602 lines
82 KiB
Plaintext
602 lines
82 KiB
Plaintext
{
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"cells": [
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{
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"cell_type": "code",
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"id": "522f09ca7b3fe929",
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"metadata": {
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"ExecuteTime": {
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"end_time": "2025-10-21T13:30:53.812499Z",
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"start_time": "2025-10-21T13:30:53.374244Z"
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}
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},
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"source": [
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"from datetime import datetime\n",
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"\n",
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"from src.data_processing import load_raw_data\n",
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"%load_ext autoreload\n",
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"%autoreload 2\n",
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"\n",
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"import sys\n",
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"\n",
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"if '/mnt/d/PyProject/NewQuant/' not in sys.path:\n",
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" sys.path.append('/mnt/d/PyProject/NewQuant/')"
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],
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"outputs": [
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{
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"name": "stdout",
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"output_type": "stream",
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"text": [
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"The autoreload extension is already loaded. To reload it, use:\n",
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" %reload_ext autoreload\n"
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]
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}
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],
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"execution_count": 5
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},
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{
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"cell_type": "code",
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"id": "4f7e4b438cea750e",
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"metadata": {
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"ExecuteTime": {
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"end_time": "2025-10-21T13:30:53.855266Z",
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"start_time": "2025-10-21T13:30:53.816666Z"
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}
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},
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"source": [
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"from turtle import down\n",
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"from src.analysis.result_analyzer import ResultAnalyzer\n",
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"# 导入所有必要的模块\n",
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"from src.data_manager import DataManager\n",
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"from src.backtest_engine import BacktestEngine\n",
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"from src.indicators.indicator_list import INDICATOR_LIST\n",
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"from src.indicators.indicators import *\n",
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"\n",
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"# 导入您自己的 SMC 策略\n",
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"from futures_trading_strategies.SA.TrendlineBreakoutStrategy.TrendlineHawkesStrategyFast import TrendlineHawkesStrategy\n",
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"\n",
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"# --- 配置参数 ---\n",
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"# 获取当前脚本所在目录，假设数据文件在项目根目录下的 data 文件夹内\n",
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"data_file_path = '/mnt/d/PyProject/NewQuant/data/data/KQ_m@CZCE_SA/KQ_m@CZCE_SA_min15.csv'\n"
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],
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"outputs": [],
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"execution_count": 6
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},
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{
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"metadata": {
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"ExecuteTime": {
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"end_time": "2025-10-21T13:30:53.901164Z",
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"start_time": "2025-10-21T13:30:53.867108Z"
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}
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},
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"cell_type": "code",
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"source": [
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"\n",
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"initial_capital = 100000.0\n",
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"slippage_rate = 0.000 # 假设每笔交易0.1%的滑点\n",
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"commission_rate = 0.0000 # 假设每笔交易0.02%的佣金\n",
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"\n",
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"global_config = {\n",
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" 'symbol': 'KQ_m@CZCE_SA', # 确保与数据文件中的 symbol 匹配\n",
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"}\n",
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"\n",
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"# 回测时间范围\n",
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"start_time = datetime(2021, 1, 1)\n",
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"end_time = datetime(2024, 6, 1)\n",
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"\n",
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"start_time = datetime(2025, 1, 1)\n",
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"end_time = datetime(2025, 8, 1)\n",
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"\n",
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"\n",
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"indicators = INDICATOR_LIST\n",
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"indicators = []\n",
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"\n",
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"# 确保 DataManager 能够重置以进行多次回测\n",
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"# data_manager.reset() # 首次运行不需要重置"
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],
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"id": "9ee53c41eaaefabb",
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"outputs": [],
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"execution_count": 7
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},
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{
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"metadata": {
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"ExecuteTime": {
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"end_time": "2025-10-21T13:32:02.314449Z",
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"start_time": "2025-10-21T13:30:53.908569Z"
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}
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},
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"cell_type": "code",
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"source": [
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"from src.tqsdk_engine import TqsdkEngine\n",
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"from src.indicators.indicators import ROC_MA\n",
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"\n",
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"# --- 1. 初始化数据管理器 ---\n",
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"print(\"初始化数据管理器...\")\n",
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"data_manager = DataManager(file_path=data_file_path, symbol=global_config['symbol'], start_time=start_time,\n",
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" end_time=end_time)\n",
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"\n",
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"strategy_parameters = {\n",
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" 'main_symbol': 'SA', # <-- 替换为你的交易品种代码，例如 'GC=F' (黄金期货), 'ZC=F' (玉米期货)\n",
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" 'trade_volume': 1,\n",
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" 'trendline_n': 60,\n",
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" 'hawkes_kappa': 0.1,\n",
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" 'order_direction': ['SELL', 'BUY'],\n",
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" 'reverse_logic': False,\n",
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" # 'indicators': [ADX(240, 2.5, 10), PriceRangeToVolatilityRatio(7, 5, 3.2, 5)],\n",
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" 'enable_log': False\n",
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"}\n",
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"\n",
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"\n",
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"\n",
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"# --- 2. 初始化回测引擎并运行 ---\n",
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"from tqsdk import TqApi, TqBacktest, TqAuth\n",
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"\n",
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"print(\"\\n初始化回测引擎...\")\n",
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"api = TqApi(\n",
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" backtest=TqBacktest(start_dt=start_time, end_dt=end_time),\n",
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" auth=TqAuth(\"emanresu\", \"dfgvfgdfgg\"),\n",
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")\n",
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"# --- 1. 初始化回测引擎并运行 ---\n",
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"print(\"\\n初始化 Tqsdk 回测引擎...\")\n",
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"engine = TqsdkEngine(\n",
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" strategy_class=TrendlineHawkesStrategy,\n",
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" strategy_params=strategy_parameters,\n",
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" api=api,\n",
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" symbol=global_config['symbol'],\n",
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" duration_seconds=60 * 15,\n",
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" roll_over_mode=True, # 启用换月模式检测\n",
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" start_time=start_time,\n",
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" end_time=end_time,\n",
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")\n",
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"\n",
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"print(\"\\n开始运行回测...\")\n",
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"engine.run_backtest()\n",
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"print(\"\\n回测运行完毕。\")\n",
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"\n",
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"# --- 3. 获取回测结果 ---\n",
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"results = engine.get_backtest_results()\n",
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"portfolio_snapshots = results[\"portfolio_snapshots\"]\n",
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"trade_history = results[\"trade_history\"]\n",
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"initial_capital_result = results[\"initial_capital\"]\n",
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"bars = results[\"all_bars\"]\n",
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"\n",
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"# --- 4. 结果分析与可视化 ---\n",
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"if portfolio_snapshots:\n",
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" analyzer = ResultAnalyzer(portfolio_snapshots, trade_history, bars, initial_capital_result, INDICATOR_LIST)\n",
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"\n",
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" analyzer.generate_report()\n",
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" analyzer.plot_performance()\n",
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" metrics = analyzer.calculate_all_metrics()\n",
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" print(metrics)\n",
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"\n",
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" analyzer.analyze_indicators()\n",
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"else:\n",
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" print(\"\\n没有生成投资组合快照，无法进行结果分析。\")"
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],
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"id": "f903fd2761d446cd",
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"outputs": [
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{
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"name": "stdout",
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"output_type": "stream",
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"text": [
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"初始化数据管理器...\n",
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"数据加载成功: /mnt/d/PyProject/NewQuant/data/data/KQ_m@CZCE_SA/KQ_m@CZCE_SA_min15.csv\n",
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"数据范围从 2020-12-31 14:45:00 到 2025-08-26 13:45:00\n",
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"总计 25662 条记录。\n",
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"\n",
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"初始化回测引擎...\n",
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" INFO - TqSdk free 版剩余 0 天到期，如需续费或升级请访问 https://account.shinnytech.com/ 或联系相关工作人员。\n",
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"\n",
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"初始化 Tqsdk 回测引擎...\n",
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"内存仓储已初始化，管理ID: 'futures_trading_strategies.SA.TrendlineBreakoutStrategy.TrendlineHawkesStrategyFast.TrendlineHawkesStrategy_277cd133421be0d5c577e38a92c2d3db'\n",
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"TqsdkContext: 初始化完成。\n",
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"TqsdkContext: 已设置引擎引用。\n",
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"TqsdkEngine: 初始化完成。\n",
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"\n",
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"开始运行回测...\n",
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"TqsdkEngine: 开始运行回测，从 2025-01-01 00:00:00 到 2025-08-01 00:00:00\n",
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"TrendlineHawkesStrategy 策略初始化回调被调用。\n",
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"首次运行，正在初始化霍克斯状态和滚动窗口...\n",
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"状态初始化完成。\n",
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"Context: 订单已加入队列: Order(symbol='CZCE.SA505', direction='BUY', volume=1, id='CZCE.SA505_BUY_20250113090000', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-01-13 09:00:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
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"Engine: 处理订单请求: Order(symbol='CZCE.SA505', direction='BUY', volume=1, id='CZCE.SA505_BUY_20250113090000', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-01-13 09:00:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
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" INFO - 模拟交易下单 TQSIM, PYSDK_insert_23b8a865c056f212ad56975ee47beae8: 时间: 2025-01-13 09:00:00.000000, 合约: CZCE.SA505, 开平: OPEN, 方向: BUY, 手数: 1, 价格: 1432.0\n",
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" INFO - 模拟交易委托单 TQSIM, PYSDK_insert_23b8a865c056f212ad56975ee47beae8: 全部成交\n",
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"Context: 订单已加入队列: Order(symbol='CZCE.SA505', direction='CLOSE_LONG', volume=1, id='CZCE.SA505_CLOSE_LONG_20250113141500', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-01-13 14:15:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
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"Engine: 处理订单请求: Order(symbol='CZCE.SA505', direction='CLOSE_LONG', volume=1, id='CZCE.SA505_CLOSE_LONG_20250113141500', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-01-13 14:15:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
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" INFO - 模拟交易下单 TQSIM, PYSDK_target_7ae477928fb3a908b7d7e8ba05a6ad20: 时间: 2025-01-13 14:15:00.000000, 合约: CZCE.SA505, 开平: CLOSE, 方向: SELL, 手数: 1, 价格: 1420.0\n",
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" INFO - 模拟交易委托单 TQSIM, PYSDK_target_7ae477928fb3a908b7d7e8ba05a6ad20: 全部成交\n",
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"Context: 订单已加入队列: Order(symbol='CZCE.SA505', direction='BUY', volume=1, id='CZCE.SA505_BUY_20250217091500', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-02-17 09:15:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
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"Engine: 处理订单请求: Order(symbol='CZCE.SA505', direction='BUY', volume=1, id='CZCE.SA505_BUY_20250217091500', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-02-17 09:15:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
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" INFO - 模拟交易下单 TQSIM, PYSDK_insert_8c81966f3a47ea346360291798051ba7: 时间: 2025-02-17 09:15:00.000000, 合约: CZCE.SA505, 开平: OPEN, 方向: BUY, 手数: 1, 价格: 1498.0\n",
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" INFO - 模拟交易委托单 TQSIM, PYSDK_insert_8c81966f3a47ea346360291798051ba7: 全部成交\n",
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"Context: 订单已加入队列: Order(symbol='CZCE.SA505', direction='CLOSE_LONG', volume=1, id='CZCE.SA505_CLOSE_LONG_20250218100000', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-02-18 10:00:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
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"Engine: 处理订单请求: Order(symbol='CZCE.SA505', direction='CLOSE_LONG', volume=1, id='CZCE.SA505_CLOSE_LONG_20250218100000', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-02-18 10:00:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
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" INFO - 模拟交易下单 TQSIM, PYSDK_target_267ab04e09997fdd6bb3a01cfab01128: 时间: 2025-02-18 10:00:00.000000, 合约: CZCE.SA505, 开平: CLOSE, 方向: SELL, 手数: 1, 价格: 1506.0\n",
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" INFO - 模拟交易委托单 TQSIM, PYSDK_target_267ab04e09997fdd6bb3a01cfab01128: 全部成交\n",
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"Context: 订单已加入队列: Order(symbol='CZCE.SA505', direction='BUY', volume=1, id='CZCE.SA505_BUY_20250227210000', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-02-27 21:00:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
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"Engine: 处理订单请求: Order(symbol='CZCE.SA505', direction='BUY', volume=1, id='CZCE.SA505_BUY_20250227210000', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-02-27 21:00:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
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" INFO - 模拟交易下单 TQSIM, PYSDK_insert_040a7d8df24e23b2f4eea0cc15b92ae7: 时间: 2025-02-27 21:00:00.000000, 合约: CZCE.SA505, 开平: OPEN, 方向: BUY, 手数: 1, 价格: 1568.0\n",
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" INFO - 模拟交易委托单 TQSIM, PYSDK_insert_040a7d8df24e23b2f4eea0cc15b92ae7: 全部成交\n",
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"Context: 订单已加入队列: Order(symbol='CZCE.SA505', direction='CLOSE_LONG', volume=1, id='CZCE.SA505_CLOSE_LONG_20250228143000', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-02-28 14:30:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
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"Engine: 处理订单请求: Order(symbol='CZCE.SA505', direction='CLOSE_LONG', volume=1, id='CZCE.SA505_CLOSE_LONG_20250228143000', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-02-28 14:30:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
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" INFO - 模拟交易下单 TQSIM, PYSDK_target_4c421a07195f0658a2b0d9670475707c: 时间: 2025-02-28 14:30:00.000000, 合约: CZCE.SA505, 开平: CLOSE, 方向: SELL, 手数: 1, 价格: 1564.0\n",
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" INFO - 模拟交易委托单 TQSIM, PYSDK_target_4c421a07195f0658a2b0d9670475707c: 全部成交\n",
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"Context: 订单已加入队列: Order(symbol='CZCE.SA505', direction='BUY', volume=1, id='CZCE.SA505_BUY_20250313140000', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-03-13 14:00:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
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"Engine: 处理订单请求: Order(symbol='CZCE.SA505', direction='BUY', volume=1, id='CZCE.SA505_BUY_20250313140000', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-03-13 14:00:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
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" INFO - 模拟交易下单 TQSIM, PYSDK_insert_50b96cefd045f423cf00e3a85a17edaa: 时间: 2025-03-13 14:00:00.000000, 合约: CZCE.SA505, 开平: OPEN, 方向: BUY, 手数: 1, 价格: 1436.0\n",
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" INFO - 模拟交易委托单 TQSIM, PYSDK_insert_50b96cefd045f423cf00e3a85a17edaa: 全部成交\n",
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"Context: 订单已加入队列: Order(symbol='CZCE.SA505', direction='CLOSE_LONG', volume=1, id='CZCE.SA505_CLOSE_LONG_20250314103000', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-03-14 10:30:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
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"Engine: 处理订单请求: Order(symbol='CZCE.SA505', direction='CLOSE_LONG', volume=1, id='CZCE.SA505_CLOSE_LONG_20250314103000', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-03-14 10:30:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
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" INFO - 模拟交易下单 TQSIM, PYSDK_target_f2a38385d2c568eaf1f8fe6464c28732: 时间: 2025-03-14 10:30:00.000000, 合约: CZCE.SA505, 开平: CLOSE, 方向: SELL, 手数: 1, 价格: 1439.0\n",
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" INFO - 模拟交易委托单 TQSIM, PYSDK_target_f2a38385d2c568eaf1f8fe6464c28732: 全部成交\n",
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"Context: 订单已加入队列: Order(symbol='CZCE.SA505', direction='BUY', volume=1, id='CZCE.SA505_BUY_20250324094500', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-03-24 09:45:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
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"Engine: 处理订单请求: Order(symbol='CZCE.SA505', direction='BUY', volume=1, id='CZCE.SA505_BUY_20250324094500', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-03-24 09:45:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
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" INFO - 模拟交易下单 TQSIM, PYSDK_insert_f7def2abd213bd59bee68c3bbf988252: 时间: 2025-03-24 09:45:00.000000, 合约: CZCE.SA505, 开平: OPEN, 方向: BUY, 手数: 1, 价格: 1436.0\n",
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" INFO - 模拟交易委托单 TQSIM, PYSDK_insert_f7def2abd213bd59bee68c3bbf988252: 全部成交\n",
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"Context: 订单已加入队列: Order(symbol='CZCE.SA505', direction='CLOSE_LONG', volume=1, id='CZCE.SA505_CLOSE_LONG_20250324221500', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-03-24 22:15:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
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"Engine: 处理订单请求: Order(symbol='CZCE.SA505', direction='CLOSE_LONG', volume=1, id='CZCE.SA505_CLOSE_LONG_20250324221500', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-03-24 22:15:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
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" INFO - 模拟交易下单 TQSIM, PYSDK_target_0fe02c92e58b6569050c849fb76624fb: 时间: 2025-03-24 22:15:00.000000, 合约: CZCE.SA505, 开平: CLOSE, 方向: SELL, 手数: 1, 价格: 1443.0\n",
|
||
" INFO - 模拟交易委托单 TQSIM, PYSDK_target_0fe02c92e58b6569050c849fb76624fb: 全部成交\n",
|
||
"Context: 订单已加入队列: Order(symbol='CZCE.SA505', direction='SELL', volume=1, id='CZCE.SA505_SELL_20250407091500', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-04-07 09:15:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
|
||
"Engine: 处理订单请求: Order(symbol='CZCE.SA505', direction='SELL', volume=1, id='CZCE.SA505_SELL_20250407091500', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-04-07 09:15:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
|
||
" INFO - 模拟交易下单 TQSIM, PYSDK_insert_d25623b197312818918ae434bbeea069: 时间: 2025-04-07 09:15:00.000000, 合约: CZCE.SA505, 开平: OPEN, 方向: SELL, 手数: 1, 价格: 1366.0\n",
|
||
" INFO - 模拟交易委托单 TQSIM, PYSDK_insert_d25623b197312818918ae434bbeea069: 全部成交\n",
|
||
"Context: 订单已加入队列: Order(symbol='CZCE.SA505', direction='CLOSE_SHORT', volume=1, id='CZCE.SA505_CLOSE_SHORT_20250407224500', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-04-07 22:45:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
|
||
"Engine: 处理订单请求: Order(symbol='CZCE.SA505', direction='CLOSE_SHORT', volume=1, id='CZCE.SA505_CLOSE_SHORT_20250407224500', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-04-07 22:45:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
|
||
" INFO - 模拟交易下单 TQSIM, PYSDK_target_397ac88e3c9380547f22ad6012138e7a: 时间: 2025-04-07 22:45:00.000000, 合约: CZCE.SA505, 开平: CLOSE, 方向: BUY, 手数: 1, 价格: 1368.0\n",
|
||
" INFO - 模拟交易委托单 TQSIM, PYSDK_target_397ac88e3c9380547f22ad6012138e7a: 全部成交\n",
|
||
"TqsdkEngine: 检测到换月信号！从 CZCE.SA509 切换到 CZCE.SA509\n",
|
||
"回测结束：没有需要平仓的持仓。\n",
|
||
"Context: 订单已加入队列: Order(symbol='CZCE.SA509', direction='BUY', volume=1, id='CZCE.SA509_BUY_20250415211500', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-04-15 21:15:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
|
||
"Engine: 处理订单请求: Order(symbol='CZCE.SA509', direction='BUY', volume=1, id='CZCE.SA509_BUY_20250415211500', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-04-15 21:15:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
|
||
" INFO - 模拟交易下单 TQSIM, PYSDK_insert_6503e67b8a41679f606ee8dace48bbaa: 时间: 2025-04-15 21:15:00.000000, 合约: CZCE.SA509, 开平: OPEN, 方向: BUY, 手数: 1, 价格: 1361.0\n",
|
||
" INFO - 模拟交易委托单 TQSIM, PYSDK_insert_6503e67b8a41679f606ee8dace48bbaa: 全部成交\n",
|
||
"Context: 订单已加入队列: Order(symbol='CZCE.SA509', direction='CLOSE_LONG', volume=1, id='CZCE.SA509_CLOSE_LONG_20250416144500', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-04-16 14:45:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
|
||
"Engine: 处理订单请求: Order(symbol='CZCE.SA509', direction='CLOSE_LONG', volume=1, id='CZCE.SA509_CLOSE_LONG_20250416144500', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-04-16 14:45:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
|
||
" INFO - 模拟交易下单 TQSIM, PYSDK_target_1f702537284ec0eed7218429f7c25dca: 时间: 2025-04-16 14:45:00.000000, 合约: CZCE.SA509, 开平: CLOSE, 方向: SELL, 手数: 1, 价格: 1352.0\n",
|
||
" INFO - 模拟交易委托单 TQSIM, PYSDK_target_1f702537284ec0eed7218429f7c25dca: 全部成交\n",
|
||
"Context: 订单已加入队列: Order(symbol='CZCE.SA509', direction='SELL', volume=1, id='CZCE.SA509_SELL_20250418091500', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-04-18 09:15:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
|
||
"Engine: 处理订单请求: Order(symbol='CZCE.SA509', direction='SELL', volume=1, id='CZCE.SA509_SELL_20250418091500', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-04-18 09:15:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
|
||
" INFO - 模拟交易下单 TQSIM, PYSDK_insert_876396d3cad950ddba97dc96a8d20667: 时间: 2025-04-18 09:15:00.000000, 合约: CZCE.SA509, 开平: OPEN, 方向: SELL, 手数: 1, 价格: 1339.0\n",
|
||
" INFO - 模拟交易委托单 TQSIM, PYSDK_insert_876396d3cad950ddba97dc96a8d20667: 全部成交\n",
|
||
"Context: 订单已加入队列: Order(symbol='CZCE.SA509', direction='CLOSE_SHORT', volume=1, id='CZCE.SA509_CLOSE_SHORT_20250421133000', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-04-21 13:30:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
|
||
"Engine: 处理订单请求: Order(symbol='CZCE.SA509', direction='CLOSE_SHORT', volume=1, id='CZCE.SA509_CLOSE_SHORT_20250421133000', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-04-21 13:30:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
|
||
" INFO - 模拟交易下单 TQSIM, PYSDK_target_00568e5ab7b7bed60d88ef3324c72135: 时间: 2025-04-21 13:30:00.000000, 合约: CZCE.SA509, 开平: CLOSE, 方向: BUY, 手数: 1, 价格: 1343.0\n",
|
||
" INFO - 模拟交易委托单 TQSIM, PYSDK_target_00568e5ab7b7bed60d88ef3324c72135: 全部成交\n",
|
||
"Context: 订单已加入队列: Order(symbol='CZCE.SA509', direction='BUY', volume=1, id='CZCE.SA509_BUY_20250422221500', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-04-22 22:15:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
|
||
"Engine: 处理订单请求: Order(symbol='CZCE.SA509', direction='BUY', volume=1, id='CZCE.SA509_BUY_20250422221500', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-04-22 22:15:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
|
||
" INFO - 模拟交易下单 TQSIM, PYSDK_insert_18f8f79cf1ef13c3017dd96bcc86a9fe: 时间: 2025-04-22 22:15:00.000000, 合约: CZCE.SA509, 开平: OPEN, 方向: BUY, 手数: 1, 价格: 1348.0\n",
|
||
" INFO - 模拟交易委托单 TQSIM, PYSDK_insert_18f8f79cf1ef13c3017dd96bcc86a9fe: 全部成交\n",
|
||
"Context: 订单已加入队列: Order(symbol='CZCE.SA509', direction='CLOSE_LONG', volume=1, id='CZCE.SA509_CLOSE_LONG_20250423223000', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-04-23 22:30:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
|
||
"Engine: 处理订单请求: Order(symbol='CZCE.SA509', direction='CLOSE_LONG', volume=1, id='CZCE.SA509_CLOSE_LONG_20250423223000', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-04-23 22:30:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
|
||
" INFO - 模拟交易下单 TQSIM, PYSDK_target_44871872a399b46cc432a21113e5b7c9: 时间: 2025-04-23 22:30:00.000000, 合约: CZCE.SA509, 开平: CLOSE, 方向: SELL, 手数: 1, 价格: 1368.0\n",
|
||
" INFO - 模拟交易委托单 TQSIM, PYSDK_target_44871872a399b46cc432a21113e5b7c9: 全部成交\n",
|
||
"Context: 订单已加入队列: Order(symbol='CZCE.SA509', direction='BUY', volume=1, id='CZCE.SA509_BUY_20250428091500', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-04-28 09:15:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
|
||
"Engine: 处理订单请求: Order(symbol='CZCE.SA509', direction='BUY', volume=1, id='CZCE.SA509_BUY_20250428091500', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-04-28 09:15:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
|
||
" INFO - 模拟交易下单 TQSIM, PYSDK_insert_95a51ab3cc04cbc193acfbadec3c5b55: 时间: 2025-04-28 09:15:00.000000, 合约: CZCE.SA509, 开平: OPEN, 方向: BUY, 手数: 1, 价格: 1381.0\n",
|
||
" INFO - 模拟交易委托单 TQSIM, PYSDK_insert_95a51ab3cc04cbc193acfbadec3c5b55: 全部成交\n",
|
||
"Context: 订单已加入队列: Order(symbol='CZCE.SA509', direction='CLOSE_LONG', volume=1, id='CZCE.SA509_CLOSE_LONG_20250428133000', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-04-28 13:30:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
|
||
"Engine: 处理订单请求: Order(symbol='CZCE.SA509', direction='CLOSE_LONG', volume=1, id='CZCE.SA509_CLOSE_LONG_20250428133000', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-04-28 13:30:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
|
||
" INFO - 模拟交易下单 TQSIM, PYSDK_target_5ffee972e5c4f351b71a30fc00efea47: 时间: 2025-04-28 13:30:00.000000, 合约: CZCE.SA509, 开平: CLOSE, 方向: SELL, 手数: 1, 价格: 1378.0\n",
|
||
" INFO - 模拟交易委托单 TQSIM, PYSDK_target_5ffee972e5c4f351b71a30fc00efea47: 全部成交\n",
|
||
"Context: 订单已加入队列: Order(symbol='CZCE.SA509', direction='BUY', volume=1, id='CZCE.SA509_BUY_20250512211500', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-05-12 21:15:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
|
||
"Engine: 处理订单请求: Order(symbol='CZCE.SA509', direction='BUY', volume=1, id='CZCE.SA509_BUY_20250512211500', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-05-12 21:15:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
|
||
" INFO - 模拟交易下单 TQSIM, PYSDK_insert_8ce73e616c492897b2b19151039b37eb: 时间: 2025-05-12 21:15:00.000000, 合约: CZCE.SA509, 开平: OPEN, 方向: BUY, 手数: 1, 价格: 1335.0\n",
|
||
" INFO - 模拟交易委托单 TQSIM, PYSDK_insert_8ce73e616c492897b2b19151039b37eb: 全部成交\n",
|
||
"Context: 订单已加入队列: Order(symbol='CZCE.SA509', direction='CLOSE_LONG', volume=1, id='CZCE.SA509_CLOSE_LONG_20250513111500', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-05-13 11:15:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
|
||
"Engine: 处理订单请求: Order(symbol='CZCE.SA509', direction='CLOSE_LONG', volume=1, id='CZCE.SA509_CLOSE_LONG_20250513111500', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-05-13 11:15:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
|
||
" INFO - 模拟交易下单 TQSIM, PYSDK_target_ed2a24e27e1665ba7ab6305c2009d424: 时间: 2025-05-13 11:15:00.000000, 合约: CZCE.SA509, 开平: CLOSE, 方向: SELL, 手数: 1, 价格: 1296.0\n",
|
||
" INFO - 模拟交易委托单 TQSIM, PYSDK_target_ed2a24e27e1665ba7ab6305c2009d424: 全部成交\n",
|
||
"Context: 订单已加入队列: Order(symbol='CZCE.SA509', direction='BUY', volume=1, id='CZCE.SA509_BUY_20250514144500', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-05-14 14:45:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
|
||
"Engine: 处理订单请求: Order(symbol='CZCE.SA509', direction='BUY', volume=1, id='CZCE.SA509_BUY_20250514144500', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-05-14 14:45:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
|
||
" INFO - 模拟交易下单 TQSIM, PYSDK_insert_3101126252c7b73b19bcd3e46a0a6246: 时间: 2025-05-14 14:45:00.000000, 合约: CZCE.SA509, 开平: OPEN, 方向: BUY, 手数: 1, 价格: 1348.0\n",
|
||
" INFO - 模拟交易委托单 TQSIM, PYSDK_insert_3101126252c7b73b19bcd3e46a0a6246: 全部成交\n",
|
||
"Context: 订单已加入队列: Order(symbol='CZCE.SA509', direction='CLOSE_LONG', volume=1, id='CZCE.SA509_CLOSE_LONG_20250515140000', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-05-15 14:00:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
|
||
"Engine: 处理订单请求: Order(symbol='CZCE.SA509', direction='CLOSE_LONG', volume=1, id='CZCE.SA509_CLOSE_LONG_20250515140000', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-05-15 14:00:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
|
||
" INFO - 模拟交易下单 TQSIM, PYSDK_target_ec0be8622145e394b6a7f822765dfc6d: 时间: 2025-05-15 14:00:00.000000, 合约: CZCE.SA509, 开平: CLOSE, 方向: SELL, 手数: 1, 价格: 1333.0\n",
|
||
" INFO - 模拟交易委托单 TQSIM, PYSDK_target_ec0be8622145e394b6a7f822765dfc6d: 全部成交\n",
|
||
"Context: 订单已加入队列: Order(symbol='CZCE.SA509', direction='SELL', volume=1, id='CZCE.SA509_SELL_20250519091500', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-05-19 09:15:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
|
||
"Engine: 处理订单请求: Order(symbol='CZCE.SA509', direction='SELL', volume=1, id='CZCE.SA509_SELL_20250519091500', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-05-19 09:15:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
|
||
" INFO - 模拟交易下单 TQSIM, PYSDK_insert_9ee70da8c915512c938448818ee4cb4f: 时间: 2025-05-19 09:15:00.000000, 合约: CZCE.SA509, 开平: OPEN, 方向: SELL, 手数: 1, 价格: 1278.0\n",
|
||
" INFO - 模拟交易委托单 TQSIM, PYSDK_insert_9ee70da8c915512c938448818ee4cb4f: 全部成交\n",
|
||
"Context: 订单已加入队列: Order(symbol='CZCE.SA509', direction='CLOSE_SHORT', volume=1, id='CZCE.SA509_CLOSE_SHORT_20250519110000', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-05-19 11:00:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
|
||
"Engine: 处理订单请求: Order(symbol='CZCE.SA509', direction='CLOSE_SHORT', volume=1, id='CZCE.SA509_CLOSE_SHORT_20250519110000', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-05-19 11:00:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
|
||
" INFO - 模拟交易下单 TQSIM, PYSDK_target_91472a56ff862a46b4d536069ad1e9ee: 时间: 2025-05-19 11:00:00.000000, 合约: CZCE.SA509, 开平: CLOSE, 方向: BUY, 手数: 1, 价格: 1278.0\n",
|
||
" INFO - 模拟交易委托单 TQSIM, PYSDK_target_91472a56ff862a46b4d536069ad1e9ee: 全部成交\n",
|
||
"Context: 订单已加入队列: Order(symbol='CZCE.SA509', direction='SELL', volume=1, id='CZCE.SA509_SELL_20250523210000', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-05-23 21:00:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
|
||
"Engine: 处理订单请求: Order(symbol='CZCE.SA509', direction='SELL', volume=1, id='CZCE.SA509_SELL_20250523210000', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-05-23 21:00:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
|
||
" INFO - 模拟交易下单 TQSIM, PYSDK_insert_69d15203644184c329063b67f06decb6: 时间: 2025-05-23 21:00:00.000000, 合约: CZCE.SA509, 开平: OPEN, 方向: SELL, 手数: 1, 价格: 1251.0\n",
|
||
" INFO - 模拟交易委托单 TQSIM, PYSDK_insert_69d15203644184c329063b67f06decb6: 全部成交\n",
|
||
"Context: 订单已加入队列: Order(symbol='CZCE.SA509', direction='CLOSE_SHORT', volume=1, id='CZCE.SA509_CLOSE_SHORT_20250526111500', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-05-26 11:15:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
|
||
"Engine: 处理订单请求: Order(symbol='CZCE.SA509', direction='CLOSE_SHORT', volume=1, id='CZCE.SA509_CLOSE_SHORT_20250526111500', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-05-26 11:15:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
|
||
" INFO - 模拟交易下单 TQSIM, PYSDK_target_059fca2fb95188ee42ac1c7e64d9ecb6: 时间: 2025-05-26 11:15:00.000000, 合约: CZCE.SA509, 开平: CLOSE, 方向: BUY, 手数: 1, 价格: 1259.0\n",
|
||
" INFO - 模拟交易委托单 TQSIM, PYSDK_target_059fca2fb95188ee42ac1c7e64d9ecb6: 全部成交\n",
|
||
"Context: 订单已加入队列: Order(symbol='CZCE.SA509', direction='BUY', volume=1, id='CZCE.SA509_BUY_20250604144500', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-06-04 14:45:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
|
||
"Engine: 处理订单请求: Order(symbol='CZCE.SA509', direction='BUY', volume=1, id='CZCE.SA509_BUY_20250604144500', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-06-04 14:45:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
|
||
" INFO - 模拟交易下单 TQSIM, PYSDK_insert_f89f1ce23e9844634633b37200dca095: 时间: 2025-06-04 14:45:00.000000, 合约: CZCE.SA509, 开平: OPEN, 方向: BUY, 手数: 1, 价格: 1225.0\n",
|
||
" INFO - 模拟交易委托单 TQSIM, PYSDK_insert_f89f1ce23e9844634633b37200dca095: 全部成交\n",
|
||
"Context: 订单已加入队列: Order(symbol='CZCE.SA509', direction='CLOSE_LONG', volume=1, id='CZCE.SA509_CLOSE_LONG_20250605094500', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-06-05 09:45:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
|
||
"Engine: 处理订单请求: Order(symbol='CZCE.SA509', direction='CLOSE_LONG', volume=1, id='CZCE.SA509_CLOSE_LONG_20250605094500', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-06-05 09:45:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
|
||
" INFO - 模拟交易下单 TQSIM, PYSDK_target_d45f8c0c535583559cf91265c77311b5: 时间: 2025-06-05 09:45:00.000000, 合约: CZCE.SA509, 开平: CLOSE, 方向: SELL, 手数: 1, 价格: 1206.0\n",
|
||
" INFO - 模拟交易委托单 TQSIM, PYSDK_target_d45f8c0c535583559cf91265c77311b5: 全部成交\n",
|
||
"Context: 订单已加入队列: Order(symbol='CZCE.SA509', direction='SELL', volume=1, id='CZCE.SA509_SELL_20250612214500', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-06-12 21:45:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
|
||
"Engine: 处理订单请求: Order(symbol='CZCE.SA509', direction='SELL', volume=1, id='CZCE.SA509_SELL_20250612214500', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-06-12 21:45:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
|
||
" INFO - 模拟交易下单 TQSIM, PYSDK_insert_272a2d68f87c9fc915bf7131a3da6c61: 时间: 2025-06-12 21:45:00.000000, 合约: CZCE.SA509, 开平: OPEN, 方向: SELL, 手数: 1, 价格: 1158.0\n",
|
||
" INFO - 模拟交易委托单 TQSIM, PYSDK_insert_272a2d68f87c9fc915bf7131a3da6c61: 全部成交\n",
|
||
"Context: 订单已加入队列: Order(symbol='CZCE.SA509', direction='CLOSE_SHORT', volume=1, id='CZCE.SA509_CLOSE_SHORT_20250613220000', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-06-13 22:00:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
|
||
"Engine: 处理订单请求: Order(symbol='CZCE.SA509', direction='CLOSE_SHORT', volume=1, id='CZCE.SA509_CLOSE_SHORT_20250613220000', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-06-13 22:00:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
|
||
" INFO - 模拟交易下单 TQSIM, PYSDK_target_3b4d7891be39c15831206d9bd8db5252: 时间: 2025-06-13 22:00:00.000000, 合约: CZCE.SA509, 开平: CLOSE, 方向: BUY, 手数: 1, 价格: 1156.0\n",
|
||
" INFO - 模拟交易委托单 TQSIM, PYSDK_target_3b4d7891be39c15831206d9bd8db5252: 全部成交\n",
|
||
"Context: 订单已加入队列: Order(symbol='CZCE.SA509', direction='SELL', volume=1, id='CZCE.SA509_SELL_20250624211500', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-06-24 21:15:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
|
||
"Engine: 处理订单请求: Order(symbol='CZCE.SA509', direction='SELL', volume=1, id='CZCE.SA509_SELL_20250624211500', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-06-24 21:15:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
|
||
" INFO - 模拟交易下单 TQSIM, PYSDK_insert_fe3f27a0929b3120c4cac2e951921096: 时间: 2025-06-24 21:15:00.000000, 合约: CZCE.SA509, 开平: OPEN, 方向: SELL, 手数: 1, 价格: 1154.0\n",
|
||
" INFO - 模拟交易委托单 TQSIM, PYSDK_insert_fe3f27a0929b3120c4cac2e951921096: 全部成交\n",
|
||
"Context: 订单已加入队列: Order(symbol='CZCE.SA509', direction='CLOSE_SHORT', volume=1, id='CZCE.SA509_CLOSE_SHORT_20250625133000', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-06-25 13:30:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
|
||
"Engine: 处理订单请求: Order(symbol='CZCE.SA509', direction='CLOSE_SHORT', volume=1, id='CZCE.SA509_CLOSE_SHORT_20250625133000', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-06-25 13:30:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
|
||
" INFO - 模拟交易下单 TQSIM, PYSDK_target_424ab15fd01152afc87b01641ab5cb60: 时间: 2025-06-25 13:30:00.000000, 合约: CZCE.SA509, 开平: CLOSE, 方向: BUY, 手数: 1, 价格: 1162.0\n",
|
||
" INFO - 模拟交易委托单 TQSIM, PYSDK_target_424ab15fd01152afc87b01641ab5cb60: 全部成交\n",
|
||
"Context: 订单已加入队列: Order(symbol='CZCE.SA509', direction='BUY', volume=1, id='CZCE.SA509_BUY_20250702134500', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-07-02 13:45:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
|
||
"Engine: 处理订单请求: Order(symbol='CZCE.SA509', direction='BUY', volume=1, id='CZCE.SA509_BUY_20250702134500', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-07-02 13:45:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
|
||
" INFO - 模拟交易下单 TQSIM, PYSDK_insert_34857cb5fbaabdd36f9117bc9eaf1414: 时间: 2025-07-02 13:45:00.000000, 合约: CZCE.SA509, 开平: OPEN, 方向: BUY, 手数: 1, 价格: 1200.0\n",
|
||
" INFO - 模拟交易委托单 TQSIM, PYSDK_insert_34857cb5fbaabdd36f9117bc9eaf1414: 全部成交\n",
|
||
"Context: 订单已加入队列: Order(symbol='CZCE.SA509', direction='CLOSE_LONG', volume=1, id='CZCE.SA509_CLOSE_LONG_20250703134500', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-07-03 13:45:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
|
||
"Engine: 处理订单请求: Order(symbol='CZCE.SA509', direction='CLOSE_LONG', volume=1, id='CZCE.SA509_CLOSE_LONG_20250703134500', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-07-03 13:45:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
|
||
" INFO - 模拟交易下单 TQSIM, PYSDK_target_51d4faf4dcc656049005f8034bf88b87: 时间: 2025-07-03 13:45:00.000000, 合约: CZCE.SA509, 开平: CLOSE, 方向: SELL, 手数: 1, 价格: 1186.0\n",
|
||
" INFO - 模拟交易委托单 TQSIM, PYSDK_target_51d4faf4dcc656049005f8034bf88b87: 全部成交\n",
|
||
"Context: 订单已加入队列: Order(symbol='CZCE.SA509', direction='BUY', volume=1, id='CZCE.SA509_BUY_20250709211500', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-07-09 21:15:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
|
||
"Engine: 处理订单请求: Order(symbol='CZCE.SA509', direction='BUY', volume=1, id='CZCE.SA509_BUY_20250709211500', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-07-09 21:15:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
|
||
" INFO - 模拟交易下单 TQSIM, PYSDK_insert_4de24a0ce4e24234e69d232f3485367e: 时间: 2025-07-09 21:15:00.000000, 合约: CZCE.SA509, 开平: OPEN, 方向: BUY, 手数: 1, 价格: 1200.0\n",
|
||
" INFO - 模拟交易委托单 TQSIM, PYSDK_insert_4de24a0ce4e24234e69d232f3485367e: 全部成交\n",
|
||
"Context: 订单已加入队列: Order(symbol='CZCE.SA509', direction='CLOSE_LONG', volume=1, id='CZCE.SA509_CLOSE_LONG_20250711140000', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-07-11 14:00:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
|
||
"Engine: 处理订单请求: Order(symbol='CZCE.SA509', direction='CLOSE_LONG', volume=1, id='CZCE.SA509_CLOSE_LONG_20250711140000', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-07-11 14:00:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
|
||
" INFO - 模拟交易下单 TQSIM, PYSDK_target_5cceef0973c475b5451d0d8c91c56f62: 时间: 2025-07-11 14:00:00.000000, 合约: CZCE.SA509, 开平: CLOSE, 方向: SELL, 手数: 1, 价格: 1222.0\n",
|
||
" INFO - 模拟交易委托单 TQSIM, PYSDK_target_5cceef0973c475b5451d0d8c91c56f62: 全部成交\n",
|
||
"Context: 订单已加入队列: Order(symbol='CZCE.SA509', direction='SELL', volume=1, id='CZCE.SA509_SELL_20250718110000', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-07-18 11:00:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
|
||
"Engine: 处理订单请求: Order(symbol='CZCE.SA509', direction='SELL', volume=1, id='CZCE.SA509_SELL_20250718110000', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-07-18 11:00:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
|
||
" INFO - 模拟交易下单 TQSIM, PYSDK_insert_e9f27dcac4cd97ef655f590ccac96e0d: 时间: 2025-07-18 11:00:00.000000, 合约: CZCE.SA509, 开平: OPEN, 方向: SELL, 手数: 1, 价格: 1220.0\n",
|
||
" INFO - 模拟交易委托单 TQSIM, PYSDK_insert_e9f27dcac4cd97ef655f590ccac96e0d: 全部成交\n",
|
||
"Context: 订单已加入队列: Order(symbol='CZCE.SA509', direction='CLOSE_SHORT', volume=1, id='CZCE.SA509_CLOSE_SHORT_20250721221500', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-07-21 22:15:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
|
||
"Engine: 处理订单请求: Order(symbol='CZCE.SA509', direction='CLOSE_SHORT', volume=1, id='CZCE.SA509_CLOSE_SHORT_20250721221500', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-07-21 22:15:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
|
||
" INFO - 模拟交易下单 TQSIM, PYSDK_target_f303e501d6b9fa24fb5e05b8b9cc91e9: 时间: 2025-07-21 22:15:00.000000, 合约: CZCE.SA509, 开平: CLOSE, 方向: BUY, 手数: 1, 价格: 1304.0\n",
|
||
" INFO - 模拟交易委托单 TQSIM, PYSDK_target_f303e501d6b9fa24fb5e05b8b9cc91e9: 全部成交\n",
|
||
"Context: 订单已加入队列: Order(symbol='CZCE.SA509', direction='BUY', volume=1, id='CZCE.SA509_BUY_20250722213000', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-07-22 21:30:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
|
||
"Engine: 处理订单请求: Order(symbol='CZCE.SA509', direction='BUY', volume=1, id='CZCE.SA509_BUY_20250722213000', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-07-22 21:30:00+0800', tz='Asia/Shanghai'), offset='OPEN')\n",
|
||
" INFO - 模拟交易下单 TQSIM, PYSDK_insert_c98623a68fff4c49c0e16d3c9b2a1bc8: 时间: 2025-07-22 21:30:00.000000, 合约: CZCE.SA509, 开平: OPEN, 方向: BUY, 手数: 1, 价格: 1383.0\n",
|
||
" INFO - 模拟交易委托单 TQSIM, PYSDK_insert_c98623a68fff4c49c0e16d3c9b2a1bc8: 全部成交\n",
|
||
"Context: 订单已加入队列: Order(symbol='CZCE.SA509', direction='CLOSE_LONG', volume=1, id='CZCE.SA509_CLOSE_LONG_20250723141500', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-07-23 14:15:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
|
||
"Engine: 处理订单请求: Order(symbol='CZCE.SA509', direction='CLOSE_LONG', volume=1, id='CZCE.SA509_CLOSE_LONG_20250723141500', price_type='MARKET', limit_price=None, stop_price=None, submitted_time=Timestamp('2025-07-23 14:15:00+0800', tz='Asia/Shanghai'), offset='CLOSE')\n",
|
||
" INFO - 模拟交易下单 TQSIM, PYSDK_target_d01d3e78d13812c3600231035b9105a4: 时间: 2025-07-23 14:15:00.000000, 合约: CZCE.SA509, 开平: CLOSE, 方向: SELL, 手数: 1, 价格: 1316.0\n",
|
||
" INFO - 模拟交易委托单 TQSIM, PYSDK_target_d01d3e78d13812c3600231035b9105a4: 全部成交\n",
|
||
" INFO - 回测结束\n",
|
||
" INFO - 模拟交易成交记录, 账户: TQSIM\n",
|
||
" INFO - 时间: 2025-01-13 09:00:00.000000, 合约: CZCE.SA505, 开平: OPEN, 方向: BUY, 手数: 1, 价格: 1432.000,手续费: 3.50\n",
|
||
" INFO - 时间: 2025-01-13 14:15:00.000000, 合约: CZCE.SA505, 开平: CLOSE, 方向: SELL, 手数: 1, 价格: 1420.000,手续费: 3.50\n",
|
||
" INFO - 时间: 2025-02-17 09:16:59.999999, 合约: CZCE.SA505, 开平: OPEN, 方向: BUY, 手数: 1, 价格: 1498.000,手续费: 3.50\n",
|
||
" INFO - 时间: 2025-02-18 10:00:00.000000, 合约: CZCE.SA505, 开平: CLOSE, 方向: SELL, 手数: 1, 价格: 1506.000,手续费: 3.50\n",
|
||
" INFO - 时间: 2025-02-27 21:00:00.000000, 合约: CZCE.SA505, 开平: OPEN, 方向: BUY, 手数: 1, 价格: 1568.000,手续费: 3.50\n",
|
||
" INFO - 时间: 2025-02-28 14:30:00.000000, 合约: CZCE.SA505, 开平: CLOSE, 方向: SELL, 手数: 1, 价格: 1564.000,手续费: 3.50\n",
|
||
" INFO - 时间: 2025-03-13 14:00:00.000000, 合约: CZCE.SA505, 开平: OPEN, 方向: BUY, 手数: 1, 价格: 1436.000,手续费: 3.50\n",
|
||
" INFO - 时间: 2025-03-14 10:30:00.000000, 合约: CZCE.SA505, 开平: CLOSE, 方向: SELL, 手数: 1, 价格: 1439.000,手续费: 3.50\n",
|
||
" INFO - 时间: 2025-03-24 09:45:00.000000, 合约: CZCE.SA505, 开平: OPEN, 方向: BUY, 手数: 1, 价格: 1436.000,手续费: 3.50\n",
|
||
" INFO - 时间: 2025-03-24 22:15:00.000000, 合约: CZCE.SA505, 开平: CLOSE, 方向: SELL, 手数: 1, 价格: 1443.000,手续费: 3.50\n",
|
||
" INFO - 时间: 2025-04-07 09:15:00.000000, 合约: CZCE.SA505, 开平: OPEN, 方向: SELL, 手数: 1, 价格: 1366.000,手续费: 3.50\n",
|
||
" INFO - 时间: 2025-04-07 22:45:00.000000, 合约: CZCE.SA505, 开平: CLOSE, 方向: BUY, 手数: 1, 价格: 1368.000,手续费: 3.50\n",
|
||
" INFO - 时间: 2025-04-15 21:15:00.000000, 合约: CZCE.SA509, 开平: OPEN, 方向: BUY, 手数: 1, 价格: 1361.000,手续费: 3.50\n",
|
||
" INFO - 时间: 2025-04-16 14:45:00.000000, 合约: CZCE.SA509, 开平: CLOSE, 方向: SELL, 手数: 1, 价格: 1352.000,手续费: 3.50\n",
|
||
" INFO - 时间: 2025-04-18 09:15:00.000000, 合约: CZCE.SA509, 开平: OPEN, 方向: SELL, 手数: 1, 价格: 1339.000,手续费: 3.50\n",
|
||
" INFO - 时间: 2025-04-21 13:30:00.000000, 合约: CZCE.SA509, 开平: CLOSE, 方向: BUY, 手数: 1, 价格: 1343.000,手续费: 3.50\n",
|
||
" INFO - 时间: 2025-04-22 22:15:00.000000, 合约: CZCE.SA509, 开平: OPEN, 方向: BUY, 手数: 1, 价格: 1348.000,手续费: 3.50\n",
|
||
" INFO - 时间: 2025-04-23 22:30:00.000000, 合约: CZCE.SA509, 开平: CLOSE, 方向: SELL, 手数: 1, 价格: 1368.000,手续费: 3.50\n",
|
||
" INFO - 时间: 2025-04-28 09:15:00.000000, 合约: CZCE.SA509, 开平: OPEN, 方向: BUY, 手数: 1, 价格: 1381.000,手续费: 3.50\n",
|
||
" INFO - 时间: 2025-04-28 13:30:00.000000, 合约: CZCE.SA509, 开平: CLOSE, 方向: SELL, 手数: 1, 价格: 1378.000,手续费: 3.50\n",
|
||
" INFO - 时间: 2025-05-12 21:15:00.000000, 合约: CZCE.SA509, 开平: OPEN, 方向: BUY, 手数: 1, 价格: 1335.000,手续费: 3.50\n",
|
||
" INFO - 时间: 2025-05-13 11:15:00.000000, 合约: CZCE.SA509, 开平: CLOSE, 方向: SELL, 手数: 1, 价格: 1296.000,手续费: 3.50\n",
|
||
" INFO - 时间: 2025-05-14 14:45:00.000000, 合约: CZCE.SA509, 开平: OPEN, 方向: BUY, 手数: 1, 价格: 1348.000,手续费: 3.50\n",
|
||
" INFO - 时间: 2025-05-15 14:00:00.000000, 合约: CZCE.SA509, 开平: CLOSE, 方向: SELL, 手数: 1, 价格: 1333.000,手续费: 3.50\n",
|
||
" INFO - 时间: 2025-05-19 09:15:00.000000, 合约: CZCE.SA509, 开平: OPEN, 方向: SELL, 手数: 1, 价格: 1278.000,手续费: 3.50\n",
|
||
" INFO - 时间: 2025-05-19 11:00:00.000000, 合约: CZCE.SA509, 开平: CLOSE, 方向: BUY, 手数: 1, 价格: 1278.000,手续费: 3.50\n",
|
||
" INFO - 时间: 2025-05-23 21:00:59.999999, 合约: CZCE.SA509, 开平: OPEN, 方向: SELL, 手数: 1, 价格: 1251.000,手续费: 3.50\n",
|
||
" INFO - 时间: 2025-05-26 11:15:00.000000, 合约: CZCE.SA509, 开平: CLOSE, 方向: BUY, 手数: 1, 价格: 1259.000,手续费: 3.50\n",
|
||
" INFO - 时间: 2025-06-04 14:45:00.000000, 合约: CZCE.SA509, 开平: OPEN, 方向: BUY, 手数: 1, 价格: 1225.000,手续费: 3.50\n",
|
||
" INFO - 时间: 2025-06-05 09:45:00.000000, 合约: CZCE.SA509, 开平: CLOSE, 方向: SELL, 手数: 1, 价格: 1206.000,手续费: 3.50\n",
|
||
" INFO - 时间: 2025-06-12 21:45:00.000000, 合约: CZCE.SA509, 开平: OPEN, 方向: SELL, 手数: 1, 价格: 1158.000,手续费: 3.50\n",
|
||
" INFO - 时间: 2025-06-13 22:00:00.000000, 合约: CZCE.SA509, 开平: CLOSE, 方向: BUY, 手数: 1, 价格: 1156.000,手续费: 3.50\n",
|
||
" INFO - 时间: 2025-06-24 21:15:00.000000, 合约: CZCE.SA509, 开平: OPEN, 方向: SELL, 手数: 1, 价格: 1154.000,手续费: 3.50\n",
|
||
" INFO - 时间: 2025-06-25 13:30:00.000000, 合约: CZCE.SA509, 开平: CLOSE, 方向: BUY, 手数: 1, 价格: 1162.000,手续费: 3.50\n",
|
||
" INFO - 时间: 2025-07-02 13:45:00.000000, 合约: CZCE.SA509, 开平: OPEN, 方向: BUY, 手数: 1, 价格: 1200.000,手续费: 3.50\n",
|
||
" INFO - 时间: 2025-07-03 13:45:00.000000, 合约: CZCE.SA509, 开平: CLOSE, 方向: SELL, 手数: 1, 价格: 1186.000,手续费: 3.50\n",
|
||
" INFO - 时间: 2025-07-09 21:15:00.000000, 合约: CZCE.SA509, 开平: OPEN, 方向: BUY, 手数: 1, 价格: 1200.000,手续费: 3.50\n",
|
||
" INFO - 时间: 2025-07-11 14:00:00.000000, 合约: CZCE.SA509, 开平: CLOSE, 方向: SELL, 手数: 1, 价格: 1222.000,手续费: 3.50\n",
|
||
" INFO - 时间: 2025-07-18 11:00:59.999999, 合约: CZCE.SA509, 开平: OPEN, 方向: SELL, 手数: 1, 价格: 1220.000,手续费: 3.50\n",
|
||
" INFO - 时间: 2025-07-21 22:15:00.000000, 合约: CZCE.SA509, 开平: CLOSE, 方向: BUY, 手数: 1, 价格: 1304.000,手续费: 3.50\n",
|
||
" INFO - 时间: 2025-07-22 21:30:00.000000, 合约: CZCE.SA509, 开平: OPEN, 方向: BUY, 手数: 1, 价格: 1383.000,手续费: 3.50\n",
|
||
" INFO - 时间: 2025-07-23 14:15:00.000000, 合约: CZCE.SA509, 开平: CLOSE, 方向: SELL, 手数: 1, 价格: 1316.000,手续费: 3.50\n",
|
||
" INFO - 模拟交易账户资金, 账户: TQSIM\n",
|
||
" INFO - 日期: 2025-01-01, 账户权益: 10000000.00, 可用资金: 10000000.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-01-02, 账户权益: 10000000.00, 可用资金: 10000000.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-01-03, 账户权益: 10000000.00, 可用资金: 10000000.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-01-06, 账户权益: 10000000.00, 可用资金: 10000000.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-01-07, 账户权益: 10000000.00, 可用资金: 10000000.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-01-08, 账户权益: 10000000.00, 可用资金: 10000000.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-01-09, 账户权益: 10000000.00, 可用资金: 10000000.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-01-10, 账户权益: 10000000.00, 可用资金: 10000000.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-01-13, 账户权益: 9999753.00, 可用资金: 9999753.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: -240.00, 市值: 0.00, 保证金: 0.00, 手续费: 7.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-01-14, 账户权益: 9999753.00, 可用资金: 9999753.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-01-15, 账户权益: 9999753.00, 可用资金: 9999753.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-01-16, 账户权益: 9999753.00, 可用资金: 9999753.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-01-17, 账户权益: 9999753.00, 可用资金: 9999753.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-01-20, 账户权益: 9999753.00, 可用资金: 9999753.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-01-21, 账户权益: 9999753.00, 可用资金: 9999753.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-01-22, 账户权益: 9999753.00, 可用资金: 9999753.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-01-23, 账户权益: 9999753.00, 可用资金: 9999753.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-01-24, 账户权益: 9999753.00, 可用资金: 9999753.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-01-27, 账户权益: 9999753.00, 可用资金: 9999753.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-02-05, 账户权益: 9999753.00, 可用资金: 9999753.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-02-06, 账户权益: 9999753.00, 可用资金: 9999753.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-02-07, 账户权益: 9999753.00, 可用资金: 9999753.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-02-10, 账户权益: 9999753.00, 可用资金: 9999753.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-02-11, 账户权益: 9999753.00, 可用资金: 9999753.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-02-12, 账户权益: 9999753.00, 可用资金: 9999753.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-02-13, 账户权益: 9999753.00, 可用资金: 9999753.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-02-14, 账户权益: 9999753.00, 可用资金: 9999753.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-02-17, 账户权益: 10000069.50, 可用资金: 9998294.30, 浮动盈亏: 320.00, 持仓盈亏: 320.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 1775.20, 手续费: 3.50, 风险度: 0.02%\n",
|
||
" INFO - 日期: 2025-02-18, 账户权益: 9999906.00, 可用资金: 9999906.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: -160.00, 市值: 0.00, 保证金: 0.00, 手续费: 3.50, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-02-19, 账户权益: 9999906.00, 可用资金: 9999906.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-02-20, 账户权益: 9999906.00, 可用资金: 9999906.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-02-21, 账户权益: 9999906.00, 可用资金: 9999906.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-02-24, 账户权益: 9999906.00, 可用资金: 9999906.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-02-25, 账户权益: 9999906.00, 可用资金: 9999906.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-02-26, 账户权益: 9999906.00, 可用资金: 9999906.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-02-27, 账户权益: 9999906.00, 可用资金: 9999906.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-02-28, 账户权益: 9999819.00, 可用资金: 9999819.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: -80.00, 市值: 0.00, 保证金: 0.00, 手续费: 7.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-03-03, 账户权益: 9999819.00, 可用资金: 9999819.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-03-04, 账户权益: 9999819.00, 可用资金: 9999819.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-03-05, 账户权益: 9999819.00, 可用资金: 9999819.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-03-06, 账户权益: 9999819.00, 可用资金: 9999819.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-03-07, 账户权益: 9999819.00, 可用资金: 9999819.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-03-10, 账户权益: 9999819.00, 可用资金: 9999819.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-03-11, 账户权益: 9999819.00, 可用资金: 9999819.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-03-12, 账户权益: 9999819.00, 可用资金: 9999819.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-03-13, 账户权益: 9999915.50, 可用资金: 9998140.30, 浮动盈亏: 100.00, 持仓盈亏: 100.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 1775.20, 手续费: 3.50, 风险度: 0.02%\n",
|
||
" INFO - 日期: 2025-03-14, 账户权益: 9999872.00, 可用资金: 9999872.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: -40.00, 市值: 0.00, 保证金: 0.00, 手续费: 3.50, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-03-17, 账户权益: 9999872.00, 可用资金: 9999872.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-03-18, 账户权益: 9999872.00, 可用资金: 9999872.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-03-19, 账户权益: 9999872.00, 可用资金: 9999872.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-03-20, 账户权益: 9999872.00, 可用资金: 9999872.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-03-21, 账户权益: 9999872.00, 可用资金: 9999872.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-03-24, 账户权益: 10000128.50, 可用资金: 9998353.30, 浮动盈亏: 260.00, 持仓盈亏: 260.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 1775.20, 手续费: 3.50, 风险度: 0.02%\n",
|
||
" INFO - 日期: 2025-03-25, 账户权益: 10000005.00, 可用资金: 10000005.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: -120.00, 市值: 0.00, 保证金: 0.00, 手续费: 3.50, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-03-26, 账户权益: 10000005.00, 可用资金: 10000005.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-03-27, 账户权益: 10000005.00, 可用资金: 10000005.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-03-28, 账户权益: 10000005.00, 可用资金: 10000005.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-03-31, 账户权益: 10000005.00, 可用资金: 10000005.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-04-01, 账户权益: 10000005.00, 可用资金: 10000005.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-04-02, 账户权益: 10000005.00, 可用资金: 10000005.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-04-03, 账户权益: 10000005.00, 可用资金: 10000005.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-04-07, 账户权益: 10000161.50, 可用资金: 9998386.30, 浮动盈亏: 160.00, 持仓盈亏: 160.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 1775.20, 手续费: 3.50, 风险度: 0.02%\n",
|
||
" INFO - 日期: 2025-04-08, 账户权益: 9999958.00, 可用资金: 9999958.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: -200.00, 市值: 0.00, 保证金: 0.00, 手续费: 3.50, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-04-09, 账户权益: 9999958.00, 可用资金: 9999958.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-04-10, 账户权益: 9999958.00, 可用资金: 9999958.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-04-11, 账户权益: 9999958.00, 可用资金: 9999958.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-04-14, 账户权益: 9999958.00, 可用资金: 9999958.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-04-15, 账户权益: 9999958.00, 可用资金: 9999958.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-04-16, 账户权益: 9999771.00, 可用资金: 9999771.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: -180.00, 市值: 0.00, 保证金: 0.00, 手续费: 7.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-04-17, 账户权益: 9999771.00, 可用资金: 9999771.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-04-18, 账户权益: 10000067.50, 可用资金: 9998444.90, 浮动盈亏: 300.00, 持仓盈亏: 300.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 1622.60, 手续费: 3.50, 风险度: 0.02%\n",
|
||
" INFO - 日期: 2025-04-21, 账户权益: 9999684.00, 可用资金: 9999684.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: -380.00, 市值: 0.00, 保证金: 0.00, 手续费: 3.50, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-04-22, 账户权益: 9999684.00, 可用资金: 9999684.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-04-23, 账户权益: 10000180.50, 可用资金: 9998557.90, 浮动盈亏: 500.00, 持仓盈亏: 500.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 1622.60, 手续费: 3.50, 风险度: 0.02%\n",
|
||
" INFO - 日期: 2025-04-24, 账户权益: 10000077.00, 可用资金: 10000077.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: -100.00, 市值: 0.00, 保证金: 0.00, 手续费: 3.50, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-04-25, 账户权益: 10000077.00, 可用资金: 10000077.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-04-28, 账户权益: 10000010.00, 可用资金: 10000010.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: -60.00, 市值: 0.00, 保证金: 0.00, 手续费: 7.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-04-29, 账户权益: 10000010.00, 可用资金: 10000010.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-04-30, 账户权益: 10000010.00, 可用资金: 10000010.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-05-06, 账户权益: 10000010.00, 可用资金: 10000010.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-05-07, 账户权益: 10000010.00, 可用资金: 10000010.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-05-08, 账户权益: 10000010.00, 可用资金: 10000010.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-05-09, 账户权益: 10000010.00, 可用资金: 10000010.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-05-12, 账户权益: 10000010.00, 可用资金: 10000010.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-05-13, 账户权益: 9999223.00, 可用资金: 9999223.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: -780.00, 市值: 0.00, 保证金: 0.00, 手续费: 7.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-05-14, 账户权益: 9999159.50, 可用资金: 9997536.90, 浮动盈亏: -60.00, 持仓盈亏: -60.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 1622.60, 手续费: 3.50, 风险度: 0.02%\n",
|
||
" INFO - 日期: 2025-05-15, 账户权益: 9998916.00, 可用资金: 9998916.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: -240.00, 市值: 0.00, 保证金: 0.00, 手续费: 3.50, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-05-16, 账户权益: 9998916.00, 可用资金: 9998916.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-05-19, 账户权益: 9998909.00, 可用资金: 9998909.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 7.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-05-20, 账户权益: 9998909.00, 可用资金: 9998909.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-05-21, 账户权益: 9998909.00, 可用资金: 9998909.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-05-22, 账户权益: 9998909.00, 可用资金: 9998909.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-05-23, 账户权益: 9998909.00, 可用资金: 9998909.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-05-26, 账户权益: 9998742.00, 可用资金: 9998742.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: -160.00, 市值: 0.00, 保证金: 0.00, 手续费: 7.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-05-27, 账户权益: 9998742.00, 可用资金: 9998742.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-05-28, 账户权益: 9998742.00, 可用资金: 9998742.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-05-29, 账户权益: 9998742.00, 可用资金: 9998742.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-05-30, 账户权益: 9998742.00, 可用资金: 9998742.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-06-03, 账户权益: 9998742.00, 可用资金: 9998742.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-06-04, 账户权益: 9998738.50, 可用资金: 9997115.90, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 1622.60, 手续费: 3.50, 风险度: 0.02%\n",
|
||
" INFO - 日期: 2025-06-05, 账户权益: 9998355.00, 可用资金: 9998355.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: -380.00, 市值: 0.00, 保证金: 0.00, 手续费: 3.50, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-06-06, 账户权益: 9998355.00, 可用资金: 9998355.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-06-09, 账户权益: 9998355.00, 可用资金: 9998355.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-06-10, 账户权益: 9998355.00, 可用资金: 9998355.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-06-11, 账户权益: 9998355.00, 可用资金: 9998355.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-06-12, 账户权益: 9998355.00, 可用资金: 9998355.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-06-13, 账户权益: 9998391.50, 可用资金: 9996768.90, 浮动盈亏: 40.00, 持仓盈亏: 40.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 1622.60, 手续费: 3.50, 风险度: 0.02%\n",
|
||
" INFO - 日期: 2025-06-16, 账户权益: 9998388.00, 可用资金: 9998388.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 3.50, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-06-17, 账户权益: 9998388.00, 可用资金: 9998388.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-06-18, 账户权益: 9998388.00, 可用资金: 9998388.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-06-19, 账户权益: 9998388.00, 可用资金: 9998388.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-06-20, 账户权益: 9998388.00, 可用资金: 9998388.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-06-23, 账户权益: 9998388.00, 可用资金: 9998388.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-06-24, 账户权益: 9998388.00, 可用资金: 9998388.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-06-25, 账户权益: 9998221.00, 可用资金: 9998221.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: -160.00, 市值: 0.00, 保证金: 0.00, 手续费: 7.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-06-26, 账户权益: 9998221.00, 可用资金: 9998221.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-06-27, 账户权益: 9998221.00, 可用资金: 9998221.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-06-30, 账户权益: 9998221.00, 可用资金: 9998221.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-07-01, 账户权益: 9998221.00, 可用资金: 9998221.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-07-02, 账户权益: 9998317.50, 可用资金: 9996694.90, 浮动盈亏: 100.00, 持仓盈亏: 100.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 1622.60, 手续费: 3.50, 风险度: 0.02%\n",
|
||
" INFO - 日期: 2025-07-03, 账户权益: 9997934.00, 可用资金: 9997934.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: -380.00, 市值: 0.00, 保证金: 0.00, 手续费: 3.50, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-07-04, 账户权益: 9997934.00, 可用资金: 9997934.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-07-07, 账户权益: 9997934.00, 可用资金: 9997934.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-07-08, 账户权益: 9997934.00, 可用资金: 9997934.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-07-09, 账户权益: 9997934.00, 可用资金: 9997934.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-07-10, 账户权益: 9998550.50, 可用资金: 9996927.90, 浮动盈亏: 620.00, 持仓盈亏: 620.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 1622.60, 手续费: 3.50, 风险度: 0.02%\n",
|
||
" INFO - 日期: 2025-07-11, 账户权益: 9998367.00, 可用资金: 9998367.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: -180.00, 市值: 0.00, 保证金: 0.00, 手续费: 3.50, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-07-14, 账户权益: 9998367.00, 可用资金: 9998367.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-07-15, 账户权益: 9998367.00, 可用资金: 9998367.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-07-16, 账户权益: 9998367.00, 可用资金: 9998367.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-07-17, 账户权益: 9998367.00, 可用资金: 9998367.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-07-18, 账户权益: 9998443.50, 可用资金: 9996820.90, 浮动盈亏: 80.00, 持仓盈亏: 80.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 1622.60, 手续费: 3.50, 风险度: 0.02%\n",
|
||
" INFO - 日期: 2025-07-21, 账户权益: 9996863.50, 可用资金: 9995240.90, 浮动盈亏: -1500.00, 持仓盈亏: -1580.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 1622.60, 手续费: 0.00, 风险度: 0.02%\n",
|
||
" INFO - 日期: 2025-07-22, 账户权益: 9996680.00, 可用资金: 9996680.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: -180.00, 市值: 0.00, 保证金: 0.00, 手续费: 3.50, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-07-23, 账户权益: 9995333.00, 可用资金: 9995333.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: -1340.00, 市值: 0.00, 保证金: 0.00, 手续费: 7.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-07-24, 账户权益: 9995333.00, 可用资金: 9995333.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-07-25, 账户权益: 9995333.00, 可用资金: 9995333.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-07-28, 账户权益: 9995333.00, 可用资金: 9995333.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-07-29, 账户权益: 9995333.00, 可用资金: 9995333.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-07-30, 账户权益: 9995333.00, 可用资金: 9995333.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-07-31, 账户权益: 9995333.00, 可用资金: 9995333.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 日期: 2025-08-01, 账户权益: 9995333.00, 可用资金: 9995333.00, 浮动盈亏: 0.00, 持仓盈亏: 0.00, 平仓盈亏: 0.00, 市值: 0.00, 保证金: 0.00, 手续费: 0.00, 风险度: 0.00%\n",
|
||
" INFO - 胜率: 33.33%, 盈亏额比例: 0.43, 收益率: -0.05%, 年化收益率: -0.08%, 最大回撤: 0.05%, 年化夏普率: -75.1863,年化索提诺比率: -15.4729\n",
|
||
"回测结束：没有需要平仓的持仓。\n",
|
||
"TqsdkEngine: 回测运行完毕。\n",
|
||
"TqsdkEngine: API 已关闭。\n",
|
||
"\n",
|
||
"回测运行完毕。\n"
|
||
]
|
||
},
|
||
{
|
||
"ename": "KeyError",
|
||
"evalue": "'initial_capital'",
|
||
"output_type": "error",
|
||
"traceback": [
|
||
"\u001B[31m---------------------------------------------------------------------------\u001B[39m",
|
||
"\u001B[31mKeyError\u001B[39m Traceback (most recent call last)",
|
||
"\u001B[36mCell\u001B[39m\u001B[36m \u001B[39m\u001B[32mIn[8]\u001B[39m\u001B[32m, line 51\u001B[39m\n\u001B[32m 49\u001B[39m portfolio_snapshots = results[\u001B[33m\"\u001B[39m\u001B[33mportfolio_snapshots\u001B[39m\u001B[33m\"\u001B[39m]\n\u001B[32m 50\u001B[39m trade_history = results[\u001B[33m\"\u001B[39m\u001B[33mtrade_history\u001B[39m\u001B[33m\"\u001B[39m]\n\u001B[32m---> \u001B[39m\u001B[32m51\u001B[39m initial_capital_result = \u001B[43mresults\u001B[49m\u001B[43m[\u001B[49m\u001B[33;43m\"\u001B[39;49m\u001B[33;43minitial_capital\u001B[39;49m\u001B[33;43m\"\u001B[39;49m\u001B[43m]\u001B[49m\n\u001B[32m 52\u001B[39m bars = results[\u001B[33m\"\u001B[39m\u001B[33mall_bars\u001B[39m\u001B[33m\"\u001B[39m]\n\u001B[32m 54\u001B[39m \u001B[38;5;66;03m# --- 4. 结果分析与可视化 ---\u001B[39;00m\n",
|
||
"\u001B[31mKeyError\u001B[39m: 'initial_capital'"
|
||
]
|
||
}
|
||
],
|
||
"execution_count": 8
|
||
}
|
||
],
|
||
"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
|
||
}
|