec_id","tax","commission","last_quantity","last_price","order_id","transaction_cost"]} ,datetime,trading_datetime,order_book_id,symbol,side,position_effect,exec_id,tax,commission,last_quantity,last_price,order_id,transaction_cost -2014-09-04 15:00:00,2014-09-04 15:00:00,2014-09-04 15:00:00,IF88,股指主力连续,BUY,OPEN,17575788740013,0,18.562104,1,2445.6,17575788740039,18.562104 -2014-09-12 15:00:00,2014-09-12 15:00:00,2014-09-12 15:00:00,IF88,股指主力连续,SELL,CLOSE,17575788740014,0,18.513528,1,2439.2,17575788740040,18.513528 -2014-09-12 15:00:00,2014-09-12 15:00:00,2014-09-12 15:00:00,IF88,股指主力连续,SELL,OPEN,17575788740015,0,18.513528,1,2439.2,17575788740041,18.513528 -2014-10-14 15:00:00,2014-10-14 15:00:00,2014-10-14 15:00:00,IF88,股指主力连续,SELL,OPEN,17575788740016,0,18.508974000000002,1,2438.6,17575788740042,18.508974000000002 -2014-10-31 15:00:00,2014-10-31 15:00:00,2014-10-31 15:00:00,IF88,股指主力连续,BUY,CLOSE,17575788740017,0,19.151088,1,2523.2,17575788740043,19.151088 -2014-10-31 15:00:00,2014-10-31 15:00:00,2014-10-31 15:00:00,IF88,股指主力连续,BUY,OPEN,17575788740018,0,19.151088,1,2523.2,17575788740044,19.151088 -2014-12-24 15:00:00,2014-12-24 15:00:00,2014-12-24 15:00:00,IF88,股指主力连续,SELL,CLOSE,17575788740019,0,24.73581,1,3259.0,17575788740045,24.73581 -2014-12-24 15:00:00,2014-12-24 15:00:00,2014-12-24 15:00:00,IF88,股指主力连续,SELL,OPEN,17575788740020,0,24.73581,1,3259.0,17575788740046,24.73581 -2015-01-05 15:00:00,2015-01-05 15:00:00,2015-01-05 15:00:00,IF88,股指主力连续,BUY,CLOSE,17575788740021,0,27.865926,1,3671.4,17575788740047,27.865926 -2015-01-05 15:00:00,2015-01-05 15:00:00,2015-01-05 15:00:00,IF88,股指主力连续,BUY,OPEN,17575788740022,0,27.865926,1,3671.4,17575788740048,27.865926 -2015-01-08 15:00:00,2015-01-08 15:00:00,2015-01-08 15:00:00,IF88,股指主力连续,SELL,CLOSE,17575788740023,0,27.035580000000003,1,3562.0,17575788740049,27.035580000000003 -2015-01-08 15:00:00,2015-01-08 15:00:00,2015-01-08 15:00:00,IF88,股指主力连续,SELL,OPEN,17575788740024,0,27.035580000000003,1,3562.0,17575788740050,27.035580000000003 -2015-02-16 15:00:00,2015-02-16 15:00:00,2015-02-16 15:00:00,IF88,股指主力连续,BUY,CLOSE,17575788740025,0,26.905032000000002,1,3544.8,17575788740051,26.905032000000002 -2015-02-16 15:00:00,2015-02-16 15:00:00,2015-02-16 15:00:00,IF88,股指主力连续,BUY,OPEN,17575788740026,0,26.905032000000002,1,3544.8,17575788740052,26.905032000000002 -2015-04-30 15:00:00,2015-04-30 15:00:00,2015-04-30 15:00:00,IF88,股指主力连续,SELL,CLOSE,17575788740027,0,36.187602000000005,1,4767.8,17575788740053,36.187602000000005 -2015-04-30 15:00:00,2015-04-30 15:00:00,2015-04-30 15:00:00,IF88,股指主力连续,SELL,OPEN,17575788740028,0,36.187602000000005,1,4767.8,17575788740054,36.187602000000005 -2015-05-22 15:00:00,2015-05-22 15:00:00,2015-05-22 15:00:00,IF88,股指主力连续,BUY,CLOSE,17575788740029,0,38.123052,1,5022.8,17575788740055,38.123052 -2015-05-22 15:00:00,2015-05-22 15:00:00,2015-05-22 15:00:00,IF88,股指主力连续,BUY,OPEN,17575788740030,0,38.123052,1,5022.8,17575788740056,38.123052 -2015-06-10 15:00:00,2015-06-10 15:00:00,2015-06-10 15:00:00,IF88,股指主力连续,SELL,CLOSE,17575788740031,0,39.868752,1,5252.8,17575788740057,39.868752 -2015-06-10 15:00:00,2015-06-10 15:00:00,2015-06-10 15:00:00,IF88,股指主力连续,SELL,OPEN,17575788740032,0,39.868752,1,5252.8,17575788740058,39.868752 -2015-07-16 15:00:00,2015-07-16 15:00:00,2015-07-16 15:00:00,IF88,股指主力连续,BUY,CLOSE,17575788740033,0,30.420720000000003,1,4008.0,17575788740060,30.420720000000003 -2015-07-16 15:00:00,2015-07-16 15:00:00,2015-07-16 15:00:00,IF88,股指主力连续,BUY,OPEN,17575788740034,0,30.420720000000003,1,4008.0,17575788740061,30.420720000000003 -2015-08-21 15:00:00,2015-08-21 15:00:00,2015-08-21 15:00:00,IF88,股指主力连续,SELL,CLOSE,17575788740035,0,26.331228000000003,1,3469.2,17575788740062,26.331228000000003 -2015-08-21 15:00:00,2015-08-21 15:00:00,2015-08-21 15:00:00,IF88,股指主力连续,SELL,OPEN,17575788740036,0,26.331228000000003,1,3469.2,17575788740063,26.331228000000003 -2015-09-09 15:00:00,2015-09-09 15:00:00,2015-09-09 15:00:00,IF88,股指主力连续,BUY,CLOSE,17575788740037,0,25.261038000000003,1,3328.2,17575788740064,25.261038000000003 -2015-09-09 15:00:00,2015-09-09 15:00:00,2015-09-09 15:00:00,IF88,股指主力连续,BUY,OPEN,17575788740038,0,25.261038000000003,1,3328.2,17575788740065,25.261038000000003 -2015-11-04 15:00:00,2015-11-04 15:00:00,2015-11-04 15:00:00,IF88,股指主力连续,BUY,CLOSE,17575788740039,0,27.257208000000002,1,3591.2,17575788740066,27.257208000000002 -2015-11-04 15:00:00,2015-11-04 15:00:00,2015-11-04 15:00:00,IF88,股指主力连续,BUY,OPEN,17575788740040,0,27.257208000000002,1,3591.2,17575788740067,27.257208000000002 -2015-11-17 15:00:00,2015-11-17 15:00:00,2015-11-17 15:00:00,IF88,股指主力连续,SELL,CLOSE,17575788740041,0,27.366504000000003,1,3605.6,17575788740068,27.366504000000003 -2015-11-17 15:00:00,2015-11-17 15:00:00,2015-11-17 15:00:00,IF88,股指主力连续,SELL,OPEN,17575788740042,0,27.366504000000003,1,3605.6,17575788740069,27.366504000000003 -2015-11-18 15:00:00,2015-11-18 15:00:00,2015-11-18 15:00:00,IF88,股指主力连续,SELL,CLOSE,17575788740043,0,27.295158,1,3596.2,17575788740070,27.295158 -2015-11-18 15:00:00,2015-11-18 15:00:00,2015-11-18 15:00:00,IF88,股指主力连续,SELL,OPEN,17575788740044,0,27.295158,1,3596.2,17575788740071,27.295158 -2015-12-17 15:00:00,2015-12-17 15:00:00,2015-12-17 15:00:00,IF88,股指主力连续,BUY,CLOSE,17575788740045,0,28.495896000000002,1,3754.4,17575788740072,28.495896000000002 -2015-12-17 15:00:00,2015-12-17 15:00:00,2015-12-17 15:00:00,IF88,股指主力连续,BUY,OPEN,17575788740046,0,28.495896000000002,1,3754.4,17575788740073,28.495896000000002 -2015-12-28 15:00:00,2015-12-28 15:00:00,2015-12-28 15:00:00,IF88,股指主力连续,SELL,CLOSE,17575788740047,0,27.685284000000003,1,3647.6,17575788740074,27.685284000000003 -2015-12-28 15:00:00,2015-12-28 15:00:00,2015-12-28 15:00:00,IF88,股指主力连续,SELL,OPEN,17575788740048,0,27.685284000000003,1,3647.6,17575788740075,27.685284000000003 -2016-02-03 15:00:00,2016-02-03 15:00:00,2016-02-03 15:00:00,IF88,股指主力连续,BUY,CLOSE,17575788740049,0,22.310046,1,2939.4,17575788740076,22.310046 -2016-02-03 15:00:00,2016-02-03 15:00:00,2016-02-03 15:00:00,IF88,股指主力连续,BUY,OPEN,17575788740050,0,22.310046,1,2939.4,17575788740077,22.310046 -2016-04-08 15:00:00,2016-04-08 15:00:00,2016-04-08 15:00:00,IF88,股指主力连续,SELL,CLOSE,17575788740051,0,24.136200000000002,1,3180.0,17575788740078,24.136200000000002 -2016-04-08 15:00:00,2016-04-08 15:00:00,2016-04-08 15:00:00,IF88,股指主力连续,SELL,OPEN,17575788740052,0,24.136200000000002,1,3180.0,17575788740079,24.136200000000002 -2016-04-14 15:00:00,2016-04-14 15:00:00,2016-04-14 15:00:00,IF88,股指主力连续,BUY,CLOSE,17575788740053,0,24.813228000000002,1,3269.2,17575788740080,24.813228000000002 -2016-04-14 15:00:00,2016-04-14 15:00:00,2016-04-14 15:00:00,IF88,股指主力连续,BUY,OPEN,17575788740054,0,24.813228000000002,1,3269.2,17575788740081,24.813228000000002 -2016-05-30 15:00:00,2016-05-30 15:00:00,2016-05-30 15:00:00,IF88,股指主力连续,BUY,CLOSE,17575788740055,0,23.047794000000003,1,3036.6,17575788740082,23.047794000000003 -2016-05-30 15:00:00,2016-05-30 15:00:00,2016-05-30 15:00:00,IF88,股指主力连续,BUY,OPEN,17575788740056,0,23.047794000000003,1,3036.6,17575788740083,23.047794000000003 -2016-06-16 15:00:00,2016-06-16 15:00:00,2016-06-16 15:00:00,IF88,股指主力连续,SELL,CLOSE,17575788740057,0,22.988592,1,3028.8,17575788740084,22.988592 -2016-06-16 15:00:00,2016-06-16 15:00:00,2016-06-16 15:00:00,IF88,股指主力连续,SELL,OPEN,17575788740058,0,22.988592,1,3028.8,17575788740085,22.988592 -2016-06-28 15:00:00,2016-06-28 15:00:00,2016-06-28 15:00:00,IF88,股指主力连续,BUY,CLOSE,17575788740059,0,23.48346,1,3094.0,17575788740086,23.48346 -2016-06-28 15:00:00,2016-06-28 15:00:00,2016-06-28 15:00:00,IF88,股指主力连续,BUY,OPEN,17575788740060,0,23.48346,1,3094.0,17575788740087,23.48346 -2016-07-20 15:00:00,2016-07-20 15:00:00,2016-07-20 15:00:00,IF88,股指主力连续,SELL,CLOSE,17575788740061,0,24.257640000000002,1,3196.0,17575788740088,24.257640000000002 -2016-07-20 15:00:00,2016-07-20 15:00:00,2016-07-20 15:00:00,IF88,股指主力连续,SELL,OPEN,17575788740062,0,24.257640000000002,1,3196.0,17575788740089,24.257640000000002 -2016-08-09 15:00:00,2016-08-09 15:00:00,2016-08-09 15:00:00,IF88,股指主力连续,BUY,CLOSE,17575788740063,0,24.62196,1,3244.0,17575788740090,24.62196 -2016-08-09 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b/tests/integration_tests/test_backtest_results/outs/test_f_macd_signal#test_f_macd_signal.txt @@ -2,60 +2,60 @@ DataFrame {"shape":[54,13],"dtypes":{"datetime":"object","trading_datetime":"object","order_book_id":"object","symbol":"object","side":"object","position_effect":"object","exec_id":"int64","tax":"int64","commission":"float64","last_quantity":"int64","last_price":"float64","order_id":"int64","transaction_cost":"float64"},"index_dtype":"datetime64[ns]","index_name":"datetime","columns":["datetime","trading_datetime","order_book_id","symbol","side","position_effect","exec_id","tax","commission","last_quantity","last_price","order_id","transaction_cost"]} ,datetime,trading_datetime,order_book_id,symbol,side,position_effect,exec_id,tax,commission,last_quantity,last_price,order_id,transaction_cost -2014-09-04 15:00:00,2014-09-04 15:00:00,2014-09-04 15:00:00,IF88,股指主力连续,BUY,OPEN,17575788740067,0,18.562104,1,2445.6,17575788740094,18.562104 -2014-09-12 15:00:00,2014-09-12 15:00:00,2014-09-12 15:00:00,IF88,股指主力连续,SELL,CLOSE,17575788740068,0,18.513528,1,2439.2,17575788740095,18.513528 -2014-09-12 15:00:00,2014-09-12 15:00:00,2014-09-12 15:00:00,IF88,股指主力连续,SELL,OPEN,17575788740069,0,18.513528,1,2439.2,17575788740096,18.513528 -2014-10-14 15:00:00,2014-10-14 15:00:00,2014-10-14 15:00:00,IF88,股指主力连续,SELL,OPEN,17575788740070,0,18.508974000000002,1,2438.6,17575788740097,18.508974000000002 -2014-10-31 15:00:00,2014-10-31 15:00:00,2014-10-31 15:00:00,IF88,股指主力连续,BUY,CLOSE,17575788740071,0,19.151088,1,2523.2,17575788740098,19.151088 -2014-10-31 15:00:00,2014-10-31 15:00:00,2014-10-31 15:00:00,IF88,股指主力连续,BUY,OPEN,17575788740072,0,19.151088,1,2523.2,17575788740099,19.151088 -2014-12-24 15:00:00,2014-12-24 15:00:00,2014-12-24 15:00:00,IF88,股指主力连续,SELL,CLOSE,17575788740073,0,24.73581,1,3259.0,17575788740100,24.73581 -2014-12-24 15:00:00,2014-12-24 15:00:00,2014-12-24 15:00:00,IF88,股指主力连续,SELL,OPEN,17575788740074,0,24.73581,1,3259.0,17575788740101,24.73581 -2015-01-05 15:00:00,2015-01-05 15:00:00,2015-01-05 15:00:00,IF88,股指主力连续,BUY,CLOSE,17575788740075,0,27.865926,1,3671.4,17575788740102,27.865926 -2015-01-05 15:00:00,2015-01-05 15:00:00,2015-01-05 15:00:00,IF88,股指主力连续,BUY,OPEN,17575788740076,0,27.865926,1,3671.4,17575788740103,27.865926 -2015-01-08 15:00:00,2015-01-08 15:00:00,2015-01-08 15:00:00,IF88,股指主力连续,SELL,CLOSE,17575788740077,0,27.035580000000003,1,3562.0,17575788740104,27.035580000000003 -2015-01-08 15:00:00,2015-01-08 15:00:00,2015-01-08 15:00:00,IF88,股指主力连续,SELL,OPEN,17575788740078,0,27.035580000000003,1,3562.0,17575788740105,27.035580000000003 -2015-02-16 15:00:00,2015-02-16 15:00:00,2015-02-16 15:00:00,IF88,股指主力连续,BUY,CLOSE,17575788740079,0,26.905032000000002,1,3544.8,17575788740106,26.905032000000002 -2015-02-16 15:00:00,2015-02-16 15:00:00,2015-02-16 15:00:00,IF88,股指主力连续,BUY,OPEN,17575788740080,0,26.905032000000002,1,3544.8,17575788740107,26.905032000000002 -2015-04-30 15:00:00,2015-04-30 15:00:00,2015-04-30 15:00:00,IF88,股指主力连续,SELL,CLOSE,17575788740081,0,36.187602000000005,1,4767.8,17575788740108,36.187602000000005 -2015-04-30 15:00:00,2015-04-30 15:00:00,2015-04-30 15:00:00,IF88,股指主力连续,SELL,OPEN,17575788740082,0,36.187602000000005,1,4767.8,17575788740109,36.187602000000005 -2015-05-22 15:00:00,2015-05-22 15:00:00,2015-05-22 15:00:00,IF88,股指主力连续,BUY,CLOSE,17575788740083,0,38.123052,1,5022.8,17575788740110,38.123052 -2015-05-22 15:00:00,2015-05-22 15:00:00,2015-05-22 15:00:00,IF88,股指主力连续,BUY,OPEN,17575788740084,0,38.123052,1,5022.8,17575788740111,38.123052 -2015-06-10 15:00:00,2015-06-10 15:00:00,2015-06-10 15:00:00,IF88,股指主力连续,SELL,CLOSE,17575788740085,0,39.868752,1,5252.8,17575788740112,39.868752 -2015-06-10 15:00:00,2015-06-10 15:00:00,2015-06-10 15:00:00,IF88,股指主力连续,SELL,OPEN,17575788740086,0,39.868752,1,5252.8,17575788740113,39.868752 -2015-07-16 15:00:00,2015-07-16 15:00:00,2015-07-16 15:00:00,IF88,股指主力连续,BUY,CLOSE,17575788740087,0,30.420720000000003,1,4008.0,17575788740115,30.420720000000003 -2015-07-16 15:00:00,2015-07-16 15:00:00,2015-07-16 15:00:00,IF88,股指主力连续,BUY,OPEN,17575788740088,0,30.420720000000003,1,4008.0,17575788740116,30.420720000000003 -2015-08-21 15:00:00,2015-08-21 15:00:00,2015-08-21 15:00:00,IF88,股指主力连续,SELL,CLOSE,17575788740089,0,26.331228000000003,1,3469.2,17575788740117,26.331228000000003 -2015-08-21 15:00:00,2015-08-21 15:00:00,2015-08-21 15:00:00,IF88,股指主力连续,SELL,OPEN,17575788740090,0,26.331228000000003,1,3469.2,17575788740118,26.331228000000003 -2015-09-09 15:00:00,2015-09-09 15:00:00,2015-09-09 15:00:00,IF88,股指主力连续,BUY,CLOSE,17575788740091,0,25.261038000000003,1,3328.2,17575788740119,25.261038000000003 -2015-09-09 15:00:00,2015-09-09 15:00:00,2015-09-09 15:00:00,IF88,股指主力连续,BUY,OPEN,17575788740092,0,25.261038000000003,1,3328.2,17575788740120,25.261038000000003 -2015-11-04 15:00:00,2015-11-04 15:00:00,2015-11-04 15:00:00,IF88,股指主力连续,BUY,CLOSE,17575788740093,0,27.257208000000002,1,3591.2,17575788740121,27.257208000000002 -2015-11-04 15:00:00,2015-11-04 15:00:00,2015-11-04 15:00:00,IF88,股指主力连续,BUY,OPEN,17575788740094,0,27.257208000000002,1,3591.2,17575788740122,27.257208000000002 -2015-11-17 15:00:00,2015-11-17 15:00:00,2015-11-17 15:00:00,IF88,股指主力连续,SELL,CLOSE,17575788740095,0,27.366504000000003,1,3605.6,17575788740123,27.366504000000003 -2015-11-17 15:00:00,2015-11-17 15:00:00,2015-11-17 15:00:00,IF88,股指主力连续,SELL,OPEN,17575788740096,0,27.366504000000003,1,3605.6,17575788740124,27.366504000000003 -2015-11-18 15:00:00,2015-11-18 15:00:00,2015-11-18 15:00:00,IF88,股指主力连续,SELL,CLOSE,17575788740097,0,27.295158,1,3596.2,17575788740125,27.295158 -2015-11-18 15:00:00,2015-11-18 15:00:00,2015-11-18 15:00:00,IF88,股指主力连续,SELL,OPEN,17575788740098,0,27.295158,1,3596.2,17575788740126,27.295158 -2015-12-17 15:00:00,2015-12-17 15:00:00,2015-12-17 15:00:00,IF88,股指主力连续,BUY,CLOSE,17575788740099,0,28.495896000000002,1,3754.4,17575788740127,28.495896000000002 -2015-12-17 15:00:00,2015-12-17 15:00:00,2015-12-17 15:00:00,IF88,股指主力连续,BUY,OPEN,17575788740100,0,28.495896000000002,1,3754.4,17575788740128,28.495896000000002 -2015-12-28 15:00:00,2015-12-28 15:00:00,2015-12-28 15:00:00,IF88,股指主力连续,SELL,CLOSE,17575788740101,0,27.685284000000003,1,3647.6,17575788740129,27.685284000000003 -2015-12-28 15:00:00,2015-12-28 15:00:00,2015-12-28 15:00:00,IF88,股指主力连续,SELL,OPEN,17575788740102,0,27.685284000000003,1,3647.6,17575788740130,27.685284000000003 -2016-02-03 15:00:00,2016-02-03 15:00:00,2016-02-03 15:00:00,IF88,股指主力连续,BUY,CLOSE,17575788740103,0,22.310046,1,2939.4,17575788740131,22.310046 -2016-02-03 15:00:00,2016-02-03 15:00:00,2016-02-03 15:00:00,IF88,股指主力连续,BUY,OPEN,17575788740104,0,22.310046,1,2939.4,17575788740132,22.310046 -2016-04-08 15:00:00,2016-04-08 15:00:00,2016-04-08 15:00:00,IF88,股指主力连续,SELL,CLOSE,17575788740105,0,24.136200000000002,1,3180.0,17575788740133,24.136200000000002 -2016-04-08 15:00:00,2016-04-08 15:00:00,2016-04-08 15:00:00,IF88,股指主力连续,SELL,OPEN,17575788740106,0,24.136200000000002,1,3180.0,17575788740134,24.136200000000002 -2016-04-14 15:00:00,2016-04-14 15:00:00,2016-04-14 15:00:00,IF88,股指主力连续,BUY,CLOSE,17575788740107,0,24.813228000000002,1,3269.2,17575788740135,24.813228000000002 -2016-04-14 15:00:00,2016-04-14 15:00:00,2016-04-14 15:00:00,IF88,股指主力连续,BUY,OPEN,17575788740108,0,24.813228000000002,1,3269.2,17575788740136,24.813228000000002 -2016-05-30 15:00:00,2016-05-30 15:00:00,2016-05-30 15:00:00,IF88,股指主力连续,BUY,CLOSE,17575788740109,0,23.047794000000003,1,3036.6,17575788740137,23.047794000000003 -2016-05-30 15:00:00,2016-05-30 15:00:00,2016-05-30 15:00:00,IF88,股指主力连续,BUY,OPEN,17575788740110,0,23.047794000000003,1,3036.6,17575788740138,23.047794000000003 -2016-06-16 15:00:00,2016-06-16 15:00:00,2016-06-16 15:00:00,IF88,股指主力连续,SELL,CLOSE,17575788740111,0,22.988592,1,3028.8,17575788740139,22.988592 -2016-06-16 15:00:00,2016-06-16 15:00:00,2016-06-16 15:00:00,IF88,股指主力连续,SELL,OPEN,17575788740112,0,22.988592,1,3028.8,17575788740140,22.988592 -2016-06-28 15:00:00,2016-06-28 15:00:00,2016-06-28 15:00:00,IF88,股指主力连续,BUY,CLOSE,17575788740113,0,23.48346,1,3094.0,17575788740141,23.48346 -2016-06-28 15:00:00,2016-06-28 15:00:00,2016-06-28 15:00:00,IF88,股指主力连续,BUY,OPEN,17575788740114,0,23.48346,1,3094.0,17575788740142,23.48346 -2016-07-20 15:00:00,2016-07-20 15:00:00,2016-07-20 15:00:00,IF88,股指主力连续,SELL,CLOSE,17575788740115,0,24.257640000000002,1,3196.0,17575788740143,24.257640000000002 -2016-07-20 15:00:00,2016-07-20 15:00:00,2016-07-20 15:00:00,IF88,股指主力连续,SELL,OPEN,17575788740116,0,24.257640000000002,1,3196.0,17575788740144,24.257640000000002 -2016-08-09 15:00:00,2016-08-09 15:00:00,2016-08-09 15:00:00,IF88,股指主力连续,BUY,CLOSE,17575788740117,0,24.62196,1,3244.0,17575788740145,24.62196 -2016-08-09 15:00:00,2016-08-09 15:00:00,2016-08-09 15:00:00,IF88,股指主力连续,BUY,OPEN,17575788740118,0,24.62196,1,3244.0,17575788740146,24.62196 -2016-08-24 15:00:00,2016-08-24 15:00:00,2016-08-24 15:00:00,IF88,股指主力连续,SELL,CLOSE,17575788740119,0,25.063698000000002,1,3302.2,17575788740147,25.063698000000002 -2016-08-24 15:00:00,2016-08-24 15:00:00,2016-08-24 15:00:00,IF88,股指主力连续,SELL,OPEN,17575788740120,0,25.063698000000002,1,3302.2,17575788740148,25.063698000000002 +2014-09-04 15:00:00,2014-09-04 15:00:00,2014-09-04 15:00:00,IF88,股指主力连续,BUY,OPEN,17764213190067,0,18.562104,1,2445.6,17764213190094,18.562104 +2014-09-12 15:00:00,2014-09-12 15:00:00,2014-09-12 15:00:00,IF88,股指主力连续,SELL,CLOSE,17764213190068,0,18.513528,1,2439.2,17764213190095,18.513528 +2014-09-12 15:00:00,2014-09-12 15:00:00,2014-09-12 15:00:00,IF88,股指主力连续,SELL,OPEN,17764213190069,0,18.513528,1,2439.2,17764213190096,18.513528 +2014-10-14 15:00:00,2014-10-14 15:00:00,2014-10-14 15:00:00,IF88,股指主力连续,SELL,OPEN,17764213190070,0,18.508974000000002,1,2438.6,17764213190097,18.508974000000002 +2014-10-31 15:00:00,2014-10-31 15:00:00,2014-10-31 15:00:00,IF88,股指主力连续,BUY,CLOSE,17764213190071,0,19.151088,1,2523.2,17764213190098,19.151088 +2014-10-31 15:00:00,2014-10-31 15:00:00,2014-10-31 15:00:00,IF88,股指主力连续,BUY,OPEN,17764213190072,0,19.151088,1,2523.2,17764213190099,19.151088 +2014-12-24 15:00:00,2014-12-24 15:00:00,2014-12-24 15:00:00,IF88,股指主力连续,SELL,CLOSE,17764213190073,0,24.73581,1,3259.0,17764213190100,24.73581 +2014-12-24 15:00:00,2014-12-24 15:00:00,2014-12-24 15:00:00,IF88,股指主力连续,SELL,OPEN,17764213190074,0,24.73581,1,3259.0,17764213190101,24.73581 +2015-01-05 15:00:00,2015-01-05 15:00:00,2015-01-05 15:00:00,IF88,股指主力连续,BUY,CLOSE,17764213190075,0,27.865926,1,3671.4,17764213190102,27.865926 +2015-01-05 15:00:00,2015-01-05 15:00:00,2015-01-05 15:00:00,IF88,股指主力连续,BUY,OPEN,17764213190076,0,27.865926,1,3671.4,17764213190103,27.865926 +2015-01-08 15:00:00,2015-01-08 15:00:00,2015-01-08 15:00:00,IF88,股指主力连续,SELL,CLOSE,17764213190077,0,27.035580000000003,1,3562.0,17764213190104,27.035580000000003 +2015-01-08 15:00:00,2015-01-08 15:00:00,2015-01-08 15:00:00,IF88,股指主力连续,SELL,OPEN,17764213190078,0,27.035580000000003,1,3562.0,17764213190105,27.035580000000003 +2015-02-16 15:00:00,2015-02-16 15:00:00,2015-02-16 15:00:00,IF88,股指主力连续,BUY,CLOSE,17764213190079,0,26.905032000000002,1,3544.8,17764213190106,26.905032000000002 +2015-02-16 15:00:00,2015-02-16 15:00:00,2015-02-16 15:00:00,IF88,股指主力连续,BUY,OPEN,17764213190080,0,26.905032000000002,1,3544.8,17764213190107,26.905032000000002 +2015-04-30 15:00:00,2015-04-30 15:00:00,2015-04-30 15:00:00,IF88,股指主力连续,SELL,CLOSE,17764213190081,0,36.187602000000005,1,4767.8,17764213190108,36.187602000000005 +2015-04-30 15:00:00,2015-04-30 15:00:00,2015-04-30 15:00:00,IF88,股指主力连续,SELL,OPEN,17764213190082,0,36.187602000000005,1,4767.8,17764213190109,36.187602000000005 +2015-05-22 15:00:00,2015-05-22 15:00:00,2015-05-22 15:00:00,IF88,股指主力连续,BUY,CLOSE,17764213190083,0,38.123052,1,5022.8,17764213190110,38.123052 +2015-05-22 15:00:00,2015-05-22 15:00:00,2015-05-22 15:00:00,IF88,股指主力连续,BUY,OPEN,17764213190084,0,38.123052,1,5022.8,17764213190111,38.123052 +2015-06-10 15:00:00,2015-06-10 15:00:00,2015-06-10 15:00:00,IF88,股指主力连续,SELL,CLOSE,17764213190085,0,39.868752,1,5252.8,17764213190112,39.868752 +2015-06-10 15:00:00,2015-06-10 15:00:00,2015-06-10 15:00:00,IF88,股指主力连续,SELL,OPEN,17764213190086,0,39.868752,1,5252.8,17764213190113,39.868752 +2015-07-16 15:00:00,2015-07-16 15:00:00,2015-07-16 15:00:00,IF88,股指主力连续,BUY,CLOSE,17764213190087,0,30.420720000000003,1,4008.0,17764213190115,30.420720000000003 +2015-07-16 15:00:00,2015-07-16 15:00:00,2015-07-16 15:00:00,IF88,股指主力连续,BUY,OPEN,17764213190088,0,30.420720000000003,1,4008.0,17764213190116,30.420720000000003 +2015-08-21 15:00:00,2015-08-21 15:00:00,2015-08-21 15:00:00,IF88,股指主力连续,SELL,CLOSE,17764213190089,0,26.331228000000003,1,3469.2,17764213190117,26.331228000000003 +2015-08-21 15:00:00,2015-08-21 15:00:00,2015-08-21 15:00:00,IF88,股指主力连续,SELL,OPEN,17764213190090,0,26.331228000000003,1,3469.2,17764213190118,26.331228000000003 +2015-09-09 15:00:00,2015-09-09 15:00:00,2015-09-09 15:00:00,IF88,股指主力连续,BUY,CLOSE,17764213190091,0,25.261038000000003,1,3328.2,17764213190119,25.261038000000003 +2015-09-09 15:00:00,2015-09-09 15:00:00,2015-09-09 15:00:00,IF88,股指主力连续,BUY,OPEN,17764213190092,0,25.261038000000003,1,3328.2,17764213190120,25.261038000000003 +2015-11-04 15:00:00,2015-11-04 15:00:00,2015-11-04 15:00:00,IF88,股指主力连续,BUY,CLOSE,17764213190093,0,27.257208000000002,1,3591.2,17764213190121,27.257208000000002 +2015-11-04 15:00:00,2015-11-04 15:00:00,2015-11-04 15:00:00,IF88,股指主力连续,BUY,OPEN,17764213190094,0,27.257208000000002,1,3591.2,17764213190122,27.257208000000002 +2015-11-17 15:00:00,2015-11-17 15:00:00,2015-11-17 15:00:00,IF88,股指主力连续,SELL,CLOSE,17764213190095,0,27.366504000000003,1,3605.6,17764213190123,27.366504000000003 +2015-11-17 15:00:00,2015-11-17 15:00:00,2015-11-17 15:00:00,IF88,股指主力连续,SELL,OPEN,17764213190096,0,27.366504000000003,1,3605.6,17764213190124,27.366504000000003 +2015-11-18 15:00:00,2015-11-18 15:00:00,2015-11-18 15:00:00,IF88,股指主力连续,SELL,CLOSE,17764213190097,0,27.295158,1,3596.2,17764213190125,27.295158 +2015-11-18 15:00:00,2015-11-18 15:00:00,2015-11-18 15:00:00,IF88,股指主力连续,SELL,OPEN,17764213190098,0,27.295158,1,3596.2,17764213190126,27.295158 +2015-12-17 15:00:00,2015-12-17 15:00:00,2015-12-17 15:00:00,IF88,股指主力连续,BUY,CLOSE,17764213190099,0,28.495896000000002,1,3754.4,17764213190127,28.495896000000002 +2015-12-17 15:00:00,2015-12-17 15:00:00,2015-12-17 15:00:00,IF88,股指主力连续,BUY,OPEN,17764213190100,0,28.495896000000002,1,3754.4,17764213190128,28.495896000000002 +2015-12-28 15:00:00,2015-12-28 15:00:00,2015-12-28 15:00:00,IF88,股指主力连续,SELL,CLOSE,17764213190101,0,27.685284000000003,1,3647.6,17764213190129,27.685284000000003 +2015-12-28 15:00:00,2015-12-28 15:00:00,2015-12-28 15:00:00,IF88,股指主力连续,SELL,OPEN,17764213190102,0,27.685284000000003,1,3647.6,17764213190130,27.685284000000003 +2016-02-03 15:00:00,2016-02-03 15:00:00,2016-02-03 15:00:00,IF88,股指主力连续,BUY,CLOSE,17764213190103,0,22.310046,1,2939.4,17764213190131,22.310046 +2016-02-03 15:00:00,2016-02-03 15:00:00,2016-02-03 15:00:00,IF88,股指主力连续,BUY,OPEN,17764213190104,0,22.310046,1,2939.4,17764213190132,22.310046 +2016-04-08 15:00:00,2016-04-08 15:00:00,2016-04-08 15:00:00,IF88,股指主力连续,SELL,CLOSE,17764213190105,0,24.136200000000002,1,3180.0,17764213190133,24.136200000000002 +2016-04-08 15:00:00,2016-04-08 15:00:00,2016-04-08 15:00:00,IF88,股指主力连续,SELL,OPEN,17764213190106,0,24.136200000000002,1,3180.0,17764213190134,24.136200000000002 +2016-04-14 15:00:00,2016-04-14 15:00:00,2016-04-14 15:00:00,IF88,股指主力连续,BUY,CLOSE,17764213190107,0,24.813228000000002,1,3269.2,17764213190135,24.813228000000002 +2016-04-14 15:00:00,2016-04-14 15:00:00,2016-04-14 15:00:00,IF88,股指主力连续,BUY,OPEN,17764213190108,0,24.813228000000002,1,3269.2,17764213190136,24.813228000000002 +2016-05-30 15:00:00,2016-05-30 15:00:00,2016-05-30 15:00:00,IF88,股指主力连续,BUY,CLOSE,17764213190109,0,23.047794000000003,1,3036.6,17764213190137,23.047794000000003 +2016-05-30 15:00:00,2016-05-30 15:00:00,2016-05-30 15:00:00,IF88,股指主力连续,BUY,OPEN,17764213190110,0,23.047794000000003,1,3036.6,17764213190138,23.047794000000003 +2016-06-16 15:00:00,2016-06-16 15:00:00,2016-06-16 15:00:00,IF88,股指主力连续,SELL,CLOSE,17764213190111,0,22.988592,1,3028.8,17764213190139,22.988592 +2016-06-16 15:00:00,2016-06-16 15:00:00,2016-06-16 15:00:00,IF88,股指主力连续,SELL,OPEN,17764213190112,0,22.988592,1,3028.8,17764213190140,22.988592 +2016-06-28 15:00:00,2016-06-28 15:00:00,2016-06-28 15:00:00,IF88,股指主力连续,BUY,CLOSE,17764213190113,0,23.48346,1,3094.0,17764213190141,23.48346 +2016-06-28 15:00:00,2016-06-28 15:00:00,2016-06-28 15:00:00,IF88,股指主力连续,BUY,OPEN,17764213190114,0,23.48346,1,3094.0,17764213190142,23.48346 +2016-07-20 15:00:00,2016-07-20 15:00:00,2016-07-20 15:00:00,IF88,股指主力连续,SELL,CLOSE,17764213190115,0,24.257640000000002,1,3196.0,17764213190143,24.257640000000002 +2016-07-20 15:00:00,2016-07-20 15:00:00,2016-07-20 15:00:00,IF88,股指主力连续,SELL,OPEN,17764213190116,0,24.257640000000002,1,3196.0,17764213190144,24.257640000000002 +2016-08-09 15:00:00,2016-08-09 15:00:00,2016-08-09 15:00:00,IF88,股指主力连续,BUY,CLOSE,17764213190117,0,24.62196,1,3244.0,17764213190145,24.62196 +2016-08-09 15:00:00,2016-08-09 15:00:00,2016-08-09 15:00:00,IF88,股指主力连续,BUY,OPEN,17764213190118,0,24.62196,1,3244.0,17764213190146,24.62196 +2016-08-24 15:00:00,2016-08-24 15:00:00,2016-08-24 15:00:00,IF88,股指主力连续,SELL,CLOSE,17764213190119,0,25.063698000000002,1,3302.2,17764213190147,25.063698000000002 +2016-08-24 15:00:00,2016-08-24 15:00:00,2016-08-24 15:00:00,IF88,股指主力连续,SELL,OPEN,17764213190120,0,25.063698000000002,1,3302.2,17764213190148,25.063698000000002 [future_positions] DataFrame @@ -1573,5 +1573,6 @@ dict "cash":1526439.6848739996, "total_returns":0.7639964848739995, "annualized_returns":0.33659192250112224, - "unit_net_value":1.7639964848739995 + "unit_net_value":1.7639964848739995, + "annualized_twoside_turnover":NaN } \ No newline at end of file diff --git a/tests/integration_tests/test_backtest_results/outs/test_f_mean_reverting#test_f_mean_reverting.txt b/tests/integration_tests/test_backtest_results/outs/test_f_mean_reverting#test_f_mean_reverting.txt index fbbb78e2e..b1ea729d2 100644 --- a/tests/integration_tests/test_backtest_results/outs/test_f_mean_reverting#test_f_mean_reverting.txt +++ b/tests/integration_tests/test_backtest_results/outs/test_f_mean_reverting#test_f_mean_reverting.txt @@ -2,20 +2,20 @@ DataFrame {"shape":[14,13],"dtypes":{"datetime":"object","trading_datetime":"object","order_book_id":"object","symbol":"object","side":"object","position_effect":"object","exec_id":"int64","tax":"int64","commission":"float64","last_quantity":"int64","last_price":"float64","order_id":"int64","transaction_cost":"float64"},"index_dtype":"datetime64[ns]","index_name":"datetime","columns":["datetime","trading_datetime","order_book_id","symbol","side","position_effect","exec_id","tax","commission","last_quantity","last_price","order_id","transaction_cost"]} ,datetime,trading_datetime,order_book_id,symbol,side,position_effect,exec_id,tax,commission,last_quantity,last_price,order_id,transaction_cost -2014-09-22 15:00:00,2014-09-22 15:00:00,2014-09-22 15:00:00,AG88,ag主力连续,BUY,OPEN,17682878550121,0,0.6286499999999999,1,3810.0,17682878550149,0.6286499999999999 -2014-09-22 15:00:00,2014-09-22 15:00:00,2014-09-22 15:00:00,AU88,au主力连续,SELL,OPEN,17682878550122,0,300.0,15,241.3,17682878550150,300.0 -2015-01-20 15:00:00,2015-01-20 15:00:00,2015-01-20 15:00:00,AG88,ag主力连续,SELL,CLOSE,17682878550123,0,0.62205,1,3770.0,17682878550151,0.62205 -2015-01-20 15:00:00,2015-01-20 15:00:00,2015-01-20 15:00:00,AU88,au主力连续,BUY,CLOSE,17682878550124,0,300.0,15,257.65,17682878550152,300.0 -2015-01-30 15:00:00,2015-01-30 15:00:00,2015-01-30 15:00:00,AG88,ag主力连续,BUY,OPEN,17682878550125,0,0.589545,1,3573.0,17682878550153,0.589545 -2015-01-30 15:00:00,2015-01-30 15:00:00,2015-01-30 15:00:00,AU88,au主力连续,SELL,OPEN,17682878550126,0,300.0,15,255.05,17682878550154,300.0 -2015-02-13 15:00:00,2015-02-13 15:00:00,2015-02-13 15:00:00,AG88,ag主力连续,SELL,CLOSE,17682878550127,0,0.599115,1,3631.0,17682878550155,0.599115 -2015-02-13 15:00:00,2015-02-13 15:00:00,2015-02-13 15:00:00,AU88,au主力连续,BUY,CLOSE,17682878550128,0,300.0,15,249.45,17682878550156,300.0 -2015-03-23 15:00:00,2015-03-23 15:00:00,2015-03-23 15:00:00,AG88,ag主力连续,SELL,OPEN,17682878550129,0,0.59961,1,3634.0,17682878550157,0.59961 -2015-03-23 15:00:00,2015-03-23 15:00:00,2015-03-23 15:00:00,AU88,au主力连续,BUY,OPEN,17682878550130,0,300.0,15,240.1,17682878550158,300.0 -2015-04-09 15:00:00,2015-04-09 15:00:00,2015-04-09 15:00:00,AG88,ag主力连续,BUY,CLOSE,17682878550131,0,0.57816,1,3504.0,17682878550159,0.57816 -2015-04-09 15:00:00,2015-04-09 15:00:00,2015-04-09 15:00:00,AU88,au主力连续,SELL,CLOSE,17682878550132,0,300.0,15,240.5,17682878550160,300.0 -2015-07-08 15:00:00,2015-07-08 15:00:00,2015-07-08 15:00:00,AG88,ag主力连续,BUY,OPEN,17682878550133,0,0.53394,1,3236.0,17682878550161,0.53394 -2015-07-08 15:00:00,2015-07-08 15:00:00,2015-07-08 15:00:00,AU88,au主力连续,SELL,OPEN,17682878550134,0,300.0,15,231.7,17682878550162,300.0 +2014-09-22 15:00:00,2014-09-22 15:00:00,2014-09-22 15:00:00,AG88,ag主力连续,BUY,OPEN,17764213190121,0,0.6286499999999999,1,3810.0,17764213190149,0.6286499999999999 +2014-09-22 15:00:00,2014-09-22 15:00:00,2014-09-22 15:00:00,AU88,au主力连续,SELL,OPEN,17764213190122,0,300.0,15,241.3,17764213190150,300.0 +2015-01-20 15:00:00,2015-01-20 15:00:00,2015-01-20 15:00:00,AG88,ag主力连续,SELL,CLOSE,17764213190123,0,0.62205,1,3770.0,17764213190151,0.62205 +2015-01-20 15:00:00,2015-01-20 15:00:00,2015-01-20 15:00:00,AU88,au主力连续,BUY,CLOSE,17764213190124,0,300.0,15,257.65,17764213190152,300.0 +2015-01-30 15:00:00,2015-01-30 15:00:00,2015-01-30 15:00:00,AG88,ag主力连续,BUY,OPEN,17764213190125,0,0.589545,1,3573.0,17764213190153,0.589545 +2015-01-30 15:00:00,2015-01-30 15:00:00,2015-01-30 15:00:00,AU88,au主力连续,SELL,OPEN,17764213190126,0,300.0,15,255.05,17764213190154,300.0 +2015-02-13 15:00:00,2015-02-13 15:00:00,2015-02-13 15:00:00,AG88,ag主力连续,SELL,CLOSE,17764213190127,0,0.599115,1,3631.0,17764213190155,0.599115 +2015-02-13 15:00:00,2015-02-13 15:00:00,2015-02-13 15:00:00,AU88,au主力连续,BUY,CLOSE,17764213190128,0,300.0,15,249.45,17764213190156,300.0 +2015-03-23 15:00:00,2015-03-23 15:00:00,2015-03-23 15:00:00,AG88,ag主力连续,SELL,OPEN,17764213190129,0,0.59961,1,3634.0,17764213190157,0.59961 +2015-03-23 15:00:00,2015-03-23 15:00:00,2015-03-23 15:00:00,AU88,au主力连续,BUY,OPEN,17764213190130,0,300.0,15,240.1,17764213190158,300.0 +2015-04-09 15:00:00,2015-04-09 15:00:00,2015-04-09 15:00:00,AG88,ag主力连续,BUY,CLOSE,17764213190131,0,0.57816,1,3504.0,17764213190159,0.57816 +2015-04-09 15:00:00,2015-04-09 15:00:00,2015-04-09 15:00:00,AU88,au主力连续,SELL,CLOSE,17764213190132,0,300.0,15,240.5,17764213190160,300.0 +2015-07-08 15:00:00,2015-07-08 15:00:00,2015-07-08 15:00:00,AG88,ag主力连续,BUY,OPEN,17764213190133,0,0.53394,1,3236.0,17764213190161,0.53394 +2015-07-08 15:00:00,2015-07-08 15:00:00,2015-07-08 15:00:00,AU88,au主力连续,SELL,OPEN,17764213190134,0,300.0,15,231.7,17764213190162,300.0 [future_positions] DataFrame @@ -871,5 +871,6 @@ dict "cash":483369.8989300004, "total_returns":0.04786084893000031, "annualized_returns":0.04175516511979405, - "unit_net_value":1.0478608489300003 + "unit_net_value":1.0478608489300003, + "annualized_twoside_turnover":NaN } \ No newline at end of file diff --git a/tests/integration_tests/test_backtest_results/outs/test_f_tick_size#test_f_tick_size.txt b/tests/integration_tests/test_backtest_results/outs/test_f_tick_size#test_f_tick_size.txt index 4734de64c..7fe753ba5 100644 --- a/tests/integration_tests/test_backtest_results/outs/test_f_tick_size#test_f_tick_size.txt +++ b/tests/integration_tests/test_backtest_results/outs/test_f_tick_size#test_f_tick_size.txt @@ -2,8 +2,8 @@ DataFrame {"shape":[2,13],"dtypes":{"datetime":"object","trading_datetime":"object","order_book_id":"object","symbol":"object","side":"object","position_effect":"object","exec_id":"int64","tax":"int64","commission":"float64","last_quantity":"int64","last_price":"float64","order_id":"int64","transaction_cost":"float64"},"index_dtype":"datetime64[ns]","index_name":"datetime","columns":["datetime","trading_datetime","order_book_id","symbol","side","position_effect","exec_id","tax","commission","last_quantity","last_price","order_id","transaction_cost"]} ,datetime,trading_datetime,order_book_id,symbol,side,position_effect,exec_id,tax,commission,last_quantity,last_price,order_id,transaction_cost -2016-09-01 15:00:00,2016-09-01 15:00:00,2016-09-01 15:00:00,AG1702,白银1702,BUY,OPEN,17682878550135,0,31.552500000000002,10,4207.0,17682878550163,31.552500000000002 -2016-09-02 15:00:00,2016-09-02 15:00:00,2016-09-02 15:00:00,AG1612,白银1612,BUY,OPEN,17682878550136,0,6.9613499999999995,10,4219.0,17682878550164,6.9613499999999995 +2016-09-01 15:00:00,2016-09-01 15:00:00,2016-09-01 15:00:00,AG1702,白银1702,BUY,OPEN,17764213190135,0,31.552500000000002,10,4207.0,17764213190163,31.552500000000002 +2016-09-02 15:00:00,2016-09-02 15:00:00,2016-09-02 15:00:00,AG1612,白银1612,BUY,OPEN,17764213190136,0,6.9613499999999995,10,4219.0,17764213190164,6.9613499999999995 [future_positions] DataFrame @@ -124,5 +124,6 @@ dict "cash":884794.48615, "total_returns":0.019311486150000112, "annualized_returns":0.27252747555121504, - "unit_net_value":1.0193114861500001 + "unit_net_value":1.0193114861500001, + "annualized_twoside_turnover":NaN } \ No newline at end of file diff --git a/tests/integration_tests/test_backtest_results/outs/test_order_target_portfolio_smart#test_order_target_portfolio_smart.txt b/tests/integration_tests/test_backtest_results/outs/test_order_target_portfolio_smart#test_order_target_portfolio_smart.txt index c624d8fae..9be69e082 100644 --- a/tests/integration_tests/test_backtest_results/outs/test_order_target_portfolio_smart#test_order_target_portfolio_smart.txt +++ b/tests/integration_tests/test_backtest_results/outs/test_order_target_portfolio_smart#test_order_target_portfolio_smart.txt @@ -2,570 +2,570 @@ DataFrame {"shape":[564,13],"dtypes":{"datetime":"object","trading_datetime":"object","order_book_id":"object","symbol":"object","side":"object","position_effect":"object","exec_id":"int64","tax":"float64","commission":"float64","last_quantity":"float64","last_price":"float64","order_id":"int64","transaction_cost":"float64"},"index_dtype":"datetime64[ns]","index_name":"datetime","columns":["datetime","trading_datetime","order_book_id","symbol","side","position_effect","exec_id","tax","commission","last_quantity","last_price","order_id","transaction_cost"]} ,datetime,trading_datetime,order_book_id,symbol,side,position_effect,exec_id,tax,commission,last_quantity,last_price,order_id,transaction_cost -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,000001.XSHE,平安银行,BUY,OPEN,17661326660000,0.0,200.2536,21900.0,11.43,17661326660000,200.2536 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,000063.XSHE,中兴通讯,BUY,OPEN,17661326660001,0.0,401.94960000000003,16900.0,29.73,17661326660001,401.94960000000003 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,000066.XSHE,中国长城,BUY,OPEN,17661326660002,0.0,100.62719999999999,7200.0,17.47,17661326660002,100.62719999999999 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,000166.XSHE,申万宏源,BUY,OPEN,17661326660003,0.0,202.06560000000002,47300.0,5.34,17661326660003,202.06560000000002 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,000333.XSHE,美的集团,BUY,OPEN,17661326660004,0.0,398.2128,6900.0,72.14,17661326660004,398.2128 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,000338.XSHE,潍柴动力,BUY,OPEN,17661326660005,0.0,320.88640000000004,29800.0,13.46,17661326660005,320.88640000000004 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,000423.XSHE,东阿阿胶,BUY,OPEN,17661326660006,0.0,292.2696,6300.0,57.99,17661326660006,292.2696 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,000538.XSHE,云南白药,BUY,OPEN,17661326660007,0.0,403.4712,8700.0,57.97,17661326660007,403.4712 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,000568.XSHE,泸州老窖,BUY,OPEN,17661326660008,0.0,197.97119999999998,1800.0,137.48,17661326660008,197.97119999999998 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,000596.XSHE,古井贡酒,BUY,OPEN,17661326660009,0.0,401.44,2600.0,193.0,17661326660009,401.44 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,000617.XSHE,中油资本,BUY,OPEN,17661326660010,0.0,199.64000000000004,31000.0,8.05,17661326660010,199.64000000000004 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,000651.XSHE,格力电器,BUY,OPEN,17661326660011,0.0,198.816,5700.0,43.6,17661326660011,198.816 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,000708.XSHE,中信特钢,BUY,OPEN,17661326660012,0.0,100.5312,10200.0,12.32,17661326660012,100.5312 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,000725.XSHE,京东方A,BUY,OPEN,17661326660013,0.0,399.076,112100.0,4.45,17661326660013,399.076 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,000728.XSHE,国元证券,BUY,OPEN,17661326660014,0.0,106.132,15700.0,8.45,17661326660014,106.132 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,000768.XSHE,中航西飞,BUY,OPEN,17661326660015,0.0,201.52800000000002,9000.0,27.99,17661326660015,201.52800000000002 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,000776.XSHE,广发证券,BUY,OPEN,17661326660016,0.0,101.712,7800.0,16.3,17661326660016,101.712 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,000786.XSHE,北新建材,BUY,OPEN,17661326660017,0.0,401.5016,16300.0,30.79,17661326660017,401.5016 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,000792.XSHE,盐湖股份,BUY,OPEN,17661326660018,0.0,130.0824,8900.0,18.27,17661326660018,130.0824 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,000807.XSHE,云铝股份,BUY,OPEN,17661326660019,0.0,401.37600000000003,33900.0,14.8,17661326660019,401.37600000000003 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,000858.XSHE,五粮液,BUY,OPEN,17661326660020,0.0,403.92,3400.0,148.5,17661326660020,403.92 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,000963.XSHE,华东医药,BUY,OPEN,17661326660021,0.0,401.64480000000003,15200.0,33.03,17661326660021,401.64480000000003 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,000977.XSHE,浪潮信息,BUY,OPEN,17661326660022,0.0,100.34,2900.0,43.25,17661326660022,100.34 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,000983.XSHE,山西焦煤,BUY,OPEN,17661326660023,0.0,301.028,45500.0,8.27,17661326660023,301.028 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,001872.XSHE,招商港口,BUY,OPEN,17661326660024,0.0,100.48960000000001,6200.0,20.26,17661326660024,100.48960000000001 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,001965.XSHE,招商公路,BUY,OPEN,17661326660025,0.0,100.296,10500.0,11.94,17661326660025,100.296 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,001979.XSHE,招商蛇口,BUY,OPEN,17661326660026,0.0,203.90400000000002,21600.0,11.8,17661326660026,203.90400000000002 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,002001.XSHE,新和成,BUY,OPEN,17661326660027,0.0,397.492,21500.0,23.11,17661326660027,397.492 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,002027.XSHE,分众传媒,BUY,OPEN,17661326660028,0.0,401.88559999999995,69100.0,7.27,17661326660028,401.88559999999995 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,002028.XSHE,思源电气,BUY,OPEN,17661326660029,0.0,402.012,6500.0,77.31,17661326660029,402.012 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,002050.XSHE,三花智控,BUY,OPEN,17661326660030,0.0,102.08,5800.0,22.0,17661326660030,102.08 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,002074.XSHE,国轩高科,BUY,OPEN,17661326660031,0.0,52.3392,2900.0,22.56,17661326660031,52.3392 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,002128.XSHE,电投能源,BUY,OPEN,17661326660032,0.0,99.6392,5900.0,21.11,17661326660032,99.6392 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,002142.XSHE,宁波银行,BUY,OPEN,17661326660033,0.0,200.07680000000002,9800.0,25.52,17661326660033,200.07680000000002 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,002179.XSHE,中航光电,BUY,OPEN,17661326660034,0.0,403.68,11600.0,43.5,17661326660034,403.68 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,002236.XSHE,大华股份,BUY,OPEN,17661326660035,0.0,300.8304,23400.0,16.07,17661326660035,300.8304 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,002241.XSHE,歌尔股份,BUY,OPEN,17661326660036,0.0,399.2808,21900.0,22.79,17661326660036,399.2808 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,002294.XSHE,信立泰,BUY,OPEN,17661326660037,0.0,113.52000000000001,4300.0,33.0,17661326660037,113.52000000000001 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,002304.XSHE,洋河股份,BUY,OPEN,17661326660038,0.0,301.74,4700.0,80.25,17661326660038,301.74 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,002311.XSHE,海大集团,BUY,OPEN,17661326660039,0.0,401.40799999999996,11200.0,44.8,17661326660039,401.40799999999996 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,002352.XSHE,顺丰控股,BUY,OPEN,17661326660040,0.0,101.60640000000001,2800.0,45.36,17661326660040,101.60640000000001 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,002384.XSHE,东山精密,BUY,OPEN,17661326660041,0.0,100.19200000000001,4000.0,31.31,17661326660041,100.19200000000001 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,002415.XSHE,海康威视,BUY,OPEN,17661326660042,0.0,400.12640000000005,16600.0,30.13,17661326660042,400.12640000000005 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,002475.XSHE,立讯精密,BUY,OPEN,17661326660043,0.0,401.6488,11900.0,42.19,17661326660043,401.6488 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,002532.XSHE,天山铝业,BUY,OPEN,17661326660044,0.0,100.4032,14800.0,8.48,17661326660044,100.4032 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,002594.XSHE,比亚迪,BUY,OPEN,17661326660045,0.0,94.72,400.0,296.0,17661326660045,94.72 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,002648.XSHE,卫星化学,BUY,OPEN,17661326660046,0.0,201.34320000000002,12900.0,19.51,17661326660046,201.34320000000002 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,002653.XSHE,海思科,BUY,OPEN,17661326660047,0.0,100.39519999999999,3400.0,36.91,17661326660047,100.39519999999999 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,002714.XSHE,牧原股份,BUY,OPEN,17661326660048,0.0,401.8272,11400.0,44.06,17661326660048,401.8272 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,002736.XSHE,国信证券,BUY,OPEN,17661326660049,0.0,305.76,32500.0,11.76,17661326660049,305.76 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,002916.XSHE,深南电路,BUY,OPEN,17661326660050,0.0,97.8144,1200.0,101.89,17661326660050,97.8144 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,002938.XSHE,鹏鼎控股,BUY,OPEN,17661326660051,0.0,391.89760000000007,13600.0,36.02,17661326660051,391.89760000000007 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,003816.XSHE,中国广核,BUY,OPEN,17661326660052,0.0,199.59280000000004,61300.0,4.07,17661326660052,199.59280000000004 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,300033.XSHE,同花顺,BUY,OPEN,17661326660053,0.0,194.88,1200.0,203.0,17661326660053,194.88 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,300124.XSHE,汇川技术,BUY,OPEN,17661326660054,0.0,408.312,9000.0,56.71,17661326660054,408.312 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,300207.XSHE,欣旺达,BUY,OPEN,17661326660055,0.0,100.73440000000001,5800.0,21.71,17661326660055,100.73440000000001 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,300394.XSHE,天孚通信,BUY,OPEN,17661326660056,0.0,271.08000000000004,2700.0,125.5,17661326660056,271.08000000000004 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,300408.XSHE,三环集团,BUY,OPEN,17661326660057,0.0,401.52479999999997,13800.0,36.37,17661326660057,401.52479999999997 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,300433.XSHE,蓝思科技,BUY,OPEN,17661326660058,0.0,298.584,17400.0,21.45,17661326660058,298.584 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,300502.XSHE,新易盛,BUY,OPEN,17661326660059,0.0,10.32,100.0,129.0,17661326660059,10.32 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,300628.XSHE,亿联网络,BUY,OPEN,17661326660060,0.0,100.9008,3300.0,38.22,17661326660060,100.9008 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,300750.XSHE,宁德时代,BUY,OPEN,17661326660061,0.0,195.20000000000002,1000.0,244.0,17661326660061,195.20000000000002 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,300760.XSHE,迈瑞医疗,BUY,OPEN,17661326660062,0.0,297.9312,1400.0,266.01,17661326660062,297.9312 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,300866.XSHE,安克创新,BUY,OPEN,17661326660063,0.0,381.86,6100.0,78.25,17661326660063,381.86 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,300979.XSHE,华利集团,BUY,OPEN,17661326660064,0.0,237.60000000000002,4400.0,67.5,17661326660064,237.60000000000002 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600000.XSHG,浦发银行,BUY,OPEN,17661326660065,0.0,401.1928000000001,50300.0,9.97,17661326660065,401.1928000000001 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600009.XSHG,上海机场,BUY,OPEN,17661326660066,0.0,298.9152,10700.0,34.92,17661326660066,298.9152 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600015.XSHG,华夏银行,BUY,OPEN,17661326660067,0.0,200.48000000000002,35000.0,7.16,17661326660067,200.48000000000002 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600016.XSHG,民生银行,BUY,OPEN,17661326660068,0.0,44.2672,14600.0,3.79,17661326660068,44.2672 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600018.XSHG,上港集团,BUY,OPEN,17661326660069,0.0,398.9856000000001,83400.0,5.98,17661326660069,398.9856000000001 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600019.XSHG,宝钢股份,BUY,OPEN,17661326660070,0.0,199.8656,37400.0,6.68,17661326660070,199.8656 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600025.XSHG,华能水电,BUY,OPEN,17661326660071,0.0,301.49760000000003,38300.0,9.84,17661326660071,301.49760000000003 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600028.XSHG,中国石化,BUY,OPEN,17661326660072,0.0,199.95520000000002,39800.0,6.28,17661326660072,199.95520000000002 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600030.XSHG,中信证券,BUY,OPEN,17661326660073,0.0,100.836,4500.0,28.01,17661326660073,100.836 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600031.XSHG,三一重工,BUY,OPEN,17661326660074,0.0,100.768,6700.0,18.8,17661326660074,100.768 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600036.XSHG,招商银行,BUY,OPEN,17661326660075,0.0,402.336,13200.0,38.1,17661326660075,402.336 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600079.XSHG,ST人福,BUY,OPEN,17661326660076,0.0,127.6192,7600.0,20.99,17661326660076,127.6192 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600089.XSHG,特变电工,BUY,OPEN,17661326660077,0.0,402.41040000000004,35700.0,14.09,17661326660077,402.41040000000004 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600096.XSHG,云天化,BUY,OPEN,17661326660078,0.0,101.2176,5400.0,23.43,17661326660078,101.2176 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600104.XSHG,上汽集团,BUY,OPEN,17661326660079,0.0,299.3808,29100.0,12.86,17661326660079,299.3808 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600183.XSHG,生益科技,BUY,OPEN,17661326660080,0.0,398.37200000000007,23500.0,21.19,17661326660080,398.37200000000007 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600276.XSHG,恒瑞医药,BUY,OPEN,17661326660081,0.0,404.04,10500.0,48.1,17661326660081,404.04 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600309.XSHG,万华化学,BUY,OPEN,17661326660082,0.0,397.8520000000001,6500.0,76.51,17661326660082,397.8520000000001 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600362.XSHG,江西铜业,BUY,OPEN,17661326660083,0.0,301.62,16500.0,22.85,17661326660083,301.62 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600406.XSHG,国电南瑞,BUY,OPEN,17661326660084,0.0,400.064,18800.0,26.6,17661326660084,400.064 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600426.XSHG,华鲁恒升,BUY,OPEN,17661326660085,0.0,199.8736,10600.0,23.57,17661326660085,199.8736 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600436.XSHG,片仔癀,BUY,OPEN,17661326660086,0.0,303.744,1600.0,237.3,17661326660086,303.744 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600519.XSHG,贵州茅台,BUY,OPEN,17661326660087,0.0,370.7832,300.0,1544.93,17661326660087,370.7832 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600547.XSHG,山东黄金,BUY,OPEN,17661326660088,0.0,100.6464,4800.0,26.21,17661326660088,100.6464 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600585.XSHG,海螺水泥,BUY,OPEN,17661326660089,0.0,199.6152,9300.0,26.83,17661326660089,199.6152 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600660.XSHG,福耀玻璃,BUY,OPEN,17661326660090,0.0,401.35040000000004,8800.0,57.01,17661326660090,401.35040000000004 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600663.XSHG,陆家嘴,BUY,OPEN,17661326660091,0.0,100.28,11500.0,10.9,17661326660091,100.28 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600674.XSHG,川投能源,BUY,OPEN,17661326660092,0.0,99.86400000000002,7300.0,17.1,17661326660092,99.86400000000002 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600690.XSHG,海尔智家,BUY,OPEN,17661326660093,0.0,399.84000000000003,17000.0,29.4,17661326660093,399.84000000000003 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600741.XSHG,华域汽车,BUY,OPEN,17661326660094,0.0,399.80080000000004,32900.0,15.19,17661326660094,399.80080000000004 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600760.XSHG,中航沈飞,BUY,OPEN,17661326660095,0.0,100.008,2700.0,46.3,17661326660095,100.008 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600809.XSHG,山西汾酒,BUY,OPEN,17661326660096,0.0,400.8192,2400.0,208.76,17661326660096,400.8192 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600886.XSHG,国投电力,BUY,OPEN,17661326660097,0.0,100.3104,8100.0,15.48,17661326660097,100.3104 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600893.XSHG,航发动力,BUY,OPEN,17661326660098,0.0,301.10400000000004,9000.0,41.82,17661326660098,301.10400000000004 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600919.XSHG,江苏银行,BUY,OPEN,17661326660099,0.0,399.3496,55900.0,8.93,17661326660099,399.3496 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600926.XSHG,杭州银行,BUY,OPEN,17661326660100,0.0,401.7928,35900.0,13.99,17661326660100,401.7928 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600938.XSHG,中国海油,BUY,OPEN,17661326660101,0.0,301.5744,13900.0,27.12,17661326660101,301.5744 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600958.XSHG,东方证券,BUY,OPEN,17661326660102,0.0,403.3512,47700.0,10.57,17661326660102,403.3512 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600968.XSHG,海油发展,BUY,OPEN,17661326660103,0.0,399.9424,114400.0,4.37,17661326660103,399.9424 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600989.XSHG,宝丰能源,BUY,OPEN,17661326660104,0.0,401.76,31000.0,16.2,17661326660104,401.76 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601006.XSHG,大秦铁路,BUY,OPEN,17661326660105,0.0,400.064,76000.0,6.58,17661326660105,400.064 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601058.XSHG,赛轮轮胎,BUY,OPEN,17661326660106,0.0,100.5984,8400.0,14.97,17661326660106,100.5984 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601088.XSHG,中国神华,BUY,OPEN,17661326660107,0.0,98.68799999999999,3000.0,41.12,17661326660107,98.68799999999999 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601100.XSHG,恒立液压,BUY,OPEN,17661326660108,0.0,398.17600000000004,9200.0,54.1,17661326660108,398.17600000000004 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601117.XSHG,中国化学,BUY,OPEN,17661326660109,0.0,199.66720000000004,30400.0,8.21,17661326660109,199.66720000000004 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601138.XSHG,工业富联,BUY,OPEN,17661326660110,0.0,401.4064,21100.0,23.78,17661326660110,401.4064 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601166.XSHG,兴业银行,BUY,OPEN,17661326660111,0.0,99.7152,6800.0,18.33,17661326660111,99.7152 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601168.XSHG,西部矿业,BUY,OPEN,17661326660112,0.0,200.568,13700.0,18.3,17661326660112,200.568 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601169.XSHG,北京银行,BUY,OPEN,17661326660113,0.0,300.5744,65800.0,5.71,17661326660113,300.5744 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601229.XSHG,上海银行,BUY,OPEN,17661326660114,0.0,100.488,15800.0,7.95,17661326660114,100.488 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601288.XSHG,农业银行,BUY,OPEN,17661326660115,0.0,99.97919999999999,26200.0,4.77,17661326660115,99.97919999999999 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601318.XSHG,中国平安,BUY,OPEN,17661326660116,0.0,399.9304,8900.0,56.17,17661326660116,399.9304 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601319.XSHG,中国人保,BUY,OPEN,17661326660117,0.0,400.93120000000005,69800.0,7.18,17661326660117,400.93120000000005 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601336.XSHG,新华保险,BUY,OPEN,17661326660118,0.0,400.00800000000004,10500.0,47.62,17661326660118,400.00800000000004 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601390.XSHG,中国中铁,BUY,OPEN,17661326660119,0.0,99.9312,19100.0,6.54,17661326660119,99.9312 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601567.XSHG,三星电气,BUY,OPEN,17661326660120,0.0,201.0744,8100.0,31.03,17661326660120,201.0744 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601600.XSHG,中国铝业,BUY,OPEN,17661326660121,0.0,406.22400000000005,63000.0,8.06,17661326660121,406.22400000000005 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601601.XSHG,中国太保,BUY,OPEN,17661326660122,0.0,400.27520000000004,13600.0,36.79,17661326660122,400.27520000000004 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601607.XSHG,上海医药,BUY,OPEN,17661326660123,0.0,400.384,25600.0,19.55,17661326660123,400.384 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601628.XSHG,中国人寿,BUY,OPEN,17661326660124,0.0,301.1008,8800.0,42.77,17661326660124,301.1008 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601633.XSHG,长城汽车,BUY,OPEN,17661326660125,0.0,399.7248,19100.0,26.16,17661326660125,399.7248 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601668.XSHG,中国建筑,BUY,OPEN,17661326660126,0.0,401.2968,81300.0,6.17,17661326660126,401.2968 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601669.XSHG,中国电建,BUY,OPEN,17661326660127,0.0,100.17280000000001,22400.0,5.59,17661326660127,100.17280000000001 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601688.XSHG,华泰证券,BUY,OPEN,17661326660128,0.0,405.48240000000004,28300.0,17.91,17661326660128,405.48240000000004 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601728.XSHG,中国电信,BUY,OPEN,17661326660129,0.0,200.304,39000.0,6.42,17661326660129,200.304 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601766.XSHG,中国中车,BUY,OPEN,17661326660130,0.0,397.6248,59100.0,8.41,17661326660130,397.6248 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601799.XSHG,星宇股份,BUY,OPEN,17661326660131,0.0,98.78399999999999,900.0,137.2,17661326660131,98.78399999999999 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601808.XSHG,中海油服,BUY,OPEN,17661326660132,0.0,301.7088,24300.0,15.52,17661326660132,301.7088 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601857.XSHG,中国石油,BUY,OPEN,17661326660133,0.0,100.38480000000001,15100.0,8.31,17661326660133,100.38480000000001 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601877.XSHG,正泰电器,BUY,OPEN,17661326660134,0.0,398.5040000000001,21800.0,22.85,17661326660134,398.5040000000001 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601881.XSHG,中国银河,BUY,OPEN,17661326660135,0.0,120.05680000000001,10300.0,14.57,17661326660135,120.05680000000001 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601898.XSHG,中煤能源,BUY,OPEN,17661326660136,0.0,400.52720000000005,37900.0,13.21,17661326660136,400.52720000000005 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601899.XSHG,紫金矿业,BUY,OPEN,17661326660137,0.0,402.752,29000.0,17.36,17661326660137,402.752 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601919.XSHG,中远海控,BUY,OPEN,17661326660138,0.0,403.5744,32400.0,15.57,17661326660138,403.5744 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601958.XSHG,金钼股份,BUY,OPEN,17661326660139,0.0,100.7104,11200.0,11.24,17661326660139,100.7104 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601985.XSHG,中国核电,BUY,OPEN,17661326660140,0.0,300.576,37200.0,10.1,17661326660140,300.576 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601988.XSHG,中国银行,BUY,OPEN,17661326660141,0.0,140.4408,35900.0,4.89,17661326660141,140.4408 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,603288.XSHG,海天味业,BUY,OPEN,17661326660142,0.0,397.76,11300.0,44.0,17661326660142,397.76 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,603296.XSHG,华勤技术,BUY,OPEN,17661326660143,0.0,301.59360000000004,6800.0,55.44,17661326660143,301.59360000000004 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,603501.XSHG,豪威集团,BUY,OPEN,17661326660144,0.0,201.216,2400.0,104.8,17661326660144,201.216 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,603606.XSHG,东方电缆,BUY,OPEN,17661326660145,0.0,50.204,1100.0,57.05,17661326660145,50.204 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,603986.XSHG,兆易创新,BUY,OPEN,17661326660146,0.0,401.82399999999996,5800.0,86.6,17661326660146,401.82399999999996 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,605499.XSHG,东鹏饮料,BUY,OPEN,17661326660147,0.0,407.0016,2400.0,211.98,17661326660147,407.0016 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,688008.XSHG,澜起科技,BUY,OPEN,17661326660148,0.0,100.538048,1937.0,64.88,17661326660148,100.538048 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,688111.XSHG,金山办公,BUY,OPEN,17661326660149,0.0,401.35576,2015.0,248.98,17661326660149,401.35576 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,688120.XSHG,华海清科,BUY,OPEN,17661326660150,0.0,97.923184,661.0,185.18,17661326660150,97.923184 -2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,688188.XSHG,柏楚电子,BUY,OPEN,17661326660151,0.0,100.9152,657.0,192.0,17661326660151,100.9152 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,000063.XSHE,中兴通讯,SELL,CLOSE,17661326660152,4.8525,7.764,300.0,32.35,17661326660153,12.6165 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,000066.XSHE,中国长城,SELL,CLOSE,17661326660153,7.3500000000000005,11.76,700.0,21.0,17661326660154,19.11 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,000166.XSHE,申万宏源,SELL,CLOSE,17661326660154,9.776,15.6416,3200.0,6.11,17661326660155,25.4176 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,000338.XSHE,潍柴动力,SELL,CLOSE,17661326660155,1.441,5.0,200.0,14.41,17661326660156,6.441 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,000568.XSHE,泸州老窖,SELL,CLOSE,17661326660156,7.75,12.4,100.0,155.0,17661326660157,20.15 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,000596.XSHE,古井贡酒,SELL,CLOSE,17661326660157,22.212,35.5392,200.0,222.12,17661326660158,57.7512 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,000617.XSHE,中油资本,SELL,CLOSE,17661326660158,10.218999999999998,16.350399999999997,2200.0,9.29,17661326660159,26.569399999999995 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,000728.XSHE,国元证券,SELL,CLOSE,17661326660159,3.8320000000000003,6.131200000000001,800.0,9.58,17661326660160,9.9632 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,000768.XSHE,中航西飞,SELL,CLOSE,17661326660160,3.008,5.0,200.0,30.08,17661326660161,8.008 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,000776.XSHE,广发证券,SELL,CLOSE,17661326660161,5.61,8.976,600.0,18.7,17661326660162,14.586000000000002 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,000792.XSHE,盐湖股份,SELL,CLOSE,17661326660162,1.978,5.0,200.0,19.78,17661326660163,6.978 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,000807.XSHE,云铝股份,SELL,CLOSE,17661326660163,14.186500000000002,22.698400000000003,1700.0,16.69,17661326660164,36.8849 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,000858.XSHE,五粮液,SELL,CLOSE,17661326660164,8.2,13.120000000000001,100.0,164.0,17661326660165,21.32 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,000963.XSHE,华东医药,SELL,CLOSE,17661326660165,10.89,17.424,600.0,36.3,17661326660166,28.314 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,000977.XSHE,浪潮信息,SELL,CLOSE,17661326660166,2.379,5.0,100.0,47.58,17661326660167,7.379 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,001979.XSHE,招商蛇口,SELL,CLOSE,17661326660167,5.128,8.2048,800.0,12.82,17661326660168,13.3328 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,002027.XSHE,分众传媒,SELL,CLOSE,17661326660168,0.386,5.0,100.0,7.72,17661326660169,5.386 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,002050.XSHE,三花智控,SELL,CLOSE,17661326660169,6.1450000000000005,9.832,500.0,24.58,17661326660170,15.977 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,002236.XSHE,大华股份,SELL,CLOSE,17661326660170,5.235,8.376000000000001,600.0,17.45,17661326660171,13.611 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,002304.XSHE,洋河股份,SELL,CLOSE,17661326660171,23.56,37.696000000000005,500.0,94.24,17661326660172,61.256 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,002311.XSHE,海大集团,SELL,CLOSE,17661326660172,15.102000000000002,24.163200000000003,600.0,50.34,17661326660173,39.26520000000001 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,002532.XSHE,天山铝业,SELL,CLOSE,17661326660173,2.85,5.0,600.0,9.5,17661326660174,7.85 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,002736.XSHE,国信证券,SELL,CLOSE,17661326660174,15.352500000000001,24.564,2300.0,13.35,17661326660175,39.9165 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,300033.XSHE,同花顺,SELL,CLOSE,17661326660175,66.0,105.60000000000001,400.0,330.0,17661326660176,171.60000000000002 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,300124.XSHE,汇川技术,SELL,CLOSE,17661326660176,15.8625,25.380000000000003,500.0,63.45,17661326660177,41.24250000000001 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,300207.XSHE,欣旺达,SELL,CLOSE,17661326660177,2.426,5.0,200.0,24.26,17661326660178,7.426 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,300394.XSHE,天孚通信,SELL,CLOSE,17661326660178,6.834999999999999,10.936,100.0,136.7,17661326660179,17.771 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,300866.XSHE,安克创新,SELL,CLOSE,17661326660179,8.664,13.862400000000001,200.0,86.64,17661326660180,22.526400000000002 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600030.XSHG,中信证券,SELL,CLOSE,17661326660180,10.947000000000001,17.5152,600.0,36.49,17661326660181,28.462200000000003 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600436.XSHG,片仔癀,SELL,CLOSE,17661326660181,12.9,20.64,100.0,258.0,17661326660182,33.54 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600663.XSHG,陆家嘴,SELL,CLOSE,17661326660182,1.173,5.0,200.0,11.73,17661326660183,6.173 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600741.XSHG,华域汽车,SELL,CLOSE,17661326660183,2.451,5.0,300.0,16.34,17661326660184,7.4510000000000005 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600760.XSHG,中航沈飞,SELL,CLOSE,17661326660184,8.2875,13.26,300.0,55.25,17661326660185,21.5475 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600809.XSHG,山西汾酒,SELL,CLOSE,17661326660185,11.77,18.832,100.0,235.4,17661326660186,30.602 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600893.XSHG,航发动力,SELL,CLOSE,17661326660186,6.9,11.040000000000001,300.0,46.0,17661326660187,17.94 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600958.XSHG,东方证券,SELL,CLOSE,17661326660187,16.786,26.8576,2800.0,11.99,17661326660188,43.643600000000006 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601100.XSHG,恒立液压,SELL,CLOSE,17661326660188,2.9245,5.0,100.0,58.49,17661326660189,7.9245 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601318.XSHG,中国平安,SELL,CLOSE,17661326660189,6.12,9.792,200.0,61.2,17661326660190,15.911999999999999 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601319.XSHG,中国人保,SELL,CLOSE,17661326660190,8.2215,13.1544,2100.0,7.83,17661326660191,21.3759 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601336.XSHG,新华保险,SELL,CLOSE,17661326660191,34.806,55.689600000000006,1200.0,58.01,17661326660192,90.4956 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601390.XSHG,中国中铁,SELL,CLOSE,17661326660192,0.35000000000000003,5.0,100.0,7.0,17661326660193,5.35 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601600.XSHG,中国铝业,SELL,CLOSE,17661326660193,3.4799999999999995,5.568,800.0,8.7,17661326660194,9.047999999999998 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601601.XSHG,中国太保,SELL,CLOSE,17661326660194,1.9675,5.0,100.0,39.35,17661326660195,6.9675 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601628.XSHG,中国人寿,SELL,CLOSE,17661326660195,17.808,28.492800000000003,700.0,50.88,17661326660196,46.3008 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601668.XSHG,中国建筑,SELL,CLOSE,17661326660196,1.977,5.0,600.0,6.59,17661326660197,6.977 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601669.XSHG,中国电建,SELL,CLOSE,17661326660197,0.9015,5.0,300.0,6.01,17661326660198,5.9015 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601688.XSHG,华泰证券,SELL,CLOSE,17661326660198,26.150000000000006,41.84000000000001,2500.0,20.92,17661326660199,67.99000000000001 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601881.XSHG,中国银河,SELL,CLOSE,17661326660199,8.6,13.76,1000.0,17.2,17661326660200,22.36 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,603288.XSHG,海天味业,SELL,CLOSE,17661326660200,12.4225,19.876,500.0,49.69,17661326660201,32.298500000000004 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,603986.XSHG,兆易创新,SELL,CLOSE,17661326660201,14.646,23.433600000000002,300.0,97.64,17661326660202,38.0796 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,688111.XSHG,金山办公,SELL,CLOSE,17661326660202,28.5,45.6,200.0,285.0,17661326660203,74.1 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,000001.XSHE,平安银行,BUY,OPEN,17661326660203,0.0,5.0,300.0,11.94,17661326660204,5.0 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,000333.XSHE,美的集团,BUY,OPEN,17661326660204,0.0,23.2512,400.0,72.66,17661326660205,23.2512 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,000423.XSHE,东阿阿胶,BUY,OPEN,17661326660205,0.0,14.4,300.0,60.0,17661326660206,14.4 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,000651.XSHE,格力电器,BUY,OPEN,17661326660206,0.0,10.704,300.0,44.6,17661326660207,10.704 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,000708.XSHE,中信特钢,BUY,OPEN,17661326660207,0.0,5.0,300.0,12.74,17661326660208,5.0 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,000725.XSHE,京东方A,BUY,OPEN,17661326660208,0.0,5.0,1200.0,4.68,17661326660209,5.0 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,000786.XSHE,北新建材,BUY,OPEN,17661326660209,0.0,5.0,100.0,32.26,17661326660210,5.0 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,000983.XSHE,山西焦煤,BUY,OPEN,17661326660210,0.0,5.0,700.0,8.63,17661326660211,5.0 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,001872.XSHE,招商港口,BUY,OPEN,17661326660211,0.0,5.0,200.0,20.76,17661326660212,5.0 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,001965.XSHE,招商公路,BUY,OPEN,17661326660212,0.0,5.688000000000001,600.0,11.85,17661326660213,5.688000000000001 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,002001.XSHE,新和成,BUY,OPEN,17661326660213,0.0,11.505600000000001,600.0,23.97,17661326660214,11.505600000000001 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,002028.XSHE,思源电气,BUY,OPEN,17661326660214,0.0,12.655999999999999,200.0,79.1,17661326660215,12.655999999999999 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,002128.XSHE,电投能源,BUY,OPEN,17661326660215,0.0,5.0,100.0,22.18,17661326660216,5.0 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,002142.XSHE,宁波银行,BUY,OPEN,17661326660216,0.0,5.0,100.0,26.76,17661326660217,5.0 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,002179.XSHE,中航光电,BUY,OPEN,17661326660217,0.0,5.0,100.0,45.0,17661326660218,5.0 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,002241.XSHE,歌尔股份,BUY,OPEN,17661326660218,0.0,20.284000000000002,1100.0,23.05,17661326660219,20.284000000000002 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,002294.XSHE,信立泰,BUY,OPEN,17661326660219,0.0,5.256,200.0,32.85,17661326660220,5.256 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,002352.XSHE,顺丰控股,BUY,OPEN,17661326660220,0.0,7.187200000000001,200.0,44.92,17661326660221,7.187200000000001 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,002475.XSHE,立讯精密,BUY,OPEN,17661326660221,0.0,33.2,1000.0,41.5,17661326660222,33.2 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,002648.XSHE,卫星化学,BUY,OPEN,17661326660222,0.0,12.3712,800.0,19.33,17661326660223,12.3712 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,002653.XSHE,海思科,BUY,OPEN,17661326660223,0.0,5.8656,200.0,36.66,17661326660224,5.8656 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,002714.XSHE,牧原股份,BUY,OPEN,17661326660224,0.0,5.0,100.0,46.11,17661326660225,5.0 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,002938.XSHE,鹏鼎控股,BUY,OPEN,17661326660225,0.0,36.89919999999999,1300.0,35.48,17661326660226,36.89919999999999 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,003816.XSHE,中国广核,BUY,OPEN,17661326660226,0.0,7.0224,2100.0,4.18,17661326660227,7.0224 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,300408.XSHE,三环集团,BUY,OPEN,17661326660227,0.0,5.0,100.0,38.25,17661326660228,5.0 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,300433.XSHE,蓝思科技,BUY,OPEN,17661326660228,0.0,7.168,400.0,22.4,17661326660229,7.168 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,300979.XSHE,华利集团,BUY,OPEN,17661326660229,0.0,5.4879999999999995,100.0,68.6,17661326660230,5.4879999999999995 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600000.XSHG,浦发银行,BUY,OPEN,17661326660230,0.0,8.264000000000001,1000.0,10.33,17661326660231,8.264000000000001 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600009.XSHG,上海机场,BUY,OPEN,17661326660231,0.0,5.0,100.0,37.1,17661326660232,5.0 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600015.XSHG,华夏银行,BUY,OPEN,17661326660232,0.0,7.5920000000000005,1300.0,7.3,17661326660233,7.5920000000000005 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600016.XSHG,民生银行,BUY,OPEN,17661326660233,0.0,5.0,100.0,3.98,17661326660234,5.0 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600018.XSHG,上港集团,BUY,OPEN,17661326660234,0.0,13.284,2700.0,6.15,17661326660235,13.284 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600019.XSHG,宝钢股份,BUY,OPEN,17661326660235,0.0,5.0,600.0,6.98,17661326660236,5.0 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600025.XSHG,华能水电,BUY,OPEN,17661326660236,0.0,17.2656,2200.0,9.81,17661326660237,17.2656 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600028.XSHG,中国石化,BUY,OPEN,17661326660237,0.0,8.192,1600.0,6.4,17661326660238,8.192 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600031.XSHG,三一重工,BUY,OPEN,17661326660238,0.0,5.0,300.0,18.91,17661326660239,5.0 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600036.XSHG,招商银行,BUY,OPEN,17661326660239,0.0,5.0,100.0,39.68,17661326660240,5.0 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600079.XSHG,ST人福,BUY,OPEN,17661326660240,0.0,5.0,100.0,21.98,17661326660241,5.0 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600089.XSHG,特变电工,BUY,OPEN,17661326660241,0.0,12.6896,1100.0,14.42,17661326660242,12.6896 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600096.XSHG,云天化,BUY,OPEN,17661326660242,0.0,5.0,200.0,23.75,17661326660243,5.0 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600104.XSHG,上汽集团,BUY,OPEN,17661326660243,0.0,5.0,100.0,13.68,17661326660244,5.0 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600183.XSHG,生益科技,BUY,OPEN,17661326660244,0.0,5.3304,300.0,22.21,17661326660245,5.3304 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600276.XSHG,恒瑞医药,BUY,OPEN,17661326660245,0.0,5.0,100.0,50.1,17661326660246,5.0 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600309.XSHG,万华化学,BUY,OPEN,17661326660246,0.0,6.4192,100.0,80.24,17661326660247,6.4192 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600362.XSHG,江西铜业,BUY,OPEN,17661326660247,0.0,9.504000000000001,500.0,23.76,17661326660248,9.504000000000001 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600406.XSHG,国电南瑞,BUY,OPEN,17661326660248,0.0,13.1472,600.0,27.39,17661326660249,13.1472 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600426.XSHG,华鲁恒升,BUY,OPEN,17661326660249,0.0,5.0,200.0,24.53,17661326660250,5.0 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600547.XSHG,山东黄金,BUY,OPEN,17661326660250,0.0,6.2256,300.0,25.94,17661326660251,6.2256 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600585.XSHG,海螺水泥,BUY,OPEN,17661326660251,0.0,5.0,200.0,27.81,17661326660252,5.0 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600660.XSHG,福耀玻璃,BUY,OPEN,17661326660252,0.0,13.92,300.0,58.0,17661326660253,13.92 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600674.XSHG,川投能源,BUY,OPEN,17661326660253,0.0,5.4816,400.0,17.13,17661326660254,5.4816 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600690.XSHG,海尔智家,BUY,OPEN,17661326660254,0.0,25.872,1100.0,29.4,17661326660255,25.872 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600886.XSHG,国投电力,BUY,OPEN,17661326660255,0.0,6.140000000000001,500.0,15.35,17661326660256,6.140000000000001 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600919.XSHG,江苏银行,BUY,OPEN,17661326660256,0.0,8.1488,1100.0,9.26,17661326660257,8.1488 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600926.XSHG,杭州银行,BUY,OPEN,17661326660257,0.0,16.944,1500.0,14.12,17661326660258,16.944 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600938.XSHG,中国海油,BUY,OPEN,17661326660258,0.0,15.1536,700.0,27.06,17661326660259,15.1536 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600968.XSHG,海油发展,BUY,OPEN,17661326660259,0.0,13.260800000000001,3700.0,4.48,17661326660260,13.260800000000001 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600989.XSHG,宝丰能源,BUY,OPEN,17661326660260,0.0,9.408000000000001,700.0,16.8,17661326660261,9.408000000000001 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601006.XSHG,大秦铁路,BUY,OPEN,17661326660261,0.0,14.5152,2700.0,6.72,17661326660262,14.5152 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601058.XSHG,赛轮轮胎,BUY,OPEN,17661326660262,0.0,8.2096,700.0,14.66,17661326660263,8.2096 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601088.XSHG,中国神华,BUY,OPEN,17661326660263,0.0,6.5296,200.0,40.81,17661326660264,6.5296 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601117.XSHG,中国化学,BUY,OPEN,17661326660264,0.0,5.0,300.0,8.65,17661326660265,5.0 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601138.XSHG,工业富联,BUY,OPEN,17661326660265,0.0,5.976,300.0,24.9,17661326660266,5.976 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601166.XSHG,兴业银行,BUY,OPEN,17661326660266,0.0,5.0,200.0,18.94,17661326660267,5.0 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601168.XSHG,西部矿业,BUY,OPEN,17661326660267,0.0,6.144,400.0,19.2,17661326660268,6.144 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601169.XSHG,北京银行,BUY,OPEN,17661326660268,0.0,12.064,2600.0,5.8,17661326660269,12.064 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601229.XSHG,上海银行,BUY,OPEN,17661326660269,0.0,5.0,300.0,8.16,17661326660270,5.0 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601288.XSHG,农业银行,BUY,OPEN,17661326660270,0.0,5.0,1300.0,4.79,17661326660271,5.0 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601567.XSHG,三星电气,BUY,OPEN,17661326660271,0.0,7.632000000000001,300.0,31.8,17661326660272,7.632000000000001 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601607.XSHG,上海医药,BUY,OPEN,17661326660272,0.0,12.844800000000001,800.0,20.07,17661326660273,12.844800000000001 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601633.XSHG,长城汽车,BUY,OPEN,17661326660273,0.0,5.0,200.0,27.47,17661326660274,5.0 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601728.XSHG,中国电信,BUY,OPEN,17661326660274,0.0,6.3072,1200.0,6.57,17661326660275,6.3072 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601766.XSHG,中国中车,BUY,OPEN,17661326660275,0.0,5.0,700.0,8.89,17661326660276,5.0 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601799.XSHG,星宇股份,BUY,OPEN,17661326660276,0.0,10.975999999999999,100.0,137.2,17661326660277,10.975999999999999 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601808.XSHG,中海油服,BUY,OPEN,17661326660277,0.0,5.0,200.0,16.15,17661326660278,5.0 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601857.XSHG,中国石油,BUY,OPEN,17661326660278,0.0,5.0,700.0,8.35,17661326660279,5.0 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601877.XSHG,正泰电器,BUY,OPEN,17661326660279,0.0,9.572000000000001,500.0,23.93,17661326660280,9.572000000000001 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601898.XSHG,中煤能源,BUY,OPEN,17661326660280,0.0,26.18,2500.0,13.09,17661326660281,26.18 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601899.XSHG,紫金矿业,BUY,OPEN,17661326660281,0.0,26.372,1900.0,17.35,17661326660282,26.372 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601919.XSHG,中远海控,BUY,OPEN,17661326660282,0.0,31.4704,2600.0,15.13,17661326660283,31.4704 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601958.XSHG,金钼股份,BUY,OPEN,17661326660283,0.0,5.0,100.0,11.84,17661326660284,5.0 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601985.XSHG,中国核电,BUY,OPEN,17661326660284,0.0,16.968,2100.0,10.1,17661326660285,16.968 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601988.XSHG,中国银行,BUY,OPEN,17661326660285,0.0,6.7048000000000005,1700.0,4.93,17661326660286,6.7048000000000005 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,603606.XSHG,东方电缆,BUY,OPEN,17661326660286,0.0,5.0,100.0,58.0,17661326660287,5.0 -2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,688271.XSHG,联影医疗,BUY,OPEN,17661326660287,0.0,105.60844800000001,1056.0,125.01,17661326660288,105.60844800000001 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,000063.XSHE,中兴通讯,SELL,CLOSE,17661326660288,9.858,15.7728,600.0,32.86,17661326660289,25.6308 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,000066.XSHE,中国长城,SELL,CLOSE,17661326660289,71.5,114.4,6500.0,22.0,17661326660290,185.9 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,000333.XSHE,美的集团,SELL,CLOSE,17661326660290,3.5615,5.6984,100.0,71.23,17661326660291,9.2599 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,000338.XSHE,潍柴动力,SELL,CLOSE,17661326660291,63.9275,102.284,9100.0,14.05,17661326660292,166.2115 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,000423.XSHE,东阿阿胶,SELL,CLOSE,17661326660292,68.4135,109.4616,2300.0,59.49,17661326660293,177.8751 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,000538.XSHE,云南白药,SELL,CLOSE,17661326660293,3.0145,5.0,100.0,60.29,17661326660294,8.0145 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,000568.XSHE,泸州老窖,SELL,CLOSE,17661326660294,59.2,94.72,800.0,148.0,17661326660295,153.92000000000002 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,000617.XSHE,中油资本,SELL,CLOSE,17661326660295,61.6875,98.7,14100.0,8.75,17661326660296,160.3875 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,000651.XSHE,格力电器,SELL,CLOSE,17661326660296,2.196,5.0,100.0,43.92,17661326660297,7.196 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,000725.XSHE,京东方A,SELL,CLOSE,17661326660297,0.45999999999999996,5.0,200.0,4.6,17661326660298,5.46 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,000728.XSHE,国元证券,SELL,CLOSE,17661326660298,63.6615,101.85839999999999,14100.0,9.03,17661326660299,165.51989999999998 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,000792.XSHE,盐湖股份,SELL,CLOSE,17661326660299,30.864,49.382400000000004,3200.0,19.29,17661326660300,80.24640000000001 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,000963.XSHE,华东医药,SELL,CLOSE,17661326660300,1.7850000000000004,5.0,100.0,35.7,17661326660301,6.785 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,000983.XSHE,山西焦煤,SELL,CLOSE,17661326660301,67.545,108.072,15800.0,8.55,17661326660302,175.61700000000002 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,001965.XSHE,招商公路,SELL,CLOSE,17661326660302,64.824,103.7184,11100.0,11.68,17661326660303,168.5424 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,002050.XSHE,三花智控,SELL,CLOSE,17661326660303,1.256,5.0,100.0,25.12,17661326660304,6.256 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,002142.XSHE,宁波银行,SELL,CLOSE,17661326660304,63.455,101.528,4900.0,25.9,17661326660305,164.983 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,002179.XSHE,中航光电,SELL,CLOSE,17661326660305,2.2800000000000002,5.0,100.0,45.6,17661326660306,7.28 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,002236.XSHE,大华股份,SELL,CLOSE,17661326660306,66.4125,106.26,7700.0,17.25,17661326660307,172.6725 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,002241.XSHE,歌尔股份,SELL,CLOSE,17661326660307,2.289,5.0,200.0,22.89,17661326660308,7.289 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,002294.XSHE,信立泰,SELL,CLOSE,17661326660308,8.0875,12.940000000000001,500.0,32.35,17661326660309,21.027500000000003 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,002304.XSHE,洋河股份,SELL,CLOSE,17661326660309,59.072,94.51520000000001,1300.0,90.88,17661326660310,153.5872 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,002916.XSHE,深南电路,SELL,CLOSE,17661326660310,43.224000000000004,69.1584,800.0,108.06,17661326660311,112.3824 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,300124.XSHE,汇川技术,SELL,CLOSE,17661326660311,3.124,5.0,100.0,62.48,17661326660312,8.124 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,300207.XSHE,欣旺达,SELL,CLOSE,17661326660312,1.1685,5.0,100.0,23.37,17661326660313,6.1685 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,300394.XSHE,天孚通信,SELL,CLOSE,17661326660313,68.0,108.80000000000001,1000.0,136.0,17661326660314,176.8 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,300628.XSHE,亿联网络,SELL,CLOSE,17661326660314,68.772,110.0352,3300.0,41.68,17661326660315,178.80720000000002 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,300760.XSHE,迈瑞医疗,SELL,CLOSE,17661326660315,70.165,112.26400000000001,500.0,280.66,17661326660316,182.42900000000003 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,300866.XSHE,安克创新,SELL,CLOSE,17661326660316,8.688,13.9008,200.0,86.88,17661326660317,22.5888 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,300979.XSHE,华利集团,SELL,CLOSE,17661326660317,23.677500000000006,37.88400000000001,700.0,67.65,17661326660318,61.56150000000001 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600015.XSHG,华夏银行,SELL,CLOSE,17661326660318,60.333,96.53280000000001,16900.0,7.14,17661326660319,156.8658 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600025.XSHG,华能水电,SELL,CLOSE,17661326660319,67.413,107.86080000000001,13800.0,9.77,17661326660320,175.2738 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600028.XSHG,中国石化,SELL,CLOSE,17661326660320,64.998,103.99680000000001,20700.0,6.28,17661326660321,168.9948 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600089.XSHG,特变电工,SELL,CLOSE,17661326660321,69.168,110.6688,9600.0,14.41,17661326660322,179.8368 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600104.XSHG,上汽集团,SELL,CLOSE,17661326660322,64.602,103.3632,9700.0,13.32,17661326660323,167.9652 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600183.XSHG,生益科技,SELL,CLOSE,17661326660323,1.101,5.0,100.0,22.02,17661326660324,6.101 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600309.XSHG,万华化学,SELL,CLOSE,17661326660324,8.035,12.856,200.0,80.35,17661326660325,20.891 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600362.XSHG,江西铜业,SELL,CLOSE,17661326660325,65.2935,104.4696,5700.0,22.91,17661326660326,169.7631 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600406.XSHG,国电南瑞,SELL,CLOSE,17661326660326,2.685,5.0,200.0,26.85,17661326660327,7.6850000000000005 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600426.XSHG,华鲁恒升,SELL,CLOSE,17661326660327,64.854,103.7664,5400.0,24.02,17661326660328,168.62040000000002 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600674.XSHG,川投能源,SELL,CLOSE,17661326660328,65.989,105.5824,7700.0,17.14,17661326660329,171.5714 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600690.XSHG,海尔智家,SELL,CLOSE,17661326660329,1.4315,5.0,100.0,28.63,17661326660330,6.4315 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600741.XSHG,华域汽车,SELL,CLOSE,17661326660330,8.25,13.200000000000001,1000.0,16.5,17661326660331,21.450000000000003 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600760.XSHG,中航沈飞,SELL,CLOSE,17661326660331,9.144,14.6304,300.0,60.96,17661326660332,23.7744 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600893.XSHG,航发动力,SELL,CLOSE,17661326660332,76.24,121.98400000000001,3200.0,47.65,17661326660333,198.224 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600938.XSHG,中国海油,SELL,CLOSE,17661326660333,63.36,101.376,4800.0,26.4,17661326660334,164.736 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601006.XSHG,大秦铁路,SELL,CLOSE,17661326660334,3.6905,5.904800000000001,1100.0,6.71,17661326660335,9.595300000000002 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601058.XSHG,赛轮轮胎,SELL,CLOSE,17661326660335,66.3845,106.21520000000001,9100.0,14.59,17661326660336,172.5997 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601138.XSHG,工业富联,SELL,CLOSE,17661326660336,15.18,24.288,1200.0,25.3,17661326660337,39.468 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601600.XSHG,中国铝业,SELL,CLOSE,17661326660337,49.920500000000004,79.8728,11900.0,8.39,17661326660338,129.7933 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601607.XSHG,上海医药,SELL,CLOSE,17661326660338,65.37299999999999,104.59679999999999,6600.0,19.81,17661326660339,169.96979999999996 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601628.XSHG,中国人寿,SELL,CLOSE,17661326660339,67.76,108.41600000000001,2800.0,48.4,17661326660340,176.17600000000002 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601633.XSHG,长城汽车,SELL,CLOSE,17661326660340,1.35,5.0,100.0,27.0,17661326660341,6.35 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601728.XSHG,中国电信,SELL,CLOSE,17661326660341,65.325,104.52000000000001,20100.0,6.5,17661326660342,169.84500000000003 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601808.XSHG,中海油服,SELL,CLOSE,17661326660342,61.699,98.7184,7900.0,15.62,17661326660343,160.4174 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601881.XSHG,中国银河,SELL,CLOSE,17661326660343,62.4,99.84,7800.0,16.0,17661326660344,162.24 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601899.XSHG,紫金矿业,SELL,CLOSE,17661326660344,2.52,5.0,300.0,16.8,17661326660345,7.52 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601958.XSHG,金钼股份,SELL,CLOSE,17661326660345,64.6925,103.508,11300.0,11.45,17661326660346,168.20049999999998 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601985.XSHG,中国核电,SELL,CLOSE,17661326660346,66.766,106.82560000000001,13300.0,10.04,17661326660347,173.59160000000003 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601988.XSHG,中国银行,SELL,CLOSE,17661326660347,23.232,37.1712,9600.0,4.84,17661326660348,60.4032 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,603288.XSHG,海天味业,SELL,CLOSE,17661326660348,2.39,5.0,100.0,47.8,17661326660349,7.390000000000001 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,603296.XSHG,华勤技术,SELL,CLOSE,17661326660349,6.05,9.68,200.0,60.5,17661326660350,15.73 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,603501.XSHG,豪威集团,SELL,CLOSE,17661326660350,67.008,107.2128,1200.0,111.68,17661326660351,174.2208 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,688271.XSHG,联影医疗,SELL,CLOSE,17661326660351,67.584,108.1344,1056.0,128.0,17661326660352,175.7184 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,000001.XSHE,平安银行,BUY,OPEN,17661326660352,0.0,5.0,100.0,11.63,17661326660353,5.0 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,000166.XSHE,申万宏源,BUY,OPEN,17661326660353,0.0,5.0,700.0,5.77,17661326660354,5.0 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,000596.XSHE,古井贡酒,BUY,OPEN,17661326660354,0.0,16.64,100.0,208.0,17661326660355,16.64 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,000708.XSHE,中信特钢,BUY,OPEN,17661326660355,0.0,105.248,10400.0,12.65,17661326660356,105.248 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,000768.XSHE,中航西飞,BUY,OPEN,17661326660356,0.0,96.096,3900.0,30.8,17661326660357,96.096 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,000776.XSHE,广发证券,BUY,OPEN,17661326660357,0.0,105.60000000000001,7500.0,17.6,17661326660358,105.60000000000001 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,000786.XSHE,北新建材,BUY,OPEN,17661326660358,0.0,7.416,300.0,30.9,17661326660359,7.416 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,000807.XSHE,云铝股份,BUY,OPEN,17661326660359,0.0,5.0,100.0,15.89,17661326660360,5.0 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,000977.XSHE,浪潮信息,BUY,OPEN,17661326660360,0.0,99.176,2300.0,53.9,17661326660361,99.176 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,001872.XSHE,招商港口,BUY,OPEN,17661326660361,0.0,104.52000000000001,6500.0,20.1,17661326660362,104.52000000000001 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,001979.XSHE,招商蛇口,BUY,OPEN,17661326660362,0.0,9.472000000000001,1000.0,11.84,17661326660363,9.472000000000001 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,002001.XSHE,新和成,BUY,OPEN,17661326660363,0.0,5.0,100.0,23.5,17661326660364,5.0 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,002027.XSHE,分众传媒,BUY,OPEN,17661326660364,0.0,5.3136,900.0,7.38,17661326660365,5.3136 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,002128.XSHE,电投能源,BUY,OPEN,17661326660365,0.0,5.0,100.0,21.3,17661326660366,5.0 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,002352.XSHE,顺丰控股,BUY,OPEN,17661326660366,0.0,99.6352,2800.0,44.48,17661326660367,99.6352 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,002384.XSHE,东山精密,BUY,OPEN,17661326660367,0.0,7.344,300.0,30.6,17661326660368,7.344 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,002475.XSHE,立讯精密,BUY,OPEN,17661326660368,0.0,5.0,100.0,40.02,17661326660369,5.0 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,002532.XSHE,天山铝业,BUY,OPEN,17661326660369,0.0,106.21600000000001,14200.0,9.35,17661326660370,106.21600000000001 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,002594.XSHE,比亚迪,BUY,OPEN,17661326660370,0.0,118.0,500.0,295.0,17661326660371,118.0 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,002648.XSHE,卫星化学,BUY,OPEN,17661326660371,0.0,109.208,7300.0,18.7,17661326660372,109.208 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,002653.XSHE,海思科,BUY,OPEN,17661326660372,0.0,5.534400000000001,200.0,34.59,17661326660373,5.534400000000001 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,002714.XSHE,牧原股份,BUY,OPEN,17661326660373,0.0,7.0624,200.0,44.14,17661326660374,7.0624 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,002736.XSHE,国信证券,BUY,OPEN,17661326660374,0.0,5.0,200.0,12.81,17661326660375,5.0 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,003816.XSHE,中国广核,BUY,OPEN,17661326660375,0.0,103.824,31500.0,4.12,17661326660376,103.824 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,300033.XSHE,同花顺,BUY,OPEN,17661326660376,0.0,116.0,500.0,290.0,17661326660377,116.0 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,300408.XSHE,三环集团,BUY,OPEN,17661326660377,0.0,5.9392,200.0,37.12,17661326660378,5.9392 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,300433.XSHE,蓝思科技,BUY,OPEN,17661326660378,0.0,105.744,6000.0,22.03,17661326660379,105.744 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,300502.XSHE,新易盛,BUY,OPEN,17661326660379,0.0,102.57600000000001,1000.0,128.22,17661326660380,102.57600000000001 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,300750.XSHE,宁德时代,BUY,OPEN,17661326660380,0.0,100.94000000000001,500.0,252.35,17661326660381,100.94000000000001 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600000.XSHG,浦发银行,BUY,OPEN,17661326660381,0.0,6.336,800.0,9.9,17661326660382,6.336 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600016.XSHG,民生银行,BUY,OPEN,17661326660382,0.0,104.6952,33300.0,3.93,17661326660383,104.6952 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600018.XSHG,上港集团,BUY,OPEN,17661326660383,0.0,5.0,500.0,6.05,17661326660384,5.0 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600019.XSHG,宝钢股份,BUY,OPEN,17661326660384,0.0,106.236,19500.0,6.81,17661326660385,106.236 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600030.XSHG,中信证券,BUY,OPEN,17661326660385,0.0,96.624,3600.0,33.55,17661326660386,96.624 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600031.XSHG,三一重工,BUY,OPEN,17661326660386,0.0,106.56,7200.0,18.5,17661326660387,106.56 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600036.XSHG,招商银行,BUY,OPEN,17661326660387,0.0,6.127999999999999,200.0,38.3,17661326660388,6.127999999999999 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600196.XSHG,复星医药,BUY,OPEN,17661326660388,0.0,69.99040000000001,3200.0,27.34,17661326660389,69.99040000000001 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600436.XSHG,片仔癀,BUY,OPEN,17661326660389,0.0,120.94080000000001,600.0,251.96,17661326660390,120.94080000000001 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600547.XSHG,山东黄金,BUY,OPEN,17661326660390,0.0,105.4144,5200.0,25.34,17661326660391,105.4144 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600585.XSHG,海螺水泥,BUY,OPEN,17661326660391,0.0,107.80000000000001,5000.0,26.95,17661326660392,107.80000000000001 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600663.XSHG,陆家嘴,BUY,OPEN,17661326660392,0.0,107.712,12000.0,11.22,17661326660393,107.712 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600845.XSHG,宝信软件,BUY,OPEN,17661326660393,0.0,104.36800000000001,4400.0,29.65,17661326660394,104.36800000000001 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600886.XSHG,国投电力,BUY,OPEN,17661326660394,0.0,104.3696,8600.0,15.17,17661326660395,104.3696 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600887.XSHG,伊利股份,BUY,OPEN,17661326660395,0.0,101.8584,4300.0,29.61,17661326660396,101.8584 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600919.XSHG,江苏银行,BUY,OPEN,17661326660396,0.0,5.0,400.0,9.1,17661326660397,5.0 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600958.XSHG,东方证券,BUY,OPEN,17661326660397,0.0,5.0,500.0,11.29,17661326660398,5.0 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600968.XSHG,海油发展,BUY,OPEN,17661326660398,0.0,5.9432,1700.0,4.37,17661326660399,5.9432 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600989.XSHG,宝丰能源,BUY,OPEN,17661326660399,0.0,5.0,200.0,16.31,17661326660400,5.0 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601088.XSHG,中国神华,BUY,OPEN,17661326660400,0.0,104.7816,3300.0,39.69,17661326660401,104.7816 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601100.XSHG,恒立液压,BUY,OPEN,17661326660401,0.0,5.0,100.0,57.0,17661326660402,5.0 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601117.XSHG,中国化学,BUY,OPEN,17661326660402,0.0,5.0,700.0,8.28,17661326660403,5.0 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601168.XSHG,西部矿业,BUY,OPEN,17661326660403,0.0,101.5128,6900.0,18.39,17661326660404,101.5128 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601169.XSHG,北京银行,BUY,OPEN,17661326660404,0.0,5.0,600.0,5.67,17661326660405,5.0 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601225.XSHG,陕西煤业,BUY,OPEN,17661326660405,0.0,102.816,5400.0,23.8,17661326660406,102.816 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601229.XSHG,上海银行,BUY,OPEN,17661326660406,0.0,104.5856,16100.0,8.12,17661326660407,104.5856 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601318.XSHG,中国平安,BUY,OPEN,17661326660407,0.0,9.3008,200.0,58.13,17661326660408,9.3008 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601319.XSHG,中国人保,BUY,OPEN,17661326660408,0.0,7.2,1200.0,7.5,17661326660409,7.2 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601336.XSHG,新华保险,BUY,OPEN,17661326660409,0.0,5.0,100.0,54.59,17661326660410,5.0 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601390.XSHG,中国中铁,BUY,OPEN,17661326660410,0.0,5.0,300.0,6.79,17661326660411,5.0 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601567.XSHG,三星电气,BUY,OPEN,17661326660411,0.0,104.4624,4200.0,31.09,17661326660412,104.4624 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601601.XSHG,中国太保,BUY,OPEN,17661326660412,0.0,6.0,200.0,37.5,17661326660413,6.0 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601668.XSHG,中国建筑,BUY,OPEN,17661326660413,0.0,12.0,2400.0,6.25,17661326660414,12.0 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601669.XSHG,中国电建,BUY,OPEN,17661326660414,0.0,103.89599999999999,22200.0,5.85,17661326660415,103.89599999999999 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601688.XSHG,华泰证券,BUY,OPEN,17661326660415,0.0,10.908800000000001,700.0,19.48,17661326660416,10.908800000000001 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601766.XSHG,中国中车,BUY,OPEN,17661326660416,0.0,7.4888,1100.0,8.51,17661326660417,7.4888 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601857.XSHG,中国石油,BUY,OPEN,17661326660417,0.0,104.30399999999999,15900.0,8.2,17661326660418,104.30399999999999 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601898.XSHG,中煤能源,BUY,OPEN,17661326660418,0.0,5.0,200.0,12.86,17661326660419,5.0 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601916.XSHG,浙商银行,BUY,OPEN,17661326660419,0.0,104.76,45000.0,2.91,17661326660420,104.76 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601919.XSHG,中远海控,BUY,OPEN,17661326660420,0.0,5.0,300.0,14.68,17661326660421,5.0 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,688008.XSHG,澜起科技,BUY,OPEN,17661326660421,0.0,101.952,1770.0,72.0,17661326660422,101.952 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,688120.XSHG,华海清科,BUY,OPEN,17661326660422,0.0,104.632,638.0,205.0,17661326660423,104.632 -2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,688188.XSHG,柏楚电子,BUY,OPEN,17661326660423,0.0,95.770368,591.0,202.56,17661326660425,95.770368 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,000001.XSHE,平安银行,SELL,CLOSE,17661326660424,65.12800000000001,104.20480000000002,11200.0,11.63,17661326660426,169.33280000000002 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,000063.XSHE,中兴通讯,SELL,CLOSE,17661326660425,75.01500000000001,120.02400000000003,4500.0,33.34,17661326660427,195.03900000000004 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,000333.XSHE,美的集团,SELL,CLOSE,17661326660426,7.2170000000000005,11.5472,200.0,72.17,17661326660428,18.764200000000002 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,000338.XSHE,潍柴动力,SELL,CLOSE,17661326660427,66.405,106.248,9500.0,13.98,17661326660429,172.65300000000002 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,000423.XSHE,东阿阿胶,SELL,CLOSE,17661326660428,61.299,98.0784,2100.0,58.38,17661326660430,159.3774 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,000568.XSHE,泸州老窖,SELL,CLOSE,17661326660429,7.2045,11.5272,100.0,144.09,17661326660431,18.7317 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,000617.XSHE,中油资本,SELL,CLOSE,17661326660430,58.947,94.3152,14700.0,8.02,17661326660432,153.2622 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,000651.XSHE,格力电器,SELL,CLOSE,17661326660431,64.74,103.58399999999999,3000.0,43.16,17661326660433,168.32399999999998 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,000728.XSHE,国元证券,SELL,CLOSE,17661326660432,3.34,5.344,800.0,8.35,17661326660434,8.684000000000001 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,000792.XSHE,盐湖股份,SELL,CLOSE,17661326660433,50.682500000000005,81.092,5500.0,18.43,17661326660435,131.7745 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,000983.XSHE,山西焦煤,SELL,CLOSE,17661326660434,63.384,101.4144,15200.0,8.34,17661326660436,164.79840000000002 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,001979.XSHE,招商蛇口,SELL,CLOSE,17661326660435,55.247,88.3952,10100.0,10.94,17661326660437,143.6422 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,002028.XSHE,思源电气,SELL,CLOSE,17661326660436,3.8200000000000007,6.112000000000001,100.0,76.4,17661326660438,9.932000000000002 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,002074.XSHE,国轩高科,SELL,CLOSE,17661326660437,1.1755,5.0,100.0,23.51,17661326660439,6.1754999999999995 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,002236.XSHE,大华股份,SELL,CLOSE,17661326660438,70.231,112.3696,7900.0,17.78,17661326660440,182.6006 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,002241.XSHE,歌尔股份,SELL,CLOSE,17661326660439,47.7,76.32000000000001,3600.0,26.5,17661326660441,124.02000000000001 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,002294.XSHE,信立泰,SELL,CLOSE,17661326660440,62.08,99.328,4000.0,31.04,17661326660442,161.40800000000002 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,002304.XSHE,洋河股份,SELL,CLOSE,17661326660441,67.14750000000001,107.436,1500.0,89.53,17661326660443,174.58350000000002 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,002384.XSHE,东山精密,SELL,CLOSE,17661326660442,1.4505000000000001,5.0,100.0,29.01,17661326660444,6.4505 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,002415.XSHE,海康威视,SELL,CLOSE,17661326660443,7.9,12.64,500.0,31.6,17661326660445,20.54 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,002475.XSHE,立讯精密,SELL,CLOSE,17661326660444,1.9649999999999999,5.0,100.0,39.3,17661326660446,6.965 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,002916.XSHE,深南电路,SELL,CLOSE,17661326660445,21.176000000000002,33.8816,400.0,105.88,17661326660447,55.0576 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,300207.XSHE,欣旺达,SELL,CLOSE,17661326660446,66.2475,105.99600000000001,5500.0,24.09,17661326660448,172.2435 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,300433.XSHE,蓝思科技,SELL,CLOSE,17661326660447,5.4075,8.652000000000001,500.0,21.63,17661326660449,14.0595 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,300760.XSHE,迈瑞医疗,SELL,CLOSE,17661326660448,54.160000000000004,86.656,400.0,270.8,17661326660450,140.816 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,300979.XSHE,华利集团,SELL,CLOSE,17661326660449,62.966,100.74560000000001,1900.0,66.28,17661326660451,163.7116 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600009.XSHG,上海机场,SELL,CLOSE,17661326660450,5.4435,8.7096,300.0,36.29,17661326660452,14.1531 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600015.XSHG,华夏银行,SELL,CLOSE,17661326660451,29.52,47.232,8200.0,7.2,17661326660453,76.752 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600018.XSHG,上港集团,SELL,CLOSE,17661326660452,7.236,11.5776,2400.0,6.03,17661326660454,18.8136 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600025.XSHG,华能水电,SELL,CLOSE,17661326660453,65.00250000000001,104.00400000000002,13500.0,9.63,17661326660455,169.00650000000002 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600028.XSHG,中国石化,SELL,CLOSE,17661326660454,65.5155,104.82480000000001,20700.0,6.33,17661326660456,170.3403 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600036.XSHG,招商银行,SELL,CLOSE,17661326660455,1.9024999999999999,5.0,100.0,38.05,17661326660457,6.9025 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600079.XSHG,ST人福,SELL,CLOSE,17661326660456,73.16,117.05600000000001,6200.0,23.6,17661326660458,190.216 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600089.XSHG,特变电工,SELL,CLOSE,17661326660457,62.595,100.152,9000.0,13.91,17661326660459,162.747 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600104.XSHG,上汽集团,SELL,CLOSE,17661326660458,115.9,185.44,12200.0,19.0,17661326660460,301.34000000000003 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600362.XSHG,江西铜业,SELL,CLOSE,17661326660459,59.95,95.92,5500.0,21.8,17661326660461,155.87 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600426.XSHG,华鲁恒升,SELL,CLOSE,17661326660460,61.154999999999994,97.848,5400.0,22.65,17661326660462,159.003 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600585.XSHG,海螺水泥,SELL,CLOSE,17661326660461,59.846000000000004,95.7536,4600.0,26.02,17661326660463,155.5996 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600660.XSHG,福耀玻璃,SELL,CLOSE,17661326660462,8.6085,13.7736,300.0,57.39,17661326660464,22.3821 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600690.XSHG,海尔智家,SELL,CLOSE,17661326660463,13.158,21.0528,900.0,29.24,17661326660465,34.2108 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600741.XSHG,华域汽车,SELL,CLOSE,17661326660464,78.3965,125.43440000000001,9100.0,17.23,17661326660466,203.8309 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600893.XSHG,航发动力,SELL,CLOSE,17661326660465,52.387499999999996,83.82,2500.0,41.91,17661326660467,136.20749999999998 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600919.XSHG,江苏银行,SELL,CLOSE,17661326660466,4.545,7.272,1000.0,9.09,17661326660468,11.817 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600926.XSHG,杭州银行,SELL,CLOSE,17661326660467,8.466,13.5456,1200.0,14.11,17661326660469,22.0116 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600938.XSHG,中国海油,SELL,CLOSE,17661326660468,63.1365,101.0184,4900.0,25.77,17661326660470,164.1549 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600968.XSHG,海油发展,SELL,CLOSE,17661326660469,2.568,5.0,1200.0,4.28,17661326660471,7.568 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601006.XSHG,大秦铁路,SELL,CLOSE,17661326660470,10.602,16.9632,3100.0,6.84,17661326660472,27.5652 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601117.XSHG,中国化学,SELL,CLOSE,17661326660471,72.16,115.456,16400.0,8.8,17661326660473,187.61599999999999 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601169.XSHG,北京银行,SELL,CLOSE,17661326660472,2.825,5.0,1000.0,5.65,17661326660474,7.825 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601229.XSHG,上海银行,SELL,CLOSE,17661326660473,0.3915,5.0,100.0,7.83,17661326660475,5.3915 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601607.XSHG,上海医药,SELL,CLOSE,17661326660474,77.1375,123.42,7500.0,20.57,17661326660476,200.5575 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601628.XSHG,中国人寿,SELL,CLOSE,17661326660475,56.4625,90.34,2500.0,45.17,17661326660477,146.8025 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601633.XSHG,长城汽车,SELL,CLOSE,17661326660476,21.5775,34.524,1500.0,28.77,17661326660478,56.1015 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601668.XSHG,中国建筑,SELL,CLOSE,17661326660477,62.727000000000004,100.3632,20300.0,6.18,17661326660479,163.0902 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601728.XSHG,中国电信,SELL,CLOSE,17661326660478,67.4355,107.8968,20100.0,6.71,17661326660480,175.3323 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601808.XSHG,中海油服,SELL,CLOSE,17661326660479,64.89,103.824,8400.0,15.45,17661326660481,168.714 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601881.XSHG,中国银河,SELL,CLOSE,17661326660480,11.775,18.84,1500.0,15.7,17661326660482,30.615000000000002 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601898.XSHG,中煤能源,SELL,CLOSE,17661326660481,5.7780000000000005,9.2448,900.0,12.84,17661326660483,15.0228 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601916.XSHG,浙商银行,SELL,CLOSE,17661326660482,0.861,5.0,600.0,2.87,17661326660484,5.861 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601919.XSHG,中远海控,SELL,CLOSE,17661326660483,2.936,5.0,400.0,14.68,17661326660485,7.936 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601985.XSHG,中国核电,SELL,CLOSE,17661326660484,66.0,105.60000000000001,13200.0,10.0,17661326660486,171.60000000000002 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,603296.XSHG,华勤技术,SELL,CLOSE,17661326660485,82.16,131.45600000000002,2600.0,63.2,17661326660487,213.616 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,603501.XSHG,豪威集团,SELL,CLOSE,17661326660486,64.578,103.32480000000001,1200.0,107.63,17661326660488,167.9028 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,605499.XSHG,东鹏饮料,SELL,CLOSE,17661326660487,10.755,17.208000000000002,100.0,215.1,17661326660489,27.963 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,000166.XSHE,申万宏源,BUY,OPEN,17661326660488,0.0,109.0,25000.0,5.45,17661326660490,109.0 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,000708.XSHE,中信特钢,BUY,OPEN,17661326660489,0.0,100.8576,10300.0,12.24,17661326660491,100.8576 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,000725.XSHE,京东方A,BUY,OPEN,17661326660490,0.0,6.48,1800.0,4.5,17661326660492,6.48 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,000768.XSHE,中航西飞,BUY,OPEN,17661326660491,0.0,24.1824,1100.0,27.48,17661326660493,24.1824 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,000776.XSHE,广发证券,BUY,OPEN,17661326660492,0.0,106.5552,7900.0,16.86,17661326660494,106.5552 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,000786.XSHE,北新建材,BUY,OPEN,17661326660493,0.0,14.0928,600.0,29.36,17661326660495,14.0928 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,000807.XSHE,云铝股份,BUY,OPEN,17661326660494,0.0,22.464000000000002,2000.0,14.04,17661326660496,22.464000000000002 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,000977.XSHE,浪潮信息,BUY,OPEN,17661326660495,0.0,102.64800000000001,2600.0,49.35,17661326660497,102.64800000000001 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,001872.XSHE,招商港口,BUY,OPEN,17661326660496,0.0,96.32000000000001,5600.0,21.5,17661326660498,96.32000000000001 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,002001.XSHE,新和成,BUY,OPEN,17661326660497,0.0,7.2,400.0,22.5,17661326660499,7.2 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,002050.XSHE,三花智控,BUY,OPEN,17661326660498,0.0,5.0,100.0,23.96,17661326660500,5.0 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,002128.XSHE,电投能源,BUY,OPEN,17661326660499,0.0,101.21119999999999,6100.0,20.74,17661326660501,101.21119999999999 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,002179.XSHE,中航光电,BUY,OPEN,17661326660500,0.0,23.127999999999997,700.0,41.3,17661326660502,23.127999999999997 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,002311.XSHE,海大集团,BUY,OPEN,17661326660501,0.0,7.5168,200.0,46.98,17661326660503,7.5168 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,002352.XSHE,顺丰控股,BUY,OPEN,17661326660502,0.0,106.44160000000001,3100.0,42.92,17661326660504,106.44160000000001 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,002532.XSHE,天山铝业,BUY,OPEN,17661326660503,0.0,103.96800000000002,15200.0,8.55,17661326660505,103.96800000000002 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,002594.XSHE,比亚迪,BUY,OPEN,17661326660504,0.0,92.8032,400.0,290.01,17661326660506,92.8032 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,002648.XSHE,卫星化学,BUY,OPEN,17661326660505,0.0,91.1584,6100.0,18.68,17661326660507,91.1584 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,002653.XSHE,海思科,BUY,OPEN,17661326660506,0.0,5.0,100.0,32.81,17661326660508,5.0 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,002714.XSHE,牧原股份,BUY,OPEN,17661326660507,0.0,10.1088,300.0,42.12,17661326660509,10.1088 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,002736.XSHE,国信证券,BUY,OPEN,17661326660508,0.0,16.992,1800.0,11.8,17661326660510,16.992 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,002920.XSHE,德赛西威,BUY,OPEN,17661326660509,0.0,99.976,1000.0,124.97,17661326660511,99.976 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,002938.XSHE,鹏鼎控股,BUY,OPEN,17661326660510,0.0,5.344,200.0,33.4,17661326660512,5.344 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,003816.XSHE,中国广核,BUY,OPEN,17661326660511,0.0,93.37920000000001,28400.0,4.11,17661326660513,93.37920000000001 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,300033.XSHE,同花顺,BUY,OPEN,17661326660512,0.0,130.08,600.0,271.0,17661326660514,130.08 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,300124.XSHE,汇川技术,BUY,OPEN,17661326660513,0.0,13.992,300.0,58.3,17661326660515,13.992 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,300394.XSHE,天孚通信,BUY,OPEN,17661326660514,0.0,27.4968,300.0,114.57,17661326660516,27.4968 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,300408.XSHE,三环集团,BUY,OPEN,17661326660515,0.0,5.921600000000001,200.0,37.01,17661326660517,5.921600000000001 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,300502.XSHE,新易盛,BUY,OPEN,17661326660516,0.0,100.57600000000001,1000.0,125.72,17661326660518,100.57600000000001 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,300750.XSHE,宁德时代,BUY,OPEN,17661326660517,0.0,84.9792,400.0,265.56,17661326660519,84.9792 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,300866.XSHE,安克创新,BUY,OPEN,17661326660518,0.0,13.297600000000001,200.0,83.11,17661326660520,13.297600000000001 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,301236.XSHE,软通动力,BUY,OPEN,17661326660519,0.0,102.816,2100.0,61.2,17661326660521,102.816 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600000.XSHG,浦发银行,BUY,OPEN,17661326660520,0.0,7.720000000000001,1000.0,9.65,17661326660522,7.720000000000001 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600016.XSHG,民生银行,BUY,OPEN,17661326660521,0.0,104.176,34000.0,3.83,17661326660523,104.176 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600019.XSHG,宝钢股份,BUY,OPEN,17661326660522,0.0,103.74000000000001,19500.0,6.65,17661326660524,103.74000000000001 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600030.XSHG,中信证券,BUY,OPEN,17661326660523,0.0,14.904,600.0,31.05,17661326660525,14.904 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600031.XSHG,三一重工,BUY,OPEN,17661326660524,0.0,96.3072,6600.0,18.24,17661326660526,96.3072 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600096.XSHG,云天化,BUY,OPEN,17661326660525,0.0,5.0,100.0,22.46,17661326660527,5.0 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600183.XSHG,生益科技,BUY,OPEN,17661326660526,0.0,8.392000000000001,500.0,20.98,17661326660528,8.392000000000001 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600196.XSHG,复星医药,BUY,OPEN,17661326660527,0.0,100.8808,4700.0,26.83,17661326660529,100.8808 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600309.XSHG,万华化学,BUY,OPEN,17661326660528,0.0,12.32,200.0,77.0,17661326660530,12.32 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600406.XSHG,国电南瑞,BUY,OPEN,17661326660529,0.0,5.0,100.0,26.21,17661326660531,5.0 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600547.XSHG,山东黄金,BUY,OPEN,17661326660530,0.0,100.0,5000.0,25.0,17661326660532,100.0 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600663.XSHG,陆家嘴,BUY,OPEN,17661326660531,0.0,106.80000000000001,12500.0,10.68,17661326660533,106.80000000000001 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600760.XSHG,中航沈飞,BUY,OPEN,17661326660532,0.0,16.1664,400.0,50.52,17661326660534,16.1664 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600845.XSHG,宝信软件,BUY,OPEN,17661326660533,0.0,100.848,4400.0,28.65,17661326660535,100.848 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600886.XSHG,国投电力,BUY,OPEN,17661326660534,0.0,92.34,7500.0,15.39,17661326660536,92.34 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600887.XSHG,伊利股份,BUY,OPEN,17661326660535,0.0,100.75760000000001,4300.0,29.29,17661326660537,100.75760000000001 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600958.XSHG,东方证券,BUY,OPEN,17661326660536,0.0,13.008000000000001,1500.0,10.84,17661326660538,13.008000000000001 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600989.XSHG,宝丰能源,BUY,OPEN,17661326660537,0.0,5.0,200.0,15.79,17661326660539,5.0 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601088.XSHG,中国神华,BUY,OPEN,17661326660538,0.0,95.976,3000.0,39.99,17661326660540,95.976 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601100.XSHG,恒立液压,BUY,OPEN,17661326660539,0.0,8.6432,200.0,54.02,17661326660541,8.6432 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601138.XSHG,工业富联,BUY,OPEN,17661326660540,0.0,19.136,1000.0,23.92,17661326660542,19.136 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601168.XSHG,西部矿业,BUY,OPEN,17661326660541,0.0,12.477599999999999,900.0,17.33,17661326660543,12.477599999999999 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601225.XSHG,陕西煤业,BUY,OPEN,17661326660542,0.0,102.08160000000001,5400.0,23.63,17661326660544,102.08160000000001 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601288.XSHG,农业银行,BUY,OPEN,17661326660543,0.0,99.6864,26400.0,4.72,17661326660545,99.6864 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601318.XSHG,中国平安,BUY,OPEN,17661326660544,0.0,8.976,200.0,56.1,17661326660546,8.976 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601319.XSHG,中国人保,BUY,OPEN,17661326660545,0.0,7.581600000000001,1300.0,7.29,17661326660547,7.581600000000001 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601328.XSHG,交通银行,BUY,OPEN,17661326660546,0.0,101.95840000000001,17800.0,7.16,17661326660548,101.95840000000001 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601336.XSHG,新华保险,BUY,OPEN,17661326660547,0.0,28.2632,700.0,50.47,17661326660549,28.2632 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601567.XSHG,三星电气,BUY,OPEN,17661326660548,0.0,90.2304,3600.0,31.33,17661326660550,90.2304 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601600.XSHG,中国铝业,BUY,OPEN,17661326660549,0.0,9.108,1500.0,7.59,17661326660551,9.108 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601601.XSHG,中国太保,BUY,OPEN,17661326660550,0.0,22.5792,800.0,35.28,17661326660552,22.5792 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601669.XSHG,中国电建,BUY,OPEN,17661326660551,0.0,100.46400000000001,21000.0,5.98,17661326660553,100.46400000000001 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601688.XSHG,华泰证券,BUY,OPEN,17661326660552,0.0,13.3992,900.0,18.61,17661326660554,13.3992 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601766.XSHG,中国中车,BUY,OPEN,17661326660553,0.0,9.1616,1400.0,8.18,17661326660555,9.1616 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601799.XSHG,星宇股份,BUY,OPEN,17661326660554,0.0,89.5872,800.0,139.98,17661326660556,89.5872 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601857.XSHG,中国石油,BUY,OPEN,17661326660555,0.0,100.33919999999999,15600.0,8.04,17661326660557,100.33919999999999 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601877.XSHG,正泰电器,BUY,OPEN,17661326660556,0.0,5.0,100.0,22.52,17661326660558,5.0 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601899.XSHG,紫金矿业,BUY,OPEN,17661326660557,0.0,22.6944,1800.0,15.76,17661326660559,22.6944 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601988.XSHG,中国银行,BUY,OPEN,17661326660558,0.0,30.4512,7800.0,4.88,17661326660560,30.4512 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,603288.XSHG,海天味业,BUY,OPEN,17661326660559,0.0,11.0664,300.0,46.11,17661326660561,11.0664 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,603986.XSHG,兆易创新,BUY,OPEN,17661326660560,0.0,14.32,200.0,89.5,17661326660562,14.32 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,688008.XSHG,澜起科技,BUY,OPEN,17661326660561,0.0,100.166272,1822.0,68.72,17661326660563,100.166272 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,688120.XSHG,华海清科,BUY,OPEN,17661326660562,0.0,114.280416,783.0,182.44,17661326660564,114.280416 -2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,688188.XSHG,柏楚电子,BUY,OPEN,17661326660563,0.0,54.80976,356.0,192.45,17661326660565,54.80976 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,000001.XSHE,平安银行,BUY,OPEN,17768445540000,0.0,200.2536,21900.0,11.43,17768445540000,200.2536 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,000063.XSHE,中兴通讯,BUY,OPEN,17768445540001,0.0,401.94960000000003,16900.0,29.73,17768445540001,401.94960000000003 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,000066.XSHE,中国长城,BUY,OPEN,17768445540002,0.0,100.62719999999999,7200.0,17.47,17768445540002,100.62719999999999 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,000166.XSHE,申万宏源,BUY,OPEN,17768445540003,0.0,202.06560000000002,47300.0,5.34,17768445540003,202.06560000000002 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,000333.XSHE,美的集团,BUY,OPEN,17768445540004,0.0,398.2128,6900.0,72.14,17768445540004,398.2128 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,000338.XSHE,潍柴动力,BUY,OPEN,17768445540005,0.0,320.88640000000004,29800.0,13.46,17768445540005,320.88640000000004 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,000423.XSHE,东阿阿胶,BUY,OPEN,17768445540006,0.0,292.2696,6300.0,57.99,17768445540006,292.2696 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,000538.XSHE,云南白药,BUY,OPEN,17768445540007,0.0,403.4712,8700.0,57.97,17768445540007,403.4712 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,000568.XSHE,泸州老窖,BUY,OPEN,17768445540008,0.0,197.97119999999998,1800.0,137.48,17768445540008,197.97119999999998 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,000596.XSHE,古井贡酒,BUY,OPEN,17768445540009,0.0,401.44,2600.0,193.0,17768445540009,401.44 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,000617.XSHE,中油资本,BUY,OPEN,17768445540010,0.0,199.64000000000004,31000.0,8.05,17768445540010,199.64000000000004 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,000651.XSHE,格力电器,BUY,OPEN,17768445540011,0.0,198.816,5700.0,43.6,17768445540011,198.816 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,000708.XSHE,中信特钢,BUY,OPEN,17768445540012,0.0,100.5312,10200.0,12.32,17768445540012,100.5312 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,000725.XSHE,京东方A,BUY,OPEN,17768445540013,0.0,399.076,112100.0,4.45,17768445540013,399.076 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,000728.XSHE,国元证券,BUY,OPEN,17768445540014,0.0,106.132,15700.0,8.45,17768445540014,106.132 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,000768.XSHE,中航西飞,BUY,OPEN,17768445540015,0.0,201.52800000000002,9000.0,27.99,17768445540015,201.52800000000002 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,000776.XSHE,广发证券,BUY,OPEN,17768445540016,0.0,101.712,7800.0,16.3,17768445540016,101.712 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,000786.XSHE,北新建材,BUY,OPEN,17768445540017,0.0,401.5016,16300.0,30.79,17768445540017,401.5016 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,000792.XSHE,盐湖股份,BUY,OPEN,17768445540018,0.0,130.0824,8900.0,18.27,17768445540018,130.0824 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,000807.XSHE,云铝股份,BUY,OPEN,17768445540019,0.0,401.37600000000003,33900.0,14.8,17768445540019,401.37600000000003 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,000858.XSHE,五粮液,BUY,OPEN,17768445540020,0.0,403.92,3400.0,148.5,17768445540020,403.92 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,000963.XSHE,华东医药,BUY,OPEN,17768445540021,0.0,401.64480000000003,15200.0,33.03,17768445540021,401.64480000000003 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,000977.XSHE,浪潮信息,BUY,OPEN,17768445540022,0.0,100.34,2900.0,43.25,17768445540022,100.34 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,000983.XSHE,山西焦煤,BUY,OPEN,17768445540023,0.0,301.028,45500.0,8.27,17768445540023,301.028 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,001872.XSHE,招商港口,BUY,OPEN,17768445540024,0.0,100.48960000000001,6200.0,20.26,17768445540024,100.48960000000001 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,001965.XSHE,招商公路,BUY,OPEN,17768445540025,0.0,100.296,10500.0,11.94,17768445540025,100.296 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,001979.XSHE,招商蛇口,BUY,OPEN,17768445540026,0.0,203.90400000000002,21600.0,11.8,17768445540026,203.90400000000002 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,002001.XSHE,新和成,BUY,OPEN,17768445540027,0.0,397.492,21500.0,23.11,17768445540027,397.492 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,002027.XSHE,分众传媒,BUY,OPEN,17768445540028,0.0,401.88559999999995,69100.0,7.27,17768445540028,401.88559999999995 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,002028.XSHE,思源电气,BUY,OPEN,17768445540029,0.0,402.012,6500.0,77.31,17768445540029,402.012 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,002050.XSHE,三花智控,BUY,OPEN,17768445540030,0.0,102.08,5800.0,22.0,17768445540030,102.08 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,002074.XSHE,国轩高科,BUY,OPEN,17768445540031,0.0,52.3392,2900.0,22.56,17768445540031,52.3392 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,002128.XSHE,电投能源,BUY,OPEN,17768445540032,0.0,99.6392,5900.0,21.11,17768445540032,99.6392 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,002142.XSHE,宁波银行,BUY,OPEN,17768445540033,0.0,200.07680000000002,9800.0,25.52,17768445540033,200.07680000000002 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,002179.XSHE,中航光电,BUY,OPEN,17768445540034,0.0,403.68,11600.0,43.5,17768445540034,403.68 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,002236.XSHE,大华股份,BUY,OPEN,17768445540035,0.0,300.8304,23400.0,16.07,17768445540035,300.8304 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,002241.XSHE,歌尔股份,BUY,OPEN,17768445540036,0.0,399.2808,21900.0,22.79,17768445540036,399.2808 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,002294.XSHE,信立泰,BUY,OPEN,17768445540037,0.0,113.52000000000001,4300.0,33.0,17768445540037,113.52000000000001 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,002304.XSHE,洋河股份,BUY,OPEN,17768445540038,0.0,301.74,4700.0,80.25,17768445540038,301.74 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,002311.XSHE,海大集团,BUY,OPEN,17768445540039,0.0,401.40799999999996,11200.0,44.8,17768445540039,401.40799999999996 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,002352.XSHE,顺丰控股,BUY,OPEN,17768445540040,0.0,101.60640000000001,2800.0,45.36,17768445540040,101.60640000000001 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,002384.XSHE,东山精密,BUY,OPEN,17768445540041,0.0,100.19200000000001,4000.0,31.31,17768445540041,100.19200000000001 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,002415.XSHE,海康威视,BUY,OPEN,17768445540042,0.0,400.12640000000005,16600.0,30.13,17768445540042,400.12640000000005 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,002475.XSHE,立讯精密,BUY,OPEN,17768445540043,0.0,401.6488,11900.0,42.19,17768445540043,401.6488 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,002532.XSHE,天山铝业,BUY,OPEN,17768445540044,0.0,100.4032,14800.0,8.48,17768445540044,100.4032 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,002594.XSHE,比亚迪,BUY,OPEN,17768445540045,0.0,94.72,400.0,296.0,17768445540045,94.72 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,002648.XSHE,卫星化学,BUY,OPEN,17768445540046,0.0,201.34320000000002,12900.0,19.51,17768445540046,201.34320000000002 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,002653.XSHE,海思科,BUY,OPEN,17768445540047,0.0,100.39519999999999,3400.0,36.91,17768445540047,100.39519999999999 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,002714.XSHE,牧原股份,BUY,OPEN,17768445540048,0.0,401.8272,11400.0,44.06,17768445540048,401.8272 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,002736.XSHE,国信证券,BUY,OPEN,17768445540049,0.0,305.76,32500.0,11.76,17768445540049,305.76 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,002916.XSHE,深南电路,BUY,OPEN,17768445540050,0.0,97.8144,1200.0,101.89,17768445540050,97.8144 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,002938.XSHE,鹏鼎控股,BUY,OPEN,17768445540051,0.0,391.89760000000007,13600.0,36.02,17768445540051,391.89760000000007 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,003816.XSHE,中国广核,BUY,OPEN,17768445540052,0.0,199.59280000000004,61300.0,4.07,17768445540052,199.59280000000004 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,300033.XSHE,同花顺,BUY,OPEN,17768445540053,0.0,194.88,1200.0,203.0,17768445540053,194.88 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,300124.XSHE,汇川技术,BUY,OPEN,17768445540054,0.0,408.312,9000.0,56.71,17768445540054,408.312 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,300207.XSHE,欣旺达,BUY,OPEN,17768445540055,0.0,100.73440000000001,5800.0,21.71,17768445540055,100.73440000000001 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,300394.XSHE,天孚通信,BUY,OPEN,17768445540056,0.0,271.08000000000004,2700.0,125.5,17768445540056,271.08000000000004 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,300408.XSHE,三环集团,BUY,OPEN,17768445540057,0.0,401.52479999999997,13800.0,36.37,17768445540057,401.52479999999997 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,300433.XSHE,蓝思科技,BUY,OPEN,17768445540058,0.0,298.584,17400.0,21.45,17768445540058,298.584 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,300502.XSHE,新易盛,BUY,OPEN,17768445540059,0.0,10.32,100.0,129.0,17768445540059,10.32 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,300628.XSHE,亿联网络,BUY,OPEN,17768445540060,0.0,100.9008,3300.0,38.22,17768445540060,100.9008 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,300750.XSHE,宁德时代,BUY,OPEN,17768445540061,0.0,195.20000000000002,1000.0,244.0,17768445540061,195.20000000000002 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,300760.XSHE,迈瑞医疗,BUY,OPEN,17768445540062,0.0,297.9312,1400.0,266.01,17768445540062,297.9312 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,300866.XSHE,安克创新,BUY,OPEN,17768445540063,0.0,381.86,6100.0,78.25,17768445540063,381.86 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,300979.XSHE,华利集团,BUY,OPEN,17768445540064,0.0,237.60000000000002,4400.0,67.5,17768445540064,237.60000000000002 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600000.XSHG,浦发银行,BUY,OPEN,17768445540065,0.0,401.1928000000001,50300.0,9.97,17768445540065,401.1928000000001 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600009.XSHG,上海机场,BUY,OPEN,17768445540066,0.0,298.9152,10700.0,34.92,17768445540066,298.9152 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600015.XSHG,华夏银行,BUY,OPEN,17768445540067,0.0,200.48000000000002,35000.0,7.16,17768445540067,200.48000000000002 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600016.XSHG,民生银行,BUY,OPEN,17768445540068,0.0,43.964,14500.0,3.79,17768445540068,43.964 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600018.XSHG,上港集团,BUY,OPEN,17768445540069,0.0,398.50720000000007,83300.0,5.98,17768445540069,398.50720000000007 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600019.XSHG,宝钢股份,BUY,OPEN,17768445540070,0.0,199.8656,37400.0,6.68,17768445540070,199.8656 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600025.XSHG,华能水电,BUY,OPEN,17768445540071,0.0,301.49760000000003,38300.0,9.84,17768445540071,301.49760000000003 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600028.XSHG,中国石化,BUY,OPEN,17768445540072,0.0,199.95520000000002,39800.0,6.28,17768445540072,199.95520000000002 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600030.XSHG,中信证券,BUY,OPEN,17768445540073,0.0,100.836,4500.0,28.01,17768445540073,100.836 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600031.XSHG,三一重工,BUY,OPEN,17768445540074,0.0,100.768,6700.0,18.8,17768445540074,100.768 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600036.XSHG,招商银行,BUY,OPEN,17768445540075,0.0,402.336,13200.0,38.1,17768445540075,402.336 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600079.XSHG,ST人福,BUY,OPEN,17768445540076,0.0,127.6192,7600.0,20.99,17768445540076,127.6192 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600089.XSHG,特变电工,BUY,OPEN,17768445540077,0.0,402.41040000000004,35700.0,14.09,17768445540077,402.41040000000004 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600096.XSHG,云天化,BUY,OPEN,17768445540078,0.0,101.2176,5400.0,23.43,17768445540078,101.2176 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600104.XSHG,上汽集团,BUY,OPEN,17768445540079,0.0,299.3808,29100.0,12.86,17768445540079,299.3808 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600183.XSHG,生益科技,BUY,OPEN,17768445540080,0.0,398.37200000000007,23500.0,21.19,17768445540080,398.37200000000007 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600276.XSHG,恒瑞医药,BUY,OPEN,17768445540081,0.0,404.04,10500.0,48.1,17768445540081,404.04 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600309.XSHG,万华化学,BUY,OPEN,17768445540082,0.0,397.8520000000001,6500.0,76.51,17768445540082,397.8520000000001 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600362.XSHG,江西铜业,BUY,OPEN,17768445540083,0.0,301.62,16500.0,22.85,17768445540083,301.62 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600406.XSHG,国电南瑞,BUY,OPEN,17768445540084,0.0,400.064,18800.0,26.6,17768445540084,400.064 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600426.XSHG,华鲁恒升,BUY,OPEN,17768445540085,0.0,199.8736,10600.0,23.57,17768445540085,199.8736 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600436.XSHG,片仔癀,BUY,OPEN,17768445540086,0.0,303.744,1600.0,237.3,17768445540086,303.744 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600519.XSHG,贵州茅台,BUY,OPEN,17768445540087,0.0,370.7832,300.0,1544.93,17768445540087,370.7832 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600547.XSHG,山东黄金,BUY,OPEN,17768445540088,0.0,100.6464,4800.0,26.21,17768445540088,100.6464 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600585.XSHG,海螺水泥,BUY,OPEN,17768445540089,0.0,199.6152,9300.0,26.83,17768445540089,199.6152 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600660.XSHG,福耀玻璃,BUY,OPEN,17768445540090,0.0,401.35040000000004,8800.0,57.01,17768445540090,401.35040000000004 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600663.XSHG,陆家嘴,BUY,OPEN,17768445540091,0.0,100.28,11500.0,10.9,17768445540091,100.28 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600674.XSHG,川投能源,BUY,OPEN,17768445540092,0.0,99.86400000000002,7300.0,17.1,17768445540092,99.86400000000002 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600690.XSHG,海尔智家,BUY,OPEN,17768445540093,0.0,399.84000000000003,17000.0,29.4,17768445540093,399.84000000000003 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600741.XSHG,华域汽车,BUY,OPEN,17768445540094,0.0,399.80080000000004,32900.0,15.19,17768445540094,399.80080000000004 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600760.XSHG,中航沈飞,BUY,OPEN,17768445540095,0.0,100.008,2700.0,46.3,17768445540095,100.008 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600809.XSHG,山西汾酒,BUY,OPEN,17768445540096,0.0,400.8192,2400.0,208.76,17768445540096,400.8192 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600886.XSHG,国投电力,BUY,OPEN,17768445540097,0.0,100.3104,8100.0,15.48,17768445540097,100.3104 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600893.XSHG,航发动力,BUY,OPEN,17768445540098,0.0,301.10400000000004,9000.0,41.82,17768445540098,301.10400000000004 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600919.XSHG,江苏银行,BUY,OPEN,17768445540099,0.0,399.3496,55900.0,8.93,17768445540099,399.3496 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600926.XSHG,杭州银行,BUY,OPEN,17768445540100,0.0,401.7928,35900.0,13.99,17768445540100,401.7928 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600938.XSHG,中国海油,BUY,OPEN,17768445540101,0.0,301.5744,13900.0,27.12,17768445540101,301.5744 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600958.XSHG,东方证券,BUY,OPEN,17768445540102,0.0,403.3512,47700.0,10.57,17768445540102,403.3512 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600968.XSHG,海油发展,BUY,OPEN,17768445540103,0.0,399.9424,114400.0,4.37,17768445540103,399.9424 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,600989.XSHG,宝丰能源,BUY,OPEN,17768445540104,0.0,401.76,31000.0,16.2,17768445540104,401.76 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601006.XSHG,大秦铁路,BUY,OPEN,17768445540105,0.0,400.064,76000.0,6.58,17768445540105,400.064 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601058.XSHG,赛轮轮胎,BUY,OPEN,17768445540106,0.0,100.5984,8400.0,14.97,17768445540106,100.5984 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601088.XSHG,中国神华,BUY,OPEN,17768445540107,0.0,98.68799999999999,3000.0,41.12,17768445540107,98.68799999999999 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601100.XSHG,恒立液压,BUY,OPEN,17768445540108,0.0,398.17600000000004,9200.0,54.1,17768445540108,398.17600000000004 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601117.XSHG,中国化学,BUY,OPEN,17768445540109,0.0,199.66720000000004,30400.0,8.21,17768445540109,199.66720000000004 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601138.XSHG,工业富联,BUY,OPEN,17768445540110,0.0,401.4064,21100.0,23.78,17768445540110,401.4064 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601166.XSHG,兴业银行,BUY,OPEN,17768445540111,0.0,99.7152,6800.0,18.33,17768445540111,99.7152 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601168.XSHG,西部矿业,BUY,OPEN,17768445540112,0.0,200.568,13700.0,18.3,17768445540112,200.568 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601169.XSHG,北京银行,BUY,OPEN,17768445540113,0.0,300.5744,65800.0,5.71,17768445540113,300.5744 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601229.XSHG,上海银行,BUY,OPEN,17768445540114,0.0,100.488,15800.0,7.95,17768445540114,100.488 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601288.XSHG,农业银行,BUY,OPEN,17768445540115,0.0,99.97919999999999,26200.0,4.77,17768445540115,99.97919999999999 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601318.XSHG,中国平安,BUY,OPEN,17768445540116,0.0,399.9304,8900.0,56.17,17768445540116,399.9304 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601319.XSHG,中国人保,BUY,OPEN,17768445540117,0.0,400.3568,69700.0,7.18,17768445540117,400.3568 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601336.XSHG,新华保险,BUY,OPEN,17768445540118,0.0,400.00800000000004,10500.0,47.62,17768445540118,400.00800000000004 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601390.XSHG,中国中铁,BUY,OPEN,17768445540119,0.0,99.9312,19100.0,6.54,17768445540119,99.9312 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601567.XSHG,三星电气,BUY,OPEN,17768445540120,0.0,201.0744,8100.0,31.03,17768445540120,201.0744 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601600.XSHG,中国铝业,BUY,OPEN,17768445540121,0.0,406.22400000000005,63000.0,8.06,17768445540121,406.22400000000005 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601601.XSHG,中国太保,BUY,OPEN,17768445540122,0.0,400.27520000000004,13600.0,36.79,17768445540122,400.27520000000004 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601607.XSHG,上海医药,BUY,OPEN,17768445540123,0.0,400.384,25600.0,19.55,17768445540123,400.384 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601628.XSHG,中国人寿,BUY,OPEN,17768445540124,0.0,301.1008,8800.0,42.77,17768445540124,301.1008 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601633.XSHG,长城汽车,BUY,OPEN,17768445540125,0.0,399.7248,19100.0,26.16,17768445540125,399.7248 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601668.XSHG,中国建筑,BUY,OPEN,17768445540126,0.0,401.2968,81300.0,6.17,17768445540126,401.2968 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601669.XSHG,中国电建,BUY,OPEN,17768445540127,0.0,100.17280000000001,22400.0,5.59,17768445540127,100.17280000000001 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601688.XSHG,华泰证券,BUY,OPEN,17768445540128,0.0,405.48240000000004,28300.0,17.91,17768445540128,405.48240000000004 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601728.XSHG,中国电信,BUY,OPEN,17768445540129,0.0,200.304,39000.0,6.42,17768445540129,200.304 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601766.XSHG,中国中车,BUY,OPEN,17768445540130,0.0,397.6248,59100.0,8.41,17768445540130,397.6248 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601799.XSHG,星宇股份,BUY,OPEN,17768445540131,0.0,98.78399999999999,900.0,137.2,17768445540131,98.78399999999999 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601808.XSHG,中海油服,BUY,OPEN,17768445540132,0.0,301.7088,24300.0,15.52,17768445540132,301.7088 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601857.XSHG,中国石油,BUY,OPEN,17768445540133,0.0,100.38480000000001,15100.0,8.31,17768445540133,100.38480000000001 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601877.XSHG,正泰电器,BUY,OPEN,17768445540134,0.0,398.5040000000001,21800.0,22.85,17768445540134,398.5040000000001 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601881.XSHG,中国银河,BUY,OPEN,17768445540135,0.0,120.05680000000001,10300.0,14.57,17768445540135,120.05680000000001 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601898.XSHG,中煤能源,BUY,OPEN,17768445540136,0.0,400.52720000000005,37900.0,13.21,17768445540136,400.52720000000005 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601899.XSHG,紫金矿业,BUY,OPEN,17768445540137,0.0,402.752,29000.0,17.36,17768445540137,402.752 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601919.XSHG,中远海控,BUY,OPEN,17768445540138,0.0,403.5744,32400.0,15.57,17768445540138,403.5744 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601958.XSHG,金钼股份,BUY,OPEN,17768445540139,0.0,100.7104,11200.0,11.24,17768445540139,100.7104 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601985.XSHG,中国核电,BUY,OPEN,17768445540140,0.0,300.576,37200.0,10.1,17768445540140,300.576 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,601988.XSHG,中国银行,BUY,OPEN,17768445540141,0.0,140.4408,35900.0,4.89,17768445540141,140.4408 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,603288.XSHG,海天味业,BUY,OPEN,17768445540142,0.0,397.76,11300.0,44.0,17768445540142,397.76 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,603296.XSHG,华勤技术,BUY,OPEN,17768445540143,0.0,301.59360000000004,6800.0,55.44,17768445540143,301.59360000000004 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,603501.XSHG,豪威集团,BUY,OPEN,17768445540144,0.0,201.216,2400.0,104.8,17768445540144,201.216 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,603606.XSHG,东方电缆,BUY,OPEN,17768445540145,0.0,50.204,1100.0,57.05,17768445540145,50.204 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,603986.XSHG,兆易创新,BUY,OPEN,17768445540146,0.0,401.82399999999996,5800.0,86.6,17768445540146,401.82399999999996 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,605499.XSHG,东鹏饮料,BUY,OPEN,17768445540147,0.0,407.0016,2400.0,211.98,17768445540147,407.0016 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,688008.XSHG,澜起科技,BUY,OPEN,17768445540148,0.0,100.538048,1937.0,64.88,17768445540148,100.538048 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,688111.XSHG,金山办公,BUY,OPEN,17768445540149,0.0,401.35576,2015.0,248.98,17768445540149,401.35576 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,688120.XSHG,华海清科,BUY,OPEN,17768445540150,0.0,97.923184,661.0,185.18,17768445540150,97.923184 +2024-11-04 00:00:00,2024-11-04 00:00:00,2024-11-04 00:00:00,688188.XSHG,柏楚电子,BUY,OPEN,17768445540151,0.0,100.9152,657.0,192.0,17768445540151,100.9152 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,000063.XSHE,中兴通讯,SELL,CLOSE,17768445540152,4.8525,7.764,300.0,32.35,17768445540153,12.6165 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,000066.XSHE,中国长城,SELL,CLOSE,17768445540153,7.3500000000000005,11.76,700.0,21.0,17768445540154,19.11 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,000166.XSHE,申万宏源,SELL,CLOSE,17768445540154,9.776,15.6416,3200.0,6.11,17768445540155,25.4176 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,000338.XSHE,潍柴动力,SELL,CLOSE,17768445540155,1.441,5.0,200.0,14.41,17768445540156,6.441 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,000568.XSHE,泸州老窖,SELL,CLOSE,17768445540156,7.75,12.4,100.0,155.0,17768445540157,20.15 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,000596.XSHE,古井贡酒,SELL,CLOSE,17768445540157,22.212,35.5392,200.0,222.12,17768445540158,57.7512 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,000617.XSHE,中油资本,SELL,CLOSE,17768445540158,10.218999999999998,16.350399999999997,2200.0,9.29,17768445540159,26.569399999999995 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,000728.XSHE,国元证券,SELL,CLOSE,17768445540159,3.8320000000000003,6.131200000000001,800.0,9.58,17768445540160,9.9632 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,000768.XSHE,中航西飞,SELL,CLOSE,17768445540160,3.008,5.0,200.0,30.08,17768445540161,8.008 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,000776.XSHE,广发证券,SELL,CLOSE,17768445540161,5.61,8.976,600.0,18.7,17768445540162,14.586000000000002 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,000792.XSHE,盐湖股份,SELL,CLOSE,17768445540162,1.978,5.0,200.0,19.78,17768445540163,6.978 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,000807.XSHE,云铝股份,SELL,CLOSE,17768445540163,14.186500000000002,22.698400000000003,1700.0,16.69,17768445540164,36.8849 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,000858.XSHE,五粮液,SELL,CLOSE,17768445540164,8.2,13.120000000000001,100.0,164.0,17768445540165,21.32 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,000963.XSHE,华东医药,SELL,CLOSE,17768445540165,10.89,17.424,600.0,36.3,17768445540166,28.314 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,000977.XSHE,浪潮信息,SELL,CLOSE,17768445540166,2.379,5.0,100.0,47.58,17768445540167,7.379 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,001979.XSHE,招商蛇口,SELL,CLOSE,17768445540167,5.128,8.2048,800.0,12.82,17768445540168,13.3328 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,002027.XSHE,分众传媒,SELL,CLOSE,17768445540168,0.386,5.0,100.0,7.72,17768445540169,5.386 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,002050.XSHE,三花智控,SELL,CLOSE,17768445540169,6.1450000000000005,9.832,500.0,24.58,17768445540170,15.977 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,002236.XSHE,大华股份,SELL,CLOSE,17768445540170,5.235,8.376000000000001,600.0,17.45,17768445540171,13.611 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,002304.XSHE,洋河股份,SELL,CLOSE,17768445540171,23.56,37.696000000000005,500.0,94.24,17768445540172,61.256 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,002311.XSHE,海大集团,SELL,CLOSE,17768445540172,15.102000000000002,24.163200000000003,600.0,50.34,17768445540173,39.26520000000001 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,002532.XSHE,天山铝业,SELL,CLOSE,17768445540173,2.85,5.0,600.0,9.5,17768445540174,7.85 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,002736.XSHE,国信证券,SELL,CLOSE,17768445540174,15.352500000000001,24.564,2300.0,13.35,17768445540175,39.9165 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,300033.XSHE,同花顺,SELL,CLOSE,17768445540175,66.0,105.60000000000001,400.0,330.0,17768445540176,171.60000000000002 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,300124.XSHE,汇川技术,SELL,CLOSE,17768445540176,15.8625,25.380000000000003,500.0,63.45,17768445540177,41.24250000000001 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,300207.XSHE,欣旺达,SELL,CLOSE,17768445540177,2.426,5.0,200.0,24.26,17768445540178,7.426 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,300394.XSHE,天孚通信,SELL,CLOSE,17768445540178,6.834999999999999,10.936,100.0,136.7,17768445540179,17.771 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,300866.XSHE,安克创新,SELL,CLOSE,17768445540179,8.664,13.862400000000001,200.0,86.64,17768445540180,22.526400000000002 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600030.XSHG,中信证券,SELL,CLOSE,17768445540180,10.947000000000001,17.5152,600.0,36.49,17768445540181,28.462200000000003 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600436.XSHG,片仔癀,SELL,CLOSE,17768445540181,12.9,20.64,100.0,258.0,17768445540182,33.54 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600663.XSHG,陆家嘴,SELL,CLOSE,17768445540182,1.173,5.0,200.0,11.73,17768445540183,6.173 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600741.XSHG,华域汽车,SELL,CLOSE,17768445540183,2.451,5.0,300.0,16.34,17768445540184,7.4510000000000005 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600760.XSHG,中航沈飞,SELL,CLOSE,17768445540184,8.2875,13.26,300.0,55.25,17768445540185,21.5475 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600809.XSHG,山西汾酒,SELL,CLOSE,17768445540185,11.77,18.832,100.0,235.4,17768445540186,30.602 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600893.XSHG,航发动力,SELL,CLOSE,17768445540186,6.9,11.040000000000001,300.0,46.0,17768445540187,17.94 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600958.XSHG,东方证券,SELL,CLOSE,17768445540187,16.786,26.8576,2800.0,11.99,17768445540188,43.643600000000006 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601100.XSHG,恒立液压,SELL,CLOSE,17768445540188,2.9245,5.0,100.0,58.49,17768445540189,7.9245 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601318.XSHG,中国平安,SELL,CLOSE,17768445540189,6.12,9.792,200.0,61.2,17768445540190,15.911999999999999 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601319.XSHG,中国人保,SELL,CLOSE,17768445540190,7.83,12.528,2000.0,7.83,17768445540191,20.358 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601336.XSHG,新华保险,SELL,CLOSE,17768445540191,34.806,55.689600000000006,1200.0,58.01,17768445540192,90.4956 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601390.XSHG,中国中铁,SELL,CLOSE,17768445540192,0.35000000000000003,5.0,100.0,7.0,17768445540193,5.35 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601600.XSHG,中国铝业,SELL,CLOSE,17768445540193,3.4799999999999995,5.568,800.0,8.7,17768445540194,9.047999999999998 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601601.XSHG,中国太保,SELL,CLOSE,17768445540194,1.9675,5.0,100.0,39.35,17768445540195,6.9675 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601628.XSHG,中国人寿,SELL,CLOSE,17768445540195,17.808,28.492800000000003,700.0,50.88,17768445540196,46.3008 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601668.XSHG,中国建筑,SELL,CLOSE,17768445540196,1.977,5.0,600.0,6.59,17768445540197,6.977 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601669.XSHG,中国电建,SELL,CLOSE,17768445540197,0.9015,5.0,300.0,6.01,17768445540198,5.9015 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601688.XSHG,华泰证券,SELL,CLOSE,17768445540198,26.150000000000006,41.84000000000001,2500.0,20.92,17768445540199,67.99000000000001 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601881.XSHG,中国银河,SELL,CLOSE,17768445540199,8.6,13.76,1000.0,17.2,17768445540200,22.36 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,603288.XSHG,海天味业,SELL,CLOSE,17768445540200,12.4225,19.876,500.0,49.69,17768445540201,32.298500000000004 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,603986.XSHG,兆易创新,SELL,CLOSE,17768445540201,14.646,23.433600000000002,300.0,97.64,17768445540202,38.0796 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,688111.XSHG,金山办公,SELL,CLOSE,17768445540202,28.5,45.6,200.0,285.0,17768445540203,74.1 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,000001.XSHE,平安银行,BUY,OPEN,17768445540203,0.0,5.0,300.0,11.94,17768445540204,5.0 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,000333.XSHE,美的集团,BUY,OPEN,17768445540204,0.0,23.2512,400.0,72.66,17768445540205,23.2512 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,000423.XSHE,东阿阿胶,BUY,OPEN,17768445540205,0.0,14.4,300.0,60.0,17768445540206,14.4 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,000651.XSHE,格力电器,BUY,OPEN,17768445540206,0.0,10.704,300.0,44.6,17768445540207,10.704 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,000708.XSHE,中信特钢,BUY,OPEN,17768445540207,0.0,5.0,300.0,12.74,17768445540208,5.0 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,000725.XSHE,京东方A,BUY,OPEN,17768445540208,0.0,5.0,1200.0,4.68,17768445540209,5.0 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,000786.XSHE,北新建材,BUY,OPEN,17768445540209,0.0,5.0,100.0,32.26,17768445540210,5.0 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,000983.XSHE,山西焦煤,BUY,OPEN,17768445540210,0.0,5.523200000000001,800.0,8.63,17768445540211,5.523200000000001 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,001872.XSHE,招商港口,BUY,OPEN,17768445540211,0.0,5.0,200.0,20.76,17768445540212,5.0 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,001965.XSHE,招商公路,BUY,OPEN,17768445540212,0.0,5.688000000000001,600.0,11.85,17768445540213,5.688000000000001 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,002001.XSHE,新和成,BUY,OPEN,17768445540213,0.0,11.505600000000001,600.0,23.97,17768445540214,11.505600000000001 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,002028.XSHE,思源电气,BUY,OPEN,17768445540214,0.0,12.655999999999999,200.0,79.1,17768445540215,12.655999999999999 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,002128.XSHE,电投能源,BUY,OPEN,17768445540215,0.0,5.0,100.0,22.18,17768445540216,5.0 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,002142.XSHE,宁波银行,BUY,OPEN,17768445540216,0.0,5.0,100.0,26.76,17768445540217,5.0 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,002179.XSHE,中航光电,BUY,OPEN,17768445540217,0.0,5.0,100.0,45.0,17768445540218,5.0 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,002241.XSHE,歌尔股份,BUY,OPEN,17768445540218,0.0,20.284000000000002,1100.0,23.05,17768445540219,20.284000000000002 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,002294.XSHE,信立泰,BUY,OPEN,17768445540219,0.0,5.256,200.0,32.85,17768445540220,5.256 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,002352.XSHE,顺丰控股,BUY,OPEN,17768445540220,0.0,7.187200000000001,200.0,44.92,17768445540221,7.187200000000001 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,002475.XSHE,立讯精密,BUY,OPEN,17768445540221,0.0,33.2,1000.0,41.5,17768445540222,33.2 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,002648.XSHE,卫星化学,BUY,OPEN,17768445540222,0.0,12.3712,800.0,19.33,17768445540223,12.3712 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,002653.XSHE,海思科,BUY,OPEN,17768445540223,0.0,5.8656,200.0,36.66,17768445540224,5.8656 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,002714.XSHE,牧原股份,BUY,OPEN,17768445540224,0.0,5.0,100.0,46.11,17768445540225,5.0 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,002938.XSHE,鹏鼎控股,BUY,OPEN,17768445540225,0.0,36.89919999999999,1300.0,35.48,17768445540226,36.89919999999999 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,003816.XSHE,中国广核,BUY,OPEN,17768445540226,0.0,7.0224,2100.0,4.18,17768445540227,7.0224 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,300408.XSHE,三环集团,BUY,OPEN,17768445540227,0.0,5.0,100.0,38.25,17768445540228,5.0 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,300433.XSHE,蓝思科技,BUY,OPEN,17768445540228,0.0,7.168,400.0,22.4,17768445540229,7.168 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,300979.XSHE,华利集团,BUY,OPEN,17768445540229,0.0,5.4879999999999995,100.0,68.6,17768445540230,5.4879999999999995 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600000.XSHG,浦发银行,BUY,OPEN,17768445540230,0.0,8.264000000000001,1000.0,10.33,17768445540231,8.264000000000001 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600009.XSHG,上海机场,BUY,OPEN,17768445540231,0.0,5.0,100.0,37.1,17768445540232,5.0 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600015.XSHG,华夏银行,BUY,OPEN,17768445540232,0.0,7.5920000000000005,1300.0,7.3,17768445540233,7.5920000000000005 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600016.XSHG,民生银行,BUY,OPEN,17768445540233,0.0,5.0,200.0,3.98,17768445540234,5.0 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600018.XSHG,上港集团,BUY,OPEN,17768445540234,0.0,13.776,2800.0,6.15,17768445540235,13.776 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600019.XSHG,宝钢股份,BUY,OPEN,17768445540235,0.0,5.0,600.0,6.98,17768445540236,5.0 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600025.XSHG,华能水电,BUY,OPEN,17768445540236,0.0,17.2656,2200.0,9.81,17768445540237,17.2656 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600028.XSHG,中国石化,BUY,OPEN,17768445540237,0.0,8.192,1600.0,6.4,17768445540238,8.192 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600031.XSHG,三一重工,BUY,OPEN,17768445540238,0.0,5.0,300.0,18.91,17768445540239,5.0 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600036.XSHG,招商银行,BUY,OPEN,17768445540239,0.0,5.0,100.0,39.68,17768445540240,5.0 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600079.XSHG,ST人福,BUY,OPEN,17768445540240,0.0,5.0,100.0,21.98,17768445540241,5.0 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600089.XSHG,特变电工,BUY,OPEN,17768445540241,0.0,12.6896,1100.0,14.42,17768445540242,12.6896 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600096.XSHG,云天化,BUY,OPEN,17768445540242,0.0,5.0,200.0,23.75,17768445540243,5.0 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600104.XSHG,上汽集团,BUY,OPEN,17768445540243,0.0,5.0,100.0,13.68,17768445540244,5.0 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600183.XSHG,生益科技,BUY,OPEN,17768445540244,0.0,5.3304,300.0,22.21,17768445540245,5.3304 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600276.XSHG,恒瑞医药,BUY,OPEN,17768445540245,0.0,5.0,100.0,50.1,17768445540246,5.0 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600309.XSHG,万华化学,BUY,OPEN,17768445540246,0.0,6.4192,100.0,80.24,17768445540247,6.4192 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600362.XSHG,江西铜业,BUY,OPEN,17768445540247,0.0,9.504000000000001,500.0,23.76,17768445540248,9.504000000000001 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600406.XSHG,国电南瑞,BUY,OPEN,17768445540248,0.0,13.1472,600.0,27.39,17768445540249,13.1472 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600426.XSHG,华鲁恒升,BUY,OPEN,17768445540249,0.0,5.0,200.0,24.53,17768445540250,5.0 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600547.XSHG,山东黄金,BUY,OPEN,17768445540250,0.0,6.2256,300.0,25.94,17768445540251,6.2256 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600585.XSHG,海螺水泥,BUY,OPEN,17768445540251,0.0,5.0,200.0,27.81,17768445540252,5.0 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600660.XSHG,福耀玻璃,BUY,OPEN,17768445540252,0.0,13.92,300.0,58.0,17768445540253,13.92 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600674.XSHG,川投能源,BUY,OPEN,17768445540253,0.0,5.4816,400.0,17.13,17768445540254,5.4816 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600690.XSHG,海尔智家,BUY,OPEN,17768445540254,0.0,25.872,1100.0,29.4,17768445540255,25.872 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600886.XSHG,国投电力,BUY,OPEN,17768445540255,0.0,6.140000000000001,500.0,15.35,17768445540256,6.140000000000001 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600919.XSHG,江苏银行,BUY,OPEN,17768445540256,0.0,8.1488,1100.0,9.26,17768445540257,8.1488 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600926.XSHG,杭州银行,BUY,OPEN,17768445540257,0.0,16.944,1500.0,14.12,17768445540258,16.944 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600938.XSHG,中国海油,BUY,OPEN,17768445540258,0.0,15.1536,700.0,27.06,17768445540259,15.1536 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600968.XSHG,海油发展,BUY,OPEN,17768445540259,0.0,13.260800000000001,3700.0,4.48,17768445540260,13.260800000000001 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,600989.XSHG,宝丰能源,BUY,OPEN,17768445540260,0.0,9.408000000000001,700.0,16.8,17768445540261,9.408000000000001 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601006.XSHG,大秦铁路,BUY,OPEN,17768445540261,0.0,14.5152,2700.0,6.72,17768445540262,14.5152 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601058.XSHG,赛轮轮胎,BUY,OPEN,17768445540262,0.0,8.2096,700.0,14.66,17768445540263,8.2096 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601088.XSHG,中国神华,BUY,OPEN,17768445540263,0.0,6.5296,200.0,40.81,17768445540264,6.5296 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601117.XSHG,中国化学,BUY,OPEN,17768445540264,0.0,5.0,300.0,8.65,17768445540265,5.0 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601138.XSHG,工业富联,BUY,OPEN,17768445540265,0.0,5.976,300.0,24.9,17768445540266,5.976 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601166.XSHG,兴业银行,BUY,OPEN,17768445540266,0.0,5.0,200.0,18.94,17768445540267,5.0 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601168.XSHG,西部矿业,BUY,OPEN,17768445540267,0.0,6.144,400.0,19.2,17768445540268,6.144 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601169.XSHG,北京银行,BUY,OPEN,17768445540268,0.0,12.064,2600.0,5.8,17768445540269,12.064 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601229.XSHG,上海银行,BUY,OPEN,17768445540269,0.0,5.0,300.0,8.16,17768445540270,5.0 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601288.XSHG,农业银行,BUY,OPEN,17768445540270,0.0,5.0,1300.0,4.79,17768445540271,5.0 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601567.XSHG,三星电气,BUY,OPEN,17768445540271,0.0,7.632000000000001,300.0,31.8,17768445540272,7.632000000000001 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601607.XSHG,上海医药,BUY,OPEN,17768445540272,0.0,12.844800000000001,800.0,20.07,17768445540273,12.844800000000001 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601633.XSHG,长城汽车,BUY,OPEN,17768445540273,0.0,5.0,200.0,27.47,17768445540274,5.0 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601728.XSHG,中国电信,BUY,OPEN,17768445540274,0.0,6.3072,1200.0,6.57,17768445540275,6.3072 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601766.XSHG,中国中车,BUY,OPEN,17768445540275,0.0,5.6896,800.0,8.89,17768445540276,5.6896 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601799.XSHG,星宇股份,BUY,OPEN,17768445540276,0.0,10.975999999999999,100.0,137.2,17768445540277,10.975999999999999 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601808.XSHG,中海油服,BUY,OPEN,17768445540277,0.0,5.0,200.0,16.15,17768445540278,5.0 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601857.XSHG,中国石油,BUY,OPEN,17768445540278,0.0,5.0,700.0,8.35,17768445540279,5.0 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601877.XSHG,正泰电器,BUY,OPEN,17768445540279,0.0,9.572000000000001,500.0,23.93,17768445540280,9.572000000000001 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601898.XSHG,中煤能源,BUY,OPEN,17768445540280,0.0,26.18,2500.0,13.09,17768445540281,26.18 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601899.XSHG,紫金矿业,BUY,OPEN,17768445540281,0.0,26.372,1900.0,17.35,17768445540282,26.372 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601919.XSHG,中远海控,BUY,OPEN,17768445540282,0.0,31.4704,2600.0,15.13,17768445540283,31.4704 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601958.XSHG,金钼股份,BUY,OPEN,17768445540283,0.0,5.0,100.0,11.84,17768445540284,5.0 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601985.XSHG,中国核电,BUY,OPEN,17768445540284,0.0,16.968,2100.0,10.1,17768445540285,16.968 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,601988.XSHG,中国银行,BUY,OPEN,17768445540285,0.0,6.7048000000000005,1700.0,4.93,17768445540286,6.7048000000000005 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,603606.XSHG,东方电缆,BUY,OPEN,17768445540286,0.0,5.0,100.0,58.0,17768445540287,5.0 +2024-11-08 00:00:00,2024-11-08 00:00:00,2024-11-08 00:00:00,688271.XSHG,联影医疗,BUY,OPEN,17768445540287,0.0,105.60844800000001,1056.0,125.01,17768445540288,105.60844800000001 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,000063.XSHE,中兴通讯,SELL,CLOSE,17768445540288,9.858,15.7728,600.0,32.86,17768445540289,25.6308 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,000066.XSHE,中国长城,SELL,CLOSE,17768445540289,71.5,114.4,6500.0,22.0,17768445540290,185.9 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,000333.XSHE,美的集团,SELL,CLOSE,17768445540290,3.5615,5.6984,100.0,71.23,17768445540291,9.2599 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,000338.XSHE,潍柴动力,SELL,CLOSE,17768445540291,63.9275,102.284,9100.0,14.05,17768445540292,166.2115 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,000423.XSHE,东阿阿胶,SELL,CLOSE,17768445540292,68.4135,109.4616,2300.0,59.49,17768445540293,177.8751 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,000538.XSHE,云南白药,SELL,CLOSE,17768445540293,3.0145,5.0,100.0,60.29,17768445540294,8.0145 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,000568.XSHE,泸州老窖,SELL,CLOSE,17768445540294,59.2,94.72,800.0,148.0,17768445540295,153.92000000000002 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,000617.XSHE,中油资本,SELL,CLOSE,17768445540295,61.6875,98.7,14100.0,8.75,17768445540296,160.3875 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,000651.XSHE,格力电器,SELL,CLOSE,17768445540296,2.196,5.0,100.0,43.92,17768445540297,7.196 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,000725.XSHE,京东方A,SELL,CLOSE,17768445540297,0.45999999999999996,5.0,200.0,4.6,17768445540298,5.46 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,000728.XSHE,国元证券,SELL,CLOSE,17768445540298,63.6615,101.85839999999999,14100.0,9.03,17768445540299,165.51989999999998 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,000792.XSHE,盐湖股份,SELL,CLOSE,17768445540299,30.864,49.382400000000004,3200.0,19.29,17768445540300,80.24640000000001 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,000963.XSHE,华东医药,SELL,CLOSE,17768445540300,1.7850000000000004,5.0,100.0,35.7,17768445540301,6.785 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,000983.XSHE,山西焦煤,SELL,CLOSE,17768445540301,67.545,108.072,15800.0,8.55,17768445540302,175.61700000000002 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,001965.XSHE,招商公路,SELL,CLOSE,17768445540302,64.824,103.7184,11100.0,11.68,17768445540303,168.5424 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,002050.XSHE,三花智控,SELL,CLOSE,17768445540303,1.256,5.0,100.0,25.12,17768445540304,6.256 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,002142.XSHE,宁波银行,SELL,CLOSE,17768445540304,63.455,101.528,4900.0,25.9,17768445540305,164.983 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,002179.XSHE,中航光电,SELL,CLOSE,17768445540305,2.2800000000000002,5.0,100.0,45.6,17768445540306,7.28 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,002236.XSHE,大华股份,SELL,CLOSE,17768445540306,66.4125,106.26,7700.0,17.25,17768445540307,172.6725 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,002241.XSHE,歌尔股份,SELL,CLOSE,17768445540307,2.289,5.0,200.0,22.89,17768445540308,7.289 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,002294.XSHE,信立泰,SELL,CLOSE,17768445540308,8.0875,12.940000000000001,500.0,32.35,17768445540309,21.027500000000003 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,002304.XSHE,洋河股份,SELL,CLOSE,17768445540309,59.072,94.51520000000001,1300.0,90.88,17768445540310,153.5872 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,002916.XSHE,深南电路,SELL,CLOSE,17768445540310,43.224000000000004,69.1584,800.0,108.06,17768445540311,112.3824 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,300124.XSHE,汇川技术,SELL,CLOSE,17768445540311,3.124,5.0,100.0,62.48,17768445540312,8.124 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,300207.XSHE,欣旺达,SELL,CLOSE,17768445540312,1.1685,5.0,100.0,23.37,17768445540313,6.1685 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,300394.XSHE,天孚通信,SELL,CLOSE,17768445540313,68.0,108.80000000000001,1000.0,136.0,17768445540314,176.8 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,300628.XSHE,亿联网络,SELL,CLOSE,17768445540314,68.772,110.0352,3300.0,41.68,17768445540315,178.80720000000002 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,300760.XSHE,迈瑞医疗,SELL,CLOSE,17768445540315,70.165,112.26400000000001,500.0,280.66,17768445540316,182.42900000000003 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,300866.XSHE,安克创新,SELL,CLOSE,17768445540316,8.688,13.9008,200.0,86.88,17768445540317,22.5888 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,300979.XSHE,华利集团,SELL,CLOSE,17768445540317,23.677500000000006,37.88400000000001,700.0,67.65,17768445540318,61.56150000000001 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600015.XSHG,华夏银行,SELL,CLOSE,17768445540318,60.333,96.53280000000001,16900.0,7.14,17768445540319,156.8658 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600025.XSHG,华能水电,SELL,CLOSE,17768445540319,67.413,107.86080000000001,13800.0,9.77,17768445540320,175.2738 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600028.XSHG,中国石化,SELL,CLOSE,17768445540320,64.998,103.99680000000001,20700.0,6.28,17768445540321,168.9948 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600089.XSHG,特变电工,SELL,CLOSE,17768445540321,69.168,110.6688,9600.0,14.41,17768445540322,179.8368 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600104.XSHG,上汽集团,SELL,CLOSE,17768445540322,64.602,103.3632,9700.0,13.32,17768445540323,167.9652 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600183.XSHG,生益科技,SELL,CLOSE,17768445540323,1.101,5.0,100.0,22.02,17768445540324,6.101 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600309.XSHG,万华化学,SELL,CLOSE,17768445540324,8.035,12.856,200.0,80.35,17768445540325,20.891 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600362.XSHG,江西铜业,SELL,CLOSE,17768445540325,65.2935,104.4696,5700.0,22.91,17768445540326,169.7631 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600406.XSHG,国电南瑞,SELL,CLOSE,17768445540326,2.685,5.0,200.0,26.85,17768445540327,7.6850000000000005 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600426.XSHG,华鲁恒升,SELL,CLOSE,17768445540327,64.854,103.7664,5400.0,24.02,17768445540328,168.62040000000002 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600674.XSHG,川投能源,SELL,CLOSE,17768445540328,65.989,105.5824,7700.0,17.14,17768445540329,171.5714 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600690.XSHG,海尔智家,SELL,CLOSE,17768445540329,1.4315,5.0,100.0,28.63,17768445540330,6.4315 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600741.XSHG,华域汽车,SELL,CLOSE,17768445540330,8.25,13.200000000000001,1000.0,16.5,17768445540331,21.450000000000003 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600760.XSHG,中航沈飞,SELL,CLOSE,17768445540331,9.144,14.6304,300.0,60.96,17768445540332,23.7744 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600893.XSHG,航发动力,SELL,CLOSE,17768445540332,76.24,121.98400000000001,3200.0,47.65,17768445540333,198.224 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600938.XSHG,中国海油,SELL,CLOSE,17768445540333,63.36,101.376,4800.0,26.4,17768445540334,164.736 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601006.XSHG,大秦铁路,SELL,CLOSE,17768445540334,3.6905,5.904800000000001,1100.0,6.71,17768445540335,9.595300000000002 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601058.XSHG,赛轮轮胎,SELL,CLOSE,17768445540335,66.3845,106.21520000000001,9100.0,14.59,17768445540336,172.5997 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601138.XSHG,工业富联,SELL,CLOSE,17768445540336,15.18,24.288,1200.0,25.3,17768445540337,39.468 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601600.XSHG,中国铝业,SELL,CLOSE,17768445540337,49.920500000000004,79.8728,11900.0,8.39,17768445540338,129.7933 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601607.XSHG,上海医药,SELL,CLOSE,17768445540338,65.37299999999999,104.59679999999999,6600.0,19.81,17768445540339,169.96979999999996 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601628.XSHG,中国人寿,SELL,CLOSE,17768445540339,67.76,108.41600000000001,2800.0,48.4,17768445540340,176.17600000000002 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601633.XSHG,长城汽车,SELL,CLOSE,17768445540340,1.35,5.0,100.0,27.0,17768445540341,6.35 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601728.XSHG,中国电信,SELL,CLOSE,17768445540341,65.325,104.52000000000001,20100.0,6.5,17768445540342,169.84500000000003 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601808.XSHG,中海油服,SELL,CLOSE,17768445540342,61.699,98.7184,7900.0,15.62,17768445540343,160.4174 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601881.XSHG,中国银河,SELL,CLOSE,17768445540343,62.4,99.84,7800.0,16.0,17768445540344,162.24 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601899.XSHG,紫金矿业,SELL,CLOSE,17768445540344,2.52,5.0,300.0,16.8,17768445540345,7.52 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601958.XSHG,金钼股份,SELL,CLOSE,17768445540345,64.6925,103.508,11300.0,11.45,17768445540346,168.20049999999998 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601985.XSHG,中国核电,SELL,CLOSE,17768445540346,66.766,106.82560000000001,13300.0,10.04,17768445540347,173.59160000000003 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601988.XSHG,中国银行,SELL,CLOSE,17768445540347,23.232,37.1712,9600.0,4.84,17768445540348,60.4032 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,603288.XSHG,海天味业,SELL,CLOSE,17768445540348,2.39,5.0,100.0,47.8,17768445540349,7.390000000000001 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,603296.XSHG,华勤技术,SELL,CLOSE,17768445540349,6.05,9.68,200.0,60.5,17768445540350,15.73 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,603501.XSHG,豪威集团,SELL,CLOSE,17768445540350,67.008,107.2128,1200.0,111.68,17768445540351,174.2208 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,688271.XSHG,联影医疗,SELL,CLOSE,17768445540351,67.584,108.1344,1056.0,128.0,17768445540352,175.7184 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,000001.XSHE,平安银行,BUY,OPEN,17768445540352,0.0,5.0,100.0,11.63,17768445540353,5.0 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,000166.XSHE,申万宏源,BUY,OPEN,17768445540353,0.0,5.0,700.0,5.77,17768445540354,5.0 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,000596.XSHE,古井贡酒,BUY,OPEN,17768445540354,0.0,16.64,100.0,208.0,17768445540355,16.64 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,000708.XSHE,中信特钢,BUY,OPEN,17768445540355,0.0,105.248,10400.0,12.65,17768445540356,105.248 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,000768.XSHE,中航西飞,BUY,OPEN,17768445540356,0.0,96.096,3900.0,30.8,17768445540357,96.096 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,000776.XSHE,广发证券,BUY,OPEN,17768445540357,0.0,105.60000000000001,7500.0,17.6,17768445540358,105.60000000000001 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,000786.XSHE,北新建材,BUY,OPEN,17768445540358,0.0,7.416,300.0,30.9,17768445540359,7.416 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,000807.XSHE,云铝股份,BUY,OPEN,17768445540359,0.0,5.0,100.0,15.89,17768445540360,5.0 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,000977.XSHE,浪潮信息,BUY,OPEN,17768445540360,0.0,99.176,2300.0,53.9,17768445540361,99.176 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,001872.XSHE,招商港口,BUY,OPEN,17768445540361,0.0,104.52000000000001,6500.0,20.1,17768445540362,104.52000000000001 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,001979.XSHE,招商蛇口,BUY,OPEN,17768445540362,0.0,9.472000000000001,1000.0,11.84,17768445540363,9.472000000000001 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,002001.XSHE,新和成,BUY,OPEN,17768445540363,0.0,5.0,100.0,23.5,17768445540364,5.0 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,002027.XSHE,分众传媒,BUY,OPEN,17768445540364,0.0,5.3136,900.0,7.38,17768445540365,5.3136 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,002128.XSHE,电投能源,BUY,OPEN,17768445540365,0.0,5.0,100.0,21.3,17768445540366,5.0 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,002352.XSHE,顺丰控股,BUY,OPEN,17768445540366,0.0,99.6352,2800.0,44.48,17768445540367,99.6352 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,002384.XSHE,东山精密,BUY,OPEN,17768445540367,0.0,7.344,300.0,30.6,17768445540368,7.344 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,002475.XSHE,立讯精密,BUY,OPEN,17768445540368,0.0,5.0,100.0,40.02,17768445540369,5.0 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,002532.XSHE,天山铝业,BUY,OPEN,17768445540369,0.0,106.21600000000001,14200.0,9.35,17768445540370,106.21600000000001 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,002594.XSHE,比亚迪,BUY,OPEN,17768445540370,0.0,118.0,500.0,295.0,17768445540371,118.0 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,002648.XSHE,卫星化学,BUY,OPEN,17768445540371,0.0,109.208,7300.0,18.7,17768445540372,109.208 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,002653.XSHE,海思科,BUY,OPEN,17768445540372,0.0,5.534400000000001,200.0,34.59,17768445540373,5.534400000000001 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,002714.XSHE,牧原股份,BUY,OPEN,17768445540373,0.0,7.0624,200.0,44.14,17768445540374,7.0624 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,002736.XSHE,国信证券,BUY,OPEN,17768445540374,0.0,5.0,200.0,12.81,17768445540375,5.0 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,003816.XSHE,中国广核,BUY,OPEN,17768445540375,0.0,103.824,31500.0,4.12,17768445540376,103.824 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,300033.XSHE,同花顺,BUY,OPEN,17768445540376,0.0,116.0,500.0,290.0,17768445540377,116.0 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,300408.XSHE,三环集团,BUY,OPEN,17768445540377,0.0,5.9392,200.0,37.12,17768445540378,5.9392 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,300433.XSHE,蓝思科技,BUY,OPEN,17768445540378,0.0,105.744,6000.0,22.03,17768445540379,105.744 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,300502.XSHE,新易盛,BUY,OPEN,17768445540379,0.0,102.57600000000001,1000.0,128.22,17768445540380,102.57600000000001 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,300750.XSHE,宁德时代,BUY,OPEN,17768445540380,0.0,100.94000000000001,500.0,252.35,17768445540381,100.94000000000001 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600000.XSHG,浦发银行,BUY,OPEN,17768445540381,0.0,6.336,800.0,9.9,17768445540382,6.336 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600016.XSHG,民生银行,BUY,OPEN,17768445540382,0.0,104.6952,33300.0,3.93,17768445540383,104.6952 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600018.XSHG,上港集团,BUY,OPEN,17768445540383,0.0,5.0,500.0,6.05,17768445540384,5.0 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600019.XSHG,宝钢股份,BUY,OPEN,17768445540384,0.0,106.236,19500.0,6.81,17768445540385,106.236 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600030.XSHG,中信证券,BUY,OPEN,17768445540385,0.0,96.624,3600.0,33.55,17768445540386,96.624 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600031.XSHG,三一重工,BUY,OPEN,17768445540386,0.0,106.56,7200.0,18.5,17768445540387,106.56 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600036.XSHG,招商银行,BUY,OPEN,17768445540387,0.0,6.127999999999999,200.0,38.3,17768445540388,6.127999999999999 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600196.XSHG,复星医药,BUY,OPEN,17768445540388,0.0,69.99040000000001,3200.0,27.34,17768445540389,69.99040000000001 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600436.XSHG,片仔癀,BUY,OPEN,17768445540389,0.0,120.94080000000001,600.0,251.96,17768445540390,120.94080000000001 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600547.XSHG,山东黄金,BUY,OPEN,17768445540390,0.0,105.4144,5200.0,25.34,17768445540391,105.4144 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600585.XSHG,海螺水泥,BUY,OPEN,17768445540391,0.0,107.80000000000001,5000.0,26.95,17768445540392,107.80000000000001 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600663.XSHG,陆家嘴,BUY,OPEN,17768445540392,0.0,107.712,12000.0,11.22,17768445540393,107.712 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600845.XSHG,宝信软件,BUY,OPEN,17768445540393,0.0,104.36800000000001,4400.0,29.65,17768445540394,104.36800000000001 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600886.XSHG,国投电力,BUY,OPEN,17768445540394,0.0,105.5832,8700.0,15.17,17768445540395,105.5832 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600887.XSHG,伊利股份,BUY,OPEN,17768445540395,0.0,101.8584,4300.0,29.61,17768445540396,101.8584 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600919.XSHG,江苏银行,BUY,OPEN,17768445540396,0.0,5.0,400.0,9.1,17768445540397,5.0 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600958.XSHG,东方证券,BUY,OPEN,17768445540397,0.0,5.0,500.0,11.29,17768445540398,5.0 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600968.XSHG,海油发展,BUY,OPEN,17768445540398,0.0,5.9432,1700.0,4.37,17768445540399,5.9432 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,600989.XSHG,宝丰能源,BUY,OPEN,17768445540399,0.0,5.0,200.0,16.31,17768445540400,5.0 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601088.XSHG,中国神华,BUY,OPEN,17768445540400,0.0,104.7816,3300.0,39.69,17768445540401,104.7816 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601100.XSHG,恒立液压,BUY,OPEN,17768445540401,0.0,5.0,100.0,57.0,17768445540402,5.0 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601117.XSHG,中国化学,BUY,OPEN,17768445540402,0.0,5.0,700.0,8.28,17768445540403,5.0 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601168.XSHG,西部矿业,BUY,OPEN,17768445540403,0.0,101.5128,6900.0,18.39,17768445540404,101.5128 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601169.XSHG,北京银行,BUY,OPEN,17768445540404,0.0,5.0,600.0,5.67,17768445540405,5.0 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601225.XSHG,陕西煤业,BUY,OPEN,17768445540405,0.0,102.816,5400.0,23.8,17768445540406,102.816 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601229.XSHG,上海银行,BUY,OPEN,17768445540406,0.0,104.5856,16100.0,8.12,17768445540407,104.5856 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601318.XSHG,中国平安,BUY,OPEN,17768445540407,0.0,9.3008,200.0,58.13,17768445540408,9.3008 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601319.XSHG,中国人保,BUY,OPEN,17768445540408,0.0,7.2,1200.0,7.5,17768445540409,7.2 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601336.XSHG,新华保险,BUY,OPEN,17768445540409,0.0,5.0,100.0,54.59,17768445540410,5.0 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601390.XSHG,中国中铁,BUY,OPEN,17768445540410,0.0,5.0,300.0,6.79,17768445540411,5.0 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601567.XSHG,三星电气,BUY,OPEN,17768445540411,0.0,104.4624,4200.0,31.09,17768445540412,104.4624 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601601.XSHG,中国太保,BUY,OPEN,17768445540412,0.0,6.0,200.0,37.5,17768445540413,6.0 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601668.XSHG,中国建筑,BUY,OPEN,17768445540413,0.0,12.0,2400.0,6.25,17768445540414,12.0 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601669.XSHG,中国电建,BUY,OPEN,17768445540414,0.0,103.89599999999999,22200.0,5.85,17768445540415,103.89599999999999 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601688.XSHG,华泰证券,BUY,OPEN,17768445540415,0.0,10.908800000000001,700.0,19.48,17768445540416,10.908800000000001 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601766.XSHG,中国中车,BUY,OPEN,17768445540416,0.0,6.808000000000001,1000.0,8.51,17768445540417,6.808000000000001 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601857.XSHG,中国石油,BUY,OPEN,17768445540417,0.0,104.30399999999999,15900.0,8.2,17768445540418,104.30399999999999 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601898.XSHG,中煤能源,BUY,OPEN,17768445540418,0.0,5.0,200.0,12.86,17768445540419,5.0 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601916.XSHG,浙商银行,BUY,OPEN,17768445540419,0.0,104.76,45000.0,2.91,17768445540420,104.76 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,601919.XSHG,中远海控,BUY,OPEN,17768445540420,0.0,5.0,300.0,14.68,17768445540421,5.0 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,688008.XSHG,澜起科技,BUY,OPEN,17768445540421,0.0,102.0096,1771.0,72.0,17768445540422,102.0096 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,688120.XSHG,华海清科,BUY,OPEN,17768445540422,0.0,104.632,638.0,205.0,17768445540423,104.632 +2024-11-11 00:00:00,2024-11-11 00:00:00,2024-11-11 00:00:00,688188.XSHG,柏楚电子,BUY,OPEN,17768445540423,0.0,93.66374400000001,578.0,202.56,17768445540425,93.66374400000001 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,000001.XSHE,平安银行,SELL,CLOSE,17768445540424,65.12800000000001,104.20480000000002,11200.0,11.63,17768445540426,169.33280000000002 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,000063.XSHE,中兴通讯,SELL,CLOSE,17768445540425,75.01500000000001,120.02400000000003,4500.0,33.34,17768445540427,195.03900000000004 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,000333.XSHE,美的集团,SELL,CLOSE,17768445540426,7.2170000000000005,11.5472,200.0,72.17,17768445540428,18.764200000000002 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,000338.XSHE,潍柴动力,SELL,CLOSE,17768445540427,66.405,106.248,9500.0,13.98,17768445540429,172.65300000000002 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,000423.XSHE,东阿阿胶,SELL,CLOSE,17768445540428,61.299,98.0784,2100.0,58.38,17768445540430,159.3774 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,000568.XSHE,泸州老窖,SELL,CLOSE,17768445540429,7.2045,11.5272,100.0,144.09,17768445540431,18.7317 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,000617.XSHE,中油资本,SELL,CLOSE,17768445540430,58.947,94.3152,14700.0,8.02,17768445540432,153.2622 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,000651.XSHE,格力电器,SELL,CLOSE,17768445540431,64.74,103.58399999999999,3000.0,43.16,17768445540433,168.32399999999998 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,000728.XSHE,国元证券,SELL,CLOSE,17768445540432,3.34,5.344,800.0,8.35,17768445540434,8.684000000000001 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,000792.XSHE,盐湖股份,SELL,CLOSE,17768445540433,50.682500000000005,81.092,5500.0,18.43,17768445540435,131.7745 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,000983.XSHE,山西焦煤,SELL,CLOSE,17768445540434,63.801,102.08160000000001,15300.0,8.34,17768445540436,165.88260000000002 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,001979.XSHE,招商蛇口,SELL,CLOSE,17768445540435,55.247,88.3952,10100.0,10.94,17768445540437,143.6422 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,002028.XSHE,思源电气,SELL,CLOSE,17768445540436,3.8200000000000007,6.112000000000001,100.0,76.4,17768445540438,9.932000000000002 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,002074.XSHE,国轩高科,SELL,CLOSE,17768445540437,1.1755,5.0,100.0,23.51,17768445540439,6.1754999999999995 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,002236.XSHE,大华股份,SELL,CLOSE,17768445540438,70.231,112.3696,7900.0,17.78,17768445540440,182.6006 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,002241.XSHE,歌尔股份,SELL,CLOSE,17768445540439,47.7,76.32000000000001,3600.0,26.5,17768445540441,124.02000000000001 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,002294.XSHE,信立泰,SELL,CLOSE,17768445540440,62.08,99.328,4000.0,31.04,17768445540442,161.40800000000002 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,002304.XSHE,洋河股份,SELL,CLOSE,17768445540441,67.14750000000001,107.436,1500.0,89.53,17768445540443,174.58350000000002 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,002384.XSHE,东山精密,SELL,CLOSE,17768445540442,1.4505000000000001,5.0,100.0,29.01,17768445540444,6.4505 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,002415.XSHE,海康威视,SELL,CLOSE,17768445540443,7.9,12.64,500.0,31.6,17768445540445,20.54 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,002475.XSHE,立讯精密,SELL,CLOSE,17768445540444,1.9649999999999999,5.0,100.0,39.3,17768445540446,6.965 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,002916.XSHE,深南电路,SELL,CLOSE,17768445540445,21.176000000000002,33.8816,400.0,105.88,17768445540447,55.0576 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,300207.XSHE,欣旺达,SELL,CLOSE,17768445540446,66.2475,105.99600000000001,5500.0,24.09,17768445540448,172.2435 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,300433.XSHE,蓝思科技,SELL,CLOSE,17768445540447,5.4075,8.652000000000001,500.0,21.63,17768445540449,14.0595 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,300760.XSHE,迈瑞医疗,SELL,CLOSE,17768445540448,54.160000000000004,86.656,400.0,270.8,17768445540450,140.816 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,300979.XSHE,华利集团,SELL,CLOSE,17768445540449,62.966,100.74560000000001,1900.0,66.28,17768445540451,163.7116 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600009.XSHG,上海机场,SELL,CLOSE,17768445540450,5.4435,8.7096,300.0,36.29,17768445540452,14.1531 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600015.XSHG,华夏银行,SELL,CLOSE,17768445540451,29.52,47.232,8200.0,7.2,17768445540453,76.752 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600018.XSHG,上港集团,SELL,CLOSE,17768445540452,7.236,11.5776,2400.0,6.03,17768445540454,18.8136 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600025.XSHG,华能水电,SELL,CLOSE,17768445540453,65.00250000000001,104.00400000000002,13500.0,9.63,17768445540455,169.00650000000002 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600028.XSHG,中国石化,SELL,CLOSE,17768445540454,65.5155,104.82480000000001,20700.0,6.33,17768445540456,170.3403 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600036.XSHG,招商银行,SELL,CLOSE,17768445540455,1.9024999999999999,5.0,100.0,38.05,17768445540457,6.9025 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600079.XSHG,ST人福,SELL,CLOSE,17768445540456,73.16,117.05600000000001,6200.0,23.6,17768445540458,190.216 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600089.XSHG,特变电工,SELL,CLOSE,17768445540457,62.595,100.152,9000.0,13.91,17768445540459,162.747 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600104.XSHG,上汽集团,SELL,CLOSE,17768445540458,115.9,185.44,12200.0,19.0,17768445540460,301.34000000000003 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600362.XSHG,江西铜业,SELL,CLOSE,17768445540459,59.95,95.92,5500.0,21.8,17768445540461,155.87 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600426.XSHG,华鲁恒升,SELL,CLOSE,17768445540460,61.154999999999994,97.848,5400.0,22.65,17768445540462,159.003 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600585.XSHG,海螺水泥,SELL,CLOSE,17768445540461,59.846000000000004,95.7536,4600.0,26.02,17768445540463,155.5996 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600660.XSHG,福耀玻璃,SELL,CLOSE,17768445540462,8.6085,13.7736,300.0,57.39,17768445540464,22.3821 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600690.XSHG,海尔智家,SELL,CLOSE,17768445540463,13.158,21.0528,900.0,29.24,17768445540465,34.2108 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600741.XSHG,华域汽车,SELL,CLOSE,17768445540464,78.3965,125.43440000000001,9100.0,17.23,17768445540466,203.8309 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600893.XSHG,航发动力,SELL,CLOSE,17768445540465,52.387499999999996,83.82,2500.0,41.91,17768445540467,136.20749999999998 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600919.XSHG,江苏银行,SELL,CLOSE,17768445540466,4.545,7.272,1000.0,9.09,17768445540468,11.817 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600926.XSHG,杭州银行,SELL,CLOSE,17768445540467,8.466,13.5456,1200.0,14.11,17768445540469,22.0116 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600938.XSHG,中国海油,SELL,CLOSE,17768445540468,63.1365,101.0184,4900.0,25.77,17768445540470,164.1549 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600968.XSHG,海油发展,SELL,CLOSE,17768445540469,2.354,5.0,1100.0,4.28,17768445540471,7.354 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601006.XSHG,大秦铁路,SELL,CLOSE,17768445540470,10.602,16.9632,3100.0,6.84,17768445540472,27.5652 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601117.XSHG,中国化学,SELL,CLOSE,17768445540471,72.16,115.456,16400.0,8.8,17768445540473,187.61599999999999 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601169.XSHG,北京银行,SELL,CLOSE,17768445540472,2.825,5.0,1000.0,5.65,17768445540474,7.825 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601229.XSHG,上海银行,SELL,CLOSE,17768445540473,0.3915,5.0,100.0,7.83,17768445540475,5.3915 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601607.XSHG,上海医药,SELL,CLOSE,17768445540474,77.1375,123.42,7500.0,20.57,17768445540476,200.5575 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601628.XSHG,中国人寿,SELL,CLOSE,17768445540475,56.4625,90.34,2500.0,45.17,17768445540477,146.8025 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601633.XSHG,长城汽车,SELL,CLOSE,17768445540476,21.5775,34.524,1500.0,28.77,17768445540478,56.1015 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601668.XSHG,中国建筑,SELL,CLOSE,17768445540477,62.727000000000004,100.3632,20300.0,6.18,17768445540479,163.0902 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601728.XSHG,中国电信,SELL,CLOSE,17768445540478,67.4355,107.8968,20100.0,6.71,17768445540480,175.3323 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601808.XSHG,中海油服,SELL,CLOSE,17768445540479,64.89,103.824,8400.0,15.45,17768445540481,168.714 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601881.XSHG,中国银河,SELL,CLOSE,17768445540480,11.775,18.84,1500.0,15.7,17768445540482,30.615000000000002 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601898.XSHG,中煤能源,SELL,CLOSE,17768445540481,5.7780000000000005,9.2448,900.0,12.84,17768445540483,15.0228 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601916.XSHG,浙商银行,SELL,CLOSE,17768445540482,0.861,5.0,600.0,2.87,17768445540484,5.861 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601919.XSHG,中远海控,SELL,CLOSE,17768445540483,2.936,5.0,400.0,14.68,17768445540485,7.936 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601985.XSHG,中国核电,SELL,CLOSE,17768445540484,66.0,105.60000000000001,13200.0,10.0,17768445540486,171.60000000000002 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,603296.XSHG,华勤技术,SELL,CLOSE,17768445540485,82.16,131.45600000000002,2600.0,63.2,17768445540487,213.616 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,603501.XSHG,豪威集团,SELL,CLOSE,17768445540486,64.578,103.32480000000001,1200.0,107.63,17768445540488,167.9028 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,605499.XSHG,东鹏饮料,SELL,CLOSE,17768445540487,10.755,17.208000000000002,100.0,215.1,17768445540489,27.963 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,000166.XSHE,申万宏源,BUY,OPEN,17768445540488,0.0,109.436,25100.0,5.45,17768445540490,109.436 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,000708.XSHE,中信特钢,BUY,OPEN,17768445540489,0.0,100.8576,10300.0,12.24,17768445540491,100.8576 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,000725.XSHE,京东方A,BUY,OPEN,17768445540490,0.0,6.48,1800.0,4.5,17768445540492,6.48 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,000768.XSHE,中航西飞,BUY,OPEN,17768445540491,0.0,24.1824,1100.0,27.48,17768445540493,24.1824 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,000776.XSHE,广发证券,BUY,OPEN,17768445540492,0.0,106.5552,7900.0,16.86,17768445540494,106.5552 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,000786.XSHE,北新建材,BUY,OPEN,17768445540493,0.0,14.0928,600.0,29.36,17768445540495,14.0928 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,000807.XSHE,云铝股份,BUY,OPEN,17768445540494,0.0,22.464000000000002,2000.0,14.04,17768445540496,22.464000000000002 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,000977.XSHE,浪潮信息,BUY,OPEN,17768445540495,0.0,102.64800000000001,2600.0,49.35,17768445540497,102.64800000000001 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,001872.XSHE,招商港口,BUY,OPEN,17768445540496,0.0,96.32000000000001,5600.0,21.5,17768445540498,96.32000000000001 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,002001.XSHE,新和成,BUY,OPEN,17768445540497,0.0,7.2,400.0,22.5,17768445540499,7.2 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,002050.XSHE,三花智控,BUY,OPEN,17768445540498,0.0,5.0,100.0,23.96,17768445540500,5.0 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,002128.XSHE,电投能源,BUY,OPEN,17768445540499,0.0,101.21119999999999,6100.0,20.74,17768445540501,101.21119999999999 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,002179.XSHE,中航光电,BUY,OPEN,17768445540500,0.0,23.127999999999997,700.0,41.3,17768445540502,23.127999999999997 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,002311.XSHE,海大集团,BUY,OPEN,17768445540501,0.0,7.5168,200.0,46.98,17768445540503,7.5168 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,002352.XSHE,顺丰控股,BUY,OPEN,17768445540502,0.0,106.44160000000001,3100.0,42.92,17768445540504,106.44160000000001 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,002532.XSHE,天山铝业,BUY,OPEN,17768445540503,0.0,103.96800000000002,15200.0,8.55,17768445540505,103.96800000000002 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,002594.XSHE,比亚迪,BUY,OPEN,17768445540504,0.0,92.8032,400.0,290.01,17768445540506,92.8032 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,002648.XSHE,卫星化学,BUY,OPEN,17768445540505,0.0,91.1584,6100.0,18.68,17768445540507,91.1584 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,002653.XSHE,海思科,BUY,OPEN,17768445540506,0.0,5.0,100.0,32.81,17768445540508,5.0 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,002714.XSHE,牧原股份,BUY,OPEN,17768445540507,0.0,10.1088,300.0,42.12,17768445540509,10.1088 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,002736.XSHE,国信证券,BUY,OPEN,17768445540508,0.0,16.992,1800.0,11.8,17768445540510,16.992 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,002920.XSHE,德赛西威,BUY,OPEN,17768445540509,0.0,99.976,1000.0,124.97,17768445540511,99.976 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,002938.XSHE,鹏鼎控股,BUY,OPEN,17768445540510,0.0,5.344,200.0,33.4,17768445540512,5.344 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,003816.XSHE,中国广核,BUY,OPEN,17768445540511,0.0,93.37920000000001,28400.0,4.11,17768445540513,93.37920000000001 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,300033.XSHE,同花顺,BUY,OPEN,17768445540512,0.0,130.08,600.0,271.0,17768445540514,130.08 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,300124.XSHE,汇川技术,BUY,OPEN,17768445540513,0.0,13.992,300.0,58.3,17768445540515,13.992 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,300394.XSHE,天孚通信,BUY,OPEN,17768445540514,0.0,27.4968,300.0,114.57,17768445540516,27.4968 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,300408.XSHE,三环集团,BUY,OPEN,17768445540515,0.0,5.921600000000001,200.0,37.01,17768445540517,5.921600000000001 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,300502.XSHE,新易盛,BUY,OPEN,17768445540516,0.0,100.57600000000001,1000.0,125.72,17768445540518,100.57600000000001 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,300750.XSHE,宁德时代,BUY,OPEN,17768445540517,0.0,84.9792,400.0,265.56,17768445540519,84.9792 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,300866.XSHE,安克创新,BUY,OPEN,17768445540518,0.0,13.297600000000001,200.0,83.11,17768445540520,13.297600000000001 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,301236.XSHE,软通动力,BUY,OPEN,17768445540519,0.0,102.816,2100.0,61.2,17768445540521,102.816 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600000.XSHG,浦发银行,BUY,OPEN,17768445540520,0.0,7.720000000000001,1000.0,9.65,17768445540522,7.720000000000001 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600016.XSHG,民生银行,BUY,OPEN,17768445540521,0.0,104.176,34000.0,3.83,17768445540523,104.176 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600019.XSHG,宝钢股份,BUY,OPEN,17768445540522,0.0,103.74000000000001,19500.0,6.65,17768445540524,103.74000000000001 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600030.XSHG,中信证券,BUY,OPEN,17768445540523,0.0,14.904,600.0,31.05,17768445540525,14.904 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600031.XSHG,三一重工,BUY,OPEN,17768445540524,0.0,96.3072,6600.0,18.24,17768445540526,96.3072 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600096.XSHG,云天化,BUY,OPEN,17768445540525,0.0,5.0,100.0,22.46,17768445540527,5.0 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600183.XSHG,生益科技,BUY,OPEN,17768445540526,0.0,8.392000000000001,500.0,20.98,17768445540528,8.392000000000001 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600196.XSHG,复星医药,BUY,OPEN,17768445540527,0.0,100.8808,4700.0,26.83,17768445540529,100.8808 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600309.XSHG,万华化学,BUY,OPEN,17768445540528,0.0,12.32,200.0,77.0,17768445540530,12.32 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600406.XSHG,国电南瑞,BUY,OPEN,17768445540529,0.0,5.0,100.0,26.21,17768445540531,5.0 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600547.XSHG,山东黄金,BUY,OPEN,17768445540530,0.0,100.0,5000.0,25.0,17768445540532,100.0 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600663.XSHG,陆家嘴,BUY,OPEN,17768445540531,0.0,107.65440000000001,12600.0,10.68,17768445540533,107.65440000000001 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600760.XSHG,中航沈飞,BUY,OPEN,17768445540532,0.0,16.1664,400.0,50.52,17768445540534,16.1664 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600845.XSHG,宝信软件,BUY,OPEN,17768445540533,0.0,100.848,4400.0,28.65,17768445540535,100.848 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600886.XSHG,国投电力,BUY,OPEN,17768445540534,0.0,91.1088,7400.0,15.39,17768445540536,91.1088 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600887.XSHG,伊利股份,BUY,OPEN,17768445540535,0.0,103.1008,4400.0,29.29,17768445540537,103.1008 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600958.XSHG,东方证券,BUY,OPEN,17768445540536,0.0,13.008000000000001,1500.0,10.84,17768445540538,13.008000000000001 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,600989.XSHG,宝丰能源,BUY,OPEN,17768445540537,0.0,5.0,200.0,15.79,17768445540539,5.0 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601088.XSHG,中国神华,BUY,OPEN,17768445540538,0.0,95.976,3000.0,39.99,17768445540540,95.976 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601100.XSHG,恒立液压,BUY,OPEN,17768445540539,0.0,8.6432,200.0,54.02,17768445540541,8.6432 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601138.XSHG,工业富联,BUY,OPEN,17768445540540,0.0,19.136,1000.0,23.92,17768445540542,19.136 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601168.XSHG,西部矿业,BUY,OPEN,17768445540541,0.0,12.477599999999999,900.0,17.33,17768445540543,12.477599999999999 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601225.XSHG,陕西煤业,BUY,OPEN,17768445540542,0.0,102.08160000000001,5400.0,23.63,17768445540544,102.08160000000001 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601288.XSHG,农业银行,BUY,OPEN,17768445540543,0.0,99.6864,26400.0,4.72,17768445540545,99.6864 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601318.XSHG,中国平安,BUY,OPEN,17768445540544,0.0,8.976,200.0,56.1,17768445540546,8.976 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601319.XSHG,中国人保,BUY,OPEN,17768445540545,0.0,7.581600000000001,1300.0,7.29,17768445540547,7.581600000000001 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601328.XSHG,交通银行,BUY,OPEN,17768445540546,0.0,101.95840000000001,17800.0,7.16,17768445540548,101.95840000000001 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601336.XSHG,新华保险,BUY,OPEN,17768445540547,0.0,28.2632,700.0,50.47,17768445540549,28.2632 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601567.XSHG,三星电气,BUY,OPEN,17768445540548,0.0,90.2304,3600.0,31.33,17768445540550,90.2304 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601600.XSHG,中国铝业,BUY,OPEN,17768445540549,0.0,9.108,1500.0,7.59,17768445540551,9.108 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601601.XSHG,中国太保,BUY,OPEN,17768445540550,0.0,22.5792,800.0,35.28,17768445540552,22.5792 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601669.XSHG,中国电建,BUY,OPEN,17768445540551,0.0,100.46400000000001,21000.0,5.98,17768445540553,100.46400000000001 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601688.XSHG,华泰证券,BUY,OPEN,17768445540552,0.0,13.3992,900.0,18.61,17768445540554,13.3992 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601766.XSHG,中国中车,BUY,OPEN,17768445540553,0.0,9.1616,1400.0,8.18,17768445540555,9.1616 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601799.XSHG,星宇股份,BUY,OPEN,17768445540554,0.0,89.5872,800.0,139.98,17768445540556,89.5872 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601857.XSHG,中国石油,BUY,OPEN,17768445540555,0.0,100.33919999999999,15600.0,8.04,17768445540557,100.33919999999999 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601877.XSHG,正泰电器,BUY,OPEN,17768445540556,0.0,5.0,100.0,22.52,17768445540558,5.0 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601899.XSHG,紫金矿业,BUY,OPEN,17768445540557,0.0,22.6944,1800.0,15.76,17768445540559,22.6944 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,601988.XSHG,中国银行,BUY,OPEN,17768445540558,0.0,30.4512,7800.0,4.88,17768445540560,30.4512 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,603288.XSHG,海天味业,BUY,OPEN,17768445540559,0.0,11.0664,300.0,46.11,17768445540561,11.0664 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,603986.XSHG,兆易创新,BUY,OPEN,17768445540560,0.0,14.32,200.0,89.5,17768445540562,14.32 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,688008.XSHG,澜起科技,BUY,OPEN,17768445540561,0.0,100.111296,1821.0,68.72,17768445540563,100.111296 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,688120.XSHG,华海清科,BUY,OPEN,17768445540562,0.0,114.280416,783.0,182.44,17768445540564,114.280416 +2024-11-18 00:00:00,2024-11-18 00:00:00,2024-11-18 00:00:00,688188.XSHG,柏楚电子,BUY,OPEN,17768445540563,0.0,56.811240000000005,369.0,192.45,17768445540565,56.811240000000005 [stock_positions] DataFrame @@ -639,8 +639,8 @@ DataFrame 2024-11-04 00:00:00,600000.XSHG,浦发银行,50300.0,9.99,9.97,502497.0 2024-11-04 00:00:00,600009.XSHG,上海机场,10700.0,35.1,34.92,375570.0 2024-11-04 00:00:00,600015.XSHG,华夏银行,35000.0,7.15,7.16,250250.0 -2024-11-04 00:00:00,600016.XSHG,民生银行,14600.0,3.82,3.79,55772.0 -2024-11-04 00:00:00,600018.XSHG,上港集团,83400.0,6.02,5.98,502068.0 +2024-11-04 00:00:00,600016.XSHG,民生银行,14500.0,3.82,3.79,55390.0 +2024-11-04 00:00:00,600018.XSHG,上港集团,83300.0,6.02,5.98,501466.0 2024-11-04 00:00:00,600019.XSHG,宝钢股份,37400.0,6.69,6.68,250206.0 2024-11-04 00:00:00,600025.XSHG,华能水电,38300.0,9.83,9.84,376489.0 2024-11-04 00:00:00,600028.XSHG,中国石化,39800.0,6.24,6.28,248352.0 @@ -688,7 +688,7 @@ DataFrame 2024-11-04 00:00:00,601229.XSHG,上海银行,15800.0,8.17,7.95,129086.0 2024-11-04 00:00:00,601288.XSHG,农业银行,26200.0,4.78,4.77,125236.0 2024-11-04 00:00:00,601318.XSHG,中国平安,8900.0,56.97,56.17,507033.0 -2024-11-04 00:00:00,601319.XSHG,中国人保,69800.0,7.25,7.18,506050.0 +2024-11-04 00:00:00,601319.XSHG,中国人保,69700.0,7.25,7.18,505325.0 2024-11-04 00:00:00,601336.XSHG,新华保险,10500.0,48.3,47.62,507150.0 2024-11-04 00:00:00,601390.XSHG,中国中铁,19100.0,6.6,6.54,126060.0 2024-11-04 00:00:00,601567.XSHG,三星电气,8100.0,30.96,31.03,250776.0 @@ -791,8 +791,8 @@ DataFrame 2024-11-05 00:00:00,600000.XSHG,浦发银行,50300.0,10.06,9.97,506018.0 2024-11-05 00:00:00,600009.XSHG,上海机场,10700.0,35.74,34.92,382418.0 2024-11-05 00:00:00,600015.XSHG,华夏银行,35000.0,7.2,7.16,252000.0 -2024-11-05 00:00:00,600016.XSHG,民生银行,14600.0,3.87,3.79,56502.0 -2024-11-05 00:00:00,600018.XSHG,上港集团,83400.0,6.05,5.98,504570.0 +2024-11-05 00:00:00,600016.XSHG,民生银行,14500.0,3.87,3.79,56115.0 +2024-11-05 00:00:00,600018.XSHG,上港集团,83300.0,6.05,5.98,503965.0 2024-11-05 00:00:00,600019.XSHG,宝钢股份,37400.0,6.78,6.68,253572.0 2024-11-05 00:00:00,600025.XSHG,华能水电,38300.0,9.82,9.84,376106.0 2024-11-05 00:00:00,600028.XSHG,中国石化,39800.0,6.28,6.28,249944.0 @@ -840,7 +840,7 @@ DataFrame 2024-11-05 00:00:00,601229.XSHG,上海银行,15800.0,8.18,7.95,129244.0 2024-11-05 00:00:00,601288.XSHG,农业银行,26200.0,4.8,4.77,125760.0 2024-11-05 00:00:00,601318.XSHG,中国平安,8900.0,58.75,56.17,522875.0 -2024-11-05 00:00:00,601319.XSHG,中国人保,69800.0,7.59,7.18,529782.0 +2024-11-05 00:00:00,601319.XSHG,中国人保,69700.0,7.59,7.18,529023.0 2024-11-05 00:00:00,601336.XSHG,新华保险,10500.0,52.09,47.62,546945.0 2024-11-05 00:00:00,601390.XSHG,中国中铁,19100.0,6.7,6.54,127970.0 2024-11-05 00:00:00,601567.XSHG,三星电气,8100.0,31.14,31.03,252234.0 @@ -943,8 +943,8 @@ DataFrame 2024-11-06 00:00:00,600000.XSHG,浦发银行,50300.0,9.95,9.97,500485.0 2024-11-06 00:00:00,600009.XSHG,上海机场,10700.0,35.72,34.92,382204.0 2024-11-06 00:00:00,600015.XSHG,华夏银行,35000.0,7.12,7.16,249200.0 -2024-11-06 00:00:00,600016.XSHG,民生银行,14600.0,3.87,3.79,56502.0 -2024-11-06 00:00:00,600018.XSHG,上港集团,83400.0,6.05,5.98,504570.0 +2024-11-06 00:00:00,600016.XSHG,民生银行,14500.0,3.87,3.79,56115.0 +2024-11-06 00:00:00,600018.XSHG,上港集团,83300.0,6.05,5.98,503965.0 2024-11-06 00:00:00,600019.XSHG,宝钢股份,37400.0,6.79,6.68,253946.0 2024-11-06 00:00:00,600025.XSHG,华能水电,38300.0,9.71,9.84,371893.0 2024-11-06 00:00:00,600028.XSHG,中国石化,39800.0,6.28,6.28,249944.0 @@ -992,7 +992,7 @@ DataFrame 2024-11-06 00:00:00,601229.XSHG,上海银行,15800.0,8.11,7.95,128138.0 2024-11-06 00:00:00,601288.XSHG,农业银行,26200.0,4.77,4.77,124974.0 2024-11-06 00:00:00,601318.XSHG,中国平安,8900.0,57.49,56.17,511661.0 -2024-11-06 00:00:00,601319.XSHG,中国人保,69800.0,7.4,7.18,516520.0 +2024-11-06 00:00:00,601319.XSHG,中国人保,69700.0,7.4,7.18,515780.0 2024-11-06 00:00:00,601336.XSHG,新华保险,10500.0,51.35,47.62,539175.0 2024-11-06 00:00:00,601390.XSHG,中国中铁,19100.0,6.73,6.54,128543.0 2024-11-06 00:00:00,601567.XSHG,三星电气,8100.0,30.91,31.03,250371.0 @@ -1095,8 +1095,8 @@ DataFrame 2024-11-07 00:00:00,600000.XSHG,浦发银行,50300.0,10.28,9.97,517084.0 2024-11-07 00:00:00,600009.XSHG,上海机场,10700.0,36.77,34.92,393439.0 2024-11-07 00:00:00,600015.XSHG,华夏银行,35000.0,7.28,7.16,254800.0 -2024-11-07 00:00:00,600016.XSHG,民生银行,14600.0,3.96,3.79,57816.0 -2024-11-07 00:00:00,600018.XSHG,上港集团,83400.0,6.13,5.98,511242.0 +2024-11-07 00:00:00,600016.XSHG,民生银行,14500.0,3.96,3.79,57420.0 +2024-11-07 00:00:00,600018.XSHG,上港集团,83300.0,6.13,5.98,510629.0 2024-11-07 00:00:00,600019.XSHG,宝钢股份,37400.0,6.95,6.68,259930.0 2024-11-07 00:00:00,600025.XSHG,华能水电,38300.0,9.78,9.84,374574.0 2024-11-07 00:00:00,600028.XSHG,中国石化,39800.0,6.38,6.28,253924.0 @@ -1144,7 +1144,7 @@ DataFrame 2024-11-07 00:00:00,601229.XSHG,上海银行,15800.0,8.18,7.95,129244.0 2024-11-07 00:00:00,601288.XSHG,农业银行,26200.0,4.8,4.77,125760.0 2024-11-07 00:00:00,601318.XSHG,中国平安,8900.0,60.84,56.17,541476.0 -2024-11-07 00:00:00,601319.XSHG,中国人保,69800.0,7.8,7.18,544440.0 +2024-11-07 00:00:00,601319.XSHG,中国人保,69700.0,7.8,7.18,543660.0 2024-11-07 00:00:00,601336.XSHG,新华保险,10500.0,56.49,47.62,593145.0 2024-11-07 00:00:00,601390.XSHG,中国中铁,19100.0,6.94,6.54,132554.0 2024-11-07 00:00:00,601567.XSHG,三星电气,8100.0,31.55,31.03,255555.0 @@ -1202,7 +1202,7 @@ DataFrame 2024-11-08 00:00:00,000858.XSHE,五粮液,3300.0,156.47,148.5,516351.0 2024-11-08 00:00:00,000963.XSHE,华东医药,14600.0,36.04,33.03,526184.0 2024-11-08 00:00:00,000977.XSHE,浪潮信息,2800.0,51.71,43.25,144788.0 -2024-11-08 00:00:00,000983.XSHE,山西焦煤,46200.0,8.6,8.2755,397320.0 +2024-11-08 00:00:00,000983.XSHE,山西焦煤,46300.0,8.6,8.2762,398180.0 2024-11-08 00:00:00,001872.XSHE,招商港口,6400.0,20.26,20.2756,129664.0 2024-11-08 00:00:00,001965.XSHE,招商公路,11100.0,11.76,11.9351,130536.0 2024-11-08 00:00:00,001979.XSHE,招商蛇口,20800.0,12.01,11.8,249808.0 @@ -1247,8 +1247,8 @@ DataFrame 2024-11-08 00:00:00,600000.XSHG,浦发银行,51300.0,10.06,9.977,516078.0 2024-11-08 00:00:00,600009.XSHG,上海机场,10800.0,36.53,34.9402,394524.0 2024-11-08 00:00:00,600015.XSHG,华夏银行,36300.0,7.15,7.165,259545.0 -2024-11-08 00:00:00,600016.XSHG,民生银行,14700.0,3.93,3.7913,57771.0 -2024-11-08 00:00:00,600018.XSHG,上港集团,86100.0,6.05,5.9853,520905.0 +2024-11-08 00:00:00,600016.XSHG,民生银行,14700.0,3.93,3.7926,57771.0 +2024-11-08 00:00:00,600018.XSHG,上港集团,86100.0,6.05,5.9855,520905.0 2024-11-08 00:00:00,600019.XSHG,宝钢股份,38000.0,6.83,6.6847,259540.0 2024-11-08 00:00:00,600025.XSHG,华能水电,40500.0,9.79,9.8384,396495.0 2024-11-08 00:00:00,600028.XSHG,中国石化,41400.0,6.33,6.2846,262062.0 @@ -1309,7 +1309,7 @@ DataFrame 2024-11-08 00:00:00,601669.XSHG,中国电建,22100.0,5.91,5.59,130611.0 2024-11-08 00:00:00,601688.XSHG,华泰证券,25800.0,19.8,17.91,510840.0 2024-11-08 00:00:00,601728.XSHG,中国电信,40200.0,6.51,6.4245,261702.0 -2024-11-08 00:00:00,601766.XSHG,中国中车,59800.0,8.6,8.4156,514280.0 +2024-11-08 00:00:00,601766.XSHG,中国中车,59900.0,8.6,8.4164,515140.0 2024-11-08 00:00:00,601799.XSHG,星宇股份,1000.0,137.41,137.2,137410.0 2024-11-08 00:00:00,601808.XSHG,中海油服,24500.0,15.79,15.5251,386855.0 2024-11-08 00:00:00,601857.XSHG,中国石油,15800.0,8.25,8.3118,130350.0 @@ -1354,7 +1354,7 @@ DataFrame 2024-11-11 00:00:00,000858.XSHE,五粮液,3300.0,154.82,148.5,510906.0 2024-11-11 00:00:00,000963.XSHE,华东医药,14500.0,35.56,33.03,515620.0 2024-11-11 00:00:00,000977.XSHE,浪潮信息,5100.0,54.72,48.0529,279072.0 -2024-11-11 00:00:00,000983.XSHE,山西焦煤,30400.0,8.53,8.2755,259312.0 +2024-11-11 00:00:00,000983.XSHE,山西焦煤,30500.0,8.53,8.2762,260165.0 2024-11-11 00:00:00,001872.XSHE,招商港口,12900.0,19.93,20.1871,257097.0 2024-11-11 00:00:00,001979.XSHE,招商蛇口,21800.0,11.81,11.8018,257458.0 2024-11-11 00:00:00,002001.XSHE,新和成,22200.0,23.2,23.135,515040.0 @@ -1397,8 +1397,8 @@ DataFrame 2024-11-11 00:00:00,600000.XSHG,浦发银行,52100.0,9.72,9.9758,506412.0 2024-11-11 00:00:00,600009.XSHG,上海机场,10800.0,36.59,34.9402,395172.0 2024-11-11 00:00:00,600015.XSHG,华夏银行,19400.0,7.12,7.165,138128.0 -2024-11-11 00:00:00,600016.XSHG,民生银行,48000.0,3.93,3.8875,188640.0 -2024-11-11 00:00:00,600018.XSHG,上港集团,86600.0,6.02,5.9857,521332.0 +2024-11-11 00:00:00,600016.XSHG,民生银行,48000.0,3.93,3.8879,188640.0 +2024-11-11 00:00:00,600018.XSHG,上港集团,86600.0,6.02,5.9859,521332.0 2024-11-11 00:00:00,600019.XSHG,宝钢股份,57500.0,6.71,6.7272,385825.0 2024-11-11 00:00:00,600025.XSHG,华能水电,26700.0,9.72,9.8384,259524.0 2024-11-11 00:00:00,600028.XSHG,中国石化,20700.0,6.23,6.2846,128961.0 @@ -1425,7 +1425,7 @@ DataFrame 2024-11-11 00:00:00,600741.XSHG,华域汽车,31600.0,16.7,15.19,527720.0 2024-11-11 00:00:00,600760.XSHG,中航沈飞,2100.0,59.88,46.3,125748.0 2024-11-11 00:00:00,600809.XSHG,山西汾酒,2300.0,226.0,208.76,519800.0 -2024-11-11 00:00:00,600886.XSHG,国投电力,17200.0,15.12,15.3212,260064.0 +2024-11-11 00:00:00,600886.XSHG,国投电力,17300.0,15.12,15.3203,261576.0 2024-11-11 00:00:00,600893.XSHG,航发动力,5500.0,47.0,41.82,258500.0 2024-11-11 00:00:00,600919.XSHG,江苏银行,57400.0,8.88,8.9375,509712.0 2024-11-11 00:00:00,600926.XSHG,杭州银行,37400.0,13.87,13.6401,518738.0 @@ -1457,7 +1457,7 @@ DataFrame 2024-11-11 00:00:00,601669.XSHG,中国电建,44300.0,5.89,5.7203,260927.0 2024-11-11 00:00:00,601688.XSHG,华泰证券,26500.0,19.63,17.9515,520195.0 2024-11-11 00:00:00,601728.XSHG,中国电信,20100.0,6.52,6.4245,131052.0 -2024-11-11 00:00:00,601766.XSHG,中国中车,60900.0,8.43,8.4173,513387.0 +2024-11-11 00:00:00,601766.XSHG,中国中车,60900.0,8.43,8.4179,513387.0 2024-11-11 00:00:00,601799.XSHG,星宇股份,1000.0,143.57,137.2,143570.0 2024-11-11 00:00:00,601808.XSHG,中海油服,16600.0,15.66,15.5251,259956.0 2024-11-11 00:00:00,601857.XSHG,中国石油,31700.0,8.09,8.2557,256453.0 @@ -1474,10 +1474,10 @@ DataFrame 2024-11-11 00:00:00,603606.XSHG,东方电缆,1200.0,56.22,57.1292,67464.0 2024-11-11 00:00:00,603986.XSHG,兆易创新,5500.0,99.14,86.6,545270.0 2024-11-11 00:00:00,605499.XSHG,东鹏饮料,2400.0,219.2,211.98,526080.0 -2024-11-11 00:00:00,688008.XSHG,澜起科技,3707.0,78.11,68.2796,289553.77 +2024-11-11 00:00:00,688008.XSHG,澜起科技,3708.0,78.11,68.2806,289631.88 2024-11-11 00:00:00,688111.XSHG,金山办公,1815.0,296.9,248.98,538873.5 2024-11-11 00:00:00,688120.XSHG,华海清科,1299.0,208.9,194.9145,271361.1 -2024-11-11 00:00:00,688188.XSHG,柏楚电子,1248.0,204.08,197.0008,254691.84 +2024-11-11 00:00:00,688188.XSHG,柏楚电子,1235.0,204.08,196.9423,252038.8 2024-11-11 00:00:00,600196.XSHG,复星医药,3200.0,27.48,27.34,87936.0 2024-11-11 00:00:00,600845.XSHG,宝信软件,4400.0,30.51,29.65,134244.0 2024-11-11 00:00:00,600887.XSHG,伊利股份,4300.0,30.01,29.61,129043.0 @@ -1505,7 +1505,7 @@ DataFrame 2024-11-12 00:00:00,000858.XSHE,五粮液,3300.0,154.3,148.5,509190.0 2024-11-12 00:00:00,000963.XSHE,华东医药,14500.0,36.35,33.03,527075.0 2024-11-12 00:00:00,000977.XSHE,浪潮信息,5100.0,55.88,48.0529,284988.0 -2024-11-12 00:00:00,000983.XSHE,山西焦煤,30400.0,8.53,8.2755,259312.0 +2024-11-12 00:00:00,000983.XSHE,山西焦煤,30500.0,8.53,8.2762,260165.0 2024-11-12 00:00:00,001872.XSHE,招商港口,12900.0,20.03,20.1871,258387.0 2024-11-12 00:00:00,001979.XSHE,招商蛇口,21800.0,11.74,11.8018,255932.0 2024-11-12 00:00:00,002001.XSHE,新和成,22200.0,23.3,23.135,517260.0 @@ -1548,8 +1548,8 @@ DataFrame 2024-11-12 00:00:00,600000.XSHG,浦发银行,52100.0,9.66,9.9758,503286.0 2024-11-12 00:00:00,600009.XSHG,上海机场,10800.0,36.35,34.9402,392580.0 2024-11-12 00:00:00,600015.XSHG,华夏银行,19400.0,7.08,7.165,137352.0 -2024-11-12 00:00:00,600016.XSHG,民生银行,48000.0,3.89,3.8875,186720.0 -2024-11-12 00:00:00,600018.XSHG,上港集团,86600.0,5.96,5.9857,516136.0 +2024-11-12 00:00:00,600016.XSHG,民生银行,48000.0,3.89,3.8879,186720.0 +2024-11-12 00:00:00,600018.XSHG,上港集团,86600.0,5.96,5.9859,516136.0 2024-11-12 00:00:00,600019.XSHG,宝钢股份,57500.0,6.61,6.7272,380075.0 2024-11-12 00:00:00,600025.XSHG,华能水电,26700.0,9.58,9.8384,255786.0 2024-11-12 00:00:00,600028.XSHG,中国石化,20700.0,6.18,6.2846,127926.0 @@ -1576,7 +1576,7 @@ DataFrame 2024-11-12 00:00:00,600741.XSHG,华域汽车,31600.0,17.12,15.19,540992.0 2024-11-12 00:00:00,600760.XSHG,中航沈飞,2100.0,55.21,46.3,115941.0 2024-11-12 00:00:00,600809.XSHG,山西汾酒,2300.0,222.0,208.76,510600.0 -2024-11-12 00:00:00,600886.XSHG,国投电力,17200.0,15.11,15.3212,259892.0 +2024-11-12 00:00:00,600886.XSHG,国投电力,17300.0,15.11,15.3203,261403.0 2024-11-12 00:00:00,600893.XSHG,航发动力,5500.0,45.18,41.82,248490.0 2024-11-12 00:00:00,600919.XSHG,江苏银行,57400.0,8.84,8.9375,507416.0 2024-11-12 00:00:00,600926.XSHG,杭州银行,37400.0,13.61,13.6401,509014.0 @@ -1608,7 +1608,7 @@ DataFrame 2024-11-12 00:00:00,601669.XSHG,中国电建,44300.0,5.83,5.7203,258269.0 2024-11-12 00:00:00,601688.XSHG,华泰证券,26500.0,19.42,17.9515,514630.0 2024-11-12 00:00:00,601728.XSHG,中国电信,20100.0,6.36,6.4245,127836.0 -2024-11-12 00:00:00,601766.XSHG,中国中车,60900.0,8.21,8.4173,499989.0 +2024-11-12 00:00:00,601766.XSHG,中国中车,60900.0,8.21,8.4179,499989.0 2024-11-12 00:00:00,601799.XSHG,星宇股份,1000.0,143.74,137.2,143740.0 2024-11-12 00:00:00,601808.XSHG,中海油服,16600.0,15.44,15.5251,256304.0 2024-11-12 00:00:00,601857.XSHG,中国石油,31700.0,8.0,8.2557,253600.0 @@ -1625,10 +1625,10 @@ DataFrame 2024-11-12 00:00:00,603606.XSHG,东方电缆,1200.0,55.78,57.1292,66936.0 2024-11-12 00:00:00,603986.XSHG,兆易创新,5500.0,96.86,86.6,532730.0 2024-11-12 00:00:00,605499.XSHG,东鹏饮料,2400.0,220.33,211.98,528792.0 -2024-11-12 00:00:00,688008.XSHG,澜起科技,3707.0,74.4,68.2796,275800.8 +2024-11-12 00:00:00,688008.XSHG,澜起科技,3708.0,74.4,68.2806,275875.2 2024-11-12 00:00:00,688111.XSHG,金山办公,1815.0,284.09,248.98,515623.35 2024-11-12 00:00:00,688120.XSHG,华海清科,1299.0,211.66,194.9145,274946.34 -2024-11-12 00:00:00,688188.XSHG,柏楚电子,1248.0,205.7,197.0008,256713.6 +2024-11-12 00:00:00,688188.XSHG,柏楚电子,1235.0,205.7,196.9423,254039.5 2024-11-12 00:00:00,600196.XSHG,复星医药,3200.0,27.78,27.34,88896.0 2024-11-12 00:00:00,600845.XSHG,宝信软件,4400.0,29.89,29.65,131516.0 2024-11-12 00:00:00,600887.XSHG,伊利股份,4300.0,29.8,29.61,128140.0 @@ -1656,7 +1656,7 @@ DataFrame 2024-11-13 00:00:00,000858.XSHE,五粮液,3300.0,153.94,148.5,508002.0 2024-11-13 00:00:00,000963.XSHE,华东医药,14500.0,36.38,33.03,527510.0 2024-11-13 00:00:00,000977.XSHE,浪潮信息,5100.0,57.01,48.0529,290751.0 -2024-11-13 00:00:00,000983.XSHE,山西焦煤,30400.0,8.53,8.2755,259312.0 +2024-11-13 00:00:00,000983.XSHE,山西焦煤,30500.0,8.53,8.2762,260165.0 2024-11-13 00:00:00,001872.XSHE,招商港口,12900.0,20.03,20.1871,258387.0 2024-11-13 00:00:00,001979.XSHE,招商蛇口,21800.0,11.67,11.8018,254406.0 2024-11-13 00:00:00,002001.XSHE,新和成,22200.0,23.17,23.135,514374.0 @@ -1699,8 +1699,8 @@ DataFrame 2024-11-13 00:00:00,600000.XSHG,浦发银行,52100.0,9.63,9.9758,501723.0 2024-11-13 00:00:00,600009.XSHG,上海机场,10800.0,36.41,34.9402,393228.0 2024-11-13 00:00:00,600015.XSHG,华夏银行,19400.0,7.13,7.165,138322.0 -2024-11-13 00:00:00,600016.XSHG,民生银行,48000.0,3.8,3.7575,182400.0 -2024-11-13 00:00:00,600018.XSHG,上港集团,86600.0,6.01,5.9857,520466.0 +2024-11-13 00:00:00,600016.XSHG,民生银行,48000.0,3.8,3.7579,182400.0 +2024-11-13 00:00:00,600018.XSHG,上港集团,86600.0,6.01,5.9859,520466.0 2024-11-13 00:00:00,600019.XSHG,宝钢股份,57500.0,6.63,6.7272,381225.0 2024-11-13 00:00:00,600025.XSHG,华能水电,26700.0,9.82,9.8384,262194.0 2024-11-13 00:00:00,600028.XSHG,中国石化,20700.0,6.24,6.2846,129168.0 @@ -1727,7 +1727,7 @@ DataFrame 2024-11-13 00:00:00,600741.XSHG,华域汽车,31600.0,18.02,15.19,569432.0 2024-11-13 00:00:00,600760.XSHG,中航沈飞,2100.0,54.83,46.3,115143.0 2024-11-13 00:00:00,600809.XSHG,山西汾酒,2300.0,223.03,208.76,512969.0 -2024-11-13 00:00:00,600886.XSHG,国投电力,17200.0,15.37,15.3212,264364.0 +2024-11-13 00:00:00,600886.XSHG,国投电力,17300.0,15.37,15.3203,265901.0 2024-11-13 00:00:00,600893.XSHG,航发动力,5500.0,45.11,41.82,248105.0 2024-11-13 00:00:00,600919.XSHG,江苏银行,57400.0,8.97,8.9375,514878.0 2024-11-13 00:00:00,600926.XSHG,杭州银行,37400.0,13.91,13.6401,520234.0 @@ -1759,7 +1759,7 @@ DataFrame 2024-11-13 00:00:00,601669.XSHG,中国电建,44300.0,5.86,5.7203,259598.0 2024-11-13 00:00:00,601688.XSHG,华泰证券,26500.0,19.31,17.9515,511715.0 2024-11-13 00:00:00,601728.XSHG,中国电信,20100.0,6.7,6.4245,134670.0 -2024-11-13 00:00:00,601766.XSHG,中国中车,60900.0,8.35,8.4173,508515.0 +2024-11-13 00:00:00,601766.XSHG,中国中车,60900.0,8.35,8.4179,508515.0 2024-11-13 00:00:00,601799.XSHG,星宇股份,1000.0,144.72,137.2,144720.0 2024-11-13 00:00:00,601808.XSHG,中海油服,16600.0,15.55,15.5251,258130.0 2024-11-13 00:00:00,601857.XSHG,中国石油,31700.0,8.07,8.2557,255819.0 @@ -1776,10 +1776,10 @@ DataFrame 2024-11-13 00:00:00,603606.XSHG,东方电缆,1200.0,55.61,57.1292,66732.0 2024-11-13 00:00:00,603986.XSHG,兆易创新,5500.0,96.31,86.6,529705.0 2024-11-13 00:00:00,605499.XSHG,东鹏饮料,2400.0,219.23,211.98,526152.0 -2024-11-13 00:00:00,688008.XSHG,澜起科技,3707.0,75.39,68.2796,279470.73 +2024-11-13 00:00:00,688008.XSHG,澜起科技,3708.0,75.39,68.2806,279546.12 2024-11-13 00:00:00,688111.XSHG,金山办公,1815.0,313.0,248.98,568095.0 2024-11-13 00:00:00,688120.XSHG,华海清科,1299.0,207.0,194.9145,268893.0 -2024-11-13 00:00:00,688188.XSHG,柏楚电子,1248.0,204.17,197.0008,254804.16 +2024-11-13 00:00:00,688188.XSHG,柏楚电子,1235.0,204.17,196.9423,252149.95 2024-11-13 00:00:00,600196.XSHG,复星医药,3200.0,27.69,27.34,88608.0 2024-11-13 00:00:00,600845.XSHG,宝信软件,4400.0,30.02,29.65,132088.0 2024-11-13 00:00:00,600887.XSHG,伊利股份,4300.0,30.01,29.61,129043.0 @@ -1807,7 +1807,7 @@ DataFrame 2024-11-14 00:00:00,000858.XSHE,五粮液,3300.0,153.49,148.5,506517.0 2024-11-14 00:00:00,000963.XSHE,华东医药,14500.0,35.31,33.03,511995.0 2024-11-14 00:00:00,000977.XSHE,浪潮信息,5100.0,52.4,48.0529,267240.0 -2024-11-14 00:00:00,000983.XSHE,山西焦煤,30400.0,8.33,8.2755,253232.0 +2024-11-14 00:00:00,000983.XSHE,山西焦煤,30500.0,8.33,8.2762,254065.0 2024-11-14 00:00:00,001872.XSHE,招商港口,12900.0,20.32,20.1871,262128.0 2024-11-14 00:00:00,001979.XSHE,招商蛇口,21800.0,11.22,11.8018,244596.0 2024-11-14 00:00:00,002001.XSHE,新和成,22200.0,22.84,23.135,507048.0 @@ -1850,8 +1850,8 @@ DataFrame 2024-11-14 00:00:00,600000.XSHG,浦发银行,52100.0,9.65,9.9758,502765.0 2024-11-14 00:00:00,600009.XSHG,上海机场,10800.0,36.01,34.9402,388908.0 2024-11-14 00:00:00,600015.XSHG,华夏银行,19400.0,7.08,7.165,137352.0 -2024-11-14 00:00:00,600016.XSHG,民生银行,48000.0,3.77,3.7575,180960.0 -2024-11-14 00:00:00,600018.XSHG,上港集团,86600.0,5.94,5.9857,514404.0 +2024-11-14 00:00:00,600016.XSHG,民生银行,48000.0,3.77,3.7579,180960.0 +2024-11-14 00:00:00,600018.XSHG,上港集团,86600.0,5.94,5.9859,514404.0 2024-11-14 00:00:00,600019.XSHG,宝钢股份,57500.0,6.55,6.7272,376625.0 2024-11-14 00:00:00,600025.XSHG,华能水电,26700.0,9.8,9.8384,261660.0 2024-11-14 00:00:00,600028.XSHG,中国石化,20700.0,6.27,6.2846,129789.0 @@ -1878,7 +1878,7 @@ DataFrame 2024-11-14 00:00:00,600741.XSHG,华域汽车,31600.0,16.84,15.19,532144.0 2024-11-14 00:00:00,600760.XSHG,中航沈飞,2100.0,52.13,46.3,109473.0 2024-11-14 00:00:00,600809.XSHG,山西汾酒,2300.0,221.21,208.76,508783.0 -2024-11-14 00:00:00,600886.XSHG,国投电力,17200.0,15.42,15.3212,265224.0 +2024-11-14 00:00:00,600886.XSHG,国投电力,17300.0,15.42,15.3203,266766.0 2024-11-14 00:00:00,600893.XSHG,航发动力,5500.0,43.71,41.82,240405.0 2024-11-14 00:00:00,600919.XSHG,江苏银行,57400.0,9.03,8.9375,518322.0 2024-11-14 00:00:00,600926.XSHG,杭州银行,37400.0,14.11,13.6401,527714.0 @@ -1910,7 +1910,7 @@ DataFrame 2024-11-14 00:00:00,601669.XSHG,中国电建,44300.0,5.84,5.7203,258712.0 2024-11-14 00:00:00,601688.XSHG,华泰证券,26500.0,19.13,17.9515,506945.0 2024-11-14 00:00:00,601728.XSHG,中国电信,20100.0,6.56,6.4245,131856.0 -2024-11-14 00:00:00,601766.XSHG,中国中车,60900.0,8.26,8.4173,503034.0 +2024-11-14 00:00:00,601766.XSHG,中国中车,60900.0,8.26,8.4179,503034.0 2024-11-14 00:00:00,601799.XSHG,星宇股份,1000.0,141.04,137.2,141040.0 2024-11-14 00:00:00,601808.XSHG,中海油服,16600.0,15.3,15.5251,253980.0 2024-11-14 00:00:00,601857.XSHG,中国石油,31700.0,8.03,8.2557,254551.0 @@ -1927,10 +1927,10 @@ DataFrame 2024-11-14 00:00:00,603606.XSHG,东方电缆,1200.0,54.49,57.1292,65388.0 2024-11-14 00:00:00,603986.XSHG,兆易创新,5500.0,92.22,86.6,507210.0 2024-11-14 00:00:00,605499.XSHG,东鹏饮料,2400.0,215.53,211.98,517272.0 -2024-11-14 00:00:00,688008.XSHG,澜起科技,3707.0,71.7,68.2796,265791.9 +2024-11-14 00:00:00,688008.XSHG,澜起科技,3708.0,71.7,68.2806,265863.6 2024-11-14 00:00:00,688111.XSHG,金山办公,1815.0,303.0,248.98,549945.0 2024-11-14 00:00:00,688120.XSHG,华海清科,1299.0,196.46,194.9145,255201.54 -2024-11-14 00:00:00,688188.XSHG,柏楚电子,1248.0,197.6,197.0008,246604.8 +2024-11-14 00:00:00,688188.XSHG,柏楚电子,1235.0,197.6,196.9423,244036.0 2024-11-14 00:00:00,600196.XSHG,复星医药,3200.0,27.06,27.34,86592.0 2024-11-14 00:00:00,600845.XSHG,宝信软件,4400.0,29.0,29.65,127600.0 2024-11-14 00:00:00,600887.XSHG,伊利股份,4300.0,29.61,29.61,127323.0 @@ -1958,7 +1958,7 @@ DataFrame 2024-11-15 00:00:00,000858.XSHE,五粮液,3300.0,151.29,148.5,499257.0 2024-11-15 00:00:00,000963.XSHE,华东医药,14500.0,34.83,33.03,505035.0 2024-11-15 00:00:00,000977.XSHE,浪潮信息,5100.0,49.21,48.0529,250971.0 -2024-11-15 00:00:00,000983.XSHE,山西焦煤,30400.0,8.33,8.2755,253232.0 +2024-11-15 00:00:00,000983.XSHE,山西焦煤,30500.0,8.33,8.2762,254065.0 2024-11-15 00:00:00,001872.XSHE,招商港口,12900.0,20.54,20.1871,264966.0 2024-11-15 00:00:00,001979.XSHE,招商蛇口,21800.0,10.81,11.8018,235658.0 2024-11-15 00:00:00,002001.XSHE,新和成,22200.0,22.41,23.135,497502.0 @@ -2001,8 +2001,8 @@ DataFrame 2024-11-15 00:00:00,600000.XSHG,浦发银行,52100.0,9.54,9.9758,497034.0 2024-11-15 00:00:00,600009.XSHG,上海机场,10800.0,36.29,34.9402,391932.0 2024-11-15 00:00:00,600015.XSHG,华夏银行,19400.0,7.08,7.165,137352.0 -2024-11-15 00:00:00,600016.XSHG,民生银行,48000.0,3.77,3.7575,180960.0 -2024-11-15 00:00:00,600018.XSHG,上港集团,86600.0,6.02,5.9857,521332.0 +2024-11-15 00:00:00,600016.XSHG,民生银行,48000.0,3.77,3.7579,180960.0 +2024-11-15 00:00:00,600018.XSHG,上港集团,86600.0,6.02,5.9859,521332.0 2024-11-15 00:00:00,600019.XSHG,宝钢股份,57500.0,6.58,6.7272,378350.0 2024-11-15 00:00:00,600025.XSHG,华能水电,26700.0,9.6,9.8384,256320.0 2024-11-15 00:00:00,600028.XSHG,中国石化,20700.0,6.32,6.2846,130824.0 @@ -2029,7 +2029,7 @@ DataFrame 2024-11-15 00:00:00,600741.XSHG,华域汽车,31600.0,16.92,15.19,534672.0 2024-11-15 00:00:00,600760.XSHG,中航沈飞,2100.0,50.45,46.3,105945.0 2024-11-15 00:00:00,600809.XSHG,山西汾酒,2300.0,216.82,208.76,498686.0 -2024-11-15 00:00:00,600886.XSHG,国投电力,17200.0,15.39,15.3212,264708.0 +2024-11-15 00:00:00,600886.XSHG,国投电力,17300.0,15.39,15.3203,266247.0 2024-11-15 00:00:00,600893.XSHG,航发动力,5500.0,41.9,41.82,230450.0 2024-11-15 00:00:00,600919.XSHG,江苏银行,57400.0,8.99,8.9375,516026.0 2024-11-15 00:00:00,600926.XSHG,杭州银行,37400.0,13.98,13.6401,522852.0 @@ -2061,7 +2061,7 @@ DataFrame 2024-11-15 00:00:00,601669.XSHG,中国电建,44300.0,5.82,5.7203,257826.0 2024-11-15 00:00:00,601688.XSHG,华泰证券,26500.0,18.51,17.9515,490515.0 2024-11-15 00:00:00,601728.XSHG,中国电信,20100.0,6.7,6.4245,134670.0 -2024-11-15 00:00:00,601766.XSHG,中国中车,60900.0,8.13,8.4173,495117.0 +2024-11-15 00:00:00,601766.XSHG,中国中车,60900.0,8.13,8.4179,495117.0 2024-11-15 00:00:00,601799.XSHG,星宇股份,1000.0,137.7,137.2,137700.0 2024-11-15 00:00:00,601808.XSHG,中海油服,16600.0,15.45,15.5251,256470.0 2024-11-15 00:00:00,601857.XSHG,中国石油,31700.0,8.03,8.2557,254551.0 @@ -2078,10 +2078,10 @@ DataFrame 2024-11-15 00:00:00,603606.XSHG,东方电缆,1200.0,53.78,57.1292,64536.0 2024-11-15 00:00:00,603986.XSHG,兆易创新,5500.0,89.59,86.6,492745.0 2024-11-15 00:00:00,605499.XSHG,东鹏饮料,2400.0,215.71,211.98,517704.0 -2024-11-15 00:00:00,688008.XSHG,澜起科技,3707.0,68.73,68.2796,254782.11 +2024-11-15 00:00:00,688008.XSHG,澜起科技,3708.0,68.73,68.2806,254850.84 2024-11-15 00:00:00,688111.XSHG,金山办公,1815.0,287.88,248.98,522502.2 2024-11-15 00:00:00,688120.XSHG,华海清科,1299.0,182.49,194.9145,237054.51 -2024-11-15 00:00:00,688188.XSHG,柏楚电子,1248.0,192.0,197.0008,239616.0 +2024-11-15 00:00:00,688188.XSHG,柏楚电子,1235.0,192.0,196.9423,237120.0 2024-11-15 00:00:00,600196.XSHG,复星医药,3200.0,26.81,27.34,85792.0 2024-11-15 00:00:00,600845.XSHG,宝信软件,4400.0,28.65,29.65,126060.0 2024-11-15 00:00:00,600887.XSHG,伊利股份,4300.0,29.29,29.61,125947.0 @@ -2089,7 +2089,7 @@ DataFrame 2024-11-15 00:00:00,601916.XSHG,浙商银行,45000.0,2.85,2.91,128250.0 2024-11-18 00:00:00,000001.XSHE,平安银行,11100.0,11.75,11.4378,130425.0 2024-11-18 00:00:00,000063.XSHE,中兴通讯,11500.0,32.29,29.73,371335.0 -2024-11-18 00:00:00,000166.XSHE,申万宏源,69800.0,5.44,5.3837,379712.0 +2024-11-18 00:00:00,000166.XSHE,申万宏源,69900.0,5.44,5.3838,380256.0 2024-11-18 00:00:00,000333.XSHE,美的集团,7000.0,71.05,72.1685,497350.0 2024-11-18 00:00:00,000338.XSHE,潍柴动力,11000.0,13.72,13.46,150920.0 2024-11-18 00:00:00,000423.XSHE,东阿阿胶,2200.0,57.97,58.0814,127534.0 @@ -2106,7 +2106,7 @@ DataFrame 2024-11-18 00:00:00,000858.XSHE,五粮液,3300.0,149.33,148.5,492789.0 2024-11-18 00:00:00,000963.XSHE,华东医药,14500.0,35.27,33.03,511415.0 2024-11-18 00:00:00,000977.XSHE,浪潮信息,7700.0,46.92,48.4909,361284.0 -2024-11-18 00:00:00,000983.XSHE,山西焦煤,15200.0,8.38,8.2755,127376.0 +2024-11-18 00:00:00,000983.XSHE,山西焦煤,15200.0,8.38,8.2762,127376.0 2024-11-18 00:00:00,001872.XSHE,招商港口,18500.0,22.14,20.5845,409590.0 2024-11-18 00:00:00,001979.XSHE,招商蛇口,11700.0,10.92,11.8018,127764.0 2024-11-18 00:00:00,002001.XSHE,新和成,22600.0,22.17,23.1238,501042.0 @@ -2146,8 +2146,8 @@ DataFrame 2024-11-18 00:00:00,600000.XSHG,浦发银行,53100.0,9.83,9.9697,521973.0 2024-11-18 00:00:00,600009.XSHG,上海机场,10500.0,36.18,34.9402,379890.0 2024-11-18 00:00:00,600015.XSHG,华夏银行,11200.0,7.44,7.165,83328.0 -2024-11-18 00:00:00,600016.XSHG,民生银行,82000.0,4.05,3.7876,332100.0 -2024-11-18 00:00:00,600018.XSHG,上港集团,84200.0,6.07,5.9857,511094.0 +2024-11-18 00:00:00,600016.XSHG,民生银行,82000.0,4.05,3.7878,332100.0 +2024-11-18 00:00:00,600018.XSHG,上港集团,84200.0,6.07,5.9859,511094.0 2024-11-18 00:00:00,600019.XSHG,宝钢股份,77000.0,6.8,6.7077,523600.0 2024-11-18 00:00:00,600025.XSHG,华能水电,13200.0,9.67,9.8384,127644.0 2024-11-18 00:00:00,600030.XSHG,中信证券,8100.0,30.67,30.6974,248427.0 @@ -2167,18 +2167,18 @@ DataFrame 2024-11-18 00:00:00,600547.XSHG,山东黄金,15300.0,24.85,25.5136,380205.0 2024-11-18 00:00:00,600585.XSHG,海螺水泥,9900.0,26.36,26.8849,260964.0 2024-11-18 00:00:00,600660.XSHG,福耀玻璃,8800.0,56.7,57.0426,498960.0 -2024-11-18 00:00:00,600663.XSHG,陆家嘴,35800.0,10.68,10.9304,382344.0 +2024-11-18 00:00:00,600663.XSHG,陆家嘴,35900.0,10.68,10.9297,383412.0 2024-11-18 00:00:00,600690.XSHG,海尔智家,17100.0,28.8,29.4,492480.0 2024-11-18 00:00:00,600741.XSHG,华域汽车,22500.0,17.31,15.19,389475.0 2024-11-18 00:00:00,600760.XSHG,中航沈飞,2500.0,49.34,46.9752,123350.0 2024-11-18 00:00:00,600809.XSHG,山西汾酒,2300.0,212.92,208.76,489716.0 -2024-11-18 00:00:00,600886.XSHG,国投电力,24700.0,15.65,15.3421,386555.0 +2024-11-18 00:00:00,600886.XSHG,国投电力,24700.0,15.65,15.3412,386555.0 2024-11-18 00:00:00,600893.XSHG,航发动力,3000.0,41.85,41.82,125550.0 2024-11-18 00:00:00,600919.XSHG,江苏银行,56400.0,9.07,8.9375,511548.0 2024-11-18 00:00:00,600926.XSHG,杭州银行,36200.0,13.92,13.6401,503904.0 2024-11-18 00:00:00,600938.XSHG,中国海油,4900.0,26.05,27.1171,127645.0 2024-11-18 00:00:00,600958.XSHG,东方证券,46900.0,10.71,10.5863,502299.0 -2024-11-18 00:00:00,600968.XSHG,海油发展,118600.0,4.28,4.3734,507608.0 +2024-11-18 00:00:00,600968.XSHG,海油发展,118700.0,4.28,4.3734,508036.0 2024-11-18 00:00:00,600989.XSHG,宝丰能源,32100.0,15.91,16.2112,510711.0 2024-11-18 00:00:00,601006.XSHG,大秦铁路,74500.0,6.82,6.5848,508090.0 2024-11-18 00:00:00,601088.XSHG,中国神华,9500.0,41.43,40.2599,393585.0 @@ -2203,7 +2203,7 @@ DataFrame 2024-11-18 00:00:00,601668.XSHG,中国建筑,62800.0,6.28,6.1723,394384.0 2024-11-18 00:00:00,601669.XSHG,中国电建,65300.0,6.04,5.8038,394412.0 2024-11-18 00:00:00,601688.XSHG,华泰证券,27400.0,18.38,17.9731,503612.0 -2024-11-18 00:00:00,601766.XSHG,中国中车,62300.0,8.37,8.412,521451.0 +2024-11-18 00:00:00,601766.XSHG,中国中车,62300.0,8.37,8.4126,521451.0 2024-11-18 00:00:00,601799.XSHG,星宇股份,1800.0,139.6,138.4356,251280.0 2024-11-18 00:00:00,601808.XSHG,中海油服,8200.0,15.51,15.5251,127182.0 2024-11-18 00:00:00,601857.XSHG,中国石油,47300.0,8.15,8.1846,385495.0 @@ -2218,13 +2218,13 @@ DataFrame 2024-11-18 00:00:00,603606.XSHG,东方电缆,1200.0,54.34,57.1292,65208.0 2024-11-18 00:00:00,603986.XSHG,兆易创新,5700.0,86.46,86.7018,492822.0 2024-11-18 00:00:00,605499.XSHG,东鹏饮料,2300.0,215.8,211.98,496340.0 -2024-11-18 00:00:00,688008.XSHG,澜起科技,5529.0,66.2,68.4247,366019.8 +2024-11-18 00:00:00,688008.XSHG,澜起科技,5529.0,66.2,68.4253,366019.8 2024-11-18 00:00:00,688111.XSHG,金山办公,1815.0,272.24,248.98,494115.6 2024-11-18 00:00:00,688120.XSHG,华海清科,2082.0,182.05,190.2231,379028.1 -2024-11-18 00:00:00,688188.XSHG,柏楚电子,1604.0,188.38,195.9907,302161.52 +2024-11-18 00:00:00,688188.XSHG,柏楚电子,1604.0,188.38,195.9088,302161.52 2024-11-18 00:00:00,600196.XSHG,复星医药,7900.0,26.67,27.0366,210693.0 2024-11-18 00:00:00,600845.XSHG,宝信软件,8800.0,27.81,29.15,244728.0 -2024-11-18 00:00:00,600887.XSHG,伊利股份,8600.0,28.98,29.45,249228.0 +2024-11-18 00:00:00,600887.XSHG,伊利股份,8700.0,28.98,29.4482,252126.0 2024-11-18 00:00:00,601225.XSHG,陕西煤业,10800.0,23.86,23.715,257688.0 2024-11-18 00:00:00,601916.XSHG,浙商银行,44400.0,2.95,2.91,130980.0 2024-11-18 00:00:00,002920.XSHE,德赛西威,1000.0,126.5,124.97,126500.0 @@ -2232,7 +2232,7 @@ DataFrame 2024-11-18 00:00:00,601328.XSHG,交通银行,17800.0,7.29,7.16,129762.0 2024-11-19 00:00:00,000001.XSHE,平安银行,11100.0,11.68,11.4378,129648.0 2024-11-19 00:00:00,000063.XSHE,中兴通讯,11500.0,32.5,29.73,373750.0 -2024-11-19 00:00:00,000166.XSHE,申万宏源,69800.0,5.51,5.3837,384598.0 +2024-11-19 00:00:00,000166.XSHE,申万宏源,69900.0,5.51,5.3838,385149.0 2024-11-19 00:00:00,000333.XSHE,美的集团,7000.0,71.31,72.1685,499170.0 2024-11-19 00:00:00,000338.XSHE,潍柴动力,11000.0,13.87,13.46,152570.0 2024-11-19 00:00:00,000423.XSHE,东阿阿胶,2200.0,58.21,58.0814,128062.0 @@ -2249,7 +2249,7 @@ DataFrame 2024-11-19 00:00:00,000858.XSHE,五粮液,3300.0,148.45,148.5,489885.0 2024-11-19 00:00:00,000963.XSHE,华东医药,14500.0,35.26,33.03,511270.0 2024-11-19 00:00:00,000977.XSHE,浪潮信息,7700.0,48.9,48.4909,376530.0 -2024-11-19 00:00:00,000983.XSHE,山西焦煤,15200.0,8.45,8.2755,128440.0 +2024-11-19 00:00:00,000983.XSHE,山西焦煤,15200.0,8.45,8.2762,128440.0 2024-11-19 00:00:00,001872.XSHE,招商港口,18500.0,21.2,20.5845,392200.0 2024-11-19 00:00:00,001979.XSHE,招商蛇口,11700.0,10.93,11.8018,127881.0 2024-11-19 00:00:00,002001.XSHE,新和成,22600.0,22.31,23.1238,504206.0 @@ -2289,8 +2289,8 @@ DataFrame 2024-11-19 00:00:00,600000.XSHG,浦发银行,53100.0,9.79,9.9697,519849.0 2024-11-19 00:00:00,600009.XSHG,上海机场,10500.0,35.96,34.9402,377580.0 2024-11-19 00:00:00,600015.XSHG,华夏银行,11200.0,7.52,7.165,84224.0 -2024-11-19 00:00:00,600016.XSHG,民生银行,82000.0,4.16,3.7876,341120.0 -2024-11-19 00:00:00,600018.XSHG,上港集团,84200.0,5.97,5.9857,502674.0 +2024-11-19 00:00:00,600016.XSHG,民生银行,82000.0,4.16,3.7878,341120.0 +2024-11-19 00:00:00,600018.XSHG,上港集团,84200.0,5.97,5.9859,502674.0 2024-11-19 00:00:00,600019.XSHG,宝钢股份,77000.0,6.73,6.7077,518210.0 2024-11-19 00:00:00,600025.XSHG,华能水电,13200.0,9.6,9.8384,126720.0 2024-11-19 00:00:00,600030.XSHG,中信证券,8100.0,31.3,30.6974,253530.0 @@ -2310,18 +2310,18 @@ DataFrame 2024-11-19 00:00:00,600547.XSHG,山东黄金,15300.0,25.23,25.5136,386019.0 2024-11-19 00:00:00,600585.XSHG,海螺水泥,9900.0,25.99,26.8849,257301.0 2024-11-19 00:00:00,600660.XSHG,福耀玻璃,8800.0,57.36,57.0426,504768.0 -2024-11-19 00:00:00,600663.XSHG,陆家嘴,35800.0,10.72,10.9304,383776.0 +2024-11-19 00:00:00,600663.XSHG,陆家嘴,35900.0,10.72,10.9297,384848.0 2024-11-19 00:00:00,600690.XSHG,海尔智家,17100.0,28.95,29.4,495045.0 2024-11-19 00:00:00,600741.XSHG,华域汽车,22500.0,16.93,15.19,380925.0 2024-11-19 00:00:00,600760.XSHG,中航沈飞,2500.0,50.05,46.9752,125125.0 2024-11-19 00:00:00,600809.XSHG,山西汾酒,2300.0,209.07,208.76,480861.0 -2024-11-19 00:00:00,600886.XSHG,国投电力,24700.0,15.43,15.3421,381121.0 +2024-11-19 00:00:00,600886.XSHG,国投电力,24700.0,15.43,15.3412,381121.0 2024-11-19 00:00:00,600893.XSHG,航发动力,3000.0,42.15,41.82,126450.0 2024-11-19 00:00:00,600919.XSHG,江苏银行,56400.0,9.06,8.9375,510984.0 2024-11-19 00:00:00,600926.XSHG,杭州银行,36200.0,13.91,13.6401,503542.0 2024-11-19 00:00:00,600938.XSHG,中国海油,4900.0,26.4,27.1171,129360.0 2024-11-19 00:00:00,600958.XSHG,东方证券,46900.0,10.78,10.5863,505582.0 -2024-11-19 00:00:00,600968.XSHG,海油发展,118600.0,4.33,4.3734,513538.0 +2024-11-19 00:00:00,600968.XSHG,海油发展,118700.0,4.33,4.3734,513971.0 2024-11-19 00:00:00,600989.XSHG,宝丰能源,32100.0,16.21,16.2112,520341.0 2024-11-19 00:00:00,601006.XSHG,大秦铁路,74500.0,6.76,6.5848,503620.0 2024-11-19 00:00:00,601088.XSHG,中国神华,9500.0,41.11,40.2599,390545.0 @@ -2346,7 +2346,7 @@ DataFrame 2024-11-19 00:00:00,601668.XSHG,中国建筑,62800.0,6.1,6.1723,383080.0 2024-11-19 00:00:00,601669.XSHG,中国电建,65300.0,5.85,5.8038,382005.0 2024-11-19 00:00:00,601688.XSHG,华泰证券,27400.0,18.48,17.9731,506352.0 -2024-11-19 00:00:00,601766.XSHG,中国中车,62300.0,8.17,8.412,508991.0 +2024-11-19 00:00:00,601766.XSHG,中国中车,62300.0,8.17,8.4126,508991.0 2024-11-19 00:00:00,601799.XSHG,星宇股份,1800.0,143.31,138.4356,257958.0 2024-11-19 00:00:00,601808.XSHG,中海油服,8200.0,15.52,15.5251,127264.0 2024-11-19 00:00:00,601857.XSHG,中国石油,47300.0,8.13,8.1846,384549.0 @@ -2361,13 +2361,13 @@ DataFrame 2024-11-19 00:00:00,603606.XSHG,东方电缆,1200.0,54.9,57.1292,65880.0 2024-11-19 00:00:00,603986.XSHG,兆易创新,5700.0,88.76,86.7018,505932.0 2024-11-19 00:00:00,605499.XSHG,东鹏饮料,2300.0,219.83,211.98,505609.0 -2024-11-19 00:00:00,688008.XSHG,澜起科技,5529.0,68.16,68.4247,376856.64 +2024-11-19 00:00:00,688008.XSHG,澜起科技,5529.0,68.16,68.4253,376856.64 2024-11-19 00:00:00,688111.XSHG,金山办公,1815.0,278.99,248.98,506366.85 2024-11-19 00:00:00,688120.XSHG,华海清科,2082.0,187.8,190.2231,390999.6 -2024-11-19 00:00:00,688188.XSHG,柏楚电子,1604.0,194.61,195.9907,312154.44 +2024-11-19 00:00:00,688188.XSHG,柏楚电子,1604.0,194.61,195.9088,312154.44 2024-11-19 00:00:00,600196.XSHG,复星医药,7900.0,26.85,27.0366,212115.0 2024-11-19 00:00:00,600845.XSHG,宝信软件,8800.0,28.01,29.15,246488.0 -2024-11-19 00:00:00,600887.XSHG,伊利股份,8600.0,28.87,29.45,248282.0 +2024-11-19 00:00:00,600887.XSHG,伊利股份,8700.0,28.87,29.4482,251169.0 2024-11-19 00:00:00,601225.XSHG,陕西煤业,10800.0,23.71,23.715,256068.0 2024-11-19 00:00:00,601916.XSHG,浙商银行,44400.0,2.95,2.91,130980.0 2024-11-19 00:00:00,002920.XSHE,德赛西威,1000.0,132.0,124.97,132000.0 @@ -2375,7 +2375,7 @@ DataFrame 2024-11-19 00:00:00,601328.XSHG,交通银行,17800.0,7.24,7.16,128872.0 2024-11-20 00:00:00,000001.XSHE,平安银行,11100.0,11.64,11.4378,129204.0 2024-11-20 00:00:00,000063.XSHE,中兴通讯,11500.0,32.4,29.73,372600.0 -2024-11-20 00:00:00,000166.XSHE,申万宏源,69800.0,5.49,5.3837,383202.0 +2024-11-20 00:00:00,000166.XSHE,申万宏源,69900.0,5.49,5.3838,383751.0 2024-11-20 00:00:00,000333.XSHE,美的集团,7000.0,71.43,72.1685,500010.0 2024-11-20 00:00:00,000338.XSHE,潍柴动力,11000.0,13.91,13.46,153010.0 2024-11-20 00:00:00,000423.XSHE,东阿阿胶,2200.0,58.44,58.0814,128568.0 @@ -2392,7 +2392,7 @@ DataFrame 2024-11-20 00:00:00,000858.XSHE,五粮液,3300.0,149.6,148.5,493680.0 2024-11-20 00:00:00,000963.XSHE,华东医药,14500.0,36.4,33.03,527800.0 2024-11-20 00:00:00,000977.XSHE,浪潮信息,7700.0,48.89,48.4909,376453.0 -2024-11-20 00:00:00,000983.XSHE,山西焦煤,15200.0,8.52,8.2755,129504.0 +2024-11-20 00:00:00,000983.XSHE,山西焦煤,15200.0,8.52,8.2762,129504.0 2024-11-20 00:00:00,001872.XSHE,招商港口,18500.0,20.91,20.5845,386835.0 2024-11-20 00:00:00,001979.XSHE,招商蛇口,11700.0,11.02,11.8018,128934.0 2024-11-20 00:00:00,002001.XSHE,新和成,22600.0,22.39,23.1238,506014.0 @@ -2432,8 +2432,8 @@ DataFrame 2024-11-20 00:00:00,600000.XSHG,浦发银行,53100.0,9.71,9.9697,515601.0 2024-11-20 00:00:00,600009.XSHG,上海机场,10500.0,36.02,34.9402,378210.0 2024-11-20 00:00:00,600015.XSHG,华夏银行,11200.0,7.46,7.165,83552.0 -2024-11-20 00:00:00,600016.XSHG,民生银行,82000.0,4.06,3.7876,332920.0 -2024-11-20 00:00:00,600018.XSHG,上港集团,84200.0,6.0,5.9857,505200.0 +2024-11-20 00:00:00,600016.XSHG,民生银行,82000.0,4.06,3.7878,332920.0 +2024-11-20 00:00:00,600018.XSHG,上港集团,84200.0,6.0,5.9859,505200.0 2024-11-20 00:00:00,600019.XSHG,宝钢股份,77000.0,6.73,6.7077,518210.0 2024-11-20 00:00:00,600025.XSHG,华能水电,13200.0,9.65,9.8384,127380.0 2024-11-20 00:00:00,600030.XSHG,中信证券,8100.0,31.74,30.6974,257094.0 @@ -2453,18 +2453,18 @@ DataFrame 2024-11-20 00:00:00,600547.XSHG,山东黄金,15300.0,25.15,25.5136,384795.0 2024-11-20 00:00:00,600585.XSHG,海螺水泥,9900.0,26.07,26.8849,258093.0 2024-11-20 00:00:00,600660.XSHG,福耀玻璃,8800.0,57.13,57.0426,502744.0 -2024-11-20 00:00:00,600663.XSHG,陆家嘴,35800.0,10.69,10.9304,382702.0 +2024-11-20 00:00:00,600663.XSHG,陆家嘴,35900.0,10.69,10.9297,383771.0 2024-11-20 00:00:00,600690.XSHG,海尔智家,17100.0,28.93,29.4,494703.0 2024-11-20 00:00:00,600741.XSHG,华域汽车,22500.0,16.9,15.19,380250.0 2024-11-20 00:00:00,600760.XSHG,中航沈飞,2500.0,50.8,46.9752,127000.0 2024-11-20 00:00:00,600809.XSHG,山西汾酒,2300.0,210.0,208.76,483000.0 -2024-11-20 00:00:00,600886.XSHG,国投电力,24700.0,15.51,15.3421,383097.0 +2024-11-20 00:00:00,600886.XSHG,国投电力,24700.0,15.51,15.3412,383097.0 2024-11-20 00:00:00,600893.XSHG,航发动力,3000.0,42.7,41.82,128100.0 2024-11-20 00:00:00,600919.XSHG,江苏银行,56400.0,9.02,8.9375,508728.0 2024-11-20 00:00:00,600926.XSHG,杭州银行,36200.0,13.8,13.6401,499560.0 2024-11-20 00:00:00,600938.XSHG,中国海油,4900.0,26.53,27.1171,129997.0 2024-11-20 00:00:00,600958.XSHG,东方证券,46900.0,11.03,10.5863,517307.0 -2024-11-20 00:00:00,600968.XSHG,海油发展,118600.0,4.3,4.3734,509980.0 +2024-11-20 00:00:00,600968.XSHG,海油发展,118700.0,4.3,4.3734,510410.0 2024-11-20 00:00:00,600989.XSHG,宝丰能源,32100.0,16.62,16.2112,533502.0 2024-11-20 00:00:00,601006.XSHG,大秦铁路,74500.0,6.74,6.5848,502130.0 2024-11-20 00:00:00,601088.XSHG,中国神华,9500.0,41.04,40.2599,389880.0 @@ -2489,7 +2489,7 @@ DataFrame 2024-11-20 00:00:00,601668.XSHG,中国建筑,62800.0,6.1,6.1723,383080.0 2024-11-20 00:00:00,601669.XSHG,中国电建,65300.0,5.81,5.8038,379393.0 2024-11-20 00:00:00,601688.XSHG,华泰证券,27400.0,18.47,17.9731,506078.0 -2024-11-20 00:00:00,601766.XSHG,中国中车,62300.0,8.15,8.412,507745.0 +2024-11-20 00:00:00,601766.XSHG,中国中车,62300.0,8.15,8.4126,507745.0 2024-11-20 00:00:00,601799.XSHG,星宇股份,1800.0,143.88,138.4356,258984.0 2024-11-20 00:00:00,601808.XSHG,中海油服,8200.0,15.5,15.5251,127100.0 2024-11-20 00:00:00,601857.XSHG,中国石油,47300.0,8.13,8.1846,384549.0 @@ -2504,13 +2504,13 @@ DataFrame 2024-11-20 00:00:00,603606.XSHG,东方电缆,1200.0,55.81,57.1292,66972.0 2024-11-20 00:00:00,603986.XSHG,兆易创新,5700.0,88.31,86.7018,503367.0 2024-11-20 00:00:00,605499.XSHG,东鹏饮料,2300.0,218.5,211.98,502550.0 -2024-11-20 00:00:00,688008.XSHG,澜起科技,5529.0,67.96,68.4247,375750.84 +2024-11-20 00:00:00,688008.XSHG,澜起科技,5529.0,67.96,68.4253,375750.84 2024-11-20 00:00:00,688111.XSHG,金山办公,1815.0,288.07,248.98,522847.05 2024-11-20 00:00:00,688120.XSHG,华海清科,2082.0,187.31,190.2231,389979.42 -2024-11-20 00:00:00,688188.XSHG,柏楚电子,1604.0,195.02,195.9907,312812.08 +2024-11-20 00:00:00,688188.XSHG,柏楚电子,1604.0,195.02,195.9088,312812.08 2024-11-20 00:00:00,600196.XSHG,复星医药,7900.0,27.27,27.0366,215433.0 2024-11-20 00:00:00,600845.XSHG,宝信软件,8800.0,28.07,29.15,247016.0 -2024-11-20 00:00:00,600887.XSHG,伊利股份,8600.0,29.04,29.45,249744.0 +2024-11-20 00:00:00,600887.XSHG,伊利股份,8700.0,29.04,29.4482,252648.0 2024-11-20 00:00:00,601225.XSHG,陕西煤业,10800.0,23.9,23.715,258120.0 2024-11-20 00:00:00,601916.XSHG,浙商银行,44400.0,2.94,2.91,130536.0 2024-11-20 00:00:00,002920.XSHE,德赛西威,1000.0,134.29,124.97,134290.0 @@ -2518,7 +2518,7 @@ DataFrame 2024-11-20 00:00:00,601328.XSHG,交通银行,17800.0,7.19,7.16,127982.0 2024-11-21 00:00:00,000001.XSHE,平安银行,11100.0,11.59,11.4378,128649.0 2024-11-21 00:00:00,000063.XSHE,中兴通讯,11500.0,32.29,29.73,371335.0 -2024-11-21 00:00:00,000166.XSHE,申万宏源,69800.0,5.52,5.3837,385296.0 +2024-11-21 00:00:00,000166.XSHE,申万宏源,69900.0,5.52,5.3838,385848.0 2024-11-21 00:00:00,000333.XSHE,美的集团,7000.0,70.84,72.1685,495880.0 2024-11-21 00:00:00,000338.XSHE,潍柴动力,11000.0,14.09,13.46,154990.0 2024-11-21 00:00:00,000423.XSHE,东阿阿胶,2200.0,58.25,58.0814,128150.0 @@ -2535,7 +2535,7 @@ DataFrame 2024-11-21 00:00:00,000858.XSHE,五粮液,3300.0,149.5,148.5,493350.0 2024-11-21 00:00:00,000963.XSHE,华东医药,14500.0,36.58,33.03,530410.0 2024-11-21 00:00:00,000977.XSHE,浪潮信息,7700.0,49.26,48.4909,379302.0 -2024-11-21 00:00:00,000983.XSHE,山西焦煤,15200.0,8.54,8.2755,129808.0 +2024-11-21 00:00:00,000983.XSHE,山西焦煤,15200.0,8.54,8.2762,129808.0 2024-11-21 00:00:00,001872.XSHE,招商港口,18500.0,20.76,20.5845,384060.0 2024-11-21 00:00:00,001979.XSHE,招商蛇口,11700.0,10.9,11.8018,127530.0 2024-11-21 00:00:00,002001.XSHE,新和成,22600.0,22.36,23.1238,505336.0 @@ -2575,8 +2575,8 @@ DataFrame 2024-11-21 00:00:00,600000.XSHG,浦发银行,53100.0,9.72,9.9697,516132.0 2024-11-21 00:00:00,600009.XSHG,上海机场,10500.0,35.83,34.9402,376215.0 2024-11-21 00:00:00,600015.XSHG,华夏银行,11200.0,7.42,7.165,83104.0 -2024-11-21 00:00:00,600016.XSHG,民生银行,82000.0,3.99,3.7876,327180.0 -2024-11-21 00:00:00,600018.XSHG,上港集团,84200.0,5.97,5.9857,502674.0 +2024-11-21 00:00:00,600016.XSHG,民生银行,82000.0,3.99,3.7878,327180.0 +2024-11-21 00:00:00,600018.XSHG,上港集团,84200.0,5.97,5.9859,502674.0 2024-11-21 00:00:00,600019.XSHG,宝钢股份,77000.0,6.77,6.7077,521290.0 2024-11-21 00:00:00,600025.XSHG,华能水电,13200.0,9.67,9.8384,127644.0 2024-11-21 00:00:00,600030.XSHG,中信证券,8100.0,31.89,30.6974,258309.0 @@ -2596,18 +2596,18 @@ DataFrame 2024-11-21 00:00:00,600547.XSHG,山东黄金,15300.0,25.58,25.5136,391374.0 2024-11-21 00:00:00,600585.XSHG,海螺水泥,9900.0,25.83,26.8849,255717.0 2024-11-21 00:00:00,600660.XSHG,福耀玻璃,8800.0,57.07,57.0426,502216.0 -2024-11-21 00:00:00,600663.XSHG,陆家嘴,35800.0,10.65,10.9304,381270.0 +2024-11-21 00:00:00,600663.XSHG,陆家嘴,35900.0,10.65,10.9297,382335.0 2024-11-21 00:00:00,600690.XSHG,海尔智家,17100.0,28.8,29.4,492480.0 2024-11-21 00:00:00,600741.XSHG,华域汽车,22500.0,16.69,15.19,375525.0 2024-11-21 00:00:00,600760.XSHG,中航沈飞,2500.0,50.03,46.9752,125075.0 2024-11-21 00:00:00,600809.XSHG,山西汾酒,2300.0,208.48,208.76,479504.0 -2024-11-21 00:00:00,600886.XSHG,国投电力,24700.0,15.7,15.3421,387790.0 +2024-11-21 00:00:00,600886.XSHG,国投电力,24700.0,15.7,15.3412,387790.0 2024-11-21 00:00:00,600893.XSHG,航发动力,3000.0,42.3,41.82,126900.0 2024-11-21 00:00:00,600919.XSHG,江苏银行,56400.0,9.04,8.9375,509856.0 2024-11-21 00:00:00,600926.XSHG,杭州银行,36200.0,13.76,13.6401,498112.0 2024-11-21 00:00:00,600938.XSHG,中国海油,4900.0,26.45,27.1171,129605.0 2024-11-21 00:00:00,600958.XSHG,东方证券,46900.0,11.26,10.5863,528094.0 -2024-11-21 00:00:00,600968.XSHG,海油发展,118600.0,4.27,4.3734,506422.0 +2024-11-21 00:00:00,600968.XSHG,海油发展,118700.0,4.27,4.3734,506849.0 2024-11-21 00:00:00,600989.XSHG,宝丰能源,32100.0,16.55,16.2112,531255.0 2024-11-21 00:00:00,601006.XSHG,大秦铁路,74500.0,6.74,6.5848,502130.0 2024-11-21 00:00:00,601088.XSHG,中国神华,9500.0,41.19,40.2599,391305.0 @@ -2632,7 +2632,7 @@ DataFrame 2024-11-21 00:00:00,601668.XSHG,中国建筑,62800.0,6.11,6.1723,383708.0 2024-11-21 00:00:00,601669.XSHG,中国电建,65300.0,5.77,5.8038,376781.0 2024-11-21 00:00:00,601688.XSHG,华泰证券,27400.0,18.47,17.9731,506078.0 -2024-11-21 00:00:00,601766.XSHG,中国中车,62300.0,8.17,8.412,508991.0 +2024-11-21 00:00:00,601766.XSHG,中国中车,62300.0,8.17,8.4126,508991.0 2024-11-21 00:00:00,601799.XSHG,星宇股份,1800.0,144.63,138.4356,260334.0 2024-11-21 00:00:00,601808.XSHG,中海油服,8200.0,15.38,15.5251,126116.0 2024-11-21 00:00:00,601857.XSHG,中国石油,47300.0,8.11,8.1846,383603.0 @@ -2647,13 +2647,13 @@ DataFrame 2024-11-21 00:00:00,603606.XSHG,东方电缆,1200.0,55.1,57.1292,66120.0 2024-11-21 00:00:00,603986.XSHG,兆易创新,5700.0,88.32,86.7018,503424.0 2024-11-21 00:00:00,605499.XSHG,东鹏饮料,2300.0,219.59,211.98,505057.0 -2024-11-21 00:00:00,688008.XSHG,澜起科技,5529.0,67.6,68.4247,373760.4 +2024-11-21 00:00:00,688008.XSHG,澜起科技,5529.0,67.6,68.4253,373760.4 2024-11-21 00:00:00,688111.XSHG,金山办公,1815.0,313.11,248.98,568294.65 2024-11-21 00:00:00,688120.XSHG,华海清科,2082.0,189.0,190.2231,393498.0 -2024-11-21 00:00:00,688188.XSHG,柏楚电子,1604.0,188.89,195.9907,302979.56 +2024-11-21 00:00:00,688188.XSHG,柏楚电子,1604.0,188.89,195.9088,302979.56 2024-11-21 00:00:00,600196.XSHG,复星医药,7900.0,27.29,27.0366,215591.0 2024-11-21 00:00:00,600845.XSHG,宝信软件,8800.0,28.13,29.15,247544.0 -2024-11-21 00:00:00,600887.XSHG,伊利股份,8600.0,29.17,29.45,250862.0 +2024-11-21 00:00:00,600887.XSHG,伊利股份,8700.0,29.17,29.4482,253779.0 2024-11-21 00:00:00,601225.XSHG,陕西煤业,10800.0,24.05,23.715,259740.0 2024-11-21 00:00:00,601916.XSHG,浙商银行,44400.0,2.92,2.91,129648.0 2024-11-21 00:00:00,002920.XSHE,德赛西威,1000.0,132.9,124.97,132900.0 @@ -2661,7 +2661,7 @@ DataFrame 2024-11-21 00:00:00,601328.XSHG,交通银行,17800.0,7.21,7.16,128338.0 2024-11-22 00:00:00,000001.XSHE,平安银行,11100.0,11.28,11.4378,125208.0 2024-11-22 00:00:00,000063.XSHE,中兴通讯,11500.0,30.95,29.73,355925.0 -2024-11-22 00:00:00,000166.XSHE,申万宏源,69800.0,5.28,5.3837,368544.0 +2024-11-22 00:00:00,000166.XSHE,申万宏源,69900.0,5.28,5.3838,369072.0 2024-11-22 00:00:00,000333.XSHE,美的集团,7000.0,70.39,72.1685,492730.0 2024-11-22 00:00:00,000338.XSHE,潍柴动力,11000.0,13.51,13.46,148610.0 2024-11-22 00:00:00,000423.XSHE,东阿阿胶,2200.0,56.6,58.0814,124520.0 @@ -2678,7 +2678,7 @@ DataFrame 2024-11-22 00:00:00,000858.XSHE,五粮液,3300.0,144.89,148.5,478137.0 2024-11-22 00:00:00,000963.XSHE,华东医药,14500.0,35.11,33.03,509095.0 2024-11-22 00:00:00,000977.XSHE,浪潮信息,7700.0,47.71,48.4909,367367.0 -2024-11-22 00:00:00,000983.XSHE,山西焦煤,15200.0,8.27,8.2755,125704.0 +2024-11-22 00:00:00,000983.XSHE,山西焦煤,15200.0,8.27,8.2762,125704.0 2024-11-22 00:00:00,001872.XSHE,招商港口,18500.0,19.9,20.5845,368150.0 2024-11-22 00:00:00,001979.XSHE,招商蛇口,11700.0,10.53,11.8018,123201.0 2024-11-22 00:00:00,002001.XSHE,新和成,22600.0,21.7,23.1238,490420.0 @@ -2718,8 +2718,8 @@ DataFrame 2024-11-22 00:00:00,600000.XSHG,浦发银行,53100.0,9.48,9.9697,503388.0 2024-11-22 00:00:00,600009.XSHG,上海机场,10500.0,34.82,34.9402,365610.0 2024-11-22 00:00:00,600015.XSHG,华夏银行,11200.0,7.18,7.165,80416.0 -2024-11-22 00:00:00,600016.XSHG,民生银行,82000.0,3.87,3.7876,317340.0 -2024-11-22 00:00:00,600018.XSHG,上港集团,84200.0,5.82,5.9857,490044.0 +2024-11-22 00:00:00,600016.XSHG,民生银行,82000.0,3.87,3.7878,317340.0 +2024-11-22 00:00:00,600018.XSHG,上港集团,84200.0,5.82,5.9859,490044.0 2024-11-22 00:00:00,600019.XSHG,宝钢股份,77000.0,6.56,6.7077,505120.0 2024-11-22 00:00:00,600025.XSHG,华能水电,13200.0,9.42,9.8384,124344.0 2024-11-22 00:00:00,600030.XSHG,中信证券,8100.0,30.33,30.6974,245673.0 @@ -2739,18 +2739,18 @@ DataFrame 2024-11-22 00:00:00,600547.XSHG,山东黄金,15300.0,25.23,25.5136,386019.0 2024-11-22 00:00:00,600585.XSHG,海螺水泥,9900.0,25.31,26.8849,250569.0 2024-11-22 00:00:00,600660.XSHG,福耀玻璃,8800.0,56.01,57.0426,492888.0 -2024-11-22 00:00:00,600663.XSHG,陆家嘴,35800.0,10.3,10.9304,368740.0 +2024-11-22 00:00:00,600663.XSHG,陆家嘴,35900.0,10.3,10.9297,369770.0 2024-11-22 00:00:00,600690.XSHG,海尔智家,17100.0,28.9,29.4,494190.0 2024-11-22 00:00:00,600741.XSHG,华域汽车,22500.0,16.31,15.19,366975.0 2024-11-22 00:00:00,600760.XSHG,中航沈飞,2500.0,49.4,46.9752,123500.0 2024-11-22 00:00:00,600809.XSHG,山西汾酒,2300.0,199.4,208.76,458620.0 -2024-11-22 00:00:00,600886.XSHG,国投电力,24700.0,15.29,15.3421,377663.0 +2024-11-22 00:00:00,600886.XSHG,国投电力,24700.0,15.29,15.3412,377663.0 2024-11-22 00:00:00,600893.XSHG,航发动力,3000.0,41.18,41.82,123540.0 2024-11-22 00:00:00,600919.XSHG,江苏银行,56400.0,8.86,8.9375,499704.0 2024-11-22 00:00:00,600926.XSHG,杭州银行,36200.0,13.45,13.6401,486890.0 2024-11-22 00:00:00,600938.XSHG,中国海油,4900.0,26.21,27.1171,128429.0 2024-11-22 00:00:00,600958.XSHG,东方证券,46900.0,10.43,10.5863,489167.0 -2024-11-22 00:00:00,600968.XSHG,海油发展,118600.0,4.09,4.3734,485074.0 +2024-11-22 00:00:00,600968.XSHG,海油发展,118700.0,4.09,4.3734,485483.0 2024-11-22 00:00:00,600989.XSHG,宝丰能源,32100.0,16.03,16.2112,514563.0 2024-11-22 00:00:00,601006.XSHG,大秦铁路,74500.0,6.67,6.5848,496915.0 2024-11-22 00:00:00,601088.XSHG,中国神华,9500.0,39.8,40.2599,378100.0 @@ -2775,7 +2775,7 @@ DataFrame 2024-11-22 00:00:00,601668.XSHG,中国建筑,62800.0,5.95,6.1723,373660.0 2024-11-22 00:00:00,601669.XSHG,中国电建,65300.0,5.58,5.8038,364374.0 2024-11-22 00:00:00,601688.XSHG,华泰证券,27400.0,17.53,17.9731,480322.0 -2024-11-22 00:00:00,601766.XSHG,中国中车,62300.0,7.93,8.412,494039.0 +2024-11-22 00:00:00,601766.XSHG,中国中车,62300.0,7.93,8.4126,494039.0 2024-11-22 00:00:00,601799.XSHG,星宇股份,1800.0,134.42,138.4356,241956.0 2024-11-22 00:00:00,601808.XSHG,中海油服,8200.0,14.9,15.5251,122180.0 2024-11-22 00:00:00,601857.XSHG,中国石油,47300.0,8.01,8.1846,378873.0 @@ -2790,13 +2790,13 @@ DataFrame 2024-11-22 00:00:00,603606.XSHG,东方电缆,1200.0,54.33,57.1292,65196.0 2024-11-22 00:00:00,603986.XSHG,兆易创新,5700.0,84.38,86.7018,480966.0 2024-11-22 00:00:00,605499.XSHG,东鹏饮料,2300.0,213.77,211.98,491671.0 -2024-11-22 00:00:00,688008.XSHG,澜起科技,5529.0,63.91,68.4247,353358.39 +2024-11-22 00:00:00,688008.XSHG,澜起科技,5529.0,63.91,68.4253,353358.39 2024-11-22 00:00:00,688111.XSHG,金山办公,1815.0,305.5,248.98,554482.5 2024-11-22 00:00:00,688120.XSHG,华海清科,2082.0,181.57,190.2231,378028.74 -2024-11-22 00:00:00,688188.XSHG,柏楚电子,1604.0,181.35,195.9907,290885.4 +2024-11-22 00:00:00,688188.XSHG,柏楚电子,1604.0,181.35,195.9088,290885.4 2024-11-22 00:00:00,600196.XSHG,复星医药,7900.0,26.24,27.0366,207296.0 2024-11-22 00:00:00,600845.XSHG,宝信软件,8800.0,28.3,29.15,249040.0 -2024-11-22 00:00:00,600887.XSHG,伊利股份,8600.0,28.4,29.45,244240.0 +2024-11-22 00:00:00,600887.XSHG,伊利股份,8700.0,28.4,29.4482,247080.0 2024-11-22 00:00:00,601225.XSHG,陕西煤业,10800.0,23.41,23.715,252828.0 2024-11-22 00:00:00,601916.XSHG,浙商银行,44400.0,2.85,2.91,126540.0 2024-11-22 00:00:00,002920.XSHE,德赛西威,1000.0,129.8,124.97,129800.0 @@ -2807,41 +2807,41 @@ DataFrame DataFrame {"shape":[15,4],"dtypes":{"cash":"float64","transaction_cost":"float64","market_value":"float64","total_value":"float64"},"index_dtype":"datetime64[ns]","index_name":"date","columns":["cash","transaction_cost","market_value","total_value"]} ,cash,transaction_cost,market_value,total_value -2024-11-04 00:00:00,18011.1318,39953.6282,50507925.27,50525936.4018 -2024-11-05 00:00:00,18011.1318,0.0,51654945.3,51672956.4318 -2024-11-06 00:00:00,31294.1318,0.0,51333870.17,51365164.3018 -2024-11-07 00:00:00,37524.1318,0.0,52719581.99,52757106.1218 -2024-11-08 00:00:00,16935.2196,2314.3522,52326558.82,52343494.0396 -2024-11-11 00:00:00,105.4718,10634.7878,52325840.21,52325945.6818 -2024-11-12 00:00:00,105.4718,0.0,51846038.09,51846143.5618 -2024-11-13 00:00:00,7405.4718,0.0,52181066.89,52188472.3618 -2024-11-14 00:00:00,7405.4718,0.0,51307960.24,51315365.7118 -2024-11-15 00:00:00,9025.4718,0.0,50622527.82,50631553.2918 -2024-11-18 00:00:00,41947.7427,10802.169,50398072.02,50440019.7627 -2024-11-19 00:00:00,41947.7427,0.0,50664743.53,50706691.2727 -2024-11-20 00:00:00,41947.7427,0.0,50845595.39,50887543.1327 -2024-11-21 00:00:00,50667.7427,0.0,50878055.61,50928723.3527 -2024-11-22 00:00:00,50667.7427,0.0,49273377.03,49324044.7727 +2024-11-04 00:00:00,19707.4878,39952.2722,50506216.27,50525923.7578 +2024-11-05 00:00:00,19707.4878,0.0,51653194.3,51672901.7878 +2024-11-06 00:00:00,32990.4878,0.0,51332138.17,51365128.6578 +2024-11-07 00:00:00,39220.4878,0.0,52717792.99,52757013.4778 +2024-11-08 00:00:00,15082.8887,2315.0391,52328278.82,52343361.7087 +2024-11-11 00:00:00,149.9371,10633.2715,52325630.28,52325780.2171 +2024-11-12 00:00:00,149.9371,0.0,51845802.39,51845952.3271 +2024-11-13 00:00:00,7449.9371,0.0,52180878.07,52188328.0071 +2024-11-14 00:00:00,7449.9371,0.0,51307838.14,51315288.0771 +2024-11-15 00:00:00,9069.9371,0.0,50622472.55,50631542.4871 +2024-11-18 00:00:00,36956.859,10807.3882,50403010.02,50439966.879 +2024-11-19 00:00:00,36956.859,0.0,50669686.53,50706643.389 +2024-11-20 00:00:00,36956.859,0.0,50850547.39,50887504.249 +2024-11-21 00:00:00,45676.859,0.0,50883016.61,50928693.469 +2024-11-22 00:00:00,45676.859,0.0,49278184.03,49323860.889 [portfolio] DataFrame {"shape":[15,6],"dtypes":{"cash":"float64","total_value":"float64","market_value":"float64","unit_net_value":"float64","units":"float64","static_unit_net_value":"float64"},"index_dtype":"datetime64[ns]","index_name":"date","columns":["cash","total_value","market_value","unit_net_value","units","static_unit_net_value"]} ,cash,total_value,market_value,unit_net_value,units,static_unit_net_value -2024-11-04 00:00:00,18011.1318,50525936.4018,50507925.27,1.010519,50000000.0,1.0 -2024-11-05 00:00:00,18011.1318,51672956.4318,51654945.3,1.033459,50000000.0,1.0105 -2024-11-06 00:00:00,31294.1318,51365164.3018,51333870.17,1.027303,50000000.0,1.0335 -2024-11-07 00:00:00,37524.1318,52757106.1218,52719581.99,1.055142,50000000.0,1.0273 -2024-11-08 00:00:00,16935.2196,52343494.0396,52326558.82,1.04687,50000000.0,1.0551 -2024-11-11 00:00:00,105.4718,52325945.6818,52325840.21,1.046519,50000000.0,1.0469 -2024-11-12 00:00:00,105.4718,51846143.5618,51846038.09,1.036923,50000000.0,1.0465 -2024-11-13 00:00:00,7405.4718,52188472.3618,52181066.89,1.043769,50000000.0,1.0369 -2024-11-14 00:00:00,7405.4718,51315365.7118,51307960.24,1.026307,50000000.0,1.0438 -2024-11-15 00:00:00,9025.4718,50631553.2918,50622527.82,1.012631,50000000.0,1.0263 -2024-11-18 00:00:00,41947.7427,50440019.7627,50398072.02,1.0088,50000000.0,1.0126 -2024-11-19 00:00:00,41947.7427,50706691.2727,50664743.53,1.014134,50000000.0,1.0088 -2024-11-20 00:00:00,41947.7427,50887543.1327,50845595.39,1.017751,50000000.0,1.0141 -2024-11-21 00:00:00,50667.7427,50928723.3527,50878055.61,1.018574,50000000.0,1.0178 -2024-11-22 00:00:00,50667.7427,49324044.7727,49273377.03,0.986481,50000000.0,1.0186 +2024-11-04 00:00:00,19707.4878,50525923.7578,50506216.27,1.010518,50000000.0,1.0 +2024-11-05 00:00:00,19707.4878,51672901.7878,51653194.3,1.033458,50000000.0,1.0105 +2024-11-06 00:00:00,32990.4878,51365128.6578,51332138.17,1.027303,50000000.0,1.0335 +2024-11-07 00:00:00,39220.4878,52757013.4778,52717792.99,1.05514,50000000.0,1.0273 +2024-11-08 00:00:00,15082.8887,52343361.7087,52328278.82,1.046867,50000000.0,1.0551 +2024-11-11 00:00:00,149.9371,52325780.2171,52325630.28,1.046516,50000000.0,1.0469 +2024-11-12 00:00:00,149.9371,51845952.3271,51845802.39,1.036919,50000000.0,1.0465 +2024-11-13 00:00:00,7449.9371,52188328.0071,52180878.07,1.043767,50000000.0,1.0369 +2024-11-14 00:00:00,7449.9371,51315288.0771,51307838.14,1.026306,50000000.0,1.0438 +2024-11-15 00:00:00,9069.9371,50631542.4871,50622472.55,1.012631,50000000.0,1.0263 +2024-11-18 00:00:00,36956.859,50439966.879,50403010.02,1.008799,50000000.0,1.0126 +2024-11-19 00:00:00,36956.859,50706643.389,50669686.53,1.014133,50000000.0,1.0088 +2024-11-20 00:00:00,36956.859,50887504.249,50850547.39,1.01775,50000000.0,1.0141 +2024-11-21 00:00:00,45676.859,50928693.469,50883016.61,1.018574,50000000.0,1.0178 +2024-11-22 00:00:00,45676.859,49323860.889,49278184.03,0.986477,50000000.0,1.0186 [summary] dict @@ -2853,20 +2853,21 @@ dict "starting_cash":"STOCK:50000000.0", "alpha":NaN, "beta":NaN, - "sharpe":-0.9096859666394286, + "sharpe":-0.9099427409883648, "excess_sharpe":NaN, "information_ratio":NaN, "tracking_error":NaN, - "sortino":-1.300311833472103, - "volatility":0.2355053894783756, - "max_drawdown":0.06507296554776128, + "sortino":-1.300647709605736, + "volatility":0.2355072006206503, + "max_drawdown":0.06507480925333554, "excess_max_drawdown":NaN, "excess_returns":NaN, "excess_annual_returns":NaN, "win_rate":0.4666666666666667, - "total_value":49324044.77274401, - "cash":50667.74274400632, - "total_returns":-0.013519104545119842, - "annualized_returns":-0.20440910068804818, - "unit_net_value":0.9864808954548802 + "total_value":49323860.888964005, + "cash":45676.85896400464, + "total_returns":-0.013522782220719898, + "annualized_returns":-0.20445892841054414, + "unit_net_value":0.9864772177792801, + "annualized_twoside_turnover":23.722246959430734 } \ No newline at end of file diff --git a/tests/integration_tests/test_backtest_results/outs/test_s_buy_and_hold#test_s_buy_and_hold.txt b/tests/integration_tests/test_backtest_results/outs/test_s_buy_and_hold#test_s_buy_and_hold.txt index 0a7a9e9d5..d15990825 100644 --- a/tests/integration_tests/test_backtest_results/outs/test_s_buy_and_hold#test_s_buy_and_hold.txt +++ b/tests/integration_tests/test_backtest_results/outs/test_s_buy_and_hold#test_s_buy_and_hold.txt @@ -2,74 +2,74 @@ DataFrame {"shape":[68,13],"dtypes":{"datetime":"object","trading_datetime":"object","order_book_id":"object","symbol":"object","side":"object","position_effect":"object","exec_id":"int64","tax":"int64","commission":"float64","last_quantity":"int64","last_price":"float64","order_id":"int64","transaction_cost":"float64"},"index_dtype":"datetime64[ns]","index_name":"datetime","columns":["datetime","trading_datetime","order_book_id","symbol","side","position_effect","exec_id","tax","commission","last_quantity","last_price","order_id","transaction_cost"]} ,datetime,trading_datetime,order_book_id,symbol,side,position_effect,exec_id,tax,commission,last_quantity,last_price,order_id,transaction_cost -2015-01-09 15:00:00,2015-01-09 15:00:00,2015-01-09 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310002,0,12.064,1000,15.08,17612770310002,12.064 -2015-01-12 15:00:00,2015-01-12 15:00:00,2015-01-12 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310003,0,11.816,1000,14.77,17612770310003,11.816 -2015-01-13 15:00:00,2015-01-13 15:00:00,2015-01-13 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310004,0,11.744,1000,14.68,17612770310004,11.744 -2015-01-14 15:00:00,2015-01-14 15:00:00,2015-01-14 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310005,0,11.848,1000,14.81,17612770310005,11.848 -2015-01-15 15:00:00,2015-01-15 15:00:00,2015-01-15 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310006,0,12.280000000000001,1000,15.35,17612770310006,12.280000000000001 -2015-01-16 15:00:00,2015-01-16 15:00:00,2015-01-16 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310007,0,12.296000000000001,1000,15.37,17612770310007,12.296000000000001 -2015-01-19 15:00:00,2015-01-19 15:00:00,2015-01-19 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310008,0,11.064,1000,13.83,17612770310008,11.064 -2015-01-20 15:00:00,2015-01-20 15:00:00,2015-01-20 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310009,0,11.064,1000,13.83,17612770310009,11.064 -2015-01-21 15:00:00,2015-01-21 15:00:00,2015-01-21 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310010,0,11.536000000000001,1000,14.42,17612770310010,11.536000000000001 -2015-01-22 15:00:00,2015-01-22 15:00:00,2015-01-22 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310011,0,11.440000000000001,1000,14.3,17612770310011,11.440000000000001 -2015-01-23 15:00:00,2015-01-23 15:00:00,2015-01-23 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310012,0,11.520000000000001,1000,14.4,17612770310012,11.520000000000001 -2015-01-26 15:00:00,2015-01-26 15:00:00,2015-01-26 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310013,0,11.472000000000001,1000,14.34,17612770310013,11.472000000000001 -2015-01-27 15:00:00,2015-01-27 15:00:00,2015-01-27 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310014,0,11.192,1000,13.99,17612770310014,11.192 -2015-01-28 15:00:00,2015-01-28 15:00:00,2015-01-28 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310015,0,11.248000000000001,1000,14.06,17612770310015,11.248000000000001 -2015-01-29 15:00:00,2015-01-29 15:00:00,2015-01-29 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310016,0,11.120000000000001,1000,13.9,17612770310016,11.120000000000001 -2015-01-30 15:00:00,2015-01-30 15:00:00,2015-01-30 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310017,0,11.144,1000,13.93,17612770310017,11.144 -2015-02-02 15:00:00,2015-02-02 15:00:00,2015-02-02 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310018,0,10.904,1000,13.63,17612770310018,10.904 -2015-02-03 15:00:00,2015-02-03 15:00:00,2015-02-03 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310019,0,11.16,1000,13.95,17612770310019,11.16 -2015-02-04 15:00:00,2015-02-04 15:00:00,2015-02-04 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310020,0,10.968,1000,13.71,17612770310020,10.968 -2015-02-05 15:00:00,2015-02-05 15:00:00,2015-02-05 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310021,0,11.032,1000,13.79,17612770310021,11.032 -2015-02-06 15:00:00,2015-02-06 15:00:00,2015-02-06 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310022,0,10.808,1000,13.51,17612770310022,10.808 -2015-02-09 15:00:00,2015-02-09 15:00:00,2015-02-09 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310023,0,10.816,1000,13.52,17612770310023,10.816 -2015-02-10 15:00:00,2015-02-10 15:00:00,2015-02-10 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310024,0,11.016,1000,13.77,17612770310024,11.016 -2015-02-11 15:00:00,2015-02-11 15:00:00,2015-02-11 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310025,0,10.984,1000,13.73,17612770310025,10.984 -2015-02-12 15:00:00,2015-02-12 15:00:00,2015-02-12 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310026,0,11.088000000000001,1000,13.86,17612770310026,11.088000000000001 -2015-02-13 15:00:00,2015-02-13 15:00:00,2015-02-13 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310027,0,11.16,1000,13.95,17612770310027,11.16 -2015-02-16 15:00:00,2015-02-16 15:00:00,2015-02-16 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310028,0,11.136000000000001,1000,13.92,17612770310028,11.136000000000001 -2015-02-17 15:00:00,2015-02-17 15:00:00,2015-02-17 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310029,0,11.192,1000,13.99,17612770310029,11.192 -2015-02-25 15:00:00,2015-02-25 15:00:00,2015-02-25 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310030,0,11.040000000000001,1000,13.8,17612770310030,11.040000000000001 -2015-02-26 15:00:00,2015-02-26 15:00:00,2015-02-26 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310031,0,11.256,1000,14.07,17612770310031,11.256 -2015-02-27 15:00:00,2015-02-27 15:00:00,2015-02-27 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310032,0,11.192,1000,13.99,17612770310032,11.192 -2015-03-02 15:00:00,2015-03-02 15:00:00,2015-03-02 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310033,0,11.224,1000,14.03,17612770310033,11.224 -2015-03-03 15:00:00,2015-03-03 15:00:00,2015-03-03 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310034,0,10.88,1000,13.6,17612770310034,10.88 -2015-03-04 15:00:00,2015-03-04 15:00:00,2015-03-04 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310035,0,10.856,1000,13.57,17612770310035,10.856 -2015-03-05 15:00:00,2015-03-05 15:00:00,2015-03-05 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310036,0,10.704,1000,13.38,17612770310036,10.704 -2015-03-06 15:00:00,2015-03-06 15:00:00,2015-03-06 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310037,0,10.752,1000,13.44,17612770310037,10.752 -2015-03-09 15:00:00,2015-03-09 15:00:00,2015-03-09 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310038,0,11.32,1000,14.15,17612770310038,11.32 -2015-03-10 15:00:00,2015-03-10 15:00:00,2015-03-10 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310039,0,11.016,1000,13.77,17612770310039,11.016 -2015-03-11 15:00:00,2015-03-11 15:00:00,2015-03-11 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310040,0,11.088000000000001,1000,13.86,17612770310040,11.088000000000001 -2015-03-12 15:00:00,2015-03-12 15:00:00,2015-03-12 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310041,0,11.68,1000,14.6,17612770310041,11.68 -2015-03-13 15:00:00,2015-03-13 15:00:00,2015-03-13 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310042,0,11.992,1000,14.99,17612770310042,11.992 -2015-03-16 15:00:00,2015-03-16 15:00:00,2015-03-16 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310043,0,12.328000000000001,1000,15.41,17612770310043,12.328000000000001 -2015-03-17 15:00:00,2015-03-17 15:00:00,2015-03-17 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310044,0,12.32,1000,15.4,17612770310044,12.32 -2015-03-18 15:00:00,2015-03-18 15:00:00,2015-03-18 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310045,0,12.408000000000001,1000,15.51,17612770310045,12.408000000000001 -2015-03-19 15:00:00,2015-03-19 15:00:00,2015-03-19 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310046,0,12.152000000000001,1000,15.19,17612770310046,12.152000000000001 -2015-03-20 15:00:00,2015-03-20 15:00:00,2015-03-20 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310047,0,12.256,1000,15.32,17612770310047,12.256 -2015-03-23 15:00:00,2015-03-23 15:00:00,2015-03-23 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310048,0,12.344000000000001,1000,15.43,17612770310048,12.344000000000001 -2015-03-24 15:00:00,2015-03-24 15:00:00,2015-03-24 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310049,0,12.280000000000001,1000,15.35,17612770310049,12.280000000000001 -2015-03-25 15:00:00,2015-03-25 15:00:00,2015-03-25 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310050,0,11.928,1000,14.91,17612770310050,11.928 -2015-03-26 15:00:00,2015-03-26 15:00:00,2015-03-26 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310051,0,12.088000000000001,1000,15.11,17612770310051,12.088000000000001 -2015-03-27 15:00:00,2015-03-27 15:00:00,2015-03-27 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310052,0,12.064,1000,15.08,17612770310052,12.064 -2015-03-30 15:00:00,2015-03-30 15:00:00,2015-03-30 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310053,0,12.528,1000,15.66,17612770310053,12.528 -2015-03-31 15:00:00,2015-03-31 15:00:00,2015-03-31 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310054,0,12.600000000000001,1000,15.75,17612770310054,12.600000000000001 -2015-04-01 15:00:00,2015-04-01 15:00:00,2015-04-01 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310055,0,12.768,1000,15.96,17612770310055,12.768 -2015-04-02 15:00:00,2015-04-02 15:00:00,2015-04-02 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310056,0,12.64,1000,15.8,17612770310056,12.64 -2015-04-03 15:00:00,2015-04-03 15:00:00,2015-04-03 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310057,0,12.680000000000001,1000,15.85,17612770310057,12.680000000000001 -2015-04-07 15:00:00,2015-04-07 15:00:00,2015-04-07 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310058,0,13.448,1000,16.81,17612770310058,13.448 -2015-04-08 15:00:00,2015-04-08 15:00:00,2015-04-08 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310059,0,14.336,1000,17.92,17612770310059,14.336 -2015-04-09 15:00:00,2015-04-09 15:00:00,2015-04-09 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310060,0,14.4,1000,18.0,17612770310060,14.4 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15:00:00,2015-04-21 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310067,0,13.248000000000001,1000,16.56,17612770310068,13.248000000000001 -2015-04-22 15:00:00,2015-04-22 15:00:00,2015-04-22 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310068,0,13.56,1000,16.95,17612770310069,13.56 -2015-06-26 15:00:00,2015-06-26 15:00:00,2015-06-26 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310069,0,11.016,1000,13.77,17612770310114,11.016 +2015-01-09 15:00:00,2015-01-09 15:00:00,2015-01-09 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190701,0,12.064,1000,15.08,17764213190731,12.064 +2015-01-12 15:00:00,2015-01-12 15:00:00,2015-01-12 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190702,0,11.816,1000,14.77,17764213190732,11.816 +2015-01-13 15:00:00,2015-01-13 15:00:00,2015-01-13 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190703,0,11.744,1000,14.68,17764213190733,11.744 +2015-01-14 15:00:00,2015-01-14 15:00:00,2015-01-14 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190704,0,11.848,1000,14.81,17764213190734,11.848 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15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190768,0,11.016,1000,13.77,17764213190843,11.016 [stock_positions] DataFrame @@ -852,5 +852,6 @@ dict "cash":358.71999999976106, "total_returns":-0.13700328000000028, "annualized_returns":-0.13957348803800507, - "unit_net_value":0.8629967199999997 + "unit_net_value":0.8629967199999997, + "annualized_twoside_turnover":1.1418106797993643 } \ No newline at end of file diff --git a/tests/integration_tests/test_backtest_results/outs/test_s_dual_thrust#test_s_dual_thrust.txt b/tests/integration_tests/test_backtest_results/outs/test_s_dual_thrust#test_s_dual_thrust.txt index 7cef3e3db..2967877c2 100644 --- a/tests/integration_tests/test_backtest_results/outs/test_s_dual_thrust#test_s_dual_thrust.txt +++ b/tests/integration_tests/test_backtest_results/outs/test_s_dual_thrust#test_s_dual_thrust.txt @@ -2,41 +2,41 @@ DataFrame 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15:00:00,2015-05-18 15:00:00,2015-05-18 15:00:00,000905.XSHG,中证500,BUY,OPEN,17764213190789,0,1517.172588,213,8903.595,17764213190998,1517.172588 +2015-05-28 15:00:00,2015-05-28 15:00:00,2015-05-28 15:00:00,000905.XSHG,中证500,SELL,CLOSE,17764213190790,0,1681.5794496000003,213,9868.424,17764213190999,1681.5794496000003 +2015-06-10 15:00:00,2015-06-10 15:00:00,2015-06-10 15:00:00,000905.XSHG,中证500,BUY,OPEN,17764213190791,0,1676.7254319200001,187,11208.0577,17764213191000,1676.7254319200001 +2015-06-16 15:00:00,2015-06-16 15:00:00,2015-06-16 15:00:00,000905.XSHG,中证500,SELL,CLOSE,17764213190792,0,1627.6234356800003,187,10879.8358,17764213191001,1627.6234356800003 +2015-08-04 15:00:00,2015-08-04 15:00:00,2015-08-04 15:00:00,000905.XSHG,中证500,BUY,OPEN,17764213190793,0,1626.54109696,256,7942.0952,17764213191002,1626.54109696 +2015-08-18 15:00:00,2015-08-18 15:00:00,2015-08-18 15:00:00,000905.XSHG,中证500,SELL,CLOSE,17764213190794,0,1671.42782976,256,8161.2687,17764213191003,1671.42782976 +2015-09-08 15:00:00,2015-09-08 15:00:00,2015-09-08 15:00:00,000905.XSHG,中证500,BUY,OPEN,17764213190795,0,1667.66209416,327,6374.8551,17764213191004,1667.66209416 +2015-09-14 15:00:00,2015-09-14 15:00:00,2015-09-14 15:00:00,000905.XSHG,中证500,SELL,CLOSE,17764213190796,0,1582.62516864,327,6049.7904,17764213191005,1582.62516864 +2015-09-21 15:00:00,2015-09-21 15:00:00,2015-09-21 15:00:00,000905.XSHG,中证500,BUY,OPEN,17764213190797,0,1580.11105504,316,6250.4393,17764213191006,1580.11105504 +2015-09-25 15:00:00,2015-09-25 15:00:00,2015-09-25 15:00:00,000905.XSHG,中证500,SELL,CLOSE,17764213190798,0,1544.19755392,316,6108.3764,17764213191007,1544.19755392 +2015-10-12 15:00:00,2015-10-12 15:00:00,2015-10-12 15:00:00,000905.XSHG,中证500,BUY,OPEN,17764213190799,0,1542.6185941600002,287,6718.7221,17764213191008,1542.6185941600002 +2015-10-21 15:00:00,2015-10-21 15:00:00,2015-10-21 15:00:00,000905.XSHG,中证500,SELL,CLOSE,17764213190800,0,1541.24478256,287,6712.7386,17764213191009,1541.24478256 +2015-11-04 15:00:00,2015-11-04 15:00:00,2015-11-04 15:00:00,000905.XSHG,中证500,BUY,OPEN,17764213190801,0,1540.8135408,265,7267.9884,17764213191010,1540.8135408 +2015-11-27 15:00:00,2015-11-27 15:00:00,2015-11-27 15:00:00,000905.XSHG,中证500,SELL,CLOSE,17764213190802,0,1563.7383516000002,265,7376.1243,17764213191011,1563.7383516000002 +2015-12-14 15:00:00,2015-12-14 15:00:00,2015-12-14 15:00:00,000905.XSHG,中证500,BUY,OPEN,17764213190803,0,1559.6399089600002,262,7441.0301,17764213191012,1559.6399089600002 [stock_positions] DataFrame @@ -2043,5 +2043,6 @@ dict "cash":3941.3893718414474, "total_returns":1.0146310715718414, "annualized_returns":0.2756577435221983, - "unit_net_value":2.0146310715718414 + "unit_net_value":2.0146310715718414, + "annualized_twoside_turnover":20.56216766490344 } \ No newline at end of file diff --git a/tests/integration_tests/test_backtest_results/outs/test_s_pit_tax#test_s_pit_tax.txt b/tests/integration_tests/test_backtest_results/outs/test_s_pit_tax#test_s_pit_tax.txt index 02e04257c..7463ed561 100644 --- a/tests/integration_tests/test_backtest_results/outs/test_s_pit_tax#test_s_pit_tax.txt +++ b/tests/integration_tests/test_backtest_results/outs/test_s_pit_tax#test_s_pit_tax.txt @@ -2,43 +2,43 @@ DataFrame {"shape":[37,13],"dtypes":{"datetime":"object","trading_datetime":"object","order_book_id":"object","symbol":"object","side":"object","position_effect":"object","exec_id":"int64","tax":"float64","commission":"float64","last_quantity":"int64","last_price":"float64","order_id":"int64","transaction_cost":"float64"},"index_dtype":"datetime64[ns]","index_name":"datetime","columns":["datetime","trading_datetime","order_book_id","symbol","side","position_effect","exec_id","tax","commission","last_quantity","last_price","order_id","transaction_cost"]} ,datetime,trading_datetime,order_book_id,symbol,side,position_effect,exec_id,tax,commission,last_quantity,last_price,order_id,transaction_cost -2023-08-15 15:00:00,2023-08-15 15:00:00,2023-08-15 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17581884490804,0.0,9.384,1000,11.73,17581884491013,9.384 -2023-08-16 15:00:00,2023-08-16 15:00:00,2023-08-16 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17581884490805,0.0,9.384,1000,11.73,17581884491014,9.384 -2023-08-16 15:00:00,2023-08-16 15:00:00,2023-08-16 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17581884490806,11.73,9.384,1000,11.73,17581884491015,21.114 -2023-08-17 15:00:00,2023-08-17 15:00:00,2023-08-17 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17581884490807,0.0,9.256,1000,11.57,17581884491016,9.256 -2023-08-17 15:00:00,2023-08-17 15:00:00,2023-08-17 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17581884490808,11.57,9.256,1000,11.57,17581884491017,20.826 -2023-08-18 15:00:00,2023-08-18 15:00:00,2023-08-18 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17581884490809,0.0,9.248000000000001,1000,11.56,17581884491018,9.248000000000001 -2023-08-18 15:00:00,2023-08-18 15:00:00,2023-08-18 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17581884490810,11.56,9.248000000000001,1000,11.56,17581884491019,20.808 -2023-08-21 15:00:00,2023-08-21 15:00:00,2023-08-21 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17581884490811,0.0,9.056000000000001,1000,11.32,17581884491020,9.056000000000001 -2023-08-21 15:00:00,2023-08-21 15:00:00,2023-08-21 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17581884490812,11.32,9.056000000000001,1000,11.32,17581884491021,20.376 -2023-08-22 15:00:00,2023-08-22 15:00:00,2023-08-22 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17581884490813,0.0,9.096,1000,11.37,17581884491022,9.096 -2023-08-22 15:00:00,2023-08-22 15:00:00,2023-08-22 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17581884490814,11.370000000000001,9.096,1000,11.37,17581884491023,20.466 -2023-08-23 15:00:00,2023-08-23 15:00:00,2023-08-23 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17581884490815,0.0,9.0,1000,11.25,17581884491024,9.0 -2023-08-23 15:00:00,2023-08-23 15:00:00,2023-08-23 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17581884490816,11.25,9.0,1000,11.25,17581884491025,20.25 -2023-08-24 15:00:00,2023-08-24 15:00:00,2023-08-24 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17581884490817,0.0,8.904,1000,11.13,17581884491026,8.904 -2023-08-24 15:00:00,2023-08-24 15:00:00,2023-08-24 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17581884490818,11.13,8.904,1000,11.13,17581884491027,20.034 -2023-08-25 15:00:00,2023-08-25 15:00:00,2023-08-25 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17581884490819,0.0,8.984,1000,11.23,17581884491028,8.984 -2023-08-25 15:00:00,2023-08-25 15:00:00,2023-08-25 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17581884490820,11.23,8.984,1000,11.23,17581884491029,20.214 -2023-08-28 15:00:00,2023-08-28 15:00:00,2023-08-28 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17581884490821,0.0,9.216000000000001,1000,11.52,17581884491030,9.216000000000001 -2023-08-28 15:00:00,2023-08-28 15:00:00,2023-08-28 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17581884490822,5.76,9.216000000000001,1000,11.52,17581884491031,14.976 -2023-08-29 15:00:00,2023-08-29 15:00:00,2023-08-29 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17581884490823,0.0,9.048,1000,11.31,17581884491032,9.048 -2023-08-29 15:00:00,2023-08-29 15:00:00,2023-08-29 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17581884490824,5.655,9.048,1000,11.31,17581884491033,14.703 -2023-08-30 15:00:00,2023-08-30 15:00:00,2023-08-30 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17581884490825,0.0,8.904,1000,11.13,17581884491034,8.904 -2023-08-30 15:00:00,2023-08-30 15:00:00,2023-08-30 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17581884490826,5.565,8.904,1000,11.13,17581884491035,14.469000000000001 -2023-08-31 15:00:00,2023-08-31 15:00:00,2023-08-31 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17581884490827,0.0,8.904,1000,11.13,17581884491036,8.904 -2023-08-31 15:00:00,2023-08-31 15:00:00,2023-08-31 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17581884490828,5.565,8.904,1000,11.13,17581884491037,14.469000000000001 -2023-09-01 15:00:00,2023-09-01 15:00:00,2023-09-01 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17581884490829,0.0,9.056000000000001,1000,11.32,17581884491038,9.056000000000001 -2023-09-01 15:00:00,2023-09-01 15:00:00,2023-09-01 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17581884490830,5.66,9.056000000000001,1000,11.32,17581884491039,14.716000000000001 -2023-09-04 15:00:00,2023-09-04 15:00:00,2023-09-04 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17581884490831,0.0,9.248000000000001,1000,11.56,17581884491040,9.248000000000001 -2023-09-04 15:00:00,2023-09-04 15:00:00,2023-09-04 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17581884490832,5.78,9.248000000000001,1000,11.56,17581884491041,15.028000000000002 -2023-09-05 15:00:00,2023-09-05 15:00:00,2023-09-05 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17581884490833,0.0,9.112,1000,11.39,17581884491042,9.112 -2023-09-05 15:00:00,2023-09-05 15:00:00,2023-09-05 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17581884490834,5.695,9.112,1000,11.39,17581884491043,14.807 -2023-09-06 15:00:00,2023-09-06 15:00:00,2023-09-06 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17581884490835,0.0,9.144,1000,11.43,17581884491044,9.144 -2023-09-06 15:00:00,2023-09-06 15:00:00,2023-09-06 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17581884490836,5.715,9.144,1000,11.43,17581884491045,14.859 -2023-09-07 15:00:00,2023-09-07 15:00:00,2023-09-07 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17581884490837,0.0,9.064,1000,11.33,17581884491046,9.064 -2023-09-07 15:00:00,2023-09-07 15:00:00,2023-09-07 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17581884490838,5.665,9.064,1000,11.33,17581884491047,14.729 -2023-09-08 15:00:00,2023-09-08 15:00:00,2023-09-08 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17581884490839,0.0,9.016,1000,11.27,17581884491048,9.016 -2023-09-08 15:00:00,2023-09-08 15:00:00,2023-09-08 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17581884490840,5.635,9.016,1000,11.27,17581884491049,14.651 +2023-08-15 15:00:00,2023-08-15 15:00:00,2023-08-15 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190804,0.0,9.384,1000,11.73,17764213191013,9.384 +2023-08-16 15:00:00,2023-08-16 15:00:00,2023-08-16 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190805,0.0,9.384,1000,11.73,17764213191014,9.384 +2023-08-16 15:00:00,2023-08-16 15:00:00,2023-08-16 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190806,11.73,9.384,1000,11.73,17764213191015,21.114 +2023-08-17 15:00:00,2023-08-17 15:00:00,2023-08-17 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190807,0.0,9.256,1000,11.57,17764213191016,9.256 +2023-08-17 15:00:00,2023-08-17 15:00:00,2023-08-17 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190808,11.57,9.256,1000,11.57,17764213191017,20.826 +2023-08-18 15:00:00,2023-08-18 15:00:00,2023-08-18 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190809,0.0,9.248000000000001,1000,11.56,17764213191018,9.248000000000001 +2023-08-18 15:00:00,2023-08-18 15:00:00,2023-08-18 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190810,11.56,9.248000000000001,1000,11.56,17764213191019,20.808 +2023-08-21 15:00:00,2023-08-21 15:00:00,2023-08-21 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190811,0.0,9.056000000000001,1000,11.32,17764213191020,9.056000000000001 +2023-08-21 15:00:00,2023-08-21 15:00:00,2023-08-21 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190812,11.32,9.056000000000001,1000,11.32,17764213191021,20.376 +2023-08-22 15:00:00,2023-08-22 15:00:00,2023-08-22 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190813,0.0,9.096,1000,11.37,17764213191022,9.096 +2023-08-22 15:00:00,2023-08-22 15:00:00,2023-08-22 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190814,11.370000000000001,9.096,1000,11.37,17764213191023,20.466 +2023-08-23 15:00:00,2023-08-23 15:00:00,2023-08-23 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190815,0.0,9.0,1000,11.25,17764213191024,9.0 +2023-08-23 15:00:00,2023-08-23 15:00:00,2023-08-23 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190816,11.25,9.0,1000,11.25,17764213191025,20.25 +2023-08-24 15:00:00,2023-08-24 15:00:00,2023-08-24 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190817,0.0,8.904,1000,11.13,17764213191026,8.904 +2023-08-24 15:00:00,2023-08-24 15:00:00,2023-08-24 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190818,11.13,8.904,1000,11.13,17764213191027,20.034 +2023-08-25 15:00:00,2023-08-25 15:00:00,2023-08-25 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190819,0.0,8.984,1000,11.23,17764213191028,8.984 +2023-08-25 15:00:00,2023-08-25 15:00:00,2023-08-25 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190820,11.23,8.984,1000,11.23,17764213191029,20.214 +2023-08-28 15:00:00,2023-08-28 15:00:00,2023-08-28 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190821,0.0,9.216000000000001,1000,11.52,17764213191030,9.216000000000001 +2023-08-28 15:00:00,2023-08-28 15:00:00,2023-08-28 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190822,5.76,9.216000000000001,1000,11.52,17764213191031,14.976 +2023-08-29 15:00:00,2023-08-29 15:00:00,2023-08-29 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190823,0.0,9.048,1000,11.31,17764213191032,9.048 +2023-08-29 15:00:00,2023-08-29 15:00:00,2023-08-29 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190824,5.655,9.048,1000,11.31,17764213191033,14.703 +2023-08-30 15:00:00,2023-08-30 15:00:00,2023-08-30 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190825,0.0,8.904,1000,11.13,17764213191034,8.904 +2023-08-30 15:00:00,2023-08-30 15:00:00,2023-08-30 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190826,5.565,8.904,1000,11.13,17764213191035,14.469000000000001 +2023-08-31 15:00:00,2023-08-31 15:00:00,2023-08-31 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190827,0.0,8.904,1000,11.13,17764213191036,8.904 +2023-08-31 15:00:00,2023-08-31 15:00:00,2023-08-31 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190828,5.565,8.904,1000,11.13,17764213191037,14.469000000000001 +2023-09-01 15:00:00,2023-09-01 15:00:00,2023-09-01 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190829,0.0,9.056000000000001,1000,11.32,17764213191038,9.056000000000001 +2023-09-01 15:00:00,2023-09-01 15:00:00,2023-09-01 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190830,5.66,9.056000000000001,1000,11.32,17764213191039,14.716000000000001 +2023-09-04 15:00:00,2023-09-04 15:00:00,2023-09-04 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190831,0.0,9.248000000000001,1000,11.56,17764213191040,9.248000000000001 +2023-09-04 15:00:00,2023-09-04 15:00:00,2023-09-04 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190832,5.78,9.248000000000001,1000,11.56,17764213191041,15.028000000000002 +2023-09-05 15:00:00,2023-09-05 15:00:00,2023-09-05 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190833,0.0,9.112,1000,11.39,17764213191042,9.112 +2023-09-05 15:00:00,2023-09-05 15:00:00,2023-09-05 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190834,5.695,9.112,1000,11.39,17764213191043,14.807 +2023-09-06 15:00:00,2023-09-06 15:00:00,2023-09-06 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190835,0.0,9.144,1000,11.43,17764213191044,9.144 +2023-09-06 15:00:00,2023-09-06 15:00:00,2023-09-06 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190836,5.715,9.144,1000,11.43,17764213191045,14.859 +2023-09-07 15:00:00,2023-09-07 15:00:00,2023-09-07 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190837,0.0,9.064,1000,11.33,17764213191046,9.064 +2023-09-07 15:00:00,2023-09-07 15:00:00,2023-09-07 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190838,5.665,9.064,1000,11.33,17764213191047,14.729 +2023-09-08 15:00:00,2023-09-08 15:00:00,2023-09-08 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190839,0.0,9.016,1000,11.27,17764213191048,9.016 +2023-09-08 15:00:00,2023-09-08 15:00:00,2023-09-08 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190840,5.635,9.016,1000,11.27,17764213191049,14.651 [stock_positions] DataFrame @@ -137,5 +137,6 @@ dict "cash":987785.4809999999, "total_returns":-0.0009445190000000325, "annualized_returns":-0.012455010737815408, - "unit_net_value":0.999055481 + "unit_net_value":0.999055481, + "annualized_twoside_turnover":490.3327168485298 } \ No newline at end of file diff --git a/tests/integration_tests/test_backtest_results/outs/test_s_scheduler#test_s_scheduler.txt b/tests/integration_tests/test_backtest_results/outs/test_s_scheduler#test_s_scheduler.txt index b946b328e..23aff3f70 100644 --- a/tests/integration_tests/test_backtest_results/outs/test_s_scheduler#test_s_scheduler.txt +++ b/tests/integration_tests/test_backtest_results/outs/test_s_scheduler#test_s_scheduler.txt @@ -2,388 +2,388 @@ DataFrame {"shape":[382,13],"dtypes":{"datetime":"object","trading_datetime":"object","order_book_id":"object","symbol":"object","side":"object","position_effect":"object","exec_id":"int64","tax":"float64","commission":"float64","last_quantity":"int64","last_price":"float64","order_id":"int64","transaction_cost":"float64"},"index_dtype":"datetime64[ns]","index_name":"datetime","columns":["datetime","trading_datetime","order_book_id","symbol","side","position_effect","exec_id","tax","commission","last_quantity","last_price","order_id","transaction_cost"]} ,datetime,trading_datetime,order_book_id,symbol,side,position_effect,exec_id,tax,commission,last_quantity,last_price,order_id,transaction_cost -2008-07-07 15:00:00,2008-07-07 15:00:00,2008-07-07 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310105,0.0,79.8112,4900,20.36,17612770310284,79.8112 -2008-07-14 15:00:00,2008-07-14 15:00:00,2008-07-14 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310106,103.635,82.908,4900,21.15,17612770310285,186.543 -2008-07-21 15:00:00,2008-07-21 15:00:00,2008-07-21 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310107,0.0,82.7424,5200,19.89,17612770310286,82.7424 -2008-07-28 15:00:00,2008-07-28 15:00:00,2008-07-28 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310108,113.36,90.688,5200,21.8,17612770310287,204.048 -2008-08-04 15:00:00,2008-08-04 15:00:00,2008-08-04 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310109,0.0,89.232,5200,21.45,17612770310288,89.232 -2008-08-11 15:00:00,2008-08-11 15:00:00,2008-08-11 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310110,100.36,80.28800000000001,5200,19.3,17612770310289,180.64800000000002 -2008-08-18 15:00:00,2008-08-18 15:00:00,2008-08-18 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310111,0.0,80.6872,5300,19.03,17612770310290,80.6872 -2008-08-25 15:00:00,2008-08-25 15:00:00,2008-08-25 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310112,106.742,85.3936,5300,20.14,17612770310291,192.1356 -2008-09-01 15:00:00,2008-09-01 15:00:00,2008-09-01 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310113,0.0,84.94080000000001,5600,18.96,17612770310292,84.94080000000001 -2008-09-08 15:00:00,2008-09-08 15:00:00,2008-09-08 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310114,99.008,79.2064,5600,17.68,17612770310293,178.2144 -2008-10-06 15:00:00,2008-10-06 15:00:00,2008-10-06 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310115,0.0,78.952,7100,13.9,17612770310295,78.952 -2008-10-13 15:00:00,2008-10-13 15:00:00,2008-10-13 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310116,94.146,75.3168,7100,13.26,17612770310296,169.46280000000002 -2008-10-20 15:00:00,2008-10-20 15:00:00,2008-10-20 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310117,0.0,76.048,7000,13.58,17612770310297,76.048 -2008-11-03 15:00:00,2008-11-03 15:00:00,2008-11-03 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310118,76.44,61.152,9100,8.4,17612770310299,137.59199999999998 -2008-11-10 15:00:00,2008-11-10 15:00:00,2008-11-10 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310119,0.0,60.988,7900,9.65,17612770310300,60.988 -2008-11-17 15:00:00,2008-11-17 15:00:00,2008-11-17 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310120,86.979,69.5832,7900,11.01,17612770310301,156.56220000000002 -2008-11-24 15:00:00,2008-11-24 15:00:00,2008-11-24 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310121,0.0,69.6336,8900,9.78,17612770310302,69.6336 -2008-12-01 15:00:00,2008-12-01 15:00:00,2008-12-01 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310122,81.168,64.9344,8900,9.12,17612770310303,146.1024 -2008-12-08 15:00:00,2008-12-08 15:00:00,2008-12-08 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310123,0.0,64.232,7400,10.85,17612770310304,64.232 -2008-12-15 15:00:00,2008-12-15 15:00:00,2008-12-15 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310124,75.628,60.5024,7400,10.22,17612770310305,136.1304 -2008-12-22 15:00:00,2008-12-22 15:00:00,2008-12-22 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310125,0.0,60.152,7300,10.3,17612770310306,60.152 -2008-12-29 15:00:00,2008-12-29 15:00:00,2008-12-29 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310126,69.131,55.3048,7300,9.47,17612770310307,124.4358 -2009-01-05 15:00:00,2009-01-05 15:00:00,2009-01-05 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310127,0.0,55.1528,7100,9.71,17612770310308,55.1528 -2009-01-12 15:00:00,2009-01-12 15:00:00,2009-01-12 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310128,70.006,56.0048,7100,9.86,17612770310309,126.0108 -2009-01-19 15:00:00,2009-01-19 15:00:00,2009-01-19 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310129,0.0,55.994400000000006,6300,11.11,17612770310310,55.994400000000006 -2009-02-02 15:00:00,2009-02-02 15:00:00,2009-02-02 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310130,73.458,58.766400000000004,6300,11.66,17612770310311,132.2244 -2009-02-09 15:00:00,2009-02-09 15:00:00,2009-02-09 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310131,0.0,58.300000000000004,5300,13.75,17612770310312,58.300000000000004 -2009-02-16 15:00:00,2009-02-16 15:00:00,2009-02-16 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310132,76.055,60.844,5300,14.35,17612770310313,136.899 -2009-03-02 15:00:00,2009-03-02 15:00:00,2009-03-02 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310133,0.0,61.6,5500,14.0,17612770310315,61.6 -2009-03-09 15:00:00,2009-03-09 15:00:00,2009-03-09 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310134,80.74,64.592,5500,14.68,17612770310316,145.332 -2009-03-16 15:00:00,2009-03-16 15:00:00,2009-03-16 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310135,0.0,63.440000000000005,5200,15.25,17612770310317,63.440000000000005 -2009-03-23 15:00:00,2009-03-23 15:00:00,2009-03-23 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310136,81.12,64.896,5200,15.6,17612770310318,146.01600000000002 -2009-03-30 15:00:00,2009-03-30 15:00:00,2009-03-30 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310137,0.0,65.4432,5100,16.04,17612770310319,65.4432 -2009-04-13 15:00:00,2009-04-13 15:00:00,2009-04-13 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310138,85.37399999999998,68.29919999999998,5100,16.74,17612770310320,153.67319999999995 -2009-04-20 15:00:00,2009-04-20 15:00:00,2009-04-20 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310139,0.0,67.14240000000001,5200,16.14,17612770310321,67.14240000000001 -2009-04-27 15:00:00,2009-04-27 15:00:00,2009-04-27 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310140,78.78,63.024,5200,15.15,17612770310322,141.804 -2009-05-04 15:00:00,2009-05-04 15:00:00,2009-05-04 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310141,0.0,63.017600000000016,4700,16.76,17612770310323,63.017600000000016 -2009-05-11 15:00:00,2009-05-11 15:00:00,2009-05-11 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310142,82.955,66.364,4700,17.65,17612770310324,149.31900000000002 -2009-05-25 15:00:00,2009-05-25 15:00:00,2009-05-25 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310143,0.0,65.93280000000001,4800,17.17,17612770310326,65.93280000000001 -2009-06-01 15:00:00,2009-06-01 15:00:00,2009-06-01 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310144,87.84,70.272,4800,18.3,17612770310327,158.11200000000002 -2009-06-22 15:00:00,2009-06-22 15:00:00,2009-06-22 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310145,0.0,70.688,4000,22.09,17612770310330,70.688 -2009-07-06 15:00:00,2009-07-06 15:00:00,2009-07-06 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310146,95.52,76.416,4000,23.88,17612770310332,171.93599999999998 -2009-07-13 15:00:00,2009-07-13 15:00:00,2009-07-13 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310147,0.0,76.1272,4300,22.13,17612770310333,76.1272 -2009-07-20 15:00:00,2009-07-20 15:00:00,2009-07-20 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310148,101.824,81.45920000000001,4300,23.68,17612770310334,183.28320000000002 -2009-07-27 15:00:00,2009-07-27 15:00:00,2009-07-27 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310149,0.0,81.312,4400,23.1,17612770310335,81.312 -2009-08-03 15:00:00,2009-08-03 15:00:00,2009-08-03 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310150,113.74000000000001,90.992,4400,25.85,17612770310336,204.73200000000003 -2009-08-10 15:00:00,2009-08-10 15:00:00,2009-08-10 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310151,0.0,90.0032,4900,22.96,17612770310337,90.0032 -2009-08-17 15:00:00,2009-08-17 15:00:00,2009-08-17 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310152,103.929,83.14320000000001,4900,21.21,17612770310338,187.0722 -2009-08-24 15:00:00,2009-08-24 15:00:00,2009-08-24 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310153,0.0,84.17280000000001,4800,21.92,17612770310339,84.17280000000001 -2009-08-31 15:00:00,2009-08-31 15:00:00,2009-08-31 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310154,87.312,69.84960000000001,4800,18.19,17612770310340,157.16160000000002 -2009-09-07 15:00:00,2009-09-07 15:00:00,2009-09-07 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310155,0.0,69.9216,4200,20.81,17612770310341,69.9216 -2009-09-14 15:00:00,2009-09-14 15:00:00,2009-09-14 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310156,92.316,73.8528,4200,21.98,17612770310342,166.1688 -2009-09-21 15:00:00,2009-09-21 15:00:00,2009-09-21 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310157,0.0,73.548,4500,20.43,17612770310343,73.548 -2009-09-28 15:00:00,2009-09-28 15:00:00,2009-09-28 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310158,87.48,69.98400000000001,4500,19.44,17612770310344,157.464 -2009-10-12 15:00:00,2009-10-12 15:00:00,2009-10-12 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310159,0.0,68.8472,4100,20.99,17612770310345,68.8472 -2009-10-19 15:00:00,2009-10-19 15:00:00,2009-10-19 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310160,90.405,72.324,4100,22.05,17612770310346,162.72899999999998 -2009-10-26 15:00:00,2009-10-26 15:00:00,2009-10-26 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310161,0.0,72.992,4000,22.81,17612770310347,72.992 -2009-11-02 15:00:00,2009-11-02 15:00:00,2009-11-02 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310162,98.92,79.13600000000001,4000,24.73,17612770310348,178.056 -2009-11-09 15:00:00,2009-11-09 15:00:00,2009-11-09 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310163,0.0,77.56320000000001,3900,24.86,17612770310349,77.56320000000001 -2009-11-16 15:00:00,2009-11-16 15:00:00,2009-11-16 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310164,102.258,81.80640000000001,3900,26.22,17612770310350,184.0644 -2009-11-23 15:00:00,2009-11-23 15:00:00,2009-11-23 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310165,0.0,81.76,4000,25.55,17612770310351,81.76 -2009-11-30 15:00:00,2009-11-30 15:00:00,2009-11-30 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310166,97.04,77.632,4000,24.26,17612770310352,174.67200000000003 -2009-12-07 15:00:00,2009-12-07 15:00:00,2009-12-07 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310167,0.0,77.09440000000001,3800,25.36,17612770310353,77.09440000000001 -2009-12-14 15:00:00,2009-12-14 15:00:00,2009-12-14 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310168,96.9,77.52000000000001,3800,25.5,17612770310354,174.42000000000002 -2009-12-21 15:00:00,2009-12-21 15:00:00,2009-12-21 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310169,0.0,77.27680000000001,4100,23.56,17612770310355,77.27680000000001 -2010-01-04 15:00:00,2010-01-04 15:00:00,2010-01-04 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310170,97.211,77.7688,4100,23.71,17612770310357,174.9798 -2010-01-11 15:00:00,2010-01-11 15:00:00,2010-01-11 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310171,0.0,77.744,4300,22.6,17612770310358,77.744 -2010-01-18 15:00:00,2010-01-18 15:00:00,2010-01-18 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310172,92.321,73.8568,4300,21.47,17612770310359,166.1778 -2010-01-25 15:00:00,2010-01-25 15:00:00,2010-01-25 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310173,0.0,74.5584,4200,22.19,17612770310360,74.5584 -2010-02-01 15:00:00,2010-02-01 15:00:00,2010-02-01 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310174,89.208,71.3664,4200,21.24,17612770310361,160.5744 -2010-02-08 15:00:00,2010-02-08 15:00:00,2010-02-08 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310175,0.0,70.7168,4100,21.56,17612770310362,70.7168 -2010-02-22 15:00:00,2010-02-22 15:00:00,2010-02-22 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310176,90.61,72.488,4100,22.1,17612770310363,163.098 -2010-03-08 15:00:00,2010-03-08 15:00:00,2010-03-08 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310177,0.0,72.504,3800,23.85,17612770310365,72.504 -2010-03-15 15:00:00,2010-03-15 15:00:00,2010-03-15 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310178,85.08200000000001,68.0656,3800,22.39,17612770310366,153.1476 -2010-03-22 15:00:00,2010-03-22 15:00:00,2010-03-22 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310179,0.0,68.524,3700,23.15,17612770310367,68.524 -2010-03-29 15:00:00,2010-03-29 15:00:00,2010-03-29 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310180,87.172,69.7376,3700,23.56,17612770310368,156.9096 -2010-04-12 15:00:00,2010-04-12 15:00:00,2010-04-12 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310181,0.0,68.9208,3900,22.09,17612770310369,68.9208 -2010-04-19 15:00:00,2010-04-19 15:00:00,2010-04-19 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310182,78.312,62.6496,3900,20.08,17612770310370,140.9616 -2010-04-26 15:00:00,2010-04-26 15:00:00,2010-04-26 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310183,0.0,62.2128,3900,19.94,17612770310371,62.2128 -2010-05-10 15:00:00,2010-05-10 15:00:00,2010-05-10 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310184,71.877,57.5016,3900,18.43,17612770310372,129.3786 -2010-05-17 15:00:00,2010-05-17 15:00:00,2010-05-17 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310185,0.0,58.564800000000005,4200,17.43,17612770310373,58.564800000000005 -2010-05-24 15:00:00,2010-05-24 15:00:00,2010-05-24 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310186,77.238,61.790400000000005,4200,18.39,17612770310374,139.0284 -2010-05-31 15:00:00,2010-05-31 15:00:00,2010-05-31 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310187,0.0,61.635200000000005,4400,17.51,17612770310375,61.635200000000005 -2010-06-07 15:00:00,2010-06-07 15:00:00,2010-06-07 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310188,74.404,59.5232,4400,16.91,17612770310376,133.9272 -2010-06-21 15:00:00,2010-06-21 15:00:00,2010-06-21 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310189,0.0,58.56,4000,18.3,17612770310377,58.56 -2010-06-28 15:00:00,2010-06-28 15:00:00,2010-06-28 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310190,73.96000000000001,59.168000000000006,4000,18.49,17612770310378,133.12800000000001 -2010-09-06 15:00:00,2010-09-06 15:00:00,2010-09-06 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310191,0.0,59.696000000000005,4100,18.2,17612770310388,59.696000000000005 -2010-09-13 15:00:00,2010-09-13 15:00:00,2010-09-13 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310192,70.069,56.0552,4100,17.09,17612770310389,126.1242 -2010-09-20 15:00:00,2010-09-20 15:00:00,2010-09-20 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310193,0.0,54.776,4100,16.7,17612770310390,54.776 -2010-09-27 15:00:00,2010-09-27 15:00:00,2010-09-27 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310194,68.429,54.7432,4100,16.69,17612770310391,123.1722 -2010-10-11 15:00:00,2010-10-11 15:00:00,2010-10-11 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310195,0.0,54.8416,3800,18.04,17612770310392,54.8416 -2010-10-18 15:00:00,2010-10-18 15:00:00,2010-10-18 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310196,72.846,58.2768,3800,19.17,17612770310393,131.1228 -2010-10-25 15:00:00,2010-10-25 15:00:00,2010-10-25 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310197,0.0,58.9992,3900,18.91,17612770310394,58.9992 -2010-11-01 15:00:00,2010-11-01 15:00:00,2010-11-01 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310198,72.423,57.9384,3900,18.57,17612770310395,130.3614 -2010-11-08 15:00:00,2010-11-08 15:00:00,2010-11-08 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310199,0.0,56.6544,3700,19.14,17612770310396,56.6544 -2010-11-15 15:00:00,2010-11-15 15:00:00,2010-11-15 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310200,64.047,51.23759999999999,3700,17.31,17612770310397,115.28459999999998 -2010-11-22 15:00:00,2010-11-22 15:00:00,2010-11-22 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310201,0.0,52.0416,3900,16.68,17612770310398,52.0416 -2010-11-29 15:00:00,2010-11-29 15:00:00,2010-11-29 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310202,65.208,52.166399999999996,3900,16.72,17612770310399,117.3744 -2010-12-06 15:00:00,2010-12-06 15:00:00,2010-12-06 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310203,0.0,52.2288,3900,16.74,17612770310400,52.2288 -2010-12-13 15:00:00,2010-12-13 15:00:00,2010-12-13 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310204,64.81800000000001,51.854400000000005,3900,16.62,17612770310401,116.67240000000001 -2010-12-20 15:00:00,2010-12-20 15:00:00,2010-12-20 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310205,0.0,51.616,4000,16.13,17612770310402,51.616 -2010-12-27 15:00:00,2010-12-27 15:00:00,2010-12-27 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310206,64.28,51.424,4000,16.07,17612770310403,115.70400000000001 -2011-01-10 15:00:00,2011-01-10 15:00:00,2011-01-10 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310207,0.0,51.136,4000,15.98,17612770310404,51.136 -2011-01-17 15:00:00,2011-01-17 15:00:00,2011-01-17 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310208,61.52,49.216,4000,15.38,17612770310405,110.736 -2011-01-24 15:00:00,2011-01-24 15:00:00,2011-01-24 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310209,0.0,49.364000000000004,4100,15.05,17612770310406,49.364000000000004 -2011-01-31 15:00:00,2011-01-31 15:00:00,2011-01-31 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310210,62.771,50.2168,4100,15.31,17612770310407,112.9878 -2011-02-14 15:00:00,2011-02-14 15:00:00,2011-02-14 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310211,0.0,49.92,3900,16.0,17612770310408,49.92 -2011-02-21 15:00:00,2011-02-21 15:00:00,2011-02-21 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310212,62.283,49.8264,3900,15.97,17612770310409,112.1094 -2011-02-28 15:00:00,2011-02-28 15:00:00,2011-02-28 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310213,0.0,49.7016,3900,15.93,17612770310410,49.7016 -2011-03-07 15:00:00,2011-03-07 15:00:00,2011-03-07 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310214,65.28599999999999,52.2288,3900,16.74,17612770310411,117.51479999999998 -2011-03-14 15:00:00,2011-03-14 15:00:00,2011-03-14 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310215,0.0,51.74400000000001,4000,16.17,17612770310412,51.74400000000001 -2011-03-21 15:00:00,2011-03-21 15:00:00,2011-03-21 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310216,63.08,50.464000000000006,4000,15.77,17612770310413,113.54400000000001 -2011-03-28 15:00:00,2011-03-28 15:00:00,2011-03-28 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310217,0.0,50.9496,3900,16.33,17612770310414,50.9496 -2011-04-11 15:00:00,2011-04-11 15:00:00,2011-04-11 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310218,66.417,53.1336,3900,17.03,17612770310415,119.5506 -2011-04-18 15:00:00,2011-04-18 15:00:00,2011-04-18 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310219,0.0,52.836000000000006,3500,18.87,17612770310416,52.836000000000006 -2011-04-25 15:00:00,2011-04-25 15:00:00,2011-04-25 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310220,63.279999999999994,50.623999999999995,3500,18.08,17612770310417,113.904 -2011-05-16 15:00:00,2011-05-16 15:00:00,2011-05-16 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310221,0.0,49.391999999999996,3600,17.15,17612770310419,49.391999999999996 -2011-05-23 15:00:00,2011-05-23 15:00:00,2011-05-23 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310222,64.44,51.552,3600,17.9,17612770310420,115.99199999999999 -2011-05-30 15:00:00,2011-05-30 15:00:00,2011-05-30 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310223,0.0,52.007200000000005,3700,17.57,17612770310421,52.007200000000005 -2011-06-13 15:00:00,2011-06-13 15:00:00,2011-06-13 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310224,60.346999999999994,48.2776,3700,16.31,17612770310422,108.62459999999999 -2011-06-20 15:00:00,2011-06-20 15:00:00,2011-06-20 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310225,0.0,48.7008,3800,16.02,17612770310423,48.7008 -2011-06-27 15:00:00,2011-06-27 15:00:00,2011-06-27 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310226,64.94200000000001,51.9536,3800,17.09,17612770310424,116.8956 -2011-07-04 15:00:00,2011-07-04 15:00:00,2011-07-04 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310227,0.0,51.948,3700,17.55,17612770310425,51.948 -2011-07-11 15:00:00,2011-07-11 15:00:00,2011-07-11 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310228,64.38,51.504,3700,17.4,17612770310426,115.88399999999999 -2011-07-18 15:00:00,2011-07-18 15:00:00,2011-07-18 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310229,0.0,50.232000000000006,3500,17.94,17612770310427,50.232000000000006 -2011-07-25 15:00:00,2011-07-25 15:00:00,2011-07-25 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310230,59.045,47.236000000000004,3500,16.87,17612770310428,106.281 -2011-08-01 15:00:00,2011-08-01 15:00:00,2011-08-01 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310231,0.0,48.160000000000004,3500,17.2,17612770310429,48.160000000000004 -2011-08-08 15:00:00,2011-08-08 15:00:00,2011-08-08 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310232,56.0,44.800000000000004,3500,16.0,17612770310430,100.80000000000001 -2011-08-15 15:00:00,2011-08-15 15:00:00,2011-08-15 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310233,0.0,43.8528,3200,17.13,17612770310431,43.8528 -2011-08-22 15:00:00,2011-08-22 15:00:00,2011-08-22 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310234,52.54400000000001,42.03520000000001,3200,16.42,17612770310432,94.57920000000001 -2011-08-29 15:00:00,2011-08-29 15:00:00,2011-08-29 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310235,0.0,42.803200000000004,3200,16.72,17612770310433,42.803200000000004 -2011-09-05 15:00:00,2011-09-05 15:00:00,2011-09-05 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310236,52.64,42.112,3200,16.45,17612770310434,94.75200000000001 -2011-09-19 15:00:00,2011-09-19 15:00:00,2011-09-19 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310237,0.0,41.168000000000006,3100,16.6,17612770310435,41.168000000000006 -2011-09-26 15:00:00,2011-09-26 15:00:00,2011-09-26 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310238,49.724000000000004,39.7792,3100,16.04,17612770310436,89.5032 -2011-10-10 15:00:00,2011-10-10 15:00:00,2011-10-10 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310239,0.0,39.68,3200,15.5,17612770310437,39.68 -2011-10-17 15:00:00,2011-10-17 15:00:00,2011-10-17 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310240,52.928000000000004,42.342400000000005,3200,16.54,17612770310438,95.27040000000001 -2011-10-24 15:00:00,2011-10-24 15:00:00,2011-10-24 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310241,0.0,42.3168,3200,16.53,17612770310439,42.3168 -2011-10-31 15:00:00,2011-10-31 15:00:00,2011-10-31 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310242,54.016,43.2128,3200,16.88,17612770310440,97.2288 -2011-11-07 15:00:00,2011-11-07 15:00:00,2011-11-07 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310243,0.0,42.803200000000004,3200,16.72,17612770310441,42.803200000000004 -2011-11-14 15:00:00,2011-11-14 15:00:00,2011-11-14 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310244,53.536,42.8288,3200,16.73,17612770310442,96.3648 -2011-11-21 15:00:00,2011-11-21 15:00:00,2011-11-21 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310245,0.0,43.384,3400,15.95,17612770310443,43.384 -2011-11-28 15:00:00,2011-11-28 15:00:00,2011-11-28 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310246,53.652,42.921600000000005,3400,15.78,17612770310444,96.5736 -2011-12-05 15:00:00,2011-12-05 15:00:00,2011-12-05 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310247,0.0,42.108000000000004,3300,15.95,17612770310445,42.108000000000004 -2011-12-12 15:00:00,2011-12-12 15:00:00,2011-12-12 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310248,52.272,41.8176,3300,15.84,17612770310446,94.08959999999999 -2011-12-19 15:00:00,2011-12-19 15:00:00,2011-12-19 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310249,0.0,41.752,3400,15.35,17612770310447,41.752 -2011-12-26 15:00:00,2011-12-26 15:00:00,2011-12-26 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310250,52.428000000000004,41.9424,3400,15.42,17612770310448,94.3704 -2012-01-09 15:00:00,2012-01-09 15:00:00,2012-01-09 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310251,0.0,42.921600000000005,3400,15.78,17612770310449,42.921600000000005 -2012-01-30 15:00:00,2012-01-30 15:00:00,2012-01-30 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310252,56.814,45.4512,3400,16.71,17612770310451,102.2652 -2012-02-06 15:00:00,2012-02-06 15:00:00,2012-02-06 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310253,0.0,44.4312,3300,16.83,17612770310452,44.4312 -2012-02-13 15:00:00,2012-02-13 15:00:00,2012-02-13 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310254,55.044000000000004,44.0352,3300,16.68,17612770310453,99.07920000000001 -2012-02-20 15:00:00,2012-02-20 15:00:00,2012-02-20 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310255,0.0,44.744,3400,16.45,17612770310454,44.744 -2012-02-27 15:00:00,2012-02-27 15:00:00,2012-02-27 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310256,57.528000000000006,46.022400000000005,3400,16.92,17612770310455,103.55040000000001 -2012-03-05 15:00:00,2012-03-05 15:00:00,2012-03-05 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310257,0.0,45.592800000000004,3300,17.27,17612770310456,45.592800000000004 -2012-03-12 15:00:00,2012-03-12 15:00:00,2012-03-12 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310258,55.11,44.088,3300,16.7,17612770310457,99.19800000000001 -2012-03-19 15:00:00,2012-03-19 15:00:00,2012-03-19 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310259,0.0,43.16400000000001,3300,16.35,17612770310458,43.16400000000001 -2012-03-26 15:00:00,2012-03-26 15:00:00,2012-03-26 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310260,52.932,42.345600000000005,3300,16.04,17612770310459,95.2776 -2012-04-09 15:00:00,2012-04-09 15:00:00,2012-04-09 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310261,0.0,42.84,3400,15.75,17612770310460,42.84 -2012-04-16 15:00:00,2012-04-16 15:00:00,2012-04-16 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310262,55.012,44.0096,3400,16.18,17612770310461,99.0216 -2012-04-23 15:00:00,2012-04-23 15:00:00,2012-04-23 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310263,0.0,43.34880000000001,3300,16.42,17612770310462,43.34880000000001 -2012-05-07 15:00:00,2012-05-07 15:00:00,2012-05-07 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310264,54.78000000000001,43.824000000000005,3300,16.6,17612770310463,98.60400000000001 -2012-05-14 15:00:00,2012-05-14 15:00:00,2012-05-14 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310265,0.0,44.632000000000005,3500,15.94,17612770310464,44.632000000000005 -2012-05-21 15:00:00,2012-05-21 15:00:00,2012-05-21 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310266,55.195,44.156,3500,15.77,17612770310465,99.351 -2012-05-28 15:00:00,2012-05-28 15:00:00,2012-05-28 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310267,0.0,44.268,3500,15.81,17612770310466,44.268 -2012-06-04 15:00:00,2012-06-04 15:00:00,2012-06-04 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310268,53.9,43.120000000000005,3500,15.4,17612770310467,97.02000000000001 -2012-06-11 15:00:00,2012-06-11 15:00:00,2012-06-11 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310269,0.0,42.595200000000006,3600,14.79,17612770310468,42.595200000000006 -2012-06-18 15:00:00,2012-06-18 15:00:00,2012-06-18 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310270,54.756,43.8048,3600,15.21,17612770310469,98.5608 -2012-06-25 15:00:00,2012-06-25 15:00:00,2012-06-25 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310271,0.0,43.7192,3700,14.77,17612770310470,43.7192 -2012-07-02 15:00:00,2012-07-02 15:00:00,2012-07-02 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310272,56.055,44.844,3700,15.15,17612770310471,100.899 -2012-07-09 15:00:00,2012-07-09 15:00:00,2012-07-09 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310273,0.0,44.7184,3800,14.71,17612770310472,44.7184 -2012-07-16 15:00:00,2012-07-16 15:00:00,2012-07-16 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310274,56.43,45.144000000000005,3800,14.85,17612770310473,101.57400000000001 -2012-07-23 15:00:00,2012-07-23 15:00:00,2012-07-23 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310275,0.0,45.022400000000005,3800,14.81,17612770310474,45.022400000000005 -2012-07-30 15:00:00,2012-07-30 15:00:00,2012-07-30 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310276,56.43,45.144000000000005,3800,14.85,17612770310475,101.57400000000001 -2012-08-06 15:00:00,2012-08-06 15:00:00,2012-08-06 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310277,0.0,44.696000000000005,3700,15.1,17612770310476,44.696000000000005 -2012-08-13 15:00:00,2012-08-13 15:00:00,2012-08-13 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310278,55.611000000000004,44.488800000000005,3700,15.03,17612770310477,100.09980000000002 -2012-08-20 15:00:00,2012-08-20 15:00:00,2012-08-20 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310279,0.0,45.144000000000005,3800,14.85,17612770310478,45.144000000000005 -2012-08-27 15:00:00,2012-08-27 15:00:00,2012-08-27 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310280,53.618,42.894400000000005,3800,14.11,17612770310479,96.51240000000001 -2012-09-03 15:00:00,2012-09-03 15:00:00,2012-09-03 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310281,0.0,42.0616,3700,14.21,17612770310480,42.0616 -2012-09-10 15:00:00,2012-09-10 15:00:00,2012-09-10 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310282,52.059000000000005,41.647200000000005,3700,14.07,17612770310481,93.70620000000001 -2012-09-17 15:00:00,2012-09-17 15:00:00,2012-09-17 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310283,0.0,41.6784,3800,13.71,17612770310482,41.6784 -2012-09-24 15:00:00,2012-09-24 15:00:00,2012-09-24 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310284,49.058,39.2464,3800,12.91,17612770310483,88.3044 -2012-10-08 15:00:00,2012-10-08 15:00:00,2012-10-08 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310285,0.0,39.3984,3800,12.96,17612770310484,39.3984 -2012-10-15 15:00:00,2012-10-15 15:00:00,2012-10-15 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310286,49.78,39.824000000000005,3800,13.1,17612770310485,89.60400000000001 -2012-10-22 15:00:00,2012-10-22 15:00:00,2012-10-22 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310287,0.0,39.8712,3700,13.47,17612770310486,39.8712 -2012-10-29 15:00:00,2012-10-29 15:00:00,2012-10-29 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310288,47.878,38.3024,3700,12.94,17612770310487,86.18039999999999 -2012-11-05 15:00:00,2012-11-05 15:00:00,2012-11-05 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310289,0.0,38.108000000000004,3500,13.61,17612770310488,38.108000000000004 -2012-11-12 15:00:00,2012-11-12 15:00:00,2012-11-12 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310290,47.67,38.136,3500,13.62,17612770310489,85.80600000000001 -2012-11-19 15:00:00,2012-11-19 15:00:00,2012-11-19 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310291,0.0,37.699200000000005,3600,13.09,17612770310490,37.699200000000005 -2012-11-26 15:00:00,2012-11-26 15:00:00,2012-11-26 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310292,47.268,37.8144,3600,13.13,17612770310491,85.0824 -2012-12-03 15:00:00,2012-12-03 15:00:00,2012-12-03 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310293,0.0,38.1824,3800,12.56,17612770310492,38.1824 -2012-12-10 15:00:00,2012-12-10 15:00:00,2012-12-10 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310294,54.416000000000004,43.5328,3800,14.32,17612770310493,97.9488 -2012-12-17 15:00:00,2012-12-17 15:00:00,2012-12-17 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310295,0.0,42.616,3500,15.22,17612770310494,42.616 -2012-12-24 15:00:00,2012-12-24 15:00:00,2012-12-24 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310296,52.22,41.776,3500,14.92,17612770310495,93.99600000000001 -2012-12-31 15:00:00,2012-12-31 15:00:00,2012-12-31 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310297,0.0,42.2928,3300,16.02,17612770310496,42.2928 -2013-01-07 15:00:00,2013-01-07 15:00:00,2013-01-07 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310298,53.79,43.032000000000004,3300,16.3,17612770310497,96.822 -2013-01-21 15:00:00,2013-01-21 15:00:00,2013-01-21 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310299,0.0,42.552,2700,19.7,17612770310499,42.552 -2013-01-28 15:00:00,2013-01-28 15:00:00,2013-01-28 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310300,56.889,45.5112,2700,21.07,17612770310500,102.40020000000001 -2013-02-04 15:00:00,2013-02-04 15:00:00,2013-02-04 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310301,0.0,45.780800000000006,2600,22.01,17612770310501,45.780800000000006 -2013-02-18 15:00:00,2013-02-18 15:00:00,2013-02-18 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310302,54.339999999999996,43.471999999999994,2600,20.9,17612770310502,97.81199999999998 -2013-02-25 15:00:00,2013-02-25 15:00:00,2013-02-25 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310303,0.0,43.22160000000001,2700,20.01,17612770310503,43.22160000000001 -2013-03-04 15:00:00,2013-03-04 15:00:00,2013-03-04 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310304,58.725,46.980000000000004,2700,21.75,17612770310504,105.70500000000001 -2013-03-11 15:00:00,2013-03-11 15:00:00,2013-03-11 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310305,0.0,47.0704,2600,22.63,17612770310505,47.0704 -2013-03-18 15:00:00,2013-03-18 15:00:00,2013-03-18 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310306,55.510000000000005,44.40800000000001,2600,21.35,17612770310506,99.918 -2013-03-25 15:00:00,2013-03-25 15:00:00,2013-03-25 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310307,0.0,43.699200000000005,2400,22.76,17612770310507,43.699200000000005 -2013-04-01 15:00:00,2013-04-01 15:00:00,2013-04-01 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310308,48.936,39.1488,2400,20.39,17612770310508,88.0848 -2013-04-08 15:00:00,2013-04-08 15:00:00,2013-04-08 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310309,0.0,39.86,2500,19.93,17612770310509,39.86 -2013-04-15 15:00:00,2013-04-15 15:00:00,2013-04-15 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310310,46.4,37.120000000000005,2500,18.56,17612770310510,83.52000000000001 -2013-04-22 15:00:00,2013-04-22 15:00:00,2013-04-22 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310311,0.0,35.604800000000004,2200,20.23,17612770310511,35.604800000000004 -2013-05-06 15:00:00,2013-05-06 15:00:00,2013-05-06 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310312,44.682,35.7456,2200,20.31,17612770310512,80.42760000000001 -2013-05-13 15:00:00,2013-05-13 15:00:00,2013-05-13 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310313,0.0,36.652800000000006,2300,19.92,17612770310513,36.652800000000006 -2013-05-20 15:00:00,2013-05-20 15:00:00,2013-05-20 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310314,48.254,38.6032,2300,20.98,17612770310514,86.8572 -2013-05-27 15:00:00,2013-05-27 15:00:00,2013-05-27 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310315,0.0,37.57280000000001,2300,20.42,17612770310515,37.57280000000001 -2013-06-03 15:00:00,2013-06-03 15:00:00,2013-06-03 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310316,48.093,38.4744,2300,20.91,17612770310516,86.5674 -2013-06-17 15:00:00,2013-06-17 15:00:00,2013-06-17 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310317,0.0,38.48,2500,19.24,17612770310517,38.48 -2013-07-01 15:00:00,2013-07-01 15:00:00,2013-07-01 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310318,39.0,31.200000000000003,4000,9.75,17612770310519,70.2 -2013-07-08 15:00:00,2013-07-08 15:00:00,2013-07-08 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310319,0.0,32.364000000000004,4500,8.99,17612770310520,32.364000000000004 -2013-07-15 15:00:00,2013-07-15 15:00:00,2013-07-15 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310320,47.295,37.836,4500,10.51,17612770310521,85.131 -2013-07-22 15:00:00,2013-07-22 15:00:00,2013-07-22 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310321,0.0,37.68,5000,9.42,17612770310522,37.68 -2013-07-29 15:00:00,2013-07-29 15:00:00,2013-07-29 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310322,47.050000000000004,37.64,5000,9.41,17612770310523,84.69 -2013-08-05 15:00:00,2013-08-05 15:00:00,2013-08-05 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310323,0.0,37.3744,4700,9.94,17612770310524,37.3744 -2013-08-12 15:00:00,2013-08-12 15:00:00,2013-08-12 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310324,48.551,38.8408,4700,10.33,17612770310525,87.3918 -2013-08-19 15:00:00,2013-08-19 15:00:00,2013-08-19 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310325,0.0,38.843999999999994,4500,10.79,17612770310526,38.843999999999994 -2013-08-26 15:00:00,2013-08-26 15:00:00,2013-08-26 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310326,49.050000000000004,39.24,4500,10.9,17612770310527,88.29 -2013-09-02 15:00:00,2013-09-02 15:00:00,2013-09-02 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310327,0.0,39.56,4600,10.75,17612770310528,39.56 -2013-09-09 15:00:00,2013-09-09 15:00:00,2013-09-09 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310328,55.798,44.638400000000004,4600,12.13,17612770310529,100.4364 -2013-09-16 15:00:00,2013-09-16 15:00:00,2013-09-16 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310329,0.0,44.352000000000004,4200,13.2,17612770310530,44.352000000000004 -2013-09-23 15:00:00,2013-09-23 15:00:00,2013-09-23 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310330,54.096000000000004,43.2768,4200,12.88,17612770310531,97.37280000000001 -2013-09-30 15:00:00,2013-09-30 15:00:00,2013-09-30 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310331,0.0,42.768,4500,11.88,17612770310532,42.768 -2013-10-14 15:00:00,2013-10-14 15:00:00,2013-10-14 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310332,56.205,44.964,4500,12.49,17612770310533,101.169 -2013-10-21 15:00:00,2013-10-21 15:00:00,2013-10-21 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310333,0.0,45.3744,4600,12.33,17612770310534,45.3744 -2013-10-28 15:00:00,2013-10-28 15:00:00,2013-10-28 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310334,60.398,48.318400000000004,4600,13.13,17612770310535,108.71640000000001 -2013-11-04 15:00:00,2013-11-04 15:00:00,2013-11-04 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310335,0.0,47.7312,4400,13.56,17612770310536,47.7312 -2013-11-11 15:00:00,2013-11-11 15:00:00,2013-11-11 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310336,58.96,47.168,4400,13.4,17612770310537,106.128 -2013-11-18 15:00:00,2013-11-18 15:00:00,2013-11-18 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310337,0.0,47.342400000000005,4200,14.09,17612770310538,47.342400000000005 -2013-11-25 15:00:00,2013-11-25 15:00:00,2013-11-25 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310338,56.7,45.36,4200,13.5,17612770310539,102.06 -2013-12-02 15:00:00,2013-12-02 15:00:00,2013-12-02 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310339,0.0,45.1,4100,13.75,17612770310540,45.1 -2013-12-09 15:00:00,2013-12-09 15:00:00,2013-12-09 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310340,54.079,43.263200000000005,4100,13.19,17612770310541,97.3422 -2013-12-16 15:00:00,2013-12-16 15:00:00,2013-12-16 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310341,0.0,42.84,4200,12.75,17612770310542,42.84 -2013-12-23 15:00:00,2013-12-23 15:00:00,2013-12-23 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310342,50.19,40.152,4200,11.95,17612770310543,90.342 -2013-12-30 15:00:00,2013-12-30 15:00:00,2013-12-30 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310343,0.0,40.385600000000004,4300,11.74,17612770310544,40.385600000000004 -2014-01-06 15:00:00,2014-01-06 15:00:00,2014-01-06 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310344,50.181000000000004,40.144800000000004,4300,11.67,17612770310545,90.32580000000002 -2014-01-13 15:00:00,2014-01-13 15:00:00,2014-01-13 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310345,0.0,39.904,4300,11.6,17612770310546,39.904 -2014-01-20 15:00:00,2014-01-20 15:00:00,2014-01-20 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310346,48.59,38.872,4300,11.3,17612770310547,87.462 -2014-01-27 15:00:00,2014-01-27 15:00:00,2014-01-27 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310347,0.0,39.1816,4300,11.39,17612770310548,39.1816 -2014-02-10 15:00:00,2014-02-10 15:00:00,2014-02-10 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310348,49.751,39.8008,4300,11.57,17612770310549,89.5518 -2014-02-17 15:00:00,2014-02-17 15:00:00,2014-02-17 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310349,0.0,39.2616,4100,11.97,17612770310550,39.2616 -2014-02-24 15:00:00,2014-02-24 15:00:00,2014-02-24 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310350,45.756,36.604800000000004,4100,11.16,17612770310551,82.36080000000001 -2014-03-03 15:00:00,2014-03-03 15:00:00,2014-03-03 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310351,0.0,36.211200000000005,4100,11.04,17612770310552,36.211200000000005 -2014-03-10 15:00:00,2014-03-10 15:00:00,2014-03-10 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310352,42.271,33.8168,4100,10.31,17612770310553,76.0878 -2014-03-17 15:00:00,2014-03-17 15:00:00,2014-03-17 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310353,0.0,34.3416,4100,10.47,17612770310554,34.3416 -2014-03-24 15:00:00,2014-03-24 15:00:00,2014-03-24 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310354,44.239000000000004,35.391200000000005,4100,10.79,17612770310555,79.6302 -2014-03-31 15:00:00,2014-03-31 15:00:00,2014-03-31 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310355,0.0,35.3256,4100,10.77,17612770310556,35.3256 -2014-04-14 15:00:00,2014-04-14 15:00:00,2014-04-14 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310356,46.248,36.998400000000004,4100,11.28,17612770310557,83.2464 -2014-04-21 15:00:00,2014-04-21 15:00:00,2014-04-21 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310357,0.0,36.7736,4300,10.69,17612770310558,36.7736 -2014-04-28 15:00:00,2014-04-28 15:00:00,2014-04-28 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310358,47.429,37.943200000000004,4300,11.03,17612770310559,85.3722 -2014-05-05 15:00:00,2014-05-05 15:00:00,2014-05-05 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310359,0.0,37.8056,4300,10.99,17612770310560,37.8056 -2014-05-12 15:00:00,2014-05-12 15:00:00,2014-05-12 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310360,48.762,39.0096,4300,11.34,17612770310561,87.7716 -2014-05-19 15:00:00,2014-05-19 15:00:00,2014-05-19 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310361,0.0,38.7688,4300,11.27,17612770310562,38.7688 -2014-05-26 15:00:00,2014-05-26 15:00:00,2014-05-26 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310362,49.794000000000004,39.8352,4300,11.58,17612770310563,89.6292 -2014-06-09 15:00:00,2014-06-09 15:00:00,2014-06-09 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310363,0.0,39.4912,4300,11.48,17612770310564,39.4912 -2014-06-16 15:00:00,2014-06-16 15:00:00,2014-06-16 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310364,52.2708,41.81664000000001,5160,10.13,17612770310565,94.08744000000002 -2014-06-23 15:00:00,2014-06-23 15:00:00,2014-06-23 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310365,0.0,42.988,5500,9.77,17612770310566,42.988 -2014-06-30 15:00:00,2014-06-30 15:00:00,2014-06-30 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310366,54.505,43.604,5500,9.91,17612770310567,98.10900000000001 -2014-07-07 15:00:00,2014-07-07 15:00:00,2014-07-07 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310367,0.0,43.384,5500,9.86,17612770310568,43.384 -2014-07-14 15:00:00,2014-07-14 15:00:00,2014-07-14 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310368,53.46,42.768,5500,9.72,17612770310569,96.22800000000001 -2014-07-21 15:00:00,2014-07-21 15:00:00,2014-07-21 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310369,0.0,42.784000000000006,5600,9.55,17612770310570,42.784000000000006 -2014-07-28 15:00:00,2014-07-28 15:00:00,2014-07-28 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310370,60.368,48.2944,5600,10.78,17612770310571,108.6624 -2014-08-04 15:00:00,2014-08-04 15:00:00,2014-08-04 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310371,0.0,48.092000000000006,5500,10.93,17612770310572,48.092000000000006 -2014-08-11 15:00:00,2014-08-11 15:00:00,2014-08-11 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310372,58.90500000000001,47.12400000000001,5500,10.71,17612770310573,106.02900000000002 -2014-08-18 15:00:00,2014-08-18 15:00:00,2014-08-18 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310373,0.0,46.86,5500,10.65,17612770310574,46.86 -2014-08-25 15:00:00,2014-08-25 15:00:00,2014-08-25 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310374,56.15500000000001,44.92400000000001,5500,10.21,17612770310575,101.07900000000001 -2014-09-01 15:00:00,2014-09-01 15:00:00,2014-09-01 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310375,0.0,44.49600000000001,5400,10.3,17612770310576,44.49600000000001 -2014-09-15 15:00:00,2014-09-15 15:00:00,2014-09-15 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310376,55.674,44.5392,5400,10.31,17612770310577,100.2132 -2014-09-22 15:00:00,2014-09-22 15:00:00,2014-09-22 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310377,0.0,44.264,5500,10.06,17612770310578,44.264 -2014-09-29 15:00:00,2014-09-29 15:00:00,2014-09-29 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310378,55.66,44.528,5500,10.12,17612770310579,100.18799999999999 -2014-10-13 15:00:00,2014-10-13 15:00:00,2014-10-13 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310379,0.0,44.440000000000005,5500,10.1,17612770310580,44.440000000000005 -2014-10-20 15:00:00,2014-10-20 15:00:00,2014-10-20 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310380,55.935,44.748000000000005,5500,10.17,17612770310581,100.683 -2014-10-27 15:00:00,2014-10-27 15:00:00,2014-10-27 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310381,0.0,44.8896,5600,10.02,17612770310582,44.8896 -2014-11-03 15:00:00,2014-11-03 15:00:00,2014-11-03 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310382,62.216,49.772800000000004,5600,11.11,17612770310583,111.9888 -2014-11-10 15:00:00,2014-11-10 15:00:00,2014-11-10 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310383,0.0,49.9072,5600,11.14,17612770310584,49.9072 -2014-11-17 15:00:00,2014-11-17 15:00:00,2014-11-17 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310384,60.256,48.2048,5600,10.76,17612770310585,108.4608 -2014-11-24 15:00:00,2014-11-24 15:00:00,2014-11-24 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310385,0.0,47.432,5500,10.78,17612770310586,47.432 -2014-12-01 15:00:00,2014-12-01 15:00:00,2014-12-01 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310386,67.045,53.636,5500,12.19,17612770310587,120.68100000000001 -2014-12-08 15:00:00,2014-12-08 15:00:00,2014-12-08 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310387,0.0,53.6096,4400,15.23,17612770310588,53.6096 -2014-12-15 15:00:00,2014-12-15 15:00:00,2014-12-15 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310388,59.752,47.8016,4400,13.58,17612770310589,107.5536 -2014-12-22 15:00:00,2014-12-22 15:00:00,2014-12-22 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310389,0.0,47.860800000000005,3900,15.34,17612770310590,47.860800000000005 -2014-12-29 15:00:00,2014-12-29 15:00:00,2014-12-29 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310390,58.188,46.5504,3900,14.92,17612770310591,104.73840000000001 -2015-01-05 15:00:00,2015-01-05 15:00:00,2015-01-05 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310391,0.0,46.1376,3600,16.02,17612770310592,46.1376 -2015-01-12 15:00:00,2015-01-12 15:00:00,2015-01-12 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310392,53.172000000000004,42.537600000000005,3600,14.77,17612770310593,95.70960000000001 -2015-01-19 15:00:00,2015-01-19 15:00:00,2015-01-19 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310393,0.0,43.1496,3900,13.83,17612770310594,43.1496 -2015-01-26 15:00:00,2015-01-26 15:00:00,2015-01-26 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310394,55.926,44.7408,3900,14.34,17612770310595,100.6668 -2015-02-02 15:00:00,2015-02-02 15:00:00,2015-02-02 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310395,0.0,43.616,4000,13.63,17612770310596,43.616 -2015-02-09 15:00:00,2015-02-09 15:00:00,2015-02-09 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310396,54.08,43.264,4000,13.52,17612770310597,97.344 -2015-02-16 15:00:00,2015-02-16 15:00:00,2015-02-16 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310397,0.0,43.4304,3900,13.92,17612770310598,43.4304 -2015-03-02 15:00:00,2015-03-02 15:00:00,2015-03-02 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310398,54.717,43.7736,3900,14.03,17612770310599,98.4906 -2015-03-09 15:00:00,2015-03-09 15:00:00,2015-03-09 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310399,0.0,44.148,3900,14.15,17612770310600,44.148 -2015-03-16 15:00:00,2015-03-16 15:00:00,2015-03-16 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310400,60.099000000000004,48.0792,3900,15.41,17612770310601,108.1782 -2015-03-23 15:00:00,2015-03-23 15:00:00,2015-03-23 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310401,0.0,48.141600000000004,3900,15.43,17612770310602,48.141600000000004 -2015-03-30 15:00:00,2015-03-30 15:00:00,2015-03-30 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310402,61.074,48.8592,3900,15.66,17612770310603,109.9332 -2015-04-13 15:00:00,2015-04-13 15:00:00,2015-04-13 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310403,0.0,47.635200000000005,3600,16.54,17612770310604,47.635200000000005 -2015-04-20 15:00:00,2015-04-20 15:00:00,2015-04-20 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310404,58.68,46.944,3600,16.3,17612770310605,105.624 -2015-04-27 15:00:00,2015-04-27 15:00:00,2015-04-27 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310405,0.0,47.28960000000001,3600,16.42,17612770310606,47.28960000000001 -2015-05-04 15:00:00,2015-05-04 15:00:00,2015-05-04 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310406,59.472,47.577600000000004,3600,16.52,17612770310607,107.0496 -2015-05-11 15:00:00,2015-05-11 15:00:00,2015-05-11 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310407,0.0,47.448800000000006,3700,16.03,17612770310608,47.448800000000006 -2015-05-18 15:00:00,2015-05-18 15:00:00,2015-05-18 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310408,56.166000000000004,44.9328,3700,15.18,17612770310609,101.09880000000001 -2015-05-25 15:00:00,2015-05-25 15:00:00,2015-05-25 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310409,0.0,45.15200000000001,3400,16.6,17612770310610,45.15200000000001 -2015-06-01 15:00:00,2015-06-01 15:00:00,2015-06-01 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310410,54.06,43.248000000000005,3400,15.9,17612770310611,97.308 -2015-06-08 15:00:00,2015-06-08 15:00:00,2015-06-08 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310411,0.0,42.879200000000004,3100,17.29,17612770310612,42.879200000000004 -2015-06-15 15:00:00,2015-06-15 15:00:00,2015-06-15 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310412,49.352000000000004,39.4816,3100,15.92,17612770310613,88.8336 -2015-06-29 15:00:00,2015-06-29 15:00:00,2015-06-29 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310413,0.0,39.052800000000005,3600,13.56,17612770310614,39.052800000000005 -2015-07-06 15:00:00,2015-07-06 15:00:00,2015-07-06 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310414,49.968,39.9744,3600,13.88,17612770310615,89.9424 -2015-07-13 15:00:00,2015-07-13 15:00:00,2015-07-13 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310415,0.0,40.432,3500,14.44,17612770310616,40.432 -2015-07-20 15:00:00,2015-07-20 15:00:00,2015-07-20 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310416,47.6,38.08,3500,13.6,17612770310617,85.68 -2015-07-27 15:00:00,2015-07-27 15:00:00,2015-07-27 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310417,0.0,37.8176,3800,12.44,17612770310618,37.8176 -2015-08-03 15:00:00,2015-08-03 15:00:00,2015-08-03 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310418,48.716,38.9728,3800,12.82,17612770310619,87.6888 -2015-08-10 15:00:00,2015-08-10 15:00:00,2015-08-10 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310419,0.0,39.2768,3800,12.92,17612770310620,39.2768 -2015-08-17 15:00:00,2015-08-17 15:00:00,2015-08-17 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310420,47.652,38.1216,3800,12.54,17612770310621,85.7736 -2015-08-24 15:00:00,2015-08-24 15:00:00,2015-08-24 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310421,0.0,38.088,4600,10.35,17612770310622,38.088 -2015-08-31 15:00:00,2015-08-31 15:00:00,2015-08-31 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310422,50.922000000000004,40.7376,4600,11.07,17612770310623,91.65960000000001 -2015-09-07 15:00:00,2015-09-07 15:00:00,2015-09-07 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310423,0.0,40.0752,4600,10.89,17612770310624,40.0752 -2015-09-14 15:00:00,2015-09-14 15:00:00,2015-09-14 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310424,50.002,40.0016,4600,10.87,17612770310625,90.0036 -2015-09-21 15:00:00,2015-09-21 15:00:00,2015-09-21 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310425,0.0,39.8176,4600,10.82,17612770310626,39.8176 -2015-09-28 15:00:00,2015-09-28 15:00:00,2015-09-28 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310426,48.438,38.7504,4600,10.53,17612770310627,87.1884 -2015-10-12 15:00:00,2015-10-12 15:00:00,2015-10-12 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310427,0.0,38.6312,4300,11.23,17612770310628,38.6312 -2015-10-19 15:00:00,2015-10-19 15:00:00,2015-10-19 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310428,48.418,38.7344,4300,11.26,17612770310629,87.1524 -2015-10-26 15:00:00,2015-10-26 15:00:00,2015-10-26 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310429,0.0,38.7072,4200,11.52,17612770310630,38.7072 -2015-11-02 15:00:00,2015-11-02 15:00:00,2015-11-02 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310430,46.788000000000004,37.4304,4200,11.14,17612770310631,84.2184 -2015-11-09 15:00:00,2015-11-09 15:00:00,2015-11-09 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310431,0.0,37.2672,3600,12.94,17612770310632,37.2672 -2015-11-16 15:00:00,2015-11-16 15:00:00,2015-11-16 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310432,44.424,35.5392,3600,12.34,17612770310633,79.9632 -2015-11-23 15:00:00,2015-11-23 15:00:00,2015-11-23 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310433,0.0,35.856,3600,12.45,17612770310634,35.856 -2015-11-30 15:00:00,2015-11-30 15:00:00,2015-11-30 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310434,42.264,33.8112,3600,11.74,17612770310635,76.0752 -2015-12-07 15:00:00,2015-12-07 15:00:00,2015-12-07 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310435,0.0,34.02,3500,12.15,17612770310636,34.02 -2015-12-14 15:00:00,2015-12-14 15:00:00,2015-12-14 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310436,42.245,33.796,3500,12.07,17612770310637,76.041 -2015-12-21 15:00:00,2015-12-21 15:00:00,2015-12-21 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310437,0.0,33.0264,3300,12.51,17612770310638,33.0264 -2015-12-28 15:00:00,2015-12-28 15:00:00,2015-12-28 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310438,39.534,31.627200000000002,3300,11.98,17612770310639,71.16120000000001 -2016-01-04 15:00:00,2016-01-04 15:00:00,2016-01-04 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310439,0.0,31.724,3500,11.33,17612770310640,31.724 -2016-01-11 15:00:00,2016-01-11 15:00:00,2016-01-11 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310440,37.660000000000004,30.128,3500,10.76,17612770310641,67.78800000000001 -2016-01-18 15:00:00,2016-01-18 15:00:00,2016-01-18 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310441,0.0,29.980800000000002,3600,10.41,17612770310642,29.980800000000002 -2016-01-25 15:00:00,2016-01-25 15:00:00,2016-01-25 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310442,37.332,29.8656,3600,10.37,17612770310643,67.1976 -2016-02-01 15:00:00,2016-02-01 15:00:00,2016-02-01 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310443,0.0,29.792,3800,9.8,17612770310644,29.792 -2016-02-15 15:00:00,2016-02-15 15:00:00,2016-02-15 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310444,37.202,29.7616,3800,9.79,17612770310645,66.9636 -2016-02-22 15:00:00,2016-02-22 15:00:00,2016-02-22 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310445,0.0,29.6352,3600,10.29,17612770310646,29.6352 -2016-02-29 15:00:00,2016-02-29 15:00:00,2016-02-29 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310446,34.416000000000004,27.5328,3600,9.56,17612770310647,61.948800000000006 -2016-03-07 15:00:00,2016-03-07 15:00:00,2016-03-07 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310447,0.0,28.1248,3400,10.34,17612770310648,28.1248 -2016-03-14 15:00:00,2016-03-14 15:00:00,2016-03-14 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310448,34.884,27.9072,3400,10.26,17612770310649,62.7912 -2016-03-21 15:00:00,2016-03-21 15:00:00,2016-03-21 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310449,0.0,27.648,3200,10.8,17612770310650,27.648 -2016-03-28 15:00:00,2016-03-28 15:00:00,2016-03-28 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310450,33.536,26.8288,3200,10.48,17612770310651,60.3648 -2016-04-11 15:00:00,2016-04-11 15:00:00,2016-04-11 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310451,0.0,26.585600000000003,3100,10.72,17612770310652,26.585600000000003 -2016-04-18 15:00:00,2016-04-18 15:00:00,2016-04-18 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310452,33.263,26.610400000000002,3100,10.73,17612770310653,59.873400000000004 -2016-04-25 15:00:00,2016-04-25 15:00:00,2016-04-25 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310453,0.0,26.880000000000003,3200,10.5,17612770310654,26.880000000000003 -2016-05-09 15:00:00,2016-05-09 15:00:00,2016-05-09 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310454,33.12,26.496000000000002,3200,10.35,17612770310655,59.616 -2016-05-16 15:00:00,2016-05-16 15:00:00,2016-05-16 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310455,0.0,25.692800000000002,3100,10.36,17612770310656,25.692800000000002 -2016-05-23 15:00:00,2016-05-23 15:00:00,2016-05-23 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310456,31.868,25.4944,3100,10.28,17612770310657,57.362399999999994 -2016-05-30 15:00:00,2016-05-30 15:00:00,2016-05-30 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310457,0.0,25.4944,3100,10.28,17612770310658,25.4944 -2016-06-06 15:00:00,2016-06-06 15:00:00,2016-06-06 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310458,32.581,26.0648,3100,10.51,17612770310659,58.64580000000001 -2016-06-13 15:00:00,2016-06-13 15:00:00,2016-06-13 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310459,0.0,26.4448,3200,10.33,17612770310660,26.4448 -2016-06-20 15:00:00,2016-06-20 15:00:00,2016-06-20 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310460,33.024,26.4192,3840,8.6,17612770310661,59.443200000000004 -2016-06-27 15:00:00,2016-06-27 15:00:00,2016-06-27 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310461,0.0,26.863200000000003,3900,8.61,17612770310662,26.863200000000003 -2016-07-04 15:00:00,2016-07-04 15:00:00,2016-07-04 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310462,34.359,27.4872,3900,8.81,17612770310663,61.8462 -2016-07-11 15:00:00,2016-07-11 15:00:00,2016-07-11 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310463,0.0,27.3,3900,8.75,17612770310664,27.3 -2016-07-18 15:00:00,2016-07-18 15:00:00,2016-07-18 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310464,35.256,28.204800000000002,3900,9.04,17612770310665,63.460800000000006 -2016-07-25 15:00:00,2016-07-25 15:00:00,2016-07-25 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310465,0.0,28.0176,3900,8.98,17612770310666,28.0176 -2016-08-01 15:00:00,2016-08-01 15:00:00,2016-08-01 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310466,36.192,28.9536,3900,9.28,17612770310667,65.1456 -2016-08-08 15:00:00,2016-08-08 15:00:00,2016-08-08 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310467,0.0,29.152,4000,9.11,17612770310668,29.152 -2016-08-15 15:00:00,2016-08-15 15:00:00,2016-08-15 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310468,38.72,30.976000000000003,4000,9.68,17612770310669,69.696 -2016-08-22 15:00:00,2016-08-22 15:00:00,2016-08-22 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310469,0.0,30.832,4100,9.4,17612770310670,30.832 -2016-08-29 15:00:00,2016-08-29 15:00:00,2016-08-29 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310470,38.622,30.8976,4100,9.42,17612770310671,69.5196 -2016-09-05 15:00:00,2016-09-05 15:00:00,2016-09-05 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310471,0.0,30.8976,4100,9.42,17612770310672,30.8976 -2016-09-12 15:00:00,2016-09-12 15:00:00,2016-09-12 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310472,37.556,30.044800000000002,4100,9.16,17612770310673,67.60079999999999 -2016-09-19 15:00:00,2016-09-19 15:00:00,2016-09-19 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310473,0.0,29.913600000000002,4100,9.12,17612770310674,29.913600000000002 -2016-09-26 15:00:00,2016-09-26 15:00:00,2016-09-26 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310474,37.064,29.651200000000003,4100,9.04,17612770310675,66.71520000000001 -2016-10-10 15:00:00,2016-10-10 15:00:00,2016-10-10 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310475,0.0,29.184,4000,9.12,17612770310676,29.184 -2016-10-17 15:00:00,2016-10-17 15:00:00,2016-10-17 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310476,36.2,28.96,4000,9.05,17612770310677,65.16 -2016-10-24 15:00:00,2016-10-24 15:00:00,2016-10-24 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310477,0.0,28.8288,3900,9.24,17612770310678,28.8288 -2016-10-31 15:00:00,2016-10-31 15:00:00,2016-10-31 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310478,35.685,28.548000000000002,3900,9.15,17612770310679,64.233 -2016-11-07 15:00:00,2016-11-07 15:00:00,2016-11-07 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310479,0.0,28.4544,3900,9.12,17612770310680,28.4544 -2016-11-14 15:00:00,2016-11-14 15:00:00,2016-11-14 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310480,35.958,28.7664,3900,9.22,17612770310681,64.7244 -2016-11-21 15:00:00,2016-11-21 15:00:00,2016-11-21 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310481,0.0,28.8288,3900,9.24,17612770310682,28.8288 -2016-11-28 15:00:00,2016-11-28 15:00:00,2016-11-28 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310482,37.557,30.0456,3900,9.63,17612770310683,67.6026 -2016-12-05 15:00:00,2016-12-05 15:00:00,2016-12-05 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310483,0.0,30.272000000000002,4000,9.46,17612770310684,30.272000000000002 -2016-12-12 15:00:00,2016-12-12 15:00:00,2016-12-12 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310484,38.0,30.400000000000002,4000,9.5,17612770310685,68.4 -2016-12-19 15:00:00,2016-12-19 15:00:00,2016-12-19 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310485,0.0,30.176000000000002,4100,9.2,17612770310686,30.176000000000002 -2016-12-26 15:00:00,2016-12-26 15:00:00,2016-12-26 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17612770310486,37.392,29.913600000000002,4100,9.12,17612770310687,67.3056 +2008-07-07 15:00:00,2008-07-07 15:00:00,2008-07-07 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190841,0.0,79.8112,4900,20.36,17764213191050,79.8112 +2008-07-14 15:00:00,2008-07-14 15:00:00,2008-07-14 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190842,103.635,82.908,4900,21.15,17764213191051,186.543 +2008-07-21 15:00:00,2008-07-21 15:00:00,2008-07-21 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190843,0.0,82.7424,5200,19.89,17764213191052,82.7424 +2008-07-28 15:00:00,2008-07-28 15:00:00,2008-07-28 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190844,113.36,90.688,5200,21.8,17764213191053,204.048 +2008-08-04 15:00:00,2008-08-04 15:00:00,2008-08-04 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190845,0.0,89.232,5200,21.45,17764213191054,89.232 +2008-08-11 15:00:00,2008-08-11 15:00:00,2008-08-11 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190846,100.36,80.28800000000001,5200,19.3,17764213191055,180.64800000000002 +2008-08-18 15:00:00,2008-08-18 15:00:00,2008-08-18 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190847,0.0,80.6872,5300,19.03,17764213191056,80.6872 +2008-08-25 15:00:00,2008-08-25 15:00:00,2008-08-25 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190848,106.742,85.3936,5300,20.14,17764213191057,192.1356 +2008-09-01 15:00:00,2008-09-01 15:00:00,2008-09-01 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190849,0.0,84.94080000000001,5600,18.96,17764213191058,84.94080000000001 +2008-09-08 15:00:00,2008-09-08 15:00:00,2008-09-08 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190850,99.008,79.2064,5600,17.68,17764213191059,178.2144 +2008-10-06 15:00:00,2008-10-06 15:00:00,2008-10-06 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190851,0.0,78.952,7100,13.9,17764213191061,78.952 +2008-10-13 15:00:00,2008-10-13 15:00:00,2008-10-13 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190852,94.146,75.3168,7100,13.26,17764213191062,169.46280000000002 +2008-10-20 15:00:00,2008-10-20 15:00:00,2008-10-20 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190853,0.0,76.048,7000,13.58,17764213191063,76.048 +2008-11-03 15:00:00,2008-11-03 15:00:00,2008-11-03 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190854,76.44,61.152,9100,8.4,17764213191065,137.59199999999998 +2008-11-10 15:00:00,2008-11-10 15:00:00,2008-11-10 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190855,0.0,60.988,7900,9.65,17764213191066,60.988 +2008-11-17 15:00:00,2008-11-17 15:00:00,2008-11-17 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190856,86.979,69.5832,7900,11.01,17764213191067,156.56220000000002 +2008-11-24 15:00:00,2008-11-24 15:00:00,2008-11-24 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190857,0.0,69.6336,8900,9.78,17764213191068,69.6336 +2008-12-01 15:00:00,2008-12-01 15:00:00,2008-12-01 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190858,81.168,64.9344,8900,9.12,17764213191069,146.1024 +2008-12-08 15:00:00,2008-12-08 15:00:00,2008-12-08 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190859,0.0,64.232,7400,10.85,17764213191070,64.232 +2008-12-15 15:00:00,2008-12-15 15:00:00,2008-12-15 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190860,75.628,60.5024,7400,10.22,17764213191071,136.1304 +2008-12-22 15:00:00,2008-12-22 15:00:00,2008-12-22 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190861,0.0,60.152,7300,10.3,17764213191072,60.152 +2008-12-29 15:00:00,2008-12-29 15:00:00,2008-12-29 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190862,69.131,55.3048,7300,9.47,17764213191073,124.4358 +2009-01-05 15:00:00,2009-01-05 15:00:00,2009-01-05 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190863,0.0,55.1528,7100,9.71,17764213191074,55.1528 +2009-01-12 15:00:00,2009-01-12 15:00:00,2009-01-12 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190864,70.006,56.0048,7100,9.86,17764213191075,126.0108 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15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190871,0.0,63.440000000000005,5200,15.25,17764213191083,63.440000000000005 +2009-03-23 15:00:00,2009-03-23 15:00:00,2009-03-23 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190872,81.12,64.896,5200,15.6,17764213191084,146.01600000000002 +2009-03-30 15:00:00,2009-03-30 15:00:00,2009-03-30 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190873,0.0,65.4432,5100,16.04,17764213191085,65.4432 +2009-04-13 15:00:00,2009-04-13 15:00:00,2009-04-13 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190874,85.37399999999998,68.29919999999998,5100,16.74,17764213191086,153.67319999999995 +2009-04-20 15:00:00,2009-04-20 15:00:00,2009-04-20 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190875,0.0,67.14240000000001,5200,16.14,17764213191087,67.14240000000001 +2009-04-27 15:00:00,2009-04-27 15:00:00,2009-04-27 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190876,78.78,63.024,5200,15.15,17764213191088,141.804 +2009-05-04 15:00:00,2009-05-04 15:00:00,2009-05-04 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190877,0.0,63.017600000000016,4700,16.76,17764213191089,63.017600000000016 +2009-05-11 15:00:00,2009-05-11 15:00:00,2009-05-11 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190878,82.955,66.364,4700,17.65,17764213191090,149.31900000000002 +2009-05-25 15:00:00,2009-05-25 15:00:00,2009-05-25 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190879,0.0,65.93280000000001,4800,17.17,17764213191092,65.93280000000001 +2009-06-01 15:00:00,2009-06-01 15:00:00,2009-06-01 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190880,87.84,70.272,4800,18.3,17764213191093,158.11200000000002 +2009-06-22 15:00:00,2009-06-22 15:00:00,2009-06-22 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190881,0.0,70.688,4000,22.09,17764213191096,70.688 +2009-07-06 15:00:00,2009-07-06 15:00:00,2009-07-06 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190882,95.52,76.416,4000,23.88,17764213191098,171.93599999999998 +2009-07-13 15:00:00,2009-07-13 15:00:00,2009-07-13 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190883,0.0,76.1272,4300,22.13,17764213191099,76.1272 +2009-07-20 15:00:00,2009-07-20 15:00:00,2009-07-20 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190884,101.824,81.45920000000001,4300,23.68,17764213191100,183.28320000000002 +2009-07-27 15:00:00,2009-07-27 15:00:00,2009-07-27 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190885,0.0,81.312,4400,23.1,17764213191101,81.312 +2009-08-03 15:00:00,2009-08-03 15:00:00,2009-08-03 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190886,113.74000000000001,90.992,4400,25.85,17764213191102,204.73200000000003 +2009-08-10 15:00:00,2009-08-10 15:00:00,2009-08-10 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190887,0.0,90.0032,4900,22.96,17764213191103,90.0032 +2009-08-17 15:00:00,2009-08-17 15:00:00,2009-08-17 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190888,103.929,83.14320000000001,4900,21.21,17764213191104,187.0722 +2009-08-24 15:00:00,2009-08-24 15:00:00,2009-08-24 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15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190920,71.877,57.5016,3900,18.43,17764213191138,129.3786 +2010-05-17 15:00:00,2010-05-17 15:00:00,2010-05-17 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190921,0.0,58.564800000000005,4200,17.43,17764213191139,58.564800000000005 +2010-05-24 15:00:00,2010-05-24 15:00:00,2010-05-24 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190922,77.238,61.790400000000005,4200,18.39,17764213191140,139.0284 +2010-05-31 15:00:00,2010-05-31 15:00:00,2010-05-31 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190923,0.0,61.635200000000005,4400,17.51,17764213191141,61.635200000000005 +2010-06-07 15:00:00,2010-06-07 15:00:00,2010-06-07 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190924,74.404,59.5232,4400,16.91,17764213191142,133.9272 +2010-06-21 15:00:00,2010-06-21 15:00:00,2010-06-21 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190925,0.0,58.56,4000,18.3,17764213191143,58.56 +2010-06-28 15:00:00,2010-06-28 15:00:00,2010-06-28 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190926,73.96000000000001,59.168000000000006,4000,18.49,17764213191144,133.12800000000001 +2010-09-06 15:00:00,2010-09-06 15:00:00,2010-09-06 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190927,0.0,59.696000000000005,4100,18.2,17764213191154,59.696000000000005 +2010-09-13 15:00:00,2010-09-13 15:00:00,2010-09-13 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190928,70.069,56.0552,4100,17.09,17764213191155,126.1242 +2010-09-20 15:00:00,2010-09-20 15:00:00,2010-09-20 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190929,0.0,54.776,4100,16.7,17764213191156,54.776 +2010-09-27 15:00:00,2010-09-27 15:00:00,2010-09-27 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190930,68.429,54.7432,4100,16.69,17764213191157,123.1722 +2010-10-11 15:00:00,2010-10-11 15:00:00,2010-10-11 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190931,0.0,54.8416,3800,18.04,17764213191158,54.8416 +2010-10-18 15:00:00,2010-10-18 15:00:00,2010-10-18 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190932,72.846,58.2768,3800,19.17,17764213191159,131.1228 +2010-10-25 15:00:00,2010-10-25 15:00:00,2010-10-25 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190933,0.0,58.9992,3900,18.91,17764213191160,58.9992 +2010-11-01 15:00:00,2010-11-01 15:00:00,2010-11-01 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190934,72.423,57.9384,3900,18.57,17764213191161,130.3614 +2010-11-08 15:00:00,2010-11-08 15:00:00,2010-11-08 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190935,0.0,56.6544,3700,19.14,17764213191162,56.6544 +2010-11-15 15:00:00,2010-11-15 15:00:00,2010-11-15 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190936,64.047,51.23759999999999,3700,17.31,17764213191163,115.28459999999998 +2010-11-22 15:00:00,2010-11-22 15:00:00,2010-11-22 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190937,0.0,52.0416,3900,16.68,17764213191164,52.0416 +2010-11-29 15:00:00,2010-11-29 15:00:00,2010-11-29 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190938,65.208,52.166399999999996,3900,16.72,17764213191165,117.3744 +2010-12-06 15:00:00,2010-12-06 15:00:00,2010-12-06 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190939,0.0,52.2288,3900,16.74,17764213191166,52.2288 +2010-12-13 15:00:00,2010-12-13 15:00:00,2010-12-13 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190940,64.81800000000001,51.854400000000005,3900,16.62,17764213191167,116.67240000000001 +2010-12-20 15:00:00,2010-12-20 15:00:00,2010-12-20 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190941,0.0,51.616,4000,16.13,17764213191168,51.616 +2010-12-27 15:00:00,2010-12-27 15:00:00,2010-12-27 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190942,64.28,51.424,4000,16.07,17764213191169,115.70400000000001 +2011-01-10 15:00:00,2011-01-10 15:00:00,2011-01-10 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190943,0.0,51.136,4000,15.98,17764213191170,51.136 +2011-01-17 15:00:00,2011-01-17 15:00:00,2011-01-17 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190944,61.52,49.216,4000,15.38,17764213191171,110.736 +2011-01-24 15:00:00,2011-01-24 15:00:00,2011-01-24 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190945,0.0,49.364000000000004,4100,15.05,17764213191172,49.364000000000004 +2011-01-31 15:00:00,2011-01-31 15:00:00,2011-01-31 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190946,62.771,50.2168,4100,15.31,17764213191173,112.9878 +2011-02-14 15:00:00,2011-02-14 15:00:00,2011-02-14 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190947,0.0,49.92,3900,16.0,17764213191174,49.92 +2011-02-21 15:00:00,2011-02-21 15:00:00,2011-02-21 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190948,62.283,49.8264,3900,15.97,17764213191175,112.1094 +2011-02-28 15:00:00,2011-02-28 15:00:00,2011-02-28 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190949,0.0,49.7016,3900,15.93,17764213191176,49.7016 +2011-03-07 15:00:00,2011-03-07 15:00:00,2011-03-07 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190950,65.28599999999999,52.2288,3900,16.74,17764213191177,117.51479999999998 +2011-03-14 15:00:00,2011-03-14 15:00:00,2011-03-14 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190951,0.0,51.74400000000001,4000,16.17,17764213191178,51.74400000000001 +2011-03-21 15:00:00,2011-03-21 15:00:00,2011-03-21 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190952,63.08,50.464000000000006,4000,15.77,17764213191179,113.54400000000001 +2011-03-28 15:00:00,2011-03-28 15:00:00,2011-03-28 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190953,0.0,50.9496,3900,16.33,17764213191180,50.9496 +2011-04-11 15:00:00,2011-04-11 15:00:00,2011-04-11 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190954,66.417,53.1336,3900,17.03,17764213191181,119.5506 +2011-04-18 15:00:00,2011-04-18 15:00:00,2011-04-18 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190955,0.0,52.836000000000006,3500,18.87,17764213191182,52.836000000000006 +2011-04-25 15:00:00,2011-04-25 15:00:00,2011-04-25 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190956,63.279999999999994,50.623999999999995,3500,18.08,17764213191183,113.904 +2011-05-16 15:00:00,2011-05-16 15:00:00,2011-05-16 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190957,0.0,49.391999999999996,3600,17.15,17764213191185,49.391999999999996 +2011-05-23 15:00:00,2011-05-23 15:00:00,2011-05-23 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190958,64.44,51.552,3600,17.9,17764213191186,115.99199999999999 +2011-05-30 15:00:00,2011-05-30 15:00:00,2011-05-30 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190959,0.0,52.007200000000005,3700,17.57,17764213191187,52.007200000000005 +2011-06-13 15:00:00,2011-06-13 15:00:00,2011-06-13 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190960,60.346999999999994,48.2776,3700,16.31,17764213191188,108.62459999999999 +2011-06-20 15:00:00,2011-06-20 15:00:00,2011-06-20 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190961,0.0,48.7008,3800,16.02,17764213191189,48.7008 +2011-06-27 15:00:00,2011-06-27 15:00:00,2011-06-27 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190962,64.94200000000001,51.9536,3800,17.09,17764213191190,116.8956 +2011-07-04 15:00:00,2011-07-04 15:00:00,2011-07-04 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190963,0.0,51.948,3700,17.55,17764213191191,51.948 +2011-07-11 15:00:00,2011-07-11 15:00:00,2011-07-11 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190964,64.38,51.504,3700,17.4,17764213191192,115.88399999999999 +2011-07-18 15:00:00,2011-07-18 15:00:00,2011-07-18 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190965,0.0,50.232000000000006,3500,17.94,17764213191193,50.232000000000006 +2011-07-25 15:00:00,2011-07-25 15:00:00,2011-07-25 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190966,59.045,47.236000000000004,3500,16.87,17764213191194,106.281 +2011-08-01 15:00:00,2011-08-01 15:00:00,2011-08-01 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190967,0.0,48.160000000000004,3500,17.2,17764213191195,48.160000000000004 +2011-08-08 15:00:00,2011-08-08 15:00:00,2011-08-08 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190968,56.0,44.800000000000004,3500,16.0,17764213191196,100.80000000000001 +2011-08-15 15:00:00,2011-08-15 15:00:00,2011-08-15 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190969,0.0,43.8528,3200,17.13,17764213191197,43.8528 +2011-08-22 15:00:00,2011-08-22 15:00:00,2011-08-22 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190970,52.54400000000001,42.03520000000001,3200,16.42,17764213191198,94.57920000000001 +2011-08-29 15:00:00,2011-08-29 15:00:00,2011-08-29 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190971,0.0,42.803200000000004,3200,16.72,17764213191199,42.803200000000004 +2011-09-05 15:00:00,2011-09-05 15:00:00,2011-09-05 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190972,52.64,42.112,3200,16.45,17764213191200,94.75200000000001 +2011-09-19 15:00:00,2011-09-19 15:00:00,2011-09-19 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190973,0.0,41.168000000000006,3100,16.6,17764213191201,41.168000000000006 +2011-09-26 15:00:00,2011-09-26 15:00:00,2011-09-26 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190974,49.724000000000004,39.7792,3100,16.04,17764213191202,89.5032 +2011-10-10 15:00:00,2011-10-10 15:00:00,2011-10-10 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190975,0.0,39.68,3200,15.5,17764213191203,39.68 +2011-10-17 15:00:00,2011-10-17 15:00:00,2011-10-17 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190976,52.928000000000004,42.342400000000005,3200,16.54,17764213191204,95.27040000000001 +2011-10-24 15:00:00,2011-10-24 15:00:00,2011-10-24 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190977,0.0,42.3168,3200,16.53,17764213191205,42.3168 +2011-10-31 15:00:00,2011-10-31 15:00:00,2011-10-31 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190978,54.016,43.2128,3200,16.88,17764213191206,97.2288 +2011-11-07 15:00:00,2011-11-07 15:00:00,2011-11-07 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190979,0.0,42.803200000000004,3200,16.72,17764213191207,42.803200000000004 +2011-11-14 15:00:00,2011-11-14 15:00:00,2011-11-14 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190980,53.536,42.8288,3200,16.73,17764213191208,96.3648 +2011-11-21 15:00:00,2011-11-21 15:00:00,2011-11-21 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190981,0.0,43.384,3400,15.95,17764213191209,43.384 +2011-11-28 15:00:00,2011-11-28 15:00:00,2011-11-28 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190982,53.652,42.921600000000005,3400,15.78,17764213191210,96.5736 +2011-12-05 15:00:00,2011-12-05 15:00:00,2011-12-05 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190983,0.0,42.108000000000004,3300,15.95,17764213191211,42.108000000000004 +2011-12-12 15:00:00,2011-12-12 15:00:00,2011-12-12 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190984,52.272,41.8176,3300,15.84,17764213191212,94.08959999999999 +2011-12-19 15:00:00,2011-12-19 15:00:00,2011-12-19 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190985,0.0,41.752,3400,15.35,17764213191213,41.752 +2011-12-26 15:00:00,2011-12-26 15:00:00,2011-12-26 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190986,52.428000000000004,41.9424,3400,15.42,17764213191214,94.3704 +2012-01-09 15:00:00,2012-01-09 15:00:00,2012-01-09 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190987,0.0,42.921600000000005,3400,15.78,17764213191215,42.921600000000005 +2012-01-30 15:00:00,2012-01-30 15:00:00,2012-01-30 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190988,56.814,45.4512,3400,16.71,17764213191217,102.2652 +2012-02-06 15:00:00,2012-02-06 15:00:00,2012-02-06 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190989,0.0,44.4312,3300,16.83,17764213191218,44.4312 +2012-02-13 15:00:00,2012-02-13 15:00:00,2012-02-13 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190990,55.044000000000004,44.0352,3300,16.68,17764213191219,99.07920000000001 +2012-02-20 15:00:00,2012-02-20 15:00:00,2012-02-20 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190991,0.0,44.744,3400,16.45,17764213191220,44.744 +2012-02-27 15:00:00,2012-02-27 15:00:00,2012-02-27 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190992,57.528000000000006,46.022400000000005,3400,16.92,17764213191221,103.55040000000001 +2012-03-05 15:00:00,2012-03-05 15:00:00,2012-03-05 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190993,0.0,45.592800000000004,3300,17.27,17764213191222,45.592800000000004 +2012-03-12 15:00:00,2012-03-12 15:00:00,2012-03-12 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190994,55.11,44.088,3300,16.7,17764213191223,99.19800000000001 +2012-03-19 15:00:00,2012-03-19 15:00:00,2012-03-19 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190995,0.0,43.16400000000001,3300,16.35,17764213191224,43.16400000000001 +2012-03-26 15:00:00,2012-03-26 15:00:00,2012-03-26 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190996,52.932,42.345600000000005,3300,16.04,17764213191225,95.2776 +2012-04-09 15:00:00,2012-04-09 15:00:00,2012-04-09 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190997,0.0,42.84,3400,15.75,17764213191226,42.84 +2012-04-16 15:00:00,2012-04-16 15:00:00,2012-04-16 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213190998,55.012,44.0096,3400,16.18,17764213191227,99.0216 +2012-04-23 15:00:00,2012-04-23 15:00:00,2012-04-23 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213190999,0.0,43.34880000000001,3300,16.42,17764213191228,43.34880000000001 +2012-05-07 15:00:00,2012-05-07 15:00:00,2012-05-07 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191000,54.78000000000001,43.824000000000005,3300,16.6,17764213191229,98.60400000000001 +2012-05-14 15:00:00,2012-05-14 15:00:00,2012-05-14 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191001,0.0,44.632000000000005,3500,15.94,17764213191230,44.632000000000005 +2012-05-21 15:00:00,2012-05-21 15:00:00,2012-05-21 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191002,55.195,44.156,3500,15.77,17764213191231,99.351 +2012-05-28 15:00:00,2012-05-28 15:00:00,2012-05-28 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191003,0.0,44.268,3500,15.81,17764213191232,44.268 +2012-06-04 15:00:00,2012-06-04 15:00:00,2012-06-04 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191004,53.9,43.120000000000005,3500,15.4,17764213191233,97.02000000000001 +2012-06-11 15:00:00,2012-06-11 15:00:00,2012-06-11 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191005,0.0,42.595200000000006,3600,14.79,17764213191234,42.595200000000006 +2012-06-18 15:00:00,2012-06-18 15:00:00,2012-06-18 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191006,54.756,43.8048,3600,15.21,17764213191235,98.5608 +2012-06-25 15:00:00,2012-06-25 15:00:00,2012-06-25 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191007,0.0,43.7192,3700,14.77,17764213191236,43.7192 +2012-07-02 15:00:00,2012-07-02 15:00:00,2012-07-02 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191008,56.055,44.844,3700,15.15,17764213191237,100.899 +2012-07-09 15:00:00,2012-07-09 15:00:00,2012-07-09 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191009,0.0,44.7184,3800,14.71,17764213191238,44.7184 +2012-07-16 15:00:00,2012-07-16 15:00:00,2012-07-16 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191010,56.43,45.144000000000005,3800,14.85,17764213191239,101.57400000000001 +2012-07-23 15:00:00,2012-07-23 15:00:00,2012-07-23 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191011,0.0,45.022400000000005,3800,14.81,17764213191240,45.022400000000005 +2012-07-30 15:00:00,2012-07-30 15:00:00,2012-07-30 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191012,56.43,45.144000000000005,3800,14.85,17764213191241,101.57400000000001 +2012-08-06 15:00:00,2012-08-06 15:00:00,2012-08-06 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191013,0.0,44.696000000000005,3700,15.1,17764213191242,44.696000000000005 +2012-08-13 15:00:00,2012-08-13 15:00:00,2012-08-13 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191014,55.611000000000004,44.488800000000005,3700,15.03,17764213191243,100.09980000000002 +2012-08-20 15:00:00,2012-08-20 15:00:00,2012-08-20 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191015,0.0,45.144000000000005,3800,14.85,17764213191244,45.144000000000005 +2012-08-27 15:00:00,2012-08-27 15:00:00,2012-08-27 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191016,53.618,42.894400000000005,3800,14.11,17764213191245,96.51240000000001 +2012-09-03 15:00:00,2012-09-03 15:00:00,2012-09-03 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191017,0.0,42.0616,3700,14.21,17764213191246,42.0616 +2012-09-10 15:00:00,2012-09-10 15:00:00,2012-09-10 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191018,52.059000000000005,41.647200000000005,3700,14.07,17764213191247,93.70620000000001 +2012-09-17 15:00:00,2012-09-17 15:00:00,2012-09-17 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191019,0.0,41.6784,3800,13.71,17764213191248,41.6784 +2012-09-24 15:00:00,2012-09-24 15:00:00,2012-09-24 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191020,49.058,39.2464,3800,12.91,17764213191249,88.3044 +2012-10-08 15:00:00,2012-10-08 15:00:00,2012-10-08 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191021,0.0,39.3984,3800,12.96,17764213191250,39.3984 +2012-10-15 15:00:00,2012-10-15 15:00:00,2012-10-15 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191022,49.78,39.824000000000005,3800,13.1,17764213191251,89.60400000000001 +2012-10-22 15:00:00,2012-10-22 15:00:00,2012-10-22 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191023,0.0,39.8712,3700,13.47,17764213191252,39.8712 +2012-10-29 15:00:00,2012-10-29 15:00:00,2012-10-29 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191024,47.878,38.3024,3700,12.94,17764213191253,86.18039999999999 +2012-11-05 15:00:00,2012-11-05 15:00:00,2012-11-05 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191025,0.0,38.108000000000004,3500,13.61,17764213191254,38.108000000000004 +2012-11-12 15:00:00,2012-11-12 15:00:00,2012-11-12 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191026,47.67,38.136,3500,13.62,17764213191255,85.80600000000001 +2012-11-19 15:00:00,2012-11-19 15:00:00,2012-11-19 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191027,0.0,37.699200000000005,3600,13.09,17764213191256,37.699200000000005 +2012-11-26 15:00:00,2012-11-26 15:00:00,2012-11-26 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191028,47.268,37.8144,3600,13.13,17764213191257,85.0824 +2012-12-03 15:00:00,2012-12-03 15:00:00,2012-12-03 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191029,0.0,38.1824,3800,12.56,17764213191258,38.1824 +2012-12-10 15:00:00,2012-12-10 15:00:00,2012-12-10 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191030,54.416000000000004,43.5328,3800,14.32,17764213191259,97.9488 +2012-12-17 15:00:00,2012-12-17 15:00:00,2012-12-17 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191031,0.0,42.616,3500,15.22,17764213191260,42.616 +2012-12-24 15:00:00,2012-12-24 15:00:00,2012-12-24 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191032,52.22,41.776,3500,14.92,17764213191261,93.99600000000001 +2012-12-31 15:00:00,2012-12-31 15:00:00,2012-12-31 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191033,0.0,42.2928,3300,16.02,17764213191262,42.2928 +2013-01-07 15:00:00,2013-01-07 15:00:00,2013-01-07 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191034,53.79,43.032000000000004,3300,16.3,17764213191263,96.822 +2013-01-21 15:00:00,2013-01-21 15:00:00,2013-01-21 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191035,0.0,42.552,2700,19.7,17764213191265,42.552 +2013-01-28 15:00:00,2013-01-28 15:00:00,2013-01-28 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191036,56.889,45.5112,2700,21.07,17764213191266,102.40020000000001 +2013-02-04 15:00:00,2013-02-04 15:00:00,2013-02-04 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191037,0.0,45.780800000000006,2600,22.01,17764213191267,45.780800000000006 +2013-02-18 15:00:00,2013-02-18 15:00:00,2013-02-18 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191038,54.339999999999996,43.471999999999994,2600,20.9,17764213191268,97.81199999999998 +2013-02-25 15:00:00,2013-02-25 15:00:00,2013-02-25 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191039,0.0,43.22160000000001,2700,20.01,17764213191269,43.22160000000001 +2013-03-04 15:00:00,2013-03-04 15:00:00,2013-03-04 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191040,58.725,46.980000000000004,2700,21.75,17764213191270,105.70500000000001 +2013-03-11 15:00:00,2013-03-11 15:00:00,2013-03-11 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191041,0.0,47.0704,2600,22.63,17764213191271,47.0704 +2013-03-18 15:00:00,2013-03-18 15:00:00,2013-03-18 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191042,55.510000000000005,44.40800000000001,2600,21.35,17764213191272,99.918 +2013-03-25 15:00:00,2013-03-25 15:00:00,2013-03-25 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191043,0.0,43.699200000000005,2400,22.76,17764213191273,43.699200000000005 +2013-04-01 15:00:00,2013-04-01 15:00:00,2013-04-01 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191044,48.936,39.1488,2400,20.39,17764213191274,88.0848 +2013-04-08 15:00:00,2013-04-08 15:00:00,2013-04-08 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191045,0.0,39.86,2500,19.93,17764213191275,39.86 +2013-04-15 15:00:00,2013-04-15 15:00:00,2013-04-15 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191046,46.4,37.120000000000005,2500,18.56,17764213191276,83.52000000000001 +2013-04-22 15:00:00,2013-04-22 15:00:00,2013-04-22 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191047,0.0,35.604800000000004,2200,20.23,17764213191277,35.604800000000004 +2013-05-06 15:00:00,2013-05-06 15:00:00,2013-05-06 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191048,44.682,35.7456,2200,20.31,17764213191278,80.42760000000001 +2013-05-13 15:00:00,2013-05-13 15:00:00,2013-05-13 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191049,0.0,36.652800000000006,2300,19.92,17764213191279,36.652800000000006 +2013-05-20 15:00:00,2013-05-20 15:00:00,2013-05-20 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191050,48.254,38.6032,2300,20.98,17764213191280,86.8572 +2013-05-27 15:00:00,2013-05-27 15:00:00,2013-05-27 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191051,0.0,37.57280000000001,2300,20.42,17764213191281,37.57280000000001 +2013-06-03 15:00:00,2013-06-03 15:00:00,2013-06-03 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191052,48.093,38.4744,2300,20.91,17764213191282,86.5674 +2013-06-17 15:00:00,2013-06-17 15:00:00,2013-06-17 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191053,0.0,38.48,2500,19.24,17764213191283,38.48 +2013-07-01 15:00:00,2013-07-01 15:00:00,2013-07-01 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191054,39.0,31.200000000000003,4000,9.75,17764213191285,70.2 +2013-07-08 15:00:00,2013-07-08 15:00:00,2013-07-08 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191055,0.0,32.364000000000004,4500,8.99,17764213191286,32.364000000000004 +2013-07-15 15:00:00,2013-07-15 15:00:00,2013-07-15 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191056,47.295,37.836,4500,10.51,17764213191287,85.131 +2013-07-22 15:00:00,2013-07-22 15:00:00,2013-07-22 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191057,0.0,37.68,5000,9.42,17764213191288,37.68 +2013-07-29 15:00:00,2013-07-29 15:00:00,2013-07-29 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191058,47.050000000000004,37.64,5000,9.41,17764213191289,84.69 +2013-08-05 15:00:00,2013-08-05 15:00:00,2013-08-05 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191059,0.0,37.3744,4700,9.94,17764213191290,37.3744 +2013-08-12 15:00:00,2013-08-12 15:00:00,2013-08-12 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191060,48.551,38.8408,4700,10.33,17764213191291,87.3918 +2013-08-19 15:00:00,2013-08-19 15:00:00,2013-08-19 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191061,0.0,38.843999999999994,4500,10.79,17764213191292,38.843999999999994 +2013-08-26 15:00:00,2013-08-26 15:00:00,2013-08-26 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191062,49.050000000000004,39.24,4500,10.9,17764213191293,88.29 +2013-09-02 15:00:00,2013-09-02 15:00:00,2013-09-02 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191063,0.0,39.56,4600,10.75,17764213191294,39.56 +2013-09-09 15:00:00,2013-09-09 15:00:00,2013-09-09 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191064,55.798,44.638400000000004,4600,12.13,17764213191295,100.4364 +2013-09-16 15:00:00,2013-09-16 15:00:00,2013-09-16 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191065,0.0,44.352000000000004,4200,13.2,17764213191296,44.352000000000004 +2013-09-23 15:00:00,2013-09-23 15:00:00,2013-09-23 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191066,54.096000000000004,43.2768,4200,12.88,17764213191297,97.37280000000001 +2013-09-30 15:00:00,2013-09-30 15:00:00,2013-09-30 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191067,0.0,42.768,4500,11.88,17764213191298,42.768 +2013-10-14 15:00:00,2013-10-14 15:00:00,2013-10-14 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191068,56.205,44.964,4500,12.49,17764213191299,101.169 +2013-10-21 15:00:00,2013-10-21 15:00:00,2013-10-21 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191069,0.0,45.3744,4600,12.33,17764213191300,45.3744 +2013-10-28 15:00:00,2013-10-28 15:00:00,2013-10-28 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191070,60.398,48.318400000000004,4600,13.13,17764213191301,108.71640000000001 +2013-11-04 15:00:00,2013-11-04 15:00:00,2013-11-04 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191071,0.0,47.7312,4400,13.56,17764213191302,47.7312 +2013-11-11 15:00:00,2013-11-11 15:00:00,2013-11-11 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191072,58.96,47.168,4400,13.4,17764213191303,106.128 +2013-11-18 15:00:00,2013-11-18 15:00:00,2013-11-18 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191073,0.0,47.342400000000005,4200,14.09,17764213191304,47.342400000000005 +2013-11-25 15:00:00,2013-11-25 15:00:00,2013-11-25 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191074,56.7,45.36,4200,13.5,17764213191305,102.06 +2013-12-02 15:00:00,2013-12-02 15:00:00,2013-12-02 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191075,0.0,45.1,4100,13.75,17764213191306,45.1 +2013-12-09 15:00:00,2013-12-09 15:00:00,2013-12-09 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191076,54.079,43.263200000000005,4100,13.19,17764213191307,97.3422 +2013-12-16 15:00:00,2013-12-16 15:00:00,2013-12-16 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191077,0.0,42.84,4200,12.75,17764213191308,42.84 +2013-12-23 15:00:00,2013-12-23 15:00:00,2013-12-23 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191078,50.19,40.152,4200,11.95,17764213191309,90.342 +2013-12-30 15:00:00,2013-12-30 15:00:00,2013-12-30 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191079,0.0,40.385600000000004,4300,11.74,17764213191310,40.385600000000004 +2014-01-06 15:00:00,2014-01-06 15:00:00,2014-01-06 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191080,50.181000000000004,40.144800000000004,4300,11.67,17764213191311,90.32580000000002 +2014-01-13 15:00:00,2014-01-13 15:00:00,2014-01-13 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191081,0.0,39.904,4300,11.6,17764213191312,39.904 +2014-01-20 15:00:00,2014-01-20 15:00:00,2014-01-20 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191082,48.59,38.872,4300,11.3,17764213191313,87.462 +2014-01-27 15:00:00,2014-01-27 15:00:00,2014-01-27 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191083,0.0,39.1816,4300,11.39,17764213191314,39.1816 +2014-02-10 15:00:00,2014-02-10 15:00:00,2014-02-10 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191084,49.751,39.8008,4300,11.57,17764213191315,89.5518 +2014-02-17 15:00:00,2014-02-17 15:00:00,2014-02-17 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191085,0.0,39.2616,4100,11.97,17764213191316,39.2616 +2014-02-24 15:00:00,2014-02-24 15:00:00,2014-02-24 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191086,45.756,36.604800000000004,4100,11.16,17764213191317,82.36080000000001 +2014-03-03 15:00:00,2014-03-03 15:00:00,2014-03-03 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191087,0.0,36.211200000000005,4100,11.04,17764213191318,36.211200000000005 +2014-03-10 15:00:00,2014-03-10 15:00:00,2014-03-10 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191088,42.271,33.8168,4100,10.31,17764213191319,76.0878 +2014-03-17 15:00:00,2014-03-17 15:00:00,2014-03-17 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191089,0.0,34.3416,4100,10.47,17764213191320,34.3416 +2014-03-24 15:00:00,2014-03-24 15:00:00,2014-03-24 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191090,44.239000000000004,35.391200000000005,4100,10.79,17764213191321,79.6302 +2014-03-31 15:00:00,2014-03-31 15:00:00,2014-03-31 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191091,0.0,35.3256,4100,10.77,17764213191322,35.3256 +2014-04-14 15:00:00,2014-04-14 15:00:00,2014-04-14 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191092,46.248,36.998400000000004,4100,11.28,17764213191323,83.2464 +2014-04-21 15:00:00,2014-04-21 15:00:00,2014-04-21 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191093,0.0,36.7736,4300,10.69,17764213191324,36.7736 +2014-04-28 15:00:00,2014-04-28 15:00:00,2014-04-28 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191094,47.429,37.943200000000004,4300,11.03,17764213191325,85.3722 +2014-05-05 15:00:00,2014-05-05 15:00:00,2014-05-05 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191095,0.0,37.8056,4300,10.99,17764213191326,37.8056 +2014-05-12 15:00:00,2014-05-12 15:00:00,2014-05-12 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191096,48.762,39.0096,4300,11.34,17764213191327,87.7716 +2014-05-19 15:00:00,2014-05-19 15:00:00,2014-05-19 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191097,0.0,38.7688,4300,11.27,17764213191328,38.7688 +2014-05-26 15:00:00,2014-05-26 15:00:00,2014-05-26 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191098,49.794000000000004,39.8352,4300,11.58,17764213191329,89.6292 +2014-06-09 15:00:00,2014-06-09 15:00:00,2014-06-09 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191099,0.0,39.4912,4300,11.48,17764213191330,39.4912 +2014-06-16 15:00:00,2014-06-16 15:00:00,2014-06-16 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191100,52.2708,41.81664000000001,5160,10.13,17764213191331,94.08744000000002 +2014-06-23 15:00:00,2014-06-23 15:00:00,2014-06-23 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191101,0.0,42.988,5500,9.77,17764213191332,42.988 +2014-06-30 15:00:00,2014-06-30 15:00:00,2014-06-30 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191102,54.505,43.604,5500,9.91,17764213191333,98.10900000000001 +2014-07-07 15:00:00,2014-07-07 15:00:00,2014-07-07 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191103,0.0,43.384,5500,9.86,17764213191334,43.384 +2014-07-14 15:00:00,2014-07-14 15:00:00,2014-07-14 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191104,53.46,42.768,5500,9.72,17764213191335,96.22800000000001 +2014-07-21 15:00:00,2014-07-21 15:00:00,2014-07-21 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191105,0.0,42.784000000000006,5600,9.55,17764213191336,42.784000000000006 +2014-07-28 15:00:00,2014-07-28 15:00:00,2014-07-28 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191106,60.368,48.2944,5600,10.78,17764213191337,108.6624 +2014-08-04 15:00:00,2014-08-04 15:00:00,2014-08-04 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191107,0.0,48.092000000000006,5500,10.93,17764213191338,48.092000000000006 +2014-08-11 15:00:00,2014-08-11 15:00:00,2014-08-11 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191108,58.90500000000001,47.12400000000001,5500,10.71,17764213191339,106.02900000000002 +2014-08-18 15:00:00,2014-08-18 15:00:00,2014-08-18 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191109,0.0,46.86,5500,10.65,17764213191340,46.86 +2014-08-25 15:00:00,2014-08-25 15:00:00,2014-08-25 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191110,56.15500000000001,44.92400000000001,5500,10.21,17764213191341,101.07900000000001 +2014-09-01 15:00:00,2014-09-01 15:00:00,2014-09-01 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191111,0.0,44.49600000000001,5400,10.3,17764213191342,44.49600000000001 +2014-09-15 15:00:00,2014-09-15 15:00:00,2014-09-15 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191112,55.674,44.5392,5400,10.31,17764213191343,100.2132 +2014-09-22 15:00:00,2014-09-22 15:00:00,2014-09-22 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191113,0.0,44.264,5500,10.06,17764213191344,44.264 +2014-09-29 15:00:00,2014-09-29 15:00:00,2014-09-29 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191114,55.66,44.528,5500,10.12,17764213191345,100.18799999999999 +2014-10-13 15:00:00,2014-10-13 15:00:00,2014-10-13 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191115,0.0,44.440000000000005,5500,10.1,17764213191346,44.440000000000005 +2014-10-20 15:00:00,2014-10-20 15:00:00,2014-10-20 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191116,55.935,44.748000000000005,5500,10.17,17764213191347,100.683 +2014-10-27 15:00:00,2014-10-27 15:00:00,2014-10-27 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191117,0.0,44.8896,5600,10.02,17764213191348,44.8896 +2014-11-03 15:00:00,2014-11-03 15:00:00,2014-11-03 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191118,62.216,49.772800000000004,5600,11.11,17764213191349,111.9888 +2014-11-10 15:00:00,2014-11-10 15:00:00,2014-11-10 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191119,0.0,49.9072,5600,11.14,17764213191350,49.9072 +2014-11-17 15:00:00,2014-11-17 15:00:00,2014-11-17 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191120,60.256,48.2048,5600,10.76,17764213191351,108.4608 +2014-11-24 15:00:00,2014-11-24 15:00:00,2014-11-24 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191121,0.0,47.432,5500,10.78,17764213191352,47.432 +2014-12-01 15:00:00,2014-12-01 15:00:00,2014-12-01 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191122,67.045,53.636,5500,12.19,17764213191353,120.68100000000001 +2014-12-08 15:00:00,2014-12-08 15:00:00,2014-12-08 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191123,0.0,53.6096,4400,15.23,17764213191354,53.6096 +2014-12-15 15:00:00,2014-12-15 15:00:00,2014-12-15 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191124,59.752,47.8016,4400,13.58,17764213191355,107.5536 +2014-12-22 15:00:00,2014-12-22 15:00:00,2014-12-22 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191125,0.0,47.860800000000005,3900,15.34,17764213191356,47.860800000000005 +2014-12-29 15:00:00,2014-12-29 15:00:00,2014-12-29 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191126,58.188,46.5504,3900,14.92,17764213191357,104.73840000000001 +2015-01-05 15:00:00,2015-01-05 15:00:00,2015-01-05 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191127,0.0,46.1376,3600,16.02,17764213191358,46.1376 +2015-01-12 15:00:00,2015-01-12 15:00:00,2015-01-12 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191128,53.172000000000004,42.537600000000005,3600,14.77,17764213191359,95.70960000000001 +2015-01-19 15:00:00,2015-01-19 15:00:00,2015-01-19 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191129,0.0,43.1496,3900,13.83,17764213191360,43.1496 +2015-01-26 15:00:00,2015-01-26 15:00:00,2015-01-26 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191130,55.926,44.7408,3900,14.34,17764213191361,100.6668 +2015-02-02 15:00:00,2015-02-02 15:00:00,2015-02-02 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191131,0.0,43.616,4000,13.63,17764213191362,43.616 +2015-02-09 15:00:00,2015-02-09 15:00:00,2015-02-09 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191132,54.08,43.264,4000,13.52,17764213191363,97.344 +2015-02-16 15:00:00,2015-02-16 15:00:00,2015-02-16 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191133,0.0,43.4304,3900,13.92,17764213191364,43.4304 +2015-03-02 15:00:00,2015-03-02 15:00:00,2015-03-02 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191134,54.717,43.7736,3900,14.03,17764213191365,98.4906 +2015-03-09 15:00:00,2015-03-09 15:00:00,2015-03-09 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191135,0.0,44.148,3900,14.15,17764213191366,44.148 +2015-03-16 15:00:00,2015-03-16 15:00:00,2015-03-16 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191136,60.099000000000004,48.0792,3900,15.41,17764213191367,108.1782 +2015-03-23 15:00:00,2015-03-23 15:00:00,2015-03-23 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191137,0.0,48.141600000000004,3900,15.43,17764213191368,48.141600000000004 +2015-03-30 15:00:00,2015-03-30 15:00:00,2015-03-30 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191138,61.074,48.8592,3900,15.66,17764213191369,109.9332 +2015-04-13 15:00:00,2015-04-13 15:00:00,2015-04-13 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191139,0.0,47.635200000000005,3600,16.54,17764213191370,47.635200000000005 +2015-04-20 15:00:00,2015-04-20 15:00:00,2015-04-20 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191140,58.68,46.944,3600,16.3,17764213191371,105.624 +2015-04-27 15:00:00,2015-04-27 15:00:00,2015-04-27 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191141,0.0,47.28960000000001,3600,16.42,17764213191372,47.28960000000001 +2015-05-04 15:00:00,2015-05-04 15:00:00,2015-05-04 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191142,59.472,47.577600000000004,3600,16.52,17764213191373,107.0496 +2015-05-11 15:00:00,2015-05-11 15:00:00,2015-05-11 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191143,0.0,47.448800000000006,3700,16.03,17764213191374,47.448800000000006 +2015-05-18 15:00:00,2015-05-18 15:00:00,2015-05-18 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191144,56.166000000000004,44.9328,3700,15.18,17764213191375,101.09880000000001 +2015-05-25 15:00:00,2015-05-25 15:00:00,2015-05-25 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191145,0.0,45.15200000000001,3400,16.6,17764213191376,45.15200000000001 +2015-06-01 15:00:00,2015-06-01 15:00:00,2015-06-01 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191146,54.06,43.248000000000005,3400,15.9,17764213191377,97.308 +2015-06-08 15:00:00,2015-06-08 15:00:00,2015-06-08 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191147,0.0,42.879200000000004,3100,17.29,17764213191378,42.879200000000004 +2015-06-15 15:00:00,2015-06-15 15:00:00,2015-06-15 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191148,49.352000000000004,39.4816,3100,15.92,17764213191379,88.8336 +2015-06-29 15:00:00,2015-06-29 15:00:00,2015-06-29 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191149,0.0,39.052800000000005,3600,13.56,17764213191380,39.052800000000005 +2015-07-06 15:00:00,2015-07-06 15:00:00,2015-07-06 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191150,49.968,39.9744,3600,13.88,17764213191381,89.9424 +2015-07-13 15:00:00,2015-07-13 15:00:00,2015-07-13 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191151,0.0,40.432,3500,14.44,17764213191382,40.432 +2015-07-20 15:00:00,2015-07-20 15:00:00,2015-07-20 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191152,47.6,38.08,3500,13.6,17764213191383,85.68 +2015-07-27 15:00:00,2015-07-27 15:00:00,2015-07-27 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191153,0.0,37.8176,3800,12.44,17764213191384,37.8176 +2015-08-03 15:00:00,2015-08-03 15:00:00,2015-08-03 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191154,48.716,38.9728,3800,12.82,17764213191385,87.6888 +2015-08-10 15:00:00,2015-08-10 15:00:00,2015-08-10 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191155,0.0,39.2768,3800,12.92,17764213191386,39.2768 +2015-08-17 15:00:00,2015-08-17 15:00:00,2015-08-17 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191156,47.652,38.1216,3800,12.54,17764213191387,85.7736 +2015-08-24 15:00:00,2015-08-24 15:00:00,2015-08-24 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191157,0.0,38.088,4600,10.35,17764213191388,38.088 +2015-08-31 15:00:00,2015-08-31 15:00:00,2015-08-31 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191158,50.922000000000004,40.7376,4600,11.07,17764213191389,91.65960000000001 +2015-09-07 15:00:00,2015-09-07 15:00:00,2015-09-07 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191159,0.0,40.0752,4600,10.89,17764213191390,40.0752 +2015-09-14 15:00:00,2015-09-14 15:00:00,2015-09-14 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191160,50.002,40.0016,4600,10.87,17764213191391,90.0036 +2015-09-21 15:00:00,2015-09-21 15:00:00,2015-09-21 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191161,0.0,39.8176,4600,10.82,17764213191392,39.8176 +2015-09-28 15:00:00,2015-09-28 15:00:00,2015-09-28 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191162,48.438,38.7504,4600,10.53,17764213191393,87.1884 +2015-10-12 15:00:00,2015-10-12 15:00:00,2015-10-12 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191163,0.0,38.6312,4300,11.23,17764213191394,38.6312 +2015-10-19 15:00:00,2015-10-19 15:00:00,2015-10-19 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191164,48.418,38.7344,4300,11.26,17764213191395,87.1524 +2015-10-26 15:00:00,2015-10-26 15:00:00,2015-10-26 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191165,0.0,38.7072,4200,11.52,17764213191396,38.7072 +2015-11-02 15:00:00,2015-11-02 15:00:00,2015-11-02 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191166,46.788000000000004,37.4304,4200,11.14,17764213191397,84.2184 +2015-11-09 15:00:00,2015-11-09 15:00:00,2015-11-09 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191167,0.0,37.2672,3600,12.94,17764213191398,37.2672 +2015-11-16 15:00:00,2015-11-16 15:00:00,2015-11-16 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191168,44.424,35.5392,3600,12.34,17764213191399,79.9632 +2015-11-23 15:00:00,2015-11-23 15:00:00,2015-11-23 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191169,0.0,35.856,3600,12.45,17764213191400,35.856 +2015-11-30 15:00:00,2015-11-30 15:00:00,2015-11-30 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191170,42.264,33.8112,3600,11.74,17764213191401,76.0752 +2015-12-07 15:00:00,2015-12-07 15:00:00,2015-12-07 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191171,0.0,34.02,3500,12.15,17764213191402,34.02 +2015-12-14 15:00:00,2015-12-14 15:00:00,2015-12-14 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191172,42.245,33.796,3500,12.07,17764213191403,76.041 +2015-12-21 15:00:00,2015-12-21 15:00:00,2015-12-21 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191173,0.0,33.0264,3300,12.51,17764213191404,33.0264 +2015-12-28 15:00:00,2015-12-28 15:00:00,2015-12-28 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191174,39.534,31.627200000000002,3300,11.98,17764213191405,71.16120000000001 +2016-01-04 15:00:00,2016-01-04 15:00:00,2016-01-04 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191175,0.0,31.724,3500,11.33,17764213191406,31.724 +2016-01-11 15:00:00,2016-01-11 15:00:00,2016-01-11 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191176,37.660000000000004,30.128,3500,10.76,17764213191407,67.78800000000001 +2016-01-18 15:00:00,2016-01-18 15:00:00,2016-01-18 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191177,0.0,29.980800000000002,3600,10.41,17764213191408,29.980800000000002 +2016-01-25 15:00:00,2016-01-25 15:00:00,2016-01-25 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191178,37.332,29.8656,3600,10.37,17764213191409,67.1976 +2016-02-01 15:00:00,2016-02-01 15:00:00,2016-02-01 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191179,0.0,29.792,3800,9.8,17764213191410,29.792 +2016-02-15 15:00:00,2016-02-15 15:00:00,2016-02-15 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191180,37.202,29.7616,3800,9.79,17764213191411,66.9636 +2016-02-22 15:00:00,2016-02-22 15:00:00,2016-02-22 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191181,0.0,29.6352,3600,10.29,17764213191412,29.6352 +2016-02-29 15:00:00,2016-02-29 15:00:00,2016-02-29 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191182,34.416000000000004,27.5328,3600,9.56,17764213191413,61.948800000000006 +2016-03-07 15:00:00,2016-03-07 15:00:00,2016-03-07 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191183,0.0,28.1248,3400,10.34,17764213191414,28.1248 +2016-03-14 15:00:00,2016-03-14 15:00:00,2016-03-14 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191184,34.884,27.9072,3400,10.26,17764213191415,62.7912 +2016-03-21 15:00:00,2016-03-21 15:00:00,2016-03-21 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191185,0.0,27.648,3200,10.8,17764213191416,27.648 +2016-03-28 15:00:00,2016-03-28 15:00:00,2016-03-28 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191186,33.536,26.8288,3200,10.48,17764213191417,60.3648 +2016-04-11 15:00:00,2016-04-11 15:00:00,2016-04-11 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191187,0.0,26.585600000000003,3100,10.72,17764213191418,26.585600000000003 +2016-04-18 15:00:00,2016-04-18 15:00:00,2016-04-18 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191188,33.263,26.610400000000002,3100,10.73,17764213191419,59.873400000000004 +2016-04-25 15:00:00,2016-04-25 15:00:00,2016-04-25 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191189,0.0,26.880000000000003,3200,10.5,17764213191420,26.880000000000003 +2016-05-09 15:00:00,2016-05-09 15:00:00,2016-05-09 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191190,33.12,26.496000000000002,3200,10.35,17764213191421,59.616 +2016-05-16 15:00:00,2016-05-16 15:00:00,2016-05-16 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191191,0.0,25.692800000000002,3100,10.36,17764213191422,25.692800000000002 +2016-05-23 15:00:00,2016-05-23 15:00:00,2016-05-23 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191192,31.868,25.4944,3100,10.28,17764213191423,57.362399999999994 +2016-05-30 15:00:00,2016-05-30 15:00:00,2016-05-30 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191193,0.0,25.4944,3100,10.28,17764213191424,25.4944 +2016-06-06 15:00:00,2016-06-06 15:00:00,2016-06-06 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191194,32.581,26.0648,3100,10.51,17764213191425,58.64580000000001 +2016-06-13 15:00:00,2016-06-13 15:00:00,2016-06-13 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191195,0.0,26.4448,3200,10.33,17764213191426,26.4448 +2016-06-20 15:00:00,2016-06-20 15:00:00,2016-06-20 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191196,33.024,26.4192,3840,8.6,17764213191427,59.443200000000004 +2016-06-27 15:00:00,2016-06-27 15:00:00,2016-06-27 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191197,0.0,26.863200000000003,3900,8.61,17764213191428,26.863200000000003 +2016-07-04 15:00:00,2016-07-04 15:00:00,2016-07-04 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191198,34.359,27.4872,3900,8.81,17764213191429,61.8462 +2016-07-11 15:00:00,2016-07-11 15:00:00,2016-07-11 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191199,0.0,27.3,3900,8.75,17764213191430,27.3 +2016-07-18 15:00:00,2016-07-18 15:00:00,2016-07-18 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191200,35.256,28.204800000000002,3900,9.04,17764213191431,63.460800000000006 +2016-07-25 15:00:00,2016-07-25 15:00:00,2016-07-25 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191201,0.0,28.0176,3900,8.98,17764213191432,28.0176 +2016-08-01 15:00:00,2016-08-01 15:00:00,2016-08-01 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191202,36.192,28.9536,3900,9.28,17764213191433,65.1456 +2016-08-08 15:00:00,2016-08-08 15:00:00,2016-08-08 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191203,0.0,29.152,4000,9.11,17764213191434,29.152 +2016-08-15 15:00:00,2016-08-15 15:00:00,2016-08-15 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191204,38.72,30.976000000000003,4000,9.68,17764213191435,69.696 +2016-08-22 15:00:00,2016-08-22 15:00:00,2016-08-22 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191205,0.0,30.832,4100,9.4,17764213191436,30.832 +2016-08-29 15:00:00,2016-08-29 15:00:00,2016-08-29 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191206,38.622,30.8976,4100,9.42,17764213191437,69.5196 +2016-09-05 15:00:00,2016-09-05 15:00:00,2016-09-05 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191207,0.0,30.8976,4100,9.42,17764213191438,30.8976 +2016-09-12 15:00:00,2016-09-12 15:00:00,2016-09-12 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191208,37.556,30.044800000000002,4100,9.16,17764213191439,67.60079999999999 +2016-09-19 15:00:00,2016-09-19 15:00:00,2016-09-19 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191209,0.0,29.913600000000002,4100,9.12,17764213191440,29.913600000000002 +2016-09-26 15:00:00,2016-09-26 15:00:00,2016-09-26 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191210,37.064,29.651200000000003,4100,9.04,17764213191441,66.71520000000001 +2016-10-10 15:00:00,2016-10-10 15:00:00,2016-10-10 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191211,0.0,29.184,4000,9.12,17764213191442,29.184 +2016-10-17 15:00:00,2016-10-17 15:00:00,2016-10-17 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191212,36.2,28.96,4000,9.05,17764213191443,65.16 +2016-10-24 15:00:00,2016-10-24 15:00:00,2016-10-24 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191213,0.0,28.8288,3900,9.24,17764213191444,28.8288 +2016-10-31 15:00:00,2016-10-31 15:00:00,2016-10-31 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191214,35.685,28.548000000000002,3900,9.15,17764213191445,64.233 +2016-11-07 15:00:00,2016-11-07 15:00:00,2016-11-07 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191215,0.0,28.4544,3900,9.12,17764213191446,28.4544 +2016-11-14 15:00:00,2016-11-14 15:00:00,2016-11-14 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191216,35.958,28.7664,3900,9.22,17764213191447,64.7244 +2016-11-21 15:00:00,2016-11-21 15:00:00,2016-11-21 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191217,0.0,28.8288,3900,9.24,17764213191448,28.8288 +2016-11-28 15:00:00,2016-11-28 15:00:00,2016-11-28 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191218,37.557,30.0456,3900,9.63,17764213191449,67.6026 +2016-12-05 15:00:00,2016-12-05 15:00:00,2016-12-05 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191219,0.0,30.272000000000002,4000,9.46,17764213191450,30.272000000000002 +2016-12-12 15:00:00,2016-12-12 15:00:00,2016-12-12 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191220,38.0,30.400000000000002,4000,9.5,17764213191451,68.4 +2016-12-19 15:00:00,2016-12-19 15:00:00,2016-12-19 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191221,0.0,30.176000000000002,4100,9.2,17764213191452,30.176000000000002 +2016-12-26 15:00:00,2016-12-26 15:00:00,2016-12-26 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17764213191222,37.392,29.913600000000002,4100,9.12,17764213191453,67.3056 [stock_positions] DataFrame @@ -5564,5 +5564,6 @@ dict "cash":37715.91695999985, "total_returns":-0.6228408304000015, "annualized_returns":-0.11193146755883787, - "unit_net_value":0.3771591695999985 + "unit_net_value":0.3771591695999985, + "annualized_twoside_turnover":96.06868859223349 } \ No newline at end of file diff --git a/tests/integration_tests/test_backtest_results/outs/test_s_split#test_s_split.txt b/tests/integration_tests/test_backtest_results/outs/test_s_split#test_s_split.txt index aad4b70f9..af59d8802 100644 --- a/tests/integration_tests/test_backtest_results/outs/test_s_split#test_s_split.txt +++ b/tests/integration_tests/test_backtest_results/outs/test_s_split#test_s_split.txt @@ -67,5 +67,6 @@ dict "cash":1000650.25, "total_returns":0.002656490013662971, "annualized_returns":0.08715966696778854, - "unit_net_value":1.002656490013663 + "unit_net_value":1.002656490013663, + "annualized_twoside_turnover":NaN } \ No newline at end of file diff --git a/tests/integration_tests/test_backtest_results/outs/test_s_tick_size#test_s_tick_size.txt b/tests/integration_tests/test_backtest_results/outs/test_s_tick_size#test_s_tick_size.txt index a7c8235af..500380505 100644 --- a/tests/integration_tests/test_backtest_results/outs/test_s_tick_size#test_s_tick_size.txt +++ b/tests/integration_tests/test_backtest_results/outs/test_s_tick_size#test_s_tick_size.txt @@ -2,7 +2,7 @@ DataFrame {"shape":[1,13],"dtypes":{"datetime":"object","trading_datetime":"object","order_book_id":"object","symbol":"object","side":"object","position_effect":"object","exec_id":"int64","tax":"int64","commission":"int64","last_quantity":"int64","last_price":"float64","order_id":"int64","transaction_cost":"int64"},"index_dtype":"datetime64[ns]","index_name":"datetime","columns":["datetime","trading_datetime","order_book_id","symbol","side","position_effect","exec_id","tax","commission","last_quantity","last_price","order_id","transaction_cost"]} ,datetime,trading_datetime,order_book_id,symbol,side,position_effect,exec_id,tax,commission,last_quantity,last_price,order_id,transaction_cost -2016-07-04 15:00:00,2016-07-04 15:00:00,2016-07-04 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310487,0,5,100,8.91,17612770310688,5 +2016-07-04 15:00:00,2016-07-04 15:00:00,2016-07-04 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17764213191223,0,5,100,8.91,17764213191454,5 [stock_positions] DataFrame @@ -838,5 +838,6 @@ dict "cash":999119.8, "total_returns":0.00022380000000010725, "annualized_returns":0.0002128199638995465, - "unit_net_value":1.0002238 + "unit_net_value":1.0002238, + "annualized_twoside_turnover":0.9153549807374793 } \ No newline at end of file diff --git a/tests/integration_tests/test_backtest_results/outs/test_s_turtle#test_s_turtle.txt b/tests/integration_tests/test_backtest_results/outs/test_s_turtle#test_s_turtle.txt index eb96b9649..058d6b7f6 100644 --- a/tests/integration_tests/test_backtest_results/outs/test_s_turtle#test_s_turtle.txt +++ b/tests/integration_tests/test_backtest_results/outs/test_s_turtle#test_s_turtle.txt @@ -2,15 +2,15 @@ DataFrame {"shape":[9,13],"dtypes":{"datetime":"object","trading_datetime":"object","order_book_id":"object","symbol":"object","side":"object","position_effect":"object","exec_id":"int64","tax":"int64","commission":"float64","last_quantity":"int64","last_price":"float64","order_id":"int64","transaction_cost":"float64"},"index_dtype":"datetime64[ns]","index_name":"datetime","columns":["datetime","trading_datetime","order_book_id","symbol","side","position_effect","exec_id","tax","commission","last_quantity","last_price","order_id","transaction_cost"]} ,datetime,trading_datetime,order_book_id,symbol,side,position_effect,exec_id,tax,commission,last_quantity,last_price,order_id,transaction_cost -2009-02-03 15:00:00,2009-02-03 15:00:00,2009-02-03 15:00:00,000300.XSHG,沪深300,BUY,OPEN,17612770310488,0,222.700896,132,2108.91,17612770310689,222.700896 -2009-02-04 15:00:00,2009-02-04 15:00:00,2009-02-04 15:00:00,000300.XSHG,沪深300,BUY,OPEN,17612770310489,0,228.7733184,132,2166.414,17612770310690,228.7733184 -2009-02-05 15:00:00,2009-02-05 15:00:00,2009-02-05 15:00:00,000300.XSHG,沪深300,BUY,OPEN,17612770310490,0,227.14253760000003,132,2150.971,17612770310691,227.14253760000003 -2009-08-12 15:00:00,2009-08-12 15:00:00,2009-08-12 15:00:00,000300.XSHG,沪深300,SELL,CLOSE,17612770310491,0,1076.2963200000002,396,3397.4,17612770310693,1076.2963200000002 -2009-11-06 15:00:00,2009-11-06 15:00:00,2009-11-06 15:00:00,000300.XSHG,沪深300,BUY,OPEN,17612770310492,0,359.4477672,129,3483.021,17612770310694,359.4477672 -2009-12-22 15:00:00,2009-12-22 15:00:00,2009-12-22 15:00:00,000300.XSHG,沪深300,SELL,CLOSE,17612770310493,0,341.1320376,129,3305.543,17612770310695,341.1320376 -2010-08-02 15:00:00,2010-08-02 15:00:00,2010-08-02 15:00:00,000300.XSHG,沪深300,BUY,OPEN,17612770310494,0,464.43018,199,2917.275,17612770310696,464.43018 -2010-11-16 15:00:00,2010-11-16 15:00:00,2010-11-16 15:00:00,000300.XSHG,沪深300,SELL,CLOSE,17612770310495,0,504.59044960000006,199,3169.538,17612770310697,504.59044960000006 -2011-03-07 15:00:00,2011-03-07 15:00:00,2011-03-07 15:00:00,000300.XSHG,沪深300,BUY,OPEN,17612770310496,0,549.5272480000001,206,3334.51,17612770310698,549.5272480000001 +2009-02-03 15:00:00,2009-02-03 15:00:00,2009-02-03 15:00:00,000300.XSHG,沪深300,BUY,OPEN,17764213191224,0,222.700896,132,2108.91,17764213191455,222.700896 +2009-02-04 15:00:00,2009-02-04 15:00:00,2009-02-04 15:00:00,000300.XSHG,沪深300,BUY,OPEN,17764213191225,0,228.7733184,132,2166.414,17764213191456,228.7733184 +2009-02-05 15:00:00,2009-02-05 15:00:00,2009-02-05 15:00:00,000300.XSHG,沪深300,BUY,OPEN,17764213191226,0,227.14253760000003,132,2150.971,17764213191457,227.14253760000003 +2009-08-12 15:00:00,2009-08-12 15:00:00,2009-08-12 15:00:00,000300.XSHG,沪深300,SELL,CLOSE,17764213191227,0,1076.2963200000002,396,3397.4,17764213191459,1076.2963200000002 +2009-11-06 15:00:00,2009-11-06 15:00:00,2009-11-06 15:00:00,000300.XSHG,沪深300,BUY,OPEN,17764213191228,0,359.4477672,129,3483.021,17764213191460,359.4477672 +2009-12-22 15:00:00,2009-12-22 15:00:00,2009-12-22 15:00:00,000300.XSHG,沪深300,SELL,CLOSE,17764213191229,0,341.1320376,129,3305.543,17764213191461,341.1320376 +2010-08-02 15:00:00,2010-08-02 15:00:00,2010-08-02 15:00:00,000300.XSHG,沪深300,BUY,OPEN,17764213191230,0,464.43018,199,2917.275,17764213191462,464.43018 +2010-11-16 15:00:00,2010-11-16 15:00:00,2010-11-16 15:00:00,000300.XSHG,沪深300,SELL,CLOSE,17764213191231,0,504.59044960000006,199,3169.538,17764213191463,504.59044960000006 +2011-03-07 15:00:00,2011-03-07 15:00:00,2011-03-07 15:00:00,000300.XSHG,沪深300,BUY,OPEN,17764213191232,0,549.5272480000001,206,3334.51,17764213191464,549.5272480000001 [stock_positions] DataFrame @@ -4136,5 +4136,6 @@ dict "cash":833522.0342456002, "total_returns":0.31871733624560017, "annualized_returns":0.047543436773769265, - "unit_net_value":1.3187173362456002 + "unit_net_value":1.3187173362456002, + "annualized_twoside_turnover":1.9540257330278594 } \ No newline at end of file diff --git a/tests/integration_tests/test_backtest_results/outs/test_s_turtle_signal#test_s_turtle_signal.txt b/tests/integration_tests/test_backtest_results/outs/test_s_turtle_signal#test_s_turtle_signal.txt index 0ddb93765..57541d9ff 100644 --- a/tests/integration_tests/test_backtest_results/outs/test_s_turtle_signal#test_s_turtle_signal.txt +++ b/tests/integration_tests/test_backtest_results/outs/test_s_turtle_signal#test_s_turtle_signal.txt @@ -2,15 +2,15 @@ DataFrame {"shape":[9,13],"dtypes":{"datetime":"object","trading_datetime":"object","order_book_id":"object","symbol":"object","side":"object","position_effect":"object","exec_id":"int64","tax":"int64","commission":"float64","last_quantity":"int64","last_price":"float64","order_id":"int64","transaction_cost":"float64"},"index_dtype":"datetime64[ns]","index_name":"datetime","columns":["datetime","trading_datetime","order_book_id","symbol","side","position_effect","exec_id","tax","commission","last_quantity","last_price","order_id","transaction_cost"]} ,datetime,trading_datetime,order_book_id,symbol,side,position_effect,exec_id,tax,commission,last_quantity,last_price,order_id,transaction_cost -2009-02-03 15:00:00,2009-02-03 15:00:00,2009-02-03 15:00:00,000300.XSHG,沪深300,BUY,OPEN,17612770310497,0,222.700896,132,2108.91,17612770310700,222.700896 -2009-02-04 15:00:00,2009-02-04 15:00:00,2009-02-04 15:00:00,000300.XSHG,沪深300,BUY,OPEN,17612770310498,0,228.7733184,132,2166.414,17612770310701,228.7733184 -2009-02-05 15:00:00,2009-02-05 15:00:00,2009-02-05 15:00:00,000300.XSHG,沪深300,BUY,OPEN,17612770310499,0,227.14253760000003,132,2150.971,17612770310702,227.14253760000003 -2009-08-12 15:00:00,2009-08-12 15:00:00,2009-08-12 15:00:00,000300.XSHG,沪深300,SELL,CLOSE,17612770310500,0,1076.2963200000002,396,3397.4,17612770310704,1076.2963200000002 -2009-11-06 15:00:00,2009-11-06 15:00:00,2009-11-06 15:00:00,000300.XSHG,沪深300,BUY,OPEN,17612770310501,0,359.4477672,129,3483.021,17612770310705,359.4477672 -2009-12-22 15:00:00,2009-12-22 15:00:00,2009-12-22 15:00:00,000300.XSHG,沪深300,SELL,CLOSE,17612770310502,0,341.1320376,129,3305.543,17612770310706,341.1320376 -2010-08-02 15:00:00,2010-08-02 15:00:00,2010-08-02 15:00:00,000300.XSHG,沪深300,BUY,OPEN,17612770310503,0,464.43018,199,2917.275,17612770310707,464.43018 -2010-11-16 15:00:00,2010-11-16 15:00:00,2010-11-16 15:00:00,000300.XSHG,沪深300,SELL,CLOSE,17612770310504,0,504.59044960000006,199,3169.538,17612770310708,504.59044960000006 -2011-03-07 15:00:00,2011-03-07 15:00:00,2011-03-07 15:00:00,000300.XSHG,沪深300,BUY,OPEN,17612770310505,0,549.5272480000001,206,3334.51,17612770310709,549.5272480000001 +2009-02-03 15:00:00,2009-02-03 15:00:00,2009-02-03 15:00:00,000300.XSHG,沪深300,BUY,OPEN,17764213191233,0,222.700896,132,2108.91,17764213191466,222.700896 +2009-02-04 15:00:00,2009-02-04 15:00:00,2009-02-04 15:00:00,000300.XSHG,沪深300,BUY,OPEN,17764213191234,0,228.7733184,132,2166.414,17764213191467,228.7733184 +2009-02-05 15:00:00,2009-02-05 15:00:00,2009-02-05 15:00:00,000300.XSHG,沪深300,BUY,OPEN,17764213191235,0,227.14253760000003,132,2150.971,17764213191468,227.14253760000003 +2009-08-12 15:00:00,2009-08-12 15:00:00,2009-08-12 15:00:00,000300.XSHG,沪深300,SELL,CLOSE,17764213191236,0,1076.2963200000002,396,3397.4,17764213191470,1076.2963200000002 +2009-11-06 15:00:00,2009-11-06 15:00:00,2009-11-06 15:00:00,000300.XSHG,沪深300,BUY,OPEN,17764213191237,0,359.4477672,129,3483.021,17764213191471,359.4477672 +2009-12-22 15:00:00,2009-12-22 15:00:00,2009-12-22 15:00:00,000300.XSHG,沪深300,SELL,CLOSE,17764213191238,0,341.1320376,129,3305.543,17764213191472,341.1320376 +2010-08-02 15:00:00,2010-08-02 15:00:00,2010-08-02 15:00:00,000300.XSHG,沪深300,BUY,OPEN,17764213191239,0,464.43018,199,2917.275,17764213191473,464.43018 +2010-11-16 15:00:00,2010-11-16 15:00:00,2010-11-16 15:00:00,000300.XSHG,沪深300,SELL,CLOSE,17764213191240,0,504.59044960000006,199,3169.538,17764213191474,504.59044960000006 +2011-03-07 15:00:00,2011-03-07 15:00:00,2011-03-07 15:00:00,000300.XSHG,沪深300,BUY,OPEN,17764213191241,0,549.5272480000001,206,3334.51,17764213191475,549.5272480000001 [stock_positions] DataFrame @@ -4136,5 +4136,6 @@ dict "cash":833522.0342456002, "total_returns":0.31871733624560017, "annualized_returns":0.047543436773769265, - "unit_net_value":1.3187173362456002 + "unit_net_value":1.3187173362456002, + "annualized_twoside_turnover":1.9540257330278594 } \ No newline at end of file diff --git a/tests/integration_tests/test_backtest_results/outs/test_sf_buy_and_hold#test_sf_buy_and_hold.txt b/tests/integration_tests/test_backtest_results/outs/test_sf_buy_and_hold#test_sf_buy_and_hold.txt index 8dc3981a5..b802a9a41 100644 --- a/tests/integration_tests/test_backtest_results/outs/test_sf_buy_and_hold#test_sf_buy_and_hold.txt +++ b/tests/integration_tests/test_backtest_results/outs/test_sf_buy_and_hold#test_sf_buy_and_hold.txt @@ -2,8 +2,8 @@ DataFrame {"shape":[2,13],"dtypes":{"datetime":"object","trading_datetime":"object","order_book_id":"object","symbol":"object","side":"object","position_effect":"object","exec_id":"int64","tax":"int64","commission":"float64","last_quantity":"int64","last_price":"float64","order_id":"int64","transaction_cost":"float64"},"index_dtype":"datetime64[ns]","index_name":"datetime","columns":["datetime","trading_datetime","order_book_id","symbol","side","position_effect","exec_id","tax","commission","last_quantity","last_price","order_id","transaction_cost"]} ,datetime,trading_datetime,order_book_id,symbol,side,position_effect,exec_id,tax,commission,last_quantity,last_price,order_id,transaction_cost -2016-06-01 15:00:00,2016-06-01 15:00:00,2016-06-01 15:00:00,510050.XSHG,华夏上证50ETF,BUY,OPEN,17575569970081,0,565.488,330000,2.142,17575569970286,565.488 -2016-06-01 15:00:00,2016-06-01 15:00:00,2016-06-01 15:00:00,IH88,上证期货主力连续,SELL,OPEN,17575569970082,0,16.139376000000002,1,2126.4,17575569970287,16.139376000000002 +2016-06-01 15:00:00,2016-06-01 15:00:00,2016-06-01 15:00:00,510050.XSHG,华夏上证50ETF,BUY,OPEN,17764213191242,0,565.488,330000,2.142,17764213191477,565.488 +2016-06-01 15:00:00,2016-06-01 15:00:00,2016-06-01 15:00:00,IH88,上证50期货主力连续,SELL,OPEN,17764213191243,0,16.139376000000002,1,2126.4,17764213191478,16.139376000000002 [stock_positions] DataFrame @@ -98,90 +98,90 @@ DataFrame DataFrame {"shape":[84,10],"dtypes":{"order_book_id":"object","symbol":"object","margin":"float64","contract_multiplier":"float64","last_price":"float64","SHORT_pnl":"float64","SHORT_margin":"float64","SHORT_market_value":"float64","SHORT_quantity":"float64","SHORT_avg_open_price":"float64"},"index_dtype":"datetime64[ns]","index_name":"date","columns":["order_book_id","symbol","margin","contract_multiplier","last_price","SHORT_pnl","SHORT_margin","SHORT_market_value","SHORT_quantity","SHORT_avg_open_price"]} ,order_book_id,symbol,margin,contract_multiplier,last_price,SHORT_pnl,SHORT_margin,SHORT_market_value,SHORT_quantity,SHORT_avg_open_price -2016-06-01 00:00:00,IH88,上证期货主力连续,76550.4,300.0,2126.4,-0.0,76550.4,637920.0,1.0,2126.4 -2016-06-02 00:00:00,IH88,上证期货主力连续,76557.6,300.0,2126.6,-0.0,76557.6,637980.0,1.0,2126.6 -2016-06-03 00:00:00,IH88,上证期货主力连续,77140.8,300.0,2142.8,-0.0,77140.8,642840.0,1.0,2142.8 -2016-06-06 00:00:00,IH88,上证期货主力连续,76672.8,300.0,2129.8,-0.0,76672.8,638940.0,1.0,2129.8 -2016-06-07 00:00:00,IH88,上证期货主力连续,76773.6,300.0,2132.6,-0.0,76773.6,639780.0,1.0,2132.6 -2016-06-08 00:00:00,IH88,上证期货主力连续,76586.4,300.0,2127.4,-0.0,76586.4,638220.0,1.0,2127.4 -2016-06-13 00:00:00,IH88,上证期货主力连续,74181.6,300.0,2060.6,-0.0,74181.6,618180.0,1.0,2060.6 -2016-06-14 00:00:00,IH88,上证期货主力连续,75024.0,300.0,2084.0,-0.0,75024.0,625200.0,1.0,2084.0 -2016-06-15 00:00:00,IH88,上证期货主力连续,75333.6,300.0,2092.6,-0.0,75333.6,627780.0,1.0,2092.6 -2016-06-16 00:00:00,IH88,上证期货主力连续,73929.6,300.0,2053.6,-0.0,73929.6,616080.0,1.0,2053.6 -2016-06-17 00:00:00,IH88,上证期货主力连续,74340.0,300.0,2065.0,-0.0,74340.0,619500.0,1.0,2065.0 -2016-06-20 00:00:00,IH88,上证期货主力连续,74484.0,300.0,2069.0,-0.0,74484.0,620700.0,1.0,2069.0 -2016-06-21 00:00:00,IH88,上证期货主力连续,74476.8,300.0,2068.8,-0.0,74476.8,620640.0,1.0,2068.8 -2016-06-22 00:00:00,IH88,上证期货主力连续,74880.0,300.0,2080.0,-0.0,74880.0,624000.0,1.0,2080.0 -2016-06-23 00:00:00,IH88,上证期货主力连续,74671.2,300.0,2074.2,-0.0,74671.2,622260.0,1.0,2074.2 -2016-06-24 00:00:00,IH88,上证期货主力连续,73692.0,300.0,2047.0,-0.0,73692.0,614100.0,1.0,2047.0 -2016-06-27 00:00:00,IH88,上证期货主力连续,74613.6,300.0,2072.6,-0.0,74613.6,621780.0,1.0,2072.6 -2016-06-28 00:00:00,IH88,上证期货主力连续,74829.6,300.0,2078.6,-0.0,74829.6,623580.0,1.0,2078.6 -2016-06-29 00:00:00,IH88,上证期货主力连续,75592.8,300.0,2099.8,-0.0,75592.8,629940.0,1.0,2099.8 -2016-06-30 00:00:00,IH88,上证期货主力连续,75628.8,300.0,2100.8,-0.0,75628.8,630240.0,1.0,2100.8 -2016-07-01 00:00:00,IH88,上证期货主力连续,75780.0,300.0,2105.0,-0.0,75780.0,631500.0,1.0,2105.0 -2016-07-04 00:00:00,IH88,上证期货主力连续,76996.8,300.0,2138.8,-0.0,76996.8,641640.0,1.0,2138.8 -2016-07-05 00:00:00,IH88,上证期货主力连续,77241.6,300.0,2145.6,-0.0,77241.6,643680.0,1.0,2145.6 -2016-07-06 00:00:00,IH88,上证期货主力连续,77191.2,300.0,2144.2,-0.0,77191.2,643260.0,1.0,2144.2 -2016-07-07 00:00:00,IH88,上证期货主力连续,77248.8,300.0,2145.8,-0.0,77248.8,643740.0,1.0,2145.8 -2016-07-08 00:00:00,IH88,上证期货主力连续,76960.8,300.0,2137.8,-0.0,76960.8,641340.0,1.0,2137.8 -2016-07-11 00:00:00,IH88,上证期货主力连续,77256.0,300.0,2146.0,-0.0,77256.0,643800.0,1.0,2146.0 -2016-07-12 00:00:00,IH88,上证期货主力连续,78962.4,300.0,2193.4,-0.0,78962.4,658020.0,1.0,2193.4 -2016-07-13 00:00:00,IH88,上证期货主力连续,78912.0,300.0,2192.0,-0.0,78912.0,657600.0,1.0,2192.0 -2016-07-14 00:00:00,IH88,上证期货主力连续,78926.4,300.0,2192.4,-0.0,78926.4,657720.0,1.0,2192.4 -2016-07-15 00:00:00,IH88,上证期货主力连续,78724.8,300.0,2186.8,-0.0,78724.8,656040.0,1.0,2186.8 -2016-07-18 00:00:00,IH88,上证期货主力连续,78386.4,300.0,2177.4,-0.0,78386.4,653220.0,1.0,2177.4 -2016-07-19 00:00:00,IH88,上证期货主力连续,77760.0,300.0,2160.0,-0.0,77760.0,648000.0,1.0,2160.0 -2016-07-20 00:00:00,IH88,上证期货主力连续,77522.4,300.0,2153.4,-0.0,77522.4,646020.0,1.0,2153.4 -2016-07-21 00:00:00,IH88,上证期货主力连续,78026.4,300.0,2167.4,-0.0,78026.4,650220.0,1.0,2167.4 -2016-07-22 00:00:00,IH88,上证期货主力连续,77234.4,300.0,2145.4,-0.0,77234.4,643620.0,1.0,2145.4 -2016-07-25 00:00:00,IH88,上证期货主力连续,77342.4,300.0,2148.4,-0.0,77342.4,644520.0,1.0,2148.4 -2016-07-26 00:00:00,IH88,上证期货主力连续,78321.6,300.0,2175.6,-0.0,78321.6,652680.0,1.0,2175.6 -2016-07-27 00:00:00,IH88,上证期货主力连续,77508.0,300.0,2153.0,-0.0,77508.0,645900.0,1.0,2153.0 -2016-07-28 00:00:00,IH88,上证期货主力连续,77752.8,300.0,2159.8,-0.0,77752.8,647940.0,1.0,2159.8 -2016-07-29 00:00:00,IH88,上证期货主力连续,77472.0,300.0,2152.0,-0.0,77472.0,645600.0,1.0,2152.0 -2016-08-01 00:00:00,IH88,上证期货主力连续,76960.8,300.0,2137.8,-0.0,76960.8,641340.0,1.0,2137.8 -2016-08-02 00:00:00,IH88,上证期货主力连续,77004.0,300.0,2139.0,-0.0,77004.0,641700.0,1.0,2139.0 -2016-08-03 00:00:00,IH88,上证期货主力连续,76924.8,300.0,2136.8,-0.0,76924.8,641040.0,1.0,2136.8 -2016-08-04 00:00:00,IH88,上证期货主力连续,76917.6,300.0,2136.6,-0.0,76917.6,640980.0,1.0,2136.6 -2016-08-05 00:00:00,IH88,上证期货主力连续,77133.6,300.0,2142.6,-0.0,77133.6,642780.0,1.0,2142.6 -2016-08-08 00:00:00,IH88,上证期货主力连续,77472.0,300.0,2152.0,-0.0,77472.0,645600.0,1.0,2152.0 -2016-08-09 00:00:00,IH88,上证期货主力连续,77983.2,300.0,2166.2,-0.0,77983.2,649860.0,1.0,2166.2 -2016-08-10 00:00:00,IH88,上证期货主力连续,78012.0,300.0,2167.0,-0.0,78012.0,650100.0,1.0,2167.0 -2016-08-11 00:00:00,IH88,上证期货主力连续,78220.8,300.0,2172.8,-0.0,78220.8,651840.0,1.0,2172.8 -2016-08-12 00:00:00,IH88,上证期货主力连续,79732.8,300.0,2214.8,-0.0,79732.8,664440.0,1.0,2214.8 -2016-08-15 00:00:00,IH88,上证期货主力连续,82087.2,300.0,2280.2,-0.0,82087.2,684060.0,1.0,2280.2 -2016-08-16 00:00:00,IH88,上证期货主力连续,81309.6,300.0,2258.6,-0.0,81309.6,677580.0,1.0,2258.6 -2016-08-17 00:00:00,IH88,上证期货主力连续,81007.2,300.0,2250.2,-0.0,81007.2,675060.0,1.0,2250.2 -2016-08-18 00:00:00,IH88,上证期货主力连续,80604.0,300.0,2239.0,-0.0,80604.0,671700.0,1.0,2239.0 -2016-08-19 00:00:00,IH88,上证期货主力连续,80776.8,300.0,2243.8,-0.0,80776.8,673140.0,1.0,2243.8 -2016-08-22 00:00:00,IH88,上证期货主力连续,80388.0,300.0,2233.0,-0.0,80388.0,669900.0,1.0,2233.0 -2016-08-23 00:00:00,IH88,上证期货主力连续,80460.0,300.0,2235.0,-0.0,80460.0,670500.0,1.0,2235.0 -2016-08-24 00:00:00,IH88,上证期货主力连续,80107.2,300.0,2225.2,-0.0,80107.2,667560.0,1.0,2225.2 -2016-08-25 00:00:00,IH88,上证期货主力连续,79639.2,300.0,2212.2,-0.0,79639.2,663660.0,1.0,2212.2 -2016-08-26 00:00:00,IH88,上证期货主力连续,79596.0,300.0,2211.0,-0.0,79596.0,663300.0,1.0,2211.0 -2016-08-29 00:00:00,IH88,上证期货主力连续,79387.2,300.0,2205.2,-0.0,79387.2,661560.0,1.0,2205.2 -2016-08-30 00:00:00,IH88,上证期货主力连续,79891.2,300.0,2219.2,-0.0,79891.2,665760.0,1.0,2219.2 -2016-08-31 00:00:00,IH88,上证期货主力连续,80143.2,300.0,2226.2,-0.0,80143.2,667860.0,1.0,2226.2 -2016-09-01 00:00:00,IH88,上证期货主力连续,79617.6,300.0,2211.6,-0.0,79617.6,663480.0,1.0,2211.6 -2016-09-02 00:00:00,IH88,上证期货主力连续,79876.8,300.0,2218.8,-0.0,79876.8,665640.0,1.0,2218.8 -2016-09-05 00:00:00,IH88,上证期货主力连续,79941.6,300.0,2220.6,-0.0,79941.6,666180.0,1.0,2220.6 -2016-09-06 00:00:00,IH88,上证期货主力连续,80280.0,300.0,2230.0,-0.0,80280.0,669000.0,1.0,2230.0 -2016-09-07 00:00:00,IH88,上证期货主力连续,80424.0,300.0,2234.0,-0.0,80424.0,670200.0,1.0,2234.0 -2016-09-08 00:00:00,IH88,上证期货主力连续,80301.6,300.0,2230.6,-0.0,80301.6,669180.0,1.0,2230.6 -2016-09-09 00:00:00,IH88,上证期货主力连续,80092.8,300.0,2224.8,-0.0,80092.8,667440.0,1.0,2224.8 -2016-09-12 00:00:00,IH88,上证期货主力连续,78753.6,300.0,2187.6,-0.0,78753.6,656280.0,1.0,2187.6 -2016-09-13 00:00:00,IH88,上证期货主力连续,78696.0,300.0,2186.0,-0.0,78696.0,655800.0,1.0,2186.0 -2016-09-14 00:00:00,IH88,上证期货主力连续,77544.0,300.0,2154.0,-0.0,77544.0,646200.0,1.0,2154.0 -2016-09-19 00:00:00,IH88,上证期货主力连续,78220.8,300.0,2172.8,-0.0,78220.8,651840.0,1.0,2172.8 -2016-09-20 00:00:00,IH88,上证期货主力连续,78206.4,300.0,2172.4,-0.0,78206.4,651720.0,1.0,2172.4 -2016-09-21 00:00:00,IH88,上证期货主力连续,78357.6,300.0,2176.6,-0.0,78357.6,652980.0,1.0,2176.6 -2016-09-22 00:00:00,IH88,上证期货主力连续,78825.6,300.0,2189.6,-0.0,78825.6,656880.0,1.0,2189.6 -2016-09-23 00:00:00,IH88,上证期货主力连续,78638.4,300.0,2184.4,-0.0,78638.4,655320.0,1.0,2184.4 -2016-09-26 00:00:00,IH88,上证期货主力连续,77788.8,300.0,2160.8,-0.0,77788.8,648240.0,1.0,2160.8 -2016-09-27 00:00:00,IH88,上证期货主力连续,78055.2,300.0,2168.2,-0.0,78055.2,650460.0,1.0,2168.2 -2016-09-28 00:00:00,IH88,上证期货主力连续,77896.8,300.0,2163.8,-0.0,77896.8,649140.0,1.0,2163.8 -2016-09-29 00:00:00,IH88,上证期货主力连续,78242.4,300.0,2173.4,-0.0,78242.4,652020.0,1.0,2173.4 -2016-09-30 00:00:00,IH88,上证期货主力连续,78314.4,300.0,2175.4,-0.0,78314.4,652620.0,1.0,2175.4 +2016-06-01 00:00:00,IH88,上证50期货主力连续,76550.4,300.0,2126.4,-0.0,76550.4,637920.0,1.0,2126.4 +2016-06-02 00:00:00,IH88,上证50期货主力连续,76557.6,300.0,2126.6,-0.0,76557.6,637980.0,1.0,2126.6 +2016-06-03 00:00:00,IH88,上证50期货主力连续,77140.8,300.0,2142.8,-0.0,77140.8,642840.0,1.0,2142.8 +2016-06-06 00:00:00,IH88,上证50期货主力连续,76672.8,300.0,2129.8,-0.0,76672.8,638940.0,1.0,2129.8 +2016-06-07 00:00:00,IH88,上证50期货主力连续,76773.6,300.0,2132.6,-0.0,76773.6,639780.0,1.0,2132.6 +2016-06-08 00:00:00,IH88,上证50期货主力连续,76586.4,300.0,2127.4,-0.0,76586.4,638220.0,1.0,2127.4 +2016-06-13 00:00:00,IH88,上证50期货主力连续,74181.6,300.0,2060.6,-0.0,74181.6,618180.0,1.0,2060.6 +2016-06-14 00:00:00,IH88,上证50期货主力连续,75024.0,300.0,2084.0,-0.0,75024.0,625200.0,1.0,2084.0 +2016-06-15 00:00:00,IH88,上证50期货主力连续,75333.6,300.0,2092.6,-0.0,75333.6,627780.0,1.0,2092.6 +2016-06-16 00:00:00,IH88,上证50期货主力连续,73929.6,300.0,2053.6,-0.0,73929.6,616080.0,1.0,2053.6 +2016-06-17 00:00:00,IH88,上证50期货主力连续,74340.0,300.0,2065.0,-0.0,74340.0,619500.0,1.0,2065.0 +2016-06-20 00:00:00,IH88,上证50期货主力连续,74484.0,300.0,2069.0,-0.0,74484.0,620700.0,1.0,2069.0 +2016-06-21 00:00:00,IH88,上证50期货主力连续,74476.8,300.0,2068.8,-0.0,74476.8,620640.0,1.0,2068.8 +2016-06-22 00:00:00,IH88,上证50期货主力连续,74880.0,300.0,2080.0,-0.0,74880.0,624000.0,1.0,2080.0 +2016-06-23 00:00:00,IH88,上证50期货主力连续,74671.2,300.0,2074.2,-0.0,74671.2,622260.0,1.0,2074.2 +2016-06-24 00:00:00,IH88,上证50期货主力连续,73692.0,300.0,2047.0,-0.0,73692.0,614100.0,1.0,2047.0 +2016-06-27 00:00:00,IH88,上证50期货主力连续,74613.6,300.0,2072.6,-0.0,74613.6,621780.0,1.0,2072.6 +2016-06-28 00:00:00,IH88,上证50期货主力连续,74829.6,300.0,2078.6,-0.0,74829.6,623580.0,1.0,2078.6 +2016-06-29 00:00:00,IH88,上证50期货主力连续,75592.8,300.0,2099.8,-0.0,75592.8,629940.0,1.0,2099.8 +2016-06-30 00:00:00,IH88,上证50期货主力连续,75628.8,300.0,2100.8,-0.0,75628.8,630240.0,1.0,2100.8 +2016-07-01 00:00:00,IH88,上证50期货主力连续,75780.0,300.0,2105.0,-0.0,75780.0,631500.0,1.0,2105.0 +2016-07-04 00:00:00,IH88,上证50期货主力连续,76996.8,300.0,2138.8,-0.0,76996.8,641640.0,1.0,2138.8 +2016-07-05 00:00:00,IH88,上证50期货主力连续,77241.6,300.0,2145.6,-0.0,77241.6,643680.0,1.0,2145.6 +2016-07-06 00:00:00,IH88,上证50期货主力连续,77191.2,300.0,2144.2,-0.0,77191.2,643260.0,1.0,2144.2 +2016-07-07 00:00:00,IH88,上证50期货主力连续,77248.8,300.0,2145.8,-0.0,77248.8,643740.0,1.0,2145.8 +2016-07-08 00:00:00,IH88,上证50期货主力连续,76960.8,300.0,2137.8,-0.0,76960.8,641340.0,1.0,2137.8 +2016-07-11 00:00:00,IH88,上证50期货主力连续,77256.0,300.0,2146.0,-0.0,77256.0,643800.0,1.0,2146.0 +2016-07-12 00:00:00,IH88,上证50期货主力连续,78962.4,300.0,2193.4,-0.0,78962.4,658020.0,1.0,2193.4 +2016-07-13 00:00:00,IH88,上证50期货主力连续,78912.0,300.0,2192.0,-0.0,78912.0,657600.0,1.0,2192.0 +2016-07-14 00:00:00,IH88,上证50期货主力连续,78926.4,300.0,2192.4,-0.0,78926.4,657720.0,1.0,2192.4 +2016-07-15 00:00:00,IH88,上证50期货主力连续,78724.8,300.0,2186.8,-0.0,78724.8,656040.0,1.0,2186.8 +2016-07-18 00:00:00,IH88,上证50期货主力连续,78386.4,300.0,2177.4,-0.0,78386.4,653220.0,1.0,2177.4 +2016-07-19 00:00:00,IH88,上证50期货主力连续,77760.0,300.0,2160.0,-0.0,77760.0,648000.0,1.0,2160.0 +2016-07-20 00:00:00,IH88,上证50期货主力连续,77522.4,300.0,2153.4,-0.0,77522.4,646020.0,1.0,2153.4 +2016-07-21 00:00:00,IH88,上证50期货主力连续,78026.4,300.0,2167.4,-0.0,78026.4,650220.0,1.0,2167.4 +2016-07-22 00:00:00,IH88,上证50期货主力连续,77234.4,300.0,2145.4,-0.0,77234.4,643620.0,1.0,2145.4 +2016-07-25 00:00:00,IH88,上证50期货主力连续,77342.4,300.0,2148.4,-0.0,77342.4,644520.0,1.0,2148.4 +2016-07-26 00:00:00,IH88,上证50期货主力连续,78321.6,300.0,2175.6,-0.0,78321.6,652680.0,1.0,2175.6 +2016-07-27 00:00:00,IH88,上证50期货主力连续,77508.0,300.0,2153.0,-0.0,77508.0,645900.0,1.0,2153.0 +2016-07-28 00:00:00,IH88,上证50期货主力连续,77752.8,300.0,2159.8,-0.0,77752.8,647940.0,1.0,2159.8 +2016-07-29 00:00:00,IH88,上证50期货主力连续,77472.0,300.0,2152.0,-0.0,77472.0,645600.0,1.0,2152.0 +2016-08-01 00:00:00,IH88,上证50期货主力连续,76960.8,300.0,2137.8,-0.0,76960.8,641340.0,1.0,2137.8 +2016-08-02 00:00:00,IH88,上证50期货主力连续,77004.0,300.0,2139.0,-0.0,77004.0,641700.0,1.0,2139.0 +2016-08-03 00:00:00,IH88,上证50期货主力连续,76924.8,300.0,2136.8,-0.0,76924.8,641040.0,1.0,2136.8 +2016-08-04 00:00:00,IH88,上证50期货主力连续,76917.6,300.0,2136.6,-0.0,76917.6,640980.0,1.0,2136.6 +2016-08-05 00:00:00,IH88,上证50期货主力连续,77133.6,300.0,2142.6,-0.0,77133.6,642780.0,1.0,2142.6 +2016-08-08 00:00:00,IH88,上证50期货主力连续,77472.0,300.0,2152.0,-0.0,77472.0,645600.0,1.0,2152.0 +2016-08-09 00:00:00,IH88,上证50期货主力连续,77983.2,300.0,2166.2,-0.0,77983.2,649860.0,1.0,2166.2 +2016-08-10 00:00:00,IH88,上证50期货主力连续,78012.0,300.0,2167.0,-0.0,78012.0,650100.0,1.0,2167.0 +2016-08-11 00:00:00,IH88,上证50期货主力连续,78220.8,300.0,2172.8,-0.0,78220.8,651840.0,1.0,2172.8 +2016-08-12 00:00:00,IH88,上证50期货主力连续,79732.8,300.0,2214.8,-0.0,79732.8,664440.0,1.0,2214.8 +2016-08-15 00:00:00,IH88,上证50期货主力连续,82087.2,300.0,2280.2,-0.0,82087.2,684060.0,1.0,2280.2 +2016-08-16 00:00:00,IH88,上证50期货主力连续,81309.6,300.0,2258.6,-0.0,81309.6,677580.0,1.0,2258.6 +2016-08-17 00:00:00,IH88,上证50期货主力连续,81007.2,300.0,2250.2,-0.0,81007.2,675060.0,1.0,2250.2 +2016-08-18 00:00:00,IH88,上证50期货主力连续,80604.0,300.0,2239.0,-0.0,80604.0,671700.0,1.0,2239.0 +2016-08-19 00:00:00,IH88,上证50期货主力连续,80776.8,300.0,2243.8,-0.0,80776.8,673140.0,1.0,2243.8 +2016-08-22 00:00:00,IH88,上证50期货主力连续,80388.0,300.0,2233.0,-0.0,80388.0,669900.0,1.0,2233.0 +2016-08-23 00:00:00,IH88,上证50期货主力连续,80460.0,300.0,2235.0,-0.0,80460.0,670500.0,1.0,2235.0 +2016-08-24 00:00:00,IH88,上证50期货主力连续,80107.2,300.0,2225.2,-0.0,80107.2,667560.0,1.0,2225.2 +2016-08-25 00:00:00,IH88,上证50期货主力连续,79639.2,300.0,2212.2,-0.0,79639.2,663660.0,1.0,2212.2 +2016-08-26 00:00:00,IH88,上证50期货主力连续,79596.0,300.0,2211.0,-0.0,79596.0,663300.0,1.0,2211.0 +2016-08-29 00:00:00,IH88,上证50期货主力连续,79387.2,300.0,2205.2,-0.0,79387.2,661560.0,1.0,2205.2 +2016-08-30 00:00:00,IH88,上证50期货主力连续,79891.2,300.0,2219.2,-0.0,79891.2,665760.0,1.0,2219.2 +2016-08-31 00:00:00,IH88,上证50期货主力连续,80143.2,300.0,2226.2,-0.0,80143.2,667860.0,1.0,2226.2 +2016-09-01 00:00:00,IH88,上证50期货主力连续,79617.6,300.0,2211.6,-0.0,79617.6,663480.0,1.0,2211.6 +2016-09-02 00:00:00,IH88,上证50期货主力连续,79876.8,300.0,2218.8,-0.0,79876.8,665640.0,1.0,2218.8 +2016-09-05 00:00:00,IH88,上证50期货主力连续,79941.6,300.0,2220.6,-0.0,79941.6,666180.0,1.0,2220.6 +2016-09-06 00:00:00,IH88,上证50期货主力连续,80280.0,300.0,2230.0,-0.0,80280.0,669000.0,1.0,2230.0 +2016-09-07 00:00:00,IH88,上证50期货主力连续,80424.0,300.0,2234.0,-0.0,80424.0,670200.0,1.0,2234.0 +2016-09-08 00:00:00,IH88,上证50期货主力连续,80301.6,300.0,2230.6,-0.0,80301.6,669180.0,1.0,2230.6 +2016-09-09 00:00:00,IH88,上证50期货主力连续,80092.8,300.0,2224.8,-0.0,80092.8,667440.0,1.0,2224.8 +2016-09-12 00:00:00,IH88,上证50期货主力连续,78753.6,300.0,2187.6,-0.0,78753.6,656280.0,1.0,2187.6 +2016-09-13 00:00:00,IH88,上证50期货主力连续,78696.0,300.0,2186.0,-0.0,78696.0,655800.0,1.0,2186.0 +2016-09-14 00:00:00,IH88,上证50期货主力连续,77544.0,300.0,2154.0,-0.0,77544.0,646200.0,1.0,2154.0 +2016-09-19 00:00:00,IH88,上证50期货主力连续,78220.8,300.0,2172.8,-0.0,78220.8,651840.0,1.0,2172.8 +2016-09-20 00:00:00,IH88,上证50期货主力连续,78206.4,300.0,2172.4,-0.0,78206.4,651720.0,1.0,2172.4 +2016-09-21 00:00:00,IH88,上证50期货主力连续,78357.6,300.0,2176.6,-0.0,78357.6,652980.0,1.0,2176.6 +2016-09-22 00:00:00,IH88,上证50期货主力连续,78825.6,300.0,2189.6,-0.0,78825.6,656880.0,1.0,2189.6 +2016-09-23 00:00:00,IH88,上证50期货主力连续,78638.4,300.0,2184.4,-0.0,78638.4,655320.0,1.0,2184.4 +2016-09-26 00:00:00,IH88,上证50期货主力连续,77788.8,300.0,2160.8,-0.0,77788.8,648240.0,1.0,2160.8 +2016-09-27 00:00:00,IH88,上证50期货主力连续,78055.2,300.0,2168.2,-0.0,78055.2,650460.0,1.0,2168.2 +2016-09-28 00:00:00,IH88,上证50期货主力连续,77896.8,300.0,2163.8,-0.0,77896.8,649140.0,1.0,2163.8 +2016-09-29 00:00:00,IH88,上证50期货主力连续,78242.4,300.0,2173.4,-0.0,78242.4,652020.0,1.0,2173.4 +2016-09-30 00:00:00,IH88,上证50期货主力连续,78314.4,300.0,2175.4,-0.0,78314.4,652620.0,1.0,2175.4 [stock_account] DataFrame @@ -475,5 +475,6 @@ dict "cash":1199543.9726240002, "total_returns":0.007704186311999983, "annualized_returns":0.023291079674214288, - "unit_net_value":1.007704186312 + "unit_net_value":1.007704186312, + "annualized_twoside_turnover":NaN } \ No newline at end of file diff --git a/tests/unittest/test_mod/test_sys_accounts/test_api/test_order_target_portfolio_smart_api_unittest.py b/tests/unittest/test_mod/test_sys_accounts/test_api/test_order_target_portfolio_smart_api_unittest.py index cd4504eb8..64ad2b591 100644 --- a/tests/unittest/test_mod/test_sys_accounts/test_api/test_order_target_portfolio_smart_api_unittest.py +++ b/tests/unittest/test_mod/test_sys_accounts/test_api/test_order_target_portfolio_smart_api_unittest.py @@ -109,7 +109,7 @@ def test_order_target_portfolio_smart_base(environment, on_handle_bar, assert_su # 目标数量 = (10,000,000 × 0.1) / 11.70 = 1,000,000 / 11.70 ≈ 85,470.09 # 经算法调整后的实际数量: 85,500 股 "000001.XSHE": (85500, SIDE.BUY, POSITION_EFFECT.OPEN, MarketOrder()), - + # 000004.XSHE (*ST国华) 开盘价: 10.53 元 # 目标数量 = (10,000,000 × 0.2) / 10.53 = 2,000,000 / 10.53 ≈ 189,936.09 # 经算法调整后的实际数量: 189,900 股 @@ -159,30 +159,6 @@ def test_order_target_portfolio_smart_small_weights(environment, on_handle_bar, }) -def test_order_target_portfolio_smart_nearly_full_position(environment, on_handle_bar, assert_submitted_orders): - """测试接近满仓调仓 - 触发safety机制""" - order_target_portfolio_smart({ - "000001.XSHE": 0.5, - "000004.XSHE": 0.45, # 总权重95%，应该触发safety降级 - }) - assert_submitted_orders({ - # 计算依据： - # 总资金: 10,000,000 元，总权重95%触发safety降级机制 - # safety机制会自动调整权重以确保有足够的现金缓冲 - # 实际分配：两只股票各获得约50%的权重调整 - - # 000001.XSHE (平安银行) 开盘价: 11.70 元 - # 调整后目标数量 = (10,000,000 × ~0.5) / 11.70 ≈ 427,350.43 - # 经算法调整后的实际数量: 427,400 股 - "000001.XSHE": (427400, SIDE.BUY, POSITION_EFFECT.OPEN, MarketOrder()), - - # 000004.XSHE (*ST国华) 开盘价: 10.53 元 - # (10000000 × 0.45) / 10.53 ≈ 427,350.43 - # 调整后目标数量 ≈ 427,400 股 (与000001相同，算法内部调整结果) - "000004.XSHE": (427400, SIDE.BUY, POSITION_EFFECT.OPEN, MarketOrder()), - }) - - def test_order_target_portfolio_smart_negative_weights_error(environment, on_handle_bar, assert_submitted_orders): """测试负权重 - 应该抛出异常""" with pytest.raises(ValueError, match="target_weights contains negative value"): @@ -207,12 +183,12 @@ def test_order_target_portfolio_smart_limit_order(environment, on_handle_bar, as assert_submitted_orders({ # 计算依据：使用开盘价计算目标数量，但用限价单执行 # 总资金: 10,000,000 元 - + # 000001.XSHE (平安银行) 开盘价: 11.70 元（估值用），限价: 12.0 元 # 目标数量 = (10,000,000 × 0.1) / 11.70 = 1,000,000 / 11.70 ≈ 85,470.09 # 经算法调整后的实际数量: 85,500 股，使用 12.0 元限价单执行 "000001.XSHE": (85500, SIDE.BUY, POSITION_EFFECT.OPEN, LimitOrder(12.0)), - + # 000004.XSHE (*ST国华) 开盘价: 10.53 元（估值用），限价: 11.0 元 # 目标数量 = (10,000,000 × 0.2) / 10.53 = 2,000,000 / 10.53 ≈ 189,936.09 # 经算法调整后的实际数量: 189,900 股，使用 11.0 元限价单执行 @@ -234,6 +210,24 @@ def test_order_target_portfolio_smart_partial_limit_prices_error(environment, on ) +def test_order_target_portfolio_smart_nan_limit_price_rejected(environment, on_handle_bar, assert_submitted_orders): + """测试指定 nan 限价时应拒单，而不是抛出异常""" + result = order_target_portfolio_smart( + { + "000001.XSHE": 0.1, + "000004.XSHE": 0.2, + }, + order_prices={ + "000001.XSHE": float("nan"), + "000004.XSHE": 11.0, + } + ) + assert result["000001.XSHE"] == "Limit order price is invalid." + assert_submitted_orders({ + "000004.XSHE": (189900, SIDE.BUY, POSITION_EFFECT.OPEN, LimitOrder(11.0)), + }) + + def test_order_target_portfolio_smart_custom_valuation_prices(environment, on_handle_bar, assert_submitted_orders): """测试自定义估值价格""" # 注：某些参数组合会触发算法内部的 safety < 0 错误，这是算法设计的边界情况 @@ -254,7 +248,6 @@ def test_order_target_portfolio_smart_custom_valuation_prices(environment, on_ha # 经算法调整后的实际数量: 250,000 股 "000001.XSHE": (250000, SIDE.BUY, POSITION_EFFECT.OPEN, MarketOrder()), }) - def test_order_target_portfolio_smart_missing_valuation_price_error(environment, on_handle_bar, assert_submitted_orders): @@ -272,7 +265,6 @@ def test_order_target_portfolio_smart_missing_valuation_price_error(environment, ) - def test_order_target_portfolio_smart_adjust_existing_positions(environment, on_handle_bar, assert_submitted_orders): """测试持仓调整逻辑 - 简化测试""" # 由于涉及初始持仓的复杂计算，这里改为测试不同权重的调整 @@ -288,10 +280,10 @@ def test_order_target_portfolio_smart_adjust_existing_positions(environment, on_ # 经算法调整后的实际数量: 170,900 股 "000001.XSHE": (170900, SIDE.BUY, POSITION_EFFECT.OPEN, MarketOrder()), }) - + # 重置mock以便检查调整 environment.submit_order.reset_mock() - + # 第二步：调整为更小权重（模拟调整持仓） order_target_portfolio_smart({ "000001.XSHE": 0.1, # 降至10%权重 @@ -308,7 +300,6 @@ def test_order_target_portfolio_smart_adjust_existing_positions(environment, on_ }) - def test_order_target_portfolio_smart_limit_and_valuation_prices(environment, on_handle_bar, assert_submitted_orders): """测试同时使用限价单和自定义估值价格""" order_target_portfolio_smart(