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卡尔曼策略新增md文件
2025-11-07 16:37:16 +08:00
{
"cells": [
{
"cell_type": "code",
"id": "522f09ca7b3fe929",
"metadata": {
"ExecuteTime": {
"end_time": "2025-10-08T06:02:26.593723Z",
"start_time": "2025-10-08T06:02:26.561273Z"
}
},
"source": [
"from datetime import datetime\n",
"\n",
"import sys\n",
"\n",
"if '/mnt/d/PyProject/NewQuant/' not in sys.path:\n",
" sys.path.append('/mnt/d/PyProject/NewQuant/')\n",
" \n",
"from src.data_processing import load_raw_data\n",
"%load_ext autoreload\n",
"%autoreload 2\n",
"\n"
],
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"The autoreload extension is already loaded. To reload it, use:\n",
" %reload_ext autoreload\n"
]
}
],
"execution_count": 91
},
{
"cell_type": "code",
"id": "c00ccfeec592844c",
"metadata": {
"ExecuteTime": {
"end_time": "2025-10-08T06:02:26.627728Z",
"start_time": "2025-10-08T06:02:26.602107Z"
}
},
"source": [
"from turtle import down\n",
"from src.analysis.result_analyzer import ResultAnalyzer\n",
"# 导入所有必要的模块\n",
"from src.data_manager import DataManager\n",
"from src.backtest_engine import BacktestEngine\n",
"from src.indicators.indicator_list import INDICATOR_LIST\n",
"from src.indicators.indicators import *\n",
"\n",
"# 导入您自己的 SMC 策略\n",
"from futures_trading_strategies.MA.ValueMigrationStrategy.ValueMigrationStrategy2 import ValueMigrationStrategy\n",
"\n",
"# --- 配置参数 ---\n",
"# 获取当前脚本所在目录，假设数据文件在项目根目录下的 data 文件夹内\n",
"data_file_path = '/mnt/d/PyProject/NewQuant/data/data/KQ_m@CZCE_MA/KQ_m@CZCE_MA_min15.csv'\n"
],
"outputs": [],
"execution_count": 92
},
{
"cell_type": "code",
"id": "7599fa7cd2cb3d45",
"metadata": {
"ExecuteTime": {
"end_time": "2025-10-08T06:02:26.663044Z",
"start_time": "2025-10-08T06:02:26.638211Z"
}
},
"source": [
"\n",
"initial_capital = 100000.0\n",
"slippage_rate = 0.000 # 假设每笔交易0.1%的滑点\n",
"commission_rate = 0.0001 # 假设每笔交易0.02%的佣金\n",
"\n",
"global_config = {\n",
" 'symbol': 'KQ_m@CZCE_MA', # 确保与数据文件中的 symbol 匹配\n",
"}\n",
"\n",
"# 回测时间范围\n",
"start_time = datetime(2022, 1, 1)\n",
"end_time = datetime(2024, 1, 1)\n",
"\n",
"start_time = datetime(2025, 1, 1)\n",
"end_time = datetime(2025, 10, 9)\n",
"\n",
"\n",
"indicators = INDICATOR_LIST\n",
"indicators = []\n",
"\n",
"# 确保 DataManager 能够重置以进行多次回测\n",
"# data_manager.reset() # 首次运行不需要重置"
],
"outputs": [],
"execution_count": 93
},
{
"cell_type": "code",
"id": "f903fd2761d446cd",
"metadata": {
"ExecuteTime": {
"end_time": "2025-10-08T06:02:29.355822Z",
"start_time": "2025-10-08T06:02:26.668066Z"
}
},
"source": [
"\n",
"# --- 1. 初始化数据管理器 ---\n",
"print(\"初始化数据管理器...\")\n",
"data_manager = DataManager(file_path=data_file_path, symbol=global_config['symbol'], start_time=start_time,\n",
" end_time=end_time)\n",
"\n",
"strategy_parameters = {\n",
" 'main_symbol': 'MA', # <-- 替换为你的交易品种代码，例如 'GC=F' (黄金期货), 'ZC=F' (玉米期货)\n",
" 'trade_volume': 1,\n",
" 'hvn_distance_ticks': 5,\n",
" # 'stop_loss_atr': 0.5,\n",
" # 'take_profit_atr': 1,\n",
" 'stop_loss_atr': 0.01,\n",
" 'take_profit_atr': 0.01,\n",
" 'order_direction': ['SELL', 'BUY'],\n",
" # 'indicators': [NormalizedATR(21, 0.35, 0.6), NormalizedATR(21, 0.35, 0.6)],\n",
" 'enable_log': False\n",
"}\n",
"\n",
"\n",
"\n",
"# --- 2. 初始化回测引擎并运行 ---\n",
"print(\"\\n初始化回测引擎...\")\n",
"engine = BacktestEngine(\n",
" data_manager=data_manager,\n",
" strategy_class=ValueMigrationStrategy, # <--- 更改为您的 SMC 策略类\n",
" # current_segment_symbol 参数已从 SMCPureH1LongStrategy 中移除，不需要设置\n",
" strategy_params=strategy_parameters,\n",
" initial_capital=initial_capital,\n",
" slippage_rate=slippage_rate,\n",
" commission_rate=commission_rate,\n",
" roll_over_mode=True,\n",
" start_time=start_time,\n",
" end_time=end_time,\n",
" indicators=indicators # 如果您的 SMC 策略不使用这些指标，也可以考虑移除\n",
")\n",
"\n",
"\n",
"print(\"\\n开始运行回测...\")\n",
"engine.run_backtest()\n",
"print(\"\\n回测运行完毕。\")\n",
"\n",
"# --- 3. 获取回测结果 ---\n",
"results = engine.get_backtest_results()\n",
"portfolio_snapshots = results[\"portfolio_snapshots\"]\n",
"trade_history = results[\"trade_history\"]\n",
"initial_capital_result = results[\"initial_capital\"]\n",
"bars = results[\"all_bars\"]\n"
],
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"初始化数据管理器...\n",
"数据加载成功: /mnt/d/PyProject/NewQuant/data/data/KQ_m@CZCE_MA/KQ_m@CZCE_MA_min15.csv\n",
"数据范围从 2020-12-31 14:45:00 到 2025-08-21 14:30:00\n",
"总计 25596 条记录。\n",
"\n",
"初始化回测引擎...\n",
"模拟器初始化：初始资金=100000.00, 滑点率=0.0, 佣金率=0.0001\n",
"内存仓储已初始化，管理ID: 'futures_trading_strategies.MA.ValueMigrationStrategy.ValueMigrationStrategy2.ValueMigrationStrategy_2dcc18753864ac552dd0bc1acbade34e'\n",
"\n",
"--- 回测引擎初始化完成 ---\n",
" 策略: ValueMigrationStrategy\n",
" 初始资金: 100000.00\n",
" 换月模式: 启用\n",
"\n",
"开始运行回测...\n",
"\n",
"--- 回测开始 ---\n",
"ValueMigrationStrategy 策略初始化回调被调用。\n",
"开始将 DataFrame 转换为 Bar 对象流...\n",
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"2346.0 2025-08-14 21:15:00\n",
"2447.0 2025-08-14 21:30:00\n",
"2447.0 2025-08-14 22:15:00\n",
"2437.0 2025-08-15 09:15:00\n",
"2429.0 2025-08-15 10:45:00\n",
"2416.0 2025-08-15 13:45:00\n",
"2416.0 2025-08-15 14:30:00\n",
"2411.0 2025-08-15 22:45:00\n",
"2388.0 2025-08-18 21:15:00\n",
"2380.0 2025-08-18 21:30:00\n",
"2374.0 2025-08-19 09:15:00\n",
"2395.0 2025-08-20 10:30:00\n",
"2409.0 2025-08-20 13:45:00\n",
"2425.0 2025-08-20 14:30:00\n",
"2416.0 2025-08-20 21:30:00\n",
"2411.0 2025-08-20 22:30:00\n",
"2411.0 2025-08-21 09:15:00\n",
"Bar 对象流生成完毕。\n",
"\n",
"--- 回测结束，检查并平仓所有剩余持仓 ---\n",
"--- 回测结束 ---\n",
"总计处理了 3524 根K线。\n",
"总计发生了 540 笔交易。\n",
"最终总净值: 99117.62\n",
"总收益率: -0.88%\n",
"\n",
"回测运行完毕。\n"
]
}
],
"execution_count": 94
},
{
"metadata": {
"ExecuteTime": {
"end_time": "2025-10-08T06:02:29.681512Z",
"start_time": "2025-10-08T06:02:29.429182Z"
}
},
"cell_type": "code",
"source": [
"\n",
"# --- 4. 结果分析与可视化 ---\n",
"if portfolio_snapshots:\n",
" analyzer = ResultAnalyzer(portfolio_snapshots, trade_history, bars, initial_capital_result, INDICATOR_LIST)\n",
"\n",
" analyzer.generate_report()\n",
" analyzer.plot_performance()\n",
" metrics = analyzer.calculate_all_metrics()\n",
" print(metrics)\n",
"\n",
" analyzer.analyze_indicators(profit_offset=1)\n",
"else:\n",
" print(\"\\n没有生成投资组合快照，无法进行结果分析。\")"
],
"id": "7b191529e909c4d3",
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"\n",
"--- 结果分析器初始化完成 ---\n",
"\n",
"--- 交易明细 ---\n",
" 2025-01-09 10:45:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2572.00 | Comm: 0.26\n",
" 2025-01-09 11:00:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2573.00 | Comm: 0.26 | PnL: -1.00\n",
" 2025-01-09 14:30:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2587.00 | Comm: 0.26\n",
" 2025-01-09 14:45:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2587.00 | Comm: 0.26 | PnL: 0.00\n",
" 2025-01-09 21:15:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2587.00 | Comm: 0.26\n",
" 2025-01-09 21:30:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2581.00 | Comm: 0.26 | PnL: -6.00\n",
" 2025-01-10 10:45:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2591.00 | Comm: 0.26\n",
" 2025-01-10 11:00:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2586.00 | Comm: 0.26 | PnL: -5.00\n",
" 2025-01-14 09:15:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2650.00 | Comm: 0.27\n",
" 2025-01-14 09:30:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2650.00 | Comm: 0.27 | PnL: 0.00\n",
" 2025-01-14 14:15:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2638.00 | Comm: 0.26\n",
" 2025-01-14 14:30:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2634.00 | Comm: 0.26 | PnL: -4.00\n",
" 2025-01-16 09:45:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2650.00 | Comm: 0.27\n",
" 2025-01-16 10:00:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2634.00 | Comm: 0.26 | PnL: -16.00\n",
" 2025-01-16 10:30:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2637.00 | Comm: 0.26\n",
" 2025-01-16 10:45:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2641.00 | Comm: 0.26 | PnL: -4.00\n",
" 2025-01-16 21:00:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2618.00 | Comm: 0.26\n",
" 2025-01-16 21:15:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2611.00 | Comm: 0.26 | PnL: 7.00\n",
" 2025-01-17 13:30:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2618.00 | Comm: 0.26\n",
" 2025-01-17 13:45:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2618.00 | Comm: 0.26 | PnL: 0.00\n",
" 2025-01-17 14:00:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2608.00 | Comm: 0.26\n",
" 2025-01-17 14:15:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2610.00 | Comm: 0.26 | PnL: 2.00\n",
" 2025-01-17 21:45:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2593.00 | Comm: 0.26\n",
" 2025-01-17 22:00:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2588.00 | Comm: 0.26 | PnL: -5.00\n",
" 2025-01-20 10:00:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2578.00 | Comm: 0.26\n",
" 2025-01-20 10:30:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2565.00 | Comm: 0.26 | PnL: -13.00\n",
" 2025-01-21 09:45:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2595.00 | Comm: 0.26\n",
" 2025-01-21 10:00:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2589.00 | Comm: 0.26 | PnL: -6.00\n",
" 2025-01-21 10:30:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2593.00 | Comm: 0.26\n",
" 2025-01-21 10:45:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2602.00 | Comm: 0.26 | PnL: -9.00\n",
" 2025-01-22 09:45:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2584.00 | Comm: 0.26\n",
" 2025-01-22 10:00:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2575.00 | Comm: 0.26 | PnL: 9.00\n",
" 2025-01-22 10:45:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2584.00 | Comm: 0.26\n",
" 2025-01-22 11:00:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2587.00 | Comm: 0.26 | PnL: -3.00\n",
" 2025-01-23 11:00:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2547.00 | Comm: 0.25\n",
" 2025-01-23 11:15:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2553.00 | Comm: 0.26 | PnL: -6.00\n",
" 2025-01-23 21:15:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2552.00 | Comm: 0.26\n",
" 2025-01-23 21:30:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2555.00 | Comm: 0.26 | PnL: -3.00\n",
" 2025-01-24 21:15:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2562.00 | Comm: 0.26\n",
" 2025-01-24 21:30:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2566.00 | Comm: 0.26 | PnL: -4.00\n",
" 2025-01-27 09:15:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2555.00 | Comm: 0.26\n",
" 2025-01-27 09:30:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2548.00 | Comm: 0.25 | PnL: -7.00\n",
" 2025-01-27 14:15:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2565.00 | Comm: 0.26\n",
" 2025-01-27 14:30:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2560.00 | Comm: 0.26 | PnL: -5.00\n",
" 2025-02-05 10:30:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2565.00 | Comm: 0.26\n",
" 2025-02-05 10:45:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2564.00 | Comm: 0.26 | PnL: -1.00\n",
" 2025-02-07 10:30:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2588.00 | Comm: 0.26\n",
" 2025-02-07 10:45:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2588.00 | Comm: 0.26 | PnL: 0.00\n",
" 2025-02-07 11:00:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2588.00 | Comm: 0.26\n",
" 2025-02-07 11:15:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2599.00 | Comm: 0.26 | PnL: -11.00\n",
" 2025-02-07 13:30:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2590.00 | Comm: 0.26\n",
" 2025-02-07 13:45:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2594.00 | Comm: 0.26 | PnL: 4.00\n",
" 2025-02-07 14:00:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2590.00 | Comm: 0.26\n",
" 2025-02-07 14:15:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2586.00 | Comm: 0.26 | PnL: -4.00\n",
" 2025-02-07 14:45:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2588.00 | Comm: 0.26\n",
" 2025-02-07 21:00:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2589.00 | Comm: 0.26 | PnL: -1.00\n",
" 2025-02-10 10:30:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2590.00 | Comm: 0.26\n",
" 2025-02-10 10:45:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2587.00 | Comm: 0.26 | PnL: -3.00\n",
" 2025-02-12 22:15:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2570.00 | Comm: 0.26\n",
" 2025-02-12 22:30:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2569.00 | Comm: 0.26 | PnL: -1.00\n",
" 2025-02-12 22:45:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2570.00 | Comm: 0.26\n",
" 2025-02-13 09:00:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2565.00 | Comm: 0.26 | PnL: -5.00\n",
" 2025-02-13 21:15:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2532.00 | Comm: 0.25\n",
" 2025-02-13 21:45:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2533.00 | Comm: 0.25 | PnL: 1.00\n",
" 2025-02-14 13:45:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2545.00 | Comm: 0.25\n",
" 2025-02-14 14:00:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2538.00 | Comm: 0.25 | PnL: -7.00\n",
" 2025-02-17 09:30:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2529.00 | Comm: 0.25\n",
" 2025-02-17 09:45:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2526.00 | Comm: 0.25 | PnL: -3.00\n",
" 2025-02-17 11:00:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2535.00 | Comm: 0.25\n",
" 2025-02-17 11:15:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2531.00 | Comm: 0.25 | PnL: -4.00\n",
" 2025-02-17 13:30:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2533.00 | Comm: 0.25\n",
" 2025-02-17 13:45:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2536.00 | Comm: 0.25 | PnL: -3.00\n",
" 2025-02-18 10:00:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2543.00 | Comm: 0.25\n",
" 2025-02-18 10:30:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2546.00 | Comm: 0.25 | PnL: -3.00\n",
" 2025-02-18 11:00:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2545.00 | Comm: 0.25\n",
" 2025-02-18 11:15:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2546.00 | Comm: 0.25 | PnL: 1.00\n",
" 2025-02-19 14:30:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2543.00 | Comm: 0.25\n",
" 2025-02-19 14:45:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2541.00 | Comm: 0.25 | PnL: 2.00\n",
" 2025-02-19 22:15:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2533.00 | Comm: 0.25\n",
" 2025-02-19 22:45:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2536.00 | Comm: 0.25 | PnL: -3.00\n",
" 2025-02-21 22:15:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2568.00 | Comm: 0.26\n",
" 2025-02-21 22:30:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2559.00 | Comm: 0.26 | PnL: -9.00\n",
" 2025-02-24 09:15:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2549.00 | Comm: 0.25\n",
" 2025-02-24 09:30:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2554.00 | Comm: 0.26 | PnL: -5.00\n",
" 2025-02-25 09:00:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2568.00 | Comm: 0.26\n",
" 2025-02-25 09:15:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2557.00 | Comm: 0.26 | PnL: -11.00\n",
" 2025-02-25 14:45:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2546.00 | Comm: 0.25\n",
" 2025-02-25 21:00:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2536.00 | Comm: 0.25 | PnL: -10.00\n",
" 2025-02-25 22:15:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2544.00 | Comm: 0.25\n",
" 2025-02-25 22:30:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2544.00 | Comm: 0.25 | PnL: 0.00\n",
" 2025-02-27 13:30:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2566.00 | Comm: 0.26\n",
" 2025-02-27 13:45:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2573.00 | Comm: 0.26 | PnL: -7.00\n",
" 2025-02-28 09:00:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2578.00 | Comm: 0.26\n",
" 2025-02-28 09:30:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2579.00 | Comm: 0.26 | PnL: -1.00\n",
" 2025-02-28 09:45:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2578.00 | Comm: 0.26\n",
" 2025-02-28 10:00:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2581.00 | Comm: 0.26 | PnL: -3.00\n",
" 2025-02-28 13:30:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2583.00 | Comm: 0.26\n",
" 2025-02-28 13:45:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2580.00 | Comm: 0.26 | PnL: -3.00\n",
" 2025-02-28 21:00:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2581.00 | Comm: 0.26\n",
" 2025-02-28 21:15:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2601.00 | Comm: 0.26 | PnL: -20.00\n",
" 2025-03-03 09:00:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2596.00 | Comm: 0.26\n",
" 2025-03-03 09:15:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2602.00 | Comm: 0.26 | PnL: -6.00\n",
" 2025-03-03 11:15:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2613.00 | Comm: 0.26\n",
" 2025-03-03 13:30:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2612.00 | Comm: 0.26 | PnL: -1.00\n",
" 2025-03-03 21:00:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2613.00 | Comm: 0.26\n",
" 2025-03-03 21:15:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2616.00 | Comm: 0.26 | PnL: 3.00\n",
" 2025-03-04 09:30:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2602.00 | Comm: 0.26\n",
" 2025-03-04 09:45:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2597.00 | Comm: 0.26 | PnL: -5.00\n",
" 2025-03-04 10:00:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2600.00 | Comm: 0.26\n",
" 2025-03-04 10:30:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2604.00 | Comm: 0.26 | PnL: -4.00\n",
" 2025-03-04 13:30:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2603.00 | Comm: 0.26\n",
" 2025-03-04 13:45:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2599.00 | Comm: 0.26 | PnL: -4.00\n",
" 2025-03-04 14:00:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2601.00 | Comm: 0.26\n",
" 2025-03-04 14:15:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2607.00 | Comm: 0.26 | PnL: -6.00\n",
" 2025-03-07 13:30:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2592.00 | Comm: 0.26\n",
" 2025-03-07 13:45:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2584.00 | Comm: 0.26 | PnL: -8.00\n",
" 2025-03-07 21:30:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2592.00 | Comm: 0.26\n",
" 2025-03-07 21:45:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2592.00 | Comm: 0.26 | PnL: 0.00\n",
" 2025-03-07 22:30:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2601.00 | Comm: 0.26\n",
" 2025-03-07 22:45:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2606.00 | Comm: 0.26 | PnL: -5.00\n",
" 2025-03-10 10:30:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2605.00 | Comm: 0.26\n",
" 2025-03-10 10:45:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2613.00 | Comm: 0.26 | PnL: 8.00\n",
" 2025-03-10 14:30:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2592.00 | Comm: 0.26\n",
" 2025-03-10 14:45:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2586.00 | Comm: 0.26 | PnL: -6.00\n",
" 2025-03-10 21:30:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2590.00 | Comm: 0.26\n",
" 2025-03-10 21:45:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2591.00 | Comm: 0.26 | PnL: -1.00\n",
" 2025-03-11 21:15:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2590.00 | Comm: 0.26\n",
" 2025-03-11 21:45:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2595.00 | Comm: 0.26 | PnL: -5.00\n",
" 2025-03-12 21:00:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2536.00 | Comm: 0.25\n",
" 2025-03-12 21:15:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2532.00 | Comm: 0.25 | PnL: -4.00\n",
" 2025-03-12 22:30:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2534.00 | Comm: 0.25\n",
" 2025-03-12 22:45:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2540.00 | Comm: 0.25 | PnL: -6.00\n",
" 2025-03-13 09:45:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2535.00 | Comm: 0.25\n",
" 2025-03-13 10:00:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2535.00 | Comm: 0.25 | PnL: 0.00\n",
" 2025-03-13 10:45:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2544.00 | Comm: 0.25\n",
" 2025-03-13 11:00:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2548.00 | Comm: 0.25 | PnL: -4.00\n",
" 2025-03-14 09:15:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2553.00 | Comm: 0.26\n",
" 2025-03-14 09:30:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2558.00 | Comm: 0.26 | PnL: 5.00\n",
" 2025-03-14 14:30:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2585.00 | Comm: 0.26\n",
" 2025-03-14 14:45:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2589.00 | Comm: 0.26 | PnL: -4.00\n",
" 2025-03-14 21:15:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2587.00 | Comm: 0.26\n",
" 2025-03-14 21:45:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2583.00 | Comm: 0.26 | PnL: -4.00\n",
" 2025-03-17 09:00:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2585.00 | Comm: 0.26\n",
" 2025-03-17 09:15:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2590.00 | Comm: 0.26 | PnL: -5.00\n",
" 2025-03-17 22:30:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2558.00 | Comm: 0.26\n",
" 2025-03-17 22:45:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2561.00 | Comm: 0.26 | PnL: -3.00\n",
" 2025-03-18 09:30:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2546.00 | Comm: 0.25\n",
" 2025-03-18 09:45:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2545.00 | Comm: 0.25 | PnL: -1.00\n",
" 2025-03-18 10:00:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2546.00 | Comm: 0.25\n",
" 2025-03-18 10:30:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2543.00 | Comm: 0.25 | PnL: -3.00\n",
" 2025-03-18 11:00:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2538.00 | Comm: 0.25\n",
" 2025-03-18 13:45:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2531.00 | Comm: 0.25 | PnL: -7.00\n",
" 2025-03-18 21:15:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2535.00 | Comm: 0.25\n",
" 2025-03-18 21:30:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2536.00 | Comm: 0.25 | PnL: -1.00\n",
" 2025-03-19 13:45:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2537.00 | Comm: 0.25\n",
" 2025-03-19 14:00:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2534.00 | Comm: 0.25 | PnL: -3.00\n",
" 2025-03-19 14:30:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2535.00 | Comm: 0.25\n",
" 2025-03-19 21:00:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2545.00 | Comm: 0.25 | PnL: -10.00\n",
" 2025-03-20 09:15:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2545.00 | Comm: 0.25\n",
" 2025-03-20 09:30:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2541.00 | Comm: 0.25 | PnL: -4.00\n",
" 2025-03-20 09:45:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2543.00 | Comm: 0.25\n",
" 2025-03-20 10:00:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2554.00 | Comm: 0.26 | PnL: -11.00\n",
" 2025-03-20 21:00:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2557.00 | Comm: 0.26\n",
" 2025-03-20 21:15:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2556.00 | Comm: 0.26 | PnL: 1.00\n",
" 2025-03-21 10:00:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2559.00 | Comm: 0.26\n",
" 2025-03-21 10:45:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2554.00 | Comm: 0.26 | PnL: -5.00\n",
" 2025-03-21 13:30:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2557.00 | Comm: 0.26\n",
" 2025-03-21 13:45:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2558.00 | Comm: 0.26 | PnL: -1.00\n",
" 2025-03-21 14:45:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2554.00 | Comm: 0.26\n",
" 2025-03-21 21:00:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2552.00 | Comm: 0.26 | PnL: 2.00\n",
" 2025-03-21 21:30:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2554.00 | Comm: 0.26\n",
" 2025-03-21 21:45:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2561.00 | Comm: 0.26 | PnL: -7.00\n",
" 2025-03-24 10:45:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2586.00 | Comm: 0.26\n",
" 2025-03-24 11:00:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2586.00 | Comm: 0.26 | PnL: 0.00\n",
" 2025-03-24 13:30:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2586.00 | Comm: 0.26\n",
" 2025-03-24 13:45:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2586.00 | Comm: 0.26 | PnL: 0.00\n",
" 2025-03-24 14:15:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2588.00 | Comm: 0.26\n",
" 2025-03-24 14:45:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2588.00 | Comm: 0.26 | PnL: 0.00\n",
" 2025-03-27 13:30:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2566.00 | Comm: 0.26\n",
" 2025-03-27 13:45:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2563.00 | Comm: 0.26 | PnL: -3.00\n",
" 2025-03-27 14:15:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2564.00 | Comm: 0.26\n",
" 2025-03-27 14:30:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2564.00 | Comm: 0.26 | PnL: 0.00\n",
" 2025-03-28 10:00:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2548.00 | Comm: 0.25\n",
" 2025-03-28 10:30:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2540.00 | Comm: 0.25 | PnL: -8.00\n",
" 2025-04-01 09:15:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2487.00 | Comm: 0.25\n",
" 2025-04-01 09:30:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2487.00 | Comm: 0.25 | PnL: 0.00\n",
" 2025-04-01 11:00:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2487.00 | Comm: 0.25\n",
" 2025-04-01 11:15:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2482.00 | Comm: 0.25 | PnL: -5.00\n",
" 2025-04-01 21:45:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2485.00 | Comm: 0.25\n",
" 2025-04-01 22:00:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2488.00 | Comm: 0.25 | PnL: -3.00\n",
" 2025-04-01 22:45:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2484.00 | Comm: 0.25\n",
" 2025-04-02 09:15:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2482.00 | Comm: 0.25 | PnL: 2.00\n",
" 2025-04-07 10:00:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2389.00 | Comm: 0.24\n",
" 2025-04-07 10:30:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2384.00 | Comm: 0.24 | PnL: -5.00\n",
" 2025-04-07 11:15:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2400.00 | Comm: 0.24\n",
" 2025-04-07 13:30:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2400.00 | Comm: 0.24 | PnL: 0.00\n",
" 2025-04-07 14:15:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2389.00 | Comm: 0.24\n",
" 2025-04-07 14:30:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2374.00 | Comm: 0.24 | PnL: -15.00\n",
" 2025-04-07 14:45:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2387.00 | Comm: 0.24\n",
" 2025-04-07 21:00:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2397.00 | Comm: 0.24 | PnL: -10.00\n",
" 2025-04-07 21:15:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2387.00 | Comm: 0.24\n",
" 2025-04-07 21:30:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2390.00 | Comm: 0.24 | PnL: -3.00\n",
" 2025-04-07 21:45:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2389.00 | Comm: 0.24\n",
" 2025-04-07 22:00:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2392.00 | Comm: 0.24 | PnL: 3.00\n",
" 2025-04-08 10:45:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2389.00 | Comm: 0.24\n",
" 2025-04-08 11:00:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2388.00 | Comm: 0.24 | PnL: -1.00\n",
" 2025-04-08 11:15:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2389.00 | Comm: 0.24\n",
" 2025-04-08 13:30:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2381.00 | Comm: 0.24 | PnL: -8.00\n",
" 2025-04-08 22:15:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2387.00 | Comm: 0.24\n",
" 2025-04-08 22:30:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2390.00 | Comm: 0.24 | PnL: -3.00\n",
" 2025-04-09 13:30:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2340.00 | Comm: 0.23\n",
" 2025-04-09 13:45:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2343.00 | Comm: 0.23 | PnL: -3.00\n",
" 2025-04-09 14:15:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2355.00 | Comm: 0.24\n",
" 2025-04-09 14:45:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2354.00 | Comm: 0.24 | PnL: 1.00\n",
" 2025-04-10 09:15:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2387.00 | Comm: 0.24\n",
" 2025-04-10 09:30:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2396.00 | Comm: 0.24 | PnL: -9.00\n",
" 2025-04-11 11:15:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2387.00 | Comm: 0.24\n",
" 2025-04-11 13:30:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2401.00 | Comm: 0.24 | PnL: -14.00\n",
" 2025-04-11 14:45:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2389.00 | Comm: 0.24\n",
" 2025-04-11 21:00:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2390.00 | Comm: 0.24 | PnL: 1.00\n",
" 2025-04-11 21:15:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2390.00 | Comm: 0.24\n",
" 2025-04-11 21:30:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2385.00 | Comm: 0.24 | PnL: -5.00\n",
" 2025-04-15 21:15:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2376.00 | Comm: 0.24\n",
" 2025-04-15 21:30:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2379.00 | Comm: 0.24 | PnL: -3.00\n",
" 2025-04-16 13:45:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2378.00 | Comm: 0.24\n",
" 2025-04-16 14:00:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2375.00 | Comm: 0.24 | PnL: -3.00\n",
" 2025-04-16 22:00:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2255.00 | Comm: 0.23\n",
" 2025-04-16 22:15:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2254.00 | Comm: 0.23 | PnL: -1.00\n",
" 2025-04-17 21:15:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2252.00 | Comm: 0.23\n",
" 2025-04-17 21:30:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2253.00 | Comm: 0.23 | PnL: -1.00\n",
" 2025-04-17 22:15:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2252.00 | Comm: 0.23\n",
" 2025-04-17 22:30:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2252.00 | Comm: 0.23 | PnL: 0.00\n",
" 2025-04-18 13:30:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2254.00 | Comm: 0.23\n",
" 2025-04-18 13:45:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2255.00 | Comm: 0.23 | PnL: 1.00\n",
" 2025-04-22 13:45:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2261.00 | Comm: 0.23\n",
" 2025-04-22 14:00:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2262.00 | Comm: 0.23 | PnL: -1.00\n",
" 2025-04-22 14:15:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2261.00 | Comm: 0.23\n",
" 2025-04-22 14:45:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2262.00 | Comm: 0.23 | PnL: -1.00\n",
" 2025-04-23 14:15:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2300.00 | Comm: 0.23\n",
" 2025-04-23 14:30:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2303.00 | Comm: 0.23 | PnL: -3.00\n",
" 2025-04-23 14:45:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2302.00 | Comm: 0.23\n",
" 2025-04-23 21:00:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2293.00 | Comm: 0.23 | PnL: -9.00\n",
" 2025-04-24 14:45:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2284.00 | Comm: 0.23\n",
" 2025-04-24 21:00:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2289.00 | Comm: 0.23 | PnL: -5.00\n",
" 2025-04-25 09:15:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2284.00 | Comm: 0.23\n",
" 2025-04-25 09:30:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2285.00 | Comm: 0.23 | PnL: -1.00\n",
" 2025-04-25 14:15:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2286.00 | Comm: 0.23\n",
" 2025-04-25 14:30:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2287.00 | Comm: 0.23 | PnL: 1.00\n",
" 2025-05-06 09:45:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2250.00 | Comm: 0.23\n",
" 2025-05-06 10:00:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2243.00 | Comm: 0.22 | PnL: 7.00\n",
" 2025-05-06 10:45:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2238.00 | Comm: 0.22\n",
" 2025-05-06 11:00:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2237.00 | Comm: 0.22 | PnL: 1.00\n",
" 2025-05-07 10:00:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2252.00 | Comm: 0.23\n",
" 2025-05-07 10:30:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2248.00 | Comm: 0.22 | PnL: -4.00\n",
" 2025-05-07 11:15:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2243.00 | Comm: 0.22\n",
" 2025-05-07 13:30:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2238.00 | Comm: 0.22 | PnL: -5.00\n",
" 2025-05-07 21:00:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2241.00 | Comm: 0.22\n",
" 2025-05-07 21:15:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2236.00 | Comm: 0.22 | PnL: -5.00\n",
" 2025-05-08 10:30:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2211.00 | Comm: 0.22\n",
" 2025-05-08 10:45:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2212.00 | Comm: 0.22 | PnL: -1.00\n",
" 2025-05-09 09:45:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2239.00 | Comm: 0.22\n",
" 2025-05-09 10:00:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2240.00 | Comm: 0.22 | PnL: -1.00\n",
" 2025-05-09 22:15:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2225.00 | Comm: 0.22\n",
" 2025-05-09 22:30:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2224.00 | Comm: 0.22 | PnL: -1.00\n",
" 2025-05-12 21:45:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2281.00 | Comm: 0.23\n",
" 2025-05-12 22:00:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2278.00 | Comm: 0.23 | PnL: -3.00\n",
" 2025-05-13 10:30:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2264.00 | Comm: 0.23\n",
" 2025-05-13 10:45:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2261.00 | Comm: 0.23 | PnL: -3.00\n",
" 2025-05-14 10:00:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2351.00 | Comm: 0.24\n",
" 2025-05-14 10:30:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2345.00 | Comm: 0.23 | PnL: 6.00\n",
" 2025-05-14 10:45:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2341.00 | Comm: 0.23\n",
" 2025-05-14 11:00:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2345.00 | Comm: 0.23 | PnL: 4.00\n",
" 2025-05-14 14:15:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2362.00 | Comm: 0.24\n",
" 2025-05-14 14:30:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2363.00 | Comm: 0.24 | PnL: -1.00\n",
" 2025-05-15 09:45:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2331.00 | Comm: 0.23\n",
" 2025-05-15 10:00:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2327.00 | Comm: 0.23 | PnL: -4.00\n",
" 2025-05-15 10:30:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2328.00 | Comm: 0.23\n",
" 2025-05-15 10:45:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2328.00 | Comm: 0.23 | PnL: 0.00\n",
" 2025-05-16 09:15:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2316.00 | Comm: 0.23\n",
" 2025-05-16 09:30:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2310.00 | Comm: 0.23 | PnL: -6.00\n",
" 2025-05-16 09:45:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2314.00 | Comm: 0.23\n",
" 2025-05-16 10:00:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2319.00 | Comm: 0.23 | PnL: -5.00\n",
" 2025-05-16 10:30:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2316.00 | Comm: 0.23\n",
" 2025-05-16 10:45:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2312.00 | Comm: 0.23 | PnL: -4.00\n",
" 2025-05-16 14:15:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2294.00 | Comm: 0.23\n",
" 2025-05-16 14:30:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2292.00 | Comm: 0.23 | PnL: 2.00\n",
" 2025-05-16 21:15:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2294.00 | Comm: 0.23\n",
" 2025-05-16 21:30:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2295.00 | Comm: 0.23 | PnL: -1.00\n",
" 2025-05-20 10:30:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2273.00 | Comm: 0.23\n",
" 2025-05-20 10:45:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2266.00 | Comm: 0.23 | PnL: -7.00\n",
" 2025-05-20 21:00:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2253.00 | Comm: 0.23\n",
" 2025-05-20 21:30:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2253.00 | Comm: 0.23 | PnL: 0.00\n",
" 2025-05-21 09:45:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2267.00 | Comm: 0.23\n",
" 2025-05-21 10:00:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2270.00 | Comm: 0.23 | PnL: -3.00\n",
" 2025-05-21 11:15:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2269.00 | Comm: 0.23\n",
" 2025-05-21 13:30:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2265.00 | Comm: 0.23 | PnL: -4.00\n",
" 2025-05-21 14:15:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2267.00 | Comm: 0.23\n",
" 2025-05-21 14:30:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2271.00 | Comm: 0.23 | PnL: -4.00\n",
" 2025-05-21 21:45:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2267.00 | Comm: 0.23\n",
" 2025-05-21 22:00:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2266.00 | Comm: 0.23 | PnL: 1.00\n",
" 2025-05-21 22:30:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2267.00 | Comm: 0.23\n",
" 2025-05-21 22:45:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2266.00 | Comm: 0.23 | PnL: 1.00\n",
" 2025-05-22 09:15:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2253.00 | Comm: 0.23\n",
" 2025-05-22 09:30:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2254.00 | Comm: 0.23 | PnL: 1.00\n",
" 2025-05-22 10:45:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2253.00 | Comm: 0.23\n",
" 2025-05-22 11:00:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2253.00 | Comm: 0.23 | PnL: 0.00\n",
" 2025-05-27 09:45:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2190.00 | Comm: 0.22\n",
" 2025-05-27 10:00:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2195.00 | Comm: 0.22 | PnL: -5.00\n",
" 2025-05-27 10:30:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2192.00 | Comm: 0.22\n",
" 2025-05-27 10:45:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2195.00 | Comm: 0.22 | PnL: 3.00\n",
" 2025-05-27 13:30:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2204.00 | Comm: 0.22\n",
" 2025-05-27 13:45:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2205.00 | Comm: 0.22 | PnL: 1.00\n",
" 2025-05-28 09:00:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2213.00 | Comm: 0.22\n",
" 2025-05-28 09:15:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2202.00 | Comm: 0.22 | PnL: -11.00\n",
" 2025-05-28 21:30:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2194.00 | Comm: 0.22\n",
" 2025-05-28 21:45:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2194.00 | Comm: 0.22 | PnL: 0.00\n",
" 2025-05-29 09:15:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2192.00 | Comm: 0.22\n",
" 2025-05-29 09:30:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2190.00 | Comm: 0.22 | PnL: 2.00\n",
" 2025-05-29 10:00:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2209.00 | Comm: 0.22\n",
" 2025-05-29 10:30:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2207.00 | Comm: 0.22 | PnL: 2.00\n",
" 2025-05-29 10:45:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2209.00 | Comm: 0.22\n",
" 2025-05-29 11:15:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2206.00 | Comm: 0.22 | PnL: 3.00\n",
" 2025-05-29 13:45:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2209.00 | Comm: 0.22\n",
" 2025-05-29 14:00:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2218.00 | Comm: 0.22 | PnL: -9.00\n",
" 2025-05-29 21:15:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2211.00 | Comm: 0.22\n",
" 2025-05-29 21:30:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2213.00 | Comm: 0.22 | PnL: 2.00\n",
" 2025-05-29 22:00:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2211.00 | Comm: 0.22\n",
" 2025-05-29 22:15:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2212.00 | Comm: 0.22 | PnL: 1.00\n",
" 2025-05-30 09:15:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2213.00 | Comm: 0.22\n",
" 2025-05-30 09:30:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2210.00 | Comm: 0.22 | PnL: -3.00\n",
" 2025-05-30 11:15:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2209.00 | Comm: 0.22\n",
" 2025-05-30 13:30:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2210.00 | Comm: 0.22 | PnL: -1.00\n",
" 2025-05-30 13:45:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2209.00 | Comm: 0.22\n",
" 2025-05-30 14:00:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2213.00 | Comm: 0.22 | PnL: -4.00\n",
" 2025-05-30 14:30:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2211.00 | Comm: 0.22\n",
" 2025-06-03 09:00:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2227.00 | Comm: 0.22 | PnL: 16.00\n",
" 2025-06-03 13:30:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2225.00 | Comm: 0.22\n",
" 2025-06-03 13:45:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2233.00 | Comm: 0.22 | PnL: -8.00\n",
" 2025-06-04 14:45:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2267.00 | Comm: 0.23\n",
" 2025-06-04 21:00:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2265.00 | Comm: 0.23 | PnL: 2.00\n",
" 2025-06-04 22:45:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2258.00 | Comm: 0.23\n",
" 2025-06-05 09:00:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2253.00 | Comm: 0.23 | PnL: -5.00\n",
" 2025-06-05 09:30:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2268.00 | Comm: 0.23\n",
" 2025-06-05 09:45:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2269.00 | Comm: 0.23 | PnL: -1.00\n",
" 2025-06-05 21:30:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2267.00 | Comm: 0.23\n",
" 2025-06-05 21:45:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2266.00 | Comm: 0.23 | PnL: 1.00\n",
" 2025-06-06 21:15:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2258.00 | Comm: 0.23\n",
" 2025-06-06 21:30:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2262.00 | Comm: 0.23 | PnL: 4.00\n",
" 2025-06-09 21:45:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2266.00 | Comm: 0.23\n",
" 2025-06-09 22:00:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2266.00 | Comm: 0.23 | PnL: 0.00\n",
" 2025-06-10 10:45:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2287.00 | Comm: 0.23\n",
" 2025-06-10 11:00:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2295.00 | Comm: 0.23 | PnL: -8.00\n",
" 2025-06-13 13:30:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2412.00 | Comm: 0.24\n",
" 2025-06-13 13:45:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2390.00 | Comm: 0.24 | PnL: 22.00\n",
" 2025-06-13 22:45:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2383.00 | Comm: 0.24\n",
" 2025-06-16 09:00:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2400.00 | Comm: 0.24 | PnL: -17.00\n",
" 2025-06-16 09:30:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2412.00 | Comm: 0.24\n",
" 2025-06-16 09:45:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2418.00 | Comm: 0.24 | PnL: 6.00\n",
" 2025-06-16 13:30:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2469.00 | Comm: 0.25\n",
" 2025-06-16 13:45:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2459.00 | Comm: 0.25 | PnL: -10.00\n",
" 2025-06-16 14:45:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2455.00 | Comm: 0.25\n",
" 2025-06-16 21:00:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2442.00 | Comm: 0.24 | PnL: 13.00\n",
" 2025-06-16 22:15:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2414.00 | Comm: 0.24\n",
" 2025-06-16 22:30:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2404.00 | Comm: 0.24 | PnL: -10.00\n",
" 2025-06-17 14:45:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2453.00 | Comm: 0.25\n",
" 2025-06-17 21:00:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2467.00 | Comm: 0.25 | PnL: 14.00\n",
" 2025-06-17 21:30:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2488.00 | Comm: 0.25\n",
" 2025-06-17 21:45:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2502.00 | Comm: 0.25 | PnL: -14.00\n",
" 2025-06-17 22:15:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2502.00 | Comm: 0.25\n",
" 2025-06-17 22:30:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2502.00 | Comm: 0.25 | PnL: 0.00\n",
" 2025-06-18 09:00:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2514.00 | Comm: 0.25\n",
" 2025-06-18 09:15:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2488.00 | Comm: 0.25 | PnL: -26.00\n",
" 2025-06-19 09:00:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2520.00 | Comm: 0.25\n",
" 2025-06-19 09:15:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2521.00 | Comm: 0.25 | PnL: -1.00\n",
" 2025-06-19 09:30:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2520.00 | Comm: 0.25\n",
" 2025-06-19 09:45:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2524.00 | Comm: 0.25 | PnL: -4.00\n",
" 2025-06-19 11:15:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2536.00 | Comm: 0.25\n",
" 2025-06-19 13:30:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2540.00 | Comm: 0.25 | PnL: -4.00\n",
" 2025-06-19 14:15:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2547.00 | Comm: 0.25\n",
" 2025-06-19 14:30:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2539.00 | Comm: 0.25 | PnL: -8.00\n",
" 2025-06-20 09:30:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2546.00 | Comm: 0.25\n",
" 2025-06-20 09:45:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2548.00 | Comm: 0.25 | PnL: 2.00\n",
" 2025-06-20 21:45:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2517.00 | Comm: 0.25\n",
" 2025-06-20 22:00:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2524.00 | Comm: 0.25 | PnL: -7.00\n",
" 2025-06-23 13:45:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2495.00 | Comm: 0.25\n",
" 2025-06-23 14:00:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2506.00 | Comm: 0.25 | PnL: -11.00\n",
" 2025-06-23 22:00:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2470.00 | Comm: 0.25\n",
" 2025-06-23 22:15:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2462.00 | Comm: 0.25 | PnL: 8.00\n",
" 2025-06-24 13:30:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2377.00 | Comm: 0.24\n",
" 2025-06-24 13:45:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2371.00 | Comm: 0.24 | PnL: -6.00\n",
" 2025-06-24 21:00:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2375.00 | Comm: 0.24\n",
" 2025-06-24 21:15:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2382.00 | Comm: 0.24 | PnL: -7.00\n",
" 2025-06-24 22:00:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2382.00 | Comm: 0.24\n",
" 2025-06-24 22:15:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2385.00 | Comm: 0.24 | PnL: -3.00\n",
" 2025-06-26 10:45:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2388.00 | Comm: 0.24\n",
" 2025-06-26 11:00:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2391.00 | Comm: 0.24 | PnL: -3.00\n",
" 2025-06-26 13:30:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2390.00 | Comm: 0.24\n",
" 2025-06-26 13:45:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2394.00 | Comm: 0.24 | PnL: 4.00\n",
" 2025-06-26 21:45:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2413.00 | Comm: 0.24\n",
" 2025-06-26 22:00:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2416.00 | Comm: 0.24 | PnL: -3.00\n",
" 2025-06-27 13:45:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2390.00 | Comm: 0.24\n",
" 2025-06-27 14:15:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2391.00 | Comm: 0.24 | PnL: 1.00\n",
" 2025-06-27 21:45:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2390.00 | Comm: 0.24\n",
" 2025-06-27 22:00:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2387.00 | Comm: 0.24 | PnL: -3.00\n",
" 2025-06-30 09:00:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2378.00 | Comm: 0.24\n",
" 2025-06-30 09:15:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2388.00 | Comm: 0.24 | PnL: -10.00\n",
" 2025-06-30 14:15:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2388.00 | Comm: 0.24\n",
" 2025-06-30 14:30:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2387.00 | Comm: 0.24 | PnL: 1.00\n",
" 2025-07-01 22:00:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2388.00 | Comm: 0.24\n",
" 2025-07-01 22:15:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2383.00 | Comm: 0.24 | PnL: 5.00\n",
" 2025-07-02 09:30:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2388.00 | Comm: 0.24\n",
" 2025-07-02 09:45:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2392.00 | Comm: 0.24 | PnL: -4.00\n",
" 2025-07-03 09:15:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2404.00 | Comm: 0.24\n",
" 2025-07-03 09:30:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2398.00 | Comm: 0.24 | PnL: -6.00\n",
" 2025-07-04 09:45:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2422.00 | Comm: 0.24\n",
" 2025-07-04 10:00:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2418.00 | Comm: 0.24 | PnL: -4.00\n",
" 2025-07-04 10:45:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2415.00 | Comm: 0.24\n",
" 2025-07-04 11:00:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2407.00 | Comm: 0.24 | PnL: -8.00\n",
" 2025-07-04 14:15:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2402.00 | Comm: 0.24\n",
" 2025-07-04 14:30:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2398.00 | Comm: 0.24 | PnL: -4.00\n",
" 2025-07-04 22:15:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2399.00 | Comm: 0.24\n",
" 2025-07-04 22:30:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2402.00 | Comm: 0.24 | PnL: -3.00\n",
" 2025-07-07 10:30:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2386.00 | Comm: 0.24\n",
" 2025-07-07 10:45:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2391.00 | Comm: 0.24 | PnL: -5.00\n",
" 2025-07-07 11:00:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2388.00 | Comm: 0.24\n",
" 2025-07-07 11:15:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2391.00 | Comm: 0.24 | PnL: 3.00\n",
" 2025-07-07 14:30:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2391.00 | Comm: 0.24\n",
" 2025-07-07 14:45:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2388.00 | Comm: 0.24 | PnL: -3.00\n",
" 2025-07-07 21:00:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2389.00 | Comm: 0.24\n",
" 2025-07-07 21:15:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2381.00 | Comm: 0.24 | PnL: 8.00\n",
" 2025-07-08 09:30:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2384.00 | Comm: 0.24\n",
" 2025-07-08 09:45:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2380.00 | Comm: 0.24 | PnL: 4.00\n",
" 2025-07-08 13:45:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2384.00 | Comm: 0.24\n",
" 2025-07-08 14:00:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2378.00 | Comm: 0.24 | PnL: 6.00\n",
" 2025-07-08 21:45:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2358.00 | Comm: 0.24\n",
" 2025-07-08 22:00:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2359.00 | Comm: 0.24 | PnL: 1.00\n",
" 2025-07-08 22:45:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2364.00 | Comm: 0.24\n",
" 2025-07-09 09:00:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2367.00 | Comm: 0.24 | PnL: -3.00\n",
" 2025-07-09 21:30:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2384.00 | Comm: 0.24\n",
" 2025-07-09 21:45:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2391.00 | Comm: 0.24 | PnL: -7.00\n",
" 2025-07-10 21:00:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2400.00 | Comm: 0.24\n",
" 2025-07-10 21:15:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2385.00 | Comm: 0.24 | PnL: -15.00\n",
" 2025-07-10 22:15:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2385.00 | Comm: 0.24\n",
" 2025-07-10 22:45:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2392.00 | Comm: 0.24 | PnL: -7.00\n",
" 2025-07-11 09:15:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2387.00 | Comm: 0.24\n",
" 2025-07-11 09:30:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2384.00 | Comm: 0.24 | PnL: -3.00\n",
" 2025-07-11 14:15:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2369.00 | Comm: 0.24\n",
" 2025-07-11 14:45:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2365.00 | Comm: 0.24 | PnL: -4.00\n",
" 2025-07-11 21:00:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2367.00 | Comm: 0.24\n",
" 2025-07-11 21:15:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2373.00 | Comm: 0.24 | PnL: -6.00\n",
" 2025-07-15 21:00:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2384.00 | Comm: 0.24\n",
" 2025-07-15 21:15:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2391.00 | Comm: 0.24 | PnL: -7.00\n",
" 2025-07-16 22:15:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2370.00 | Comm: 0.24\n",
" 2025-07-16 22:30:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2365.00 | Comm: 0.24 | PnL: -5.00\n",
" 2025-07-17 09:15:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2368.00 | Comm: 0.24\n",
" 2025-07-17 09:30:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2367.00 | Comm: 0.24 | PnL: 1.00\n",
" 2025-07-21 09:15:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2400.00 | Comm: 0.24\n",
" 2025-07-21 09:30:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2397.00 | Comm: 0.24 | PnL: -3.00\n",
" 2025-07-21 10:00:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2398.00 | Comm: 0.24\n",
" 2025-07-21 10:30:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2403.00 | Comm: 0.24 | PnL: -5.00\n",
" 2025-07-22 14:45:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2447.00 | Comm: 0.24\n",
" 2025-07-22 21:00:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2455.00 | Comm: 0.25 | PnL: -8.00\n",
" 2025-07-22 21:15:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2440.00 | Comm: 0.24\n",
" 2025-07-22 21:30:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2445.00 | Comm: 0.24 | PnL: 5.00\n",
" 2025-07-22 21:45:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2440.00 | Comm: 0.24\n",
" 2025-07-22 22:00:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2440.00 | Comm: 0.24 | PnL: 0.00\n",
" 2025-07-23 09:00:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2447.00 | Comm: 0.24\n",
" 2025-07-23 09:15:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2450.00 | Comm: 0.25 | PnL: -3.00\n",
" 2025-07-23 11:00:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2416.00 | Comm: 0.24\n",
" 2025-07-23 11:15:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2411.00 | Comm: 0.24 | PnL: -5.00\n",
" 2025-07-23 14:45:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2404.00 | Comm: 0.24\n",
" 2025-07-23 21:00:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2417.00 | Comm: 0.24 | PnL: -13.00\n",
" 2025-07-23 22:45:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2470.00 | Comm: 0.25\n",
" 2025-07-24 09:00:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2469.00 | Comm: 0.25 | PnL: -1.00\n",
" 2025-07-24 10:00:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2466.00 | Comm: 0.25\n",
" 2025-07-24 10:30:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2472.00 | Comm: 0.25 | PnL: -6.00\n",
" 2025-07-24 14:45:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2491.00 | Comm: 0.25\n",
" 2025-07-24 21:00:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2480.00 | Comm: 0.25 | PnL: 11.00\n",
" 2025-07-25 09:45:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2516.00 | Comm: 0.25\n",
" 2025-07-25 10:30:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2519.00 | Comm: 0.25 | PnL: 3.00\n",
" 2025-07-25 11:15:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2507.00 | Comm: 0.25\n",
" 2025-07-25 13:30:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2506.00 | Comm: 0.25 | PnL: -1.00\n",
" 2025-07-25 21:15:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2493.00 | Comm: 0.25\n",
" 2025-07-25 21:30:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2486.00 | Comm: 0.25 | PnL: -7.00\n",
" 2025-07-25 22:45:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2446.00 | Comm: 0.24\n",
" 2025-07-28 09:00:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2427.00 | Comm: 0.24 | PnL: -19.00\n",
" 2025-07-28 10:45:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2415.00 | Comm: 0.24\n",
" 2025-07-28 11:00:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2414.00 | Comm: 0.24 | PnL: 1.00\n",
" 2025-07-29 09:15:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2414.00 | Comm: 0.24\n",
" 2025-07-29 09:30:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2419.00 | Comm: 0.24 | PnL: -5.00\n",
" 2025-07-29 09:45:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2416.00 | Comm: 0.24\n",
" 2025-07-29 10:30:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2410.00 | Comm: 0.24 | PnL: -6.00\n",
" 2025-07-29 14:30:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2426.00 | Comm: 0.24\n",
" 2025-07-29 14:45:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2426.00 | Comm: 0.24 | PnL: 0.00\n",
" 2025-07-29 21:00:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2426.00 | Comm: 0.24\n",
" 2025-07-29 21:15:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2447.00 | Comm: 0.24 | PnL: -21.00\n",
" 2025-07-29 22:45:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2441.00 | Comm: 0.24\n",
" 2025-07-30 09:00:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2456.00 | Comm: 0.25 | PnL: -15.00\n",
" 2025-07-30 13:30:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2428.00 | Comm: 0.24\n",
" 2025-07-30 14:00:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2423.00 | Comm: 0.24 | PnL: -5.00\n",
" 2025-07-31 09:15:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2414.00 | Comm: 0.24\n",
" 2025-07-31 09:30:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2420.00 | Comm: 0.24 | PnL: -6.00\n",
" 2025-07-31 10:45:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2416.00 | Comm: 0.24\n",
" 2025-07-31 11:00:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2419.00 | Comm: 0.24 | PnL: 3.00\n",
" 2025-08-05 22:30:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2393.00 | Comm: 0.24\n",
" 2025-08-05 22:45:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2394.00 | Comm: 0.24 | PnL: 1.00\n",
" 2025-08-06 11:00:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2403.00 | Comm: 0.24\n",
" 2025-08-06 13:30:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2400.00 | Comm: 0.24 | PnL: -3.00\n",
" 2025-08-06 13:45:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2401.00 | Comm: 0.24\n",
" 2025-08-06 14:15:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2400.00 | Comm: 0.24 | PnL: 1.00\n",
" 2025-08-06 21:15:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2401.00 | Comm: 0.24\n",
" 2025-08-06 21:45:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2402.00 | Comm: 0.24 | PnL: -1.00\n",
" 2025-08-06 22:00:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2401.00 | Comm: 0.24\n",
" 2025-08-06 22:15:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2406.00 | Comm: 0.24 | PnL: -5.00\n",
" 2025-08-07 22:15:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2388.00 | Comm: 0.24\n",
" 2025-08-07 22:30:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2394.00 | Comm: 0.24 | PnL: -6.00\n",
" 2025-08-08 10:00:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2390.00 | Comm: 0.24\n",
" 2025-08-08 10:30:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2390.00 | Comm: 0.24 | PnL: 0.00\n",
" 2025-08-08 10:45:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2390.00 | Comm: 0.24\n",
" 2025-08-08 11:00:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2387.00 | Comm: 0.24 | PnL: -3.00\n",
" 2025-08-11 14:45:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2391.00 | Comm: 0.24\n",
" 2025-08-11 21:00:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2393.00 | Comm: 0.24 | PnL: 2.00\n",
" 2025-08-12 21:15:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2391.00 | Comm: 0.24\n",
" 2025-08-12 21:30:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2388.00 | Comm: 0.24 | PnL: -3.00\n",
" 2025-08-13 13:30:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2388.00 | Comm: 0.24\n",
" 2025-08-13 13:45:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2387.00 | Comm: 0.24 | PnL: 1.00\n",
" 2025-08-14 13:30:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2351.00 | Comm: 0.24\n",
" 2025-08-14 13:45:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2348.00 | Comm: 0.23 | PnL: -3.00\n",
" 2025-08-14 14:30:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2345.00 | Comm: 0.23\n",
" 2025-08-14 14:45:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2343.00 | Comm: 0.23 | PnL: 2.00\n",
" 2025-08-14 22:15:00 | BUY | CZCE.MA601 | Vol: 1 | Price: 2448.00 | Comm: 0.24\n",
" 2025-08-14 22:30:00 | CLOSE_LONG | CZCE.MA601 | Vol: 1 | Price: 2443.00 | Comm: 0.24 | PnL: -5.00\n",
" 2025-08-15 14:30:00 | BUY | CZCE.MA601 | Vol: 1 | Price: 2417.00 | Comm: 0.24\n",
" 2025-08-15 14:45:00 | CLOSE_LONG | CZCE.MA601 | Vol: 1 | Price: 2414.00 | Comm: 0.24 | PnL: -3.00\n",
" 2025-08-15 22:45:00 | BUY | CZCE.MA601 | Vol: 1 | Price: 2412.00 | Comm: 0.24\n",
" 2025-08-18 09:00:00 | CLOSE_LONG | CZCE.MA601 | Vol: 1 | Price: 2407.00 | Comm: 0.24 | PnL: -5.00\n",
" 2025-08-19 09:15:00 | BUY | CZCE.MA601 | Vol: 1 | Price: 2375.00 | Comm: 0.24\n",
" 2025-08-19 09:45:00 | CLOSE_LONG | CZCE.MA601 | Vol: 1 | Price: 2376.00 | Comm: 0.24 | PnL: 1.00\n",
" 2025-08-21 09:15:00 | BUY | CZCE.MA601 | Vol: 1 | Price: 2412.00 | Comm: 0.24\n",
" 2025-08-21 09:30:00 | CLOSE_LONG | CZCE.MA601 | Vol: 1 | Price: 2413.00 | Comm: 0.24 | PnL: 1.00\n",
"正在计算绩效指标...\n",
"total_return: -0.008823775000002199, annualized_return:-0.009622065219598963, 252 / total_days:1.0909090909090908\n",
"绩效指标计算完成。\n",
"\n",
"--- 回测绩效报告 ---\n",
"初始资金 : 100000.00\n",
"最终资金 : 99117.62\n",
"总收益率 : -0.88%\n",
"年化收益率 : -0.96%\n",
"最大回撤 : 0.89%\n",
"夏普比率 : -1.95\n",
"卡玛比率 : -1.08\n",
"总交易次数 : 540\n",
"总实现盈亏 : -751.00\n",
"交易成本 : 131.38\n",
"\n",
"--- 交易详情 ---\n",
"盈利交易次数 : 65\n",
"亏损交易次数 : 182\n",
"胜率 : 26.32%\n",
"盈亏比 : 0.69\n",
"平均每次盈利 : 3.77\n",
"平均每次亏损 : -5.47\n",
"正在绘制绩效图表...\n"
]
},
{
"data": {
"text/plain": [
"<Figure size 1400x1000 with 2 Axes>"
],
"image/png": "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
},
"metadata": {},
"output_type": "display_data",
"jetTransient": {
"display_id": null
}
},
{
"data": {
"text/plain": [
"<Figure size 1400x700 with 1 Axes>"
],
"image/png": "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
},
"metadata": {},
"output_type": "display_data",
"jetTransient": {
"display_id": null
}
},
{
"name": "stdout",
"output_type": "stream",
"text": [
"图表绘制完成。\n",
"{'初始资金': 100000.0, '最终资金': np.float64(99117.62249999978), '总收益率': np.float64(-0.008823775000002199), '年化收益率': np.float64(-0.009622065219598963), '最大回撤': np.float64(0.008876574000002293), '夏普比率': np.float64(-1.9479722954931034), '卡玛比率': np.float64(-1.0839841158983723), '总交易次数': 540, '交易成本': 131.3775, '总实现盈亏': -751.0, '胜率': 0.2631578947368421, '盈亏比': 0.6887550200803213, '盈利交易次数': 65, '亏损交易次数': 182, '平均每次盈利': 3.769230769230769, '平均每次亏损': -5.472527472527473, 'initial_capital': 100000.0, 'final_capital': np.float64(99117.62249999978), 'total_return': np.float64(-0.008823775000002199), 'annualized_return': np.float64(-0.009622065219598963), 'max_drawdown': np.float64(0.008876574000002293), 'sharpe_ratio': np.float64(-1.9479722954931034), 'calmar_ratio': np.float64(-1.0839841158983723), 'sortino_ratio': np.float64(-1.3818654163952027), 'total_trades': 540, 'transaction_costs': 131.3775, 'total_realized_pnl': -751.0, 'win_rate': 0.2631578947368421, 'profit_loss_ratio': 0.6887550200803213, 'winning_trades_count': 65, 'losing_trades_count': 182, 'avg_profit_per_trade': 3.769230769230769, 'avg_loss_per_trade': -5.472527472527473}\n",
"指标 'rsi_5' 没有对应的有效平仓交易数据。跳过绘图。\n",
"指标 'rsi_7' 没有对应的有效平仓交易数据。跳过绘图。\n",
"指标 'rsi_10' 没有对应的有效平仓交易数据。跳过绘图。\n",
"指标 'rsi_14' 没有对应的有效平仓交易数据。跳过绘图。\n",
"指标 'rsi_15' 没有对应的有效平仓交易数据。跳过绘图。\n",
"指标 'rsi_20' 没有对应的有效平仓交易数据。跳过绘图。\n",
"指标 'rsi_25' 没有对应的有效平仓交易数据。跳过绘图。\n",
"指标 'rsi_30' 没有对应的有效平仓交易数据。跳过绘图。\n",
"指标 'rsi_35' 没有对应的有效平仓交易数据。跳过绘图。\n",
"指标 'rsi_40' 没有对应的有效平仓交易数据。跳过绘图。\n",
"指标 'range_0' 没有对应的有效平仓交易数据。跳过绘图。\n",
"指标 'range_1' 没有对应的有效平仓交易数据。跳过绘图。\n",
"指标 'range_6' 没有对应的有效平仓交易数据。跳过绘图。\n",
"指标 'range_13' 没有对应的有效平仓交易数据。跳过绘图。\n",
"指标 'range_20' 没有对应的有效平仓交易数据。跳过绘图。\n",
"指标 'stoch_k_14_3' 没有对应的有效平仓交易数据。跳过绘图。\n",
"指标 'stoch_k_5_3' 没有对应的有效平仓交易数据。跳过绘图。\n",
"指标 'stoch_k_21_5' 没有对应的有效平仓交易数据。跳过绘图。\n",
"指标 'roc_5' 没有对应的有效平仓交易数据。跳过绘图。\n",
"指标 'roc_10' 没有对应的有效平仓交易数据。跳过绘图。\n",
"指标 'roc_15' 没有对应的有效平仓交易数据。跳过绘图。\n",
"指标 'roc_20' 没有对应的有效平仓交易数据。跳过绘图。\n",
"指标 'roc_ma_5_5' 没有对应的有效平仓交易数据。跳过绘图。\n",
"指标 'roc_ma_5_10' 没有对应的有效平仓交易数据。跳过绘图。\n",
"指标 'roc_ma_10_10' 没有对应的有效平仓交易数据。跳过绘图。\n",
"指标 'roc_ma_10_20' 没有对应的有效平仓交易数据。跳过绘图。\n",
"指标 'roc_ma_20_20' 没有对应的有效平仓交易数据。跳过绘图。\n",
"指标 'roc_ma_20_40' 没有对应的有效平仓交易数据。跳过绘图。\n",
"指标 'natr_5' 没有对应的有效平仓交易数据。跳过绘图。\n",
"指标 'natr_14' 没有对应的有效平仓交易数据。跳过绘图。\n",
"指标 'natr_21' 没有对应的有效平仓交易数据。跳过绘图。\n",
"指标 'adx_7' 没有对应的有效平仓交易数据。跳过绘图。\n",
"指标 'adx_14' 没有对应的有效平仓交易数据。跳过绘图。\n",
"指标 'adx_30' 没有对应的有效平仓交易数据。跳过绘图。\n",
"指标 'adx_60' 没有对应的有效平仓交易数据。跳过绘图。\n",
"指标 'adx_120' 没有对应的有效平仓交易数据。跳过绘图。\n",
"指标 'adx_240' 没有对应的有效平仓交易数据。跳过绘图。\n",
"指标 'bbw_10_15' 没有对应的有效平仓交易数据。跳过绘图。\n",
"指标 'bbw_20_20' 没有对应的有效平仓交易数据。跳过绘图。\n",
"指标 'bbw_50_25' 没有对应的有效平仓交易数据。跳过绘图。\n",
"指标 'price_range_to_vol_ratio_n3_atr5' 没有对应的有效平仓交易数据。跳过绘图。\n",
"指标 'price_range_to_vol_ratio_n3_atr14' 没有对应的有效平仓交易数据。跳过绘图。\n",
"指标 'price_range_to_vol_ratio_n3_atr21' 没有对应的有效平仓交易数据。跳过绘图。\n",
"指标 'price_range_to_vol_ratio_n7_atr5' 没有对应的有效平仓交易数据。跳过绘图。\n",
"指标 'price_range_to_vol_ratio_n7_atr14' 没有对应的有效平仓交易数据。跳过绘图。\n",
"指标 'price_range_to_vol_ratio_n7_atr21' 没有对应的有效平仓交易数据。跳过绘图。\n",
"指标 'price_range_to_vol_ratio_n21_atr5' 没有对应的有效平仓交易数据。跳过绘图。\n",
"指标 'price_range_to_vol_ratio_n21_atr14' 没有对应的有效平仓交易数据。跳过绘图。\n",
"指标 'price_range_to_vol_ratio_n21_atr21' 没有对应的有效平仓交易数据。跳过绘图。\n",
"\n",
"所有指标的分析图表已生成。\n"
]
}
],
"execution_count": 95
}
],
"metadata": {
"kernelspec": {
"display_name": "quant",
"language": "python",
"name": "python3"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.12.11"
}
},
"nbformat": 4,
"nbformat_minor": 5
}
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