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1、新增dp策略

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liaozhaorun
2025-09-16 09:59:38 +08:00
parent 5cd926884d
commit 9a58fec9ca
120 changed files with 69683 additions and 325 deletions
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/home/liaozhaorun/miniconda3/bin/conda run -n quant --no-capture-output python /home/liaozhaorun/.pycharm_helpers/pydev/pydevconsole.py --mode=client --host=127.0.0.1 --port=45113
import sys; print('Python %s on %s' % (sys.version, sys.platform))
sys.path.extend(['/mnt/d/PyProject/NewQuant'])
PyDev console: using IPython 9.3.0
Python 3.12.11 | packaged by Anaconda, Inc. | (main, Jun 5 2025, 13:09:17) [GCC 11.2.0] on linux
runfile('/mnt/d/PyProject/NewQuant/real_trading/fu_Open.py', wdir='/mnt/d/PyProject/NewQuant/real_trading')
/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).
warnings.warn(
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/
2025-08-01 08:20:50 - 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。
sh: 1: dmidecode: not found
sh: 1: dmidecode: not found
2025-08-01 08:20:51 - INFO - 通知 : 与 wss://free-api.shinnytech.com/t/nfmd/front/mobile 的网络连接已建立
2025-08-01 08:20:51 - INFO - 通知 903308830: 与 wss://kqtjd.hongyuanqh.com:37443/trade 的网络连接已建立
2025-08-01 08:20:52 - INFO - 通知 903308830: 已经连接到交易前置
2025-08-01 08:20:52 - INFO - 通知 903308830: 登录成功
初始化 Tqsdk 回测引擎...
TqsdkContext: 初始化完成。
[2025-08-01 08:20:56] 策略 (fu): 策略初始化: symbol=fu, trade_volume=3, range_factor_l=0.7, profit_factor_l=0.3, range_factor_s=1.9, profit_factor_s=0.2, max_position=10, 止损点=20, 止盈点=10
TqsdkContext: 已设置引擎引用。
TqsdkEngine: 初始化完成。
TqsdkEngine: 开始加载历史数据，加载k线数量50
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.460432] - 当前Open=2868.00,
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 取消0笔订单
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): current_pos_volume: 0
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.460846] - 当前Open=2889.00,
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 取消0笔订单
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): current_pos_volume: 0
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.461156] - 当前Open=2883.00,
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 取消0笔订单
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): current_pos_volume: 0
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.461505] - 当前Open=2869.00,
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 取消0笔订单
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): current_pos_volume: 0
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.461900] - 当前Open=2879.00,
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 取消0笔订单
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): current_pos_volume: 0
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.462199] - 当前Open=2882.00,
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 取消0笔订单
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): current_pos_volume: 0
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.462483] - 当前Open=2862.00,
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 取消0笔订单
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): current_pos_volume: 0
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.462763] - 当前Open=2854.00,
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 取消0笔订单
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): current_pos_volume: 0
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.463045] - 当前Open=2865.00,
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 取消0笔订单
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): current_pos_volume: 0
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.463318] - 当前Open=2856.00,
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 取消0笔订单
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): current_pos_volume: 0
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.463572] - 当前Open=2855.00,
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 取消0笔订单
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): current_pos_volume: 0
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.463813] - 当前Open=2860.00,
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 取消0笔订单
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): current_pos_volume: 0
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.464086] - 当前Open=2856.00,
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 取消0笔订单
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): current_pos_volume: 0
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.464402] - 当前Open=2879.00,
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 取消0笔订单
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): current_pos_volume: 0
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.464674] - 当前Open=2875.00,
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 取消0笔订单
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): current_pos_volume: 0
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.464932] - 当前Open=2889.00,
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 取消0笔订单
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): current_pos_volume: 0
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.465190] - 当前Open=2912.00,
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 取消0笔订单
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): current_pos_volume: 0
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 2912.0 13.299999999999999
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.465190] SHORT信号 - 当前Open=2912.00, 前1Range=7.00, 计算目标SHORT价=2925.30
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.465190] 策略: 发送订单失败。
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.465595] - 当前Open=2905.00,
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 取消0笔订单
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): current_pos_volume: 0
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 2905.0 6.3
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.465595] LONG信号 - 当前Open=2905.00, 前1Range=9.00, 计算目标LONG价=2898.70
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.465595] 策略: 发送订单失败。
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.466002] - 当前Open=2897.00,
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 取消0笔订单
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): current_pos_volume: 0
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 2897.0 6.3
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.466002] LONG信号 - 当前Open=2897.00, 前1Range=9.00, 计算目标LONG价=2890.70
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.466002] 策略: 发送订单失败。
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.466540] - 当前Open=2917.00,
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 取消0笔订单
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): current_pos_volume: 0
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 2917.0 60.8
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.466540] SHORT信号 - 当前Open=2917.00, 前1Range=32.00, 计算目标SHORT价=2977.80
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.466540] 策略: 发送订单失败。
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.466842] - 当前Open=2906.00,
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 取消0笔订单
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): current_pos_volume: 0
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 2906.0 26.599999999999998
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.466842] SHORT信号 - 当前Open=2906.00, 前1Range=14.00, 计算目标SHORT价=2932.60
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.466842] 策略: 发送订单失败。
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.467183] - 当前Open=2854.00,
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 取消0笔订单
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): current_pos_volume: 0
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 2854.0 58.9
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.467183] SHORT信号 - 当前Open=2854.00, 前1Range=31.00, 计算目标SHORT价=2912.90
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.467183] 策略: 发送订单失败。
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.467495] - 当前Open=2832.00,
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 取消0笔订单
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): current_pos_volume: 0
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 2832.0 57.0
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.467495] SHORT信号 - 当前Open=2832.00, 前1Range=30.00, 计算目标SHORT价=2889.00
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.467495] 策略: 发送订单失败。
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.467812] - 当前Open=2849.00,
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 取消0笔订单
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): current_pos_volume: 0
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 2849.0 30.4
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.467812] SHORT信号 - 当前Open=2849.00, 前1Range=16.00, 计算目标SHORT价=2879.40
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.467812] 策略: 发送订单失败。
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.468131] - 当前Open=2861.00,
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 取消0笔订单
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): current_pos_volume: 0
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 2861.0 11.899999999999999
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.468131] LONG信号 - 当前Open=2861.00, 前1Range=17.00, 计算目标LONG价=2849.10
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.468131] 策略: 发送订单失败。
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.468480] - 当前Open=2856.00,
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 取消0笔订单
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): current_pos_volume: 0
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 2856.0 15.399999999999999
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.468480] LONG信号 - 当前Open=2856.00, 前1Range=22.00, 计算目标LONG价=2840.60
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.468480] 策略: 发送订单失败。
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.468811] - 当前Open=2858.00,
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 取消0笔订单
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): current_pos_volume: 0
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 2858.0 15.399999999999999
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.468811] LONG信号 - 当前Open=2858.00, 前1Range=22.00, 计算目标LONG价=2842.60
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.468811] 策略: 发送订单失败。
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.469161] - 当前Open=2894.00,
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 取消0笔订单
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): current_pos_volume: 0
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 2894.0 38.5
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.469161] LONG信号 - 当前Open=2894.00, 前1Range=55.00, 计算目标LONG价=2855.50
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.469161] 策略: 发送订单失败。
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.469480] - 当前Open=2918.00,
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 取消0笔订单
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): current_pos_volume: 0
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 2918.0 47.5
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.469480] SHORT信号 - 当前Open=2918.00, 前1Range=25.00, 计算目标SHORT价=2965.50
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.469480] 策略: 发送订单失败。
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.469785] - 当前Open=2913.00,
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 取消0笔订单
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): current_pos_volume: 0
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 2913.0 55.099999999999994
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.469785] SHORT信号 - 当前Open=2913.00, 前1Range=29.00, 计算目标SHORT价=2968.10
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.469785] 策略: 发送订单失败。
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.470155] - 当前Open=2912.00,
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 取消0笔订单
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): current_pos_volume: 0
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 2912.0 12.6
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.470155] LONG信号 - 当前Open=2912.00, 前1Range=18.00, 计算目标LONG价=2899.40
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.470155] 策略: 发送订单失败。
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.470500] - 当前Open=2918.00,
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 取消0笔订单
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): current_pos_volume: 0
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 2918.0 10.5
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.470500] LONG信号 - 当前Open=2918.00, 前1Range=15.00, 计算目标LONG价=2907.50
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.470500] 策略: 发送订单失败。
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.471020] - 当前Open=2905.00,
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 取消0笔订单
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): current_pos_volume: 0
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 2905.0 6.3
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.471020] LONG信号 - 当前Open=2905.00, 前1Range=9.00, 计算目标LONG价=2898.70
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.471020] 策略: 发送订单失败。
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.471552] - 当前Open=2913.00,
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 取消0笔订单
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): current_pos_volume: 0
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 2913.0 13.299999999999999
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.471552] LONG信号 - 当前Open=2913.00, 前1Range=19.00, 计算目标LONG价=2899.70
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.471552] 策略: 发送订单失败。
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.471907] - 当前Open=2931.00,
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 取消0笔订单
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): current_pos_volume: 0
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 2931.0 32.9
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.471907] LONG信号 - 当前Open=2931.00, 前1Range=47.00, 计算目标LONG价=2898.10
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.471907] 策略: 发送订单失败。
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.472267] - 当前Open=2925.00,
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 取消0笔订单
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): current_pos_volume: 0
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 2925.0 15.399999999999999
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.472267] LONG信号 - 当前Open=2925.00, 前1Range=22.00, 计算目标LONG价=2909.60
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.472267] 策略: 发送订单失败。
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.472594] - 当前Open=2966.00,
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 取消0笔订单
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): current_pos_volume: 0
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 2966.0 9.799999999999999
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.472594] LONG信号 - 当前Open=2966.00, 前1Range=14.00, 计算目标LONG价=2956.20
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.472594] 策略: 发送订单失败。
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.472943] - 当前Open=2962.00,
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 取消0笔订单
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): current_pos_volume: 0
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 2962.0 20.9
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.472943] SHORT信号 - 当前Open=2962.00, 前1Range=11.00, 计算目标SHORT价=2982.90
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.472943] 策略: 发送订单失败。
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.473285] - 当前Open=2948.00,
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 取消0笔订单
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): current_pos_volume: 0
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 2948.0 7.0
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.473285] LONG信号 - 当前Open=2948.00, 前1Range=10.00, 计算目标LONG价=2941.00
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.473285] 策略: 发送订单失败。
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.473612] - 当前Open=2947.00,
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 取消0笔订单
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): current_pos_volume: 0
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 2947.0 7.0
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.473612] LONG信号 - 当前Open=2947.00, 前1Range=10.00, 计算目标LONG价=2940.00
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.473612] 策略: 发送订单失败。
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.473938] - 当前Open=2944.00,
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 取消0笔订单
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): current_pos_volume: 0
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 2944.0 7.0
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.473938] LONG信号 - 当前Open=2944.00, 前1Range=10.00, 计算目标LONG价=2937.00
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.473938] 策略: 发送订单失败。
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.474267] - 当前Open=2965.00,
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 取消0笔订单
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): current_pos_volume: 0
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 2965.0 11.899999999999999
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.474267] LONG信号 - 当前Open=2965.00, 前1Range=17.00, 计算目标LONG价=2953.10
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.474267] 策略: 发送订单失败。
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.474630] - 当前Open=2960.00,
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 取消0笔订单
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): current_pos_volume: 0
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 2960.0 19.0
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.474630] SHORT信号 - 当前Open=2960.00, 前1Range=10.00, 计算目标SHORT价=2979.00
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.474630] 策略: 发送订单失败。
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.475095] - 当前Open=2965.00,
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 取消0笔订单
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): current_pos_volume: 0
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 2965.0 21.7
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.475095] LONG信号 - 当前Open=2965.00, 前1Range=31.00, 计算目标LONG价=2943.30
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.475095] 策略: 发送订单失败。
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.475529] - 当前Open=2963.00,
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 取消0笔订单
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): current_pos_volume: 0
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 2963.0 11.899999999999999
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.475529] LONG信号 - 当前Open=2963.00, 前1Range=17.00, 计算目标LONG价=2951.10
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.475529] 策略: 发送订单失败。
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.475920] - 当前Open=2963.00,
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 取消0笔订单
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): current_pos_volume: 0
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 2963.0 6.3
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.475920] LONG信号 - 当前Open=2963.00, 前1Range=9.00, 计算目标LONG价=2956.70
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.475920] 策略: 发送订单失败。
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.476293] - 当前Open=2954.00,
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 取消0笔订单
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): current_pos_volume: 0
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 2954.0 9.799999999999999
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.476293] LONG信号 - 当前Open=2954.00, 前1Range=14.00, 计算目标LONG价=2944.20
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.476293] 策略: 发送订单失败。
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.476630] - 当前Open=2946.00,
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 取消0笔订单
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): current_pos_volume: 0
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 2946.0 13.299999999999999
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.476630] LONG信号 - 当前Open=2946.00, 前1Range=19.00, 计算目标LONG价=2932.70
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.476630] 策略: 发送订单失败。
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.476957] - 当前Open=2923.00,
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 取消0笔订单
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): current_pos_volume: 0
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 2923.0 43.699999999999996
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.476957] SHORT信号 - 当前Open=2923.00, 前1Range=23.00, 计算目标SHORT价=2966.70
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.476957] 策略: 发送订单失败。
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.477293] - 当前Open=2909.00,
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 取消0笔订单
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): current_pos_volume: 0
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 2909.0 24.7
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.477293] SHORT信号 - 当前Open=2909.00, 前1Range=13.00, 计算目标SHORT价=2933.70
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): [2025-08-01 08:20:56.477293] 策略: 发送订单失败。
TqsdkEngine: 加载历史k线完成, bars数量:50,last bar datetime:2025-07-31 21:00:00+08:00
Bar(datetime=Timestamp('2025-07-31 10:00:00+0800', tz='Asia/Shanghai'), open=np.float64(2963.0), high=np.float64(2967.0), low=np.float64(2955.0), close=np.float64(2963.0), volume=np.float64(31962.0), open_oi=np.float64(159243.0), close_oi=np.float64(159146.0), symbol='SHFE.fu2509')
Bar(datetime=Timestamp('2025-07-31 11:00:00+0800', tz='Asia/Shanghai'), open=np.float64(2963.0), high=np.float64(2965.0), low=np.float64(2953.0), close=np.float64(2957.0), volume=np.float64(18866.0), open_oi=np.float64(159146.0), close_oi=np.float64(156996.0), symbol='SHFE.fu2509')
Bar(datetime=Timestamp('2025-07-31 13:00:00+0800', tz='Asia/Shanghai'), open=np.float64(2954.0), high=np.float64(2954.0), low=np.float64(2938.0), close=np.float64(2946.0), volume=np.float64(36186.0), open_oi=np.float64(156996.0), close_oi=np.float64(153873.0), symbol='SHFE.fu2509')
Bar(datetime=Timestamp('2025-07-31 14:00:00+0800', tz='Asia/Shanghai'), open=np.float64(2946.0), high=np.float64(2951.0), low=np.float64(2928.0), close=np.float64(2933.0), volume=np.float64(67426.0), open_oi=np.float64(153873.0), close_oi=np.float64(148798.0), symbol='SHFE.fu2509')
Bar(datetime=Timestamp('2025-07-31 21:00:00+0800', tz='Asia/Shanghai'), open=np.float64(2923.0), high=np.float64(2925.0), low=np.float64(2890.0), close=np.float64(2909.0), volume=np.float64(158785.0), open_oi=np.float64(148798.0), close_oi=np.float64(141443.0), symbol='SHFE.fu2509')
TqsdkEngine: self._last_underlying_symbol:SHFE.fu2509, is_trading_time:False
SimpleLimitBuyStrategy 策略初始化回调被调用。
[2025-08-01 08:20:56] 策略 (KQ.m@SHFE.fu): 取消0笔订单
TqsdkEngine: 开始等待最新数据
self.klines.iloc[-1].open: 2909.0
TqsdkEngine: open change!, open:2915.0, now: 2025-08-01 09:00:00.179981
TqsdkEngine: 新k线产生, k line datetime:2025-08-01 09:00:00+08:00, now: 2025-08-01 09:00:02.092037
[2025-08-01 09:00:02] 策略 (SHFE.fu2509): [2025-08-01 09:00:02.092470] - 当前Open=2915.00,
[2025-08-01 09:00:02] 策略 (SHFE.fu2509): 取消0笔订单
[2025-08-01 09:00:02] 策略 (SHFE.fu2509): current_pos_volume: 0
[2025-08-01 09:00:02] 策略 (SHFE.fu2509): 2915.0 19.0
[2025-08-01 09:00:02] 策略 (SHFE.fu2509): [2025-08-01 09:00:02.092470] SHORT信号 - 当前Open=2915.00, 前1Range=10.00, 计算目标SHORT价=2934.00
Context: 订单已加入队列: Order(symbol='SHFE.fu2509', direction='SELL', volume=3, id='SHFE.fu2509_BUY_20250801090002_34', price_type='LIMIT', limit_price=2934, stop_price=None, submitted_time=datetime.datetime(2025, 8, 1, 9, 0, 2, 92470), offset='OPEN')
[2025-08-01 09:00:02] 策略 (SHFE.fu2509): [2025-08-01 09:00:02.092470] 策略: 发送限价SHORT订单 SHFE.fu2509_BUY_20250801090002_34 @ 2934.00
Engine: 处理订单请求: Order(symbol='SHFE.fu2509', direction='SELL', volume=3, id='SHFE.fu2509_BUY_20250801090002_34', price_type='LIMIT', limit_price=2934, stop_price=None, submitted_time=datetime.datetime(2025, 8, 1, 9, 0, 2, 92470), offset='OPEN')
2025-08-01 09:00:02 - INFO - 通知 903308830: 下单成功,委托,CZCE.MA509,2384,2手,买,开仓
2025-08-01 09:00:02 - INFO - 通知 903308830: 下单成功,委托,SHFE.fu2509,2934,3手,卖,开仓
TqsdkEngine: open change!, open:2916.0, now: 2025-08-01 09:00:02.167304
self.klines.iloc[-1].open: 2916.0
self.klines.iloc[-1].open: 2916.0
self.klines.iloc[-1].open: 2916.0
self.klines.iloc[-1].open: 2916.0
self.klines.iloc[-1].open: 2916.0
self.klines.iloc[-1].open: 2916.0
self.klines.iloc[-1].open: 2916.0
self.klines.iloc[-1].open: 2916.0
self.klines.iloc[-1].open: 2916.0
self.klines.iloc[-1].open: 2916.0
self.klines.iloc[-1].open: 2916.0
self.klines.iloc[-1].open: 2916.0
self.klines.iloc[-1].open: 2916.0
self.klines.iloc[-1].open: 2916.0
self.klines.iloc[-1].open: 2916.0
self.klines.iloc[-1].open: 2916.0
self.klines.iloc[-1].open: 2916.0
self.klines.iloc[-1].open: 2916.0
self.klines.iloc[-1].open: 2916.0
self.klines.iloc[-1].open: 2916.0
self.klines.iloc[-1].open: 2916.0
self.klines.iloc[-1].open: 2916.0
self.klines.iloc[-1].open: 2916.0
self.klines.iloc[-1].open: 2916.0