vnpy/examples/spread_backtesting/backtesting.ipynb

{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [],
   "source": [
    "#%%\n",
    "from vnpy.app.spread_trading.backtesting import BacktestingEngine\n",
    "from vnpy.app.spread_trading.strategies.statistical_arbitrage_strategy import (\n",
    "    StatisticalArbitrageStrategy\n",
    ")\n",
    "from vnpy.app.spread_trading.base import LegData, SpreadData\n",
    "from datetime import datetime"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {},
   "outputs": [],
   "source": [
    "spread = SpreadData(\n",
    "    name=\"IF-Spread\",\n",
    "    legs=[LegData(\"IF1911.CFFEX\"), LegData(\"IF1912.CFFEX\")],\n",
    "    price_multipliers={\"IF1911.CFFEX\": 1, \"IF1912.CFFEX\": -1},\n",
    "    trading_multipliers={\"IF1911.CFFEX\": 1, \"IF1912.CFFEX\": -1},\n",
    "    active_symbol=\"IF1911.CFFEX\",\n",
    "    inverse_contracts={\"IF1911.CFFEX\": False, \"IF1912.CFFEX\": False},\n",
    "    min_volume=1\n",
    ")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {},
   "outputs": [],
   "source": [
    "#%%\n",
    "engine = BacktestingEngine()\n",
    "engine.set_parameters(\n",
    "    spread=spread,\n",
    "    interval=\"1m\",\n",
    "    start=datetime(2019, 6, 10),\n",
    "    end=datetime(2019, 11, 10),\n",
    "    rate=0,\n",
    "    slippage=0,\n",
    "    size=300,\n",
    "    pricetick=0.2,\n",
    "    capital=1_000_000,\n",
    ")\n",
    "engine.add_strategy(StatisticalArbitrageStrategy, {})"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {
    "scrolled": false
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "2019-11-14 12:22:16.758224\t开始加载历史数据\n",
      "2019-11-14 12:22:20.582443\t历史数据加载完成，数据量：7200\n",
      "2019-09-23 11:10:00 long 0.0 -1.6 -1.595771499962582\n",
      "2019-09-23 11:22:00 short 0.0 5.0 4.434537272006142\n",
      "2019-09-23 11:24:00 short 0.0 5.2 4.9688499583209484\n",
      "2019-09-23 11:28:00 long 0.0 -3.8 -3.695330911067618\n",
      "2019-09-23 13:25:00 long 0.0 -0.4 -0.23693471309323555\n",
      "2019-09-23 13:34:00 long 0.0 -1.8 -1.4179666393179509\n",
      "2019-09-23 14:02:00 long 0.0 -0.8 -0.5778248012256164\n",
      "2019-09-23 14:04:00 long 0.0 -1.2 -1.1925798475317886\n",
      "2019-09-23 14:06:00 long 0.0 -2.0 -1.8379710609249407\n",
      "2019-09-23 14:39:00 long 0.0 -2.8 -2.0334313701260256\n",
      "2019-09-23 14:43:00 long 0.0 -3.4 -2.787519389787807\n",
      "2019-09-23 14:57:00 long 0.0 -5.8 -4.27440470371467\n",
      "2019-09-24 10:05:00 long 0.0 -3.8 -3.179999999999999\n",
      "2019-09-24 10:06:00 long 0.0 -4.6 -3.857025532524194\n",
      "2019-09-24 10:57:00 long 0.0 -5.0 -4.445544546049673\n",
      "2019-09-24 11:25:00 short 0.0 3.2 1.6423691723275973\n",
      "2019-09-24 13:17:00 long 0.0 -4.0 -3.4607215153133146\n",
      "2019-09-24 13:18:00 long 0.0 -4.0 -3.873052190979691\n",
      "2019-09-24 13:20:00 short 0.0 1.4 0.6782346393911616\n",
      "2019-09-24 13:49:00 long 0.0 -5.6 -4.322203430984213\n",
      "2019-09-24 13:51:00 long 0.0 -5.4 -5.351933561796388\n",
      "2019-09-24 14:16:00 short 0.0 2.8 2.1558010238906187\n",
      "2019-09-24 14:23:00 short 0.0 4.2 4.128626114345908\n",
      "2019-09-24 14:34:00 short 0.0 5.6 5.020673910007105\n",
      "2019-09-25 10:00:00 long 0.0 -0.8 -0.4674138285233176\n",
      "2019-09-25 10:52:00 short 0.0 3.8 3.1140497542965124\n",
      "2019-09-25 11:06:00 long 0.0 -5.6 -4.718752682402608\n",
      "2019-09-25 11:07:00 long 0.0 -6.8 -5.8570761010398895\n",
      "2019-09-25 11:09:00 long 0.0 -9.6 -8.30701394770012\n",
      "2019-09-25 13:07:00 long 0.0 -2.4 -2.010688783461635\n",
      "2019-09-25 13:09:00 long 0.0 -3.2 -2.9096527568441326\n",
      "2019-09-25 13:14:00 long 0.0 -5.8 -4.557175209443296\n",
      "2019-09-25 13:16:00 short 0.0 2.8 2.71190168255482\n",
      "2019-09-25 13:40:00 short 0.0 3.0 2.393542602265727\n",
      "2019-09-25 13:48:00 short 0.0 5.0 3.9270050210519605\n",
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      "2019-09-25 13:50:00 short 0.0 5.8 5.554609072384922\n",
      "2019-09-25 14:31:00 long 0.0 -1.8 -1.5605127783747337\n",
      "2019-09-25 14:32:00 long 0.0 -3.0 -2.376008752724753\n",
      "2019-09-25 14:55:00 short 0.0 2.6 2.088556900684659\n",
      "2019-09-26 09:46:00 short 0.0 3.0 2.8147886505838007\n",
      "2019-09-26 09:47:00 short 0.0 3.6 3.3125615481131314\n",
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      "2019-09-26 10:24:00 short 0.0 3.6 3.2789686646590304\n",
      "2019-09-26 10:46:00 long 0.0 -2.6 -2.146625258399799\n",
      "2019-09-26 11:21:00 short 0.0 3.6 2.265894519393671\n",
      "2019-09-26 11:22:00 long 0.0 -3.2 -3.114454901417574\n",
      "2019-09-26 13:16:00 long 0.0 -2.6 -2.3635511135521776\n",
      "2019-09-26 13:18:00 long 0.0 -6.2 -3.9327043465311387\n",
      "2019-09-26 13:45:00 short 0.0 3.2 3.0822778379433275\n",
      "2019-09-26 14:05:00 short 0.0 3.8 3.35896866465903\n",
      "2019-09-26 14:10:00 short 0.0 6.0 4.530235101054467\n",
      "2019-09-26 14:27:00 long 0.0 -3.4 -3.05339846006256\n",
      "2019-09-27 09:32:00 long 0.0 -3.8 -2.9337158110217847\n",
      "2019-09-27 09:51:00 short 0.0 2.8 2.4214462120237066\n",
      "2019-09-27 10:12:00 short 0.0 2.0 1.850606004963329\n",
      "2019-09-27 10:26:00 long 0.0 -7.0 -5.503958456759911\n",
      "2019-09-27 10:27:00 long 0.0 -6.4 -6.098888751680797\n",
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      "2019-09-27 13:08:00 long 0.0 -4.6 -4.461162528784269\n",
      "2019-09-27 13:09:00 long 0.0 -5.2 -5.0132355138051565\n",
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      "2019-09-27 13:47:00 long 0.0 -5.4 -4.616894473211934\n",
      "2019-09-27 13:49:00 long 0.0 -5.8 -5.520191631233008\n",
      "2019-09-27 14:13:00 short 0.0 1.2 0.35121113065253606\n",
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      "2019-09-30 09:30:00 long 0.0 -4.8 -4.074602650883545\n",
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      "2019-09-30 11:17:00 long 0.0 -6.8 -5.732108506679619\n",
      "2019-09-30 11:18:00 long 0.0 -8.2 -6.755858900198849\n",
      "2019-09-30 13:18:00 long 0.0 -4.4 -4.306701454431009\n",
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      "2019-09-30 13:47:00 short 0.0 0.4 0.13580821130503562\n",
      "2019-09-30 13:48:00 short 0.0 0.4 0.1881505419127727\n",
      "2019-09-30 13:49:00 short 0.0 1.2 0.7885480092693475\n",
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      "2019-09-30 14:39:00 short 0.0 1.6 1.4130639802964866\n",
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      "2019-09-30 14:56:00 short 0.0 7.0 6.611856732445789\n",
      "2019-10-08 09:50:00 long 0.0 -0.8 -0.5042824394129783\n",
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      "2019-10-08 11:09:00 short 0.0 5.0 3.4925396619093014\n",
      "2019-10-08 13:06:00 short 0.0 4.8 4.353353817434332\n",
      "2019-10-08 13:31:00 long 0.0 0.6 0.8356836956703317\n",
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      "2019-10-09 13:00:00 long 0.0 -1.0 -0.23364776376578344\n",
      "2019-10-09 13:44:00 long 0.0 -0.6 -0.21029847422132164\n",
      "2019-10-09 13:45:00 long 0.0 -0.6 -0.4967498169838851\n",
      "2019-10-09 13:55:00 short 0.0 3.0 2.882291367302731\n",
      "2019-10-09 14:20:00 short 0.0 1.8 1.370468664200729\n",
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      "2019-10-10 09:39:00 short 0.0 2.0 1.8236313686219439\n",
      "2019-10-10 09:42:00 long 0.0 -1.4 -1.3311813952440235\n",
      "2019-10-10 10:18:00 long 0.0 -2.0 -1.9735315156087414\n",
      "2019-10-10 10:48:00 short 0.0 1.8 1.7838540758722048\n",
      "2019-10-10 11:04:00 long 0.0 -1.4 -1.0303946855997617\n",
      "2019-10-10 11:06:00 long 0.0 -1.4 -1.3954486605993353\n",
      "2019-10-10 11:17:00 short 0.0 2.2 2.191730976517145\n",
      "2019-10-10 13:03:00 long 0.0 -1.2 -1.1912837027615355\n",
      "2019-10-10 13:09:00 short 0.0 2.4 2.2715186998758803\n",
      "2019-10-10 13:32:00 short 0.0 2.2 1.760985047329109\n",
      "2019-10-10 13:59:00 long 0.0 -0.4 -0.34148046676766297\n",
      "2019-10-10 14:23:00 long 0.0 -0.4 -0.33726848797845266\n",
      "2019-10-10 14:27:00 long 0.0 -0.8 -0.6881176406988356\n",
      "2019-10-10 14:28:00 short 0.0 2.0 1.761665591397402\n",
      "2019-10-10 14:52:00 short 0.0 3.2 3.1233732527773492\n",
      "2019-10-10 14:56:00 long 0.0 0.4 0.4697260530982481\n",
      "2019-10-11 09:35:00 short 0.0 4.4 4.158784701647182\n",
      "2019-10-11 10:01:00 short 0.0 4.6 4.567844366632624\n",
      "2019-10-11 10:06:00 long 0.0 1.0 1.8429751228517368\n",
      "2019-10-11 10:07:00 long 0.0 1.4 1.5653746606637924\n",
      "2019-10-11 10:55:00 long 0.0 0.2 0.3793872179038522\n",
      "2019-10-11 13:27:00 long 0.0 1.2 1.2129834579902017\n",
      "2019-10-11 13:28:00 long 0.0 0.4 0.8687937306404183\n",
      "2019-10-11 13:30:00 long 0.0 0.4 0.6264684843912596\n",
      "2019-10-11 13:31:00 long 0.0 0.2 0.34785878029351336\n",
      "2019-10-11 13:38:00 long 0.0 -0.8 -0.46008379692124746\n",
      "2019-10-11 14:03:00 short 0.0 3.6 3.3819159132617918\n",
      "2019-10-11 14:04:00 short 0.0 3.8 3.654584687293339\n",
      "2019-10-11 14:05:00 short 0.0 4.4 4.059545395833821\n",
      "2019-10-11 14:09:00 short 0.0 5.6 4.790176984220482\n",
      "2019-10-11 14:34:00 long 0.0 -0.6 0.673372549358854\n",
      "2019-10-11 14:46:00 long 0.0 0.0 0.07978418103918505\n",
      "2019-11-14 12:22:20.696701\t策略初始化完成\n",
      "2019-11-14 12:22:20.696701\t开始回放历史数据\n",
      "2019-10-14 09:30:00 short 0.0 6.6 5.2771740484728955\n",
      "2019-10-14 09:35:00 cover -10 2.6 2.9499999999999997\n",
      "2019-10-14 09:51:00 long 0 -2.0 -1.8301008630874136\n",
      "2019-10-14 10:01:00 short 0 2.4 2.207898896340853\n",
      "2019-10-14 10:03:00 cover -10 -0.2 0.19000000000000025\n",
      "2019-10-14 10:04:00 cover -10 -1.0 0.17000000000000023\n",
      "2019-10-14 10:05:00 cover -10 -0.6 0.13000000000000023\n",
      "2019-10-14 10:21:00 long 0 -2.4 -2.354293492332353\n",
      "2019-10-14 10:53:00 long 0 -3.8 -3.2656684389189676\n",
      "2019-10-14 11:02:00 long 0 -4.8 -3.983709532096884\n",
      "2019-10-14 13:20:00 short 0 1.2 1.1204329970525808\n",
      "2019-10-14 13:42:00 short 0 1.0 0.932520022699814\n",
      "2019-10-14 13:46:00 cover -10 -0.2 -0.0999999999999995\n",
      "2019-10-14 14:01:00 short 0 1.4 1.1046164741766535\n",
      "2019-10-14 14:08:00 cover -10 0.2 0.5799999999999997\n",
      "2019-10-14 14:12:00 short 0 4.8 3.112579847531794\n",
      "2019-10-14 14:19:00 cover -10 0.2 1.3899999999999997\n",
      "2019-10-14 14:40:00 long 0 -0.2 -0.1255433615645123\n",
      "2019-10-14 14:49:00 sell 10 1.8 0.8400000000000001\n",
      "2019-10-14 14:58:00 short 0 2.2 2.0102984742213215\n",
      "2019-10-15 09:30:00 cover -10 0.2 0.7899999999999998\n",
      "2019-10-15 09:31:00 cover -10 -0.6 0.7099999999999999\n",
      "2019-10-15 09:32:00 cover -10 -0.2 0.6699999999999999\n",
      "2019-10-15 09:33:00 cover -10 -0.4 0.6099999999999999\n",
      "2019-10-15 09:34:00 cover -10 -0.2 0.59\n",
      "2019-10-15 09:57:00 short 0 2.8 2.789199786552815\n",
      "2019-10-15 10:01:00 cover -10 0.6 1.629999999999999\n",
      "2019-10-15 10:05:00 long 0 -0.8 -0.27128370276154\n",
      "2019-10-15 10:06:00 sell 10 2.6 1.559999999999999\n",
      "2019-10-15 10:27:00 long 0 0.2 0.4168051036812388\n",
      "2019-10-15 10:29:00 sell 10 1.4 1.3899999999999992\n",
      "2019-10-15 10:40:00 short 0 2.4 2.18319489631876\n",
      "2019-10-15 10:47:00 cover -10 1.4 1.4199999999999984\n",
      "2019-10-15 11:01:00 long 0 -0.2 -0.03253295216666663\n",
      "2019-10-15 11:03:00 sell 10 1.8 1.3599999999999985\n",
      "2019-10-15 11:10:00 short 0 2.4 2.3864349160706313\n",
      "2019-10-15 11:12:00 cover -10 0.4 1.0999999999999985\n",
      "2019-10-15 11:18:00 long 0 -0.6 -0.5886235252742719\n",
      "2019-10-15 11:22:00 sell 10 1.0 0.929999999999999\n",
      "2019-10-15 13:20:00 long 0 0.2 0.21116886272900737\n",
      "2019-10-15 13:30:00 sell 10 0.8 0.7600000000000006\n",
      "2019-10-15 13:48:00 long 0 -0.8 -0.5990905331227268\n",
      "2019-10-15 13:53:00 sell 10 1.4 0.4400000000000002\n",
      "2019-10-15 14:13:00 short 0 1.4 1.3973488065725945\n",
      "2019-10-15 14:18:00 cover -10 0.6 0.6600000000000004\n",
      "2019-10-15 14:19:00 short 0 1.6 1.597348806572593\n",
      "2019-10-15 14:22:00 cover -10 0.8 0.9000000000000001\n",
      "2019-10-16 09:30:00 long 0 0.8 0.8607695154586696\n",
      "2019-10-16 09:44:00 sell 10 0.8 0.5100000000000003\n",
      "2019-10-16 09:55:00 short 0 2.2 1.818799519615618\n",
      "2019-10-16 10:02:00 cover -10 0.4 0.9200000000000003\n",
      "2019-10-16 10:07:00 short 0 3.0 2.8411253229445754\n",
      "2019-10-16 10:15:00 cover -10 1.6 1.6199999999999999\n",
      "2019-10-16 10:42:00 short 0 2.2 2.16\n",
      "2019-10-16 10:43:00 cover -10 0.6 1.2000000000000002\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "2019-10-16 11:03:00 long 0 0.2 0.3184496572199613\n",
      "2019-10-16 11:04:00 sell 10 2.0 1.25\n",
      "2019-10-16 11:29:00 long 0 0.2 0.3624556746878138\n",
      "2019-10-16 13:03:00 sell 10 1.6 1.2700000000000005\n",
      "2019-10-16 13:31:00 short 0 4.2 3.535493654014335\n",
      "2019-10-16 13:35:00 cover -10 1.8 2.1399999999999997\n",
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      "2019-10-16 13:53:00 cover -10 0.8 1.339999999999999\n",
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      "2019-10-16 14:33:00 cover -10 2.8 2.8999999999999995\n",
      "2019-10-16 14:42:00 long 0 2.4 2.415591956721122\n",
      "2019-10-16 14:47:00 sell 10 3.4 3.35\n",
      "2019-10-16 14:55:00 short 0 4.4 4.259999999999998\n",
      "2019-10-16 14:59:00 cover -10 2.4 3.18\n",
      "2019-10-17 10:03:00 short 0 3.2 3.1397142273814165\n",
      "2019-10-17 10:17:00 cover -10 3.4 3.5700000000000003\n",
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      "2019-10-17 11:12:00 cover -10 4.6 4.97\n",
      "2019-10-17 13:25:00 long 0 4.4 4.578734401160298\n",
      "2019-10-17 13:26:00 sell 10 5.6 5.310000000000001\n",
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      "2019-10-17 13:28:00 cover -10 5.0 5.290000000000001\n",
      "2019-10-17 13:31:00 long 0 4.0 4.26585116464987\n",
      "2019-10-17 13:35:00 sell 10 5.2 5.1400000000000015\n",
      "2019-10-17 13:58:00 short 0 6.0 5.978999374217504\n",
      "2019-10-17 14:04:00 cover -10 5.0 5.379999999999999\n",
      "2019-10-17 14:13:00 long 0 4.4 4.423853292240882\n",
      "2019-10-17 14:15:00 sell 10 5.6 5.459999999999998\n",
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      "2019-10-17 14:32:00 cover -10 6.4 6.429999999999998\n",
      "2019-10-17 14:55:00 long 0 5.0 5.235787635563271\n",
      "2019-10-18 09:37:00 sell 10 5.4 5.0600000000000005\n",
      "2019-10-18 09:45:00 long 0 2.6 2.7647390801613145\n",
      "2019-10-18 09:48:00 sell 10 4.2 4.070000000000001\n",
      "2019-10-18 10:22:00 short 0 4.2 4.035759349937911\n",
      "2019-10-18 10:32:00 cover -10 3.0 3.280000000000001\n",
      "2019-10-18 10:42:00 long 0 2.6 2.6851380485015626\n",
      "2019-10-18 10:47:00 sell 10 4.0 3.3900000000000006\n",
      "2019-10-18 11:10:00 short 0 3.6 3.3906057825965146\n",
      "2019-10-18 11:16:00 cover -10 2.8 3.0300000000000016\n",
      "2019-10-18 11:22:00 short 0 4.4 4.277344760741067\n",
      "2019-10-18 11:29:00 cover -10 3.0 3.6999999999999984\n",
      "2019-10-18 13:17:00 long 0 3.2 3.298149205382897\n",
      "2019-10-18 13:20:00 sell 10 5.8 5.079999999999997\n",
      "2019-10-18 13:32:00 short 0 6.2 6.165884610812311\n",
      "2019-10-18 13:37:00 cover -10 4.0 4.7799999999999985\n",
      "2019-10-18 13:51:00 long 0 3.4 3.431323145391513\n",
      "2019-10-18 13:52:00 sell 10 5.4 4.94\n",
      "2019-10-18 14:54:00 long 0 3.4 3.4202041028867014\n",
      "2019-10-18 14:55:00 sell 10 4.8 4.459999999999999\n",
      "2019-10-18 14:59:00 short 0 6.0 5.68508215645556\n",
      "2019-10-21 09:33:00 cover -10 4.8 4.939999999999999\n",
      "2019-10-21 09:45:00 long 0 4.2 4.228357586546087\n",
      "2019-10-21 09:52:00 sell 10 6.0 5.489999999999998\n",
      "2019-10-21 10:06:00 long 0 4.0 4.077558866185662\n",
      "2019-10-21 10:07:00 sell 10 5.2 5.019999999999999\n",
      "2019-10-21 10:10:00 short 0 6.2 6.136709128650397\n",
      "2019-10-21 10:17:00 cover -10 4.6 5.279999999999999\n",
      "2019-10-21 11:14:00 long 0 4.8 4.848413696967212\n",
      "2019-10-21 11:15:00 sell 10 6.8 6.140000000000002\n",
      "2019-10-21 13:09:00 short 0 7.0 6.82111691323818\n",
      "2019-10-21 13:13:00 cover -10 5.4 6.0600000000000005\n",
      "2019-10-21 13:24:00 long 0 4.4 4.64626533375276\n",
      "2019-10-21 13:25:00 sell 10 6.0 5.940000000000002\n",
      "2019-10-21 14:07:00 long 0 4.2 4.267583000760229\n",
      "2019-10-21 14:09:00 sell 10 6.0 5.4399999999999995\n",
      "2019-10-21 14:12:00 short 0 6.6 6.4214804667676555\n",
      "2019-10-21 14:24:00 cover -10 5.4 5.61\n",
      "2019-10-21 14:29:00 long 0 4.6 4.810529576736241\n",
      "2019-10-21 14:32:00 sell 10 5.8 5.609999999999999\n",
      "2019-10-21 14:49:00 short 0 6.0 5.99409198185403\n",
      "2019-10-21 14:51:00 cover -10 4.8 5.32\n",
      "2019-10-21 14:58:00 long 0 4.6 4.657393131168045\n",
      "2019-10-21 14:59:00 sell 10 5.4 5.350000000000001\n",
      "2019-10-22 09:32:00 short 0 6.2 6.1212655988396385\n",
      "2019-10-22 09:34:00 cover -10 4.8 5.410000000000002\n",
      "2019-10-22 09:35:00 long 0 4.4 4.416813910195941\n",
      "2019-10-22 09:50:00 sell 10 4.8 4.540000000000001\n",
      "2019-10-22 10:06:00 short 0 6.0 5.452567014223348\n",
      "2019-10-22 10:09:00 cover -10 4.4 4.469999999999999\n",
      "2019-10-22 10:38:00 short 0 5.8 5.406583330077867\n",
      "2019-10-22 10:41:00 cover -10 4.2 4.35\n",
      "2019-10-22 10:44:00 long 0 3.2 3.2612615615380456\n",
      "2019-10-22 10:45:00 sell 10 5.4 4.45\n",
      "2019-10-22 11:23:00 short 0 6.8 6.297055636295015\n",
      "2019-10-22 11:26:00 cover -10 4.4 4.9\n",
      "2019-10-22 13:41:00 short 0 5.8 5.774491659829511\n",
      "2019-10-22 13:43:00 cover -10 4.4 5.139999999999998\n",
      "2019-10-22 13:46:00 long 0 4.2 4.257350013843572\n",
      "2019-10-22 13:48:00 sell 10 5.6 5.089999999999996\n",
      "2019-10-22 14:29:00 long 0 3.8 4.001111797830323\n",
      "2019-10-22 14:35:00 sell 10 4.8 4.359999999999999\n",
      "2019-10-22 14:54:00 long 0 3.2 3.324295126587999\n",
      "2019-10-22 14:57:00 sell 10 4.8 4.1899999999999995\n",
      "2019-10-23 10:18:00 long 0 3.2 3.2032686114644164\n",
      "2019-10-23 10:26:00 sell 10 5.2 3.650000000000001\n",
      "2019-10-23 11:00:00 short 0 5.2 4.87331262919987\n",
      "2019-10-23 11:01:00 cover -10 3.6 3.81\n",
      "2019-10-23 11:20:00 long 0 2.8 2.855450930786114\n",
      "2019-10-23 11:22:00 sell 10 4.2 3.79\n",
      "2019-10-23 13:14:00 long 0 2.8 2.9081601218103983\n",
      "2019-10-23 13:15:00 sell 10 4.0 3.7\n",
      "2019-10-23 13:19:00 short 0 4.8 4.717524104363061\n",
      "2019-10-23 13:23:00 cover -10 3.4 3.879999999999998\n",
      "2019-10-23 13:35:00 long 0 3.4 3.4466933337600034\n",
      "2019-10-23 13:36:00 sell 10 4.6 4.3199999999999985\n",
      "2019-10-23 13:48:00 long 0 3.0 3.112712164498057\n",
      "2019-10-23 13:50:00 sell 10 4.4 4.03\n",
      "2019-10-23 13:54:00 short 0 5.0 4.936794863550142\n",
      "2019-10-23 13:57:00 cover -10 3.4 3.990000000000003\n",
      "2019-10-23 14:00:00 long 0 2.6 2.706953086306418\n",
      "2019-10-23 14:05:00 sell 10 4.0 3.820000000000001\n",
      "2019-10-23 14:17:00 short 0 4.6 4.529516003089774\n",
      "2019-10-23 14:20:00 cover -10 3.2 3.689999999999999\n",
      "2019-10-23 14:59:00 short 0 6.6 5.788547536431275\n",
      "2019-10-24 09:30:00 cover -10 4.2 4.570000000000001\n",
      "2019-10-24 10:20:00 short 0 4.8 4.753229160308103\n",
      "2019-10-24 10:23:00 cover -10 4.0 4.019999999999998\n",
      "2019-10-24 10:25:00 short 0 5.6 5.199761877760891\n",
      "2019-10-24 10:27:00 cover -10 3.6 4.179999999999998\n",
      "2019-10-24 10:49:00 long 0 2.6 2.6131527499222917\n",
      "2019-10-24 10:52:00 sell 10 4.8 3.6300000000000017\n",
      "2019-10-24 11:22:00 short 0 4.4 4.346340792246414\n",
      "2019-10-24 11:24:00 cover -10 3.2 3.4599999999999995\n",
      "2019-10-24 11:26:00 long 0 2.0 2.34018183321061\n",
      "2019-10-24 11:27:00 sell 10 4.6 3.4899999999999998\n",
      "2019-10-24 13:02:00 short 0 4.8 4.799999999999999\n",
      "2019-10-24 13:07:00 cover -10 3.0 3.7900000000000005\n",
      "2019-10-24 13:51:00 long 0 2.8 2.924775479287132\n",
      "2019-10-24 13:52:00 sell 10 4.0 3.7799999999999985\n",
      "2019-10-25 09:34:00 short 0 4.2 4.025214259481649\n",
      "2019-10-25 09:37:00 cover -10 2.4 3.18\n",
      "2019-10-25 09:43:00 long 0 1.6 1.9701852010645435\n",
      "2019-10-25 09:46:00 sell 10 3.4 3.0599999999999987\n",
      "2019-10-25 10:00:00 long 0 1.4 1.4325484065344893\n",
      "2019-10-25 10:02:00 sell 10 2.8 2.4800000000000004\n",
      "2019-10-25 10:11:00 long 0 0.6 1.1208775307281607\n",
      "2019-10-25 10:14:00 sell 10 2.8 2.2500000000000004\n",
      "2019-10-25 10:21:00 short 0 3.8 3.6216655913974023\n",
      "2019-10-25 10:25:00 cover -10 2.4 2.4899999999999993\n",
      "2019-10-25 10:35:00 long 0 1.2 1.6445243830815617\n",
      "2019-10-25 10:37:00 sell 10 3.2 2.9399999999999995\n",
      "2019-10-25 10:40:00 long 0 1.4 1.454354696878596\n",
      "2019-10-25 10:47:00 sell 10 2.6 2.440000000000001\n",
      "2019-10-25 11:14:00 short 0 4.8 4.665156893466275\n",
      "2019-10-25 11:15:00 cover -10 3.0 3.4600000000000017\n",
      "2019-10-25 11:29:00 long 0 1.8 1.9660061349837625\n",
      "2019-10-25 13:11:00 sell 10 2.6 2.4800000000000018\n",
      "2019-10-25 13:19:00 short 0 3.6 3.356289923765868\n",
      "2019-10-25 13:21:00 cover -10 1.6 2.2200000000000024\n",
      "2019-10-25 13:29:00 short 0 3.8 3.7998148021117455\n",
      "2019-10-25 13:30:00 cover -10 2.2 2.490000000000001\n",
      "2019-10-25 13:32:00 short 0 4.2 4.054584687293329\n",
      "2019-10-25 13:37:00 cover -10 2.4 2.8700000000000014\n",
      "2019-10-25 14:06:00 short 0 5.0 4.652125257065119\n",
      "2019-10-25 14:08:00 cover -10 2.6 3.7699999999999982\n",
      "2019-10-25 14:59:00 long 0 0.2 0.8383344086026074\n",
      "2019-10-28 09:30:00 long 0 -0.4 0.30238264195914666\n",
      "2019-10-28 09:42:00 sell 10 0.8 0.6799999999999998\n",
      "2019-10-28 09:44:00 sell 10 0.8 0.5399999999999998\n",
      "2019-10-28 09:48:00 short 0 1.8 1.746617756902571\n",
      "2019-10-28 09:55:00 short 0 2.2 1.8681933110677402\n",
      "2019-10-28 10:00:00 cover -10 0.6 0.690000000000002\n",
      "2019-10-28 10:12:00 long 0 -1.0 -0.5116936997377782\n",
      "2019-10-28 10:14:00 sell 10 1.2 0.7000000000000026\n",
      "2019-10-28 10:38:00 short 0 3.4 2.7491067866830154\n",
      "2019-10-28 10:40:00 cover -10 1.6 1.7300000000000018\n",
      "2019-10-28 10:51:00 short 0 3.4 3.242919797992182\n",
      "2019-10-28 10:53:00 cover -10 1.2 1.940000000000002\n",
      "2019-10-28 11:25:00 short 0 3.8 3.6886656775464384\n",
      "2019-10-28 11:27:00 cover -10 2.0 2.770000000000001\n",
      "2019-10-28 13:06:00 long 0 1.2 1.354038835561576\n",
      "2019-10-28 13:08:00 sell 10 3.0 2.5400000000000014\n",
      "2019-10-28 13:39:00 long 0 0.8 0.8601818332105844\n",
      "2019-10-28 13:40:00 sell 10 2.6 1.9799999999999998\n",
      "2019-10-28 13:45:00 long 0 0.2 0.49866480257714874\n",
      "2019-10-28 13:48:00 sell 10 1.8 1.7499999999999996\n",
      "2019-10-28 13:51:00 short 0 3.4 3.3268980203246885\n",
      "2019-10-28 13:54:00 cover -10 1.8 1.97\n",
      "2019-10-28 14:22:00 short 0 2.8 2.648749021908633\n",
      "2019-10-28 14:23:00 cover -10 1.8 1.85\n",
      "2019-10-29 09:35:00 short 0 3.0 2.911665016500031\n",
      "2019-10-29 09:36:00 cover -10 1.0 2.02\n",
      "2019-10-29 09:55:00 short 0 3.0 2.974665715643837\n",
      "2019-10-29 09:58:00 cover -10 1.8 2.1199999999999997\n",
      "2019-10-29 10:15:00 short 0 3.2 3.1817374897442305\n",
      "2019-10-29 10:18:00 cover -10 2.2 2.2800000000000002\n",
      "2019-10-29 10:54:00 long 0 1.6 1.82678788880706\n",
      "2019-10-29 10:55:00 sell 10 3.0 2.6100000000000003\n",
      "2019-10-29 11:10:00 long 0 1.6 1.7152673405477727\n",
      "2019-10-29 11:14:00 sell 10 2.8 2.48\n",
      "2019-10-29 11:15:00 long 0 1.6 1.6152673405477709\n",
      "2019-10-29 11:16:00 sell 10 2.4 2.39\n",
      "2019-10-29 11:18:00 short 0 3.6 3.410425435640707\n",
      "2019-10-29 11:20:00 cover -10 2.2 2.45\n",
      "2019-10-29 13:30:00 short 0 3.8 3.65301697684107\n",
      "2019-10-29 13:35:00 cover -10 2.8 2.809999999999999\n",
      "2019-10-29 14:11:00 long 0 1.4 1.5328206644528608\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "2019-10-29 14:14:00 sell 10 2.8 2.3899999999999997\n",
      "2019-10-29 14:40:00 short 0 4.0 3.599719056781405\n",
      "2019-10-29 14:42:00 cover -10 2.6 2.7100000000000004\n",
      "2019-10-30 09:32:00 long 0 1.4 1.702651193427421\n",
      "2019-10-30 09:33:00 sell 10 2.6 2.5500000000000007\n",
      "2019-10-30 09:40:00 short 0 3.4 3.2675848040166766\n",
      "2019-10-30 09:50:00 cover -10 2.8 2.8599999999999994\n",
      "2019-10-30 10:05:00 long 0 2.2 2.233116507008849\n",
      "2019-10-30 10:06:00 sell 10 3.4 3.1299999999999994\n",
      "2019-10-30 10:15:00 short 0 4.4 3.9870165420097914\n",
      "2019-10-30 10:19:00 cover -10 2.8 3.09\n",
      "2019-10-30 10:31:00 short 0 5.4 4.915457117137707\n",
      "2019-10-30 10:41:00 cover -10 4.0 4.34\n",
      "2019-10-30 10:52:00 long 0 3.2 3.2019246599640794\n",
      "2019-10-30 11:08:00 sell 10 4.2 3.2299999999999995\n",
      "2019-10-30 11:24:00 short 0 4.6 4.327174264961146\n",
      "2019-10-30 11:25:00 cover -10 3.2 3.3300000000000005\n",
      "2019-10-30 11:26:00 short 0 4.6 4.529233969908972\n",
      "2019-10-30 13:00:00 cover -10 2.8 3.5199999999999996\n",
      "2019-10-30 13:15:00 short 0 4.8 4.5817661014573865\n",
      "2019-10-30 13:27:00 cover -10 3.6 3.8800000000000012\n",
      "2019-10-30 13:40:00 short 0 5.4 5.023194896318707\n",
      "2019-10-30 13:47:00 cover -10 4.0 4.040000000000001\n",
      "2019-10-30 14:46:00 short 0 5.4 5.3579189152169375\n",
      "2019-10-30 14:55:00 cover -10 4.4 4.7600000000000025\n",
      "2019-10-31 10:54:00 short 0 4.8 4.619647799968375\n",
      "2019-10-31 10:55:00 cover -10 3.6 3.879999999999999\n",
      "2019-10-31 11:14:00 short 0 5.4 5.07833188405687\n",
      "2019-10-31 11:18:00 cover -10 4.2 4.24\n",
      "2019-10-31 13:23:00 long 0 2.8 2.8267878888070865\n",
      "2019-10-31 13:24:00 sell 10 4.0 3.59\n",
      "2019-10-31 13:35:00 short 0 4.4 4.371665016500027\n",
      "2019-10-31 13:37:00 cover -10 3.2 3.5199999999999996\n",
      "2019-10-31 13:46:00 short 0 4.8 4.632419662491447\n",
      "2019-10-31 13:49:00 cover -10 3.6 3.7600000000000002\n",
      "2019-10-31 14:31:00 long 0 2.4 2.5361632823094\n",
      "2019-10-31 14:33:00 sell 10 3.6 3.2800000000000002\n",
      "2019-10-31 14:39:00 short 0 4.4 4.236175168483585\n",
      "2019-10-31 14:48:00 cover -10 3.4 3.430000000000002\n",
      "2019-10-31 14:59:00 short 0 5.2 4.890464990571925\n",
      "2019-11-01 09:30:00 cover -10 3.0 3.950000000000003\n",
      "2019-11-01 09:39:00 short 0 5.4 5.271586303032787\n",
      "2019-11-01 09:40:00 cover -10 3.6 4.000000000000003\n",
      "2019-11-01 10:08:00 short 0 5.4 5.205917366429879\n",
      "2019-11-01 10:14:00 cover -10 3.6 4.0600000000000005\n",
      "2019-11-01 10:15:00 long 0 2.2 2.5373800224763086\n",
      "2019-11-01 10:17:00 sell 10 4.2 3.9799999999999995\n",
      "2019-11-01 11:14:00 short 0 4.6 4.574601809837338\n",
      "2019-11-01 11:16:00 cover -10 3.8 3.8099999999999987\n",
      "2019-11-01 11:20:00 long 0 3.0 3.0100632936747744\n",
      "2019-11-01 11:21:00 sell 10 4.0 3.79\n",
      "2019-11-01 11:23:00 long 0 2.4 2.7675803375085684\n",
      "2019-11-01 11:24:00 sell 10 4.0 3.7600000000000002\n",
      "2019-11-01 13:12:00 long 0 1.4 1.876497489474039\n",
      "2019-11-01 13:31:00 sell 10 2.6 1.7000000000000004\n",
      "2019-11-01 13:53:00 short 0 2.8 2.799019136228547\n",
      "2019-11-01 13:57:00 cover -10 1.6 1.8200000000000014\n",
      "2019-11-01 14:13:00 short 0 3.4 3.1813199329137047\n",
      "2019-11-01 14:16:00 cover -10 1.4 2.080000000000003\n",
      "2019-11-01 14:33:00 long 0 1.2 1.4018306305724892\n",
      "2019-11-01 14:34:00 sell 10 3.2 2.6800000000000015\n",
      "2019-11-01 14:53:00 long 0 0.8 0.8080410967167102\n",
      "2019-11-01 14:54:00 sell 10 3.2 1.8300000000000014\n",
      "2019-11-04 09:31:00 long 0 0.6 0.600210102581137\n",
      "2019-11-04 09:32:00 sell 10 2.6 1.840000000000001\n",
      "2019-11-04 09:49:00 short 0 3.4 3.2633137253205806\n",
      "2019-11-04 09:52:00 cover -10 2.2 2.21\n",
      "2019-11-04 10:38:00 short 0 3.4 3.253984924527946\n",
      "2019-11-04 10:39:00 cover -10 2.0 2.01\n",
      "2019-11-04 10:53:00 short 0 3.4 3.340578771065301\n",
      "2019-11-04 11:02:00 cover -10 2.4 2.7600000000000007\n",
      "2019-11-04 11:09:00 long 0 1.8 1.8158994132730166\n",
      "2019-11-04 11:12:00 sell 10 3.0 2.8200000000000003\n",
      "2019-11-04 11:28:00 short 0 4.0 3.959444312483505\n",
      "2019-11-04 11:29:00 cover -10 2.6 2.83\n",
      "2019-11-04 13:03:00 short 0 4.2 4.108447236605963\n",
      "2019-11-04 13:04:00 cover -10 2.8 2.9500000000000006\n",
      "2019-11-04 13:23:00 long 0 2.0 2.037445653886075\n",
      "2019-11-04 13:35:00 sell 10 2.4 2.33\n",
      "2019-11-04 13:39:00 short 0 3.0 2.864142842854293\n",
      "2019-11-04 13:40:00 cover -10 1.8 2.1099999999999994\n",
      "2019-11-04 13:43:00 short 0 3.0 2.9727452896155904\n",
      "2019-11-04 13:45:00 cover -10 1.8 2.18\n",
      "2019-11-04 13:51:00 short 0 3.6 3.2950862032359645\n",
      "2019-11-04 13:55:00 cover -10 2.4 2.46\n",
      "2019-11-04 14:22:00 long 0 2.2 2.287440098139454\n",
      "2019-11-04 14:30:00 sell 10 2.8 2.7899999999999996\n",
      "2019-11-04 14:38:00 long 0 1.6 1.6808003202562465\n",
      "2019-11-04 14:39:00 sell 10 2.8 2.669999999999999\n",
      "2019-11-04 14:59:00 long 0 2.0 2.0013525874952394\n",
      "2019-11-05 09:32:00 sell 10 2.8 2.71\n",
      "2019-11-05 09:59:00 long 0 1.2 1.210063293674752\n",
      "2019-11-05 10:06:00 sell 10 1.8 1.75\n",
      "2019-11-05 10:07:00 short 0 2.6 2.5889499366462543\n",
      "2019-11-05 10:10:00 cover -10 1.4 1.73\n",
      "2019-11-05 10:15:00 short 0 2.8 2.7172299611087896\n",
      "2019-11-05 10:17:00 cover -10 1.6 1.7899999999999998\n",
      "2019-11-05 10:30:00 short 0 2.8 2.7924354077980764\n",
      "2019-11-05 10:32:00 cover -10 1.0 1.9300000000000002\n",
      "2019-11-05 11:23:00 long 0 0.0 0.4999999999999971\n",
      "2019-11-05 11:26:00 sell 10 2.0 1.6799999999999997\n",
      "2019-11-05 14:01:00 short 0 1.2 1.1484355879804886\n",
      "2019-11-05 14:02:00 long 0 -0.6 -0.3055342858886768\n",
      "2019-11-05 14:03:00 sell 10 0.6 0.43\n",
      "2019-11-05 14:12:00 short 0 1.4 1.3687616170334773\n",
      "2019-11-05 14:13:00 cover -10 0.2 0.3399999999999999\n",
      "2019-11-05 14:26:00 short 0 1.6 1.4303772913449242\n",
      "2019-11-05 14:27:00 cover -10 0.4 0.40999999999999936\n",
      "2019-11-06 10:02:00 short 0 1.0 0.9707402333838302\n",
      "2019-11-06 10:03:00 long 0 -0.2 -0.19827329179203557\n",
      "2019-11-06 10:04:00 sell 10 0.8 0.39000000000000135\n",
      "2019-11-06 10:06:00 sell 10 1.0 0.39000000000000135\n",
      "2019-11-06 10:26:00 short 0 1.8 1.5147184905645277\n",
      "2019-11-06 10:34:00 cover -10 0.8 1.110000000000001\n",
      "2019-11-06 10:59:00 long 0 -0.4 0.05614169408481229\n",
      "2019-11-06 11:01:00 sell 10 1.4 0.9999999999999998\n",
      "2019-11-06 11:14:00 short 0 2.2 2.1251568934662934\n",
      "2019-11-06 11:16:00 cover -10 0.8 0.8999999999999997\n",
      "2019-11-06 13:06:00 long 0 0.0 0.11926861885267015\n",
      "2019-11-06 13:08:00 sell 10 1.0 0.8899999999999993\n",
      "2019-11-06 13:48:00 short 0 2.2 2.095086203235964\n",
      "2019-11-06 13:50:00 cover -10 0.6 1.03\n",
      "2019-11-06 14:23:00 short 0 2.2 2.1000000000000023\n",
      "2019-11-06 14:28:00 cover -10 0.8 1.2399999999999998\n",
      "2019-11-06 14:53:00 short 0 2.8 2.7034813257969215\n",
      "2019-11-06 14:54:00 cover -10 1.8 1.8199999999999992\n",
      "2019-11-06 14:55:00 short 0 2.8 2.787016542009806\n",
      "2019-11-07 09:31:00 cover -10 2.0 2.0699999999999994\n",
      "2019-11-07 09:59:00 long 0 0.4 0.4718016229225689\n",
      "2019-11-07 10:02:00 sell 10 1.6 1.5199999999999991\n",
      "2019-11-07 10:17:00 long 0 0.4 0.4081601218103623\n",
      "2019-11-07 10:18:00 sell 10 1.6 1.1800000000000002\n",
      "2019-11-07 10:19:00 long 0 0.4 0.4012831066427295\n",
      "2019-11-07 10:26:00 sell 10 1.2 0.89\n",
      "2019-11-07 10:27:00 short 0 2.2 2.106876171665185\n",
      "2019-11-07 10:30:00 cover -10 0.4 0.9899999999999997\n",
      "2019-11-07 10:57:00 long 0 0.4 0.4131527499222649\n",
      "2019-11-07 11:07:00 sell 10 1.6 1.1799999999999997\n",
      "2019-11-07 11:17:00 short 0 2.2 1.909799979995996\n",
      "2019-11-07 11:18:00 cover -10 0.8 0.8800000000000002\n",
      "2019-11-07 13:09:00 short 0 2.4 2.1073821775254546\n",
      "2019-11-07 13:12:00 cover -10 1.0 1.1899999999999993\n",
      "2019-11-07 13:59:00 short 0 2.6 2.2587026647662305\n",
      "2019-11-07 14:01:00 cover -10 1.0 1.5100000000000002\n",
      "2019-11-07 14:23:00 short 0 2.6 2.472745289615583\n",
      "2019-11-07 14:24:00 cover -10 1.4 1.6599999999999997\n",
      "2019-11-07 14:37:00 long 0 0.6 0.7093184457478421\n",
      "2019-11-07 14:43:00 sell 10 1.6 1.3200000000000007\n",
      "2019-11-07 14:49:00 short 0 2.0 1.9433923280734922\n",
      "2019-11-07 14:54:00 cover -10 0.8 1.200000000000001\n",
      "2019-11-07 14:55:00 short 0 2.2 2.1610433579144246\n",
      "2019-11-08 09:30:00 cover -10 1.0 1.460000000000001\n",
      "2019-11-08 10:16:00 long 0 0.8 0.8150185187725605\n",
      "2019-11-08 10:17:00 sell 10 2.2 1.520000000000001\n",
      "2019-11-08 10:30:00 long 0 0.2 0.3917025250471836\n",
      "2019-11-08 10:31:00 sell 10 2.4 1.41\n",
      "2019-11-08 10:51:00 short 0 2.0 1.9047326594522187\n",
      "2019-11-08 10:55:00 cover -10 1.2 1.2900000000000003\n",
      "2019-11-08 13:00:00 long 0 0.2 0.4043913836341373\n",
      "2019-11-08 13:03:00 sell 10 1.8 1.3600000000000003\n",
      "2019-11-08 13:30:00 short 0 2.2 2.0201515035589255\n",
      "2019-11-08 13:32:00 cover -10 1.0 1.0999999999999999\n",
      "2019-11-08 13:44:00 long 0 -0.4 0.0007939009042223777\n",
      "2019-11-08 13:45:00 sell 10 1.4 1.2899999999999998\n",
      "2019-11-08 14:29:00 long 0 0.8 0.8201695036997836\n",
      "2019-11-08 14:30:00 sell 10 2.2 1.9799999999999998\n",
      "2019-11-08 14:33:00 sell 10 1.8 1.6599999999999997\n",
      "2019-11-08 14:52:00 long 0 0.8 0.8895455886296623\n",
      "2019-11-08 14:53:00 sell 10 2.0 1.6699999999999995\n",
      "2019-11-14 12:22:21.510177\t历史数据回放结束\n",
      "2019-11-14 12:22:21.510177\t开始计算逐日盯市盈亏\n",
      "2019-11-14 12:22:21.510177\t逐日盯市盈亏计算完成\n",
      "2019-11-14 12:22:21.510177\t开始计算策略统计指标\n",
      "2019-11-14 12:22:21.536544\t------------------------------\n",
      "2019-11-14 12:22:21.536544\t首个交易日：\t2019-10-14\n",
      "2019-11-14 12:22:21.536544\t最后交易日：\t2019-11-08\n",
      "2019-11-14 12:22:21.536544\t总交易日：\t20\n",
      "2019-11-14 12:22:21.536544\t盈利交易日：\t12\n",
      "2019-11-14 12:22:21.536544\t亏损交易日：\t8\n",
      "2019-11-14 12:22:21.536544\t起始资金：\t1,000,000.00\n",
      "2019-11-14 12:22:21.536544\t结束资金：\t1,065,400.00\n",
      "2019-11-14 12:22:21.536544\t总收益率：\t6.54%\n",
      "2019-11-14 12:22:21.536544\t年化收益：\t78.48%\n",
      "2019-11-14 12:22:21.536544\t最大回撤: \t-24,600.00\n",
      "2019-11-14 12:22:21.536544\t百分比最大回撤: -2.31%\n",
      "2019-11-14 12:22:21.536544\t最长回撤天数: \t4\n",
      "2019-11-14 12:22:21.536544\t总盈亏：\t65,400.00\n",
      "2019-11-14 12:22:21.536544\t总手续费：\t0.00\n",
      "2019-11-14 12:22:21.536544\t总滑点：\t0.00\n",
      "2019-11-14 12:22:21.536544\t总成交金额：\t3,531,000.00\n",
      "2019-11-14 12:22:21.536544\t总成交笔数：\t406\n",
      "2019-11-14 12:22:21.536544\t日均盈亏：\t3,270.00\n",
      "2019-11-14 12:22:21.536544\t日均手续费：\t0.00\n",
      "2019-11-14 12:22:21.537521\t日均滑点：\t0.00\n",
      "2019-11-14 12:22:21.537521\t日均成交金额：\t176,550.00\n",
      "2019-11-14 12:22:21.537521\t日均成交笔数：\t20.3\n",
      "2019-11-14 12:22:21.537521\t日均收益率：\t0.26%\n",
      "2019-11-14 12:22:21.537521\t收益标准差：\t0.76%\n",
      "2019-11-14 12:22:21.537521\tSharpe Ratio：\t5.29\n",
      "2019-11-14 12:22:21.537521\t收益回撤比：\t2.83\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "C:\\Github\\vnpy\\vnpy\\app\\spread_trading\\backtesting.py:286: FutureWarning: \n",
      "The current behaviour of 'Series.argmax' is deprecated, use 'idxmax'\n",
      "instead.\n",
      "The behavior of 'argmax' will be corrected to return the positional\n",
      "maximum in the future. For now, use 'series.values.argmax' or\n",
      "'np.argmax(np.array(values))' to get the position of the maximum\n",
      "row.\n",
      "  max_drawdown_start = df[\"balance\"][:max_drawdown_end].argmax()\n"
     ]
    },
    {
     "data": {
      "image/png": "iVBORw0KGgoAAAANSUhEUgAAAnUAAAOSCAYAAAASwSbaAAAABHNCSVQICAgIfAhkiAAAAAlwSFlzAAALEgAACxIB0t1+/AAAADl0RVh0U29mdHdhcmUAbWF0cGxvdGxpYiB2ZXJzaW9uIDMuMC4yLCBodHRwOi8vbWF0cGxvdGxpYi5vcmcvOIA7rQAAIABJREFUeJzs3Xl8VNX9//HXZE/IBtnDkoTtEJaETRYRQcWqCKhUbWurlbbUtlZrtd/an7Wttqi1tlqtttYVW7fWpSjgghsoiKIpISzhsIYtBEJYsy8zvz9mwEiBLCS5k8n7+XjwyMydM/d+7ueRGT45955zXB6PBxERERHp3IKcDkBERERETp+KOhEREZEAoKJOREREJACoqBMREREJACrqRERERAKAijoRERGRABDidAAiIu3BGJMJbAZW+zYFA5XAzdbaZad431xgjbX2j+0do4hIW1JRJyKBrMpaO/zoE2PMlcBcYIBjEYmItBMVdSLSlSQAu40xQcADwDggBnAB3zu+B88Y8x3gOiAM6AH83lr7N2PMtcBlgBtvgVgJfNtaW2iMSQUeBQb5Xn/UWvuQMSYOeBAYBoQC7wH/Z62tb+dzFpEuQvfUiUggizTG5Pv+bcNbVN0DjAXSgfHW2sHAM8AvGr/RGBMNzAamWmtHAF8D/tCoySTgBmvtUODTRu//K7DBWjsIGA983xjTH28RmWetHQWMABKBm9vjpEWka1JPnYgEsuMvv04B5uHtLbsduM4Y0w+YDBxp/EZrbbkxZhpwsTFmADAciG7UJM9au9P3+L/ATN/jKcDPffs4BAz1HXsaMMYY811fu8i2OkkREVBPnYh0Idbad4FNwNnAQt/m1/BeLnU1bmuM6QXkAxnAUrxFYGNVjR57Gr2/3vf86H76GmNi8Q7UuMJaO9xXaI4FftwGpyUiAqioE5EuxBgzEMjEeyl1vrX2b8DnwKV4i67GRgOlwBxgETDNt4/j2x3vXWCWr20c3nvnBgBvAz81xriMMeHA66ioE5E2pMuvIhLIIo0x+Y2eBwHfBwqAF4wxq/F+Dy4CvuobQHHUIuA7gMU74GEJ3iKvfxPH/DHwN2NMge9491hr84wxN+K9p2813oES7/Lle/RERE6Ly+PxNN1KRERERPyaLr+KiIiIBAAVdSIiIiIBQEWdiIiISABQUSciIiISAFTUiYiIiASAgJzSJD8/3xMeHu50GH6hpqYG5aJ9KcftTznuGMrzF5SL9qccf6GysnLfqFGjkk53PwFZ1IWHh5Odne10GH6hsLBQuWhnynH7U447hvL8BeWi/SnHX8jLy9vWFvvR5VcRERGRAKCiTkRERCQAqKgTERERCQABeU/didTV1bFz506qq6udDqVD1dXVUVhYeNLXIyIi6NWrF6GhoR0YlYiIiLS1LlPU7dy5k5iYGDIzM3G5XE6H02GqqqqIjIw84Wsej4eysjJ27txJVlZWB0cmIiIibanLXH6trq4mISGhSxV0TXG5XCQkJHS53ksRERF/UVvvbrN9dZmeOkAF3QkoJyIiIh2ruq6BxXYv81ft5r31e3ju0uQ22W+XKuqc9uqrr7JlyxZ+9rOfnbLdp59+yosvvsgDDzzQQZGJiIhIe6qtd/PRxlIWFOxm0doSKmobSIwO44pRvYGaNjmGijoRERGRdlDf4Gb5ljLmryrm7bV7OFRVR1xkKNNz05mem87YrB6EBAeRl5fXJsdTUdfB8vPz+fa3v015eTk33HAD1dXVPPfcc8def/DBB7/U/tlnn2XRokXU19cTExPDX/7yFxYsWMCSJUuorq5m+/btzJ49m5kzZ7Jq1SruuusuPB4PKSkp/PGPf2Tjxo3cd999AMTHx3P33XcTExPToecsIiLSVbjdHj4r2s/8gmLeXF1CWUUt0eEhfGVwCtNz05nQP5GwkPYZ0tAli7pX8nby7893tOk+rxzdm6+O6tVku8jISB577DH279/PFVdcwZVXXsljjz1GZGQkv/71r1m6dCkpKSkAuN1uDh48yNy5cwkKCuK73/0uq1evBqC8vJwnn3ySoqIifvCDHzBz5kx+9atf8cADD9CvXz+ee+45Nm/ezG9/+1t+//vf079/f1566SWeeOIJfvrTn7bpuYuIiHRlHo+H/B0Hmb9qNwtXF7PncA0RoUGcl53C9Jx0JpskIkKD2z2OLlnUOWnUqFHHRp3GxMQQEhLCrbfeSrdu3diyZQvDhw8/1jYoKIjQ0FBuvvlmoqKiKCkpob6+HoBBgwYBkJaWRm1tLQBlZWX069cPgG9+85sAbN26lTvvvBPwzlmnqUtEREROn8fjYW3xYRYU7GZBQTE7D1QRFhzEJJPE9Nx0zhuUTLfwji2zumRR99VRvZrVq9Yejva0lZaWcuTIEZ555hkWL14MwKxZs/B4PMfarl+/nnfffZeXXnqJqqoqZs6ceez1E41aTU5OpqioiMzMTB577DGysrLIyMjg3nvvJT09nby8PEpLS9v/JEVERALUxj1HmL+qmAUFu9myr4KQIBdnDUjkpikD+cqQFGIjnJvMv0sWdU6qrq7mmmuuobKykrvuuosXX3yRyy67jKioKGJjY9m7dy+9enkLzoyMDCIjI5k5cyZhYWEkJSWxd+/ek+77zjvv5LbbbiMoKIikpCSuvfZaevTowa233kpDQwMAd911V4ecp4i0rboGN//ddgC75whn9kukf3K00yGJdBlut4enlm3l5bydrC85gssF4/sm8L2JfblwaCo9uoU5HSKgoq5DzZw5k5kzZ35p2/jx40/YduzYsQD84x//OOU+w8PDef/99wHIycnh+eef/9LrgwcP5p///GdrQxYRB5UcqmbJhr0stqUs3biPIzX1x17LTotlWk4a03PS6ZMQ5WCUIoHv35/vYM7CQkb0ieeO6YOZOiyN5NgIp8P6HyrqRET8RF2Dm7xtB1hsS1ls97K+5AgAaXERTMtNY9LAZAalxvCB3cv8VcXc97blvrctub3jmZ6TxsU5aaTFnXhZQBFpnbLyGn7/1nrGZvXgxe+P8+tJ+1XUiYg4aPehKpbYUhbbUpZt8vbGhQS5OCOzB//vokFMNskMTIn+0n8ksxKzmDUhi50HKllYsJv5BcXMWVjInIWFjMnswbTcNC4amkZSTLiDZyYSGO55cz3l1fXMuXSoXxd0oKJORKRD1TW4+bzoAIs37GWJLf2f3rjJJpkJ/ROJbsaouV7do7huUj+um9SPrfsqWLCqmPkFxfz6tbXc8fpaxvdLYHpOOhcOTSU+yj/u+RHpTD7dUsbLeTv50eR+DEjx/zleu1RR5/F4/L7K7miNR9uKSPvYfajq2CXVZZvKKK+pJzTYxeiMk/fGtVRWYjduOG8AN5w3AFtyhAUFxcxfVcwvXl3N7fPWMHFAItNz0zl/cAoxDo7OE+ksauvd3D5vDb26R3LDuQOcDqdZukxRFxERQVlZGQkJCSrsfDweD2VlZURE+N/NniKdWW29m8+37T92WdXu8fbGpcdFMD3XOxFpc3vjWsOkxmBSDTefP5C1xYePTb9w879XERYSxDm+ebTOHZRMVFiX+W9ApEWeXLqVjXvLefLbo4kMa/+Jg9tCsz7NxpixwL3W2snGmP7AXMADrAGut9a6jTHXAj8EgoHXrLW/M8YkAs8DkUAxMMtaW2mMmQ1cB9QDc6y1C1rStjUn2qtXL3bu3Nnl5mmrq6sjNPTkf5VHREQcm0JFRFqv+GDj3rh9VNQ2EBrsvTfutlHe3rgByafXG9dSLpeLoT3jGNozjlsvHMTKHQeZv6qYN1bv5u21e4gMDWbK4BSm56QxySR1WFwi/m7H/koefG8DFwxJ4bzsFKfDabYmizpjzM+Bq4EK36b7gduttYuNMY8ClxhjCvAWdJOBGuBOY0wo8GvgeWvtXGPML4DrjDEvADcCo4EIYKkx5p2WtLXW1rT0RENDQ7vkagqFhYVkZ2c7HYZIwKmtd/N50X4Wb/AWchv2lAPQMz6SS0b0ZPLAJM5sx964lgoKcjEqozujMrrzq2mDWbH16NqUu5m/qpiY8BD
      "text/plain": [
       "<Figure size 720x1152 with 4 Axes>"
      ]
     },
     "metadata": {
      "needs_background": "light"
     },
     "output_type": "display_data"
    }
   ],
   "source": [
    "#%%\n",
    "engine.load_data()\n",
    "engine.run_backtesting()\n",
    "df = engine.calculate_result()\n",
    "engine.calculate_statistics()\n",
    "engine.show_chart()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {
    "scrolled": false
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='1', tradeid='1', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=5.0, volume=10, time='09:31:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='2', tradeid='2', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.0, volume=10, time='09:36:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='4', tradeid='3', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=0.2, volume=10, time='10:02:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='7', tradeid='4', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.2, volume=10, time='10:06:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='12', tradeid='5', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=0.4, volume=10, time='13:43:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='13', tradeid='6', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.6, volume=10, time='13:47:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='14', tradeid='7', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.6, volume=10, time='14:02:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='15', tradeid='8', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.6, volume=10, time='14:09:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='16', tradeid='9', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.2, volume=10, time='14:13:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='17', tradeid='10', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=1.0, volume=10, time='14:20:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='18', tradeid='11', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=1.0, volume=10, time='14:41:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='19', tradeid='12', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=0.8, volume=10, time='14:50:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='20', tradeid='13', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.0, volume=10, time='14:59:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='25', tradeid='14', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.2, volume=10, time='09:35:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='26', tradeid='15', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.8, volume=10, time='09:58:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='27', tradeid='16', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.0, volume=10, time='10:02:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='28', tradeid='17', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.6, volume=10, time='10:06:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='29', tradeid='18', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.2, volume=10, time='10:07:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='30', tradeid='19', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.8, volume=10, time='10:28:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='31', tradeid='20', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.8, volume=10, time='10:30:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='32', tradeid='21', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.2, volume=10, time='10:41:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='33', tradeid='22', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.6, volume=10, time='10:48:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='34', tradeid='23', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.4, volume=10, time='11:02:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='35', tradeid='24', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.2, volume=10, time='11:04:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='36', tradeid='25', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.4, volume=10, time='11:11:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='37', tradeid='26', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.4, volume=10, time='11:13:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='38', tradeid='27', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.4, volume=10, time='11:19:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='39', tradeid='28', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.2, volume=10, time='11:23:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='40', tradeid='29', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.8, volume=10, time='13:21:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='41', tradeid='30', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.4, volume=10, time='13:31:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='42', tradeid='31', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.2, volume=10, time='13:49:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='43', tradeid='32', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=0.6, volume=10, time='13:54:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='44', tradeid='33', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=0.8, volume=10, time='14:14:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='45', tradeid='34', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=1.6, volume=10, time='14:19:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='46', tradeid='35', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.2, volume=10, time='14:20:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='47', tradeid='36', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=1.2, volume=10, time='14:23:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='48', tradeid='37', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.8, volume=10, time='09:31:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='49', tradeid='38', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=0.8, volume=10, time='09:45:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='50', tradeid='39', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.8, volume=10, time='09:56:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='51', tradeid='40', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.2, volume=10, time='10:03:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='52', tradeid='41', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.8, volume=10, time='10:08:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='53', tradeid='42', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.8, volume=10, time='10:16:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='54', tradeid='43', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=0.6, volume=10, time='10:43:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='55', tradeid='44', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.8, volume=10, time='10:44:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='56', tradeid='45', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.0, volume=10, time='11:04:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='57', tradeid='46', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.2, volume=10, time='11:05:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='58', tradeid='47', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.6, volume=10, time='13:00:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='59', tradeid='48', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.4, volume=10, time='13:04:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='60', tradeid='49', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.8, volume=10, time='13:32:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='61', tradeid='50', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.8, volume=10, time='13:36:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='62', tradeid='51', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=0.8, volume=10, time='13:53:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='63', tradeid='52', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.4, volume=10, time='13:54:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='64', tradeid='53', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.6, volume=10, time='14:22:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='65', tradeid='54', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.4, volume=10, time='14:34:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='66', tradeid='55', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.0, volume=10, time='14:43:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='67', tradeid='56', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.8, volume=10, time='14:48:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='68', tradeid='57', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.6, volume=10, time='14:56:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='69', tradeid='58', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.8, volume=10, time='09:30:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='70', tradeid='59', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.2, volume=10, time='10:04:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='71', tradeid='60', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.0, volume=10, time='10:18:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='72', tradeid='61', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=5.0, volume=10, time='10:24:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='73', tradeid='62', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=5.2, volume=10, time='10:28:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='74', tradeid='63', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=4.6, volume=10, time='11:12:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='75', tradeid='64', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=5.6, volume=10, time='11:13:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='76', tradeid='65', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=5.6, volume=10, time='13:26:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='77', tradeid='66', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=6.2, volume=10, time='13:27:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='78', tradeid='67', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=5.0, volume=10, time='13:28:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='79', tradeid='68', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.8, volume=10, time='13:29:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='80', tradeid='69', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.2, volume=10, time='13:32:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='81', tradeid='70', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=5.6, volume=10, time='13:36:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='82', tradeid='71', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=5.8, volume=10, time='13:59:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='83', tradeid='72', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=6.0, volume=10, time='14:05:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='84', tradeid='73', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.6, volume=10, time='14:14:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='85', tradeid='74', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=5.0, volume=10, time='14:16:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='86', tradeid='75', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=7.0, volume=10, time='14:22:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='87', tradeid='76', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=6.6, volume=10, time='14:33:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='88', tradeid='77', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=5.6, volume=10, time='14:56:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='89', tradeid='78', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=4.0, volume=10, time='09:38:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='90', tradeid='79', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.8, volume=10, time='09:46:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='91', tradeid='80', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.6, volume=10, time='09:49:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='92', tradeid='81', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.4, volume=10, time='10:23:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='93', tradeid='82', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.8, volume=10, time='10:33:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='94', tradeid='83', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.6, volume=10, time='10:43:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='95', tradeid='84', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=4.0, volume=10, time='10:48:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='96', tradeid='85', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.4, volume=10, time='11:11:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='97', tradeid='86', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.4, volume=10, time='11:17:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='98', tradeid='87', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=4.0, volume=10, time='11:23:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='99', tradeid='88', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=5.2, volume=10, time='13:00:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='100', tradeid='89', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.6, volume=10, time='13:18:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='101', tradeid='90', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=5.0, volume=10, time='13:21:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='102', tradeid='91', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=6.0, volume=10, time='13:33:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='103', tradeid='92', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=5.8, volume=10, time='13:38:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='104', tradeid='93', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=5.4, volume=10, time='13:52:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='105', tradeid='94', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=4.8, volume=10, time='13:53:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='106', tradeid='95', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.8, volume=10, time='14:55:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='107', tradeid='96', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=4.2, volume=10, time='14:56:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='108', tradeid='97', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=6.6, volume=10, time='09:30:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='109', tradeid='98', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=5.8, volume=10, time='09:34:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='110', tradeid='99', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.8, volume=10, time='09:46:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='111', tradeid='100', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=5.6, volume=10, time='09:53:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='112', tradeid='101', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=5.2, volume=10, time='10:07:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='113', tradeid='102', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=5.0, volume=10, time='10:08:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='114', tradeid='103', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=6.4, volume=10, time='10:11:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='115', tradeid='104', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=5.8, volume=10, time='10:18:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='116', tradeid='105', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=6.8, volume=10, time='11:15:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='117', tradeid='106', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=5.8, volume=10, time='11:16:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='118', tradeid='107', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=6.4, volume=10, time='13:10:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='119', tradeid='108', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=5.6, volume=10, time='13:14:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='120', tradeid='109', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=6.0, volume=10, time='13:25:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='121', tradeid='110', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=6.6, volume=10, time='13:26:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='122', tradeid='111', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.8, volume=10, time='14:08:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='123', tradeid='112', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=5.2, volume=10, time='14:10:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='124', tradeid='113', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=5.6, volume=10, time='14:13:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='125', tradeid='114', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=5.6, volume=10, time='14:25:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='126', tradeid='115', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=5.2, volume=10, time='14:30:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='127', tradeid='116', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=4.8, volume=10, time='14:33:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='128', tradeid='117', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=5.6, volume=10, time='14:50:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='129', tradeid='118', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=5.6, volume=10, time='14:52:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='130', tradeid='119', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=5.4, volume=10, time='14:59:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='131', tradeid='120', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=5.2, volume=10, time='09:30:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='132', tradeid='121', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=6.2, volume=10, time='09:33:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='133', tradeid='122', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.4, volume=10, time='09:35:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='134', tradeid='123', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.6, volume=10, time='09:36:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='135', tradeid='124', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=4.6, volume=10, time='09:51:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='136', tradeid='125', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=4.8, volume=10, time='10:07:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='137', tradeid='126', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.2, volume=10, time='10:10:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='138', tradeid='127', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=4.4, volume=10, time='10:39:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='139', tradeid='128', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.4, volume=10, time='10:42:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='140', tradeid='129', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=5.4, volume=10, time='10:45:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='141', tradeid='130', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=4.4, volume=10, time='10:46:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='142', tradeid='131', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=5.0, volume=10, time='11:24:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='143', tradeid='132', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=5.2, volume=10, time='11:27:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='144', tradeid='133', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=5.2, volume=10, time='13:42:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='145', tradeid='134', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.8, volume=10, time='13:44:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='146', tradeid='135', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.8, volume=10, time='13:47:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='147', tradeid='136', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=4.8, volume=10, time='13:49:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='148', tradeid='137', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.2, volume=10, time='14:30:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='149', tradeid='138', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=4.6, volume=10, time='14:36:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='150', tradeid='139', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.4, volume=10, time='14:55:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='151', tradeid='140', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=4.2, volume=10, time='14:58:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='152', tradeid='141', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.2, volume=10, time='10:19:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='153', tradeid='142', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.6, volume=10, time='10:27:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='154', tradeid='143', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.6, volume=10, time='11:01:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='155', tradeid='144', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.6, volume=10, time='11:02:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='156', tradeid='145', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.4, volume=10, time='11:21:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='157', tradeid='146', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=4.0, volume=10, time='11:23:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='158', tradeid='147', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.0, volume=10, time='13:15:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='159', tradeid='148', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.8, volume=10, time='13:16:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='160', tradeid='149', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=4.4, volume=10, time='13:20:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='161', tradeid='150', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.8, volume=10, time='13:24:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='162', tradeid='151', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.6, volume=10, time='13:36:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='163', tradeid='152', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.4, volume=10, time='13:37:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='164', tradeid='153', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.6, volume=10, time='13:49:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='165', tradeid='154', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.4, volume=10, time='13:51:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='166', tradeid='155', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=5.0, volume=10, time='13:55:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='167', tradeid='156', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.6, volume=10, time='13:58:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='168', tradeid='157', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.4, volume=10, time='14:01:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='169', tradeid='158', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=4.4, volume=10, time='14:06:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='170', tradeid='159', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.6, volume=10, time='14:18:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='171', tradeid='160', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.2, volume=10, time='14:21:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='172', tradeid='161', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=4.2, volume=10, time='09:30:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='173', tradeid='162', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.4, volume=10, time='09:31:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='174', tradeid='163', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=4.8, volume=10, time='10:21:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='175', tradeid='164', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.0, volume=10, time='10:24:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='176', tradeid='165', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=4.6, volume=10, time='10:26:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='177', tradeid='166', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.2, volume=10, time='10:28:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='178', tradeid='167', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.6, volume=10, time='10:50:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='179', tradeid='168', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.4, volume=10, time='10:53:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='180', tradeid='169', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.6, volume=10, time='11:23:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='181', tradeid='170', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.2, volume=10, time='11:25:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='182', tradeid='171', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.6, volume=10, time='11:27:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='183', tradeid='172', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.8, volume=10, time='11:28:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='184', tradeid='173', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.8, volume=10, time='13:03:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='185', tradeid='174', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.4, volume=10, time='13:08:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='186', tradeid='175', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.0, volume=10, time='13:52:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='187', tradeid='176', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.0, volume=10, time='13:53:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='188', tradeid='177', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.6, volume=10, time='09:35:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='189', tradeid='178', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.8, volume=10, time='09:38:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='190', tradeid='179', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.8, volume=10, time='09:44:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='191', tradeid='180', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.6, volume=10, time='09:47:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='192', tradeid='181', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.2, volume=10, time='10:01:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='193', tradeid='182', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.0, volume=10, time='10:03:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='194', tradeid='183', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.0, volume=10, time='10:12:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='195', tradeid='184', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.6, volume=10, time='10:15:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='196', tradeid='185', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.4, volume=10, time='10:22:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='197', tradeid='186', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.6, volume=10, time='10:26:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='198', tradeid='187', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.4, volume=10, time='10:36:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='199', tradeid='188', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.2, volume=10, time='10:38:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='200', tradeid='189', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.4, volume=10, time='10:41:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='201', tradeid='190', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.8, volume=10, time='10:48:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='202', tradeid='191', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.0, volume=10, time='11:15:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='203', tradeid='192', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.2, volume=10, time='11:16:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='204', tradeid='193', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.6, volume=10, time='13:00:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='205', tradeid='194', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.6, volume=10, time='13:12:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='206', tradeid='195', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.4, volume=10, time='13:20:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='207', tradeid='196', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.0, volume=10, time='13:22:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='208', tradeid='197', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.2, volume=10, time='13:30:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='209', tradeid='198', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.8, volume=10, time='13:31:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='210', tradeid='199', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.6, volume=10, time='13:33:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='211', tradeid='200', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.6, volume=10, time='13:38:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='212', tradeid='201', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=5.2, volume=10, time='14:07:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='213', tradeid='202', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.6, volume=10, time='14:09:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='215', tradeid='203', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=1.8, volume=10, time='09:31:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='217', tradeid='204', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=0.2, volume=10, time='09:45:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='219', tradeid='205', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.0, volume=10, time='09:56:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='220', tradeid='206', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.6, volume=10, time='10:01:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='221', tradeid='207', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.4, volume=10, time='10:13:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='222', tradeid='208', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.2, volume=10, time='10:15:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='223', tradeid='209', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.0, volume=10, time='10:39:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='224', tradeid='210', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=1.0, volume=10, time='10:41:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='225', tradeid='211', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.8, volume=10, time='10:52:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='226', tradeid='212', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=1.6, volume=10, time='10:54:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='227', tradeid='213', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.0, volume=10, time='11:26:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='228', tradeid='214', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.2, volume=10, time='11:28:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='229', tradeid='215', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=1.4, volume=10, time='13:07:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='230', tradeid='216', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.8, volume=10, time='13:09:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='231', tradeid='217', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.6, volume=10, time='13:40:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='232', tradeid='218', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.6, volume=10, time='13:41:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='233', tradeid='219', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=1.4, volume=10, time='13:46:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='234', tradeid='220', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.6, volume=10, time='13:49:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='235', tradeid='221', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.0, volume=10, time='13:52:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='236', tradeid='222', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.4, volume=10, time='13:55:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='237', tradeid='223', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.8, volume=10, time='14:23:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='238', tradeid='224', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.6, volume=10, time='14:24:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='239', tradeid='225', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.0, volume=10, time='09:36:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='240', tradeid='226', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.2, volume=10, time='09:37:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='241', tradeid='227', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.2, volume=10, time='09:56:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='242', tradeid='228', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=1.8, volume=10, time='09:59:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='243', tradeid='229', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.4, volume=10, time='10:16:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='244', tradeid='230', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.6, volume=10, time='10:19:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='245', tradeid='231', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.0, volume=10, time='10:55:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='246', tradeid='232', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.8, volume=10, time='10:56:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='247', tradeid='233', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.0, volume=10, time='11:11:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='248', tradeid='234', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.6, volume=10, time='11:15:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='249', tradeid='235', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.4, volume=10, time='11:16:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='250', tradeid='236', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.8, volume=10, time='11:17:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='251', tradeid='237', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.8, volume=10, time='11:19:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='252', tradeid='238', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.0, volume=10, time='11:21:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='253', tradeid='239', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.8, volume=10, time='13:31:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='254', tradeid='240', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.0, volume=10, time='13:36:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='255', tradeid='241', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.4, volume=10, time='14:12:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='256', tradeid='242', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.0, volume=10, time='14:15:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='257', tradeid='243', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.8, volume=10, time='14:41:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='258', tradeid='244', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.6, volume=10, time='14:43:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='259', tradeid='245', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.6, volume=10, time='09:33:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='260', tradeid='246', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.0, volume=10, time='09:34:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='261', tradeid='247', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.8, volume=10, time='09:41:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='262', tradeid='248', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.6, volume=10, time='09:51:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='263', tradeid='249', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.4, volume=10, time='10:06:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='264', tradeid='250', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.8, volume=10, time='10:07:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='265', tradeid='251', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.6, volume=10, time='10:16:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='266', tradeid='252', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.2, volume=10, time='10:20:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='267', tradeid='253', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=4.6, volume=10, time='10:32:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='268', tradeid='254', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.2, volume=10, time='10:42:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='269', tradeid='255', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.4, volume=10, time='10:53:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='270', tradeid='256', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.8, volume=10, time='11:09:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='271', tradeid='257', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.2, volume=10, time='11:25:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='272', tradeid='258', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.6, volume=10, time='11:26:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='273', tradeid='259', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.8, volume=10, time='11:27:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='274', tradeid='260', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.4, volume=10, time='13:01:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='275', tradeid='261', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=4.0, volume=10, time='13:16:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='276', tradeid='262', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.6, volume=10, time='13:28:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='277', tradeid='263', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=4.2, volume=10, time='13:41:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='278', tradeid='264', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.2, volume=10, time='13:48:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='279', tradeid='265', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=4.6, volume=10, time='14:47:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='280', tradeid='266', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.4, volume=10, time='14:56:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='281', tradeid='267', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.6, volume=10, time='10:55:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='282', tradeid='268', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.2, volume=10, time='10:56:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='283', tradeid='269', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=4.2, volume=10, time='11:15:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='284', tradeid='270', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.2, volume=10, time='11:19:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='285', tradeid='271', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.0, volume=10, time='13:24:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='286', tradeid='272', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.6, volume=10, time='13:25:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='287', tradeid='273', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.6, volume=10, time='13:36:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='288', tradeid='274', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.4, volume=10, time='13:38:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='289', tradeid='275', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.8, volume=10, time='13:47:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='290', tradeid='276', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.2, volume=10, time='13:50:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='291', tradeid='277', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.8, volume=10, time='14:32:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='292', tradeid='278', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.8, volume=10, time='14:34:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='293', tradeid='279', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=4.6, volume=10, time='14:40:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='294', tradeid='280', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.2, volume=10, time='14:49:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='295', tradeid='281', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.0, volume=10, time='09:30:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='296', tradeid='282', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.0, volume=10, time='09:31:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='297', tradeid='283', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.6, volume=10, time='09:40:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='298', tradeid='284', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.2, volume=10, time='09:41:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='299', tradeid='285', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=4.2, volume=10, time='10:09:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='300', tradeid='286', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.2, volume=10, time='10:15:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='301', tradeid='287', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.6, volume=10, time='10:16:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='302', tradeid='288', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=4.2, volume=10, time='10:18:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='303', tradeid='289', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=4.2, volume=10, time='11:15:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='304', tradeid='290', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.2, volume=10, time='11:17:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='305', tradeid='291', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.0, volume=10, time='11:21:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='306', tradeid='292', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.6, volume=10, time='11:22:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='307', tradeid='293', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.0, volume=10, time='11:24:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='308', tradeid='294', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.6, volume=10, time='11:25:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='309', tradeid='295', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.8, volume=10, time='13:13:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='310', tradeid='296', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.4, volume=10, time='13:32:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='311', tradeid='297', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.2, volume=10, time='13:54:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='312', tradeid='298', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.0, volume=10, time='13:58:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='313', tradeid='299', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.2, volume=10, time='14:14:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='314', tradeid='300', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.2, volume=10, time='14:17:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='315', tradeid='301', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.2, volume=10, time='14:34:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='316', tradeid='302', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.6, volume=10, time='14:35:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='317', tradeid='303', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.2, volume=10, time='14:54:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='318', tradeid='304', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.4, volume=10, time='14:55:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='319', tradeid='305', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.6, volume=10, time='09:32:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='320', tradeid='306', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.6, volume=10, time='09:33:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='321', tradeid='307', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.6, volume=10, time='09:50:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='322', tradeid='308', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.2, volume=10, time='09:53:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='323', tradeid='309', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.0, volume=10, time='10:39:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='324', tradeid='310', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=1.6, volume=10, time='10:40:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='325', tradeid='311', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.0, volume=10, time='10:54:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='326', tradeid='312', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.2, volume=10, time='11:03:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='327', tradeid='313', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.0, volume=10, time='11:10:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='328', tradeid='314', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.8, volume=10, time='11:13:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='329', tradeid='315', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.6, volume=10, time='11:29:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='330', tradeid='316', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.6, volume=10, time='13:00:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='331', tradeid='317', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.8, volume=10, time='13:04:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='332', tradeid='318', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.2, volume=10, time='13:05:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='333', tradeid='319', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=1.8, volume=10, time='13:24:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='334', tradeid='320', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.6, volume=10, time='13:36:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='335', tradeid='321', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.8, volume=10, time='13:40:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='336', tradeid='322', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.4, volume=10, time='13:41:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='337', tradeid='323', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.2, volume=10, time='13:44:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='338', tradeid='324', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.4, volume=10, time='13:46:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='339', tradeid='325', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.6, volume=10, time='13:52:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='340', tradeid='326', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.6, volume=10, time='13:56:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='341', tradeid='327', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.8, volume=10, time='14:23:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='342', tradeid='328', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.0, volume=10, time='14:31:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='343', tradeid='329', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.8, volume=10, time='14:39:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='344', tradeid='330', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.6, volume=10, time='14:40:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='345', tradeid='331', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.4, volume=10, time='09:30:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='346', tradeid='332', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.4, volume=10, time='09:33:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='347', tradeid='333', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=1.2, volume=10, time='10:00:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='348', tradeid='334', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.6, volume=10, time='10:07:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='349', tradeid='335', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.8, volume=10, time='10:08:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='350', tradeid='336', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=1.8, volume=10, time='10:11:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='351', tradeid='337', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.8, volume=10, time='10:16:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='352', tradeid='338', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=1.8, volume=10, time='10:18:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='353', tradeid='339', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.2, volume=10, time='10:31:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='354', tradeid='340', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=1.2, volume=10, time='10:33:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='355', tradeid='341', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.8, volume=10, time='11:24:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='356', tradeid='342', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.2, volume=10, time='11:27:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='358', tradeid='343', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.6, volume=10, time='14:03:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='359', tradeid='344', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=0.6, volume=10, time='14:04:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='360', tradeid='345', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=0.2, volume=10, time='14:13:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='361', tradeid='346', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.2, volume=10, time='14:14:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='362', tradeid='347', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=0.4, volume=10, time='14:27:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='363', tradeid='348', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=1.4, volume=10, time='14:28:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='365', tradeid='349', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.8, volume=10, time='10:04:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='367', tradeid='350', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=0.4, volume=10, time='10:07:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='368', tradeid='351', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.6, volume=10, time='10:27:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='369', tradeid='352', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.8, volume=10, time='10:35:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='370', tradeid='353', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.2, volume=10, time='11:00:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='371', tradeid='354', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.0, volume=10, time='11:02:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='372', tradeid='355', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.2, volume=10, time='11:15:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='373', tradeid='356', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=1.2, volume=10, time='11:17:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='374', tradeid='357', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.4, volume=10, time='13:07:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='375', tradeid='358', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=0.4, volume=10, time='13:09:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='376', tradeid='359', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.2, volume=10, time='13:49:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='377', tradeid='360', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.6, volume=10, time='13:51:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='378', tradeid='361', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.6, volume=10, time='14:24:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='379', tradeid='362', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.6, volume=10, time='14:29:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='380', tradeid='363', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.8, volume=10, time='14:54:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='381', tradeid='364', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.8, volume=10, time='14:55:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='382', tradeid='365', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.6, volume=10, time='14:56:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='383', tradeid='366', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=1.6, volume=10, time='09:32:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='384', tradeid='367', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=1.2, volume=10, time='10:00:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='385', tradeid='368', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.4, volume=10, time='10:03:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='386', tradeid='369', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=1.6, volume=10, time='10:18:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='387', tradeid='370', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=0.4, volume=10, time='10:19:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='388', tradeid='371', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.2, volume=10, time='10:20:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='389', tradeid='372', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.2, volume=10, time='10:27:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='390', tradeid='373', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.6, volume=10, time='10:28:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='391', tradeid='374', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=1.0, volume=10, time='10:31:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='392', tradeid='375', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=1.4, volume=10, time='10:58:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='393', tradeid='376', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.0, volume=10, time='11:08:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='394', tradeid='377', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=0.8, volume=10, time='11:18:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='395', tradeid='378', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.4, volume=10, time='11:19:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='396', tradeid='379', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.0, volume=10, time='13:10:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='397', tradeid='380', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=1.2, volume=10, time='13:13:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='398', tradeid='381', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.4, volume=10, time='14:00:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='399', tradeid='382', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.8, volume=10, time='14:02:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='400', tradeid='383', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.4, volume=10, time='14:24:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='401', tradeid='384', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=1.4, volume=10, time='14:25:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='402', tradeid='385', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=1.0, volume=10, time='14:38:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='403', tradeid='386', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.0, volume=10, time='14:44:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='404', tradeid='387', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.6, volume=10, time='14:50:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='405', tradeid='388', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.2, volume=10, time='14:55:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='406', tradeid='389', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.2, volume=10, time='14:56:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='407', tradeid='390', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=1.0, volume=10, time='09:31:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='408', tradeid='391', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.2, volume=10, time='10:17:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='409', tradeid='392', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.0, volume=10, time='10:18:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='410', tradeid='393', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.4, volume=10, time='10:31:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='411', tradeid='394', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=0.6, volume=10, time='10:32:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='412', tradeid='395', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.0, volume=10, time='10:52:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='413', tradeid='396', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=1.0, volume=10, time='10:56:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='414', tradeid='397', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.8, volume=10, time='13:01:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='415', tradeid='398', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.4, volume=10, time='13:04:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='416', tradeid='399', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.8, volume=10, time='13:31:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='417', tradeid='400', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.8, volume=10, time='13:33:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='418', tradeid='401', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=1.4, volume=10, time='13:45:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='419', tradeid='402', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.0, volume=10, time='13:46:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='420', tradeid='403', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.2, volume=10, time='14:30:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='422', tradeid='404', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.8, volume=10, time='14:34:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='423', tradeid='405', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.0, volume=10, time='14:53:00')\n",
      "TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='424', tradeid='406', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.0, volume=10, time='14:54:00')\n"
     ]
    }
   ],
   "source": [
    "for trade in engine.trades.values():\n",
    "    print(trade)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  }
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