diff --git a/examples/TurtleStrategy/.ipynb_checkpoints/run-checkpoint.ipynb b/examples/TurtleStrategy/.ipynb_checkpoints/run-checkpoint.ipynb
index 9247c6fb..57c7a353 100644
--- a/examples/TurtleStrategy/.ipynb_checkpoints/run-checkpoint.ipynb
+++ b/examples/TurtleStrategy/.ipynb_checkpoints/run-checkpoint.ipynb
@@ -2,7 +2,7 @@
  "cells": [
   {
    "cell_type": "code",
-   "execution_count": 1,
+   "execution_count": null,
    "metadata": {},
    "outputs": [],
    "source": [
@@ -18,686 +18,73 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 2,
-   "metadata": {},
+   "execution_count": null,
+   "metadata": {
+    "scrolled": false
+   },
    "outputs": [
     {
      "name": "stdout",
      "output_type": "stream",
      "text": [
-      "16:05:52.965000:\t投资组合的合约代码['IF99', 'I99', 'CU99', 'TA99']\n",
-      "16:05:52.966000:\t投资组合的初始价值10000000\n"
+      "投资组合的合约代码['IF99', 'I99', 'CU99', 'TA99']\n",
+      "投资组合的初始价值10000000\n",
+      "IF99数据加载完成，总数据量：1185\n",
+      "I99数据加载完成，总数据量：1185\n",
+      "CU99数据加载完成，总数据量：1185\n",
+      "TA99数据加载完成，总数据量：1185\n",
+      "全部数据加载完成\n",
+      "开始回放K线数据\n",
+      "K线数据回放结束\n",
+      "开始统计回测结果\n",
+      "------------------------------\n",
+      "首个交易日：\t2014-01-02 00:00:00\n",
+      "最后交易日：\t2018-11-09 00:00:00\n",
+      "总交易日：\t1185\n",
+      "盈利交易日\t523\n",
+      "亏损交易日：\t552\n",
+      "起始资金：\t10000000\n",
+      "结束资金：\t54,093,646.23\n",
+      "总收益率：\t440.94%\n",
+      "年化收益：\t37.23%\n",
+      "总盈亏：\t44,093,646.23\n",
+      "最大回撤: \t-7,822,360.7\n",
+      "百分比最大回撤: -18.09%\n",
+      "总手续费：\t607,834.31\n",
+      "总滑点：\t170,572.2\n",
+      "总成交笔数：\t571.0\n",
+      "日均盈亏：\t37,209.83\n",
+      "日均手续费：\t512.94\n",
+      "日均滑点：\t143.94\n",
+      "日均成交笔数：\t0.0\n",
+      "日均收益率：\t0.16%\n",
+      "收益标准差：\t1.6%\n",
+      "Sharpe Ratio：\t1.5\n"
      ]
     }
    ],
    "source": [
     "engine = BacktestingEngine()\n",
     "engine.setPeriod(datetime(2014, 1, 1), datetime(2018, 12, 30))\n",
-    "engine.initPortfolio('test.csv', 10000000)"
-   ]
-  },
-  {
-   "cell_type": "code",
-   "execution_count": 3,
-   "metadata": {
-    "scrolled": false
-   },
-   "outputs": [
-    {
-     "name": "stdout",
-     "output_type": "stream",
-     "text": [
-      "16:05:53.031000:\tIF99数据加载完成，总数据量：1185\n",
-      "16:05:53.064000:\tI99数据加载完成，总数据量：1185\n",
-      "16:05:53.096000:\tCU99数据加载完成，总数据量：1185\n",
-      "16:05:53.130000:\tTA99数据加载完成，总数据量：1185\n",
-      "16:05:53.131000:\t全部数据加载完成\n",
-      "16:05:53.131000:\t开始回放K线数据\n",
-      "16:05:53.383000:\tK线数据回放结束\n",
-      "16:05:53.383000:\t开始统计回测结果\n",
-      "16:05:53.392000:\t回测结果统计结束\n"
-     ]
-    }
-   ],
-   "source": [
+    "engine.initPortfolio('setting.csv', 10000000)\n",
+    "\n",
     "engine.loadData()\n",
     "engine.runBacktesting()\n",
-    "engine.calculateResult()"
+    "engine.showResult()"
    ]
   },
   {
    "cell_type": "code",
-   "execution_count": 4,
-   "metadata": {},
-   "outputs": [
-    {
-     "name": "stdout",
-     "output_type": "stream",
-     "text": [
-      "44093646.23195201\n"
-     ]
-    },
-    {
-     "data": {
-      "image/png": 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\n",
-      "text/plain": [
-       "<matplotlib.figure.Figure at 0x86a5990>"
-      ]
-     },
-     "metadata": {},
-     "output_type": "display_data"
-    }
-   ],
-   "source": [
-    "# 汇总每日盈亏，绘制简单资金曲线\n",
-    "l = [result.totalPnl for result in engine.resultList]\n",
-    "dateList = [result.date for result in engine.resultList]\n",
-    "equity = np.cumsum(l)\n",
-    "plt.plot(dateList, equity)"
-   ]
-  },
-  {
-   "cell_type": "code",
-   "execution_count": 9,
+   "execution_count": null,
    "metadata": {
     "scrolled": false
    },
-   "outputs": [
-    {
-     "name": "stdout",
-     "output_type": "stream",
-     "text": [
-      "2014-04-03 00:00:00 IF99 多 开仓 2175.2 8\n",
-      "2014-04-04 00:00:00 I99 多 开仓 803.5 52\n",
-      "2014-04-08 00:00:00 IF99 多 开仓 2195.8 8\n",
-      "2014-04-08 00:00:00 IF99 多 开仓 2216.2 8\n",
-      "2014-04-08 00:00:00 IF99 多 开仓 2236.8 8\n",
-      "2014-04-08 00:00:00 I99 多 开仓 813.5 52\n",
-      "2014-04-08 00:00:00 I99 多 开仓 823.0 52\n",
-      "2014-04-18 00:00:00 I99 空 平仓 784.5 156\n",
-      "2014-04-21 00:00:00 TA99 空 开仓 6272.0 240\n",
-      "2014-04-21 00:00:00 TA99 空 开仓 6230.0 240\n",
-      "2014-04-22 00:00:00 IF99 空 平仓 2165.2 32\n",
-      "2014-04-22 00:00:00 TA99 空 开仓 6190.0 240\n",
-      "2014-04-24 00:00:00 CU99 多 开仓 47260.0 30\n",
-      "2014-04-25 00:00:00 CU99 多 开仓 47590.0 30\n",
-      "2014-04-25 00:00:00 CU99 多 开仓 47930.0 30\n",
-      "2014-04-28 00:00:00 I99 空 开仓 758.0 58\n",
-      "2014-05-05 00:00:00 IF99 空 开仓 2130.0 9\n",
-      "2014-05-05 00:00:00 TA99 空 开仓 6148.0 240\n",
-      "2014-05-07 00:00:00 I99 空 开仓 749.5 58\n",
-      "2014-05-08 00:00:00 I99 空 开仓 740.5 58\n",
-      "2014-05-09 00:00:00 I99 空 开仓 732.0 58\n",
-      "2014-05-12 00:00:00 CU99 多 开仓 48260.0 30\n",
-      "2014-05-15 00:00:00 TA99 多 平仓 6240.0 960\n",
-      "2014-05-19 00:00:00 IF99 空 开仓 2111.8 9\n",
-      "2014-05-19 00:00:00 IF99 空 开仓 2093.4 9\n",
-      "2014-05-21 00:00:00 TA99 多 开仓 6324.0 252\n",
-      "2014-05-21 00:00:00 TA99 多 开仓 6364.0 252\n",
-      "2014-05-21 00:00:00 TA99 多 开仓 6402.0 252\n",
-      "2014-05-23 00:00:00 TA99 多 开仓 6442.0 252\n",
-      "2014-05-28 00:00:00 IF99 多 平仓 2166.8 27\n",
-      "2014-06-05 00:00:00 CU99 空 平仓 47860.0 120\n",
-      "2014-06-13 00:00:00 IF99 多 开仓 2176.2 11\n",
-      "2014-06-16 00:00:00 IF99 多 开仓 2191.6 11\n",
-      "2014-06-19 00:00:00 IF99 空 平仓 2129.6 22\n",
-      "2014-06-23 00:00:00 I99 多 平仓 693.0 232\n",
-      "2014-06-23 00:00:00 CU99 多 开仓 49310.0 38\n",
-      "2014-06-26 00:00:00 CU99 多 开仓 49570.0 38\n",
-      "2014-07-01 00:00:00 CU99 多 开仓 49830.0 38\n",
-      "2014-07-01 00:00:00 CU99 多 开仓 50090.0 38\n",
-      "2014-07-08 00:00:00 TA99 空 平仓 6986.0 1008\n",
-      "2014-07-21 00:00:00 I99 空 开仓 679.5 71\n",
-      "2014-07-22 00:00:00 IF99 多 开仓 2182.4 14\n",
-      "2014-07-22 00:00:00 IF99 多 开仓 2194.0 14\n",
-      "2014-07-23 00:00:00 IF99 多 开仓 2205.6 14\n",
-      "2014-07-23 00:00:00 I99 空 开仓 673.5 71\n",
-      "2014-07-24 00:00:00 IF99 多 开仓 2217.4 14\n",
-      "2014-07-24 00:00:00 I99 空 开仓 666.5 71\n",
-      "2014-08-05 00:00:00 I99 多 平仓 692.0 213\n",
-      "2014-08-12 00:00:00 I99 空 开仓 665.5 86\n",
-      "2014-08-14 00:00:00 I99 空 开仓 659.5 86\n",
-      "2014-08-14 00:00:00 I99 空 开仓 653.5 86\n",
-      "2014-08-14 00:00:00 CU99 空 平仓 49170.0 152\n",
-      "2014-08-14 00:00:00 TA99 空 开仓 7052.0 185\n",
-      "2014-08-15 00:00:00 TA99 空 开仓 6998.0 185\n",
-      "2014-08-18 00:00:00 TA99 空 开仓 6944.0 185\n",
-      "2014-08-18 00:00:00 TA99 空 开仓 6890.0 185\n",
-      "2014-08-20 00:00:00 I99 空 开仓 648.0 86\n",
-      "2014-08-26 00:00:00 IF99 空 平仓 2339.4 56\n",
-      "2014-09-03 00:00:00 IF99 多 开仓 2399.6 11\n",
-      "2014-09-03 00:00:00 IF99 多 开仓 2414.6 11\n",
-      "2014-09-04 00:00:00 IF99 多 开仓 2429.6 11\n",
-      "2014-09-04 00:00:00 IF99 多 开仓 2444.8 11\n",
-      "2014-09-10 00:00:00 CU99 空 开仓 48600.0 37\n",
-      "2014-09-11 00:00:00 CU99 空 开仓 48330.0 37\n",
-      "2014-09-17 00:00:00 CU99 多 平仓 49150.0 74\n",
-      "2014-09-22 00:00:00 IF99 空 平仓 2394.4 44\n",
-      "2014-09-22 00:00:00 CU99 空 开仓 47920.0 30\n",
-      "2014-09-22 00:00:00 CU99 空 开仓 47590.0 30\n",
-      "2014-09-25 00:00:00 IF99 多 开仓 2484.6 9\n",
-      "2014-10-14 00:00:00 I99 多 平仓 571.5 344\n",
-      "2014-10-17 00:00:00 IF99 空 平仓 2428.8 9\n",
-      "2014-10-17 00:00:00 CU99 空 开仓 46780.0 30\n",
-      "2014-10-24 00:00:00 TA99 多 平仓 5718.0 740\n",
-      "2014-10-27 00:00:00 IF99 空 开仓 2379.4 10\n",
-      "2014-10-29 00:00:00 IF99 多 平仓 2446.8 10\n",
-      "2014-10-30 00:00:00 CU99 多 平仓 47940.0 90\n",
-      "2014-10-31 00:00:00 IF99 多 开仓 2499.6 10\n",
-      "2014-10-31 00:00:00 IF99 多 开仓 2516.6 10\n",
-      "2014-11-05 00:00:00 CU99 空 开仓 46480.0 32\n",
-      "2014-11-07 00:00:00 IF99 多 开仓 2533.6 10\n",
-      "2014-11-07 00:00:00 IF99 多 开仓 2550.4 10\n",
-      "2014-11-13 00:00:00 TA99 多 开仓 5736.0 178\n",
-      "2014-11-19 00:00:00 TA99 多 开仓 5792.0 178\n",
-      "2014-11-24 00:00:00 CU99 多 平仓 47770.0 32\n",
-      "2014-11-27 00:00:00 CU99 空 开仓 46450.0 33\n",
-      "2014-11-28 00:00:00 CU99 空 开仓 46150.0 33\n",
-      "2014-11-28 00:00:00 CU99 空 开仓 45850.0 33\n",
-      "2014-11-28 00:00:00 TA99 空 平仓 5436.0 356\n",
-      "2014-12-01 00:00:00 CU99 空 开仓 45540.0 33\n",
-      "2014-12-01 00:00:00 TA99 空 开仓 5304.0 161\n",
-      "2014-12-01 00:00:00 TA99 空 开仓 5248.0 161\n",
-      "2014-12-08 00:00:00 TA99 空 开仓 5186.0 161\n",
-      "2014-12-09 00:00:00 TA99 空 开仓 5046.0 161\n",
-      "2015-01-19 00:00:00 IF99 空 平仓 3509.0 40\n",
-      "2015-01-21 00:00:00 TA99 多 平仓 4740.0 644\n",
-      "2015-01-26 00:00:00 I99 空 开仓 470.5 83\n",
-      "2015-01-26 00:00:00 I99 空 开仓 464.5 83\n",
-      "2015-02-13 00:00:00 I99 多 平仓 483.0 166\n",
-      "2015-02-13 00:00:00 CU99 多 平仓 41940.0 132\n",
-      "2015-03-05 00:00:00 I99 空 开仓 466.0 101\n",
-      "2015-03-05 00:00:00 I99 空 开仓 461.5 101\n",
-      "2015-03-06 00:00:00 I99 空 开仓 456.5 101\n",
-      "2015-03-06 00:00:00 I99 空 开仓 451.5 101\n",
-      "2015-03-13 00:00:00 IF99 多 开仓 3659.2 3\n",
-      "2015-03-16 00:00:00 IF99 多 开仓 3707.0 3\n",
-      "2015-03-16 00:00:00 TA99 空 开仓 4704.0 194\n",
-      "2015-03-16 00:00:00 TA99 空 开仓 4652.0 194\n",
-      "2015-03-17 00:00:00 IF99 多 开仓 3761.4 3\n",
-      "2015-03-18 00:00:00 IF99 多 开仓 3806.2 3\n",
-      "2015-03-23 00:00:00 CU99 多 开仓 43260.0 28\n",
-      "2015-03-23 00:00:00 CU99 多 开仓 43620.0 28\n",
-      "2015-03-23 00:00:00 CU99 多 开仓 43990.0 28\n",
-      "2015-03-24 00:00:00 CU99 多 开仓 44350.0 28\n",
-      "2015-03-24 00:00:00 TA99 多 平仓 4858.0 388\n",
-      "2015-03-30 00:00:00 TA99 空 开仓 4630.0 181\n",
-      "2015-04-02 00:00:00 TA99 空 开仓 4576.0 181\n",
-      "2015-04-07 00:00:00 TA99 多 平仓 4822.0 362\n",
-      "2015-04-08 00:00:00 TA99 多 开仓 4922.0 183\n",
-      "2015-04-08 00:00:00 TA99 多 开仓 4978.0 183\n",
-      "2015-04-09 00:00:00 CU99 空 平仓 43060.0 112\n",
-      "2015-04-14 00:00:00 TA99 多 开仓 5086.0 183\n",
-      "2015-04-17 00:00:00 I99 多 平仓 401.0 404\n",
-      "2015-04-28 00:00:00 CU99 多 开仓 44090.0 30\n",
-      "2015-05-04 00:00:00 CU99 多 开仓 45320.0 30\n",
-      "2015-05-04 00:00:00 CU99 多 开仓 45320.0 30\n",
-      "2015-05-06 00:00:00 IF99 空 平仓 4531.2 12\n",
-      "2015-05-06 00:00:00 I99 多 开仓 437.0 77\n",
-      "2015-05-06 00:00:00 I99 多 开仓 443.5 77\n",
-      "2015-05-15 00:00:00 I99 空 平仓 417.5 154\n",
-      "2015-05-18 00:00:00 TA99 空 平仓 5256.0 549\n",
-      "2015-05-20 00:00:00 CU99 空 平仓 45310.0 90\n",
-      "2015-06-08 00:00:00 IF99 多 开仓 5370.6 2\n",
-      "2015-06-10 00:00:00 I99 多 开仓 444.0 91\n",
-      "2015-06-11 00:00:00 I99 多 开仓 449.5 91\n",
-      "2015-06-12 00:00:00 CU99 空 开仓 42550.0 36\n",
-      "2015-06-15 00:00:00 CU99 空 开仓 42280.0 36\n",
-      "2015-06-16 00:00:00 CU99 空 开仓 42000.0 36\n",
-      "2015-06-17 00:00:00 IF99 空 平仓 4994.8 2\n",
-      "2015-06-17 00:00:00 I99 空 平仓 429.5 182\n",
-      "2015-06-17 00:00:00 CU99 空 开仓 41730.0 36\n",
-      "2015-06-19 00:00:00 IF99 空 开仓 4711.2 2\n",
-      "2015-06-19 00:00:00 IF99 空 开仓 4617.0 2\n",
-      "2015-06-23 00:00:00 IF99 空 开仓 4522.8 2\n",
-      "2015-06-25 00:00:00 IF99 多 平仓 4899.8 6\n",
-      "2015-06-26 00:00:00 IF99 空 开仓 4464.6 2\n",
-      "2015-06-26 00:00:00 IF99 空 开仓 4358.6 2\n",
-      "2015-06-26 00:00:00 IF99 空 开仓 4252.6 2\n",
-      "2015-06-29 00:00:00 IF99 空 开仓 4146.6 2\n",
-      "2015-06-30 00:00:00 I99 空 开仓 419.5 94\n",
-      "2015-06-30 00:00:00 I99 空 开仓 414.5 94\n",
-      "2015-07-29 00:00:00 I99 多 平仓 378.5 188\n",
-      "2015-08-10 00:00:00 IF99 多 平仓 3991.2 8\n",
-      "2015-08-24 00:00:00 IF99 空 开仓 3272.8 1\n",
-      "2015-08-24 00:00:00 IF99 空 开仓 3160.8 1\n",
-      "2015-08-25 00:00:00 IF99 空 开仓 3034.0 1\n",
-      "2015-08-25 00:00:00 IF99 空 开仓 2936.4 1\n",
-      "2015-08-25 00:00:00 I99 空 开仓 358.5 91\n",
-      "2015-08-25 00:00:00 TA99 空 开仓 4310.0 195\n",
-      "2015-08-28 00:00:00 I99 多 平仓 380.0 91\n",
-      "2015-08-28 00:00:00 TA99 多 平仓 4472.0 195\n",
-      "2015-09-09 00:00:00 I99 多 开仓 394.5 89\n",
-      "2015-09-09 00:00:00 CU99 多 平仓 39960.0 144\n",
-      "2015-09-10 00:00:00 I99 多 开仓 400.0 89\n",
-      "2015-09-10 00:00:00 I99 多 开仓 405.5 89\n",
-      "2015-09-11 00:00:00 I99 多 开仓 411.0 89\n",
-      "2015-09-15 00:00:00 I99 空 平仓 389.0 356\n",
-      "2015-09-29 00:00:00 I99 空 开仓 358.0 89\n",
-      "2015-09-29 00:00:00 I99 空 开仓 354.0 89\n",
-      "2015-09-29 00:00:00 CU99 空 开仓 37780.0 26\n",
-      "2015-09-29 00:00:00 CU99 空 开仓 37780.0 26\n",
-      "2015-10-08 00:00:00 CU99 多 平仓 39370.0 52\n",
-      "2015-10-08 00:00:00 TA99 多 开仓 4726.0 202\n",
-      "2015-10-09 00:00:00 I99 多 平仓 376.5 178\n",
-      "2015-10-09 00:00:00 TA99 多 开仓 4776.0 202\n",
-      "2015-10-12 00:00:00 IF99 多 平仓 3341.0 4\n",
-      "2015-10-22 00:00:00 TA99 空 平仓 4604.0 404\n",
-      "2015-10-27 00:00:00 I99 空 开仓 353.0 107\n",
-      "2015-10-28 00:00:00 I99 空 开仓 348.5 107\n",
-      "2015-11-03 00:00:00 I99 空 开仓 343.5 107\n",
-      "2015-11-03 00:00:00 I99 空 开仓 339.0 107\n",
-      "2015-11-05 00:00:00 CU99 空 开仓 38240.0 31\n",
-      "2015-11-06 00:00:00 CU99 空 开仓 37920.0 31\n",
-      "2015-11-09 00:00:00 CU99 空 开仓 37600.0 31\n",
-      "2015-11-10 00:00:00 CU99 空 开仓 37280.0 31\n",
-      "2015-11-16 00:00:00 TA99 空 开仓 4548.0 231\n",
-      "2015-11-16 00:00:00 TA99 空 开仓 4506.0 231\n",
-      "2015-11-26 00:00:00 TA99 多 平仓 4632.0 462\n",
-      "2015-12-08 00:00:00 TA99 空 开仓 4426.0 231\n",
-      "2015-12-08 00:00:00 TA99 空 开仓 4382.0 231\n",
-      "2015-12-11 00:00:00 CU99 多 平仓 35630.0 124\n",
-      "2015-12-18 00:00:00 I99 多 平仓 298.5 428\n",
-      "2015-12-21 00:00:00 IF99 多 开仓 3786.6 4\n",
-      "2015-12-23 00:00:00 IF99 多 开仓 3831.8 4\n",
-      "2015-12-28 00:00:00 IF99 空 平仓 3650.4 8\n",
-      "2015-12-30 00:00:00 TA99 多 平仓 4444.0 462\n",
-      "2016-01-04 00:00:00 IF99 空 开仓 3504.4 4\n",
-      "2016-01-04 00:00:00 IF99 空 开仓 3460.4 4\n",
-      "2016-01-04 00:00:00 IF99 空 开仓 3416.4 4\n",
-      "2016-01-05 00:00:00 IF99 空 开仓 3372.6 4\n",
-      "2016-01-11 00:00:00 CU99 空 开仓 34850.0 30\n",
-      "2016-01-12 00:00:00 TA99 空 开仓 4252.0 286\n",
-      "2016-01-14 00:00:00 CU99 空 开仓 34520.0 30\n",
-      "2016-01-18 00:00:00 TA99 空 开仓 4206.0 286\n",
-      "2016-01-19 00:00:00 TA99 多 平仓 4346.0 572\n",
-      "2016-01-27 00:00:00 CU99 多 平仓 35560.0 60\n",
-      "2016-02-01 00:00:00 I99 多 开仓 326.5 128\n",
-      "2016-02-04 00:00:00 I99 多 开仓 330.0 128\n",
-      "2016-02-04 00:00:00 I99 多 开仓 334.0 128\n",
-      "2016-02-04 00:00:00 CU99 多 开仓 36540.0 34\n",
-      "2016-02-15 00:00:00 TA99 多 开仓 4440.0 307\n",
-      "2016-02-17 00:00:00 IF99 多 平仓 2969.2 16\n",
-      "2016-02-18 00:00:00 I99 多 开仓 338.0 128\n",
-      "2016-02-19 00:00:00 TA99 多 开仓 4472.0 307\n",
-      "2016-02-26 00:00:00 TA99 空 平仓 4384.0 614\n",
-      "2016-03-01 00:00:00 TA99 多 开仓 4500.0 331\n",
-      "2016-03-01 00:00:00 TA99 多 开仓 4530.0 331\n",
-      "2016-03-01 00:00:00 TA99 多 开仓 4560.0 331\n",
-      "2016-03-02 00:00:00 CU99 多 开仓 36840.0 34\n",
-      "2016-03-02 00:00:00 TA99 多 开仓 4592.0 331\n",
-      "2016-03-28 00:00:00 I99 空 平仓 389.0 512\n",
-      "2016-03-30 00:00:00 CU99 空 平仓 37130.0 68\n",
-      "2016-04-13 00:00:00 IF99 多 开仓 3245.2 4\n",
-      "2016-04-20 00:00:00 IF99 空 平仓 3093.8 4\n",
-      "2016-04-20 00:00:00 I99 多 开仓 436.5 66\n",
-      "2016-04-20 00:00:00 I99 多 开仓 444.0 66\n",
-      "2016-04-20 00:00:00 I99 多 开仓 451.5 66\n",
-      "2016-04-21 00:00:00 I99 多 开仓 459.5 66\n",
-      "2016-04-22 00:00:00 CU99 多 开仓 38380.0 33\n",
-      "2016-04-22 00:00:00 CU99 多 开仓 38550.0 33\n",
-      "2016-04-26 00:00:00 CU99 空 平仓 37630.0 66\n",
-      "2016-04-27 00:00:00 I99 空 平仓 429.0 264\n",
-      "2016-05-06 00:00:00 TA99 空 平仓 4802.0 1324\n",
-      "2016-05-10 00:00:00 I99 空 开仓 378.0 49\n"
-     ]
-    },
-    {
-     "name": "stdout",
-     "output_type": "stream",
-     "text": [
-      "2016-05-13 00:00:00 I99 空 开仓 368.0 49\n",
-      "2016-05-13 00:00:00 I99 空 开仓 358.0 49\n",
-      "2016-05-13 00:00:00 CU99 空 开仓 35690.0 31\n",
-      "2016-05-13 00:00:00 CU99 空 开仓 35360.0 31\n",
-      "2016-05-20 00:00:00 CU99 空 开仓 35040.0 31\n",
-      "2016-05-23 00:00:00 I99 空 开仓 348.0 49\n",
-      "2016-05-23 00:00:00 TA99 空 开仓 4552.0 187\n",
-      "2016-05-31 00:00:00 IF99 空 开仓 2905.2 6\n",
-      "2016-05-31 00:00:00 IF99 空 开仓 2878.0 6\n",
-      "2016-06-01 00:00:00 IF99 多 平仓 3137.8 12\n",
-      "2016-06-03 00:00:00 IF99 多 开仓 3165.6 5\n",
-      "2016-06-06 00:00:00 CU99 多 平仓 36210.0 93\n",
-      "2016-06-07 00:00:00 I99 多 平仓 359.5 196\n",
-      "2016-06-13 00:00:00 IF99 空 平仓 3033.8 5\n",
-      "2016-06-14 00:00:00 TA99 多 平仓 4758.0 187\n",
-      "2016-06-20 00:00:00 TA99 多 开仓 4806.0 212\n",
-      "2016-06-23 00:00:00 CU99 多 开仓 36300.0 35\n",
-      "2016-06-24 00:00:00 CU99 多 开仓 36580.0 35\n",
-      "2016-06-28 00:00:00 CU99 多 开仓 36860.0 35\n",
-      "2016-06-28 00:00:00 CU99 多 开仓 37140.0 35\n",
-      "2016-06-29 00:00:00 TA99 多 开仓 4854.0 212\n",
-      "2016-07-04 00:00:00 TA99 多 开仓 4900.0 212\n",
-      "2016-07-06 00:00:00 TA99 空 平仓 4712.0 636\n",
-      "2016-07-07 00:00:00 IF99 多 开仓 3166.6 6\n",
-      "2016-07-11 00:00:00 IF99 多 开仓 3194.4 6\n",
-      "2016-07-12 00:00:00 IF99 多 开仓 3222.4 6\n",
-      "2016-07-13 00:00:00 IF99 多 开仓 3250.4 6\n",
-      "2016-07-19 00:00:00 TA99 空 开仓 4672.0 204\n",
-      "2016-07-27 00:00:00 IF99 空 平仓 3173.6 24\n",
-      "2016-07-28 00:00:00 I99 多 开仓 451.5 59\n",
-      "2016-07-28 00:00:00 CU99 空 平仓 37640.0 140\n",
-      "2016-07-29 00:00:00 TA99 空 开仓 4622.0 204\n",
-      "2016-07-29 00:00:00 TA99 空 开仓 4574.0 204\n",
-      "2016-08-01 00:00:00 I99 多 开仓 460.0 59\n",
-      "2016-08-05 00:00:00 I99 多 开仓 468.5 59\n",
-      "2016-08-08 00:00:00 I99 多 开仓 477.5 59\n",
-      "2016-08-09 00:00:00 TA99 多 平仓 4758.0 612\n",
-      "2016-08-11 00:00:00 IF99 多 开仓 3245.6 7\n",
-      "2016-08-11 00:00:00 I99 空 平仓 443.0 236\n",
-      "2016-08-12 00:00:00 IF99 多 开仓 3268.6 7\n",
-      "2016-08-12 00:00:00 TA99 多 开仓 4806.0 245\n",
-      "2016-08-15 00:00:00 IF99 多 开仓 3291.4 7\n",
-      "2016-08-15 00:00:00 IF99 多 开仓 3314.4 7\n",
-      "2016-08-17 00:00:00 TA99 多 开仓 4846.0 245\n",
-      "2016-08-17 00:00:00 TA99 多 开仓 4886.0 245\n",
-      "2016-08-25 00:00:00 TA99 空 平仓 4732.0 735\n",
-      "2016-08-29 00:00:00 I99 空 开仓 424.0 60\n",
-      "2016-08-29 00:00:00 I99 空 开仓 416.0 60\n",
-      "2016-08-31 00:00:00 I99 空 开仓 407.5 60\n",
-      "2016-09-08 00:00:00 I99 空 开仓 399.5 60\n",
-      "2016-09-12 00:00:00 IF99 空 平仓 3227.8 28\n",
-      "2016-09-14 00:00:00 IF99 空 开仓 3189.8 8\n",
-      "2016-09-21 00:00:00 CU99 多 开仓 37410.0 47\n",
-      "2016-09-22 00:00:00 CU99 多 开仓 37620.0 47\n",
-      "2016-09-23 00:00:00 CU99 多 开仓 37840.0 47\n",
-      "2016-09-28 00:00:00 TA99 空 开仓 4702.0 312\n",
-      "2016-09-29 00:00:00 I99 多 平仓 414.5 240\n",
-      "2016-10-10 00:00:00 IF99 多 平仓 3260.4 8\n",
-      "2016-10-11 00:00:00 CU99 多 开仓 38050.0 47\n",
-      "2016-10-11 00:00:00 TA99 多 平仓 4816.0 312\n",
-      "2016-10-14 00:00:00 I99 多 开仓 422.0 78\n",
-      "2016-10-14 00:00:00 I99 多 开仓 428.5 78\n",
-      "2016-10-14 00:00:00 I99 多 开仓 435.0 78\n",
-      "2016-10-14 00:00:00 CU99 空 平仓 37230.0 188\n",
-      "2016-10-19 00:00:00 IF99 多 开仓 3294.2 9\n",
-      "2016-10-19 00:00:00 I99 多 开仓 441.0 78\n",
-      "2016-10-20 00:00:00 TA99 多 开仓 4852.0 315\n",
-      "2016-10-20 00:00:00 TA99 多 开仓 4882.0 315\n",
-      "2016-10-20 00:00:00 TA99 多 开仓 4914.0 315\n",
-      "2016-10-20 00:00:00 TA99 多 开仓 4946.0 315\n",
-      "2016-10-24 00:00:00 IF99 多 开仓 3312.8 9\n",
-      "2016-11-03 00:00:00 TA99 空 平仓 4834.0 1260\n",
-      "2016-11-10 00:00:00 TA99 多 开仓 5010.0 277\n",
-      "2016-11-10 00:00:00 TA99 多 开仓 5046.0 277\n",
-      "2016-11-11 00:00:00 TA99 多 开仓 5082.0 277\n",
-      "2016-11-11 00:00:00 TA99 多 开仓 5118.0 277\n",
-      "2016-11-14 00:00:00 TA99 空 平仓 4974.0 1108\n",
-      "2016-12-07 00:00:00 IF99 空 平仓 3433.0 18\n",
-      "2016-12-09 00:00:00 TA99 多 开仓 5402.0 215\n",
-      "2016-12-09 00:00:00 TA99 多 开仓 5448.0 215\n",
-      "2016-12-12 00:00:00 TA99 多 开仓 5496.0 215\n",
-      "2016-12-12 00:00:00 TA99 多 开仓 5542.0 215\n",
-      "2016-12-19 00:00:00 I99 空 平仓 568.0 312\n",
-      "2016-12-20 00:00:00 TA99 空 平仓 5356.0 860\n",
-      "2017-01-13 00:00:00 CU99 多 开仓 47310.0 19\n",
-      "2017-01-13 00:00:00 CU99 多 开仓 47840.0 19\n",
-      "2017-01-16 00:00:00 IF99 空 开仓 3220.6 9\n",
-      "2017-01-16 00:00:00 IF99 空 开仓 3202.0 9\n",
-      "2017-01-16 00:00:00 I99 多 开仓 612.5 37\n",
-      "2017-01-16 00:00:00 I99 多 开仓 626.0 37\n",
-      "2017-01-16 00:00:00 I99 多 开仓 639.5 37\n",
-      "2017-01-16 00:00:00 CU99 多 开仓 48370.0 19\n",
-      "2017-01-17 00:00:00 IF99 多 平仓 3277.0 18\n",
-      "2017-01-17 00:00:00 I99 多 开仓 653.5 37\n",
-      "2017-01-18 00:00:00 CU99 空 平仓 46240.0 57\n",
-      "2017-01-20 00:00:00 IF99 多 开仓 3352.0 8\n",
-      "2017-01-23 00:00:00 IF99 多 开仓 3372.2 8\n",
-      "2017-01-23 00:00:00 I99 空 平仓 598.5 148\n",
-      "2017-01-23 00:00:00 TA99 多 开仓 5540.0 205\n",
-      "2017-01-24 00:00:00 TA99 多 开仓 5588.0 205\n",
-      "2017-01-25 00:00:00 TA99 多 开仓 5636.0 205\n",
-      "2017-01-25 00:00:00 TA99 多 开仓 5686.0 205\n",
-      "2017-02-10 00:00:00 IF99 多 开仓 3392.2 8\n",
-      "2017-02-10 00:00:00 I99 多 开仓 658.0 34\n",
-      "2017-02-10 00:00:00 I99 多 开仓 673.0 34\n",
-      "2017-02-13 00:00:00 I99 多 开仓 687.5 34\n",
-      "2017-02-20 00:00:00 TA99 空 平仓 5662.0 820\n",
-      "2017-03-03 00:00:00 IF99 空 平仓 3383.4 24\n",
-      "2017-03-03 00:00:00 I99 空 平仓 659.5 102\n",
-      "2017-03-09 00:00:00 I99 空 开仓 625.0 36\n",
-      "2017-03-09 00:00:00 CU99 空 开仓 47120.0 22\n",
-      "2017-03-09 00:00:00 CU99 空 开仓 46670.0 22\n",
-      "2017-03-09 00:00:00 TA99 空 开仓 5244.0 206\n",
-      "2017-03-10 00:00:00 CU99 空 开仓 46210.0 22\n",
-      "2017-03-10 00:00:00 TA99 空 开仓 5190.0 206\n",
-      "2017-03-10 00:00:00 TA99 空 开仓 5146.0 206\n",
-      "2017-03-13 00:00:00 TA99 空 开仓 5098.0 206\n",
-      "2017-03-15 00:00:00 I99 多 平仓 680.5 36\n",
-      "2017-03-16 00:00:00 CU99 多 平仓 48040.0 66\n",
-      "2017-03-22 00:00:00 I99 空 开仓 612.0 36\n",
-      "2017-03-24 00:00:00 IF99 多 开仓 3456.6 10\n",
-      "2017-03-24 00:00:00 IF99 多 开仓 3473.2 10\n",
-      "2017-03-24 00:00:00 I99 空 开仓 594.5 36\n",
-      "2017-03-27 00:00:00 I99 空 开仓 584.5 36\n",
-      "2017-03-27 00:00:00 I99 空 开仓 570.5 36\n",
-      "2017-03-28 00:00:00 CU99 空 开仓 46180.0 23\n",
-      "2017-03-30 00:00:00 IF99 空 平仓 3407.0 20\n",
-      "2017-03-30 00:00:00 CU99 多 平仓 47920.0 23\n",
-      "2017-04-05 00:00:00 IF99 多 开仓 3474.4 10\n",
-      "2017-04-05 00:00:00 IF99 多 开仓 3491.0 10\n",
-      "2017-04-11 00:00:00 IF99 多 开仓 3509.2 10\n",
-      "2017-04-13 00:00:00 CU99 空 开仓 45750.0 23\n",
-      "2017-04-17 00:00:00 IF99 空 平仓 3442.2 30\n",
-      "2017-04-17 00:00:00 CU99 多 平仓 47520.0 23\n",
-      "2017-04-19 00:00:00 CU99 空 开仓 45640.0 21\n",
-      "2017-04-20 00:00:00 CU99 空 开仓 45170.0 21\n",
-      "2017-04-28 00:00:00 I99 多 平仓 515.5 144\n",
-      "2017-05-02 00:00:00 CU99 多 平仓 47060.0 42\n",
-      "2017-05-04 00:00:00 IF99 空 开仓 3371.6 10\n",
-      "2017-05-05 00:00:00 IF99 空 开仓 3355.4 10\n",
-      "2017-05-05 00:00:00 IF99 空 开仓 3339.0 10\n",
-      "2017-05-05 00:00:00 CU99 空 开仓 44900.0 23\n",
-      "2017-05-16 00:00:00 IF99 多 平仓 3404.4 30\n",
-      "2017-05-22 00:00:00 CU99 多 平仓 45730.0 23\n",
-      "2017-05-23 00:00:00 TA99 多 平仓 5034.0 824\n",
-      "2017-05-25 00:00:00 IF99 多 开仓 3433.6 10\n",
-      "2017-05-25 00:00:00 IF99 多 开仓 3449.8 10\n",
-      "2017-05-25 00:00:00 IF99 多 开仓 3466.0 10\n",
-      "2017-05-26 00:00:00 IF99 多 开仓 3482.2 10\n",
-      "2017-05-31 00:00:00 I99 空 开仓 439.0 46\n",
-      "2017-05-31 00:00:00 I99 空 开仓 428.5 46\n",
-      "2017-06-01 00:00:00 I99 空 开仓 417.5 46\n",
-      "2017-06-01 00:00:00 TA99 空 开仓 4774.0 249\n",
-      "2017-06-12 00:00:00 CU99 多 开仓 46440.0 31\n",
-      "2017-06-13 00:00:00 TA99 多 平仓 4934.0 249\n",
-      "2017-06-23 00:00:00 CU99 多 开仓 46760.0 31\n",
-      "2017-06-27 00:00:00 I99 多 平仓 437.5 138\n",
-      "2017-06-28 00:00:00 I99 多 开仓 455.5 60\n",
-      "2017-06-28 00:00:00 CU99 多 开仓 47080.0 31\n",
-      "2017-06-29 00:00:00 I99 多 开仓 464.0 60\n",
-      "2017-06-29 00:00:00 I99 多 开仓 472.0 60\n",
-      "2017-08-11 00:00:00 IF99 空 平仓 3657.0 40\n",
-      "2017-08-15 00:00:00 I99 空 平仓 526.5 180\n",
-      "2017-09-04 00:00:00 TA99 多 开仓 5410.0 258\n",
-      "2017-09-08 00:00:00 CU99 空 平仓 52050.0 93\n",
-      "2017-09-11 00:00:00 I99 空 开仓 520.0 41\n",
-      "2017-09-11 00:00:00 TA99 空 平仓 5254.0 258\n",
-      "2017-09-14 00:00:00 I99 空 开仓 508.0 41\n",
-      "2017-09-18 00:00:00 I99 空 开仓 496.0 41\n",
-      "2017-09-21 00:00:00 I99 空 开仓 484.0 41\n",
-      "2017-09-28 00:00:00 TA99 空 开仓 5194.0 266\n",
-      "2017-09-28 00:00:00 TA99 空 开仓 5156.0 266\n",
-      "2017-09-28 00:00:00 TA99 空 开仓 5118.0 266\n",
-      "2017-10-09 00:00:00 TA99 空 开仓 5082.0 266\n",
-      "2017-10-13 00:00:00 CU99 多 开仓 53520.0 26\n",
-      "2017-10-16 00:00:00 CU99 多 开仓 53900.0 26\n",
-      "2017-10-16 00:00:00 CU99 多 开仓 54290.0 26\n",
-      "2017-10-16 00:00:00 CU99 多 开仓 54680.0 26\n",
-      "2017-10-20 00:00:00 I99 多 平仓 468.0 164\n",
-      "2017-10-30 00:00:00 TA99 多 平仓 5230.0 1064\n",
-      "2017-11-06 00:00:00 TA99 多 开仓 5244.0 320\n",
-      "2017-11-06 00:00:00 TA99 多 开仓 5274.0 320\n",
-      "2017-11-06 00:00:00 TA99 多 开仓 5306.0 320\n",
-      "2017-11-07 00:00:00 TA99 多 开仓 5338.0 320\n",
-      "2017-11-09 00:00:00 CU99 空 平仓 53470.0 104\n",
-      "2017-11-15 00:00:00 CU99 空 开仓 53280.0 22\n",
-      "2017-11-28 00:00:00 TA99 空 平仓 5388.0 1280\n",
-      "2017-11-30 00:00:00 CU99 空 开仓 52820.0 22\n",
-      "2017-12-04 00:00:00 I99 多 开仓 551.0 62\n",
-      "2017-12-04 00:00:00 TA99 多 开仓 5568.0 249\n",
-      "2017-12-06 00:00:00 CU99 空 开仓 52360.0 22\n",
-      "2017-12-06 00:00:00 CU99 空 开仓 51910.0 22\n",
-      "2017-12-07 00:00:00 I99 空 平仓 518.5 62\n",
-      "2017-12-07 00:00:00 TA99 空 平仓 5408.0 249\n",
-      "2017-12-14 00:00:00 TA99 空 开仓 5340.0 248\n",
-      "2017-12-18 00:00:00 CU99 多 平仓 53730.0 88\n",
-      "2017-12-25 00:00:00 IF99 多 开仓 4103.6 6\n",
-      "2017-12-25 00:00:00 CU99 多 开仓 55000.0 25\n",
-      "2017-12-25 00:00:00 CU99 多 开仓 55400.0 25\n",
-      "2017-12-26 00:00:00 TA99 多 平仓 5444.0 248\n",
-      "2017-12-27 00:00:00 IF99 空 平仓 3996.6 6\n",
-      "2017-12-28 00:00:00 CU99 多 开仓 55790.0 25\n",
-      "2018-01-02 00:00:00 IF99 多 开仓 4105.4 6\n",
-      "2018-01-03 00:00:00 IF99 多 开仓 4132.2 6\n",
-      "2018-01-03 00:00:00 TA99 多 开仓 5584.0 295\n",
-      "2018-01-04 00:00:00 TA99 多 开仓 5618.0 295\n",
-      "2018-01-04 00:00:00 TA99 多 开仓 5652.0 295\n",
-      "2018-01-08 00:00:00 IF99 多 开仓 4159.0 6\n",
-      "2018-01-08 00:00:00 I99 多 开仓 553.0 57\n",
-      "2018-01-12 00:00:00 CU99 空 平仓 54580.0 75\n",
-      "2018-01-22 00:00:00 CU99 空 开仓 53650.0 29\n",
-      "2018-01-23 00:00:00 I99 空 平仓 526.5 57\n",
-      "2018-01-24 00:00:00 CU99 空 开仓 53190.0 29\n",
-      "2018-01-24 00:00:00 CU99 空 开仓 52960.0 29\n",
-      "2018-01-25 00:00:00 CU99 多 平仓 54340.0 87\n",
-      "2018-01-29 00:00:00 I99 空 开仓 517.0 65\n",
-      "2018-01-31 00:00:00 I99 空 开仓 509.0 65\n",
-      "2018-02-01 00:00:00 IF99 空 平仓 4253.2 18\n",
-      "2018-02-06 00:00:00 TA99 空 平仓 5630.0 885\n",
-      "2018-02-08 00:00:00 CU99 空 开仓 52780.0 27\n",
-      "2018-02-08 00:00:00 CU99 空 开仓 52410.0 27\n",
-      "2018-02-08 00:00:00 CU99 空 开仓 52050.0 27\n",
-      "2018-02-09 00:00:00 IF99 空 开仓 3937.4 5\n",
-      "2018-02-09 00:00:00 IF99 空 开仓 3902.4 5\n",
-      "2018-02-09 00:00:00 IF99 空 开仓 3867.4 5\n",
-      "2018-02-09 00:00:00 IF99 空 开仓 3832.4 5\n",
-      "2018-02-09 00:00:00 I99 多 平仓 533.0 130\n",
-      "2018-02-09 00:00:00 CU99 空 开仓 51680.0 27\n",
-      "2018-02-22 00:00:00 IF99 多 平仓 4010.2 20\n",
-      "2018-02-22 00:00:00 CU99 多 平仓 53270.0 108\n",
-      "2018-02-23 00:00:00 I99 多 开仓 549.0 75\n",
-      "2018-02-26 00:00:00 I99 多 开仓 556.0 75\n",
-      "2018-02-26 00:00:00 TA99 多 开仓 5788.0 291\n",
-      "2018-02-27 00:00:00 TA99 多 开仓 5822.0 291\n",
-      "2018-03-05 00:00:00 I99 空 平仓 529.0 150\n",
-      "2018-03-07 00:00:00 TA99 空 平仓 5684.0 582\n",
-      "2018-03-08 00:00:00 I99 空 开仓 506.5 79\n",
-      "2018-03-09 00:00:00 I99 空 开仓 500.0 79\n",
-      "2018-03-09 00:00:00 I99 空 开仓 493.5 79\n",
-      "2018-03-09 00:00:00 I99 空 开仓 487.5 79\n",
-      "2018-03-09 00:00:00 TA99 空 开仓 5570.0 290\n",
-      "2018-03-09 00:00:00 TA99 空 开仓 5536.0 290\n",
-      "2018-03-16 00:00:00 TA99 空 开仓 5502.0 290\n",
-      "2018-03-20 00:00:00 TA99 空 开仓 5468.0 290\n",
-      "2018-03-21 00:00:00 CU99 空 开仓 51250.0 27\n",
-      "2018-03-21 00:00:00 CU99 空 开仓 50890.0 27\n",
-      "2018-04-10 00:00:00 CU99 多 平仓 51280.0 54\n",
-      "2018-04-17 00:00:00 IF99 空 开仓 3740.8 5\n",
-      "2018-04-17 00:00:00 TA99 多 平仓 5500.0 1160\n",
-      "2018-04-18 00:00:00 IF99 空 开仓 3704.4 5\n",
-      "2018-04-19 00:00:00 I99 多 平仓 461.0 316\n",
-      "2018-04-19 00:00:00 CU99 多 开仓 52020.0 27\n",
-      "2018-04-19 00:00:00 CU99 多 开仓 52260.0 27\n",
-      "2018-05-08 00:00:00 IF99 多 平仓 3832.8 10\n",
-      "2018-05-09 00:00:00 CU99 空 平仓 51040.0 54\n",
-      "2018-05-15 00:00:00 TA99 多 开仓 5836.0 302\n",
-      "2018-05-16 00:00:00 TA99 多 开仓 5870.0 302\n",
-      "2018-05-16 00:00:00 TA99 多 开仓 5902.0 302\n",
-      "2018-05-21 00:00:00 IF99 多 开仓 3922.2 6\n",
-      "2018-05-22 00:00:00 TA99 空 平仓 5770.0 906\n",
-      "2018-05-23 00:00:00 I99 空 开仓 451.0 75\n",
-      "2018-05-23 00:00:00 CU99 多 开仓 52370.0 34\n",
-      "2018-05-24 00:00:00 IF99 空 平仓 3822.0 6\n",
-      "2018-05-30 00:00:00 IF99 空 开仓 3714.2 6\n",
-      "2018-05-30 00:00:00 CU99 空 平仓 51190.0 34\n",
-      "2018-06-04 00:00:00 CU99 多 开仓 52470.0 33\n",
-      "2018-06-05 00:00:00 CU99 多 开仓 52780.0 33\n",
-      "2018-06-06 00:00:00 I99 多 平仓 469.5 75\n",
-      "2018-06-06 00:00:00 CU99 多 开仓 53080.0 33\n",
-      "2018-06-06 00:00:00 CU99 多 开仓 53380.0 33\n",
-      "2018-06-07 00:00:00 IF99 多 平仓 3827.6 6\n",
-      "2018-06-19 00:00:00 IF99 空 开仓 3667.4 6\n",
-      "2018-06-19 00:00:00 IF99 空 开仓 3659.2 6\n",
-      "2018-06-19 00:00:00 IF99 空 开仓 3631.0 6\n",
-      "2018-06-19 00:00:00 IF99 空 开仓 3602.8 6\n",
-      "2018-06-19 00:00:00 I99 空 开仓 446.5 87\n",
-      "2018-06-19 00:00:00 CU99 空 平仓 52170.0 132\n",
-      "2018-06-25 00:00:00 I99 多 平仓 469.5 87\n",
-      "2018-06-28 00:00:00 TA99 多 开仓 5822.0 296\n",
-      "2018-07-02 00:00:00 CU99 空 开仓 51370.0 32\n",
-      "2018-07-03 00:00:00 TA99 多 开仓 5854.0 296\n",
-      "2018-07-04 00:00:00 CU99 空 开仓 51050.0 32\n",
-      "2018-07-04 00:00:00 CU99 空 开仓 50740.0 32\n",
-      "2018-07-04 00:00:00 CU99 空 开仓 50430.0 32\n",
-      "2018-07-09 00:00:00 TA99 多 开仓 5888.0 296\n",
-      "2018-07-12 00:00:00 IF99 多 平仓 3476.2 24\n",
-      "2018-07-19 00:00:00 TA99 多 开仓 5922.0 296\n",
-      "2018-07-23 00:00:00 I99 多 开仓 476.0 110\n",
-      "2018-07-25 00:00:00 CU99 多 平仓 49840.0 128\n",
-      "2018-07-27 00:00:00 I99 多 开仓 480.5 110\n",
-      "2018-07-27 00:00:00 I99 多 开仓 485.0 110\n",
-      "2018-07-27 00:00:00 I99 多 开仓 489.5 110\n",
-      "2018-08-02 00:00:00 I99 空 平仓 471.5 440\n",
-      "2018-08-06 00:00:00 IF99 空 开仓 3272.8 4\n",
-      "2018-08-06 00:00:00 IF99 空 开仓 3234.4 4\n",
-      "2018-08-06 00:00:00 I99 多 开仓 493.5 110\n",
-      "2018-08-06 00:00:00 I99 多 开仓 498.0 110\n",
-      "2018-08-06 00:00:00 I99 多 开仓 502.5 110\n",
-      "2018-08-06 00:00:00 I99 多 开仓 507.5 110\n",
-      "2018-08-09 00:00:00 IF99 多 平仓 3387.8 8\n",
-      "2018-08-16 00:00:00 IF99 空 开仓 3224.6 4\n",
-      "2018-08-16 00:00:00 I99 空 平仓 489.0 440\n",
-      "2018-08-17 00:00:00 IF99 空 开仓 3189.8 4\n",
-      "2018-08-27 00:00:00 IF99 多 平仓 3346.8 8\n",
-      "2018-09-05 00:00:00 CU99 空 开仓 47260.0 30\n",
-      "2018-09-11 00:00:00 TA99 空 平仓 7666.0 1184\n",
-      "2018-09-12 00:00:00 IF99 空 开仓 3188.4 5\n",
-      "2018-09-13 00:00:00 CU99 多 平仓 48580.0 30\n",
-      "2018-09-19 00:00:00 I99 多 开仓 508.0 92\n",
-      "2018-09-19 00:00:00 I99 多 开仓 513.5 92\n",
-      "2018-09-19 00:00:00 CU99 多 开仓 49160.0 30\n",
-      "2018-09-19 00:00:00 CU99 多 开仓 49460.0 30\n",
-      "2018-09-21 00:00:00 IF99 多 平仓 3325.4 5\n",
-      "2018-09-21 00:00:00 CU99 多 开仓 49790.0 30\n",
-      "2018-09-25 00:00:00 CU99 多 开仓 50300.0 30\n",
-      "2018-09-26 00:00:00 IF99 多 开仓 3425.0 5\n",
-      "2018-09-26 00:00:00 IF99 多 开仓 3457.6 5\n",
-      "2018-09-28 00:00:00 I99 空 平仓 492.5 184\n",
-      "2018-10-08 00:00:00 IF99 空 平仓 3326.8 10\n",
-      "2018-10-10 00:00:00 I99 多 开仓 513.5 97\n",
-      "2018-10-11 00:00:00 IF99 空 开仓 3183.6 5\n",
-      "2018-10-11 00:00:00 IF99 空 开仓 3150.8 5\n",
-      "2018-10-11 00:00:00 IF99 空 开仓 3118.0 5\n",
-      "2018-10-17 00:00:00 IF99 空 开仓 3085.2 5\n",
-      "2018-10-17 00:00:00 I99 多 开仓 519.0 97\n",
-      "2018-10-18 00:00:00 I99 多 开仓 524.0 97\n",
-      "2018-10-18 00:00:00 I99 多 开仓 529.0 97\n",
-      "2018-10-18 00:00:00 TA99 空 开仓 7084.0 118\n",
-      "2018-10-18 00:00:00 TA99 空 开仓 6998.0 118\n",
-      "2018-10-22 00:00:00 IF99 多 平仓 3216.6 20\n",
-      "2018-10-22 00:00:00 TA99 空 开仓 6914.0 118\n",
-      "2018-10-25 00:00:00 CU99 空 平仓 49610.0 120\n",
-      "2018-10-25 00:00:00 TA99 空 开仓 6830.0 118\n"
-     ]
-    },
-    {
-     "name": "stdout",
-     "output_type": "stream",
-     "text": [
-      "2018-10-31 00:00:00 CU99 空 开仓 49400.0 31\n",
-      "2018-10-31 00:00:00 CU99 空 开仓 49080.0 31\n",
-      "2018-11-01 00:00:00 CU99 空 开仓 48760.0 31\n",
-      "2018-11-02 00:00:00 I99 空 平仓 509.5 388\n",
-      "2018-11-05 00:00:00 CU99 多 平仓 50050.0 93\n"
-     ]
-    }
-   ],
+   "outputs": [],
    "source": [
-    "# 查看逐笔的交易记录\n",
-    "for dt, l in engine.tradeDict.items():\n",
-    "    for trade in l:\n",
-    "        print dt, trade.vtSymbol, trade.direction, trade.offset, trade.price, trade.volume"
+    "tradeList = engine.getTradeData('000300')\n",
+    "for trade in tradeList:\n",
+    "    print '%s %s %s %s@%s' %(trade.vtSymbol, trade.direction, trade.offset,\n",
+    "                             trade.volume, trade.price)"
    ]
   }
  ],
diff --git a/examples/TurtleStrategy/run.ipynb b/examples/TurtleStrategy/run.ipynb
index 2d97467d..57c7a353 100644
--- a/examples/TurtleStrategy/run.ipynb
+++ b/examples/TurtleStrategy/run.ipynb
@@ -2,7 +2,7 @@
  "cells": [
   {
    "cell_type": "code",
-   "execution_count": 1,
+   "execution_count": null,
    "metadata": {},
    "outputs": [],
    "source": [
@@ -18,27 +18,7 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 2,
-   "metadata": {},
-   "outputs": [
-    {
-     "name": "stdout",
-     "output_type": "stream",
-     "text": [
-      "16:07:40.112000:\t投资组合的合约代码['000300', '000905']\n",
-      "16:07:40.112000:\t投资组合的初始价值10000000\n"
-     ]
-    }
-   ],
-   "source": [
-    "engine = BacktestingEngine()\n",
-    "engine.setPeriod(datetime(2014, 1, 1), datetime(2018, 12, 30))\n",
-    "engine.initPortfolio('test.csv', 10000000)"
-   ]
-  },
-  {
-   "cell_type": "code",
-   "execution_count": 3,
+   "execution_count": null,
    "metadata": {
     "scrolled": false
    },
@@ -47,54 +27,50 @@
      "name": "stdout",
      "output_type": "stream",
      "text": [
-      "16:07:40.182000:\t000300数据加载完成，总数据量：1185\n",
-      "16:07:40.221000:\t000905数据加载完成，总数据量：1185\n",
-      "16:07:40.221000:\t全部数据加载完成\n",
-      "16:07:40.221000:\t开始回放K线数据\n",
-      "16:07:40.355000:\tK线数据回放结束\n",
-      "16:07:40.355000:\t开始统计回测结果\n",
-      "16:07:40.362000:\t回测结果统计结束\n"
+      "投资组合的合约代码['IF99', 'I99', 'CU99', 'TA99']\n",
+      "投资组合的初始价值10000000\n",
+      "IF99数据加载完成，总数据量：1185\n",
+      "I99数据加载完成，总数据量：1185\n",
+      "CU99数据加载完成，总数据量：1185\n",
+      "TA99数据加载完成，总数据量：1185\n",
+      "全部数据加载完成\n",
+      "开始回放K线数据\n",
+      "K线数据回放结束\n",
+      "开始统计回测结果\n",
+      "------------------------------\n",
+      "首个交易日：\t2014-01-02 00:00:00\n",
+      "最后交易日：\t2018-11-09 00:00:00\n",
+      "总交易日：\t1185\n",
+      "盈利交易日\t523\n",
+      "亏损交易日：\t552\n",
+      "起始资金：\t10000000\n",
+      "结束资金：\t54,093,646.23\n",
+      "总收益率：\t440.94%\n",
+      "年化收益：\t37.23%\n",
+      "总盈亏：\t44,093,646.23\n",
+      "最大回撤: \t-7,822,360.7\n",
+      "百分比最大回撤: -18.09%\n",
+      "总手续费：\t607,834.31\n",
+      "总滑点：\t170,572.2\n",
+      "总成交笔数：\t571.0\n",
+      "日均盈亏：\t37,209.83\n",
+      "日均手续费：\t512.94\n",
+      "日均滑点：\t143.94\n",
+      "日均成交笔数：\t0.0\n",
+      "日均收益率：\t0.16%\n",
+      "收益标准差：\t1.6%\n",
+      "Sharpe Ratio：\t1.5\n"
      ]
     }
    ],
    "source": [
+    "engine = BacktestingEngine()\n",
+    "engine.setPeriod(datetime(2014, 1, 1), datetime(2018, 12, 30))\n",
+    "engine.initPortfolio('setting.csv', 10000000)\n",
+    "\n",
     "engine.loadData()\n",
     "engine.runBacktesting()\n",
-    "engine.calculateResult()"
-   ]
-  },
-  {
-   "cell_type": "code",
-   "execution_count": 4,
-   "metadata": {},
-   "outputs": [
-    {
-     "data": {
-      "text/plain": [
-       "[<matplotlib.lines.Line2D at 0x8238270>]"
-      ]
-     },
-     "execution_count": 4,
-     "metadata": {},
-     "output_type": "execute_result"
-    },
-    {
-     "data": {
-      "image/png": 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\n",
-      "text/plain": [
-       "<matplotlib.figure.Figure at 0x81b79d0>"
-      ]
-     },
-     "metadata": {},
-     "output_type": "display_data"
-    }
-   ],
-   "source": [
-    "# 汇总每日盈亏，绘制简单资金曲线\n",
-    "l = [result.totalPnl for result in engine.resultList]\n",
-    "dateList = [result.date for result in engine.resultList]\n",
-    "equity = np.cumsum(l)\n",
-    "plt.plot(dateList, equity)"
+    "engine.showResult()"
    ]
   },
   {
@@ -105,10 +81,10 @@
    },
    "outputs": [],
    "source": [
-    "# 查看逐笔的交易记录\n",
-    "for dt, l in engine.tradeDict.items():\n",
-    "    for trade in l:\n",
-    "        print dt, trade.vtSymbol, trade.direction, trade.offset, trade.price, trade.volume"
+    "tradeList = engine.getTradeData('000300')\n",
+    "for trade in tradeList:\n",
+    "    print '%s %s %s %s@%s' %(trade.vtSymbol, trade.direction, trade.offset,\n",
+    "                             trade.volume, trade.price)"
    ]
   }
  ],
diff --git a/examples/TurtleStrategy/turtleEngine.py b/examples/TurtleStrategy/turtleEngine.py
index 7ce17dc1..5c3b09e9 100644
--- a/examples/TurtleStrategy/turtleEngine.py
+++ b/examples/TurtleStrategy/turtleEngine.py
@@ -2,10 +2,12 @@
 
 from csv import DictReader
 from datetime import datetime
-
-from pymongo import MongoClient
 from collections import OrderedDict, defaultdict
 
+import numpy as np
+import matplotlib.pyplot as plt
+from pymongo import MongoClient
+
 from vnpy.trader.vtObject import VtBarData
 from vnpy.trader.vtConstant import DIRECTION_LONG, DIRECTION_SHORT
 
@@ -25,7 +27,7 @@ SLIPPAGE_DICT = {}
 
 ########################################################################
 class BacktestingEngine(object):
-    """"""
+    """组合类CTA策略回测引擎"""
 
     #----------------------------------------------------------------------
     def __init__(self):
@@ -40,6 +42,7 @@ class BacktestingEngine(object):
         self.fixedCommissionDict = {}       # 固定手续费字典
         self.slippageDict = {}              # 滑点成本字典
         
+        self.portfolioValue = 0
         self.startDt = None
         self.endDt = None
         self.currentDt = None
@@ -52,13 +55,15 @@ class BacktestingEngine(object):
     
     #----------------------------------------------------------------------
     def setPeriod(self, startDt, endDt):
-        """"""
+        """设置回测周期"""
         self.startDt = startDt
         self.endDt = endDt
     
     #----------------------------------------------------------------------
     def initPortfolio(self, filename, portfolioValue=10000000):
-        """"""
+        """初始化投资组合"""
+        self.portfolioValue = portfolioValue
+        
         with open(filename) as f:
             r = DictReader(f)
             for d in r:
@@ -73,12 +78,12 @@ class BacktestingEngine(object):
         self.portfolio = TurtlePortfolio(self)
         self.portfolio.init(portfolioValue, self.vtSymbolList, SIZE_DICT)
         
-        self.writeLog(u'投资组合的合约代码%s' %(self.vtSymbolList))
-        self.writeLog(u'投资组合的初始价值%s' %(portfolioValue))
+        self.output(u'投资组合的合约代码%s' %(self.vtSymbolList))
+        self.output(u'投资组合的初始价值%s' %(portfolioValue))
     
     #----------------------------------------------------------------------
     def loadData(self):
-        """"""
+        """加载数据"""
         mc = MongoClient()
         db = mc[DAILY_DB_NAME]
         
@@ -96,14 +101,14 @@ class BacktestingEngine(object):
                 barDict = self.dataDict.setdefault(bar.datetime, OrderedDict())
                 barDict[bar.vtSymbol] = bar
             
-            self.writeLog(u'%s数据加载完成，总数据量：%s' %(vtSymbol, cursor.count()))
+            self.output(u'%s数据加载完成，总数据量：%s' %(vtSymbol, cursor.count()))
         
-        self.writeLog(u'全部数据加载完成')
+        self.output(u'全部数据加载完成')
     
     #----------------------------------------------------------------------
     def runBacktesting(self):
-        """"""
-        self.writeLog(u'开始回放K线数据')
+        """运行回测"""
+        self.output(u'开始回放K线数据')
         
         for dt, barDict in self.dataDict.items():
             self.currentDt = dt
@@ -121,21 +126,172 @@ class BacktestingEngine(object):
                 self.portfolio.onBar(bar)
                 self.result.updateBar(bar)
         
-        self.writeLog(u'K线数据回放结束')
+        self.output(u'K线数据回放结束')
     
     #----------------------------------------------------------------------
-    def calculateResult(self):
-        """"""
-        self.writeLog(u'开始统计回测结果')
+    def calculateResult(self, annualDays=240):
+        """计算结果"""
+        self.output(u'开始统计回测结果')
         
         for result in self.resultList:
             result.calculatePnl()
         
-        self.writeLog(u'回测结果统计结束')
+        resultList = self.resultList
+        dateList = [result.date for result in resultList]
+        
+        startDate = dateList[0]
+        endDate = dateList[-1]  
+        totalDays = len(dateList)
+        
+        profitDays = 0
+        lossDays = 0
+        endBalance = self.portfolioValue
+        highlevel = self.portfolioValue
+        totalNetPnl = 0
+        totalCommission = 0
+        totalSlippage = 0
+        totalTradeCount = 0
+        
+        netPnlList = []
+        balanceList = []
+        highlevelList = []
+        drawdownList = []
+        ddPercentList = []
+        returnList = []
+        
+        for result in resultList:
+            if result.netPnl > 0:
+                profitDays += 1
+            elif result.netPnl < 0:
+                lossDays += 1
+            netPnlList.append(result.netPnl)
+            
+            prevBalance = endBalance
+            endBalance += result.netPnl
+            balanceList.append(endBalance)
+            returnList.append(endBalance/prevBalance - 1)
+            
+            highlevel = max(highlevel, endBalance)
+            highlevelList.append(highlevel)
+            
+            drawdown = endBalance - highlevel
+            drawdownList.append(drawdown)
+            ddPercentList.append(drawdown/highlevel*100)
+            
+            totalCommission += result.commission
+            totalSlippage += result.slippage
+            totalTradeCount += result.tradeCount
+            totalNetPnl += result.netPnl
+        
+        maxDrawdown = min(drawdownList)
+        maxDdPercent = min(ddPercentList)
+        totalReturn = (endBalance / self.portfolioValue - 1) * 100
+        dailyReturn = np.mean(returnList) * 100
+        annualizedReturn = dailyReturn * annualDays
+        returnStd = np.std(returnList) * 100
+        
+        if returnStd:
+            sharpeRatio = dailyReturn / returnStd * np.sqrt(annualDays)
+        else:
+            sharpeRatio = 0
+        
+        # 返回结果
+        result = {
+            'startDate': startDate,
+            'endDate': endDate,
+            'totalDays': totalDays,
+            'profitDays': profitDays,
+            'lossDays': lossDays,
+            'endBalance': endBalance,
+            'maxDrawdown': maxDrawdown,
+            'maxDdPercent': maxDdPercent,
+            'totalNetPnl': totalNetPnl,
+            'dailyNetPnl': totalNetPnl/totalDays,
+            'totalCommission': totalCommission,
+            'dailyCommission': totalCommission/totalDays,
+            'totalSlippage': totalSlippage,
+            'dailySlippage': totalSlippage/totalDays,
+            'totalTradeCount': totalTradeCount,
+            'dailyTradeCount': totalTradeCount/totalDays,
+            'totalReturn': totalReturn,
+            'annualizedReturn': annualizedReturn,
+            'dailyReturn': dailyReturn,
+            'returnStd': returnStd,
+            'sharpeRatio': sharpeRatio
+            }
+        
+        timeseries = {
+            'balance': balanceList,
+            'return': returnList,
+            'highLevel': highlevel,
+            'drawdown': drawdownList,
+            'ddPercent': ddPercentList,
+            'date': dateList,
+            'netPnl': netPnlList
+        }
+        
+        return timeseries, result
+    
+    #----------------------------------------------------------------------
+    def showResult(self):
+        """显示回测结果"""
+        timeseries, result = self.calculateResult()
+        
+        # 输出统计结果
+        self.output('-' * 30)
+        self.output(u'首个交易日：\t%s' % result['startDate'])
+        self.output(u'最后交易日：\t%s' % result['endDate'])
+        
+        self.output(u'总交易日：\t%s' % result['totalDays'])
+        self.output(u'盈利交易日\t%s' % result['profitDays'])
+        self.output(u'亏损交易日：\t%s' % result['lossDays'])
+        
+        self.output(u'起始资金：\t%s' % self.portfolioValue)
+        self.output(u'结束资金：\t%s' % formatNumber(result['endBalance']))
+    
+        self.output(u'总收益率：\t%s%%' % formatNumber(result['totalReturn']))
+        self.output(u'年化收益：\t%s%%' % formatNumber(result['annualizedReturn']))
+        self.output(u'总盈亏：\t%s' % formatNumber(result['totalNetPnl']))
+        self.output(u'最大回撤: \t%s' % formatNumber(result['maxDrawdown']))   
+        self.output(u'百分比最大回撤: %s%%' % formatNumber(result['maxDdPercent']))   
+        
+        self.output(u'总手续费：\t%s' % formatNumber(result['totalCommission']))
+        self.output(u'总滑点：\t%s' % formatNumber(result['totalSlippage']))
+        self.output(u'总成交笔数：\t%s' % formatNumber(result['totalTradeCount']))
+        
+        self.output(u'日均盈亏：\t%s' % formatNumber(result['dailyNetPnl']))
+        self.output(u'日均手续费：\t%s' % formatNumber(result['dailyCommission']))
+        self.output(u'日均滑点：\t%s' % formatNumber(result['dailySlippage']))
+        self.output(u'日均成交笔数：\t%s' % formatNumber(result['dailyTradeCount']))
+        
+        self.output(u'日均收益率：\t%s%%' % formatNumber(result['dailyReturn']))
+        self.output(u'收益标准差：\t%s%%' % formatNumber(result['returnStd']))
+        self.output(u'Sharpe Ratio：\t%s' % formatNumber(result['sharpeRatio']))
+        
+        # 绘图
+        fig = plt.figure(figsize=(10, 16))
+        
+        pBalance = plt.subplot(4, 1, 1)
+        pBalance.set_title('Balance')
+        plt.plot(timeseries['date'], timeseries['balance'])
+        
+        pDrawdown = plt.subplot(4, 1, 2)
+        pDrawdown.set_title('Drawdown')
+        pDrawdown.fill_between(range(len(timeseries['drawdown'])), timeseries['drawdown'])
+        
+        pPnl = plt.subplot(4, 1, 3)
+        pPnl.set_title('Daily Pnl') 
+        plt.bar(range(len(timeseries['drawdown'])), timeseries['netPnl'])
+
+        pKDE = plt.subplot(4, 1, 4)
+        pKDE.set_title('Daily Pnl Distribution')
+        plt.hist(timeseries['netPnl'], bins=50)
+        
+        plt.show()        
     
     #----------------------------------------------------------------------
     def sendOrder(self, vtSymbol, direction, offset, price, volume):
-        """"""
+        """记录交易数据（由portfolio调用）"""
         # 对价格四舍五入
         priceTick = PRICETICK_DICT[vtSymbol]
         price = int(round(price/priceTick, 0)) * priceTick
@@ -148,10 +304,24 @@ class BacktestingEngine(object):
         self.result.updateTrade(trade)
 
     #----------------------------------------------------------------------
-    def writeLog(self, content):
-        """"""
-        print '%s:\t%s' %(datetime.now().strftime('%H:%M:%S.%f'), content)
+    def output(self, content):
+        """输出信息"""
+        print content
     
+    #----------------------------------------------------------------------
+    def getTradeData(self, vtSymbol=''):
+        """获取交易数据"""
+        tradeList = []
+        
+        for l in self.tradeDict.values():
+            for trade in l:
+                if not vtSymbol:
+                    tradeList.append(trade)
+                elif trade.vtSymbol == vtSymbol:
+                    tradeList.append(trade)
+        
+        return tradeList
+
     
 ########################################################################
 class TradeData(object):
@@ -182,15 +352,20 @@ class DailyResult(object):
         self.tradeDict = defaultdict(list)      # 成交字典
         self.posDict = {}                       # 持仓字典（开盘时）
         
-        self.tradingPnl = 0
-        self.holdingPnl = 0
-        self.totalPnl = 0
+        self.tradingPnl = 0                     # 交易盈亏
+        self.holdingPnl = 0                     # 持仓盈亏
+        self.totalPnl = 0                       # 总盈亏
+        self.commission = 0                     # 佣金
+        self.slippage = 0                       # 滑点
+        self.netPnl = 0                         # 净盈亏
+        self.tradeCount = 0                     # 成交笔数
     
     #----------------------------------------------------------------------
     def updateTrade(self, trade):
         """更新交易"""
         l = self.tradeDict[trade.vtSymbol]
         l.append(trade)
+        self.tradeCount += 1
         
     #----------------------------------------------------------------------
     def updatePos(self, d):
@@ -227,9 +402,10 @@ class DailyResult(object):
                 commissionCost = (trade.volume * fixedCommission + 
                                   trade.volume * trade.price * variableCommission)
                 slippageCost = trade.volume * slippage
-                    
                 pnl = (close - trade.price) * trade.volume * side * size
-                pnl -= (commissionCost + slippageCost)
+                
+                self.commission += commissionCost
+                self.slippage += slippageCost
                 self.tradingPnl += pnl
     
     #----------------------------------------------------------------------
@@ -249,4 +425,11 @@ class DailyResult(object):
         self.calculateHoldingPnl()
         self.calculateTradingPnl()
         self.totalPnl = self.holdingPnl + self.tradingPnl
-        
\ No newline at end of file
+        self.netPnl = self.totalPnl - self.commission - self.slippage
+
+
+#----------------------------------------------------------------------
+def formatNumber(n):
+    """格式化数字到字符串"""
+    rn = round(n, 2)        # 保留两位小数
+    return format(rn, ',')  # 加上千分符
\ No newline at end of file
diff --git a/examples/TurtleStrategy/turtleStrategy.py b/examples/TurtleStrategy/turtleStrategy.py
index 04d6e0f4..895ccc9d 100644
--- a/examples/TurtleStrategy/turtleStrategy.py
+++ b/examples/TurtleStrategy/turtleStrategy.py
@@ -394,6 +394,5 @@ class TurtlePortfolio(object):
                 self.totalShort += unit
         
         # 向回测引擎中发单记录
-        #self.engine.sendOrder(vtSymbol, direction, offset, price, volume)
         self.engine.sendOrder(vtSymbol, direction, offset, price, volume*multiplier)
     
\ No newline at end of file
diff --git a/vnpy/trader/app/ctaStrategy/ctaBacktesting.py b/vnpy/trader/app/ctaStrategy/ctaBacktesting.py
index ad570f72..b530e0f5 100644
--- a/vnpy/trader/app/ctaStrategy/ctaBacktesting.py
+++ b/vnpy/trader/app/ctaStrategy/ctaBacktesting.py
@@ -1347,6 +1347,7 @@ class HistoryDataServer(RpcServer):
         self.historyDict[(dbName, symbol, start, end)] = history
         print(u'从数据库加载：%s %s %s %s' %(dbName, symbol, start, end))
         return history
+
     
 #----------------------------------------------------------------------
 def runHistoryDataServer():
@@ -1361,6 +1362,7 @@ def runHistoryDataServer():
     hds.stop()
     raw_input()
 
+
 #----------------------------------------------------------------------
 def formatNumber(n):
     """格式化数字到字符串"""