1891 lines
488 KiB
Plaintext
1891 lines
488 KiB
Plaintext
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{
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"cells": [
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{
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"cell_type": "code",
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"id": "522f09ca7b3fe929",
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"metadata": {
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"ExecuteTime": {
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"end_time": "2025-10-12T15:22:00.353719Z",
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"start_time": "2025-10-12T15:21:59.896650Z"
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}
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},
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"source": [
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"from datetime import datetime\n",
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"\n",
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"import sys\n",
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"\n",
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"if '/mnt/d/PyProject/NewQuant/' not in sys.path:\n",
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" sys.path.append('/mnt/d/PyProject/NewQuant/')\n",
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" \n",
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"from src.data_processing import load_raw_data\n",
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"%load_ext autoreload\n",
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"%autoreload 2\n",
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"\n"
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],
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"outputs": [],
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"execution_count": 1
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},
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{
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"cell_type": "code",
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"id": "c00ccfeec592844c",
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"metadata": {
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"ExecuteTime": {
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"end_time": "2025-10-12T15:22:00.838025Z",
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"start_time": "2025-10-12T15:22:00.360370Z"
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}
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},
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"source": [
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"from turtle import down\n",
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"from src.analysis.result_analyzer import ResultAnalyzer\n",
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"# 导入所有必要的模块\n",
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"from src.data_manager import DataManager\n",
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"from src.backtest_engine import BacktestEngine\n",
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"from src.indicators.indicator_list import INDICATOR_LIST\n",
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"from src.indicators.indicators import *\n",
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"\n",
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"# 导入您自己的 SMC 策略\n",
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"from futures_trading_strategies.MA.ValueMigrationStrategy.ValueMigrationStrategy2 import ValueMigrationStrategy\n",
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"\n",
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"# --- 配置参数 ---\n",
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"# 获取当前脚本所在目录，假设数据文件在项目根目录下的 data 文件夹内\n",
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"data_file_path = '/mnt/d/PyProject/NewQuant/data/data/KQ_m@CZCE_MA/KQ_m@CZCE_MA_min15.csv'\n"
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],
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"outputs": [],
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"execution_count": 2
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},
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{
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"cell_type": "code",
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"id": "7599fa7cd2cb3d45",
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"metadata": {
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"ExecuteTime": {
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"end_time": "2025-10-12T15:22:00.906716Z",
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"start_time": "2025-10-12T15:22:00.843830Z"
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}
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},
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"source": [
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"\n",
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"initial_capital = 100000.0\n",
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"slippage_rate = 0.000 # 假设每笔交易0.1%的滑点\n",
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"commission_rate = 0.0001 # 假设每笔交易0.02%的佣金\n",
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"\n",
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"global_config = {\n",
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" 'symbol': 'KQ_m@CZCE_MA', # 确保与数据文件中的 symbol 匹配\n",
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"}\n",
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"\n",
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"# 回测时间范围\n",
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"start_time = datetime(2022, 1, 1)\n",
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"end_time = datetime(2024, 1, 1)\n",
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"\n",
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"start_time = datetime(2025, 1, 1)\n",
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"end_time = datetime(2025, 1, 24)\n",
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"\n",
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"\n",
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"indicators = INDICATOR_LIST\n",
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"indicators = []\n",
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"\n",
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"# 确保 DataManager 能够重置以进行多次回测\n",
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"# data_manager.reset() # 首次运行不需要重置"
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],
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"outputs": [],
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"execution_count": 3
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},
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{
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"cell_type": "code",
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"id": "f903fd2761d446cd",
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"metadata": {
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"ExecuteTime": {
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"end_time": "2025-10-12T15:22:08.731288Z",
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"start_time": "2025-10-12T15:22:00.915848Z"
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}
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},
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"source": [
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"from src.tqsdk_engine import TqsdkEngine\n",
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"from tqsdk import TqApi, TqBacktest, TqAuth\n",
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"from src.indicators.indicators import ROC_MA\n",
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"\n",
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"# --- 1. 初始化数据管理器 ---\n",
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"print(\"初始化数据管理器...\")\n",
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"data_manager = DataManager(file_path=data_file_path, symbol=global_config['symbol'], start_time=start_time,\n",
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" end_time=end_time)\n",
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"\n",
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"strategy_parameters = {\n",
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" 'main_symbol': 'MA', # <-- 替换为你的交易品种代码，例如 'GC=F' (黄金期货), 'ZC=F' (玉米期货)\n",
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" 'trade_volume': 1,\n",
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" 'hvn_distance_ticks': 5,\n",
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" # 'stop_loss_atr': 0.5,\n",
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" # 'take_profit_atr': 1,\n",
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" 'stop_loss_atr': 0.01,\n",
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" 'take_profit_atr': 0.01,\n",
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" 'order_direction': ['SELL', 'BUY'],\n",
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" # 'indicators': [NormalizedATR(21, 0.35, 0.6), NormalizedATR(21, 0.35, 0.6)],\n",
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" 'enable_log': False\n",
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"}\n",
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"\n",
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"\n",
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"\n",
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"# --- 2. 初始化回测引擎并运行 ---\n",
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"print(\"\\n初始化回测引擎...\")\n",
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"# engine = BacktestEngine(\n",
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"# data_manager=data_manager,\n",
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"# strategy_class=ValueMigrationStrategy, # <--- 更改为您的 SMC 策略类\n",
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"# # current_segment_symbol 参数已从 SMCPureH1LongStrategy 中移除，不需要设置\n",
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"# strategy_params=strategy_parameters,\n",
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"# initial_capital=initial_capital,\n",
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"# slippage_rate=slippage_rate,\n",
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"# commission_rate=commission_rate,\n",
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"# roll_over_mode=True,\n",
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"# start_time=start_time,\n",
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"# end_time=end_time,\n",
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"# indicators=indicators # 如果您的 SMC 策略不使用这些指标，也可以考虑移除\n",
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"# )\n",
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"api = TqApi(\n",
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" backtest=TqBacktest(start_dt=start_time, end_dt=end_time),\n",
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" auth=TqAuth(\"emanresu\", \"dfgvfgdfgg\"),\n",
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")\n",
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"# --- 1. 初始化回测引擎并运行 ---\n",
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"print(\"\\n初始化 Tqsdk 回测引擎...\")\n",
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"engine = TqsdkEngine(\n",
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" strategy_class=ValueMigrationStrategy,\n",
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" strategy_params=strategy_parameters,\n",
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" api=api,\n",
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" symbol=global_config['symbol'],\n",
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" duration_seconds=60 * 15,\n",
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" roll_over_mode=True, # 启用换月模式检测\n",
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" start_time=start_time,\n",
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" end_time=end_time,\n",
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")\n",
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"\n",
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"print(\"\\n开始运行回测...\")\n",
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"engine.run_backtest()\n",
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"print(\"\\n回测运行完毕。\")\n",
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"\n",
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"# --- 3. 获取回测结果 ---\n",
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"results = engine.get_backtest_results()\n",
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"portfolio_snapshots = results[\"portfolio_snapshots\"]\n",
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"trade_history = results[\"trade_history\"]\n",
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"initial_capital_result = results[\"initial_capital\"]\n",
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"bars = results[\"all_bars\"]\n"
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],
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"outputs": [
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{
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"name": "stderr",
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"output_type": "stream",
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"text": [
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"/home/liaozhaorun/miniconda3/envs/quant/lib/python3.12/site-packages/requests/__init__.py:86: RequestsDependencyWarning: Unable to find acceptable character detection dependency (chardet or charset_normalizer).\n",
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" warnings.warn(\n",
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|
"在使用天勤量化之前，默认您已经知晓并同意以下免责条款，如果不同意请立即停止使用：https://www.shinnytech.com/blog/disclaimer/\n"
|
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]
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},
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{
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"name": "stdout",
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"output_type": "stream",
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"text": [
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"初始化数据管理器...\n",
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"数据加载成功: /mnt/d/PyProject/NewQuant/data/data/KQ_m@CZCE_MA/KQ_m@CZCE_MA_min15.csv\n",
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"数据范围从 2020-12-31 14:45:00 到 2025-08-21 14:30:00\n",
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"总计 25596 条记录。\n",
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"\n",
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"初始化回测引擎...\n",
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" INFO - TqSdk free 版剩余 0 天到期，如需续费或升级请访问 https://account.shinnytech.com/ 或联系相关工作人员。\n",
|
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"\n",
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"初始化 Tqsdk 回测引擎...\n",
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"内存仓储已初始化，管理ID: 'futures_trading_strategies.MA.ValueMigrationStrategy.ValueMigrationStrategy2.ValueMigrationStrategy_2dcc18753864ac552dd0bc1acbade34e'\n",
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"TqsdkContext: 初始化完成。\n",
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"TqsdkContext: 已设置引擎引用。\n",
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"TqsdkEngine: 初始化完成。\n",
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"\n",
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"开始运行回测...\n",
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"TqsdkEngine: 开始运行回测，从 2025-01-01 00:00:00 到 2025-01-24 00:00:00\n",
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"ValueMigrationStrategy 策略初始化回调被调用。\n",
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"2596.0 2025-01-08 21:15:00+08:00\n",
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"Context: 订单已加入队列: Order(symbol='CZCE.MA505', direction='BUY', volume=1, id='CZCE.MA505_BUY_LIMIT_0', price_type='STOP', limit_price=None, stop_price=np.float64(2596.0), submitted_time=Timestamp('2025-01-08 21:15:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
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"Engine: 处理订单请求: Order(symbol='CZCE.MA505', direction='BUY', volume=1, id='CZCE.MA505_BUY_LIMIT_0', price_type='STOP', limit_price=None, stop_price=np.float64(2596.0), submitted_time=Timestamp('2025-01-08 21:15:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
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"CZCE.MA505\n",
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" INFO - 模拟交易下单 TQSIM, PYSDK_insert_eaf672b365a63be612970b76f60aa118: 时间: 2025-01-08 21:15:00.000000, 合约: CZCE.MA505, 开平: OPEN, 方向: BUY, 手数: 1, 价格: 2577.0\n",
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" INFO - 模拟交易委托单 TQSIM, PYSDK_insert_eaf672b365a63be612970b76f60aa118: 全部成交\n",
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"Context: 订单已加入队列: Order(symbol='CZCE.MA505', direction='CLOSE_LONG', volume=1, id='CZCE.MA505_CLOSE_LONG_CLOSE_20250108213000_1', price_type='MARKET', limit_price=np.float64(2577.0), stop_price=None, submitted_time=Timestamp('2025-01-08 21:30:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
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"Engine: 处理订单请求: Order(symbol='CZCE.MA505', direction='CLOSE_LONG', volume=1, id='CZCE.MA505_CLOSE_LONG_CLOSE_20250108213000_1', price_type='MARKET', limit_price=np.float64(2577.0), stop_price=None, submitted_time=Timestamp('2025-01-08 21:30:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
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"CZCE.MA505\n",
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" INFO - 模拟交易下单 TQSIM, PYSDK_insert_7f96c9175983eb701d9382642631e923: 时间: 2025-01-08 21:30:00.000000, 合约: CZCE.MA505, 开平: CLOSE, 方向: SELL, 手数: 1, 价格: 2576.0\n",
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" INFO - 模拟交易委托单 TQSIM, PYSDK_insert_7f96c9175983eb701d9382642631e923: 全部成交\n",
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"2573.0 2025-01-09 09:15:00+08:00\n",
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"Context: 订单已加入队列: Order(symbol='CZCE.MA505', direction='BUY', volume=1, id='CZCE.MA505_BUY_LIMIT_2', price_type='STOP', limit_price=None, stop_price=np.float64(2573.0), submitted_time=Timestamp('2025-01-09 09:15:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
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"Engine: 处理订单请求: Order(symbol='CZCE.MA505', direction='BUY', volume=1, id='CZCE.MA505_BUY_LIMIT_2', price_type='STOP', limit_price=None, stop_price=np.float64(2573.0), submitted_time=Timestamp('2025-01-09 09:15:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
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"CZCE.MA505\n",
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" INFO - 模拟交易下单 TQSIM, PYSDK_insert_c1a04479e574d96317e0916eca16daf6: 时间: 2025-01-09 09:15:00.000000, 合约: CZCE.MA505, 开平: OPEN, 方向: BUY, 手数: 1, 价格: 2566.0\n",
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" INFO - 模拟交易委托单 TQSIM, PYSDK_insert_c1a04479e574d96317e0916eca16daf6: 全部成交\n",
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"Context: 订单已加入队列: Order(symbol='CZCE.MA505', direction='CLOSE_LONG', volume=1, id='CZCE.MA505_CLOSE_LONG_CLOSE_20250109093000_3', price_type='MARKET', limit_price=np.float64(2557.0), stop_price=None, submitted_time=Timestamp('2025-01-09 09:30:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
|
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"Engine: 处理订单请求: Order(symbol='CZCE.MA505', direction='CLOSE_LONG', volume=1, id='CZCE.MA505_CLOSE_LONG_CLOSE_20250109093000_3', price_type='MARKET', limit_price=np.float64(2557.0), stop_price=None, submitted_time=Timestamp('2025-01-09 09:30:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
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"CZCE.MA505\n",
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" INFO - 模拟交易下单 TQSIM, PYSDK_insert_0859be51ae0311d3ef0e68e92c7a2779: 时间: 2025-01-09 09:30:00.000000, 合约: CZCE.MA505, 开平: CLOSE, 方向: SELL, 手数: 1, 价格: 2556.0\n",
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" INFO - 模拟交易委托单 TQSIM, PYSDK_insert_0859be51ae0311d3ef0e68e92c7a2779: 全部成交\n",
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"2573.0 2025-01-09 10:45:00+08:00\n",
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"Context: 订单已加入队列: Order(symbol='CZCE.MA505', direction='SELL', volume=1, id='CZCE.MA505_SELL_LIMIT_4', price_type='STOP', limit_price=None, stop_price=np.float64(2573.0), submitted_time=Timestamp('2025-01-09 10:45:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
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"Engine: 处理订单请求: Order(symbol='CZCE.MA505', direction='SELL', volume=1, id='CZCE.MA505_SELL_LIMIT_4', price_type='STOP', limit_price=None, stop_price=np.float64(2573.0), submitted_time=Timestamp('2025-01-09 10:45:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
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"CZCE.MA505\n",
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" INFO - 模拟交易下单 TQSIM, PYSDK_insert_fd2e609b6b56fe56732e8de2c19ea086: 时间: 2025-01-09 10:45:00.000000, 合约: CZCE.MA505, 开平: OPEN, 方向: SELL, 手数: 1, 价格: 2574.0\n",
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" INFO - 模拟交易委托单 TQSIM, PYSDK_insert_fd2e609b6b56fe56732e8de2c19ea086: 全部成交\n",
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|
|
"Context: 订单已加入队列: Order(symbol='CZCE.MA505', direction='CLOSE_SHORT', volume=1, id='CZCE.MA505_CLOSE_SHORT_CLOSE_20250109110000_5', price_type='MARKET', limit_price=np.float64(2572.0), stop_price=None, submitted_time=Timestamp('2025-01-09 11:00:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
|
|||
|
|
"Engine: 处理订单请求: Order(symbol='CZCE.MA505', direction='CLOSE_SHORT', volume=1, id='CZCE.MA505_CLOSE_SHORT_CLOSE_20250109110000_5', price_type='MARKET', limit_price=np.float64(2572.0), stop_price=None, submitted_time=Timestamp('2025-01-09 11:00:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
|
|||
|
|
"CZCE.MA505\n",
|
|||
|
|
" INFO - 模拟交易下单 TQSIM, PYSDK_insert_e5f84423ba642c285d8428d07740f75c: 时间: 2025-01-09 11:00:00.000000, 合约: CZCE.MA505, 开平: CLOSE, 方向: BUY, 手数: 1, 价格: 2573.0\n",
|
|||
|
|
" INFO - 模拟交易委托单 TQSIM, PYSDK_insert_e5f84423ba642c285d8428d07740f75c: 全部成交\n",
|
|||
|
|
"2573.0 2025-01-09 13:45:00+08:00\n",
|
|||
|
|
"Context: 订单已加入队列: Order(symbol='CZCE.MA505', direction='SELL', volume=1, id='CZCE.MA505_SELL_LIMIT_6', price_type='STOP', limit_price=None, stop_price=np.float64(2573.0), submitted_time=Timestamp('2025-01-09 13:45:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
|
|||
|
|
"Engine: 处理订单请求: Order(symbol='CZCE.MA505', direction='SELL', volume=1, id='CZCE.MA505_SELL_LIMIT_6', price_type='STOP', limit_price=None, stop_price=np.float64(2573.0), submitted_time=Timestamp('2025-01-09 13:45:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
|
|||
|
|
"CZCE.MA505\n",
|
|||
|
|
" INFO - 模拟交易下单 TQSIM, PYSDK_insert_926355f07347b7e7a4e982bf4a5a4d58: 时间: 2025-01-09 13:45:00.000000, 合约: CZCE.MA505, 开平: OPEN, 方向: SELL, 手数: 1, 价格: 2587.0\n",
|
|||
|
|
" INFO - 模拟交易委托单 TQSIM, PYSDK_insert_926355f07347b7e7a4e982bf4a5a4d58: 全部成交\n",
|
|||
|
|
"Context: 订单已加入队列: Order(symbol='CZCE.MA505', direction='CLOSE_SHORT', volume=1, id='CZCE.MA505_CLOSE_SHORT_CLOSE_20250109140000_7', price_type='MARKET', limit_price=np.float64(2585.0), stop_price=None, submitted_time=Timestamp('2025-01-09 14:00:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
|
|||
|
|
"Engine: 处理订单请求: Order(symbol='CZCE.MA505', direction='CLOSE_SHORT', volume=1, id='CZCE.MA505_CLOSE_SHORT_CLOSE_20250109140000_7', price_type='MARKET', limit_price=np.float64(2585.0), stop_price=None, submitted_time=Timestamp('2025-01-09 14:00:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
|
|||
|
|
"CZCE.MA505\n",
|
|||
|
|
" INFO - 模拟交易下单 TQSIM, PYSDK_insert_7c0be3a6c0e8fad0b3f70cacff8e83c4: 时间: 2025-01-09 14:00:00.000000, 合约: CZCE.MA505, 开平: CLOSE, 方向: BUY, 手数: 1, 价格: 2586.0\n",
|
|||
|
|
" INFO - 模拟交易委托单 TQSIM, PYSDK_insert_7c0be3a6c0e8fad0b3f70cacff8e83c4: 全部成交\n",
|
|||
|
|
"2586.0 2025-01-09 14:30:00+08:00\n",
|
|||
|
|
"Context: 订单已加入队列: Order(symbol='CZCE.MA505', direction='BUY', volume=1, id='CZCE.MA505_BUY_LIMIT_8', price_type='STOP', limit_price=None, stop_price=np.float64(2586.0), submitted_time=Timestamp('2025-01-09 14:30:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
|
|||
|
|
"Engine: 处理订单请求: Order(symbol='CZCE.MA505', direction='BUY', volume=1, id='CZCE.MA505_BUY_LIMIT_8', price_type='STOP', limit_price=None, stop_price=np.float64(2586.0), submitted_time=Timestamp('2025-01-09 14:30:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
|
|||
|
|
"CZCE.MA505\n",
|
|||
|
|
" INFO - 模拟交易下单 TQSIM, PYSDK_insert_4d455f354301e9afaeda9d1c1153e3c0: 时间: 2025-01-09 14:30:00.000000, 合约: CZCE.MA505, 开平: OPEN, 方向: BUY, 手数: 1, 价格: 2585.0\n",
|
|||
|
|
"Context: 取消订单请求已加入队列: PYSDK_insert_4d455f354301e9afaeda9d1c1153e3c0\n",
|
|||
|
|
"2586.0 2025-01-09 14:45:00+08:00\n",
|
|||
|
|
"Context: 订单已加入队列: Order(symbol='CZCE.MA505', direction='SELL', volume=1, id='CZCE.MA505_SELL_LIMIT_9', price_type='STOP', limit_price=None, stop_price=np.float64(2586.0), submitted_time=Timestamp('2025-01-09 14:45:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
|
|||
|
|
"Engine: 处理订单请求: Order(symbol='CZCE.MA505', direction='SELL', volume=1, id='CZCE.MA505_SELL_LIMIT_9', price_type='STOP', limit_price=None, stop_price=np.float64(2586.0), submitted_time=Timestamp('2025-01-09 14:45:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
|
|||
|
|
"CZCE.MA505\n",
|
|||
|
|
" INFO - 模拟交易下单 TQSIM, PYSDK_insert_1b1cd2e258075b7f739232c66283b6d6: 时间: 2025-01-09 14:45:00.000000, 合约: CZCE.MA505, 开平: OPEN, 方向: SELL, 手数: 1, 价格: 2587.0\n",
|
|||
|
|
" INFO - 模拟交易委托单 TQSIM, PYSDK_insert_1b1cd2e258075b7f739232c66283b6d6: 全部成交\n",
|
|||
|
|
"Engine: 处理取消请求: PYSDK_insert_4d455f354301e9afaeda9d1c1153e3c0\n",
|
|||
|
|
" INFO - 模拟交易委托单 TQSIM, PYSDK_insert_4d455f354301e9afaeda9d1c1153e3c0: 已撤单\n",
|
|||
|
|
"Engine: 订单 PYSDK_insert_4d455f354301e9afaeda9d1c1153e3c0 已尝试取消。当前状态: FINISHED\n",
|
|||
|
|
"Context: 订单已加入队列: Order(symbol='CZCE.MA505', direction='CLOSE_SHORT', volume=1, id='CZCE.MA505_CLOSE_SHORT_CLOSE_20250109210000_10', price_type='MARKET', limit_price=np.float64(2591.0), stop_price=None, submitted_time=Timestamp('2025-01-09 21:00:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
|
|||
|
|
"Engine: 处理订单请求: Order(symbol='CZCE.MA505', direction='CLOSE_SHORT', volume=1, id='CZCE.MA505_CLOSE_SHORT_CLOSE_20250109210000_10', price_type='MARKET', limit_price=np.float64(2591.0), stop_price=None, submitted_time=Timestamp('2025-01-09 21:00:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
|
|||
|
|
"CZCE.MA505\n",
|
|||
|
|
" INFO - 模拟交易下单 TQSIM, PYSDK_insert_00f778dac5e67dcc6c5ac1314cfcb11f: 时间: 2025-01-09 21:00:00.000000, 合约: CZCE.MA505, 开平: CLOSE, 方向: BUY, 手数: 1, 价格: 2592.0\n",
|
|||
|
|
" INFO - 模拟交易委托单 TQSIM, PYSDK_insert_00f778dac5e67dcc6c5ac1314cfcb11f: 全部成交\n",
|
|||
|
|
"2586.0 2025-01-09 21:15:00+08:00\n",
|
|||
|
|
"Context: 订单已加入队列: Order(symbol='CZCE.MA505', direction='BUY', volume=1, id='CZCE.MA505_BUY_LIMIT_11', price_type='STOP', limit_price=None, stop_price=np.float64(2586.0), submitted_time=Timestamp('2025-01-09 21:15:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
|
|||
|
|
"Engine: 处理订单请求: Order(symbol='CZCE.MA505', direction='BUY', volume=1, id='CZCE.MA505_BUY_LIMIT_11', price_type='STOP', limit_price=None, stop_price=np.float64(2586.0), submitted_time=Timestamp('2025-01-09 21:15:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
|
|||
|
|
"CZCE.MA505\n",
|
|||
|
|
" INFO - 模拟交易下单 TQSIM, PYSDK_insert_fb518233bae69806a2f9bbb7309c80df: 时间: 2025-01-09 21:15:00.000000, 合约: CZCE.MA505, 开平: OPEN, 方向: BUY, 手数: 1, 价格: 2585.0\n",
|
|||
|
|
" INFO - 模拟交易委托单 TQSIM, PYSDK_insert_fb518233bae69806a2f9bbb7309c80df: 全部成交\n",
|
|||
|
|
"Context: 订单已加入队列: Order(symbol='CZCE.MA505', direction='CLOSE_LONG', volume=1, id='CZCE.MA505_CLOSE_LONG_CLOSE_20250109213000_12', price_type='MARKET', limit_price=np.float64(2582.0), stop_price=None, submitted_time=Timestamp('2025-01-09 21:30:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
|
|||
|
|
"Engine: 处理订单请求: Order(symbol='CZCE.MA505', direction='CLOSE_LONG', volume=1, id='CZCE.MA505_CLOSE_LONG_CLOSE_20250109213000_12', price_type='MARKET', limit_price=np.float64(2582.0), stop_price=None, submitted_time=Timestamp('2025-01-09 21:30:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
|
|||
|
|
"CZCE.MA505\n",
|
|||
|
|
" INFO - 模拟交易下单 TQSIM, PYSDK_insert_9492fd2874001d2ad5a700918d87efec: 时间: 2025-01-09 21:30:00.000000, 合约: CZCE.MA505, 开平: CLOSE, 方向: SELL, 手数: 1, 价格: 2581.0\n",
|
|||
|
|
" INFO - 模拟交易委托单 TQSIM, PYSDK_insert_9492fd2874001d2ad5a700918d87efec: 全部成交\n",
|
|||
|
|
"2586.0 2025-01-09 22:15:00+08:00\n",
|
|||
|
|
"Context: 订单已加入队列: Order(symbol='CZCE.MA505', direction='SELL', volume=1, id='CZCE.MA505_SELL_LIMIT_13', price_type='STOP', limit_price=None, stop_price=np.float64(2586.0), submitted_time=Timestamp('2025-01-09 22:15:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
|
|||
|
|
"Engine: 处理订单请求: Order(symbol='CZCE.MA505', direction='SELL', volume=1, id='CZCE.MA505_SELL_LIMIT_13', price_type='STOP', limit_price=None, stop_price=np.float64(2586.0), submitted_time=Timestamp('2025-01-09 22:15:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
|
|||
|
|
"CZCE.MA505\n",
|
|||
|
|
" INFO - 模拟交易下单 TQSIM, PYSDK_insert_d59702b05d44790a09dac549fd10dcb2: 时间: 2025-01-09 22:15:00.000000, 合约: CZCE.MA505, 开平: OPEN, 方向: SELL, 手数: 1, 价格: 2588.0\n",
|
|||
|
|
" INFO - 模拟交易委托单 TQSIM, PYSDK_insert_d59702b05d44790a09dac549fd10dcb2: 全部成交\n",
|
|||
|
|
"Context: 订单已加入队列: Order(symbol='CZCE.MA505', direction='CLOSE_SHORT', volume=1, id='CZCE.MA505_CLOSE_SHORT_CLOSE_20250109223000_14', price_type='MARKET', limit_price=np.float64(2591.0), stop_price=None, submitted_time=Timestamp('2025-01-09 22:30:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
|
|||
|
|
"Engine: 处理订单请求: Order(symbol='CZCE.MA505', direction='CLOSE_SHORT', volume=1, id='CZCE.MA505_CLOSE_SHORT_CLOSE_20250109223000_14', price_type='MARKET', limit_price=np.float64(2591.0), stop_price=None, submitted_time=Timestamp('2025-01-09 22:30:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
|
|||
|
|
"CZCE.MA505\n",
|
|||
|
|
" INFO - 模拟交易下单 TQSIM, PYSDK_insert_1ed52faceca5de792b69778cf8303789: 时间: 2025-01-09 22:30:00.000000, 合约: CZCE.MA505, 开平: CLOSE, 方向: BUY, 手数: 1, 价格: 2592.0\n",
|
|||
|
|
" INFO - 模拟交易委托单 TQSIM, PYSDK_insert_1ed52faceca5de792b69778cf8303789: 全部成交\n",
|
|||
|
|
"2590.0 2025-01-10 10:45:00+08:00\n",
|
|||
|
|
"Context: 订单已加入队列: Order(symbol='CZCE.MA505', direction='BUY', volume=1, id='CZCE.MA505_BUY_LIMIT_15', price_type='STOP', limit_price=None, stop_price=np.float64(2590.0), submitted_time=Timestamp('2025-01-10 10:45:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
|
|||
|
|
"Engine: 处理订单请求: Order(symbol='CZCE.MA505', direction='BUY', volume=1, id='CZCE.MA505_BUY_LIMIT_15', price_type='STOP', limit_price=None, stop_price=np.float64(2590.0), submitted_time=Timestamp('2025-01-10 10:45:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
|
|||
|
|
"CZCE.MA505\n",
|
|||
|
|
" INFO - 模拟交易下单 TQSIM, PYSDK_insert_41416352397e81443f2c04971aeb25d5: 时间: 2025-01-10 10:45:00.000000, 合约: CZCE.MA505, 开平: OPEN, 方向: BUY, 手数: 1, 价格: 2590.0\n",
|
|||
|
|
" INFO - 模拟交易委托单 TQSIM, PYSDK_insert_41416352397e81443f2c04971aeb25d5: 全部成交\n",
|
|||
|
|
"Context: 订单已加入队列: Order(symbol='CZCE.MA505', direction='CLOSE_LONG', volume=1, id='CZCE.MA505_CLOSE_LONG_CLOSE_20250110110000_16', price_type='MARKET', limit_price=np.float64(2587.0), stop_price=None, submitted_time=Timestamp('2025-01-10 11:00:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
|
|||
|
|
"Engine: 处理订单请求: Order(symbol='CZCE.MA505', direction='CLOSE_LONG', volume=1, id='CZCE.MA505_CLOSE_LONG_CLOSE_20250110110000_16', price_type='MARKET', limit_price=np.float64(2587.0), stop_price=None, submitted_time=Timestamp('2025-01-10 11:00:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
|
|||
|
|
"CZCE.MA505\n",
|
|||
|
|
" INFO - 模拟交易下单 TQSIM, PYSDK_insert_f415520ebce346c158a451e86ea11230: 时间: 2025-01-10 11:00:00.000000, 合约: CZCE.MA505, 开平: CLOSE, 方向: SELL, 手数: 1, 价格: 2586.0\n",
|
|||
|
|
" INFO - 模拟交易委托单 TQSIM, PYSDK_insert_f415520ebce346c158a451e86ea11230: 全部成交\n",
|
|||
|
|
"2622.0 2025-01-10 22:15:00+08:00\n",
|
|||
|
|
"Context: 订单已加入队列: Order(symbol='CZCE.MA505', direction='SELL', volume=1, id='CZCE.MA505_SELL_LIMIT_17', price_type='STOP', limit_price=None, stop_price=np.float64(2622.0), submitted_time=Timestamp('2025-01-10 22:15:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
|
|||
|
|
"Engine: 处理订单请求: Order(symbol='CZCE.MA505', direction='SELL', volume=1, id='CZCE.MA505_SELL_LIMIT_17', price_type='STOP', limit_price=None, stop_price=np.float64(2622.0), submitted_time=Timestamp('2025-01-10 22:15:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
|
|||
|
|
"CZCE.MA505\n",
|
|||
|
|
" INFO - 模拟交易下单 TQSIM, PYSDK_insert_df1c1bd3c8f99ab0fafcc09f69eeb4b9: 时间: 2025-01-10 22:15:00.000000, 合约: CZCE.MA505, 开平: OPEN, 方向: SELL, 手数: 1, 价格: 2625.0\n",
|
|||
|
|
" INFO - 模拟交易委托单 TQSIM, PYSDK_insert_df1c1bd3c8f99ab0fafcc09f69eeb4b9: 全部成交\n",
|
|||
|
|
"Context: 订单已加入队列: Order(symbol='CZCE.MA505', direction='CLOSE_SHORT', volume=1, id='CZCE.MA505_CLOSE_SHORT_CLOSE_20250110223000_18', price_type='MARKET', limit_price=np.float64(2638.0), stop_price=None, submitted_time=Timestamp('2025-01-10 22:30:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
|
|||
|
|
"Engine: 处理订单请求: Order(symbol='CZCE.MA505', direction='CLOSE_SHORT', volume=1, id='CZCE.MA505_CLOSE_SHORT_CLOSE_20250110223000_18', price_type='MARKET', limit_price=np.float64(2638.0), stop_price=None, submitted_time=Timestamp('2025-01-10 22:30:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
|
|||
|
|
"CZCE.MA505\n",
|
|||
|
|
" INFO - 模拟交易下单 TQSIM, PYSDK_insert_b3db408447ac95eca9d33a8c777ba3f9: 时间: 2025-01-10 22:30:00.000000, 合约: CZCE.MA505, 开平: CLOSE, 方向: BUY, 手数: 1, 价格: 2639.0\n",
|
|||
|
|
" INFO - 模拟交易委托单 TQSIM, PYSDK_insert_b3db408447ac95eca9d33a8c777ba3f9: 全部成交\n",
|
|||
|
|
"2636.0 2025-01-10 22:45:00+08:00\n",
|
|||
|
|
"Context: 订单已加入队列: Order(symbol='CZCE.MA505', direction='BUY', volume=1, id='CZCE.MA505_BUY_LIMIT_19', price_type='STOP', limit_price=None, stop_price=np.float64(2636.0), submitted_time=Timestamp('2025-01-10 22:45:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
|
|||
|
|
"Engine: 处理订单请求: Order(symbol='CZCE.MA505', direction='BUY', volume=1, id='CZCE.MA505_BUY_LIMIT_19', price_type='STOP', limit_price=None, stop_price=np.float64(2636.0), submitted_time=Timestamp('2025-01-10 22:45:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
|
|||
|
|
"CZCE.MA505\n",
|
|||
|
|
" INFO - 模拟交易下单 TQSIM, PYSDK_insert_7d0854d963a82e2b8aaa76ff471a1c53: 时间: 2025-01-10 22:45:00.000000, 合约: CZCE.MA505, 开平: OPEN, 方向: BUY, 手数: 1, 价格: 2629.0\n",
|
|||
|
|
" INFO - 模拟交易委托单 TQSIM, PYSDK_insert_7d0854d963a82e2b8aaa76ff471a1c53: 全部成交\n",
|
|||
|
|
"Context: 订单已加入队列: Order(symbol='CZCE.MA505', direction='CLOSE_LONG', volume=1, id='CZCE.MA505_CLOSE_LONG_CLOSE_20250113090000_20', price_type='MARKET', limit_price=np.float64(2638.0), stop_price=None, submitted_time=Timestamp('2025-01-13 09:00:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
|
|||
|
|
"Engine: 处理订单请求: Order(symbol='CZCE.MA505', direction='CLOSE_LONG', volume=1, id='CZCE.MA505_CLOSE_LONG_CLOSE_20250113090000_20', price_type='MARKET', limit_price=np.float64(2638.0), stop_price=None, submitted_time=Timestamp('2025-01-13 09:00:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
|
|||
|
|
"CZCE.MA505\n",
|
|||
|
|
" INFO - 模拟交易下单 TQSIM, PYSDK_insert_320c72618c99bc5b031b1e3d6f0b121a: 时间: 2025-01-13 09:00:00.000000, 合约: CZCE.MA505, 开平: CLOSE, 方向: SELL, 手数: 1, 价格: 2637.0\n",
|
|||
|
|
" INFO - 模拟交易委托单 TQSIM, PYSDK_insert_320c72618c99bc5b031b1e3d6f0b121a: 全部成交\n",
|
|||
|
|
"2636.0 2025-01-13 09:15:00+08:00\n",
|
|||
|
|
"Context: 订单已加入队列: Order(symbol='CZCE.MA505', direction='SELL', volume=1, id='CZCE.MA505_SELL_LIMIT_21', price_type='STOP', limit_price=None, stop_price=np.float64(2636.0), submitted_time=Timestamp('2025-01-13 09:15:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
|
|||
|
|
"Engine: 处理订单请求: Order(symbol='CZCE.MA505', direction='SELL', volume=1, id='CZCE.MA505_SELL_LIMIT_21', price_type='STOP', limit_price=None, stop_price=np.float64(2636.0), submitted_time=Timestamp('2025-01-13 09:15:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
|
|||
|
|
"CZCE.MA505\n",
|
|||
|
|
" INFO - 模拟交易下单 TQSIM, PYSDK_insert_2096f53faf281b8c36db43c3c6a547ae: 时间: 2025-01-13 09:15:00.000000, 合约: CZCE.MA505, 开平: OPEN, 方向: SELL, 手数: 1, 价格: 2648.0\n",
|
|||
|
|
" INFO - 模拟交易委托单 TQSIM, PYSDK_insert_2096f53faf281b8c36db43c3c6a547ae: 全部成交\n",
|
|||
|
|
"Context: 订单已加入队列: Order(symbol='CZCE.MA505', direction='CLOSE_SHORT', volume=1, id='CZCE.MA505_CLOSE_SHORT_CLOSE_20250113093000_22', price_type='MARKET', limit_price=np.float64(2645.0), stop_price=None, submitted_time=Timestamp('2025-01-13 09:30:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
|
|||
|
|
"Engine: 处理订单请求: Order(symbol='CZCE.MA505', direction='CLOSE_SHORT', volume=1, id='CZCE.MA505_CLOSE_SHORT_CLOSE_20250113093000_22', price_type='MARKET', limit_price=np.float64(2645.0), stop_price=None, submitted_time=Timestamp('2025-01-13 09:30:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
|
|||
|
|
"CZCE.MA505\n",
|
|||
|
|
" INFO - 模拟交易下单 TQSIM, PYSDK_insert_9efe93ae3b7299518d9ac6e544d9de5a: 时间: 2025-01-13 09:30:00.000000, 合约: CZCE.MA505, 开平: CLOSE, 方向: BUY, 手数: 1, 价格: 2646.0\n",
|
|||
|
|
" INFO - 模拟交易委托单 TQSIM, PYSDK_insert_9efe93ae3b7299518d9ac6e544d9de5a: 全部成交\n",
|
|||
|
|
"2651.0 2025-01-14 09:15:00+08:00\n",
|
|||
|
|
"Context: 订单已加入队列: Order(symbol='CZCE.MA505', direction='SELL', volume=1, id='CZCE.MA505_SELL_LIMIT_23', price_type='STOP', limit_price=None, stop_price=np.float64(2651.0), submitted_time=Timestamp('2025-01-14 09:15:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
|
|||
|
|
"Engine: 处理订单请求: Order(symbol='CZCE.MA505', direction='SELL', volume=1, id='CZCE.MA505_SELL_LIMIT_23', price_type='STOP', limit_price=None, stop_price=np.float64(2651.0), submitted_time=Timestamp('2025-01-14 09:15:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
|
|||
|
|
"CZCE.MA505\n",
|
|||
|
|
" INFO - 模拟交易下单 TQSIM, PYSDK_insert_4e7d3e19af42f05cbeb84e5fd0aceb94: 时间: 2025-01-14 09:15:00.000000, 合约: CZCE.MA505, 开平: OPEN, 方向: SELL, 手数: 1, 价格: 2652.0\n",
|
|||
|
|
" INFO - 模拟交易委托单 TQSIM, PYSDK_insert_4e7d3e19af42f05cbeb84e5fd0aceb94: 全部成交\n",
|
|||
|
|
"Context: 订单已加入队列: Order(symbol='CZCE.MA505', direction='CLOSE_SHORT', volume=1, id='CZCE.MA505_CLOSE_SHORT_CLOSE_20250114093000_24', price_type='MARKET', limit_price=np.float64(2649.0), stop_price=None, submitted_time=Timestamp('2025-01-14 09:30:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
|
|||
|
|
"Engine: 处理订单请求: Order(symbol='CZCE.MA505', direction='CLOSE_SHORT', volume=1, id='CZCE.MA505_CLOSE_SHORT_CLOSE_20250114093000_24', price_type='MARKET', limit_price=np.float64(2649.0), stop_price=None, submitted_time=Timestamp('2025-01-14 09:30:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
|
|||
|
|
"CZCE.MA505\n",
|
|||
|
|
" INFO - 模拟交易下单 TQSIM, PYSDK_insert_1d40abb8d7e68e0590100cf5b17ba74c: 时间: 2025-01-14 09:30:00.000000, 合约: CZCE.MA505, 开平: CLOSE, 方向: BUY, 手数: 1, 价格: 2650.0\n",
|
|||
|
|
" INFO - 模拟交易委托单 TQSIM, PYSDK_insert_1d40abb8d7e68e0590100cf5b17ba74c: 全部成交\n",
|
|||
|
|
" INFO - 模拟交易成交记录, 账户: TQSIM\n",
|
|||
|
|
" INFO - 时间: 2025-01-08 21:15:00.000000, 合约: CZCE.MA505, 开平: OPEN, 方向: BUY, 手数: 1, 价格: 2577.000,手续费: 2.00\n",
|
|||
|
|
" INFO - 时间: 2025-01-08 21:30:00.000000, 合约: CZCE.MA505, 开平: CLOSE, 方向: SELL, 手数: 1, 价格: 2576.000,手续费: 2.00\n",
|
|||
|
|
" INFO - 时间: 2025-01-09 09:15:59.999999, 合约: CZCE.MA505, 开平: OPEN, 方向: BUY, 手数: 1, 价格: 2566.000,手续费: 2.00\n",
|
|||
|
|
" INFO - 时间: 2025-01-09 09:30:59.999999, 合约: CZCE.MA505, 开平: CLOSE, 方向: SELL, 手数: 1, 价格: 2556.000,手续费: 2.00\n",
|
|||
|
|
" INFO - 时间: 2025-01-09 10:45:00.000000, 合约: CZCE.MA505, 开平: OPEN, 方向: SELL, 手数: 1, 价格: 2574.000,手续费: 2.00\n",
|
|||
|
|
" INFO - 时间: 2025-01-09 11:00:00.000000, 合约: CZCE.MA505, 开平: CLOSE, 方向: BUY, 手数: 1, 价格: 2573.000,手续费: 2.00\n",
|
|||
|
|
" INFO - 时间: 2025-01-09 13:45:00.000000, 合约: CZCE.MA505, 开平: OPEN, 方向: SELL, 手数: 1, 价格: 2587.000,手续费: 2.00\n",
|
|||
|
|
" INFO - 时间: 2025-01-09 14:00:59.999999, 合约: CZCE.MA505, 开平: CLOSE, 方向: BUY, 手数: 1, 价格: 2586.000,手续费: 2.00\n",
|
|||
|
|
" INFO - 时间: 2025-01-09 14:45:00.000000, 合约: CZCE.MA505, 开平: OPEN, 方向: SELL, 手数: 1, 价格: 2587.000,手续费: 2.00\n",
|
|||
|
|
" INFO - 时间: 2025-01-09 21:00:00.000000, 合约: CZCE.MA505, 开平: CLOSE, 方向: BUY, 手数: 1, 价格: 2592.000,手续费: 2.00\n",
|
|||
|
|
" INFO - 时间: 2025-01-09 21:15:00.000000, 合约: CZCE.MA505, 开平: OPEN, 方向: BUY, 手数: 1, 价格: 2585.000,手续费: 2.00\n",
|
|||
|
|
" INFO - 时间: 2025-01-09 21:30:00.000000, 合约: CZCE.MA505, 开平: CLOSE, 方向: SELL, 手数: 1, 价格: 2581.000,手续费: 2.00\n",
|
|||
|
|
" INFO - 时间: 2025-01-09 22:15:00.000000, 合约: CZCE.MA505, 开平: OPEN, 方向: SELL, 手数: 1, 价格: 2588.000,手续费: 2.00\n",
|
|||
|
|
" INFO - 时间: 2025-01-09 22:30:00.000000, 合约: CZCE.MA505, 开平: CLOSE, 方向: BUY, 手数: 1, 价格: 2592.000,手续费: 2.00\n",
|
|||
|
|
" INFO - 时间: 2025-01-10 10:45:59.999999, 合约: CZCE.MA505, 开平: OPEN, 方向: BUY, 手数: 1, 价格: 2590.000,手续费: 2.00\n",
|
|||
|
|
" INFO - 时间: 2025-01-10 11:00:00.000000, 合约: CZCE.MA505, 开平: CLOSE, 方向: SELL, 手数: 1, 价格: 2586.000,手续费: 2.00\n",
|
|||
|
|
" INFO - 时间: 2025-01-10 22:15:59.999999, 合约: CZCE.MA505, 开平: OPEN, 方向: SELL, 手数: 1, 价格: 2625.000,手续费: 2.00\n",
|
|||
|
|
" INFO - 时间: 2025-01-10 22:30:00.000000, 合约: CZCE.MA505, 开平: CLOSE, 方向: BUY, 手数: 1, 价格: 2639.000,手续费: 2.00\n",
|
|||
|
|
" INFO - 时间: 2025-01-10 22:45:00.000000, 合约: CZCE.MA505, 开平: OPEN, 方向: BUY, 手数: 1, 价格: 2629.000,手续费: 2.00\n",
|
|||
|
|
" INFO - 时间: 2025-01-13 09:00:59.999999, 合约: CZCE.MA505, 开平: CLOSE, 方向: SELL, 手数: 1, 价格: 2637.000,手续费: 2.00\n",
|
|||
|
|
" INFO - 时间: 2025-01-13 09:15:00.000000, 合约: CZCE.MA505, 开平: OPEN, 方向: SELL, 手数: 1, 价格: 2648.000,手续费: 2.00\n",
|
|||
|
|
" INFO - 时间: 2025-01-13 09:30:59.999999, 合约: CZCE.MA505, 开平: CLOSE, 方向: BUY, 手数: 1, 价格: 2646.000,手续费: 2.00\n",
|
|||
|
|
" INFO - 时间: 2025-01-14 09:15:00.000000, 合约: CZCE.MA505, 开平: OPEN, 方向: SELL, 手数: 1, 价格: 2652.000,手续费: 2.00\n",
|
|||
|
|
" INFO - 时间: 2025-01-14 09:30:59.999999, 合约: CZCE.MA505, 开平: CLOSE, 方向: BUY, 手数: 1, 价格: 2650.000,手续费: 2.00\n",
|
|||
|
|
" INFO - 模拟交易账户资金, 账户: TQSIM\n",
|
|||
|
|
" INFO - 日期: 2025-01-01, 账户权益: 10000000.00, 可用资金: 10000000.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
|||
|
|
" INFO - 日期: 2025-01-02, 账户权益: 10000000.00, 可用资金: 10000000.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
|||
|
|
" INFO - 日期: 2025-01-03, 账户权益: 10000000.00, 可用资金: 10000000.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
|||
|
|
" INFO - 日期: 2025-01-06, 账户权益: 10000000.00, 可用资金: 10000000.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
|||
|
|
" INFO - 日期: 2025-01-07, 账户权益: 10000000.00, 可用资金: 10000000.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
|||
|
|
" INFO - 日期: 2025-01-08, 账户权益: 10000000.00, 可用资金: 10000000.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
|||
|
|
" INFO - 日期: 2025-01-09, 账户权益: 9999872.00, 可用资金: 9998215.10, 浮动盈亏: -20.00, 持仓盈亏: -20.00, 平仓盈亏: -90.00, 市值: 0.00, 保证金: 1656.90, 手续费: 18.00, 风险度: 0.02%\n",
|
|||
|
|
" INFO - 日期: 2025-01-10, 账户权益: 9999708.00, 可用资金: 9999708.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: -150.00, 市值: 0.00, 保证金: 0.00, 手续费: 14.00, 风险度: 0.00%\n",
|
|||
|
|
" INFO - 日期: 2025-01-13, 账户权益: 9999656.00, 可用资金: 9999656.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: -40.00, 市值: 0.00, 保证金: 0.00, 手续费: 12.00, 风险度: 0.00%\n",
|
|||
|
|
" INFO - 日期: 2025-01-14, 账户权益: 9999672.00, 可用资金: 9999672.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 20.00, 市值: 0.00, 保证金: 0.00, 手续费: 4.00, 风险度: 0.00%\n",
|
|||
|
|
" INFO - 胜率: 41.67%, 盈亏额比例: 0.47, 收益率: -0.00%, 年化收益率: -0.08%, 最大回撤: 0.00%, 年化夏普率: -270.8945,年化索提诺比率: -15.7845\n",
|
|||
|
|
"\n",
|
|||
|
|
"回测被用户中断。\n"
|
|||
|
|
]
|
|||
|
|
},
|
|||
|
|
{
|
|||
|
|
"ename": "KeyboardInterrupt",
|
|||
|
|
"evalue": "",
|
|||
|
|
"output_type": "error",
|
|||
|
|
"traceback": [
|
|||
|
|
"\u001B[31m---------------------------------------------------------------------------\u001B[39m",
|
|||
|
|
"\u001B[31mKeyboardInterrupt\u001B[39m Traceback (most recent call last)",
|
|||
|
|
"\u001B[36mCell\u001B[39m\u001B[36m \u001B[39m\u001B[32mIn[4]\u001B[39m\u001B[32m, line 58\u001B[39m\n\u001B[32m 46\u001B[39m engine = TqsdkEngine(\n\u001B[32m 47\u001B[39m strategy_class=ValueMigrationStrategy,\n\u001B[32m 48\u001B[39m strategy_params=strategy_parameters,\n\u001B[32m (...)\u001B[39m\u001B[32m 54\u001B[39m end_time=end_time,\n\u001B[32m 55\u001B[39m )\n\u001B[32m 57\u001B[39m \u001B[38;5;28mprint\u001B[39m(\u001B[33m\"\u001B[39m\u001B[38;5;130;01m\\n\u001B[39;00m\u001B[33m开始运行回测...\u001B[39m\u001B[33m\"\u001B[39m)\n\u001B[32m---> \u001B[39m\u001B[32m58\u001B[39m \u001B[43mengine\u001B[49m\u001B[43m.\u001B[49m\u001B[43mrun_backtest\u001B[49m\u001B[43m(\u001B[49m\u001B[43m)\u001B[49m\n\u001B[32m 59\u001B[39m \u001B[38;5;28mprint\u001B[39m(\u001B[33m\"\u001B[39m\u001B[38;5;130;01m\\n\u001B[39;00m\u001B[33m回测运行完毕。\u001B[39m\u001B[33m\"\u001B[39m)\n\u001B[32m 61\u001B[39m \u001B[38;5;66;03m# --- 3. 获取回测结果 ---\u001B[39;00m\n",
|
|||
|
|
"\u001B[36mFile \u001B[39m\u001B[32m/mnt/d/PyProject/NewQuant/src/tqsdk_engine.py:475\u001B[39m, in \u001B[36mTqsdkEngine.run_backtest\u001B[39m\u001B[34m(self)\u001B[39m\n\u001B[32m 473\u001B[39m \u001B[38;5;28mprint\u001B[39m(\u001B[33m\"\u001B[39m\u001B[38;5;130;01m\\n\u001B[39;00m\u001B[33m回测被用户中断。\u001B[39m\u001B[33m\"\u001B[39m)\n\u001B[32m 474\u001B[39m \u001B[38;5;28;01mfinally\u001B[39;00m:\n\u001B[32m--> \u001B[39m\u001B[32m475\u001B[39m \u001B[38;5;28;43mself\u001B[39;49m\u001B[43m.\u001B[49m\u001B[43m_api\u001B[49m\u001B[43m.\u001B[49m\u001B[43mclose\u001B[49m\u001B[43m(\u001B[49m\u001B[43m)\u001B[49m\n\u001B[32m 476\u001B[39m \u001B[38;5;28mprint\u001B[39m(\u001B[33m\"\u001B[39m\u001B[33mTqsdkEngine: API 已关闭。\u001B[39m\u001B[33m\"\u001B[39m)\n",
|
|||
|
|
"\u001B[36mFile \u001B[39m\u001B[32m~/miniconda3/envs/quant/lib/python3.12/site-packages/tqsdk/api.py:349\u001B[39m, in \u001B[36mTqApi.close\u001B[39m\u001B[34m(self)\u001B[39m\n\u001B[32m 347\u001B[39m \u001B[38;5;28;01mfor\u001B[39;00m _, serial \u001B[38;5;129;01min\u001B[39;00m \u001B[38;5;28mself\u001B[39m._serials.items():\n\u001B[32m 348\u001B[39m \u001B[38;5;28mself\u001B[39m._process_serial_extra_array(serial)\n\u001B[32m--> \u001B[39m\u001B[32m349\u001B[39m \u001B[38;5;28;43msuper\u001B[39;49m\u001B[43m(\u001B[49m\u001B[43mTqApi\u001B[49m\u001B[43m,\u001B[49m\u001B[43m \u001B[49m\u001B[38;5;28;43mself\u001B[39;49m\u001B[43m)\u001B[49m\u001B[43m.\u001B[49m\u001B[43m_close\u001B[49m\u001B[43m(\u001B[49m\u001B[43m)\u001B[49m\n\u001B[32m 350\u001B[39m mem = psutil.virtual_memory()\n\u001B[32m 351\u001B[39m \u001B[38;5;28mself\u001B[39m._logger.debug(\u001B[33m\"\u001B[39m\u001B[33mprocess end\u001B[39m\u001B[33m\"\u001B[39m, mem_total=mem.total, mem_free=mem.free)\n",
|
|||
|
|
"\u001B[36mFile \u001B[39m\u001B[32m~/miniconda3/envs/quant/lib/python3.12/site-packages/tqsdk/baseApi.py:149\u001B[39m, in \u001B[36mTqBaseApi._close\u001B[39m\u001B[34m(self)\u001B[39m\n\u001B[32m 148\u001B[39m \u001B[38;5;28;01mdef\u001B[39;00m\u001B[38;5;250m \u001B[39m\u001B[34m_close\u001B[39m(\u001B[38;5;28mself\u001B[39m) -> \u001B[38;5;28;01mNone\u001B[39;00m:\n\u001B[32m--> \u001B[39m\u001B[32m149\u001B[39m \u001B[38;5;28;43mself\u001B[39;49m\u001B[43m.\u001B[49m\u001B[43m_run_until_idle\u001B[49m\u001B[43m(\u001B[49m\u001B[43masync_run\u001B[49m\u001B[43m=\u001B[49m\u001B[38;5;28;43;01mFalse\u001B[39;49;00m\u001B[43m)\u001B[49m \u001B[38;5;66;03m# 由于有的处于 ready 状态 task 可能需要报撤单, 因此一直运行到没有 ready 状态的 task\u001B[39;00m\n\u001B[32m 150\u001B[39m \u001B[38;5;28;01mfor\u001B[39;00m task \u001B[38;5;129;01min\u001B[39;00m \u001B[38;5;28mself\u001B[39m._tasks:\n\u001B[32m 151\u001B[39m task.cancel()\n",
|
|||
|
|
"\u001B[36mFile \u001B[39m\u001B[32m~/miniconda3/envs/quant/lib/python3.12/site-packages/tqsdk/baseApi.py:94\u001B[39m, in \u001B[36mTqBaseApi._run_until_idle\u001B[39m\u001B[34m(self, async_run)\u001B[39m\n\u001B[32m 92\u001B[39m check_handle = \u001B[38;5;28mself\u001B[39m._loop.call_soon(\u001B[38;5;28mself\u001B[39m._check_event, \u001B[38;5;28mself\u001B[39m._event_rev + \u001B[32m1\u001B[39m)\n\u001B[32m 93\u001B[39m \u001B[38;5;28;01mtry\u001B[39;00m:\n\u001B[32m---> \u001B[39m\u001B[32m94\u001B[39m \u001B[38;5;28;43mself\u001B[39;49m\u001B[43m.\u001B[49m\u001B[43m_run_once\u001B[49m\u001B[43m(\u001B[49m\u001B[43m)\u001B[49m\n\u001B[32m 95\u001B[39m \u001B[38;5;28;01mfinally\u001B[39;00m:\n\u001B[32m 96\u001B[39m check_handle.cancel()\n",
|
|||
|
|
"\u001B[36mFile \u001B[39m\u001B[32m~/miniconda3/envs/quant/lib/python3.12/site-packages/tqsdk/baseApi.py:84\u001B[39m, in \u001B[36mTqBaseApi._run_once\u001B[39m\u001B[34m(self)\u001B[39m\n\u001B[32m 82\u001B[39m \u001B[38;5;28mself\u001B[39m._loop.run_forever()\n\u001B[32m 83\u001B[39m \u001B[38;5;28;01mif\u001B[39;00m \u001B[38;5;28mself\u001B[39m._exceptions:\n\u001B[32m---> \u001B[39m\u001B[32m84\u001B[39m \u001B[38;5;28;01mraise\u001B[39;00m \u001B[38;5;28mself\u001B[39m._exceptions.pop(\u001B[32m0\u001B[39m)\n",
|
|||
|
|
"\u001B[36mFile \u001B[39m\u001B[32m/mnt/d/PyProject/NewQuant/src/tqsdk_engine.py:471\u001B[39m, in \u001B[36mTqsdkEngine.run_backtest\u001B[39m\u001B[34m(self)\u001B[39m\n\u001B[32m 467\u001B[39m \u001B[38;5;250m\u001B[39m\u001B[33;03m\"\"\"\u001B[39;00m\n\u001B[32m 468\u001B[39m \u001B[33;03m同步调用异步回测主循环。\u001B[39;00m\n\u001B[32m 469\u001B[39m \u001B[33;03m\"\"\"\u001B[39;00m\n\u001B[32m 470\u001B[39m \u001B[38;5;28;01mtry\u001B[39;00m:\n\u001B[32m--> \u001B[39m\u001B[32m471\u001B[39m \u001B[38;5;28;43mself\u001B[39;49m\u001B[43m.\u001B[49m\u001B[43m_run_backtest_async\u001B[49m\u001B[43m(\u001B[49m\u001B[43m)\u001B[49m\n\u001B[32m 472\u001B[39m \u001B[38;5;28;01mexcept\u001B[39;00m \u001B[38;5;167;01mKeyboardInterrupt\u001B[39;00m:\n\u001B[32m 473\u001B[39m \u001B[38;5;28mprint\u001B[39m(\u001B[33m\"\u001B[39m\u001B[38;5;130;01m\\n\u001B[39;00m\u001B[33m回测被用户中断。\u001B[39m\u001B[33m\"\u001B[39m)\n",
|
|||
|
|
"\u001B[36mFile \u001B[39m\u001B[32m/mnt/d/PyProject/NewQuant/src/tqsdk_engine.py:349\u001B[39m, in \u001B[36mTqsdkEngine._run_backtest_async\u001B[39m\u001B[34m(self)\u001B[39m\n\u001B[32m 346\u001B[39m \u001B[38;5;28;01mtry\u001B[39;00m:\n\u001B[32m 347\u001B[39m \u001B[38;5;28;01mwhile\u001B[39;00m \u001B[38;5;28;01mTrue\u001B[39;00m:\n\u001B[32m 348\u001B[39m \u001B[38;5;66;03m# Tqsdk API 的 wait_update() 确保数据更新\u001B[39;00m\n\u001B[32m--> \u001B[39m\u001B[32m349\u001B[39m \u001B[38;5;28;43mself\u001B[39;49m\u001B[43m.\u001B[49m\u001B[43m_api\u001B[49m\u001B[43m.\u001B[49m\u001B[43mwait_update\u001B[49m\u001B[43m(\u001B[49m\u001B[43m)\u001B[49m\n\u001B[32m 351\u001B[39m \u001B[38;5;28;01mif\u001B[39;00m \u001B[38;5;28mself\u001B[39m.roll_over_mode \u001B[38;5;129;01mand\u001B[39;00m (\n\u001B[32m 352\u001B[39m \u001B[38;5;28mself\u001B[39m._api.is_changing(\u001B[38;5;28mself\u001B[39m.quote, \u001B[33m\"\u001B[39m\u001B[33munderlying_symbol\u001B[39m\u001B[33m\"\u001B[39m)\n\u001B[32m 353\u001B[39m \u001B[38;5;129;01mor\u001B[39;00m \u001B[38;5;28mself\u001B[39m._last_underlying_symbol != \u001B[38;5;28mself\u001B[39m.quote.underlying_symbol\n\u001B[32m 354\u001B[39m ):\n\u001B[32m 355\u001B[39m \u001B[38;5;28mself\u001B[39m._last_underlying_symbol = \u001B[38;5;28mself\u001B[39m.quote.underlying_symbol\n",
|
|||
|
|
"\u001B[36mFile \u001B[39m\u001B[32m~/miniconda3/envs/quant/lib/python3.12/site-packages/tqsdk/api.py:1883\u001B[39m, in \u001B[36mTqApi.wait_update\u001B[39m\u001B[34m(self, deadline, _task)\u001B[39m\n\u001B[32m 1881\u001B[39m \u001B[38;5;28;01mif\u001B[39;00m other_loop:\n\u001B[32m 1882\u001B[39m _set_running_loop(\u001B[38;5;28;01mNone\u001B[39;00m)\n\u001B[32m-> \u001B[39m\u001B[32m1883\u001B[39m \u001B[38;5;28;01mreturn\u001B[39;00m \u001B[38;5;28;43mself\u001B[39;49m\u001B[43m.\u001B[49m\u001B[43m_wait_update\u001B[49m\u001B[43m(\u001B[49m\u001B[43mdeadline\u001B[49m\u001B[43m=\u001B[49m\u001B[43mdeadline\u001B[49m\u001B[43m,\u001B[49m\u001B[43m \u001B[49m\u001B[43m_task\u001B[49m\u001B[43m=\u001B[49m\u001B[43m_task\u001B[49m\u001B[43m)\u001B[49m\n\u001B[32m 1884\u001B[39m \u001B[38;5;28;01mfinally\u001B[39;00m:\n\u001B[32m 1885\u001B[39m \u001B[38;5;28;01mif\u001B[39;00m other_loop:\n",
|
|||
|
|
"\u001B[36mFile \u001B[39m\u001B[32m~/miniconda3/envs/quant/lib/python3.12/site-packages/tqsdk/api.py:1913\u001B[39m, in \u001B[36mTqApi._wait_update\u001B[39m\u001B[34m(self, deadline, _task)\u001B[39m\n\u001B[32m 1911\u001B[39m update_task = \u001B[38;5;28mself\u001B[39m.create_task(\u001B[38;5;28mself\u001B[39m._fetch_msg())\n\u001B[32m 1912\u001B[39m \u001B[38;5;28;01mtry\u001B[39;00m:\n\u001B[32m-> \u001B[39m\u001B[32m1913\u001B[39m \u001B[38;5;28;43mself\u001B[39;49m\u001B[43m.\u001B[49m\u001B[43m_run_until_task_done\u001B[49m\u001B[43m(\u001B[49m\u001B[43mtask\u001B[49m\u001B[43m=\u001B[49m\u001B[43mupdate_task\u001B[49m\u001B[43m,\u001B[49m\u001B[43m \u001B[49m\u001B[43mdeadline\u001B[49m\u001B[43m=\u001B[49m\u001B[43mdeadline\u001B[49m\u001B[43m)\u001B[49m\n\u001B[32m 1914\u001B[39m \u001B[38;5;28;01mreturn\u001B[39;00m \u001B[38;5;28mlen\u001B[39m(\u001B[38;5;28mself\u001B[39m._pending_diffs) != \u001B[32m0\u001B[39m\n\u001B[32m 1915\u001B[39m \u001B[38;5;28;01mfinally\u001B[39;00m:\n",
|
|||
|
|
"\u001B[36mFile \u001B[39m\u001B[32m~/miniconda3/envs/quant/lib/python3.12/site-packages/tqsdk/baseApi.py:115\u001B[39m, in \u001B[36mTqBaseApi._run_until_task_done\u001B[39m\u001B[34m(self, task, deadline)\u001B[39m\n\u001B[32m 113\u001B[39m \u001B[38;5;28;01mwhile\u001B[39;00m \u001B[38;5;129;01mnot\u001B[39;00m \u001B[38;5;28mself\u001B[39m._wait_timeout \u001B[38;5;129;01mand\u001B[39;00m \u001B[38;5;129;01mnot\u001B[39;00m task.done():\n\u001B[32m 114\u001B[39m \u001B[38;5;28;01mif\u001B[39;00m \u001B[38;5;28mlen\u001B[39m(\u001B[38;5;28mself\u001B[39m._wait_idle_list) == \u001B[32m0\u001B[39m:\n\u001B[32m--> \u001B[39m\u001B[32m115\u001B[39m \u001B[38;5;28;43mself\u001B[39;49m\u001B[43m.\u001B[49m\u001B[43m_run_once\u001B[49m\u001B[43m(\u001B[49m\u001B[43m)\u001B[49m\n\u001B[32m 116\u001B[39m \u001B[38;5;28;01melse\u001B[39;00m:\n\u001B[32m 117\u001B[39m \u001B[38;5;28mself\u001B[39m._run_until_idle(async_run=\u001B[38;5;28;01mTrue\u001B[39;00m)\n",
|
|||
|
|
"\u001B[36mFile \u001B[39m\u001B[32m~/miniconda3/envs/quant/lib/python3.12/site-packages/tqsdk/baseApi.py:82\u001B[39m, in \u001B[36mTqBaseApi._run_once\u001B[39m\u001B[34m(self)\u001B[39m\n\u001B[32m 80\u001B[39m \u001B[38;5;250m\u001B[39m\u001B[33;03m\"\"\"执行 ioloop 直到 ioloop.stop 被调用\"\"\"\u001B[39;00m\n\u001B[32m 81\u001B[39m \u001B[38;5;28;01mif\u001B[39;00m \u001B[38;5;129;01mnot\u001B[39;00m \u001B[38;5;28mself\u001B[39m._exceptions:\n\u001B[32m---> \u001B[39m\u001B[32m82\u001B[39m \u001B[38;5;28;43mself\u001B[39;49m\u001B[43m.\u001B[49m\u001B[43m_loop\u001B[49m\u001B[43m.\u001B[49m\u001B[43mrun_forever\u001B[49m\u001B[43m(\u001B[49m\u001B[43m)\u001B[49m\n\u001B[32m 83\u001B[39m \u001B[38;5;28;01mif\u001B[39;00m \u001B[38;5;28mself\u001B[39m._exceptions:\n\u001B[32m 84\u001B[39m \u001B[38;5;28;01mraise\u001B[39;00m \u001B[38;5;28mself\u001B[39m._exceptions.pop(\u001B[32m0\u001B[39m)\n",
|
|||
|
|
"\u001B[36mFile \u001B[39m\u001B[32m~/miniconda3/envs/quant/lib/python3.12/asyncio/base_events.py:645\u001B[39m, in \u001B[36mBaseEventLoop.run_forever\u001B[39m\u001B[34m(self)\u001B[39m\n\u001B[32m 643\u001B[39m events._set_running_loop(\u001B[38;5;28mself\u001B[39m)\n\u001B[32m 644\u001B[39m \u001B[38;5;28;01mwhile\u001B[39;00m \u001B[38;5;28;01mTrue\u001B[39;00m:\n\u001B[32m--> \u001B[39m\u001B[32m645\u001B[39m \u001B[38;5;28;43mself\u001B[39;49m\u001B[43m.\u001B[49m\u001B[43m_run_once\u001B[49m\u001B[43m(\u001B[49m\u001B[43m)\u001B[49m\n\u001B[32m 646\u001B[39m \u001B[38;5;28;01mif\u001B[39;00m \u001B[38;5;28mself\u001B[39m._stopping:\n\u001B[32m 647\u001B[39m \u001B[38;5;28;01mbreak\u001B[39;00m\n",
|
|||
|
|
"\u001B[36mFile \u001B[39m\u001B[32m~/miniconda3/envs/quant/lib/python3.12/asyncio/base_events.py:1999\u001B[39m, in \u001B[36mBaseEventLoop._run_once\u001B[39m\u001B[34m(self)\u001B[39m\n\u001B[32m 1997\u001B[39m \u001B[38;5;28mself\u001B[39m._current_handle = \u001B[38;5;28;01mNone\u001B[39;00m\n\u001B[32m 1998\u001B[39m \u001B[38;5;28;01melse\u001B[39;00m:\n\u001B[32m-> \u001B[39m\u001B[32m1999\u001B[39m \u001B[43mhandle\u001B[49m\u001B[43m.\u001B[49m\u001B[43m_run\u001B[49m\u001B[43m(\u001B[49m\u001B[43m)\u001B[49m\n\u001B[32m 2000\u001B[39m handle = \u001B[38;5;28;01mNone\u001B[39;00m\n",
|
|||
|
|
"\u001B[36mFile \u001B[39m\u001B[32m~/miniconda3/envs/quant/lib/python3.12/asyncio/events.py:88\u001B[39m, in \u001B[36mHandle._run\u001B[39m\u001B[34m(self)\u001B[39m\n\u001B[32m 86\u001B[39m \u001B[38;5;28;01mdef\u001B[39;00m\u001B[38;5;250m \u001B[39m\u001B[34m_run\u001B[39m(\u001B[38;5;28mself\u001B[39m):\n\u001B[32m 87\u001B[39m \u001B[38;5;28;01mtry\u001B[39;00m:\n\u001B[32m---> \u001B[39m\u001B[32m88\u001B[39m \u001B[38;5;28;43mself\u001B[39;49m\u001B[43m.\u001B[49m\u001B[43m_context\u001B[49m\u001B[43m.\u001B[49m\u001B[43mrun\u001B[49m\u001B[43m(\u001B[49m\u001B[38;5;28;43mself\u001B[39;49m\u001B[43m.\u001B[49m\u001B[43m_callback\u001B[49m\u001B[43m,\u001B[49m\u001B[43m \u001B[49m\u001B[43m*\u001B[49m\u001B[38;5;28;43mself\u001B[39;49m\u001B[43m.\u001B[49m\u001B[43m_args\u001B[49m\u001B[43m)\u001B[49m\n\u001B[32m 89\u001B[39m \u001B[38;5;28;01mexcept\u001B[39;00m (\u001B[38;5;167;01mSystemExit\u001B[39;00m, \u001B[38;5;167;01mKeyboardInterrupt\u001B[39;00m):\n\u001B[32m 90\u001B[39m \u001B[38;5;28;01mraise\u001B[39;00m\n",
|
|||
|
|
"\u001B[36mFile \u001B[39m\u001B[32m~/miniconda3/envs/quant/lib/python3.12/site-packages/tqsdk/tradeable/sim/basesim.py:79\u001B[39m, in \u001B[36mBaseSim._run\u001B[39m\u001B[34m(self, api, api_send_chan, api_recv_chan, md_send_chan, md_recv_chan)\u001B[39m\n\u001B[32m 77\u001B[39m \u001B[38;5;28mself\u001B[39m._has_send_init_account = \u001B[38;5;28;01mFalse\u001B[39;00m\n\u001B[32m 78\u001B[39m \u001B[38;5;28;01mtry\u001B[39;00m:\n\u001B[32m---> \u001B[39m\u001B[32m79\u001B[39m \u001B[38;5;28;01mawait\u001B[39;00m \u001B[38;5;28msuper\u001B[39m(BaseSim, \u001B[38;5;28mself\u001B[39m)._run(api, api_send_chan, api_recv_chan, md_send_chan, md_recv_chan)\n\u001B[32m 80\u001B[39m \u001B[38;5;28;01mfinally\u001B[39;00m:\n\u001B[32m 81\u001B[39m \u001B[38;5;28mself\u001B[39m._handle_stat_report()\n",
|
|||
|
|
"\u001B[36mFile \u001B[39m\u001B[32m~/miniconda3/envs/quant/lib/python3.12/site-packages/tqsdk/baseModule.py:40\u001B[39m, in \u001B[36mTqModule._run\u001B[39m\u001B[34m(self, api, api_send_chan, api_recv_chan, *args)\u001B[39m\n\u001B[32m 37\u001B[39m \u001B[38;5;28;01melif\u001B[39;00m pack.get(\u001B[33m'\u001B[39m\u001B[33m_up_chan_index\u001B[39m\u001B[33m'\u001B[39m, \u001B[38;5;28;01mNone\u001B[39;00m) \u001B[38;5;129;01mis\u001B[39;00m \u001B[38;5;129;01mnot\u001B[39;00m \u001B[38;5;28;01mNone\u001B[39;00m:\n\u001B[32m 38\u001B[39m \u001B[38;5;66;03m# 处理上游发送的数据包\u001B[39;00m\n\u001B[32m 39\u001B[39m _up_chan_index = pack.pop(\u001B[33m\"\u001B[39m\u001B[33m_up_chan_index\u001B[39m\u001B[33m\"\u001B[39m)\n\u001B[32m---> \u001B[39m\u001B[32m40\u001B[39m \u001B[38;5;28;01mawait\u001B[39;00m \u001B[38;5;28mself\u001B[39m._handle_recv_data(pack, \u001B[38;5;28mself\u001B[39m._up_chans[_up_chan_index][\u001B[33m\"\u001B[39m\u001B[33mrecv_chan\u001B[39m\u001B[33m\"\u001B[39m])\n\u001B[32m 41\u001B[39m \u001B[38;5;28;01mawait\u001B[39;00m \u001B[38;5;28mself\u001B[39m._send_diff(api_recv_chan)\n\u001B[32m 42\u001B[39m \u001B[38;5;28;01melse\u001B[39;00m:\n\u001B[32m 43\u001B[39m \u001B[38;5;66;03m# 处理下游发送的其他请求\u001B[39;00m\n",
|
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|
|
"\u001B[36mFile \u001B[39m\u001B[32m~/miniconda3/envs/quant/lib/python3.12/site-packages/tqsdk/tradeable/sim/basesim.py:93\u001B[39m, in \u001B[36mBaseSim._handle_recv_data\u001B[39m\u001B[34m(self, pack, chan)\u001B[39m\n\u001B[32m 91\u001B[39m \u001B[38;5;28mself\u001B[39m._pending_subscribe_upstream = \u001B[38;5;28;01mFalse\u001B[39;00m\n\u001B[32m 92\u001B[39m \u001B[38;5;28;01mif\u001B[39;00m pack[\u001B[33m\"\u001B[39m\u001B[33maid\u001B[39m\u001B[33m\"\u001B[39m] == \u001B[33m\"\u001B[39m\u001B[33mrtn_data\u001B[39m\u001B[33m\"\u001B[39m:\n\u001B[32m---> \u001B[39m\u001B[32m93\u001B[39m \u001B[38;5;28;43mself\u001B[39;49m\u001B[43m.\u001B[49m\u001B[43m_md_recv\u001B[49m\u001B[43m(\u001B[49m\u001B[43mpack\u001B[49m\u001B[43m)\u001B[49m \u001B[38;5;66;03m# md_recv 中会发送 wait_count 个 quotes 包给各个 quote_chan\u001B[39;00m\n\u001B[32m 94\u001B[39m \u001B[38;5;28;01mawait\u001B[39;00m asyncio.gather(*[quote_task[\u001B[33m\"\u001B[39m\u001B[33mquote_chan\u001B[39m\u001B[33m\"\u001B[39m].join() \u001B[38;5;28;01mfor\u001B[39;00m quote_task \u001B[38;5;129;01min\u001B[39;00m \u001B[38;5;28mself\u001B[39m._quote_tasks.values()])\n\u001B[32m 95\u001B[39m \u001B[38;5;28;01mif\u001B[39;00m \u001B[38;5;28mself\u001B[39m._tqsdk_backtest != {} \u001B[38;5;129;01mand\u001B[39;00m \u001B[38;5;28mself\u001B[39m._tqsdk_backtest[\u001B[33m\"\u001B[39m\u001B[33mcurrent_dt\u001B[39m\u001B[33m\"\u001B[39m] >= \u001B[38;5;28mself\u001B[39m._tqsdk_backtest[\u001B[33m\"\u001B[39m\u001B[33mend_dt\u001B[39m\u001B[33m\"\u001B[39m]:\n\u001B[32m 96\u001B[39m \u001B[38;5;66;03m# 回测情况下，把 _handle_stat_report 在循环中回测结束时执行\u001B[39;00m\n",
|
|||
|
|
"\u001B[36mFile \u001B[39m\u001B[32m~/miniconda3/envs/quant/lib/python3.12/site-packages/tqsdk/tradeable/sim/basesim.py:266\u001B[39m, in \u001B[36mBaseSim._md_recv\u001B[39m\u001B[34m(self, pack)\u001B[39m\n\u001B[32m 263\u001B[39m \u001B[38;5;28;01mif\u001B[39;00m _tqsdk_backtest:\n\u001B[32m 264\u001B[39m \u001B[38;5;66;03m# 回测时，用 _tqsdk_backtest 对象中 current_dt 作为 TqSim 的 _current_datetime\u001B[39;00m\n\u001B[32m 265\u001B[39m \u001B[38;5;28mself\u001B[39m._tqsdk_backtest.update(_tqsdk_backtest)\n\u001B[32m--> \u001B[39m\u001B[32m266\u001B[39m \u001B[38;5;28mself\u001B[39m._current_datetime = \u001B[43m_timestamp_nano_to_str\u001B[49m\u001B[43m(\u001B[49m\u001B[38;5;28;43mself\u001B[39;49m\u001B[43m.\u001B[49m\u001B[43m_tqsdk_backtest\u001B[49m\u001B[43m[\u001B[49m\u001B[33;43m\"\u001B[39;49m\u001B[33;43mcurrent_dt\u001B[39;49m\u001B[33;43m\"\u001B[39;49m\u001B[43m]\u001B[49m\u001B[43m)\u001B[49m\n\u001B[32m 267\u001B[39m \u001B[38;5;28mself\u001B[39m._local_time_record = \u001B[38;5;28mfloat\u001B[39m(\u001B[33m\"\u001B[39m\u001B[33mnan\u001B[39m\u001B[33m\"\u001B[39m)\n\u001B[32m 268\u001B[39m \u001B[38;5;66;03m# 1. 回测时不使用时间差来模拟交易所时间的原因(_local_time_record始终为初始值nan)：\u001B[39;00m\n\u001B[32m 269\u001B[39m \u001B[38;5;66;03m# 在sim收到行情后记录_local_time_record，然后下发行情到api进行merge_diff(),api需要处理完k线和quote才能结束wait_update(),\u001B[39;00m\n\u001B[32m 270\u001B[39m \u001B[38;5;66;03m# 若处理时间过长，此时下单则在判断下单时间时与测试用例中的预期时间相差较大，导致测试用例无法通过。\u001B[39;00m\n\u001B[32m 271\u001B[39m \u001B[38;5;66;03m# 2. 回测不使用时间差的方法来判断下单时间仍是可行的: 与使用了时间差的方法相比, 只对在每个交易时间段最后一笔行情时的下单时间判断有差异,\u001B[39;00m\n\u001B[32m 272\u001B[39m \u001B[38;5;66;03m# 若不使用时间差, 则在最后一笔行情时下单仍判断为在可交易时间段内, 且可成交.\u001B[39;00m\n",
|
|||
|
|
"\u001B[36mFile \u001B[39m\u001B[32m~/miniconda3/envs/quant/lib/python3.12/site-packages/tqsdk/datetime.py:63\u001B[39m, in \u001B[36m_timestamp_nano_to_str\u001B[39m\u001B[34m(nano, fmt)\u001B[39m\n\u001B[32m 62\u001B[39m \u001B[38;5;28;01mdef\u001B[39;00m\u001B[38;5;250m \u001B[39m\u001B[34m_timestamp_nano_to_str\u001B[39m(nano: \u001B[38;5;28mint\u001B[39m, fmt=\u001B[33m\"\u001B[39m\u001B[33m%\u001B[39m\u001B[33mY-\u001B[39m\u001B[33m%\u001B[39m\u001B[33mm-\u001B[39m\u001B[38;5;132;01m%d\u001B[39;00m\u001B[33m \u001B[39m\u001B[33m%\u001B[39m\u001B[33mH:\u001B[39m\u001B[33m%\u001B[39m\u001B[33mM:\u001B[39m\u001B[33m%\u001B[39m\u001B[33mS.\u001B[39m\u001B[38;5;132;01m%f\u001B[39;00m\u001B[33m\"\u001B[39m) -> \u001B[38;5;28mstr\u001B[39m:\n\u001B[32m---> \u001B[39m\u001B[32m63\u001B[39m \u001B[38;5;28;01mreturn\u001B[39;00m \u001B[43mdatetime\u001B[49m\u001B[43m.\u001B[49m\u001B[43mdatetime\u001B[49m\u001B[43m.\u001B[49m\u001B[43mfromtimestamp\u001B[49m\u001B[43m(\u001B[49m\u001B[43m(\u001B[49m\u001B[43mnano\u001B[49m\u001B[43m \u001B[49m\u001B[43m/\u001B[49m\u001B[43m/\u001B[49m\u001B[43m \u001B[49m\u001B[32;43m1000\u001B[39;49m\u001B[43m)\u001B[49m\u001B[43m \u001B[49m\u001B[43m/\u001B[49m\u001B[43m \u001B[49m\u001B[32;43m1000000\u001B[39;49m\u001B[43m,\u001B[49m\u001B[43m \u001B[49m\u001B[43mtz\u001B[49m\u001B[43m=\u001B[49m\u001B[43m_cst_tz\u001B[49m\u001B[43m)\u001B[49m.strftime(fmt)\n",
|
|||
|
|
"\u001B[31mKeyboardInterrupt\u001B[39m: "
|
|||
|
|
]
|
|||
|
|
}
|
|||
|
|
],
|
|||
|
|
"execution_count": 4
|
|||
|
|
},
|
|||
|
|
{
|
|||
|
|
"metadata": {
|
|||
|
|
"ExecuteTime": {
|
|||
|
|
"end_time": "2025-10-12T15:22:09.428515Z",
|
|||
|
|
"start_time": "2025-10-08T01:22:22.446833Z"
|
|||
|
|
}
|
|||
|
|
},
|
|||
|
|
"cell_type": "code",
|
|||
|
|
"source": [
|
|||
|
|
"\n",
|
|||
|
|
"# --- 4. 结果分析与可视化 ---\n",
|
|||
|
|
"if portfolio_snapshots:\n",
|
|||
|
|
" analyzer = ResultAnalyzer(portfolio_snapshots, trade_history, bars, initial_capital_result, INDICATOR_LIST)\n",
|
|||
|
|
"\n",
|
|||
|
|
" analyzer.generate_report()\n",
|
|||
|
|
" analyzer.plot_performance()\n",
|
|||
|
|
" metrics = analyzer.calculate_all_metrics()\n",
|
|||
|
|
" print(metrics)\n",
|
|||
|
|
"\n",
|
|||
|
|
" analyzer.analyze_indicators(profit_offset=1)\n",
|
|||
|
|
"else:\n",
|
|||
|
|
" print(\"\\n没有生成投资组合快照，无法进行结果分析。\")"
|
|||
|
|
],
|
|||
|
|
"id": "7b191529e909c4d3",
|
|||
|
|
"outputs": [
|
|||
|
|
{
|
|||
|
|
"name": "stdout",
|
|||
|
|
"output_type": "stream",
|
|||
|
|
"text": [
|
|||
|
|
"\n",
|
|||
|
|
"--- 结果分析器初始化完成 ---\n",
|
|||
|
|
"\n",
|
|||
|
|
"--- 交易明细 ---\n",
|
|||
|
|
" 2024-01-08 14:15:00 | BUY | CZCE.MA405 | Vol: 1 | Price: 2378.00 | Comm: 0.24\n",
|
|||
|
|
" 2024-01-08 14:30:00 | CLOSE_LONG | CZCE.MA405 | Vol: 1 | Price: 2376.00 | Comm: 0.24 | PnL: -2.00\n",
|
|||
|
|
" 2024-01-08 22:30:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2378.00 | Comm: 0.24\n",
|
|||
|
|
" 2024-01-08 22:45:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2379.00 | Comm: 0.24 | PnL: -1.00\n",
|
|||
|
|
" 2024-01-09 09:00:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2380.00 | Comm: 0.24\n",
|
|||
|
|
" 2024-01-09 09:15:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2379.00 | Comm: 0.24 | PnL: 1.00\n",
|
|||
|
|
" 2024-01-10 09:15:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2362.00 | Comm: 0.24\n",
|
|||
|
|
" 2024-01-10 09:30:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2360.00 | Comm: 0.24 | PnL: 2.00\n",
|
|||
|
|
" 2024-01-10 10:30:00 | BUY | CZCE.MA405 | Vol: 1 | Price: 2362.00 | Comm: 0.24\n",
|
|||
|
|
" 2024-01-10 10:45:00 | CLOSE_LONG | CZCE.MA405 | Vol: 1 | Price: 2359.00 | Comm: 0.24 | PnL: -3.00\n",
|
|||
|
|
" 2024-01-10 22:00:00 | BUY | CZCE.MA405 | Vol: 1 | Price: 2302.00 | Comm: 0.23\n",
|
|||
|
|
" 2024-01-10 22:15:00 | CLOSE_LONG | CZCE.MA405 | Vol: 1 | Price: 2301.00 | Comm: 0.23 | PnL: -1.00\n",
|
|||
|
|
" 2024-01-10 22:30:00 | BUY | CZCE.MA405 | Vol: 1 | Price: 2302.00 | Comm: 0.23\n",
|
|||
|
|
" 2024-01-10 22:45:00 | CLOSE_LONG | CZCE.MA405 | Vol: 1 | Price: 2310.00 | Comm: 0.23 | PnL: 8.00\n",
|
|||
|
|
" 2024-01-11 09:00:00 | BUY | CZCE.MA405 | Vol: 1 | Price: 2310.00 | Comm: 0.23\n",
|
|||
|
|
" 2024-01-11 09:15:00 | CLOSE_LONG | CZCE.MA405 | Vol: 1 | Price: 2321.00 | Comm: 0.23 | PnL: 11.00\n",
|
|||
|
|
" 2024-01-11 21:00:00 | BUY | CZCE.MA405 | Vol: 1 | Price: 2335.00 | Comm: 0.23\n",
|
|||
|
|
" 2024-01-11 21:15:00 | CLOSE_LONG | CZCE.MA405 | Vol: 1 | Price: 2334.00 | Comm: 0.23 | PnL: -1.00\n",
|
|||
|
|
" 2024-01-12 22:00:00 | BUY | CZCE.MA405 | Vol: 1 | Price: 2335.00 | Comm: 0.23\n",
|
|||
|
|
" 2024-01-12 22:15:00 | CLOSE_LONG | CZCE.MA405 | Vol: 1 | Price: 2340.00 | Comm: 0.23 | PnL: 5.00\n",
|
|||
|
|
" 2024-01-15 21:45:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2362.00 | Comm: 0.24\n",
|
|||
|
|
" 2024-01-15 22:00:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2367.00 | Comm: 0.24 | PnL: -5.00\n",
|
|||
|
|
" 2024-01-16 09:30:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2362.00 | Comm: 0.24\n",
|
|||
|
|
" 2024-01-16 09:45:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2357.00 | Comm: 0.24 | PnL: 5.00\n",
|
|||
|
|
" 2024-01-16 10:00:00 | BUY | CZCE.MA405 | Vol: 1 | Price: 2362.00 | Comm: 0.24\n",
|
|||
|
|
" 2024-01-16 10:30:00 | CLOSE_LONG | CZCE.MA405 | Vol: 1 | Price: 2358.00 | Comm: 0.24 | PnL: -4.00\n",
|
|||
|
|
" 2024-01-16 13:45:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2346.00 | Comm: 0.23\n",
|
|||
|
|
" 2024-01-16 14:00:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2345.00 | Comm: 0.23 | PnL: 1.00\n",
|
|||
|
|
" 2024-01-17 09:45:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2337.00 | Comm: 0.23\n",
|
|||
|
|
" 2024-01-17 10:30:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2339.00 | Comm: 0.23 | PnL: -2.00\n",
|
|||
|
|
" 2024-01-17 10:45:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2337.00 | Comm: 0.23\n",
|
|||
|
|
" 2024-01-17 11:00:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2334.00 | Comm: 0.23 | PnL: 3.00\n",
|
|||
|
|
" 2024-01-17 14:45:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2337.00 | Comm: 0.23\n",
|
|||
|
|
" 2024-01-17 21:00:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2327.00 | Comm: 0.23 | PnL: 10.00\n",
|
|||
|
|
" 2024-01-19 09:30:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2361.00 | Comm: 0.24\n",
|
|||
|
|
" 2024-01-19 09:45:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2360.00 | Comm: 0.24 | PnL: 1.00\n",
|
|||
|
|
" 2024-01-19 21:15:00 | BUY | CZCE.MA405 | Vol: 1 | Price: 2355.00 | Comm: 0.24\n",
|
|||
|
|
" 2024-01-19 21:45:00 | CLOSE_LONG | CZCE.MA405 | Vol: 1 | Price: 2358.00 | Comm: 0.24 | PnL: 3.00\n",
|
|||
|
|
" 2024-01-19 22:45:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2355.00 | Comm: 0.24\n",
|
|||
|
|
" 2024-01-22 09:15:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2381.00 | Comm: 0.24 | PnL: -26.00\n",
|
|||
|
|
" 2024-01-23 11:15:00 | BUY | CZCE.MA405 | Vol: 1 | Price: 2397.00 | Comm: 0.24\n",
|
|||
|
|
" 2024-01-23 13:30:00 | CLOSE_LONG | CZCE.MA405 | Vol: 1 | Price: 2403.00 | Comm: 0.24 | PnL: 6.00\n",
|
|||
|
|
" 2024-01-24 21:30:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2437.00 | Comm: 0.24\n",
|
|||
|
|
" 2024-01-24 22:00:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2438.00 | Comm: 0.24 | PnL: -1.00\n",
|
|||
|
|
" 2024-01-25 10:45:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2438.00 | Comm: 0.24\n",
|
|||
|
|
" 2024-01-25 11:00:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2440.00 | Comm: 0.24 | PnL: -2.00\n",
|
|||
|
|
" 2024-01-25 21:15:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2438.00 | Comm: 0.24\n",
|
|||
|
|
" 2024-01-25 21:30:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2439.00 | Comm: 0.24 | PnL: -1.00\n",
|
|||
|
|
" 2024-01-25 22:00:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2438.00 | Comm: 0.24\n",
|
|||
|
|
" 2024-01-25 22:15:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2440.00 | Comm: 0.24 | PnL: -2.00\n",
|
|||
|
|
" 2024-01-26 11:00:00 | BUY | CZCE.MA405 | Vol: 1 | Price: 2427.00 | Comm: 0.24\n",
|
|||
|
|
" 2024-01-26 11:15:00 | CLOSE_LONG | CZCE.MA405 | Vol: 1 | Price: 2430.00 | Comm: 0.24 | PnL: 3.00\n",
|
|||
|
|
" 2024-01-26 13:30:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2427.00 | Comm: 0.24\n",
|
|||
|
|
" 2024-01-26 13:45:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2433.00 | Comm: 0.24 | PnL: -6.00\n",
|
|||
|
|
" 2024-01-26 22:00:00 | BUY | CZCE.MA405 | Vol: 1 | Price: 2437.00 | Comm: 0.24\n",
|
|||
|
|
" 2024-01-26 22:30:00 | CLOSE_LONG | CZCE.MA405 | Vol: 1 | Price: 2452.00 | Comm: 0.25 | PnL: 15.00\n",
|
|||
|
|
" 2024-01-29 10:45:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2469.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-01-29 11:00:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2466.00 | Comm: 0.25 | PnL: 3.00\n",
|
|||
|
|
" 2024-01-30 14:15:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2468.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-01-30 14:30:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2466.00 | Comm: 0.25 | PnL: 2.00\n",
|
|||
|
|
" 2024-01-31 21:15:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2468.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-01-31 21:30:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2465.00 | Comm: 0.25 | PnL: 3.00\n",
|
|||
|
|
" 2024-01-31 22:15:00 | BUY | CZCE.MA405 | Vol: 1 | Price: 2468.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-01-31 22:30:00 | CLOSE_LONG | CZCE.MA405 | Vol: 1 | Price: 2471.00 | Comm: 0.25 | PnL: 3.00\n",
|
|||
|
|
" 2024-02-01 10:00:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2468.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-02-01 10:30:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2469.00 | Comm: 0.25 | PnL: -1.00\n",
|
|||
|
|
" 2024-02-01 11:00:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2468.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-02-01 11:15:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2464.00 | Comm: 0.25 | PnL: 4.00\n",
|
|||
|
|
" 2024-02-05 09:15:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2468.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-02-05 09:30:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2466.00 | Comm: 0.25 | PnL: 2.00\n",
|
|||
|
|
" 2024-02-05 10:00:00 | BUY | CZCE.MA405 | Vol: 1 | Price: 2467.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-02-05 10:30:00 | CLOSE_LONG | CZCE.MA405 | Vol: 1 | Price: 2468.00 | Comm: 0.25 | PnL: 1.00\n",
|
|||
|
|
" 2024-02-05 21:15:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2430.00 | Comm: 0.24\n",
|
|||
|
|
" 2024-02-05 21:30:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2427.00 | Comm: 0.24 | PnL: 3.00\n",
|
|||
|
|
" 2024-02-06 22:30:00 | BUY | CZCE.MA405 | Vol: 1 | Price: 2512.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-02-06 22:45:00 | CLOSE_LONG | CZCE.MA405 | Vol: 1 | Price: 2514.00 | Comm: 0.25 | PnL: 2.00\n",
|
|||
|
|
" 2024-02-07 09:15:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2512.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-02-07 09:30:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2511.00 | Comm: 0.25 | PnL: 1.00\n",
|
|||
|
|
" 2024-02-07 13:45:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2493.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-02-07 14:15:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2488.00 | Comm: 0.25 | PnL: 5.00\n",
|
|||
|
|
" 2024-02-07 14:45:00 | BUY | CZCE.MA405 | Vol: 1 | Price: 2505.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-02-07 21:00:00 | CLOSE_LONG | CZCE.MA405 | Vol: 1 | Price: 2504.00 | Comm: 0.25 | PnL: -1.00\n",
|
|||
|
|
" 2024-02-07 21:15:00 | BUY | CZCE.MA405 | Vol: 1 | Price: 2512.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-02-07 21:30:00 | CLOSE_LONG | CZCE.MA405 | Vol: 1 | Price: 2507.00 | Comm: 0.25 | PnL: -5.00\n",
|
|||
|
|
" 2024-02-07 22:45:00 | BUY | CZCE.MA405 | Vol: 1 | Price: 2505.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-02-08 09:00:00 | CLOSE_LONG | CZCE.MA405 | Vol: 1 | Price: 2508.00 | Comm: 0.25 | PnL: 3.00\n",
|
|||
|
|
" 2024-02-08 09:15:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2505.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-02-08 09:30:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2516.00 | Comm: 0.25 | PnL: -11.00\n",
|
|||
|
|
" 2024-02-19 10:45:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2505.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-02-19 11:00:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2508.00 | Comm: 0.25 | PnL: -3.00\n",
|
|||
|
|
" 2024-02-19 11:15:00 | BUY | CZCE.MA405 | Vol: 1 | Price: 2510.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-02-19 13:30:00 | CLOSE_LONG | CZCE.MA405 | Vol: 1 | Price: 2512.00 | Comm: 0.25 | PnL: 2.00\n",
|
|||
|
|
" 2024-02-19 14:45:00 | BUY | CZCE.MA405 | Vol: 1 | Price: 2508.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-02-19 21:00:00 | CLOSE_LONG | CZCE.MA405 | Vol: 1 | Price: 2506.00 | Comm: 0.25 | PnL: -2.00\n",
|
|||
|
|
" 2024-02-20 13:45:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2475.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-02-20 14:00:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2472.00 | Comm: 0.25 | PnL: 3.00\n",
|
|||
|
|
" 2024-02-20 14:45:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2460.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-02-20 21:00:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2456.00 | Comm: 0.25 | PnL: 4.00\n",
|
|||
|
|
" 2024-02-20 22:30:00 | BUY | CZCE.MA405 | Vol: 1 | Price: 2459.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-02-21 09:00:00 | CLOSE_LONG | CZCE.MA405 | Vol: 1 | Price: 2455.00 | Comm: 0.25 | PnL: -4.00\n",
|
|||
|
|
" 2024-02-21 09:15:00 | BUY | CZCE.MA405 | Vol: 1 | Price: 2459.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-02-21 09:30:00 | CLOSE_LONG | CZCE.MA405 | Vol: 1 | Price: 2463.00 | Comm: 0.25 | PnL: 4.00\n",
|
|||
|
|
" 2024-02-21 11:15:00 | BUY | CZCE.MA405 | Vol: 1 | Price: 2490.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-02-21 13:30:00 | CLOSE_LONG | CZCE.MA405 | Vol: 1 | Price: 2494.00 | Comm: 0.25 | PnL: 4.00\n",
|
|||
|
|
" 2024-02-21 14:00:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2491.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-02-21 14:15:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2478.00 | Comm: 0.25 | PnL: 13.00\n",
|
|||
|
|
" 2024-02-21 22:45:00 | BUY | CZCE.MA405 | Vol: 1 | Price: 2489.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-02-22 09:00:00 | CLOSE_LONG | CZCE.MA405 | Vol: 1 | Price: 2488.00 | Comm: 0.25 | PnL: -1.00\n",
|
|||
|
|
" 2024-02-22 13:30:00 | BUY | CZCE.MA405 | Vol: 1 | Price: 2489.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-02-22 13:45:00 | CLOSE_LONG | CZCE.MA405 | Vol: 1 | Price: 2495.00 | Comm: 0.25 | PnL: 6.00\n",
|
|||
|
|
" 2024-02-22 14:00:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2489.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-02-22 14:15:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2491.00 | Comm: 0.25 | PnL: -2.00\n",
|
|||
|
|
" 2024-02-23 22:45:00 | BUY | CZCE.MA405 | Vol: 1 | Price: 2523.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-02-26 09:00:00 | CLOSE_LONG | CZCE.MA405 | Vol: 1 | Price: 2517.00 | Comm: 0.25 | PnL: -6.00\n",
|
|||
|
|
" 2024-02-26 14:45:00 | BUY | CZCE.MA405 | Vol: 1 | Price: 2506.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-02-26 21:00:00 | CLOSE_LONG | CZCE.MA405 | Vol: 1 | Price: 2498.00 | Comm: 0.25 | PnL: -8.00\n",
|
|||
|
|
" 2024-02-26 21:45:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2491.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-02-26 22:30:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2487.00 | Comm: 0.25 | PnL: 4.00\n",
|
|||
|
|
" 2024-02-27 09:30:00 | BUY | CZCE.MA405 | Vol: 1 | Price: 2506.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-02-27 09:45:00 | CLOSE_LONG | CZCE.MA405 | Vol: 1 | Price: 2523.00 | Comm: 0.25 | PnL: 17.00\n",
|
|||
|
|
" 2024-02-27 21:45:00 | BUY | CZCE.MA405 | Vol: 1 | Price: 2567.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-02-27 22:00:00 | CLOSE_LONG | CZCE.MA405 | Vol: 1 | Price: 2569.00 | Comm: 0.26 | PnL: 2.00\n",
|
|||
|
|
" 2024-02-28 14:00:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2541.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-02-28 14:15:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2538.00 | Comm: 0.25 | PnL: 3.00\n",
|
|||
|
|
" 2024-02-28 22:45:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2527.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-02-29 09:00:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2529.00 | Comm: 0.25 | PnL: -2.00\n",
|
|||
|
|
" 2024-02-29 14:15:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2511.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-02-29 14:30:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2522.00 | Comm: 0.25 | PnL: -11.00\n",
|
|||
|
|
" 2024-02-29 21:00:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2517.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-02-29 21:15:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2528.00 | Comm: 0.25 | PnL: -11.00\n",
|
|||
|
|
" 2024-02-29 21:30:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2527.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-02-29 21:45:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2518.00 | Comm: 0.25 | PnL: 9.00\n",
|
|||
|
|
" 2024-02-29 22:15:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2517.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-02-29 22:30:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2522.00 | Comm: 0.25 | PnL: -5.00\n",
|
|||
|
|
" 2024-03-01 09:30:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2517.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-03-01 09:45:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2515.00 | Comm: 0.25 | PnL: 2.00\n",
|
|||
|
|
" 2024-03-01 13:45:00 | BUY | CZCE.MA405 | Vol: 1 | Price: 2528.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-03-01 14:00:00 | CLOSE_LONG | CZCE.MA405 | Vol: 1 | Price: 2530.00 | Comm: 0.25 | PnL: 2.00\n",
|
|||
|
|
" 2024-03-01 14:45:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2528.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-03-01 21:00:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2533.00 | Comm: 0.25 | PnL: -5.00\n",
|
|||
|
|
" 2024-03-01 21:15:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2528.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-03-01 21:30:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2527.00 | Comm: 0.25 | PnL: 1.00\n",
|
|||
|
|
" 2024-03-04 21:45:00 | BUY | CZCE.MA405 | Vol: 1 | Price: 2500.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-03-04 22:00:00 | CLOSE_LONG | CZCE.MA405 | Vol: 1 | Price: 2501.00 | Comm: 0.25 | PnL: 1.00\n",
|
|||
|
|
" 2024-03-06 09:15:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2491.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-03-06 09:30:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2484.00 | Comm: 0.25 | PnL: 7.00\n",
|
|||
|
|
" 2024-03-06 14:45:00 | BUY | CZCE.MA405 | Vol: 1 | Price: 2518.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-03-06 21:00:00 | CLOSE_LONG | CZCE.MA405 | Vol: 1 | Price: 2514.00 | Comm: 0.25 | PnL: -4.00\n",
|
|||
|
|
" 2024-03-07 09:30:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2509.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-03-07 09:45:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2505.00 | Comm: 0.25 | PnL: 4.00\n",
|
|||
|
|
" 2024-03-07 14:00:00 | BUY | CZCE.MA405 | Vol: 1 | Price: 2509.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-03-07 14:15:00 | CLOSE_LONG | CZCE.MA405 | Vol: 1 | Price: 2519.00 | Comm: 0.25 | PnL: 10.00\n",
|
|||
|
|
" 2024-03-07 21:00:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2509.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-03-07 21:15:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2527.00 | Comm: 0.25 | PnL: -18.00\n",
|
|||
|
|
" 2024-03-07 21:45:00 | BUY | CZCE.MA405 | Vol: 1 | Price: 2527.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-03-07 22:00:00 | CLOSE_LONG | CZCE.MA405 | Vol: 1 | Price: 2526.00 | Comm: 0.25 | PnL: -1.00\n",
|
|||
|
|
" 2024-03-08 13:30:00 | BUY | CZCE.MA405 | Vol: 1 | Price: 2506.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-03-08 13:45:00 | CLOSE_LONG | CZCE.MA405 | Vol: 1 | Price: 2509.00 | Comm: 0.25 | PnL: 3.00\n",
|
|||
|
|
" 2024-03-08 21:45:00 | BUY | CZCE.MA405 | Vol: 1 | Price: 2541.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-03-08 22:00:00 | CLOSE_LONG | CZCE.MA405 | Vol: 1 | Price: 2539.00 | Comm: 0.25 | PnL: -2.00\n",
|
|||
|
|
" 2024-03-08 22:45:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2539.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-03-11 09:00:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2529.00 | Comm: 0.25 | PnL: 10.00\n",
|
|||
|
|
" 2024-03-11 14:45:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2538.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-03-11 21:00:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2548.00 | Comm: 0.25 | PnL: -10.00\n",
|
|||
|
|
" 2024-03-12 14:00:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2509.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-03-12 14:15:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2499.00 | Comm: 0.25 | PnL: 10.00\n",
|
|||
|
|
" 2024-03-12 22:15:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2511.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-03-12 22:30:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2512.00 | Comm: 0.25 | PnL: -1.00\n",
|
|||
|
|
" 2024-03-13 11:15:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2509.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-03-13 13:30:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2510.00 | Comm: 0.25 | PnL: -1.00\n",
|
|||
|
|
" 2024-03-13 21:15:00 | BUY | CZCE.MA405 | Vol: 1 | Price: 2509.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-03-13 22:00:00 | CLOSE_LONG | CZCE.MA405 | Vol: 1 | Price: 2507.00 | Comm: 0.25 | PnL: -2.00\n",
|
|||
|
|
" 2024-03-13 22:30:00 | BUY | CZCE.MA405 | Vol: 1 | Price: 2511.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-03-13 22:45:00 | CLOSE_LONG | CZCE.MA405 | Vol: 1 | Price: 2512.00 | Comm: 0.25 | PnL: 1.00\n",
|
|||
|
|
" 2024-03-14 11:15:00 | BUY | CZCE.MA405 | Vol: 1 | Price: 2526.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-03-14 13:30:00 | CLOSE_LONG | CZCE.MA405 | Vol: 1 | Price: 2525.00 | Comm: 0.25 | PnL: -1.00\n",
|
|||
|
|
" 2024-03-14 14:15:00 | BUY | CZCE.MA405 | Vol: 1 | Price: 2539.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-03-14 14:30:00 | CLOSE_LONG | CZCE.MA405 | Vol: 1 | Price: 2537.00 | Comm: 0.25 | PnL: -2.00\n",
|
|||
|
|
" 2024-03-15 13:30:00 | BUY | CZCE.MA405 | Vol: 1 | Price: 2547.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-03-15 13:45:00 | CLOSE_LONG | CZCE.MA405 | Vol: 1 | Price: 2549.00 | Comm: 0.25 | PnL: 2.00\n",
|
|||
|
|
" 2024-03-15 22:00:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2547.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-03-15 22:15:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2541.00 | Comm: 0.25 | PnL: 6.00\n",
|
|||
|
|
" 2024-03-18 10:00:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2547.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-03-18 10:30:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2544.00 | Comm: 0.25 | PnL: 3.00\n",
|
|||
|
|
" 2024-03-18 10:45:00 | BUY | CZCE.MA405 | Vol: 1 | Price: 2547.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-03-18 11:15:00 | CLOSE_LONG | CZCE.MA405 | Vol: 1 | Price: 2545.00 | Comm: 0.25 | PnL: -2.00\n",
|
|||
|
|
" 2024-03-19 10:45:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2612.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-03-19 11:00:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2608.00 | Comm: 0.26 | PnL: 4.00\n",
|
|||
|
|
" 2024-03-19 14:45:00 | BUY | CZCE.MA405 | Vol: 1 | Price: 2586.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-03-19 21:00:00 | CLOSE_LONG | CZCE.MA405 | Vol: 1 | Price: 2587.00 | Comm: 0.26 | PnL: 1.00\n",
|
|||
|
|
" 2024-03-20 22:45:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2558.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-03-21 09:00:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2563.00 | Comm: 0.26 | PnL: -5.00\n",
|
|||
|
|
" 2024-03-21 14:45:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2559.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-03-21 21:00:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2553.00 | Comm: 0.26 | PnL: 6.00\n",
|
|||
|
|
" 2024-03-25 13:45:00 | BUY | CZCE.MA405 | Vol: 1 | Price: 2546.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-03-25 14:15:00 | CLOSE_LONG | CZCE.MA405 | Vol: 1 | Price: 2540.00 | Comm: 0.25 | PnL: -6.00\n",
|
|||
|
|
" 2024-03-26 21:45:00 | BUY | CZCE.MA405 | Vol: 1 | Price: 2513.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-03-26 22:15:00 | CLOSE_LONG | CZCE.MA405 | Vol: 1 | Price: 2510.00 | Comm: 0.25 | PnL: -3.00\n",
|
|||
|
|
" 2024-03-26 22:45:00 | BUY | CZCE.MA405 | Vol: 1 | Price: 2513.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-03-27 09:00:00 | CLOSE_LONG | CZCE.MA405 | Vol: 1 | Price: 2514.00 | Comm: 0.25 | PnL: 1.00\n",
|
|||
|
|
" 2024-03-27 14:00:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2486.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-03-27 14:15:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2490.00 | Comm: 0.25 | PnL: -4.00\n",
|
|||
|
|
" 2024-03-28 10:00:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2459.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-03-28 10:30:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2463.00 | Comm: 0.25 | PnL: -4.00\n",
|
|||
|
|
" 2024-03-28 22:15:00 | BUY | CZCE.MA405 | Vol: 1 | Price: 2465.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-03-28 22:30:00 | CLOSE_LONG | CZCE.MA405 | Vol: 1 | Price: 2467.00 | Comm: 0.25 | PnL: 2.00\n",
|
|||
|
|
" 2024-03-29 09:30:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2466.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-03-29 09:45:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2468.00 | Comm: 0.25 | PnL: -2.00\n",
|
|||
|
|
" 2024-03-29 14:00:00 | BUY | CZCE.MA405 | Vol: 1 | Price: 2485.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-03-29 14:15:00 | CLOSE_LONG | CZCE.MA405 | Vol: 1 | Price: 2484.00 | Comm: 0.25 | PnL: -1.00\n",
|
|||
|
|
" 2024-03-29 14:30:00 | BUY | CZCE.MA405 | Vol: 1 | Price: 2485.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-03-29 14:45:00 | CLOSE_LONG | CZCE.MA405 | Vol: 1 | Price: 2488.00 | Comm: 0.25 | PnL: 3.00\n",
|
|||
|
|
" 2024-04-01 09:15:00 | BUY | CZCE.MA405 | Vol: 1 | Price: 2507.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-04-01 09:45:00 | CLOSE_LONG | CZCE.MA405 | Vol: 1 | Price: 2512.00 | Comm: 0.25 | PnL: 5.00\n",
|
|||
|
|
" 2024-04-02 09:30:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2531.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-04-02 09:45:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2532.00 | Comm: 0.25 | PnL: -1.00\n",
|
|||
|
|
" 2024-04-02 13:45:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2512.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-04-02 14:15:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2513.00 | Comm: 0.25 | PnL: -1.00\n",
|
|||
|
|
" 2024-04-02 14:30:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2512.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-04-02 14:45:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2513.00 | Comm: 0.25 | PnL: -1.00\n",
|
|||
|
|
" 2024-04-03 10:45:00 | BUY | CZCE.MA405 | Vol: 1 | Price: 2521.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-04-03 11:00:00 | CLOSE_LONG | CZCE.MA405 | Vol: 1 | Price: 2519.00 | Comm: 0.25 | PnL: -2.00\n",
|
|||
|
|
" 2024-04-03 14:15:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2517.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-04-03 14:45:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2519.00 | Comm: 0.25 | PnL: -2.00\n",
|
|||
|
|
" 2024-04-08 11:15:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2496.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-04-08 13:30:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2491.00 | Comm: 0.25 | PnL: 5.00\n",
|
|||
|
|
" 2024-04-08 14:00:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2486.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-04-08 14:15:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2481.00 | Comm: 0.25 | PnL: 5.00\n",
|
|||
|
|
" 2024-04-08 21:00:00 | BUY | CZCE.MA405 | Vol: 1 | Price: 2486.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-04-08 21:15:00 | CLOSE_LONG | CZCE.MA405 | Vol: 1 | Price: 2491.00 | Comm: 0.25 | PnL: 5.00\n",
|
|||
|
|
" 2024-04-09 21:30:00 | BUY | CZCE.MA405 | Vol: 1 | Price: 2483.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-04-09 21:45:00 | CLOSE_LONG | CZCE.MA405 | Vol: 1 | Price: 2478.00 | Comm: 0.25 | PnL: -5.00\n",
|
|||
|
|
" 2024-04-10 14:45:00 | BUY | CZCE.MA405 | Vol: 1 | Price: 2516.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-04-10 21:15:00 | CLOSE_LONG | CZCE.MA405 | Vol: 1 | Price: 2510.00 | Comm: 0.25 | PnL: -6.00\n",
|
|||
|
|
" 2024-04-11 14:45:00 | SELL | CZCE.MA405 | Vol: 1 | Price: 2516.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-04-11 14:45:00 | CLOSE_SHORT | CZCE.MA405 | Vol: 1 | Price: 2515.00 | Comm: 0.25 | PnL: 1.00\n",
|
|||
|
|
" 2024-04-12 14:30:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2480.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-04-12 14:45:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2475.00 | Comm: 0.25 | PnL: 5.00\n",
|
|||
|
|
" 2024-04-15 10:30:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2495.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-04-15 10:45:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2497.00 | Comm: 0.25 | PnL: -2.00\n",
|
|||
|
|
" 2024-04-15 22:45:00 | BUY | CZCE.MA409 | Vol: 1 | Price: 2512.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-04-16 09:00:00 | CLOSE_LONG | CZCE.MA409 | Vol: 1 | Price: 2513.00 | Comm: 0.25 | PnL: 1.00\n",
|
|||
|
|
" 2024-04-16 22:15:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2516.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-04-16 22:30:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2512.00 | Comm: 0.25 | PnL: 4.00\n",
|
|||
|
|
" 2024-04-17 10:45:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2516.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-04-17 11:00:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2511.00 | Comm: 0.25 | PnL: 5.00\n",
|
|||
|
|
" 2024-04-17 13:30:00 | BUY | CZCE.MA409 | Vol: 1 | Price: 2514.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-04-17 13:45:00 | CLOSE_LONG | CZCE.MA409 | Vol: 1 | Price: 2516.00 | Comm: 0.25 | PnL: 2.00\n",
|
|||
|
|
" 2024-04-17 22:15:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2545.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-04-17 22:45:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2544.00 | Comm: 0.25 | PnL: 1.00\n",
|
|||
|
|
" 2024-04-18 09:15:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2544.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-04-18 09:30:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2537.00 | Comm: 0.25 | PnL: 7.00\n",
|
|||
|
|
" 2024-04-18 14:30:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2559.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-04-18 14:45:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2558.00 | Comm: 0.26 | PnL: 1.00\n",
|
|||
|
|
" 2024-04-19 09:00:00 | BUY | CZCE.MA409 | Vol: 1 | Price: 2551.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-04-19 09:15:00 | CLOSE_LONG | CZCE.MA409 | Vol: 1 | Price: 2557.00 | Comm: 0.26 | PnL: 6.00\n",
|
|||
|
|
" 2024-04-19 13:30:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2579.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-04-19 13:45:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2570.00 | Comm: 0.26 | PnL: 9.00\n",
|
|||
|
|
" 2024-04-19 21:30:00 | BUY | CZCE.MA409 | Vol: 1 | Price: 2586.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-04-19 21:45:00 | CLOSE_LONG | CZCE.MA409 | Vol: 1 | Price: 2587.00 | Comm: 0.26 | PnL: 1.00\n",
|
|||
|
|
" 2024-04-22 09:00:00 | BUY | CZCE.MA409 | Vol: 1 | Price: 2586.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-04-22 09:15:00 | CLOSE_LONG | CZCE.MA409 | Vol: 1 | Price: 2574.00 | Comm: 0.26 | PnL: -12.00\n",
|
|||
|
|
" 2024-04-22 11:15:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2557.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-04-22 13:30:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2559.00 | Comm: 0.26 | PnL: -2.00\n",
|
|||
|
|
" 2024-04-23 21:15:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2505.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-04-23 21:30:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2503.00 | Comm: 0.25 | PnL: 2.00\n",
|
|||
|
|
" 2024-04-23 22:00:00 | BUY | CZCE.MA409 | Vol: 1 | Price: 2505.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-04-23 22:15:00 | CLOSE_LONG | CZCE.MA409 | Vol: 1 | Price: 2503.00 | Comm: 0.25 | PnL: -2.00\n",
|
|||
|
|
" 2024-04-24 09:15:00 | BUY | CZCE.MA409 | Vol: 1 | Price: 2505.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-04-24 09:30:00 | CLOSE_LONG | CZCE.MA409 | Vol: 1 | Price: 2506.00 | Comm: 0.25 | PnL: 1.00\n",
|
|||
|
|
" 2024-04-24 10:30:00 | BUY | CZCE.MA409 | Vol: 1 | Price: 2505.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-04-24 10:45:00 | CLOSE_LONG | CZCE.MA409 | Vol: 1 | Price: 2506.00 | Comm: 0.25 | PnL: 1.00\n",
|
|||
|
|
" 2024-04-24 13:30:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2505.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-04-24 13:45:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2503.00 | Comm: 0.25 | PnL: 2.00\n",
|
|||
|
|
" 2024-04-26 10:30:00 | BUY | CZCE.MA409 | Vol: 1 | Price: 2505.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-04-26 10:45:00 | CLOSE_LONG | CZCE.MA409 | Vol: 1 | Price: 2503.00 | Comm: 0.25 | PnL: -2.00\n",
|
|||
|
|
" 2024-04-29 11:15:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2529.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-04-29 13:30:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2536.00 | Comm: 0.25 | PnL: -7.00\n",
|
|||
|
|
" 2024-04-30 10:00:00 | BUY | CZCE.MA409 | Vol: 1 | Price: 2558.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-04-30 10:30:00 | CLOSE_LONG | CZCE.MA409 | Vol: 1 | Price: 2552.00 | Comm: 0.26 | PnL: -6.00\n",
|
|||
|
|
" 2024-04-30 11:00:00 | BUY | CZCE.MA409 | Vol: 1 | Price: 2558.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-04-30 11:15:00 | CLOSE_LONG | CZCE.MA409 | Vol: 1 | Price: 2560.00 | Comm: 0.26 | PnL: 2.00\n",
|
|||
|
|
" 2024-05-08 11:00:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2575.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-05-08 11:15:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2576.00 | Comm: 0.26 | PnL: -1.00\n",
|
|||
|
|
" 2024-05-08 14:15:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2558.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-05-08 14:30:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2555.00 | Comm: 0.26 | PnL: 3.00\n",
|
|||
|
|
" 2024-05-08 21:00:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2552.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-05-08 21:15:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2557.00 | Comm: 0.26 | PnL: -5.00\n",
|
|||
|
|
" 2024-05-08 22:00:00 | BUY | CZCE.MA409 | Vol: 1 | Price: 2558.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-05-08 22:15:00 | CLOSE_LONG | CZCE.MA409 | Vol: 1 | Price: 2559.00 | Comm: 0.26 | PnL: 1.00\n",
|
|||
|
|
" 2024-05-08 22:30:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2558.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-05-08 22:45:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2560.00 | Comm: 0.26 | PnL: -2.00\n",
|
|||
|
|
" 2024-05-09 09:45:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2558.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-05-09 10:00:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2557.00 | Comm: 0.26 | PnL: 1.00\n",
|
|||
|
|
" 2024-05-09 10:30:00 | BUY | CZCE.MA409 | Vol: 1 | Price: 2558.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-05-09 10:45:00 | CLOSE_LONG | CZCE.MA409 | Vol: 1 | Price: 2564.00 | Comm: 0.26 | PnL: 6.00\n",
|
|||
|
|
" 2024-05-09 14:15:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2558.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-05-09 14:30:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2560.00 | Comm: 0.26 | PnL: -2.00\n",
|
|||
|
|
" 2024-05-09 21:45:00 | BUY | CZCE.MA409 | Vol: 1 | Price: 2547.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-05-09 22:00:00 | CLOSE_LONG | CZCE.MA409 | Vol: 1 | Price: 2552.00 | Comm: 0.26 | PnL: 5.00\n",
|
|||
|
|
" 2024-05-13 22:15:00 | BUY | CZCE.MA409 | Vol: 1 | Price: 2634.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-05-13 22:30:00 | CLOSE_LONG | CZCE.MA409 | Vol: 1 | Price: 2636.00 | Comm: 0.26 | PnL: 2.00\n",
|
|||
|
|
" 2024-05-14 14:45:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2576.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-05-14 21:00:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2579.00 | Comm: 0.26 | PnL: -3.00\n",
|
|||
|
|
" 2024-05-15 21:45:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2587.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-05-15 22:00:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2590.00 | Comm: 0.26 | PnL: -3.00\n",
|
|||
|
|
" 2024-05-16 14:30:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2598.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-05-16 14:45:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2595.00 | Comm: 0.26 | PnL: 3.00\n",
|
|||
|
|
" 2024-05-17 22:45:00 | BUY | CZCE.MA409 | Vol: 1 | Price: 2685.00 | Comm: 0.27\n",
|
|||
|
|
" 2024-05-20 09:00:00 | CLOSE_LONG | CZCE.MA409 | Vol: 1 | Price: 2684.00 | Comm: 0.27 | PnL: -1.00\n",
|
|||
|
|
" 2024-05-20 09:45:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2656.00 | Comm: 0.27\n",
|
|||
|
|
" 2024-05-20 10:00:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2655.00 | Comm: 0.27 | PnL: 1.00\n",
|
|||
|
|
" 2024-05-20 10:30:00 | BUY | CZCE.MA409 | Vol: 1 | Price: 2656.00 | Comm: 0.27\n",
|
|||
|
|
" 2024-05-20 10:45:00 | CLOSE_LONG | CZCE.MA409 | Vol: 1 | Price: 2660.00 | Comm: 0.27 | PnL: 4.00\n",
|
|||
|
|
" 2024-05-20 11:00:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2656.00 | Comm: 0.27\n",
|
|||
|
|
" 2024-05-20 11:15:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2655.00 | Comm: 0.27 | PnL: 1.00\n",
|
|||
|
|
" 2024-05-20 13:45:00 | BUY | CZCE.MA409 | Vol: 1 | Price: 2665.00 | Comm: 0.27\n",
|
|||
|
|
" 2024-05-20 14:00:00 | CLOSE_LONG | CZCE.MA409 | Vol: 1 | Price: 2669.00 | Comm: 0.27 | PnL: 4.00\n",
|
|||
|
|
" 2024-05-20 21:15:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2656.00 | Comm: 0.27\n",
|
|||
|
|
" 2024-05-20 21:30:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2655.00 | Comm: 0.27 | PnL: 1.00\n",
|
|||
|
|
" 2024-05-20 21:45:00 | BUY | CZCE.MA409 | Vol: 1 | Price: 2656.00 | Comm: 0.27\n",
|
|||
|
|
" 2024-05-20 22:00:00 | CLOSE_LONG | CZCE.MA409 | Vol: 1 | Price: 2658.00 | Comm: 0.27 | PnL: 2.00\n",
|
|||
|
|
" 2024-05-21 10:00:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2656.00 | Comm: 0.27\n",
|
|||
|
|
" 2024-05-21 10:30:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2648.00 | Comm: 0.26 | PnL: 8.00\n",
|
|||
|
|
" 2024-05-21 21:00:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2635.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-05-21 21:15:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2634.00 | Comm: 0.26 | PnL: 1.00\n",
|
|||
|
|
" 2024-05-21 21:30:00 | BUY | CZCE.MA409 | Vol: 1 | Price: 2635.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-05-21 21:45:00 | CLOSE_LONG | CZCE.MA409 | Vol: 1 | Price: 2633.00 | Comm: 0.26 | PnL: -2.00\n",
|
|||
|
|
" 2024-05-22 21:30:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2610.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-05-22 21:45:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2609.00 | Comm: 0.26 | PnL: 1.00\n",
|
|||
|
|
" 2024-05-23 10:00:00 | BUY | CZCE.MA409 | Vol: 1 | Price: 2593.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-05-23 10:30:00 | CLOSE_LONG | CZCE.MA409 | Vol: 1 | Price: 2592.00 | Comm: 0.26 | PnL: -1.00\n",
|
|||
|
|
" 2024-05-23 11:00:00 | BUY | CZCE.MA409 | Vol: 1 | Price: 2593.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-05-23 13:30:00 | CLOSE_LONG | CZCE.MA409 | Vol: 1 | Price: 2592.00 | Comm: 0.26 | PnL: -1.00\n",
|
|||
|
|
" 2024-05-24 09:30:00 | BUY | CZCE.MA409 | Vol: 1 | Price: 2617.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-05-24 09:45:00 | CLOSE_LONG | CZCE.MA409 | Vol: 1 | Price: 2615.00 | Comm: 0.26 | PnL: -2.00\n",
|
|||
|
|
" 2024-05-24 11:15:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2607.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-05-24 13:30:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2609.00 | Comm: 0.26 | PnL: -2.00\n",
|
|||
|
|
" 2024-05-24 21:45:00 | BUY | CZCE.MA409 | Vol: 1 | Price: 2607.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-05-24 22:00:00 | CLOSE_LONG | CZCE.MA409 | Vol: 1 | Price: 2603.00 | Comm: 0.26 | PnL: -4.00\n",
|
|||
|
|
" 2024-05-24 22:30:00 | BUY | CZCE.MA409 | Vol: 1 | Price: 2607.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-05-24 22:45:00 | CLOSE_LONG | CZCE.MA409 | Vol: 1 | Price: 2610.00 | Comm: 0.26 | PnL: 3.00\n",
|
|||
|
|
" 2024-05-27 10:00:00 | BUY | CZCE.MA409 | Vol: 1 | Price: 2627.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-05-27 10:30:00 | CLOSE_LONG | CZCE.MA409 | Vol: 1 | Price: 2619.00 | Comm: 0.26 | PnL: -8.00\n",
|
|||
|
|
" 2024-05-27 21:15:00 | BUY | CZCE.MA409 | Vol: 1 | Price: 2627.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-05-27 21:30:00 | CLOSE_LONG | CZCE.MA409 | Vol: 1 | Price: 2634.00 | Comm: 0.26 | PnL: 7.00\n",
|
|||
|
|
" 2024-05-28 21:30:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2616.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-05-28 22:00:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2611.00 | Comm: 0.26 | PnL: 5.00\n",
|
|||
|
|
" 2024-05-29 09:00:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2616.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-05-29 09:15:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2624.00 | Comm: 0.26 | PnL: -8.00\n",
|
|||
|
|
" 2024-05-30 09:45:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2662.00 | Comm: 0.27\n",
|
|||
|
|
" 2024-05-30 10:00:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2674.00 | Comm: 0.27 | PnL: -12.00\n",
|
|||
|
|
" 2024-05-30 13:30:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2651.00 | Comm: 0.27\n",
|
|||
|
|
" 2024-05-30 13:45:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2647.00 | Comm: 0.26 | PnL: 4.00\n",
|
|||
|
|
" 2024-05-30 21:45:00 | BUY | CZCE.MA409 | Vol: 1 | Price: 2662.00 | Comm: 0.27\n",
|
|||
|
|
" 2024-05-30 22:00:00 | CLOSE_LONG | CZCE.MA409 | Vol: 1 | Price: 2668.00 | Comm: 0.27 | PnL: 6.00\n",
|
|||
|
|
" 2024-05-31 09:00:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2663.00 | Comm: 0.27\n",
|
|||
|
|
" 2024-05-31 09:15:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2657.00 | Comm: 0.27 | PnL: 6.00\n",
|
|||
|
|
" 2024-05-31 10:30:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2655.00 | Comm: 0.27\n",
|
|||
|
|
" 2024-05-31 10:45:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2650.00 | Comm: 0.27 | PnL: 5.00\n",
|
|||
|
|
" 2024-05-31 22:00:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2623.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-05-31 22:15:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2622.00 | Comm: 0.26 | PnL: 1.00\n",
|
|||
|
|
" 2024-06-03 13:45:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2579.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-06-03 14:00:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2580.00 | Comm: 0.26 | PnL: -1.00\n",
|
|||
|
|
" 2024-06-04 14:30:00 | BUY | CZCE.MA409 | Vol: 1 | Price: 2566.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-06-04 14:45:00 | CLOSE_LONG | CZCE.MA409 | Vol: 1 | Price: 2568.00 | Comm: 0.26 | PnL: 2.00\n",
|
|||
|
|
" 2024-06-07 13:45:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2562.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-06-07 14:00:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2564.00 | Comm: 0.26 | PnL: -2.00\n",
|
|||
|
|
" 2024-06-12 13:45:00 | BUY | CZCE.MA409 | Vol: 1 | Price: 2562.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-06-12 14:00:00 | CLOSE_LONG | CZCE.MA409 | Vol: 1 | Price: 2561.00 | Comm: 0.26 | PnL: -1.00\n",
|
|||
|
|
" 2024-06-13 13:30:00 | BUY | CZCE.MA409 | Vol: 1 | Price: 2531.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-06-13 13:45:00 | CLOSE_LONG | CZCE.MA409 | Vol: 1 | Price: 2532.00 | Comm: 0.25 | PnL: 1.00\n",
|
|||
|
|
" 2024-06-13 21:30:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2533.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-06-13 21:45:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2535.00 | Comm: 0.25 | PnL: -2.00\n",
|
|||
|
|
" 2024-06-13 22:00:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2533.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-06-13 22:15:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2528.00 | Comm: 0.25 | PnL: 5.00\n",
|
|||
|
|
" 2024-06-14 09:00:00 | BUY | CZCE.MA409 | Vol: 1 | Price: 2530.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-06-14 09:15:00 | CLOSE_LONG | CZCE.MA409 | Vol: 1 | Price: 2531.00 | Comm: 0.25 | PnL: 1.00\n",
|
|||
|
|
" 2024-06-14 14:30:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2531.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-06-14 21:00:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2530.00 | Comm: 0.25 | PnL: 1.00\n",
|
|||
|
|
" 2024-06-17 22:30:00 | BUY | CZCE.MA409 | Vol: 1 | Price: 2519.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-06-17 22:45:00 | CLOSE_LONG | CZCE.MA409 | Vol: 1 | Price: 2515.00 | Comm: 0.25 | PnL: -4.00\n",
|
|||
|
|
" 2024-06-18 09:15:00 | BUY | CZCE.MA409 | Vol: 1 | Price: 2519.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-06-18 09:30:00 | CLOSE_LONG | CZCE.MA409 | Vol: 1 | Price: 2522.00 | Comm: 0.25 | PnL: 3.00\n",
|
|||
|
|
" 2024-06-18 09:45:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2519.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-06-18 10:00:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2517.00 | Comm: 0.25 | PnL: 2.00\n",
|
|||
|
|
" 2024-06-18 10:45:00 | BUY | CZCE.MA409 | Vol: 1 | Price: 2519.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-06-18 11:00:00 | CLOSE_LONG | CZCE.MA409 | Vol: 1 | Price: 2518.00 | Comm: 0.25 | PnL: -1.00\n",
|
|||
|
|
" 2024-06-20 09:45:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2523.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-06-20 10:00:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2527.00 | Comm: 0.25 | PnL: -4.00\n",
|
|||
|
|
" 2024-06-20 14:45:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2528.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-06-20 21:00:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2533.00 | Comm: 0.25 | PnL: -5.00\n",
|
|||
|
|
" 2024-06-21 22:30:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2498.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-06-21 22:45:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2501.00 | Comm: 0.25 | PnL: -3.00\n",
|
|||
|
|
" 2024-06-24 10:00:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2481.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-06-24 10:30:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2479.00 | Comm: 0.25 | PnL: 2.00\n",
|
|||
|
|
" 2024-06-24 10:45:00 | BUY | CZCE.MA409 | Vol: 1 | Price: 2481.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-06-24 11:00:00 | CLOSE_LONG | CZCE.MA409 | Vol: 1 | Price: 2482.00 | Comm: 0.25 | PnL: 1.00\n",
|
|||
|
|
" 2024-06-26 10:00:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2498.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-06-26 10:30:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2504.00 | Comm: 0.25 | PnL: -6.00\n",
|
|||
|
|
" 2024-06-26 21:30:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2505.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-06-26 21:45:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2502.00 | Comm: 0.25 | PnL: 3.00\n",
|
|||
|
|
" 2024-06-26 22:00:00 | BUY | CZCE.MA409 | Vol: 1 | Price: 2505.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-06-26 22:30:00 | CLOSE_LONG | CZCE.MA409 | Vol: 1 | Price: 2507.00 | Comm: 0.25 | PnL: 2.00\n",
|
|||
|
|
" 2024-06-26 22:45:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2505.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-06-27 09:00:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2502.00 | Comm: 0.25 | PnL: 3.00\n",
|
|||
|
|
" 2024-06-28 14:45:00 | BUY | CZCE.MA409 | Vol: 1 | Price: 2547.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-06-28 21:00:00 | CLOSE_LONG | CZCE.MA409 | Vol: 1 | Price: 2553.00 | Comm: 0.26 | PnL: 6.00\n",
|
|||
|
|
" 2024-06-28 21:30:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2548.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-06-28 21:45:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2547.00 | Comm: 0.25 | PnL: 1.00\n",
|
|||
|
|
" 2024-06-28 22:00:00 | BUY | CZCE.MA409 | Vol: 1 | Price: 2548.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-06-28 22:15:00 | CLOSE_LONG | CZCE.MA409 | Vol: 1 | Price: 2544.00 | Comm: 0.25 | PnL: -4.00\n",
|
|||
|
|
" 2024-07-01 11:15:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2525.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-07-01 13:30:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2529.00 | Comm: 0.25 | PnL: -4.00\n",
|
|||
|
|
" 2024-07-01 22:45:00 | BUY | CZCE.MA409 | Vol: 1 | Price: 2535.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-07-02 09:00:00 | CLOSE_LONG | CZCE.MA409 | Vol: 1 | Price: 2536.00 | Comm: 0.25 | PnL: 1.00\n",
|
|||
|
|
" 2024-07-03 09:30:00 | BUY | CZCE.MA409 | Vol: 1 | Price: 2573.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-07-03 09:45:00 | CLOSE_LONG | CZCE.MA409 | Vol: 1 | Price: 2569.00 | Comm: 0.26 | PnL: -4.00\n",
|
|||
|
|
" 2024-07-05 09:15:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2562.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-07-05 09:30:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2558.00 | Comm: 0.26 | PnL: 4.00\n",
|
|||
|
|
" 2024-07-05 11:00:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2562.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-07-05 11:15:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2558.00 | Comm: 0.26 | PnL: 4.00\n",
|
|||
|
|
" 2024-07-05 22:45:00 | BUY | CZCE.MA409 | Vol: 1 | Price: 2543.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-07-08 09:00:00 | CLOSE_LONG | CZCE.MA409 | Vol: 1 | Price: 2544.00 | Comm: 0.25 | PnL: 1.00\n",
|
|||
|
|
" 2024-07-09 10:00:00 | BUY | CZCE.MA409 | Vol: 1 | Price: 2546.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-07-09 10:30:00 | CLOSE_LONG | CZCE.MA409 | Vol: 1 | Price: 2544.00 | Comm: 0.25 | PnL: -2.00\n",
|
|||
|
|
" 2024-07-09 22:00:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2549.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-07-09 22:15:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2544.00 | Comm: 0.25 | PnL: 5.00\n",
|
|||
|
|
" 2024-07-11 22:30:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2579.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-07-11 22:45:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2580.00 | Comm: 0.26 | PnL: -1.00\n",
|
|||
|
|
" 2024-07-12 09:00:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2579.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-07-12 09:15:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2575.00 | Comm: 0.26 | PnL: 4.00\n",
|
|||
|
|
" 2024-07-12 14:00:00 | BUY | CZCE.MA409 | Vol: 1 | Price: 2567.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-07-12 14:15:00 | CLOSE_LONG | CZCE.MA409 | Vol: 1 | Price: 2569.00 | Comm: 0.26 | PnL: 2.00\n",
|
|||
|
|
" 2024-07-12 14:30:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2567.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-07-12 14:45:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2566.00 | Comm: 0.26 | PnL: 1.00\n",
|
|||
|
|
" 2024-07-12 22:45:00 | BUY | CZCE.MA409 | Vol: 1 | Price: 2567.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-07-15 09:15:00 | CLOSE_LONG | CZCE.MA409 | Vol: 1 | Price: 2561.00 | Comm: 0.26 | PnL: -6.00\n",
|
|||
|
|
" 2024-07-15 09:45:00 | BUY | CZCE.MA409 | Vol: 1 | Price: 2567.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-07-15 10:00:00 | CLOSE_LONG | CZCE.MA409 | Vol: 1 | Price: 2576.00 | Comm: 0.26 | PnL: 9.00\n",
|
|||
|
|
" 2024-07-15 13:45:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2567.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-07-15 14:15:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2569.00 | Comm: 0.26 | PnL: -2.00\n",
|
|||
|
|
" 2024-07-16 09:30:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2548.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-07-16 10:00:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2551.00 | Comm: 0.26 | PnL: -3.00\n",
|
|||
|
|
" 2024-07-16 21:45:00 | BUY | CZCE.MA409 | Vol: 1 | Price: 2567.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-07-16 22:00:00 | CLOSE_LONG | CZCE.MA409 | Vol: 1 | Price: 2572.00 | Comm: 0.26 | PnL: 5.00\n",
|
|||
|
|
" 2024-07-16 22:45:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2567.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-07-17 09:00:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2570.00 | Comm: 0.26 | PnL: -3.00\n",
|
|||
|
|
" 2024-07-17 22:15:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2528.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-07-17 22:30:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2527.00 | Comm: 0.25 | PnL: 1.00\n",
|
|||
|
|
" 2024-07-18 09:30:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2528.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-07-18 09:45:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2526.00 | Comm: 0.25 | PnL: 2.00\n",
|
|||
|
|
" 2024-07-18 22:00:00 | BUY | CZCE.MA409 | Vol: 1 | Price: 2526.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-07-18 22:15:00 | CLOSE_LONG | CZCE.MA409 | Vol: 1 | Price: 2525.00 | Comm: 0.25 | PnL: -1.00\n",
|
|||
|
|
" 2024-07-22 11:15:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2497.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-07-22 13:30:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2494.00 | Comm: 0.25 | PnL: 3.00\n",
|
|||
|
|
" 2024-07-23 21:15:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2497.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-07-23 21:30:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2499.00 | Comm: 0.25 | PnL: -2.00\n",
|
|||
|
|
" 2024-07-24 09:00:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2497.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-07-24 09:15:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2490.00 | Comm: 0.25 | PnL: 7.00\n",
|
|||
|
|
" 2024-07-24 21:45:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2511.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-07-24 22:00:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2510.00 | Comm: 0.25 | PnL: 1.00\n",
|
|||
|
|
" 2024-07-25 13:45:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2497.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-07-25 14:00:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2493.00 | Comm: 0.25 | PnL: 4.00\n",
|
|||
|
|
" 2024-07-25 21:15:00 | BUY | CZCE.MA409 | Vol: 1 | Price: 2497.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-07-25 21:30:00 | CLOSE_LONG | CZCE.MA409 | Vol: 1 | Price: 2506.00 | Comm: 0.25 | PnL: 9.00\n",
|
|||
|
|
" 2024-07-26 21:15:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2512.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-07-26 21:30:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2507.00 | Comm: 0.25 | PnL: 5.00\n",
|
|||
|
|
" 2024-07-29 09:15:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2497.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-07-29 09:30:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2495.00 | Comm: 0.25 | PnL: 2.00\n",
|
|||
|
|
" 2024-07-29 10:30:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2475.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-07-29 10:45:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2468.00 | Comm: 0.25 | PnL: 7.00\n",
|
|||
|
|
" 2024-07-29 11:00:00 | BUY | CZCE.MA409 | Vol: 1 | Price: 2475.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-07-29 11:15:00 | CLOSE_LONG | CZCE.MA409 | Vol: 1 | Price: 2476.00 | Comm: 0.25 | PnL: 1.00\n",
|
|||
|
|
" 2024-07-30 09:00:00 | BUY | CZCE.MA409 | Vol: 1 | Price: 2473.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-07-30 09:15:00 | CLOSE_LONG | CZCE.MA409 | Vol: 1 | Price: 2465.00 | Comm: 0.25 | PnL: -8.00\n",
|
|||
|
|
" 2024-07-31 10:45:00 | BUY | CZCE.MA409 | Vol: 1 | Price: 2489.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-07-31 11:15:00 | CLOSE_LONG | CZCE.MA409 | Vol: 1 | Price: 2493.00 | Comm: 0.25 | PnL: 4.00\n",
|
|||
|
|
" 2024-07-31 21:00:00 | BUY | CZCE.MA409 | Vol: 1 | Price: 2489.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-07-31 21:15:00 | CLOSE_LONG | CZCE.MA409 | Vol: 1 | Price: 2488.00 | Comm: 0.25 | PnL: -1.00\n",
|
|||
|
|
" 2024-07-31 21:30:00 | BUY | CZCE.MA409 | Vol: 1 | Price: 2489.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-07-31 21:45:00 | CLOSE_LONG | CZCE.MA409 | Vol: 1 | Price: 2496.00 | Comm: 0.25 | PnL: 7.00\n",
|
|||
|
|
" 2024-08-01 11:15:00 | BUY | CZCE.MA409 | Vol: 1 | Price: 2494.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-08-01 13:45:00 | CLOSE_LONG | CZCE.MA409 | Vol: 1 | Price: 2499.00 | Comm: 0.25 | PnL: 5.00\n",
|
|||
|
|
" 2024-08-01 21:00:00 | BUY | CZCE.MA409 | Vol: 1 | Price: 2494.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-08-01 21:15:00 | CLOSE_LONG | CZCE.MA409 | Vol: 1 | Price: 2503.00 | Comm: 0.25 | PnL: 9.00\n",
|
|||
|
|
" 2024-08-02 09:30:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2495.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-08-02 09:45:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2499.00 | Comm: 0.25 | PnL: -4.00\n",
|
|||
|
|
" 2024-08-02 10:45:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2495.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-08-02 11:00:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2496.00 | Comm: 0.25 | PnL: -1.00\n",
|
|||
|
|
" 2024-08-02 21:15:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2495.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-08-02 21:30:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2491.00 | Comm: 0.25 | PnL: 4.00\n",
|
|||
|
|
" 2024-08-05 09:15:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2475.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-08-05 09:30:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2478.00 | Comm: 0.25 | PnL: -3.00\n",
|
|||
|
|
" 2024-08-05 10:45:00 | SELL | CZCE.MA409 | Vol: 1 | Price: 2478.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-08-05 11:00:00 | CLOSE_SHORT | CZCE.MA409 | Vol: 1 | Price: 2479.00 | Comm: 0.25 | PnL: -1.00\n",
|
|||
|
|
" 2024-08-06 22:15:00 | BUY | CZCE.MA409 | Vol: 1 | Price: 2472.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-08-06 22:30:00 | CLOSE_LONG | CZCE.MA409 | Vol: 1 | Price: 2470.00 | Comm: 0.25 | PnL: -2.00\n",
|
|||
|
|
" 2024-08-08 22:30:00 | BUY | CZCE.MA409 | Vol: 1 | Price: 2447.00 | Comm: 0.24\n",
|
|||
|
|
" 2024-08-09 09:15:00 | CLOSE_LONG | CZCE.MA409 | Vol: 1 | Price: 2436.00 | Comm: 0.24 | PnL: -11.00\n",
|
|||
|
|
" 2024-08-14 09:45:00 | BUY | CZCE.MA409 | Vol: 1 | Price: 2445.00 | Comm: 0.24\n",
|
|||
|
|
" 2024-08-14 10:00:00 | CLOSE_LONG | CZCE.MA409 | Vol: 1 | Price: 2446.00 | Comm: 0.24 | PnL: 1.00\n",
|
|||
|
|
" 2024-08-15 11:15:00 | BUY | CZCE.MA409 | Vol: 1 | Price: 2420.00 | Comm: 0.24\n",
|
|||
|
|
" 2024-08-15 13:30:00 | CLOSE_LONG | CZCE.MA409 | Vol: 1 | Price: 2414.00 | Comm: 0.24 | PnL: -6.00\n",
|
|||
|
|
" 2024-08-16 22:15:00 | BUY | CZCE.MA501 | Vol: 1 | Price: 2437.00 | Comm: 0.24\n",
|
|||
|
|
" 2024-08-16 22:30:00 | CLOSE_LONG | CZCE.MA501 | Vol: 1 | Price: 2438.00 | Comm: 0.24 | PnL: 1.00\n",
|
|||
|
|
" 2024-08-16 22:45:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2437.00 | Comm: 0.24\n",
|
|||
|
|
" 2024-08-19 09:15:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2447.00 | Comm: 0.24 | PnL: -10.00\n",
|
|||
|
|
" 2024-08-19 13:45:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2446.00 | Comm: 0.24\n",
|
|||
|
|
" 2024-08-19 14:00:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2445.00 | Comm: 0.24 | PnL: 1.00\n",
|
|||
|
|
" 2024-08-19 14:15:00 | BUY | CZCE.MA501 | Vol: 1 | Price: 2446.00 | Comm: 0.24\n",
|
|||
|
|
" 2024-08-19 14:30:00 | CLOSE_LONG | CZCE.MA501 | Vol: 1 | Price: 2450.00 | Comm: 0.25 | PnL: 4.00\n",
|
|||
|
|
" 2024-08-19 21:00:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2446.00 | Comm: 0.24\n",
|
|||
|
|
" 2024-08-19 21:15:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2445.00 | Comm: 0.24 | PnL: 1.00\n",
|
|||
|
|
" 2024-08-20 13:45:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2451.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-08-20 14:00:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2455.00 | Comm: 0.25 | PnL: -4.00\n",
|
|||
|
|
" 2024-08-21 09:30:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2494.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-08-21 09:45:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2495.00 | Comm: 0.25 | PnL: -1.00\n",
|
|||
|
|
" 2024-08-21 11:15:00 | BUY | CZCE.MA501 | Vol: 1 | Price: 2504.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-08-21 13:30:00 | CLOSE_LONG | CZCE.MA501 | Vol: 1 | Price: 2508.00 | Comm: 0.25 | PnL: 4.00\n",
|
|||
|
|
" 2024-08-22 09:15:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2516.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-08-22 09:30:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2514.00 | Comm: 0.25 | PnL: 2.00\n",
|
|||
|
|
" 2024-08-26 09:00:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2513.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-08-26 09:15:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2517.00 | Comm: 0.25 | PnL: -4.00\n",
|
|||
|
|
" 2024-08-26 14:45:00 | BUY | CZCE.MA501 | Vol: 1 | Price: 2531.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-08-26 21:00:00 | CLOSE_LONG | CZCE.MA501 | Vol: 1 | Price: 2538.00 | Comm: 0.25 | PnL: 7.00\n",
|
|||
|
|
" 2024-08-27 10:00:00 | BUY | CZCE.MA501 | Vol: 1 | Price: 2532.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-08-27 10:30:00 | CLOSE_LONG | CZCE.MA501 | Vol: 1 | Price: 2527.00 | Comm: 0.25 | PnL: -5.00\n",
|
|||
|
|
" 2024-08-27 14:45:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2532.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-08-27 21:00:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2535.00 | Comm: 0.25 | PnL: -3.00\n",
|
|||
|
|
" 2024-09-03 22:00:00 | BUY | CZCE.MA501 | Vol: 1 | Price: 2452.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-09-03 22:15:00 | CLOSE_LONG | CZCE.MA501 | Vol: 1 | Price: 2448.00 | Comm: 0.24 | PnL: -4.00\n",
|
|||
|
|
" 2024-09-04 13:30:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2428.00 | Comm: 0.24\n",
|
|||
|
|
" 2024-09-04 13:45:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2424.00 | Comm: 0.24 | PnL: 4.00\n",
|
|||
|
|
" 2024-09-05 09:15:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2378.00 | Comm: 0.24\n",
|
|||
|
|
" 2024-09-05 09:30:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2380.00 | Comm: 0.24 | PnL: -2.00\n",
|
|||
|
|
" 2024-09-05 09:45:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2378.00 | Comm: 0.24\n",
|
|||
|
|
" 2024-09-05 10:00:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2364.00 | Comm: 0.24 | PnL: 14.00\n",
|
|||
|
|
" 2024-09-06 09:15:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2378.00 | Comm: 0.24\n",
|
|||
|
|
" 2024-09-06 09:30:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2375.00 | Comm: 0.24 | PnL: 3.00\n",
|
|||
|
|
" 2024-09-10 09:15:00 | BUY | CZCE.MA501 | Vol: 1 | Price: 2365.00 | Comm: 0.24\n",
|
|||
|
|
" 2024-09-10 09:30:00 | CLOSE_LONG | CZCE.MA501 | Vol: 1 | Price: 2375.00 | Comm: 0.24 | PnL: 10.00\n",
|
|||
|
|
" 2024-09-10 22:45:00 | BUY | CZCE.MA501 | Vol: 1 | Price: 2309.00 | Comm: 0.23\n",
|
|||
|
|
" 2024-09-11 09:00:00 | CLOSE_LONG | CZCE.MA501 | Vol: 1 | Price: 2314.00 | Comm: 0.23 | PnL: 5.00\n",
|
|||
|
|
" 2024-09-11 09:15:00 | BUY | CZCE.MA501 | Vol: 1 | Price: 2318.00 | Comm: 0.23\n",
|
|||
|
|
" 2024-09-11 09:30:00 | CLOSE_LONG | CZCE.MA501 | Vol: 1 | Price: 2314.00 | Comm: 0.23 | PnL: -4.00\n",
|
|||
|
|
" 2024-09-11 09:45:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2310.00 | Comm: 0.23\n",
|
|||
|
|
" 2024-09-11 10:00:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2321.00 | Comm: 0.23 | PnL: -11.00\n",
|
|||
|
|
" 2024-09-11 14:15:00 | BUY | CZCE.MA501 | Vol: 1 | Price: 2342.00 | Comm: 0.23\n",
|
|||
|
|
" 2024-09-11 14:30:00 | CLOSE_LONG | CZCE.MA501 | Vol: 1 | Price: 2345.00 | Comm: 0.23 | PnL: 3.00\n",
|
|||
|
|
" 2024-09-11 21:30:00 | BUY | CZCE.MA501 | Vol: 1 | Price: 2354.00 | Comm: 0.24\n",
|
|||
|
|
" 2024-09-11 21:45:00 | CLOSE_LONG | CZCE.MA501 | Vol: 1 | Price: 2351.00 | Comm: 0.24 | PnL: -3.00\n",
|
|||
|
|
" 2024-09-19 10:00:00 | BUY | CZCE.MA501 | Vol: 1 | Price: 2368.00 | Comm: 0.24\n",
|
|||
|
|
" 2024-09-19 10:30:00 | CLOSE_LONG | CZCE.MA501 | Vol: 1 | Price: 2378.00 | Comm: 0.24 | PnL: 10.00\n",
|
|||
|
|
" 2024-09-20 09:30:00 | BUY | CZCE.MA501 | Vol: 1 | Price: 2383.00 | Comm: 0.24\n",
|
|||
|
|
" 2024-09-20 09:45:00 | CLOSE_LONG | CZCE.MA501 | Vol: 1 | Price: 2381.00 | Comm: 0.24 | PnL: -2.00\n",
|
|||
|
|
" 2024-09-20 21:30:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2368.00 | Comm: 0.24\n",
|
|||
|
|
" 2024-09-20 21:45:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2366.00 | Comm: 0.24 | PnL: 2.00\n",
|
|||
|
|
" 2024-09-23 22:15:00 | BUY | CZCE.MA501 | Vol: 1 | Price: 2350.00 | Comm: 0.24\n",
|
|||
|
|
" 2024-09-23 22:30:00 | CLOSE_LONG | CZCE.MA501 | Vol: 1 | Price: 2347.00 | Comm: 0.23 | PnL: -3.00\n",
|
|||
|
|
" 2024-09-24 11:15:00 | BUY | CZCE.MA501 | Vol: 1 | Price: 2362.00 | Comm: 0.24\n",
|
|||
|
|
" 2024-09-24 13:30:00 | CLOSE_LONG | CZCE.MA501 | Vol: 1 | Price: 2379.00 | Comm: 0.24 | PnL: 17.00\n",
|
|||
|
|
" 2024-09-25 14:45:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2410.00 | Comm: 0.24\n",
|
|||
|
|
" 2024-09-25 21:00:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2398.00 | Comm: 0.24 | PnL: 12.00\n",
|
|||
|
|
" 2024-09-26 14:15:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2395.00 | Comm: 0.24\n",
|
|||
|
|
" 2024-09-26 14:30:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2399.00 | Comm: 0.24 | PnL: -4.00\n",
|
|||
|
|
" 2024-09-27 09:45:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2437.00 | Comm: 0.24\n",
|
|||
|
|
" 2024-09-27 10:30:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2433.00 | Comm: 0.24 | PnL: 4.00\n",
|
|||
|
|
" 2024-09-27 14:00:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2438.00 | Comm: 0.24\n",
|
|||
|
|
" 2024-09-27 14:15:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2442.00 | Comm: 0.24 | PnL: -4.00\n",
|
|||
|
|
" 2024-09-30 10:30:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2498.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-09-30 10:45:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2501.00 | Comm: 0.25 | PnL: -3.00\n",
|
|||
|
|
" 2024-09-30 14:15:00 | BUY | CZCE.MA501 | Vol: 1 | Price: 2531.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-09-30 14:30:00 | CLOSE_LONG | CZCE.MA501 | Vol: 1 | Price: 2523.00 | Comm: 0.25 | PnL: -8.00\n",
|
|||
|
|
" 2024-09-30 14:45:00 | BUY | CZCE.MA501 | Vol: 1 | Price: 2524.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-10-08 09:00:00 | CLOSE_LONG | CZCE.MA501 | Vol: 1 | Price: 2624.00 | Comm: 0.26 | PnL: 100.00\n",
|
|||
|
|
" 2024-10-08 09:30:00 | BUY | CZCE.MA501 | Vol: 1 | Price: 2602.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-10-08 09:45:00 | CLOSE_LONG | CZCE.MA501 | Vol: 1 | Price: 2586.00 | Comm: 0.26 | PnL: -16.00\n",
|
|||
|
|
" 2024-10-08 11:00:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2573.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-10-08 11:15:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2575.00 | Comm: 0.26 | PnL: -2.00\n",
|
|||
|
|
" 2024-10-08 22:15:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2543.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-10-08 22:30:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2537.00 | Comm: 0.25 | PnL: 6.00\n",
|
|||
|
|
" 2024-10-09 09:45:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2541.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-10-09 10:00:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2540.00 | Comm: 0.25 | PnL: 1.00\n",
|
|||
|
|
" 2024-10-09 21:30:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2482.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-10-09 21:45:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2491.00 | Comm: 0.25 | PnL: -9.00\n",
|
|||
|
|
" 2024-10-10 10:30:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2512.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-10-10 10:45:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2507.00 | Comm: 0.25 | PnL: 5.00\n",
|
|||
|
|
" 2024-10-10 11:15:00 | BUY | CZCE.MA501 | Vol: 1 | Price: 2512.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-10-10 13:30:00 | CLOSE_LONG | CZCE.MA501 | Vol: 1 | Price: 2513.00 | Comm: 0.25 | PnL: 1.00\n",
|
|||
|
|
" 2024-10-10 14:30:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2495.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-10-10 14:45:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2486.00 | Comm: 0.25 | PnL: 9.00\n",
|
|||
|
|
" 2024-10-10 21:15:00 | BUY | CZCE.MA501 | Vol: 1 | Price: 2489.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-10-10 21:30:00 | CLOSE_LONG | CZCE.MA501 | Vol: 1 | Price: 2509.00 | Comm: 0.25 | PnL: 20.00\n",
|
|||
|
|
" 2024-10-10 21:45:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2495.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-10-10 22:00:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2500.00 | Comm: 0.25 | PnL: -5.00\n",
|
|||
|
|
" 2024-10-11 14:15:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2495.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-10-11 21:00:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2503.00 | Comm: 0.25 | PnL: -8.00\n",
|
|||
|
|
" 2024-10-14 09:15:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2506.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-10-14 09:30:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2503.00 | Comm: 0.25 | PnL: 3.00\n",
|
|||
|
|
" 2024-10-14 10:30:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2498.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-10-14 11:00:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2502.00 | Comm: 0.25 | PnL: -4.00\n",
|
|||
|
|
" 2024-10-14 14:45:00 | BUY | CZCE.MA501 | Vol: 1 | Price: 2495.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-10-14 21:00:00 | CLOSE_LONG | CZCE.MA501 | Vol: 1 | Price: 2488.00 | Comm: 0.25 | PnL: -7.00\n",
|
|||
|
|
" 2024-10-15 11:15:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2474.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-10-15 13:30:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2472.00 | Comm: 0.25 | PnL: 2.00\n",
|
|||
|
|
" 2024-10-16 13:45:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2468.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-10-16 14:00:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2460.00 | Comm: 0.25 | PnL: 8.00\n",
|
|||
|
|
" 2024-10-17 14:15:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2437.00 | Comm: 0.24\n",
|
|||
|
|
" 2024-10-17 14:30:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2433.00 | Comm: 0.24 | PnL: 4.00\n",
|
|||
|
|
" 2024-10-17 21:15:00 | BUY | CZCE.MA501 | Vol: 1 | Price: 2431.00 | Comm: 0.24\n",
|
|||
|
|
" 2024-10-17 21:30:00 | CLOSE_LONG | CZCE.MA501 | Vol: 1 | Price: 2433.00 | Comm: 0.24 | PnL: 2.00\n",
|
|||
|
|
" 2024-10-18 09:30:00 | BUY | CZCE.MA501 | Vol: 1 | Price: 2436.00 | Comm: 0.24\n",
|
|||
|
|
" 2024-10-18 09:45:00 | CLOSE_LONG | CZCE.MA501 | Vol: 1 | Price: 2440.00 | Comm: 0.24 | PnL: 4.00\n",
|
|||
|
|
" 2024-10-18 13:45:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2436.00 | Comm: 0.24\n",
|
|||
|
|
" 2024-10-18 14:00:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2440.00 | Comm: 0.24 | PnL: -4.00\n",
|
|||
|
|
" 2024-10-21 09:45:00 | BUY | CZCE.MA501 | Vol: 1 | Price: 2400.00 | Comm: 0.24\n",
|
|||
|
|
" 2024-10-21 10:00:00 | CLOSE_LONG | CZCE.MA501 | Vol: 1 | Price: 2398.00 | Comm: 0.24 | PnL: -2.00\n",
|
|||
|
|
" 2024-10-21 21:45:00 | BUY | CZCE.MA501 | Vol: 1 | Price: 2414.00 | Comm: 0.24\n",
|
|||
|
|
" 2024-10-21 22:00:00 | CLOSE_LONG | CZCE.MA501 | Vol: 1 | Price: 2416.00 | Comm: 0.24 | PnL: 2.00\n",
|
|||
|
|
" 2024-10-22 10:30:00 | BUY | CZCE.MA501 | Vol: 1 | Price: 2416.00 | Comm: 0.24\n",
|
|||
|
|
" 2024-10-22 10:45:00 | CLOSE_LONG | CZCE.MA501 | Vol: 1 | Price: 2415.00 | Comm: 0.24 | PnL: -1.00\n",
|
|||
|
|
" 2024-10-23 14:45:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2426.00 | Comm: 0.24\n",
|
|||
|
|
" 2024-10-23 21:00:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2418.00 | Comm: 0.24 | PnL: 8.00\n",
|
|||
|
|
" 2024-10-23 21:15:00 | BUY | CZCE.MA501 | Vol: 1 | Price: 2426.00 | Comm: 0.24\n",
|
|||
|
|
" 2024-10-23 21:30:00 | CLOSE_LONG | CZCE.MA501 | Vol: 1 | Price: 2430.00 | Comm: 0.24 | PnL: 4.00\n",
|
|||
|
|
" 2024-10-24 09:45:00 | BUY | CZCE.MA501 | Vol: 1 | Price: 2435.00 | Comm: 0.24\n",
|
|||
|
|
" 2024-10-24 10:00:00 | CLOSE_LONG | CZCE.MA501 | Vol: 1 | Price: 2441.00 | Comm: 0.24 | PnL: 6.00\n",
|
|||
|
|
" 2024-10-24 14:00:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2439.00 | Comm: 0.24\n",
|
|||
|
|
" 2024-10-24 14:15:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2437.00 | Comm: 0.24 | PnL: 2.00\n",
|
|||
|
|
" 2024-10-24 22:15:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2456.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-10-24 22:30:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2450.00 | Comm: 0.25 | PnL: 6.00\n",
|
|||
|
|
" 2024-10-25 13:45:00 | BUY | CZCE.MA501 | Vol: 1 | Price: 2446.00 | Comm: 0.24\n",
|
|||
|
|
" 2024-10-25 14:00:00 | CLOSE_LONG | CZCE.MA501 | Vol: 1 | Price: 2444.00 | Comm: 0.24 | PnL: -2.00\n",
|
|||
|
|
" 2024-10-28 09:00:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2461.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-10-28 09:15:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2475.00 | Comm: 0.25 | PnL: -14.00\n",
|
|||
|
|
" 2024-10-28 13:45:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2488.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-10-28 14:00:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2486.00 | Comm: 0.25 | PnL: 2.00\n",
|
|||
|
|
" 2024-10-29 10:00:00 | BUY | CZCE.MA501 | Vol: 1 | Price: 2473.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-10-29 10:30:00 | CLOSE_LONG | CZCE.MA501 | Vol: 1 | Price: 2472.00 | Comm: 0.25 | PnL: -1.00\n",
|
|||
|
|
" 2024-10-29 14:00:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2446.00 | Comm: 0.24\n",
|
|||
|
|
" 2024-10-29 14:15:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2451.00 | Comm: 0.25 | PnL: -5.00\n",
|
|||
|
|
" 2024-10-30 09:30:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2447.00 | Comm: 0.24\n",
|
|||
|
|
" 2024-10-30 09:45:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2450.00 | Comm: 0.25 | PnL: -3.00\n",
|
|||
|
|
" 2024-10-31 10:45:00 | BUY | CZCE.MA501 | Vol: 1 | Price: 2486.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-10-31 11:00:00 | CLOSE_LONG | CZCE.MA501 | Vol: 1 | Price: 2489.00 | Comm: 0.25 | PnL: 3.00\n",
|
|||
|
|
" 2024-10-31 13:30:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2486.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-10-31 13:45:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2489.00 | Comm: 0.25 | PnL: -3.00\n",
|
|||
|
|
" 2024-10-31 21:00:00 | BUY | CZCE.MA501 | Vol: 1 | Price: 2488.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-10-31 21:15:00 | CLOSE_LONG | CZCE.MA501 | Vol: 1 | Price: 2478.00 | Comm: 0.25 | PnL: -10.00\n",
|
|||
|
|
" 2024-11-01 14:15:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2488.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-11-01 14:30:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2482.00 | Comm: 0.25 | PnL: 6.00\n",
|
|||
|
|
" 2024-11-01 22:15:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2473.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-11-01 22:30:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2460.00 | Comm: 0.25 | PnL: 13.00\n",
|
|||
|
|
" 2024-11-04 09:30:00 | BUY | CZCE.MA501 | Vol: 1 | Price: 2473.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-11-04 09:45:00 | CLOSE_LONG | CZCE.MA501 | Vol: 1 | Price: 2470.00 | Comm: 0.25 | PnL: -3.00\n",
|
|||
|
|
" 2024-11-06 10:45:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2502.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-11-06 11:15:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2491.00 | Comm: 0.25 | PnL: 11.00\n",
|
|||
|
|
" 2024-11-06 13:45:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2488.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-11-06 14:00:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2491.00 | Comm: 0.25 | PnL: -3.00\n",
|
|||
|
|
" 2024-11-06 14:45:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2479.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-11-06 21:00:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2473.00 | Comm: 0.25 | PnL: 6.00\n",
|
|||
|
|
" 2024-11-08 10:45:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2502.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-11-08 11:00:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2504.00 | Comm: 0.25 | PnL: -2.00\n",
|
|||
|
|
" 2024-11-08 11:15:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2502.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-11-08 13:30:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2498.00 | Comm: 0.25 | PnL: 4.00\n",
|
|||
|
|
" 2024-11-08 21:15:00 | BUY | CZCE.MA501 | Vol: 1 | Price: 2502.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-11-08 21:30:00 | CLOSE_LONG | CZCE.MA501 | Vol: 1 | Price: 2507.00 | Comm: 0.25 | PnL: 5.00\n",
|
|||
|
|
" 2024-11-08 22:45:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2488.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-11-11 09:00:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2483.00 | Comm: 0.25 | PnL: 5.00\n",
|
|||
|
|
" 2024-11-12 22:45:00 | BUY | CZCE.MA501 | Vol: 1 | Price: 2480.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-11-13 09:00:00 | CLOSE_LONG | CZCE.MA501 | Vol: 1 | Price: 2487.00 | Comm: 0.25 | PnL: 7.00\n",
|
|||
|
|
" 2024-11-13 14:00:00 | BUY | CZCE.MA501 | Vol: 1 | Price: 2495.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-11-13 14:15:00 | CLOSE_LONG | CZCE.MA501 | Vol: 1 | Price: 2498.00 | Comm: 0.25 | PnL: 3.00\n",
|
|||
|
|
" 2024-11-13 14:30:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2495.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-11-13 14:45:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2492.00 | Comm: 0.25 | PnL: 3.00\n",
|
|||
|
|
" 2024-11-14 14:30:00 | BUY | CZCE.MA501 | Vol: 1 | Price: 2483.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-11-14 14:45:00 | CLOSE_LONG | CZCE.MA501 | Vol: 1 | Price: 2487.00 | Comm: 0.25 | PnL: 4.00\n",
|
|||
|
|
" 2024-11-15 13:30:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2514.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-11-15 13:45:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2517.00 | Comm: 0.25 | PnL: -3.00\n",
|
|||
|
|
" 2024-11-15 14:30:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2492.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-11-15 14:45:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2490.00 | Comm: 0.25 | PnL: 2.00\n",
|
|||
|
|
" 2024-11-18 09:00:00 | BUY | CZCE.MA501 | Vol: 1 | Price: 2488.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-11-18 09:15:00 | CLOSE_LONG | CZCE.MA501 | Vol: 1 | Price: 2507.00 | Comm: 0.25 | PnL: 19.00\n",
|
|||
|
|
" 2024-11-21 14:30:00 | BUY | CZCE.MA501 | Vol: 1 | Price: 2580.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-11-21 21:00:00 | CLOSE_LONG | CZCE.MA501 | Vol: 1 | Price: 2588.00 | Comm: 0.26 | PnL: 8.00\n",
|
|||
|
|
" 2024-11-22 09:30:00 | BUY | CZCE.MA501 | Vol: 1 | Price: 2603.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-11-22 09:45:00 | CLOSE_LONG | CZCE.MA501 | Vol: 1 | Price: 2608.00 | Comm: 0.26 | PnL: 5.00\n",
|
|||
|
|
" 2024-11-22 10:00:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2603.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-11-22 10:30:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2602.00 | Comm: 0.26 | PnL: 1.00\n",
|
|||
|
|
" 2024-11-22 11:15:00 | BUY | CZCE.MA501 | Vol: 1 | Price: 2604.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-11-22 13:30:00 | CLOSE_LONG | CZCE.MA501 | Vol: 1 | Price: 2598.00 | Comm: 0.26 | PnL: -6.00\n",
|
|||
|
|
" 2024-11-22 22:00:00 | BUY | CZCE.MA501 | Vol: 1 | Price: 2596.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-11-22 22:15:00 | CLOSE_LONG | CZCE.MA501 | Vol: 1 | Price: 2601.00 | Comm: 0.26 | PnL: 5.00\n",
|
|||
|
|
" 2024-11-22 22:30:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2596.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-11-22 22:45:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2595.00 | Comm: 0.26 | PnL: 1.00\n",
|
|||
|
|
" 2024-11-25 10:45:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2580.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-11-25 11:00:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2581.00 | Comm: 0.26 | PnL: -1.00\n",
|
|||
|
|
" 2024-11-25 22:30:00 | BUY | CZCE.MA501 | Vol: 1 | Price: 2584.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-11-25 22:45:00 | CLOSE_LONG | CZCE.MA501 | Vol: 1 | Price: 2585.00 | Comm: 0.26 | PnL: 1.00\n",
|
|||
|
|
" 2024-11-26 13:45:00 | BUY | CZCE.MA501 | Vol: 1 | Price: 2595.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-11-26 14:00:00 | CLOSE_LONG | CZCE.MA501 | Vol: 1 | Price: 2601.00 | Comm: 0.26 | PnL: 6.00\n",
|
|||
|
|
" 2024-11-26 21:15:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2595.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-11-26 21:30:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2594.00 | Comm: 0.26 | PnL: 1.00\n",
|
|||
|
|
" 2024-11-26 22:30:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2584.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-11-26 22:45:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2587.00 | Comm: 0.26 | PnL: -3.00\n",
|
|||
|
|
" 2024-11-29 10:00:00 | BUY | CZCE.MA501 | Vol: 1 | Price: 2561.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-11-29 10:30:00 | CLOSE_LONG | CZCE.MA501 | Vol: 1 | Price: 2574.00 | Comm: 0.26 | PnL: 13.00\n",
|
|||
|
|
" 2024-11-29 11:15:00 | BUY | CZCE.MA501 | Vol: 1 | Price: 2573.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-11-29 13:30:00 | CLOSE_LONG | CZCE.MA501 | Vol: 1 | Price: 2570.00 | Comm: 0.26 | PnL: -3.00\n",
|
|||
|
|
" 2024-12-02 11:15:00 | BUY | CZCE.MA501 | Vol: 1 | Price: 2558.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-12-02 13:30:00 | CLOSE_LONG | CZCE.MA501 | Vol: 1 | Price: 2560.00 | Comm: 0.26 | PnL: 2.00\n",
|
|||
|
|
" 2024-12-02 14:15:00 | BUY | CZCE.MA501 | Vol: 1 | Price: 2572.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-12-02 14:30:00 | CLOSE_LONG | CZCE.MA501 | Vol: 1 | Price: 2570.00 | Comm: 0.26 | PnL: -2.00\n",
|
|||
|
|
" 2024-12-02 21:15:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2534.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-12-02 21:30:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2540.00 | Comm: 0.25 | PnL: -6.00\n",
|
|||
|
|
" 2024-12-03 14:30:00 | BUY | CZCE.MA501 | Vol: 1 | Price: 2545.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-12-03 14:45:00 | CLOSE_LONG | CZCE.MA501 | Vol: 1 | Price: 2543.00 | Comm: 0.25 | PnL: -2.00\n",
|
|||
|
|
" 2024-12-04 21:00:00 | BUY | CZCE.MA501 | Vol: 1 | Price: 2518.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-12-04 21:15:00 | CLOSE_LONG | CZCE.MA501 | Vol: 1 | Price: 2516.00 | Comm: 0.25 | PnL: -2.00\n",
|
|||
|
|
" 2024-12-04 21:30:00 | BUY | CZCE.MA501 | Vol: 1 | Price: 2520.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-12-04 21:45:00 | CLOSE_LONG | CZCE.MA501 | Vol: 1 | Price: 2522.00 | Comm: 0.25 | PnL: 2.00\n",
|
|||
|
|
" 2024-12-04 22:00:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2520.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-12-04 22:15:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2519.00 | Comm: 0.25 | PnL: 1.00\n",
|
|||
|
|
" 2024-12-05 21:15:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2516.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-12-05 21:30:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2515.00 | Comm: 0.25 | PnL: 1.00\n",
|
|||
|
|
" 2024-12-06 10:45:00 | BUY | CZCE.MA501 | Vol: 1 | Price: 2540.00 | Comm: 0.25\n",
|
|||
|
|
" 2024-12-06 11:00:00 | CLOSE_LONG | CZCE.MA501 | Vol: 1 | Price: 2537.00 | Comm: 0.25 | PnL: -3.00\n",
|
|||
|
|
" 2024-12-09 13:30:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2550.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-12-09 14:00:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2549.00 | Comm: 0.25 | PnL: 1.00\n",
|
|||
|
|
" 2024-12-09 21:30:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2578.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-12-09 21:45:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2580.00 | Comm: 0.26 | PnL: -2.00\n",
|
|||
|
|
" 2024-12-09 22:30:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2583.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-12-09 22:45:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2584.00 | Comm: 0.26 | PnL: -1.00\n",
|
|||
|
|
" 2024-12-10 10:00:00 | SELL | CZCE.MA501 | Vol: 1 | Price: 2584.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-12-10 10:30:00 | CLOSE_SHORT | CZCE.MA501 | Vol: 1 | Price: 2582.00 | Comm: 0.26 | PnL: 2.00\n",
|
|||
|
|
" 2024-12-10 10:45:00 | BUY | CZCE.MA501 | Vol: 1 | Price: 2585.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-12-10 11:00:00 | CLOSE_LONG | CZCE.MA501 | Vol: 1 | Price: 2580.00 | Comm: 0.26 | PnL: -5.00\n",
|
|||
|
|
" 2024-12-10 22:15:00 | BUY | CZCE.MA501 | Vol: 1 | Price: 2554.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-12-10 22:30:00 | CLOSE_LONG | CZCE.MA501 | Vol: 1 | Price: 2562.00 | Comm: 0.26 | PnL: 8.00\n",
|
|||
|
|
" 2024-12-12 10:00:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2614.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-12-12 10:30:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2621.00 | Comm: 0.26 | PnL: 7.00\n",
|
|||
|
|
" 2024-12-12 22:45:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2626.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-12-13 09:00:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2628.00 | Comm: 0.26 | PnL: -2.00\n",
|
|||
|
|
" 2024-12-13 11:15:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2616.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-12-13 13:30:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2615.00 | Comm: 0.26 | PnL: 1.00\n",
|
|||
|
|
" 2024-12-13 22:15:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2614.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-12-13 22:30:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2613.00 | Comm: 0.26 | PnL: -1.00\n",
|
|||
|
|
" 2024-12-16 09:00:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2614.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-12-16 09:15:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2608.00 | Comm: 0.26 | PnL: -6.00\n",
|
|||
|
|
" 2024-12-16 21:45:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2626.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-12-16 22:00:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2629.00 | Comm: 0.26 | PnL: 3.00\n",
|
|||
|
|
" 2024-12-19 09:15:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2609.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-12-19 09:30:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2608.00 | Comm: 0.26 | PnL: 1.00\n",
|
|||
|
|
" 2024-12-19 14:30:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2609.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-12-19 14:45:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2607.00 | Comm: 0.26 | PnL: -2.00\n",
|
|||
|
|
" 2024-12-19 21:00:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2609.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-12-19 21:15:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2608.00 | Comm: 0.26 | PnL: -1.00\n",
|
|||
|
|
" 2024-12-23 14:00:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2588.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-12-23 14:15:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2587.00 | Comm: 0.26 | PnL: 1.00\n",
|
|||
|
|
" 2024-12-24 09:15:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2639.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-12-24 09:30:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2640.00 | Comm: 0.26 | PnL: 1.00\n",
|
|||
|
|
" 2024-12-24 14:00:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2643.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-12-24 14:15:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2647.00 | Comm: 0.26 | PnL: 4.00\n",
|
|||
|
|
" 2024-12-24 21:15:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2670.00 | Comm: 0.27\n",
|
|||
|
|
" 2024-12-24 21:30:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2668.00 | Comm: 0.27 | PnL: -2.00\n",
|
|||
|
|
" 2024-12-24 22:00:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2670.00 | Comm: 0.27\n",
|
|||
|
|
" 2024-12-24 22:15:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2672.00 | Comm: 0.27 | PnL: 2.00\n",
|
|||
|
|
" 2024-12-25 09:15:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2671.00 | Comm: 0.27\n",
|
|||
|
|
" 2024-12-25 09:30:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2673.00 | Comm: 0.27 | PnL: -2.00\n",
|
|||
|
|
" 2024-12-25 09:45:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2671.00 | Comm: 0.27\n",
|
|||
|
|
" 2024-12-25 10:00:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2668.00 | Comm: 0.27 | PnL: 3.00\n",
|
|||
|
|
" 2024-12-26 13:45:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2655.00 | Comm: 0.27\n",
|
|||
|
|
" 2024-12-26 14:00:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2654.00 | Comm: 0.27 | PnL: 1.00\n",
|
|||
|
|
" 2024-12-26 22:15:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2669.00 | Comm: 0.27\n",
|
|||
|
|
" 2024-12-26 22:45:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2668.00 | Comm: 0.27 | PnL: -1.00\n",
|
|||
|
|
" 2024-12-27 13:30:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2649.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-12-27 13:45:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2646.00 | Comm: 0.26 | PnL: 3.00\n",
|
|||
|
|
" 2024-12-27 21:45:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2643.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-12-27 22:15:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2644.00 | Comm: 0.26 | PnL: 1.00\n",
|
|||
|
|
" 2024-12-27 22:30:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2643.00 | Comm: 0.26\n",
|
|||
|
|
" 2024-12-27 22:45:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2639.00 | Comm: 0.26 | PnL: 4.00\n",
|
|||
|
|
" 2024-12-31 10:00:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2686.00 | Comm: 0.27\n",
|
|||
|
|
" 2024-12-31 10:30:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2683.00 | Comm: 0.27 | PnL: 3.00\n",
|
|||
|
|
" 2024-12-31 11:00:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2686.00 | Comm: 0.27\n",
|
|||
|
|
" 2024-12-31 11:15:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2687.00 | Comm: 0.27 | PnL: 1.00\n",
|
|||
|
|
" 2024-12-31 13:30:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2694.00 | Comm: 0.27\n",
|
|||
|
|
" 2024-12-31 13:45:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2700.00 | Comm: 0.27 | PnL: 6.00\n",
|
|||
|
|
" 2025-01-02 09:30:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2715.00 | Comm: 0.27\n",
|
|||
|
|
" 2025-01-02 09:45:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2710.00 | Comm: 0.27 | PnL: -5.00\n",
|
|||
|
|
" 2025-01-02 11:00:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2714.00 | Comm: 0.27\n",
|
|||
|
|
" 2025-01-02 11:15:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2710.00 | Comm: 0.27 | PnL: -4.00\n",
|
|||
|
|
" 2025-01-03 09:00:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2703.00 | Comm: 0.27\n",
|
|||
|
|
" 2025-01-03 09:15:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2696.00 | Comm: 0.27 | PnL: -7.00\n",
|
|||
|
|
" 2025-01-03 10:00:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2686.00 | Comm: 0.27\n",
|
|||
|
|
" 2025-01-03 10:30:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2691.00 | Comm: 0.27 | PnL: -5.00\n",
|
|||
|
|
" 2025-01-03 13:45:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2668.00 | Comm: 0.27\n",
|
|||
|
|
" 2025-01-03 14:00:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2669.00 | Comm: 0.27 | PnL: -1.00\n",
|
|||
|
|
" 2025-01-03 14:15:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2668.00 | Comm: 0.27\n",
|
|||
|
|
" 2025-01-03 14:30:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2663.00 | Comm: 0.27 | PnL: 5.00\n",
|
|||
|
|
" 2025-01-06 09:15:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2643.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-01-06 09:30:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2637.00 | Comm: 0.26 | PnL: 6.00\n",
|
|||
|
|
" 2025-01-06 11:00:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2622.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-01-06 11:15:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2617.00 | Comm: 0.26 | PnL: 5.00\n",
|
|||
|
|
" 2025-01-08 09:45:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2590.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-01-08 10:00:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2589.00 | Comm: 0.26 | PnL: -1.00\n",
|
|||
|
|
" 2025-01-09 10:45:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2573.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-01-09 11:00:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2572.00 | Comm: 0.26 | PnL: -1.00\n",
|
|||
|
|
" 2025-01-09 14:00:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2586.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-01-09 14:15:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2589.00 | Comm: 0.26 | PnL: -3.00\n",
|
|||
|
|
" 2025-01-09 14:30:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2586.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-01-09 14:45:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2588.00 | Comm: 0.26 | PnL: -2.00\n",
|
|||
|
|
" 2025-01-10 10:45:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2590.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-01-10 11:00:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2587.00 | Comm: 0.26 | PnL: 3.00\n",
|
|||
|
|
" 2025-01-14 09:15:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2651.00 | Comm: 0.27\n",
|
|||
|
|
" 2025-01-14 09:30:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2649.00 | Comm: 0.26 | PnL: -2.00\n",
|
|||
|
|
" 2025-01-14 11:00:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2647.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-01-14 11:15:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2650.00 | Comm: 0.27 | PnL: 3.00\n",
|
|||
|
|
" 2025-01-14 14:15:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2637.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-01-14 14:30:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2635.00 | Comm: 0.26 | PnL: 2.00\n",
|
|||
|
|
" 2025-01-16 09:45:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2649.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-01-16 10:00:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2635.00 | Comm: 0.26 | PnL: 14.00\n",
|
|||
|
|
" 2025-01-16 10:30:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2638.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-01-16 10:45:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2640.00 | Comm: 0.26 | PnL: 2.00\n",
|
|||
|
|
" 2025-01-16 14:15:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2619.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-01-16 14:30:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2616.00 | Comm: 0.26 | PnL: 3.00\n",
|
|||
|
|
" 2025-01-16 21:00:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2619.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-01-16 21:15:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2610.00 | Comm: 0.26 | PnL: -9.00\n",
|
|||
|
|
" 2025-01-17 13:30:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2618.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-01-17 13:45:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2617.00 | Comm: 0.26 | PnL: -1.00\n",
|
|||
|
|
" 2025-01-17 14:00:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2607.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-01-17 14:15:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2611.00 | Comm: 0.26 | PnL: -4.00\n",
|
|||
|
|
" 2025-01-17 21:00:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2607.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-01-17 21:15:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2595.00 | Comm: 0.26 | PnL: 12.00\n",
|
|||
|
|
" 2025-01-17 21:45:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2592.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-01-17 22:00:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2589.00 | Comm: 0.26 | PnL: 3.00\n",
|
|||
|
|
" 2025-01-21 09:45:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2594.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-01-21 10:00:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2590.00 | Comm: 0.26 | PnL: 4.00\n",
|
|||
|
|
" 2025-01-21 10:30:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2594.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-01-21 10:45:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2601.00 | Comm: 0.26 | PnL: 7.00\n",
|
|||
|
|
" 2025-01-21 22:00:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2572.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-01-21 22:15:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2578.00 | Comm: 0.26 | PnL: 6.00\n",
|
|||
|
|
" 2025-01-22 09:45:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2585.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-01-22 10:00:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2574.00 | Comm: 0.26 | PnL: -11.00\n",
|
|||
|
|
" 2025-01-22 10:45:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2585.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-01-22 11:00:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2586.00 | Comm: 0.26 | PnL: 1.00\n",
|
|||
|
|
" 2025-01-23 09:45:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2555.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-01-23 10:00:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2548.00 | Comm: 0.25 | PnL: -7.00\n",
|
|||
|
|
" 2025-01-23 11:00:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2548.00 | Comm: 0.25\n",
|
|||
|
|
" 2025-01-23 11:15:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2552.00 | Comm: 0.26 | PnL: 4.00\n",
|
|||
|
|
" 2025-01-23 21:15:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2554.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-01-23 21:45:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2560.00 | Comm: 0.26 | PnL: 6.00\n",
|
|||
|
|
" 2025-01-24 21:45:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2566.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-01-24 22:00:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2564.00 | Comm: 0.26 | PnL: -2.00\n",
|
|||
|
|
" 2025-01-27 09:15:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2554.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-01-27 09:30:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2549.00 | Comm: 0.25 | PnL: 5.00\n",
|
|||
|
|
" 2025-01-27 14:15:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2564.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-01-27 14:30:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2561.00 | Comm: 0.26 | PnL: 3.00\n",
|
|||
|
|
" 2025-02-05 10:30:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2564.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-02-05 10:45:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2565.00 | Comm: 0.26 | PnL: -1.00\n",
|
|||
|
|
" 2025-02-07 10:30:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2589.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-02-07 10:45:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2587.00 | Comm: 0.26 | PnL: -2.00\n",
|
|||
|
|
" 2025-02-07 11:00:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2589.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-02-07 11:15:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2598.00 | Comm: 0.26 | PnL: 9.00\n",
|
|||
|
|
" 2025-02-07 13:30:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2589.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-02-07 13:45:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2595.00 | Comm: 0.26 | PnL: -6.00\n",
|
|||
|
|
" 2025-02-07 14:00:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2589.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-02-07 14:15:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2587.00 | Comm: 0.26 | PnL: 2.00\n",
|
|||
|
|
" 2025-02-07 14:45:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2589.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-02-07 21:00:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2588.00 | Comm: 0.26 | PnL: -1.00\n",
|
|||
|
|
" 2025-02-10 10:30:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2589.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-02-10 10:45:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2588.00 | Comm: 0.26 | PnL: 1.00\n",
|
|||
|
|
" 2025-02-12 22:30:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2569.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-02-12 22:45:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2567.00 | Comm: 0.26 | PnL: -2.00\n",
|
|||
|
|
" 2025-02-13 14:45:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2546.00 | Comm: 0.25\n",
|
|||
|
|
" 2025-02-13 21:00:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2540.00 | Comm: 0.25 | PnL: 6.00\n",
|
|||
|
|
" 2025-02-14 13:45:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2544.00 | Comm: 0.25\n",
|
|||
|
|
" 2025-02-14 14:00:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2539.00 | Comm: 0.25 | PnL: 5.00\n",
|
|||
|
|
" 2025-02-14 21:00:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2535.00 | Comm: 0.25\n",
|
|||
|
|
" 2025-02-14 21:15:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2521.00 | Comm: 0.25 | PnL: 14.00\n",
|
|||
|
|
" 2025-02-17 09:30:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2528.00 | Comm: 0.25\n",
|
|||
|
|
" 2025-02-17 09:45:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2527.00 | Comm: 0.25 | PnL: 1.00\n",
|
|||
|
|
" 2025-02-17 11:00:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2534.00 | Comm: 0.25\n",
|
|||
|
|
" 2025-02-17 11:15:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2532.00 | Comm: 0.25 | PnL: 2.00\n",
|
|||
|
|
" 2025-02-17 13:30:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2534.00 | Comm: 0.25\n",
|
|||
|
|
" 2025-02-17 13:45:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2535.00 | Comm: 0.25 | PnL: 1.00\n",
|
|||
|
|
" 2025-02-18 10:00:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2544.00 | Comm: 0.25\n",
|
|||
|
|
" 2025-02-18 10:30:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2545.00 | Comm: 0.25 | PnL: 1.00\n",
|
|||
|
|
" 2025-02-18 11:00:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2544.00 | Comm: 0.25\n",
|
|||
|
|
" 2025-02-18 11:15:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2547.00 | Comm: 0.25 | PnL: -3.00\n",
|
|||
|
|
" 2025-02-19 14:30:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2544.00 | Comm: 0.25\n",
|
|||
|
|
" 2025-02-19 14:45:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2540.00 | Comm: 0.25 | PnL: -4.00\n",
|
|||
|
|
" 2025-02-19 21:15:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2534.00 | Comm: 0.25\n",
|
|||
|
|
" 2025-02-19 21:30:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2532.00 | Comm: 0.25 | PnL: 2.00\n",
|
|||
|
|
" 2025-02-21 14:30:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2545.00 | Comm: 0.25\n",
|
|||
|
|
" 2025-02-21 21:15:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2564.00 | Comm: 0.26 | PnL: 19.00\n",
|
|||
|
|
" 2025-02-21 22:15:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2567.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-02-21 22:30:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2560.00 | Comm: 0.26 | PnL: 7.00\n",
|
|||
|
|
" 2025-02-25 09:00:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2567.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-02-25 09:15:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2558.00 | Comm: 0.26 | PnL: 9.00\n",
|
|||
|
|
" 2025-02-25 14:45:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2545.00 | Comm: 0.25\n",
|
|||
|
|
" 2025-02-25 21:00:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2537.00 | Comm: 0.25 | PnL: 8.00\n",
|
|||
|
|
" 2025-02-25 22:15:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2545.00 | Comm: 0.25\n",
|
|||
|
|
" 2025-02-25 22:30:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2543.00 | Comm: 0.25 | PnL: -2.00\n",
|
|||
|
|
" 2025-02-27 13:30:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2567.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-02-27 13:45:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2572.00 | Comm: 0.26 | PnL: 5.00\n",
|
|||
|
|
" 2025-02-28 09:00:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2579.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-02-28 09:30:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2578.00 | Comm: 0.26 | PnL: -1.00\n",
|
|||
|
|
" 2025-02-28 09:45:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2579.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-02-28 10:00:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2580.00 | Comm: 0.26 | PnL: 1.00\n",
|
|||
|
|
" 2025-02-28 13:30:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2582.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-02-28 13:45:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2581.00 | Comm: 0.26 | PnL: 1.00\n",
|
|||
|
|
" 2025-02-28 21:00:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2582.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-02-28 21:15:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2600.00 | Comm: 0.26 | PnL: 18.00\n",
|
|||
|
|
" 2025-02-28 22:45:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2597.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-03-03 09:00:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2601.00 | Comm: 0.26 | PnL: -4.00\n",
|
|||
|
|
" 2025-03-03 11:00:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2613.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-03-03 11:15:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2608.00 | Comm: 0.26 | PnL: -5.00\n",
|
|||
|
|
" 2025-03-03 21:00:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2612.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-03-03 21:15:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2617.00 | Comm: 0.26 | PnL: -5.00\n",
|
|||
|
|
" 2025-03-04 10:00:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2601.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-03-04 10:30:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2603.00 | Comm: 0.26 | PnL: 2.00\n",
|
|||
|
|
" 2025-03-04 13:30:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2602.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-03-04 13:45:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2600.00 | Comm: 0.26 | PnL: 2.00\n",
|
|||
|
|
" 2025-03-04 14:00:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2602.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-03-04 14:15:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2606.00 | Comm: 0.26 | PnL: 4.00\n",
|
|||
|
|
" 2025-03-07 09:15:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2580.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-03-07 09:30:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2584.00 | Comm: 0.26 | PnL: -4.00\n",
|
|||
|
|
" 2025-03-07 10:00:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2588.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-03-07 10:30:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2594.00 | Comm: 0.26 | PnL: 6.00\n",
|
|||
|
|
" 2025-03-07 21:30:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2591.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-03-07 21:45:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2593.00 | Comm: 0.26 | PnL: -2.00\n",
|
|||
|
|
" 2025-03-07 22:30:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2602.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-03-07 22:45:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2605.00 | Comm: 0.26 | PnL: 3.00\n",
|
|||
|
|
" 2025-03-10 10:30:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2604.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-03-10 10:45:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2614.00 | Comm: 0.26 | PnL: -10.00\n",
|
|||
|
|
" 2025-03-10 14:30:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2591.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-03-10 14:45:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2587.00 | Comm: 0.26 | PnL: 4.00\n",
|
|||
|
|
" 2025-03-10 21:30:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2591.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-03-10 21:45:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2590.00 | Comm: 0.26 | PnL: -1.00\n",
|
|||
|
|
" 2025-03-11 21:15:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2591.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-03-11 21:45:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2594.00 | Comm: 0.26 | PnL: 3.00\n",
|
|||
|
|
" 2025-03-12 22:30:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2535.00 | Comm: 0.25\n",
|
|||
|
|
" 2025-03-12 22:45:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2539.00 | Comm: 0.25 | PnL: 4.00\n",
|
|||
|
|
" 2025-03-13 09:45:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2536.00 | Comm: 0.25\n",
|
|||
|
|
" 2025-03-13 10:00:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2534.00 | Comm: 0.25 | PnL: -2.00\n",
|
|||
|
|
" 2025-03-13 10:45:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2545.00 | Comm: 0.25\n",
|
|||
|
|
" 2025-03-13 11:00:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2547.00 | Comm: 0.25 | PnL: 2.00\n",
|
|||
|
|
" 2025-03-14 21:00:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2590.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-03-14 21:15:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2584.00 | Comm: 0.26 | PnL: -6.00\n",
|
|||
|
|
" 2025-03-17 09:00:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2586.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-03-17 09:15:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2589.00 | Comm: 0.26 | PnL: 3.00\n",
|
|||
|
|
" 2025-03-18 09:30:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2545.00 | Comm: 0.25\n",
|
|||
|
|
" 2025-03-18 09:45:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2546.00 | Comm: 0.25 | PnL: -1.00\n",
|
|||
|
|
" 2025-03-18 10:00:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2545.00 | Comm: 0.25\n",
|
|||
|
|
" 2025-03-18 10:30:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2544.00 | Comm: 0.25 | PnL: 1.00\n",
|
|||
|
|
" 2025-03-18 11:00:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2537.00 | Comm: 0.25\n",
|
|||
|
|
" 2025-03-18 13:45:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2532.00 | Comm: 0.25 | PnL: 5.00\n",
|
|||
|
|
" 2025-03-18 21:30:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2536.00 | Comm: 0.25\n",
|
|||
|
|
" 2025-03-18 21:45:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2532.00 | Comm: 0.25 | PnL: 4.00\n",
|
|||
|
|
" 2025-03-19 13:45:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2536.00 | Comm: 0.25\n",
|
|||
|
|
" 2025-03-19 14:00:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2535.00 | Comm: 0.25 | PnL: 1.00\n",
|
|||
|
|
" 2025-03-19 14:30:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2536.00 | Comm: 0.25\n",
|
|||
|
|
" 2025-03-19 21:00:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2544.00 | Comm: 0.25 | PnL: 8.00\n",
|
|||
|
|
" 2025-03-19 22:45:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2544.00 | Comm: 0.25\n",
|
|||
|
|
" 2025-03-20 09:00:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2546.00 | Comm: 0.25 | PnL: 2.00\n",
|
|||
|
|
" 2025-03-20 09:15:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2544.00 | Comm: 0.25\n",
|
|||
|
|
" 2025-03-20 09:30:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2542.00 | Comm: 0.25 | PnL: 2.00\n",
|
|||
|
|
" 2025-03-20 09:45:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2544.00 | Comm: 0.25\n",
|
|||
|
|
" 2025-03-20 10:00:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2553.00 | Comm: 0.26 | PnL: 9.00\n",
|
|||
|
|
" 2025-03-20 21:00:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2558.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-03-20 21:15:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2555.00 | Comm: 0.26 | PnL: -3.00\n",
|
|||
|
|
" 2025-03-21 10:00:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2558.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-03-21 10:45:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2555.00 | Comm: 0.26 | PnL: 3.00\n",
|
|||
|
|
" 2025-03-21 13:30:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2558.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-03-21 13:45:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2557.00 | Comm: 0.26 | PnL: -1.00\n",
|
|||
|
|
" 2025-03-21 21:30:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2555.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-03-21 21:45:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2560.00 | Comm: 0.26 | PnL: 5.00\n",
|
|||
|
|
" 2025-03-24 10:45:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2587.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-03-24 11:15:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2588.00 | Comm: 0.26 | PnL: -1.00\n",
|
|||
|
|
" 2025-03-24 13:30:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2587.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-03-24 14:00:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2588.00 | Comm: 0.26 | PnL: -1.00\n",
|
|||
|
|
" 2025-03-24 14:15:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2587.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-03-24 14:45:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2589.00 | Comm: 0.26 | PnL: -2.00\n",
|
|||
|
|
" 2025-03-27 10:30:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2565.00 | Comm: 0.26\n",
|
|||
|
|
" 2025-03-27 10:45:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2569.00 | Comm: 0.26 | PnL: -4.00\n",
|
|||
|
|
" 2025-03-28 10:00:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2547.00 | Comm: 0.25\n",
|
|||
|
|
" 2025-03-28 10:30:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2541.00 | Comm: 0.25 | PnL: 6.00\n",
|
|||
|
|
" 2025-03-31 11:00:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2494.00 | Comm: 0.25\n",
|
|||
|
|
" 2025-03-31 11:15:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2496.00 | Comm: 0.25 | PnL: 2.00\n",
|
|||
|
|
" 2025-04-01 09:15:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2486.00 | Comm: 0.25\n",
|
|||
|
|
" 2025-04-01 09:30:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2488.00 | Comm: 0.25 | PnL: -2.00\n",
|
|||
|
|
" 2025-04-01 11:00:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2486.00 | Comm: 0.25\n",
|
|||
|
|
" 2025-04-01 11:15:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2483.00 | Comm: 0.25 | PnL: 3.00\n",
|
|||
|
|
" 2025-04-01 21:45:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2486.00 | Comm: 0.25\n",
|
|||
|
|
" 2025-04-01 22:00:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2487.00 | Comm: 0.25 | PnL: 1.00\n",
|
|||
|
|
" 2025-04-07 14:15:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2388.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-04-07 14:30:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2375.00 | Comm: 0.24 | PnL: 13.00\n",
|
|||
|
|
" 2025-04-07 14:45:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2388.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-04-07 21:00:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2396.00 | Comm: 0.24 | PnL: 8.00\n",
|
|||
|
|
" 2025-04-07 21:15:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2388.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-04-07 21:30:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2389.00 | Comm: 0.24 | PnL: 1.00\n",
|
|||
|
|
" 2025-04-07 21:45:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2388.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-04-07 22:00:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2393.00 | Comm: 0.24 | PnL: -5.00\n",
|
|||
|
|
" 2025-04-08 10:45:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2388.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-04-08 11:00:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2389.00 | Comm: 0.24 | PnL: -1.00\n",
|
|||
|
|
" 2025-04-08 11:15:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2388.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-04-08 13:30:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2382.00 | Comm: 0.24 | PnL: 6.00\n",
|
|||
|
|
" 2025-04-08 22:15:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2388.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-04-08 22:30:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2389.00 | Comm: 0.24 | PnL: 1.00\n",
|
|||
|
|
" 2025-04-09 14:15:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2354.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-04-09 14:30:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2356.00 | Comm: 0.24 | PnL: 2.00\n",
|
|||
|
|
" 2025-04-09 14:45:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2354.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-04-09 21:00:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2329.00 | Comm: 0.23 | PnL: 25.00\n",
|
|||
|
|
" 2025-04-10 09:15:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2388.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-04-10 09:30:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2395.00 | Comm: 0.24 | PnL: 7.00\n",
|
|||
|
|
" 2025-04-10 10:30:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2427.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-04-10 10:45:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2419.00 | Comm: 0.24 | PnL: -8.00\n",
|
|||
|
|
" 2025-04-11 11:15:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2388.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-04-11 13:30:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2400.00 | Comm: 0.24 | PnL: 12.00\n",
|
|||
|
|
" 2025-04-11 21:00:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2389.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-04-11 21:15:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2386.00 | Comm: 0.24 | PnL: -3.00\n",
|
|||
|
|
" 2025-04-15 10:00:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2361.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-04-15 10:45:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2371.00 | Comm: 0.24 | PnL: -10.00\n",
|
|||
|
|
" 2025-04-15 21:15:00 | BUY | CZCE.MA505 | Vol: 1 | Price: 2377.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-04-15 21:30:00 | CLOSE_LONG | CZCE.MA505 | Vol: 1 | Price: 2378.00 | Comm: 0.24 | PnL: 1.00\n",
|
|||
|
|
" 2025-04-16 13:30:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2382.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-04-16 13:45:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2375.00 | Comm: 0.24 | PnL: 7.00\n",
|
|||
|
|
" 2025-04-16 14:30:00 | SELL | CZCE.MA505 | Vol: 1 | Price: 2373.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-04-16 14:45:00 | CLOSE_SHORT | CZCE.MA505 | Vol: 1 | Price: 2372.00 | Comm: 0.24 | PnL: 1.00\n",
|
|||
|
|
" 2025-04-16 21:45:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2254.00 | Comm: 0.23\n",
|
|||
|
|
" 2025-04-16 22:00:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2253.00 | Comm: 0.23 | PnL: -1.00\n",
|
|||
|
|
" 2025-04-16 22:15:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2254.00 | Comm: 0.23\n",
|
|||
|
|
" 2025-04-16 22:30:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2260.00 | Comm: 0.23 | PnL: 6.00\n",
|
|||
|
|
" 2025-04-17 21:15:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2253.00 | Comm: 0.23\n",
|
|||
|
|
" 2025-04-17 21:30:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2252.00 | Comm: 0.23 | PnL: -1.00\n",
|
|||
|
|
" 2025-04-17 22:15:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2253.00 | Comm: 0.23\n",
|
|||
|
|
" 2025-04-17 22:30:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2251.00 | Comm: 0.23 | PnL: -2.00\n",
|
|||
|
|
" 2025-04-18 13:30:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2253.00 | Comm: 0.23\n",
|
|||
|
|
" 2025-04-18 13:45:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2256.00 | Comm: 0.23 | PnL: -3.00\n",
|
|||
|
|
" 2025-04-22 13:45:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2262.00 | Comm: 0.23\n",
|
|||
|
|
" 2025-04-22 14:00:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2261.00 | Comm: 0.23 | PnL: -1.00\n",
|
|||
|
|
" 2025-04-22 14:15:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2262.00 | Comm: 0.23\n",
|
|||
|
|
" 2025-04-22 14:45:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2261.00 | Comm: 0.23 | PnL: -1.00\n",
|
|||
|
|
" 2025-04-24 14:45:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2285.00 | Comm: 0.23\n",
|
|||
|
|
" 2025-04-24 21:00:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2288.00 | Comm: 0.23 | PnL: 3.00\n",
|
|||
|
|
" 2025-04-25 09:15:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2285.00 | Comm: 0.23\n",
|
|||
|
|
" 2025-04-25 09:30:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2284.00 | Comm: 0.23 | PnL: -1.00\n",
|
|||
|
|
" 2025-04-25 14:15:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2285.00 | Comm: 0.23\n",
|
|||
|
|
" 2025-04-25 14:30:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2288.00 | Comm: 0.23 | PnL: -3.00\n",
|
|||
|
|
" 2025-05-06 10:30:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2239.00 | Comm: 0.22\n",
|
|||
|
|
" 2025-05-06 10:45:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2246.00 | Comm: 0.22 | PnL: -7.00\n",
|
|||
|
|
" 2025-05-06 21:00:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2224.00 | Comm: 0.22\n",
|
|||
|
|
" 2025-05-06 21:15:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2237.00 | Comm: 0.22 | PnL: -13.00\n",
|
|||
|
|
" 2025-05-07 10:00:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2251.00 | Comm: 0.23\n",
|
|||
|
|
" 2025-05-07 10:30:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2249.00 | Comm: 0.22 | PnL: 2.00\n",
|
|||
|
|
" 2025-05-07 11:15:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2242.00 | Comm: 0.22\n",
|
|||
|
|
" 2025-05-07 13:30:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2239.00 | Comm: 0.22 | PnL: 3.00\n",
|
|||
|
|
" 2025-05-07 14:45:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2240.00 | Comm: 0.22\n",
|
|||
|
|
" 2025-05-07 21:00:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2239.00 | Comm: 0.22 | PnL: -1.00\n",
|
|||
|
|
" 2025-05-08 10:45:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2212.00 | Comm: 0.22\n",
|
|||
|
|
" 2025-05-08 11:00:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2215.00 | Comm: 0.22 | PnL: -3.00\n",
|
|||
|
|
" 2025-05-09 09:45:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2240.00 | Comm: 0.22\n",
|
|||
|
|
" 2025-05-09 10:00:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2239.00 | Comm: 0.22 | PnL: -1.00\n",
|
|||
|
|
" 2025-05-12 21:45:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2280.00 | Comm: 0.23\n",
|
|||
|
|
" 2025-05-12 22:00:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2279.00 | Comm: 0.23 | PnL: 1.00\n",
|
|||
|
|
" 2025-05-14 10:45:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2343.00 | Comm: 0.23\n",
|
|||
|
|
" 2025-05-14 11:00:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2346.00 | Comm: 0.23 | PnL: -3.00\n",
|
|||
|
|
" 2025-05-15 09:00:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2347.00 | Comm: 0.23\n",
|
|||
|
|
" 2025-05-15 09:15:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2340.00 | Comm: 0.23 | PnL: -7.00\n",
|
|||
|
|
" 2025-05-15 09:45:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2329.00 | Comm: 0.23\n",
|
|||
|
|
" 2025-05-15 10:00:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2328.00 | Comm: 0.23 | PnL: 1.00\n",
|
|||
|
|
" 2025-05-15 10:30:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2329.00 | Comm: 0.23\n",
|
|||
|
|
" 2025-05-15 10:45:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2327.00 | Comm: 0.23 | PnL: -2.00\n",
|
|||
|
|
" 2025-05-15 22:00:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2315.00 | Comm: 0.23\n",
|
|||
|
|
" 2025-05-15 22:30:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2312.00 | Comm: 0.23 | PnL: -3.00\n",
|
|||
|
|
" 2025-05-16 10:30:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2315.00 | Comm: 0.23\n",
|
|||
|
|
" 2025-05-16 10:45:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2313.00 | Comm: 0.23 | PnL: 2.00\n",
|
|||
|
|
" 2025-05-16 14:15:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2295.00 | Comm: 0.23\n",
|
|||
|
|
" 2025-05-16 14:30:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2291.00 | Comm: 0.23 | PnL: -4.00\n",
|
|||
|
|
" 2025-05-16 21:15:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2295.00 | Comm: 0.23\n",
|
|||
|
|
" 2025-05-16 21:30:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2294.00 | Comm: 0.23 | PnL: -1.00\n",
|
|||
|
|
" 2025-05-19 14:15:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2267.00 | Comm: 0.23\n",
|
|||
|
|
" 2025-05-19 14:30:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2268.00 | Comm: 0.23 | PnL: 1.00\n",
|
|||
|
|
" 2025-05-19 22:15:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2267.00 | Comm: 0.23\n",
|
|||
|
|
" 2025-05-19 22:30:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2269.00 | Comm: 0.23 | PnL: -2.00\n",
|
|||
|
|
" 2025-05-20 14:45:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2252.00 | Comm: 0.23\n",
|
|||
|
|
" 2025-05-20 21:00:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2255.00 | Comm: 0.23 | PnL: 3.00\n",
|
|||
|
|
" 2025-05-21 09:45:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2268.00 | Comm: 0.23\n",
|
|||
|
|
" 2025-05-21 10:00:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2269.00 | Comm: 0.23 | PnL: 1.00\n",
|
|||
|
|
" 2025-05-21 11:15:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2268.00 | Comm: 0.23\n",
|
|||
|
|
" 2025-05-21 13:30:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2266.00 | Comm: 0.23 | PnL: 2.00\n",
|
|||
|
|
" 2025-05-21 14:15:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2268.00 | Comm: 0.23\n",
|
|||
|
|
" 2025-05-21 14:30:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2270.00 | Comm: 0.23 | PnL: 2.00\n",
|
|||
|
|
" 2025-05-21 21:45:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2268.00 | Comm: 0.23\n",
|
|||
|
|
" 2025-05-21 22:00:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2265.00 | Comm: 0.23 | PnL: -3.00\n",
|
|||
|
|
" 2025-05-21 22:30:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2268.00 | Comm: 0.23\n",
|
|||
|
|
" 2025-05-21 22:45:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2265.00 | Comm: 0.23 | PnL: -3.00\n",
|
|||
|
|
" 2025-05-22 09:15:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2252.00 | Comm: 0.23\n",
|
|||
|
|
" 2025-05-22 09:30:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2255.00 | Comm: 0.23 | PnL: -3.00\n",
|
|||
|
|
" 2025-05-22 10:30:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2255.00 | Comm: 0.23\n",
|
|||
|
|
" 2025-05-22 10:45:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2256.00 | Comm: 0.23 | PnL: -1.00\n",
|
|||
|
|
" 2025-05-23 22:30:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2245.00 | Comm: 0.22\n",
|
|||
|
|
" 2025-05-23 22:45:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2246.00 | Comm: 0.22 | PnL: -1.00\n",
|
|||
|
|
" 2025-05-26 14:45:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2224.00 | Comm: 0.22\n",
|
|||
|
|
" 2025-05-26 21:00:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2222.00 | Comm: 0.22 | PnL: 2.00\n",
|
|||
|
|
" 2025-05-27 09:45:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2191.00 | Comm: 0.22\n",
|
|||
|
|
" 2025-05-27 10:00:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2194.00 | Comm: 0.22 | PnL: 3.00\n",
|
|||
|
|
" 2025-05-27 10:30:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2191.00 | Comm: 0.22\n",
|
|||
|
|
" 2025-05-27 10:45:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2196.00 | Comm: 0.22 | PnL: -5.00\n",
|
|||
|
|
" 2025-05-27 13:45:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2204.00 | Comm: 0.22\n",
|
|||
|
|
" 2025-05-27 14:00:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2208.00 | Comm: 0.22 | PnL: 4.00\n",
|
|||
|
|
" 2025-05-27 14:30:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2212.00 | Comm: 0.22\n",
|
|||
|
|
" 2025-05-27 14:45:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2211.00 | Comm: 0.22 | PnL: -1.00\n",
|
|||
|
|
" 2025-05-28 09:00:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2213.00 | Comm: 0.22\n",
|
|||
|
|
" 2025-05-28 09:15:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2203.00 | Comm: 0.22 | PnL: 10.00\n",
|
|||
|
|
" 2025-05-28 21:30:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2193.00 | Comm: 0.22\n",
|
|||
|
|
" 2025-05-28 21:45:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2195.00 | Comm: 0.22 | PnL: -2.00\n",
|
|||
|
|
" 2025-05-29 09:15:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2193.00 | Comm: 0.22\n",
|
|||
|
|
" 2025-05-29 09:30:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2189.00 | Comm: 0.22 | PnL: -4.00\n",
|
|||
|
|
" 2025-05-29 10:00:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2210.00 | Comm: 0.22\n",
|
|||
|
|
" 2025-05-29 10:30:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2206.00 | Comm: 0.22 | PnL: -4.00\n",
|
|||
|
|
" 2025-05-29 10:45:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2210.00 | Comm: 0.22\n",
|
|||
|
|
" 2025-05-29 11:15:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2205.00 | Comm: 0.22 | PnL: -5.00\n",
|
|||
|
|
" 2025-05-29 13:45:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2210.00 | Comm: 0.22\n",
|
|||
|
|
" 2025-05-29 14:00:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2217.00 | Comm: 0.22 | PnL: 7.00\n",
|
|||
|
|
" 2025-05-29 21:15:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2210.00 | Comm: 0.22\n",
|
|||
|
|
" 2025-05-29 21:30:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2214.00 | Comm: 0.22 | PnL: -4.00\n",
|
|||
|
|
" 2025-05-29 22:00:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2210.00 | Comm: 0.22\n",
|
|||
|
|
" 2025-05-29 22:15:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2213.00 | Comm: 0.22 | PnL: -3.00\n",
|
|||
|
|
" 2025-05-30 11:15:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2210.00 | Comm: 0.22\n",
|
|||
|
|
" 2025-05-30 13:30:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2209.00 | Comm: 0.22 | PnL: -1.00\n",
|
|||
|
|
" 2025-05-30 13:45:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2210.00 | Comm: 0.22\n",
|
|||
|
|
" 2025-05-30 14:00:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2212.00 | Comm: 0.22 | PnL: 2.00\n",
|
|||
|
|
" 2025-05-30 14:30:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2210.00 | Comm: 0.22\n",
|
|||
|
|
" 2025-06-03 09:00:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2228.00 | Comm: 0.22 | PnL: -18.00\n",
|
|||
|
|
" 2025-06-04 22:45:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2257.00 | Comm: 0.23\n",
|
|||
|
|
" 2025-06-05 09:00:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2254.00 | Comm: 0.23 | PnL: 3.00\n",
|
|||
|
|
" 2025-06-05 09:30:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2269.00 | Comm: 0.23\n",
|
|||
|
|
" 2025-06-05 09:45:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2268.00 | Comm: 0.23 | PnL: -1.00\n",
|
|||
|
|
" 2025-06-05 14:30:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2256.00 | Comm: 0.23\n",
|
|||
|
|
" 2025-06-05 14:45:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2255.00 | Comm: 0.23 | PnL: -1.00\n",
|
|||
|
|
" 2025-06-05 21:30:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2268.00 | Comm: 0.23\n",
|
|||
|
|
" 2025-06-05 21:45:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2265.00 | Comm: 0.23 | PnL: -3.00\n",
|
|||
|
|
" 2025-06-06 21:15:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2257.00 | Comm: 0.23\n",
|
|||
|
|
" 2025-06-06 21:30:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2263.00 | Comm: 0.23 | PnL: -6.00\n",
|
|||
|
|
" 2025-06-09 21:45:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2265.00 | Comm: 0.23\n",
|
|||
|
|
" 2025-06-09 22:00:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2267.00 | Comm: 0.23 | PnL: -2.00\n",
|
|||
|
|
" 2025-06-11 10:30:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2275.00 | Comm: 0.23\n",
|
|||
|
|
" 2025-06-11 11:00:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2274.00 | Comm: 0.23 | PnL: 1.00\n",
|
|||
|
|
" 2025-06-11 21:15:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2288.00 | Comm: 0.23\n",
|
|||
|
|
" 2025-06-11 21:30:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2286.00 | Comm: 0.23 | PnL: -2.00\n",
|
|||
|
|
" 2025-06-13 11:15:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2413.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-06-13 13:30:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2414.00 | Comm: 0.24 | PnL: -1.00\n",
|
|||
|
|
" 2025-06-13 13:45:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2391.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-06-13 14:00:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2390.00 | Comm: 0.24 | PnL: 1.00\n",
|
|||
|
|
" 2025-06-13 14:30:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2391.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-06-13 14:45:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2393.00 | Comm: 0.24 | PnL: 2.00\n",
|
|||
|
|
" 2025-06-13 21:00:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2401.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-06-13 21:15:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2386.00 | Comm: 0.24 | PnL: 15.00\n",
|
|||
|
|
" 2025-06-13 22:45:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2387.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-06-16 09:00:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2399.00 | Comm: 0.24 | PnL: 12.00\n",
|
|||
|
|
" 2025-06-16 09:30:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2411.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-06-16 09:45:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2419.00 | Comm: 0.24 | PnL: -8.00\n",
|
|||
|
|
" 2025-06-16 13:30:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2465.00 | Comm: 0.25\n",
|
|||
|
|
" 2025-06-16 13:45:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2460.00 | Comm: 0.25 | PnL: 5.00\n",
|
|||
|
|
" 2025-06-16 21:00:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2441.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-06-16 21:15:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2444.00 | Comm: 0.24 | PnL: 3.00\n",
|
|||
|
|
" 2025-06-16 22:15:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2413.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-06-16 22:30:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2405.00 | Comm: 0.24 | PnL: 8.00\n",
|
|||
|
|
" 2025-06-17 11:00:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2452.00 | Comm: 0.25\n",
|
|||
|
|
" 2025-06-17 11:15:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2449.00 | Comm: 0.24 | PnL: 3.00\n",
|
|||
|
|
" 2025-06-17 13:30:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2451.00 | Comm: 0.25\n",
|
|||
|
|
" 2025-06-17 13:45:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2453.00 | Comm: 0.25 | PnL: 2.00\n",
|
|||
|
|
" 2025-06-17 14:45:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2456.00 | Comm: 0.25\n",
|
|||
|
|
" 2025-06-17 21:00:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2468.00 | Comm: 0.25 | PnL: -12.00\n",
|
|||
|
|
" 2025-06-17 21:30:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2489.00 | Comm: 0.25\n",
|
|||
|
|
" 2025-06-17 21:45:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2501.00 | Comm: 0.25 | PnL: 12.00\n",
|
|||
|
|
" 2025-06-17 22:15:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2500.00 | Comm: 0.25\n",
|
|||
|
|
" 2025-06-17 22:30:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2503.00 | Comm: 0.25 | PnL: -3.00\n",
|
|||
|
|
" 2025-06-18 09:00:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2514.00 | Comm: 0.25\n",
|
|||
|
|
" 2025-06-18 09:15:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2489.00 | Comm: 0.25 | PnL: 25.00\n",
|
|||
|
|
" 2025-06-19 09:00:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2520.00 | Comm: 0.25\n",
|
|||
|
|
" 2025-06-19 09:30:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2522.00 | Comm: 0.25 | PnL: 2.00\n",
|
|||
|
|
" 2025-06-19 11:15:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2536.00 | Comm: 0.25\n",
|
|||
|
|
" 2025-06-19 13:30:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2539.00 | Comm: 0.25 | PnL: 3.00\n",
|
|||
|
|
" 2025-06-19 14:15:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2546.00 | Comm: 0.25\n",
|
|||
|
|
" 2025-06-19 14:30:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2540.00 | Comm: 0.25 | PnL: 6.00\n",
|
|||
|
|
" 2025-06-20 09:30:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2545.00 | Comm: 0.25\n",
|
|||
|
|
" 2025-06-20 09:45:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2549.00 | Comm: 0.25 | PnL: -4.00\n",
|
|||
|
|
" 2025-06-20 21:45:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2519.00 | Comm: 0.25\n",
|
|||
|
|
" 2025-06-20 22:00:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2523.00 | Comm: 0.25 | PnL: 4.00\n",
|
|||
|
|
" 2025-06-23 13:45:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2496.00 | Comm: 0.25\n",
|
|||
|
|
" 2025-06-23 14:00:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2505.00 | Comm: 0.25 | PnL: 9.00\n",
|
|||
|
|
" 2025-06-24 09:45:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2382.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-06-24 10:00:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2387.00 | Comm: 0.24 | PnL: -5.00\n",
|
|||
|
|
" 2025-06-24 11:00:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2397.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-06-24 11:15:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2384.00 | Comm: 0.24 | PnL: 13.00\n",
|
|||
|
|
" 2025-06-24 13:30:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2376.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-06-24 13:45:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2372.00 | Comm: 0.24 | PnL: 4.00\n",
|
|||
|
|
" 2025-06-24 21:00:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2376.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-06-24 21:15:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2381.00 | Comm: 0.24 | PnL: 5.00\n",
|
|||
|
|
" 2025-06-26 09:00:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2415.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-06-26 09:15:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2396.00 | Comm: 0.24 | PnL: -19.00\n",
|
|||
|
|
" 2025-06-26 13:30:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2389.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-06-26 13:45:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2395.00 | Comm: 0.24 | PnL: -6.00\n",
|
|||
|
|
" 2025-06-26 21:45:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2414.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-06-26 22:00:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2415.00 | Comm: 0.24 | PnL: 1.00\n",
|
|||
|
|
" 2025-06-27 13:45:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2389.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-06-27 14:15:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2392.00 | Comm: 0.24 | PnL: -3.00\n",
|
|||
|
|
" 2025-06-27 21:45:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2389.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-06-27 22:00:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2388.00 | Comm: 0.24 | PnL: 1.00\n",
|
|||
|
|
" 2025-06-30 09:00:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2378.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-06-30 09:15:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2387.00 | Comm: 0.24 | PnL: 9.00\n",
|
|||
|
|
" 2025-06-30 14:15:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2389.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-06-30 14:30:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2386.00 | Comm: 0.24 | PnL: -3.00\n",
|
|||
|
|
" 2025-07-01 22:00:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2389.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-07-01 22:15:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2382.00 | Comm: 0.24 | PnL: -7.00\n",
|
|||
|
|
" 2025-07-02 09:30:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2388.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-07-02 09:45:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2391.00 | Comm: 0.24 | PnL: 3.00\n",
|
|||
|
|
" 2025-07-02 14:45:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2403.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-07-02 21:00:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2409.00 | Comm: 0.24 | PnL: 6.00\n",
|
|||
|
|
" 2025-07-02 21:15:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2403.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-07-02 21:30:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2410.00 | Comm: 0.24 | PnL: -7.00\n",
|
|||
|
|
" 2025-07-03 09:15:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2403.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-07-03 09:30:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2399.00 | Comm: 0.24 | PnL: 4.00\n",
|
|||
|
|
" 2025-07-03 11:15:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2403.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-07-03 13:30:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2410.00 | Comm: 0.24 | PnL: 7.00\n",
|
|||
|
|
" 2025-07-04 09:45:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2421.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-07-04 10:00:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2419.00 | Comm: 0.24 | PnL: 2.00\n",
|
|||
|
|
" 2025-07-04 10:45:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2414.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-07-04 11:00:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2408.00 | Comm: 0.24 | PnL: 6.00\n",
|
|||
|
|
" 2025-07-04 14:15:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2401.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-07-04 14:30:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2399.00 | Comm: 0.24 | PnL: 2.00\n",
|
|||
|
|
" 2025-07-04 22:15:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2400.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-07-04 22:30:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2401.00 | Comm: 0.24 | PnL: 1.00\n",
|
|||
|
|
" 2025-07-07 11:00:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2387.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-07-07 11:15:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2392.00 | Comm: 0.24 | PnL: -5.00\n",
|
|||
|
|
" 2025-07-07 14:30:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2389.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-07-07 21:00:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2395.00 | Comm: 0.24 | PnL: -6.00\n",
|
|||
|
|
" 2025-07-08 09:30:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2386.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-07-08 09:45:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2379.00 | Comm: 0.24 | PnL: -7.00\n",
|
|||
|
|
" 2025-07-08 13:45:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2385.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-07-08 14:00:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2377.00 | Comm: 0.24 | PnL: -8.00\n",
|
|||
|
|
" 2025-07-09 21:30:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2385.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-07-09 21:45:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2390.00 | Comm: 0.24 | PnL: 5.00\n",
|
|||
|
|
" 2025-07-10 21:00:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2399.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-07-10 21:15:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2386.00 | Comm: 0.24 | PnL: 13.00\n",
|
|||
|
|
" 2025-07-10 22:15:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2386.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-07-10 22:45:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2391.00 | Comm: 0.24 | PnL: 5.00\n",
|
|||
|
|
" 2025-07-11 09:15:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2386.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-07-11 09:30:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2385.00 | Comm: 0.24 | PnL: 1.00\n",
|
|||
|
|
" 2025-07-11 21:00:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2368.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-07-11 21:15:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2372.00 | Comm: 0.24 | PnL: 4.00\n",
|
|||
|
|
" 2025-07-15 21:00:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2385.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-07-15 21:15:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2390.00 | Comm: 0.24 | PnL: 5.00\n",
|
|||
|
|
" 2025-07-17 09:15:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2369.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-07-17 09:30:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2366.00 | Comm: 0.24 | PnL: -3.00\n",
|
|||
|
|
" 2025-07-21 09:15:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2399.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-07-21 09:30:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2398.00 | Comm: 0.24 | PnL: 1.00\n",
|
|||
|
|
" 2025-07-21 10:00:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2399.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-07-21 10:30:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2402.00 | Comm: 0.24 | PnL: 3.00\n",
|
|||
|
|
" 2025-07-22 14:00:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2429.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-07-22 14:15:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2435.00 | Comm: 0.24 | PnL: -6.00\n",
|
|||
|
|
" 2025-07-22 14:45:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2451.00 | Comm: 0.25\n",
|
|||
|
|
" 2025-07-22 21:00:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2454.00 | Comm: 0.25 | PnL: 3.00\n",
|
|||
|
|
" 2025-07-22 21:15:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2439.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-07-22 21:30:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2446.00 | Comm: 0.24 | PnL: -7.00\n",
|
|||
|
|
" 2025-07-22 21:45:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2439.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-07-22 22:00:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2441.00 | Comm: 0.24 | PnL: -2.00\n",
|
|||
|
|
" 2025-07-23 09:45:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2445.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-07-23 10:00:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2442.00 | Comm: 0.24 | PnL: 3.00\n",
|
|||
|
|
" 2025-07-23 11:00:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2415.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-07-23 11:15:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2412.00 | Comm: 0.24 | PnL: 3.00\n",
|
|||
|
|
" 2025-07-23 14:45:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2405.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-07-23 21:00:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2416.00 | Comm: 0.24 | PnL: 11.00\n",
|
|||
|
|
" 2025-07-24 22:00:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2491.00 | Comm: 0.25\n",
|
|||
|
|
" 2025-07-24 22:15:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2484.00 | Comm: 0.25 | PnL: -7.00\n",
|
|||
|
|
" 2025-07-24 22:45:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2491.00 | Comm: 0.25\n",
|
|||
|
|
" 2025-07-25 09:00:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2495.00 | Comm: 0.25 | PnL: 4.00\n",
|
|||
|
|
" 2025-07-25 11:15:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2506.00 | Comm: 0.25\n",
|
|||
|
|
" 2025-07-25 13:30:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2507.00 | Comm: 0.25 | PnL: -1.00\n",
|
|||
|
|
" 2025-07-25 21:15:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2492.00 | Comm: 0.25\n",
|
|||
|
|
" 2025-07-25 21:30:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2487.00 | Comm: 0.25 | PnL: 5.00\n",
|
|||
|
|
" 2025-07-25 22:45:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2445.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-07-28 09:00:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2428.00 | Comm: 0.24 | PnL: 17.00\n",
|
|||
|
|
" 2025-07-28 10:45:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2416.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-07-28 11:00:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2413.00 | Comm: 0.24 | PnL: -3.00\n",
|
|||
|
|
" 2025-07-29 09:15:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2415.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-07-29 09:30:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2418.00 | Comm: 0.24 | PnL: 3.00\n",
|
|||
|
|
" 2025-07-29 09:45:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2415.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-07-29 10:30:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2411.00 | Comm: 0.24 | PnL: 4.00\n",
|
|||
|
|
" 2025-07-29 14:30:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2427.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-07-29 14:45:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2425.00 | Comm: 0.24 | PnL: -2.00\n",
|
|||
|
|
" 2025-07-29 21:00:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2427.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-07-29 21:15:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2446.00 | Comm: 0.24 | PnL: 19.00\n",
|
|||
|
|
" 2025-07-29 21:30:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2445.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-07-29 21:45:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2441.00 | Comm: 0.24 | PnL: 4.00\n",
|
|||
|
|
" 2025-07-30 09:30:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2427.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-07-30 09:45:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2429.00 | Comm: 0.24 | PnL: -2.00\n",
|
|||
|
|
" 2025-07-30 13:30:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2427.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-07-30 14:00:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2424.00 | Comm: 0.24 | PnL: 3.00\n",
|
|||
|
|
" 2025-07-31 09:15:00 | BUY | CZCE.MA509 | Vol: 1 | Price: 2415.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-07-31 09:30:00 | CLOSE_LONG | CZCE.MA509 | Vol: 1 | Price: 2419.00 | Comm: 0.24 | PnL: 4.00\n",
|
|||
|
|
" 2025-07-31 10:45:00 | SELL | CZCE.MA509 | Vol: 1 | Price: 2415.00 | Comm: 0.24\n",
|
|||
|
|
" 2025-07-31 11:00:00 | CLOSE_SHORT | CZCE.MA509 | Vol: 1 | Price: 2420.00 | Comm: 0.24 | PnL: -5.00\n",
|
|||
|
|
"正在计算绩效指标...\n",
|
|||
|
|
"total_return: 0.003562954999998924, annualized_return:0.0015572336677742715, 252 / total_days:0.4375\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 : 100356.30\n",
|
|||
|
|
"总收益率 : 0.36%\n",
|
|||
|
|
"年化收益率 : 0.16%\n",
|
|||
|
|
"最大回撤 : 0.11%\n",
|
|||
|
|
"夏普比率 : 0.30\n",
|
|||
|
|
"卡玛比率 : 1.38\n",
|
|||
|
|
"总交易次数 : 1306\n",
|
|||
|
|
"总实现盈亏 : 681.00\n",
|
|||
|
|
"交易成本 : 324.70\n",
|
|||
|
|
"\n",
|
|||
|
|
"--- 交易详情 ---\n",
|
|||
|
|
"盈利交易次数 : 373\n",
|
|||
|
|
"亏损交易次数 : 280\n",
|
|||
|
|
"胜率 : 57.12%\n",
|
|||
|
|
"盈亏比 : 1.22\n",
|
|||
|
|
"平均每次盈利 : 4.74\n",
|
|||
|
|
"平均每次亏损 : -3.89\n",
|
|||
|
|
"正在绘制绩效图表...\n"
|
|||
|
|
]
|
|||
|
|
},
|
|||
|
|
{
|
|||
|
|
"data": {
|
|||
|
|
"text/plain": [
|
|||
|
|
"<Figure size 1400x1000 with 2 Axes>"
|
|||
|
|
],
|
|||
|
|
"image/png": "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
|
|||
|
|
},
|
|||
|
|
"metadata": {},
|
|||
|
|
"output_type": "display_data",
|
|||
|
|
"jetTransient": {
|
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|
"display_id": null
|
|||
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|
}
|
|||
|
|
},
|
|||
|
|
{
|
|||
|
|
"data": {
|
|||
|
|
"text/plain": [
|
|||
|
|
"<Figure size 1400x700 with 1 Axes>"
|
|||
|
|
],
|
|||
|
|
"image/png": "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
|
|||
|
|
},
|
|||
|
|
"metadata": {},
|
|||
|
|
"output_type": "display_data",
|
|||
|
|
"jetTransient": {
|
|||
|
|
"display_id": null
|
|||
|
|
}
|
|||
|
|
},
|
|||
|
|
{
|
|||
|
|
"name": "stdout",
|
|||
|
|
"output_type": "stream",
|
|||
|
|
"text": [
|
|||
|
|
"图表绘制完成。\n",
|
|||
|
|
"{'初始资金': 100000.0, '最终资金': np.float64(100356.29549999989), '总收益率': np.float64(0.003562954999998924), '年化收益率': np.float64(0.0015572336677742715), '最大回撤': np.float64(0.001124547661155619), '夏普比率': np.float64(0.3024734568276902), '卡玛比率': np.float64(1.3847644893716744), '总交易次数': 1306, '交易成本': 324.7045, '总实现盈亏': 681.0, '胜率': 0.5712098009188361, '盈亏比': 1.2205290963570414, '盈利交易次数': 373, '亏损交易次数': 280, '平均每次盈利': 4.742627345844504, '平均每次亏损': -3.8857142857142857, 'initial_capital': 100000.0, 'final_capital': np.float64(100356.29549999989), 'total_return': np.float64(0.003562954999998924), 'annualized_return': np.float64(0.0015572336677742715), 'max_drawdown': np.float64(0.001124547661155619), 'sharpe_ratio': np.float64(0.3024734568276902), 'calmar_ratio': np.float64(1.3847644893716744), 'sortino_ratio': np.float64(0.16799796122194166), 'total_trades': 1306, 'transaction_costs': 324.7045, 'total_realized_pnl': 681.0, 'win_rate': 0.5712098009188361, 'profit_loss_ratio': 1.2205290963570414, 'winning_trades_count': 373, 'losing_trades_count': 280, 'avg_profit_per_trade': 4.742627345844504, 'avg_loss_per_trade': -3.8857142857142857}\n",
|
|||
|
|
"指标 'rsi_5' 没有对应的有效平仓交易数据。跳过绘图。\n",
|
|||
|
|
"指标 'rsi_7' 没有对应的有效平仓交易数据。跳过绘图。\n",
|
|||
|
|
"指标 'rsi_10' 没有对应的有效平仓交易数据。跳过绘图。\n",
|
|||
|
|
"指标 'rsi_14' 没有对应的有效平仓交易数据。跳过绘图。\n",
|
|||
|
|
"指标 'rsi_15' 没有对应的有效平仓交易数据。跳过绘图。\n",
|
|||
|
|
"指标 'rsi_20' 没有对应的有效平仓交易数据。跳过绘图。\n",
|
|||
|
|
"指标 'rsi_25' 没有对应的有效平仓交易数据。跳过绘图。\n",
|
|||
|
|
"指标 'rsi_30' 没有对应的有效平仓交易数据。跳过绘图。\n",
|
|||
|
|
"指标 'rsi_35' 没有对应的有效平仓交易数据。跳过绘图。\n",
|
|||
|
|
"指标 'rsi_40' 没有对应的有效平仓交易数据。跳过绘图。\n",
|
|||
|
|
"指标 'range_0' 没有对应的有效平仓交易数据。跳过绘图。\n",
|
|||
|
|
"指标 'range_1' 没有对应的有效平仓交易数据。跳过绘图。\n",
|
|||
|
|
"指标 'range_6' 没有对应的有效平仓交易数据。跳过绘图。\n",
|
|||
|
|
"指标 'range_13' 没有对应的有效平仓交易数据。跳过绘图。\n",
|
|||
|
|
"指标 'range_20' 没有对应的有效平仓交易数据。跳过绘图。\n",
|
|||
|
|
"指标 'stoch_k_14_3' 没有对应的有效平仓交易数据。跳过绘图。\n",
|
|||
|
|
"指标 'stoch_k_5_3' 没有对应的有效平仓交易数据。跳过绘图。\n",
|
|||
|
|
"指标 'stoch_k_21_5' 没有对应的有效平仓交易数据。跳过绘图。\n",
|
|||
|
|
"指标 'roc_5' 没有对应的有效平仓交易数据。跳过绘图。\n",
|
|||
|
|
"指标 'roc_10' 没有对应的有效平仓交易数据。跳过绘图。\n",
|
|||
|
|
"指标 'roc_15' 没有对应的有效平仓交易数据。跳过绘图。\n",
|
|||
|
|
"指标 'roc_20' 没有对应的有效平仓交易数据。跳过绘图。\n",
|
|||
|
|
"指标 'roc_ma_5_5' 没有对应的有效平仓交易数据。跳过绘图。\n",
|
|||
|
|
"指标 'roc_ma_5_10' 没有对应的有效平仓交易数据。跳过绘图。\n",
|
|||
|
|
"指标 'roc_ma_10_10' 没有对应的有效平仓交易数据。跳过绘图。\n",
|
|||
|
|
"指标 'roc_ma_10_20' 没有对应的有效平仓交易数据。跳过绘图。\n",
|
|||
|
|
"指标 'roc_ma_20_20' 没有对应的有效平仓交易数据。跳过绘图。\n",
|
|||
|
|
"指标 'roc_ma_20_40' 没有对应的有效平仓交易数据。跳过绘图。\n",
|
|||
|
|
"指标 'natr_5' 没有对应的有效平仓交易数据。跳过绘图。\n",
|
|||
|
|
"指标 'natr_14' 没有对应的有效平仓交易数据。跳过绘图。\n",
|
|||
|
|
"指标 'natr_21' 没有对应的有效平仓交易数据。跳过绘图。\n",
|
|||
|
|
"指标 'adx_7' 没有对应的有效平仓交易数据。跳过绘图。\n",
|
|||
|
|
"指标 'adx_14' 没有对应的有效平仓交易数据。跳过绘图。\n",
|
|||
|
|
"指标 'adx_30' 没有对应的有效平仓交易数据。跳过绘图。\n",
|
|||
|
|
"指标 'adx_60' 没有对应的有效平仓交易数据。跳过绘图。\n",
|
|||
|
|
"指标 'adx_120' 没有对应的有效平仓交易数据。跳过绘图。\n",
|
|||
|
|
"指标 'adx_240' 没有对应的有效平仓交易数据。跳过绘图。\n",
|
|||
|
|
"指标 'bbw_10_15' 没有对应的有效平仓交易数据。跳过绘图。\n",
|
|||
|
|
"指标 'bbw_20_20' 没有对应的有效平仓交易数据。跳过绘图。\n",
|
|||
|
|
"指标 'bbw_50_25' 没有对应的有效平仓交易数据。跳过绘图。\n",
|
|||
|
|
"指标 'price_range_to_vol_ratio_n3_atr5' 没有对应的有效平仓交易数据。跳过绘图。\n",
|
|||
|
|
"指标 'price_range_to_vol_ratio_n3_atr14' 没有对应的有效平仓交易数据。跳过绘图。\n",
|
|||
|
|
"指标 'price_range_to_vol_ratio_n3_atr21' 没有对应的有效平仓交易数据。跳过绘图。\n",
|
|||
|
|
"指标 'price_range_to_vol_ratio_n7_atr5' 没有对应的有效平仓交易数据。跳过绘图。\n",
|
|||
|
|
"指标 'price_range_to_vol_ratio_n7_atr14' 没有对应的有效平仓交易数据。跳过绘图。\n",
|
|||
|
|
"指标 'price_range_to_vol_ratio_n7_atr21' 没有对应的有效平仓交易数据。跳过绘图。\n",
|
|||
|
|
"指标 'price_range_to_vol_ratio_n21_atr5' 没有对应的有效平仓交易数据。跳过绘图。\n",
|
|||
|
|
"指标 'price_range_to_vol_ratio_n21_atr14' 没有对应的有效平仓交易数据。跳过绘图。\n",
|
|||
|
|
"指标 'price_range_to_vol_ratio_n21_atr21' 没有对应的有效平仓交易数据。跳过绘图。\n",
|
|||
|
|
"\n",
|
|||
|
|
"所有指标的分析图表已生成。\n"
|
|||
|
|
]
|
|||
|
|
}
|
|||
|
|
],
|
|||
|
|
"execution_count": 5
|
|||
|
|
}
|
|||
|
|
],
|
|||
|
|
"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
|
|||
|
|
}
|