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NewQuant/futures_trading_strategies/FG/TrendlineBreakoutStrategy/TrendlineHawkesStrategy.ipynb

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1、vp策略
2025-10-05 00:09:59 +08:00
{
"cells": [
{
"cell_type": "code",
"id": "522f09ca7b3fe929",
"metadata": {
"ExecuteTime": {
"end_time": "2025-09-26T08:20:53.924152Z",
"start_time": "2025-09-26T08:20:53.903385Z"
}
},
"source": [
"from datetime import datetime\n",
"\n",
"from src.data_processing import load_raw_data\n",
"%load_ext autoreload\n",
"%autoreload 2\n",
"\n",
"import sys\n",
"\n",
"if '/mnt/d/PyProject/NewQuant/' not in sys.path:\n",
" sys.path.append('/mnt/d/PyProject/NewQuant/')"
],
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"The autoreload extension is already loaded. To reload it, use:\n",
" %reload_ext autoreload\n"
]
}
],
"execution_count": 9
},
{
"cell_type": "code",
"id": "4f7e4b438cea750e",
"metadata": {
"ExecuteTime": {
"end_time": "2025-09-26T08:20:53.948836Z",
"start_time": "2025-09-26T08:20:53.930783Z"
}
},
"source": [
"from turtle import down\n",
"from src.analysis.result_analyzer import ResultAnalyzer\n",
"# 导入所有必要的模块\n",
"from src.data_manager import DataManager\n",
"from src.backtest_engine import BacktestEngine\n",
"from src.indicators.indicator_list import INDICATOR_LIST\n",
"from src.indicators.indicators import *\n",
"\n",
"# 导入您自己的 SMC 策略\n",
"from src.strategies.TrendlineBreakoutStrategy.TrendlineHawkesStrategyFast import TrendlineHawkesStrategy\n",
"\n",
"# --- 配置参数 ---\n",
"# 获取当前脚本所在目录，假设数据文件在项目根目录下的 data 文件夹内\n",
"data_file_path = '/mnt/d/PyProject/NewQuant/data/data/KQ_m@SHFE_fu/KQ_m@SHFE_fu_min15.csv'\n"
],
"outputs": [],
"execution_count": 10
},
{
"metadata": {
"ExecuteTime": {
"end_time": "2025-09-26T08:20:53.971161Z",
"start_time": "2025-09-26T08:20:53.955335Z"
}
},
"cell_type": "code",
"source": [
"\n",
"initial_capital = 100000.0\n",
"slippage_rate = 0.000 # 假设每笔交易0.1%的滑点\n",
"commission_rate = 0.0000 # 假设每笔交易0.02%的佣金\n",
"\n",
"global_config = {\n",
" 'symbol': 'KQ_m@SHFE_fu', # 确保与数据文件中的 symbol 匹配\n",
"}\n",
"\n",
"# 回测时间范围\n",
"start_time = datetime(2021, 1, 1)\n",
"end_time = datetime(2024, 6, 1)\n",
"\n",
"# start_time = datetime(2024, 1, 1)\n",
"# end_time = datetime(2025, 8, 1)\n",
"\n",
"\n",
"indicators = INDICATOR_LIST\n",
"indicators = []\n",
"\n",
"# 确保 DataManager 能够重置以进行多次回测\n",
"# data_manager.reset() # 首次运行不需要重置"
],
"id": "9ee53c41eaaefabb",
"outputs": [],
"execution_count": 11
},
{
"metadata": {
"ExecuteTime": {
"end_time": "2025-09-26T08:21:28.188565Z",
"start_time": "2025-09-26T08:20:53.978968Z"
}
},
"cell_type": "code",
"source": [
"from src.indicators.indicators import ROC_MA\n",
"\n",
"# --- 1. 初始化数据管理器 ---\n",
"print(\"初始化数据管理器...\")\n",
"data_manager = DataManager(file_path=data_file_path, symbol=global_config['symbol'], start_time=start_time,\n",
" end_time=end_time)\n",
"\n",
"strategy_parameters = {\n",
" 'main_symbol': 'fu', # <-- 替换为你的交易品种代码，例如 'GC=F' (黄金期货), 'ZC=F' (玉米期货)\n",
" 'trade_volume': 1,\n",
" 'trendline_n': 40,\n",
" 'hawkes_kappa': 0.3,\n",
" 'hawkes_entry_percent': 0.9,\n",
" 'order_direction': ['SELL', 'BUY'],\n",
" 'reverse_logic': False,\n",
" # 'indicators': [RateOfChange(10, -2.1, -0.5), ROC_MA(10, 10, -2.7, -0.4)],\n",
" 'enable_log': False\n",
"}\n",
"\n",
"\n",
"\n",
"# --- 2. 初始化回测引擎并运行 ---\n",
"print(\"\\n初始化回测引擎...\")\n",
"engine = BacktestEngine(\n",
" data_manager=data_manager,\n",
" strategy_class=TrendlineHawkesStrategy, # <--- 更改为您的 SMC 策略类\n",
" # current_segment_symbol 参数已从 SMCPureH1LongStrategy 中移除，不需要设置\n",
" strategy_params=strategy_parameters,\n",
" initial_capital=initial_capital,\n",
" slippage_rate=slippage_rate,\n",
" commission_rate=commission_rate,\n",
" roll_over_mode=True,\n",
" start_time=start_time,\n",
" end_time=end_time,\n",
" indicators=indicators # 如果您的 SMC 策略不使用这些指标，也可以考虑移除\n",
")\n",
"\n",
"print(\"\\n开始运行回测...\")\n",
"engine.run_backtest()\n",
"print(\"\\n回测运行完毕。\")\n",
"\n",
"# --- 3. 获取回测结果 ---\n",
"results = engine.get_backtest_results()\n",
"portfolio_snapshots = results[\"portfolio_snapshots\"]\n",
"trade_history = results[\"trade_history\"]\n",
"initial_capital_result = results[\"initial_capital\"]\n",
"bars = results[\"all_bars\"]\n",
"\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()\n",
"else:\n",
" print(\"\\n没有生成投资组合快照，无法进行结果分析。\")"
],
"id": "f903fd2761d446cd",
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"初始化数据管理器...\n",
"数据加载成功: /mnt/d/PyProject/NewQuant/data/data/KQ_m@SHFE_fu/KQ_m@SHFE_fu_min15.csv\n",
"数据范围从 2020-12-31 14:45:00 到 2025-09-19 22:30:00\n",
"总计 26087 条记录。\n",
"\n",
"初始化回测引擎...\n",
"模拟器初始化：初始资金=100000.00, 滑点率=0.0, 佣金率=0.0\n",
"\n",
"--- 回测引擎初始化完成 ---\n",
" 策略: TrendlineHawkesStrategy\n",
" 初始资金: 100000.00\n",
" 换月模式: 启用\n",
"\n",
"开始运行回测...\n",
"\n",
"--- 回测开始 ---\n",
"TrendlineHawkesStrategy 策略初始化回调被调用。\n",
"开始将 DataFrame 转换为 Bar 对象流...\n",
"首次运行，正在初始化霍克斯状态和滚动窗口...\n",
"状态初始化完成。\n",
"Bar 对象流生成完毕。\n",
"\n",
"--- 回测结束，检查并平仓所有剩余持仓 ---\n",
"--- 回测结束 ---\n",
"总计处理了 18791 根K线。\n",
"总计发生了 568 笔交易。\n",
"最终总净值: 100360.00\n",
"总收益率: 0.36%\n",
"\n",
"回测运行完毕。\n",
"\n",
"--- 结果分析器初始化完成 ---\n",
"\n",
"--- 交易明细 ---\n",
" 2021-01-21 09:15:00 | SELL | SHFE.fu2105 | Vol: 1 | Price: 2190.00 | Comm: 0.00\n",
" 2021-01-21 11:00:00 | CLOSE_SHORT | SHFE.fu2105 | Vol: 1 | Price: 2189.00 | Comm: 0.00 | PnL: 1.00\n",
" 2021-01-22 09:30:00 | SELL | SHFE.fu2105 | Vol: 1 | Price: 2155.00 | Comm: 0.00\n",
" 2021-01-22 14:45:00 | CLOSE_SHORT | SHFE.fu2105 | Vol: 1 | Price: 2124.00 | Comm: 0.00 | PnL: 31.00\n",
" 2021-01-28 22:30:00 | BUY | SHFE.fu2105 | Vol: 1 | Price: 2155.00 | Comm: 0.00\n",
" 2021-01-29 10:45:00 | CLOSE_LONG | SHFE.fu2105 | Vol: 1 | Price: 2136.00 | Comm: 0.00 | PnL: -19.00\n",
" 2021-02-01 09:15:00 | SELL | SHFE.fu2105 | Vol: 1 | Price: 2130.00 | Comm: 0.00\n",
" 2021-02-01 10:30:00 | CLOSE_SHORT | SHFE.fu2105 | Vol: 1 | Price: 2143.00 | Comm: 0.00 | PnL: -13.00\n",
" 2021-02-02 21:15:00 | BUY | SHFE.fu2105 | Vol: 1 | Price: 2234.00 | Comm: 0.00\n",
" 2021-02-02 22:45:00 | CLOSE_LONG | SHFE.fu2105 | Vol: 1 | Price: 2227.00 | Comm: 0.00 | PnL: -7.00\n",
" 2021-02-18 09:15:00 | BUY | SHFE.fu2105 | Vol: 1 | Price: 2406.00 | Comm: 0.00\n",
" 2021-02-18 11:15:00 | CLOSE_LONG | SHFE.fu2105 | Vol: 1 | Price: 2408.00 | Comm: 0.00 | PnL: 2.00\n",
" 2021-02-26 09:00:00 | SELL | SHFE.fu2105 | Vol: 1 | Price: 2430.00 | Comm: 0.00\n",
" 2021-02-26 10:45:00 | CLOSE_SHORT | SHFE.fu2105 | Vol: 1 | Price: 2432.00 | Comm: 0.00 | PnL: -2.00\n",
" 2021-03-01 09:15:00 | BUY | SHFE.fu2105 | Vol: 1 | Price: 2507.00 | Comm: 0.00\n",
" 2021-03-01 10:45:00 | CLOSE_LONG | SHFE.fu2105 | Vol: 1 | Price: 2480.00 | Comm: 0.00 | PnL: -27.00\n",
" 2021-03-04 21:45:00 | BUY | SHFE.fu2105 | Vol: 1 | Price: 2385.00 | Comm: 0.00\n",
" 2021-03-05 13:45:00 | CLOSE_LONG | SHFE.fu2105 | Vol: 1 | Price: 2476.00 | Comm: 0.00 | PnL: 91.00\n",
" 2021-03-11 22:45:00 | SELL | SHFE.fu2105 | Vol: 1 | Price: 2549.00 | Comm: 0.00\n",
" 2021-03-12 09:45:00 | CLOSE_SHORT | SHFE.fu2105 | Vol: 1 | Price: 2569.00 | Comm: 0.00 | PnL: -20.00\n",
" 2021-03-17 21:15:00 | SELL | SHFE.fu2105 | Vol: 1 | Price: 2534.00 | Comm: 0.00\n",
" 2021-03-18 10:30:00 | CLOSE_SHORT | SHFE.fu2105 | Vol: 1 | Price: 2526.00 | Comm: 0.00 | PnL: 8.00\n",
" 2021-03-18 21:30:00 | SELL | SHFE.fu2105 | Vol: 1 | Price: 2487.00 | Comm: 0.00\n",
" 2021-03-19 13:30:00 | CLOSE_SHORT | SHFE.fu2105 | Vol: 1 | Price: 2393.00 | Comm: 0.00 | PnL: 94.00\n",
" 2021-03-29 09:15:00 | SELL | SHFE.fu2105 | Vol: 1 | Price: 2402.00 | Comm: 0.00\n",
" 2021-03-29 10:00:00 | CLOSE_SHORT | SHFE.fu2105 | Vol: 1 | Price: 2411.00 | Comm: 0.00 | PnL: -9.00\n",
" 2021-04-02 09:30:00 | BUY | SHFE.fu2105 | Vol: 1 | Price: 2406.00 | Comm: 0.00\n",
" 2021-04-02 11:00:00 | CLOSE_LONG | SHFE.fu2105 | Vol: 1 | Price: 2418.00 | Comm: 0.00 | PnL: 12.00\n",
" 2021-04-07 21:30:00 | SELL | SHFE.fu2105 | Vol: 1 | Price: 2291.00 | Comm: 0.00\n",
" 2021-04-08 10:00:00 | CLOSE_SHORT | SHFE.fu2105 | Vol: 1 | Price: 2289.00 | Comm: 0.00 | PnL: 2.00\n",
" 2021-04-13 21:15:00 | BUY | SHFE.fu2109 | Vol: 1 | Price: 2372.00 | Comm: 0.00\n",
" 2021-04-16 10:00:00 | CLOSE_LONG | SHFE.fu2109 | Vol: 1 | Price: 2529.00 | Comm: 0.00 | PnL: 157.00\n",
" 2021-04-20 22:45:00 | SELL | SHFE.fu2109 | Vol: 1 | Price: 2515.00 | Comm: 0.00\n",
" 2021-04-21 11:00:00 | CLOSE_SHORT | SHFE.fu2109 | Vol: 1 | Price: 2499.00 | Comm: 0.00 | PnL: 16.00\n",
" 2021-04-21 21:15:00 | SELL | SHFE.fu2109 | Vol: 1 | Price: 2464.00 | Comm: 0.00\n",
" 2021-04-22 11:00:00 | CLOSE_SHORT | SHFE.fu2109 | Vol: 1 | Price: 2468.00 | Comm: 0.00 | PnL: -4.00\n",
" 2021-04-26 13:45:00 | SELL | SHFE.fu2109 | Vol: 1 | Price: 2420.00 | Comm: 0.00\n",
" 2021-04-26 22:45:00 | CLOSE_SHORT | SHFE.fu2109 | Vol: 1 | Price: 2415.00 | Comm: 0.00 | PnL: 5.00\n",
" 2021-05-07 21:15:00 | SELL | SHFE.fu2109 | Vol: 1 | Price: 2524.00 | Comm: 0.00\n",
" 2021-05-10 14:15:00 | CLOSE_SHORT | SHFE.fu2109 | Vol: 1 | Price: 2537.00 | Comm: 0.00 | PnL: -13.00\n",
" 2021-05-18 22:15:00 | SELL | SHFE.fu2109 | Vol: 1 | Price: 2449.00 | Comm: 0.00\n",
" 2021-05-19 14:15:00 | CLOSE_SHORT | SHFE.fu2109 | Vol: 1 | Price: 2362.00 | Comm: 0.00 | PnL: 87.00\n",
" 2021-05-19 21:45:00 | SELL | SHFE.fu2109 | Vol: 1 | Price: 2337.00 | Comm: 0.00\n",
" 2021-05-20 10:30:00 | CLOSE_SHORT | SHFE.fu2109 | Vol: 1 | Price: 2334.00 | Comm: 0.00 | PnL: 3.00\n",
" 2021-05-26 22:15:00 | SELL | SHFE.fu2109 | Vol: 1 | Price: 2373.00 | Comm: 0.00\n",
" 2021-05-27 10:30:00 | CLOSE_SHORT | SHFE.fu2109 | Vol: 1 | Price: 2408.00 | Comm: 0.00 | PnL: -35.00\n",
" 2021-06-01 21:15:00 | BUY | SHFE.fu2109 | Vol: 1 | Price: 2561.00 | Comm: 0.00\n",
" 2021-06-01 22:45:00 | CLOSE_LONG | SHFE.fu2109 | Vol: 1 | Price: 2565.00 | Comm: 0.00 | PnL: 4.00\n",
" 2021-06-04 21:15:00 | BUY | SHFE.fu2109 | Vol: 1 | Price: 2646.00 | Comm: 0.00\n",
" 2021-06-07 10:45:00 | CLOSE_LONG | SHFE.fu2109 | Vol: 1 | Price: 2602.00 | Comm: 0.00 | PnL: -44.00\n",
" 2021-06-15 09:15:00 | BUY | SHFE.fu2109 | Vol: 1 | Price: 2659.00 | Comm: 0.00\n",
" 2021-06-15 11:00:00 | CLOSE_LONG | SHFE.fu2109 | Vol: 1 | Price: 2618.00 | Comm: 0.00 | PnL: -41.00\n",
" 2021-06-16 09:15:00 | BUY | SHFE.fu2109 | Vol: 1 | Price: 2697.00 | Comm: 0.00\n",
" 2021-06-16 11:00:00 | CLOSE_LONG | SHFE.fu2109 | Vol: 1 | Price: 2703.00 | Comm: 0.00 | PnL: 6.00\n",
" 2021-06-24 21:15:00 | SELL | SHFE.fu2109 | Vol: 1 | Price: 2704.00 | Comm: 0.00\n",
" 2021-06-25 13:30:00 | CLOSE_SHORT | SHFE.fu2109 | Vol: 1 | Price: 2726.00 | Comm: 0.00 | PnL: -22.00\n",
" 2021-06-25 22:15:00 | SELL | SHFE.fu2109 | Vol: 1 | Price: 2687.00 | Comm: 0.00\n",
" 2021-06-28 11:00:00 | CLOSE_SHORT | SHFE.fu2109 | Vol: 1 | Price: 2731.00 | Comm: 0.00 | PnL: -44.00\n",
" 2021-07-01 21:15:00 | BUY | SHFE.fu2109 | Vol: 1 | Price: 2727.00 | Comm: 0.00\n",
" 2021-07-02 10:00:00 | CLOSE_LONG | SHFE.fu2109 | Vol: 1 | Price: 2694.00 | Comm: 0.00 | PnL: -33.00\n",
" 2021-07-06 09:15:00 | BUY | SHFE.fu2109 | Vol: 1 | Price: 2748.00 | Comm: 0.00\n",
" 2021-07-06 13:30:00 | CLOSE_LONG | SHFE.fu2109 | Vol: 1 | Price: 2746.00 | Comm: 0.00 | PnL: -2.00\n",
" 2021-07-06 21:15:00 | SELL | SHFE.fu2109 | Vol: 1 | Price: 2652.00 | Comm: 0.00\n",
" 2021-07-07 14:30:00 | CLOSE_SHORT | SHFE.fu2109 | Vol: 1 | Price: 2586.00 | Comm: 0.00 | PnL: 66.00\n",
" 2021-07-14 09:15:00 | BUY | SHFE.fu2109 | Vol: 1 | Price: 2672.00 | Comm: 0.00\n",
" 2021-07-14 10:30:00 | CLOSE_LONG | SHFE.fu2109 | Vol: 1 | Price: 2665.00 | Comm: 0.00 | PnL: -7.00\n",
" 2021-07-15 09:15:00 | SELL | SHFE.fu2109 | Vol: 1 | Price: 2576.00 | Comm: 0.00\n",
" 2021-07-15 11:15:00 | CLOSE_SHORT | SHFE.fu2109 | Vol: 1 | Price: 2577.00 | Comm: 0.00 | PnL: -1.00\n",
" 2021-08-02 09:15:00 | SELL | SHFE.fu2109 | Vol: 1 | Price: 2606.00 | Comm: 0.00\n",
" 2021-08-02 11:15:00 | CLOSE_SHORT | SHFE.fu2109 | Vol: 1 | Price: 2595.00 | Comm: 0.00 | PnL: 11.00\n",
" 2021-08-03 21:15:00 | SELL | SHFE.fu2109 | Vol: 1 | Price: 2524.00 | Comm: 0.00\n",
" 2021-08-04 09:30:00 | CLOSE_SHORT | SHFE.fu2109 | Vol: 1 | Price: 2535.00 | Comm: 0.00 | PnL: -11.00\n",
" 2021-08-09 09:30:00 | SELL | SHFE.fu2109 | Vol: 1 | Price: 2485.00 | Comm: 0.00\n",
" 2021-08-09 11:00:00 | CLOSE_SHORT | SHFE.fu2109 | Vol: 1 | Price: 2487.00 | Comm: 0.00 | PnL: -2.00\n",
" 2021-08-16 09:15:00 | SELL | SHFE.fu2201 | Vol: 1 | Price: 2452.00 | Comm: 0.00\n",
" 2021-08-16 11:15:00 | CLOSE_SHORT | SHFE.fu2201 | Vol: 1 | Price: 2460.00 | Comm: 0.00 | PnL: -8.00\n",
" 2021-08-16 21:15:00 | SELL | SHFE.fu2201 | Vol: 1 | Price: 2434.00 | Comm: 0.00\n",
" 2021-08-17 11:00:00 | CLOSE_SHORT | SHFE.fu2201 | Vol: 1 | Price: 2451.00 | Comm: 0.00 | PnL: -17.00\n",
" 2021-08-19 09:15:00 | SELL | SHFE.fu2201 | Vol: 1 | Price: 2368.00 | Comm: 0.00\n",
" 2021-08-19 11:15:00 | CLOSE_SHORT | SHFE.fu2201 | Vol: 1 | Price: 2372.00 | Comm: 0.00 | PnL: -4.00\n",
" 2021-08-23 21:15:00 | BUY | SHFE.fu2201 | Vol: 1 | Price: 2397.00 | Comm: 0.00\n",
" 2021-08-24 11:15:00 | CLOSE_LONG | SHFE.fu2201 | Vol: 1 | Price: 2437.00 | Comm: 0.00 | PnL: 40.00\n",
" 2021-08-31 21:15:00 | SELL | SHFE.fu2201 | Vol: 1 | Price: 2540.00 | Comm: 0.00\n",
" 2021-09-01 10:00:00 | CLOSE_SHORT | SHFE.fu2201 | Vol: 1 | Price: 2553.00 | Comm: 0.00 | PnL: -13.00\n",
" 2021-09-01 22:00:00 | SELL | SHFE.fu2201 | Vol: 1 | Price: 2519.00 | Comm: 0.00\n",
" 2021-09-02 11:00:00 | CLOSE_SHORT | SHFE.fu2201 | Vol: 1 | Price: 2549.00 | Comm: 0.00 | PnL: -30.00\n",
" 2021-09-07 21:15:00 | SELL | SHFE.fu2201 | Vol: 1 | Price: 2575.00 | Comm: 0.00\n",
" 2021-09-08 10:00:00 | CLOSE_SHORT | SHFE.fu2201 | Vol: 1 | Price: 2592.00 | Comm: 0.00 | PnL: -17.00\n",
" 2021-09-09 21:15:00 | SELL | SHFE.fu2201 | Vol: 1 | Price: 2578.00 | Comm: 0.00\n",
" 2021-09-10 11:00:00 | CLOSE_SHORT | SHFE.fu2201 | Vol: 1 | Price: 2574.00 | Comm: 0.00 | PnL: 4.00\n",
" 2021-09-27 09:15:00 | BUY | SHFE.fu2201 | Vol: 1 | Price: 3041.00 | Comm: 0.00\n",
" 2021-09-27 11:15:00 | CLOSE_LONG | SHFE.fu2201 | Vol: 1 | Price: 3004.00 | Comm: 0.00 | PnL: -37.00\n",
" 2021-09-29 09:15:00 | SELL | SHFE.fu2201 | Vol: 1 | Price: 3008.00 | Comm: 0.00\n",
" 2021-09-29 11:15:00 | CLOSE_SHORT | SHFE.fu2201 | Vol: 1 | Price: 2968.00 | Comm: 0.00 | PnL: 40.00\n",
" 2021-10-12 22:00:00 | BUY | SHFE.fu2201 | Vol: 1 | Price: 3274.00 | Comm: 0.00\n",
" 2021-10-13 14:15:00 | CLOSE_LONG | SHFE.fu2201 | Vol: 1 | Price: 3180.00 | Comm: 0.00 | PnL: -94.00\n",
" 2021-10-18 09:15:00 | BUY | SHFE.fu2201 | Vol: 1 | Price: 3235.00 | Comm: 0.00\n",
" 2021-10-18 10:45:00 | CLOSE_LONG | SHFE.fu2201 | Vol: 1 | Price: 3233.00 | Comm: 0.00 | PnL: -2.00\n",
" 2021-10-18 21:15:00 | SELL | SHFE.fu2201 | Vol: 1 | Price: 3186.00 | Comm: 0.00\n",
" 2021-10-19 10:45:00 | CLOSE_SHORT | SHFE.fu2201 | Vol: 1 | Price: 3090.00 | Comm: 0.00 | PnL: 96.00\n",
" 2021-10-21 09:15:00 | BUY | SHFE.fu2201 | Vol: 1 | Price: 3135.00 | Comm: 0.00\n",
" 2021-10-21 09:45:00 | CLOSE_LONG | SHFE.fu2201 | Vol: 1 | Price: 3134.00 | Comm: 0.00 | PnL: -1.00\n",
" 2021-10-21 22:30:00 | SELL | SHFE.fu2201 | Vol: 1 | Price: 3000.00 | Comm: 0.00\n",
" 2021-10-22 10:30:00 | CLOSE_SHORT | SHFE.fu2201 | Vol: 1 | Price: 3010.00 | Comm: 0.00 | PnL: -10.00\n",
" 2021-10-26 21:15:00 | SELL | SHFE.fu2201 | Vol: 1 | Price: 3019.00 | Comm: 0.00\n",
" 2021-10-27 10:30:00 | CLOSE_SHORT | SHFE.fu2201 | Vol: 1 | Price: 2977.00 | Comm: 0.00 | PnL: 42.00\n",
" 2021-10-28 09:45:00 | SELL | SHFE.fu2201 | Vol: 1 | Price: 2798.00 | Comm: 0.00\n",
" 2021-10-28 13:30:00 | CLOSE_SHORT | SHFE.fu2201 | Vol: 1 | Price: 2798.00 | Comm: 0.00 | PnL: 0.00\n",
" 2021-10-28 22:00:00 | BUY | SHFE.fu2201 | Vol: 1 | Price: 2873.00 | Comm: 0.00\n",
" 2021-10-29 09:00:00 | CLOSE_LONG | SHFE.fu2201 | Vol: 1 | Price: 2882.00 | Comm: 0.00 | PnL: 9.00\n",
" 2021-11-10 09:15:00 | BUY | SHFE.fu2201 | Vol: 1 | Price: 2953.00 | Comm: 0.00\n",
" 2021-11-10 10:45:00 | CLOSE_LONG | SHFE.fu2201 | Vol: 1 | Price: 2965.00 | Comm: 0.00 | PnL: 12.00\n",
" 2021-11-11 09:15:00 | SELL | SHFE.fu2201 | Vol: 1 | Price: 2865.00 | Comm: 0.00\n",
" 2021-11-11 10:45:00 | CLOSE_SHORT | SHFE.fu2201 | Vol: 1 | Price: 2869.00 | Comm: 0.00 | PnL: -4.00\n",
" 2021-11-16 09:15:00 | BUY | SHFE.fu2201 | Vol: 1 | Price: 2861.00 | Comm: 0.00\n",
" 2021-11-16 11:15:00 | CLOSE_LONG | SHFE.fu2201 | Vol: 1 | Price: 2903.00 | Comm: 0.00 | PnL: 42.00\n",
" 2021-11-18 09:15:00 | SELL | SHFE.fu2201 | Vol: 1 | Price: 2795.00 | Comm: 0.00\n",
" 2021-11-18 11:15:00 | CLOSE_SHORT | SHFE.fu2201 | Vol: 1 | Price: 2783.00 | Comm: 0.00 | PnL: 12.00\n",
" 2021-11-26 21:15:00 | SELL | SHFE.fu2201 | Vol: 1 | Price: 2760.00 | Comm: 0.00\n",
" 2021-11-29 14:45:00 | CLOSE_SHORT | SHFE.fu2201 | Vol: 1 | Price: 2656.00 | Comm: 0.00 | PnL: 104.00\n",
" 2021-11-30 14:45:00 | SELL | SHFE.fu2205 | Vol: 1 | Price: 2540.00 | Comm: 0.00\n",
" 2021-12-01 13:30:00 | CLOSE_SHORT | SHFE.fu2205 | Vol: 1 | Price: 2531.00 | Comm: 0.00 | PnL: 9.00\n",
" 2021-12-01 21:45:00 | SELL | SHFE.fu2205 | Vol: 1 | Price: 2507.00 | Comm: 0.00\n",
" 2021-12-02 10:30:00 | CLOSE_SHORT | SHFE.fu2205 | Vol: 1 | Price: 2458.00 | Comm: 0.00 | PnL: 49.00\n",
" 2021-12-09 09:30:00 | BUY | SHFE.fu2205 | Vol: 1 | Price: 2676.00 | Comm: 0.00\n",
" 2021-12-09 10:30:00 | CLOSE_LONG | SHFE.fu2205 | Vol: 1 | Price: 2677.00 | Comm: 0.00 | PnL: 1.00\n",
" 2021-12-09 21:15:00 | SELL | SHFE.fu2205 | Vol: 1 | Price: 2641.00 | Comm: 0.00\n",
" 2021-12-10 10:30:00 | CLOSE_SHORT | SHFE.fu2205 | Vol: 1 | Price: 2640.00 | Comm: 0.00 | PnL: 1.00\n",
" 2021-12-13 21:15:00 | SELL | SHFE.fu2205 | Vol: 1 | Price: 2652.00 | Comm: 0.00\n",
" 2021-12-13 22:15:00 | CLOSE_SHORT | SHFE.fu2205 | Vol: 1 | Price: 2665.00 | Comm: 0.00 | PnL: -13.00\n",
" 2021-12-16 09:15:00 | BUY | SHFE.fu2205 | Vol: 1 | Price: 2712.00 | Comm: 0.00\n",
" 2021-12-16 11:15:00 | CLOSE_LONG | SHFE.fu2205 | Vol: 1 | Price: 2703.00 | Comm: 0.00 | PnL: -9.00\n",
" 2021-12-17 21:15:00 | SELL | SHFE.fu2205 | Vol: 1 | Price: 2667.00 | Comm: 0.00\n",
" 2021-12-20 11:15:00 | CLOSE_SHORT | SHFE.fu2205 | Vol: 1 | Price: 2599.00 | Comm: 0.00 | PnL: 68.00\n",
" 2021-12-27 22:00:00 | BUY | SHFE.fu2205 | Vol: 1 | Price: 2780.00 | Comm: 0.00\n",
" 2021-12-28 11:15:00 | CLOSE_LONG | SHFE.fu2205 | Vol: 1 | Price: 2840.00 | Comm: 0.00 | PnL: 60.00\n",
" 2021-12-30 09:15:00 | BUY | SHFE.fu2205 | Vol: 1 | Price: 2862.00 | Comm: 0.00\n",
" 2021-12-30 10:30:00 | CLOSE_LONG | SHFE.fu2205 | Vol: 1 | Price: 2873.00 | Comm: 0.00 | PnL: 11.00\n",
" 2022-01-05 09:00:00 | BUY | SHFE.fu2205 | Vol: 1 | Price: 2886.00 | Comm: 0.00\n",
" 2022-01-05 11:00:00 | CLOSE_LONG | SHFE.fu2205 | Vol: 1 | Price: 2851.00 | Comm: 0.00 | PnL: -35.00\n",
" 2022-01-06 09:15:00 | SELL | SHFE.fu2205 | Vol: 1 | Price: 2833.00 | Comm: 0.00\n",
" 2022-01-06 11:00:00 | CLOSE_SHORT | SHFE.fu2205 | Vol: 1 | Price: 2840.00 | Comm: 0.00 | PnL: -7.00\n",
" 2022-01-06 21:15:00 | BUY | SHFE.fu2205 | Vol: 1 | Price: 2936.00 | Comm: 0.00\n",
" 2022-01-07 09:45:00 | CLOSE_LONG | SHFE.fu2205 | Vol: 1 | Price: 2949.00 | Comm: 0.00 | PnL: 13.00\n",
" 2022-01-11 22:15:00 | BUY | SHFE.fu2205 | Vol: 1 | Price: 2919.00 | Comm: 0.00\n",
" 2022-01-12 11:15:00 | CLOSE_LONG | SHFE.fu2205 | Vol: 1 | Price: 2957.00 | Comm: 0.00 | PnL: 38.00\n",
" 2022-01-14 22:30:00 | BUY | SHFE.fu2205 | Vol: 1 | Price: 3006.00 | Comm: 0.00\n",
" 2022-01-17 11:00:00 | CLOSE_LONG | SHFE.fu2205 | Vol: 1 | Price: 3028.00 | Comm: 0.00 | PnL: 22.00\n",
" 2022-01-18 21:15:00 | BUY | SHFE.fu2205 | Vol: 1 | Price: 3100.00 | Comm: 0.00\n",
" 2022-01-19 11:00:00 | CLOSE_LONG | SHFE.fu2205 | Vol: 1 | Price: 3145.00 | Comm: 0.00 | PnL: 45.00\n",
" 2022-01-21 09:15:00 | SELL | SHFE.fu2205 | Vol: 1 | Price: 3088.00 | Comm: 0.00\n",
" 2022-01-21 13:30:00 | CLOSE_SHORT | SHFE.fu2205 | Vol: 1 | Price: 3125.00 | Comm: 0.00 | PnL: -37.00\n",
" 2022-01-24 09:15:00 | BUY | SHFE.fu2205 | Vol: 1 | Price: 3176.00 | Comm: 0.00\n",
" 2022-01-24 10:30:00 | CLOSE_LONG | SHFE.fu2205 | Vol: 1 | Price: 3175.00 | Comm: 0.00 | PnL: -1.00\n",
" 2022-01-24 22:00:00 | SELL | SHFE.fu2205 | Vol: 1 | Price: 3082.00 | Comm: 0.00\n",
" 2022-01-25 09:45:00 | CLOSE_SHORT | SHFE.fu2205 | Vol: 1 | Price: 3087.00 | Comm: 0.00 | PnL: -5.00\n",
" 2022-02-07 09:15:00 | BUY | SHFE.fu2205 | Vol: 1 | Price: 3351.00 | Comm: 0.00\n",
" 2022-02-07 13:30:00 | CLOSE_LONG | SHFE.fu2205 | Vol: 1 | Price: 3347.00 | Comm: 0.00 | PnL: -4.00\n",
" 2022-02-11 09:15:00 | SELL | SHFE.fu2205 | Vol: 1 | Price: 3185.00 | Comm: 0.00\n",
" 2022-02-11 10:45:00 | CLOSE_SHORT | SHFE.fu2205 | Vol: 1 | Price: 3187.00 | Comm: 0.00 | PnL: -2.00\n",
" 2022-02-14 09:15:00 | BUY | SHFE.fu2205 | Vol: 1 | Price: 3318.00 | Comm: 0.00\n",
" 2022-02-14 11:15:00 | CLOSE_LONG | SHFE.fu2205 | Vol: 1 | Price: 3338.00 | Comm: 0.00 | PnL: 20.00\n",
" 2022-02-15 21:15:00 | SELL | SHFE.fu2205 | Vol: 1 | Price: 3272.00 | Comm: 0.00\n",
" 2022-02-16 10:45:00 | CLOSE_SHORT | SHFE.fu2205 | Vol: 1 | Price: 3190.00 | Comm: 0.00 | PnL: 82.00\n",
" 2022-02-17 09:15:00 | SELL | SHFE.fu2205 | Vol: 1 | Price: 3157.00 | Comm: 0.00\n",
" 2022-02-17 10:30:00 | CLOSE_SHORT | SHFE.fu2205 | Vol: 1 | Price: 3170.00 | Comm: 0.00 | PnL: -13.00\n",
" 2022-02-17 22:30:00 | SELL | SHFE.fu2205 | Vol: 1 | Price: 3139.00 | Comm: 0.00\n",
" 2022-02-18 10:30:00 | CLOSE_SHORT | SHFE.fu2205 | Vol: 1 | Price: 3150.00 | Comm: 0.00 | PnL: -11.00\n",
" 2022-02-21 09:15:00 | BUY | SHFE.fu2205 | Vol: 1 | Price: 3164.00 | Comm: 0.00\n",
" 2022-02-21 11:15:00 | CLOSE_LONG | SHFE.fu2205 | Vol: 1 | Price: 3189.00 | Comm: 0.00 | PnL: 25.00\n",
" 2022-02-28 09:15:00 | BUY | SHFE.fu2205 | Vol: 1 | Price: 3362.00 | Comm: 0.00\n",
" 2022-02-28 10:00:00 | CLOSE_LONG | SHFE.fu2205 | Vol: 1 | Price: 3387.00 | Comm: 0.00 | PnL: 25.00\n",
" 2022-03-02 09:15:00 | BUY | SHFE.fu2205 | Vol: 1 | Price: 3578.00 | Comm: 0.00\n",
" 2022-03-02 14:15:00 | CLOSE_LONG | SHFE.fu2205 | Vol: 1 | Price: 3580.00 | Comm: 0.00 | PnL: 2.00\n",
" 2022-03-03 09:15:00 | BUY | SHFE.fu2205 | Vol: 1 | Price: 3797.00 | Comm: 0.00\n",
" 2022-03-03 11:15:00 | CLOSE_LONG | SHFE.fu2205 | Vol: 1 | Price: 3788.00 | Comm: 0.00 | PnL: -9.00\n",
" 2022-03-08 21:30:00 | BUY | SHFE.fu2205 | Vol: 1 | Price: 4396.00 | Comm: 0.00\n",
" 2022-03-09 09:45:00 | CLOSE_LONG | SHFE.fu2205 | Vol: 1 | Price: 4445.00 | Comm: 0.00 | PnL: 49.00\n",
" 2022-03-17 09:00:00 | SELL | SHFE.fu2205 | Vol: 1 | Price: 3557.00 | Comm: 0.00\n",
" 2022-03-17 09:45:00 | CLOSE_SHORT | SHFE.fu2205 | Vol: 1 | Price: 3600.00 | Comm: 0.00 | PnL: -43.00\n",
" 2022-03-22 22:00:00 | SELL | SHFE.fu2205 | Vol: 1 | Price: 3978.00 | Comm: 0.00\n",
" 2022-03-23 10:30:00 | CLOSE_SHORT | SHFE.fu2205 | Vol: 1 | Price: 4095.00 | Comm: 0.00 | PnL: -117.00\n",
" 2022-03-23 21:15:00 | BUY | SHFE.fu2205 | Vol: 1 | Price: 4275.00 | Comm: 0.00\n",
" 2022-03-24 10:00:00 | CLOSE_LONG | SHFE.fu2205 | Vol: 1 | Price: 4341.00 | Comm: 0.00 | PnL: 66.00\n",
" 2022-03-25 09:15:00 | SELL | SHFE.fu2205 | Vol: 1 | Price: 4210.00 | Comm: 0.00\n",
" 2022-03-25 10:00:00 | CLOSE_SHORT | SHFE.fu2205 | Vol: 1 | Price: 4255.00 | Comm: 0.00 | PnL: -45.00\n",
" 2022-03-29 21:15:00 | SELL | SHFE.fu2205 | Vol: 1 | Price: 3787.00 | Comm: 0.00\n",
" 2022-03-30 10:00:00 | CLOSE_SHORT | SHFE.fu2205 | Vol: 1 | Price: 3946.00 | Comm: 0.00 | PnL: -159.00\n",
" 2022-04-01 09:00:00 | SELL | SHFE.fu2209 | Vol: 1 | Price: 3745.00 | Comm: 0.00\n",
" 2022-04-01 13:30:00 | CLOSE_SHORT | SHFE.fu2209 | Vol: 1 | Price: 3753.00 | Comm: 0.00 | PnL: -8.00\n",
" 2022-04-06 09:15:00 | BUY | SHFE.fu2209 | Vol: 1 | Price: 3889.00 | Comm: 0.00\n",
" 2022-04-06 11:15:00 | CLOSE_LONG | SHFE.fu2209 | Vol: 1 | Price: 3949.00 | Comm: 0.00 | PnL: 60.00\n",
" 2022-04-07 09:15:00 | SELL | SHFE.fu2209 | Vol: 1 | Price: 3792.00 | Comm: 0.00\n",
" 2022-04-07 11:00:00 | CLOSE_SHORT | SHFE.fu2209 | Vol: 1 | Price: 3783.00 | Comm: 0.00 | PnL: 9.00\n",
" 2022-04-11 21:15:00 | SELL | SHFE.fu2209 | Vol: 1 | Price: 3715.00 | Comm: 0.00\n",
" 2022-04-12 13:30:00 | CLOSE_SHORT | SHFE.fu2209 | Vol: 1 | Price: 3850.00 | Comm: 0.00 | PnL: -135.00\n",
" 2022-04-12 21:15:00 | BUY | SHFE.fu2209 | Vol: 1 | Price: 3943.00 | Comm: 0.00\n",
" 2022-04-13 10:45:00 | CLOSE_LONG | SHFE.fu2209 | Vol: 1 | Price: 3999.00 | Comm: 0.00 | PnL: 56.00\n",
" 2022-04-18 09:30:00 | SELL | SHFE.fu2209 | Vol: 1 | Price: 4203.00 | Comm: 0.00\n",
" 2022-04-18 13:30:00 | CLOSE_SHORT | SHFE.fu2209 | Vol: 1 | Price: 4168.00 | Comm: 0.00 | PnL: 35.00\n",
" 2022-04-19 22:30:00 | SELL | SHFE.fu2209 | Vol: 1 | Price: 3958.00 | Comm: 0.00\n",
" 2022-04-20 11:00:00 | CLOSE_SHORT | SHFE.fu2209 | Vol: 1 | Price: 4049.00 | Comm: 0.00 | PnL: -91.00\n",
" 2022-04-25 09:15:00 | SELL | SHFE.fu2209 | Vol: 1 | Price: 3906.00 | Comm: 0.00\n",
" 2022-04-25 10:30:00 | CLOSE_SHORT | SHFE.fu2209 | Vol: 1 | Price: 3904.00 | Comm: 0.00 | PnL: 2.00\n",
" 2022-04-26 21:15:00 | BUY | SHFE.fu2209 | Vol: 1 | Price: 4060.00 | Comm: 0.00\n",
" 2022-04-27 10:30:00 | CLOSE_LONG | SHFE.fu2209 | Vol: 1 | Price: 4117.00 | Comm: 0.00 | PnL: 57.00\n",
" 2022-05-09 22:30:00 | SELL | SHFE.fu2209 | Vol: 1 | Price: 4165.00 | Comm: 0.00\n",
" 2022-05-10 13:30:00 | CLOSE_SHORT | SHFE.fu2209 | Vol: 1 | Price: 3986.00 | Comm: 0.00 | PnL: 179.00\n",
" 2022-05-18 21:45:00 | SELL | SHFE.fu2209 | Vol: 1 | Price: 4204.00 | Comm: 0.00\n",
" 2022-05-19 11:00:00 | CLOSE_SHORT | SHFE.fu2209 | Vol: 1 | Price: 4163.00 | Comm: 0.00 | PnL: 41.00\n",
" 2022-05-23 22:15:00 | SELL | SHFE.fu2209 | Vol: 1 | Price: 4136.00 | Comm: 0.00\n",
" 2022-05-24 10:00:00 | CLOSE_SHORT | SHFE.fu2209 | Vol: 1 | Price: 4161.00 | Comm: 0.00 | PnL: -25.00\n",
" 2022-05-24 21:30:00 | BUY | SHFE.fu2209 | Vol: 1 | Price: 4242.00 | Comm: 0.00\n",
" 2022-05-25 09:30:00 | CLOSE_LONG | SHFE.fu2209 | Vol: 1 | Price: 4260.00 | Comm: 0.00 | PnL: 18.00\n",
" 2022-05-27 21:15:00 | SELL | SHFE.fu2209 | Vol: 1 | Price: 4207.00 | Comm: 0.00\n",
" 2022-05-30 10:45:00 | CLOSE_SHORT | SHFE.fu2209 | Vol: 1 | Price: 4234.00 | Comm: 0.00 | PnL: -27.00\n",
" 2022-05-31 21:30:00 | BUY | SHFE.fu2209 | Vol: 1 | Price: 4290.00 | Comm: 0.00\n",
" 2022-06-01 09:00:00 | CLOSE_LONG | SHFE.fu2209 | Vol: 1 | Price: 4186.00 | Comm: 0.00 | PnL: -104.00\n",
" 2022-06-01 09:15:00 | SELL | SHFE.fu2209 | Vol: 1 | Price: 4129.00 | Comm: 0.00\n",
" 2022-06-01 11:15:00 | CLOSE_SHORT | SHFE.fu2209 | Vol: 1 | Price: 4099.00 | Comm: 0.00 | PnL: 30.00\n",
" 2022-06-06 09:15:00 | BUY | SHFE.fu2209 | Vol: 1 | Price: 4236.00 | Comm: 0.00\n",
" 2022-06-06 11:00:00 | CLOSE_LONG | SHFE.fu2209 | Vol: 1 | Price: 4294.00 | Comm: 0.00 | PnL: 58.00\n",
" 2022-06-09 09:15:00 | BUY | SHFE.fu2209 | Vol: 1 | Price: 4081.00 | Comm: 0.00\n",
" 2022-06-09 13:30:00 | CLOSE_LONG | SHFE.fu2209 | Vol: 1 | Price: 3984.00 | Comm: 0.00 | PnL: -97.00\n",
" 2022-06-14 09:15:00 | BUY | SHFE.fu2209 | Vol: 1 | Price: 4149.00 | Comm: 0.00\n",
" 2022-06-14 10:45:00 | CLOSE_LONG | SHFE.fu2209 | Vol: 1 | Price: 4170.00 | Comm: 0.00 | PnL: 21.00\n",
" 2022-06-20 09:15:00 | SELL | SHFE.fu2209 | Vol: 1 | Price: 3851.00 | Comm: 0.00\n",
" 2022-06-20 11:15:00 | CLOSE_SHORT | SHFE.fu2209 | Vol: 1 | Price: 3819.00 | Comm: 0.00 | PnL: 32.00\n",
" 2022-06-24 22:15:00 | BUY | SHFE.fu2209 | Vol: 1 | Price: 3814.00 | Comm: 0.00\n",
" 2022-06-27 10:30:00 | CLOSE_LONG | SHFE.fu2209 | Vol: 1 | Price: 3883.00 | Comm: 0.00 | PnL: 69.00\n",
" 2022-06-30 09:15:00 | SELL | SHFE.fu2209 | Vol: 1 | Price: 3860.00 | Comm: 0.00\n",
" 2022-06-30 10:30:00 | CLOSE_SHORT | SHFE.fu2209 | Vol: 1 | Price: 3863.00 | Comm: 0.00 | PnL: -3.00\n",
" 2022-07-04 21:45:00 | SELL | SHFE.fu2209 | Vol: 1 | Price: 3567.00 | Comm: 0.00\n",
" 2022-07-05 10:00:00 | CLOSE_SHORT | SHFE.fu2209 | Vol: 1 | Price: 3638.00 | Comm: 0.00 | PnL: -71.00\n",
" 2022-07-05 21:15:00 | SELL | SHFE.fu2209 | Vol: 1 | Price: 3435.00 | Comm: 0.00\n",
" 2022-07-07 10:00:00 | CLOSE_SHORT | SHFE.fu2209 | Vol: 1 | Price: 3158.00 | Comm: 0.00 | PnL: 277.00\n",
" 2022-07-19 21:15:00 | SELL | SHFE.fu2209 | Vol: 1 | Price: 3031.00 | Comm: 0.00\n",
" 2022-07-20 10:00:00 | CLOSE_SHORT | SHFE.fu2209 | Vol: 1 | Price: 3092.00 | Comm: 0.00 | PnL: -61.00\n",
" 2022-08-03 21:15:00 | BUY | SHFE.fu2301 | Vol: 1 | Price: 3188.00 | Comm: 0.00\n",
" 2022-08-04 11:15:00 | CLOSE_LONG | SHFE.fu2301 | Vol: 1 | Price: 3044.00 | Comm: 0.00 | PnL: -144.00\n",
" 2022-08-05 21:15:00 | SELL | SHFE.fu2301 | Vol: 1 | Price: 2943.00 | Comm: 0.00\n",
" 2022-08-08 10:00:00 | CLOSE_SHORT | SHFE.fu2301 | Vol: 1 | Price: 3068.00 | Comm: 0.00 | PnL: -125.00\n",
" 2022-08-10 21:15:00 | BUY | SHFE.fu2301 | Vol: 1 | Price: 3230.00 | Comm: 0.00\n",
" 2022-08-11 11:00:00 | CLOSE_LONG | SHFE.fu2301 | Vol: 1 | Price: 3275.00 | Comm: 0.00 | PnL: 45.00\n",
" 2022-08-12 21:45:00 | SELL | SHFE.fu2301 | Vol: 1 | Price: 3368.00 | Comm: 0.00\n",
" 2022-08-15 10:30:00 | CLOSE_SHORT | SHFE.fu2301 | Vol: 1 | Price: 3350.00 | Comm: 0.00 | PnL: 18.00\n",
" 2022-08-15 21:15:00 | SELL | SHFE.fu2301 | Vol: 1 | Price: 3257.00 | Comm: 0.00\n",
" 2022-08-16 11:15:00 | CLOSE_SHORT | SHFE.fu2301 | Vol: 1 | Price: 3274.00 | Comm: 0.00 | PnL: -17.00\n",
" 2022-08-18 21:15:00 | BUY | SHFE.fu2301 | Vol: 1 | Price: 3263.00 | Comm: 0.00\n",
" 2022-08-19 13:45:00 | CLOSE_LONG | SHFE.fu2301 | Vol: 1 | Price: 3178.00 | Comm: 0.00 | PnL: -85.00\n",
" 2022-08-22 22:15:00 | SELL | SHFE.fu2301 | Vol: 1 | Price: 3098.00 | Comm: 0.00\n",
" 2022-08-23 11:00:00 | CLOSE_SHORT | SHFE.fu2301 | Vol: 1 | Price: 3285.00 | Comm: 0.00 | PnL: -187.00\n",
" 2022-08-26 09:15:00 | SELL | SHFE.fu2301 | Vol: 1 | Price: 3314.00 | Comm: 0.00\n",
" 2022-08-26 10:00:00 | CLOSE_SHORT | SHFE.fu2301 | Vol: 1 | Price: 3334.00 | Comm: 0.00 | PnL: -20.00\n",
" 2022-08-26 21:15:00 | SELL | SHFE.fu2301 | Vol: 1 | Price: 3307.00 | Comm: 0.00\n",
" 2022-08-29 11:00:00 | CLOSE_SHORT | SHFE.fu2301 | Vol: 1 | Price: 3352.00 | Comm: 0.00 | PnL: -45.00\n",
" 2022-08-30 21:15:00 | SELL | SHFE.fu2301 | Vol: 1 | Price: 3218.00 | Comm: 0.00\n",
" 2022-08-31 10:30:00 | CLOSE_SHORT | SHFE.fu2301 | Vol: 1 | Price: 3152.00 | Comm: 0.00 | PnL: 66.00\n",
" 2022-09-06 21:15:00 | SELL | SHFE.fu2301 | Vol: 1 | Price: 2971.00 | Comm: 0.00\n",
" 2022-09-07 11:00:00 | CLOSE_SHORT | SHFE.fu2301 | Vol: 1 | Price: 2851.00 | Comm: 0.00 | PnL: 120.00\n",
" 2022-09-16 22:15:00 | BUY | SHFE.fu2301 | Vol: 1 | Price: 2844.00 | Comm: 0.00\n",
" 2022-09-19 09:45:00 | CLOSE_LONG | SHFE.fu2301 | Vol: 1 | Price: 2835.00 | Comm: 0.00 | PnL: -9.00\n",
" 2022-09-22 21:15:00 | BUY | SHFE.fu2301 | Vol: 1 | Price: 2856.00 | Comm: 0.00\n",
" 2022-09-22 22:30:00 | CLOSE_LONG | SHFE.fu2301 | Vol: 1 | Price: 2841.00 | Comm: 0.00 | PnL: -15.00\n",
" 2022-10-10 09:15:00 | BUY | SHFE.fu2301 | Vol: 1 | Price: 2957.00 | Comm: 0.00\n",
" 2022-10-10 11:15:00 | CLOSE_LONG | SHFE.fu2301 | Vol: 1 | Price: 2972.00 | Comm: 0.00 | PnL: 15.00\n",
" 2022-10-12 22:30:00 | SELL | SHFE.fu2301 | Vol: 1 | Price: 2737.00 | Comm: 0.00\n",
" 2022-10-13 09:45:00 | CLOSE_SHORT | SHFE.fu2301 | Vol: 1 | Price: 2744.00 | Comm: 0.00 | PnL: -7.00\n",
" 2022-10-13 21:15:00 | SELL | SHFE.fu2301 | Vol: 1 | Price: 2678.00 | Comm: 0.00\n",
" 2022-10-14 10:00:00 | CLOSE_SHORT | SHFE.fu2301 | Vol: 1 | Price: 2732.00 | Comm: 0.00 | PnL: -54.00\n",
" 2022-10-19 21:45:00 | BUY | SHFE.fu2301 | Vol: 1 | Price: 2718.00 | Comm: 0.00\n",
" 2022-10-20 10:45:00 | CLOSE_LONG | SHFE.fu2301 | Vol: 1 | Price: 2766.00 | Comm: 0.00 | PnL: 48.00\n",
" 2022-10-26 09:15:00 | SELL | SHFE.fu2301 | Vol: 1 | Price: 2570.00 | Comm: 0.00\n",
" 2022-10-26 11:15:00 | CLOSE_SHORT | SHFE.fu2301 | Vol: 1 | Price: 2573.00 | Comm: 0.00 | PnL: -3.00\n",
" 2022-10-31 21:15:00 | SELL | SHFE.fu2301 | Vol: 1 | Price: 2613.00 | Comm: 0.00\n",
" 2022-11-01 11:00:00 | CLOSE_SHORT | SHFE.fu2301 | Vol: 1 | Price: 2740.00 | Comm: 0.00 | PnL: -127.00\n",
" 2022-11-04 21:15:00 | BUY | SHFE.fu2301 | Vol: 1 | Price: 2926.00 | Comm: 0.00\n",
" 2022-11-04 22:30:00 | CLOSE_LONG | SHFE.fu2301 | Vol: 1 | Price: 2914.00 | Comm: 0.00 | PnL: -12.00\n",
" 2022-11-10 09:15:00 | SELL | SHFE.fu2301 | Vol: 1 | Price: 2776.00 | Comm: 0.00\n",
" 2022-11-10 10:30:00 | CLOSE_SHORT | SHFE.fu2301 | Vol: 1 | Price: 2778.00 | Comm: 0.00 | PnL: -2.00\n",
" 2022-11-10 21:45:00 | BUY | SHFE.fu2301 | Vol: 1 | Price: 2880.00 | Comm: 0.00\n",
" 2022-11-11 10:00:00 | CLOSE_LONG | SHFE.fu2301 | Vol: 1 | Price: 2859.00 | Comm: 0.00 | PnL: -21.00\n",
" 2022-11-16 09:15:00 | BUY | SHFE.fu2301 | Vol: 1 | Price: 2915.00 | Comm: 0.00\n",
" 2022-11-16 10:45:00 | CLOSE_LONG | SHFE.fu2301 | Vol: 1 | Price: 2879.00 | Comm: 0.00 | PnL: -36.00\n",
" 2022-11-18 21:15:00 | SELL | SHFE.fu2301 | Vol: 1 | Price: 2721.00 | Comm: 0.00\n",
" 2022-11-21 10:45:00 | CLOSE_SHORT | SHFE.fu2301 | Vol: 1 | Price: 2650.00 | Comm: 0.00 | PnL: 71.00\n",
" 2022-11-25 21:15:00 | BUY | SHFE.fu2301 | Vol: 1 | Price: 2672.00 | Comm: 0.00\n",
" 2022-11-28 11:15:00 | CLOSE_LONG | SHFE.fu2301 | Vol: 1 | Price: 2535.00 | Comm: 0.00 | PnL: -137.00\n",
" 2022-11-30 21:15:00 | BUY | SHFE.fu2301 | Vol: 1 | Price: 2621.00 | Comm: 0.00\n",
" 2022-11-30 22:30:00 | CLOSE_LONG | SHFE.fu2301 | Vol: 1 | Price: 2605.00 | Comm: 0.00 | PnL: -16.00\n",
" 2022-12-02 09:15:00 | SELL | SHFE.fu2301 | Vol: 1 | Price: 2522.00 | Comm: 0.00\n",
" 2022-12-02 10:45:00 | CLOSE_SHORT | SHFE.fu2301 | Vol: 1 | Price: 2551.00 | Comm: 0.00 | PnL: -29.00\n",
" 2022-12-05 21:15:00 | BUY | SHFE.fu2305 | Vol: 1 | Price: 2620.00 | Comm: 0.00\n",
" 2022-12-06 14:30:00 | CLOSE_LONG | SHFE.fu2305 | Vol: 1 | Price: 2538.00 | Comm: 0.00 | PnL: -82.00\n",
" 2022-12-07 09:15:00 | SELL | SHFE.fu2305 | Vol: 1 | Price: 2502.00 | Comm: 0.00\n",
" 2022-12-07 11:15:00 | CLOSE_SHORT | SHFE.fu2305 | Vol: 1 | Price: 2489.00 | Comm: 0.00 | PnL: 13.00\n",
" 2022-12-08 21:30:00 | BUY | SHFE.fu2305 | Vol: 1 | Price: 2538.00 | Comm: 0.00\n",
" 2022-12-09 10:30:00 | CLOSE_LONG | SHFE.fu2305 | Vol: 1 | Price: 2528.00 | Comm: 0.00 | PnL: -10.00\n",
" 2022-12-12 21:15:00 | SELL | SHFE.fu2305 | Vol: 1 | Price: 2482.00 | Comm: 0.00\n",
" 2022-12-13 10:00:00 | CLOSE_SHORT | SHFE.fu2305 | Vol: 1 | Price: 2527.00 | Comm: 0.00 | PnL: -45.00\n",
" 2022-12-13 21:45:00 | BUY | SHFE.fu2305 | Vol: 1 | Price: 2569.00 | Comm: 0.00\n",
" 2022-12-14 09:45:00 | CLOSE_LONG | SHFE.fu2305 | Vol: 1 | Price: 2537.00 | Comm: 0.00 | PnL: -32.00\n",
" 2022-12-19 22:15:00 | BUY | SHFE.fu2305 | Vol: 1 | Price: 2484.00 | Comm: 0.00\n",
" 2022-12-20 11:00:00 | CLOSE_LONG | SHFE.fu2305 | Vol: 1 | Price: 2554.00 | Comm: 0.00 | PnL: 70.00\n",
" 2022-12-20 21:15:00 | BUY | SHFE.fu2305 | Vol: 1 | Price: 2588.00 | Comm: 0.00\n",
" 2022-12-20 22:45:00 | CLOSE_LONG | SHFE.fu2305 | Vol: 1 | Price: 2587.00 | Comm: 0.00 | PnL: -1.00\n",
" 2022-12-26 09:15:00 | SELL | SHFE.fu2305 | Vol: 1 | Price: 2699.00 | Comm: 0.00\n",
" 2022-12-26 13:30:00 | CLOSE_SHORT | SHFE.fu2305 | Vol: 1 | Price: 2693.00 | Comm: 0.00 | PnL: 6.00\n",
" 2022-12-28 22:15:00 | BUY | SHFE.fu2305 | Vol: 1 | Price: 2738.00 | Comm: 0.00\n",
" 2022-12-29 10:00:00 | CLOSE_LONG | SHFE.fu2305 | Vol: 1 | Price: 2696.00 | Comm: 0.00 | PnL: -42.00\n",
" 2022-12-30 09:15:00 | BUY | SHFE.fu2305 | Vol: 1 | Price: 2740.00 | Comm: 0.00\n",
" 2022-12-30 11:15:00 | CLOSE_LONG | SHFE.fu2305 | Vol: 1 | Price: 2712.00 | Comm: 0.00 | PnL: -28.00\n",
" 2023-01-03 21:15:00 | SELL | SHFE.fu2305 | Vol: 1 | Price: 2675.00 | Comm: 0.00\n",
" 2023-01-04 10:45:00 | CLOSE_SHORT | SHFE.fu2305 | Vol: 1 | Price: 2579.00 | Comm: 0.00 | PnL: 96.00\n",
" 2023-01-04 21:15:00 | SELL | SHFE.fu2305 | Vol: 1 | Price: 2531.00 | Comm: 0.00\n",
" 2023-01-04 22:30:00 | CLOSE_SHORT | SHFE.fu2305 | Vol: 1 | Price: 2525.00 | Comm: 0.00 | PnL: 6.00\n",
" 2023-01-12 09:15:00 | BUY | SHFE.fu2305 | Vol: 1 | Price: 2609.00 | Comm: 0.00\n",
" 2023-01-12 11:15:00 | CLOSE_LONG | SHFE.fu2305 | Vol: 1 | Price: 2624.00 | Comm: 0.00 | PnL: 15.00\n",
" 2023-01-17 21:15:00 | BUY | SHFE.fu2305 | Vol: 1 | Price: 2682.00 | Comm: 0.00\n",
" 2023-01-18 14:15:00 | CLOSE_LONG | SHFE.fu2305 | Vol: 1 | Price: 2798.00 | Comm: 0.00 | PnL: 116.00\n",
" 2023-01-18 21:15:00 | BUY | SHFE.fu2305 | Vol: 1 | Price: 2811.00 | Comm: 0.00\n",
" 2023-01-18 22:45:00 | CLOSE_LONG | SHFE.fu2305 | Vol: 1 | Price: 2815.00 | Comm: 0.00 | PnL: 4.00\n",
" 2023-02-01 22:45:00 | SELL | SHFE.fu2305 | Vol: 1 | Price: 2719.00 | Comm: 0.00\n",
" 2023-02-02 13:30:00 | CLOSE_SHORT | SHFE.fu2305 | Vol: 1 | Price: 2634.00 | Comm: 0.00 | PnL: 85.00\n",
" 2023-02-06 09:15:00 | SELL | SHFE.fu2305 | Vol: 1 | Price: 2526.00 | Comm: 0.00\n",
" 2023-02-06 11:00:00 | CLOSE_SHORT | SHFE.fu2305 | Vol: 1 | Price: 2531.00 | Comm: 0.00 | PnL: -5.00\n",
" 2023-02-08 09:15:00 | BUY | SHFE.fu2305 | Vol: 1 | Price: 2677.00 | Comm: 0.00\n",
" 2023-02-08 10:30:00 | CLOSE_LONG | SHFE.fu2305 | Vol: 1 | Price: 2677.00 | Comm: 0.00 | PnL: 0.00\n",
" 2023-02-09 09:15:00 | BUY | SHFE.fu2305 | Vol: 1 | Price: 2737.00 | Comm: 0.00\n",
" 2023-02-09 10:45:00 | CLOSE_LONG | SHFE.fu2305 | Vol: 1 | Price: 2766.00 | Comm: 0.00 | PnL: 29.00\n",
" 2023-02-10 21:45:00 | BUY | SHFE.fu2305 | Vol: 1 | Price: 2808.00 | Comm: 0.00\n",
" 2023-02-13 10:00:00 | CLOSE_LONG | SHFE.fu2305 | Vol: 1 | Price: 2797.00 | Comm: 0.00 | PnL: -11.00\n",
" 2023-02-14 22:30:00 | SELL | SHFE.fu2305 | Vol: 1 | Price: 2788.00 | Comm: 0.00\n",
" 2023-02-15 13:30:00 | CLOSE_SHORT | SHFE.fu2305 | Vol: 1 | Price: 2832.00 | Comm: 0.00 | PnL: -44.00\n",
" 2023-02-21 21:15:00 | BUY | SHFE.fu2305 | Vol: 1 | Price: 2944.00 | Comm: 0.00\n",
" 2023-02-22 11:00:00 | CLOSE_LONG | SHFE.fu2305 | Vol: 1 | Price: 2949.00 | Comm: 0.00 | PnL: 5.00\n",
" 2023-02-23 09:15:00 | SELL | SHFE.fu2305 | Vol: 1 | Price: 2888.00 | Comm: 0.00\n",
" 2023-02-23 11:15:00 | CLOSE_SHORT | SHFE.fu2305 | Vol: 1 | Price: 2915.00 | Comm: 0.00 | PnL: -27.00\n",
" 2023-02-24 22:30:00 | SELL | SHFE.fu2305 | Vol: 1 | Price: 2843.00 | Comm: 0.00\n",
" 2023-02-27 10:45:00 | CLOSE_SHORT | SHFE.fu2305 | Vol: 1 | Price: 2908.00 | Comm: 0.00 | PnL: -65.00\n",
" 2023-03-02 09:15:00 | BUY | SHFE.fu2305 | Vol: 1 | Price: 2980.00 | Comm: 0.00\n",
" 2023-03-02 10:30:00 | CLOSE_LONG | SHFE.fu2305 | Vol: 1 | Price: 2986.00 | Comm: 0.00 | PnL: 6.00\n",
" 2023-03-03 22:00:00 | SELL | SHFE.fu2305 | Vol: 1 | Price: 3015.00 | Comm: 0.00\n",
" 2023-03-06 11:00:00 | CLOSE_SHORT | SHFE.fu2305 | Vol: 1 | Price: 3050.00 | Comm: 0.00 | PnL: -35.00\n",
" 2023-03-08 09:15:00 | SELL | SHFE.fu2305 | Vol: 1 | Price: 3053.00 | Comm: 0.00\n",
" 2023-03-08 10:45:00 | CLOSE_SHORT | SHFE.fu2305 | Vol: 1 | Price: 3053.00 | Comm: 0.00 | PnL: 0.00\n",
" 2023-03-08 21:15:00 | SELL | SHFE.fu2305 | Vol: 1 | Price: 3018.00 | Comm: 0.00\n",
" 2023-03-09 09:45:00 | CLOSE_SHORT | SHFE.fu2305 | Vol: 1 | Price: 3013.00 | Comm: 0.00 | PnL: 5.00\n",
" 2023-03-10 09:15:00 | SELL | SHFE.fu2305 | Vol: 1 | Price: 3016.00 | Comm: 0.00\n",
" 2023-03-10 14:15:00 | CLOSE_SHORT | SHFE.fu2305 | Vol: 1 | Price: 2954.00 | Comm: 0.00 | PnL: 62.00\n",
" 2023-03-13 21:15:00 | SELL | SHFE.fu2305 | Vol: 1 | Price: 2842.00 | Comm: 0.00\n",
" 2023-03-14 09:45:00 | CLOSE_SHORT | SHFE.fu2305 | Vol: 1 | Price: 2874.00 | Comm: 0.00 | PnL: -32.00\n",
" 2023-03-20 21:15:00 | BUY | SHFE.fu2305 | Vol: 1 | Price: 2623.00 | Comm: 0.00\n",
" 2023-03-21 09:45:00 | CLOSE_LONG | SHFE.fu2305 | Vol: 1 | Price: 2602.00 | Comm: 0.00 | PnL: -21.00\n",
" 2023-03-24 09:15:00 | SELL | SHFE.fu2305 | Vol: 1 | Price: 2545.00 | Comm: 0.00\n",
" 2023-03-24 14:00:00 | CLOSE_SHORT | SHFE.fu2305 | Vol: 1 | Price: 2618.00 | Comm: 0.00 | PnL: -73.00\n",
" 2023-04-03 09:15:00 | BUY | SHFE.fu2305 | Vol: 1 | Price: 2906.00 | Comm: 0.00\n",
" 2023-04-03 11:15:00 | CLOSE_LONG | SHFE.fu2305 | Vol: 1 | Price: 2929.00 | Comm: 0.00 | PnL: 23.00\n",
" 2023-04-03 21:15:00 | BUY | SHFE.fu2309 | Vol: 1 | Price: 2990.00 | Comm: 0.00\n",
" 2023-04-04 14:30:00 | CLOSE_LONG | SHFE.fu2309 | Vol: 1 | Price: 3032.00 | Comm: 0.00 | PnL: 42.00\n",
" 2023-04-06 09:30:00 | SELL | SHFE.fu2309 | Vol: 1 | Price: 3045.00 | Comm: 0.00\n",
" 2023-04-07 09:00:00 | CLOSE_SHORT | SHFE.fu2309 | Vol: 1 | Price: 3089.00 | Comm: 0.00 | PnL: -44.00\n",
" 2023-04-12 09:15:00 | BUY | SHFE.fu2309 | Vol: 1 | Price: 3136.00 | Comm: 0.00\n",
" 2023-04-12 10:30:00 | CLOSE_LONG | SHFE.fu2309 | Vol: 1 | Price: 3149.00 | Comm: 0.00 | PnL: 13.00\n",
" 2023-04-12 22:15:00 | BUY | SHFE.fu2309 | Vol: 1 | Price: 3182.00 | Comm: 0.00\n",
" 2023-04-13 10:00:00 | CLOSE_LONG | SHFE.fu2309 | Vol: 1 | Price: 3180.00 | Comm: 0.00 | PnL: -2.00\n",
" 2023-04-14 22:30:00 | SELL | SHFE.fu2309 | Vol: 1 | Price: 3162.00 | Comm: 0.00\n",
" 2023-04-17 10:45:00 | CLOSE_SHORT | SHFE.fu2309 | Vol: 1 | Price: 3169.00 | Comm: 0.00 | PnL: -7.00\n",
" 2023-04-20 09:15:00 | SELL | SHFE.fu2309 | Vol: 1 | Price: 3069.00 | Comm: 0.00\n",
" 2023-04-20 10:45:00 | CLOSE_SHORT | SHFE.fu2309 | Vol: 1 | Price: 3054.00 | Comm: 0.00 | PnL: 15.00\n",
" 2023-04-24 21:30:00 | BUY | SHFE.fu2309 | Vol: 1 | Price: 3073.00 | Comm: 0.00\n",
" 2023-04-25 10:30:00 | CLOSE_LONG | SHFE.fu2309 | Vol: 1 | Price: 3154.00 | Comm: 0.00 | PnL: 81.00\n",
" 2023-04-27 09:15:00 | SELL | SHFE.fu2309 | Vol: 1 | Price: 2967.00 | Comm: 0.00\n",
" 2023-04-27 10:45:00 | CLOSE_SHORT | SHFE.fu2309 | Vol: 1 | Price: 2959.00 | Comm: 0.00 | PnL: 8.00\n",
" 2023-05-04 09:15:00 | SELL | SHFE.fu2309 | Vol: 1 | Price: 2792.00 | Comm: 0.00\n",
" 2023-05-04 13:30:00 | CLOSE_SHORT | SHFE.fu2309 | Vol: 1 | Price: 2793.00 | Comm: 0.00 | PnL: -1.00\n",
" 2023-05-04 21:15:00 | SELL | SHFE.fu2309 | Vol: 1 | Price: 2758.00 | Comm: 0.00\n",
" 2023-05-05 10:00:00 | CLOSE_SHORT | SHFE.fu2309 | Vol: 1 | Price: 2691.00 | Comm: 0.00 | PnL: 67.00\n",
" 2023-05-11 21:15:00 | SELL | SHFE.fu2309 | Vol: 1 | Price: 2907.00 | Comm: 0.00\n",
" 2023-05-12 13:30:00 | CLOSE_SHORT | SHFE.fu2309 | Vol: 1 | Price: 2898.00 | Comm: 0.00 | PnL: 9.00\n",
" 2023-05-17 21:15:00 | BUY | SHFE.fu2309 | Vol: 1 | Price: 2996.00 | Comm: 0.00\n",
" 2023-05-18 10:00:00 | CLOSE_LONG | SHFE.fu2309 | Vol: 1 | Price: 3029.00 | Comm: 0.00 | PnL: 33.00\n",
" 2023-05-25 21:15:00 | SELL | SHFE.fu2309 | Vol: 1 | Price: 2976.00 | Comm: 0.00\n",
" 2023-05-26 09:45:00 | CLOSE_SHORT | SHFE.fu2309 | Vol: 1 | Price: 2946.00 | Comm: 0.00 | PnL: 30.00\n",
" 2023-05-30 21:15:00 | SELL | SHFE.fu2309 | Vol: 1 | Price: 2904.00 | Comm: 0.00\n",
" 2023-05-31 09:45:00 | CLOSE_SHORT | SHFE.fu2309 | Vol: 1 | Price: 2880.00 | Comm: 0.00 | PnL: 24.00\n",
" 2023-06-07 22:15:00 | BUY | SHFE.fu2309 | Vol: 1 | Price: 3043.00 | Comm: 0.00\n",
" 2023-06-08 09:30:00 | CLOSE_LONG | SHFE.fu2309 | Vol: 1 | Price: 3033.00 | Comm: 0.00 | PnL: -10.00\n",
" 2023-06-09 09:15:00 | SELL | SHFE.fu2309 | Vol: 1 | Price: 3000.00 | Comm: 0.00\n",
" 2023-06-09 11:15:00 | CLOSE_SHORT | SHFE.fu2309 | Vol: 1 | Price: 2975.00 | Comm: 0.00 | PnL: 25.00\n",
" 2023-06-15 09:15:00 | SELL | SHFE.fu2309 | Vol: 1 | Price: 2950.00 | Comm: 0.00\n",
" 2023-06-15 11:00:00 | CLOSE_SHORT | SHFE.fu2309 | Vol: 1 | Price: 2943.00 | Comm: 0.00 | PnL: 7.00\n",
" 2023-06-16 09:15:00 | BUY | SHFE.fu2309 | Vol: 1 | Price: 3046.00 | Comm: 0.00\n",
" 2023-06-16 10:45:00 | CLOSE_LONG | SHFE.fu2309 | Vol: 1 | Price: 3046.00 | Comm: 0.00 | PnL: 0.00\n",
" 2023-06-19 21:15:00 | BUY | SHFE.fu2309 | Vol: 1 | Price: 3083.00 | Comm: 0.00\n",
" 2023-06-19 22:30:00 | CLOSE_LONG | SHFE.fu2309 | Vol: 1 | Price: 3088.00 | Comm: 0.00 | PnL: 5.00\n",
" 2023-06-21 09:15:00 | BUY | SHFE.fu2309 | Vol: 1 | Price: 3100.00 | Comm: 0.00\n",
" 2023-06-21 11:00:00 | CLOSE_LONG | SHFE.fu2309 | Vol: 1 | Price: 3087.00 | Comm: 0.00 | PnL: -13.00\n",
" 2023-06-26 21:15:00 | SELL | SHFE.fu2309 | Vol: 1 | Price: 3053.00 | Comm: 0.00\n",
" 2023-06-27 10:30:00 | CLOSE_SHORT | SHFE.fu2309 | Vol: 1 | Price: 3058.00 | Comm: 0.00 | PnL: -5.00\n",
" 2023-06-29 09:15:00 | BUY | SHFE.fu2309 | Vol: 1 | Price: 3098.00 | Comm: 0.00\n",
" 2023-06-29 10:30:00 | CLOSE_LONG | SHFE.fu2309 | Vol: 1 | Price: 3101.00 | Comm: 0.00 | PnL: 3.00\n",
" 2023-07-13 09:30:00 | SELL | SHFE.fu2309 | Vol: 1 | Price: 3218.00 | Comm: 0.00\n",
" 2023-07-13 10:45:00 | CLOSE_SHORT | SHFE.fu2309 | Vol: 1 | Price: 3228.00 | Comm: 0.00 | PnL: -10.00\n",
" 2023-07-13 21:15:00 | SELL | SHFE.fu2309 | Vol: 1 | Price: 3194.00 | Comm: 0.00\n",
" 2023-07-14 10:30:00 | CLOSE_SHORT | SHFE.fu2309 | Vol: 1 | Price: 3258.00 | Comm: 0.00 | PnL: -64.00\n",
" 2023-07-17 09:15:00 | SELL | SHFE.fu2309 | Vol: 1 | Price: 3168.00 | Comm: 0.00\n",
" 2023-07-17 10:30:00 | CLOSE_SHORT | SHFE.fu2309 | Vol: 1 | Price: 3171.00 | Comm: 0.00 | PnL: -3.00\n",
" 2023-07-19 21:45:00 | BUY | SHFE.fu2309 | Vol: 1 | Price: 3275.00 | Comm: 0.00\n",
" 2023-07-20 10:45:00 | CLOSE_LONG | SHFE.fu2309 | Vol: 1 | Price: 3233.00 | Comm: 0.00 | PnL: -42.00\n",
" 2023-07-24 21:15:00 | BUY | SHFE.fu2309 | Vol: 1 | Price: 3323.00 | Comm: 0.00\n",
" 2023-07-25 10:00:00 | CLOSE_LONG | SHFE.fu2309 | Vol: 1 | Price: 3336.00 | Comm: 0.00 | PnL: 13.00\n",
" 2023-07-27 22:15:00 | BUY | SHFE.fu2309 | Vol: 1 | Price: 3405.00 | Comm: 0.00\n",
" 2023-07-28 11:00:00 | CLOSE_LONG | SHFE.fu2309 | Vol: 1 | Price: 3387.00 | Comm: 0.00 | PnL: -18.00\n",
" 2023-07-28 21:15:00 | BUY | SHFE.fu2309 | Vol: 1 | Price: 3427.00 | Comm: 0.00\n",
" 2023-07-31 11:00:00 | CLOSE_LONG | SHFE.fu2309 | Vol: 1 | Price: 3439.00 | Comm: 0.00 | PnL: 12.00\n",
" 2023-07-31 21:15:00 | BUY | SHFE.fu2309 | Vol: 1 | Price: 3484.00 | Comm: 0.00\n",
" 2023-08-01 10:00:00 | CLOSE_LONG | SHFE.fu2309 | Vol: 1 | Price: 3532.00 | Comm: 0.00 | PnL: 48.00\n",
" 2023-08-02 09:15:00 | BUY | SHFE.fu2309 | Vol: 1 | Price: 3604.00 | Comm: 0.00\n",
" 2023-08-02 13:45:00 | CLOSE_LONG | SHFE.fu2309 | Vol: 1 | Price: 3643.00 | Comm: 0.00 | PnL: 39.00\n",
" 2023-08-08 21:45:00 | SELL | SHFE.fu2309 | Vol: 1 | Price: 3553.00 | Comm: 0.00\n",
" 2023-08-08 22:45:00 | CLOSE_SHORT | SHFE.fu2309 | Vol: 1 | Price: 3577.00 | Comm: 0.00 | PnL: -24.00\n",
" 2023-08-11 21:15:00 | SELL | SHFE.fu2310 | Vol: 1 | Price: 3581.00 | Comm: 0.00\n",
" 2023-08-15 10:30:00 | CLOSE_SHORT | SHFE.fu2310 | Vol: 1 | Price: 3574.00 | Comm: 0.00 | PnL: 7.00\n",
" 2023-08-15 22:15:00 | SELL | SHFE.fu2310 | Vol: 1 | Price: 3531.00 | Comm: 0.00\n",
" 2023-08-16 09:45:00 | CLOSE_SHORT | SHFE.fu2310 | Vol: 1 | Price: 3530.00 | Comm: 0.00 | PnL: 1.00\n",
" 2023-08-18 21:45:00 | BUY | SHFE.fu2310 | Vol: 1 | Price: 3615.00 | Comm: 0.00\n",
" 2023-08-21 09:00:00 | CLOSE_LONG | SHFE.fu2310 | Vol: 1 | Price: 3643.00 | Comm: 0.00 | PnL: 28.00\n",
" 2023-09-01 22:00:00 | BUY | SHFE.fu2311 | Vol: 1 | Price: 3646.00 | Comm: 0.00\n",
" 2023-09-04 11:00:00 | CLOSE_LONG | SHFE.fu2311 | Vol: 1 | Price: 3619.00 | Comm: 0.00 | PnL: -27.00\n",
" 2023-09-05 21:15:00 | BUY | SHFE.fu2311 | Vol: 1 | Price: 3722.00 | Comm: 0.00\n",
" 2023-09-06 13:30:00 | CLOSE_LONG | SHFE.fu2311 | Vol: 1 | Price: 3710.00 | Comm: 0.00 | PnL: -12.00\n",
" 2023-09-08 09:15:00 | SELL | SHFE.fu2311 | Vol: 1 | Price: 3749.00 | Comm: 0.00\n",
" 2023-09-08 10:30:00 | CLOSE_SHORT | SHFE.fu2311 | Vol: 1 | Price: 3746.00 | Comm: 0.00 | PnL: 3.00\n",
" 2023-09-21 21:15:00 | BUY | SHFE.fu2311 | Vol: 1 | Price: 3763.00 | Comm: 0.00\n",
" 2023-09-22 10:30:00 | CLOSE_LONG | SHFE.fu2311 | Vol: 1 | Price: 3753.00 | Comm: 0.00 | PnL: -10.00\n",
" 2023-09-27 09:15:00 | BUY | SHFE.fu2311 | Vol: 1 | Price: 3799.00 | Comm: 0.00\n",
" 2023-09-27 11:00:00 | CLOSE_LONG | SHFE.fu2311 | Vol: 1 | Price: 3825.00 | Comm: 0.00 | PnL: 26.00\n",
" 2023-10-09 09:15:00 | SELL | SHFE.fu2311 | Vol: 1 | Price: 3611.00 | Comm: 0.00\n",
" 2023-10-09 13:30:00 | CLOSE_SHORT | SHFE.fu2311 | Vol: 1 | Price: 3543.00 | Comm: 0.00 | PnL: 68.00\n",
" 2023-10-09 21:15:00 | SELL | SHFE.fu2401 | Vol: 1 | Price: 3360.00 | Comm: 0.00\n",
" 2023-10-10 10:45:00 | CLOSE_SHORT | SHFE.fu2401 | Vol: 1 | Price: 3334.00 | Comm: 0.00 | PnL: 26.00\n",
" 2023-10-11 22:00:00 | SELL | SHFE.fu2401 | Vol: 1 | Price: 3301.00 | Comm: 0.00\n",
" 2023-10-12 10:30:00 | CLOSE_SHORT | SHFE.fu2401 | Vol: 1 | Price: 3265.00 | Comm: 0.00 | PnL: 36.00\n",
" 2023-10-12 21:15:00 | BUY | SHFE.fu2401 | Vol: 1 | Price: 3332.00 | Comm: 0.00\n",
" 2023-10-13 09:00:00 | CLOSE_LONG | SHFE.fu2401 | Vol: 1 | Price: 3296.00 | Comm: 0.00 | PnL: -36.00\n",
" 2023-10-16 09:15:00 | BUY | SHFE.fu2401 | Vol: 1 | Price: 3441.00 | Comm: 0.00\n",
" 2023-10-16 11:00:00 | CLOSE_LONG | SHFE.fu2401 | Vol: 1 | Price: 3462.00 | Comm: 0.00 | PnL: 21.00\n",
" 2023-10-19 09:15:00 | SELL | SHFE.fu2401 | Vol: 1 | Price: 3473.00 | Comm: 0.00\n",
" 2023-10-19 10:00:00 | CLOSE_SHORT | SHFE.fu2401 | Vol: 1 | Price: 3458.00 | Comm: 0.00 | PnL: 15.00\n",
" 2023-10-19 21:15:00 | SELL | SHFE.fu2401 | Vol: 1 | Price: 3459.00 | Comm: 0.00\n",
" 2023-10-20 10:45:00 | CLOSE_SHORT | SHFE.fu2401 | Vol: 1 | Price: 3519.00 | Comm: 0.00 | PnL: -60.00\n",
" 2023-10-20 21:45:00 | SELL | SHFE.fu2401 | Vol: 1 | Price: 3446.00 | Comm: 0.00\n",
" 2023-10-23 11:00:00 | CLOSE_SHORT | SHFE.fu2401 | Vol: 1 | Price: 3379.00 | Comm: 0.00 | PnL: 67.00\n",
" 2023-10-25 09:15:00 | SELL | SHFE.fu2401 | Vol: 1 | Price: 3337.00 | Comm: 0.00\n",
" 2023-10-25 10:30:00 | CLOSE_SHORT | SHFE.fu2401 | Vol: 1 | Price: 3336.00 | Comm: 0.00 | PnL: 1.00\n",
" 2023-10-25 22:45:00 | SELL | SHFE.fu2401 | Vol: 1 | Price: 3318.00 | Comm: 0.00\n",
" 2023-10-26 10:45:00 | CLOSE_SHORT | SHFE.fu2401 | Vol: 1 | Price: 3357.00 | Comm: 0.00 | PnL: -39.00\n",
" 2023-10-27 22:00:00 | SELL | SHFE.fu2401 | Vol: 1 | Price: 3301.00 | Comm: 0.00\n",
" 2023-10-30 09:45:00 | CLOSE_SHORT | SHFE.fu2401 | Vol: 1 | Price: 3316.00 | Comm: 0.00 | PnL: -15.00\n",
" 2023-11-03 21:30:00 | SELL | SHFE.fu2401 | Vol: 1 | Price: 3304.00 | Comm: 0.00\n",
" 2023-11-06 10:45:00 | CLOSE_SHORT | SHFE.fu2401 | Vol: 1 | Price: 3261.00 | Comm: 0.00 | PnL: 43.00\n",
" 2023-11-08 09:15:00 | SELL | SHFE.fu2401 | Vol: 1 | Price: 3080.00 | Comm: 0.00\n",
" 2023-11-08 11:00:00 | CLOSE_SHORT | SHFE.fu2401 | Vol: 1 | Price: 3085.00 | Comm: 0.00 | PnL: -5.00\n",
" 2023-11-16 09:15:00 | SELL | SHFE.fu2401 | Vol: 1 | Price: 3162.00 | Comm: 0.00\n",
" 2023-11-16 10:45:00 | CLOSE_SHORT | SHFE.fu2401 | Vol: 1 | Price: 3144.00 | Comm: 0.00 | PnL: 18.00\n",
" 2023-11-17 09:00:00 | SELL | SHFE.fu2401 | Vol: 1 | Price: 3087.00 | Comm: 0.00\n",
" 2023-11-17 11:00:00 | CLOSE_SHORT | SHFE.fu2401 | Vol: 1 | Price: 3081.00 | Comm: 0.00 | PnL: 6.00\n",
" 2023-11-22 09:15:00 | BUY | SHFE.fu2401 | Vol: 1 | Price: 3208.00 | Comm: 0.00\n",
" 2023-11-22 11:00:00 | CLOSE_LONG | SHFE.fu2401 | Vol: 1 | Price: 3182.00 | Comm: 0.00 | PnL: -26.00\n",
" 2023-11-22 21:15:00 | SELL | SHFE.fu2401 | Vol: 1 | Price: 3002.00 | Comm: 0.00\n",
" 2023-11-23 11:00:00 | CLOSE_SHORT | SHFE.fu2401 | Vol: 1 | Price: 3072.00 | Comm: 0.00 | PnL: -70.00\n",
" 2023-11-29 09:15:00 | BUY | SHFE.fu2401 | Vol: 1 | Price: 3159.00 | Comm: 0.00\n",
" 2023-11-29 10:45:00 | CLOSE_LONG | SHFE.fu2401 | Vol: 1 | Price: 3150.00 | Comm: 0.00 | PnL: -9.00\n",
" 2023-12-01 09:15:00 | SELL | SHFE.fu2401 | Vol: 1 | Price: 3138.00 | Comm: 0.00\n",
" 2023-12-01 10:45:00 | CLOSE_SHORT | SHFE.fu2401 | Vol: 1 | Price: 3123.00 | Comm: 0.00 | PnL: 15.00\n",
" 2023-12-05 21:15:00 | SELL | SHFE.fu2401 | Vol: 1 | Price: 3032.00 | Comm: 0.00\n",
" 2023-12-06 10:00:00 | CLOSE_SHORT | SHFE.fu2401 | Vol: 1 | Price: 3058.00 | Comm: 0.00 | PnL: -26.00\n",
" 2023-12-13 09:15:00 | SELL | SHFE.fu2401 | Vol: 1 | Price: 2906.00 | Comm: 0.00\n",
" 2023-12-13 10:00:00 | CLOSE_SHORT | SHFE.fu2401 | Vol: 1 | Price: 2921.00 | Comm: 0.00 | PnL: -15.00\n",
" 2023-12-15 09:15:00 | BUY | SHFE.fu2403 | Vol: 1 | Price: 2990.00 | Comm: 0.00\n",
" 2023-12-15 11:15:00 | CLOSE_LONG | SHFE.fu2403 | Vol: 1 | Price: 3011.00 | Comm: 0.00 | PnL: 21.00\n",
" 2023-12-15 21:45:00 | SELL | SHFE.fu2403 | Vol: 1 | Price: 2977.00 | Comm: 0.00\n",
" 2023-12-18 10:30:00 | CLOSE_SHORT | SHFE.fu2403 | Vol: 1 | Price: 2977.00 | Comm: 0.00 | PnL: 0.00\n",
" 2023-12-21 09:15:00 | SELL | SHFE.fu2403 | Vol: 1 | Price: 3060.00 | Comm: 0.00\n",
" 2023-12-21 10:30:00 | CLOSE_SHORT | SHFE.fu2403 | Vol: 1 | Price: 3049.00 | Comm: 0.00 | PnL: 11.00\n",
" 2023-12-21 21:15:00 | SELL | SHFE.fu2403 | Vol: 1 | Price: 3037.00 | Comm: 0.00\n",
" 2023-12-22 11:15:00 | CLOSE_SHORT | SHFE.fu2403 | Vol: 1 | Price: 3114.00 | Comm: 0.00 | PnL: -77.00\n",
" 2023-12-25 09:15:00 | SELL | SHFE.fu2403 | Vol: 1 | Price: 3006.00 | Comm: 0.00\n",
" 2023-12-25 11:00:00 | CLOSE_SHORT | SHFE.fu2403 | Vol: 1 | Price: 3014.00 | Comm: 0.00 | PnL: -8.00\n",
" 2023-12-27 21:15:00 | SELL | SHFE.fu2403 | Vol: 1 | Price: 3058.00 | Comm: 0.00\n",
" 2023-12-28 10:00:00 | CLOSE_SHORT | SHFE.fu2403 | Vol: 1 | Price: 3056.00 | Comm: 0.00 | PnL: 2.00\n",
" 2023-12-28 21:15:00 | SELL | SHFE.fu2403 | Vol: 1 | Price: 2981.00 | Comm: 0.00\n",
" 2023-12-29 10:30:00 | CLOSE_SHORT | SHFE.fu2403 | Vol: 1 | Price: 2936.00 | Comm: 0.00 | PnL: 45.00\n",
" 2024-01-04 09:45:00 | BUY | SHFE.fu2403 | Vol: 1 | Price: 3095.00 | Comm: 0.00\n",
" 2024-01-04 11:00:00 | CLOSE_LONG | SHFE.fu2403 | Vol: 1 | Price: 3092.00 | Comm: 0.00 | PnL: -3.00\n",
" 2024-01-08 21:15:00 | SELL | SHFE.fu2403 | Vol: 1 | Price: 2946.00 | Comm: 0.00\n",
" 2024-01-09 10:00:00 | CLOSE_SHORT | SHFE.fu2403 | Vol: 1 | Price: 2929.00 | Comm: 0.00 | PnL: 17.00\n",
" 2024-01-15 09:15:00 | SELL | SHFE.fu2403 | Vol: 1 | Price: 2919.00 | Comm: 0.00\n",
" 2024-01-15 10:30:00 | CLOSE_SHORT | SHFE.fu2403 | Vol: 1 | Price: 2929.00 | Comm: 0.00 | PnL: -10.00\n",
" 2024-01-18 09:15:00 | BUY | SHFE.fu2403 | Vol: 1 | Price: 2985.00 | Comm: 0.00\n",
" 2024-01-18 13:30:00 | CLOSE_LONG | SHFE.fu2403 | Vol: 1 | Price: 2947.00 | Comm: 0.00 | PnL: -38.00\n",
" 2024-01-18 21:15:00 | SELL | SHFE.fu2403 | Vol: 1 | Price: 2932.00 | Comm: 0.00\n",
" 2024-01-19 10:45:00 | CLOSE_SHORT | SHFE.fu2403 | Vol: 1 | Price: 2943.00 | Comm: 0.00 | PnL: -11.00\n",
" 2024-01-22 09:15:00 | SELL | SHFE.fu2403 | Vol: 1 | Price: 2928.00 | Comm: 0.00\n",
" 2024-01-22 10:30:00 | CLOSE_SHORT | SHFE.fu2403 | Vol: 1 | Price: 2932.00 | Comm: 0.00 | PnL: -4.00\n",
" 2024-01-23 09:15:00 | BUY | SHFE.fu2403 | Vol: 1 | Price: 2997.00 | Comm: 0.00\n",
" 2024-01-23 10:30:00 | CLOSE_LONG | SHFE.fu2403 | Vol: 1 | Price: 2992.00 | Comm: 0.00 | PnL: -5.00\n",
" 2024-01-25 21:15:00 | BUY | SHFE.fu2403 | Vol: 1 | Price: 2987.00 | Comm: 0.00\n",
" 2024-01-26 11:00:00 | CLOSE_LONG | SHFE.fu2403 | Vol: 1 | Price: 3058.00 | Comm: 0.00 | PnL: 71.00\n",
" 2024-02-01 09:15:00 | SELL | SHFE.fu2405 | Vol: 1 | Price: 3098.00 | Comm: 0.00\n",
" 2024-02-01 11:15:00 | CLOSE_SHORT | SHFE.fu2405 | Vol: 1 | Price: 3103.00 | Comm: 0.00 | PnL: -5.00\n",
" 2024-02-01 22:15:00 | SELL | SHFE.fu2405 | Vol: 1 | Price: 3076.00 | Comm: 0.00\n",
" 2024-02-02 11:00:00 | CLOSE_SHORT | SHFE.fu2405 | Vol: 1 | Price: 3008.00 | Comm: 0.00 | PnL: 68.00\n",
" 2024-02-20 21:30:00 | BUY | SHFE.fu2405 | Vol: 1 | Price: 3123.00 | Comm: 0.00\n",
" 2024-02-21 10:30:00 | CLOSE_LONG | SHFE.fu2405 | Vol: 1 | Price: 3123.00 | Comm: 0.00 | PnL: 0.00\n",
" 2024-02-21 21:15:00 | BUY | SHFE.fu2405 | Vol: 1 | Price: 3144.00 | Comm: 0.00\n",
" 2024-02-22 10:30:00 | CLOSE_LONG | SHFE.fu2405 | Vol: 1 | Price: 3130.00 | Comm: 0.00 | PnL: -14.00\n",
" 2024-02-22 21:15:00 | SELL | SHFE.fu2405 | Vol: 1 | Price: 3117.00 | Comm: 0.00\n",
" 2024-02-23 10:00:00 | CLOSE_SHORT | SHFE.fu2405 | Vol: 1 | Price: 3135.00 | Comm: 0.00 | PnL: -18.00\n",
" 2024-02-26 09:15:00 | SELL | SHFE.fu2405 | Vol: 1 | Price: 3058.00 | Comm: 0.00\n",
" 2024-02-26 10:45:00 | CLOSE_SHORT | SHFE.fu2405 | Vol: 1 | Price: 3054.00 | Comm: 0.00 | PnL: 4.00\n",
" 2024-02-26 21:15:00 | BUY | SHFE.fu2405 | Vol: 1 | Price: 3090.00 | Comm: 0.00\n",
" 2024-02-26 22:00:00 | CLOSE_LONG | SHFE.fu2405 | Vol: 1 | Price: 3083.00 | Comm: 0.00 | PnL: -7.00\n",
" 2024-02-27 09:15:00 | BUY | SHFE.fu2405 | Vol: 1 | Price: 3114.00 | Comm: 0.00\n",
" 2024-02-27 10:00:00 | CLOSE_LONG | SHFE.fu2405 | Vol: 1 | Price: 3117.00 | Comm: 0.00 | PnL: 3.00\n",
" 2024-02-29 09:15:00 | SELL | SHFE.fu2405 | Vol: 1 | Price: 3099.00 | Comm: 0.00\n",
" 2024-02-29 11:00:00 | CLOSE_SHORT | SHFE.fu2405 | Vol: 1 | Price: 3101.00 | Comm: 0.00 | PnL: -2.00\n",
" 2024-03-01 21:15:00 | BUY | SHFE.fu2405 | Vol: 1 | Price: 3155.00 | Comm: 0.00\n",
" 2024-03-04 10:45:00 | CLOSE_LONG | SHFE.fu2405 | Vol: 1 | Price: 3169.00 | Comm: 0.00 | PnL: 14.00\n",
" 2024-03-05 21:45:00 | BUY | SHFE.fu2405 | Vol: 1 | Price: 3164.00 | Comm: 0.00\n",
" 2024-03-06 10:30:00 | CLOSE_LONG | SHFE.fu2405 | Vol: 1 | Price: 3156.00 | Comm: 0.00 | PnL: -8.00\n",
" 2024-03-06 21:15:00 | BUY | SHFE.fu2405 | Vol: 1 | Price: 3209.00 | Comm: 0.00\n",
" 2024-03-07 10:00:00 | CLOSE_LONG | SHFE.fu2405 | Vol: 1 | Price: 3222.00 | Comm: 0.00 | PnL: 13.00\n",
" 2024-03-08 21:15:00 | SELL | SHFE.fu2405 | Vol: 1 | Price: 3181.00 | Comm: 0.00\n",
" 2024-03-11 10:30:00 | CLOSE_SHORT | SHFE.fu2405 | Vol: 1 | Price: 3160.00 | Comm: 0.00 | PnL: 21.00\n",
" 2024-03-13 21:15:00 | BUY | SHFE.fu2405 | Vol: 1 | Price: 3293.00 | Comm: 0.00\n",
" 2024-03-14 10:45:00 | CLOSE_LONG | SHFE.fu2405 | Vol: 1 | Price: 3305.00 | Comm: 0.00 | PnL: 12.00\n",
" 2024-03-18 21:15:00 | BUY | SHFE.fu2405 | Vol: 1 | Price: 3361.00 | Comm: 0.00\n",
" 2024-03-19 09:00:00 | CLOSE_LONG | SHFE.fu2405 | Vol: 1 | Price: 3367.00 | Comm: 0.00 | PnL: 6.00\n",
" 2024-03-20 21:15:00 | SELL | SHFE.fu2405 | Vol: 1 | Price: 3345.00 | Comm: 0.00\n",
" 2024-03-21 10:30:00 | CLOSE_SHORT | SHFE.fu2405 | Vol: 1 | Price: 3367.00 | Comm: 0.00 | PnL: -22.00\n",
" 2024-03-25 21:15:00 | BUY | SHFE.fu2405 | Vol: 1 | Price: 3410.00 | Comm: 0.00\n",
" 2024-03-26 10:45:00 | CLOSE_LONG | SHFE.fu2405 | Vol: 1 | Price: 3458.00 | Comm: 0.00 | PnL: 48.00\n",
" 2024-03-28 21:15:00 | BUY | SHFE.fu2405 | Vol: 1 | Price: 3436.00 | Comm: 0.00\n",
" 2024-03-28 22:30:00 | CLOSE_LONG | SHFE.fu2405 | Vol: 1 | Price: 3431.00 | Comm: 0.00 | PnL: -5.00\n",
" 2024-04-10 09:15:00 | SELL | SHFE.fu2409 | Vol: 1 | Price: 3455.00 | Comm: 0.00\n",
" 2024-04-10 10:00:00 | CLOSE_SHORT | SHFE.fu2409 | Vol: 1 | Price: 3464.00 | Comm: 0.00 | PnL: -9.00\n",
" 2024-04-11 09:15:00 | BUY | SHFE.fu2409 | Vol: 1 | Price: 3480.00 | Comm: 0.00\n",
" 2024-04-11 11:15:00 | CLOSE_LONG | SHFE.fu2409 | Vol: 1 | Price: 3509.00 | Comm: 0.00 | PnL: 29.00\n",
" 2024-04-12 21:15:00 | BUY | SHFE.fu2409 | Vol: 1 | Price: 3583.00 | Comm: 0.00\n",
" 2024-04-15 11:00:00 | CLOSE_LONG | SHFE.fu2409 | Vol: 1 | Price: 3546.00 | Comm: 0.00 | PnL: -37.00\n",
" 2024-04-17 21:45:00 | BUY | SHFE.fu2409 | Vol: 1 | Price: 3570.00 | Comm: 0.00\n",
" 2024-04-18 11:15:00 | CLOSE_LONG | SHFE.fu2409 | Vol: 1 | Price: 3496.00 | Comm: 0.00 | PnL: -74.00\n",
" 2024-04-19 09:15:00 | BUY | SHFE.fu2409 | Vol: 1 | Price: 3538.00 | Comm: 0.00\n",
" 2024-04-19 22:30:00 | CLOSE_LONG | SHFE.fu2409 | Vol: 1 | Price: 3519.00 | Comm: 0.00 | PnL: -19.00\n",
" 2024-04-26 09:15:00 | BUY | SHFE.fu2409 | Vol: 1 | Price: 3568.00 | Comm: 0.00\n",
" 2024-04-26 10:45:00 | CLOSE_LONG | SHFE.fu2409 | Vol: 1 | Price: 3557.00 | Comm: 0.00 | PnL: -11.00\n",
" 2024-05-06 09:15:00 | SELL | SHFE.fu2409 | Vol: 1 | Price: 3367.00 | Comm: 0.00\n",
" 2024-05-06 11:15:00 | CLOSE_SHORT | SHFE.fu2409 | Vol: 1 | Price: 3363.00 | Comm: 0.00 | PnL: 4.00\n",
" 2024-05-16 09:15:00 | BUY | SHFE.fu2409 | Vol: 1 | Price: 3355.00 | Comm: 0.00\n",
" 2024-05-16 11:15:00 | CLOSE_LONG | SHFE.fu2409 | Vol: 1 | Price: 3353.00 | Comm: 0.00 | PnL: -2.00\n",
" 2024-05-23 09:15:00 | SELL | SHFE.fu2409 | Vol: 1 | Price: 3376.00 | Comm: 0.00\n",
" 2024-05-23 11:00:00 | CLOSE_SHORT | SHFE.fu2409 | Vol: 1 | Price: 3362.00 | Comm: 0.00 | PnL: 14.00\n",
" 2024-05-27 21:15:00 | BUY | SHFE.fu2409 | Vol: 1 | Price: 3483.00 | Comm: 0.00\n",
" 2024-05-27 22:30:00 | CLOSE_LONG | SHFE.fu2409 | Vol: 1 | Price: 3478.00 | Comm: 0.00 | PnL: -5.00\n",
" 2024-05-31 09:15:00 | SELL | SHFE.fu2409 | Vol: 1 | Price: 3471.00 | Comm: 0.00\n",
" 2024-05-31 11:15:00 | CLOSE_SHORT | SHFE.fu2409 | Vol: 1 | Price: 3464.00 | Comm: 0.00 | PnL: 7.00\n",
"正在计算绩效指标...\n",
"total_return: 0.0036000000000000476, annualized_return:0.0007288020108193738, 252 / total_days:0.20273531777956558\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 : 100360.00\n",
"总收益率 : 0.36%\n",
"年化收益率 : 0.07%\n",
"最大回撤 : 0.92%\n",
"夏普比率 : 0.06\n",
"卡玛比率 : 0.08\n",
"总交易次数 : 568\n",
"总实现盈亏 : 360.00\n",
"交易成本 : 0.00\n",
"\n",
"--- 交易详情 ---\n",
"盈利交易次数 : 135\n",
"亏损交易次数 : 143\n",
"胜率 : 48.56%\n",
"盈亏比 : 1.15\n",
"平均每次盈利 : 34.93\n",
"平均每次亏损 : -30.46\n",
"正在绘制绩效图表...\n"
]
},
{
"data": {
"text/plain": [
"<Figure size 1400x1000 with 2 Axes>"
],
"image/png": "iVBORw0KGgoAAAANSUhEUgAABWQAAAPdCAYAAAANmGE2AAAAOnRFWHRTb2Z0d2FyZQBNYXRwbG90bGliIHZlcnNpb24zLjEwLjMsIGh0dHBzOi8vbWF0cGxvdGxpYi5vcmcvZiW1igAAAAlwSFlzAAAPYQAAD2EBqD+naQABAABJREFUeJzs3Xd8U/X+x/F30t2yKVNAAW1B9lBEQGQJTpY4ETeg18HV6/65B6jgQJzXBcgVB8MFKDhwsAVkyMbBEigItHQ3+f0RT0YzmrbZfT0fjz7aJifJNznfJCfvfM7nmKxWq1UAAAAAAAAAgKAzh3sAAAAAAAAAAFBVEMgCAAAAAAAAQIgQyAIAAAAAAABAiBDIAgAAAAAAAECIEMgCAAAAAAAAQIgQyAIAAAAAAABAiBDIAgAAAAAAAECIEMgCAAAAAAAAQIgQyAIAAAAAAABAiBDIAgCiVt++fZWZmeny07ZtW5199tkaN26cVq1aFe4hutm+fbtuvvlmde/eXa1bt1ZmZqZeeumlCl/f7t27lZmZqb59+7qdZzw+u3fvrsyQ/eJpXXj6mT17dtDH4su9994bEeOIRBV5bGbPnu3xOditWzedd955uvPOO/XBBx8oJycniCMPP1/Pw1j3008/6b777tPAgQPVuXNntW3bVj179tS1116rd999V4cPHw73EMNq6tSpyszM1JdffulzuXfeecf+HJo+fbrPZZcvX67MzExdddVVbucZ11FRO3bs0Pjx4zVkyBB169ZNbdq0Ubdu3XTppZdq0qRJ2rFjR4WvG5W3atUqZWZm6plnngn3UAAAlRQf7gEAAFBZnTt31oknnihJOnbsmDZs2KD58+drwYIFuueee3TttdcGfQyzZ8/Wfffdp6FDh2rChAkel8nNzdXo0aO1Z88ee2gRFxen1q1bB318oeK8Ljxp1qxZCEfjP3/WH7xLTU3VwIEDJUkWi0XZ2dnavXu35s2bp88//1wTJkzQv//9b1111VUymUxhHi0C4fDhw7rzzju1ZMkSSdIJJ5ygbt26KTU1VQcPHtSaNWu0ZMkSvfjii3r33XfVoUOHMI849A4fPqwpU6aoXbt29ueHNx9//LH971mzZnkMW4OpuLhYzzzzjKZPny6LxaJatWqpbdu2qlWrlrKzs7Vx40atXbtWb775ph544AGNHDkypOMzRNtr9UsvvaQpU6bolltu0a233lrp6+vatavOPvtsTZs2TZdccolOOumkyg8SABAWBLIAgKg3YsQIDRs2zP5/QUGBHnroIc2dO1fPPvuszj77bDVv3jyMI7RZv3699uzZo06dOmnmzJlBv713331XRUVFatCgQdBvy1B6XUSaO+64QzfeeKPq168f7qHElNq1a3sMRw4cOKA333xT06ZN05NPPqm//vpLd999dxhGiEDKzs7WFVdcod9++00tWrTQ448/rq5du7osU1hYqDlz5uill17SwYMHwzTS8JoyZYqOHTtWZhC3du1abd++XTVq1FBxcbE2bdqkjRs3qk2bNiEaqXTXXXdp3rx5qlatmh544AENHjxYcXFx9vOtVqt++uknPffcc/rjjz9CNi64u/XWW/Xdd99p4sSJmjJlSriHAwCoIFoWAABiTlJSkh566CGlpqaqpKRECxcuDPeQJEn79u2TpJBVtDRr1kwtW7ZUQkJCSG4vGtSvX18tW7ZU9erVwz2UKqF+/fq6//779eCDD0qS3nrrrYhsJYLyefzxx/Xbb7/phBNO0Pvvv+8WxkpSYmKiLr30Us2dO1ctWrQIwyjD69ixY5ozZ44aNGigXr16+VzWqI49//zzNWjQIJfTQuHjjz/WvHnzlJCQoLffflvDhg1zCWMlyWQyqWfPnvrggw903nnnhWxscNe2bVu1atVKX3/9dUhaEgEAgoNAFgAQk9LS0uxVsaU/sPzwww8aM2aMunfvbm8dMG7cOK1fv97jdV111VXKzMzU8uXLtWrVKo0dO1ZnnHGGWrVqpdmzZ6tv37667777JElz5sxx6ad51VVX2fv93XPPPR6XcXbkyBE999xzOv/889WhQwd16tRJw4YN03//+1/l5+eX6zHw1UM2Ly9Pb7zxhoYOHapOnTqpQ4cOOv/88/X888/r6NGj5bqdytq+fbtuu+02devWTe3bt9cFF1ygt956SyUlJV7vQ1l9Ep3XmTNPfVLLWn8Wi0X9+vVTZmam1qxZ4/U2H3nkkXL19svJydGHH36oW265Reecc446duyojh076sILL9Tzzz+vY8eOebyc82OybNkyXXfddTrttNPUvn17DR06VHPnzvV6m0eOHNGTTz6pPn362PstP/bYYzpy5IhfY66oK6+8Uu3atZMkvfnmmy7nGX1o7733Xvv4+vfvr7Zt27rstr1kyRI9/vjjGjx4sLp166a2bdvqrLPO0rhx47Ru3Tq325w2bZoyMzP1xBNPuJ134403KjMzUz169JDVanU5b+7cucrMzPRYyfvtt99q5MiR6tSpk7p06aIrrrhCixYtKvP+79ixQ/fdd5/9cT/99NN19dVXa968eUEdt3Ov0aKiIr3xxhs6//zz1b59e3Xr1k233HJLuXuC7tq1S59//rkk6b777lOtWrV8Lp+enu4SyJbVq9h5Png73dM8+eGHH5SZmalzzz3X61iKi4vVo0cPZWZmavPmzS7n5efn6+2339Yll1yirl272tsMPPPMM/r777993kdv9yM3N1eDBw+W2ez9I1dubq59Hlx88cUaPny4JOnzzz9XQUFBuW+3vKxWq1577TVJ0mWXXVZma4mEhAR16tTJ7fR169bp9ttvV8+ePdW2bVt1795dY8eO1U8//eTxepznwa5du3TXXXepR48eatu2rfr376/nn39ehYWFLpcp67XaUNZ7tlTx11/JNo8+/vhjXXPNNS6vRddcc41L/9/MzEx7BeuUKVNcxus8vw8cOKAnnnhCAwcOVLt27dShQwf17t1bV199td566y2PYxg6dKgsFovef/99r+MEAEQ2WhYAAGKWcSChxMRE+2kvvPCCXn31VZlMJnXq1EmNGzfWjh07NH/+fH311Vd67LHHdPHFF3u8vgULFmjmzJlq0aKFzjzzTB09elSJiYkaOHCg1q5dq9WrV6tZs2bq0qWL/TItWrRQenq6hg4dqj/++MPjMoZdu3bp6quv1p49e1SnTh317t1bRUVFWr58uSZOnKj58+frnXfeUc2aNSv1uBw5ckTXXHONNm3apGrVqumMM85QQkKCVqxYoddee02ff/65pk6dqiZNmlTqdvyxatUq3XjjjcrNzVXTpk3Vo0cP/f3333r++ef1yy+/BP32JZW5/sxms0aOHKkJEybovffe8xhG5OTk6JNPPpHZbNYVV1zh1+1u3rxZDz74oOrUqaPmzZurTZs29h7Ir732mubPn68PPvhAtWvX9nj5WbNm6dVXX9Wpp56qXr16ac+ePVq7dq3uuece+zp2lpWVpSuvvFK///67atasqT59+shiseizzz7TDz/8oJNPPtn/B60CLrroIq1fv17Lly9XcXGx4uNdN0P//vtvDR8+XNnZ2erSpYvatGnjUt398MMPa9++fTrllFPUuXNnxcfHa+fOnZo/f74WLlyo5557zqVP55lnnilJ9h6nhqKiInuVblZWlrZs2aJWrVrZzzeWNy5vePfddzV+/HhJUvv27dWsWTP9/vvv+te//uWzT/V3332n2267TQUFBWrevLnOOeccHTp0SCtXrtSyZcv0448/6qmnngrauI3Ljh49WmvWrFHXrl3VsmVLrVu3TgsXLtTy5cs1Z84cv5/v3377rUpKSlSjRo2wHMTM2zzp0aOHGjZsqJ07d2rt2rXq2LGj22W///57ZWVlqU2bNi6P3f79+3XDDTdo69atqlWrltq1a6e0tDT9+uuveuutt7RgwQJNnz5dJ5xwgt/jNIJ6T+vD2bx583T8+HH7AfEk214Uv//+u7766itdeOGFft9mRWzZskW7du2SZAv5KuLDDz/Uww8/LIvFolNPPVXdunXTnj179O233+rbb7/Vrbfeqlt
},
"metadata": {},
"output_type": "display_data",
"jetTransient": {
"display_id": null
}
},
{
"data": {
"text/plain": [
"<Figure size 1400x700 with 1 Axes>"
],
"image/png": "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
},
"metadata": {},
"output_type": "display_data",
"jetTransient": {
"display_id": null
}
},
{
"name": "stdout",
"output_type": "stream",
"text": [
"图表绘制完成。\n",
"{'初始资金': 100000.0, '最终资金': np.float64(100360.0), '总收益率': np.float64(0.0036000000000000476), '年化收益率': np.float64(0.0007288020108193738), '最大回撤': np.float64(0.009180769955285883), '夏普比率': np.float64(0.057973449685811404), '卡玛比率': np.float64(0.07938353911152753), '总交易次数': 568, '交易成本': 0.0, '总实现盈亏': 360.0, '胜率': 0.4856115107913669, '盈亏比': 1.1468013468013467, '盈利交易次数': 135, '亏损交易次数': 143, '平均每次盈利': 34.93333333333333, '平均每次亏损': -30.46153846153846, 'initial_capital': 100000.0, 'final_capital': np.float64(100360.0), 'total_return': np.float64(0.0036000000000000476), 'annualized_return': np.float64(0.0007288020108193738), 'max_drawdown': np.float64(0.009180769955285883), 'sharpe_ratio': np.float64(0.057973449685811404), 'calmar_ratio': np.float64(0.07938353911152753), 'sortino_ratio': np.float64(0.029821197749072444), 'total_trades': 568, 'transaction_costs': 0.0, 'total_realized_pnl': 360.0, 'win_rate': 0.4856115107913669, 'profit_loss_ratio': 1.1468013468013467, 'winning_trades_count': 135, 'losing_trades_count': 143, 'avg_profit_per_trade': 34.93333333333333, 'avg_loss_per_trade': -30.46153846153846}\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": 12
}
],
"metadata": {
"kernelspec": {
"display_name": "quant",
"language": "python",
"name": "python3"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.12.11"
}
},
"nbformat": 4,
"nbformat_minor": 5
}
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