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2025-06-19 15:28:26 +08:00
{
"cells": [
{
"cell_type": "code",
"execution_count": 16,
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"id": "938793b4",
"metadata": {
"ExecuteTime": {
"end_time": "2025-06-18T15:48:36.202813Z",
"start_time": "2025-06-18T15:48:36.171173Z"
}
},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"The autoreload extension is already loaded. To reload it, use:\n",
" %reload_ext autoreload\n"
]
}
],
"source": [
"# main.py\n",
"%load_ext autoreload\n",
"%autoreload 2\n",
"\n",
"import pandas as pd\n",
"from datetime import datetime\n",
"from src.backtest_engine import BacktestEngine\n",
"from src.data_manager import DataManager\n",
"from src.execution_simulator import ExecutionSimulator\n",
"from src.analysis.result_analyzer import ResultAnalyzer\n",
"from src.strategies.simple_limit_buy_strategy import SimpleLimitBuyStrategy\n",
"from src.core_data import Bar, PortfolioSnapshot, Trade, Order # 导入 Order\n",
"\n",
"total_start_date = datetime(2024, 5, 1)\n",
"total_end_date = datetime(2025, 4, 1, 0, 0, 0)\n",
"initial_capital = 100000.0\n",
"current_cash = initial_capital\n",
"current_positions = {}\n",
"slippage_rate = 0.001 # 假设每笔交易0.1%的滑点\n",
"commission_rate = 0.0002 # 假设每笔交易0.02%的佣金\n",
"\n",
"strategy_parameters = {\n",
" 'trade_volume': 1,\n",
" 'limit_price_factor': 0.995,\n",
" 'max_position': 10\n",
"}\n",
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"\n",
"# --- 数据分段定义 ---\n",
"# 这是您需要手动配置的关键部分,根据实际的主力合约切换日期和文件路径\n",
"# 确保顺序是正确的!日期范围必须连续且不重叠。\n",
"segment_configs = {\n",
" \"rb2410\": {\n",
" \"file\": \"/mnt/d/PyProject/NewQuant/data/data/SHFE_rb2410/SHFE_rb2410_min60.csv\",\n",
" \"start\": datetime(2024, 5, 1),\n",
" \"end\": datetime(2024, 9, 1, 0, 0, 0) # 2024-09-15 切换到 rb2505所以 rb2501 运行到 9-14 结束\n",
" },\n",
" \"rb2501\": {\n",
" \"file\": \"/mnt/d/PyProject/NewQuant/data/data/SHFE_rb2501/SHFE_rb2501_min60.csv\",\n",
" \"start\": datetime(2024, 9, 1),\n",
" \"end\": datetime(2024, 12, 1, 0, 0, 0) # 2024-09-15 切换到 rb2505所以 rb2501 运行到 9-14 结束\n",
" },\n",
" \"rb2505\": {\n",
" \"file\": \"/mnt/d/PyProject/NewQuant/data/data/SHFE_rb2505/SHFE_rb2505_min60.csv\",\n",
" \"start\": datetime(2024, 12, 1),\n",
" \"end\": datetime(2025, 4, 1, 0, 0, 0) # rb2505 运行到总回测结束\n",
" }\n",
" # 添加更多合约片段,确保日期连续且不重叠\n",
"}"
]
},
{
"cell_type": "code",
"execution_count": 17,
2025-06-19 15:28:26 +08:00
"id": "8c14fe0bbb919fa1",
"metadata": {
"ExecuteTime": {
"end_time": "2025-06-18T15:48:36.242738Z",
"start_time": "2025-06-18T15:48:36.221546Z"
}
},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"初始化模拟器和策略...\n",
"模拟器初始化:初始资金=100000.00, 滑点率=0.001, 佣金率=0.0002\n",
"\n",
"开始分段回测跨越多个合约...\n",
"ExecutionSimulator: 重置状态。\n"
]
}
],
"source": [
"\n",
"\n",
"# --- 初始化核心组件 (只初始化一次,并在总回测开始前重置) ---\n",
"print(\"初始化模拟器和策略...\")\n",
"simulator = ExecutionSimulator(initial_capital=initial_capital,\n",
" slippage_rate=slippage_rate,\n",
" commission_rate=commission_rate)\n",
"\n",
"# 策略类在 BacktestEngine 内部实例化,这里只需传入策略参数\n",
"# 如果策略内部需要用到 context它会在 BacktestEngine 中被设置\n",
"\n",
"# --- 收集所有片段的回测结果 ---\n",
"all_combined_snapshots = []\n",
"all_combined_trades= []\n",
"all_combined_bars = []\n",
"\n",
"# 用于净值平滑的基准值,从初始资金开始\n",
"last_segment_adjusted_total_value = initial_capital\n",
"\n",
"# --- 运行分段回测 ---\n",
"print(\"\\n开始分段回测跨越多个合约...\")\n",
"\n",
"# 在总回测开始时,只重置一次模拟器并初始化策略\n",
"simulator.reset() # 调用 simulator 的 reset 方法\n",
"# 策略的 on_init 在 BacktestEngine 内部初始化时调用了 set_context 后会触发\n",
"\n",
"# 用于在循环中保存上一个 DataManager 实例,以便获取最后一根 Bar\n",
"previous_data_manager = None\n",
"\n",
"# 获取所有合约的有序键,确保按定义的顺序回测\n",
"segment_keys = list(segment_configs.keys())"
]
},
{
"cell_type": "code",
"execution_count": 18,
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"id": "da82a8fa",
"metadata": {
"ExecuteTime": {
"end_time": "2025-06-18T15:48:36.342432Z",
"start_time": "2025-06-18T15:48:36.276272Z"
}
},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"\n",
"--- 开始分段回测跨越多个合约 ---\n",
"\n",
"--- 回测片段: rb2410 从 2024-05-01 00:00 到 2024-09-01 00:00 ---\n",
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"数据加载成功: /mnt/d/PyProject/NewQuant/data/data/SHFE_rb2410/SHFE_rb2410_min60.csv\n",
"数据范围从 2024-04-30 14:00:00 到 2024-08-30 21:00:00\n",
"总计 586 条记录。\n",
"模拟器初始化:初始资金=100000.00, 滑点率=0.001, 佣金率=0.0002\n",
"策略初始化: SimpleLimitBuyStrategy参数: {'trade_volume': 1, 'limit_price_factor': 0.995, 'max_position': 10, 'symbol': 'rb2410'}\n",
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"\n",
"--- 回测引擎初始化完成 ---\n",
" 策略: SimpleLimitBuyStrategy\n",
" 初始资金: 100000.00\n",
"ExecutionSimulator: 重置状态。\n",
"\n",
"--- 回测开始 ---\n",
"SimpleLimitBuyStrategy 策略初始化回调被调用。\n",
"开始将 DataFrame 转换为 Bar 对象流...\n",
"[2024-04-30 14:00:00] Strategy processing Bar. Current close price: 3656.00. Current Portfolio Value: 100000.00\n",
"[2024-04-30 14:00:00] 策略: 发送并立即成交限价买单 1 股 @ 3659.66 (订单ID: rb2410_BUY_20240430140000_0)\n",
"[2024-05-06 09:00:00] Strategy processing Bar. Current close price: 3703.00. Current Portfolio Value: 100042.61\n",
"[2024-05-06 10:00:00] Strategy processing Bar. Current close price: 3726.00. Current Portfolio Value: 100065.61\n",
"[2024-05-06 11:00:00] Strategy processing Bar. Current close price: 3733.00. Current Portfolio Value: 100072.61\n",
"[2024-05-06 13:00:00] Strategy processing Bar. Current close price: 3733.00. Current Portfolio Value: 100072.61\n",
"[2024-05-06 14:00:00] Strategy processing Bar. Current close price: 3735.00. Current Portfolio Value: 100074.61\n",
"[2024-05-06 21:00:00] Strategy processing Bar. Current close price: 3739.00. Current Portfolio Value: 100078.61\n",
"[2024-05-06 22:00:00] Strategy processing Bar. Current close price: 3734.00. Current Portfolio Value: 100073.61\n",
"[2024-05-07 09:00:00] Strategy processing Bar. Current close price: 3729.00. Current Portfolio Value: 100068.61\n",
"[2024-05-07 10:00:00] Strategy processing Bar. Current close price: 3724.00. Current Portfolio Value: 100063.61\n",
"[2024-05-07 11:00:00] Strategy processing Bar. Current close price: 3722.00. Current Portfolio Value: 100061.61\n",
"[2024-05-07 13:00:00] Strategy processing Bar. Current close price: 3727.00. Current Portfolio Value: 100066.61\n",
"[2024-05-07 14:00:00] Strategy processing Bar. Current close price: 3723.00. Current Portfolio Value: 100062.61\n",
"[2024-05-07 21:00:00] Strategy processing Bar. Current close price: 3720.00. Current Portfolio Value: 100059.61\n",
"[2024-05-07 22:00:00] Strategy processing Bar. Current close price: 3716.00. Current Portfolio Value: 100055.61\n",
"[2024-05-08 09:00:00] Strategy processing Bar. Current close price: 3709.00. Current Portfolio Value: 100048.61\n",
"[2024-05-08 10:00:00] Strategy processing Bar. Current close price: 3712.00. Current Portfolio Value: 100051.61\n",
"[2024-05-08 11:00:00] Strategy processing Bar. Current close price: 3706.00. Current Portfolio Value: 100045.61\n",
"[2024-05-08 13:00:00] Strategy processing Bar. Current close price: 3704.00. Current Portfolio Value: 100043.61\n",
"[2024-05-08 14:00:00] Strategy processing Bar. Current close price: 3674.00. Current Portfolio Value: 100013.61\n",
"[2024-05-08 21:00:00] Strategy processing Bar. Current close price: 3676.00. Current Portfolio Value: 100015.61\n",
"[2024-05-08 22:00:00] Strategy processing Bar. Current close price: 3676.00. Current Portfolio Value: 100015.61\n",
"[2024-05-09 09:00:00] Strategy processing Bar. Current close price: 3676.00. Current Portfolio Value: 100015.61\n",
"[2024-05-09 10:00:00] Strategy processing Bar. Current close price: 3686.00. Current Portfolio Value: 100025.61\n",
"[2024-05-09 11:00:00] Strategy processing Bar. Current close price: 3671.00. Current Portfolio Value: 100010.61\n",
"[2024-05-09 13:00:00] Strategy processing Bar. Current close price: 3675.00. Current Portfolio Value: 100014.61\n",
"[2024-05-09 14:00:00] Strategy processing Bar. Current close price: 3669.00. Current Portfolio Value: 100008.61\n",
"[2024-05-09 21:00:00] Strategy processing Bar. Current close price: 3675.00. Current Portfolio Value: 100014.61\n",
"[2024-05-09 22:00:00] Strategy processing Bar. Current close price: 3667.00. Current Portfolio Value: 100006.61\n",
"[2024-05-10 09:00:00] Strategy processing Bar. Current close price: 3646.00. Current Portfolio Value: 99985.61\n",
"[2024-05-10 10:00:00] Strategy processing Bar. Current close price: 3637.00. Current Portfolio Value: 99976.61\n",
"[2024-05-10 11:00:00] Strategy processing Bar. Current close price: 3638.00. Current Portfolio Value: 99977.61\n",
"[2024-05-10 13:00:00] Strategy processing Bar. Current close price: 3655.00. Current Portfolio Value: 99994.61\n",
"[2024-05-10 14:00:00] Strategy processing Bar. Current close price: 3662.00. Current Portfolio Value: 100001.61\n",
"[2024-05-10 21:00:00] Strategy processing Bar. Current close price: 3646.00. Current Portfolio Value: 99985.61\n",
"[2024-05-10 22:00:00] Strategy processing Bar. Current close price: 3648.00. Current Portfolio Value: 99987.61\n",
"[2024-05-13 09:00:00] Strategy processing Bar. Current close price: 3637.00. Current Portfolio Value: 99976.61\n",
"[2024-05-13 10:00:00] Strategy processing Bar. Current close price: 3654.00. Current Portfolio Value: 99993.61\n",
"[2024-05-13 11:00:00] Strategy processing Bar. Current close price: 3654.00. Current Portfolio Value: 99993.61\n",
"[2024-05-13 13:00:00] Strategy processing Bar. Current close price: 3661.00. Current Portfolio Value: 100000.61\n",
"[2024-05-13 14:00:00] Strategy processing Bar. Current close price: 3686.00. Current Portfolio Value: 100025.61\n",
"[2024-05-13 21:00:00] Strategy processing Bar. Current close price: 3668.00. Current Portfolio Value: 100007.61\n",
"[2024-05-13 22:00:00] Strategy processing Bar. Current close price: 3664.00. Current Portfolio Value: 100003.61\n",
"[2024-05-14 09:00:00] Strategy processing Bar. Current close price: 3638.00. Current Portfolio Value: 99977.61\n",
"[2024-05-14 10:00:00] Strategy processing Bar. Current close price: 3638.00. Current Portfolio Value: 99977.61\n",
"[2024-05-14 11:00:00] Strategy processing Bar. Current close price: 3642.00. Current Portfolio Value: 99981.61\n",
"[2024-05-14 13:00:00] Strategy processing Bar. Current close price: 3637.00. Current Portfolio Value: 99976.61\n",
"[2024-05-14 14:00:00] Strategy processing Bar. Current close price: 3630.00. Current Portfolio Value: 99969.61\n",
"[2024-05-14 21:00:00] Strategy processing Bar. Current close price: 3617.00. Current Portfolio Value: 99956.61\n",
"[2024-05-14 22:00:00] Strategy processing Bar. Current close price: 3615.00. Current Portfolio Value: 99954.61\n",
"[2024-05-15 09:00:00] Strategy processing Bar. Current close price: 3621.00. Current Portfolio Value: 99960.61\n",
"[2024-05-15 10:00:00] Strategy processing Bar. Current close price: 3617.00. Current Portfolio Value: 99956.61\n",
"[2024-05-15 11:00:00] Strategy processing Bar. Current close price: 3614.00. Current Portfolio Value: 99953.61\n",
"[2024-05-15 13:00:00] Strategy processing Bar. Current close price: 3612.00. Current Portfolio Value: 99951.61\n",
"[2024-05-15 14:00:00] Strategy processing Bar. Current close price: 3621.00. Current Portfolio Value: 99960.61\n",
"[2024-05-15 21:00:00] Strategy processing Bar. Current close price: 3618.00. Current Portfolio Value: 99957.61\n",
"[2024-05-15 22:00:00] Strategy processing Bar. Current close price: 3619.00. Current Portfolio Value: 99958.61\n",
"[2024-05-16 09:00:00] Strategy processing Bar. Current close price: 3637.00. Current Portfolio Value: 99976.61\n",
"[2024-05-16 10:00:00] Strategy processing Bar. Current close price: 3637.00. Current Portfolio Value: 99976.61\n",
"[2024-05-16 11:00:00] Strategy processing Bar. Current close price: 3690.00. Current Portfolio Value: 100029.61\n",
"[2024-05-16 13:00:00] Strategy processing Bar. Current close price: 3699.00. Current Portfolio Value: 100038.61\n",
"[2024-05-16 14:00:00] Strategy processing Bar. Current close price: 3703.00. Current Portfolio Value: 100042.61\n",
"[2024-05-16 21:00:00] Strategy processing Bar. Current close price: 3693.00. Current Portfolio Value: 100032.61\n",
"[2024-05-16 22:00:00] Strategy processing Bar. Current close price: 3714.00. Current Portfolio Value: 100053.61\n",
"[2024-05-17 09:00:00] Strategy processing Bar. Current close price: 3716.00. Current Portfolio Value: 100055.61\n",
"[2024-05-17 10:00:00] Strategy processing Bar. Current close price: 3708.00. Current Portfolio Value: 100047.61\n",
"[2024-05-17 11:00:00] Strategy processing Bar. Current close price: 3705.00. Current Portfolio Value: 100044.61\n",
"[2024-05-17 13:00:00] Strategy processing Bar. Current close price: 3716.00. Current Portfolio Value: 100055.61\n",
"[2024-05-17 14:00:00] Strategy processing Bar. Current close price: 3716.00. Current Portfolio Value: 100055.61\n",
"[2024-05-17 21:00:00] Strategy processing Bar. Current close price: 3709.00. Current Portfolio Value: 100048.61\n",
"[2024-05-17 22:00:00] Strategy processing Bar. Current close price: 3727.00. Current Portfolio Value: 100066.61\n",
"[2024-05-20 09:00:00] Strategy processing Bar. Current close price: 3742.00. Current Portfolio Value: 100081.61\n",
"[2024-05-20 10:00:00] Strategy processing Bar. Current close price: 3738.00. Current Portfolio Value: 100077.61\n",
"[2024-05-20 11:00:00] Strategy processing Bar. Current close price: 3742.00. Current Portfolio Value: 100081.61\n",
"[2024-05-20 13:00:00] Strategy processing Bar. Current close price: 3741.00. Current Portfolio Value: 100080.61\n",
"[2024-05-20 14:00:00] Strategy processing Bar. Current close price: 3735.00. Current Portfolio Value: 100074.61\n",
"[2024-05-20 21:00:00] Strategy processing Bar. Current close price: 3745.00. Current Portfolio Value: 100084.61\n",
"[2024-05-20 22:00:00] Strategy processing Bar. Current close price: 3742.00. Current Portfolio Value: 100081.61\n",
"[2024-05-21 09:00:00] Strategy processing Bar. Current close price: 3732.00. Current Portfolio Value: 100071.61\n",
"[2024-05-21 10:00:00] Strategy processing Bar. Current close price: 3732.00. Current Portfolio Value: 100071.61\n",
"[2024-05-21 11:00:00] Strategy processing Bar. Current close price: 3728.00. Current Portfolio Value: 100067.61\n",
"[2024-05-21 13:00:00] Strategy processing Bar. Current close price: 3732.00. Current Portfolio Value: 100071.61\n",
"[2024-05-21 14:00:00] Strategy processing Bar. Current close price: 3746.00. Current Portfolio Value: 100085.61\n",
"[2024-05-21 21:00:00] Strategy processing Bar. Current close price: 3769.00. Current Portfolio Value: 100108.61\n",
"[2024-05-21 22:00:00] Strategy processing Bar. Current close price: 3788.00. Current Portfolio Value: 100127.61\n",
"[2024-05-22 09:00:00] Strategy processing Bar. Current close price: 3790.00. Current Portfolio Value: 100129.61\n",
"[2024-05-22 10:00:00] Strategy processing Bar. Current close price: 3789.00. Current Portfolio Value: 100128.61\n",
"[2024-05-22 11:00:00] Strategy processing Bar. Current close price: 3793.00. Current Portfolio Value: 100132.61\n",
"[2024-05-22 13:00:00] Strategy processing Bar. Current close price: 3805.00. Current Portfolio Value: 100144.61\n",
"[2024-05-22 14:00:00] Strategy processing Bar. Current close price: 3800.00. Current Portfolio Value: 100139.61\n",
"[2024-05-22 21:00:00] Strategy processing Bar. Current close price: 3798.00. Current Portfolio Value: 100137.61\n",
"[2024-05-22 22:00:00] Strategy processing Bar. Current close price: 3789.00. Current Portfolio Value: 100128.61\n",
"[2024-05-23 09:00:00] Strategy processing Bar. Current close price: 3787.00. Current Portfolio Value: 100126.61\n",
"[2024-05-23 10:00:00] Strategy processing Bar. Current close price: 3785.00. Current Portfolio Value: 100124.61\n",
"[2024-05-23 11:00:00] Strategy processing Bar. Current close price: 3768.00. Current Portfolio Value: 100107.61\n",
"[2024-05-23 13:00:00] Strategy processing Bar. Current close price: 3764.00. Current Portfolio Value: 100103.61\n",
"[2024-05-23 14:00:00] Strategy processing Bar. Current close price: 3775.00. Current Portfolio Value: 100114.61\n",
"[2024-05-23 21:00:00] Strategy processing Bar. Current close price: 3782.00. Current Portfolio Value: 100121.61\n",
"[2024-05-23 22:00:00] Strategy processing Bar. Current close price: 3776.00. Current Portfolio Value: 100115.61\n",
"[2024-05-24 09:00:00] Strategy processing Bar. Current close price: 3785.00. Current Portfolio Value: 100124.61\n",
"[2024-05-24 10:00:00] Strategy processing Bar. Current close price: 3794.00. Current Portfolio Value: 100133.61\n",
"[2024-05-24 11:00:00] Strategy processing Bar. Current close price: 3790.00. Current Portfolio Value: 100129.61\n",
"[2024-05-24 13:00:00] Strategy processing Bar. Current close price: 3794.00. Current Portfolio Value: 100133.61\n",
"[2024-05-24 14:00:00] Strategy processing Bar. Current close price: 3788.00. Current Portfolio Value: 100127.61\n",
"[2024-05-24 21:00:00] Strategy processing Bar. Current close price: 3777.00. Current Portfolio Value: 100116.61\n",
"[2024-05-24 22:00:00] Strategy processing Bar. Current close price: 3785.00. Current Portfolio Value: 100124.61\n",
"[2024-05-27 09:00:00] Strategy processing Bar. Current close price: 3772.00. Current Portfolio Value: 100111.61\n",
"[2024-05-27 10:00:00] Strategy processing Bar. Current close price: 3767.00. Current Portfolio Value: 100106.61\n",
"[2024-05-27 11:00:00] Strategy processing Bar. Current close price: 3766.00. Current Portfolio Value: 100105.61\n",
"[2024-05-27 13:00:00] Strategy processing Bar. Current close price: 3747.00. Current Portfolio Value: 100086.61\n",
"[2024-05-27 14:00:00] Strategy processing Bar. Current close price: 3763.00. Current Portfolio Value: 100102.61\n",
"[2024-05-27 21:00:00] Strategy processing Bar. Current close price: 3772.00. Current Portfolio Value: 100111.61\n",
"[2024-05-27 22:00:00] Strategy processing Bar. Current close price: 3786.00. Current Portfolio Value: 100125.61\n",
"[2024-05-28 09:00:00] Strategy processing Bar. Current close price: 3780.00. Current Portfolio Value: 100119.61\n",
"[2024-05-28 10:00:00] Strategy processing Bar. Current close price: 3779.00. Current Portfolio Value: 100118.61\n",
"[2024-05-28 11:00:00] Strategy processing Bar. Current close price: 3779.00. Current Portfolio Value: 100118.61\n",
"[2024-05-28 13:00:00] Strategy processing Bar. Current close price: 3768.00. Current Portfolio Value: 100107.61\n",
"[2024-05-28 14:00:00] Strategy processing Bar. Current close price: 3745.00. Current Portfolio Value: 100084.61\n",
"[2024-05-28 21:00:00] Strategy processing Bar. Current close price: 3740.00. Current Portfolio Value: 100079.61\n",
"[2024-05-28 22:00:00] Strategy processing Bar. Current close price: 3736.00. Current Portfolio Value: 100075.61\n",
"[2024-05-29 09:00:00] Strategy processing Bar. Current close price: 3740.00. Current Portfolio Value: 100079.61\n",
"[2024-05-29 10:00:00] Strategy processing Bar. Current close price: 3737.00. Current Portfolio Value: 100076.61\n",
"[2024-05-29 11:00:00] Strategy processing Bar. Current close price: 3734.00. Current Portfolio Value: 100073.61\n",
"[2024-05-29 13:00:00] Strategy processing Bar. Current close price: 3726.00. Current Portfolio Value: 100065.61\n",
"[2024-05-29 14:00:00] Strategy processing Bar. Current close price: 3753.00. Current Portfolio Value: 100092.61\n",
"[2024-05-29 21:00:00] Strategy processing Bar. Current close price: 3802.00. Current Portfolio Value: 100141.61\n",
"[2024-05-29 22:00:00] Strategy processing Bar. Current close price: 3804.00. Current Portfolio Value: 100143.61\n",
"[2024-05-30 09:00:00] Strategy processing Bar. Current close price: 3790.00. Current Portfolio Value: 100129.61\n",
"[2024-05-30 10:00:00] Strategy processing Bar. Current close price: 3768.00. Current Portfolio Value: 100107.61\n",
"[2024-05-30 11:00:00] Strategy processing Bar. Current close price: 3745.00. Current Portfolio Value: 100084.61\n",
"[2024-05-30 13:00:00] Strategy processing Bar. Current close price: 3730.00. Current Portfolio Value: 100069.61\n",
"[2024-05-30 14:00:00] Strategy processing Bar. Current close price: 3737.00. Current Portfolio Value: 100076.61\n",
"[2024-05-30 21:00:00] Strategy processing Bar. Current close price: 3724.00. Current Portfolio Value: 100063.61\n",
"[2024-05-30 22:00:00] Strategy processing Bar. Current close price: 3709.00. Current Portfolio Value: 100048.61\n",
"[2024-05-31 09:00:00] Strategy processing Bar. Current close price: 3712.00. Current Portfolio Value: 100051.61\n",
"[2024-05-31 10:00:00] Strategy processing Bar. Current close price: 3709.00. Current Portfolio Value: 100048.61\n",
"[2024-05-31 11:00:00] Strategy processing Bar. Current close price: 3711.00. Current Portfolio Value: 100050.61\n",
"[2024-05-31 13:00:00] Strategy processing Bar. Current close price: 3722.00. Current Portfolio Value: 100061.61\n",
"[2024-05-31 14:00:00] Strategy processing Bar. Current close price: 3706.00. Current Portfolio Value: 100045.61\n",
"[2024-05-31 21:00:00] Strategy processing Bar. Current close price: 3689.00. Current Portfolio Value: 100028.61\n",
"[2024-05-31 22:00:00] Strategy processing Bar. Current close price: 3684.00. Current Portfolio Value: 100023.61\n",
"[2024-06-03 09:00:00] Strategy processing Bar. Current close price: 3685.00. Current Portfolio Value: 100024.61\n",
"[2024-06-03 10:00:00] Strategy processing Bar. Current close price: 3673.00. Current Portfolio Value: 100012.61\n",
"[2024-06-03 11:00:00] Strategy processing Bar. Current close price: 3667.00. Current Portfolio Value: 100006.61\n",
"[2024-06-03 13:00:00] Strategy processing Bar. Current close price: 3666.00. Current Portfolio Value: 100005.61\n",
"[2024-06-03 14:00:00] Strategy processing Bar. Current close price: 3665.00. Current Portfolio Value: 100004.61\n",
"[2024-06-03 21:00:00] Strategy processing Bar. Current close price: 3661.00. Current Portfolio Value: 100000.61\n",
"[2024-06-03 22:00:00] Strategy processing Bar. Current close price: 3668.00. Current Portfolio Value: 100007.61\n",
"[2024-06-04 09:00:00] Strategy processing Bar. Current close price: 3652.00. Current Portfolio Value: 99991.61\n",
"[2024-06-04 10:00:00] Strategy processing Bar. Current close price: 3659.00. Current Portfolio Value: 99998.61\n",
"[2024-06-04 11:00:00] Strategy processing Bar. Current close price: 3655.00. Current Portfolio Value: 99994.61\n",
"[2024-06-04 13:00:00] Strategy processing Bar. Current close price: 3645.00. Current Portfolio Value: 99984.61\n",
"[2024-06-04 14:00:00] Strategy processing Bar. Current close price: 3646.00. Current Portfolio Value: 99985.61\n",
"[2024-06-04 21:00:00] Strategy processing Bar. Current close price: 3638.00. Current Portfolio Value: 99977.61\n",
"[2024-06-04 22:00:00] Strategy processing Bar. Current close price: 3657.00. Current Portfolio Value: 99996.61\n",
"[2024-06-05 09:00:00] Strategy processing Bar. Current close price: 3642.00. Current Portfolio Value: 99981.61\n",
"[2024-06-05 10:00:00] Strategy processing Bar. Current close price: 3642.00. Current Portfolio Value: 99981.61\n",
"[2024-06-05 11:00:00] Strategy processing Bar. Current close price: 3637.00. Current Portfolio Value: 99976.61\n",
"[2024-06-05 13:00:00] Strategy processing Bar. Current close price: 3642.00. Current Portfolio Value: 99981.61\n",
"[2024-06-05 14:00:00] Strategy processing Bar. Current close price: 3632.00. Current Portfolio Value: 99971.61\n",
"[2024-06-05 21:00:00] Strategy processing Bar. Current close price: 3634.00. Current Portfolio Value: 99973.61\n",
"[2024-06-05 22:00:00] Strategy processing Bar. Current close price: 3626.00. Current Portfolio Value: 99965.61\n",
"[2024-06-06 09:00:00] Strategy processing Bar. Current close price: 3628.00. Current Portfolio Value: 99967.61\n",
"[2024-06-06 10:00:00] Strategy processing Bar. Current close price: 3631.00. Current Portfolio Value: 99970.61\n",
"[2024-06-06 11:00:00] Strategy processing Bar. Current close price: 3628.00. Current Portfolio Value: 99967.61\n",
"[2024-06-06 13:00:00] Strategy processing Bar. Current close price: 3649.00. Current Portfolio Value: 99988.61\n",
"[2024-06-06 14:00:00] Strategy processing Bar. Current close price: 3665.00. Current Portfolio Value: 100004.61\n",
"[2024-06-06 21:00:00] Strategy processing Bar. Current close price: 3671.00. Current Portfolio Value: 100010.61\n",
"[2024-06-06 22:00:00] Strategy processing Bar. Current close price: 3683.00. Current Portfolio Value: 100022.61\n",
"[2024-06-07 09:00:00] Strategy processing Bar. Current close price: 3660.00. Current Portfolio Value: 99999.61\n",
"[2024-06-07 10:00:00] Strategy processing Bar. Current close price: 3657.00. Current Portfolio Value: 99996.61\n",
"[2024-06-07 11:00:00] Strategy processing Bar. Current close price: 3663.00. Current Portfolio Value: 100002.61\n",
"[2024-06-07 13:00:00] Strategy processing Bar. Current close price: 3647.00. Current Portfolio Value: 99986.61\n",
"[2024-06-07 14:00:00] Strategy processing Bar. Current close price: 3655.00. Current Portfolio Value: 99994.61\n",
"[2024-06-11 09:00:00] Strategy processing Bar. Current close price: 3614.00. Current Portfolio Value: 99953.61\n",
"[2024-06-11 10:00:00] Strategy processing Bar. Current close price: 3606.00. Current Portfolio Value: 99945.61\n",
"[2024-06-11 11:00:00] Strategy processing Bar. Current close price: 3604.00. Current Portfolio Value: 99943.61\n",
"[2024-06-11 13:00:00] Strategy processing Bar. Current close price: 3597.00. Current Portfolio Value: 99936.61\n",
"[2024-06-11 14:00:00] Strategy processing Bar. Current close price: 3597.00. Current Portfolio Value: 99936.61\n",
"[2024-06-11 21:00:00] Strategy processing Bar. Current close price: 3593.00. Current Portfolio Value: 99932.61\n",
"[2024-06-11 22:00:00] Strategy processing Bar. Current close price: 3596.00. Current Portfolio Value: 99935.61\n",
"[2024-06-12 09:00:00] Strategy processing Bar. Current close price: 3610.00. Current Portfolio Value: 99949.61\n",
"[2024-06-12 10:00:00] Strategy processing Bar. Current close price: 3604.00. Current Portfolio Value: 99943.61\n",
"[2024-06-12 11:00:00] Strategy processing Bar. Current close price: 3608.00. Current Portfolio Value: 99947.61\n",
"[2024-06-12 13:00:00] Strategy processing Bar. Current close price: 3612.00. Current Portfolio Value: 99951.61\n",
"[2024-06-12 14:00:00] Strategy processing Bar. Current close price: 3608.00. Current Portfolio Value: 99947.61\n",
"[2024-06-12 21:00:00] Strategy processing Bar. Current close price: 3619.00. Current Portfolio Value: 99958.61\n",
"[2024-06-12 22:00:00] Strategy processing Bar. Current close price: 3610.00. Current Portfolio Value: 99949.61\n",
"[2024-06-13 09:00:00] Strategy processing Bar. Current close price: 3606.00. Current Portfolio Value: 99945.61\n",
"[2024-06-13 10:00:00] Strategy processing Bar. Current close price: 3613.00. Current Portfolio Value: 99952.61\n",
"[2024-06-13 11:00:00] Strategy processing Bar. Current close price: 3614.00. Current Portfolio Value: 99953.61\n",
"[2024-06-13 13:00:00] Strategy processing Bar. Current close price: 3617.00. Current Portfolio Value: 99956.61\n",
"[2024-06-13 14:00:00] Strategy processing Bar. Current close price: 3621.00. Current Portfolio Value: 99960.61\n",
"[2024-06-13 21:00:00] Strategy processing Bar. Current close price: 3635.00. Current Portfolio Value: 99974.61\n",
"[2024-06-13 22:00:00] Strategy processing Bar. Current close price: 3639.00. Current Portfolio Value: 99978.61\n",
"[2024-06-14 09:00:00] Strategy processing Bar. Current close price: 3634.00. Current Portfolio Value: 99973.61\n",
"[2024-06-14 10:00:00] Strategy processing Bar. Current close price: 3644.00. Current Portfolio Value: 99983.61\n",
"[2024-06-14 11:00:00] Strategy processing Bar. Current close price: 3646.00. Current Portfolio Value: 99985.61\n",
"[2024-06-14 13:00:00] Strategy processing Bar. Current close price: 3654.00. Current Portfolio Value: 99993.61\n",
"[2024-06-14 14:00:00] Strategy processing Bar. Current close price: 3637.00. Current Portfolio Value: 99976.61\n",
"[2024-06-14 21:00:00] Strategy processing Bar. Current close price: 3627.00. Current Portfolio Value: 99966.61\n",
"[2024-06-14 22:00:00] Strategy processing Bar. Current close price: 3626.00. Current Portfolio Value: 99965.61\n",
"[2024-06-17 09:00:00] Strategy processing Bar. Current close price: 3611.00. Current Portfolio Value: 99950.61\n",
"[2024-06-17 10:00:00] Strategy processing Bar. Current close price: 3613.00. Current Portfolio Value: 99952.61\n",
"[2024-06-17 11:00:00] Strategy processing Bar. Current close price: 3610.00. Current Portfolio Value: 99949.61\n",
"[2024-06-17 13:00:00] Strategy processing Bar. Current close price: 3617.00. Current Portfolio Value: 99956.61\n",
"[2024-06-17 14:00:00] Strategy processing Bar. Current close price: 3613.00. Current Portfolio Value: 99952.61\n",
"[2024-06-17 21:00:00] Strategy processing Bar. Current close price: 3636.00. Current Portfolio Value: 99975.61\n",
"[2024-06-17 22:00:00] Strategy processing Bar. Current close price: 3641.00. Current Portfolio Value: 99980.61\n",
"[2024-06-18 09:00:00] Strategy processing Bar. Current close price: 3634.00. Current Portfolio Value: 99973.61\n",
"[2024-06-18 10:00:00] Strategy processing Bar. Current close price: 3636.00. Current Portfolio Value: 99975.61\n",
"[2024-06-18 11:00:00] Strategy processing Bar. Current close price: 3642.00. Current Portfolio Value: 99981.61\n",
"[2024-06-18 13:00:00] Strategy processing Bar. Current close price: 3642.00. Current Portfolio Value: 99981.61\n",
"[2024-06-18 14:00:00] Strategy processing Bar. Current close price: 3618.00. Current Portfolio Value: 99957.61\n",
"[2024-06-18 21:00:00] Strategy processing Bar. Current close price: 3631.00. Current Portfolio Value: 99970.61\n",
"[2024-06-18 22:00:00] Strategy processing Bar. Current close price: 3644.00. Current Portfolio Value: 99983.61\n",
"[2024-06-19 09:00:00] Strategy processing Bar. Current close price: 3641.00. Current Portfolio Value: 99980.61\n",
"[2024-06-19 10:00:00] Strategy processing Bar. Current close price: 3640.00. Current Portfolio Value: 99979.61\n",
"[2024-06-19 11:00:00] Strategy processing Bar. Current close price: 3639.00. Current Portfolio Value: 99978.61\n",
"[2024-06-19 13:00:00] Strategy processing Bar. Current close price: 3626.00. Current Portfolio Value: 99965.61\n",
"[2024-06-19 14:00:00] Strategy processing Bar. Current close price: 3614.00. Current Portfolio Value: 99953.61\n",
"[2024-06-19 21:00:00] Strategy processing Bar. Current close price: 3602.00. Current Portfolio Value: 99941.61\n",
"[2024-06-19 22:00:00] Strategy processing Bar. Current close price: 3612.00. Current Portfolio Value: 99951.61\n",
"[2024-06-20 09:00:00] Strategy processing Bar. Current close price: 3615.00. Current Portfolio Value: 99954.61\n",
"[2024-06-20 10:00:00] Strategy processing Bar. Current close price: 3629.00. Current Portfolio Value: 99968.61\n",
"[2024-06-20 11:00:00] Strategy processing Bar. Current close price: 3622.00. Current Portfolio Value: 99961.61\n",
"[2024-06-20 13:00:00] Strategy processing Bar. Current close price: 3591.00. Current Portfolio Value: 99930.61\n",
"[2024-06-20 14:00:00] Strategy processing Bar. Current close price: 3597.00. Current Portfolio Value: 99936.61\n",
"[2024-06-20 21:00:00] Strategy processing Bar. Current close price: 3594.00. Current Portfolio Value: 99933.61\n",
"[2024-06-20 22:00:00] Strategy processing Bar. Current close price: 3608.00. Current Portfolio Value: 99947.61\n",
"[2024-06-21 09:00:00] Strategy processing Bar. Current close price: 3594.00. Current Portfolio Value: 99933.61\n",
"[2024-06-21 10:00:00] Strategy processing Bar. Current close price: 3583.00. Current Portfolio Value: 99922.61\n",
"[2024-06-21 11:00:00] Strategy processing Bar. Current close price: 3578.00. Current Portfolio Value: 99917.61\n",
"[2024-06-21 13:00:00] Strategy processing Bar. Current close price: 3575.00. Current Portfolio Value: 99914.61\n",
"[2024-06-21 14:00:00] Strategy processing Bar. Current close price: 3563.00. Current Portfolio Value: 99902.61\n",
"[2024-06-21 21:00:00] Strategy processing Bar. Current close price: 3559.00. Current Portfolio Value: 99898.61\n",
"[2024-06-21 22:00:00] Strategy processing Bar. Current close price: 3557.00. Current Portfolio Value: 99896.61\n",
"[2024-06-24 09:00:00] Strategy processing Bar. Current close price: 3538.00. Current Portfolio Value: 99877.61\n",
"[2024-06-24 10:00:00] Strategy processing Bar. Current close price: 3532.00. Current Portfolio Value: 99871.61\n",
"[2024-06-24 11:00:00] Strategy processing Bar. Current close price: 3539.00. Current Portfolio Value: 99878.61\n",
"[2024-06-24 13:00:00] Strategy processing Bar. Current close price: 3535.00. Current Portfolio Value: 99874.61\n",
"[2024-06-24 14:00:00] Strategy processing Bar. Current close price: 3532.00. Current Portfolio Value: 99871.61\n",
"[2024-06-24 21:00:00] Strategy processing Bar. Current close price: 3538.00. Current Portfolio Value: 99877.61\n",
"[2024-06-24 22:00:00] Strategy processing Bar. Current close price: 3532.00. Current Portfolio Value: 99871.61\n",
"[2024-06-25 09:00:00] Strategy processing Bar. Current close price: 3534.00. Current Portfolio Value: 99873.61\n",
"[2024-06-25 10:00:00] Strategy processing Bar. Current close price: 3528.00. Current Portfolio Value: 99867.61\n",
"[2024-06-25 11:00:00] Strategy processing Bar. Current close price: 3535.00. Current Portfolio Value: 99874.61\n",
"[2024-06-25 13:00:00] Strategy processing Bar. Current close price: 3534.00. Current Portfolio Value: 99873.61\n",
"[2024-06-25 14:00:00] Strategy processing Bar. Current close price: 3532.00. Current Portfolio Value: 99871.61\n",
"[2024-06-25 21:00:00] Strategy processing Bar. Current close price: 3533.00. Current Portfolio Value: 99872.61\n",
"[2024-06-25 22:00:00] Strategy processing Bar. Current close price: 3535.00. Current Portfolio Value: 99874.61\n",
"[2024-06-26 09:00:00] Strategy processing Bar. Current close price: 3533.00. Current Portfolio Value: 99872.61\n",
"[2024-06-26 10:00:00] Strategy processing Bar. Current close price: 3536.00. Current Portfolio Value: 99875.61\n",
"[2024-06-26 11:00:00] Strategy processing Bar. Current close price: 3554.00. Current Portfolio Value: 99893.61\n",
"[2024-06-26 13:00:00] Strategy processing Bar. Current close price: 3546.00. Current Portfolio Value: 99885.61\n",
"[2024-06-26 14:00:00] Strategy processing Bar. Current close price: 3563.00. Current Portfolio Value: 99902.61\n",
"[2024-06-26 21:00:00] Strategy processing Bar. Current close price: 3558.00. Current Portfolio Value: 99897.61\n",
"[2024-06-26 22:00:00] Strategy processing Bar. Current close price: 3555.00. Current Portfolio Value: 99894.61\n",
"[2024-06-27 09:00:00] Strategy processing Bar. Current close price: 3564.00. Current Portfolio Value: 99903.61\n",
"[2024-06-27 10:00:00] Strategy processing Bar. Current close price: 3549.00. Current Portfolio Value: 99888.61\n",
"[2024-06-27 11:00:00] Strategy processing Bar. Current close price: 3554.00. Current Portfolio Value: 99893.61\n",
"[2024-06-27 13:00:00] Strategy processing Bar. Current close price: 3540.00. Current Portfolio Value: 99879.61\n",
"[2024-06-27 14:00:00] Strategy processing Bar. Current close price: 3535.00. Current Portfolio Value: 99874.61\n",
"[2024-06-27 21:00:00] Strategy processing Bar. Current close price: 3528.00. Current Portfolio Value: 99867.61\n",
"[2024-06-27 22:00:00] Strategy processing Bar. Current close price: 3530.00. Current Portfolio Value: 99869.61\n",
"[2024-06-28 09:00:00] Strategy processing Bar. Current close price: 3537.00. Current Portfolio Value: 99876.61\n",
"[2024-06-28 10:00:00] Strategy processing Bar. Current close price: 3544.00. Current Portfolio Value: 99883.61\n",
"[2024-06-28 11:00:00] Strategy processing Bar. Current close price: 3543.00. Current Portfolio Value: 99882.61\n",
"[2024-06-28 13:00:00] Strategy processing Bar. Current close price: 3542.00. Current Portfolio Value: 99881.61\n",
"[2024-06-28 14:00:00] Strategy processing Bar. Current close price: 3544.00. Current Portfolio Value: 99883.61\n",
"[2024-06-28 21:00:00] Strategy processing Bar. Current close price: 3544.00. Current Portfolio Value: 99883.61\n",
"[2024-06-28 22:00:00] Strategy processing Bar. Current close price: 3535.00. Current Portfolio Value: 99874.61\n",
"[2024-07-01 09:00:00] Strategy processing Bar. Current close price: 3551.00. Current Portfolio Value: 99890.61\n",
"[2024-07-01 10:00:00] Strategy processing Bar. Current close price: 3550.00. Current Portfolio Value: 99889.61\n",
"[2024-07-01 11:00:00] Strategy processing Bar. Current close price: 3552.00. Current Portfolio Value: 99891.61\n",
"[2024-07-01 13:00:00] Strategy processing Bar. Current close price: 3557.00. Current Portfolio Value: 99896.61\n",
"[2024-07-01 14:00:00] Strategy processing Bar. Current close price: 3562.00. Current Portfolio Value: 99901.61\n",
"[2024-07-01 21:00:00] Strategy processing Bar. Current close price: 3576.00. Current Portfolio Value: 99915.61\n",
"[2024-07-01 22:00:00] Strategy processing Bar. Current close price: 3569.00. Current Portfolio Value: 99908.61\n",
"[2024-07-02 09:00:00] Strategy processing Bar. Current close price: 3568.00. Current Portfolio Value: 99907.61\n",
"[2024-07-02 10:00:00] Strategy processing Bar. Current close price: 3563.00. Current Portfolio Value: 99902.61\n",
"[2024-07-02 11:00:00] Strategy processing Bar. Current close price: 3569.00. Current Portfolio Value: 99908.61\n",
"[2024-07-02 13:00:00] Strategy processing Bar. Current close price: 3566.00. Current Portfolio Value: 99905.61\n",
"[2024-07-02 14:00:00] Strategy processing Bar. Current close price: 3562.00. Current Portfolio Value: 99901.61\n",
"[2024-07-02 21:00:00] Strategy processing Bar. Current close price: 3562.00. Current Portfolio Value: 99901.61\n",
"[2024-07-02 22:00:00] Strategy processing Bar. Current close price: 3563.00. Current Portfolio Value: 99902.61\n",
"[2024-07-03 09:00:00] Strategy processing Bar. Current close price: 3573.00. Current Portfolio Value: 99912.61\n",
"[2024-07-03 10:00:00] Strategy processing Bar. Current close price: 3568.00. Current Portfolio Value: 99907.61\n",
"[2024-07-03 11:00:00] Strategy processing Bar. Current close price: 3589.00. Current Portfolio Value: 99928.61\n",
"[2024-07-03 13:00:00] Strategy processing Bar. Current close price: 3595.00. Current Portfolio Value: 99934.61\n",
"[2024-07-03 14:00:00] Strategy processing Bar. Current close price: 3619.00. Current Portfolio Value: 99958.61\n",
"[2024-07-03 21:00:00] Strategy processing Bar. Current close price: 3616.00. Current Portfolio Value: 99955.61\n",
"[2024-07-03 22:00:00] Strategy processing Bar. Current close price: 3618.00. Current Portfolio Value: 99957.61\n",
"[2024-07-04 09:00:00] Strategy processing Bar. Current close price: 3628.00. Current Portfolio Value: 99967.61\n",
"[2024-07-04 10:00:00] Strategy processing Bar. Current close price: 3623.00. Current Portfolio Value: 99962.61\n",
"[2024-07-04 11:00:00] Strategy processing Bar. Current close price: 3610.00. Current Portfolio Value: 99949.61\n",
"[2024-07-04 13:00:00] Strategy processing Bar. Current close price: 3613.00. Current Portfolio Value: 99952.61\n",
"[2024-07-04 14:00:00] Strategy processing Bar. Current close price: 3616.00. Current Portfolio Value: 99955.61\n",
"[2024-07-04 21:00:00] Strategy processing Bar. Current close price: 3616.00. Current Portfolio Value: 99955.61\n",
"[2024-07-04 22:00:00] Strategy processing Bar. Current close price: 3607.00. Current Portfolio Value: 99946.61\n",
"[2024-07-05 09:00:00] Strategy processing Bar. Current close price: 3600.00. Current Portfolio Value: 99939.61\n",
"[2024-07-05 10:00:00] Strategy processing Bar. Current close price: 3587.00. Current Portfolio Value: 99926.61\n",
"[2024-07-05 11:00:00] Strategy processing Bar. Current close price: 3566.00. Current Portfolio Value: 99905.61\n",
"[2024-07-05 13:00:00] Strategy processing Bar. Current close price: 3572.00. Current Portfolio Value: 99911.61\n",
"[2024-07-05 14:00:00] Strategy processing Bar. Current close price: 3553.00. Current Portfolio Value: 99892.61\n",
"[2024-07-05 21:00:00] Strategy processing Bar. Current close price: 3558.00. Current Portfolio Value: 99897.61\n",
"[2024-07-05 22:00:00] Strategy processing Bar. Current close price: 3562.00. Current Portfolio Value: 99901.61\n",
"[2024-07-08 09:00:00] Strategy processing Bar. Current close price: 3547.00. Current Portfolio Value: 99886.61\n",
"[2024-07-08 10:00:00] Strategy processing Bar. Current close price: 3534.00. Current Portfolio Value: 99873.61\n",
"[2024-07-08 11:00:00] Strategy processing Bar. Current close price: 3528.00. Current Portfolio Value: 99867.61\n",
"[2024-07-08 13:00:00] Strategy processing Bar. Current close price: 3508.00. Current Portfolio Value: 99847.61\n",
"[2024-07-08 14:00:00] Strategy processing Bar. Current close price: 3503.00. Current Portfolio Value: 99842.61\n",
"[2024-07-08 21:00:00] Strategy processing Bar. Current close price: 3512.00. Current Portfolio Value: 99851.61\n",
"[2024-07-08 22:00:00] Strategy processing Bar. Current close price: 3516.00. Current Portfolio Value: 99855.61\n",
"[2024-07-09 09:00:00] Strategy processing Bar. Current close price: 3513.00. Current Portfolio Value: 99852.61\n",
"[2024-07-09 10:00:00] Strategy processing Bar. Current close price: 3498.00. Current Portfolio Value: 99837.61\n",
"[2024-07-09 11:00:00] Strategy processing Bar. Current close price: 3512.00. Current Portfolio Value: 99851.61\n",
"[2024-07-09 13:00:00] Strategy processing Bar. Current close price: 3517.00. Current Portfolio Value: 99856.61\n",
"[2024-07-09 14:00:00] Strategy processing Bar. Current close price: 3515.00. Current Portfolio Value: 99854.61\n",
"[2024-07-09 21:00:00] Strategy processing Bar. Current close price: 3510.00. Current Portfolio Value: 99849.61\n",
"[2024-07-09 22:00:00] Strategy processing Bar. Current close price: 3503.00. Current Portfolio Value: 99842.61\n",
"[2024-07-10 09:00:00] Strategy processing Bar. Current close price: 3497.00. Current Portfolio Value: 99836.61\n",
"[2024-07-10 10:00:00] Strategy processing Bar. Current close price: 3492.00. Current Portfolio Value: 99831.61\n",
"[2024-07-10 11:00:00] Strategy processing Bar. Current close price: 3484.00. Current Portfolio Value: 99823.61\n",
"[2024-07-10 13:00:00] Strategy processing Bar. Current close price: 3483.00. Current Portfolio Value: 99822.61\n",
"[2024-07-10 14:00:00] Strategy processing Bar. Current close price: 3478.00. Current Portfolio Value: 99817.61\n",
"[2024-07-10 21:00:00] Strategy processing Bar. Current close price: 3494.00. Current Portfolio Value: 99833.61\n",
"[2024-07-10 22:00:00] Strategy processing Bar. Current close price: 3491.00. Current Portfolio Value: 99830.61\n",
"[2024-07-11 09:00:00] Strategy processing Bar. Current close price: 3485.00. Current Portfolio Value: 99824.61\n",
"[2024-07-11 10:00:00] Strategy processing Bar. Current close price: 3510.00. Current Portfolio Value: 99849.61\n",
"[2024-07-11 11:00:00] Strategy processing Bar. Current close price: 3528.00. Current Portfolio Value: 99867.61\n",
"[2024-07-11 13:00:00] Strategy processing Bar. Current close price: 3525.00. Current Portfolio Value: 99864.61\n",
"[2024-07-11 14:00:00] Strategy processing Bar. Current close price: 3514.00. Current Portfolio Value: 99853.61\n",
"[2024-07-11 21:00:00] Strategy processing Bar. Current close price: 3514.00. Current Portfolio Value: 99853.61\n",
"[2024-07-11 22:00:00] Strategy processing Bar. Current close price: 3513.00. Current Portfolio Value: 99852.61\n",
"[2024-07-12 09:00:00] Strategy processing Bar. Current close price: 3521.00. Current Portfolio Value: 99860.61\n",
"[2024-07-12 10:00:00] Strategy processing Bar. Current close price: 3524.00. Current Portfolio Value: 99863.61\n",
"[2024-07-12 11:00:00] Strategy processing Bar. Current close price: 3522.00. Current Portfolio Value: 99861.61\n",
"[2024-07-12 13:00:00] Strategy processing Bar. Current close price: 3523.00. Current Portfolio Value: 99862.61\n",
"[2024-07-12 14:00:00] Strategy processing Bar. Current close price: 3523.00. Current Portfolio Value: 99862.61\n",
"[2024-07-12 21:00:00] Strategy processing Bar. Current close price: 3511.00. Current Portfolio Value: 99850.61\n",
"[2024-07-12 22:00:00] Strategy processing Bar. Current close price: 3545.00. Current Portfolio Value: 99884.61\n",
"[2024-07-15 09:00:00] Strategy processing Bar. Current close price: 3574.00. Current Portfolio Value: 99913.61\n",
"[2024-07-15 10:00:00] Strategy processing Bar. Current close price: 3572.00. Current Portfolio Value: 99911.61\n",
"[2024-07-15 11:00:00] Strategy processing Bar. Current close price: 3565.00. Current Portfolio Value: 99904.61\n",
"[2024-07-15 13:00:00] Strategy processing Bar. Current close price: 3552.00. Current Portfolio Value: 99891.61\n",
"[2024-07-15 14:00:00] Strategy processing Bar. Current close price: 3551.00. Current Portfolio Value: 99890.61\n",
"[2024-07-15 21:00:00] Strategy processing Bar. Current close price: 3539.00. Current Portfolio Value: 99878.61\n",
"[2024-07-15 22:00:00] Strategy processing Bar. Current close price: 3537.00. Current Portfolio Value: 99876.61\n",
"[2024-07-16 09:00:00] Strategy processing Bar. Current close price: 3539.00. Current Portfolio Value: 99878.61\n",
"[2024-07-16 10:00:00] Strategy processing Bar. Current close price: 3540.00. Current Portfolio Value: 99879.61\n",
"[2024-07-16 11:00:00] Strategy processing Bar. Current close price: 3549.00. Current Portfolio Value: 99888.61\n",
"[2024-07-16 13:00:00] Strategy processing Bar. Current close price: 3553.00. Current Portfolio Value: 99892.61\n",
"[2024-07-16 14:00:00] Strategy processing Bar. Current close price: 3544.00. Current Portfolio Value: 99883.61\n",
"[2024-07-16 21:00:00] Strategy processing Bar. Current close price: 3548.00. Current Portfolio Value: 99887.61\n",
"[2024-07-16 22:00:00] Strategy processing Bar. Current close price: 3552.00. Current Portfolio Value: 99891.61\n",
"[2024-07-17 09:00:00] Strategy processing Bar. Current close price: 3546.00. Current Portfolio Value: 99885.61\n",
"[2024-07-17 10:00:00] Strategy processing Bar. Current close price: 3543.00. Current Portfolio Value: 99882.61\n",
"[2024-07-17 11:00:00] Strategy processing Bar. Current close price: 3539.00. Current Portfolio Value: 99878.61\n",
"[2024-07-17 13:00:00] Strategy processing Bar. Current close price: 3510.00. Current Portfolio Value: 99849.61\n",
"[2024-07-17 14:00:00] Strategy processing Bar. Current close price: 3487.00. Current Portfolio Value: 99826.61\n",
"[2024-07-17 21:00:00] Strategy processing Bar. Current close price: 3476.00. Current Portfolio Value: 99815.61\n",
"[2024-07-17 22:00:00] Strategy processing Bar. Current close price: 3467.00. Current Portfolio Value: 99806.61\n",
"[2024-07-18 09:00:00] Strategy processing Bar. Current close price: 3469.00. Current Portfolio Value: 99808.61\n",
"[2024-07-18 10:00:00] Strategy processing Bar. Current close price: 3463.00. Current Portfolio Value: 99802.61\n",
"[2024-07-18 11:00:00] Strategy processing Bar. Current close price: 3470.00. Current Portfolio Value: 99809.61\n",
"[2024-07-18 13:00:00] Strategy processing Bar. Current close price: 3478.00. Current Portfolio Value: 99817.61\n",
"[2024-07-18 14:00:00] Strategy processing Bar. Current close price: 3492.00. Current Portfolio Value: 99831.61\n",
"[2024-07-18 21:00:00] Strategy processing Bar. Current close price: 3479.00. Current Portfolio Value: 99818.61\n",
"[2024-07-18 22:00:00] Strategy processing Bar. Current close price: 3483.00. Current Portfolio Value: 99822.61\n",
"[2024-07-19 09:00:00] Strategy processing Bar. Current close price: 3468.00. Current Portfolio Value: 99807.61\n",
"[2024-07-19 10:00:00] Strategy processing Bar. Current close price: 3480.00. Current Portfolio Value: 99819.61\n",
"[2024-07-19 11:00:00] Strategy processing Bar. Current close price: 3480.00. Current Portfolio Value: 99819.61\n",
"[2024-07-19 13:00:00] Strategy processing Bar. Current close price: 3464.00. Current Portfolio Value: 99803.61\n",
"[2024-07-19 14:00:00] Strategy processing Bar. Current close price: 3479.00. Current Portfolio Value: 99818.61\n",
"[2024-07-19 21:00:00] Strategy processing Bar. Current close price: 3475.00. Current Portfolio Value: 99814.61\n",
"[2024-07-19 22:00:00] Strategy processing Bar. Current close price: 3472.00. Current Portfolio Value: 99811.61\n",
"[2024-07-22 09:00:00] Strategy processing Bar. Current close price: 3446.00. Current Portfolio Value: 99785.61\n",
"[2024-07-22 10:00:00] Strategy processing Bar. Current close price: 3471.00. Current Portfolio Value: 99810.61\n",
"[2024-07-22 11:00:00] Strategy processing Bar. Current close price: 3469.00. Current Portfolio Value: 99808.61\n",
"[2024-07-22 13:00:00] Strategy processing Bar. Current close price: 3457.00. Current Portfolio Value: 99796.61\n",
"[2024-07-22 14:00:00] Strategy processing Bar. Current close price: 3451.00. Current Portfolio Value: 99790.61\n",
"[2024-07-22 21:00:00] Strategy processing Bar. Current close price: 3447.00. Current Portfolio Value: 99786.61\n",
"[2024-07-22 22:00:00] Strategy processing Bar. Current close price: 3450.00. Current Portfolio Value: 99789.61\n",
"[2024-07-23 09:00:00] Strategy processing Bar. Current close price: 3451.00. Current Portfolio Value: 99790.61\n",
"[2024-07-23 10:00:00] Strategy processing Bar. Current close price: 3417.00. Current Portfolio Value: 99756.61\n",
"[2024-07-23 11:00:00] Strategy processing Bar. Current close price: 3417.00. Current Portfolio Value: 99756.61\n",
"[2024-07-23 13:00:00] Strategy processing Bar. Current close price: 3418.00. Current Portfolio Value: 99757.61\n",
"[2024-07-23 14:00:00] Strategy processing Bar. Current close price: 3397.00. Current Portfolio Value: 99736.61\n",
"[2024-07-23 21:00:00] Strategy processing Bar. Current close price: 3405.00. Current Portfolio Value: 99744.61\n",
"[2024-07-23 22:00:00] Strategy processing Bar. Current close price: 3408.00. Current Portfolio Value: 99747.61\n",
"[2024-07-24 09:00:00] Strategy processing Bar. Current close price: 3400.00. Current Portfolio Value: 99739.61\n",
"[2024-07-24 10:00:00] Strategy processing Bar. Current close price: 3392.00. Current Portfolio Value: 99731.61\n",
"[2024-07-24 11:00:00] Strategy processing Bar. Current close price: 3399.00. Current Portfolio Value: 99738.61\n",
"[2024-07-24 13:00:00] Strategy processing Bar. Current close price: 3392.00. Current Portfolio Value: 99731.61\n",
"[2024-07-24 14:00:00] Strategy processing Bar. Current close price: 3391.00. Current Portfolio Value: 99730.61\n",
"[2024-07-24 21:00:00] Strategy processing Bar. Current close price: 3385.00. Current Portfolio Value: 99724.61\n",
"[2024-07-24 22:00:00] Strategy processing Bar. Current close price: 3364.00. Current Portfolio Value: 99703.61\n",
"[2024-07-25 09:00:00] Strategy processing Bar. Current close price: 3347.00. Current Portfolio Value: 99686.61\n",
"[2024-07-25 10:00:00] Strategy processing Bar. Current close price: 3345.00. Current Portfolio Value: 99684.61\n",
"[2024-07-25 11:00:00] Strategy processing Bar. Current close price: 3347.00. Current Portfolio Value: 99686.61\n",
"[2024-07-25 13:00:00] Strategy processing Bar. Current close price: 3344.00. Current Portfolio Value: 99683.61\n",
"[2024-07-25 14:00:00] Strategy processing Bar. Current close price: 3329.00. Current Portfolio Value: 99668.61\n",
"[2024-07-25 21:00:00] Strategy processing Bar. Current close price: 3380.00. Current Portfolio Value: 99719.61\n",
"[2024-07-25 22:00:00] Strategy processing Bar. Current close price: 3388.00. Current Portfolio Value: 99727.61\n",
"[2024-07-26 09:00:00] Strategy processing Bar. Current close price: 3392.00. Current Portfolio Value: 99731.61\n",
"[2024-07-26 10:00:00] Strategy processing Bar. Current close price: 3382.00. Current Portfolio Value: 99721.61\n",
"[2024-07-26 11:00:00] Strategy processing Bar. Current close price: 3381.00. Current Portfolio Value: 99720.61\n",
"[2024-07-26 13:00:00] Strategy processing Bar. Current close price: 3385.00. Current Portfolio Value: 99724.61\n",
"[2024-07-26 14:00:00] Strategy processing Bar. Current close price: 3371.00. Current Portfolio Value: 99710.61\n",
"[2024-07-26 21:00:00] Strategy processing Bar. Current close price: 3359.00. Current Portfolio Value: 99698.61\n",
"[2024-07-26 22:00:00] Strategy processing Bar. Current close price: 3358.00. Current Portfolio Value: 99697.61\n",
"[2024-07-29 09:00:00] Strategy processing Bar. Current close price: 3354.00. Current Portfolio Value: 99693.61\n",
"[2024-07-29 10:00:00] Strategy processing Bar. Current close price: 3359.00. Current Portfolio Value: 99698.61\n",
"[2024-07-29 11:00:00] Strategy processing Bar. Current close price: 3362.00. Current Portfolio Value: 99701.61\n",
"[2024-07-29 13:00:00] Strategy processing Bar. Current close price: 3365.00. Current Portfolio Value: 99704.61\n",
"[2024-07-29 14:00:00] Strategy processing Bar. Current close price: 3363.00. Current Portfolio Value: 99702.61\n",
"[2024-07-29 21:00:00] Strategy processing Bar. Current close price: 3360.00. Current Portfolio Value: 99699.61\n",
"[2024-07-29 22:00:00] Strategy processing Bar. Current close price: 3360.00. Current Portfolio Value: 99699.61\n",
"[2024-07-30 09:00:00] Strategy processing Bar. Current close price: 3353.00. Current Portfolio Value: 99692.61\n",
"[2024-07-30 10:00:00] Strategy processing Bar. Current close price: 3341.00. Current Portfolio Value: 99680.61\n",
"[2024-07-30 11:00:00] Strategy processing Bar. Current close price: 3331.00. Current Portfolio Value: 99670.61\n",
"[2024-07-30 13:00:00] Strategy processing Bar. Current close price: 3326.00. Current Portfolio Value: 99665.61\n",
"[2024-07-30 14:00:00] Strategy processing Bar. Current close price: 3301.00. Current Portfolio Value: 99640.61\n",
"[2024-07-30 21:00:00] Strategy processing Bar. Current close price: 3280.00. Current Portfolio Value: 99619.61\n",
"[2024-07-30 22:00:00] Strategy processing Bar. Current close price: 3327.00. Current Portfolio Value: 99666.61\n",
"[2024-07-31 09:00:00] Strategy processing Bar. Current close price: 3337.00. Current Portfolio Value: 99676.61\n",
"[2024-07-31 10:00:00] Strategy processing Bar. Current close price: 3349.00. Current Portfolio Value: 99688.61\n",
"[2024-07-31 11:00:00] Strategy processing Bar. Current close price: 3340.00. Current Portfolio Value: 99679.61\n",
"[2024-07-31 13:00:00] Strategy processing Bar. Current close price: 3330.00. Current Portfolio Value: 99669.61\n",
"[2024-07-31 14:00:00] Strategy processing Bar. Current close price: 3326.00. Current Portfolio Value: 99665.61\n",
"[2024-07-31 21:00:00] Strategy processing Bar. Current close price: 3366.00. Current Portfolio Value: 99705.61\n",
"[2024-07-31 22:00:00] Strategy processing Bar. Current close price: 3367.00. Current Portfolio Value: 99706.61\n",
"[2024-08-01 09:00:00] Strategy processing Bar. Current close price: 3355.00. Current Portfolio Value: 99694.61\n",
"[2024-08-01 10:00:00] Strategy processing Bar. Current close price: 3345.00. Current Portfolio Value: 99684.61\n",
"[2024-08-01 11:00:00] Strategy processing Bar. Current close price: 3341.00. Current Portfolio Value: 99680.61\n",
"[2024-08-01 13:00:00] Strategy processing Bar. Current close price: 3348.00. Current Portfolio Value: 99687.61\n",
"[2024-08-01 14:00:00] Strategy processing Bar. Current close price: 3355.00. Current Portfolio Value: 99694.61\n",
"[2024-08-01 21:00:00] Strategy processing Bar. Current close price: 3357.00. Current Portfolio Value: 99696.61\n",
"[2024-08-01 22:00:00] Strategy processing Bar. Current close price: 3343.00. Current Portfolio Value: 99682.61\n",
"[2024-08-02 09:00:00] Strategy processing Bar. Current close price: 3348.00. Current Portfolio Value: 99687.61\n",
"[2024-08-02 10:00:00] Strategy processing Bar. Current close price: 3346.00. Current Portfolio Value: 99685.61\n",
"[2024-08-02 11:00:00] Strategy processing Bar. Current close price: 3358.00. Current Portfolio Value: 99697.61\n",
"[2024-08-02 13:00:00] Strategy processing Bar. Current close price: 3365.00. Current Portfolio Value: 99704.61\n",
"[2024-08-02 14:00:00] Strategy processing Bar. Current close price: 3379.00. Current Portfolio Value: 99718.61\n",
"[2024-08-02 21:00:00] Strategy processing Bar. Current close price: 3373.00. Current Portfolio Value: 99712.61\n",
"[2024-08-02 22:00:00] Strategy processing Bar. Current close price: 3350.00. Current Portfolio Value: 99689.61\n",
"[2024-08-05 09:00:00] Strategy processing Bar. Current close price: 3359.00. Current Portfolio Value: 99698.61\n",
"[2024-08-05 10:00:00] Strategy processing Bar. Current close price: 3365.00. Current Portfolio Value: 99704.61\n",
"[2024-08-05 11:00:00] Strategy processing Bar. Current close price: 3394.00. Current Portfolio Value: 99733.61\n",
"[2024-08-05 13:00:00] Strategy processing Bar. Current close price: 3366.00. Current Portfolio Value: 99705.61\n",
"[2024-08-05 14:00:00] Strategy processing Bar. Current close price: 3367.00. Current Portfolio Value: 99706.61\n",
"[2024-08-05 21:00:00] Strategy processing Bar. Current close price: 3367.00. Current Portfolio Value: 99706.61\n",
"[2024-08-05 22:00:00] Strategy processing Bar. Current close price: 3359.00. Current Portfolio Value: 99698.61\n",
"[2024-08-06 09:00:00] Strategy processing Bar. Current close price: 3359.00. Current Portfolio Value: 99698.61\n",
"[2024-08-06 10:00:00] Strategy processing Bar. Current close price: 3341.00. Current Portfolio Value: 99680.61\n",
"[2024-08-06 11:00:00] Strategy processing Bar. Current close price: 3322.00. Current Portfolio Value: 99661.61\n",
"[2024-08-06 13:00:00] Strategy processing Bar. Current close price: 3306.00. Current Portfolio Value: 99645.61\n",
"[2024-08-06 14:00:00] Strategy processing Bar. Current close price: 3306.00. Current Portfolio Value: 99645.61\n",
"[2024-08-06 21:00:00] Strategy processing Bar. Current close price: 3308.00. Current Portfolio Value: 99647.61\n",
"[2024-08-06 22:00:00] Strategy processing Bar. Current close price: 3322.00. Current Portfolio Value: 99661.61\n",
"[2024-08-07 09:00:00] Strategy processing Bar. Current close price: 3333.00. Current Portfolio Value: 99672.61\n",
"[2024-08-07 10:00:00] Strategy processing Bar. Current close price: 3325.00. Current Portfolio Value: 99664.61\n",
"[2024-08-07 11:00:00] Strategy processing Bar. Current close price: 3314.00. Current Portfolio Value: 99653.61\n",
"[2024-08-07 13:00:00] Strategy processing Bar. Current close price: 3305.00. Current Portfolio Value: 99644.61\n",
"[2024-08-07 14:00:00] Strategy processing Bar. Current close price: 3304.00. Current Portfolio Value: 99643.61\n",
"[2024-08-07 21:00:00] Strategy processing Bar. Current close price: 3313.00. Current Portfolio Value: 99652.61\n",
"[2024-08-07 22:00:00] Strategy processing Bar. Current close price: 3317.00. Current Portfolio Value: 99656.61\n",
"[2024-08-08 09:00:00] Strategy processing Bar. Current close price: 3289.00. Current Portfolio Value: 99628.61\n",
"[2024-08-08 10:00:00] Strategy processing Bar. Current close price: 3287.00. Current Portfolio Value: 99626.61\n",
"[2024-08-08 11:00:00] Strategy processing Bar. Current close price: 3278.00. Current Portfolio Value: 99617.61\n",
"[2024-08-08 13:00:00] Strategy processing Bar. Current close price: 3265.00. Current Portfolio Value: 99604.61\n",
"[2024-08-08 14:00:00] Strategy processing Bar. Current close price: 3254.00. Current Portfolio Value: 99593.61\n",
"[2024-08-08 21:00:00] Strategy processing Bar. Current close price: 3275.00. Current Portfolio Value: 99614.61\n",
"[2024-08-08 22:00:00] Strategy processing Bar. Current close price: 3259.00. Current Portfolio Value: 99598.61\n",
"[2024-08-09 09:00:00] Strategy processing Bar. Current close price: 3280.00. Current Portfolio Value: 99619.61\n",
"[2024-08-09 10:00:00] Strategy processing Bar. Current close price: 3304.00. Current Portfolio Value: 99643.61\n",
"[2024-08-09 11:00:00] Strategy processing Bar. Current close price: 3309.00. Current Portfolio Value: 99648.61\n",
"[2024-08-09 13:00:00] Strategy processing Bar. Current close price: 3302.00. Current Portfolio Value: 99641.61\n",
"[2024-08-09 14:00:00] Strategy processing Bar. Current close price: 3277.00. Current Portfolio Value: 99616.61\n",
"[2024-08-09 21:00:00] Strategy processing Bar. Current close price: 3262.00. Current Portfolio Value: 99601.61\n",
"[2024-08-09 22:00:00] Strategy processing Bar. Current close price: 3227.00. Current Portfolio Value: 99566.61\n",
"[2024-08-12 09:00:00] Strategy processing Bar. Current close price: 3211.00. Current Portfolio Value: 99550.61\n",
"[2024-08-12 10:00:00] Strategy processing Bar. Current close price: 3222.00. Current Portfolio Value: 99561.61\n",
"[2024-08-12 11:00:00] Strategy processing Bar. Current close price: 3226.00. Current Portfolio Value: 99565.61\n",
"[2024-08-12 13:00:00] Strategy processing Bar. Current close price: 3223.00. Current Portfolio Value: 99562.61\n",
"[2024-08-12 14:00:00] Strategy processing Bar. Current close price: 3222.00. Current Portfolio Value: 99561.61\n",
"[2024-08-12 21:00:00] Strategy processing Bar. Current close price: 3225.00. Current Portfolio Value: 99564.61\n",
"[2024-08-12 22:00:00] Strategy processing Bar. Current close price: 3222.00. Current Portfolio Value: 99561.61\n",
"[2024-08-13 09:00:00] Strategy processing Bar. Current close price: 3219.00. Current Portfolio Value: 99558.61\n",
"[2024-08-13 10:00:00] Strategy processing Bar. Current close price: 3199.00. Current Portfolio Value: 99538.61\n",
"[2024-08-13 11:00:00] Strategy processing Bar. Current close price: 3180.00. Current Portfolio Value: 99519.61\n",
"[2024-08-13 13:00:00] Strategy processing Bar. Current close price: 3166.00. Current Portfolio Value: 99505.61\n",
"[2024-08-13 14:00:00] Strategy processing Bar. Current close price: 3173.00. Current Portfolio Value: 99512.61\n",
"[2024-08-13 21:00:00] Strategy processing Bar. Current close price: 3161.00. Current Portfolio Value: 99500.61\n",
"[2024-08-13 22:00:00] Strategy processing Bar. Current close price: 3158.00. Current Portfolio Value: 99497.61\n",
"[2024-08-14 09:00:00] Strategy processing Bar. Current close price: 3152.00. Current Portfolio Value: 99491.61\n",
"[2024-08-14 10:00:00] Strategy processing Bar. Current close price: 3135.00. Current Portfolio Value: 99474.61\n",
"[2024-08-14 11:00:00] Strategy processing Bar. Current close price: 3122.00. Current Portfolio Value: 99461.61\n",
"[2024-08-14 13:00:00] Strategy processing Bar. Current close price: 3104.00. Current Portfolio Value: 99443.61\n",
"[2024-08-14 14:00:00] Strategy processing Bar. Current close price: 3099.00. Current Portfolio Value: 99438.61\n",
"[2024-08-14 21:00:00] Strategy processing Bar. Current close price: 3099.00. Current Portfolio Value: 99438.61\n",
"[2024-08-14 22:00:00] Strategy processing Bar. Current close price: 3094.00. Current Portfolio Value: 99433.61\n",
"[2024-08-15 09:00:00] Strategy processing Bar. Current close price: 3096.00. Current Portfolio Value: 99435.61\n",
"[2024-08-15 10:00:00] Strategy processing Bar. Current close price: 3116.00. Current Portfolio Value: 99455.61\n",
"[2024-08-15 11:00:00] Strategy processing Bar. Current close price: 3096.00. Current Portfolio Value: 99435.61\n",
"[2024-08-15 13:00:00] Strategy processing Bar. Current close price: 3088.00. Current Portfolio Value: 99427.61\n",
"[2024-08-15 14:00:00] Strategy processing Bar. Current close price: 3119.00. Current Portfolio Value: 99458.61\n",
"[2024-08-15 21:00:00] Strategy processing Bar. Current close price: 3122.00. Current Portfolio Value: 99461.61\n",
"[2024-08-15 22:00:00] Strategy processing Bar. Current close price: 3127.00. Current Portfolio Value: 99466.61\n",
"[2024-08-16 09:00:00] Strategy processing Bar. Current close price: 3138.00. Current Portfolio Value: 99477.61\n",
"[2024-08-16 10:00:00] Strategy processing Bar. Current close price: 3107.00. Current Portfolio Value: 99446.61\n",
"[2024-08-16 11:00:00] Strategy processing Bar. Current close price: 3095.00. Current Portfolio Value: 99434.61\n",
"[2024-08-16 13:00:00] Strategy processing Bar. Current close price: 3089.00. Current Portfolio Value: 99428.61\n",
"[2024-08-16 14:00:00] Strategy processing Bar. Current close price: 3078.00. Current Portfolio Value: 99417.61\n",
"[2024-08-16 21:00:00] Strategy processing Bar. Current close price: 3083.00. Current Portfolio Value: 99422.61\n",
"[2024-08-16 22:00:00] Strategy processing Bar. Current close price: 3115.00. Current Portfolio Value: 99454.61\n",
"[2024-08-19 09:00:00] Strategy processing Bar. Current close price: 3128.00. Current Portfolio Value: 99467.61\n",
"[2024-08-19 10:00:00] Strategy processing Bar. Current close price: 3112.00. Current Portfolio Value: 99451.61\n",
"[2024-08-19 11:00:00] Strategy processing Bar. Current close price: 3109.00. Current Portfolio Value: 99448.61\n",
"[2024-08-19 13:00:00] Strategy processing Bar. Current close price: 3121.00. Current Portfolio Value: 99460.61\n",
"[2024-08-19 14:00:00] Strategy processing Bar. Current close price: 3156.00. Current Portfolio Value: 99495.61\n",
"[2024-08-19 21:00:00] Strategy processing Bar. Current close price: 3156.00. Current Portfolio Value: 99495.61\n",
"[2024-08-19 22:00:00] Strategy processing Bar. Current close price: 3153.00. Current Portfolio Value: 99492.61\n",
"[2024-08-20 09:00:00] Strategy processing Bar. Current close price: 3143.00. Current Portfolio Value: 99482.61\n",
"[2024-08-20 10:00:00] Strategy processing Bar. Current close price: 3151.00. Current Portfolio Value: 99490.61\n",
"[2024-08-20 11:00:00] Strategy processing Bar. Current close price: 3152.00. Current Portfolio Value: 99491.61\n",
"[2024-08-20 13:00:00] Strategy processing Bar. Current close price: 3165.00. Current Portfolio Value: 99504.61\n",
"[2024-08-20 14:00:00] Strategy processing Bar. Current close price: 3172.00. Current Portfolio Value: 99511.61\n",
"[2024-08-20 21:00:00] Strategy processing Bar. Current close price: 3184.00. Current Portfolio Value: 99523.61\n",
"[2024-08-20 22:00:00] Strategy processing Bar. Current close price: 3189.00. Current Portfolio Value: 99528.61\n",
"[2024-08-21 09:00:00] Strategy processing Bar. Current close price: 3182.00. Current Portfolio Value: 99521.61\n",
"[2024-08-21 10:00:00] Strategy processing Bar. Current close price: 3189.00. Current Portfolio Value: 99528.61\n",
"[2024-08-21 11:00:00] Strategy processing Bar. Current close price: 3208.00. Current Portfolio Value: 99547.61\n",
"[2024-08-21 13:00:00] Strategy processing Bar. Current close price: 3216.00. Current Portfolio Value: 99555.61\n",
"[2024-08-21 14:00:00] Strategy processing Bar. Current close price: 3235.00. Current Portfolio Value: 99574.61\n",
"[2024-08-21 21:00:00] Strategy processing Bar. Current close price: 3223.00. Current Portfolio Value: 99562.61\n",
"[2024-08-21 22:00:00] Strategy processing Bar. Current close price: 3210.00. Current Portfolio Value: 99549.61\n",
"[2024-08-22 09:00:00] Strategy processing Bar. Current close price: 3204.00. Current Portfolio Value: 99543.61\n",
"[2024-08-22 10:00:00] Strategy processing Bar. Current close price: 3218.00. Current Portfolio Value: 99557.61\n",
"[2024-08-22 11:00:00] Strategy processing Bar. Current close price: 3209.00. Current Portfolio Value: 99548.61\n",
"[2024-08-22 13:00:00] Strategy processing Bar. Current close price: 3190.00. Current Portfolio Value: 99529.61\n",
"[2024-08-22 14:00:00] Strategy processing Bar. Current close price: 3174.00. Current Portfolio Value: 99513.61\n",
"[2024-08-22 21:00:00] Strategy processing Bar. Current close price: 3184.00. Current Portfolio Value: 99523.61\n",
"[2024-08-22 22:00:00] Strategy processing Bar. Current close price: 3185.00. Current Portfolio Value: 99524.61\n",
"[2024-08-23 09:00:00] Strategy processing Bar. Current close price: 3176.00. Current Portfolio Value: 99515.61\n",
"[2024-08-23 10:00:00] Strategy processing Bar. Current close price: 3178.00. Current Portfolio Value: 99517.61\n",
"[2024-08-23 11:00:00] Strategy processing Bar. Current close price: 3188.00. Current Portfolio Value: 99527.61\n",
"[2024-08-23 13:00:00] Strategy processing Bar. Current close price: 3184.00. Current Portfolio Value: 99523.61\n",
"[2024-08-23 14:00:00] Strategy processing Bar. Current close price: 3154.00. Current Portfolio Value: 99493.61\n",
"[2024-08-23 21:00:00] Strategy processing Bar. Current close price: 3154.00. Current Portfolio Value: 99493.61\n",
"[2024-08-23 22:00:00] Strategy processing Bar. Current close price: 3203.00. Current Portfolio Value: 99542.61\n",
"[2024-08-26 09:00:00] Strategy processing Bar. Current close price: 3226.00. Current Portfolio Value: 99565.61\n",
"[2024-08-26 10:00:00] Strategy processing Bar. Current close price: 3223.00. Current Portfolio Value: 99562.61\n",
"[2024-08-26 11:00:00] Strategy processing Bar. Current close price: 3230.00. Current Portfolio Value: 99569.61\n",
"[2024-08-26 13:00:00] Strategy processing Bar. Current close price: 3259.00. Current Portfolio Value: 99598.61\n",
"[2024-08-26 14:00:00] Strategy processing Bar. Current close price: 3264.00. Current Portfolio Value: 99603.61\n",
"[2024-08-26 21:00:00] Strategy processing Bar. Current close price: 3249.00. Current Portfolio Value: 99588.61\n",
"[2024-08-26 22:00:00] Strategy processing Bar. Current close price: 3248.00. Current Portfolio Value: 99587.61\n",
"[2024-08-27 09:00:00] Strategy processing Bar. Current close price: 3251.00. Current Portfolio Value: 99590.61\n",
"[2024-08-27 10:00:00] Strategy processing Bar. Current close price: 3248.00. Current Portfolio Value: 99587.61\n",
"[2024-08-27 11:00:00] Strategy processing Bar. Current close price: 3262.00. Current Portfolio Value: 99601.61\n",
"[2024-08-27 13:00:00] Strategy processing Bar. Current close price: 3284.00. Current Portfolio Value: 99623.61\n",
"[2024-08-27 14:00:00] Strategy processing Bar. Current close price: 3249.00. Current Portfolio Value: 99588.61\n",
"[2024-08-27 21:00:00] Strategy processing Bar. Current close price: 3254.00. Current Portfolio Value: 99593.61\n",
"[2024-08-27 22:00:00] Strategy processing Bar. Current close price: 3263.00. Current Portfolio Value: 99602.61\n",
"[2024-08-28 09:00:00] Strategy processing Bar. Current close price: 3267.00. Current Portfolio Value: 99606.61\n",
"[2024-08-28 10:00:00] Strategy processing Bar. Current close price: 3258.00. Current Portfolio Value: 99597.61\n",
"[2024-08-28 11:00:00] Strategy processing Bar. Current close price: 3270.00. Current Portfolio Value: 99609.61\n",
"[2024-08-28 13:00:00] Strategy processing Bar. Current close price: 3269.00. Current Portfolio Value: 99608.61\n",
"[2024-08-28 14:00:00] Strategy processing Bar. Current close price: 3264.00. Current Portfolio Value: 99603.61\n",
"[2024-08-28 21:00:00] Strategy processing Bar. Current close price: 3266.00. Current Portfolio Value: 99605.61\n",
"[2024-08-28 22:00:00] Strategy processing Bar. Current close price: 3266.00. Current Portfolio Value: 99605.61\n",
"[2024-08-29 09:00:00] Strategy processing Bar. Current close price: 3258.00. Current Portfolio Value: 99597.61\n",
"[2024-08-29 10:00:00] Strategy processing Bar. Current close price: 3262.00. Current Portfolio Value: 99601.61\n",
"[2024-08-29 11:00:00] Strategy processing Bar. Current close price: 3275.00. Current Portfolio Value: 99614.61\n",
"[2024-08-29 13:00:00] Strategy processing Bar. Current close price: 3268.00. Current Portfolio Value: 99607.61\n",
"[2024-08-29 14:00:00] Strategy processing Bar. Current close price: 3259.00. Current Portfolio Value: 99598.61\n",
"[2024-08-29 21:00:00] Strategy processing Bar. Current close price: 3250.00. Current Portfolio Value: 99589.61\n",
"[2024-08-29 22:00:00] Strategy processing Bar. Current close price: 3247.00. Current Portfolio Value: 99586.61\n",
"[2024-08-30 09:00:00] Strategy processing Bar. Current close price: 3241.00. Current Portfolio Value: 99580.61\n",
"[2024-08-30 10:00:00] Strategy processing Bar. Current close price: 3246.00. Current Portfolio Value: 99585.61\n",
"[2024-08-30 11:00:00] Strategy processing Bar. Current close price: 3254.00. Current Portfolio Value: 99593.61\n",
"[2024-08-30 13:00:00] Strategy processing Bar. Current close price: 3255.00. Current Portfolio Value: 99594.61\n",
"[2024-08-30 14:00:00] Strategy processing Bar. Current close price: 3222.00. Current Portfolio Value: 99561.61\n",
"[2024-08-30 21:00:00] Strategy processing Bar. Current close price: 3234.00. Current Portfolio Value: 99573.61\n",
"Bar 对象流生成完毕。\n",
"\n",
"--- 回测片段结束,检查并平仓所有持仓 ---\n",
"[2024-08-30 21:00:00] 回测结束平仓: 平仓 rb2410 (1 手) @ 3234.00。\n",
"--- 回测结束 ---\n",
"总计处理了 586 根K线。\n",
"总计发生了 2 笔交易。\n",
"\n",
"--- 回测片段: rb2501 从 2024-09-01 00:00 到 2024-12-01 00:00 ---\n",
2025-06-19 15:28:26 +08:00
"数据加载成功: /mnt/d/PyProject/NewQuant/data/data/SHFE_rb2501/SHFE_rb2501_min60.csv\n",
"数据范围从 2024-08-30 14:00:00 到 2024-11-29 21:00:00\n",
"总计 404 条记录。\n",
"模拟器初始化:初始资金=100000.00, 滑点率=0.001, 佣金率=0.0002\n",
"策略初始化: SimpleLimitBuyStrategy参数: {'trade_volume': 1, 'limit_price_factor': 0.995, 'max_position': 10, 'symbol': 'rb2501'}\n",
2025-06-19 15:28:26 +08:00
"\n",
"--- 回测引擎初始化完成 ---\n",
" 策略: SimpleLimitBuyStrategy\n",
" 初始资金: 100000.00\n",
"ExecutionSimulator: 重置状态。\n",
"\n",
"--- 回测开始 ---\n",
"SimpleLimitBuyStrategy 策略初始化回调被调用。\n",
"开始将 DataFrame 转换为 Bar 对象流...\n",
"[2024-08-30 14:00:00] Strategy processing Bar. Current close price: 3287.00. Current Portfolio Value: 99569.73\n",
"[2024-08-30 14:00:00] 策略: 发送并立即成交限价买单 1 股 @ 3290.29 (订单ID: rb2501_BUY_20240830140000_0)\n",
"[2024-08-30 21:00:00] Strategy processing Bar. Current close price: 3295.00. Current Portfolio Value: 99573.79\n",
"[2024-08-30 22:00:00] Strategy processing Bar. Current close price: 3279.00. Current Portfolio Value: 99557.79\n",
"[2024-09-02 09:00:00] Strategy processing Bar. Current close price: 3245.00. Current Portfolio Value: 99523.79\n",
"[2024-09-02 10:00:00] Strategy processing Bar. Current close price: 3226.00. Current Portfolio Value: 99504.79\n",
"[2024-09-02 11:00:00] Strategy processing Bar. Current close price: 3236.00. Current Portfolio Value: 99514.79\n",
"[2024-09-02 13:00:00] Strategy processing Bar. Current close price: 3228.00. Current Portfolio Value: 99506.79\n",
"[2024-09-02 14:00:00] Strategy processing Bar. Current close price: 3223.00. Current Portfolio Value: 99501.79\n",
"[2024-09-02 21:00:00] Strategy processing Bar. Current close price: 3232.00. Current Portfolio Value: 99510.79\n",
"[2024-09-02 22:00:00] Strategy processing Bar. Current close price: 3230.00. Current Portfolio Value: 99508.79\n",
"[2024-09-03 09:00:00] Strategy processing Bar. Current close price: 3222.00. Current Portfolio Value: 99500.79\n",
"[2024-09-03 10:00:00] Strategy processing Bar. Current close price: 3208.00. Current Portfolio Value: 99486.79\n",
"[2024-09-03 11:00:00] Strategy processing Bar. Current close price: 3179.00. Current Portfolio Value: 99457.79\n",
"[2024-09-03 13:00:00] Strategy processing Bar. Current close price: 3174.00. Current Portfolio Value: 99452.79\n",
"[2024-09-03 14:00:00] Strategy processing Bar. Current close price: 3149.00. Current Portfolio Value: 99427.79\n",
"[2024-09-03 21:00:00] Strategy processing Bar. Current close price: 3129.00. Current Portfolio Value: 99407.79\n",
"[2024-09-03 22:00:00] Strategy processing Bar. Current close price: 3137.00. Current Portfolio Value: 99415.79\n",
"[2024-09-04 09:00:00] Strategy processing Bar. Current close price: 3138.00. Current Portfolio Value: 99416.79\n",
"[2024-09-04 10:00:00] Strategy processing Bar. Current close price: 3143.00. Current Portfolio Value: 99421.79\n",
"[2024-09-04 11:00:00] Strategy processing Bar. Current close price: 3135.00. Current Portfolio Value: 99413.79\n",
"[2024-09-04 13:00:00] Strategy processing Bar. Current close price: 3115.00. Current Portfolio Value: 99393.79\n",
"[2024-09-04 14:00:00] Strategy processing Bar. Current close price: 3109.00. Current Portfolio Value: 99387.79\n",
"[2024-09-04 21:00:00] Strategy processing Bar. Current close price: 3126.00. Current Portfolio Value: 99404.79\n",
"[2024-09-04 22:00:00] Strategy processing Bar. Current close price: 3127.00. Current Portfolio Value: 99405.79\n",
"[2024-09-05 09:00:00] Strategy processing Bar. Current close price: 3097.00. Current Portfolio Value: 99375.79\n",
"[2024-09-05 10:00:00] Strategy processing Bar. Current close price: 3115.00. Current Portfolio Value: 99393.79\n",
"[2024-09-05 11:00:00] Strategy processing Bar. Current close price: 3101.00. Current Portfolio Value: 99379.79\n",
"[2024-09-05 13:00:00] Strategy processing Bar. Current close price: 3091.00. Current Portfolio Value: 99369.79\n",
"[2024-09-05 14:00:00] Strategy processing Bar. Current close price: 3083.00. Current Portfolio Value: 99361.79\n",
"[2024-09-05 21:00:00] Strategy processing Bar. Current close price: 3104.00. Current Portfolio Value: 99382.79\n",
"[2024-09-05 22:00:00] Strategy processing Bar. Current close price: 3099.00. Current Portfolio Value: 99377.79\n",
"[2024-09-06 09:00:00] Strategy processing Bar. Current close price: 3069.00. Current Portfolio Value: 99347.79\n",
"[2024-09-06 10:00:00] Strategy processing Bar. Current close price: 3040.00. Current Portfolio Value: 99318.79\n",
"[2024-09-06 11:00:00] Strategy processing Bar. Current close price: 3025.00. Current Portfolio Value: 99303.79\n",
"[2024-09-06 13:00:00] Strategy processing Bar. Current close price: 3046.00. Current Portfolio Value: 99324.79\n",
"[2024-09-06 14:00:00] Strategy processing Bar. Current close price: 3051.00. Current Portfolio Value: 99329.79\n",
"[2024-09-06 21:00:00] Strategy processing Bar. Current close price: 3025.00. Current Portfolio Value: 99303.79\n",
"[2024-09-06 22:00:00] Strategy processing Bar. Current close price: 3011.00. Current Portfolio Value: 99289.79\n",
"[2024-09-09 09:00:00] Strategy processing Bar. Current close price: 3014.00. Current Portfolio Value: 99292.79\n",
"[2024-09-09 10:00:00] Strategy processing Bar. Current close price: 3029.00. Current Portfolio Value: 99307.79\n",
"[2024-09-09 11:00:00] Strategy processing Bar. Current close price: 3029.00. Current Portfolio Value: 99307.79\n",
"[2024-09-09 13:00:00] Strategy processing Bar. Current close price: 3042.00. Current Portfolio Value: 99320.79\n",
"[2024-09-09 14:00:00] Strategy processing Bar. Current close price: 3078.00. Current Portfolio Value: 99356.79\n",
"[2024-09-09 21:00:00] Strategy processing Bar. Current close price: 3086.00. Current Portfolio Value: 99364.79\n",
"[2024-09-09 22:00:00] Strategy processing Bar. Current close price: 3088.00. Current Portfolio Value: 99366.79\n",
"[2024-09-10 09:00:00] Strategy processing Bar. Current close price: 3077.00. Current Portfolio Value: 99355.79\n",
"[2024-09-10 10:00:00] Strategy processing Bar. Current close price: 3077.00. Current Portfolio Value: 99355.79\n",
"[2024-09-10 11:00:00] Strategy processing Bar. Current close price: 3081.00. Current Portfolio Value: 99359.79\n",
"[2024-09-10 13:00:00] Strategy processing Bar. Current close price: 3088.00. Current Portfolio Value: 99366.79\n",
"[2024-09-10 14:00:00] Strategy processing Bar. Current close price: 3080.00. Current Portfolio Value: 99358.79\n",
"[2024-09-10 21:00:00] Strategy processing Bar. Current close price: 3045.00. Current Portfolio Value: 99323.79\n",
"[2024-09-10 22:00:00] Strategy processing Bar. Current close price: 3079.00. Current Portfolio Value: 99357.79\n",
"[2024-09-11 09:00:00] Strategy processing Bar. Current close price: 3101.00. Current Portfolio Value: 99379.79\n",
"[2024-09-11 10:00:00] Strategy processing Bar. Current close price: 3094.00. Current Portfolio Value: 99372.79\n",
"[2024-09-11 11:00:00] Strategy processing Bar. Current close price: 3110.00. Current Portfolio Value: 99388.79\n",
"[2024-09-11 13:00:00] Strategy processing Bar. Current close price: 3118.00. Current Portfolio Value: 99396.79\n",
"[2024-09-11 14:00:00] Strategy processing Bar. Current close price: 3137.00. Current Portfolio Value: 99415.79\n",
"[2024-09-11 21:00:00] Strategy processing Bar. Current close price: 3142.00. Current Portfolio Value: 99420.79\n",
"[2024-09-11 22:00:00] Strategy processing Bar. Current close price: 3133.00. Current Portfolio Value: 99411.79\n",
"[2024-09-12 09:00:00] Strategy processing Bar. Current close price: 3152.00. Current Portfolio Value: 99430.79\n",
"[2024-09-12 10:00:00] Strategy processing Bar. Current close price: 3150.00. Current Portfolio Value: 99428.79\n",
"[2024-09-12 11:00:00] Strategy processing Bar. Current close price: 3174.00. Current Portfolio Value: 99452.79\n",
"[2024-09-12 13:00:00] Strategy processing Bar. Current close price: 3190.00. Current Portfolio Value: 99468.79\n",
"[2024-09-12 14:00:00] Strategy processing Bar. Current close price: 3185.00. Current Portfolio Value: 99463.79\n",
"[2024-09-12 21:00:00] Strategy processing Bar. Current close price: 3188.00. Current Portfolio Value: 99466.79\n",
"[2024-09-12 22:00:00] Strategy processing Bar. Current close price: 3196.00. Current Portfolio Value: 99474.79\n",
"[2024-09-13 09:00:00] Strategy processing Bar. Current close price: 3212.00. Current Portfolio Value: 99490.79\n",
"[2024-09-13 10:00:00] Strategy processing Bar. Current close price: 3210.00. Current Portfolio Value: 99488.79\n",
"[2024-09-13 11:00:00] Strategy processing Bar. Current close price: 3193.00. Current Portfolio Value: 99471.79\n",
"[2024-09-13 13:00:00] Strategy processing Bar. Current close price: 3190.00. Current Portfolio Value: 99468.79\n",
"[2024-09-13 14:00:00] Strategy processing Bar. Current close price: 3190.00. Current Portfolio Value: 99468.79\n",
"[2024-09-18 09:00:00] Strategy processing Bar. Current close price: 3177.00. Current Portfolio Value: 99455.79\n",
"[2024-09-18 10:00:00] Strategy processing Bar. Current close price: 3172.00. Current Portfolio Value: 99450.79\n",
"[2024-09-18 11:00:00] Strategy processing Bar. Current close price: 3157.00. Current Portfolio Value: 99435.79\n",
"[2024-09-18 13:00:00] Strategy processing Bar. Current close price: 3151.00. Current Portfolio Value: 99429.79\n",
"[2024-09-18 14:00:00] Strategy processing Bar. Current close price: 3150.00. Current Portfolio Value: 99428.79\n",
"[2024-09-18 21:00:00] Strategy processing Bar. Current close price: 3163.00. Current Portfolio Value: 99441.79\n",
"[2024-09-18 22:00:00] Strategy processing Bar. Current close price: 3169.00. Current Portfolio Value: 99447.79\n",
"[2024-09-19 09:00:00] Strategy processing Bar. Current close price: 3162.00. Current Portfolio Value: 99440.79\n",
"[2024-09-19 10:00:00] Strategy processing Bar. Current close price: 3192.00. Current Portfolio Value: 99470.79\n",
"[2024-09-19 11:00:00] Strategy processing Bar. Current close price: 3195.00. Current Portfolio Value: 99473.79\n",
"[2024-09-19 13:00:00] Strategy processing Bar. Current close price: 3194.00. Current Portfolio Value: 99472.79\n",
"[2024-09-19 14:00:00] Strategy processing Bar. Current close price: 3206.00. Current Portfolio Value: 99484.79\n",
"[2024-09-19 21:00:00] Strategy processing Bar. Current close price: 3220.00. Current Portfolio Value: 99498.79\n",
"[2024-09-19 22:00:00] Strategy processing Bar. Current close price: 3230.00. Current Portfolio Value: 99508.79\n",
"[2024-09-20 09:00:00] Strategy processing Bar. Current close price: 3191.00. Current Portfolio Value: 99469.79\n",
"[2024-09-20 10:00:00] Strategy processing Bar. Current close price: 3190.00. Current Portfolio Value: 99468.79\n",
"[2024-09-20 11:00:00] Strategy processing Bar. Current close price: 3183.00. Current Portfolio Value: 99461.79\n",
"[2024-09-20 13:00:00] Strategy processing Bar. Current close price: 3171.00. Current Portfolio Value: 99449.79\n",
"[2024-09-20 14:00:00] Strategy processing Bar. Current close price: 3165.00. Current Portfolio Value: 99443.79\n",
"[2024-09-20 21:00:00] Strategy processing Bar. Current close price: 3150.00. Current Portfolio Value: 99428.79\n",
"[2024-09-20 22:00:00] Strategy processing Bar. Current close price: 3109.00. Current Portfolio Value: 99387.79\n",
"[2024-09-23 09:00:00] Strategy processing Bar. Current close price: 3114.00. Current Portfolio Value: 99392.79\n",
"[2024-09-23 10:00:00] Strategy processing Bar. Current close price: 3106.00. Current Portfolio Value: 99384.79\n",
"[2024-09-23 11:00:00] Strategy processing Bar. Current close price: 3108.00. Current Portfolio Value: 99386.79\n",
"[2024-09-23 13:00:00] Strategy processing Bar. Current close price: 3096.00. Current Portfolio Value: 99374.79\n",
"[2024-09-23 14:00:00] Strategy processing Bar. Current close price: 3087.00. Current Portfolio Value: 99365.79\n",
"[2024-09-23 21:00:00] Strategy processing Bar. Current close price: 3104.00. Current Portfolio Value: 99382.79\n",
"[2024-09-23 22:00:00] Strategy processing Bar. Current close price: 3098.00. Current Portfolio Value: 99376.79\n",
"[2024-09-24 09:00:00] Strategy processing Bar. Current close price: 3136.00. Current Portfolio Value: 99414.79\n",
"[2024-09-24 10:00:00] Strategy processing Bar. Current close price: 3155.00. Current Portfolio Value: 99433.79\n",
"[2024-09-24 11:00:00] Strategy processing Bar. Current close price: 3171.00. Current Portfolio Value: 99449.79\n",
"[2024-09-24 13:00:00] Strategy processing Bar. Current close price: 3181.00. Current Portfolio Value: 99459.79\n",
"[2024-09-24 14:00:00] Strategy processing Bar. Current close price: 3217.00. Current Portfolio Value: 99495.79\n",
"[2024-09-24 21:00:00] Strategy processing Bar. Current close price: 3246.00. Current Portfolio Value: 99524.79\n",
"[2024-09-24 22:00:00] Strategy processing Bar. Current close price: 3250.00. Current Portfolio Value: 99528.79\n",
"[2024-09-25 09:00:00] Strategy processing Bar. Current close price: 3266.00. Current Portfolio Value: 99544.79\n",
"[2024-09-25 10:00:00] Strategy processing Bar. Current close price: 3267.00. Current Portfolio Value: 99545.79\n",
"[2024-09-25 11:00:00] Strategy processing Bar. Current close price: 3258.00. Current Portfolio Value: 99536.79\n",
"[2024-09-25 13:00:00] Strategy processing Bar. Current close price: 3231.00. Current Portfolio Value: 99509.79\n",
"[2024-09-25 14:00:00] Strategy processing Bar. Current close price: 3225.00. Current Portfolio Value: 99503.79\n",
"[2024-09-25 21:00:00] Strategy processing Bar. Current close price: 3250.00. Current Portfolio Value: 99528.79\n",
"[2024-09-25 22:00:00] Strategy processing Bar. Current close price: 3247.00. Current Portfolio Value: 99525.79\n",
"[2024-09-26 09:00:00] Strategy processing Bar. Current close price: 3255.00. Current Portfolio Value: 99533.79\n",
"[2024-09-26 10:00:00] Strategy processing Bar. Current close price: 3249.00. Current Portfolio Value: 99527.79\n",
"[2024-09-26 11:00:00] Strategy processing Bar. Current close price: 3254.00. Current Portfolio Value: 99532.79\n",
"[2024-09-26 13:00:00] Strategy processing Bar. Current close price: 3277.00. Current Portfolio Value: 99555.79\n",
"[2024-09-26 14:00:00] Strategy processing Bar. Current close price: 3281.00. Current Portfolio Value: 99559.79\n",
"[2024-09-26 21:00:00] Strategy processing Bar. Current close price: 3307.00. Current Portfolio Value: 99585.79\n",
"[2024-09-26 22:00:00] Strategy processing Bar. Current close price: 3319.00. Current Portfolio Value: 99597.79\n",
"[2024-09-27 09:00:00] Strategy processing Bar. Current close price: 3319.00. Current Portfolio Value: 99597.79\n",
"[2024-09-27 10:00:00] Strategy processing Bar. Current close price: 3328.00. Current Portfolio Value: 99606.79\n",
"[2024-09-27 11:00:00] Strategy processing Bar. Current close price: 3345.00. Current Portfolio Value: 99623.79\n",
"[2024-09-27 13:00:00] Strategy processing Bar. Current close price: 3314.00. Current Portfolio Value: 99592.79\n",
"[2024-09-27 14:00:00] Strategy processing Bar. Current close price: 3341.00. Current Portfolio Value: 99619.79\n",
"[2024-09-27 21:00:00] Strategy processing Bar. Current close price: 3373.00. Current Portfolio Value: 99651.79\n",
"[2024-09-27 22:00:00] Strategy processing Bar. Current close price: 3401.00. Current Portfolio Value: 99679.79\n",
"[2024-09-30 09:00:00] Strategy processing Bar. Current close price: 3535.00. Current Portfolio Value: 99813.79\n",
"[2024-09-30 10:00:00] Strategy processing Bar. Current close price: 3546.00. Current Portfolio Value: 99824.79\n",
"[2024-09-30 11:00:00] Strategy processing Bar. Current close price: 3551.00. Current Portfolio Value: 99829.79\n",
"[2024-09-30 13:00:00] Strategy processing Bar. Current close price: 3551.00. Current Portfolio Value: 99829.79\n",
"[2024-09-30 14:00:00] Strategy processing Bar. Current close price: 3551.00. Current Portfolio Value: 99829.79\n",
"[2024-10-08 09:00:00] Strategy processing Bar. Current close price: 3642.00. Current Portfolio Value: 99920.79\n",
"[2024-10-08 10:00:00] Strategy processing Bar. Current close price: 3541.00. Current Portfolio Value: 99819.79\n",
"[2024-10-08 11:00:00] Strategy processing Bar. Current close price: 3529.00. Current Portfolio Value: 99807.79\n",
"[2024-10-08 13:00:00] Strategy processing Bar. Current close price: 3479.00. Current Portfolio Value: 99757.79\n",
"[2024-10-08 14:00:00] Strategy processing Bar. Current close price: 3486.00. Current Portfolio Value: 99764.79\n",
"[2024-10-08 21:00:00] Strategy processing Bar. Current close price: 3498.00. Current Portfolio Value: 99776.79\n",
"[2024-10-08 22:00:00] Strategy processing Bar. Current close price: 3497.00. Current Portfolio Value: 99775.79\n",
"[2024-10-09 09:00:00] Strategy processing Bar. Current close price: 3502.00. Current Portfolio Value: 99780.79\n",
"[2024-10-09 10:00:00] Strategy processing Bar. Current close price: 3495.00. Current Portfolio Value: 99773.79\n",
"[2024-10-09 11:00:00] Strategy processing Bar. Current close price: 3493.00. Current Portfolio Value: 99771.79\n",
"[2024-10-09 13:00:00] Strategy processing Bar. Current close price: 3521.00. Current Portfolio Value: 99799.79\n",
"[2024-10-09 14:00:00] Strategy processing Bar. Current close price: 3466.00. Current Portfolio Value: 99744.79\n",
"[2024-10-09 21:00:00] Strategy processing Bar. Current close price: 3444.00. Current Portfolio Value: 99722.79\n",
"[2024-10-09 22:00:00] Strategy processing Bar. Current close price: 3469.00. Current Portfolio Value: 99747.79\n",
"[2024-10-10 09:00:00] Strategy processing Bar. Current close price: 3465.00. Current Portfolio Value: 99743.79\n",
"[2024-10-10 10:00:00] Strategy processing Bar. Current close price: 3485.00. Current Portfolio Value: 99763.79\n",
"[2024-10-10 11:00:00] Strategy processing Bar. Current close price: 3505.00. Current Portfolio Value: 99783.79\n",
"[2024-10-10 13:00:00] Strategy processing Bar. Current close price: 3480.00. Current Portfolio Value: 99758.79\n",
"[2024-10-10 14:00:00] Strategy processing Bar. Current close price: 3442.00. Current Portfolio Value: 99720.79\n",
"[2024-10-10 21:00:00] Strategy processing Bar. Current close price: 3471.00. Current Portfolio Value: 99749.79\n",
"[2024-10-10 22:00:00] Strategy processing Bar. Current close price: 3472.00. Current Portfolio Value: 99750.79\n",
"[2024-10-11 09:00:00] Strategy processing Bar. Current close price: 3469.00. Current Portfolio Value: 99747.79\n",
"[2024-10-11 10:00:00] Strategy processing Bar. Current close price: 3456.00. Current Portfolio Value: 99734.79\n",
"[2024-10-11 11:00:00] Strategy processing Bar. Current close price: 3450.00. Current Portfolio Value: 99728.79\n",
"[2024-10-11 13:00:00] Strategy processing Bar. Current close price: 3437.00. Current Portfolio Value: 99715.79\n",
"[2024-10-11 14:00:00] Strategy processing Bar. Current close price: 3468.00. Current Portfolio Value: 99746.79\n",
"[2024-10-11 21:00:00] Strategy processing Bar. Current close price: 3472.00. Current Portfolio Value: 99750.79\n",
"[2024-10-11 22:00:00] Strategy processing Bar. Current close price: 3520.00. Current Portfolio Value: 99798.79\n",
"[2024-10-14 09:00:00] Strategy processing Bar. Current close price: 3493.00. Current Portfolio Value: 99771.79\n",
"[2024-10-14 10:00:00] Strategy processing Bar. Current close price: 3502.00. Current Portfolio Value: 99780.79\n",
"[2024-10-14 11:00:00] Strategy processing Bar. Current close price: 3517.00. Current Portfolio Value: 99795.79\n",
"[2024-10-14 13:00:00] Strategy processing Bar. Current close price: 3517.00. Current Portfolio Value: 99795.79\n",
"[2024-10-14 14:00:00] Strategy processing Bar. Current close price: 3502.00. Current Portfolio Value: 99780.79\n",
"[2024-10-14 21:00:00] Strategy processing Bar. Current close price: 3503.00. Current Portfolio Value: 99781.79\n",
"[2024-10-14 22:00:00] Strategy processing Bar. Current close price: 3484.00. Current Portfolio Value: 99762.79\n",
"[2024-10-15 09:00:00] Strategy processing Bar. Current close price: 3484.00. Current Portfolio Value: 99762.79\n",
"[2024-10-15 10:00:00] Strategy processing Bar. Current close price: 3488.00. Current Portfolio Value: 99766.79\n",
"[2024-10-15 11:00:00] Strategy processing Bar. Current close price: 3507.00. Current Portfolio Value: 99785.79\n",
"[2024-10-15 13:00:00] Strategy processing Bar. Current close price: 3491.00. Current Portfolio Value: 99769.79\n",
"[2024-10-15 14:00:00] Strategy processing Bar. Current close price: 3467.00. Current Portfolio Value: 99745.79\n",
"[2024-10-15 21:00:00] Strategy processing Bar. Current close price: 3489.00. Current Portfolio Value: 99767.79\n",
"[2024-10-15 22:00:00] Strategy processing Bar. Current close price: 3481.00. Current Portfolio Value: 99759.79\n",
"[2024-10-16 09:00:00] Strategy processing Bar. Current close price: 3477.00. Current Portfolio Value: 99755.79\n",
"[2024-10-16 10:00:00] Strategy processing Bar. Current close price: 3475.00. Current Portfolio Value: 99753.79\n",
"[2024-10-16 11:00:00] Strategy processing Bar. Current close price: 3471.00. Current Portfolio Value: 99749.79\n",
"[2024-10-16 13:00:00] Strategy processing Bar. Current close price: 3468.00. Current Portfolio Value: 99746.79\n",
"[2024-10-16 14:00:00] Strategy processing Bar. Current close price: 3447.00. Current Portfolio Value: 99725.79\n",
"[2024-10-16 21:00:00] Strategy processing Bar. Current close price: 3459.00. Current Portfolio Value: 99737.79\n",
"[2024-10-16 22:00:00] Strategy processing Bar. Current close price: 3471.00. Current Portfolio Value: 99749.79\n",
"[2024-10-17 09:00:00] Strategy processing Bar. Current close price: 3463.00. Current Portfolio Value: 99741.79\n",
"[2024-10-17 10:00:00] Strategy processing Bar. Current close price: 3383.00. Current Portfolio Value: 99661.79\n",
"[2024-10-17 11:00:00] Strategy processing Bar. Current close price: 3354.00. Current Portfolio Value: 99632.79\n",
"[2024-10-17 13:00:00] Strategy processing Bar. Current close price: 3343.00. Current Portfolio Value: 99621.79\n",
"[2024-10-17 14:00:00] Strategy processing Bar. Current close price: 3300.00. Current Portfolio Value: 99578.79\n",
"[2024-10-17 21:00:00] Strategy processing Bar. Current close price: 3321.00. Current Portfolio Value: 99599.79\n",
"[2024-10-17 22:00:00] Strategy processing Bar. Current close price: 3291.00. Current Portfolio Value: 99569.79\n",
"[2024-10-18 09:00:00] Strategy processing Bar. Current close price: 3291.00. Current Portfolio Value: 99569.79\n",
"[2024-10-18 10:00:00] Strategy processing Bar. Current close price: 3309.00. Current Portfolio Value: 99587.79\n",
"[2024-10-18 11:00:00] Strategy processing Bar. Current close price: 3296.00. Current Portfolio Value: 99574.79\n",
"[2024-10-18 13:00:00] Strategy processing Bar. Current close price: 3344.00. Current Portfolio Value: 99622.79\n",
"[2024-10-18 14:00:00] Strategy processing Bar. Current close price: 3336.00. Current Portfolio Value: 99614.79\n",
"[2024-10-18 21:00:00] Strategy processing Bar. Current close price: 3358.00. Current Portfolio Value: 99636.79\n",
"[2024-10-18 22:00:00] Strategy processing Bar. Current close price: 3348.00. Current Portfolio Value: 99626.79\n",
"[2024-10-21 09:00:00] Strategy processing Bar. Current close price: 3348.00. Current Portfolio Value: 99626.79\n",
"[2024-10-21 10:00:00] Strategy processing Bar. Current close price: 3362.00. Current Portfolio Value: 99640.79\n",
"[2024-10-21 11:00:00] Strategy processing Bar. Current close price: 3366.00. Current Portfolio Value: 99644.79\n",
"[2024-10-21 13:00:00] Strategy processing Bar. Current close price: 3349.00. Current Portfolio Value: 99627.79\n",
"[2024-10-21 14:00:00] Strategy processing Bar. Current close price: 3358.00. Current Portfolio Value: 99636.79\n",
"[2024-10-21 21:00:00] Strategy processing Bar. Current close price: 3358.00. Current Portfolio Value: 99636.79\n",
"[2024-10-21 22:00:00] Strategy processing Bar. Current close price: 3326.00. Current Portfolio Value: 99604.79\n",
"[2024-10-22 09:00:00] Strategy processing Bar. Current close price: 3323.00. Current Portfolio Value: 99601.79\n",
"[2024-10-22 10:00:00] Strategy processing Bar. Current close price: 3308.00. Current Portfolio Value: 99586.79\n",
"[2024-10-22 11:00:00] Strategy processing Bar. Current close price: 3332.00. Current Portfolio Value: 99610.79\n",
"[2024-10-22 13:00:00] Strategy processing Bar. Current close price: 3327.00. Current Portfolio Value: 99605.79\n",
"[2024-10-22 14:00:00] Strategy processing Bar. Current close price: 3349.00. Current Portfolio Value: 99627.79\n",
"[2024-10-22 21:00:00] Strategy processing Bar. Current close price: 3339.00. Current Portfolio Value: 99617.79\n",
"[2024-10-22 22:00:00] Strategy processing Bar. Current close price: 3347.00. Current Portfolio Value: 99625.79\n",
"[2024-10-23 09:00:00] Strategy processing Bar. Current close price: 3338.00. Current Portfolio Value: 99616.79\n",
"[2024-10-23 10:00:00] Strategy processing Bar. Current close price: 3322.00. Current Portfolio Value: 99600.79\n",
"[2024-10-23 11:00:00] Strategy processing Bar. Current close price: 3334.00. Current Portfolio Value: 99612.79\n",
"[2024-10-23 13:00:00] Strategy processing Bar. Current close price: 3346.00. Current Portfolio Value: 99624.79\n",
"[2024-10-23 14:00:00] Strategy processing Bar. Current close price: 3316.00. Current Portfolio Value: 99594.79\n",
"[2024-10-23 21:00:00] Strategy processing Bar. Current close price: 3317.00. Current Portfolio Value: 99595.79\n",
"[2024-10-23 22:00:00] Strategy processing Bar. Current close price: 3321.00. Current Portfolio Value: 99599.79\n",
"[2024-10-24 09:00:00] Strategy processing Bar. Current close price: 3309.00. Current Portfolio Value: 99587.79\n",
"[2024-10-24 10:00:00] Strategy processing Bar. Current close price: 3309.00. Current Portfolio Value: 99587.79\n",
"[2024-10-24 11:00:00] Strategy processing Bar. Current close price: 3315.00. Current Portfolio Value: 99593.79\n",
"[2024-10-24 13:00:00] Strategy processing Bar. Current close price: 3296.00. Current Portfolio Value: 99574.79\n",
"[2024-10-24 14:00:00] Strategy processing Bar. Current close price: 3330.00. Current Portfolio Value: 99608.79\n",
"[2024-10-24 21:00:00] Strategy processing Bar. Current close price: 3364.00. Current Portfolio Value: 99642.79\n",
"[2024-10-24 22:00:00] Strategy processing Bar. Current close price: 3365.00. Current Portfolio Value: 99643.79\n",
"[2024-10-25 09:00:00] Strategy processing Bar. Current close price: 3350.00. Current Portfolio Value: 99628.79\n",
"[2024-10-25 10:00:00] Strategy processing Bar. Current close price: 3369.00. Current Portfolio Value: 99647.79\n",
"[2024-10-25 11:00:00] Strategy processing Bar. Current close price: 3373.00. Current Portfolio Value: 99651.79\n",
"[2024-10-25 13:00:00] Strategy processing Bar. Current close price: 3378.00. Current Portfolio Value: 99656.79\n",
"[2024-10-25 14:00:00] Strategy processing Bar. Current close price: 3376.00. Current Portfolio Value: 99654.79\n",
"[2024-10-25 21:00:00] Strategy processing Bar. Current close price: 3425.00. Current Portfolio Value: 99703.79\n",
"[2024-10-25 22:00:00] Strategy processing Bar. Current close price: 3442.00. Current Portfolio Value: 99720.79\n",
"[2024-10-28 09:00:00] Strategy processing Bar. Current close price: 3438.00. Current Portfolio Value: 99716.79\n",
"[2024-10-28 10:00:00] Strategy processing Bar. Current close price: 3466.00. Current Portfolio Value: 99744.79\n",
"[2024-10-28 11:00:00] Strategy processing Bar. Current close price: 3469.00. Current Portfolio Value: 99747.79\n",
"[2024-10-28 13:00:00] Strategy processing Bar. Current close price: 3467.00. Current Portfolio Value: 99745.79\n",
"[2024-10-28 14:00:00] Strategy processing Bar. Current close price: 3451.00. Current Portfolio Value: 99729.79\n",
"[2024-10-28 21:00:00] Strategy processing Bar. Current close price: 3458.00. Current Portfolio Value: 99736.79\n",
"[2024-10-28 22:00:00] Strategy processing Bar. Current close price: 3449.00. Current Portfolio Value: 99727.79\n",
"[2024-10-29 09:00:00] Strategy processing Bar. Current close price: 3440.00. Current Portfolio Value: 99718.79\n",
"[2024-10-29 10:00:00] Strategy processing Bar. Current close price: 3432.00. Current Portfolio Value: 99710.79\n",
"[2024-10-29 11:00:00] Strategy processing Bar. Current close price: 3416.00. Current Portfolio Value: 99694.79\n",
"[2024-10-29 13:00:00] Strategy processing Bar. Current close price: 3418.00. Current Portfolio Value: 99696.79\n",
"[2024-10-29 14:00:00] Strategy processing Bar. Current close price: 3422.00. Current Portfolio Value: 99700.79\n",
"[2024-10-29 21:00:00] Strategy processing Bar. Current close price: 3439.00. Current Portfolio Value: 99717.79\n",
"[2024-10-29 22:00:00] Strategy processing Bar. Current close price: 3448.00. Current Portfolio Value: 99726.79\n",
"[2024-10-30 09:00:00] Strategy processing Bar. Current close price: 3442.00. Current Portfolio Value: 99720.79\n",
"[2024-10-30 10:00:00] Strategy processing Bar. Current close price: 3435.00. Current Portfolio Value: 99713.79\n",
"[2024-10-30 11:00:00] Strategy processing Bar. Current close price: 3418.00. Current Portfolio Value: 99696.79\n",
"[2024-10-30 13:00:00] Strategy processing Bar. Current close price: 3421.00. Current Portfolio Value: 99699.79\n",
"[2024-10-30 14:00:00] Strategy processing Bar. Current close price: 3442.00. Current Portfolio Value: 99720.79\n",
"[2024-10-30 21:00:00] Strategy processing Bar. Current close price: 3434.00. Current Portfolio Value: 99712.79\n",
"[2024-10-30 22:00:00] Strategy processing Bar. Current close price: 3438.00. Current Portfolio Value: 99716.79\n",
"[2024-10-31 09:00:00] Strategy processing Bar. Current close price: 3435.00. Current Portfolio Value: 99713.79\n",
"[2024-10-31 10:00:00] Strategy processing Bar. Current close price: 3440.00. Current Portfolio Value: 99718.79\n",
"[2024-10-31 11:00:00] Strategy processing Bar. Current close price: 3432.00. Current Portfolio Value: 99710.79\n",
"[2024-10-31 13:00:00] Strategy processing Bar. Current close price: 3435.00. Current Portfolio Value: 99713.79\n",
"[2024-10-31 14:00:00] Strategy processing Bar. Current close price: 3427.00. Current Portfolio Value: 99705.79\n",
"[2024-10-31 21:00:00] Strategy processing Bar. Current close price: 3411.00. Current Portfolio Value: 99689.79\n",
"[2024-10-31 22:00:00] Strategy processing Bar. Current close price: 3378.00. Current Portfolio Value: 99656.79\n",
"[2024-11-01 09:00:00] Strategy processing Bar. Current close price: 3406.00. Current Portfolio Value: 99684.79\n",
"[2024-11-01 10:00:00] Strategy processing Bar. Current close price: 3395.00. Current Portfolio Value: 99673.79\n",
"[2024-11-01 11:00:00] Strategy processing Bar. Current close price: 3414.00. Current Portfolio Value: 99692.79\n",
"[2024-11-01 13:00:00] Strategy processing Bar. Current close price: 3405.00. Current Portfolio Value: 99683.79\n",
"[2024-11-01 14:00:00] Strategy processing Bar. Current close price: 3393.00. Current Portfolio Value: 99671.79\n",
"[2024-11-01 21:00:00] Strategy processing Bar. Current close price: 3399.00. Current Portfolio Value: 99677.79\n",
"[2024-11-01 22:00:00] Strategy processing Bar. Current close price: 3364.00. Current Portfolio Value: 99642.79\n",
"[2024-11-04 09:00:00] Strategy processing Bar. Current close price: 3361.00. Current Portfolio Value: 99639.79\n",
"[2024-11-04 10:00:00] Strategy processing Bar. Current close price: 3375.00. Current Portfolio Value: 99653.79\n",
"[2024-11-04 11:00:00] Strategy processing Bar. Current close price: 3403.00. Current Portfolio Value: 99681.79\n",
"[2024-11-04 13:00:00] Strategy processing Bar. Current close price: 3401.00. Current Portfolio Value: 99679.79\n",
"[2024-11-04 14:00:00] Strategy processing Bar. Current close price: 3425.00. Current Portfolio Value: 99703.79\n",
"[2024-11-04 21:00:00] Strategy processing Bar. Current close price: 3421.00. Current Portfolio Value: 99699.79\n",
"[2024-11-04 22:00:00] Strategy processing Bar. Current close price: 3420.00. Current Portfolio Value: 99698.79\n",
"[2024-11-05 09:00:00] Strategy processing Bar. Current close price: 3429.00. Current Portfolio Value: 99707.79\n",
"[2024-11-05 10:00:00] Strategy processing Bar. Current close price: 3439.00. Current Portfolio Value: 99717.79\n",
"[2024-11-05 11:00:00] Strategy processing Bar. Current close price: 3449.00. Current Portfolio Value: 99727.79\n",
"[2024-11-05 13:00:00] Strategy processing Bar. Current close price: 3445.00. Current Portfolio Value: 99723.79\n",
"[2024-11-05 14:00:00] Strategy processing Bar. Current close price: 3433.00. Current Portfolio Value: 99711.79\n",
"[2024-11-05 21:00:00] Strategy processing Bar. Current close price: 3426.00. Current Portfolio Value: 99704.79\n",
"[2024-11-05 22:00:00] Strategy processing Bar. Current close price: 3430.00. Current Portfolio Value: 99708.79\n",
"[2024-11-06 09:00:00] Strategy processing Bar. Current close price: 3417.00. Current Portfolio Value: 99695.79\n",
"[2024-11-06 10:00:00] Strategy processing Bar. Current close price: 3389.00. Current Portfolio Value: 99667.79\n",
"[2024-11-06 11:00:00] Strategy processing Bar. Current close price: 3380.00. Current Portfolio Value: 99658.79\n",
"[2024-11-06 13:00:00] Strategy processing Bar. Current close price: 3406.00. Current Portfolio Value: 99684.79\n",
"[2024-11-06 14:00:00] Strategy processing Bar. Current close price: 3392.00. Current Portfolio Value: 99670.79\n",
"[2024-11-06 21:00:00] Strategy processing Bar. Current close price: 3372.00. Current Portfolio Value: 99650.79\n",
"[2024-11-06 22:00:00] Strategy processing Bar. Current close price: 3379.00. Current Portfolio Value: 99657.79\n",
"[2024-11-07 09:00:00] Strategy processing Bar. Current close price: 3404.00. Current Portfolio Value: 99682.79\n",
"[2024-11-07 10:00:00] Strategy processing Bar. Current close price: 3411.00. Current Portfolio Value: 99689.79\n",
"[2024-11-07 11:00:00] Strategy processing Bar. Current close price: 3406.00. Current Portfolio Value: 99684.79\n",
"[2024-11-07 13:00:00] Strategy processing Bar. Current close price: 3417.00. Current Portfolio Value: 99695.79\n",
"[2024-11-07 14:00:00] Strategy processing Bar. Current close price: 3436.00. Current Portfolio Value: 99714.79\n",
"[2024-11-07 21:00:00] Strategy processing Bar. Current close price: 3436.00. Current Portfolio Value: 99714.79\n",
"[2024-11-07 22:00:00] Strategy processing Bar. Current close price: 3437.00. Current Portfolio Value: 99715.79\n",
"[2024-11-08 09:00:00] Strategy processing Bar. Current close price: 3436.00. Current Portfolio Value: 99714.79\n",
"[2024-11-08 10:00:00] Strategy processing Bar. Current close price: 3396.00. Current Portfolio Value: 99674.79\n",
"[2024-11-08 11:00:00] Strategy processing Bar. Current close price: 3374.00. Current Portfolio Value: 99652.79\n",
"[2024-11-08 13:00:00] Strategy processing Bar. Current close price: 3375.00. Current Portfolio Value: 99653.79\n",
"[2024-11-08 14:00:00] Strategy processing Bar. Current close price: 3367.00. Current Portfolio Value: 99645.79\n",
"[2024-11-08 21:00:00] Strategy processing Bar. Current close price: 3368.00. Current Portfolio Value: 99646.79\n",
"[2024-11-08 22:00:00] Strategy processing Bar. Current close price: 3343.00. Current Portfolio Value: 99621.79\n",
"[2024-11-11 09:00:00] Strategy processing Bar. Current close price: 3319.00. Current Portfolio Value: 99597.79\n",
"[2024-11-11 10:00:00] Strategy processing Bar. Current close price: 3330.00. Current Portfolio Value: 99608.79\n",
"[2024-11-11 11:00:00] Strategy processing Bar. Current close price: 3333.00. Current Portfolio Value: 99611.79\n",
"[2024-11-11 13:00:00] Strategy processing Bar. Current close price: 3312.00. Current Portfolio Value: 99590.79\n",
"[2024-11-11 14:00:00] Strategy processing Bar. Current close price: 3331.00. Current Portfolio Value: 99609.79\n",
"[2024-11-11 21:00:00] Strategy processing Bar. Current close price: 3334.00. Current Portfolio Value: 99612.79\n",
"[2024-11-11 22:00:00] Strategy processing Bar. Current close price: 3331.00. Current Portfolio Value: 99609.79\n",
"[2024-11-12 09:00:00] Strategy processing Bar. Current close price: 3331.00. Current Portfolio Value: 99609.79\n",
"[2024-11-12 10:00:00] Strategy processing Bar. Current close price: 3321.00. Current Portfolio Value: 99599.79\n",
"[2024-11-12 11:00:00] Strategy processing Bar. Current close price: 3325.00. Current Portfolio Value: 99603.79\n",
"[2024-11-12 13:00:00] Strategy processing Bar. Current close price: 3320.00. Current Portfolio Value: 99598.79\n",
"[2024-11-12 14:00:00] Strategy processing Bar. Current close price: 3344.00. Current Portfolio Value: 99622.79\n",
"[2024-11-12 21:00:00] Strategy processing Bar. Current close price: 3333.00. Current Portfolio Value: 99611.79\n",
"[2024-11-12 22:00:00] Strategy processing Bar. Current close price: 3333.00. Current Portfolio Value: 99611.79\n",
"[2024-11-13 09:00:00] Strategy processing Bar. Current close price: 3344.00. Current Portfolio Value: 99622.79\n",
"[2024-11-13 10:00:00] Strategy processing Bar. Current close price: 3350.00. Current Portfolio Value: 99628.79\n",
"[2024-11-13 11:00:00] Strategy processing Bar. Current close price: 3353.00. Current Portfolio Value: 99631.79\n",
"[2024-11-13 13:00:00] Strategy processing Bar. Current close price: 3361.00. Current Portfolio Value: 99639.79\n",
"[2024-11-13 14:00:00] Strategy processing Bar. Current close price: 3337.00. Current Portfolio Value: 99615.79\n",
"[2024-11-13 21:00:00] Strategy processing Bar. Current close price: 3341.00. Current Portfolio Value: 99619.79\n",
"[2024-11-13 22:00:00] Strategy processing Bar. Current close price: 3342.00. Current Portfolio Value: 99620.79\n",
"[2024-11-14 09:00:00] Strategy processing Bar. Current close price: 3331.00. Current Portfolio Value: 99609.79\n",
"[2024-11-14 10:00:00] Strategy processing Bar. Current close price: 3322.00. Current Portfolio Value: 99600.79\n",
"[2024-11-14 11:00:00] Strategy processing Bar. Current close price: 3312.00. Current Portfolio Value: 99590.79\n",
"[2024-11-14 13:00:00] Strategy processing Bar. Current close price: 3316.00. Current Portfolio Value: 99594.79\n",
"[2024-11-14 14:00:00] Strategy processing Bar. Current close price: 3313.00. Current Portfolio Value: 99591.79\n",
"[2024-11-14 21:00:00] Strategy processing Bar. Current close price: 3310.00. Current Portfolio Value: 99588.79\n",
"[2024-11-14 22:00:00] Strategy processing Bar. Current close price: 3295.00. Current Portfolio Value: 99573.79\n",
"[2024-11-15 09:00:00] Strategy processing Bar. Current close price: 3263.00. Current Portfolio Value: 99541.79\n",
"[2024-11-15 10:00:00] Strategy processing Bar. Current close price: 3274.00. Current Portfolio Value: 99552.79\n",
"[2024-11-15 11:00:00] Strategy processing Bar. Current close price: 3268.00. Current Portfolio Value: 99546.79\n",
"[2024-11-15 13:00:00] Strategy processing Bar. Current close price: 3267.00. Current Portfolio Value: 99545.79\n",
"[2024-11-15 14:00:00] Strategy processing Bar. Current close price: 3232.00. Current Portfolio Value: 99510.79\n",
"[2024-11-15 21:00:00] Strategy processing Bar. Current close price: 3245.00. Current Portfolio Value: 99523.79\n",
"[2024-11-15 22:00:00] Strategy processing Bar. Current close price: 3238.00. Current Portfolio Value: 99516.79\n",
"[2024-11-18 09:00:00] Strategy processing Bar. Current close price: 3268.00. Current Portfolio Value: 99546.79\n",
"[2024-11-18 10:00:00] Strategy processing Bar. Current close price: 3282.00. Current Portfolio Value: 99560.79\n",
"[2024-11-18 11:00:00] Strategy processing Bar. Current close price: 3290.00. Current Portfolio Value: 99568.79\n",
"[2024-11-18 13:00:00] Strategy processing Bar. Current close price: 3268.00. Current Portfolio Value: 99546.79\n",
"[2024-11-18 14:00:00] Strategy processing Bar. Current close price: 3279.00. Current Portfolio Value: 99557.79\n",
"[2024-11-18 21:00:00] Strategy processing Bar. Current close price: 3276.00. Current Portfolio Value: 99554.79\n",
"[2024-11-18 22:00:00] Strategy processing Bar. Current close price: 3283.00. Current Portfolio Value: 99561.79\n",
"[2024-11-19 09:00:00] Strategy processing Bar. Current close price: 3274.00. Current Portfolio Value: 99552.79\n",
"[2024-11-19 10:00:00] Strategy processing Bar. Current close price: 3271.00. Current Portfolio Value: 99549.79\n",
"[2024-11-19 11:00:00] Strategy processing Bar. Current close price: 3288.00. Current Portfolio Value: 99566.79\n",
"[2024-11-19 13:00:00] Strategy processing Bar. Current close price: 3289.00. Current Portfolio Value: 99567.79\n",
"[2024-11-19 14:00:00] Strategy processing Bar. Current close price: 3322.00. Current Portfolio Value: 99600.79\n",
"[2024-11-19 21:00:00] Strategy processing Bar. Current close price: 3315.00. Current Portfolio Value: 99593.79\n",
"[2024-11-19 22:00:00] Strategy processing Bar. Current close price: 3311.00. Current Portfolio Value: 99589.79\n",
"[2024-11-20 09:00:00] Strategy processing Bar. Current close price: 3307.00. Current Portfolio Value: 99585.79\n",
"[2024-11-20 10:00:00] Strategy processing Bar. Current close price: 3325.00. Current Portfolio Value: 99603.79\n",
"[2024-11-20 11:00:00] Strategy processing Bar. Current close price: 3319.00. Current Portfolio Value: 99597.79\n",
"[2024-11-20 13:00:00] Strategy processing Bar. Current close price: 3314.00. Current Portfolio Value: 99592.79\n",
"[2024-11-20 14:00:00] Strategy processing Bar. Current close price: 3319.00. Current Portfolio Value: 99597.79\n",
"[2024-11-20 21:00:00] Strategy processing Bar. Current close price: 3328.00. Current Portfolio Value: 99606.79\n",
"[2024-11-20 22:00:00] Strategy processing Bar. Current close price: 3316.00. Current Portfolio Value: 99594.79\n",
"[2024-11-21 09:00:00] Strategy processing Bar. Current close price: 3319.00. Current Portfolio Value: 99597.79\n",
"[2024-11-21 10:00:00] Strategy processing Bar. Current close price: 3333.00. Current Portfolio Value: 99611.79\n",
"[2024-11-21 11:00:00] Strategy processing Bar. Current close price: 3334.00. Current Portfolio Value: 99612.79\n",
"[2024-11-21 13:00:00] Strategy processing Bar. Current close price: 3334.00. Current Portfolio Value: 99612.79\n",
"[2024-11-21 14:00:00] Strategy processing Bar. Current close price: 3332.00. Current Portfolio Value: 99610.79\n",
"[2024-11-21 21:00:00] Strategy processing Bar. Current close price: 3334.00. Current Portfolio Value: 99612.79\n",
"[2024-11-21 22:00:00] Strategy processing Bar. Current close price: 3332.00. Current Portfolio Value: 99610.79\n",
"[2024-11-22 09:00:00] Strategy processing Bar. Current close price: 3320.00. Current Portfolio Value: 99598.79\n",
"[2024-11-22 10:00:00] Strategy processing Bar. Current close price: 3293.00. Current Portfolio Value: 99571.79\n",
"[2024-11-22 11:00:00] Strategy processing Bar. Current close price: 3279.00. Current Portfolio Value: 99557.79\n",
"[2024-11-22 13:00:00] Strategy processing Bar. Current close price: 3279.00. Current Portfolio Value: 99557.79\n",
"[2024-11-22 14:00:00] Strategy processing Bar. Current close price: 3277.00. Current Portfolio Value: 99555.79\n",
"[2024-11-22 21:00:00] Strategy processing Bar. Current close price: 3295.00. Current Portfolio Value: 99573.79\n",
"[2024-11-22 22:00:00] Strategy processing Bar. Current close price: 3320.00. Current Portfolio Value: 99598.79\n",
"[2024-11-25 09:00:00] Strategy processing Bar. Current close price: 3309.00. Current Portfolio Value: 99587.79\n",
"[2024-11-25 10:00:00] Strategy processing Bar. Current close price: 3307.00. Current Portfolio Value: 99585.79\n",
"[2024-11-25 11:00:00] Strategy processing Bar. Current close price: 3288.00. Current Portfolio Value: 99566.79\n",
"[2024-11-25 13:00:00] Strategy processing Bar. Current close price: 3287.00. Current Portfolio Value: 99565.79\n",
"[2024-11-25 14:00:00] Strategy processing Bar. Current close price: 3297.00. Current Portfolio Value: 99575.79\n",
"[2024-11-25 21:00:00] Strategy processing Bar. Current close price: 3303.00. Current Portfolio Value: 99581.79\n",
"[2024-11-25 22:00:00] Strategy processing Bar. Current close price: 3311.00. Current Portfolio Value: 99589.79\n",
"[2024-11-26 09:00:00] Strategy processing Bar. Current close price: 3323.00. Current Portfolio Value: 99601.79\n",
"[2024-11-26 10:00:00] Strategy processing Bar. Current close price: 3319.00. Current Portfolio Value: 99597.79\n",
"[2024-11-26 11:00:00] Strategy processing Bar. Current close price: 3320.00. Current Portfolio Value: 99598.79\n",
"[2024-11-26 13:00:00] Strategy processing Bar. Current close price: 3303.00. Current Portfolio Value: 99581.79\n",
"[2024-11-26 14:00:00] Strategy processing Bar. Current close price: 3303.00. Current Portfolio Value: 99581.79\n",
"[2024-11-26 21:00:00] Strategy processing Bar. Current close price: 3298.00. Current Portfolio Value: 99576.79\n",
"[2024-11-26 22:00:00] Strategy processing Bar. Current close price: 3293.00. Current Portfolio Value: 99571.79\n",
"[2024-11-27 09:00:00] Strategy processing Bar. Current close price: 3283.00. Current Portfolio Value: 99561.79\n",
"[2024-11-27 10:00:00] Strategy processing Bar. Current close price: 3311.00. Current Portfolio Value: 99589.79\n",
"[2024-11-27 11:00:00] Strategy processing Bar. Current close price: 3310.00. Current Portfolio Value: 99588.79\n",
"[2024-11-27 13:00:00] Strategy processing Bar. Current close price: 3309.00. Current Portfolio Value: 99587.79\n",
"[2024-11-27 14:00:00] Strategy processing Bar. Current close price: 3309.00. Current Portfolio Value: 99587.79\n",
"[2024-11-27 21:00:00] Strategy processing Bar. Current close price: 3306.00. Current Portfolio Value: 99584.79\n",
"[2024-11-27 22:00:00] Strategy processing Bar. Current close price: 3309.00. Current Portfolio Value: 99587.79\n",
"[2024-11-28 09:00:00] Strategy processing Bar. Current close price: 3287.00. Current Portfolio Value: 99565.79\n",
"[2024-11-28 10:00:00] Strategy processing Bar. Current close price: 3292.00. Current Portfolio Value: 99570.79\n",
"[2024-11-28 11:00:00] Strategy processing Bar. Current close price: 3287.00. Current Portfolio Value: 99565.79\n",
"[2024-11-28 13:00:00] Strategy processing Bar. Current close price: 3306.00. Current Portfolio Value: 99584.79\n",
"[2024-11-28 14:00:00] Strategy processing Bar. Current close price: 3312.00. Current Portfolio Value: 99590.79\n",
"[2024-11-28 21:00:00] Strategy processing Bar. Current close price: 3311.00. Current Portfolio Value: 99589.79\n",
"[2024-11-28 22:00:00] Strategy processing Bar. Current close price: 3310.00. Current Portfolio Value: 99588.79\n",
"[2024-11-29 09:00:00] Strategy processing Bar. Current close price: 3315.00. Current Portfolio Value: 99593.79\n",
"[2024-11-29 10:00:00] Strategy processing Bar. Current close price: 3337.00. Current Portfolio Value: 99615.79\n",
"[2024-11-29 11:00:00] Strategy processing Bar. Current close price: 3341.00. Current Portfolio Value: 99619.79\n",
"[2024-11-29 13:00:00] Strategy processing Bar. Current close price: 3335.00. Current Portfolio Value: 99613.79\n",
"[2024-11-29 14:00:00] Strategy processing Bar. Current close price: 3318.00. Current Portfolio Value: 99596.79\n",
"[2024-11-29 21:00:00] Strategy processing Bar. Current close price: 3301.00. Current Portfolio Value: 99579.79\n",
"Bar 对象流生成完毕。\n",
"\n",
"--- 回测片段结束,检查并平仓所有持仓 ---\n",
"[2024-11-29 21:00:00] 回测结束平仓: 平仓 rb2501 (1 手) @ 3301.00。\n",
"--- 回测结束 ---\n",
"总计处理了 404 根K线。\n",
"总计发生了 2 笔交易。\n",
"\n",
"--- 回测片段: rb2505 从 2024-12-01 00:00 到 2025-04-01 00:00 ---\n",
2025-06-19 15:28:26 +08:00
"数据加载成功: /mnt/d/PyProject/NewQuant/data/data/SHFE_rb2505/SHFE_rb2505_min60.csv\n",
"数据范围从 2024-11-29 14:00:00 到 2025-04-01 13:00:00\n",
"总计 556 条记录。\n",
"模拟器初始化:初始资金=100000.00, 滑点率=0.001, 佣金率=0.0002\n",
"策略初始化: SimpleLimitBuyStrategy参数: {'trade_volume': 1, 'limit_price_factor': 0.995, 'max_position': 10, 'symbol': 'rb2505'}\n",
2025-06-19 15:28:26 +08:00
"\n",
"--- 回测引擎初始化完成 ---\n",
" 策略: SimpleLimitBuyStrategy\n",
" 初始资金: 100000.00\n",
"ExecutionSimulator: 重置状态。\n",
"\n",
"--- 回测开始 ---\n",
"SimpleLimitBuyStrategy 策略初始化回调被调用。\n",
"开始将 DataFrame 转换为 Bar 对象流...\n",
"[2024-11-29 14:00:00] Strategy processing Bar. Current close price: 3380.00. Current Portfolio Value: 99575.83\n",
"[2024-11-29 14:00:00] 策略: 发送并立即成交限价买单 1 股 @ 3383.38 (订单ID: rb2505_BUY_20241129140000_0)\n",
"[2024-11-29 21:00:00] Strategy processing Bar. Current close price: 3374.00. Current Portfolio Value: 99565.77\n",
"[2024-11-29 22:00:00] Strategy processing Bar. Current close price: 3373.00. Current Portfolio Value: 99564.77\n",
"[2024-12-02 09:00:00] Strategy processing Bar. Current close price: 3397.00. Current Portfolio Value: 99588.77\n",
"[2024-12-02 10:00:00] Strategy processing Bar. Current close price: 3399.00. Current Portfolio Value: 99590.77\n",
"[2024-12-02 11:00:00] Strategy processing Bar. Current close price: 3404.00. Current Portfolio Value: 99595.77\n",
"[2024-12-02 13:00:00] Strategy processing Bar. Current close price: 3410.00. Current Portfolio Value: 99601.77\n",
"[2024-12-02 14:00:00] Strategy processing Bar. Current close price: 3407.00. Current Portfolio Value: 99598.77\n",
"[2024-12-02 21:00:00] Strategy processing Bar. Current close price: 3414.00. Current Portfolio Value: 99605.77\n",
"[2024-12-02 22:00:00] Strategy processing Bar. Current close price: 3418.00. Current Portfolio Value: 99609.77\n",
"[2024-12-03 09:00:00] Strategy processing Bar. Current close price: 3408.00. Current Portfolio Value: 99599.77\n",
"[2024-12-03 10:00:00] Strategy processing Bar. Current close price: 3408.00. Current Portfolio Value: 99599.77\n",
"[2024-12-03 11:00:00] Strategy processing Bar. Current close price: 3416.00. Current Portfolio Value: 99607.77\n",
"[2024-12-03 13:00:00] Strategy processing Bar. Current close price: 3417.00. Current Portfolio Value: 99608.77\n",
"[2024-12-03 14:00:00] Strategy processing Bar. Current close price: 3426.00. Current Portfolio Value: 99617.77\n",
"[2024-12-03 21:00:00] Strategy processing Bar. Current close price: 3416.00. Current Portfolio Value: 99607.77\n",
"[2024-12-03 22:00:00] Strategy processing Bar. Current close price: 3420.00. Current Portfolio Value: 99611.77\n",
"[2024-12-04 09:00:00] Strategy processing Bar. Current close price: 3417.00. Current Portfolio Value: 99608.77\n",
"[2024-12-04 10:00:00] Strategy processing Bar. Current close price: 3393.00. Current Portfolio Value: 99584.77\n",
"[2024-12-04 11:00:00] Strategy processing Bar. Current close price: 3388.00. Current Portfolio Value: 99579.77\n",
"[2024-12-04 13:00:00] Strategy processing Bar. Current close price: 3400.00. Current Portfolio Value: 99591.77\n",
"[2024-12-04 14:00:00] Strategy processing Bar. Current close price: 3405.00. Current Portfolio Value: 99596.77\n",
"[2024-12-04 21:00:00] Strategy processing Bar. Current close price: 3409.00. Current Portfolio Value: 99600.77\n",
"[2024-12-04 22:00:00] Strategy processing Bar. Current close price: 3403.00. Current Portfolio Value: 99594.77\n",
"[2024-12-05 09:00:00] Strategy processing Bar. Current close price: 3384.00. Current Portfolio Value: 99575.77\n",
"[2024-12-05 10:00:00] Strategy processing Bar. Current close price: 3359.00. Current Portfolio Value: 99550.77\n",
"[2024-12-05 11:00:00] Strategy processing Bar. Current close price: 3357.00. Current Portfolio Value: 99548.77\n",
"[2024-12-05 13:00:00] Strategy processing Bar. Current close price: 3350.00. Current Portfolio Value: 99541.77\n",
"[2024-12-05 14:00:00] Strategy processing Bar. Current close price: 3341.00. Current Portfolio Value: 99532.77\n",
"[2024-12-05 21:00:00] Strategy processing Bar. Current close price: 3330.00. Current Portfolio Value: 99521.77\n",
"[2024-12-05 22:00:00] Strategy processing Bar. Current close price: 3327.00. Current Portfolio Value: 99518.77\n",
"[2024-12-06 09:00:00] Strategy processing Bar. Current close price: 3318.00. Current Portfolio Value: 99509.77\n",
"[2024-12-06 10:00:00] Strategy processing Bar. Current close price: 3338.00. Current Portfolio Value: 99529.77\n",
"[2024-12-06 11:00:00] Strategy processing Bar. Current close price: 3339.00. Current Portfolio Value: 99530.77\n",
"[2024-12-06 13:00:00] Strategy processing Bar. Current close price: 3332.00. Current Portfolio Value: 99523.77\n",
"[2024-12-06 14:00:00] Strategy processing Bar. Current close price: 3311.00. Current Portfolio Value: 99502.77\n",
"[2024-12-06 21:00:00] Strategy processing Bar. Current close price: 3307.00. Current Portfolio Value: 99498.77\n",
"[2024-12-06 22:00:00] Strategy processing Bar. Current close price: 3295.00. Current Portfolio Value: 99486.77\n",
"[2024-12-09 09:00:00] Strategy processing Bar. Current close price: 3338.00. Current Portfolio Value: 99529.77\n",
"[2024-12-09 10:00:00] Strategy processing Bar. Current close price: 3335.00. Current Portfolio Value: 99526.77\n",
"[2024-12-09 11:00:00] Strategy processing Bar. Current close price: 3317.00. Current Portfolio Value: 99508.77\n",
"[2024-12-09 13:00:00] Strategy processing Bar. Current close price: 3318.00. Current Portfolio Value: 99509.77\n",
"[2024-12-09 14:00:00] Strategy processing Bar. Current close price: 3330.00. Current Portfolio Value: 99521.77\n",
"[2024-12-09 21:00:00] Strategy processing Bar. Current close price: 3416.00. Current Portfolio Value: 99607.77\n",
"[2024-12-09 22:00:00] Strategy processing Bar. Current close price: 3430.00. Current Portfolio Value: 99621.77\n",
"[2024-12-10 09:00:00] Strategy processing Bar. Current close price: 3426.00. Current Portfolio Value: 99617.77\n",
"[2024-12-10 10:00:00] Strategy processing Bar. Current close price: 3418.00. Current Portfolio Value: 99609.77\n",
"[2024-12-10 11:00:00] Strategy processing Bar. Current close price: 3413.00. Current Portfolio Value: 99604.77\n",
"[2024-12-10 13:00:00] Strategy processing Bar. Current close price: 3412.00. Current Portfolio Value: 99603.77\n",
"[2024-12-10 14:00:00] Strategy processing Bar. Current close price: 3402.00. Current Portfolio Value: 99593.77\n",
"[2024-12-10 21:00:00] Strategy processing Bar. Current close price: 3410.00. Current Portfolio Value: 99601.77\n",
"[2024-12-10 22:00:00] Strategy processing Bar. Current close price: 3408.00. Current Portfolio Value: 99599.77\n",
"[2024-12-11 09:00:00] Strategy processing Bar. Current close price: 3418.00. Current Portfolio Value: 99609.77\n",
"[2024-12-11 10:00:00] Strategy processing Bar. Current close price: 3412.00. Current Portfolio Value: 99603.77\n",
"[2024-12-11 11:00:00] Strategy processing Bar. Current close price: 3409.00. Current Portfolio Value: 99600.77\n",
"[2024-12-11 13:00:00] Strategy processing Bar. Current close price: 3405.00. Current Portfolio Value: 99596.77\n",
"[2024-12-11 14:00:00] Strategy processing Bar. Current close price: 3413.00. Current Portfolio Value: 99604.77\n",
"[2024-12-11 21:00:00] Strategy processing Bar. Current close price: 3410.00. Current Portfolio Value: 99601.77\n",
"[2024-12-11 22:00:00] Strategy processing Bar. Current close price: 3414.00. Current Portfolio Value: 99605.77\n",
"[2024-12-12 09:00:00] Strategy processing Bar. Current close price: 3416.00. Current Portfolio Value: 99607.77\n",
"[2024-12-12 10:00:00] Strategy processing Bar. Current close price: 3410.00. Current Portfolio Value: 99601.77\n",
"[2024-12-12 11:00:00] Strategy processing Bar. Current close price: 3433.00. Current Portfolio Value: 99624.77\n",
"[2024-12-12 13:00:00] Strategy processing Bar. Current close price: 3429.00. Current Portfolio Value: 99620.77\n",
"[2024-12-12 14:00:00] Strategy processing Bar. Current close price: 3428.00. Current Portfolio Value: 99619.77\n",
"[2024-12-12 21:00:00] Strategy processing Bar. Current close price: 3399.00. Current Portfolio Value: 99590.77\n",
"[2024-12-12 22:00:00] Strategy processing Bar. Current close price: 3390.00. Current Portfolio Value: 99581.77\n",
"[2024-12-13 09:00:00] Strategy processing Bar. Current close price: 3365.00. Current Portfolio Value: 99556.77\n",
"[2024-12-13 10:00:00] Strategy processing Bar. Current close price: 3363.00. Current Portfolio Value: 99554.77\n",
"[2024-12-13 11:00:00] Strategy processing Bar. Current close price: 3366.00. Current Portfolio Value: 99557.77\n",
"[2024-12-13 13:00:00] Strategy processing Bar. Current close price: 3364.00. Current Portfolio Value: 99555.77\n",
"[2024-12-13 14:00:00] Strategy processing Bar. Current close price: 3360.00. Current Portfolio Value: 99551.77\n",
"[2024-12-13 21:00:00] Strategy processing Bar. Current close price: 3356.00. Current Portfolio Value: 99547.77\n",
"[2024-12-13 22:00:00] Strategy processing Bar. Current close price: 3360.00. Current Portfolio Value: 99551.77\n",
"[2024-12-16 09:00:00] Strategy processing Bar. Current close price: 3347.00. Current Portfolio Value: 99538.77\n",
"[2024-12-16 10:00:00] Strategy processing Bar. Current close price: 3343.00. Current Portfolio Value: 99534.77\n",
"[2024-12-16 11:00:00] Strategy processing Bar. Current close price: 3352.00. Current Portfolio Value: 99543.77\n",
"[2024-12-16 13:00:00] Strategy processing Bar. Current close price: 3349.00. Current Portfolio Value: 99540.77\n",
"[2024-12-16 14:00:00] Strategy processing Bar. Current close price: 3362.00. Current Portfolio Value: 99553.77\n",
"[2024-12-16 21:00:00] Strategy processing Bar. Current close price: 3364.00. Current Portfolio Value: 99555.77\n",
"[2024-12-16 22:00:00] Strategy processing Bar. Current close price: 3361.00. Current Portfolio Value: 99552.77\n",
"[2024-12-17 09:00:00] Strategy processing Bar. Current close price: 3368.00. Current Portfolio Value: 99559.77\n",
"[2024-12-17 10:00:00] Strategy processing Bar. Current close price: 3363.00. Current Portfolio Value: 99554.77\n",
"[2024-12-17 11:00:00] Strategy processing Bar. Current close price: 3363.00. Current Portfolio Value: 99554.77\n",
"[2024-12-17 13:00:00] Strategy processing Bar. Current close price: 3366.00. Current Portfolio Value: 99557.77\n",
"[2024-12-17 14:00:00] Strategy processing Bar. Current close price: 3364.00. Current Portfolio Value: 99555.77\n",
"[2024-12-17 21:00:00] Strategy processing Bar. Current close price: 3344.00. Current Portfolio Value: 99535.77\n",
"[2024-12-17 22:00:00] Strategy processing Bar. Current close price: 3350.00. Current Portfolio Value: 99541.77\n",
"[2024-12-18 09:00:00] Strategy processing Bar. Current close price: 3344.00. Current Portfolio Value: 99535.77\n",
"[2024-12-18 10:00:00] Strategy processing Bar. Current close price: 3337.00. Current Portfolio Value: 99528.77\n",
"[2024-12-18 11:00:00] Strategy processing Bar. Current close price: 3340.00. Current Portfolio Value: 99531.77\n",
"[2024-12-18 13:00:00] Strategy processing Bar. Current close price: 3337.00. Current Portfolio Value: 99528.77\n",
"[2024-12-18 14:00:00] Strategy processing Bar. Current close price: 3312.00. Current Portfolio Value: 99503.77\n",
"[2024-12-18 21:00:00] Strategy processing Bar. Current close price: 3310.00. Current Portfolio Value: 99501.77\n",
"[2024-12-18 22:00:00] Strategy processing Bar. Current close price: 3319.00. Current Portfolio Value: 99510.77\n",
"[2024-12-19 09:00:00] Strategy processing Bar. Current close price: 3270.00. Current Portfolio Value: 99461.77\n",
"[2024-12-19 10:00:00] Strategy processing Bar. Current close price: 3277.00. Current Portfolio Value: 99468.77\n",
"[2024-12-19 11:00:00] Strategy processing Bar. Current close price: 3283.00. Current Portfolio Value: 99474.77\n",
"[2024-12-19 13:00:00] Strategy processing Bar. Current close price: 3274.00. Current Portfolio Value: 99465.77\n",
"[2024-12-19 14:00:00] Strategy processing Bar. Current close price: 3287.00. Current Portfolio Value: 99478.77\n",
"[2024-12-19 21:00:00] Strategy processing Bar. Current close price: 3288.00. Current Portfolio Value: 99479.77\n",
"[2024-12-19 22:00:00] Strategy processing Bar. Current close price: 3283.00. Current Portfolio Value: 99474.77\n",
"[2024-12-20 09:00:00] Strategy processing Bar. Current close price: 3285.00. Current Portfolio Value: 99476.77\n",
"[2024-12-20 10:00:00] Strategy processing Bar. Current close price: 3282.00. Current Portfolio Value: 99473.77\n",
"[2024-12-20 11:00:00] Strategy processing Bar. Current close price: 3291.00. Current Portfolio Value: 99482.77\n",
"[2024-12-20 13:00:00] Strategy processing Bar. Current close price: 3285.00. Current Portfolio Value: 99476.77\n",
"[2024-12-20 14:00:00] Strategy processing Bar. Current close price: 3279.00. Current Portfolio Value: 99470.77\n",
"[2024-12-20 21:00:00] Strategy processing Bar. Current close price: 3258.00. Current Portfolio Value: 99449.77\n",
"[2024-12-20 22:00:00] Strategy processing Bar. Current close price: 3284.00. Current Portfolio Value: 99475.77\n",
"[2024-12-23 09:00:00] Strategy processing Bar. Current close price: 3293.00. Current Portfolio Value: 99484.77\n",
"[2024-12-23 10:00:00] Strategy processing Bar. Current close price: 3299.00. Current Portfolio Value: 99490.77\n",
"[2024-12-23 11:00:00] Strategy processing Bar. Current close price: 3300.00. Current Portfolio Value: 99491.77\n",
"[2024-12-23 13:00:00] Strategy processing Bar. Current close price: 3291.00. Current Portfolio Value: 99482.77\n",
"[2024-12-23 14:00:00] Strategy processing Bar. Current close price: 3290.00. Current Portfolio Value: 99481.77\n",
"[2024-12-23 21:00:00] Strategy processing Bar. Current close price: 3285.00. Current Portfolio Value: 99476.77\n",
"[2024-12-23 22:00:00] Strategy processing Bar. Current close price: 3283.00. Current Portfolio Value: 99474.77\n",
"[2024-12-24 09:00:00] Strategy processing Bar. Current close price: 3287.00. Current Portfolio Value: 99478.77\n",
"[2024-12-24 10:00:00] Strategy processing Bar. Current close price: 3295.00. Current Portfolio Value: 99486.77\n",
"[2024-12-24 11:00:00] Strategy processing Bar. Current close price: 3289.00. Current Portfolio Value: 99480.77\n",
"[2024-12-24 13:00:00] Strategy processing Bar. Current close price: 3300.00. Current Portfolio Value: 99491.77\n",
"[2024-12-24 14:00:00] Strategy processing Bar. Current close price: 3314.00. Current Portfolio Value: 99505.77\n",
"[2024-12-24 21:00:00] Strategy processing Bar. Current close price: 3305.00. Current Portfolio Value: 99496.77\n",
"[2024-12-24 22:00:00] Strategy processing Bar. Current close price: 3307.00. Current Portfolio Value: 99498.77\n",
"[2024-12-25 09:00:00] Strategy processing Bar. Current close price: 3305.00. Current Portfolio Value: 99496.77\n",
"[2024-12-25 10:00:00] Strategy processing Bar. Current close price: 3300.00. Current Portfolio Value: 99491.77\n",
"[2024-12-25 11:00:00] Strategy processing Bar. Current close price: 3306.00. Current Portfolio Value: 99497.77\n",
"[2024-12-25 13:00:00] Strategy processing Bar. Current close price: 3305.00. Current Portfolio Value: 99496.77\n",
"[2024-12-25 14:00:00] Strategy processing Bar. Current close price: 3300.00. Current Portfolio Value: 99491.77\n",
"[2024-12-25 21:00:00] Strategy processing Bar. Current close price: 3298.00. Current Portfolio Value: 99489.77\n",
"[2024-12-25 22:00:00] Strategy processing Bar. Current close price: 3293.00. Current Portfolio Value: 99484.77\n",
"[2024-12-26 09:00:00] Strategy processing Bar. Current close price: 3319.00. Current Portfolio Value: 99510.77\n",
"[2024-12-26 10:00:00] Strategy processing Bar. Current close price: 3324.00. Current Portfolio Value: 99515.77\n",
"[2024-12-26 11:00:00] Strategy processing Bar. Current close price: 3321.00. Current Portfolio Value: 99512.77\n",
"[2024-12-26 13:00:00] Strategy processing Bar. Current close price: 3307.00. Current Portfolio Value: 99498.77\n",
"[2024-12-26 14:00:00] Strategy processing Bar. Current close price: 3305.00. Current Portfolio Value: 99496.77\n",
"[2024-12-26 21:00:00] Strategy processing Bar. Current close price: 3301.00. Current Portfolio Value: 99492.77\n",
"[2024-12-26 22:00:00] Strategy processing Bar. Current close price: 3305.00. Current Portfolio Value: 99496.77\n",
"[2024-12-27 09:00:00] Strategy processing Bar. Current close price: 3285.00. Current Portfolio Value: 99476.77\n",
"[2024-12-27 10:00:00] Strategy processing Bar. Current close price: 3279.00. Current Portfolio Value: 99470.77\n",
"[2024-12-27 11:00:00] Strategy processing Bar. Current close price: 3275.00. Current Portfolio Value: 99466.77\n",
"[2024-12-27 13:00:00] Strategy processing Bar. Current close price: 3270.00. Current Portfolio Value: 99461.77\n",
"[2024-12-27 14:00:00] Strategy processing Bar. Current close price: 3268.00. Current Portfolio Value: 99459.77\n",
"[2024-12-27 21:00:00] Strategy processing Bar. Current close price: 3284.00. Current Portfolio Value: 99475.77\n",
"[2024-12-27 22:00:00] Strategy processing Bar. Current close price: 3282.00. Current Portfolio Value: 99473.77\n",
"[2024-12-30 09:00:00] Strategy processing Bar. Current close price: 3303.00. Current Portfolio Value: 99494.77\n",
"[2024-12-30 10:00:00] Strategy processing Bar. Current close price: 3308.00. Current Portfolio Value: 99499.77\n",
"[2024-12-30 11:00:00] Strategy processing Bar. Current close price: 3303.00. Current Portfolio Value: 99494.77\n",
"[2024-12-30 13:00:00] Strategy processing Bar. Current close price: 3314.00. Current Portfolio Value: 99505.77\n",
"[2024-12-30 14:00:00] Strategy processing Bar. Current close price: 3317.00. Current Portfolio Value: 99508.77\n",
"[2024-12-30 21:00:00] Strategy processing Bar. Current close price: 3318.00. Current Portfolio Value: 99509.77\n",
"[2024-12-30 22:00:00] Strategy processing Bar. Current close price: 3317.00. Current Portfolio Value: 99508.77\n",
"[2024-12-31 09:00:00] Strategy processing Bar. Current close price: 3311.00. Current Portfolio Value: 99502.77\n",
"[2024-12-31 10:00:00] Strategy processing Bar. Current close price: 3307.00. Current Portfolio Value: 99498.77\n",
"[2024-12-31 11:00:00] Strategy processing Bar. Current close price: 3306.00. Current Portfolio Value: 99497.77\n",
"[2024-12-31 13:00:00] Strategy processing Bar. Current close price: 3308.00. Current Portfolio Value: 99499.77\n",
"[2024-12-31 14:00:00] Strategy processing Bar. Current close price: 3309.00. Current Portfolio Value: 99500.77\n",
"[2025-01-02 09:00:00] Strategy processing Bar. Current close price: 3315.00. Current Portfolio Value: 99506.77\n",
"[2025-01-02 10:00:00] Strategy processing Bar. Current close price: 3331.00. Current Portfolio Value: 99522.77\n",
"[2025-01-02 11:00:00] Strategy processing Bar. Current close price: 3324.00. Current Portfolio Value: 99515.77\n",
"[2025-01-02 13:00:00] Strategy processing Bar. Current close price: 3312.00. Current Portfolio Value: 99503.77\n",
"[2025-01-02 14:00:00] Strategy processing Bar. Current close price: 3306.00. Current Portfolio Value: 99497.77\n",
"[2025-01-02 21:00:00] Strategy processing Bar. Current close price: 3289.00. Current Portfolio Value: 99480.77\n",
"[2025-01-02 22:00:00] Strategy processing Bar. Current close price: 3290.00. Current Portfolio Value: 99481.77\n",
"[2025-01-03 09:00:00] Strategy processing Bar. Current close price: 3281.00. Current Portfolio Value: 99472.77\n",
"[2025-01-03 10:00:00] Strategy processing Bar. Current close price: 3266.00. Current Portfolio Value: 99457.77\n",
"[2025-01-03 11:00:00] Strategy processing Bar. Current close price: 3269.00. Current Portfolio Value: 99460.77\n",
"[2025-01-03 13:00:00] Strategy processing Bar. Current close price: 3267.00. Current Portfolio Value: 99458.77\n",
"[2025-01-03 14:00:00] Strategy processing Bar. Current close price: 3272.00. Current Portfolio Value: 99463.77\n",
"[2025-01-03 21:00:00] Strategy processing Bar. Current close price: 3270.00. Current Portfolio Value: 99461.77\n",
"[2025-01-03 22:00:00] Strategy processing Bar. Current close price: 3279.00. Current Portfolio Value: 99470.77\n",
"[2025-01-06 09:00:00] Strategy processing Bar. Current close price: 3264.00. Current Portfolio Value: 99455.77\n",
"[2025-01-06 10:00:00] Strategy processing Bar. Current close price: 3267.00. Current Portfolio Value: 99458.77\n",
"[2025-01-06 11:00:00] Strategy processing Bar. Current close price: 3260.00. Current Portfolio Value: 99451.77\n",
"[2025-01-06 13:00:00] Strategy processing Bar. Current close price: 3260.00. Current Portfolio Value: 99451.77\n",
"[2025-01-06 14:00:00] Strategy processing Bar. Current close price: 3252.00. Current Portfolio Value: 99443.77\n",
"[2025-01-06 21:00:00] Strategy processing Bar. Current close price: 3266.00. Current Portfolio Value: 99457.77\n",
"[2025-01-06 22:00:00] Strategy processing Bar. Current close price: 3260.00. Current Portfolio Value: 99451.77\n",
"[2025-01-07 09:00:00] Strategy processing Bar. Current close price: 3245.00. Current Portfolio Value: 99436.77\n",
"[2025-01-07 10:00:00] Strategy processing Bar. Current close price: 3235.00. Current Portfolio Value: 99426.77\n",
"[2025-01-07 11:00:00] Strategy processing Bar. Current close price: 3239.00. Current Portfolio Value: 99430.77\n",
"[2025-01-07 13:00:00] Strategy processing Bar. Current close price: 3244.00. Current Portfolio Value: 99435.77\n",
"[2025-01-07 14:00:00] Strategy processing Bar. Current close price: 3239.00. Current Portfolio Value: 99430.77\n",
"[2025-01-07 21:00:00] Strategy processing Bar. Current close price: 3247.00. Current Portfolio Value: 99438.77\n",
"[2025-01-07 22:00:00] Strategy processing Bar. Current close price: 3244.00. Current Portfolio Value: 99435.77\n",
"[2025-01-08 09:00:00] Strategy processing Bar. Current close price: 3229.00. Current Portfolio Value: 99420.77\n",
"[2025-01-08 10:00:00] Strategy processing Bar. Current close price: 3224.00. Current Portfolio Value: 99415.77\n",
"[2025-01-08 11:00:00] Strategy processing Bar. Current close price: 3212.00. Current Portfolio Value: 99403.77\n",
"[2025-01-08 13:00:00] Strategy processing Bar. Current close price: 3224.00. Current Portfolio Value: 99415.77\n",
"[2025-01-08 14:00:00] Strategy processing Bar. Current close price: 3211.00. Current Portfolio Value: 99402.77\n",
"[2025-01-08 21:00:00] Strategy processing Bar. Current close price: 3204.00. Current Portfolio Value: 99395.77\n",
"[2025-01-08 22:00:00] Strategy processing Bar. Current close price: 3206.00. Current Portfolio Value: 99397.77\n",
"[2025-01-09 09:00:00] Strategy processing Bar. Current close price: 3186.00. Current Portfolio Value: 99377.77\n",
"[2025-01-09 10:00:00] Strategy processing Bar. Current close price: 3195.00. Current Portfolio Value: 99386.77\n",
"[2025-01-09 11:00:00] Strategy processing Bar. Current close price: 3197.00. Current Portfolio Value: 99388.77\n",
"[2025-01-09 13:00:00] Strategy processing Bar. Current close price: 3196.00. Current Portfolio Value: 99387.77\n",
"[2025-01-09 14:00:00] Strategy processing Bar. Current close price: 3205.00. Current Portfolio Value: 99396.77\n",
"[2025-01-09 21:00:00] Strategy processing Bar. Current close price: 3190.00. Current Portfolio Value: 99381.77\n",
"[2025-01-09 22:00:00] Strategy processing Bar. Current close price: 3196.00. Current Portfolio Value: 99387.77\n",
"[2025-01-10 09:00:00] Strategy processing Bar. Current close price: 3210.00. Current Portfolio Value: 99401.77\n",
"[2025-01-10 10:00:00] Strategy processing Bar. Current close price: 3207.00. Current Portfolio Value: 99398.77\n",
"[2025-01-10 11:00:00] Strategy processing Bar. Current close price: 3205.00. Current Portfolio Value: 99396.77\n",
"[2025-01-10 13:00:00] Strategy processing Bar. Current close price: 3207.00. Current Portfolio Value: 99398.77\n",
"[2025-01-10 14:00:00] Strategy processing Bar. Current close price: 3202.00. Current Portfolio Value: 99393.77\n",
"[2025-01-10 21:00:00] Strategy processing Bar. Current close price: 3218.00. Current Portfolio Value: 99409.77\n",
"[2025-01-10 22:00:00] Strategy processing Bar. Current close price: 3239.00. Current Portfolio Value: 99430.77\n",
"[2025-01-13 09:00:00] Strategy processing Bar. Current close price: 3252.00. Current Portfolio Value: 99443.77\n",
"[2025-01-13 10:00:00] Strategy processing Bar. Current close price: 3250.00. Current Portfolio Value: 99441.77\n",
"[2025-01-13 11:00:00] Strategy processing Bar. Current close price: 3243.00. Current Portfolio Value: 99434.77\n",
"[2025-01-13 13:00:00] Strategy processing Bar. Current close price: 3247.00. Current Portfolio Value: 99438.77\n",
"[2025-01-13 14:00:00] Strategy processing Bar. Current close price: 3249.00. Current Portfolio Value: 99440.77\n",
"[2025-01-13 21:00:00] Strategy processing Bar. Current close price: 3244.00. Current Portfolio Value: 99435.77\n",
"[2025-01-13 22:00:00] Strategy processing Bar. Current close price: 3244.00. Current Portfolio Value: 99435.77\n",
"[2025-01-14 09:00:00] Strategy processing Bar. Current close price: 3266.00. Current Portfolio Value: 99457.77\n",
"[2025-01-14 10:00:00] Strategy processing Bar. Current close price: 3269.00. Current Portfolio Value: 99460.77\n",
"[2025-01-14 11:00:00] Strategy processing Bar. Current close price: 3269.00. Current Portfolio Value: 99460.77\n",
"[2025-01-14 13:00:00] Strategy processing Bar. Current close price: 3288.00. Current Portfolio Value: 99479.77\n",
"[2025-01-14 14:00:00] Strategy processing Bar. Current close price: 3283.00. Current Portfolio Value: 99474.77\n",
"[2025-01-14 21:00:00] Strategy processing Bar. Current close price: 3281.00. Current Portfolio Value: 99472.77\n",
"[2025-01-14 22:00:00] Strategy processing Bar. Current close price: 3280.00. Current Portfolio Value: 99471.77\n",
"[2025-01-15 09:00:00] Strategy processing Bar. Current close price: 3285.00. Current Portfolio Value: 99476.77\n",
"[2025-01-15 10:00:00] Strategy processing Bar. Current close price: 3298.00. Current Portfolio Value: 99489.77\n",
"[2025-01-15 11:00:00] Strategy processing Bar. Current close price: 3293.00. Current Portfolio Value: 99484.77\n",
"[2025-01-15 13:00:00] Strategy processing Bar. Current close price: 3292.00. Current Portfolio Value: 99483.77\n",
"[2025-01-15 14:00:00] Strategy processing Bar. Current close price: 3290.00. Current Portfolio Value: 99481.77\n",
"[2025-01-15 21:00:00] Strategy processing Bar. Current close price: 3307.00. Current Portfolio Value: 99498.77\n",
"[2025-01-15 22:00:00] Strategy processing Bar. Current close price: 3305.00. Current Portfolio Value: 99496.77\n",
"[2025-01-16 09:00:00] Strategy processing Bar. Current close price: 3301.00. Current Portfolio Value: 99492.77\n",
"[2025-01-16 10:00:00] Strategy processing Bar. Current close price: 3299.00. Current Portfolio Value: 99490.77\n",
"[2025-01-16 11:00:00] Strategy processing Bar. Current close price: 3301.00. Current Portfolio Value: 99492.77\n",
"[2025-01-16 13:00:00] Strategy processing Bar. Current close price: 3307.00. Current Portfolio Value: 99498.77\n",
"[2025-01-16 14:00:00] Strategy processing Bar. Current close price: 3327.00. Current Portfolio Value: 99518.77\n",
"[2025-01-16 21:00:00] Strategy processing Bar. Current close price: 3326.00. Current Portfolio Value: 99517.77\n",
"[2025-01-16 22:00:00] Strategy processing Bar. Current close price: 3325.00. Current Portfolio Value: 99516.77\n",
"[2025-01-17 09:00:00] Strategy processing Bar. Current close price: 3333.00. Current Portfolio Value: 99524.77\n",
"[2025-01-17 10:00:00] Strategy processing Bar. Current close price: 3340.00. Current Portfolio Value: 99531.77\n",
"[2025-01-17 11:00:00] Strategy processing Bar. Current close price: 3358.00. Current Portfolio Value: 99549.77\n",
"[2025-01-17 13:00:00] Strategy processing Bar. Current close price: 3359.00. Current Portfolio Value: 99550.77\n",
"[2025-01-17 14:00:00] Strategy processing Bar. Current close price: 3372.00. Current Portfolio Value: 99563.77\n",
"[2025-01-17 21:00:00] Strategy processing Bar. Current close price: 3364.00. Current Portfolio Value: 99555.77\n",
"[2025-01-17 22:00:00] Strategy processing Bar. Current close price: 3390.00. Current Portfolio Value: 99581.77\n",
"[2025-01-20 09:00:00] Strategy processing Bar. Current close price: 3361.00. Current Portfolio Value: 99552.77\n",
"[2025-01-20 10:00:00] Strategy processing Bar. Current close price: 3350.00. Current Portfolio Value: 99541.77\n",
"[2025-01-20 11:00:00] Strategy processing Bar. Current close price: 3353.00. Current Portfolio Value: 99544.77\n",
"[2025-01-20 13:00:00] Strategy processing Bar. Current close price: 3359.00. Current Portfolio Value: 99550.77\n",
"[2025-01-20 14:00:00] Strategy processing Bar. Current close price: 3354.00. Current Portfolio Value: 99545.77\n",
"[2025-01-20 21:00:00] Strategy processing Bar. Current close price: 3374.00. Current Portfolio Value: 99565.77\n",
"[2025-01-20 22:00:00] Strategy processing Bar. Current close price: 3364.00. Current Portfolio Value: 99555.77\n",
"[2025-01-21 09:00:00] Strategy processing Bar. Current close price: 3366.00. Current Portfolio Value: 99557.77\n",
"[2025-01-21 10:00:00] Strategy processing Bar. Current close price: 3357.00. Current Portfolio Value: 99548.77\n",
"[2025-01-21 11:00:00] Strategy processing Bar. Current close price: 3361.00. Current Portfolio Value: 99552.77\n",
"[2025-01-21 13:00:00] Strategy processing Bar. Current close price: 3362.00. Current Portfolio Value: 99553.77\n",
"[2025-01-21 14:00:00] Strategy processing Bar. Current close price: 3354.00. Current Portfolio Value: 99545.77\n",
"[2025-01-21 21:00:00] Strategy processing Bar. Current close price: 3331.00. Current Portfolio Value: 99522.77\n",
"[2025-01-21 22:00:00] Strategy processing Bar. Current close price: 3323.00. Current Portfolio Value: 99514.77\n",
"[2025-01-22 09:00:00] Strategy processing Bar. Current close price: 3329.00. Current Portfolio Value: 99520.77\n",
"[2025-01-22 10:00:00] Strategy processing Bar. Current close price: 3330.00. Current Portfolio Value: 99521.77\n",
"[2025-01-22 11:00:00] Strategy processing Bar. Current close price: 3330.00. Current Portfolio Value: 99521.77\n",
"[2025-01-22 13:00:00] Strategy processing Bar. Current close price: 3339.00. Current Portfolio Value: 99530.77\n",
"[2025-01-22 14:00:00] Strategy processing Bar. Current close price: 3337.00. Current Portfolio Value: 99528.77\n",
"[2025-01-22 21:00:00] Strategy processing Bar. Current close price: 3365.00. Current Portfolio Value: 99556.77\n",
"[2025-01-22 22:00:00] Strategy processing Bar. Current close price: 3362.00. Current Portfolio Value: 99553.77\n",
"[2025-01-23 09:00:00] Strategy processing Bar. Current close price: 3358.00. Current Portfolio Value: 99549.77\n",
"[2025-01-23 10:00:00] Strategy processing Bar. Current close price: 3343.00. Current Portfolio Value: 99534.77\n",
"[2025-01-23 11:00:00] Strategy processing Bar. Current close price: 3353.00. Current Portfolio Value: 99544.77\n",
"[2025-01-23 13:00:00] Strategy processing Bar. Current close price: 3348.00. Current Portfolio Value: 99539.77\n",
"[2025-01-23 14:00:00] Strategy processing Bar. Current close price: 3352.00. Current Portfolio Value: 99543.77\n",
"[2025-01-23 21:00:00] Strategy processing Bar. Current close price: 3349.00. Current Portfolio Value: 99540.77\n",
"[2025-01-23 22:00:00] Strategy processing Bar. Current close price: 3340.00. Current Portfolio Value: 99531.77\n",
"[2025-01-24 09:00:00] Strategy processing Bar. Current close price: 3344.00. Current Portfolio Value: 99535.77\n",
"[2025-01-24 10:00:00] Strategy processing Bar. Current close price: 3338.00. Current Portfolio Value: 99529.77\n",
"[2025-01-24 11:00:00] Strategy processing Bar. Current close price: 3331.00. Current Portfolio Value: 99522.77\n",
"[2025-01-24 13:00:00] Strategy processing Bar. Current close price: 3345.00. Current Portfolio Value: 99536.77\n",
"[2025-01-24 14:00:00] Strategy processing Bar. Current close price: 3377.00. Current Portfolio Value: 99568.77\n",
"[2025-01-24 21:00:00] Strategy processing Bar. Current close price: 3364.00. Current Portfolio Value: 99555.77\n",
"[2025-01-24 22:00:00] Strategy processing Bar. Current close price: 3370.00. Current Portfolio Value: 99561.77\n",
"[2025-01-27 09:00:00] Strategy processing Bar. Current close price: 3378.00. Current Portfolio Value: 99569.77\n",
"[2025-01-27 10:00:00] Strategy processing Bar. Current close price: 3373.00. Current Portfolio Value: 99564.77\n",
"[2025-01-27 11:00:00] Strategy processing Bar. Current close price: 3373.00. Current Portfolio Value: 99564.77\n",
"[2025-01-27 13:00:00] Strategy processing Bar. Current close price: 3367.00. Current Portfolio Value: 99558.77\n",
"[2025-01-27 14:00:00] Strategy processing Bar. Current close price: 3382.00. Current Portfolio Value: 99573.77\n",
"[2025-02-05 09:00:00] Strategy processing Bar. Current close price: 3326.00. Current Portfolio Value: 99517.77\n",
"[2025-02-05 10:00:00] Strategy processing Bar. Current close price: 3318.00. Current Portfolio Value: 99509.77\n",
"[2025-02-05 11:00:00] Strategy processing Bar. Current close price: 3329.00. Current Portfolio Value: 99520.77\n",
"[2025-02-05 13:00:00] Strategy processing Bar. Current close price: 3314.00. Current Portfolio Value: 99505.77\n",
"[2025-02-05 14:00:00] Strategy processing Bar. Current close price: 3320.00. Current Portfolio Value: 99511.77\n",
"[2025-02-05 21:00:00] Strategy processing Bar. Current close price: 3326.00. Current Portfolio Value: 99517.77\n",
"[2025-02-05 22:00:00] Strategy processing Bar. Current close price: 3330.00. Current Portfolio Value: 99521.77\n",
"[2025-02-06 09:00:00] Strategy processing Bar. Current close price: 3329.00. Current Portfolio Value: 99520.77\n",
"[2025-02-06 10:00:00] Strategy processing Bar. Current close price: 3349.00. Current Portfolio Value: 99540.77\n",
"[2025-02-06 11:00:00] Strategy processing Bar. Current close price: 3341.00. Current Portfolio Value: 99532.77\n",
"[2025-02-06 13:00:00] Strategy processing Bar. Current close price: 3349.00. Current Portfolio Value: 99540.77\n",
"[2025-02-06 14:00:00] Strategy processing Bar. Current close price: 3357.00. Current Portfolio Value: 99548.77\n",
"[2025-02-06 21:00:00] Strategy processing Bar. Current close price: 3369.00. Current Portfolio Value: 99560.77\n",
"[2025-02-06 22:00:00] Strategy processing Bar. Current close price: 3357.00. Current Portfolio Value: 99548.77\n",
"[2025-02-07 09:00:00] Strategy processing Bar. Current close price: 3352.00. Current Portfolio Value: 99543.77\n",
"[2025-02-07 10:00:00] Strategy processing Bar. Current close price: 3368.00. Current Portfolio Value: 99559.77\n",
"[2025-02-07 11:00:00] Strategy processing Bar. Current close price: 3369.00. Current Portfolio Value: 99560.77\n",
"[2025-02-07 13:00:00] Strategy processing Bar. Current close price: 3358.00. Current Portfolio Value: 99549.77\n",
"[2025-02-07 14:00:00] Strategy processing Bar. Current close price: 3352.00. Current Portfolio Value: 99543.77\n",
"[2025-02-07 21:00:00] Strategy processing Bar. Current close price: 3368.00. Current Portfolio Value: 99559.77\n",
"[2025-02-07 22:00:00] Strategy processing Bar. Current close price: 3366.00. Current Portfolio Value: 99557.77\n",
"[2025-02-10 09:00:00] Strategy processing Bar. Current close price: 3344.00. Current Portfolio Value: 99535.77\n",
"[2025-02-10 10:00:00] Strategy processing Bar. Current close price: 3319.00. Current Portfolio Value: 99510.77\n",
"[2025-02-10 11:00:00] Strategy processing Bar. Current close price: 3318.00. Current Portfolio Value: 99509.77\n",
"[2025-02-10 13:00:00] Strategy processing Bar. Current close price: 3316.00. Current Portfolio Value: 99507.77\n",
"[2025-02-10 14:00:00] Strategy processing Bar. Current close price: 3331.00. Current Portfolio Value: 99522.77\n",
"[2025-02-10 21:00:00] Strategy processing Bar. Current close price: 3327.00. Current Portfolio Value: 99518.77\n",
"[2025-02-10 22:00:00] Strategy processing Bar. Current close price: 3326.00. Current Portfolio Value: 99517.77\n",
"[2025-02-11 09:00:00] Strategy processing Bar. Current close price: 3322.00. Current Portfolio Value: 99513.77\n",
"[2025-02-11 10:00:00] Strategy processing Bar. Current close price: 3285.00. Current Portfolio Value: 99476.77\n",
"[2025-02-11 11:00:00] Strategy processing Bar. Current close price: 3290.00. Current Portfolio Value: 99481.77\n",
"[2025-02-11 13:00:00] Strategy processing Bar. Current close price: 3284.00. Current Portfolio Value: 99475.77\n",
"[2025-02-11 14:00:00] Strategy processing Bar. Current close price: 3275.00. Current Portfolio Value: 99466.77\n",
"[2025-02-11 21:00:00] Strategy processing Bar. Current close price: 3271.00. Current Portfolio Value: 99462.77\n",
"[2025-02-11 22:00:00] Strategy processing Bar. Current close price: 3276.00. Current Portfolio Value: 99467.77\n",
"[2025-02-12 09:00:00] Strategy processing Bar. Current close price: 3288.00. Current Portfolio Value: 99479.77\n",
"[2025-02-12 10:00:00] Strategy processing Bar. Current close price: 3289.00. Current Portfolio Value: 99480.77\n",
"[2025-02-12 11:00:00] Strategy processing Bar. Current close price: 3281.00. Current Portfolio Value: 99472.77\n",
"[2025-02-12 13:00:00] Strategy processing Bar. Current close price: 3289.00. Current Portfolio Value: 99480.77\n",
"[2025-02-12 14:00:00] Strategy processing Bar. Current close price: 3292.00. Current Portfolio Value: 99483.77\n",
"[2025-02-12 21:00:00] Strategy processing Bar. Current close price: 3287.00. Current Portfolio Value: 99478.77\n",
"[2025-02-12 22:00:00] Strategy processing Bar. Current close price: 3286.00. Current Portfolio Value: 99477.77\n",
"[2025-02-13 09:00:00] Strategy processing Bar. Current close price: 3277.00. Current Portfolio Value: 99468.77\n",
"[2025-02-13 10:00:00] Strategy processing Bar. Current close price: 3283.00. Current Portfolio Value: 99474.77\n",
"[2025-02-13 11:00:00] Strategy processing Bar. Current close price: 3278.00. Current Portfolio Value: 99469.77\n",
"[2025-02-13 13:00:00] Strategy processing Bar. Current close price: 3271.00. Current Portfolio Value: 99462.77\n",
"[2025-02-13 14:00:00] Strategy processing Bar. Current close price: 3265.00. Current Portfolio Value: 99456.77\n",
"[2025-02-13 21:00:00] Strategy processing Bar. Current close price: 3257.00. Current Portfolio Value: 99448.77\n",
"[2025-02-13 22:00:00] Strategy processing Bar. Current close price: 3258.00. Current Portfolio Value: 99449.77\n",
"[2025-02-14 09:00:00] Strategy processing Bar. Current close price: 3283.00. Current Portfolio Value: 99474.77\n",
"[2025-02-14 10:00:00] Strategy processing Bar. Current close price: 3278.00. Current Portfolio Value: 99469.77\n",
"[2025-02-14 11:00:00] Strategy processing Bar. Current close price: 3277.00. Current Portfolio Value: 99468.77\n",
"[2025-02-14 13:00:00] Strategy processing Bar. Current close price: 3273.00. Current Portfolio Value: 99464.77\n",
"[2025-02-14 14:00:00] Strategy processing Bar. Current close price: 3262.00. Current Portfolio Value: 99453.77\n",
"[2025-02-14 21:00:00] Strategy processing Bar. Current close price: 3257.00. Current Portfolio Value: 99448.77\n",
"[2025-02-14 22:00:00] Strategy processing Bar. Current close price: 3258.00. Current Portfolio Value: 99449.77\n",
"[2025-02-17 09:00:00] Strategy processing Bar. Current close price: 3269.00. Current Portfolio Value: 99460.77\n",
"[2025-02-17 10:00:00] Strategy processing Bar. Current close price: 3271.00. Current Portfolio Value: 99462.77\n",
"[2025-02-17 11:00:00] Strategy processing Bar. Current close price: 3274.00. Current Portfolio Value: 99465.77\n",
"[2025-02-17 13:00:00] Strategy processing Bar. Current close price: 3274.00. Current Portfolio Value: 99465.77\n",
"[2025-02-17 14:00:00] Strategy processing Bar. Current close price: 3290.00. Current Portfolio Value: 99481.77\n",
"[2025-02-17 21:00:00] Strategy processing Bar. Current close price: 3293.00. Current Portfolio Value: 99484.77\n",
"[2025-02-17 22:00:00] Strategy processing Bar. Current close price: 3286.00. Current Portfolio Value: 99477.77\n",
"[2025-02-18 09:00:00] Strategy processing Bar. Current close price: 3281.00. Current Portfolio Value: 99472.77\n",
"[2025-02-18 10:00:00] Strategy processing Bar. Current close price: 3288.00. Current Portfolio Value: 99479.77\n",
"[2025-02-18 11:00:00] Strategy processing Bar. Current close price: 3303.00. Current Portfolio Value: 99494.77\n",
"[2025-02-18 13:00:00] Strategy processing Bar. Current close price: 3313.00. Current Portfolio Value: 99504.77\n",
"[2025-02-18 14:00:00] Strategy processing Bar. Current close price: 3313.00. Current Portfolio Value: 99504.77\n",
"[2025-02-18 21:00:00] Strategy processing Bar. Current close price: 3310.00. Current Portfolio Value: 99501.77\n",
"[2025-02-18 22:00:00] Strategy processing Bar. Current close price: 3312.00. Current Portfolio Value: 99503.77\n",
"[2025-02-19 09:00:00] Strategy processing Bar. Current close price: 3327.00. Current Portfolio Value: 99518.77\n",
"[2025-02-19 10:00:00] Strategy processing Bar. Current close price: 3323.00. Current Portfolio Value: 99514.77\n",
"[2025-02-19 11:00:00] Strategy processing Bar. Current close price: 3320.00. Current Portfolio Value: 99511.77\n",
"[2025-02-19 13:00:00] Strategy processing Bar. Current close price: 3313.00. Current Portfolio Value: 99504.77\n",
"[2025-02-19 14:00:00] Strategy processing Bar. Current close price: 3315.00. Current Portfolio Value: 99506.77\n",
"[2025-02-19 21:00:00] Strategy processing Bar. Current close price: 3324.00. Current Portfolio Value: 99515.77\n",
"[2025-02-19 22:00:00] Strategy processing Bar. Current close price: 3323.00. Current Portfolio Value: 99514.77\n",
"[2025-02-20 09:00:00] Strategy processing Bar. Current close price: 3317.00. Current Portfolio Value: 99508.77\n",
"[2025-02-20 10:00:00] Strategy processing Bar. Current close price: 3309.00. Current Portfolio Value: 99500.77\n",
"[2025-02-20 11:00:00] Strategy processing Bar. Current close price: 3319.00. Current Portfolio Value: 99510.77\n",
"[2025-02-20 13:00:00] Strategy processing Bar. Current close price: 3343.00. Current Portfolio Value: 99534.77\n",
"[2025-02-20 14:00:00] Strategy processing Bar. Current close price: 3358.00. Current Portfolio Value: 99549.77\n",
"[2025-02-20 21:00:00] Strategy processing Bar. Current close price: 3369.00. Current Portfolio Value: 99560.77\n",
"[2025-02-20 22:00:00] Strategy processing Bar. Current close price: 3370.00. Current Portfolio Value: 99561.77\n",
"[2025-02-21 09:00:00] Strategy processing Bar. Current close price: 3368.00. Current Portfolio Value: 99559.77\n",
"[2025-02-21 10:00:00] Strategy processing Bar. Current close price: 3369.00. Current Portfolio Value: 99560.77\n",
"[2025-02-21 11:00:00] Strategy processing Bar. Current close price: 3366.00. Current Portfolio Value: 99557.77\n",
"[2025-02-21 13:00:00] Strategy processing Bar. Current close price: 3362.00. Current Portfolio Value: 99553.77\n",
"[2025-02-21 14:00:00] Strategy processing Bar. Current close price: 3361.00. Current Portfolio Value: 99552.77\n",
"[2025-02-21 21:00:00] Strategy processing Bar. Current close price: 3348.00. Current Portfolio Value: 99539.77\n",
"[2025-02-21 22:00:00] Strategy processing Bar. Current close price: 3339.00. Current Portfolio Value: 99530.77\n",
"[2025-02-24 09:00:00] Strategy processing Bar. Current close price: 3337.00. Current Portfolio Value: 99528.77\n",
"[2025-02-24 10:00:00] Strategy processing Bar. Current close price: 3337.00. Current Portfolio Value: 99528.77\n",
"[2025-02-24 11:00:00] Strategy processing Bar. Current close price: 3334.00. Current Portfolio Value: 99525.77\n",
"[2025-02-24 13:00:00] Strategy processing Bar. Current close price: 3333.00. Current Portfolio Value: 99524.77\n",
"[2025-02-24 14:00:00] Strategy processing Bar. Current close price: 3340.00. Current Portfolio Value: 99531.77\n",
"[2025-02-24 21:00:00] Strategy processing Bar. Current close price: 3321.00. Current Portfolio Value: 99512.77\n",
"[2025-02-24 22:00:00] Strategy processing Bar. Current close price: 3313.00. Current Portfolio Value: 99504.77\n",
"[2025-02-25 09:00:00] Strategy processing Bar. Current close price: 3290.00. Current Portfolio Value: 99481.77\n",
"[2025-02-25 10:00:00] Strategy processing Bar. Current close price: 3294.00. Current Portfolio Value: 99485.77\n",
"[2025-02-25 11:00:00] Strategy processing Bar. Current close price: 3293.00. Current Portfolio Value: 99484.77\n",
"[2025-02-25 13:00:00] Strategy processing Bar. Current close price: 3283.00. Current Portfolio Value: 99474.77\n",
"[2025-02-25 14:00:00] Strategy processing Bar. Current close price: 3273.00. Current Portfolio Value: 99464.77\n",
"[2025-02-25 21:00:00] Strategy processing Bar. Current close price: 3280.00. Current Portfolio Value: 99471.77\n",
"[2025-02-25 22:00:00] Strategy processing Bar. Current close price: 3279.00. Current Portfolio Value: 99470.77\n",
"[2025-02-26 09:00:00] Strategy processing Bar. Current close price: 3280.00. Current Portfolio Value: 99471.77\n",
"[2025-02-26 10:00:00] Strategy processing Bar. Current close price: 3314.00. Current Portfolio Value: 99505.77\n",
"[2025-02-26 11:00:00] Strategy processing Bar. Current close price: 3326.00. Current Portfolio Value: 99517.77\n",
"[2025-02-26 13:00:00] Strategy processing Bar. Current close price: 3340.00. Current Portfolio Value: 99531.77\n",
"[2025-02-26 14:00:00] Strategy processing Bar. Current close price: 3339.00. Current Portfolio Value: 99530.77\n",
"[2025-02-26 21:00:00] Strategy processing Bar. Current close price: 3339.00. Current Portfolio Value: 99530.77\n",
"[2025-02-26 22:00:00] Strategy processing Bar. Current close price: 3344.00. Current Portfolio Value: 99535.77\n",
"[2025-02-27 09:00:00] Strategy processing Bar. Current close price: 3331.00. Current Portfolio Value: 99522.77\n",
"[2025-02-27 10:00:00] Strategy processing Bar. Current close price: 3317.00. Current Portfolio Value: 99508.77\n",
"[2025-02-27 11:00:00] Strategy processing Bar. Current close price: 3312.00. Current Portfolio Value: 99503.77\n",
"[2025-02-27 13:00:00] Strategy processing Bar. Current close price: 3324.00. Current Portfolio Value: 99515.77\n",
"[2025-02-27 14:00:00] Strategy processing Bar. Current close price: 3329.00. Current Portfolio Value: 99520.77\n",
"[2025-02-27 21:00:00] Strategy processing Bar. Current close price: 3328.00. Current Portfolio Value: 99519.77\n",
"[2025-02-27 22:00:00] Strategy processing Bar. Current close price: 3322.00. Current Portfolio Value: 99513.77\n",
"[2025-02-28 09:00:00] Strategy processing Bar. Current close price: 3308.00. Current Portfolio Value: 99499.77\n",
"[2025-02-28 10:00:00] Strategy processing Bar. Current close price: 3307.00. Current Portfolio Value: 99498.77\n",
"[2025-02-28 11:00:00] Strategy processing Bar. Current close price: 3308.00. Current Portfolio Value: 99499.77\n",
"[2025-02-28 13:00:00] Strategy processing Bar. Current close price: 3323.00. Current Portfolio Value: 99514.77\n",
"[2025-02-28 14:00:00] Strategy processing Bar. Current close price: 3328.00. Current Portfolio Value: 99519.77\n",
"[2025-02-28 21:00:00] Strategy processing Bar. Current close price: 3317.00. Current Portfolio Value: 99508.77\n",
"[2025-02-28 22:00:00] Strategy processing Bar. Current close price: 3318.00. Current Portfolio Value: 99509.77\n",
"[2025-03-03 09:00:00] Strategy processing Bar. Current close price: 3333.00. Current Portfolio Value: 99524.77\n",
"[2025-03-03 10:00:00] Strategy processing Bar. Current close price: 3327.00. Current Portfolio Value: 99518.77\n",
"[2025-03-03 11:00:00] Strategy processing Bar. Current close price: 3322.00. Current Portfolio Value: 99513.77\n",
"[2025-03-03 13:00:00] Strategy processing Bar. Current close price: 3315.00. Current Portfolio Value: 99506.77\n",
"[2025-03-03 14:00:00] Strategy processing Bar. Current close price: 3296.00. Current Portfolio Value: 99487.77\n",
"[2025-03-03 21:00:00] Strategy processing Bar. Current close price: 3308.00. Current Portfolio Value: 99499.77\n",
"[2025-03-03 22:00:00] Strategy processing Bar. Current close price: 3301.00. Current Portfolio Value: 99492.77\n",
"[2025-03-04 09:00:00] Strategy processing Bar. Current close price: 3270.00. Current Portfolio Value: 99461.77\n",
"[2025-03-04 10:00:00] Strategy processing Bar. Current close price: 3273.00. Current Portfolio Value: 99464.77\n",
"[2025-03-04 11:00:00] Strategy processing Bar. Current close price: 3272.00. Current Portfolio Value: 99463.77\n",
"[2025-03-04 13:00:00] Strategy processing Bar. Current close price: 3281.00. Current Portfolio Value: 99472.77\n",
"[2025-03-04 14:00:00] Strategy processing Bar. Current close price: 3282.00. Current Portfolio Value: 99473.77\n",
"[2025-03-04 21:00:00] Strategy processing Bar. Current close price: 3279.00. Current Portfolio Value: 99470.77\n",
"[2025-03-04 22:00:00] Strategy processing Bar. Current close price: 3269.00. Current Portfolio Value: 99460.77\n",
"[2025-03-05 09:00:00] Strategy processing Bar. Current close price: 3255.00. Current Portfolio Value: 99446.77\n",
"[2025-03-05 10:00:00] Strategy processing Bar. Current close price: 3258.00. Current Portfolio Value: 99449.77\n",
"[2025-03-05 11:00:00] Strategy processing Bar. Current close price: 3271.00. Current Portfolio Value: 99462.77\n",
"[2025-03-05 13:00:00] Strategy processing Bar. Current close price: 3269.00. Current Portfolio Value: 99460.77\n",
"[2025-03-05 14:00:00] Strategy processing Bar. Current close price: 3259.00. Current Portfolio Value: 99450.77\n",
"[2025-03-05 21:00:00] Strategy processing Bar. Current close price: 3261.00. Current Portfolio Value: 99452.77\n",
"[2025-03-05 22:00:00] Strategy processing Bar. Current close price: 3262.00. Current Portfolio Value: 99453.77\n",
"[2025-03-06 09:00:00] Strategy processing Bar. Current close price: 3287.00. Current Portfolio Value: 99478.77\n",
"[2025-03-06 10:00:00] Strategy processing Bar. Current close price: 3276.00. Current Portfolio Value: 99467.77\n",
"[2025-03-06 11:00:00] Strategy processing Bar. Current close price: 3286.00. Current Portfolio Value: 99477.77\n",
"[2025-03-06 13:00:00] Strategy processing Bar. Current close price: 3264.00. Current Portfolio Value: 99455.77\n",
"[2025-03-06 14:00:00] Strategy processing Bar. Current close price: 3282.00. Current Portfolio Value: 99473.77\n",
"[2025-03-06 21:00:00] Strategy processing Bar. Current close price: 3271.00. Current Portfolio Value: 99462.77\n",
"[2025-03-06 22:00:00] Strategy processing Bar. Current close price: 3275.00. Current Portfolio Value: 99466.77\n",
"[2025-03-07 09:00:00] Strategy processing Bar. Current close price: 3258.00. Current Portfolio Value: 99449.77\n",
"[2025-03-07 10:00:00] Strategy processing Bar. Current close price: 3270.00. Current Portfolio Value: 99461.77\n",
"[2025-03-07 11:00:00] Strategy processing Bar. Current close price: 3270.00. Current Portfolio Value: 99461.77\n",
"[2025-03-07 13:00:00] Strategy processing Bar. Current close price: 3267.00. Current Portfolio Value: 99458.77\n",
"[2025-03-07 14:00:00] Strategy processing Bar. Current close price: 3252.00. Current Portfolio Value: 99443.77\n",
"[2025-03-07 21:00:00] Strategy processing Bar. Current close price: 3237.00. Current Portfolio Value: 99428.77\n",
"[2025-03-07 22:00:00] Strategy processing Bar. Current close price: 3247.00. Current Portfolio Value: 99438.77\n",
"[2025-03-10 09:00:00] Strategy processing Bar. Current close price: 3242.00. Current Portfolio Value: 99433.77\n",
"[2025-03-10 10:00:00] Strategy processing Bar. Current close price: 3227.00. Current Portfolio Value: 99418.77\n",
"[2025-03-10 11:00:00] Strategy processing Bar. Current close price: 3224.00. Current Portfolio Value: 99415.77\n",
"[2025-03-10 13:00:00] Strategy processing Bar. Current close price: 3218.00. Current Portfolio Value: 99409.77\n",
"[2025-03-10 14:00:00] Strategy processing Bar. Current close price: 3220.00. Current Portfolio Value: 99411.77\n",
"[2025-03-10 21:00:00] Strategy processing Bar. Current close price: 3211.00. Current Portfolio Value: 99402.77\n",
"[2025-03-10 22:00:00] Strategy processing Bar. Current close price: 3203.00. Current Portfolio Value: 99394.77\n",
"[2025-03-11 09:00:00] Strategy processing Bar. Current close price: 3208.00. Current Portfolio Value: 99399.77\n",
"[2025-03-11 10:00:00] Strategy processing Bar. Current close price: 3206.00. Current Portfolio Value: 99397.77\n",
"[2025-03-11 11:00:00] Strategy processing Bar. Current close price: 3206.00. Current Portfolio Value: 99397.77\n",
"[2025-03-11 13:00:00] Strategy processing Bar. Current close price: 3214.00. Current Portfolio Value: 99405.77\n",
"[2025-03-11 14:00:00] Strategy processing Bar. Current close price: 3209.00. Current Portfolio Value: 99400.77\n",
"[2025-03-11 21:00:00] Strategy processing Bar. Current close price: 3223.00. Current Portfolio Value: 99414.77\n",
"[2025-03-11 22:00:00] Strategy processing Bar. Current close price: 3218.00. Current Portfolio Value: 99409.77\n",
"[2025-03-12 09:00:00] Strategy processing Bar. Current close price: 3210.00. Current Portfolio Value: 99401.77\n",
"[2025-03-12 10:00:00] Strategy processing Bar. Current close price: 3213.00. Current Portfolio Value: 99404.77\n",
"[2025-03-12 11:00:00] Strategy processing Bar. Current close price: 3218.00. Current Portfolio Value: 99409.77\n",
"[2025-03-12 13:00:00] Strategy processing Bar. Current close price: 3222.00. Current Portfolio Value: 99413.77\n",
"[2025-03-12 14:00:00] Strategy processing Bar. Current close price: 3226.00. Current Portfolio Value: 99417.77\n",
"[2025-03-12 21:00:00] Strategy processing Bar. Current close price: 3238.00. Current Portfolio Value: 99429.77\n",
"[2025-03-12 22:00:00] Strategy processing Bar. Current close price: 3236.00. Current Portfolio Value: 99427.77\n",
"[2025-03-13 09:00:00] Strategy processing Bar. Current close price: 3240.00. Current Portfolio Value: 99431.77\n",
"[2025-03-13 10:00:00] Strategy processing Bar. Current close price: 3254.00. Current Portfolio Value: 99445.77\n",
"[2025-03-13 11:00:00] Strategy processing Bar. Current close price: 3240.00. Current Portfolio Value: 99431.77\n",
"[2025-03-13 13:00:00] Strategy processing Bar. Current close price: 3241.00. Current Portfolio Value: 99432.77\n",
"[2025-03-13 14:00:00] Strategy processing Bar. Current close price: 3256.00. Current Portfolio Value: 99447.77\n",
"[2025-03-13 21:00:00] Strategy processing Bar. Current close price: 3251.00. Current Portfolio Value: 99442.77\n",
"[2025-03-13 22:00:00] Strategy processing Bar. Current close price: 3247.00. Current Portfolio Value: 99438.77\n",
"[2025-03-14 09:00:00] Strategy processing Bar. Current close price: 3261.00. Current Portfolio Value: 99452.77\n",
"[2025-03-14 10:00:00] Strategy processing Bar. Current close price: 3259.00. Current Portfolio Value: 99450.77\n",
"[2025-03-14 11:00:00] Strategy processing Bar. Current close price: 3260.00. Current Portfolio Value: 99451.77\n",
"[2025-03-14 13:00:00] Strategy processing Bar. Current close price: 3266.00. Current Portfolio Value: 99457.77\n",
"[2025-03-14 14:00:00] Strategy processing Bar. Current close price: 3267.00. Current Portfolio Value: 99458.77\n",
"[2025-03-14 21:00:00] Strategy processing Bar. Current close price: 3247.00. Current Portfolio Value: 99438.77\n",
"[2025-03-14 22:00:00] Strategy processing Bar. Current close price: 3246.00. Current Portfolio Value: 99437.77\n",
"[2025-03-17 09:00:00] Strategy processing Bar. Current close price: 3224.00. Current Portfolio Value: 99415.77\n",
"[2025-03-17 10:00:00] Strategy processing Bar. Current close price: 3222.00. Current Portfolio Value: 99413.77\n",
"[2025-03-17 11:00:00] Strategy processing Bar. Current close price: 3220.00. Current Portfolio Value: 99411.77\n",
"[2025-03-17 13:00:00] Strategy processing Bar. Current close price: 3213.00. Current Portfolio Value: 99404.77\n",
"[2025-03-17 14:00:00] Strategy processing Bar. Current close price: 3217.00. Current Portfolio Value: 99408.77\n",
"[2025-03-17 21:00:00] Strategy processing Bar. Current close price: 3209.00. Current Portfolio Value: 99400.77\n",
"[2025-03-17 22:00:00] Strategy processing Bar. Current close price: 3207.00. Current Portfolio Value: 99398.77\n",
"[2025-03-18 09:00:00] Strategy processing Bar. Current close price: 3197.00. Current Portfolio Value: 99388.77\n",
"[2025-03-18 10:00:00] Strategy processing Bar. Current close price: 3202.00. Current Portfolio Value: 99393.77\n",
"[2025-03-18 11:00:00] Strategy processing Bar. Current close price: 3196.00. Current Portfolio Value: 99387.77\n",
"[2025-03-18 13:00:00] Strategy processing Bar. Current close price: 3194.00. Current Portfolio Value: 99385.77\n",
"[2025-03-18 14:00:00] Strategy processing Bar. Current close price: 3191.00. Current Portfolio Value: 99382.77\n",
"[2025-03-18 21:00:00] Strategy processing Bar. Current close price: 3170.00. Current Portfolio Value: 99361.77\n",
"[2025-03-18 22:00:00] Strategy processing Bar. Current close price: 3170.00. Current Portfolio Value: 99361.77\n",
"[2025-03-19 09:00:00] Strategy processing Bar. Current close price: 3164.00. Current Portfolio Value: 99355.77\n",
"[2025-03-19 10:00:00] Strategy processing Bar. Current close price: 3170.00. Current Portfolio Value: 99361.77\n",
"[2025-03-19 11:00:00] Strategy processing Bar. Current close price: 3168.00. Current Portfolio Value: 99359.77\n",
"[2025-03-19 13:00:00] Strategy processing Bar. Current close price: 3172.00. Current Portfolio Value: 99363.77\n",
"[2025-03-19 14:00:00] Strategy processing Bar. Current close price: 3162.00. Current Portfolio Value: 99353.77\n",
"[2025-03-19 21:00:00] Strategy processing Bar. Current close price: 3159.00. Current Portfolio Value: 99350.77\n",
"[2025-03-19 22:00:00] Strategy processing Bar. Current close price: 3156.00. Current Portfolio Value: 99347.77\n",
"[2025-03-20 09:00:00] Strategy processing Bar. Current close price: 3135.00. Current Portfolio Value: 99326.77\n",
"[2025-03-20 10:00:00] Strategy processing Bar. Current close price: 3148.00. Current Portfolio Value: 99339.77\n",
"[2025-03-20 11:00:00] Strategy processing Bar. Current close price: 3167.00. Current Portfolio Value: 99358.77\n",
"[2025-03-20 13:00:00] Strategy processing Bar. Current close price: 3168.00. Current Portfolio Value: 99359.77\n",
"[2025-03-20 14:00:00] Strategy processing Bar. Current close price: 3176.00. Current Portfolio Value: 99367.77\n",
"[2025-03-20 21:00:00] Strategy processing Bar. Current close price: 3166.00. Current Portfolio Value: 99357.77\n",
"[2025-03-20 22:00:00] Strategy processing Bar. Current close price: 3167.00. Current Portfolio Value: 99358.77\n",
"[2025-03-21 09:00:00] Strategy processing Bar. Current close price: 3166.00. Current Portfolio Value: 99357.77\n",
"[2025-03-21 10:00:00] Strategy processing Bar. Current close price: 3165.00. Current Portfolio Value: 99356.77\n",
"[2025-03-21 11:00:00] Strategy processing Bar. Current close price: 3161.00. Current Portfolio Value: 99352.77\n",
"[2025-03-21 13:00:00] Strategy processing Bar. Current close price: 3167.00. Current Portfolio Value: 99358.77\n",
"[2025-03-21 14:00:00] Strategy processing Bar. Current close price: 3156.00. Current Portfolio Value: 99347.77\n",
"[2025-03-21 21:00:00] Strategy processing Bar. Current close price: 3146.00. Current Portfolio Value: 99337.77\n",
"[2025-03-21 22:00:00] Strategy processing Bar. Current close price: 3172.00. Current Portfolio Value: 99363.77\n",
"[2025-03-24 09:00:00] Strategy processing Bar. Current close price: 3187.00. Current Portfolio Value: 99378.77\n",
"[2025-03-24 10:00:00] Strategy processing Bar. Current close price: 3200.00. Current Portfolio Value: 99391.77\n",
"[2025-03-24 11:00:00] Strategy processing Bar. Current close price: 3198.00. Current Portfolio Value: 99389.77\n",
"[2025-03-24 13:00:00] Strategy processing Bar. Current close price: 3204.00. Current Portfolio Value: 99395.77\n",
"[2025-03-24 14:00:00] Strategy processing Bar. Current close price: 3204.00. Current Portfolio Value: 99395.77\n",
"[2025-03-24 21:00:00] Strategy processing Bar. Current close price: 3207.00. Current Portfolio Value: 99398.77\n",
"[2025-03-24 22:00:00] Strategy processing Bar. Current close price: 3206.00. Current Portfolio Value: 99397.77\n",
"[2025-03-25 09:00:00] Strategy processing Bar. Current close price: 3201.00. Current Portfolio Value: 99392.77\n",
"[2025-03-25 10:00:00] Strategy processing Bar. Current close price: 3187.00. Current Portfolio Value: 99378.77\n",
"[2025-03-25 11:00:00] Strategy processing Bar. Current close price: 3214.00. Current Portfolio Value: 99405.77\n",
"[2025-03-25 13:00:00] Strategy processing Bar. Current close price: 3219.00. Current Portfolio Value: 99410.77\n",
"[2025-03-25 14:00:00] Strategy processing Bar. Current close price: 3220.00. Current Portfolio Value: 99411.77\n",
"[2025-03-25 21:00:00] Strategy processing Bar. Current close price: 3217.00. Current Portfolio Value: 99408.77\n",
"[2025-03-25 22:00:00] Strategy processing Bar. Current close price: 3219.00. Current Portfolio Value: 99410.77\n",
"[2025-03-26 09:00:00] Strategy processing Bar. Current close price: 3216.00. Current Portfolio Value: 99407.77\n",
"[2025-03-26 10:00:00] Strategy processing Bar. Current close price: 3217.00. Current Portfolio Value: 99408.77\n",
"[2025-03-26 11:00:00] Strategy processing Bar. Current close price: 3207.00. Current Portfolio Value: 99398.77\n",
"[2025-03-26 13:00:00] Strategy processing Bar. Current close price: 3214.00. Current Portfolio Value: 99405.77\n",
"[2025-03-26 14:00:00] Strategy processing Bar. Current close price: 3209.00. Current Portfolio Value: 99400.77\n",
"[2025-03-26 21:00:00] Strategy processing Bar. Current close price: 3212.00. Current Portfolio Value: 99403.77\n",
"[2025-03-26 22:00:00] Strategy processing Bar. Current close price: 3217.00. Current Portfolio Value: 99408.77\n",
"[2025-03-27 09:00:00] Strategy processing Bar. Current close price: 3215.00. Current Portfolio Value: 99406.77\n",
"[2025-03-27 10:00:00] Strategy processing Bar. Current close price: 3213.00. Current Portfolio Value: 99404.77\n",
"[2025-03-27 11:00:00] Strategy processing Bar. Current close price: 3198.00. Current Portfolio Value: 99389.77\n",
"[2025-03-27 13:00:00] Strategy processing Bar. Current close price: 3191.00. Current Portfolio Value: 99382.77\n",
"[2025-03-27 14:00:00] Strategy processing Bar. Current close price: 3208.00. Current Portfolio Value: 99399.77\n",
"[2025-03-27 21:00:00] Strategy processing Bar. Current close price: 3190.00. Current Portfolio Value: 99381.77\n",
"[2025-03-27 22:00:00] Strategy processing Bar. Current close price: 3189.00. Current Portfolio Value: 99380.77\n",
"[2025-03-28 09:00:00] Strategy processing Bar. Current close price: 3187.00. Current Portfolio Value: 99378.77\n",
"[2025-03-28 10:00:00] Strategy processing Bar. Current close price: 3186.00. Current Portfolio Value: 99377.77\n",
"[2025-03-28 11:00:00] Strategy processing Bar. Current close price: 3187.00. Current Portfolio Value: 99378.77\n",
"[2025-03-28 13:00:00] Strategy processing Bar. Current close price: 3196.00. Current Portfolio Value: 99387.77\n",
"[2025-03-28 14:00:00] Strategy processing Bar. Current close price: 3197.00. Current Portfolio Value: 99388.77\n",
"[2025-03-28 21:00:00] Strategy processing Bar. Current close price: 3187.00. Current Portfolio Value: 99378.77\n",
"[2025-03-28 22:00:00] Strategy processing Bar. Current close price: 3177.00. Current Portfolio Value: 99368.77\n",
"[2025-03-31 09:00:00] Strategy processing Bar. Current close price: 3171.00. Current Portfolio Value: 99362.77\n",
"[2025-03-31 10:00:00] Strategy processing Bar. Current close price: 3164.00. Current Portfolio Value: 99355.77\n",
"[2025-03-31 11:00:00] Strategy processing Bar. Current close price: 3161.00. Current Portfolio Value: 99352.77\n",
"[2025-03-31 13:00:00] Strategy processing Bar. Current close price: 3164.00. Current Portfolio Value: 99355.77\n",
"[2025-03-31 14:00:00] Strategy processing Bar. Current close price: 3159.00. Current Portfolio Value: 99350.77\n",
"[2025-03-31 21:00:00] Strategy processing Bar. Current close price: 3148.00. Current Portfolio Value: 99339.77\n",
"[2025-03-31 22:00:00] Strategy processing Bar. Current close price: 3146.00. Current Portfolio Value: 99337.77\n",
"[2025-04-01 09:00:00] Strategy processing Bar. Current close price: 3143.00. Current Portfolio Value: 99334.77\n",
"[2025-04-01 10:00:00] Strategy processing Bar. Current close price: 3167.00. Current Portfolio Value: 99358.77\n",
"[2025-04-01 11:00:00] Strategy processing Bar. Current close price: 3164.00. Current Portfolio Value: 99355.77\n",
"[2025-04-01 13:00:00] Strategy processing Bar. Current close price: 3166.00. Current Portfolio Value: 99357.77\n",
"Bar 对象流生成完毕。\n",
"\n",
"--- 回测片段结束,检查并平仓所有持仓 ---\n",
"[2025-04-01 13:00:00] 回测结束平仓: 平仓 rb2505 (1 手) @ 3166.00。\n",
"--- 回测结束 ---\n",
"总计处理了 556 根K线。\n",
"总计发生了 2 笔交易。\n",
"\n",
"--- 总分段回测完成 ---\n",
"\n",
"--- 生成回测报告 ---\n",
2025-06-19 15:28:26 +08:00
"\n",
"--- 结果分析器初始化完成 ---\n",
"正在计算绩效指标...\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 : 99377.94\n",
"总收益率 : -0.62%\n",
"年化收益率 : -0.47%\n",
"最大回撤 : 0.85%\n",
"夏普比率 : -0.45\n",
"卡玛比率 : -0.55\n",
"总交易次数 : 6\n",
"交易成本 : 4.00\n",
"\n",
"--- 部分交易明细 (最近5笔) ---\n",
" 2024-08-30 21:00:00 | SELL | rb2410 | Vol: 1 | Price: 3230.77 | Commission: 0.65\n",
" 2024-08-30 14:00:00 | BUY | rb2501 | Vol: 1 | Price: 3290.29 | Commission: 0.66\n",
" 2024-11-29 21:00:00 | SELL | rb2501 | Vol: 1 | Price: 3297.70 | Commission: 0.66\n",
" 2024-11-29 14:00:00 | BUY | rb2505 | Vol: 1 | Price: 3383.38 | Commission: 0.68\n",
" 2025-04-01 13:00:00 | SELL | rb2505 | Vol: 1 | Price: 3162.83 | Commission: 0.63\n",
"正在绘制绩效图表...\n"
]
},
{
"data": {
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"text/plain": [
"<Figure size 1400x1000 with 2 Axes>"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"image/png": "iVBORw0KGgoAAAANSUhEUgAABW0AAAKyCAYAAACuWPzHAAAAOnRFWHRTb2Z0d2FyZQBNYXRwbG90bGliIHZlcnNpb24zLjEwLjMsIGh0dHBzOi8vbWF0cGxvdGxpYi5vcmcvZiW1igAAAAlwSFlzAAAPYQAAD2EBqD+naQABAABJREFUeJzs3Xl8VNX9//HXvbNksocQ9k0EBBEUEHFDbV1rLd+qtWKruFSr1aqtK631Z9W2bpVq3dpqFYtitSrSurfuC4uAIKCAguwgkITsmcxy7++Pmbkzk0lCErIMyfv5ePjg3nPPPfdMcjJNP/nM5xi2bduIiIiIiIiIiIiISFowO3sCIiIiIiIiIiIiIhKnoK2IiIiIiIiIiIhIGlHQVkRERERERERERCSNKGgrIiIiIiIiIiIikkYUtBURERERERERERFJIwraioiIiIiIiIiIiKQRBW1FRERERERERERE0oiCtiIiIiIiIiIiIiJpREFbERERERERERERkTSioK2IiIh0SVu2bGHkyJGMHDmSLVu2NNn3+OOPZ+TIkcyZM6dD5vbggw8ycuRIHnzwwQ55Xls/M/a1Pf7449tgZh1n5syZzpp46qmnOns6nWr79u3cd999nH322RxxxBEcdNBBTJw4kTPOOIPf//73LF++POWe2Neuq5g2bZrzmmL/jRkzhsmTJ/Ozn/2Md955p1XjdsbPt4iIiHQ9CtqKiIiISLfwwgsvOMcvvvhiJ86kdebMmcPIkSP51a9+tVfjPPbYY5x00kn89a9/5auvvmLUqFF85zvfYeLEiZSXl/PUU0/xwx/+kHvuuaeNZp7eRo0axRlnnMEZZ5zB8ccfj8/n49133+Xyyy/n97//fWdPT0RERLopd2dPQERERET2LX369OG1117D4/F09lSabdmyZaxdu5a8vDxCoRCrVq3i888/56CDDursqXWoe++9l8ceewyPx8P06dM577zz8Hq9SX2WLVvGfffdx4YNGzpnkh3sxBNP5KqrrnLOLcvi/vvv529/+xtPPfUUJ5xwAkceeWSzxzv33HP57ne/S48ePdpjuiIiItJNKNNWRERERFrE4/EwbNgwBg8e3NlTabZYlu1pp53Gd77znaS27mL+/Pk89thjANx333385Cc/SQnYAowbN44nn3ySn/zkJx09xbRgmia/+MUvGDRoEACvv/56i+4vLCxk2LBhFBYWtsf0REREpJtQpq2IiIhII6ZNm8Ynn3zCrFmzyMvL4+GHH2bRokVUV1czePBgzjrrLC666CIMw0i51+/389hjj/Hyyy+zbds2CgoKOProo/nFL36xx+euXLmSmTNnsmTJEoqLi8nKymLs2LGcf/75HHfccSn9jz/+eLZu3crbb7/N6tWrmTVrFqtXr6a8vJxZs2Zx+OGHN/icBx54gIcffpipU6dy++23N9hn+fLl/PCHP6R37968++67uN1utmzZwgknnMCAAQNS6n7Gap6uWbOGN998kyeffJI1a9ZgWRajRo3i8ssvb/A1AGzdupUHH3yQDz/8kIqKCvr168f3vvc9LrvsMi655BLne9HY62lMTU0Nr732GgBnnXUWfr+fOXPm8Morr/CrX/2KjIyMBu97/fXXee6551i1ahVVVVXk5OTQs2dPJkyYwHnnnceoUaOcvpWVlfz973/nnXfeYfPmzYRCIQoKChg4cCBHHnkkV1xxRUpmcnl5Of/4xz94++232bRpE5ZlMXjwYE499VQuuugiMjMznb6x7zHASy+9xEsvveRcmzRpUrNq9D7yyCPOWCeddFKTfQ3DYOLEiXscM6asrIwnnniCt99+my1btmCaJkOHDuXUU09l2rRp+Hy+lHvmzZvHrFmzWL58OeXl5WRlZdGjRw8OPvhgpk6dymGHHZZyz/z585k9ezbLli2jrKyM3NxcJkyYwCWXXML48eObPd89cblcHHjggWzevNn5ukPzftYefPBBHnroIa688sqkDN6Y9evX849//IP58+fzzTff4HK56Nu3L5MmTeLHP/4xBxxwQFL/lqwTERER6ToUtBURERHZg48++oiZM2cyePBgjj76aHbt2sWSJUu4++672b59O7/5zW+S+tfW1nLhhReybNkysrKymDx5MhkZGXz00Ue89957fOtb32r0Wf/4xz+46667sCyLAw88kIMPPpji4mIWLlzIRx99xFVXXcWVV17Z4L0zZ87k6aefZsyYMRxzzDHs3LkTl8vV6LN+9KMf8eijj/Lyyy9z/fXXk5eXl9Jn9uzZAEydOhW3u/m/Oj7wwAM88sgjjB8/nuOOO46vv/6apUuXctlll/Hggw+mBA3Xrl3Leeedx+7du+nduzcnnHACtbW1zJw5kwULFmBZVrOfXd9rr71GdXW1s9EUwH777ceGDRv473//y5QpU1Lueeihh3jwwQdxu92MHz+ePn36UFlZyfbt23nhhRcYPny4E7Stra3lxz/+MV9++SWFhYUcccQRZGVlsWvXLtavX88jjzzCRRddlBS0Xbt2LZdccgnbt2+nV69eHHroobjdblasWMGf//xn/vvf//LUU0+Rm5sLwCmnnMKyZcv49NNPGTx4MIceeqgz1v7777/Hr0FFRQWLFy8G4Iwzzmj117Ihmzdv5oILLmDr1q0UFhZy3HHHEQwGWbhwIffeey+vv/46M2fOJD8/37nnpZde4te//jUABx98MIcffjh+v58dO3bw2muv0aNHj5Sg7d13380TTzyBaZqMGTOGQw89lO3bt/P222/z7rvv8rvf/Y4f/OAHbfa6qqqqABrMRm7pz1rMyy+/zE033UQgEKB///4cd9xxWJbF5s2befbZZ+nZs2dS0Lal60RERES6DgVtRURERPbg0Ucf5bbbbuOcc85x2ubPn89FF13E7Nmzufjii+nbt69z7YEHHmDZsmXsv//+PPnkk/Tp0weIBPeuu+465s6d2+BzPvzwQ+68804KCgp48MEHk4JWa9as4dJLL+XBBx9k0qRJTJo0KeX+f/7znzzyyCOccMIJzXpdvXr14jvf+Q4vv/wyc+bM4cILL0y6Xlpa6tSunTp1arPGjHnqqad47rnnOOSQQ5y2WAbivffemxK0vfHGG9m9ezennXYad911lxMo27FjBxdccAHr169v0fMTxcogJAb0fvCDHzBjxgxeeOGFlKBtIBDgscceIysrixdffDElKLp161b8fr9z/uabb/Lll19y7LHH8sgjjyQFZy3LYvHixUmZpn6/n8svv5zt27dz+eWXc8UVVzivt7a2lptvvplXXnmFO+64gzvvvBOA6dOnM2fOHD799FMOPfRQ7rrrrhZ9DT7//HMn8D127NgW3bsn1113HVu3buX4449nxowZZGVlAZH1c8kll/D5559z++23M2PGDOeehx56CNu2mT17dkpGb0lJCTt27Ehq+9e//sUTTzzBkCFDeOCBB5KynBctWsRll13Gb3/7Ww499FD222+/vX5NO3fu5LPPPgPgwAMPTLne0p81iGTQ//rXvyYUCnHzzTdz7rnnYprxanVbt25l9+7dznlr1omIiIh0HappKyIiIrIHJ598clLAFuDII49k8uTJhMNhFixY4LT7/X6ee+45AH796187AVuAzMxMbrvttkY/jv/ggw9i2za33XZbSpbhyJEj+dWvfgXA008/3eD9p59+eouCSADnn38+EAlC2baddO2FF14gEAhwyimn0KtXrxaNe/XVVycFbAEuu+wycnNz2bBhA9u3b3faFy9ezOeff05WVha33HJLUmZjnz59nNfdGuvWrWPp0qV4PB7+7//+z2k//fTTcblcLFy4kM2bNyfdU1VVhd/vZ9CgQQ1msQ4YMIBhw4Y558XFxQAcffTRKSUQTNNk0qRJSa/ppZdeYtOmTXz729/ml7/8ZdK1zMxMbr/9dnr27Ml//vMfysvLW/3aEyUGA3v27NkmY0Lke/fZZ5+RmZnJ7373OydgC5HarrGyG6+99hrffPONc62kpITc3NwGSzD07NmT0aNHO+eWZfHggw8C8Kc//SkpYAtw2GGHccUVVxAMBp2fvda
"text/plain": [
"<Figure size 1400x700 with 1 Axes>"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"name": "stdout",
"output_type": "stream",
"text": [
"图表绘制完成。\n"
]
}
],
"source": [
"from src.backtest_runner import run_multi_segment_backtest\n",
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"\n",
"\n",
"backtest_output = run_multi_segment_backtest(\n",
" segment_configs=segment_configs,\n",
" strategy_class=SimpleLimitBuyStrategy,\n",
" strategy_params=strategy_parameters, # 使用预设的策略参数\n",
" initial_capital=initial_capital,\n",
" slippage_rate=slippage_rate,\n",
" commission_rate=commission_rate,\n",
" total_start_date=total_start_date,\n",
" total_end_date=total_end_date\n",
")\n",
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"\n",
"# --- 最终结果分析与可视化 ---\n",
"all_combined_snapshots = backtest_output[\"portfolio_snapshots\"]\n",
"all_combined_trades = backtest_output[\"trade_history\"]\n",
"all_combined_bars = backtest_output[\"all_bars\"]\n",
"initial_capital_for_analyzer = backtest_output[\"initial_capital\"] # 获取回测的初始资金\n",
"\n",
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"if all_combined_snapshots:\n",
" print(\"\\n--- 生成回测报告 ---\")\n",
" analyzer = ResultAnalyzer(all_combined_snapshots, all_combined_trades, all_combined_bars, initial_capital_for_analyzer)\n",
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"\n",
" analyzer.generate_report()\n",
" analyzer.plot_performance()\n",
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"else:\n",
" print(\"\\n没有生成任何投资组合快照无法进行结果分析。请检查数据文件和日期配置。\")\n"
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]
}
],
"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
}