1318 lines
62 KiB
Plaintext
1318 lines
62 KiB
Plaintext
{
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"cells": [
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{
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"cell_type": "code",
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"execution_count": 1,
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"metadata": {},
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"outputs": [],
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"source": [
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"%matplotlib inline\n",
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"\n",
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"from datetime import datetime\n",
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"\n",
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"import numpy as np\n",
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"import matplotlib.pyplot as plt\n",
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"\n",
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"from turtleEngine import BacktestingEngine"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 2,
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"metadata": {},
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"outputs": [
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{
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"name": "stdout",
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"output_type": "stream",
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"text": [
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"16:03:53.281000:\t投资组合的合约代码['000300', '000905']\n",
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"16:03:53.281000:\t投资组合的初始价值10000000\n"
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]
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}
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],
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"source": [
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"engine = BacktestingEngine()\n",
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"engine.setPeriod(datetime(2015, 1, 1), datetime(2018, 11, 9))\n",
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"engine.initPortfolio('test.csv', 10000000)"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 3,
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"metadata": {
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"scrolled": false
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},
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"outputs": [
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{
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"name": "stdout",
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"output_type": "stream",
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"text": [
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"16:03:53.421000:\t000300数据加载完成，总数据量：2820\n",
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"16:03:53.455000:\t000905数据加载完成，总数据量：940\n",
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"16:03:53.455000:\t全部数据加载完成\n",
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"16:03:53.457000:\t开始回放K线数据\n",
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"16:03:53.575000:\tK线数据回放结束\n",
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"16:03:53.576000:\t开始统计回测结果\n",
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"16:03:53.582000:\t回测结果统计结束\n"
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]
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}
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],
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"source": [
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"engine.loadData()\n",
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"engine.runBacktesting()\n",
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"engine.calculateResult()"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 4,
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"metadata": {},
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"outputs": [
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{
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"data": {
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"text/plain": [
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"[<matplotlib.lines.Line2D at 0x9a6e290>]"
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]
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},
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"execution_count": 4,
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"metadata": {},
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"output_type": "execute_result"
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},
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{
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"data": {
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"image/png": 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\n",
|
||
"text/plain": [
|
||
"<matplotlib.figure.Figure at 0x9a1c790>"
|
||
]
|
||
},
|
||
"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",
|
||
"equity = np.cumsum(l)\n",
|
||
"plt.plot(equity)"
|
||
]
|
||
},
|
||
{
|
||
"cell_type": "code",
|
||
"execution_count": 5,
|
||
"metadata": {
|
||
"scrolled": false
|
||
},
|
||
"outputs": [
|
||
{
|
||
"name": "stdout",
|
||
"output_type": "stream",
|
||
"text": [
|
||
"2015-04-07 00:00:00\n",
|
||
"000300 多 开仓 4213.8 1216\n",
|
||
"000300 多 开仓 4213.8 1216\n",
|
||
"000300 多 开仓 4252.8 1216\n",
|
||
"000905 多 开仓 7728.9 831\n",
|
||
"000905 多 开仓 7742.9 831\n",
|
||
"000905 多 开仓 7803.1 831\n",
|
||
"000905 多 开仓 7863.3 831\n",
|
||
"2015-04-08 00:00:00\n",
|
||
"000300 多 开仓 4294.0 1216\n",
|
||
"2015-04-09 00:00:00\n",
|
||
"000905 空 平仓 7622.5 3324\n",
|
||
"2015-04-10 00:00:00\n",
|
||
"000905 多 开仓 7921.0 712\n",
|
||
"2015-04-13 00:00:00\n",
|
||
"000905 多 开仓 7994.3 712\n",
|
||
"000905 多 开仓 8061.4 712\n",
|
||
"000905 多 开仓 8131.6 712\n",
|
||
"2015-04-15 00:00:00\n",
|
||
"000905 空 平仓 7850.8 2848\n",
|
||
"2015-04-22 00:00:00\n",
|
||
"000905 多 开仓 8192.2 570\n",
|
||
"000905 多 开仓 8280.0 570\n",
|
||
"2015-04-23 00:00:00\n",
|
||
"000905 多 开仓 8371.9 570\n",
|
||
"2015-04-27 00:00:00\n",
|
||
"000905 多 开仓 8503.6 570\n",
|
||
"2015-05-06 00:00:00\n",
|
||
"000905 空 平仓 8152.6 2280\n",
|
||
"2015-05-07 00:00:00\n",
|
||
"000300 空 平仓 4511.8 4864\n",
|
||
"2015-05-12 00:00:00\n",
|
||
"000905 多 开仓 8595.1 472\n",
|
||
"000905 多 开仓 8682.4 472\n",
|
||
"2015-05-13 00:00:00\n",
|
||
"000905 多 开仓 8788.3 472\n",
|
||
"000905 多 开仓 8894.2 472\n",
|
||
"2015-06-05 00:00:00\n",
|
||
"000300 多 开仓 5255.0 691\n",
|
||
"2015-06-08 00:00:00\n",
|
||
"000300 多 开仓 5299.2 691\n",
|
||
"2015-06-09 00:00:00\n",
|
||
"000300 多 开仓 5379.4 691\n",
|
||
"2015-06-16 00:00:00\n",
|
||
"000300 空 平仓 5090.0 2073\n",
|
||
"2015-06-19 00:00:00\n",
|
||
"000300 空 开仓 4665.6 657\n",
|
||
"000905 空 平仓 10475.9 1888\n",
|
||
"2015-06-23 00:00:00\n",
|
||
"000300 空 开仓 4589.4 657\n",
|
||
"000300 空 开仓 4513.2 657\n",
|
||
"2015-06-24 00:00:00\n",
|
||
"000300 多 平仓 4817.8 1971\n",
|
||
"2015-06-26 00:00:00\n",
|
||
"000300 空 开仓 4455.4 585\n",
|
||
"000300 空 开仓 4369.8 585\n",
|
||
"000300 空 开仓 4284.2 585\n",
|
||
"000905 空 开仓 9333.9 246\n",
|
||
"000905 空 开仓 9130.6 246\n",
|
||
"2015-06-29 00:00:00\n",
|
||
"000300 空 开仓 4198.8 585\n",
|
||
"000905 空 开仓 8927.2 246\n",
|
||
"000905 空 开仓 8723.9 246\n",
|
||
"2015-07-20 00:00:00\n",
|
||
"000905 多 平仓 8076.2 984\n",
|
||
"2015-07-24 00:00:00\n",
|
||
"000300 多 平仓 4278.2 2340\n",
|
||
"2015-08-24 00:00:00\n",
|
||
"000300 空 开仓 3454.6 583\n",
|
||
"000300 空 开仓 3452.2 583\n",
|
||
"000300 空 开仓 3366.4 583\n",
|
||
"000300 空 开仓 3280.6 583\n",
|
||
"000905 空 开仓 7255.3 238\n",
|
||
"000905 空 开仓 7051.4 238\n",
|
||
"2015-08-25 00:00:00\n",
|
||
"000905 空 开仓 6496.1 238\n",
|
||
"000905 空 开仓 6496.1 238\n",
|
||
"2015-10-08 00:00:00\n",
|
||
"000905 多 平仓 6362.0 952\n",
|
||
"2015-10-12 00:00:00\n",
|
||
"000300 多 平仓 3426.6 2332\n",
|
||
"2015-11-20 00:00:00\n",
|
||
"000905 多 开仓 7820.0 440\n",
|
||
"2015-11-26 00:00:00\n",
|
||
"000905 多 开仓 7962.2 440\n",
|
||
"2015-11-27 00:00:00\n",
|
||
"000905 空 平仓 7507.3 880\n",
|
||
"2015-12-23 00:00:00\n",
|
||
"000300 多 开仓 3891.8 1293\n",
|
||
"2015-12-28 00:00:00\n",
|
||
"000300 空 平仓 3737.2 1293\n",
|
||
"2016-01-04 00:00:00\n",
|
||
"000300 空 开仓 3571.0 1369\n",
|
||
"000300 空 开仓 3534.4 1369\n",
|
||
"000300 空 开仓 3498.0 1369\n",
|
||
"2016-01-05 00:00:00\n",
|
||
"000300 空 开仓 3382.2 1369\n",
|
||
"000905 空 开仓 6663.7 540\n",
|
||
"2016-01-06 00:00:00\n",
|
||
"000300 多 平仓 3528.2 5476\n",
|
||
"000905 多 平仓 7034.2 540\n",
|
||
"2016-01-07 00:00:00\n",
|
||
"000300 空 开仓 3377.2 1175\n",
|
||
"000300 空 开仓 3334.8 1175\n",
|
||
"000300 空 开仓 3292.2 1175\n",
|
||
"000905 空 开仓 6627.6 510\n",
|
||
"000905 空 开仓 6529.6 510\n",
|
||
"2016-01-08 00:00:00\n",
|
||
"000300 空 开仓 3249.6 1175\n",
|
||
"000905 空 开仓 6431.5 510\n",
|
||
"000905 空 开仓 6333.5 510\n",
|
||
"2016-02-17 00:00:00\n",
|
||
"000300 多 平仓 3042.0 4700\n",
|
||
"2016-03-07 00:00:00\n",
|
||
"000300 多 开仓 3128.2 1169\n",
|
||
"2016-03-18 00:00:00\n",
|
||
"000300 多 开仓 3171.0 1169\n",
|
||
"2016-03-21 00:00:00\n",
|
||
"000300 多 开仓 3213.8 1169\n",
|
||
"000300 多 开仓 3256.6 1169\n",
|
||
"2016-03-22 00:00:00\n",
|
||
"000905 多 平仓 6118.6 2040\n",
|
||
"2016-04-06 00:00:00\n",
|
||
"000905 多 开仓 6293.5 551\n",
|
||
"2016-04-13 00:00:00\n",
|
||
"000905 多 开仓 6384.2 551\n",
|
||
"2016-04-20 00:00:00\n",
|
||
"000300 空 平仓 3163.4 4676\n",
|
||
"000905 空 平仓 6021.3 1102\n",
|
||
"2016-04-28 00:00:00\n",
|
||
"000905 空 开仓 5897.7 682\n",
|
||
"2016-05-04 00:00:00\n",
|
||
"000905 多 平仓 6191.1 682\n",
|
||
"2016-05-09 00:00:00\n",
|
||
"000300 空 开仓 3107.4 1914\n",
|
||
"000300 空 开仓 3081.2 1914\n",
|
||
"000300 空 开仓 3055.2 1914\n",
|
||
"000905 空 开仓 5888.1 689\n",
|
||
"000905 空 开仓 5815.5 689\n",
|
||
"000905 空 开仓 5743.0 689\n",
|
||
"2016-05-12 00:00:00\n",
|
||
"000905 空 开仓 5647.1 689\n",
|
||
"2016-05-26 00:00:00\n",
|
||
"000300 空 开仓 3029.0 1914\n",
|
||
"2016-05-31 00:00:00\n",
|
||
"000300 多 平仓 3105.2 7656\n",
|
||
"000905 多 平仓 5853.6 2756\n",
|
||
"2016-06-06 00:00:00\n",
|
||
"000905 多 开仓 6062.1 802\n",
|
||
"2016-06-13 00:00:00\n",
|
||
"000905 空 平仓 5812.8 802\n",
|
||
"2016-06-28 00:00:00\n",
|
||
"000905 多 开仓 6067.5 765\n",
|
||
"2016-06-29 00:00:00\n",
|
||
"000905 多 开仓 6132.8 765\n",
|
||
"2016-07-04 00:00:00\n",
|
||
"000300 多 开仓 3201.8 2407\n",
|
||
"000905 多 开仓 6198.1 765\n",
|
||
"2016-07-05 00:00:00\n",
|
||
"000905 多 开仓 6263.5 765\n",
|
||
"2016-07-11 00:00:00\n",
|
||
"000300 多 开仓 3222.6 2407\n",
|
||
"2016-07-12 00:00:00\n",
|
||
"000300 多 开仓 3243.2 2407\n",
|
||
"000300 多 开仓 3264.0 2407\n",
|
||
"2016-07-27 00:00:00\n",
|
||
"000300 空 平仓 3218.2 9628\n",
|
||
"000905 空 平仓 6355.5 3060\n",
|
||
"2016-08-12 00:00:00\n",
|
||
"000300 多 开仓 3285.0 2688\n",
|
||
"2016-08-15 00:00:00\n",
|
||
"000300 多 开仓 3303.6 2688\n",
|
||
"000300 多 开仓 3322.2 2688\n",
|
||
"000300 多 开仓 3340.8 2688\n",
|
||
"2016-08-18 00:00:00\n",
|
||
"000905 多 开仓 6515.9 1048\n",
|
||
"2016-08-25 00:00:00\n",
|
||
"000905 空 平仓 6325.1 1048\n",
|
||
"2016-09-07 00:00:00\n",
|
||
"000905 多 开仓 6527.2 1183\n",
|
||
"2016-09-12 00:00:00\n",
|
||
"000300 空 平仓 3271.8 10752\n",
|
||
"000905 空 平仓 6358.1 1183\n",
|
||
"2016-09-14 00:00:00\n",
|
||
"000300 空 开仓 3234.6 2753\n",
|
||
"000905 空 开仓 6283.8 1196\n",
|
||
"2016-09-26 00:00:00\n",
|
||
"000905 空 开仓 6242.0 1196\n",
|
||
"2016-09-27 00:00:00\n",
|
||
"000300 空 开仓 3214.8 2753\n",
|
||
"2016-10-10 00:00:00\n",
|
||
"000300 多 平仓 3287.6 5506\n",
|
||
"000905 多 平仓 6409.3 2392\n",
|
||
"2016-10-19 00:00:00\n",
|
||
"000300 多 开仓 3323.4 3238\n",
|
||
"000905 多 开仓 6518.7 1396\n",
|
||
"2016-10-21 00:00:00\n",
|
||
"000300 多 开仓 3336.8 3238\n",
|
||
"2016-10-24 00:00:00\n",
|
||
"000300 多 开仓 3352.2 3238\n",
|
||
"000300 多 开仓 3367.6 3238\n",
|
||
"000905 多 开仓 6545.1 1396\n",
|
||
"2016-11-09 00:00:00\n",
|
||
"000905 空 平仓 6408.3 2792\n",
|
||
"2016-11-11 00:00:00\n",
|
||
"000905 多 开仓 6563.5 1494\n",
|
||
"2016-11-14 00:00:00\n",
|
||
"000905 多 开仓 6597.0 1494\n",
|
||
"2016-11-15 00:00:00\n",
|
||
"000905 多 开仓 6630.5 1494\n",
|
||
"2016-11-23 00:00:00\n",
|
||
"000905 多 开仓 6668.2 1494\n",
|
||
"2016-11-25 00:00:00\n",
|
||
"000905 空 平仓 6534.4 5976\n",
|
||
"2016-11-28 00:00:00\n",
|
||
"000905 多 开仓 6676.7 1609\n",
|
||
"2016-12-02 00:00:00\n",
|
||
"000905 空 平仓 6552.3 1609\n",
|
||
"2016-12-07 00:00:00\n",
|
||
"000300 空 平仓 3456.8 12952\n",
|
||
"2016-12-12 00:00:00\n",
|
||
"000905 空 开仓 6451.1 1691\n",
|
||
"000905 空 开仓 6421.5 1691\n",
|
||
"000905 空 开仓 6391.9 1691\n",
|
||
"000905 空 开仓 6362.4 1691\n",
|
||
"2017-01-04 00:00:00\n",
|
||
"000905 多 平仓 6350.3 6764\n",
|
||
"2017-01-13 00:00:00\n",
|
||
"000905 空 开仓 6190.4 1667\n",
|
||
"2017-01-16 00:00:00\n",
|
||
"000300 空 开仓 3267.0 3205\n",
|
||
"000905 空 开仓 6160.4 1667\n",
|
||
"000905 空 开仓 6130.4 1667\n",
|
||
"000905 空 开仓 6100.4 1667\n",
|
||
"2017-01-18 00:00:00\n",
|
||
"000300 多 平仓 3329.4 3205\n",
|
||
"2017-01-23 00:00:00\n",
|
||
"000300 多 开仓 3373.4 3109\n",
|
||
"2017-01-26 00:00:00\n",
|
||
"000300 多 开仓 3389.4 3109\n",
|
||
"000905 多 平仓 6220.4 6668\n",
|
||
"2017-02-09 00:00:00\n",
|
||
"000300 多 开仓 3405.6 3109\n",
|
||
"2017-02-10 00:00:00\n",
|
||
"000300 多 开仓 3421.6 3109\n",
|
||
"2017-02-20 00:00:00\n",
|
||
"000905 多 开仓 6379.8 1604\n",
|
||
"2017-02-21 00:00:00\n",
|
||
"000905 多 开仓 6411.0 1604\n",
|
||
"2017-02-22 00:00:00\n",
|
||
"000905 多 开仓 6442.1 1604\n",
|
||
"000905 多 开仓 6473.3 1604\n",
|
||
"2017-03-03 00:00:00\n",
|
||
"000300 空 平仓 3419.6 12436\n",
|
||
"2017-03-24 00:00:00\n",
|
||
"000300 多 开仓 3492.2 3692\n",
|
||
"2017-03-27 00:00:00\n",
|
||
"000300 多 开仓 3505.6 3692\n",
|
||
"2017-03-30 00:00:00\n",
|
||
"000300 空 平仓 3451.6 7384\n",
|
||
"000905 空 平仓 6445.8 6416\n",
|
||
"2017-04-06 00:00:00\n",
|
||
"000300 多 开仓 3508.0 3433\n",
|
||
"000905 多 开仓 6555.8 1628\n",
|
||
"2017-04-07 00:00:00\n",
|
||
"000300 多 开仓 3520.6 3433\n",
|
||
"000905 多 开仓 6586.5 1628\n",
|
||
"2017-04-11 00:00:00\n",
|
||
"000905 多 开仓 6617.2 1628\n",
|
||
"2017-04-17 00:00:00\n",
|
||
"000300 空 平仓 3462.2 6866\n",
|
||
"000905 空 平仓 6494.4 4884\n",
|
||
"2017-04-19 00:00:00\n",
|
||
"000300 空 开仓 3422.4 3420\n",
|
||
"000905 空 开仓 6365.4 1564\n",
|
||
"000905 空 开仓 6333.5 1564\n",
|
||
"000905 空 开仓 6301.5 1564\n",
|
||
"2017-04-24 00:00:00\n",
|
||
"000300 空 开仓 3407.8 3420\n",
|
||
"000905 空 开仓 6269.6 1564\n",
|
||
"2017-04-26 00:00:00\n",
|
||
"000300 多 平仓 3466.2 6840\n",
|
||
"2017-04-27 00:00:00\n",
|
||
"000300 空 开仓 3404.0 3243\n",
|
||
"2017-05-05 00:00:00\n",
|
||
"000300 空 开仓 3388.6 3243\n",
|
||
"000300 空 开仓 3373.2 3243\n",
|
||
"2017-05-08 00:00:00\n",
|
||
"000300 空 开仓 3357.8 3243\n",
|
||
"2017-05-16 00:00:00\n",
|
||
"000300 多 平仓 3419.4 12972\n",
|
||
"2017-05-25 00:00:00\n",
|
||
"000300 多 开仓 3466.6 3098\n",
|
||
"000300 多 开仓 3482.8 3098\n",
|
||
"2017-05-31 00:00:00\n",
|
||
"000300 多 开仓 3498.8 3098\n",
|
||
"000300 多 开仓 3515.0 3098\n",
|
||
"2017-06-08 00:00:00\n",
|
||
"000905 多 平仓 5955.0 6256\n",
|
||
"2017-07-17 00:00:00\n",
|
||
"000905 空 开仓 5923.6 1512\n",
|
||
"000905 空 开仓 5890.5 1512\n",
|
||
"2017-07-18 00:00:00\n",
|
||
"000905 空 开仓 5854.1 1512\n",
|
||
"2017-07-19 00:00:00\n",
|
||
"000905 多 平仓 5986.4 4536\n",
|
||
"2017-07-31 00:00:00\n",
|
||
"000905 多 开仓 6236.3 1311\n",
|
||
"000905 多 开仓 6274.4 1311\n",
|
||
"2017-08-02 00:00:00\n",
|
||
"000905 多 开仓 6312.5 1311\n",
|
||
"2017-08-11 00:00:00\n",
|
||
"000300 空 平仓 3688.0 12392\n",
|
||
"000905 空 平仓 6166.0 3933\n",
|
||
"2017-08-17 00:00:00\n",
|
||
"000905 多 开仓 6341.5 1345\n",
|
||
"2017-08-21 00:00:00\n",
|
||
"000905 多 开仓 6378.7 1345\n",
|
||
"2017-08-28 00:00:00\n",
|
||
"000905 多 开仓 6415.8 1345\n",
|
||
"2017-08-30 00:00:00\n",
|
||
"000905 多 开仓 6453.0 1345\n",
|
||
"2017-09-25 00:00:00\n",
|
||
"000905 空 平仓 6547.3 5380\n",
|
||
"2017-11-17 00:00:00\n",
|
||
"000905 空 开仓 6395.5 1453\n",
|
||
"000905 空 开仓 6361.1 1453\n",
|
||
"2017-11-20 00:00:00\n",
|
||
"000905 空 开仓 6326.7 1453\n",
|
||
"000905 空 开仓 6292.2 1453\n",
|
||
"2017-11-21 00:00:00\n",
|
||
"000905 多 平仓 6429.9 5812\n",
|
||
"2017-11-27 00:00:00\n",
|
||
"000905 空 开仓 6239.3 1184\n",
|
||
"000905 空 开仓 6197.1 1184\n",
|
||
"2017-12-05 00:00:00\n",
|
||
"000905 空 开仓 6154.8 1184\n",
|
||
"000905 空 开仓 6112.6 1184\n",
|
||
"2017-12-11 00:00:00\n",
|
||
"000905 多 平仓 6281.6 4736\n",
|
||
"2018-01-02 00:00:00\n",
|
||
"000300 多 开仓 4087.0 2000\n",
|
||
"2018-01-03 00:00:00\n",
|
||
"000300 多 开仓 4112.0 2000\n",
|
||
"000300 多 开仓 4137.0 2000\n",
|
||
"000905 多 开仓 6332.6 1317\n",
|
||
"000905 多 开仓 6370.6 1317\n",
|
||
"2018-01-04 00:00:00\n",
|
||
"000905 多 开仓 6408.6 1317\n",
|
||
"2018-01-08 00:00:00\n",
|
||
"000300 多 开仓 4162.0 2000\n",
|
||
"000905 多 开仓 6446.5 1317\n",
|
||
"2018-01-15 00:00:00\n",
|
||
"000905 空 平仓 6294.6 5268\n",
|
||
"2018-01-31 00:00:00\n",
|
||
"000905 空 开仓 6202.3 1466\n",
|
||
"2018-02-01 00:00:00\n",
|
||
"000300 空 平仓 4232.8 8000\n",
|
||
"000905 空 开仓 6168.2 1466\n",
|
||
"000905 空 开仓 6134.1 1466\n",
|
||
"000905 空 开仓 6100.0 1466\n",
|
||
"2018-02-09 00:00:00\n",
|
||
"000300 空 开仓 3896.2 1475\n",
|
||
"000300 空 开仓 3896.2 1475\n",
|
||
"000300 空 开仓 3887.6 1475\n",
|
||
"000300 空 开仓 3853.8 1475\n",
|
||
"2018-02-22 00:00:00\n",
|
||
"000300 多 平仓 4021.0 5900\n",
|
||
"2018-02-26 00:00:00\n",
|
||
"000905 多 平仓 6016.2 5864\n",
|
||
"2018-03-23 00:00:00\n",
|
||
"000300 空 开仓 3896.8 1674\n",
|
||
"000300 空 开仓 3896.8 1674\n",
|
||
"000300 空 开仓 3896.8 1674\n",
|
||
"000300 空 开仓 3896.8 1674\n",
|
||
"000905 空 开仓 5848.5 1154\n",
|
||
"000905 空 开仓 5805.2 1154\n",
|
||
"000905 空 开仓 5761.9 1154\n",
|
||
"2018-03-26 00:00:00\n",
|
||
"000905 空 开仓 5715.4 1154\n",
|
||
"2018-03-27 00:00:00\n",
|
||
"000905 多 平仓 5956.2 4616\n",
|
||
"2018-04-11 00:00:00\n",
|
||
"000300 多 平仓 3937.0 6696\n",
|
||
"2018-04-16 00:00:00\n",
|
||
"000300 空 开仓 3794.2 1598\n",
|
||
"2018-04-17 00:00:00\n",
|
||
"000300 空 开仓 3763.0 1598\n",
|
||
"2018-04-18 00:00:00\n",
|
||
"000300 空 开仓 3731.6 1598\n",
|
||
"2018-05-08 00:00:00\n",
|
||
"000300 多 平仓 3854.4 4794\n",
|
||
"2018-05-21 00:00:00\n",
|
||
"000300 多 开仓 3925.6 1903\n",
|
||
"000905 多 开仓 6052.7 1216\n",
|
||
"2018-05-24 00:00:00\n",
|
||
"000300 空 平仓 3841.8 1903\n",
|
||
"2018-05-25 00:00:00\n",
|
||
"000905 空 平仓 5932.1 1216\n",
|
||
"2018-05-30 00:00:00\n",
|
||
"000300 空 开仓 3732.4 2058\n",
|
||
"000905 空 开仓 5759.4 1262\n",
|
||
"000905 空 开仓 5740.1 1262\n",
|
||
"000905 空 开仓 5700.5 1262\n",
|
||
"2018-06-01 00:00:00\n",
|
||
"000905 空 开仓 5660.9 1262\n",
|
||
"2018-06-05 00:00:00\n",
|
||
"000300 多 平仓 3829.6 2058\n",
|
||
"2018-06-19 00:00:00\n",
|
||
"000300 空 开仓 3702.6 1988\n",
|
||
"000300 空 开仓 3697.0 1988\n",
|
||
"000300 空 开仓 3671.8 1988\n",
|
||
"000300 空 开仓 3646.6 1988\n",
|
||
"2018-07-18 00:00:00\n"
|
||
]
|
||
},
|
||
{
|
||
"name": "stdout",
|
||
"output_type": "stream",
|
||
"text": [
|
||
"000905 多 平仓 5216.6 5048\n",
|
||
"2018-07-23 00:00:00\n",
|
||
"000300 多 平仓 3506.2 7952\n",
|
||
"2018-08-02 00:00:00\n",
|
||
"000905 空 开仓 4897.3 1066\n",
|
||
"2018-08-06 00:00:00\n",
|
||
"000300 空 开仓 3312.8 1510\n",
|
||
"000300 空 开仓 3282.0 1510\n",
|
||
"000905 空 开仓 4850.4 1066\n",
|
||
"000905 空 开仓 4803.5 1066\n",
|
||
"2018-08-09 00:00:00\n",
|
||
"000905 多 平仓 4991.0 3198\n",
|
||
"2018-08-10 00:00:00\n",
|
||
"000300 多 平仓 3414.6 3020\n",
|
||
"2018-08-16 00:00:00\n",
|
||
"000300 空 开仓 3251.8 1458\n",
|
||
"2018-08-17 00:00:00\n",
|
||
"000905 空 开仓 4797.5 973\n",
|
||
"2018-08-20 00:00:00\n",
|
||
"000300 空 开仓 3223.4 1458\n",
|
||
"000905 空 开仓 4746.1 973\n",
|
||
"2018-08-27 00:00:00\n",
|
||
"000300 多 平仓 3360.6 2916\n",
|
||
"000905 多 平仓 4951.6 1946\n",
|
||
"2018-09-10 00:00:00\n",
|
||
"000905 空 开仓 4736.6 1087\n",
|
||
"2018-09-11 00:00:00\n",
|
||
"000905 空 开仓 4690.5 1087\n",
|
||
"2018-09-12 00:00:00\n",
|
||
"000300 空 开仓 3209.0 1654\n",
|
||
"2018-09-17 00:00:00\n",
|
||
"000905 空 开仓 4644.5 1087\n",
|
||
"000905 空 开仓 4598.5 1087\n",
|
||
"2018-09-19 00:00:00\n",
|
||
"000300 多 平仓 3330.0 1654\n",
|
||
"2018-09-21 00:00:00\n",
|
||
"000905 多 平仓 4782.6 4348\n",
|
||
"2018-09-26 00:00:00\n",
|
||
"000300 多 开仓 3416.6 1733\n",
|
||
"000300 多 开仓 3445.4 1733\n",
|
||
"2018-10-08 00:00:00\n",
|
||
"000300 空 平仓 3330.0 3466\n",
|
||
"2018-10-11 00:00:00\n",
|
||
"000300 空 开仓 3179.6 1692\n",
|
||
"000300 空 开仓 3161.8 1692\n",
|
||
"000300 空 开仓 3132.2 1692\n",
|
||
"000300 空 开仓 3102.8 1692\n",
|
||
"000905 空 开仓 4483.3 1237\n",
|
||
"000905 空 开仓 4483.3 1237\n",
|
||
"000905 空 开仓 4483.3 1237\n",
|
||
"000905 空 开仓 4463.1 1237\n",
|
||
"2018-10-22 00:00:00\n",
|
||
"000300 多 平仓 3221.0 6768\n",
|
||
"2018-11-02 00:00:00\n",
|
||
"000905 多 平仓 4375.6 4948\n"
|
||
]
|
||
}
|
||
],
|
||
"source": [
|
||
"# 查看逐笔的交易记录\n",
|
||
"for dt, l in engine.tradeDict.items():\n",
|
||
" print dt\n",
|
||
" for trade in l:\n",
|
||
" print trade.vtSymbol, trade.direction, trade.offset, trade.price, trade.volume"
|
||
]
|
||
},
|
||
{
|
||
"cell_type": "code",
|
||
"execution_count": 6,
|
||
"metadata": {
|
||
"scrolled": false
|
||
},
|
||
"outputs": [
|
||
{
|
||
"name": "stdout",
|
||
"output_type": "stream",
|
||
"text": [
|
||
"2015-04-03 00:00:00 -556058.736\n",
|
||
"2015-04-07 00:00:00 -41290.496\n",
|
||
"2015-04-08 00:00:00 -669917.184\n",
|
||
"2015-04-09 00:00:00 -493815.152\n",
|
||
"2015-04-10 00:00:00 164718.296\n",
|
||
"2015-04-13 00:00:00 494400.896\n",
|
||
"2015-04-14 00:00:00 -691692.96\n",
|
||
"2015-04-15 00:00:00 -1183931.52\n",
|
||
"2015-04-16 00:00:00 647072.512\n",
|
||
"2015-04-17 00:00:00 401717.76\n",
|
||
"2015-04-20 00:00:00 -360991.488\n",
|
||
"2015-04-21 00:00:00 332308.86\n",
|
||
"2015-04-22 00:00:00 559211.99\n",
|
||
"2015-04-23 00:00:00 104738.032\n",
|
||
"2015-04-24 00:00:00 -219870.394\n",
|
||
"2015-04-27 00:00:00 671086.574\n",
|
||
"2015-04-28 00:00:00 -881810.824\n",
|
||
"2015-04-29 00:00:00 526747.64\n",
|
||
"2015-04-30 00:00:00 -24440.84\n",
|
||
"2015-05-04 00:00:00 277168.96\n",
|
||
"2015-05-05 00:00:00 -1744525.736\n",
|
||
"2015-05-06 00:00:00 -678886.568\n",
|
||
"2015-05-07 00:00:00 -404869.632\n",
|
||
"2015-05-11 00:00:00 -76022.208\n",
|
||
"2015-05-12 00:00:00 -90219.968\n",
|
||
"2015-05-13 00:00:00 74812.944\n",
|
||
"2015-05-14 00:00:00 -21779.968\n",
|
||
"2015-05-15 00:00:00 -133119.104\n",
|
||
"2015-05-18 00:00:00 303420.48\n",
|
||
"2015-05-19 00:00:00 417697.344\n",
|
||
"2015-05-20 00:00:00 287916.224\n",
|
||
"2015-05-21 00:00:00 645492.096\n",
|
||
"2015-05-22 00:00:00 300093.824\n",
|
||
"2015-05-25 00:00:00 494503.072\n",
|
||
"2015-05-26 00:00:00 629629.12\n",
|
||
"2015-05-27 00:00:00 233658.88\n",
|
||
"2015-05-28 00:00:00 -1187393.408\n",
|
||
"2015-05-29 00:00:00 185818.848\n",
|
||
"2015-06-01 00:00:00 984525.92\n",
|
||
"2015-06-02 00:00:00 751593.92\n",
|
||
"2015-06-03 00:00:00 176697.92\n",
|
||
"2015-06-04 00:00:00 -78373.584\n",
|
||
"2015-06-05 00:00:00 290723.912\n",
|
||
"2015-06-08 00:00:00 -147075.994\n",
|
||
"2015-06-09 00:00:00 -82588.984\n",
|
||
"2015-06-10 00:00:00 349570.9486\n",
|
||
"2015-06-11 00:00:00 293520.3292\n",
|
||
"2015-06-12 00:00:00 398212.6123\n",
|
||
"2015-06-15 00:00:00 -910264.9591\n",
|
||
"2015-06-16 00:00:00 -1179473.9125\n",
|
||
"2015-06-17 00:00:00 416700.1024\n",
|
||
"2015-06-18 00:00:00 -1353402.4515\n",
|
||
"2015-06-19 00:00:00 -1517295.5482\n",
|
||
"2015-06-23 00:00:00 -160417.7847\n",
|
||
"2015-06-24 00:00:00 -185343.9705\n",
|
||
"2015-06-25 00:00:00 -922472.4249\n",
|
||
"2015-06-26 00:00:00 -204613.1811\n",
|
||
"2015-06-29 00:00:00 545817.2343\n",
|
||
"2015-06-30 00:00:00 -1073225.4312\n",
|
||
"2015-07-01 00:00:00 1000949.976\n",
|
||
"2015-07-02 00:00:00 906935.5668\n",
|
||
"2015-07-03 00:00:00 991604.028\n",
|
||
"2015-07-06 00:00:00 -145950.906\n",
|
||
"2015-07-07 00:00:00 629963.8668\n",
|
||
"2015-07-08 00:00:00 778592.4552\n",
|
||
"2015-07-09 00:00:00 -838212.2424\n",
|
||
"2015-07-10 00:00:00 -831753.4104\n",
|
||
"2015-07-13 00:00:00 -689935.1556\n",
|
||
"2015-07-14 00:00:00 72403.4088\n",
|
||
"2015-07-15 00:00:00 786715.9956\n",
|
||
"2015-07-16 00:00:00 -242285.556\n",
|
||
"2015-07-17 00:00:00 -850170.27\n",
|
||
"2015-07-20 00:00:00 -141182.1\n",
|
||
"2015-07-21 00:00:00 -12621.258\n",
|
||
"2015-07-22 00:00:00 20698.002\n",
|
||
"2015-07-23 00:00:00 -283232.664\n",
|
||
"2015-07-24 00:00:00 174391.542\n",
|
||
"2015-08-21 00:00:00 -687679.028\n",
|
||
"2015-08-24 00:00:00 -242802.126\n",
|
||
"2015-08-25 00:00:00 792234.68\n",
|
||
"2015-08-26 00:00:00 271418.6544\n",
|
||
"2015-08-27 00:00:00 -626720.7044\n",
|
||
"2015-08-28 00:00:00 -686935.7296\n",
|
||
"2015-08-31 00:00:00 192475.14\n",
|
||
"2015-09-01 00:00:00 402709.2984\n",
|
||
"2015-09-02 00:00:00 35671.6116\n",
|
||
"2015-09-07 00:00:00 248993.596\n",
|
||
"2015-09-08 00:00:00 -415007.4876\n",
|
||
"2015-09-09 00:00:00 -319934.6564\n",
|
||
"2015-09-10 00:00:00 202732.3416\n",
|
||
"2015-09-11 00:00:00 -26275.0272\n",
|
||
"2015-09-14 00:00:00 576282.1476\n",
|
||
"2015-09-15 00:00:00 625950.3296\n",
|
||
"2015-09-16 00:00:00 -724882.5516\n",
|
||
"2015-09-17 00:00:00 282181.704\n",
|
||
"2015-09-18 00:00:00 -101330.092\n",
|
||
"2015-09-21 00:00:00 -336169.3228\n",
|
||
"2015-09-22 00:00:00 -115089.8036\n",
|
||
"2015-09-23 00:00:00 245139.4204\n",
|
||
"2015-09-24 00:00:00 -137402.8152\n",
|
||
"2015-09-25 00:00:00 320517.7188\n",
|
||
"2015-09-28 00:00:00 -131160.0976\n",
|
||
"2015-09-29 00:00:00 259523.9128\n",
|
||
"2015-09-30 00:00:00 -302176.3876\n",
|
||
"2015-10-08 00:00:00 -454946.734\n",
|
||
"2015-10-09 00:00:00 -303435.176\n",
|
||
"2015-10-12 00:00:00 -250870.73\n",
|
||
"2015-11-19 00:00:00 -44606.452\n",
|
||
"2015-11-23 00:00:00 -27316.652\n",
|
||
"2015-11-24 00:00:00 23898.732\n",
|
||
"2015-11-25 00:00:00 36991.108\n",
|
||
"2015-11-26 00:00:00 -344020.072\n",
|
||
"2015-11-27 00:00:00 -438200.752\n",
|
||
"2015-12-22 00:00:00 -19482.2775\n",
|
||
"2015-12-24 00:00:00 -47814.1056\n",
|
||
"2015-12-25 00:00:00 -119217.4446\n",
|
||
"2015-12-28 00:00:00 -142966.2342\n",
|
||
"2015-12-31 00:00:00 -807181.7029\n",
|
||
"2016-01-04 00:00:00 -291560.2038\n",
|
||
"2016-01-05 00:00:00 -388526.5513\n",
|
||
"2016-01-06 00:00:00 -1648795.223\n",
|
||
"2016-01-07 00:00:00 -133958.7385\n",
|
||
"2016-01-08 00:00:00 -347159.6085\n",
|
||
"2016-01-11 00:00:00 1696055.142\n",
|
||
"2016-01-12 00:00:00 -125657.096\n",
|
||
"2016-01-13 00:00:00 714949.808\n",
|
||
"2016-01-14 00:00:00 -718339.138\n",
|
||
"2016-01-15 00:00:00 954877.058\n",
|
||
"2016-01-18 00:00:00 -230255.604\n",
|
||
"2016-01-19 00:00:00 -879363.824\n",
|
||
"2016-01-20 00:00:00 348637.764\n",
|
||
"2016-01-21 00:00:00 950557.674\n",
|
||
"2016-01-22 00:00:00 -342155.144\n",
|
||
"2016-01-25 00:00:00 -196348.58\n",
|
||
"2016-01-26 00:00:00 1807493.418\n",
|
||
"2016-01-27 00:00:00 200977.352\n",
|
||
"2016-01-28 00:00:00 855630.234\n",
|
||
"2016-01-29 00:00:00 -837671.316\n",
|
||
"2016-02-01 00:00:00 353782.282\n",
|
||
"2016-02-02 00:00:00 -665129.18\n",
|
||
"2016-02-03 00:00:00 11631.498\n",
|
||
"2016-02-04 00:00:00 -396845.916\n",
|
||
"2016-02-05 00:00:00 215428.808\n",
|
||
"2016-02-15 00:00:00 72450.052\n",
|
||
"2016-02-16 00:00:00 -926247.352\n",
|
||
"2016-02-17 00:00:00 -264049.148\n",
|
||
"2016-02-18 00:00:00 29134.872\n",
|
||
"2016-02-19 00:00:00 -45667.236\n",
|
||
"2016-02-22 00:00:00 -253380.444\n",
|
||
"2016-02-23 00:00:00 67774.308\n",
|
||
"2016-02-24 00:00:00 -82707.516\n",
|
||
"2016-02-25 00:00:00 989380.62\n",
|
||
"2016-02-26 00:00:00 -46686.216\n",
|
||
"2016-02-29 00:00:00 608947.956\n",
|
||
"2016-03-01 00:00:00 -251330.448\n",
|
||
"2016-03-02 00:00:00 -570207.132\n",
|
||
"2016-03-03 00:00:00 -48610.752\n",
|
||
"2016-03-04 00:00:00 276938.8495\n",
|
||
"2016-03-07 00:00:00 -267213.072\n",
|
||
"2016-03-08 00:00:00 -20713.507\n",
|
||
"2016-03-09 00:00:00 258656.8047\n",
|
||
"2016-03-10 00:00:00 125290.8243\n",
|
||
"2016-03-11 00:00:00 32458.1883\n",
|
||
"2016-03-14 00:00:00 -315063.93\n",
|
||
"2016-03-15 00:00:00 114235.2428\n",
|
||
"2016-03-16 00:00:00 174905.8908\n",
|
||
"2016-03-17 00:00:00 -388428.077\n",
|
||
"2016-03-18 00:00:00 -506724.6261\n",
|
||
"2016-03-21 00:00:00 -164313.4124\n",
|
||
"2016-03-22 00:00:00 -61636.7724\n",
|
||
"2016-03-23 00:00:00 48172.6196\n",
|
||
"2016-03-24 00:00:00 -253634.1892\n",
|
||
"2016-03-25 00:00:00 74657.9512\n",
|
||
"2016-03-28 00:00:00 -131342.2936\n",
|
||
"2016-03-29 00:00:00 -160473.306\n",
|
||
"2016-03-30 00:00:00 378127.078\n",
|
||
"2016-03-31 00:00:00 8475.7176\n",
|
||
"2016-04-01 00:00:00 17801.0644\n",
|
||
"2016-04-05 00:00:00 195344.0286\n",
|
||
"2016-04-06 00:00:00 -32536.5432\n",
|
||
"2016-04-07 00:00:00 -277605.8179\n",
|
||
"2016-04-08 00:00:00 -143374.8562\n",
|
||
"2016-04-11 00:00:00 282166.3859\n",
|
||
"2016-04-12 00:00:00 -155264.6806\n",
|
||
"2016-04-13 00:00:00 251146.961\n",
|
||
"2016-04-14 00:00:00 131070.682\n",
|
||
"2016-04-15 00:00:00 -36249.3166\n",
|
||
"2016-04-18 00:00:00 -318253.5016\n",
|
||
"2016-04-19 00:00:00 -590600.7404\n",
|
||
"2016-04-20 00:00:00 -583014.9868\n",
|
||
"2016-04-27 00:00:00 -81157.318\n",
|
||
"2016-04-29 00:00:00 3228.929\n",
|
||
"2016-05-03 00:00:00 -140155.092\n",
|
||
"2016-05-04 00:00:00 -1588.3098\n",
|
||
"2016-05-06 00:00:00 -583552.1278\n",
|
||
"2016-05-10 00:00:00 -10259.0436\n",
|
||
"2016-05-11 00:00:00 -99212.5041\n",
|
||
"2016-05-12 00:00:00 -48375.0429\n",
|
||
"2016-05-13 00:00:00 120761.527\n",
|
||
"2016-05-16 00:00:00 -387710.3524\n",
|
||
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]
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},
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{
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||
"name": "stdout",
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"output_type": "stream",
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"text": [
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"2017-05-09 00:00:00 -146641.4404\n",
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|
||
"2017-09-25 00:00:00 -442050.39\n",
|
||
"2017-11-16 00:00:00 -523104.701\n",
|
||
"2017-11-17 00:00:00 -152540.299\n",
|
||
"2017-11-20 00:00:00 -187984.1998\n",
|
||
"2017-11-21 00:00:00 -134732.6216\n",
|
||
"2017-11-24 00:00:00 -141674.3616\n",
|
||
"2017-11-28 00:00:00 -248071.68\n",
|
||
"2017-11-29 00:00:00 -45125.0816\n",
|
||
"2017-11-30 00:00:00 130115.4432\n",
|
||
"2017-12-01 00:00:00 -125471.3216\n",
|
||
"2017-12-04 00:00:00 -258429.312\n",
|
||
"2017-12-05 00:00:00 347405.9648\n",
|
||
"2017-12-06 00:00:00 -188924.2496\n",
|
||
"2017-12-07 00:00:00 176808.6144\n",
|
||
"2017-12-08 00:00:00 -692070.7328\n",
|
||
"2017-12-11 00:00:00 -393193.6128\n",
|
||
"2017-12-29 00:00:00 -112290.2\n",
|
||
"2018-01-02 00:00:00 -199423.9454\n",
|
||
"2018-01-03 00:00:00 21185.9961\n",
|
||
"2018-01-04 00:00:00 181644.3978\n",
|
||
"2018-01-05 00:00:00 -26496.1934\n",
|
||
"2018-01-08 00:00:00 242748.9231\n",
|
||
"2018-01-09 00:00:00 230810.8592\n",
|
||
"2018-01-10 00:00:00 -61577.6956\n",
|
||
"2018-01-11 00:00:00 87547.9608\n",
|
||
"2018-01-12 00:00:00 -536582.0468\n",
|
||
"2018-01-15 00:00:00 -767210.0104\n",
|
||
"2018-01-16 00:00:00 265869.6\n",
|
||
"2018-01-17 00:00:00 -82852.8\n",
|
||
"2018-01-18 00:00:00 186403.2\n",
|
||
"2018-01-19 00:00:00 111825.6\n",
|
||
"2018-01-22 00:00:00 409619.2\n",
|
||
"2018-01-23 00:00:00 368124.0\n",
|
||
"2018-01-24 00:00:00 58179.2\n",
|
||
"2018-01-25 00:00:00 -198447.2\n",
|
||
"2018-01-26 00:00:00 129761.6\n",
|
||
"2018-01-29 00:00:00 -634252.0\n",
|
||
"2018-01-30 00:00:00 -530262.172\n",
|
||
"2018-01-31 00:00:00 -429368.0374\n",
|
||
"2018-02-01 00:00:00 59935.001\n",
|
||
"2018-02-02 00:00:00 -117905.1024\n",
|
||
"2018-02-05 00:00:00 38853.6912\n",
|
||
"2018-02-06 00:00:00 1723778.508\n",
|
||
"2018-02-07 00:00:00 -41447.3384\n",
|
||
"2018-02-08 00:00:00 -1082108.42\n",
|
||
"2018-02-09 00:00:00 1240718.6072\n",
|
||
"2018-02-12 00:00:00 -1137357.942\n",
|
||
"2018-02-13 00:00:00 -490581.6664\n",
|
||
"2018-02-14 00:00:00 -608540.0296\n",
|
||
"2018-02-22 00:00:00 -1214968.9992\n",
|
||
"2018-02-23 00:00:00 -823732.4992\n",
|
||
"2018-02-26 00:00:00 -774065.592\n",
|
||
"2018-03-22 00:00:00 -1852131.6552\n",
|
||
"2018-03-23 00:00:00 -82802.1542\n",
|
||
"2018-03-26 00:00:00 -478998.9022\n",
|
||
"2018-03-27 00:00:00 -831948.6056\n",
|
||
"2018-03-28 00:00:00 472425.5664\n",
|
||
"2018-03-29 00:00:00 -343734.4728\n",
|
||
"2018-03-30 00:00:00 -29783.1384\n",
|
||
"2018-04-02 00:00:00 77531.6448\n",
|
||
"2018-04-03 00:00:00 163645.5528\n",
|
||
"2018-04-04 00:00:00 51004.1016\n",
|
||
"2018-04-09 00:00:00 12945.3768\n",
|
||
"2018-04-10 00:00:00 -562938.0768\n",
|
||
"2018-04-11 00:00:00 -74797.668\n",
|
||
"2018-04-13 00:00:00 -122956.9914\n",
|
||
"2018-04-16 00:00:00 -73289.074\n",
|
||
"2018-04-17 00:00:00 69002.5988\n",
|
||
"2018-04-18 00:00:00 -56379.9968\n",
|
||
"2018-04-19 00:00:00 -218419.434\n",
|
||
"2018-04-20 00:00:00 244439.8278\n",
|
||
"2018-04-23 00:00:00 -26229.8916\n",
|
||
"2018-04-24 00:00:00 -369918.9426\n",
|
||
"2018-04-25 00:00:00 70889.3574\n",
|
||
"2018-04-26 00:00:00 350956.2756\n",
|
||
"2018-04-27 00:00:00 -6627.2256\n",
|
||
"2018-05-02 00:00:00 -32453.4624\n",
|
||
"2018-05-03 00:00:00 -140723.076\n",
|
||
"2018-05-04 00:00:00 88219.188\n",
|
||
"2018-05-07 00:00:00 -382570.3086\n",
|
||
"2018-05-08 00:00:00 -213280.266\n",
|
||
"2018-05-18 00:00:00 -112867.7437\n",
|
||
"2018-05-22 00:00:00 -3429.0172\n",
|
||
"2018-05-23 00:00:00 -218705.2095\n",
|
||
"2018-05-24 00:00:00 -151481.1417\n",
|
||
"2018-05-25 00:00:00 -90984.8896\n",
|
||
"2018-05-29 00:00:00 -533968.981\n",
|
||
"2018-05-31 00:00:00 -552842.6372\n",
|
||
"2018-06-01 00:00:00 328010.787\n",
|
||
"2018-06-04 00:00:00 -111515.521\n",
|
||
"2018-06-05 00:00:00 -561916.023\n",
|
||
"2018-06-06 00:00:00 24332.8744\n",
|
||
"2018-06-07 00:00:00 182939.0152\n",
|
||
"2018-06-08 00:00:00 346870.796\n",
|
||
"2018-06-11 00:00:00 186505.932\n",
|
||
"2018-06-12 00:00:00 -307874.996\n",
|
||
"2018-06-13 00:00:00 435787.7824\n",
|
||
"2018-06-14 00:00:00 101393.6232\n",
|
||
"2018-06-15 00:00:00 -68044.2112\n",
|
||
"2018-06-19 00:00:00 1727602.7848\n",
|
||
"2018-06-20 00:00:00 -400069.136\n",
|
||
"2018-06-21 00:00:00 888735.1096\n",
|
||
"2018-06-22 00:00:00 -484506.488\n",
|
||
"2018-06-25 00:00:00 562222.5048\n",
|
||
"2018-06-26 00:00:00 55582.4272\n",
|
||
"2018-06-27 00:00:00 827708.7424\n",
|
||
"2018-06-28 00:00:00 558729.0768\n",
|
||
"2018-06-29 00:00:00 -1516556.408\n",
|
||
"2018-07-02 00:00:00 1217920.228\n",
|
||
"2018-07-03 00:00:00 -305011.4552\n",
|
||
"2018-07-04 00:00:00 744653.1352\n",
|
||
"2018-07-05 00:00:00 869008.732\n",
|
||
"2018-07-06 00:00:00 -250391.1552\n",
|
||
"2018-07-09 00:00:00 -1307901.2704\n",
|
||
"2018-07-10 00:00:00 -212555.1048\n",
|
||
"2018-07-11 00:00:00 983705.6344\n",
|
||
"2018-07-12 00:00:00 -1272958.484\n",
|
||
"2018-07-13 00:00:00 -252444.228\n",
|
||
"2018-07-16 00:00:00 209199.212\n",
|
||
"2018-07-17 00:00:00 72552.5968\n",
|
||
"2018-07-18 00:00:00 343272.088\n",
|
||
"2018-07-19 00:00:00 23694.5744\n",
|
||
"2018-07-20 00:00:00 -619118.864\n",
|
||
"2018-07-23 00:00:00 -261274.888\n",
|
||
"2018-08-01 00:00:00 -221806.9906\n",
|
||
"2018-08-03 00:00:00 -202543.686\n",
|
||
"2018-08-06 00:00:00 111396.1472\n",
|
||
"2018-08-07 00:00:00 -709625.992\n",
|
||
"2018-08-08 00:00:00 55031.2564\n",
|
||
"2018-08-09 00:00:00 -699483.4222\n",
|
||
"2018-08-10 00:00:00 -22617.686\n",
|
||
"2018-08-15 00:00:00 -58576.608\n",
|
||
"2018-08-16 00:00:00 -88417.6776\n",
|
||
"2018-08-17 00:00:00 4223.2735\n",
|
||
"2018-08-20 00:00:00 -83687.4271\n",
|
||
"2018-08-21 00:00:00 -288661.815\n",
|
||
"2018-08-22 00:00:00 161468.5332\n",
|
||
"2018-08-23 00:00:00 -87054.292\n",
|
||
"2018-08-24 00:00:00 -289435.9742\n",
|
||
"2018-08-27 00:00:00 -446625.9936\n",
|
||
"2018-09-07 00:00:00 -59978.3773\n",
|
||
"2018-09-10 00:00:00 -15629.1034\n",
|
||
"2018-09-11 00:00:00 -23013.1614\n",
|
||
"2018-09-12 00:00:00 19411.4286\n",
|
||
"2018-09-13 00:00:00 -116346.4528\n",
|
||
"2018-09-14 00:00:00 -3587.9958\n",
|
||
"2018-09-17 00:00:00 208633.1664\n",
|
||
"2018-09-18 00:00:00 -559568.5444\n",
|
||
"2018-09-19 00:00:00 -303335.516\n",
|
||
"2018-09-20 00:00:00 -198732.2968\n",
|
||
"2018-09-21 00:00:00 -311901.606\n",
|
||
"2018-09-25 00:00:00 -177444.2962\n",
|
||
"2018-09-27 00:00:00 -47314.7126\n",
|
||
"2018-09-28 00:00:00 -255063.6332\n",
|
||
"2018-10-08 00:00:00 -512850.5026\n",
|
||
"2018-10-10 00:00:00 -1680888.45\n",
|
||
"2018-10-12 00:00:00 -170072.5924\n",
|
||
"2018-10-15 00:00:00 689959.1236\n",
|
||
"2018-10-16 00:00:00 664611.8052\n",
|
||
"2018-10-17 00:00:00 -283648.3748\n",
|
||
"2018-10-18 00:00:00 1068480.3224\n",
|
||
"2018-10-19 00:00:00 -1737209.0496\n",
|
||
"2018-10-22 00:00:00 -1931025.1004\n",
|
||
"2018-10-23 00:00:00 393803.4032\n",
|
||
"2018-10-24 00:00:00 39918.9796\n",
|
||
"2018-10-25 00:00:00 54762.4848\n",
|
||
"2018-10-26 00:00:00 2287.4604\n",
|
||
"2018-10-29 00:00:00 353450.484\n",
|
||
"2018-10-30 00:00:00 -207899.6212\n",
|
||
"2018-10-31 00:00:00 -336510.5112\n",
|
||
"2018-11-01 00:00:00 -509882.4936\n",
|
||
"2018-11-02 00:00:00 -687583.4812\n"
|
||
]
|
||
}
|
||
],
|
||
"source": [
|
||
"# 查看每日的盈亏统计\n",
|
||
"for result in engine.resultList:\n",
|
||
" if result.totalPnl:\n",
|
||
" print result.date, result.totalPnl"
|
||
]
|
||
},
|
||
{
|
||
"cell_type": "code",
|
||
"execution_count": null,
|
||
"metadata": {},
|
||
"outputs": [],
|
||
"source": []
|
||
}
|
||
],
|
||
"metadata": {
|
||
"kernelspec": {
|
||
"display_name": "Python 2",
|
||
"language": "python",
|
||
"name": "python2"
|
||
},
|
||
"language_info": {
|
||
"codemirror_mode": {
|
||
"name": "ipython",
|
||
"version": 2
|
||
},
|
||
"file_extension": ".py",
|
||
"mimetype": "text/x-python",
|
||
"name": "python",
|
||
"nbconvert_exporter": "python",
|
||
"pygments_lexer": "ipython2",
|
||
"version": "2.7.14"
|
||
}
|
||
},
|
||
"nbformat": 4,
|
||
"nbformat_minor": 2
|
||
}
|