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策略思想：
买入条件
- 市净率尽可能小
- 股价创60日新高
- 3日线上穿5日线，5日线上穿10日线
- 当日成交量是昨日成交量的1.4倍
- macd柱状处于红色区域
卖出条件
- 收盘价下穿7日均线
- 7日均线下穿30日均线
持仓天数
- 持仓天数30天
最大持仓数量
- 30只
克隆策略
In [51]:
start_date = '2016-01-01'
end_date = '2017-09-14'
instrument = D.instruments(start_date=start_date, end_date=end_date)
df =D.history_data(instrument, start_date, end_date, ['close', 'high', 'low' ,'amount','pb_lf'])
In [52]:
raw_df = df[df['amount']>=10000]
# 每日按市净率升序排序的股票列表
daily_buy_stock = raw_df.groupby('date').apply(lambda df:list(df.sort_values('pb_lf').head(100).instrument))
import talib
def initialize(context):
context.set_commission(PerOrder(buy_cost=0.0003, sell_cost=0.0013, min_cost=5)) # 设置手续费
context.hold_days = dict() # 以便统计持仓天数
context.max_hold = 30 # 该参数不能超过daily_buy_stock每天的数量
def handle_data(context, data):
dt = data.current_dt.strftime('%Y-%m-%d') # 日期
stock = daily_buy_stock.ix[dt] # 当日优先买入的股票
weight = 1 / context.max_hold # 个股权重
stock_hold_now = [equity.symbol for equity in context.portfolio.positions] # 目前持仓股票列表
context.hold_num = len(stock_hold_now) # 目前持仓股票数
print('持仓：,',stock_hold_now,'持仓数目:',context.hold_num)
stock_num_can_buy = context.max_hold - context.hold_num # 还可以买入的股票数量
count = 0
for st in stock:
if st in stock_hold_now: # 如果股票已经持有
continue
if count >= stock_num_can_buy: # 如果股票数量已经达到max_hold
break
price = data.current(context.symbol(st),'price') # 最新一个交易日收盘价
ma_3 = data.history(context.symbol(st),'close',3,'1d').mean() # 3日均线
ma_5 = data.history(context.symbol(st),'close',5,'1d').mean()
ma_10 = data.history(context.symbol(st),'close',10,'1d').mean()
top_60 = data.history(context.symbol(st),'high',60,'1d').max() # 60日高点
volume_0 = data.history(context.symbol(st),'volume',3,'1d')[-1] # 当日成交量
volume_1 = data.history(context.symbol(st),'volume',3,'1d')[-2] # 前一日成交量
prices = data.history(context.symbol(st),'close',50,'1d').map(np.float) # 转化成float格式
# macd:diff线 信号线:dea 柱状图：diff-dea
macd, signal, hist = talib.MACD(np.array(prices), 12, 26, 9) # 计算macd各个指标
hist_value = hist[-1] # 当日的hist值
if data.can_trade(context.symbol(st)) and hist_value >0 and ma_3 >ma_5 and ma_5 > ma_10 and \
volume_0/volume_1 -1 >0.4 and data.current(context.symbol(st),'high') >= top_60 :
order_target_percent(context.symbol(st), weight) # 买入
context.hold_days[st] = context.trading_day_index #记录交易日期
count += 1 # 当日买入股票数量增加1
print(dt,'买入股票：',st)
# 满足持仓天数自动卖出
for st in stock_hold_now:
sid = context.symbol(st)
cur_position = context.portfolio.positions[sid].amount
if cur_position > 0 and data.can_trade(sid) and context.trading_day_index - context.hold_days[st] > 30:
order_target_percent(sid, 0)
print(dt,'持仓满足30天卖出: ',sid)
# 达到卖出条件就卖出
for st in stock_hold_now:
price = data.current(context.symbol(st),'price')
ma_3 = data.history(context.symbol(st),'close',7,'1d').mean()
ma_5 = data.history(context.symbol(st),'close',30,'1d').mean()
cur_position = context.portfolio.positions[sid].amount
if cur_position > 0 and data.can_trade(context.symbol(st)) and ma_3 < ma_5 and price <= ma_3:
order_target_percent(context.symbol(st), 0)
print(dt,'本身满足卖出条件卖出： ', sid)
print(dt)
m = M.trade.v2(
instruments=instrument,
start_date=start_date,
end_date=end_date,
initialize=initialize,
handle_data=handle_data,
order_price_field_buy='open',
order_price_field_sell='open',
capital_base=2000113,
benchmark='000300.INDX',
)
[2017-09-19 11:07:26.178264] INFO: bigquant: backtest.v7 开始运行.. 持仓：, [] 持仓数目: 0 2016-01-04 持仓：, [] 持仓数目: 0 2016-01-05 持仓：, [] 持仓数目: 0 2016-01-06 持仓：, [] 持仓数目: 0 2016-01-07 买入股票： 600123.SHA 2016-01-07 持仓：, ['600123.SHA'] 持仓数目: 1 2016-01-08 买入股票： 601699.SHA 2016-01-08 持仓：, ['600123.SHA', '601699.SHA'] 持仓数目: 2 2016-01-11 买入股票： 000959.SZA 2016-01-11 持仓：, ['000959.SZA', '600123.SHA', '601699.SHA'] 持仓数目: 3 2016-01-12 持仓：, ['000959.SZA', '600123.SHA', '601699.SHA'] 持仓数目: 3 2016-01-13 买入股票： 600782.SHA 2016-01-13 持仓：, ['000959.SZA', '600123.SHA', '601699.SHA', '600782.SHA'] 持仓数目: 4 2016-01-14 持仓：, ['000959.SZA', '600123.SHA', '601699.SHA', '600782.SHA'] 持仓数目: 4 2016-01-15 持仓：, ['000959.SZA', '600123.SHA', '601699.SHA', '600782.SHA'] 持仓数目: 4 2016-01-18 持仓：, ['000959.SZA', '600123.SHA', '601699.SHA', '600782.SHA'] 持仓数目: 4 2016-01-19 持仓：, ['000959.SZA', '600123.SHA', '601699.SHA', '600782.SHA'] 持仓数目: 4 2016-01-20 持仓：, ['000959.SZA', '600123.SHA', '601699.SHA', '600782.SHA'] 持仓数目: 4 2016-01-21 本身满足卖出条件卖出： Equity(872 [600782.SHA]) 2016-01-21 持仓：, ['000959.SZA', '601699.SHA', '600782.SHA'] 持仓数目: 3 2016-01-22 本身满足卖出条件卖出： Equity(872 [600782.SHA]) 2016-01-22 持仓：, ['000959.SZA', '601699.SHA'] 持仓数目: 2 2016-01-25 持仓：, ['000959.SZA', '601699.SHA'] 持仓数目: 2 2016-01-26 本身满足卖出条件卖出： Equity(1723 [601699.SHA]) 2016-01-26 持仓：, ['000959.SZA'] 持仓数目: 1 2016-01-27 持仓：, ['000959.SZA'] 持仓数目: 1 2016-01-28 持仓：, ['000959.SZA'] 持仓数目: 1 2016-01-29 持仓：, ['000959.SZA'] 持仓数目: 1 2016-02-01 持仓：, ['000959.SZA'] 持仓数目: 1 2016-02-02 持仓：, ['000959.SZA'] 持仓数目: 1 2016-02-03 持仓：, ['000959.SZA'] 持仓数目: 1 2016-02-04 持仓：, ['000959.SZA'] 持仓数目: 1 2016-02-05 持仓：, ['000959.SZA'] 持仓数目: 1 2016-02-15 本身满足卖出条件卖出： Equity(1376 [000959.SZA]) 2016-02-15 持仓：, [] 持仓数目: 0 2016-02-16 持仓：, [] 持仓数目: 0 2016-02-17 持仓：, [] 持仓数目: 0 2016-02-18 持仓：, [] 持仓数目: 0 2016-02-19 持仓：, [] 持仓数目: 0 2016-02-22 持仓：, [] 持仓数目: 0 2016-02-23 持仓：, [] 持仓数目: 0 2016-02-24 持仓：, [] 持仓数目: 0 2016-02-25 持仓：, [] 持仓数目: 0 2016-02-26 持仓：, [] 持仓数目: 0 2016-02-29 持仓：, [] 持仓数目: 0 2016-03-01 持仓：, [] 持仓数目: 0 2016-03-02 持仓：, [] 持仓数目: 0 2016-03-03 持仓：, [] 持仓数目: 0 2016-03-04 持仓：, [] 持仓数目: 0 2016-03-07 持仓：, [] 持仓数目: 0 2016-03-08 持仓：, [] 持仓数目: 0 2016-03-09 持仓：, [] 持仓数目: 0 2016-03-10 持仓：, [] 持仓数目: 0 2016-03-11 持仓：, [] 持仓数目: 0 2016-03-14 持仓：, [] 持仓数目: 0 2016-03-15 持仓：, [] 持仓数目: 0 2016-03-16 持仓：, [] 持仓数目: 0 2016-03-17 持仓：, [] 持仓数目: 0 2016-03-18 持仓：, [] 持仓数目: 0 2016-03-21 持仓：, [] 持仓数目: 0 2016-03-22 持仓：, [] 持仓数目: 0 2016-03-23 持仓：, [] 持仓数目: 0 2016-03-24 持仓：, [] 持仓数目: 0 2016-03-25 持仓：, [] 持仓数目: 0 2016-03-28 持仓：, [] 持仓数目: 0 2016-03-29 持仓：, [] 持仓数目: 0 2016-03-30 持仓：, [] 持仓数目: 0 2016-03-31 持仓：, [] 持仓数目: 0 2016-04-01 持仓：, [] 持仓数目: 0 2016-04-05 买入股票： 000488.SZA 2016-04-05 持仓：, ['000488.SZA'] 持仓数目: 1 2016-04-06 买入股票： 600028.SHA 2016-04-06 持仓：, ['600028.SHA', '000488.SZA'] 持仓数目: 2 2016-04-07 持仓：, ['600028.SHA', '000488.SZA'] 持仓数目: 2 2016-04-08 持仓：, ['600028.SHA', '000488.SZA'] 持仓数目: 2 2016-04-11 持仓：, ['600028.SHA', '000488.SZA'] 持仓数目: 2 2016-04-12 买入股票： 600005.SHA 2016-04-12 持仓：, ['600028.SHA', '000488.SZA', '600005.SHA'] 持仓数目: 3 2016-04-13 买入股票： 600213.SHA 2016-04-13 买入股票： 600219.SHA 2016-04-13 买入股票： 600123.SHA 2016-04-13 买入股票： 000338.SZA 2016-04-13 买入股票： 600971.SHA 2016-04-13 持仓：, ['600028.SHA', '000488.SZA', '000338.SZA', '600005.SHA', '600123.SHA', '600971.SHA', '600219.SHA', '600213.SHA'] 持仓数目: 8 2016-04-14 买入股票： 000505.SZA 2016-04-14 持仓：, ['600028.SHA', '000488.SZA', '000338.SZA', '600005.SHA', '600123.SHA', '000505.SZA', '600971.SHA', '600219.SHA', '600213.SHA'] 持仓数目: 9 2016-04-15 买入股票： 600308.SHA 2016-04-15 买入股票： 600036.SHA 2016-04-15 持仓：, ['600028.SHA', '600308.SHA', '600036.SHA', '000488.SZA', '000338.SZA', '600005.SHA', '600123.SHA', '000505.SZA', '600971.SHA', '600219.SHA', '600213.SHA'] 持仓数目: 11 2016-04-18 买入股票： 600608.SHA 2016-04-18 持仓：, ['600308.SHA', '600608.SHA', '000505.SZA', '600123.SHA', '600971.SHA', '600213.SHA', '600028.SHA', '600036.SHA', '000488.SZA', '000338.SZA', '600005.SHA', '600219.SHA'] 持仓数目: 12 2016-04-19 持仓：, ['600308.SHA', '600608.SHA', '000505.SZA', '600123.SHA', '600971.SHA', '600213.SHA', '600028.SHA', '600036.SHA', '000488.SZA', '000338.SZA', '600005.SHA', '600219.SHA'] 持仓数目: 12 2016-04-20 持仓：, ['600308.SHA', '600608.SHA', '000505.SZA', '600123.SHA', '600971.SHA', '600213.SHA', '600028.SHA', '600036.SHA', '000488.SZA', '000338.SZA', '600005.SHA', '600219.SHA'] 持仓数目: 12 2016-04-21 持仓：, ['600308.SHA', '600608.SHA', '000505.SZA', '600123.SHA', '600971.SHA', '600213.SHA', '600028.SHA', '600036.SHA', '000488.SZA', '000338.SZA', '600005.SHA', '600219.SHA'] 持仓数目: 12 2016-04-22 持仓：, ['600308.SHA', '600608.SHA', '000505.SZA', '600123.SHA', '600971.SHA', '600213.SHA', '600028.SHA', '600036.SHA', '000488.SZA', '000338.SZA', '600005.SHA', '600219.SHA'] 持仓数目: 12 2016-04-25 持仓：, ['600308.SHA', '600608.SHA', '000505.SZA', '600123.SHA', '600971.SHA', '600213.SHA', '600028.SHA', '600036.SHA', '000488.SZA', '000338.SZA', '600005.SHA', '600219.SHA'] 持仓数目: 12 2016-04-26 持仓：, ['600308.SHA', '600608.SHA', '000505.SZA', '600123.SHA', '600971.SHA', '600213.SHA', '600028.SHA', '600036.SHA', '000488.SZA', '000338.SZA', '600005.SHA', '600219.SHA'] 持仓数目: 12 2016-04-27 持仓：, ['600308.SHA', '600608.SHA', '000505.SZA', '600123.SHA', '600971.SHA', '600213.SHA', '600028.SHA', '600036.SHA', '000488.SZA', '000338.SZA', '600005.SHA', '600219.SHA'] 持仓数目: 12 2016-04-28 本身满足卖出条件卖出： Equity(2654 [600219.SHA]) 2016-04-28 持仓：, ['600308.SHA', '600608.SHA', '000505.SZA', '600123.SHA', '600971.SHA', '600213.SHA', '600028.SHA', '600036.SHA', '000488.SZA', '600005.SHA', '600219.SHA'] 持仓数目: 11 2016-04-29 本身满足卖出条件卖出： Equity(2654 [600219.SHA]) 2016-04-29 持仓：, ['600608.SHA', '000505.SZA', '600123.SHA', '600971.SHA', '600213.SHA', '600028.SHA', '600036.SHA', '000488.SZA', '600005.SHA', '600219.SHA'] 持仓数目: 10 2016-05-03 持仓：, ['600608.SHA', '000505.SZA', '600123.SHA', '600971.SHA', '600213.SHA', '600028.SHA', '600036.SHA', '000488.SZA', '600005.SHA', '600219.SHA'] 持仓数目: 10 2016-05-04 持仓：, ['600608.SHA', '000505.SZA', '600123.SHA', '600971.SHA', '600213.SHA', '600028.SHA', '600036.SHA', '000488.SZA', '600005.SHA', '600219.SHA'] 持仓数目: 10 2016-05-05 持仓：, ['600608.SHA', '000505.SZA', '600123.SHA', '600971.SHA', '600213.SHA', '600028.SHA', '600036.SHA', '000488.SZA', '600005.SHA', '600219.SHA'] 持仓数目: 10 2016-05-06 本身满足卖出条件卖出： Equity(2654 [600219.SHA]) 2016-05-06 持仓：, ['600608.SHA', '000505.SZA', '600971.SHA', '600213.SHA', '600028.SHA', '600036.SHA', '000488.SZA', '600005.SHA', '600219.SHA'] 持仓数目: 9 2016-05-09 本身满足卖出条件卖出： Equity(2654 [600219.SHA]) 2016-05-09 本身满足卖出条件卖出： Equity(2654 [600219.SHA]) 2016-05-09 本身满足卖出条件卖出： Equity(2654 [600219.SHA]) 2016-05-09 本身满足卖出条件卖出： Equity(2654 [600219.SHA]) 2016-05-09 本身满足卖出条件卖出： Equity(2654 [600219.SHA]) 2016-05-09 持仓：, ['600608.SHA', '000505.SZA', '600213.SHA', '600036.SHA'] 持仓数目: 4 2016-05-10 买入股票： 000402.SZA 2016-05-10 本身满足卖出条件卖出： Equity(1844 [600036.SHA]) 2016-05-10 持仓：, ['600608.SHA', '000505.SZA', '000402.SZA', '600036.SHA'] 持仓数目: 4 2016-05-11 本身满足卖出条件卖出： Equity(1844 [600036.SHA]) 2016-05-11 持仓：, ['000505.SZA', '000402.SZA', '600036.SHA'] 持仓数目: 3 2016-05-12 持仓：, ['000505.SZA', '000402.SZA', '600036.SHA'] 持仓数目: 3 2016-05-13 持仓：, ['000505.SZA', '000402.SZA', '600036.SHA'] 持仓数目: 3 2016-05-16 持仓：, ['000505.SZA', '000402.SZA', '600036.SHA'] 持仓数目: 3 2016-05-17 持仓：, ['000505.SZA', '000402.SZA', '600036.SHA'] 持仓数目: 3 2016-05-18 持仓：, ['000505.SZA', '000402.SZA', '600036.SHA'] 持仓数目: 3 2016-05-19 持仓：, ['000505.SZA', '000402.SZA', '600036.SHA'] 持仓数目: 3 2016-05-20 持仓：, ['000505.SZA', '000402.SZA', '600036.SHA'] 持仓数目: 3 2016-05-23 持仓：, ['000505.SZA', '000402.SZA', '600036.SHA'] 持仓数目: 3 2016-05-24 持仓：, ['000505.SZA', '000402.SZA', '600036.SHA'] 持仓数目: 3 2016-05-25 持仓：, ['000505.SZA', '000402.SZA', '600036.SHA'] 持仓数目: 3 2016-05-26 持仓：, ['000505.SZA', '000402.SZA', '600036.SHA'] 持仓数目: 3 2016-05-27 持仓：, ['000505.SZA', '000402.SZA', '600036.SHA'] 持仓数目: 3 2016-05-30 持仓：, ['000505.SZA', '000402.SZA', '600036.SHA'] 持仓数目: 3 2016-05-31 持仓满足30天卖出: Equity(1844 [600036.SHA]) 2016-05-31 持仓：, ['000505.SZA', '000402.SZA'] 持仓数目: 2 2016-06-01 持仓：, ['000505.SZA', '000402.SZA'] 持仓数目: 2 2016-06-02 持仓：, ['000505.SZA', '000402.SZA'] 持仓数目: 2 2016-06-03 持仓：, ['000505.SZA', '000402.SZA'] 持仓数目: 2 2016-06-06 持仓：, ['000505.SZA', '000402.SZA'] 持仓数目: 2 2016-06-07 买入股票： 600319.SHA 2016-06-07 持仓：, ['000505.SZA', '000402.SZA', '600319.SHA'] 持仓数目: 3 2016-06-08 持仓：, ['000505.SZA', '000402.SZA', '600319.SHA'] 持仓数目: 3 2016-06-13 持仓：, ['000505.SZA', '000402.SZA', '600319.SHA'] 持仓数目: 3 2016-06-14 持仓：, ['000505.SZA', '000402.SZA', '600319.SHA'] 持仓数目: 3 2016-06-15 本身满足卖出条件卖出： Equity(2196 [600319.SHA]) 2016-06-15 持仓：, ['000505.SZA', '600319.SHA'] 持仓数目: 2 2016-06-16 持仓：, ['000505.SZA', '600319.SHA'] 持仓数目: 2 2016-06-17 持仓：, ['000505.SZA', '600319.SHA'] 持仓数目: 2 2016-06-20 持仓：, ['000505.SZA', '600319.SHA'] 持仓数目: 2 2016-06-21 持仓：, ['000505.SZA', '600319.SHA'] 持仓数目: 2 2016-06-22 买入股票： 601398.SHA 2016-06-22 持仓：, ['000505.SZA', '600319.SHA', '601398.SHA'] 持仓数目: 3 2016-06-23 本身满足卖出条件卖出： Equity(3066 [601398.SHA]) 2016-06-23 持仓：, ['000505.SZA', '601398.SHA'] 持仓数目: 2 2016-06-24 持仓：, ['000505.SZA', '601398.SHA'] 持仓数目: 2 2016-06-27 持仓：, ['000505.SZA', '601398.SHA'] 持仓数目: 2 2016-06-28 持仓：, ['000505.SZA', '601398.SHA'] 持仓数目: 2 2016-06-29 持仓：, ['000505.SZA', '601398.SHA'] 持仓数目: 2 2016-06-30 持仓：, ['000505.SZA', '601398.SHA'] 持仓数目: 2 2016-07-01 持仓：, ['000505.SZA', '601398.SHA'] 持仓数目: 2 2016-07-04 持仓：, ['000505.SZA', '601398.SHA'] 持仓数目: 2 2016-07-05 持仓：, ['000505.SZA', '601398.SHA'] 持仓数目: 2 2016-07-06 买入股票： 601328.SHA 2016-07-06 买入股票： 600308.SHA 2016-07-06 持仓：, ['000505.SZA', '601328.SHA', '601398.SHA'] 持仓数目: 3 2016-07-07 买入股票： 601818.SHA 2016-07-07 持仓：, ['601818.SHA', '000505.SZA', '601328.SHA', '601398.SHA'] 持仓数目: 4 2016-07-08 持仓：, ['601818.SHA', '000505.SZA', '601328.SHA', '601398.SHA'] 持仓数目: 4 2016-07-11 买入股票： 600362.SHA 2016-07-11 持仓：, ['601818.SHA', '000505.SZA', '600362.SHA', '601328.SHA', '601398.SHA'] 持仓数目: 5 2016-07-12 买入股票： 601988.SHA 2016-07-12 买入股票： 601939.SHA 2016-07-12 买入股票： 600508.SHA 2016-07-12 买入股票： 601898.SHA 2016-07-12 买入股票： 601088.SHA 2016-07-12 买入股票： 600997.SHA 2016-07-12 买入股票： 600221.SHA 2016-07-12 持仓：, ['601818.SHA', '601088.SHA', '600997.SHA', '000505.SZA', '600221.SHA', '600362.SHA', '601898.SHA', '601328.SHA', '600508.SHA', '601939.SHA', '601398.SHA', '601988.SHA'] 持仓数目: 12 2016-07-13 买入股票： 601009.SHA 2016-07-13 买入股票： 600050.SHA 2016-07-13 持仓：, ['601009.SHA', '601818.SHA', '601088.SHA', '600050.SHA', '600997.SHA', '000505.SZA', '600221.SHA', '600362.SHA', '601898.SHA', '601328.SHA', '600508.SHA', '601939.SHA', '601398.SHA', '601988.SHA'] 持仓数目: 14 2016-07-14 持仓：, ['601009.SHA', '601818.SHA', '601088.SHA', '600050.SHA', '600997.SHA', '000505.SZA', '600221.SHA', '600362.SHA', '601898.SHA', '601328.SHA', '600508.SHA', '601939.SHA', '601398.SHA', '601988.SHA'] 持仓数目: 14 2016-07-15 买入股票： 600269.SHA 2016-07-15 买入股票： 600266.SHA 2016-07-15 买入股票： 600449.SHA 2016-07-15 持仓：, ['601009.SHA', '600269.SHA', '600050.SHA', '600221.SHA', '600362.SHA', '601818.SHA', '600508.SHA', '601939.SHA', '601988.SHA', '601898.SHA', '600266.SHA', '601088.SHA', '600997.SHA', '600449.SHA', '000505.SZA', '601328.SHA', '601398.SHA'] 持仓数目: 17 2016-07-18 买入股票： 601998.SHA 2016-07-18 买入股票： 000488.SZA 2016-07-18 买入股票： 600016.SHA 2016-07-18 持仓：, ['601009.SHA', '600269.SHA', '600050.SHA', '600221.SHA', '601998.SHA', '600362.SHA', '601818.SHA', '600508.SHA', '601939.SHA', '601988.SHA', '601898.SHA', '600266.SHA', '601088.SHA', '600997.SHA', '600449.SHA', '000505.SZA', '600016.SHA', '601328.SHA', '000488.SZA', '601398.SHA'] 持仓数目: 20 2016-07-19 持仓：, ['601009.SHA', '600269.SHA', '600050.SHA', '600221.SHA', '601998.SHA', '600362.SHA', '601818.SHA', '600508.SHA', '601939.SHA', '601988.SHA', '601898.SHA', '600266.SHA', '601088.SHA', '600997.SHA', '600449.SHA', '000505.SZA', '600016.SHA', '601328.SHA', '000488.SZA', '601398.SHA'] 持仓数目: 20 2016-07-20 持仓：, ['601009.SHA', '600269.SHA', '600050.SHA', '600221.SHA', '601998.SHA', '600362.SHA', '601818.SHA', '600508.SHA', '601939.SHA', '601988.SHA', '601898.SHA', '600266.SHA', '601088.SHA', '600997.SHA', '600449.SHA', '000505.SZA', '600016.SHA', '601328.SHA', '000488.SZA', '601398.SHA'] 持仓数目: 20 2016-07-21 持仓：, ['601009.SHA', '600269.SHA', '600050.SHA', '600221.SHA', '601998.SHA', '600362.SHA', '601818.SHA', '600508.SHA', '601939.SHA', '601988.SHA', '601898.SHA', '600266.SHA', '601088.SHA', '600997.SHA', '600449.SHA', '000505.SZA', '600016.SHA', '601328.SHA', '000488.SZA', '601398.SHA'] 持仓数目: 20 2016-07-22 持仓：, ['601009.SHA', '600269.SHA', '600050.SHA', '600221.SHA', '601998.SHA', '600362.SHA', '601818.SHA', '600508.SHA', '601939.SHA', '601988.SHA', '601898.SHA', '600266.SHA', '601088.SHA', '600997.SHA', '600449.SHA', '000505.SZA', '600016.SHA', '601328.SHA', '000488.SZA', '601398.SHA'] 持仓数目: 20 2016-07-25 持仓：, ['601009.SHA', '600269.SHA', '600050.SHA', '600221.SHA', '601998.SHA', '600362.SHA', '601818.SHA', '600508.SHA', '601939.SHA', '601988.SHA', '601898.SHA', '600266.SHA', '601088.SHA', '600997.SHA', '600449.SHA', '000505.SZA', '600016.SHA', '601328.SHA', '000488.SZA', '601398.SHA'] 持仓数目: 20 2016-07-26 买入股票： 000001.SZA 2016-07-26 持仓：, ['601009.SHA', '600269.SHA', '600050.SHA', '600221.SHA', '601998.SHA', '600362.SHA', '000001.SZA', '601818.SHA', '600508.SHA', '601939.SHA', '601988.SHA', '601898.SHA', '600266.SHA', '601088.SHA', '600997.SHA', '600449.SHA', '000505.SZA', '600016.SHA', '601328.SHA', '000488.SZA', '601398.SHA'] 持仓数目: 21 2016-07-27 买入股票： 601668.SHA 2016-07-27 持仓：, ['601009.SHA', '600269.SHA', '600050.SHA', '600221.SHA', '601998.SHA', '600362.SHA', '000001.SZA', '601818.SHA', '600508.SHA', '601939.SHA', '601988.SHA', '601898.SHA', '600266.SHA', '601088.SHA', '600997.SHA', '600449.SHA', '000505.SZA', '600016.SHA', '601328.SHA', '000488.SZA', '601398.SHA', '601668.SHA'] 持仓数目: 22 2016-07-28 持仓：, ['601009.SHA', '600269.SHA', '600050.SHA', '600221.SHA', '601998.SHA', '600362.SHA', '000001.SZA', '601818.SHA', '600508.SHA', '601939.SHA', '601988.SHA', '601898.SHA', '600266.SHA', '601088.SHA', '600997.SHA', '600449.SHA', '000505.SZA', '600016.SHA', '601328.SHA', '000488.SZA', '601398.SHA', '601668.SHA'] 持仓数目: 22 2016-07-29 本身满足卖出条件卖出： Equity(2939 [601668.SHA]) 2016-07-29 持仓：, ['601009.SHA', '600269.SHA', '600050.SHA', '600221.SHA', '601998.SHA', '600362.SHA', '000001.SZA', '601818.SHA', '600508.SHA', '601939.SHA', '601988.SHA', '601898.SHA', '601088.SHA', '600997.SHA', '600449.SHA', '000505.SZA', '600016.SHA', '601328.SHA', '000488.SZA', '601398.SHA', '601668.SHA'] 持仓数目: 21 2016-08-01 持仓：, ['601009.SHA', '600269.SHA', '600050.SHA', '600221.SHA', '601998.SHA', '600362.SHA', '000001.SZA', '601818.SHA', '600508.SHA', '601939.SHA', '601988.SHA', '601898.SHA', '601088.SHA', '600997.SHA', '600449.SHA', '000505.SZA', '600016.SHA', '601328.SHA', '000488.SZA', '601398.SHA', '601668.SHA'] 持仓数目: 21 2016-08-02 持仓：, ['601009.SHA', '600269.SHA', '600050.SHA', '600221.SHA', '601998.SHA', '600362.SHA', '000001.SZA', '601818.SHA', '600508.SHA', '601939.SHA', '601988.SHA', '601898.SHA', '601088.SHA', '600997.SHA', '600449.SHA', '000505.SZA', '600016.SHA', '601328.SHA', '000488.SZA', '601398.SHA', '601668.SHA'] 持仓数目: 21 2016-08-03 买入股票： 000900.SZA 2016-08-03 持仓：, ['601009.SHA', '600269.SHA', '600050.SHA', '600221.SHA', '601998.SHA', '600362.SHA', '000001.SZA', '601818.SHA', '600508.SHA', '601939.SHA', '601988.SHA', '601898.SHA', '601088.SHA', '600997.SHA', '600449.SHA', '000505.SZA', '600016.SHA', '601328.SHA', '000488.SZA', '000900.SZA', '601398.SHA', '601668.SHA'] 持仓数目: 22 2016-08-04 持仓满足30天卖出: Equity(3066 [601398.SHA]) 2016-08-04 持仓：, ['601009.SHA', '600269.SHA', '600050.SHA', '600221.SHA', '601998.SHA', '600362.SHA', '000001.SZA', '601818.SHA', '600508.SHA', '601939.SHA', '601988.SHA', '601898.SHA', '601088.SHA', '600997.SHA', '600449.SHA', '000505.SZA', '600016.SHA', '601328.SHA', '000488.SZA', '000900.SZA', '601668.SHA'] 持仓数目: 21 2016-08-05 本身满足卖出条件卖出： Equity(2939 [601668.SHA]) 2016-08-05 持仓：, ['601009.SHA', '600269.SHA', '600050.SHA', '600221.SHA', '601998.SHA', '000001.SZA', '601818.SHA', '600508.SHA', '601939.SHA', '601988.SHA', '601898.SHA', '601088.SHA', '600997.SHA', '600449.SHA', '000505.SZA', '600016.SHA', '601328.SHA', '000488.SZA', '000900.SZA', '601668.SHA'] 持仓数目: 20 2016-08-08 买入股票： 600823.SHA 2016-08-08 买入股票： 600801.SHA 2016-08-08 买入股票： 600720.SHA 2016-08-08 持仓：, ['601009.SHA', '600269.SHA', '600050.SHA', '600801.SHA', '600221.SHA', '601998.SHA', '600823.SHA', '000001.SZA', '601818.SHA', '600508.SHA', '601939.SHA', '601988.SHA', '601898.SHA', '601088.SHA', '600997.SHA', '600449.SHA', '000505.SZA', '600016.SHA', '600720.SHA', '601328.SHA', '000488.SZA', '000900.SZA', '601668.SHA'] 持仓数目: 23 2016-08-09 买入股票： 601006.SHA 2016-08-09 买入股票： 600350.SHA 2016-08-09 持仓：, ['601009.SHA', '600269.SHA', '600050.SHA', '600801.SHA', '600221.SHA', '601998.SHA', '600823.SHA', '000001.SZA', '601818.SHA', '600508.SHA', '601939.SHA', '601988.SHA', '601898.SHA', '601088.SHA', '600997.SHA', '600449.SHA', '000505.SZA', '600016.SHA', '601006.SHA', '600720.SHA', '601328.SHA', '600350.SHA', '000488.SZA', '000900.SZA', '601668.SHA'] 持仓数目: 25 2016-08-10 买入股票： 000825.SZA 2016-08-10 买入股票： 000959.SZA 2016-08-10 持仓：, ['601009.SHA', '600269.SHA', '600050.SHA', '600801.SHA', '600221.SHA', '601998.SHA', '600823.SHA', '000001.SZA', '601818.SHA', '600508.SHA', '601939.SHA', '601988.SHA', '601898.SHA', '000959.SZA', '601088.SHA', '000825.SZA', '600997.SHA', '600449.SHA', '000505.SZA', '600016.SHA', '601006.SHA', '600720.SHA', '601328.SHA', '600350.SHA', '000488.SZA', '000900.SZA', '601668.SHA'] 持仓数目: 27 2016-08-11 买入股票： 601288.SHA 2016-08-11 买入股票： 600015.SHA 2016-08-11 持仓：, ['601009.SHA', '601288.SHA', '600269.SHA', '600050.SHA', '600801.SHA', '600221.SHA', '601998.SHA', '600823.SHA', '000001.SZA', '601818.SHA', '600508.SHA', '601939.SHA', '601988.SHA', '601898.SHA', '000959.SZA', '601088.SHA', '000825.SZA', '600997.SHA', '600449.SHA', '000505.SZA', '600016.SHA', '600015.SHA', '601006.SHA', '600720.SHA', '601328.SHA', '600350.SHA', '000488.SZA', '000900.SZA', '601668.SHA'] 持仓数目: 29 2016-08-12 买入股票： 600028.SHA 2016-08-12 持仓：, ['601009.SHA', '601288.SHA', '600269.SHA', '600050.SHA', '600801.SHA', '600221.SHA', '601998.SHA', '600823.SHA', '000001.SZA', '601818.SHA', '600508.SHA', '601939.SHA', '601988.SHA', '601898.SHA', '000959.SZA', '601088.SHA', '000825.SZA', '600997.SHA', '600449.SHA', '000505.SZA', '600016.SHA', '600015.SHA', '601006.SHA', '600720.SHA', '601328.SHA', '600028.SHA', '600350.SHA', '000488.SZA', '000900.SZA', '601668.SHA'] 持仓数目: 30 2016-08-15 持仓：, ['601009.SHA', '601288.SHA', '600269.SHA', '600050.SHA', '600801.SHA', '600221.SHA', '601998.SHA', '600823.SHA', '000001.SZA', '601818.SHA', '600508.SHA', '601939.SHA', '601988.SHA', '601898.SHA', '000959.SZA', '601088.SHA', '000825.SZA', '600997.SHA', '600449.SHA', '000505.SZA', '600016.SHA', '600015.SHA', '601006.SHA', '600720.SHA', '601328.SHA', '600028.SHA', '600350.SHA', '000488.SZA', '000900.SZA', '601668.SHA'] 持仓数目: 30 2016-08-16 持仓：, ['601009.SHA', '601288.SHA', '600269.SHA', '600050.SHA', '600801.SHA', '600221.SHA', '601998.SHA', '600823.SHA', '000001.SZA', '601818.SHA', '600508.SHA', '601939.SHA', '601988.SHA', '601898.SHA', '000959.SZA', '601088.SHA', '000825.SZA', '600997.SHA', '600449.SHA', '000505.SZA', '600016.SHA', '600015.SHA', '601006.SHA', '600720.SHA', '601328.SHA', '600028.SHA', '600350.SHA', '000488.SZA', '000900.SZA', '601668.SHA'] 持仓数目: 30 2016-08-17 持仓：, ['601009.SHA', '601288.SHA', '600269.SHA', '600050.SHA', '600801.SHA', '600221.SHA', '601998.SHA', '600823.SHA', '000001.SZA', '601818.SHA', '600508.SHA', '601939.SHA', '601988.SHA', '601898.SHA', '000959.SZA', '601088.SHA', '000825.SZA', '600997.SHA', '600449.SHA', '000505.SZA', '600016.SHA', '600015.SHA', '601006.SHA', '600720.SHA', '601328.SHA', '600028.SHA', '600350.SHA', '000488.SZA', '000900.SZA', '601668.SHA'] 持仓数目: 30 2016-08-18 持仓满足30天卖出: Equity(3121 [601328.SHA]) 2016-08-18 持仓：, ['601009.SHA', '601288.SHA', '600269.SHA', '600050.SHA', '600801.SHA', '600221.SHA', '601998.SHA', '600823.SHA', '000001.SZA', '601818.SHA', '600508.SHA', '601939.SHA', '601988.SHA', '601898.SHA', '000959.SZA', '601088.SHA', '000825.SZA', '600997.SHA', '600449.SHA', '000505.SZA', '600016.SHA', '600015.SHA', '601006.SHA', '600720.SHA', '600028.SHA', '600350.SHA', '000488.SZA', '000900.SZA', '601668.SHA'] 持仓数目: 29 2016-08-19 买入股票： 601117.SHA 2016-08-19 持仓满足30天卖出: Equity(3025 [601818.SHA]) 2016-08-19 持仓：, ['601009.SHA', '601288.SHA', '600269.SHA', '600050.SHA', '600801.SHA', '600221.SHA', '601998.SHA', '600823.SHA', '000001.SZA', '600508.SHA', '601939.SHA', '601988.SHA', '601898.SHA', '000959.SZA', '601088.SHA', '000825.SZA', '600997.SHA', '600449.SHA', '000505.SZA', '600016.SHA', '600015.SHA', '601006.SHA', '600720.SHA', '600028.SHA', '600350.SHA', '000488.SZA', '000900.SZA', '601668.SHA', '601117.SHA'] 持仓数目: 29 2016-08-22 买入股票： 000157.SZA 2016-08-22 持仓：, ['601009.SHA', '601288.SHA', '600269.SHA', '600050.SHA', '600801.SHA', '600221.SHA', '601998.SHA', '600823.SHA', '000001.SZA', '600508.SHA', '601939.SHA', '601988.SHA', '601898.SHA', '000959.SZA', '601088.SHA', '000825.SZA', '600997.SHA', '600449.SHA', '000505.SZA', '000157.SZA', '600016.SHA', '600015.SHA', '601006.SHA', '600720.SHA', '600028.SHA', '600350.SHA', '000488.SZA', '000900.SZA', '601668.SHA', '601117.SHA'] 持仓数目: 30 2016-08-23 持仓：, ['601009.SHA', '601288.SHA', '600269.SHA', '600050.SHA', '600801.SHA', '600221.SHA', '601998.SHA', '600823.SHA', '000001.SZA', '600508.SHA', '601939.SHA', '601988.SHA', '601898.SHA', '000959.SZA', '601088.SHA', '000825.SZA', '600997.SHA', '600449.SHA', '000505.SZA', '000157.SZA', '600016.SHA', '600015.SHA', '601006.SHA', '600720.SHA', '600028.SHA', '600350.SHA', '000488.SZA', '000900.SZA', '601668.SHA', '601117.SHA'] 持仓数目: 30 2016-08-24 持仓满足30天卖出: Equity(74 [600221.SHA]) 2016-08-24 持仓满足30天卖出: Equity(2771 [600508.SHA]) 2016-08-24 持仓满足30天卖出: Equity(984 [601939.SHA]) 2016-08-24 持仓满足30天卖出: Equity(922 [601988.SHA]) 2016-08-24 持仓满足30天卖出: Equity(3101 [601898.SHA]) 2016-08-24 持仓满足30天卖出: Equity(1058 [601088.SHA]) 2016-08-24 持仓满足30天卖出: Equity(165 [600997.SHA]) 2016-08-24 持仓：, ['601009.SHA', '601288.SHA', '600269.SHA', '600050.SHA', '600801.SHA', '601998.SHA', '600823.SHA', '000001.SZA', '000959.SZA', '000825.SZA', '600449.SHA', '000505.SZA', '000157.SZA', '600016.SHA', '600015.SHA', '601006.SHA', '600720.SHA', '600028.SHA', '600350.SHA', '000488.SZA', '000900.SZA', '601668.SHA', '601117.SHA'] 持仓数目: 23 2016-08-25 买入股票： 600808.SHA 2016-08-25 持仓满足30天卖出: Equity(128 [601009.SHA]) 2016-08-25 持仓满足30天卖出: Equity(2308 [600050.SHA]) 2016-08-25 持仓：, ['601288.SHA', '600269.SHA', '600801.SHA', '601998.SHA', '600823.SHA', '000001.SZA', '600808.SHA', '000959.SZA', '000825.SZA', '600449.SHA', '000505.SZA', '000157.SZA', '600016.SHA', '600015.SHA', '601006.SHA', '600720.SHA', '600028.SHA', '600350.SHA', '000488.SZA', '000900.SZA', '601668.SHA', '601117.SHA'] 持仓数目: 22 2016-08-26 持仓：, ['601288.SHA', '600269.SHA', '600801.SHA', '601998.SHA', '600823.SHA', '000001.SZA', '600808.SHA', '000959.SZA', '000825.SZA', '600449.SHA', '000505.SZA', '000157.SZA', '600016.SHA', '600015.SHA', '601006.SHA', '600720.SHA', '600028.SHA', '600350.SHA', '000488.SZA', '000900.SZA', '601668.SHA', '601117.SHA'] 持仓数目: 22 2016-08-29 持仓满足30天卖出: Equity(1731 [600269.SHA]) 2016-08-29 持仓满足30天卖出: Equity(1766 [600449.SHA]) 2016-08-29 本身满足卖出条件卖出： Equity(2428 [601117.SHA]) 2016-08-29 持仓：, ['601288.SHA', '600801.SHA', '601998.SHA', '600823.SHA', '000001.SZA', '600808.SHA', '000959.SZA', '000825.SZA', '000505.SZA', '000157.SZA', '600015.SHA', '601006.SHA', '600720.SHA', '600028.SHA', '600350.SHA', '000488.SZA', '000900.SZA', '601668.SHA', '601117.SHA'] 持仓数目: 19 2016-08-30 持仓满足30天卖出: Equity(1355 [601998.SHA]) 2016-08-30 持仓满足30天卖出: Equity(1781 [000488.SZA]) 2016-08-30 持仓：, ['601288.SHA', '600801.SHA', '600823.SHA', '000001.SZA', '600808.SHA', '000959.SZA', '000825.SZA', '000505.SZA', '000157.SZA', '600015.SHA', '601006.SHA', '600720.SHA', '600028.SHA', '600350.SHA', '000900.SZA', '601668.SHA', '601117.SHA'] 持仓数目: 17 2016-08-31 持仓：, ['601288.SHA', '600801.SHA', '600823.SHA', '000001.SZA', '600808.SHA', '000959.SZA', '000825.SZA', '000505.SZA', '000157.SZA', '600015.SHA', '601006.SHA', '600720.SHA', '600028.SHA', '600350.SHA', '000900.SZA', '601668.SHA', '601117.SHA'] 持仓数目: 17 2016-09-01 持仓：, ['601288.SHA', '600801.SHA', '600823.SHA', '000001.SZA', '600808.SHA', '000959.SZA', '000825.SZA', '000505.SZA', '000157.SZA', '600015.SHA', '601006.SHA', '600720.SHA', '600028.SHA', '600350.SHA', '000900.SZA', '601668.SHA', '601117.SHA'] 持仓数目: 17 2016-09-02 买入股票： 600811.SHA 2016-09-02 本身满足卖出条件卖出： Equity(2428 [601117.SHA]) 2016-09-02 本身满足卖出条件卖出： Equity(2428 [601117.SHA]) 2016-09-02 持仓：, ['601288.SHA', '600823.SHA', '000001.SZA', '600808.SHA', '000959.SZA', '000825.SZA', '000505.SZA', '000157.SZA', '600015.SHA', '601006.SHA', '600720.SHA', '600028.SHA', '600350.SHA', '600811.SHA', '000900.SZA', '601668.SHA'] 持仓数目: 16 2016-09-05 持仓：, ['601288.SHA', '600823.SHA', '000001.SZA', '600808.SHA', '000959.SZA', '000825.SZA', '000505.SZA', '000157.SZA', '600015.SHA', '601006.SHA', '600720.SHA', '600028.SHA', '600350.SHA', '600811.SHA', '000900.SZA', '601668.SHA'] 持仓数目: 16 2016-09-06 持仓：, ['601288.SHA', '600823.SHA', '000001.SZA', '600808.SHA', '000959.SZA', '000825.SZA', '000505.SZA', '000157.SZA', '600015.SHA', '601006.SHA', '600720.SHA', '600028.SHA', '600350.SHA', '600811.SHA', '000900.SZA', '601668.SHA'] 持仓数目: 16 2016-09-07 买入股票： 000528.SZA 2016-09-07 持仓满足30天卖出: Equity(1487 [000001.SZA]) 2016-09-07 持仓：, ['601288.SHA', '600823.SHA', '000528.SZA', '600808.SHA', '000959.SZA', '000825.SZA', '000505.SZA', '000157.SZA', '600015.SHA', '601006.SHA', '600720.SHA', '600028.SHA', '600350.SHA', '600811.SHA', '000900.SZA', '601668.SHA'] 持仓数目: 16 2016-09-08 买入股票： 600997.SHA 2016-09-08 持仓满足30天卖出: Equity(2939 [601668.SHA]) 2016-09-08 本身满足卖出条件卖出： Equity(2939 [601668.SHA]) 2016-09-08 持仓：, ['601288.SHA', '600823.SHA', '000528.SZA', '600808.SHA', '000959.SZA', '000825.SZA', '600997.SHA', '000505.SZA', '000157.SZA', '600015.SHA', '601006.SHA', '600028.SHA', '600350.SHA', '600811.SHA', '000900.SZA'] 持仓数目: 15 2016-09-09 买入股票： 600026.SHA 2016-09-09 持仓：, ['601288.SHA', '600026.SHA', '600823.SHA', '000528.SZA', '600808.SHA', '000959.SZA', '000825.SZA', '600997.SHA', '000505.SZA', '000157.SZA', '600015.SHA', '601006.SHA', '600028.SHA', '600350.SHA', '600811.SHA', '000900.SZA'] 持仓数目: 16 2016-09-12 持仓：, ['601288.SHA', '600026.SHA', '600823.SHA', '000528.SZA', '600808.SHA', '000959.SZA', '000825.SZA', '600997.SHA', '000505.SZA', '000157.SZA', '600015.SHA', '601006.SHA', '600028.SHA', '600350.SHA', '600811.SHA', '000900.SZA'] 持仓数目: 16 2016-09-13 本身满足卖出条件卖出： Equity(2103 [000900.SZA]) 2016-09-13 本身满足卖出条件卖出： Equity(2103 [000900.SZA]) 2016-09-13 持仓：, ['601288.SHA', '600026.SHA', '600823.SHA', '000528.SZA', '600808.SHA', '000959.SZA', '000825.SZA', '600997.SHA', '000505.SZA', '000157.SZA', '600028.SHA', '600350.SHA', '600811.SHA', '000900.SZA'] 持仓数目: 14 2016-09-14 本身满足卖出条件卖出： Equity(2103 [000900.SZA]) 2016-09-14 本身满足卖出条件卖出： Equity(2103 [000900.SZA]) 2016-09-14 持仓：, ['600026.SHA', '600823.SHA', '000528.SZA', '600808.SHA', '000959.SZA', '600997.SHA', '000505.SZA', '000157.SZA', '600028.SHA', '600350.SHA', '600811.SHA', '000900.SZA'] 持仓数目: 12 2016-09-19 持仓满足30天卖出: Equity(2103 [000900.SZA]) 2016-09-19 本身满足卖出条件卖出： Equity(2103 [000900.SZA]) 2016-09-19 本身满足卖出条件卖出： Equity(2103 [000900.SZA]) 2016-09-19 本身满足卖出条件卖出： Equity(2103 [000900.SZA]) 2016-09-19 持仓：, ['600026.SHA', '000528.SZA', '000959.SZA', '600997.SHA', '000505.SZA', '000157.SZA', '600350.SHA', '600811.SHA'] 持仓数目: 8 2016-09-20 本身满足卖出条件卖出： Equity(1205 [600811.SHA]) 2016-09-20 持仓：, ['600026.SHA', '000528.SZA', '000959.SZA', '600997.SHA', '000505.SZA', '000157.SZA', '600350.SHA'] 持仓数目: 7 2016-09-21 持仓：, ['600026.SHA', '000528.SZA', '000959.SZA', '600997.SHA', '000505.SZA', '000157.SZA', '600350.SHA'] 持仓数目: 7 2016-09-22 本身满足卖出条件卖出： Equity(692 [600350.SHA]) 2016-09-22 持仓：, ['000528.SZA', '000959.SZA', '600997.SHA', '000505.SZA', '000157.SZA', '600350.SHA'] 持仓数目: 6 2016-09-23 持仓满足30天卖出: Equity(692 [600350.SHA]) 2016-09-23 持仓：, ['000528.SZA', '000959.SZA', '600997.SHA', '000505.SZA', '000157.SZA'] 持仓数目: 5 2016-09-26 持仓：, ['000528.SZA', '000959.SZA', '600997.SHA', '000505.SZA', '000157.SZA'] 持仓数目: 5 2016-09-27 持仓：, ['000528.SZA', '000959.SZA', '600997.SHA', '000505.SZA', '000157.SZA'] 持仓数目: 5 2016-09-28 持仓：, ['000528.SZA', '000959.SZA', '600997.SHA', '000505.SZA', '000157.SZA'] 持仓数目: 5 2016-09-29 买入股票： 601666.SHA 2016-09-29 持仓满足30天卖出: Equity(1376 [000959.SZA]) 2016-09-29 持仓：, ['601666.SHA', '000528.SZA', '600997.SHA', '000505.SZA', '000157.SZA'] 持仓数目: 5 2016-09-30 持仓：, ['601666.SHA', '000528.SZA', '600997.SHA', '000505.SZA', '000157.SZA'] 持仓数目: 5 2016-10-10 买入股票： 600028.SHA 2016-10-10 买入股票： 600508.SHA 2016-10-10 买入股票： 601717.SHA 2016-10-10 持仓：, ['601666.SHA', '000528.SZA', '600508.SHA', '600997.SHA', '000505.SZA', '601717.SHA', '000157.SZA', '600028.SHA'] 持仓数目: 8 2016-10-11 持仓：, ['601666.SHA', '000528.SZA', '600508.SHA', '600997.SHA', '000505.SZA', '601717.SHA', '000157.SZA', '600028.SHA'] 持仓数目: 8 2016-10-12 持仓：, ['601666.SHA', '000528.SZA', '600508.SHA', '600997.SHA', '000505.SZA', '601717.SHA', '000157.SZA', '600028.SHA'] 持仓数目: 8 2016-10-13 买入股票： 000900.SZA 2016-10-13 买入股票： 600657.SHA 2016-10-13 持仓满足30天卖出: Equity(1148 [000157.SZA]) 2016-10-13 持仓：, ['601666.SHA', '000528.SZA', '600508.SHA', '600997.SHA', '000505.SZA', '601717.SHA', '600028.SHA', '600657.SHA', '000900.SZA'] 持仓数目: 9 2016-10-14 持仓：, ['601666.SHA', '000528.SZA', '600508.SHA', '600997.SHA', '000505.SZA', '601717.SHA', '600028.SHA', '600657.SHA', '000900.SZA'] 持仓数目: 9 2016-10-17 买入股票： 000968.SZA 2016-10-17 买入股票： 600123.SHA 2016-10-17 买入股票： 000488.SZA 2016-10-17 买入股票： 600971.SHA 2016-10-17 持仓：, ['601666.SHA', '000528.SZA', '600971.SHA', '600508.SHA', '000968.SZA', '600997.SHA', '000505.SZA', '601717.SHA', '600123.SHA', '600028.SHA', '000488.SZA', '600657.SHA', '000900.SZA'] 持仓数目: 13 2016-10-18 买入股票： 600026.SHA 2016-10-18 买入股票： 601333.SHA 2016-10-18 持仓：, ['601666.SHA', '600026.SHA', '000528.SZA', '600971.SHA', '600508.SHA', '000968.SZA', '601333.SHA', '600997.SHA', '000505.SZA', '601717.SHA', '600123.SHA', '600028.SHA', '000488.SZA', '600657.SHA', '000900.SZA'] 持仓数目: 15 2016-10-19 持仓：, ['601666.SHA', '600026.SHA', '000528.SZA', '600971.SHA', '600508.SHA', '000968.SZA', '601333.SHA', '600997.SHA', '000505.SZA', '601717.SHA', '600123.SHA', '600028.SHA', '000488.SZA', '600657.SHA', '000900.SZA'] 持仓数目: 15 2016-10-20 持仓：, ['601666.SHA', '600026.SHA', '000528.SZA', '600971.SHA', '600508.SHA', '000968.SZA', '601333.SHA', '600997.SHA', '000505.SZA', '601717.SHA', '600123.SHA', '600028.SHA', '000488.SZA', '600657.SHA', '000900.SZA'] 持仓数目: 15 2016-10-21 买入股票： 601117.SHA 2016-10-21 买入股票： 601006.SHA 2016-10-21 买入股票： 601186.SHA 2016-10-21 持仓：, ['601006.SHA', '601666.SHA', '600026.SHA', '000528.SZA', '600971.SHA', '600508.SHA', '000968.SZA', '601186.SHA', '601333.SHA', '600997.SHA', '000505.SZA', '601717.SHA', '600123.SHA', '600028.SHA', '000488.SZA', '600657.SHA', '000900.SZA', '601117.SHA'] 持仓数目: 18 2016-10-24 买入股票： 000825.SZA 2016-10-24 买入股票： 601088.SHA 2016-10-24 持仓：, ['601006.SHA', '601666.SHA', '600026.SHA', '000528.SZA', '600971.SHA', '600508.SHA', '000968.SZA', '601186.SHA', '601333.SHA', '601088.SHA', '000825.SZA', '600997.SHA', '000505.SZA', '601717.SHA', '600123.SHA', '600028.SHA', '000488.SZA', '600657.SHA', '000900.SZA', '601117.SHA'] 持仓数目: 20 2016-10-25 持仓：, ['601006.SHA', '601666.SHA', '600026.SHA', '000528.SZA', '600971.SHA', '600508.SHA', '000968.SZA', '601186.SHA', '601333.SHA', '601088.SHA', '000825.SZA', '600997.SHA', '000505.SZA', '601717.SHA', '600123.SHA', '600028.SHA', '000488.SZA', '600657.SHA', '000900.SZA', '601117.SHA'] 持仓数目: 20 2016-10-26 持仓：, ['601006.SHA', '601666.SHA', '600026.SHA', '000528.SZA', '600971.SHA', '600508.SHA', '000968.SZA', '601186.SHA', '601333.SHA', '601088.SHA', '000825.SZA', '600997.SHA', '000505.SZA', '601717.SHA', '600123.SHA', '600028.SHA', '000488.SZA', '600657.SHA', '000900.SZA', '601117.SHA'] 持仓数目: 20 2016-10-27 持仓：, ['601006.SHA', '601666.SHA', '600026.SHA', '000528.SZA', '600971.SHA', '600508.SHA', '000968.SZA', '601186.SHA', '601333.SHA', '601088.SHA', '000825.SZA', '600997.SHA', '000505.SZA', '601717.SHA', '600123.SHA', '600028.SHA', '000488.SZA', '600657.SHA', '000900.SZA', '601117.SHA'] 持仓数目: 20 2016-10-28 买入股票： 000830.SZA 2016-10-28 买入股票： 000338.SZA 2016-10-28 持仓满足30天卖出: Equity(2599 [000505.SZA]) 2016-10-28 持仓：, ['601006.SHA', '000338.SZA', '601666.SHA', '000830.SZA', '600026.SHA', '000528.SZA', '600971.SHA', '600508.SHA', '000968.SZA', '601186.SHA', '601333.SHA', '601088.SHA', '000825.SZA', '600997.SHA', '601717.SHA', '600123.SHA', '600028.SHA', '000488.SZA', '600657.SHA', '000900.SZA', '601117.SHA'] 持仓数目: 21 2016-10-31 持仓满足30天卖出: Equity(2574 [000528.SZA]) 2016-10-31 持仓：, ['601006.SHA', '000338.SZA', '601666.SHA', '000830.SZA', '600026.SHA', '600971.SHA', '600508.SHA', '000968.SZA', '601186.SHA', '601333.SHA', '601088.SHA', '000825.SZA', '600997.SHA', '601717.SHA', '600123.SHA', '600028.SHA', '000488.SZA', '600657.SHA', '000900.SZA', '601117.SHA'] 持仓数目: 20 2016-11-01 持仓满足30天卖出: Equity(165 [600997.SHA]) 2016-11-01 持仓：, ['601006.SHA', '000338.SZA', '601666.SHA', '000830.SZA', '600026.SHA', '600971.SHA', '600508.SHA', '000968.SZA', '601186.SHA', '601333.SHA', '601088.SHA', '000825.SZA', '601717.SHA', '600123.SHA', '600028.SHA', '000488.SZA', '600657.SHA', '000900.SZA', '601117.SHA'] 持仓数目: 19 2016-11-02 持仓：, ['601006.SHA', '000338.SZA', '601666.SHA', '000830.SZA', '600026.SHA', '600971.SHA', '600508.SHA', '000968.SZA', '601186.SHA', '601333.SHA', '601088.SHA', '000825.SZA', '601717.SHA', '600123.SHA', '600028.SHA', '000488.SZA', '600657.SHA', '000900.SZA', '601117.SHA'] 持仓数目: 19 2016-11-03 持仓：, ['601006.SHA', '000338.SZA', '601666.SHA', '000830.SZA', '600026.SHA', '600971.SHA', '600508.SHA', '000968.SZA', '601186.SHA', '601333.SHA', '601088.SHA', '000825.SZA', '601717.SHA', '600123.SHA', '600028.SHA', '000488.SZA', '600657.SHA', '000900.SZA', '601117.SHA'] 持仓数目: 19 2016-11-04 持仓：, ['601006.SHA', '000338.SZA', '601666.SHA', '000830.SZA', '600026.SHA', '600971.SHA', '600508.SHA', '000968.SZA', '601186.SHA', '601333.SHA', '601088.SHA', '000825.SZA', '601717.SHA', '600123.SHA', '600028.SHA', '000488.SZA', '600657.SHA', '000900.SZA', '601117.SHA'] 持仓数目: 19 2016-11-07 买入股票： 600265.SHA 2016-11-07 买入股票： 600308.SHA 2016-11-07 买入股票： 000422.SZA 2016-11-07 买入股票： 600966.SHA 2016-11-07 持仓：, ['000830.SZA', '600026.SHA', '600971.SHA', '600265.SHA', '000968.SZA', '601333.SHA', '601088.SHA', '600308.SHA', '000422.SZA', '601186.SHA', '600123.SHA', '600028.SHA', '000338.SZA', '000900.SZA', '601006.SHA', '600657.SHA', '601666.SHA', '600508.SHA', '000825.SZA', '601717.SHA', '600966.SHA', '000488.SZA', '601117.SHA'] 持仓数目: 23 2016-11-08 持仓：, ['000830.SZA', '600026.SHA', '600971.SHA', '600265.SHA', '000968.SZA', '601333.SHA', '601088.SHA', '600308.SHA', '000422.SZA', '601186.SHA', '600123.SHA', '600028.SHA', '000338.SZA', '000900.SZA', '601006.SHA', '600657.SHA', '601666.SHA', '600508.SHA', '000825.SZA', '601717.SHA', '600966.SHA', '000488.SZA', '601117.SHA'] 持仓数目: 23 2016-11-09 买入股票： 000725.SZA 2016-11-09 持仓：, ['000725.SZA', '000830.SZA', '600026.SHA', '600971.SHA', '600265.SHA', '000968.SZA', '601333.SHA', '601088.SHA', '600308.SHA', '000422.SZA', '601186.SHA', '600123.SHA', '600028.SHA', '000338.SZA', '000900.SZA', '601006.SHA', '600657.SHA', '601666.SHA', '600508.SHA', '000825.SZA', '601717.SHA', '600966.SHA', '000488.SZA', '601117.SHA'] 持仓数目: 24 2016-11-10 买入股票： 600362.SHA 2016-11-10 本身满足卖出条件卖出： Equity(2428 [601117.SHA]) 2016-11-10 持仓：, ['000725.SZA', '000830.SZA', '600026.SHA', '600971.SHA', '600265.SHA', '000968.SZA', '601333.SHA', '601088.SHA', '600308.SHA', '000422.SZA', '601186.SHA', '600123.SHA', '600028.SHA', '000338.SZA', '601006.SHA', '600657.SHA', '601666.SHA', '600508.SHA', '600362.SHA', '000825.SZA', '601717.SHA', '600966.SHA', '000488.SZA', '601117.SHA'] 持仓数目: 24 2016-11-11 买入股票： 000528.SZA 2016-11-11 买入股票： 600585.SHA 2016-11-11 持仓：, ['000725.SZA', '000830.SZA', '600026.SHA', '000528.SZA', '600971.SHA', '600265.SHA', '000968.SZA', '601333.SHA', '601088.SHA', '600308.SHA', '000422.SZA', '601186.SHA', '600123.SHA', '600028.SHA', '000338.SZA', '601006.SHA', '600657.SHA', '601666.SHA', '600585.SHA', '600508.SHA', '600362.SHA', '000825.SZA', '601717.SHA', '600966.SHA', '000488.SZA', '601117.SHA'] 持仓数目: 26 2016-11-14 买入股票： 600581.SHA 2016-11-14 买入股票： 600717.SHA 2016-11-14 买入股票： 600089.SHA 2016-11-14 本身满足卖出条件卖出： Equity(2428 [601117.SHA]) 2016-11-14 持仓：, ['000725.SZA', '000830.SZA', '600026.SHA', '000528.SZA', '600971.SHA', '600265.SHA', '600717.SHA', '000968.SZA', '601333.SHA', '601088.SHA', '600308.SHA', '000422.SZA', '601186.SHA', '600123.SHA', '600028.SHA', '000338.SZA', '601006.SHA', '601666.SHA', '600585.SHA', '600089.SHA', '600508.SHA', '600581.SHA', '600362.SHA', '000825.SZA', '601717.SHA', '600966.SHA', '000488.SZA', '601117.SHA'] 持仓数目: 28 2016-11-15 持仓：, ['000725.SZA', '000830.SZA', '600026.SHA', '000528.SZA', '600971.SHA', '600265.SHA', '600717.SHA', '000968.SZA', '601333.SHA', '601088.SHA', '600308.SHA', '000422.SZA', '601186.SHA', '600123.SHA', '600028.SHA', '000338.SZA', '601006.SHA', '601666.SHA', '600585.SHA', '600089.SHA', '600508.SHA', '600581.SHA', '600362.SHA', '000825.SZA', '601717.SHA', '600966.SHA', '000488.SZA', '601117.SHA'] 持仓数目: 28 2016-11-16 买入股票： 000504.SZA 2016-11-16 买入股票： 600603.SHA 2016-11-16 持仓：, ['000725.SZA', '000830.SZA', '600026.SHA', '000528.SZA', '600971.SHA', '600265.SHA', '600717.SHA', '000968.SZA', '601333.SHA', '601088.SHA', '600308.SHA', '000422.SZA', '601186.SHA', '600123.SHA', '600603.SHA', '600028.SHA', '000338.SZA', '601006.SHA', '601666.SHA', '600585.SHA', '600089.SHA', '600508.SHA', '600581.SHA', '000504.SZA', '600362.SHA', '000825.SZA', '601717.SHA', '600966.SHA', '000488.SZA', '601117.SHA'] 持仓数目: 30 2016-11-17 持仓：, ['000725.SZA', '000830.SZA', '600026.SHA', '000528.SZA', '600971.SHA', '600265.SHA', '600717.SHA', '000968.SZA', '601333.SHA', '601088.SHA', '600308.SHA', '000422.SZA', '601186.SHA', '600123.SHA', '600603.SHA', '600028.SHA', '000338.SZA', '601006.SHA', '601666.SHA', '600585.SHA', '600089.SHA', '600508.SHA', '600581.SHA', '000504.SZA', '600362.SHA', '000825.SZA', '601717.SHA', '600966.SHA', '000488.SZA', '601117.SHA'] 持仓数目: 30 2016-11-18 持仓满足30天卖出: Equity(2247 [601666.SHA]) 2016-11-18 持仓：, ['000725.SZA', '000830.SZA', '600026.SHA', '000528.SZA', '600971.SHA', '600265.SHA', '600717.SHA', '000968.SZA', '601333.SHA', '601088.SHA', '600308.SHA', '000422.SZA', '601186.SHA', '600123.SHA', '600603.SHA', '600028.SHA', '000338.SZA', '601006.SHA', '600585.SHA', '600089.SHA', '600508.SHA', '600581.SHA', '000504.SZA', '600362.SHA', '000825.SZA', '601717.SHA', '600966.SHA', '000488.SZA', '601117.SHA'] 持仓数目: 29 2016-11-21 买入股票： 600015.SHA 2016-11-21 持仓：, ['000725.SZA', '000830.SZA', '600026.SHA', '000528.SZA', '600015.SHA', '600971.SHA', '600265.SHA', '600717.SHA', '000968.SZA', '601333.SHA', '601088.SHA', '600308.SHA', '000422.SZA', '601186.SHA', '600123.SHA', '600603.SHA', '600028.SHA', '000338.SZA', '601006.SHA', '600585.SHA', '600089.SHA', '600508.SHA', '600581.SHA', '000504.SZA', '600362.SHA', '000825.SZA', '601717.SHA', '600966.SHA', '000488.SZA', '601117.SHA'] 持仓数目: 30 2016-11-22 持仓满足30天卖出: Equity(2354 [600028.SHA]) 2016-11-22 持仓满足30天卖出: Equity(2771 [600508.SHA]) 2016-11-22 持仓：, ['000725.SZA', '000830.SZA', '600026.SHA', '000528.SZA', '600015.SHA', '600971.SHA', '600265.SHA', '600717.SHA', '000968.SZA', '601333.SHA', '601088.SHA', '600308.SHA', '000422.SZA', '601186.SHA', '600123.SHA', '600603.SHA', '000338.SZA', '601006.SHA', '600585.SHA', '600089.SHA', '600581.SHA', '000504.SZA', '600362.SHA', '000825.SZA', '601717.SHA', '600966.SHA', '000488.SZA', '601117.SHA'] 持仓数目: 28 2016-11-23 买入股票： 601939.SHA 2016-11-23 买入股票： 601998.SHA 2016-11-23 持仓：, ['000725.SZA', '000830.SZA', '600026.SHA', '000528.SZA', '600015.SHA', '600971.SHA', '600265.SHA', '600717.SHA', '000968.SZA', '601333.SHA', '601088.SHA', '600308.SHA', '000422.SZA', '601186.SHA', '600123.SHA', '600603.SHA', '000338.SZA', '601006.SHA', '600585.SHA', '601998.SHA', '600089.SHA', '601939.SHA', '600581.SHA', '000504.SZA', '600362.SHA', '000825.SZA', '601717.SHA', '600966.SHA', '000488.SZA', '601117.SHA'] 持仓数目: 30 2016-11-24 持仓满足30天卖出: Equity(1896 [601717.SHA]) 2016-11-24 持仓：, ['000725.SZA', '000830.SZA', '600026.SHA', '000528.SZA', '600015.SHA', '600971.SHA', '600265.SHA', '600717.SHA', '000968.SZA', '601333.SHA', '601088.SHA', '600308.SHA', '000422.SZA', '601186.SHA', '600123.SHA', '600603.SHA', '000338.SZA', '601006.SHA', '600585.SHA', '601998.SHA', '600089.SHA', '601939.SHA', '600581.SHA', '000504.SZA', '600362.SHA', '000825.SZA', '600966.SHA', '000488.SZA', '601117.SHA'] 持仓数目: 29 2016-11-25 买入股票： 601288.SHA 2016-11-25 持仓：, ['000725.SZA', '000830.SZA', '600026.SHA', '000528.SZA', '600015.SHA', '600971.SHA', '600265.SHA', '600717.SHA', '000968.SZA', '601333.SHA', '601088.SHA', '600308.SHA', '000422.SZA', '601186.SHA', '600123.SHA', '600603.SHA', '000338.SZA', '601288.SHA', '601006.SHA', '600585.SHA', '601998.SHA', '600089.SHA', '601939.SHA', '600581.SHA', '000504.SZA', '600362.SHA', '000825.SZA', '600966.SHA', '000488.SZA', '601117.SHA'] 持仓数目: 30 2016-11-28 持仓：, ['000725.SZA', '000830.SZA', '600026.SHA', '000528.SZA', '600015.SHA', '600971.SHA', '600265.SHA', '600717.SHA', '000968.SZA', '601333.SHA', '601088.SHA', '600308.SHA', '000422.SZA', '601186.SHA', '600123.SHA', '600603.SHA', '000338.SZA', '601288.SHA', '601006.SHA', '600585.SHA', '601998.SHA', '600089.SHA', '601939.SHA', '600581.SHA', '000504.SZA', '600362.SHA', '000825.SZA', '600966.SHA', '000488.SZA', '601117.SHA'] 持仓数目: 30 2016-11-29 持仓满足30天卖出: Equity(2450 [600971.SHA]) 2016-11-29 持仓满足30天卖出: Equity(297 [600123.SHA]) 2016-11-29 持仓满足30天卖出: Equity(1781 [000488.SZA]) 2016-11-29 持仓：, ['000725.SZA', '000830.SZA', '600026.SHA', '000528.SZA', '600015.SHA', '600265.SHA', '600717.SHA', '000968.SZA', '601333.SHA', '601088.SHA', '600308.SHA', '000422.SZA', '601186.SHA', '600603.SHA', '000338.SZA', '601288.SHA', '601006.SHA', '600585.SHA', '601998.SHA', '600089.SHA', '601939.SHA', '600581.SHA', '000504.SZA', '600362.SHA', '000825.SZA', '600966.SHA', '601117.SHA'] 持仓数目: 27 2016-11-30 持仓满足30天卖出: Equity(3338 [600026.SHA]) 2016-11-30 持仓满足30天卖出: Equity(545 [601333.SHA]) 2016-11-30 持仓：, ['000725.SZA', '000830.SZA', '000528.SZA', '600015.SHA', '600265.SHA', '600717.SHA', '000968.SZA', '601088.SHA', '600308.SHA', '000422.SZA', '601186.SHA', '600603.SHA', '000338.SZA', '601288.SHA', '601006.SHA', '600585.SHA', '601998.SHA', '600089.SHA', '601939.SHA', '600581.SHA', '000504.SZA', '600362.SHA', '000825.SZA', '600966.SHA', '601117.SHA'] 持仓数目: 25 2016-12-01 买入股票： 600028.SHA 2016-12-01 买入股票： 600875.SHA 2016-12-01 买入股票： 000572.SZA 2016-12-01 买入股票： 000027.SZA 2016-12-01 持仓满足30天卖出: Equity(284 [000968.SZA]) 2016-12-01 持仓：, ['000725.SZA', '000830.SZA', '000528.SZA', '600015.SHA', '600265.SHA', '600717.SHA', '601088.SHA', '600308.SHA', '000422.SZA', '601186.SHA', '600603.SHA', '600028.SHA', '000338.SZA', '601288.SHA', '601006.SHA', '600585.SHA', '601998.SHA', '600089.SHA', '601939.SHA', '000572.SZA', '600581.SHA', '000027.SZA', '000504.SZA', '600362.SHA', '000825.SZA', '600875.SHA', '600966.SHA', '601117.SHA'] 持仓数目: 28 2016-12-02 买入股票： 601857.SHA 2016-12-02 买入股票： 000539.SZA 2016-12-02 持仓：, ['000725.SZA', '000830.SZA', '000528.SZA', '600015.SHA', '600265.SHA', '600717.SHA', '601088.SHA', '600308.SHA', '000422.SZA', '601186.SHA', '600603.SHA', '600028.SHA', '000338.SZA', '601288.SHA', '601006.SHA', '600585.SHA', '601998.SHA', '600089.SHA', '000539.SZA', '601939.SHA', '000572.SZA', '600581.SHA', '000027.SZA', '000504.SZA', '600362.SHA', '000825.SZA', '600875.SHA', '600966.SHA', '601117.SHA', '601857.SHA'] 持仓数目: 30 2016-12-05 持仓满足30天卖出: Equity(2469 [601186.SHA]) 2016-12-05 持仓满足30天卖出: Equity(451 [601006.SHA]) 2016-12-05 持仓满足30天卖出: Equity(2428 [601117.SHA]) 2016-12-05 本身满足卖出条件卖出： Equity(3093 [601857.SHA]) 2016-12-05 本身满足卖出条件卖出： Equity(3093 [601857.SHA]) 2016-12-05 持仓：, ['000725.SZA', '000830.SZA', '000528.SZA', '600015.SHA', '600265.SHA', '600717.SHA', '600308.SHA', '000422.SZA', '600603.SHA', '600028.SHA', '000338.SZA', '601288.SHA', '600585.SHA', '601998.SHA', '600089.SHA', '000539.SZA', '601939.SHA', '000572.SZA', '600581.SHA', '000027.SZA', '600362.SHA', '000825.SZA', '600875.SHA', '600966.SHA', '601857.SHA'] 持仓数目: 25 2016-12-06 持仓满足30天卖出: Equity(2531 [000825.SZA]) 2016-12-06 本身满足卖出条件卖出： Equity(3093 [601857.SHA]) 2016-12-06 本身满足卖出条件卖出： Equity(3093 [601857.SHA]) 2016-12-06 持仓：, ['000725.SZA', '000528.SZA', '600015.SHA', '600265.SHA', '600717.SHA', '600308.SHA', '000422.SZA', '600603.SHA', '600028.SHA', '000338.SZA', '601288.SHA', '600585.SHA', '601998.SHA', '600089.SHA', '000539.SZA', '601939.SHA', '000572.SZA', '600581.SHA', '000027.SZA', '600362.SHA', '600875.SHA', '601857.SHA'] 持仓数目: 22 2016-12-07 买入股票： 601107.SHA 2016-12-07 持仓：, ['000725.SZA', '601107.SHA', '000528.SZA', '600015.SHA', '600265.SHA', '600717.SHA', '600308.SHA', '000422.SZA', '600603.SHA', '600028.SHA', '000338.SZA', '601288.SHA', '600585.SHA', '601998.SHA', '600089.SHA', '000539.SZA', '601939.SHA', '000572.SZA', '600581.SHA', '000027.SZA', '600362.SHA', '600875.SHA', '601857.SHA'] 持仓数目: 23 2016-12-08 本身满足卖出条件卖出： Equity(3093 [601857.SHA]) 2016-12-08 持仓：, ['000725.SZA', '601107.SHA', '000528.SZA', '600015.SHA', '600265.SHA', '600717.SHA', '000422.SZA', '600603.SHA', '600028.SHA', '000338.SZA', '601288.SHA', '600585.SHA', '601998.SHA', '600089.SHA', '000539.SZA', '601939.SHA', '000572.SZA', '600581.SHA', '000027.SZA', '600362.SHA', '600875.SHA', '601857.SHA'] 持仓数目: 22 2016-12-09 买入股票： 601166.SHA 2016-12-09 买入股票： 600036.SHA 2016-12-09 本身满足卖出条件卖出： Equity(3093 [601857.SHA]) 2016-12-09 持仓：, ['000725.SZA', '601107.SHA', '000528.SZA', '600015.SHA', '600717.SHA', '000422.SZA', '600603.SHA', '600028.SHA', '600036.SHA', '000338.SZA', '601288.SHA', '600585.SHA', '601998.SHA', '600089.SHA', '000539.SZA', '601939.SHA', '000572.SZA', '600581.SHA', '000027.SZA', '601166.SHA', '600362.SHA', '600875.SHA', '601857.SHA'] 持仓数目: 23 2016-12-12 买入股票： 600782.SHA 2016-12-12 持仓满足30天卖出: Equity(2358 [000338.SZA]) 2016-12-12 本身满足卖出条件卖出： Equity(3093 [601857.SHA]) 2016-12-12 本身满足卖出条件卖出： Equity(3093 [601857.SHA]) 2016-12-12 持仓：, ['000725.SZA', '601107.SHA', '600015.SHA', '600717.SHA', '000422.SZA', '600603.SHA', '600028.SHA', '600036.SHA', '601288.SHA', '600585.SHA', '601998.SHA', '600089.SHA', '000539.SZA', '601939.SHA', '600581.SHA', '000027.SZA', '601166.SHA', '600362.SHA', '600875.SHA', '600782.SHA', '601857.SHA'] 持仓数目: 21 2016-12-13 本身满足卖出条件卖出： Equity(3093 [601857.SHA]) 2016-12-13 持仓：, ['000725.SZA', '601107.SHA', '600015.SHA', '600717.SHA', '000422.SZA', '600603.SHA', '600028.SHA', '600036.SHA', '601288.SHA', '600585.SHA', '601998.SHA', '600089.SHA', '000539.SZA', '601939.SHA', '600581.SHA', '000027.SZA', '601166.SHA', '600875.SHA', '600782.SHA', '601857.SHA'] 持仓数目: 20 2016-12-14 买入股票： 600016.SHA 2016-12-14 本身满足卖出条件卖出： Equity(3093 [601857.SHA]) 2016-12-14 本身满足卖出条件卖出： Equity(3093 [601857.SHA]) 2016-12-14 持仓：, ['000725.SZA', '601107.SHA', '600015.SHA', '600016.SHA', '600717.SHA', '000422.SZA', '600603.SHA', '600028.SHA', '600036.SHA', '601288.SHA', '600585.SHA', '601998.SHA', '600089.SHA', '601939.SHA', '600581.SHA', '601166.SHA', '600875.SHA', '600782.SHA', '601857.SHA'] 持仓数目: 19 2016-12-15 本身满足卖出条件卖出： Equity(3093 [601857.SHA]) 2016-12-15 本身满足卖出条件卖出： Equity(3093 [601857.SHA]) 2016-12-15 持仓：, ['000725.SZA', '601107.SHA', '600015.SHA', '600016.SHA', '600717.SHA', '000422.SZA', '600603.SHA', '600028.SHA', '600036.SHA', '601288.SHA', '601998.SHA', '601939.SHA', '600581.SHA', '601166.SHA', '600875.SHA', '600782.SHA', '601857.SHA'] 持仓数目: 17 2016-12-16 买入股票： 600877.SHA 2016-12-16 持仓：, ['000725.SZA', '601107.SHA', '600015.SHA', '600016.SHA', '600717.SHA', '000422.SZA', '600603.SHA', '600028.SHA', '600877.SHA', '600036.SHA', '601288.SHA', '601998.SHA', '601939.SHA', '600581.SHA', '601166.SHA', '600875.SHA', '600782.SHA', '601857.SHA'] 持仓数目: 18 2016-12-19 买入股票： 000830.SZA 2016-12-19 本身满足卖出条件卖出： Equity(3093 [601857.SHA]) 2016-12-19 持仓：, ['000725.SZA', '000830.SZA', '600015.SHA', '600016.SHA', '600717.SHA', '000422.SZA', '600603.SHA', '600028.SHA', '600877.SHA', '600036.SHA', '601288.SHA', '601998.SHA', '601939.SHA', '600581.SHA', '601166.SHA', '600875.SHA', '600782.SHA', '601857.SHA'] 持仓数目: 18 2016-12-20 持仓满足30天卖出: Equity(1444 [000422.SZA]) 2016-12-20 本身满足卖出条件卖出： Equity(3093 [601857.SHA]) 2016-12-20 本身满足卖出条件卖出： Equity(3093 [601857.SHA]) 2016-12-20 本身满足卖出条件卖出： Equity(3093 [601857.SHA]) 2016-12-20 持仓：, ['000725.SZA', '000830.SZA', '600016.SHA', '600717.SHA', '600603.SHA', '600028.SHA', '600877.SHA', '601998.SHA', '601939.SHA', '600581.SHA', '601166.SHA', '600875.SHA', '600782.SHA', '601857.SHA'] 持仓数目: 14 2016-12-21 本身满足卖出条件卖出： Equity(3093 [601857.SHA]) 2016-12-21 本身满足卖出条件卖出： Equity(3093 [601857.SHA]) 2016-12-21 持仓：, ['000725.SZA', '000830.SZA', '600016.SHA', '600717.SHA', '600603.SHA', '600028.SHA', '600877.SHA', '601998.SHA', '600581.SHA', '600875.SHA', '600782.SHA', '601857.SHA'] 持仓数目: 12 2016-12-22 买入股票： 000572.SZA 2016-12-22 持仓满足30天卖出: Equity(1155 [000725.SZA]) 2016-12-22 本身满足卖出条件卖出： Equity(3093 [601857.SHA]) 2016-12-22 本身满足卖出条件卖出： Equity(3093 [601857.SHA]) 2016-12-22 持仓：, ['000830.SZA', '600717.SHA', '600603.SHA', '600028.SHA', '600877.SHA', '000572.SZA', '600581.SHA', '600875.SHA', '600782.SHA', '601857.SHA'] 持仓数目: 10 2016-12-23 持仓：, ['000830.SZA', '600717.SHA', '600603.SHA', '600028.SHA', '600877.SHA', '000572.SZA', '600581.SHA', '600875.SHA', '600782.SHA', '601857.SHA'] 持仓数目: 10 2016-12-26 持仓：, ['000830.SZA', '600717.SHA', '600603.SHA', '600028.SHA', '600877.SHA', '000572.SZA', '600581.SHA', '600875.SHA', '600782.SHA', '601857.SHA'] 持仓数目: 10 2016-12-27 持仓满足30天卖出: Equity(1685 [600717.SHA]) 2016-12-27 持仓满足30天卖出: Equity(221 [600581.SHA]) 2016-12-27 持仓：, ['000830.SZA', '600603.SHA', '600028.SHA', '600877.SHA', '000572.SZA', '600875.SHA', '600782.SHA', '601857.SHA'] 持仓数目: 8 2016-12-28 本身满足卖出条件卖出： Equity(3093 [601857.SHA]) 2016-12-28 持仓：, ['000830.SZA', '600603.SHA', '600028.SHA', '600877.SHA', '000572.SZA', '600875.SHA', '601857.SHA'] 持仓数目: 7 2016-12-29 持仓满足30天卖出: Equity(178 [600603.SHA]) 2016-12-29 持仓：, ['000830.SZA', '600028.SHA', '600877.SHA', '000572.SZA', '600875.SHA', '601857.SHA'] 持仓数目: 6 2016-12-30 持仓：, ['000830.SZA', '600028.SHA', '600877.SHA', '000572.SZA', '600875.SHA', '601857.SHA'] 持仓数目: 6 2017-01-03 持仓：, ['000830.SZA', '600028.SHA', '600877.SHA', '000572.SZA', '600875.SHA', '601857.SHA'] 持仓数目: 6 2017-01-04 持仓：, ['000830.SZA', '600028.SHA', '600877.SHA', '000572.SZA', '600875.SHA', '601857.SHA'] 持仓数目: 6 2017-01-05 持仓：, ['000830.SZA', '600028.SHA', '600877.SHA', '000572.SZA', '600875.SHA', '601857.SHA'] 持仓数目: 6 2017-01-06 持仓：, ['000830.SZA', '600028.SHA', '600877.SHA', '000572.SZA', '600875.SHA', '601857.SHA'] 持仓数目: 6 2017-01-09 持仓：, ['000830.SZA', '600028.SHA', '600877.SHA', '000572.SZA', '600875.SHA', '601857.SHA'] 持仓数目: 6 2017-01-10 买入股票： 600308.SHA 2017-01-10 买入股票： 000877.SZA 2017-01-10 持仓：, ['000830.SZA', '600308.SHA', '600028.SHA', '600877.SHA', '000877.SZA', '000572.SZA', '600875.SHA', '601857.SHA'] 持仓数目: 8 2017-01-11 持仓：, ['000830.SZA', '600308.SHA', '600028.SHA', '600877.SHA', '000877.SZA', '000572.SZA', '600875.SHA', '601857.SHA'] 持仓数目: 8 2017-01-12 持仓：, ['000830.SZA', '600308.SHA', '600028.SHA', '600877.SHA', '000877.SZA', '000572.SZA', '600875.SHA', '601857.SHA'] 持仓数目: 8 2017-01-13 持仓：, ['000830.SZA', '600308.SHA', '600028.SHA', '600877.SHA', '000877.SZA', '000572.SZA', '600875.SHA', '601857.SHA'] 持仓数目: 8 2017-01-16 持仓满足30天卖出: Equity(2354 [600028.SHA]) 2017-01-16 持仓：, ['000830.SZA', '600308.SHA', '600877.SHA', '000877.SZA', '000572.SZA', '600875.SHA', '601857.SHA'] 持仓数目: 7 2017-01-17 持仓满足30天卖出: Equity(3093 [601857.SHA]) 2017-01-17 持仓：, ['000830.SZA', '600308.SHA', '600877.SHA', '000877.SZA', '000572.SZA', '600875.SHA'] 持仓数目: 6 2017-01-18 持仓：, ['000830.SZA', '600308.SHA', '600877.SHA', '000877.SZA', '000572.SZA', '600875.SHA'] 持仓数目: 6 2017-01-19 本身满足卖出条件卖出： Equity(259 [600875.SHA]) 2017-01-19 持仓：, ['600308.SHA', '600877.SHA', '000877.SZA', '000572.SZA', '600875.SHA'] 持仓数目: 5 2017-01-20 本身满足卖出条件卖出： Equity(259 [600875.SHA]) 2017-01-20 持仓：, ['600308.SHA', '000877.SZA', '000572.SZA', '600875.SHA'] 持仓数目: 4 2017-01-23 持仓：, ['600308.SHA', '000877.SZA', '000572.SZA', '600875.SHA'] 持仓数目: 4 2017-01-24 买入股票： 000709.SZA 2017-01-24 买入股票： 000898.SZA 2017-01-24 买入股票： 000488.SZA 2017-01-24 持仓：, ['600308.SHA', '000709.SZA', '000898.SZA', '000877.SZA', '000572.SZA', '600875.SHA', '000488.SZA'] 持仓数目: 7 2017-01-25 持仓：, ['600308.SHA', '000709.SZA', '000898.SZA', '000877.SZA', '000572.SZA', '600875.SHA', '000488.SZA'] 持仓数目: 7 2017-01-26 持仓：, ['600308.SHA', '000709.SZA', '000898.SZA', '000877.SZA', '000572.SZA', '600875.SHA', '000488.SZA'] 持仓数目: 7 2017-02-03 持仓：, ['600308.SHA', '000709.SZA', '000898.SZA', '000877.SZA', '000572.SZA', '600875.SHA', '000488.SZA'] 持仓数目: 7 2017-02-06 持仓：, ['600308.SHA', '000709.SZA', '000898.SZA', '000877.SZA', '000572.SZA', '600875.SHA', '000488.SZA'] 持仓数目: 7 2017-02-07 持仓：, ['600308.SHA', '000709.SZA', '000898.SZA', '000877.SZA', '000572.SZA', '600875.SHA', '000488.SZA'] 持仓数目: 7 2017-02-08 持仓：, ['600308.SHA', '000709.SZA', '000898.SZA', '000877.SZA', '000572.SZA', '600875.SHA', '000488.SZA'] 持仓数目: 7 2017-02-09 买入股票： 600269.SHA 2017-02-09 持仓：, ['600308.SHA', '000709.SZA', '600269.SHA', '000898.SZA', '000877.SZA', '000572.SZA', '600875.SHA', '000488.SZA'] 持仓数目: 8 2017-02-10 买入股票： 600068.SHA 2017-02-10 买入股票： 600808.SHA 2017-02-10 持仓：, ['600308.SHA', '000709.SZA', '600068.SHA', '600269.SHA', '000898.SZA', '000877.SZA', '600808.SHA', '000572.SZA', '600875.SHA', '000488.SZA'] 持仓数目: 10 2017-02-13 买入股票： 600020.SHA 2017-02-13 持仓满足30天卖出: Equity(2778 [000572.SZA]) 2017-02-13 持仓：, ['600308.SHA', '000709.SZA', '600068.SHA', '600269.SHA', '000898.SZA', '000877.SZA', '600808.SHA', '600875.SHA', '000488.SZA', '600020.SHA'] 持仓数目: 10 2017-02-14 持仓：, ['600308.SHA', '000709.SZA', '600068.SHA', '600269.SHA', '000898.SZA', '000877.SZA', '600808.SHA', '600875.SHA', '000488.SZA', '600020.SHA'] 持仓数目: 10 2017-02-15 买入股票： 601939.SHA 2017-02-15 买入股票： 600023.SHA 2017-02-15 持仓：, ['600308.SHA', '000709.SZA', '600068.SHA', '600023.SHA', '600269.SHA', '000898.SZA', '000877.SZA', '600808.SHA', '601939.SHA', '600875.SHA', '000488.SZA', '600020.SHA'] 持仓数目: 12 2017-02-16 持仓：, ['600308.SHA', '000709.SZA', '600068.SHA', '600023.SHA', '600269.SHA', '000898.SZA', '000877.SZA', '600808.SHA', '601939.SHA', '600875.SHA', '000488.SZA', '600020.SHA'] 持仓数目: 12 2017-02-17 持仓：, ['600308.SHA', '000709.SZA', '600068.SHA', '600023.SHA', '600269.SHA', '000898.SZA', '000877.SZA', '600808.SHA', '601939.SHA', '600875.SHA', '000488.SZA', '600020.SHA'] 持仓数目: 12 2017-02-20 买入股票： 601328.SHA 2017-02-20 买入股票： 601288.SHA 2017-02-20 买入股票： 000528.SZA 2017-02-20 买入股票： 601992.SHA 2017-02-20 买入股票： 000900.SZA 2017-02-20 买入股票： 601117.SHA 2017-02-20 持仓：, ['601288.SHA', '000528.SZA', '600308.SHA', '000709.SZA', '601328.SHA', '000900.SZA', '600068.SHA', '600023.SHA', '600269.SHA', '000898.SZA', '000877.SZA', '600808.SHA', '601939.SHA', '600875.SHA', '000488.SZA', '600020.SHA', '601117.SHA', '601992.SHA'] 持仓数目: 18 2017-02-21 买入股票： 000572.SZA 2017-02-21 持仓：, ['601288.SHA', '000528.SZA', '600308.SHA', '000709.SZA', '601328.SHA', '000900.SZA', '600068.SHA', '600023.SHA', '600269.SHA', '000898.SZA', '000877.SZA', '600808.SHA', '601939.SHA', '000572.SZA', '600875.SHA', '000488.SZA', '600020.SHA', '601117.SHA', '601992.SHA'] 持仓数目: 19 2017-02-22 买入股票： 600033.SHA 2017-02-22 买入股票： 000850.SZA 2017-02-22 持仓：, ['601288.SHA', '000528.SZA', '600308.SHA', '000709.SZA', '601328.SHA', '000900.SZA', '000850.SZA', '600068.SHA', '600023.SHA', '600269.SHA', '000898.SZA', '600033.SHA', '000877.SZA', '600808.SHA', '601939.SHA', '000572.SZA', '600875.SHA', '000488.SZA', '600020.SHA', '601117.SHA', '601992.SHA'] 持仓数目: 21 2017-02-23 持仓：, ['601288.SHA', '000528.SZA', '600308.SHA', '000709.SZA', '601328.SHA', '000900.SZA', '000850.SZA', '600068.SHA', '600023.SHA', '600269.SHA', '000898.SZA', '600033.SHA', '000877.SZA', '600808.SHA', '601939.SHA', '000572.SZA', '600875.SHA', '000488.SZA', '600020.SHA', '601117.SHA', '601992.SHA'] 持仓数目: 21 2017-02-24 持仓：, ['601288.SHA', '000528.SZA', '600308.SHA', '000709.SZA', '601328.SHA', '000900.SZA', '000850.SZA', '600068.SHA', '600023.SHA', '600269.SHA', '000898.SZA', '600033.SHA', '000877.SZA', '600808.SHA', '601939.SHA', '000572.SZA', '600875.SHA', '000488.SZA', '600020.SHA', '601117.SHA', '601992.SHA'] 持仓数目: 21 2017-02-27 买入股票： 000830.SZA 2017-02-27 持仓：, ['601288.SHA', '000830.SZA', '000528.SZA', '600308.SHA', '000709.SZA', '601328.SHA', '000900.SZA', '000850.SZA', '600068.SHA', '600023.SHA', '600269.SHA', '000898.SZA', '600033.SHA', '000877.SZA', '600808.SHA', '601939.SHA', '000572.SZA', '600875.SHA', '000488.SZA', '600020.SHA', '601117.SHA', '601992.SHA'] 持仓数目: 22 2017-02-28 买入股票： 601588.SHA 2017-02-28 持仓：, ['601288.SHA', '000830.SZA', '000528.SZA', '601588.SHA', '600308.SHA', '000709.SZA', '601328.SHA', '000900.SZA', '000850.SZA', '600068.SHA', '600023.SHA', '600269.SHA', '000898.SZA', '600033.SHA', '000877.SZA', '600808.SHA', '601939.SHA', '000572.SZA', '600875.SHA', '000488.SZA', '600020.SHA', '601117.SHA', '601992.SHA'] 持仓数目: 23 2017-03-01 持仓满足30天卖出: Equity(547 [600308.SHA]) 2017-03-01 持仓满足30天卖出: Equity(3279 [000877.SZA]) 2017-03-01 持仓：, ['601288.SHA', '000830.SZA', '000528.SZA', '601588.SHA', '000709.SZA', '601328.SHA', '000900.SZA', '000850.SZA', '600068.SHA', '600023.SHA', '600269.SHA', '000898.SZA', '600033.SHA', '600808.SHA', '601939.SHA', '000572.SZA', '600875.SHA', '000488.SZA', '600020.SHA', '601117.SHA', '601992.SHA'] 持仓数目: 21 2017-03-02 持仓：, ['601288.SHA', '000830.SZA', '000528.SZA', '601588.SHA', '000709.SZA', '601328.SHA', '000900.SZA', '000850.SZA', '600068.SHA', '600023.SHA', '600269.SHA', '000898.SZA', '600033.SHA', '600808.SHA', '601939.SHA', '000572.SZA', '600875.SHA', '000488.SZA', '600020.SHA', '601117.SHA', '601992.SHA'] 持仓数目: 21 2017-03-03 持仓：, ['601288.SHA', '000830.SZA', '000528.SZA', '601588.SHA', '000709.SZA', '601328.SHA', '000900.SZA', '000850.SZA', '600068.SHA', '600023.SHA', '600269.SHA', '000898.SZA', '600033.SHA', '600808.SHA', '601939.SHA', '000572.SZA', '600875.SHA', '000488.SZA', '600020.SHA', '601117.SHA', '601992.SHA'] 持仓数目: 21 2017-03-06 买入股票： 600581.SHA 2017-03-06 买入股票： 600123.SHA 2017-03-06 持仓：, ['601288.SHA', '000830.SZA', '000528.SZA', '601588.SHA', '600123.SHA', '000709.SZA', '601328.SHA', '000900.SZA', '000850.SZA', '600068.SHA', '600023.SHA', '600269.SHA', '000898.SZA', '600033.SHA', '600808.SHA', '601939.SHA', '000572.SZA', '600581.SHA', '600875.SHA', '000488.SZA', '600020.SHA', '601117.SHA', '601992.SHA'] 持仓数目: 23 2017-03-07 本身满足卖出条件卖出： Equity(1789 [601992.SHA]) 2017-03-07 本身满足卖出条件卖出： Equity(1789 [601992.SHA]) 2017-03-07 持仓：, ['601288.SHA', '000830.SZA', '000528.SZA', '601588.SHA', '600123.SHA', '000709.SZA', '601328.SHA', '000900.SZA', '000850.SZA', '600068.SHA', '600269.SHA', '600033.SHA', '600808.SHA', '601939.SHA', '000572.SZA', '600581.SHA', '600875.SHA', '000488.SZA', '600020.SHA', '601117.SHA', '601992.SHA'] 持仓数目: 21 2017-03-08 本身满足卖出条件卖出： Equity(1789 [601992.SHA]) 2017-03-08 持仓：, ['601288.SHA', '000830.SZA', '000528.SZA', '601588.SHA', '600123.SHA', '601328.SHA', '000900.SZA', '000850.SZA', '600068.SHA', '600269.SHA', '600033.SHA', '600808.SHA', '601939.SHA', '000572.SZA', '600581.SHA', '600875.SHA', '000488.SZA', '600020.SHA', '601117.SHA', '601992.SHA'] 持仓数目: 20 2017-03-09 本身满足卖出条件卖出： Equity(1789 [601992.SHA]) 2017-03-09 持仓：, ['601288.SHA', '000830.SZA', '000528.SZA', '601588.SHA', '600123.SHA', '601328.SHA', '000900.SZA', '000850.SZA', '600068.SHA', '600269.SHA', '600033.SHA', '600808.SHA', '601939.SHA', '000572.SZA', '600581.SHA', '600875.SHA', '600020.SHA', '601117.SHA', '601992.SHA'] 持仓数目: 19 2017-03-10 本身满足卖出条件卖出： Equity(1789 [601992.SHA]) 2017-03-10 持仓：, ['601288.SHA', '000830.SZA', '000528.SZA', '601588.SHA', '600123.SHA', '601328.SHA', '000900.SZA', '000850.SZA', '600068.SHA', '600269.SHA', '600808.SHA', '601939.SHA', '000572.SZA', '600581.SHA', '600875.SHA', '600020.SHA', '601117.SHA', '601992.SHA'] 持仓数目: 18 2017-03-13 买入股票： 600376.SHA 2017-03-13 持仓：, ['601288.SHA', '000830.SZA', '000528.SZA', '601588.SHA', '600123.SHA', '601328.SHA', '000900.SZA', '000850.SZA', '600068.SHA', '600269.SHA', '600376.SHA', '600808.SHA', '601939.SHA', '000572.SZA', '600581.SHA', '600875.SHA', '600020.SHA', '601117.SHA', '601992.SHA'] 持仓数目: 19 2017-03-14 本身满足卖出条件卖出： Equity(1789 [601992.SHA]) 2017-03-14 本身满足卖出条件卖出： Equity(1789 [601992.SHA]) 2017-03-14 持仓：, ['601288.SHA', '000830.SZA', '000528.SZA', '601588.SHA', '600123.SHA', '601328.SHA', '000900.SZA', '000850.SZA', '600068.SHA', '600376.SHA', '600808.SHA', '601939.SHA', '000572.SZA', '600581.SHA', '600875.SHA', '601117.SHA', '601992.SHA'] 持仓数目: 17 2017-03-15 买入股票： 600266.SHA 2017-03-15 本身满足卖出条件卖出： Equity(1789 [601992.SHA]) 2017-03-15 持仓：, ['601288.SHA', '000830.SZA', '000528.SZA', '601588.SHA', '600266.SHA', '600123.SHA', '601328.SHA', '000850.SZA', '600068.SHA', '600376.SHA', '600808.SHA', '601939.SHA', '000572.SZA', '600581.SHA', '600875.SHA', '601117.SHA', '601992.SHA'] 持仓数目: 17 2017-03-16 买入股票： 601818.SHA 2017-03-16 持仓：, ['601288.SHA', '000830.SZA', '000528.SZA', '601588.SHA', '600266.SHA', '600123.SHA', '601328.SHA', '000850.SZA', '600068.SHA', '600376.SHA', '600808.SHA', '601939.SHA', '000572.SZA', '600581.SHA', '601818.SHA', '600875.SHA', '601117.SHA', '601992.SHA'] 持仓数目: 18 2017-03-17 本身满足卖出条件卖出： Equity(1789 [601992.SHA]) 2017-03-17 本身满足卖出条件卖出： Equity(1789 [601992.SHA]) 2017-03-17 持仓：, ['601288.SHA', '000830.SZA', '000528.SZA', '601588.SHA', '600266.SHA', '601328.SHA', '600068.SHA', '600376.SHA', '600808.SHA', '601939.SHA', '000572.SZA', '600581.SHA', '601818.SHA', '600875.SHA', '601117.SHA', '601992.SHA'] 持仓数目: 16 2017-03-20 买入股票： 600508.SHA 2017-03-20 买入股票： 600188.SHA 2017-03-20 持仓：, ['601288.SHA', '000830.SZA', '000528.SZA', '601588.SHA', '600266.SHA', '601328.SHA', '600068.SHA', '600188.SHA', '600376.SHA', '600808.SHA', '600508.SHA', '601939.SHA', '000572.SZA', '600581.SHA', '601818.SHA', '600875.SHA', '601117.SHA', '601992.SHA'] 持仓数目: 18 2017-03-21 买入股票： 601088.SHA 2017-03-21 本身满足卖出条件卖出： Equity(1789 [601992.SHA]) 2017-03-21 本身满足卖出条件卖出： Equity(1789 [601992.SHA]) 2017-03-21 本身满足卖出条件卖出： Equity(1789 [601992.SHA]) 2017-03-21 持仓：, ['601288.SHA', '000528.SZA', '601588.SHA', '601088.SHA', '600266.SHA', '600068.SHA', '600188.SHA', '600376.SHA', '600508.SHA', '601939.SHA', '000572.SZA', '600581.SHA', '601818.SHA', '600875.SHA', '601117.SHA', '601992.SHA'] 持仓数目: 16 2017-03-22 买入股票： 600510.SHA 2017-03-22 本身满足卖出条件卖出： Equity(1789 [601992.SHA]) 2017-03-22 本身满足卖出条件卖出： Equity(1789 [601992.SHA]) 2017-03-22 持仓：, ['601288.SHA', '000528.SZA', '601588.SHA', '601088.SHA', '600266.SHA', '600068.SHA', '600510.SHA', '600376.SHA', '600508.SHA', '601939.SHA', '600581.SHA', '601818.SHA', '600875.SHA', '601117.SHA', '601992.SHA'] 持仓数目: 15 2017-03-23 本身满足卖出条件卖出： Equity(1789 [601992.SHA]) 2017-03-23 本身满足卖出条件卖出： Equity(1789 [601992.SHA]) 2017-03-23 本身满足卖出条件卖出： Equity(1789 [601992.SHA]) 2017-03-23 持仓：, ['601288.SHA', '000528.SZA', '601588.SHA', '601088.SHA', '600266.SHA', '600068.SHA', '600510.SHA', '600376.SHA', '600508.SHA', '600581.SHA', '600875.SHA', '601117.SHA'] 持仓数目: 12 2017-03-24 本身满足卖出条件卖出： Equity(2428 [601117.SHA]) 2017-03-24 持仓：, ['000528.SZA', '601588.SHA', '601088.SHA', '600266.SHA', '600068.SHA', '600510.SHA', '600376.SHA', '600508.SHA', '600581.SHA', '600875.SHA', '601117.SHA'] 持仓数目: 11 2017-03-27 持仓满足30天卖出: Equity(704 [600068.SHA]) 2017-03-27 持仓：, ['000528.SZA', '601588.SHA', '601088.SHA', '600266.SHA', '600510.SHA', '600376.SHA', '600508.SHA', '600581.SHA', '600875.SHA', '601117.SHA'] 持仓数目: 10 2017-03-28 持仓满足30天卖出: Equity(259 [600875.SHA]) 2017-03-28 本身满足卖出条件卖出： Equity(2428 [601117.SHA]) 2017-03-28 持仓：, ['000528.SZA', '601588.SHA', '601088.SHA', '600266.SHA', '600510.SHA', '600508.SHA', '600581.SHA', '601117.SHA'] 持仓数目: 8 2017-03-29 买入股票： 600269.SHA 2017-03-29 买入股票： 600026.SHA 2017-03-29 买入股票： 600717.SHA 2017-03-29 持仓：, ['600026.SHA', '000528.SZA', '600269.SHA', '600717.SHA', '601588.SHA', '601088.SHA', '600266.SHA', '600510.SHA', '600508.SHA', '600581.SHA', '601117.SHA'] 持仓数目: 11 2017-03-30 持仓：, ['600026.SHA', '000528.SZA', '600269.SHA', '600717.SHA', '601588.SHA', '601088.SHA', '600266.SHA', '600510.SHA', '600508.SHA', '600581.SHA', '601117.SHA'] 持仓数目: 11 2017-03-31 买入股票： 601288.SHA 2017-03-31 本身满足卖出条件卖出： Equity(2428 [601117.SHA]) 2017-03-31 持仓：, ['600026.SHA', '000528.SZA', '600269.SHA', '600717.SHA', '601588.SHA', '601088.SHA', '600266.SHA', '601288.SHA', '600510.SHA', '600581.SHA', '601117.SHA'] 持仓数目: 11 2017-04-05 买入股票： 000402.SZA 2017-04-05 持仓：, ['600026.SHA', '000528.SZA', '600269.SHA', '600717.SHA', '601588.SHA', '601088.SHA', '600266.SHA', '601288.SHA', '600510.SHA', '600581.SHA', '000402.SZA', '601117.SHA'] 持仓数目: 12 2017-04-06 买入股票： 600325.SHA 2017-04-06 持仓满足30天卖出: Equity(2574 [000528.SZA]) 2017-04-06 持仓满足30天卖出: Equity(2428 [601117.SHA]) 2017-04-06 持仓：, ['600026.SHA', '600269.SHA', '600717.SHA', '601588.SHA', '601088.SHA', '600266.SHA', '601288.SHA', '600510.SHA', '600325.SHA', '600581.SHA', '000402.SZA'] 持仓数目: 11 2017-04-07 买入股票： 600221.SHA 2017-04-07 买入股票： 000709.SZA 2017-04-07 持仓：, ['600026.SHA', '600269.SHA', '600717.SHA', '601588.SHA', '601088.SHA', '600266.SHA', '000709.SZA', '601288.SHA', '600510.SHA', '600221.SHA', '600325.SHA', '600581.SHA', '000402.SZA'] 持仓数目: 13 2017-04-10 买入股票： 000900.SZA 2017-04-10 买入股票： 601006.SHA 2017-04-10 持仓：, ['600026.SHA', '600269.SHA', '600717.SHA', '601588.SHA', '601088.SHA', '600266.SHA', '000709.SZA', '000900.SZA', '601288.SHA', '600510.SHA', '600221.SHA', '600325.SHA', '600581.SHA', '000402.SZA', '601006.SHA'] 持仓数目: 15 2017-04-11 买入股票： 000027.SZA 2017-04-11 持仓：, ['600026.SHA', '600269.SHA', '600717.SHA', '601588.SHA', '601088.SHA', '600266.SHA', '000709.SZA', '000900.SZA', '601288.SHA', '600510.SHA', '600221.SHA', '600325.SHA', '600581.SHA', '000027.SZA', '000402.SZA', '601006.SHA'] 持仓数目: 16 2017-04-12 买入股票： 600795.SHA 2017-04-12 买入股票： 000539.SZA 2017-04-12 买入股票： 601333.SHA 2017-04-12 持仓：, ['600026.SHA', '600269.SHA', '600717.SHA', '601588.SHA', '601333.SHA', '601088.SHA', '600266.SHA', '000709.SZA', '000900.SZA', '601288.SHA', '600510.SHA', '600221.SHA', '600325.SHA', '600795.SHA', '600581.SHA', '000027.SZA', '000539.SZA', '000402.SZA', '601006.SHA'] 持仓数目: 19 2017-04-13 买入股票： 600578.SHA 2017-04-13 买入股票： 601101.SHA 2017-04-13 持仓：, ['600026.SHA', '600269.SHA', '600717.SHA', '601588.SHA', '601333.SHA', '601088.SHA', '600266.SHA', '600578.SHA', '000709.SZA', '000900.SZA', '601101.SHA', '601288.SHA', '600510.SHA', '600221.SHA', '600325.SHA', '600795.SHA', '600581.SHA', '000027.SZA', '000539.SZA', '000402.SZA', '601006.SHA'] 持仓数目: 21 2017-04-14 持仓满足30天卖出: Equity(2394 [601588.SHA]) 2017-04-14 持仓：, ['600026.SHA', '600269.SHA', '600717.SHA', '601333.SHA', '601088.SHA', '600266.SHA', '600578.SHA', '000709.SZA', '000900.SZA', '601101.SHA', '601288.SHA', '600510.SHA', '600221.SHA', '600325.SHA', '600795.SHA', '600581.SHA', '000027.SZA', '000539.SZA', '000402.SZA', '601006.SHA'] 持仓数目: 20 2017-04-17 持仓：, ['600026.SHA', '600269.SHA', '600717.SHA', '601333.SHA', '601088.SHA', '600266.SHA', '600578.SHA', '000709.SZA', '000900.SZA', '601101.SHA', '601288.SHA', '600510.SHA', '600221.SHA', '600325.SHA', '600795.SHA', '600581.SHA', '000027.SZA', '000539.SZA', '000402.SZA', '601006.SHA'] 持仓数目: 20 2017-04-18 持仓：, ['600026.SHA', '600269.SHA', '600717.SHA', '601333.SHA', '601088.SHA', '600266.SHA', '600578.SHA', '000709.SZA', '000900.SZA', '601101.SHA', '601288.SHA', '600510.SHA', '600221.SHA', '600325.SHA', '600795.SHA', '600581.SHA', '000027.SZA', '000539.SZA', '000402.SZA', '601006.SHA'] 持仓数目: 20 2017-04-19 本身满足卖出条件卖出： Equity(451 [601006.SHA]) 2017-04-19 持仓：, ['600026.SHA', '600269.SHA', '600717.SHA', '601333.SHA', '601088.SHA', '600266.SHA', '600578.SHA', '000709.SZA', '000900.SZA', '601101.SHA', '601288.SHA', '600510.SHA', '600221.SHA', '600325.SHA', '600795.SHA', '000027.SZA', '000539.SZA', '000402.SZA', '601006.SHA'] 持仓数目: 19 2017-04-20 本身满足卖出条件卖出： Equity(451 [601006.SHA]) 2017-04-20 本身满足卖出条件卖出： Equity(451 [601006.SHA]) 2017-04-20 持仓：, ['600269.SHA', '600717.SHA', '601333.SHA', '601088.SHA', '600266.SHA', '600578.SHA', '000709.SZA', '000900.SZA', '601288.SHA', '600510.SHA', '600221.SHA', '600325.SHA', '600795.SHA', '000027.SZA', '000539.SZA', '000402.SZA', '601006.SHA'] 持仓数目: 17 2017-04-21 持仓：, ['600269.SHA', '600717.SHA', '601333.SHA', '601088.SHA', '600266.SHA', '600578.SHA', '000709.SZA', '000900.SZA', '601288.SHA', '600510.SHA', '600221.SHA', '600325.SHA', '600795.SHA', '000027.SZA', '000539.SZA', '000402.SZA', '601006.SHA'] 持仓数目: 17 2017-04-24 本身满足卖出条件卖出： Equity(451 [601006.SHA]) 2017-04-24 本身满足卖出条件卖出： Equity(451 [601006.SHA]) 2017-04-24 本身满足卖出条件卖出： Equity(451 [601006.SHA]) 2017-04-24 本身满足卖出条件卖出： Equity(451 [601006.SHA]) 2017-04-24 持仓：, ['600717.SHA', '601088.SHA', '600266.SHA', '600578.SHA', '000709.SZA', '000900.SZA', '601288.SHA', '600325.SHA', '600795.SHA', '000027.SZA', '000539.SZA', '000402.SZA', '601006.SHA'] 持仓数目: 13 2017-04-25 持仓：, ['600717.SHA', '601088.SHA', '600266.SHA', '600578.SHA', '000709.SZA', '000900.SZA', '601288.SHA', '600325.SHA', '600795.SHA', '000027.SZA', '000539.SZA', '000402.SZA', '601006.SHA'] 持仓数目: 13 2017-04-26 本身满足卖出条件卖出： Equity(451 [601006.SHA]) 2017-04-26 本身满足卖出条件卖出： Equity(451 [601006.SHA]) 2017-04-26 本身满足卖出条件卖出： Equity(451 [601006.SHA]) 2017-04-26 持仓：, ['600717.SHA', '601088.SHA', '600266.SHA', '600578.SHA', '000709.SZA', '601288.SHA', '600325.SHA', '600795.SHA', '000402.SZA', '601006.SHA'] 持仓数目: 10 2017-04-27 持仓：, ['600717.SHA', '601088.SHA', '600266.SHA', '600578.SHA', '000709.SZA', '601288.SHA', '600325.SHA', '600795.SHA', '000402.SZA', '601006.SHA'] 持仓数目: 10 2017-04-28 持仓：, ['600717.SHA', '601088.SHA', '600266.SHA', '600578.SHA', '000709.SZA', '601288.SHA', '600325.SHA', '600795.SHA', '000402.SZA', '601006.SHA'] 持仓数目: 10 2017-05-02 持仓满足30天卖出: Equity(2725 [600266.SHA]) 2017-05-02 持仓：, ['600717.SHA', '601088.SHA', '600578.SHA', '000709.SZA', '601288.SHA', '600325.SHA', '600795.SHA', '000402.SZA', '601006.SHA'] 持仓数目: 9 2017-05-03 本身满足卖出条件卖出： Equity(451 [601006.SHA]) 2017-05-03 持仓：, ['600717.SHA', '601088.SHA', '000709.SZA', '601288.SHA', '600325.SHA', '600795.SHA', '000402.SZA', '601006.SHA'] 持仓数目: 8 2017-05-04 本身满足卖出条件卖出： Equity(451 [601006.SHA]) 2017-05-04 持仓：, ['600717.SHA', '601088.SHA', '000709.SZA', '601288.SHA', '600325.SHA', '600795.SHA', '601006.SHA'] 持仓数目: 7 2017-05-05 持仓：, ['600717.SHA', '601088.SHA', '000709.SZA', '601288.SHA', '600325.SHA', '600795.SHA', '601006.SHA'] 持仓数目: 7 2017-05-08 持仓满足30天卖出: Equity(1058 [601088.SHA]) 2017-05-08 持仓：, ['600717.SHA', '000709.SZA', '601288.SHA', '600325.SHA', '600795.SHA', '601006.SHA'] 持仓数目: 6 2017-05-09 本身满足卖出条件卖出： Equity(451 [601006.SHA]) 2017-05-09 持仓：, ['000709.SZA', '601288.SHA', '600325.SHA', '600795.SHA', '601006.SHA'] 持仓数目: 5 2017-05-10 本身满足卖出条件卖出： Equity(451 [601006.SHA]) 2017-05-10 本身满足卖出条件卖出： Equity(451 [601006.SHA]) 2017-05-10 持仓：, ['601288.SHA', '600795.SHA', '601006.SHA'] 持仓数目: 3 2017-05-11 持仓：, ['601288.SHA', '600795.SHA', '601006.SHA'] 持仓数目: 3 2017-05-12 持仓：, ['601288.SHA', '600795.SHA', '601006.SHA'] 持仓数目: 3 2017-05-15 持仓：, ['601288.SHA', '600795.SHA', '601006.SHA'] 持仓数目: 3 2017-05-16 持仓：, ['601288.SHA', '600795.SHA', '601006.SHA'] 持仓数目: 3 2017-05-17 持仓：, ['601288.SHA', '600795.SHA', '601006.SHA'] 持仓数目: 3 2017-05-18 持仓满足30天卖出: Equity(2625 [601288.SHA]) 2017-05-18 持仓：, ['600795.SHA', '601006.SHA'] 持仓数目: 2 2017-05-19 持仓：, ['600795.SHA', '601006.SHA'] 持仓数目: 2 2017-05-22 持仓：, ['600795.SHA', '601006.SHA'] 持仓数目: 2 2017-05-23 持仓：, ['600795.SHA', '601006.SHA'] 持仓数目: 2 2017-05-24 持仓满足30天卖出: Equity(451 [601006.SHA]) 2017-05-24 持仓：, ['600795.SHA'] 持仓数目: 1 2017-05-25 买入股票： 601288.SHA 2017-05-25 买入股票： 601939.SHA 2017-05-25 买入股票： 600028.SHA 2017-05-25 持仓：, ['600028.SHA', '601288.SHA', '600795.SHA', '601939.SHA'] 持仓数目: 4 2017-05-26 持仓满足30天卖出: Equity(82 [600795.SHA]) 2017-05-26 持仓：, ['600028.SHA', '601288.SHA', '601939.SHA'] 持仓数目: 3 2017-05-31 持仓：, ['600028.SHA', '601288.SHA', '601939.SHA'] 持仓数目: 3 2017-06-01 持仓：, ['600028.SHA', '601288.SHA', '601939.SHA'] 持仓数目: 3 2017-06-02 持仓：, ['600028.SHA', '601288.SHA', '601939.SHA'] 持仓数目: 3 2017-06-05 持仓：, ['600028.SHA', '601288.SHA', '601939.SHA'] 持仓数目: 3 2017-06-06 持仓：, ['600028.SHA', '601288.SHA', '601939.SHA'] 持仓数目: 3 2017-06-07 持仓：, ['600028.SHA', '601288.SHA', '601939.SHA'] 持仓数目: 3 2017-06-08 持仓：, ['600028.SHA', '601288.SHA', '601939.SHA'] 持仓数目: 3 2017-06-09 持仓：, ['600028.SHA', '601288.SHA', '601939.SHA'] 持仓数目: 3 2017-06-12 持仓：, ['600028.SHA', '601288.SHA', '601939.SHA'] 持仓数目: 3 2017-06-13 持仓：, ['600028.SHA', '601288.SHA', '601939.SHA'] 持仓数目: 3 2017-06-14 持仓：, ['600028.SHA', '601288.SHA', '601939.SHA'] 持仓数目: 3 2017-06-15 持仓：, ['600028.SHA', '601288.SHA', '601939.SHA'] 持仓数目: 3 2017-06-16 持仓：, ['600028.SHA', '601288.SHA', '601939.SHA'] 持仓数目: 3 2017-06-19 持仓：, ['600028.SHA', '601288.SHA', '601939.SHA'] 持仓数目: 3 2017-06-20 本身满足卖出条件卖出： Equity(984 [601939.SHA]) 2017-06-20 持仓：, ['601288.SHA', '601939.SHA'] 持仓数目: 2 2017-06-21 持仓：, ['601288.SHA', '601939.SHA'] 持仓数目: 2 2017-06-22 持仓：, ['601288.SHA', '601939.SHA'] 持仓数目: 2 2017-06-23 买入股票： 000830.SZA 2017-06-23 持仓：, ['000830.SZA', '601288.SHA', '601939.SHA'] 持仓数目: 3 2017-06-26 买入股票： 600019.SHA 2017-06-26 持仓：, ['000830.SZA', '600019.SHA', '601288.SHA', '601939.SHA'] 持仓数目: 4 2017-06-27 持仓：, ['000830.SZA', '600019.SHA', '601288.SHA', '601939.SHA'] 持仓数目: 4 2017-06-28 买入股票： 601166.SHA 2017-06-28 买入股票： 600020.SHA 2017-06-28 持仓：, ['000830.SZA', '600019.SHA', '601288.SHA', '601939.SHA', '601166.SHA', '600020.SHA'] 持仓数目: 6 2017-06-29 持仓：, ['000830.SZA', '600019.SHA', '601288.SHA', '601939.SHA', '601166.SHA', '600020.SHA'] 持仓数目: 6 2017-06-30 持仓：, ['000830.SZA', '600019.SHA', '601288.SHA', '601939.SHA', '601166.SHA', '600020.SHA'] 持仓数目: 6 2017-07-03 买入股票： 600508.SHA 2017-07-03 持仓：, ['000830.SZA', '600019.SHA', '601288.SHA', '600508.SHA', '601939.SHA', '601166.SHA', '600020.SHA'] 持仓数目: 7 2017-07-04 持仓：, ['000830.SZA', '600019.SHA', '601288.SHA', '600508.SHA', '601939.SHA', '601166.SHA', '600020.SHA'] 持仓数目: 7 2017-07-05 持仓：, ['000830.SZA', '600019.SHA', '601288.SHA', '600508.SHA', '601939.SHA', '601166.SHA', '600020.SHA'] 持仓数目: 7 2017-07-06 持仓：, ['000830.SZA', '600019.SHA', '601288.SHA', '600508.SHA', '601939.SHA', '601166.SHA', '600020.SHA'] 持仓数目: 7 2017-07-07 持仓：, ['000830.SZA', '600019.SHA', '601288.SHA', '600508.SHA', '601939.SHA', '601166.SHA', '600020.SHA'] 持仓数目: 7 2017-07-10 买入股票： 600782.SHA 2017-07-10 持仓：, ['000830.SZA', '600019.SHA', '601288.SHA', '600508.SHA', '601939.SHA', '601166.SHA', '600782.SHA', '600020.SHA'] 持仓数目: 8 2017-07-11 买入股票： 601328.SHA 2017-07-11 买入股票： 601818.SHA 2017-07-11 买入股票： 000001.SZA 2017-07-11 持仓满足30天卖出: Equity(2625 [601288.SHA]) 2017-07-11 持仓满足30天卖出: Equity(984 [601939.SHA]) 2017-07-11 持仓：, ['000830.SZA', '600019.SHA', '601328.SHA', '000001.SZA', '601818.SHA', '600508.SHA', '601166.SHA', '600782.SHA', '600020.SHA'] 持仓数目: 9 2017-07-12 持仓：, ['000830.SZA', '600019.SHA', '601328.SHA', '000001.SZA', '601818.SHA', '600508.SHA', '601166.SHA', '600782.SHA', '600020.SHA'] 持仓数目: 9 2017-07-13 买入股票： 601666.SHA 2017-07-13 持仓：, ['000830.SZA', '600019.SHA', '601328.SHA', '601666.SHA', '000001.SZA', '601818.SHA', '600508.SHA', '601166.SHA', '600782.SHA', '600020.SHA'] 持仓数目: 10 2017-07-14 买入股票： 002386.SZA 2017-07-14 持仓：, ['002386.SZA', '000830.SZA', '600019.SHA', '601328.SHA', '601666.SHA', '000001.SZA', '601818.SHA', '600508.SHA', '601166.SHA', '600782.SHA', '600020.SHA'] 持仓数目: 11 2017-07-17 买入股票： 600016.SHA 2017-07-17 买入股票： 000157.SZA 2017-07-17 买入股票： 601288.SHA 2017-07-17 买入股票： 601998.SHA 2017-07-17 买入股票： 601939.SHA 2017-07-17 持仓：, ['600016.SHA', '002386.SZA', '000830.SZA', '600019.SHA', '601328.SHA', '601288.SHA', '601666.SHA', '601998.SHA', '000001.SZA', '601818.SHA', '600508.SHA', '601939.SHA', '601166.SHA', '600782.SHA', '600020.SHA', '000157.SZA'] 持仓数目: 16 2017-07-18 持仓：, ['600016.SHA', '002386.SZA', '000830.SZA', '600019.SHA', '601328.SHA', '601288.SHA', '601666.SHA', '601998.SHA', '000001.SZA', '601818.SHA', '600508.SHA', '601939.SHA', '601166.SHA', '600782.SHA', '600020.SHA', '000157.SZA'] 持仓数目: 16 2017-07-19 买入股票： 601898.SHA 2017-07-19 买入股票： 600219.SHA 2017-07-19 买入股票： 600997.SHA 2017-07-19 持仓：, ['600016.SHA', '002386.SZA', '000830.SZA', '601898.SHA', '600997.SHA', '600019.SHA', '601328.SHA', '601288.SHA', '601666.SHA', '601998.SHA', '000001.SZA', '601818.SHA', '600508.SHA', '601939.SHA', '600219.SHA', '601166.SHA', '600782.SHA', '600020.SHA', '000157.SZA'] 持仓数目: 19 2017-07-20 买入股票： 600823.SHA 2017-07-20 买入股票： 000926.SZA 2017-07-20 买入股票： 000539.SZA 2017-07-20 持仓：, ['600016.SHA', '002386.SZA', '000830.SZA', '601898.SHA', '600823.SHA', '600997.SHA', '600019.SHA', '601328.SHA', '601288.SHA', '601666.SHA', '601998.SHA', '000001.SZA', '601818.SHA', '600508.SHA', '601939.SHA', '600219.SHA', '601166.SHA', '000539.SZA', '600782.SHA', '000926.SZA', '600020.SHA', '000157.SZA'] 持仓数目: 22 2017-07-21 买入股票： 000528.SZA 2017-07-21 持仓：, ['600016.SHA', '002386.SZA', '000830.SZA', '000528.SZA', '601898.SHA', '600823.SHA', '600997.SHA', '600019.SHA', '601328.SHA', '601288.SHA', '601666.SHA', '601998.SHA', '000001.SZA', '601818.SHA', '600508.SHA', '601939.SHA', '600219.SHA', '601166.SHA', '000539.SZA', '600782.SHA', '000926.SZA', '600020.SHA', '000157.SZA'] 持仓数目: 23 2017-07-24 买入股票： 601988.SHA 2017-07-24 买入股票： 601107.SHA 2017-07-24 买入股票： 600642.SHA 2017-07-24 买入股票： 600141.SHA 2017-07-24 持仓：, ['600016.SHA', '002386.SZA', '000830.SZA', '601107.SHA', '000528.SZA', '601988.SHA', '601898.SHA', '600823.SHA', '600997.SHA', '600019.SHA', '601328.SHA', '601288.SHA', '601666.SHA', '601998.SHA', '000001.SZA', '601818.SHA', '600508.SHA', '601939.SHA', '600219.SHA', '601166.SHA', '000539.SZA', '600782.SHA', '600642.SHA', '600141.SHA', '000926.SZA', '600020.SHA', '000157.SZA'] 持仓数目: 27 2017-07-25 买入股票： 601339.SHA 2017-07-25 持仓：, ['600016.SHA', '002386.SZA', '000830.SZA', '601107.SHA', '000528.SZA', '601988.SHA', '601898.SHA', '600823.SHA', '600997.SHA', '600019.SHA', '601328.SHA', '601288.SHA', '601666.SHA', '601998.SHA', '000001.SZA', '601818.SHA', '600508.SHA', '601939.SHA', '600219.SHA', '601166.SHA', '000539.SZA', '600782.SHA', '601339.SHA', '600642.SHA', '600141.SHA', '000926.SZA', '600020.SHA', '000157.SZA'] 持仓数目: 28 2017-07-26 持仓：, ['600016.SHA', '002386.SZA', '000830.SZA', '601107.SHA', '000528.SZA', '601988.SHA', '601898.SHA', '600823.SHA', '600997.SHA', '600019.SHA', '601328.SHA', '601288.SHA', '601666.SHA', '601998.SHA', '000001.SZA', '601818.SHA', '600508.SHA', '601939.SHA', '600219.SHA', '601166.SHA', '000539.SZA', '600782.SHA', '601339.SHA', '600642.SHA', '600141.SHA', '000926.SZA', '600020.SHA', '000157.SZA'] 持仓数目: 28 2017-07-27 买入股票： 600308.SHA 2017-07-27 买入股票： 000709.SZA 2017-07-27 持仓：, ['600016.SHA', '002386.SZA', '000830.SZA', '601107.SHA', '000528.SZA', '601988.SHA', '601898.SHA', '600823.SHA', '600308.SHA', '600997.SHA', '600019.SHA', '000709.SZA', '601328.SHA', '601288.SHA', '601666.SHA', '601998.SHA', '000001.SZA', '601818.SHA', '600508.SHA', '601939.SHA', '600219.SHA', '601166.SHA', '000539.SZA', '600782.SHA', '601339.SHA', '600642.SHA', '600141.SHA', '000926.SZA', '600020.SHA', '000157.SZA'] 持仓数目: 30 2017-07-28 持仓：, ['600016.SHA', '002386.SZA', '000830.SZA', '601107.SHA', '000528.SZA', '601988.SHA', '601898.SHA', '600823.SHA', '600308.SHA', '600997.SHA', '600019.SHA', '000709.SZA', '601328.SHA', '601288.SHA', '601666.SHA', '601998.SHA', '000001.SZA', '601818.SHA', '600508.SHA', '601939.SHA', '600219.SHA', '601166.SHA', '000539.SZA', '600782.SHA', '601339.SHA', '600642.SHA', '600141.SHA', '000926.SZA', '600020.SHA', '000157.SZA'] 持仓数目: 30 2017-07-31 持仓：, ['600016.SHA', '002386.SZA', '000830.SZA', '601107.SHA', '000528.SZA', '601988.SHA', '601898.SHA', '600823.SHA', '600308.SHA', '600997.SHA', '600019.SHA', '000709.SZA', '601328.SHA', '601288.SHA', '601666.SHA', '601998.SHA', '000001.SZA', '601818.SHA', '600508.SHA', '601939.SHA', '600219.SHA', '601166.SHA', '000539.SZA', '600782.SHA', '601339.SHA', '600642.SHA', '600141.SHA', '000926.SZA', '600020.SHA', '000157.SZA'] 持仓数目: 30 2017-08-01 持仓：, ['600016.SHA', '002386.SZA', '000830.SZA', '601107.SHA', '000528.SZA', '601988.SHA', '601898.SHA', '600823.SHA', '600308.SHA', '600997.SHA', '600019.SHA', '000709.SZA', '601328.SHA', '601288.SHA', '601666.SHA', '601998.SHA', '000001.SZA', '601818.SHA', '600508.SHA', '601939.SHA', '600219.SHA', '601166.SHA', '000539.SZA', '600782.SHA', '601339.SHA', '600642.SHA', '600141.SHA', '000926.SZA', '600020.SHA', '000157.SZA'] 持仓数目: 30 2017-08-02 持仓：, ['600016.SHA', '002386.SZA', '000830.SZA', '601107.SHA', '000528.SZA', '601988.SHA', '601898.SHA', '600823.SHA', '600308.SHA', '600997.SHA', '600019.SHA', '000709.SZA', '601328.SHA', '601288.SHA', '601666.SHA', '601998.SHA', '000001.SZA', '601818.SHA', '600508.SHA', '601939.SHA', '600219.SHA', '601166.SHA', '000539.SZA', '600782.SHA', '601339.SHA', '600642.SHA', '600141.SHA', '000926.SZA', '600020.SHA', '000157.SZA'] 持仓数目: 30 2017-08-03 持仓：, ['600016.SHA', '002386.SZA', '000830.SZA', '601107.SHA', '000528.SZA', '601988.SHA', '601898.SHA', '600823.SHA', '600308.SHA', '600997.SHA', '600019.SHA', '000709.SZA', '601328.SHA', '601288.SHA', '601666.SHA', '601998.SHA', '000001.SZA', '601818.SHA', '600508.SHA', '601939.SHA', '600219.SHA', '601166.SHA', '000539.SZA', '600782.SHA', '601339.SHA', '600642.SHA', '600141.SHA', '000926.SZA', '600020.SHA', '000157.SZA'] 持仓数目: 30 2017-08-04 持仓：, ['600016.SHA', '002386.SZA', '000830.SZA', '601107.SHA', '000528.SZA', '601988.SHA', '601898.SHA', '600823.SHA', '600308.SHA', '600997.SHA', '600019.SHA', '000709.SZA', '601328.SHA', '601288.SHA', '601666.SHA', '601998.SHA', '000001.SZA', '601818.SHA', '600508.SHA', '601939.SHA', '600219.SHA', '601166.SHA', '000539.SZA', '600782.SHA', '601339.SHA', '600642.SHA', '600141.SHA', '000926.SZA', '600020.SHA', '000157.SZA'] 持仓数目: 30 2017-08-07 持仓满足30天卖出: Equity(3337 [000830.SZA]) 2017-08-07 本身满足卖出条件卖出： Equity(1148 [000157.SZA]) 2017-08-07 持仓：, ['600016.SHA', '002386.SZA', '601107.SHA', '000528.SZA', '601988.SHA', '601898.SHA', '600823.SHA', '600308.SHA', '600997.SHA', '600019.SHA', '000709.SZA', '601328.SHA', '601288.SHA', '601666.SHA', '601998.SHA', '000001.SZA', '601818.SHA', '600508.SHA', '601939.SHA', '600219.SHA', '601166.SHA', '000539.SZA', '600782.SHA', '601339.SHA', '600642.SHA', '600141.SHA', '600020.SHA', '000157.SZA'] 持仓数目: 28 2017-08-08 持仓满足30天卖出: Equity(680 [600019.SHA]) 2017-08-08 持仓：, ['600016.SHA', '002386.SZA', '601107.SHA', '000528.SZA', '601988.SHA', '601898.SHA', '600823.SHA', '600308.SHA', '600997.SHA', '000709.SZA', '601328.SHA', '601288.SHA', '601666.SHA', '601998.SHA', '000001.SZA', '601818.SHA', '600508.SHA', '601939.SHA', '600219.SHA', '601166.SHA', '000539.SZA', '600782.SHA', '601339.SHA', '600642.SHA', '600141.SHA', '600020.SHA', '000157.SZA'] 持仓数目: 27 2017-08-09 买入股票： 600166.SHA 2017-08-09 持仓：, ['600016.SHA', '002386.SZA', '601107.SHA', '000528.SZA', '601988.SHA', '601898.SHA', '600823.SHA', '600308.SHA', '600997.SHA', '000709.SZA', '601328.SHA', '601288.SHA', '601666.SHA', '601998.SHA', '600166.SHA', '000001.SZA', '601818.SHA', '600508.SHA', '601939.SHA', '600219.SHA', '601166.SHA', '000539.SZA', '600782.SHA', '601339.SHA', '600642.SHA', '600141.SHA', '600020.SHA', '000157.SZA'] 持仓数目: 28 2017-08-10 持仓满足30天卖出: Equity(992 [601166.SHA]) 2017-08-10 持仓满足30天卖出: Equity(2554 [600020.SHA]) 2017-08-10 本身满足卖出条件卖出： Equity(1148 [000157.SZA]) 2017-08-10 持仓：, ['600016.SHA', '002386.SZA', '601107.SHA', '000528.SZA', '601988.SHA', '601898.SHA', '600823.SHA', '600308.SHA', '600997.SHA', '000709.SZA', '601328.SHA', '601288.SHA', '601666.SHA', '601998.SHA', '600166.SHA', '000001.SZA', '601818.SHA', '600508.SHA', '601939.SHA', '600219.SHA', '601166.SHA', '000539.SZA', '600782.SHA', '601339.SHA', '600642.SHA', '600141.SHA', '000157.SZA'] 持仓数目: 27 2017-08-11 本身满足卖出条件卖出： Equity(1148 [000157.SZA]) 2017-08-11 本身满足卖出条件卖出： Equity(1148 [000157.SZA]) 2017-08-11 本身满足卖出条件卖出： Equity(1148 [000157.SZA]) 2017-08-11 本身满足卖出条件卖出： Equity(1148 [000157.SZA]) 2017-08-11 持仓：, ['600016.SHA', '002386.SZA', '601107.SHA', '000528.SZA', '601988.SHA', '601898.SHA', '600308.SHA', '600997.SHA', '000709.SZA', '601328.SHA', '601288.SHA', '601666.SHA', '600166.SHA', '000001.SZA', '601818.SHA', '600508.SHA', '601939.SHA', '600219.SHA', '000539.SZA', '600782.SHA', '600642.SHA', '600141.SHA', '000157.SZA'] 持仓数目: 23 2017-08-14 本身满足卖出条件卖出： Equity(1148 [000157.SZA]) 2017-08-14 本身满足卖出条件卖出： Equity(1148 [000157.SZA]) 2017-08-14 本身满足卖出条件卖出： Equity(1148 [000157.SZA]) 2017-08-14 持仓：, ['002386.SZA', '601107.SHA', '000528.SZA', '601988.SHA', '601898.SHA', '600308.SHA', '600997.SHA', '000709.SZA', '601328.SHA', '601288.SHA', '601666.SHA', '600166.SHA', '000001.SZA', '600508.SHA', '601939.SHA', '600219.SHA', '600782.SHA', '600642.SHA', '600141.SHA', '000157.SZA'] 持仓数目: 20 2017-08-15 持仓满足30天卖出: Equity(2771 [600508.SHA]) 2017-08-15 本身满足卖出条件卖出： Equity(1148 [000157.SZA]) 2017-08-15 本身满足卖出条件卖出： Equity(1148 [000157.SZA]) 2017-08-15 持仓：, ['002386.SZA', '601107.SHA', '601988.SHA', '601898.SHA', '600308.SHA', '600997.SHA', '000709.SZA', '601328.SHA', '601288.SHA', '601666.SHA', '600166.SHA', '000001.SZA', '601939.SHA', '600219.SHA', '600782.SHA', '600141.SHA', '000157.SZA'] 持仓数目: 17 2017-08-16 买入股票： 600515.SHA 2017-08-16 本身满足卖出条件卖出： Equity(1148 [000157.SZA]) 2017-08-16 本身满足卖出条件卖出： Equity(1148 [000157.SZA]) 2017-08-16 本身满足卖出条件卖出： Equity(1148 [000157.SZA]) 2017-08-16 持仓：, ['002386.SZA', '600515.SHA', '601988.SHA', '601898.SHA', '600308.SHA', '600997.SHA', '000709.SZA', '601288.SHA', '601666.SHA', '600166.SHA', '601939.SHA', '600219.SHA', '600782.SHA', '600141.SHA', '000157.SZA'] 持仓数目: 15 2017-08-17 持仓：, ['002386.SZA', '600515.SHA', '601988.SHA', '601898.SHA', '600308.SHA', '600997.SHA', '000709.SZA', '601288.SHA', '601666.SHA', '600166.SHA', '601939.SHA', '600219.SHA', '600782.SHA', '600141.SHA', '000157.SZA'] 持仓数目: 15 2017-08-18 本身满足卖出条件卖出： Equity(1148 [000157.SZA]) 2017-08-18 本身满足卖出条件卖出： Equity(1148 [000157.SZA]) 2017-08-18 持仓：, ['002386.SZA', '600515.SHA', '601988.SHA', '601898.SHA', '600308.SHA', '600997.SHA', '601288.SHA', '601666.SHA', '600166.SHA', '601939.SHA', '600219.SHA', '600782.SHA', '600141.SHA'] 持仓数目: 13 2017-08-21 买入股票： 600578.SHA 2017-08-21 持仓：, ['002386.SZA', '600515.SHA', '601988.SHA', '601898.SHA', '600578.SHA', '600308.SHA', '600997.SHA', '601288.SHA', '601666.SHA', '600166.SHA', '601939.SHA', '600219.SHA', '600782.SHA', '600141.SHA'] 持仓数目: 14 2017-08-22 持仓满足30天卖出: Equity(872 [600782.SHA]) 2017-08-22 持仓：, ['002386.SZA', '600515.SHA', '601988.SHA', '601898.SHA', '600578.SHA', '600308.SHA', '600997.SHA', '601288.SHA', '601666.SHA', '600166.SHA', '601939.SHA', '600219.SHA', '600141.SHA'] 持仓数目: 13 2017-08-23 买入股票： 000809.SZA 2017-08-23 本身满足卖出条件卖出： Equity(240 [600141.SHA]) 2017-08-23 本身满足卖出条件卖出： Equity(240 [600141.SHA]) 2017-08-23 持仓：, ['002386.SZA', '600515.SHA', '601988.SHA', '600578.SHA', '600308.SHA', '000809.SZA', '601288.SHA', '601666.SHA', '600166.SHA', '601939.SHA', '600219.SHA', '600141.SHA'] 持仓数目: 12 2017-08-24 持仓：, ['002386.SZA', '600515.SHA', '601988.SHA', '600578.SHA', '600308.SHA', '000809.SZA', '601288.SHA', '601666.SHA', '600166.SHA', '601939.SHA', '600219.SHA', '600141.SHA'] 持仓数目: 12 2017-08-25 买入股票： 601398.SHA 2017-08-25 持仓满足30天卖出: Equity(2247 [601666.SHA]) 2017-08-25 持仓：, ['002386.SZA', '600515.SHA', '601988.SHA', '600578.SHA', '600308.SHA', '000809.SZA', '601288.SHA', '600166.SHA', '601939.SHA', '600219.SHA', '600141.SHA', '601398.SHA'] 持仓数目: 12 2017-08-28 买入股票： 000001.SZA 2017-08-28 持仓满足30天卖出: Equity(3336 [002386.SZA]) 2017-08-28 持仓：, ['600515.SHA', '601988.SHA', '600578.SHA', '600308.SHA', '000809.SZA', '601288.SHA', '600166.SHA', '000001.SZA', '601939.SHA', '600219.SHA', '600141.SHA', '601398.SHA'] 持仓数目: 12 2017-08-29 买入股票： 000701.SZA 2017-08-29 持仓满足30天卖出: Equity(2625 [601288.SHA]) 2017-08-29 持仓满足30天卖出: Equity(984 [601939.SHA]) 2017-08-29 持仓：, ['600515.SHA', '601988.SHA', '000701.SZA', '600578.SHA', '600308.SHA', '000809.SZA', '600166.SHA', '000001.SZA', '600219.SHA', '600141.SHA', '601398.SHA'] 持仓数目: 11 2017-08-30 买入股票： 601328.SHA 2017-08-30 买入股票： 600823.SHA 2017-08-30 持仓：, ['600823.SHA', '600515.SHA', '601988.SHA', '000701.SZA', '600578.SHA', '600308.SHA', '000809.SZA', '601328.SHA', '600166.SHA', '000001.SZA', '600219.SHA', '600141.SHA', '601398.SHA'] 持仓数目: 13 2017-08-31 持仓满足30天卖出: Equity(2654 [600219.SHA]) 2017-08-31 持仓：, ['600823.SHA', '600515.SHA', '601988.SHA', '000701.SZA', '600578.SHA', '600308.SHA', '000809.SZA', '601328.SHA', '600166.SHA', '000001.SZA', '600141.SHA', '601398.SHA'] 持仓数目: 12 2017-09-01 买入股票： 002585.SZA 2017-09-01 买入股票： 000780.SZA 2017-09-01 持仓：, ['600823.SHA', '600515.SHA', '601988.SHA', '000701.SZA', '600578.SHA', '600308.SHA', '000809.SZA', '601328.SHA', '600166.SHA', '000001.SZA', '000780.SZA', '600141.SHA', '002585.SZA', '601398.SHA'] 持仓数目: 14 2017-09-04 持仓：, ['600823.SHA', '600515.SHA', '601988.SHA', '000701.SZA', '600578.SHA', '600308.SHA', '000809.SZA', '601328.SHA', '600166.SHA', '000001.SZA', '000780.SZA', '600141.SHA', '002585.SZA', '601398.SHA'] 持仓数目: 14 2017-09-05 持仓满足30天卖出: Equity(922 [601988.SHA]) 2017-09-05 持仓满足30天卖出: Equity(240 [600141.SHA]) 2017-09-05 持仓：, ['600823.SHA', '600515.SHA', '000701.SZA', '600578.SHA', '600308.SHA', '000809.SZA', '601328.SHA', '600166.SHA', '000001.SZA', '000780.SZA', '002585.SZA', '601398.SHA'] 持仓数目: 12 2017-09-06 本身满足卖出条件卖出： Equity(3066 [601398.SHA]) 2017-09-06 持仓：, ['600823.SHA', '600515.SHA', '000701.SZA', '600578.SHA', '600308.SHA', '000809.SZA', '601328.SHA', '000001.SZA', '000780.SZA', '002585.SZA', '601398.SHA'] 持仓数目: 11 2017-09-07 本身满足卖出条件卖出： Equity(3066 [601398.SHA]) 2017-09-07 持仓：, ['600823.SHA', '600515.SHA', '600578.SHA', '600308.SHA', '000809.SZA', '601328.SHA', '000001.SZA', '000780.SZA', '002585.SZA', '601398.SHA'] 持仓数目: 10 2017-09-08 买入股票： 600877.SHA 2017-09-08 持仓满足30天卖出: Equity(547 [600308.SHA]) 2017-09-08 持仓：, ['600823.SHA', '600515.SHA', '600578.SHA', '000809.SZA', '601328.SHA', '600877.SHA', '000001.SZA', '000780.SZA', '002585.SZA', '601398.SHA'] 持仓数目: 10 2017-09-11 买入股票： 600308.SHA 2017-09-11 持仓：, ['600823.SHA', '600515.SHA', '600578.SHA', '600308.SHA', '000809.SZA', '601328.SHA', '600877.SHA', '000001.SZA', '000780.SZA', '002585.SZA', '601398.SHA'] 持仓数目: 11 2017-09-12 买入股票： 600166.SHA 2017-09-12 持仓：, ['600823.SHA', '600515.SHA', '600578.SHA', '600308.SHA', '000809.SZA', '601328.SHA', '600877.SHA', '600166.SHA', '000001.SZA', '000780.SZA', '002585.SZA', '601398.SHA'] 持仓数目: 12 2017-09-13 本身满足卖出条件卖出： Equity(3066 [601398.SHA]) 2017-09-13 持仓：, ['600823.SHA', '600515.SHA', '600308.SHA', '000809.SZA', '601328.SHA', '600877.SHA', '600166.SHA', '000001.SZA', '000780.SZA', '002585.SZA', '601398.SHA'] 持仓数目: 11 2017-09-14 [2017-09-19 11:12:15.390158] INFO: Performance: Simulated 417 trading days out of 417. [2017-09-19 11:12:15.391022] INFO: Performance: first open: 2016-01-04 14:30:00+00:00 [2017-09-19 11:12:15.391858] INFO: Performance: last close: 2017-09-14 19:00:00+00:00
[2017-09-19 11:12:17.056927] INFO: bigquant: backtest.v7 运行完成[290.878629s].
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