非常不解!为啥明明显示已经卖掉的股票,仍在持仓股里?永远卖不掉!

新手专区
标签: #<Tag:0x00007fc828413e60>

(189) #1

由于我每天都输出一次买卖操作,明明看到order_target_values到0 了,但是第二天还是看到有持仓stock_hold_now只增不减????请教老师!

克隆策略
In [5]:
m10.data.read().tail()
Out[5]:
date instrument risk ma13 close
1476 2019-01-14 159949.ZOF NaN NaN 0.433
1477 2019-01-14 510050.HOF NaN NaN 2.325
1478 2019-01-14 510300.HOF NaN NaN 3.129
1479 2019-01-14 510880.HOF NaN NaN 2.613
1480 2019-01-14 510500.HOF NaN NaN 4.591

    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回测引擎:初始化函数,只执行一次\ndef bigquant_run(context):\n import pandas as pd\n context.prediction = context.options['data'].read_df()\n context.prediction.date=pd.to_datetime(context.prediction.date)\n context.prediction.set_index(['date'],inplace=True)\n \n context.set_commission(PerOrder(buy_cost=0.0003, sell_cost=0.0013, min_cost=5))\n context.stock_count = 3\n context.his_bars=13\n context.etf_dic={\n '000016.HIX':'510050.HOF',\n '000300.HIX':'510300.HOF',\n '000905.HIX':'510500.HOF',\n '000015.HIX':'510880.HOF',\n '399673.ZIX':'159949.ZOF',\n '399006.ZIX':'159915.ZOF',\n '399324.ZIX':'159905.ZOF',\n }\n context.ind=[i for i in context.etf_dic.keys()]\n context.etf=[i for i in context.etf_dic.values()]\n\n \n ##schedule_function(func=trade, date_rule=date_rules.every_day(), time_rule=time_rules.market_close(minutes=15))\n schedule_function(func=trade, date_rule=date_rules.every_day(), time_rule=time_rules.market_close(minutes=15)) \n \n \n","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"handle_data","Value":"# 回测引擎:每日数据处理函数,每天执行一次\ndef bigquant_run(context, data):\n pass\ndef trade(context, data):\n date0 = data.current_dt\n print('目前日期为:{}'.format(date0))\n date = date0.strftime('%Y-%m-%d')\n context.today=context.prediction.loc[date,]\n curr_price=[]\n for sec in context.today.instrument:\n curr = data.current(context.symbol(sec), ['close']).close\n curr_price.append(curr)\n context.today['curr_price']=curr_price\n context.today['ratio_ma']=context.today['curr_price']/context.today['ma13']\n context.today.sort_values(by=['ratio_ma'],ascending=False,inplace=True)\n context.today=context.today.reset_index(drop=True)\n context.today=context.today.fillna(-100)\n print(context.today)\n \n context.daily_stock_buy=[]\n context.daily_stock_sell=[]\n stock_hold_now =[e.symbol for e in context.portfolio.positions] \n print('当前持仓:',stock_hold_now)\n \n context.risk=context.today.iloc[2,1]\n if context.risk>0:\n for instrument in stock_hold_now:\n context.order_target(context.symbol(instrument), 0)\n print('正在清仓',instrument)\n return\n \n for i in range(context.stock_count):\n if context.today.loc[i,'ratio_ma']<1:\n break\n else:\n context.daily_stock_buy.append(context.today.loc[i,'instrument'])\n context.daily_stock_sell=list(set(context.etf)-set(context.daily_stock_buy))\n print('买入信号:',context.daily_stock_buy)\n print('卖出信号:',context.daily_stock_sell)\n \n stock_to_sell = [ i for i in stock_hold_now if i in context.daily_stock_sell]\n stock_to_buy = [ i for i in context.daily_stock_buy if i not in stock_hold_now]\n print('即将买入:',stock_to_buy)\n print('即将卖出:',stock_to_sell)\n if len(stock_to_sell)>0:\n\t for instrument in stock_to_sell:\n\t #cur_position = context.portfolio.positions[context.symbol(instrument)].amount# 持仓\n\t #if cur_position > 0 :\n\t context.order_target(context.symbol(instrument), 0)\n\t print('正在卖出',instrument)\n if len(stock_to_buy)>0:\n weight 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Python 代码入口函数,input_1/2/3 对应三个输入端,data_1/2/3 对应三个输出端\ndef bigquant_run(input_1, input_2, input_3):\n # 示例代码如下。在这里编写您的代码\n df = input_1.read_df()\n \n etf_dic={\n '000016.HIX':'510050.HOF',\n '000300.HIX':'510300.HOF',\n '000905.HIX':'510500.HOF',\n '000015.HIX':'510880.HOF',\n '399673.ZIX':'159949.ZOF',\n '399006.ZIX':'159915.ZOF',\n '399324.ZIX':'159905.ZOF',\n }\n df['instrument']=df['instrument'].map(lambda x:etf_dic[x])\n \n data_1= DataSource.write_df(df)\n #print(df)\n return Outputs(data_1=data_1, data_2=None, data_3=None)\n","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"post_run","Value":"# 后处理函数,可选。输入是主函数的输出,可以在这里对数据做处理,或者返回更友好的outputs数据格式。此函数输出不会被缓存。\ndef bigquant_run(outputs):\n return 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回测引擎:初始化函数,只执行一次\ndef bigquant_run(context):\n # 加载预测数据\n context.prediction = context.options['data'].read_df()\n context.set_commission(PerOrder(buy_cost=0.0003, sell_cost=0.0013, min_cost=5))\n stock_count = 5\n \n context.stock_max_num=50#最大持仓数量50只\n \n #等权重\n context.stock_weights=[1/stock_count for i in range(0,stock_count)]\n \n # 设置每只股票占用的最大资金比例\n context.max_cash_per_instrument = 0.2\n ","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"handle_data","Value":"# 回测引擎:每日数据处理函数,每天执行一次\ndef bigquant_run(context, data):\n today=date.current_dt.strftime('%Y-%m-%d')\n \n stock_hold_now=[equity.symbol for equity in context.portfolio.positions]\n hold_num=len(equities)\n \n #——————————————————大盘风控————————————\n benchmark_risk=context.benchmark_risk[today]\n if benchmark_risk>0:\n for instrument in stock_hold_now:\n context.order_target(symbol(instrument),0)\n print(today,'大盘风控止损触发,全仓卖出')\n return\n #——————————————————大盘风控————————————\n \n #———————————————————移动止损——————————————\n equities={e.symbol:p for e,p in context.portfolio.positions.items() if p.amount>0}#持仓字典\n stoploss_stock=[]\n if len(equities)>0:\n for i in equties.keys():\n stock_market_price=data.current(context.symbol(i),'price')#最新价\n last_sale_date=equities[i].last_sale_date #上次交易日期\n hold_days=delta_days.days#持仓天数\n highest_price_since_buy=data.history(context.symbol(i),'high',hold_days,'1d').max()#建仓以来高价\n stoploss_line=highest_price_since_buy*0.9#止损价\n if stock_market_price<stoploss_line:\n context.order_target_percent(context.symbol(i),0)\n stoploss_stock.append(i)\n if len(stoploss_stock)>0:\n print('日期:',today,'股票:',stoploss_stock,'跟踪止损')\n #———————————————————移动止损——————————————\n \n #———————————————————指标选股——————————————\n stock_hold_now=[e.symbol:p.amount*p.last_sale_price for e,p in context.portfolio.positions]\n hold_num=len(stock_hold_now)\n cash_for_buy=context.portfolio.cash\n try:\n buycond_stock=context.daily_stock_buy[today]#在数据准备模块中定义\n except:\n buycond_stock=[]\n try:\n sellcond_stock=context.daily_stock_sell[today]\n except:\n sellcond_stock=[]\n stock_to_sell=[i for i in stock_hold_now if i in sellcond_stock]\n stock_to_buy=[i for i in stock_hold_now if i in buycond_stock]\n \n for i in stock_to_sell:\n if data.can_trade(context.symbol(i)):\n order_target_percent(context.symbol(i),0)\n #cash_for_buy+=stock_hold_now[i]如果是开盘卖出收盘买入需更新现金可用\n #hold_num-=1\n stock_can_buy_num=context.stock_max_num-hold_num\n stock_to_buy_num=min(stock_can_buy_num,len(stock_to_buy))\n \n if stock_to_buy_num==0:\n return\n buy_num=0\n \n for i in stock_to_buy:\n cash=cash_for_buy.len(stock_to_buy)#等权\n if data.can_trade(context.symbol(i)) and buy_num<stock_to_buy_num:\n current_price=data.current(context.symbol(i),'price')\n amount=math.floor(cash/current_price/100)*100#整百股下单\n context.order(context.symbol(i),amount)\n buy_num+=1\n \n #———————————————————指标选股——————————————\n \n \n \n \n \n # 按日期过滤得到今日的预测数据\n prediction = context.prediction[context.prediction.date == today]\n #另一种表达\n try:\n prediction=context.prediction[today]\n except KeyError as e:\n return\n\n # 1. 资金分配\n # 平均持仓时间是hold_days,每日都将买入股票,每日预期使用 1/hold_days 的资金\n # 实际操作中,会存在一定的买入误差,所以在前hold_days天,等量使用资金;之后,尽量使用剩余资金(这里设置最多用等量的1.5倍)\n is_staging = context.trading_day_index < context.hold_days # 是否在建仓期间(前 hold_days 天)\n cash_avg = context.portfolio.portfolio_value / context.hold_days\n cash_for_buy = min(context.portfolio.cash, (1 if is_staging else 1.5) * cash_avg)\n cash_for_sell = cash_avg - (context.portfolio.cash - cash_for_buy)\n positions = {e.symbol: p.amount * p.last_sale_price\n for e, p in context.perf_tracker.position_tracker.positions.items()}\n\n # 2. 生成卖出订单:hold_days天之后才开始卖出;对持仓的股票,按StockRanker预测的排序末位淘汰\n if not is_staging and cash_for_sell > 0:\n equities = {e.symbol: e for e, p in context.perf_tracker.position_tracker.positions.items()}\n instruments = list(reversed(list(ranker_prediction.instrument[ranker_prediction.instrument.apply(\n lambda x: x in equities and not context.has_unfinished_sell_order(equities[x]))])))\n # print('rank order for sell %s' % instruments)\n for instrument in instruments:\n context.order_target(context.symbol(instrument), 0)\n cash_for_sell -= positions[instrument]\n if cash_for_sell <= 0:\n break\n\n # 3. 生成买入订单:按StockRanker预测的排序,买入前面的stock_count只股票\n buy_cash_weights = context.stock_weights\n buy_instruments = list(ranker_prediction.instrument[:len(buy_cash_weights)])\n max_cash_per_instrument = context.portfolio.portfolio_value * context.max_cash_per_instrument\n for i, instrument in enumerate(buy_instruments):\n cash = cash_for_buy * buy_cash_weights[i]\n if cash > max_cash_per_instrument - positions.get(instrument, 0):\n # 确保股票持仓量不会超过每次股票最大的占用资金量\n cash = max_cash_per_instrument - positions.get(instrument, 0)\n if cash > 0:\n context.order_value(context.symbol(instrument), cash)\n","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"prepare","Value":"# 回测引擎:准备数据,只执行一次\ndef bigquant_run(context):#买卖信号归类context,大盘风控等\n df=context.options.data.read_df()#此处读入数据\n def open_pos_con(df):\n return list(df[df['buy_condition']>0].instrument)\n def close_pos_con(df):\n return list(df[df['sell_condition']>0].instrument)\n context.daily_stock_buy=df.groupby('date').apply(open_pos_con)\n context.daily_stock_sell=df.groupby('date').apply(close_pos_con)\n \n #——————————————大盘风控————————————\n #多取50天保证不为NAN值\n start_date=(pd.to_datetime(context.start_date)-datetime.timedelta(days=50)).strftime(%Y-%m-%d)\n df=DataSource('bar1d_index_CN_STOCK_A').read(start_date=start_date,end_date=context.end_date,fields=['close'])\n benchmark_data=df[df.instrument=='000001.HIX']\n benchmark_data['ret5']=benchmark_data['close']/benchmark_data['close'].shift(5)-1\n benchmark_data['risk']=np.where(benchmark_data['ret5']<-0.04,1,0)\n benchmark_data['date']=benchmark_data['date'].apply(lambda x:x.strftime(%Y-%m-%d))\n benchmark_data.set_index('date',inplace=True)\n context.benchmark_risk=benchmark_data['risk']\n #——————————————大盘风控————————————\n ","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"before_trading_start","Value":"# 回测引擎:每个单位时间开始前调用一次,即每日开盘前调用一次。\ndef bigquant_run(context, data):\n 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    In [15]:
    # 本代码由可视化策略环境自动生成 2019年12月21日 00:23
    # 本代码单元只能在可视化模式下编辑。您也可以拷贝代码,粘贴到新建的代码单元或者策略,然后修改。
    
    
    # Python 代码入口函数,input_1/2/3 对应三个输入端,data_1/2/3 对应三个输出端
    def m11_run_bigquant_run(input_1, input_2, input_3):
        # 示例代码如下。在这里编写您的代码
        df = input_1.read_df()
        
        etf_dic={
                '000016.HIX':'510050.HOF',
                '000300.HIX':'510300.HOF',
                '000905.HIX':'510500.HOF',
                '000015.HIX':'510880.HOF',
                '399673.ZIX':'159949.ZOF',
                '399006.ZIX':'159915.ZOF',
                '399324.ZIX':'159905.ZOF',
            }
        df['instrument']=df['instrument'].map(lambda x:etf_dic[x])
        
        data_1= DataSource.write_df(df)
        #print(df)
        return Outputs(data_1=data_1, data_2=None, data_3=None)
    
    # 后处理函数,可选。输入是主函数的输出,可以在这里对数据做处理,或者返回更友好的outputs数据格式。此函数输出不会被缓存。
    def m11_post_run_bigquant_run(outputs):
        return outputs
    
    # 回测引擎:初始化函数,只执行一次
    def m9_initialize_bigquant_run(context):
        import pandas as pd
        context.prediction = context.options['data'].read_df()
        context.prediction.date=pd.to_datetime(context.prediction.date)
        context.prediction.set_index(['date'],inplace=True)
      
        context.set_commission(PerOrder(buy_cost=0.0003, sell_cost=0.0013, min_cost=5))
        context.stock_count = 3
        context.his_bars=13
        context.etf_dic={
                '000016.HIX':'510050.HOF',
                '000300.HIX':'510300.HOF',
                '000905.HIX':'510500.HOF',
                '000015.HIX':'510880.HOF',
                '399673.ZIX':'159949.ZOF',
                '399006.ZIX':'159915.ZOF',
                '399324.ZIX':'159905.ZOF',
            }
        context.ind=[i for i in context.etf_dic.keys()]
        context.etf=[i for i in context.etf_dic.values()]
    
        
        ##schedule_function(func=trade, date_rule=date_rules.every_day(), time_rule=time_rules.market_close(minutes=15))
        schedule_function(func=trade, date_rule=date_rules.every_day(), time_rule=time_rules.market_close(minutes=15))   
        
        
    
    # 回测引擎:每日数据处理函数,每天执行一次
    def m9_handle_data_bigquant_run(context, data):
        pass
    def trade(context, data):
        date0 = data.current_dt
        print('目前日期为:{}'.format(date0))
        date = date0.strftime('%Y-%m-%d')
        context.today=context.prediction.loc[date,]
        curr_price=[]
        for sec in context.today.instrument:
            curr = data.current(context.symbol(sec), ['close']).close
            curr_price.append(curr)
        context.today['curr_price']=curr_price
        context.today['ratio_ma']=context.today['curr_price']/context.today['ma13']
        context.today.sort_values(by=['ratio_ma'],ascending=False,inplace=True)
        context.today=context.today.reset_index(drop=True)
        context.today=context.today.fillna(-100)
        print(context.today)
        
        context.daily_stock_buy=[]
        context.daily_stock_sell=[]
        stock_hold_now =[e.symbol for e in context.portfolio.positions] 
        print('当前持仓:',stock_hold_now)
        
        context.risk=context.today.iloc[2,1]
        if context.risk>0:
            for instrument in stock_hold_now:
                context.order_target(context.symbol(instrument), 0)
                print('正在清仓',instrument)
            return
        
        for i  in range(context.stock_count):
            if context.today.loc[i,'ratio_ma']<1:
                break
            else:
                context.daily_stock_buy.append(context.today.loc[i,'instrument'])
        context.daily_stock_sell=list(set(context.etf)-set(context.daily_stock_buy))
        print('买入信号:',context.daily_stock_buy)
        print('卖出信号:',context.daily_stock_sell)
        
        stock_to_sell = [ i for i in stock_hold_now if i in context.daily_stock_sell]
        stock_to_buy = [ i for i in context.daily_stock_buy if i not in stock_hold_now]
        print('即将买入:',stock_to_buy)
        print('即将卖出:',stock_to_sell)
        if len(stock_to_sell)>0:
    	    for instrument in stock_to_sell:
    	        #cur_position = context.portfolio.positions[context.symbol(instrument)].amount# 持仓
    	        #if cur_position > 0 :
    	        context.order_target(context.symbol(instrument), 0)
    	        print('正在卖出',instrument)
        if len(stock_to_buy)>0:
            weight =1/len(context.daily_stock_buy)
            for instrument in set(context.daily_stock_buy)-set(stock_to_buy):
                context.order_target_value(context.symbol(instrument), weight*context.portfolio.portfolio_value)
                print('正在调仓',instrument)
            for instrument in stock_to_buy:
    	        context.order_target_value(context.symbol(instrument), weight*context.portfolio.portfolio_value) # 买入
    	        print('正在买入',instrument)
    	    
    # 回测引擎:准备数据,只执行一次
    def m9_prepare_bigquant_run(context):
        pass
    
    # 回测引擎:每个单位时间开始前调用一次,即每日开盘前调用一次。
    def m9_before_trading_start_bigquant_run(context, data):
        pass
    
    # 回测引擎:初始化函数,只执行一次
    def m16_initialize_bigquant_run(context):
        # 加载预测数据
        context.prediction = context.options['data'].read_df()
        context.set_commission(PerOrder(buy_cost=0.0003, sell_cost=0.0013, min_cost=5))
        stock_count = 5
        
        context.stock_max_num=50#最大持仓数量50只
        
        #等权重
        context.stock_weights=[1/stock_count for i in range(0,stock_count)]
        
        # 设置每只股票占用的最大资金比例
        context.max_cash_per_instrument = 0.2
        
    # 回测引擎:每日数据处理函数,每天执行一次
    def m16_handle_data_bigquant_run(context, data):
        today=date.current_dt.strftime('%Y-%m-%d')
        
        stock_hold_now=[equity.symbol for equity in context.portfolio.positions]
        hold_num=len(equities)
        
        #——————————————————大盘风控————————————
        benchmark_risk=context.benchmark_risk[today]
        if benchmark_risk>0:
            for instrument in stock_hold_now:
                context.order_target(symbol(instrument),0)
            print(today,'大盘风控止损触发,全仓卖出')
            return
         #——————————————————大盘风控————————————
        
        #———————————————————移动止损——————————————
        equities={e.symbol:p for e,p in context.portfolio.positions.items() if p.amount>0}#持仓字典
        stoploss_stock=[]
        if len(equities)>0:
            for i in equties.keys():
                stock_market_price=data.current(context.symbol(i),'price')#最新价
                last_sale_date=equities[i].last_sale_date #上次交易日期
                hold_days=delta_days.days#持仓天数
                highest_price_since_buy=data.history(context.symbol(i),'high',hold_days,'1d').max()#建仓以来高价
                stoploss_line=highest_price_since_buy*0.9#止损价
                if stock_market_price<stoploss_line:
                    context.order_target_percent(context.symbol(i),0)
                    stoploss_stock.append(i)
            if len(stoploss_stock)>0:
                print('日期:',today,'股票:',stoploss_stock,'跟踪止损')
        #———————————————————移动止损——————————————
        
        #———————————————————指标选股——————————————
        stock_hold_now=[e.symbol:p.amount*p.last_sale_price for e,p in context.portfolio.positions]
        hold_num=len(stock_hold_now)
        cash_for_buy=context.portfolio.cash
        try:
            buycond_stock=context.daily_stock_buy[today]#在数据准备模块中定义
        except:
            buycond_stock=[]
        try:
            sellcond_stock=context.daily_stock_sell[today]
        except:
            sellcond_stock=[]
        stock_to_sell=[i for i in stock_hold_now if i in sellcond_stock]
        stock_to_buy=[i for i in stock_hold_now if i in buycond_stock]
        
        for i in stock_to_sell:
            if data.can_trade(context.symbol(i)):
                order_target_percent(context.symbol(i),0)
                #cash_for_buy+=stock_hold_now[i]如果是开盘卖出收盘买入需更新现金可用
                #hold_num-=1
        stock_can_buy_num=context.stock_max_num-hold_num
        stock_to_buy_num=min(stock_can_buy_num,len(stock_to_buy))
        
        if stock_to_buy_num==0:
            return
        buy_num=0
        
        for i in stock_to_buy:
            cash=cash_for_buy.len(stock_to_buy)#等权
            if data.can_trade(context.symbol(i)) and buy_num<stock_to_buy_num:
                current_price=data.current(context.symbol(i),'price')
                amount=math.floor(cash/current_price/100)*100#整百股下单
                context.order(context.symbol(i),amount)
                buy_num+=1
                
        #———————————————————指标选股——————————————
                
        
        
        
        
        # 按日期过滤得到今日的预测数据
        prediction = context.prediction[context.prediction.date == today]
        #另一种表达
        try:
            prediction=context.prediction[today]
        except KeyError as e:
            return
    
        # 1. 资金分配
        # 平均持仓时间是hold_days,每日都将买入股票,每日预期使用 1/hold_days 的资金
        # 实际操作中,会存在一定的买入误差,所以在前hold_days天,等量使用资金;之后,尽量使用剩余资金(这里设置最多用等量的1.5倍)
        is_staging = context.trading_day_index < context.hold_days # 是否在建仓期间(前 hold_days 天)
        cash_avg = context.portfolio.portfolio_value / context.hold_days
        cash_for_buy = min(context.portfolio.cash, (1 if is_staging else 1.5) * cash_avg)
        cash_for_sell = cash_avg - (context.portfolio.cash - cash_for_buy)
        positions = {e.symbol: p.amount * p.last_sale_price
                     for e, p in context.perf_tracker.position_tracker.positions.items()}
    
        # 2. 生成卖出订单:hold_days天之后才开始卖出;对持仓的股票,按StockRanker预测的排序末位淘汰
        if not is_staging and cash_for_sell > 0:
            equities = {e.symbol: e for e, p in context.perf_tracker.position_tracker.positions.items()}
            instruments = list(reversed(list(ranker_prediction.instrument[ranker_prediction.instrument.apply(
                    lambda x: x in equities and not context.has_unfinished_sell_order(equities[x]))])))
            # print('rank order for sell %s' % instruments)
            for instrument in instruments:
                context.order_target(context.symbol(instrument), 0)
                cash_for_sell -= positions[instrument]
                if cash_for_sell <= 0:
                    break
    
        # 3. 生成买入订单:按StockRanker预测的排序,买入前面的stock_count只股票
        buy_cash_weights = context.stock_weights
        buy_instruments = list(ranker_prediction.instrument[:len(buy_cash_weights)])
        max_cash_per_instrument = context.portfolio.portfolio_value * context.max_cash_per_instrument
        for i, instrument in enumerate(buy_instruments):
            cash = cash_for_buy * buy_cash_weights[i]
            if cash > max_cash_per_instrument - positions.get(instrument, 0):
                # 确保股票持仓量不会超过每次股票最大的占用资金量
                cash = max_cash_per_instrument - positions.get(instrument, 0)
            if cash > 0:
                context.order_value(context.symbol(instrument), cash)
    
    # 回测引擎:准备数据,只执行一次
    def m16_prepare_bigquant_run(context):#买卖信号归类context,大盘风控等
        df=context.options.data.read_df()#此处读入数据
        def open_pos_con(df):
            return list(df[df['buy_condition']>0].instrument)
        def close_pos_con(df):
            return list(df[df['sell_condition']>0].instrument)
        context.daily_stock_buy=df.groupby('date').apply(open_pos_con)
        context.daily_stock_sell=df.groupby('date').apply(close_pos_con)
        
        #——————————————大盘风控————————————
        #多取50天保证不为NAN值
        start_date=(pd.to_datetime(context.start_date)-datetime.timedelta(days=50)).strftime(%Y-%m-%d)
        df=DataSource('bar1d_index_CN_STOCK_A').read(start_date=start_date,end_date=context.end_date,fields=['close'])
        benchmark_data=df[df.instrument=='000001.HIX']
        benchmark_data['ret5']=benchmark_data['close']/benchmark_data['close'].shift(5)-1
        benchmark_data['risk']=np.where(benchmark_data['ret5']<-0.04,1,0)
        benchmark_data['date']=benchmark_data['date'].apply(lambda x:x.strftime(%Y-%m-%d))
        benchmark_data.set_index('date',inplace=True)
        context.benchmark_risk=benchmark_data['risk']
        #——————————————大盘风控————————————
        
    # 回测引擎:每个单位时间开始前调用一次,即每日开盘前调用一次。
    def m16_before_trading_start_bigquant_run(context, data):
        pass
    
    
    m2 = M.input_features.v1(
        features="""
    # #号开始的表示注释,注释需单独一行
    # 多个特征,每行一个,可以包含基础特征和衍生特征,特征须为本平台特征
    
    ma13=mean(close, 13)
    
    open
    low
    high
    volume
    """
    )
    
    m3 = M.instruments.v2(
        start_date='2019-01-01',
        end_date='2019-11-18',
        market='CN_FUND',
        instrument_list="""510300.HOF
    510050.HOF
    510500.HOF
    159915.ZOF
    159905.ZOF
    159949.ZOF
    510880.HOF
    
    """,
        max_count=0
    )
    
    m1 = M.use_datasource.v1(
        instruments=m3.data,
        features=m2.data,
        datasource_id='bar1d_CN_FUND',
        start_date='',
        end_date=''
    )
    
    m12 = M.derived_feature_extractor.v3(
        input_data=m1.data,
        features=m2.data,
        date_col='date',
        instrument_col='instrument',
        drop_na=False,
        remove_extra_columns=False,
        user_functions={}
    )
    
    m13 = M.select_columns.v3(
        input_ds=m12.data,
        columns='date,instrument,ma13,close',
        reverse_select=False,
        m_cached=False
    )
    
    m4 = M.input_features.v1(
        features="""
    # #号开始的表示注释,注释需单独一行
    # 多个特征,每行一个,可以包含基础特征和衍生特征,特征须为本平台特征
    ma10=mean(close,10)
    risk=where(close<ma10, 1, 0)"""
    )
    
    m8 = M.instruments.v2(
        start_date='2019-01-01',
        end_date='2019-11-18',
        market='CN_STOCK_A',
        instrument_list="""000300.HIX
    000016.HIX
    000905.HIX
    000015.HIX
    399673.ZIX
    399006.ZIX
    399324.ZIX""",
        max_count=0
    )
    
    m6 = M.use_datasource.v1(
        instruments=m8.data,
        features=m4.data,
        datasource_id='bar1d_index_CN_STOCK_A',
        start_date='',
        end_date=''
    )
    
    m5 = M.derived_feature_extractor.v3(
        input_data=m6.data,
        features=m4.data,
        date_col='date',
        instrument_col='instrument',
        drop_na=True,
        remove_extra_columns=True,
        user_functions={}
    )
    
    m7 = M.select_columns.v3(
        input_ds=m5.data,
        columns='date,instrument,risk',
        reverse_select=False,
        m_cached=False
    )
    
    m11 = M.cached.v3(
        input_1=m7.data,
        run=m11_run_bigquant_run,
        post_run=m11_post_run_bigquant_run,
        input_ports='',
        params='{}',
        output_ports=''
    )
    
    m10 = M.join.v3(
        data1=m13.data,
        data2=m11.data_1,
        on='date,instrument',
        how='left',
        sort=False
    )
    
    m9 = M.trade.v4(
        instruments=m3.data,
        options_data=m10.data,
        start_date='',
        end_date='',
        initialize=m9_initialize_bigquant_run,
        handle_data=m9_handle_data_bigquant_run,
        prepare=m9_prepare_bigquant_run,
        before_trading_start=m9_before_trading_start_bigquant_run,
        order_price_field_buy='open',
        order_price_field_sell='close',
        capital_base=100000,
        auto_cancel_non_tradable_orders=True,
        data_frequency='minute',
        price_type='真实价格',
        product_type='股票',
        plot_charts=True,
        backtest_only=False,
        benchmark='000300.SHA'
    )
    
    m16 = M.trade.v4(
        start_date='',
        end_date='',
        initialize=m16_initialize_bigquant_run,
        handle_data=m16_handle_data_bigquant_run,
        prepare=m16_prepare_bigquant_run,
        before_trading_start=m16_before_trading_start_bigquant_run,
        volume_limit=0.025,
        order_price_field_buy='open',
        order_price_field_sell='close',
        capital_base=1000000,
        auto_cancel_non_tradable_orders=True,
        data_frequency='daily',
        price_type='真实价格',
        product_type='股票',
        plot_charts=True,
        backtest_only=False,
        benchmark=''
    )
    
    列: ['date', 'instrument', 'ma13', 'close']
    /data: 1481
    
    列: ['date', 'instrument', 'risk']
    /data: 1428
    
    目前日期为:2019-01-02 14:45:00+00:00
       instrument   risk   ma13  close  curr_price  ratio_ma
    0  159905.ZOF -100.0 -100.0  1.266      -100.0    -100.0
    1  159915.ZOF -100.0 -100.0  1.178      -100.0    -100.0
    2  159949.ZOF -100.0 -100.0  0.429      -100.0    -100.0
    3  510050.HOF -100.0 -100.0  2.255      -100.0    -100.0
    4  510300.HOF -100.0 -100.0  3.017      -100.0    -100.0
    5  510880.HOF -100.0 -100.0  2.539      -100.0    -100.0
    6  510500.HOF -100.0 -100.0  4.409      -100.0    -100.0
    当前持仓: []
    买入信号: []
    卖出信号: ['510500.HOF', '510880.HOF', '510050.HOF', '159905.ZOF', '510300.HOF', '159915.ZOF', '159949.ZOF']
    即将买入: []
    即将卖出: []
    目前日期为:2019-01-03 14:45:00+00:00
       instrument   risk   ma13  close  curr_price  ratio_ma
    0  159905.ZOF -100.0 -100.0  1.266      -100.0    -100.0
    1  159915.ZOF -100.0 -100.0  1.164      -100.0    -100.0
    2  159949.ZOF -100.0 -100.0  0.425      -100.0    -100.0
    3  510050.HOF -100.0 -100.0  2.261      -100.0    -100.0
    4  510300.HOF -100.0 -100.0  3.017      -100.0    -100.0
    5  510880.HOF -100.0 -100.0  2.532      -100.0    -100.0
    6  510500.HOF -100.0 -100.0  4.398      -100.0    -100.0
    当前持仓: []
    买入信号: []
    卖出信号: ['510500.HOF', '510880.HOF', '510050.HOF', '159905.ZOF', '510300.HOF', '159915.ZOF', '159949.ZOF']
    即将买入: []
    即将卖出: []
    目前日期为:2019-01-04 14:45:00+00:00
       instrument   risk   ma13  close  curr_price  ratio_ma
    0  159905.ZOF -100.0 -100.0  1.299      -100.0    -100.0
    1  159915.ZOF -100.0 -100.0  1.195      -100.0    -100.0
    2  159949.ZOF -100.0 -100.0  0.436      -100.0    -100.0
    3  510050.HOF -100.0 -100.0  2.310      -100.0    -100.0
    4  510300.HOF -100.0 -100.0  3.094      -100.0    -100.0
    5  510880.HOF -100.0 -100.0  2.566      -100.0    -100.0
    6  510500.HOF -100.0 -100.0  4.518      -100.0    -100.0
    当前持仓: []
    买入信号: []
    卖出信号: ['510500.HOF', '510880.HOF', '510050.HOF', '159905.ZOF', '510300.HOF', '159915.ZOF', '159949.ZOF']
    即将买入: []
    即将卖出: []
    目前日期为:2019-01-07 14:45:00+00:00
       instrument   risk   ma13  close  curr_price  ratio_ma
    0  159905.ZOF -100.0 -100.0  1.310      -100.0    -100.0
    1  159915.ZOF -100.0 -100.0  1.214      -100.0    -100.0
    2  159949.ZOF -100.0 -100.0  0.442      -100.0    -100.0
    3  510050.HOF -100.0 -100.0  2.307      -100.0    -100.0
    4  510300.HOF -100.0 -100.0  3.107      -100.0    -100.0
    5  510880.HOF -100.0 -100.0  2.591      -100.0    -100.0
    6  510500.HOF -100.0 -100.0  4.596      -100.0    -100.0
    当前持仓: []
    买入信号: []
    卖出信号: ['510500.HOF', '510880.HOF', '510050.HOF', '159905.ZOF', '510300.HOF', '159915.ZOF', '159949.ZOF']
    即将买入: []
    即将卖出: []
    目前日期为:2019-01-08 14:45:00+00:00
       instrument   risk   ma13  close  curr_price  ratio_ma
    0  159905.ZOF -100.0 -100.0  1.308      -100.0    -100.0
    1  159915.ZOF -100.0 -100.0  1.211      -100.0    -100.0
    2  159949.ZOF -100.0 -100.0  0.441      -100.0    -100.0
    3  510050.HOF -100.0 -100.0  2.300      -100.0    -100.0
    4  510300.HOF -100.0 -100.0  3.107      -100.0    -100.0
    5  510880.HOF -100.0 -100.0  2.596      -100.0    -100.0
    6  510500.HOF -100.0 -100.0  4.586      -100.0    -100.0
    当前持仓: []
    买入信号: []
    卖出信号: ['510500.HOF', '510880.HOF', '510050.HOF', '159905.ZOF', '510300.HOF', '159915.ZOF', '159949.ZOF']
    即将买入: []
    即将卖出: []
    目前日期为:2019-01-09 14:45:00+00:00
       instrument   risk   ma13  close  curr_price  ratio_ma
    0  159905.ZOF -100.0 -100.0  1.331      -100.0    -100.0
    1  159915.ZOF -100.0 -100.0  1.210      -100.0    -100.0
    2  159949.ZOF -100.0 -100.0  0.441      -100.0    -100.0
    3  510050.HOF -100.0 -100.0  2.325      -100.0    -100.0
    4  510300.HOF -100.0 -100.0  3.130      -100.0    -100.0
    5  510880.HOF -100.0 -100.0  2.608      -100.0    -100.0
    6  510500.HOF -100.0 -100.0  4.583      -100.0    -100.0
    当前持仓: []
    买入信号: []
    卖出信号: ['510500.HOF', '510880.HOF', '510050.HOF', '159905.ZOF', '510300.HOF', '159915.ZOF', '159949.ZOF']
    即将买入: []
    即将卖出: []
    目前日期为:2019-01-10 14:45:00+00:00
       instrument   risk   ma13  close  curr_price  ratio_ma
    0  159905.ZOF -100.0 -100.0  1.335      -100.0    -100.0
    1  159915.ZOF -100.0 -100.0  1.207      -100.0    -100.0
    2  159949.ZOF -100.0 -100.0  0.438      -100.0    -100.0
    3  510050.HOF -100.0 -100.0  2.328      -100.0    -100.0
    4  510300.HOF -100.0 -100.0  3.133      -100.0    -100.0
    5  510880.HOF -100.0 -100.0  2.600      -100.0    -100.0
    6  510500.HOF -100.0 -100.0  4.591      -100.0    -100.0
    当前持仓: []
    买入信号: []
    卖出信号: ['510500.HOF', '510880.HOF', '510050.HOF', '159905.ZOF', '510300.HOF', '159915.ZOF', '159949.ZOF']
    即将买入: []
    即将卖出: []
    目前日期为:2019-01-11 14:45:00+00:00
       instrument   risk   ma13  close  curr_price  ratio_ma
    0  159905.ZOF -100.0 -100.0  1.346      -100.0    -100.0
    1  159915.ZOF -100.0 -100.0  1.209      -100.0    -100.0
    2  159949.ZOF -100.0 -100.0  0.439      -100.0    -100.0
    3  510050.HOF -100.0 -100.0  2.347      -100.0    -100.0
    4  510300.HOF -100.0 -100.0  3.156      -100.0    -100.0
    5  510880.HOF -100.0 -100.0  2.611      -100.0    -100.0
    6  510500.HOF -100.0 -100.0  4.615      -100.0    -100.0
    当前持仓: []
    买入信号: []
    卖出信号: ['510500.HOF', '510880.HOF', '510050.HOF', '159905.ZOF', '510300.HOF', '159915.ZOF', '159949.ZOF']
    即将买入: []
    即将卖出: []
    目前日期为:2019-01-14 14:45:00+00:00
       instrument   risk   ma13  close  curr_price  ratio_ma
    0  159905.ZOF -100.0 -100.0  1.335      -100.0    -100.0
    1  159915.ZOF -100.0 -100.0  1.195      -100.0    -100.0
    2  159949.ZOF -100.0 -100.0  0.433      -100.0    -100.0
    3  510050.HOF -100.0 -100.0  2.325      -100.0    -100.0
    4  510300.HOF -100.0 -100.0  3.129      -100.0    -100.0
    5  510880.HOF -100.0 -100.0  2.613      -100.0    -100.0
    6  510500.HOF -100.0 -100.0  4.591      -100.0    -100.0
    当前持仓: []
    买入信号: []
    卖出信号: ['510500.HOF', '510880.HOF', '510050.HOF', '159905.ZOF', '510300.HOF', '159915.ZOF', '159949.ZOF']
    即将买入: []
    即将卖出: []
    目前日期为:2019-01-15 14:45:00+00:00
       instrument  risk   ma13  close  curr_price  ratio_ma
    0  159949.ZOF   0.0 -100.0  0.442       0.442    -100.0
    1  159905.ZOF   0.0 -100.0  1.365       1.365    -100.0
    2  510500.HOF   0.0 -100.0  4.655       4.664    -100.0
    3  510050.HOF   0.0 -100.0  2.370       2.370    -100.0
    4  510300.HOF   0.0 -100.0  3.188       3.188    -100.0
    5  159915.ZOF   0.0 -100.0  1.216       1.215    -100.0
    6  510880.HOF   0.0 -100.0  2.631       2.634    -100.0
    当前持仓: []
    买入信号: []
    卖出信号: ['510500.HOF', '510880.HOF', '510050.HOF', '159905.ZOF', '510300.HOF', '159915.ZOF', '159949.ZOF']
    即将买入: []
    即将卖出: []
    目前日期为:2019-01-16 14:45:00+00:00
       instrument  risk   ma13  close  curr_price  ratio_ma
    0  510050.HOF   0.0 -100.0  2.374       2.374    -100.0
    1  510880.HOF   0.0 -100.0  2.535       2.535    -100.0
    2  159949.ZOF   0.0 -100.0  0.442       0.443    -100.0
    3  510500.HOF   0.0 -100.0  4.647       4.648    -100.0
    4  510300.HOF   0.0 -100.0  3.129       3.127    -100.0
    5  159915.ZOF   0.0 -100.0  1.214       1.216    -100.0
    6  159905.ZOF   0.0 -100.0  1.370       1.367    -100.0
    当前持仓: []
    买入信号: []
    卖出信号: ['510500.HOF', '510880.HOF', '510050.HOF', '159905.ZOF', '510300.HOF', '159915.ZOF', '159949.ZOF']
    即将买入: []
    即将卖出: []
    目前日期为:2019-01-17 14:45:00+00:00
       instrument  risk   ma13  close  curr_price  ratio_ma
    0  510880.HOF   0.0 -100.0  2.528       2.531    -100.0
    1  159905.ZOF   0.0 -100.0  1.355       1.359    -100.0
    2  510500.HOF   0.0 -100.0  4.610       4.608    -100.0
    3  159949.ZOF   1.0 -100.0  0.436       0.436    -100.0
    4  510050.HOF   0.0 -100.0  2.365       2.367    -100.0
    5  510300.HOF   0.0 -100.0  3.112       3.114    -100.0
    6  159915.ZOF   1.0 -100.0  1.198       1.201    -100.0
    当前持仓: []
    买入信号: []
    卖出信号: ['510500.HOF', '510880.HOF', '510050.HOF', '159905.ZOF', '510300.HOF', '159915.ZOF', '159949.ZOF']
    即将买入: []
    即将卖出: []
    目前日期为:2019-01-18 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159905.ZOF   0.0  1.328000  1.378       1.377  1.036898
    1  510050.HOF   0.0  2.328923  2.409       2.412  1.035672
    2  510500.HOF   0.0  4.573692  4.659       4.666  1.020182
    3  510300.HOF   0.0  3.114231  3.166       3.173  1.018871
    4  159949.ZOF   0.0  0.437538  0.444       0.445  1.017053
    5  159915.ZOF   0.0  1.202077  1.216       1.218  1.013246
    6  510880.HOF   0.0  2.577692  2.560       2.560  0.993136
    当前持仓: []
    买入信号: ['159905.ZOF', '510050.HOF', '510500.HOF']
    卖出信号: ['510300.HOF', '510880.HOF', '159915.ZOF', '159949.ZOF']
    即将买入: ['159905.ZOF', '510050.HOF', '510500.HOF']
    即将卖出: []
    正在买入 159905.ZOF
    正在买入 510050.HOF
    正在买入 510500.HOF
    
    目前日期为:2019-01-21 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510050.HOF   0.0  2.341923  2.424       2.425  1.035474
    1  159905.ZOF   0.0  1.337077  1.384       1.380  1.032102
    2  159949.ZOF   0.0  0.439000  0.448       0.447  1.018223
    3  510300.HOF   0.0  3.127000  3.183       3.182  1.017589
    4  510500.HOF   0.0  4.594231  4.676       4.670  1.016492
    5  159915.ZOF   0.0  1.205462  1.222       1.222  1.013720
    6  510880.HOF   0.0  2.580154  2.571       2.569  0.995677
    当前持仓: ['510050.HOF', '159905.ZOF', '510500.HOF']
    买入信号: ['510050.HOF', '159905.ZOF', '159949.ZOF']
    卖出信号: ['510300.HOF', '510500.HOF', '510880.HOF', '159915.ZOF']
    即将买入: ['159949.ZOF']
    即将卖出: ['510500.HOF']
    正在卖出 510500.HOF
    正在调仓 510050.HOF
    正在调仓 159905.ZOF
    正在买入 159949.ZOF
    
    目前日期为:2019-01-22 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510050.HOF   0.0  2.352308  2.396       2.394  1.017724
    1  159905.ZOF   0.0  1.344538  1.363       1.364  1.014474
    2  510300.HOF   0.0  3.136692  3.143       3.141  1.001373
    3  159949.ZOF   1.0  0.440077  0.439       0.439  0.997553
    4  510500.HOF   1.0  4.610385  4.608       4.599  0.997531
    5  159915.ZOF   1.0  1.208308  1.201       1.200  0.993125
    6  510880.HOF   0.0  2.581231  2.546       2.545  0.985964
    当前持仓: ['510050.HOF', '159905.ZOF', '159949.ZOF', '510500.HOF']
    买入信号: ['510050.HOF', '159905.ZOF', '510300.HOF']
    卖出信号: ['510500.HOF', '510880.HOF', '159915.ZOF', '159949.ZOF']
    即将买入: ['510300.HOF']
    即将卖出: ['159949.ZOF', '510500.HOF']
    正在卖出 159949.ZOF
    正在卖出 510500.HOF
    正在调仓 510050.HOF
    正在调仓 159905.ZOF
    正在买入 510300.HOF
    
    目前日期为:2019-01-23 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510050.HOF   0.0  2.358615  2.392       2.391  1.013730
    1  159905.ZOF   0.0  1.349769  1.367       1.366  1.012025
    2  510300.HOF   0.0  3.139846  3.135       3.136  0.998775
    3  510500.HOF   1.0  4.617692  4.613       4.608  0.997901
    4  159949.ZOF   1.0  0.440154  0.437       0.438  0.995107
    5  159915.ZOF   1.0  1.208462  1.197       1.198  0.991343
    6  510880.HOF   0.0  2.579923  2.549       2.549  0.988014
    当前持仓: ['510050.HOF', '159905.ZOF', '159949.ZOF', '510500.HOF', '510300.HOF']
    买入信号: ['510050.HOF', '159905.ZOF']
    卖出信号: ['510300.HOF', '510500.HOF', '510880.HOF', '159915.ZOF', '159949.ZOF']
    即将买入: []
    即将卖出: ['159949.ZOF', '510500.HOF', '510300.HOF']
    正在卖出 159949.ZOF
    正在卖出 510500.HOF
    正在卖出 510300.HOF
    目前日期为:2019-01-24 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159905.ZOF   0.0  1.354923  1.377       1.377  1.016294
    1  510050.HOF   0.0  2.366000  2.403       2.403  1.015638
    2  159949.ZOF   0.0  0.440308  0.444       0.444  1.008386
    3  159915.ZOF   0.0  1.208231  1.211       1.215  1.005603
    4  510500.HOF   0.0  4.621462  4.645       4.644  1.004877
    5  510300.HOF   0.0  3.143846  3.159       3.158  1.004502
    6  510880.HOF   0.0  2.577385  2.558       2.558  0.992479
    当前持仓: ['510050.HOF', '159905.ZOF', '159949.ZOF', '510500.HOF', '510300.HOF']
    买入信号: ['159905.ZOF', '510050.HOF', '159949.ZOF']
    卖出信号: ['510300.HOF', '510500.HOF', '510880.HOF', '159915.ZOF']
    即将买入: []
    即将卖出: ['510500.HOF', '510300.HOF']
    正在卖出 510500.HOF
    正在卖出 510300.HOF
    目前日期为:2019-01-25 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510050.HOF   0.0  2.376231  2.433       2.434  1.024311
    1  159905.ZOF   0.0  1.361154  1.389       1.392  1.022662
    2  159949.ZOF   0.0  0.440615  0.445       0.446  1.012221
    3  510300.HOF   0.0  3.149692  3.183       3.186  1.011527
    4  159915.ZOF   0.0  1.208462  1.214       1.214  1.004583
    5  510500.HOF   1.0  4.624231  4.622       4.632  1.001680
    6  510880.HOF   0.0  2.575077  2.566       2.567  0.996863
    当前持仓: ['510050.HOF', '159905.ZOF', '159949.ZOF', '510500.HOF', '510300.HOF']
    买入信号: ['510050.HOF', '159905.ZOF', '159949.ZOF']
    卖出信号: ['510300.HOF', '510500.HOF', '510880.HOF', '159915.ZOF']
    即将买入: []
    即将卖出: ['510500.HOF', '510300.HOF']
    正在卖出 510500.HOF
    正在卖出 510300.HOF
    目前日期为:2019-01-28 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159905.ZOF   0.0  1.366308  1.398       1.398  1.023196
    1  510050.HOF   0.0  2.384308  2.430       2.430  1.019164
    2  510300.HOF   0.0  3.153461  3.179       3.180  1.008416
    3  159949.ZOF   0.0  0.440769  0.443       0.443  1.005061
    4  159915.ZOF   1.0  1.208308  1.208       1.207  0.998918
    5  510880.HOF   0.0  2.571923  2.567       2.569  0.998863
    6  510500.HOF   1.0  4.626000  4.606       4.605  0.995460
    当前持仓: ['510050.HOF', '159905.ZOF', '159949.ZOF', '510500.HOF', '510300.HOF']
    买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
    卖出信号: ['510500.HOF', '510880.HOF', '159915.ZOF', '159949.ZOF']
    即将买入: []
    即将卖出: ['159949.ZOF', '510500.HOF']
    正在卖出 159949.ZOF
    正在卖出 510500.HOF
    目前日期为:2019-01-29 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159905.ZOF   0.0  1.372385  1.414       1.409  1.026680
    1  510050.HOF   0.0  2.393538  2.448       2.446  1.021918
    2  510300.HOF   0.0  3.158077  3.193       3.190  1.010108
    3  510880.HOF   0.0  2.570231  2.578       2.575  1.001856
    4  159949.ZOF   1.0  0.440692  0.437       0.436  0.989352
    5  159915.ZOF   1.0  1.207154  1.192       1.192  0.987447
    6  510500.HOF   1.0  4.622462  4.545       4.547  0.983675
    当前持仓: ['510050.HOF', '159905.ZOF', '159949.ZOF', '510500.HOF', '510300.HOF']
    买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
    卖出信号: ['510500.HOF', '510880.HOF', '159915.ZOF', '159949.ZOF']
    即将买入: []
    即将卖出: ['159949.ZOF', '510500.HOF']
    正在卖出 159949.ZOF
    正在卖出 510500.HOF
    目前日期为:2019-01-30 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159905.ZOF   0.0  1.376538  1.400       1.405  1.020676
    1  510050.HOF   0.0  2.400462  2.437       2.442  1.017304
    2  510300.HOF   0.0  3.159308  3.172       3.177  1.005600
    3  510880.HOF   0.0  2.567000  2.569       2.572  1.001948
    4  159915.ZOF   1.0  1.205154  1.183       1.185  0.983277
    5  159949.ZOF   1.0  0.440154  0.432       0.432  0.981475
    6  510500.HOF   1.0  4.614538  4.512       4.521  0.979730
    当前持仓: ['510050.HOF', '159905.ZOF', '159949.ZOF', '510500.HOF', '510300.HOF']
    买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
    卖出信号: ['510500.HOF', '510880.HOF', '159915.ZOF', '159949.ZOF']
    即将买入: []
    即将卖出: ['159949.ZOF', '510500.HOF']
    正在卖出 159949.ZOF
    正在卖出 510500.HOF
    目前日期为:2019-01-31 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159905.ZOF   0.0  1.383385  1.424       1.422  1.027914
    1  510050.HOF   0.0  2.411923  2.474       2.473  1.025323
    2  510300.HOF   0.0  3.164923  3.202       3.199  1.010767
    3  510880.HOF   0.0  2.564846  2.585       2.581  1.006298
    4  159915.ZOF   1.0  1.203846  1.178       1.180  0.980192
    5  159949.ZOF   1.0  0.439923  0.430       0.431  0.979717
    6  510500.HOF   1.0  4.606231  4.483       4.480  0.972596
    当前持仓: ['510050.HOF', '159905.ZOF', '159949.ZOF', '510500.HOF', '510300.HOF']
    买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
    卖出信号: ['510500.HOF', '510880.HOF', '159915.ZOF', '159949.ZOF']
    即将买入: []
    即将卖出: ['159949.ZOF', '510500.HOF']
    正在卖出 159949.ZOF
    正在卖出 510500.HOF
    目前日期为:2019-02-01 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159905.ZOF   0.0  1.389769  1.448       1.445  1.039741
    1  510050.HOF   0.0  2.421308  2.492       2.489  1.027957
    2  510300.HOF   0.0  3.170077  3.255       3.244  1.023319
    3  159949.ZOF   0.0  0.440462  0.449       0.448  1.017115
    4  510880.HOF   0.0  2.563000  2.607       2.605  1.016387
    5  159915.ZOF   0.0  1.204231  1.221       1.218  1.011434
    6  510500.HOF   0.0  4.603385  4.618       4.599  0.999048
    当前持仓: ['510050.HOF', '159905.ZOF', '159949.ZOF', '510500.HOF', '510300.HOF']
    买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
    卖出信号: ['510500.HOF', '510880.HOF', '159915.ZOF', '159949.ZOF']
    即将买入: []
    即将卖出: ['159949.ZOF', '510500.HOF']
    正在卖出 159949.ZOF
    正在卖出 510500.HOF
    目前日期为:2019-02-11 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159905.ZOF   0.0  1.398769  1.487       1.488  1.063792
    1  159915.ZOF   0.0  1.208077  1.264       1.265  1.047119
    2  159949.ZOF   0.0  0.442000  0.462       0.461  1.042986
    3  510300.HOF   0.0  3.183231  3.300       3.301  1.036997
    4  510050.HOF   0.0  2.432231  2.516       2.516  1.034441
    5  510500.HOF   0.0  4.608846  4.718       4.714  1.022816
    6  510880.HOF   0.0  2.569692  2.622       2.626  1.021912
    当前持仓: ['510050.HOF', '159905.ZOF', '159949.ZOF', '510500.HOF', '510300.HOF']
    买入信号: ['159905.ZOF', '159915.ZOF', '159949.ZOF']
    卖出信号: ['510300.HOF', '510500.HOF', '510880.HOF', '510050.HOF']
    即将买入: ['159915.ZOF']
    即将卖出: ['510050.HOF', '510500.HOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 510500.HOF
    正在卖出 510300.HOF
    正在调仓 159949.ZOF
    正在调仓 159905.ZOF
    正在买入 159915.ZOF
    
    目前日期为:2019-02-12 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159905.ZOF   0.0  1.409538  1.495       1.494  1.059921
    1  159915.ZOF   0.0  1.214231  1.278       1.275  1.050048
    2  159949.ZOF   0.0  0.444385  0.467       0.466  1.048641
    3  510300.HOF   0.0  3.199538  3.324       3.323  1.038587
    4  510050.HOF   0.0  2.444462  2.524       2.523  1.032129
    5  510500.HOF   0.0  4.619077  4.743       4.739  1.025963
    6  510880.HOF   0.0  2.578385  2.641       2.643  1.025060
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510300.HOF']
    买入信号: ['159905.ZOF', '159915.ZOF', '159949.ZOF']
    卖出信号: ['510300.HOF', '510500.HOF', '510880.HOF', '510050.HOF']
    即将买入: []
    即将卖出: ['510050.HOF', '510500.HOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 510500.HOF
    正在卖出 510300.HOF
    目前日期为:2019-02-13 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159905.ZOF   0.0  1.420769  1.524       1.523  1.071955
    1  159949.ZOF   0.0  0.446923  0.477       0.479  1.071773
    2  159915.ZOF   0.0  1.220769  1.301       1.304  1.068179
    3  510300.HOF   0.0  3.217000  3.393       3.406  1.058750
    4  510050.HOF   0.0  2.456923  2.571       2.578  1.049280
    5  510500.HOF   0.0  4.632231  4.830       4.847  1.046364
    6  510880.HOF   0.0  2.587000  2.672       2.686  1.038268
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510300.HOF']
    买入信号: ['159905.ZOF', '159949.ZOF', '159915.ZOF']
    卖出信号: ['510300.HOF', '510500.HOF', '510880.HOF', '510050.HOF']
    即将买入: []
    即将卖出: ['510050.HOF', '510500.HOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 510500.HOF
    正在卖出 510300.HOF
    目前日期为:2019-02-14 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159915.ZOF   0.0  1.227077  1.304       1.305  1.063503
    1  510300.HOF   0.0  3.233462  3.397       3.402  1.052123
    2  510500.HOF   0.0  4.645615  4.850       4.854  1.044856
    3  510050.HOF   0.0  2.467923  2.567       2.570  1.041361
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510300.HOF']
    买入信号: ['159915.ZOF', '510300.HOF', '510500.HOF']
    卖出信号: ['159949.ZOF', '510880.HOF', '510050.HOF', '159905.ZOF']
    即将买入: []
    即将卖出: ['510050.HOF', '159905.ZOF', '159949.ZOF']
    正在卖出 510050.HOF
    正在卖出 159905.ZOF
    正在卖出 159949.ZOF
    目前日期为:2019-02-15 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159949.ZOF   0.0  0.448923  0.474       0.475  1.058088
    1  159915.ZOF   0.0  1.234846  1.302       1.300  1.052763
    2  159905.ZOF   0.0  1.429385  1.496       1.497  1.047304
    3  510500.HOF   0.0  4.661615  4.816       4.810  1.031831
    4  510300.HOF   0.0  3.248692  3.341       3.336  1.026875
    5  510880.HOF   0.0  2.592154  2.638       2.635  1.016529
    6  510050.HOF   0.0  2.476769  2.511       2.507  1.012206
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510300.HOF']
    买入信号: ['159949.ZOF', '159915.ZOF', '159905.ZOF']
    卖出信号: ['510300.HOF', '510500.HOF', '510880.HOF', '510050.HOF']
    即将买入: []
    即将卖出: ['510050.HOF', '510500.HOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 510500.HOF
    正在卖出 510300.HOF
    目前日期为:2019-02-18 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159949.ZOF   0.0  0.453538  0.499       0.496  1.093623
    1  159915.ZOF   0.0  1.247154  1.357       1.352  1.084068
    2  159905.ZOF   0.0  1.443692  1.549       1.545  1.070173
    3  510500.HOF   0.0  4.691846  5.006       4.999  1.065465
    4  510300.HOF   0.0  3.272000  3.438       3.433  1.049205
    5  510880.HOF   0.0  2.603846  2.698       2.692  1.033855
    6  510050.HOF   0.0  2.490538  2.571       2.567  1.030701
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510300.HOF']
    买入信号: ['159949.ZOF', '159915.ZOF', '159905.ZOF']
    卖出信号: ['510300.HOF', '510500.HOF', '510880.HOF', '510050.HOF']
    即将买入: []
    即将卖出: ['510050.HOF', '510500.HOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 510500.HOF
    正在卖出 510300.HOF
    目前日期为:2019-02-19 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159949.ZOF   0.0  0.457846  0.493       0.495  1.081149
    1  159915.ZOF   0.0  1.257538  1.346       1.350  1.073526
    2  159905.ZOF   0.0  1.458077  1.554       1.550  1.063044
    3  510500.HOF   0.0  4.717923  4.984       4.986  1.056821
    4  510300.HOF   0.0  3.292769  3.429       3.432  1.042284
    5  510880.HOF   0.0  2.615000  2.694       2.693  1.029828
    6  510050.HOF   0.0  2.503154  2.567       2.569  1.026305
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510300.HOF']
    买入信号: ['159949.ZOF', '159915.ZOF', '159905.ZOF']
    卖出信号: ['510300.HOF', '510500.HOF', '510880.HOF', '510050.HOF']
    即将买入: []
    即将卖出: ['510050.HOF', '510500.HOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 510500.HOF
    正在卖出 510300.HOF
    目前日期为:2019-02-20 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159949.ZOF   0.0  0.461462  0.491       0.491  1.064011
    1  159905.ZOF   0.0  1.472231  1.561       1.566  1.063692
    2  159915.ZOF   0.0  1.267846  1.348       1.347  1.062432
    3  510500.HOF   0.0  4.745000  4.974       4.978  1.049104
    4  510300.HOF   0.0  3.312385  3.438       3.437  1.037621
    5  510880.HOF   0.0  2.625692  2.697       2.697  1.027158
    6  510050.HOF   0.0  2.514231  2.577       2.575  1.024170
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510300.HOF']
    买入信号: ['159949.ZOF', '159905.ZOF', '159915.ZOF']
    卖出信号: ['510300.HOF', '510500.HOF', '510880.HOF', '510050.HOF']
    即将买入: []
    即将卖出: ['510050.HOF', '510500.HOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 510500.HOF
    正在卖出 510300.HOF
    目前日期为:2019-02-21 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159949.ZOF   0.0  0.465154  0.493       0.492  1.057715
    1  159915.ZOF   0.0  1.279154  1.355       1.350  1.055385
    2  159905.ZOF   0.0  1.484923  1.554       1.554  1.046519
    3  510500.HOF   0.0  4.773692  4.979       4.962  1.039447
    4  510300.HOF   0.0  3.332000  3.434       3.421  1.026711
    5  510880.HOF   0.0  2.634385  2.679       2.680  1.017315
    6  510050.HOF   0.0  2.524692  2.566       2.559  1.013589
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510300.HOF']
    买入信号: ['159949.ZOF', '159915.ZOF', '159905.ZOF']
    卖出信号: ['510300.HOF', '510500.HOF', '510880.HOF', '510050.HOF']
    即将买入: []
    即将卖出: ['510050.HOF', '510500.HOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 510500.HOF
    正在卖出 510300.HOF
    目前日期为:2019-02-22 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159949.ZOF   0.0  0.470769  0.516       0.512  1.087582
    1  159915.ZOF   0.0  1.295615  1.406       1.395  1.076708
    2  510500.HOF   0.0  4.819154  5.136       5.105  1.059315
    3  159905.ZOF   0.0  1.498846  1.579       1.575  1.050808
    4  510300.HOF   0.0  3.357615  3.526       3.505  1.043896
    5  510050.HOF   0.0  2.537769  2.618       2.602  1.025310
    6  510880.HOF   0.0  2.645154  2.707       2.698  1.019978
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510300.HOF']
    买入信号: ['159949.ZOF', '159915.ZOF', '510500.HOF']
    卖出信号: ['510300.HOF', '510880.HOF', '510050.HOF', '159905.ZOF']
    即将买入: []
    即将卖出: ['510050.HOF', '159905.ZOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 159905.ZOF
    正在卖出 510300.HOF
    目前日期为:2019-02-25 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159949.ZOF   0.0  0.480154  0.559       0.556  1.157962
    1  159915.ZOF   0.0  1.319385  1.492       1.486  1.126283
    2  510500.HOF   0.0  4.893538  5.479       5.419  1.107379
    3  159905.ZOF   0.0  1.519154  1.678       1.674  1.101929
    4  510300.HOF   0.0  3.404000  3.775       3.745  1.100176
    5  510050.HOF   0.0  2.566923  2.816       2.784  1.084567
    6  510880.HOF   0.0  2.664154  2.825       2.814  1.056245
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510300.HOF']
    买入信号: ['159949.ZOF', '159915.ZOF', '510500.HOF']
    卖出信号: ['510300.HOF', '510880.HOF', '510050.HOF', '159905.ZOF']
    即将买入: []
    即将卖出: ['510050.HOF', '159905.ZOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 159905.ZOF
    正在卖出 510300.HOF
    目前日期为:2019-02-26 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159949.ZOF   0.0  0.489154  0.549       0.555  1.134612
    1  159915.ZOF   0.0  1.342538  1.479       1.490  1.109838
    2  510500.HOF   0.0  4.964539  5.406       5.436  1.094966
    3  510300.HOF   0.0  3.441538  3.690       3.694  1.073357
    4  159905.ZOF   0.0  1.537308  1.636       1.642  1.068101
    5  510050.HOF   0.0  2.586462  2.728       2.731  1.055883
    6  510880.HOF   0.0  2.682538  2.808       2.820  1.051243
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510300.HOF']
    买入信号: ['159949.ZOF', '159915.ZOF', '510500.HOF']
    卖出信号: ['510300.HOF', '510880.HOF', '510050.HOF', '159905.ZOF']
    即将买入: []
    即将卖出: ['510050.HOF', '159905.ZOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 159905.ZOF
    正在卖出 510300.HOF
    目前日期为:2019-02-27 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159949.ZOF   0.0  0.497615  0.540       0.534  1.073118
    1  159915.ZOF   0.0  1.360769  1.458       1.442  1.059695
    2  510500.HOF   0.0  5.021846  5.363       5.315  1.058376
    3  510300.HOF   0.0  3.473462  3.670       3.638  1.047370
    4  159905.ZOF   0.0  1.553462  1.634       1.621  1.043476
    5  510050.HOF   0.0  2.605231  2.736       2.715  1.042134
    6  510880.HOF   0.0  2.699538  2.806       2.793  1.034621
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510300.HOF']
    买入信号: ['159949.ZOF', '159915.ZOF', '510500.HOF']
    卖出信号: ['510300.HOF', '510880.HOF', '510050.HOF', '159905.ZOF']
    即将买入: []
    即将卖出: ['510050.HOF', '159905.ZOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 159905.ZOF
    正在卖出 510300.HOF
    目前日期为:2019-02-28 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159949.ZOF   0.0  0.505308  0.549       0.546  1.080530
    1  159915.ZOF   0.0  1.376615  1.470       1.464  1.063478
    2  510500.HOF   0.0  5.071846  5.368       5.344  1.053660
    3  510300.HOF   0.0  3.501385  3.663       3.655  1.043873
    4  510050.HOF   0.0  2.622154  2.736       2.731  1.041510
    5  159905.ZOF   0.0  1.566923  1.623       1.625  1.037064
    6  510880.HOF   0.0  2.714923  2.807       2.804  1.032810
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510300.HOF']
    买入信号: ['159949.ZOF', '159915.ZOF', '510500.HOF']
    卖出信号: ['510300.HOF', '510880.HOF', '510050.HOF', '159905.ZOF']
    即将买入: []
    即将卖出: ['510050.HOF', '159905.ZOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 159905.ZOF
    正在卖出 510300.HOF
    目前日期为:2019-03-01 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159949.ZOF   0.0  0.513000  0.562       0.558  1.087719
    1  159915.ZOF   0.0  1.393692  1.500       1.492  1.070538
    2  510050.HOF   0.0  2.643538  2.802       2.795  1.057295
    3  510300.HOF   0.0  3.533231  3.738       3.735  1.057106
    4  510500.HOF   0.0  5.124846  5.432       5.409  1.055446
    5  159905.ZOF   0.0  1.580615  1.665       1.661  1.050857
    6  510880.HOF   0.0  2.731308  2.835       2.825  1.034303
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510300.HOF']
    买入信号: ['159949.ZOF', '159915.ZOF', '510050.HOF']
    卖出信号: ['510300.HOF', '510500.HOF', '510880.HOF', '159905.ZOF']
    即将买入: []
    即将卖出: ['159905.ZOF', '510500.HOF', '510300.HOF']
    正在卖出 159905.ZOF
    正在卖出 510500.HOF
    正在卖出 510300.HOF
    目前日期为:2019-03-04 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159949.ZOF   0.0  0.521615  0.579       0.574  1.100428
    1  159915.ZOF   0.0  1.413308  1.556       1.541  1.090350
    2  159905.ZOF   0.0  1.597154  1.710       1.705  1.067524
    3  510300.HOF   0.0  3.562769  3.777       3.772  1.058727
    4  510500.HOF   0.0  5.176846  5.506       5.478  1.058173
    5  510050.HOF   0.0  2.662308  2.815       2.811  1.055851
    6  510880.HOF   0.0  2.748846  2.869       2.857  1.039345
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510300.HOF']
    买入信号: ['159949.ZOF', '159915.ZOF', '159905.ZOF']
    卖出信号: ['510300.HOF', '510500.HOF', '510880.HOF', '510050.HOF']
    即将买入: []
    即将卖出: ['510050.HOF', '510500.HOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 510500.HOF
    正在卖出 510300.HOF
    目前日期为:2019-03-05 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159949.ZOF   0.0  0.530923  0.598       0.594  1.118806
    1  159915.ZOF   0.0  1.437231  1.615       1.606  1.117427
    2  510500.HOF   0.0  5.239615  5.666       5.649  1.078133
    3  159905.ZOF   0.0  1.613769  1.740       1.735  1.075123
    4  510300.HOF   0.0  3.594462  3.809       3.807  1.059129
    5  510050.HOF   0.0  2.681231  2.813       2.816  1.050264
    6  510880.HOF   0.0  2.765154  2.884       2.878  1.040810
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510300.HOF']
    买入信号: ['159949.ZOF', '159915.ZOF', '510500.HOF']
    卖出信号: ['510300.HOF', '510880.HOF', '510050.HOF', '159905.ZOF']
    即将买入: []
    即将卖出: ['510050.HOF', '159905.ZOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 159905.ZOF
    正在卖出 510300.HOF
    目前日期为:2019-03-06 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159949.ZOF   0.0  0.541308  0.609       0.604  1.115816
    1  159915.ZOF   0.0  1.462846  1.635       1.622  1.108797
    2  510500.HOF   0.0  5.313539  5.777       5.768  1.085529
    3  159905.ZOF   0.0  1.633077  1.747       1.743  1.067310
    4  510300.HOF   0.0  3.632462  3.835       3.825  1.053005
    5  510880.HOF   0.0  2.786769  2.919       2.919  1.047449
    6  510050.HOF   0.0  2.705000  2.820       2.812  1.039556
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510300.HOF']
    买入信号: ['159949.ZOF', '159915.ZOF', '510500.HOF']
    卖出信号: ['510300.HOF', '510880.HOF', '510050.HOF', '159905.ZOF']
    即将买入: []
    即将卖出: ['510050.HOF', '159905.ZOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 159905.ZOF
    正在卖出 510300.HOF
    目前日期为:2019-03-07 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159949.ZOF   0.0  0.549154  0.601       0.609  1.108979
    1  159915.ZOF   0.0  1.483154  1.621       1.635  1.102381
    2  510500.HOF   0.0  5.376462  5.824       5.870  1.091796
    3  159905.ZOF   0.0  1.645923  1.716       1.728  1.049867
    4  510880.HOF   0.0  2.803077  2.910       2.920  1.041712
    5  510300.HOF   0.0  3.659769  3.793       3.806  1.039956
    6  510050.HOF   0.0  2.720538  2.773       2.781  1.022224
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510300.HOF']
    买入信号: ['159949.ZOF', '159915.ZOF', '510500.HOF']
    卖出信号: ['510300.HOF', '510880.HOF', '510050.HOF', '159905.ZOF']
    即将买入: []
    即将卖出: ['510050.HOF', '159905.ZOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 159905.ZOF
    正在卖出 510300.HOF
    目前日期为:2019-03-08 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159915.ZOF   0.0  1.501462  1.584       1.593  1.060966
    1  159949.ZOF   0.0  0.555923  0.581       0.583  1.048706
    2  510500.HOF   0.0  5.426308  5.632       5.654  1.041961
    3  159905.ZOF   1.0  1.654154  1.661       1.662  1.004743
    4  510300.HOF   1.0  3.677615  3.661       3.669  0.997657
    5  510880.HOF   1.0  2.810692  2.793       2.794  0.994061
    6  510050.HOF   1.0  2.728846  2.675       2.679  0.981734
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510300.HOF']
    买入信号: ['159915.ZOF', '159949.ZOF', '510500.HOF']
    卖出信号: ['510300.HOF', '510880.HOF', '510050.HOF', '159905.ZOF']
    即将买入: []
    即将卖出: ['510050.HOF', '159905.ZOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 159905.ZOF
    正在卖出 510300.HOF
    目前日期为:2019-03-11 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159915.ZOF   0.0  1.525308  1.658       1.650  1.081749
    1  159949.ZOF   0.0  0.564692  0.605       0.602  1.066067
    2  510500.HOF   0.0  5.492769  5.838       5.835  1.062306
    3  159905.ZOF   0.0  1.665077  1.703       1.698  1.019773
    4  510300.HOF   1.0  3.698538  3.710       3.714  1.004180
    5  510880.HOF   1.0  2.820923  2.830       2.826  1.001800
    6  510050.HOF   1.0  2.737538  2.690       2.692  0.983365
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510300.HOF']
    买入信号: ['159915.ZOF', '159949.ZOF', '510500.HOF']
    卖出信号: ['510300.HOF', '510880.HOF', '510050.HOF', '159905.ZOF']
    即将买入: []
    即将卖出: ['510050.HOF', '159905.ZOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 159905.ZOF
    正在卖出 510300.HOF
    目前日期为:2019-03-12 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159915.ZOF   0.0  1.551538  1.696       1.683  1.084730
    1  159949.ZOF   0.0  0.573769  0.611       0.609  1.061402
    2  510500.HOF   0.0  5.566154  5.933       5.900  1.059978
    3  159905.ZOF   0.0  1.677846  1.720       1.711  1.019760
    4  510880.HOF   0.0  2.834692  2.858       2.850  1.005400
    5  510300.HOF   0.0  3.721692  3.735       3.726  1.001157
    6  510050.HOF   1.0  2.747923  2.701       2.695  0.980741
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510300.HOF']
    买入信号: ['159915.ZOF', '159949.ZOF', '510500.HOF']
    卖出信号: ['510300.HOF', '510880.HOF', '510050.HOF', '159905.ZOF']
    即将买入: []
    即将卖出: ['510050.HOF', '159905.ZOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 159905.ZOF
    正在卖出 510300.HOF
    目前日期为:2019-03-13 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159915.ZOF   0.0  1.567846  1.618       1.613  1.028800
    1  510500.HOF   0.0  5.616692  5.793       5.775  1.028185
    2  159949.ZOF   0.0  0.579308  0.588       0.585  1.009826
    3  159905.ZOF   1.0  1.686385  1.690       1.689  1.001551
    4  510880.HOF   1.0  2.844692  2.837       2.836  0.996944
    5  510300.HOF   1.0  3.736077  3.713       3.702  0.990879
    6  510050.HOF   1.0  2.754692  2.706       2.702  0.980872
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510300.HOF']
    买入信号: ['159915.ZOF', '510500.HOF', '159949.ZOF']
    卖出信号: ['510300.HOF', '510880.HOF', '510050.HOF', '159905.ZOF']
    即将买入: []
    即将卖出: ['510050.HOF', '159905.ZOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 159905.ZOF
    正在卖出 510300.HOF
    目前日期为:2019-03-14 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510500.HOF   1.0  5.630462  5.658       5.630  0.999918
    1  159949.ZOF   1.0  0.581231  0.584       0.577  0.992721
    2  159915.ZOF   1.0  1.574846  1.583       1.562  0.991843
    3  510300.HOF   1.0  3.729231  3.686       3.675  0.985458
    4  510050.HOF   1.0  2.746538  2.710       2.706  0.985240
    5  159905.ZOF   1.0  1.685923  1.672       1.658  0.983438
    6  510880.HOF   1.0  2.843154  2.805       2.795  0.983063
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510300.HOF
    目前日期为:2019-03-15 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510500.HOF   1.0  5.654615  5.720       5.731  1.013508
    1  159905.ZOF   0.0  1.691538  1.709       1.712  1.012096
    2  159915.ZOF   1.0  1.583308  1.589       1.598  1.009280
    3  510300.HOF   1.0  3.732692  3.735       3.745  1.003297
    4  159949.ZOF   1.0  0.583846  0.583       0.585  1.001976
    5  510050.HOF   1.0  2.747462  2.740       2.751  1.001288
    6  510880.HOF   1.0  2.845000  2.832       2.834  0.996134
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510300.HOF
    目前日期为:2019-03-18 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159905.ZOF   0.0  1.702308  1.774       1.765  1.036828
    1  510500.HOF   0.0  5.696154  5.903       5.880  1.032276
    2  510300.HOF   0.0  3.746538  3.850       3.840  1.024946
    3  159915.ZOF   0.0  1.596846  1.634       1.628  1.019510
    4  510050.HOF   0.0  2.753308  2.812       2.804  1.018411
    5  510880.HOF   0.0  2.852769  2.907       2.901  1.016907
    6  159949.ZOF   0.0  0.588308  0.598       0.595  1.011376
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510300.HOF']
    买入信号: ['159905.ZOF', '510500.HOF', '510300.HOF']
    卖出信号: ['510880.HOF', '159949.ZOF', '159915.ZOF', '510050.HOF']
    即将买入: []
    即将卖出: ['510050.HOF', '159915.ZOF', '159949.ZOF']
    正在卖出 510050.HOF
    正在卖出 159915.ZOF
    正在卖出 159949.ZOF
    目前日期为:2019-03-19 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510500.HOF   0.0  5.736462  5.892       5.900  1.028509
    1  159905.ZOF   0.0  1.713077  1.763       1.759  1.026807
    2  510300.HOF   0.0  3.758769  3.822       3.819  1.016024
    3  159915.ZOF   0.0  1.609385  1.633       1.635  1.015916
    4  510880.HOF   0.0  2.860231  2.904       2.903  1.014953
    5  510050.HOF   0.0  2.757462  2.790       2.789  1.011438
    6  159949.ZOF   0.0  0.591846  0.595       0.596  1.007018
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510300.HOF']
    买入信号: ['510500.HOF', '159905.ZOF', '510300.HOF']
    卖出信号: ['510880.HOF', '159949.ZOF', '159915.ZOF', '510050.HOF']
    即将买入: []
    即将卖出: ['510050.HOF', '159915.ZOF', '159949.ZOF']
    正在卖出 510050.HOF
    正在卖出 159915.ZOF
    正在卖出 159949.ZOF
    目前日期为:2019-03-20 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159905.ZOF   0.0  1.720000  1.755       1.757  1.021512
    1  510500.HOF   0.0  5.771923  5.893       5.875  1.017858
    2  510300.HOF   0.0  3.765231  3.822       3.824  1.015608
    3  510050.HOF   0.0  2.756846  2.794       2.795  1.013840
    4  510880.HOF   0.0  2.865385  2.902       2.899  1.011732
    5  159949.ZOF   0.0  0.594231  0.593       0.592  0.996246
    6  159915.ZOF   1.0  1.618077  1.613       1.609  0.994390
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510300.HOF']
    买入信号: ['159905.ZOF', '510500.HOF', '510300.HOF']
    卖出信号: ['510880.HOF', '159949.ZOF', '159915.ZOF', '510050.HOF']
    即将买入: []
    即将卖出: ['510050.HOF', '159915.ZOF', '159949.ZOF']
    正在卖出 510050.HOF
    正在卖出 159915.ZOF
    正在卖出 159949.ZOF
    目前日期为:2019-03-21 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510500.HOF   0.0  5.806692  5.958       6.016  1.036046
    1  510880.HOF   0.0  2.869077  2.917       2.929  1.020886
    2  159905.ZOF   0.0  1.723385  1.754       1.759  1.020666
    3  510300.HOF   0.0  3.768846  3.824       3.843  1.019675
    4  510050.HOF   0.0  2.754462  2.784       2.793  1.013991
    5  159949.ZOF   0.0  0.595692  0.598       0.604  1.013946
    6  159915.ZOF   0.0  1.623538  1.627       1.639  1.009523
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510300.HOF']
    买入信号: ['510500.HOF', '510880.HOF', '159905.ZOF']
    卖出信号: ['510300.HOF', '159949.ZOF', '159915.ZOF', '510050.HOF']
    即将买入: ['510880.HOF']
    即将卖出: ['510050.HOF', '159915.ZOF', '159949.ZOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 159915.ZOF
    正在卖出 159949.ZOF
    正在卖出 510300.HOF
    正在调仓 510500.HOF
    正在调仓 159905.ZOF
    正在买入 510880.HOF
    
    目前日期为:2019-03-22 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510500.HOF   0.0  5.834077  6.022       5.996  1.027755
    1  510880.HOF   0.0  2.871769  2.919       2.916  1.015402
    2  510300.HOF   0.0  3.770385  3.829       3.812  1.011037
    3  159905.ZOF   0.0  1.724154  1.750       1.742  1.010351
    4  510050.HOF   0.0  2.751692  2.777       2.767  1.005563
    5  159949.ZOF   1.0  0.595462  0.595       0.593  0.995866
    6  159915.ZOF   1.0  1.624000  1.621       1.614  0.993842
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['510500.HOF', '510880.HOF', '510300.HOF']
    卖出信号: ['159949.ZOF', '159915.ZOF', '510050.HOF', '159905.ZOF']
    即将买入: []
    即将卖出: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF']
    正在卖出 510050.HOF
    正在卖出 159905.ZOF
    正在卖出 159915.ZOF
    正在卖出 159949.ZOF
    目前日期为:2019-03-25 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510500.HOF   0.0  5.846231  5.935       5.946  1.017066
    1  510880.HOF   1.0  2.868462  2.876       2.884  1.005417
    2  159905.ZOF   1.0  1.721308  1.710       1.714  0.995755
    3  510300.HOF   1.0  3.762615  3.734       3.737  0.993192
    4  159915.ZOF   1.0  1.621154  1.598       1.601  0.987568
    5  159949.ZOF   1.0  0.593538  0.584       0.586  0.987299
    6  510050.HOF   1.0  2.742615  2.702       2.703  0.985556
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-03-26 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510880.HOF   1.0  2.862308  2.830       2.827  0.987665
    1  510500.HOF   1.0  5.841077  5.757       5.760  0.986120
    2  159905.ZOF   1.0  1.719769  1.696       1.695  0.985597
    3  510300.HOF   1.0  3.755077  3.695       3.690  0.982670
    4  510050.HOF   1.0  2.736385  2.692       2.686  0.981587
    5  159915.ZOF   1.0  1.616154  1.556       1.561  0.965873
    6  159949.ZOF   1.0  0.591000  0.568       0.569  0.962775
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-03-27 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510880.HOF   0.0  2.868615  2.875       2.868  0.999785
    1  159905.ZOF   1.0  1.724769  1.726       1.718  0.996075
    2  510500.HOF   1.0  5.856154  5.828       5.805  0.991265
    3  510050.HOF   1.0  2.740077  2.723       2.716  0.991213
    4  510300.HOF   1.0  3.760154  3.727       3.719  0.989055
    5  159915.ZOF   1.0  1.614923  1.568       1.562  0.967229
    6  159949.ZOF   1.0  0.590231  0.571       0.569  0.964030
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-03-28 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159905.ZOF   1.0  1.726462  1.725       1.731  1.002629
    1  510880.HOF   1.0  2.871077  2.862       2.857  0.995097
    2  510050.HOF   1.0  2.742231  2.718       2.717  0.990799
    3  510300.HOF   1.0  3.760692  3.717       3.720  0.989180
    4  510500.HOF   1.0  5.849077  5.746       5.767  0.985968
    5  159915.ZOF   1.0  1.607077  1.556       1.561  0.971329
    6  159949.ZOF   1.0  0.587154  0.565       0.567  0.965675
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-03-29 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510050.HOF   0.0  2.751308  2.819       2.822  1.025694
    1  510300.HOF   0.0  3.771000  3.869       3.867  1.025457
    2  510500.HOF   0.0  5.849769  5.942       5.935  1.014570
    3  159915.ZOF   0.0  1.601538  1.624       1.623  1.013401
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['510050.HOF', '510300.HOF', '510500.HOF']
    卖出信号: ['510880.HOF', '159949.ZOF', '159915.ZOF', '159905.ZOF']
    即将买入: []
    即将卖出: ['159905.ZOF', '159915.ZOF', '159949.ZOF', '510880.HOF']
    正在卖出 159905.ZOF
    正在卖出 159915.ZOF
    正在卖出 159949.ZOF
    正在卖出 510880.HOF
    目前日期为:2019-04-01 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159905.ZOF   0.0  1.737846  1.868       1.879  1.081223
    1  159915.ZOF   0.0  1.607385  1.694       1.687  1.049531
    2  510500.HOF   0.0  5.879308  6.177       6.164  1.048423
    3  510300.HOF   0.0  3.790692  3.969       3.965  1.045983
    4  159949.ZOF   0.0  0.587538  0.616       0.614  1.045038
    5  510050.HOF   0.0  2.764231  2.874       2.874  1.039711
    6  510880.HOF   0.0  2.881692  2.996       2.995  1.039320
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['159905.ZOF', '159915.ZOF', '510500.HOF']
    卖出信号: ['510300.HOF', '159949.ZOF', '510880.HOF', '510050.HOF']
    即将买入: []
    即将卖出: ['510050.HOF', '159949.ZOF', '510880.HOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 159949.ZOF
    正在卖出 510880.HOF
    正在卖出 510300.HOF
    目前日期为:2019-04-02 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159905.ZOF   0.0  1.750077  1.849       1.847  1.055382
    1  159915.ZOF   0.0  1.615000  1.682       1.680  1.040248
    2  510500.HOF   0.0  5.918846  6.172       6.152  1.039392
    3  159949.ZOF   0.0  0.589308  0.611       0.611  1.036810
    4  510300.HOF   0.0  3.811923  3.962       3.952  1.036747
    5  510880.HOF   0.0  2.893769  2.994       2.992  1.033946
    6  510050.HOF   0.0  2.776692  2.872       2.863  1.031083
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['159905.ZOF', '159915.ZOF', '510500.HOF']
    卖出信号: ['510300.HOF', '159949.ZOF', '510880.HOF', '510050.HOF']
    即将买入: []
    即将卖出: ['510050.HOF', '159949.ZOF', '510880.HOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 159949.ZOF
    正在卖出 510880.HOF
    正在卖出 510300.HOF
    目前日期为:2019-04-03 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159905.ZOF   0.0  1.765000  1.866       1.863  1.055524
    1  510500.HOF   0.0  5.959154  6.244       6.265  1.051324
    2  510300.HOF   0.0  3.833462  4.015       4.028  1.050747
    3  159949.ZOF   0.0  0.592077  0.620       0.620  1.047161
    4  159915.ZOF   0.0  1.623538  1.700       1.699  1.046480
    5  510050.HOF   0.0  2.789077  2.901       2.911  1.043715
    6  510880.HOF   0.0  2.910769  3.026       3.028  1.040275
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['159905.ZOF', '510500.HOF', '510300.HOF']
    卖出信号: ['510880.HOF', '159949.ZOF', '159915.ZOF', '510050.HOF']
    即将买入: []
    即将卖出: ['510050.HOF', '159915.ZOF', '159949.ZOF', '510880.HOF']
    正在卖出 510050.HOF
    正在卖出 159915.ZOF
    正在卖出 159949.ZOF
    正在卖出 510880.HOF
    目前日期为:2019-04-04 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159905.ZOF   0.0  1.779231  1.894       1.891  1.062819
    1  510300.HOF   0.0  3.849769  4.062       4.051  1.052271
    2  510500.HOF   0.0  5.989769  6.301       6.268  1.046451
    3  510050.HOF   0.0  2.798846  2.939       2.928  1.046145
    4  159915.ZOF   0.0  1.628692  1.701       1.699  1.043168
    5  510880.HOF   0.0  2.928385  3.061       3.051  1.041871
    6  159949.ZOF   0.0  0.594538  0.615       0.614  1.032734
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['159905.ZOF', '510300.HOF', '510500.HOF']
    卖出信号: ['510880.HOF', '159949.ZOF', '159915.ZOF', '510050.HOF']
    即将买入: []
    即将卖出: ['510050.HOF', '159915.ZOF', '159949.ZOF', '510880.HOF']
    正在卖出 510050.HOF
    正在卖出 159915.ZOF
    正在卖出 159949.ZOF
    正在卖出 510880.HOF
    目前日期为:2019-04-08 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159905.ZOF   0.0  1.788154  1.890       1.892  1.058074
    1  510050.HOF   0.0  2.810615  2.943       2.948  1.048881
    2  510880.HOF   0.0  2.941385  3.076       3.079  1.046786
    3  510300.HOF   0.0  3.866231  4.036       4.046  1.046497
    4  510500.HOF   0.0  6.015769  6.230       6.246  1.038271
    5  159915.ZOF   0.0  1.631154  1.665       1.669  1.023202
    6  159949.ZOF   0.0  0.595000  0.604       0.604  1.015126
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['159905.ZOF', '510050.HOF', '510880.HOF']
    卖出信号: ['510300.HOF', '510500.HOF', '159915.ZOF', '159949.ZOF']
    即将买入: []
    即将卖出: ['159915.ZOF', '159949.ZOF', '510500.HOF', '510300.HOF']
    正在卖出 159915.ZOF
    正在卖出 159949.ZOF
    正在卖出 510500.HOF
    正在卖出 510300.HOF
    目前日期为:2019-04-09 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159905.ZOF   0.0  1.800769  1.927       1.914  1.062879
    1  510050.HOF   0.0  2.822538  2.949       2.951  1.045513
    2  510300.HOF   0.0  3.884538  4.060       4.056  1.044140
    3  510880.HOF   0.0  2.954077  3.069       3.068  1.038565
    4  510500.HOF   0.0  6.043769  6.257       6.262  1.036108
    5  159915.ZOF   0.0  1.635308  1.667       1.665  1.018157
    6  159949.ZOF   0.0  0.595769  0.605       0.606  1.017172
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
    卖出信号: ['510500.HOF', '510880.HOF', '159915.ZOF', '159949.ZOF']
    即将买入: []
    即将卖出: ['159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF']
    正在卖出 159915.ZOF
    正在卖出 159949.ZOF
    正在卖出 510500.HOF
    正在卖出 510880.HOF
    目前日期为:2019-04-10 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159905.ZOF   0.0  1.815231  1.943       1.942  1.069836
    1  510050.HOF   0.0  2.836385  2.964       2.954  1.041467
    2  510300.HOF   0.0  3.903154  4.066       4.057  1.039416
    3  510880.HOF   0.0  2.966385  3.062       3.060  1.031559
    4  510500.HOF   0.0  6.065615  6.242       6.236  1.028090
    5  159915.ZOF   0.0  1.637385  1.654       1.650  1.007705
    6  159949.ZOF   0.0  0.596231  0.599       0.599  1.004645
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
    卖出信号: ['510500.HOF', '510880.HOF', '159915.ZOF', '159949.ZOF']
    即将买入: []
    即将卖出: ['159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF']
    正在卖出 159915.ZOF
    正在卖出 159949.ZOF
    正在卖出 510500.HOF
    正在卖出 510880.HOF
    目前日期为:2019-04-11 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510050.HOF   0.0  2.846769  2.912       2.905  1.020455
    1  510500.HOF   1.0  6.074385  6.136       6.131  1.009320
    2  159915.ZOF   1.0  1.637231  1.619       1.619  0.988865
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-04-12 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510880.HOF   1.0  2.973615  3.011      -100.0    -100.0
    1  159915.ZOF   1.0  1.639231  1.624      -100.0    -100.0
    2  159949.ZOF   1.0  0.595615  0.590      -100.0    -100.0
    3  510300.HOF   1.0  3.914923  3.982      -100.0    -100.0
    4  159905.ZOF   1.0  1.824846  1.879      -100.0    -100.0
    5  510050.HOF   1.0  2.862462  2.906      -100.0    -100.0
    6  510500.HOF   1.0  6.088615  6.120      -100.0    -100.0
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-04-15 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159905.ZOF   1.0  1.834462  1.875       1.884  1.027004
    1  510050.HOF   1.0  2.878923  2.906       2.919  1.013921
    2  510880.HOF   1.0  2.980231  3.005       3.016  1.012002
    3  510300.HOF   1.0  3.932077  3.957       3.974  1.010662
    4  510500.HOF   1.0  6.110308  6.039       6.060  0.991767
    5  159949.ZOF   1.0  0.594308  0.578       0.581  0.977608
    6  159915.ZOF   1.0  1.642308  1.596       1.603  0.976066
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-04-16 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510050.HOF   0.0  2.900846  3.008       3.003  1.035215
    1  159905.ZOF   0.0  1.850538  1.919       1.912  1.033213
    2  510300.HOF   0.0  3.961462  4.077       4.073  1.028156
    3  510880.HOF   0.0  2.993231  3.045       3.042  1.016293
    4  510500.HOF   1.0  6.137538  6.182       6.168  1.004963
    5  159949.ZOF   1.0  0.595308  0.597       0.596  1.001163
    6  159915.ZOF   1.0  1.647000  1.629       1.625  0.986642
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['510050.HOF', '159905.ZOF', '510300.HOF']
    卖出信号: ['510500.HOF', '510880.HOF', '159915.ZOF', '159949.ZOF']
    即将买入: []
    即将卖出: ['159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF']
    正在卖出 159915.ZOF
    正在卖出 159949.ZOF
    正在卖出 510500.HOF
    正在卖出 510880.HOF
    目前日期为:2019-04-17 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159905.ZOF   0.0  1.867846  1.921       1.925  1.030599
    1  510050.HOF   0.0  2.922308  2.997       3.003  1.027613
    2  510300.HOF   0.0  3.987615  4.067       4.080  1.023168
    3  510880.HOF   0.0  3.010077  3.049       3.053  1.014260
    4  510500.HOF   0.0  6.171923  6.193       6.201  1.004711
    5  159949.ZOF   1.0  0.597462  0.596       0.598  1.000901
    6  159915.ZOF   1.0  1.653615  1.642       1.644  0.994185
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
    卖出信号: ['510500.HOF', '510880.HOF', '159915.ZOF', '159949.ZOF']
    即将买入: []
    即将卖出: ['159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF']
    正在卖出 159915.ZOF
    正在卖出 159949.ZOF
    正在卖出 510500.HOF
    正在卖出 510880.HOF
    目前日期为:2019-04-18 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159905.ZOF   0.0  1.882308  1.914       1.917  1.018431
    1  510050.HOF   0.0  2.935231  2.987       2.983  1.016274
    2  510300.HOF   0.0  4.014000  4.060       4.057  1.010713
    3  510880.HOF   1.0  3.021615  3.025       3.023  1.000458
    4  510500.HOF   1.0  6.189615  6.172       6.179  0.998285
    5  159949.ZOF   1.0  0.599000  0.591       0.593  0.989983
    6  159915.ZOF   1.0  1.654000  1.629       1.631  0.986094
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
    卖出信号: ['510500.HOF', '510880.HOF', '159915.ZOF', '159949.ZOF']
    即将买入: []
    即将卖出: ['159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF']
    正在卖出 159915.ZOF
    正在卖出 159949.ZOF
    正在卖出 510500.HOF
    正在卖出 510880.HOF
    目前日期为:2019-04-19 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510500.HOF   0.0  6.193308  6.225      -100.0    -100.0
    1  159905.ZOF   0.0  1.900308  1.959      -100.0    -100.0
    2  159949.ZOF   0.0  0.601615  0.599      -100.0    -100.0
    3  159915.ZOF   0.0  1.650231  1.645      -100.0    -100.0
    4  510880.HOF   1.0  3.034692  3.032      -100.0    -100.0
    5  510300.HOF   0.0  4.033308  4.120      -100.0    -100.0
    6  510050.HOF   0.0  2.946769  3.024      -100.0    -100.0
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: []
    卖出信号: ['510500.HOF', '510880.HOF', '510050.HOF', '159905.ZOF', '510300.HOF', '159915.ZOF', '159949.ZOF']
    即将买入: []
    即将卖出: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 159905.ZOF
    正在卖出 159915.ZOF
    正在卖出 159949.ZOF
    正在卖出 510500.HOF
    正在卖出 510880.HOF
    正在卖出 510300.HOF
    目前日期为:2019-04-22 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159905.ZOF   1.0  1.906308  1.946       1.907  1.000363
    1  510050.HOF   1.0  2.957231  3.008       2.946  0.996202
    2  510300.HOF   1.0  4.041461  4.075       4.001  0.989988
    3  510500.HOF   1.0  6.193769  6.178       6.105  0.985668
    4  159915.ZOF   1.0  1.647385  1.645       1.618  0.982163
    5  510880.HOF   1.0  3.036000  3.013       2.972  0.978920
    6  159949.ZOF   1.0  0.600077  0.596       0.586  0.976542
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-04-23 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510050.HOF   1.0  2.962000  2.963       2.956  0.997974
    1  159905.ZOF   1.0  1.910769  1.907       1.904  0.996457
    2  510300.HOF   1.0  4.045154  4.010       4.008  0.990815
    3  159915.ZOF   1.0  1.640462  1.610       1.613  0.983260
    4  510500.HOF   1.0  6.175615  6.008       6.016  0.974154
    5  159949.ZOF   1.0  0.597846  0.582       0.581  0.971822
    6  510880.HOF   1.0  3.032231  2.945       2.946  0.971562
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-04-24 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159915.ZOF   0.0  1.636231  1.646       1.639  1.001692
    1  510050.HOF   1.0  2.963461  2.958       2.959  0.998495
    2  159905.ZOF   0.0  1.914538  1.915       1.910  0.997629
    3  510300.HOF   1.0  4.045231  4.016       4.016  0.992774
    4  159949.ZOF   0.0  0.595692  0.592       0.590  0.990444
    5  510500.HOF   1.0  6.157615  6.067       6.064  0.984797
    6  510880.HOF   1.0  3.027615  2.966       2.967  0.979979
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['159915.ZOF']
    卖出信号: ['510050.HOF', '159905.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    即将买入: []
    即将卖出: ['510050.HOF', '159905.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 159905.ZOF
    正在卖出 159949.ZOF
    正在卖出 510500.HOF
    正在卖出 510880.HOF
    正在卖出 510300.HOF
    目前日期为:2019-04-25 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159915.ZOF   1.0  1.631077  1.598       1.609  0.986465
    1  510050.HOF   1.0  2.961154  2.913       2.919  0.985764
    2  159905.ZOF   1.0  1.912231  1.864       1.871  0.978438
    3  510300.HOF   1.0  4.035308  3.933       3.947  0.978116
    4  159949.ZOF   1.0  0.592385  0.572       0.577  0.974029
    5  510880.HOF   1.0  3.015154  2.899       2.907  0.964130
    6  510500.HOF   1.0  6.128462  5.851       5.877  0.958968
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-04-26 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159915.ZOF   1.0  1.625077  1.589       1.592  0.979646
    1  510050.HOF   1.0  2.955846  2.880       2.882  0.975017
    2  159949.ZOF   1.0  0.589846  0.571       0.573  0.971440
    3  159905.ZOF   1.0  1.908154  1.837       1.845  0.966903
    4  510300.HOF   1.0  4.023231  3.879       3.880  0.964399
    5  510880.HOF   1.0  2.998923  2.865       2.865  0.955343
    6  510500.HOF   1.0  6.093077  5.797       5.808  0.953213
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-04-29 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510050.HOF   1.0  2.952538  2.921       2.916  0.987625
    1  159905.ZOF   1.0  1.902154  1.849       1.848  0.971530
    2  510300.HOF   1.0  4.010462  3.894       3.888  0.969464
    3  159915.ZOF   1.0  1.617000  1.549       1.550  0.958565
    4  510880.HOF   1.0  2.981846  2.847       2.852  0.956454
    5  159949.ZOF   1.0  0.586077  0.556       0.557  0.950387
    6  510500.HOF   1.0  6.047846  5.654       5.653  0.934713
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-04-30 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510050.HOF   1.0  2.953769  2.928       2.927  0.990937
    1  159905.ZOF   1.0  1.895462  1.856       1.849  0.975488
    2  510300.HOF   1.0  3.997385  3.896       3.892  0.973637
    3  510880.HOF   1.0  2.967385  2.874       2.867  0.966171
    4  159915.ZOF   1.0  1.611923  1.553       1.549  0.960964
    5  159949.ZOF   1.0  0.582615  0.554       0.553  0.949168
    6  510500.HOF   1.0  6.012154  5.672       5.648  0.939430
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-05-06 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510050.HOF   1.0  2.944615  2.787       2.790  0.947492
    1  510880.HOF   1.0  2.946615  2.741       2.741  0.930220
    2  510300.HOF   1.0  3.973615  3.673       3.680  0.926109
    3  159905.ZOF   1.0  1.883385  1.722       1.728  0.917497
    4  159915.ZOF   1.0  1.596538  1.424       1.435  0.898820
    5  159949.ZOF   1.0  0.576385  0.509       0.510  0.884826
    6  510500.HOF   1.0  5.945538  5.254       5.258  0.884361
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-05-07 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510050.HOF   1.0  2.935692  2.790       2.802  0.954460
    1  510880.HOF   1.0  2.928615  2.771       2.769  0.945498
    2  510300.HOF   1.0  3.954385  3.707       3.716  0.939716
    3  159905.ZOF   1.0  1.874231  1.756       1.755  0.936384
    4  159915.ZOF   1.0  1.584385  1.438       1.434  0.905083
    5  159949.ZOF   1.0  0.571615  0.516       0.516  0.902705
    6  510500.HOF   1.0  5.888692  5.300       5.294  0.899011
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-05-08 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510880.HOF   1.0  2.905231  2.741       2.743  0.944159
    1  510050.HOF   1.0  2.915462  2.745       2.745  0.941532
    2  510300.HOF   1.0  3.922231  3.659       3.660  0.933142
    3  159905.ZOF   1.0  1.859692  1.730       1.730  0.930261
    4  159949.ZOF   1.0  0.565231  0.514       0.514  0.909363
    5  510500.HOF   1.0  5.819077  5.277       5.288  0.908735
    6  159915.ZOF   1.0  1.568231  1.419       1.419  0.904841
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-05-09 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510880.HOF   1.0  2.878385  2.700       2.699  0.937679
    1  510050.HOF   1.0  2.891538  2.686       2.683  0.927880
    2  510300.HOF   1.0  3.886846  3.607       3.591  0.923885
    3  159905.ZOF   1.0  1.843077  1.705       1.701  0.922913
    4  510500.HOF   1.0  5.745692  5.239       5.222  0.908855
    5  159915.ZOF   1.0  1.550308  1.409       1.406  0.906917
    6  159949.ZOF   1.0  0.558308  0.506       0.506  0.906310
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-05-10 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159905.ZOF   1.0  1.832538  1.777       1.772  0.966965
    1  510050.HOF   1.0  2.875385  2.777       2.780  0.966827
    2  510300.HOF   1.0  3.860692  3.720       3.718  0.963040
    3  510880.HOF   1.0  2.858000  2.760       2.751  0.962561
    4  159949.ZOF   1.0  0.553615  0.530       0.529  0.955537
    5  159915.ZOF   1.0  1.537692  1.465       1.466  0.953377
    6  510500.HOF   1.0  5.687538  5.416       5.416  0.952257
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-05-13 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159905.ZOF   1.0  1.816846  1.755       1.751  0.963758
    1  510880.HOF   1.0  2.834154  2.722       2.720  0.959722
    2  510050.HOF   1.0  2.852385  2.725       2.723  0.954640
    3  510300.HOF   1.0  3.824692  3.652       3.648  0.953802
    4  510500.HOF   1.0  5.619231  5.337       5.326  0.947817
    5  159949.ZOF   1.0  0.547538  0.520       0.518  0.946052
    6  159915.ZOF   1.0  1.522000  1.441       1.436  0.943495
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-05-14 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159905.ZOF   1.0  1.801615  1.748       1.751  0.971906
    1  510880.HOF   1.0  2.810538  2.706       2.712  0.964940
    2  510300.HOF   1.0  3.790769  3.634       3.645  0.961546
    3  510050.HOF   1.0  2.829308  2.708       2.713  0.958892
    4  510500.HOF   1.0  5.552923  5.316       5.320  0.958054
    5  159949.ZOF   1.0  0.541615  0.519       0.518  0.956398
    6  159915.ZOF   1.0  1.505538  1.431       1.433  0.951819
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-05-15 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159905.ZOF   0.0  1.793538  1.802       1.801  1.004160
    1  510300.HOF   0.0  3.767846  3.712       3.714  0.985709
    2  159949.ZOF   0.0  0.537538  0.529       0.529  0.984116
    3  510500.HOF   0.0  5.507846  5.422       5.418  0.983688
    4  510050.HOF   1.0  2.814077  2.765       2.766  0.982916
    5  510880.HOF   1.0  2.795308  2.747       2.744  0.981645
    6  159915.ZOF   0.0  1.494154  1.462       1.462  0.978480
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['159905.ZOF']
    卖出信号: ['510050.HOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    即将买入: []
    即将卖出: ['510050.HOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 159915.ZOF
    正在卖出 159949.ZOF
    正在卖出 510500.HOF
    正在卖出 510880.HOF
    正在卖出 510300.HOF
    目前日期为:2019-05-16 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159905.ZOF   0.0  1.784923  1.803       1.804  1.010688
    1  510500.HOF   0.0  5.462000  5.471       5.466  1.000732
    2  510300.HOF   0.0  3.745846  3.730       3.733  0.996571
    3  510880.HOF   0.0  2.779462  2.760       2.760  0.992998
    4  159949.ZOF   0.0  0.532769  0.530       0.529  0.992925
    5  510050.HOF   0.0  2.799923  2.774       2.775  0.991099
    6  159915.ZOF   0.0  1.480462  1.468       1.466  0.990232
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['159905.ZOF', '510500.HOF']
    卖出信号: ['510300.HOF', '510880.HOF', '159949.ZOF', '159915.ZOF', '510050.HOF']
    即将买入: []
    即将卖出: ['510050.HOF', '159915.ZOF', '159949.ZOF', '510880.HOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 159915.ZOF
    正在卖出 159949.ZOF
    正在卖出 510880.HOF
    正在卖出 510300.HOF
    目前日期为:2019-05-17 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159905.ZOF   0.0  1.776846  1.759       1.752  0.986017
    1  510880.HOF   1.0  2.764462  2.704       2.704  0.978129
    2  510050.HOF   1.0  2.785308  2.723       2.723  0.977630
    3  510300.HOF   1.0  3.723769  3.646       3.638  0.976967
    4  510500.HOF   1.0  5.419615  5.300       5.273  0.972947
    5  159949.ZOF   1.0  0.528077  0.511       0.510  0.965768
    6  159915.ZOF   1.0  1.466462  1.416       1.414  0.964226
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-05-20 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510880.HOF   1.0  2.751077  2.691       2.690  0.977799
    1  510500.HOF   1.0  5.378308  5.260       5.256  0.977259
    2  159905.ZOF   1.0  1.768846  1.733       1.728  0.976908
    3  510050.HOF   1.0  2.771385  2.699       2.697  0.973160
    4  510300.HOF   1.0  3.702769  3.606       3.601  0.972515
    5  159949.ZOF   1.0  0.523462  0.511       0.509  0.972373
    6  159915.ZOF   1.0  1.452462  1.407       1.403  0.965946
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-05-21 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510500.HOF   0.0  5.354769  5.348       5.348  0.998736
    1  159905.ZOF   0.0  1.761692  1.756       1.757  0.997336
    2  159949.ZOF   1.0  0.520462  0.517       0.517  0.993349
    3  510300.HOF   1.0  3.684077  3.651       3.653  0.991565
    4  510880.HOF   1.0  2.741154  2.718       2.718  0.991553
    5  159915.ZOF   1.0  1.443308  1.430       1.430  0.990780
    6  510050.HOF   1.0  2.756077  2.722       2.723  0.987999
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-05-22 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510500.HOF   1.0  5.328538  5.331       5.321  0.998585
    1  159949.ZOF   1.0  0.517538  0.516       0.515  0.995095
    2  159905.ZOF   1.0  1.753000  1.743       1.744  0.994866
    3  510880.HOF   1.0  2.728923  2.715       2.712  0.993799
    4  159915.ZOF   1.0  1.433615  1.427       1.423  0.992595
    5  510300.HOF   1.0  3.664538  3.642       3.636  0.992212
    6  510050.HOF   1.0  2.739231  2.709       2.705  0.987503
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-05-23 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510880.HOF   1.0  2.724769  2.687       2.687  0.986139
    1  510050.HOF   1.0  2.730769  2.677       2.677  0.980310
    2  510500.HOF   1.0  5.326538  5.228       5.215  0.979060
    3  510300.HOF   1.0  3.657692  3.584       3.580  0.978759
    4  159915.ZOF   1.0  1.431154  1.392       1.390  0.971244
    5  159949.ZOF   1.0  0.517077  0.503       0.502  0.970842
    6  159905.ZOF   1.0  1.751231  1.699       1.698  0.969604
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-05-24 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510050.HOF   1.0  2.723154  2.691       2.695  0.989661
    1  510880.HOF   1.0  2.718308  2.687       2.690  0.989586
    2  510300.HOF   1.0  3.648692  3.590       3.593  0.984736
    3  159905.ZOF   1.0  1.747538  1.708       1.710  0.978519
    4  510500.HOF   1.0  5.318769  5.199       5.198  0.977294
    5  159949.ZOF   1.0  0.516000  0.502       0.502  0.972868
    6  159915.ZOF   1.0  1.427000  1.384       1.385  0.970568
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-05-27 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159915.ZOF   0.0  1.427692  1.428       1.427  0.999515
    1  510500.HOF   1.0  5.321462  5.312       5.314  0.998598
    2  159949.ZOF   0.0  0.516077  0.515       0.515  0.997913
    3  510880.HOF   1.0  2.716231  2.714       2.710  0.997706
    4  510050.HOF   1.0  2.720769  2.714       2.711  0.996409
    5  510300.HOF   1.0  3.646692  3.633       3.627  0.994600
    6  159905.ZOF   1.0  1.747923  1.735       1.734  0.992034
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: []
    卖出信号: ['510500.HOF', '510880.HOF', '510050.HOF', '159905.ZOF', '510300.HOF', '159915.ZOF', '159949.ZOF']
    即将买入: []
    即将卖出: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 159905.ZOF
    正在卖出 159915.ZOF
    正在卖出 159949.ZOF
    正在卖出 510500.HOF
    正在卖出 510880.HOF
    正在卖出 510300.HOF
    目前日期为:2019-05-28 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510880.HOF   0.0  2.717385  2.715       2.713  0.998386
    1  510050.HOF   0.0  2.724385  2.733       2.719  0.998024
    2  510300.HOF   0.0  3.650000  3.650       3.635  0.995890
    3  159915.ZOF   0.0  1.429462  1.432       1.422  0.994780
    4  159905.ZOF   0.0  1.751231  1.748       1.741  0.994158
    5  510500.HOF   1.0  5.326231  5.301       5.290  0.993198
    6  159949.ZOF   0.0  0.516692  0.514       0.510  0.987048
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: []
    卖出信号: ['510500.HOF', '510880.HOF', '510050.HOF', '159905.ZOF', '510300.HOF', '159915.ZOF', '159949.ZOF']
    即将买入: []
    即将卖出: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 159905.ZOF
    正在卖出 159915.ZOF
    正在卖出 159949.ZOF
    正在卖出 510500.HOF
    正在卖出 510880.HOF
    正在卖出 510300.HOF
    目前日期为:2019-05-29 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510050.HOF   0.0  2.722154  2.748       2.753  1.011332
    1  159915.ZOF   0.0  1.426923  1.432       1.435  1.005660
    2  159905.ZOF   0.0  1.749385  1.753       1.759  1.005496
    3  510300.HOF   0.0  3.644769  3.652       3.661  1.004453
    4  510880.HOF   0.0  2.714154  2.718       2.719  1.001786
    5  510500.HOF   0.0  5.317538  5.303       5.308  0.998206
    6  159949.ZOF   0.0  0.515385  0.513       0.514  0.997313
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['510050.HOF', '159915.ZOF', '159905.ZOF']
    卖出信号: ['510300.HOF', '510500.HOF', '510880.HOF', '159949.ZOF']
    即将买入: []
    即将卖出: ['159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在卖出 159949.ZOF
    正在卖出 510500.HOF
    正在卖出 510880.HOF
    正在卖出 510300.HOF
    目前日期为:2019-05-30 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510050.HOF   0.0  2.723077  2.737       2.741  1.006582
    1  510300.HOF   0.0  3.644615  3.650       3.645  1.000106
    2  510880.HOF   0.0  2.713846  2.718       2.714  1.000057
    3  159905.ZOF   0.0  1.748846  1.748       1.748  0.999516
    4  159915.ZOF   0.0  1.425462  1.422       1.422  0.997572
    5  510500.HOF   1.0  5.313692  5.287       5.280  0.993659
    6  159949.ZOF   1.0  0.514385  0.507       0.507  0.985644
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['510050.HOF', '510300.HOF', '510880.HOF']
    卖出信号: ['510500.HOF', '159949.ZOF', '159915.ZOF', '159905.ZOF']
    即将买入: []
    即将卖出: ['159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF']
    正在卖出 159905.ZOF
    正在卖出 159915.ZOF
    正在卖出 159949.ZOF
    正在卖出 510500.HOF
    目前日期为:2019-05-31 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510050.HOF   0.0  2.724615  2.728       2.734  1.003444
    1  159915.ZOF   0.0  1.425000  1.425       1.426  1.000702
    2  510880.HOF   1.0  2.714385  2.713       2.716  1.000595
    3  510300.HOF   1.0  3.644462  3.632       3.644  0.999873
    4  159905.ZOF   1.0  1.748538  1.744       1.747  0.999120
    5  510500.HOF   1.0  5.309462  5.261       5.273  0.993133
    6  159949.ZOF   1.0  0.513385  0.506       0.508  0.989512
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-06-03 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510050.HOF   0.0  2.722692  2.740       2.741  1.006724
    1  510300.HOF   1.0  3.638923  3.640       3.640  1.000296
    2  510880.HOF   1.0  2.710846  2.701       2.705  0.997843
    3  159905.ZOF   1.0  1.743692  1.739       1.739  0.997309
    4  159915.ZOF   1.0  1.421077  1.411       1.414  0.995020
    5  510500.HOF   1.0  5.293923  5.220       5.224  0.986792
    6  159949.ZOF   1.0  0.511308  0.502       0.502  0.981796
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-06-04 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510050.HOF   1.0  2.718692  2.722       2.717  0.999378
    1  510880.HOF   1.0  2.705538  2.691       2.692  0.994996
    2  510300.HOF   1.0  3.629462  3.607       3.599  0.991607
    3  159905.ZOF   1.0  1.737231  1.719       1.712  0.985476
    4  159915.ZOF   1.0  1.415846  1.400       1.394  0.984570
    5  510500.HOF   1.0  5.269231  5.150       5.132  0.973956
    6  159949.ZOF   1.0  0.508769  0.497       0.495  0.972936
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-06-05 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510050.HOF   1.0  2.718308  2.718       2.720  1.000623
    1  510880.HOF   1.0  2.705385  2.702       2.700  0.998010
    2  159905.ZOF   1.0  1.734923  1.729       1.725  0.994280
    3  510300.HOF   1.0  3.625846  3.599       3.603  0.993699
    4  159915.ZOF   1.0  1.414077  1.393       1.395  0.986509
    5  159949.ZOF   1.0  0.507615  0.496       0.497  0.979088
    6  510500.HOF   1.0  5.256308  5.132       5.141  0.978063
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-06-06 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510050.HOF   1.0  2.718692  2.704       2.710  0.996803
    1  510880.HOF   1.0  2.704154  2.675       2.681  0.991438
    2  510300.HOF   1.0  3.622923  3.568       3.580  0.988152
    3  159905.ZOF   1.0  1.732769  1.705       1.708  0.985705
    4  159915.ZOF   1.0  1.410692  1.363       1.365  0.967610
    5  159949.ZOF   1.0  0.505692  0.486       0.488  0.965014
    6  510500.HOF   1.0  5.237615  5.017       5.036  0.961506
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-06-10 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510050.HOF   0.0  2.720000  2.739       2.737  1.006250
    1  159905.ZOF   1.0  1.730769  1.730       1.730  0.999556
    2  510880.HOF   1.0  2.702692  2.699       2.699  0.998634
    3  510300.HOF   1.0  3.620077  3.614       3.612  0.997769
    4  159915.ZOF   1.0  1.406538  1.376       1.374  0.976866
    5  159949.ZOF   1.0  0.503692  0.491       0.490  0.972816
    6  510500.HOF   1.0  5.216231  5.070       5.066  0.971199
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-06-11 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159905.ZOF   0.0  1.735154  1.800       1.800  1.037372
    1  510050.HOF   0.0  2.728077  2.814       2.816  1.032229
    2  510300.HOF   0.0  3.626615  3.727       3.734  1.029610
    3  510880.HOF   0.0  2.706077  2.759       2.756  1.018449
    4  159915.ZOF   0.0  1.406769  1.430       1.431  1.017224
    5  159949.ZOF   0.0  0.503231  0.510       0.511  1.015439
    6  510500.HOF   0.0  5.212308  5.280       5.279  1.012795
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
    卖出信号: ['510500.HOF', '510880.HOF', '159915.ZOF', '159949.ZOF']
    即将买入: []
    即将卖出: ['159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF']
    正在卖出 159915.ZOF
    正在卖出 159949.ZOF
    正在卖出 510500.HOF
    正在卖出 510880.HOF
    目前日期为:2019-06-12 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510050.HOF   0.0  2.737692  2.802       2.801  1.023125
    1  159905.ZOF   0.0  1.741615  1.783       1.777  1.020317
    2  510300.HOF   0.0  3.635462  3.699       3.697  1.016927
    3  510880.HOF   0.0  2.710231  2.741       2.741  1.011353
    4  159949.ZOF   0.0  0.503308  0.504       0.505  1.003362
    5  159915.ZOF   0.0  1.408308  1.412       1.412  1.002622
    6  510500.HOF   0.0  5.212000  5.224       5.223  1.002111
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['510050.HOF', '159905.ZOF', '510300.HOF']
    卖出信号: ['510500.HOF', '510880.HOF', '159915.ZOF', '159949.ZOF']
    即将买入: []
    即将卖出: ['159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF']
    正在卖出 159915.ZOF
    正在卖出 159949.ZOF
    正在卖出 510500.HOF
    正在卖出 510880.HOF
    目前日期为:2019-06-13 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510050.HOF   0.0  2.745769  2.796       2.803  1.020843
    1  159905.ZOF   0.0  1.746385  1.770       1.775  1.016385
    2  510300.HOF   0.0  3.643308  3.692       3.702  1.016110
    3  159915.ZOF   0.0  1.411231  1.422       1.424  1.009048
    4  159949.ZOF   0.0  0.503615  0.506       0.508  1.008706
    5  510880.HOF   0.0  2.713692  2.732       2.733  1.007115
    6  510500.HOF   0.0  5.215231  5.241       5.249  1.006475
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['510050.HOF', '159905.ZOF', '510300.HOF']
    卖出信号: ['510500.HOF', '510880.HOF', '159915.ZOF', '159949.ZOF']
    即将买入: []
    即将卖出: ['159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF']
    正在卖出 159915.ZOF
    正在卖出 159949.ZOF
    正在卖出 510500.HOF
    正在卖出 510880.HOF
    目前日期为:2019-06-14 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510050.HOF   0.0  2.751615  2.790       2.787  1.012860
    1  510300.HOF   0.0  3.646154  3.670       3.660  1.003797
    2  159905.ZOF   0.0  1.747692  1.752       1.751  1.001893
    3  510880.HOF   1.0  2.713231  2.708       2.708  0.998072
    4  159915.ZOF   1.0  1.408846  1.397       1.398  0.992301
    5  510500.HOF   1.0  5.203692  5.162       5.153  0.990258
    6  159949.ZOF   1.0  0.502231  0.497       0.497  0.989585
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['510050.HOF', '510300.HOF', '159905.ZOF']
    卖出信号: ['510500.HOF', '510880.HOF', '159915.ZOF', '159949.ZOF']
    即将买入: []
    即将卖出: ['159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF']
    正在卖出 159915.ZOF
    正在卖出 159949.ZOF
    正在卖出 510500.HOF
    正在卖出 510880.HOF
    目前日期为:2019-06-17 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510050.HOF   0.0  2.756692  2.799       2.797  1.014622
    1  510300.HOF   0.0  3.647923  3.673       3.668  1.005504
    2  510880.HOF   0.0  2.713308  2.716       2.717  1.001361
    3  159905.ZOF   1.0  1.747231  1.742       1.741  0.996434
    4  159949.ZOF   1.0  0.501077  0.499       0.498  0.993859
    5  510500.HOF   1.0  5.192846  5.160       5.149  0.991556
    6  159915.ZOF   1.0  1.405615  1.390       1.386  0.986045
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['510050.HOF', '510300.HOF', '510880.HOF']
    卖出信号: ['510500.HOF', '159949.ZOF', '159915.ZOF', '159905.ZOF']
    即将买入: []
    即将卖出: ['159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF']
    正在卖出 159905.ZOF
    正在卖出 159915.ZOF
    正在卖出 159949.ZOF
    正在卖出 510500.HOF
    目前日期为:2019-06-18 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510050.HOF   0.0  2.761462  2.810       2.810  1.017577
    1  510300.HOF   0.0  3.650154  3.681       3.680  1.008177
    2  159905.ZOF   0.0  1.747000  1.750       1.750  1.001717
    3  510880.HOF   1.0  2.713385  2.719       2.716  1.000964
    4  159949.ZOF   0.0  0.500077  0.500       0.500  0.999846
    5  159915.ZOF   0.0  1.403154  1.400       1.401  0.998465
    6  510500.HOF   1.0  5.180923  5.148       5.150  0.994031
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['510050.HOF', '510300.HOF', '159905.ZOF']
    卖出信号: ['510500.HOF', '510880.HOF', '159915.ZOF', '159949.ZOF']
    即将买入: []
    即将卖出: ['159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF']
    正在卖出 159915.ZOF
    正在卖出 159949.ZOF
    正在卖出 510500.HOF
    正在卖出 510880.HOF
    目前日期为:2019-06-19 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510050.HOF   0.0  2.770615  2.856       2.856  1.030818
    1  510300.HOF   0.0  3.656692  3.735       3.736  1.021688
    2  159949.ZOF   0.0  0.500077  0.507       0.508  1.015844
    3  159905.ZOF   0.0  1.748846  1.772       1.774  1.014383
    4  510500.HOF   0.0  5.175308  5.214       5.223  1.009215
    5  510880.HOF   0.0  2.714923  2.738       2.739  1.008868
    6  159915.ZOF   0.0  1.402769  1.417       1.415  1.008719
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['510050.HOF', '510300.HOF', '159949.ZOF']
    卖出信号: ['510500.HOF', '510880.HOF', '159915.ZOF', '159905.ZOF']
    即将买入: []
    即将卖出: ['159905.ZOF', '159915.ZOF', '510500.HOF', '510880.HOF']
    正在卖出 159905.ZOF
    正在卖出 159915.ZOF
    正在卖出 510500.HOF
    正在卖出 510880.HOF
    目前日期为:2019-06-20 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510050.HOF   0.0  2.788000  2.954       2.950  1.058106
    1  510300.HOF   0.0  3.672923  3.843       3.843  1.046306
    2  159905.ZOF   0.0  1.755308  1.828       1.822  1.037995
    3  159949.ZOF   0.0  0.501077  0.519       0.518  1.033773
    4  510500.HOF   0.0  5.180077  5.323       5.319  1.026819
    5  159915.ZOF   0.0  1.404077  1.442       1.438  1.024160
    6  510880.HOF   0.0  2.720538  2.786       2.781  1.022224
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['510050.HOF', '510300.HOF', '159905.ZOF']
    卖出信号: ['510500.HOF', '510880.HOF', '159915.ZOF', '159949.ZOF']
    即将买入: []
    即将卖出: ['159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF']
    正在卖出 159915.ZOF
    正在卖出 159949.ZOF
    正在卖出 510500.HOF
    正在卖出 510880.HOF
    目前日期为:2019-06-21 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159949.ZOF   0.0  0.503308  0.531       0.532  1.057007
    1  510050.HOF   0.0  2.804385  2.953       2.956  1.054064
    2  510300.HOF   0.0  3.689077  3.850       3.855  1.044977
    3  159915.ZOF   0.0  1.408846  1.473       1.470  1.043407
    4  510500.HOF   0.0  5.193308  5.392       5.403  1.040377
    5  159905.ZOF   0.0  1.762615  1.834       1.823  1.034259
    6  510880.HOF   0.0  2.727538  2.792       2.787  1.021800
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['159949.ZOF', '510050.HOF', '510300.HOF']
    卖出信号: ['510500.HOF', '510880.HOF', '159915.ZOF', '159905.ZOF']
    即将买入: []
    即将卖出: ['159905.ZOF', '159915.ZOF', '510500.HOF', '510880.HOF']
    正在卖出 159905.ZOF
    正在卖出 159915.ZOF
    正在卖出 510500.HOF
    正在卖出 510880.HOF
    目前日期为:2019-06-24 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510050.HOF   0.0  2.822615  2.959       2.954  1.046547
    1  159949.ZOF   0.0  0.505615  0.527       0.526  1.040316
    2  510300.HOF   0.0  3.708231  3.856       3.848  1.037692
    3  510500.HOF   0.0  5.211846  5.391       5.378  1.031880
    4  159905.ZOF   0.0  1.770923  1.827       1.824  1.029971
    5  159915.ZOF   0.0  1.413462  1.460       1.455  1.029388
    6  510880.HOF   0.0  2.735462  2.794       2.790  1.019938
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['510050.HOF', '159949.ZOF', '510300.HOF']
    卖出信号: ['510500.HOF', '510880.HOF', '159915.ZOF', '159905.ZOF']
    即将买入: []
    即将卖出: ['159905.ZOF', '159915.ZOF', '510500.HOF', '510880.HOF']
    正在卖出 159905.ZOF
    正在卖出 159915.ZOF
    正在卖出 510500.HOF
    正在卖出 510880.HOF
    目前日期为:2019-06-25 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159949.ZOF   0.0  0.507615  0.522       0.523  1.030308
    1  510050.HOF   0.0  2.838077  2.919       2.924  1.030275
    2  510300.HOF   0.0  3.725000  3.817       3.823  1.026309
    3  510500.HOF   0.0  5.227692  5.338       5.346  1.022631
    4  159915.ZOF   0.0  1.417231  1.442       1.442  1.017477
    5  159905.ZOF   0.0  1.777000  1.808       1.807  1.016882
    6  510880.HOF   0.0  2.740615  2.769       2.773  1.011817
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['159949.ZOF', '510050.HOF', '510300.HOF']
    卖出信号: ['510500.HOF', '510880.HOF', '159915.ZOF', '159905.ZOF']
    即将买入: []
    即将卖出: ['159905.ZOF', '159915.ZOF', '510500.HOF', '510880.HOF']
    正在卖出 159905.ZOF
    正在卖出 159915.ZOF
    正在卖出 510500.HOF
    正在卖出 510880.HOF
    目前日期为:2019-06-26 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159949.ZOF   0.0  0.510615  0.525       0.526  1.030130
    1  510050.HOF   0.0  2.854385  2.916       2.916  1.021586
    2  510300.HOF   0.0  3.744231  3.818       3.818  1.019702
    3  159915.ZOF   0.0  1.423769  1.448       1.450  1.018423
    4  510500.HOF   0.0  5.252308  5.337       5.344  1.017457
    5  159905.ZOF   0.0  1.784923  1.808       1.807  1.012369
    6  510880.HOF   0.0  2.748308  2.775       2.778  1.010804
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['159949.ZOF', '510050.HOF', '510300.HOF']
    卖出信号: ['510500.HOF', '510880.HOF', '159915.ZOF', '159905.ZOF']
    即将买入: []
    即将卖出: ['159905.ZOF', '159915.ZOF', '510500.HOF', '510880.HOF']
    正在卖出 159905.ZOF
    正在卖出 159915.ZOF
    正在卖出 510500.HOF
    正在卖出 510880.HOF
    目前日期为:2019-06-27 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159949.ZOF   0.0  0.513769  0.532       0.532  1.035484
    1  510050.HOF   0.0  2.871000  2.955       2.950  1.027517
    2  159915.ZOF   0.0  1.430923  1.469       1.467  1.025212
    3  510300.HOF   0.0  3.763154  3.860       3.853  1.023875
    4  510500.HOF   0.0  5.276385  5.383       5.378  1.019258
    5  159905.ZOF   0.0  1.792538  1.829       1.827  1.019225
    6  510880.HOF   0.0  2.755846  2.797       2.792  1.013119
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['159949.ZOF', '510050.HOF', '159915.ZOF']
    卖出信号: ['510300.HOF', '510500.HOF', '510880.HOF', '159905.ZOF']
    即将买入: []
    即将卖出: ['159905.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在卖出 159905.ZOF
    正在卖出 510500.HOF
    正在卖出 510880.HOF
    正在卖出 510300.HOF
    目前日期为:2019-06-28 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159949.ZOF   0.0  0.515231  0.529       0.528  1.024784
    1  510050.HOF   0.0  2.881615  2.952       2.950  1.023731
    2  510300.HOF   0.0  3.773308  3.859       3.855  1.021650
    3  159905.ZOF   0.0  1.794615  1.827       1.830  1.019717
    4  159915.ZOF   0.0  1.433000  1.457       1.455  1.015352
    5  510880.HOF   0.0  2.757923  2.786       2.787  1.010543
    6  510500.HOF   0.0  5.280385  5.332       5.331  1.009586
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['159949.ZOF', '510050.HOF', '510300.HOF']
    卖出信号: ['510500.HOF', '510880.HOF', '159915.ZOF', '159905.ZOF']
    即将买入: []
    即将卖出: ['159905.ZOF', '159915.ZOF', '510500.HOF', '510880.HOF']
    正在卖出 159905.ZOF
    正在卖出 159915.ZOF
    正在卖出 510500.HOF
    正在卖出 510880.HOF
    目前日期为:2019-07-01 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159949.ZOF   0.0  0.518615  0.548       0.547  1.054732
    1  159905.ZOF   0.0  1.804000  1.905       1.898  1.052106
    2  159915.ZOF   0.0  1.440615  1.511       1.509  1.047469
    3  510300.HOF   0.0  3.792923  3.954       3.952  1.041940
    4  510050.HOF   0.0  2.898385  3.020       3.015  1.040235
    5  510500.HOF   0.0  5.300000  5.479       5.468  1.031698
    6  510880.HOF   0.0  2.764462  2.826       2.823  1.021175
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['159949.ZOF', '159905.ZOF', '159915.ZOF']
    卖出信号: ['510300.HOF', '510500.HOF', '510880.HOF', '510050.HOF']
    即将买入: []
    即将卖出: ['510050.HOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 510500.HOF
    正在卖出 510880.HOF
    正在卖出 510300.HOF
    目前日期为:2019-07-02 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159949.ZOF   0.0  0.521923  0.549       0.550  1.053795
    1  159905.ZOF   0.0  1.815077  1.914       1.911  1.052848
    2  159915.ZOF   0.0  1.447462  1.511       1.513  1.045278
    3  510300.HOF   0.0  3.813538  3.960       3.963  1.039192
    4  510050.HOF   0.0  2.915308  3.016       3.018  1.035225
    5  510500.HOF   0.0  5.316846  5.460       5.464  1.027677
    6  510880.HOF   0.0  2.772692  2.839       2.837  1.023193
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['159949.ZOF', '159905.ZOF', '159915.ZOF']
    卖出信号: ['510300.HOF', '510500.HOF', '510880.HOF', '510050.HOF']
    即将买入: []
    即将卖出: ['510050.HOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 510500.HOF
    正在卖出 510880.HOF
    正在卖出 510300.HOF
    目前日期为:2019-07-03 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159905.ZOF   0.0  1.825462  1.887       1.884  1.032068
    1  159949.ZOF   0.0  0.525462  0.543       0.542  1.031474
    2  510300.HOF   0.0  3.833308  3.927       3.920  1.022616
    3  159915.ZOF   0.0  1.454462  1.488       1.485  1.020996
    4  510880.HOF   0.0  2.782923  2.841       2.838  1.019791
    5  510050.HOF   0.0  2.930462  2.987       2.986  1.018952
    6  510500.HOF   0.0  5.337385  5.429       5.417  1.014917
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['159905.ZOF', '159949.ZOF', '510300.HOF']
    卖出信号: ['510500.HOF', '510880.HOF', '159915.ZOF', '510050.HOF']
    即将买入: []
    即将卖出: ['510050.HOF', '159915.ZOF', '510500.HOF', '510880.HOF']
    正在卖出 510050.HOF
    正在卖出 159915.ZOF
    正在卖出 510500.HOF
    正在卖出 510880.HOF
    目前日期为:2019-07-04 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159905.ZOF   0.0  1.835769  1.876       1.872  1.019736
    1  159949.ZOF   0.0  0.528538  0.539       0.537  1.016009
    2  510880.HOF   0.0  2.792308  2.838       2.836  1.015647
    3  510300.HOF   0.0  3.850846  3.901       3.890  1.010168
    4  510050.HOF   0.0  2.944077  2.976       2.971  1.009145
    5  159915.ZOF   0.0  1.461077  1.476       1.474  1.008845
    6  510500.HOF   0.0  5.356308  5.406       5.389  1.006104
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['159905.ZOF', '159949.ZOF', '510880.HOF']
    卖出信号: ['510300.HOF', '510500.HOF', '159915.ZOF', '510050.HOF']
    即将买入: []
    即将卖出: ['510050.HOF', '159915.ZOF', '510500.HOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 159915.ZOF
    正在卖出 510500.HOF
    正在卖出 510300.HOF
    目前日期为:2019-07-05 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159905.ZOF   0.0  1.848000  1.909       1.906  1.031385
    1  159949.ZOF   0.0  0.531692  0.541       0.540  1.015625
    2  159915.ZOF   0.0  1.468154  1.492       1.491  1.015561
    3  510880.HOF   0.0  2.801846  2.843       2.844  1.015045
    4  510300.HOF   0.0  3.869308  3.921       3.918  1.012584
    5  510500.HOF   0.0  5.378231  5.433       5.433  1.010184
    6  510050.HOF   0.0  2.957692  2.987       2.987  1.009909
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['159905.ZOF', '159949.ZOF', '159915.ZOF']
    卖出信号: ['510300.HOF', '510500.HOF', '510880.HOF', '510050.HOF']
    即将买入: []
    即将卖出: ['510050.HOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 510500.HOF
    正在卖出 510880.HOF
    正在卖出 510300.HOF
    目前日期为:2019-07-08 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159905.ZOF   0.0  1.855462  1.869       1.878  1.012147
    1  510880.HOF   1.0  2.805231  2.782       2.788  0.993858
    2  510300.HOF   1.0  3.876692  3.831       3.847  0.992341
    3  510050.HOF   1.0  2.962923  2.924       2.934  0.990238
    4  159915.ZOF   1.0  1.470692  1.450       1.455  0.989330
    5  159949.ZOF   1.0  0.533077  0.525       0.525  0.984848
    6  510500.HOF   1.0  5.380308  5.241       5.259  0.977453
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-07-09 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159905.ZOF   1.0  1.858308  1.865       1.870  1.006292
    1  159915.ZOF   1.0  1.472231  1.462       1.461  0.992372
    2  510880.HOF   1.0  2.804692  2.779       2.780  0.991196
    3  510300.HOF   1.0  3.875077  3.822       3.824  0.986819
    4  159949.ZOF   1.0  0.533692  0.527       0.526  0.985587
    5  510050.HOF   1.0  2.959846  2.914       2.912  0.983835
    6  510500.HOF   1.0  5.374462  5.247       5.251  0.977028
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-07-10 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159905.ZOF   1.0  1.860385  1.861       1.860  0.999793
    1  159915.ZOF   1.0  1.470923  1.456       1.450  0.985776
    2  510880.HOF   1.0  2.802462  2.763       2.759  0.984492
    3  510300.HOF   1.0  3.873000  3.823       3.812  0.984250
    4  510050.HOF   1.0  2.956692  2.912       2.904  0.982179
    5  159949.ZOF   1.0  0.533077  0.523       0.523  0.981097
    6  510500.HOF   1.0  5.361000  5.217       5.208  0.971461
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-07-11 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159905.ZOF   1.0  1.863154  1.863       1.862  0.999381
    1  159915.ZOF   1.0  1.470769  1.458       1.458  0.991318
    2  510050.HOF   1.0  2.953846  2.922       2.917  0.987526
    3  510300.HOF   1.0  3.870538  3.824       3.820  0.986943
    4  510880.HOF   1.0  2.800154  2.764       2.763  0.986731
    5  159949.ZOF   1.0  0.532846  0.524       0.524  0.983398
    6  510500.HOF   1.0  5.347769  5.219       5.206  0.973490
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-07-12 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159905.ZOF   1.0  1.869308  1.888       1.887  1.009465
    1  510050.HOF   1.0  2.955692  2.943       2.944  0.996044
    2  510300.HOF   1.0  3.873462  3.855       3.857  0.995750
    3  159915.ZOF   1.0  1.472538  1.465       1.462  0.992843
    4  510880.HOF   1.0  2.800769  2.777       2.776  0.991156
    5  159949.ZOF   1.0  0.533154  0.526       0.527  0.988458
    6  510500.HOF   1.0  5.340462  5.243       5.235  0.980252
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-07-15 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159915.ZOF   0.0  1.475692  1.489       1.488  1.008340
    1  159905.ZOF   0.0  1.875769  1.892       1.887  1.005987
    2  159949.ZOF   0.0  0.533923  0.535       0.534  1.000144
    3  510300.HOF   1.0  3.877385  3.869       3.864  0.996548
    4  510050.HOF   1.0  2.957692  2.942       2.941  0.994356
    5  510500.HOF   1.0  5.337692  5.301       5.292  0.991440
    6  510880.HOF   1.0  2.801000  2.778       2.771  0.989290
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['159915.ZOF', '159905.ZOF', '159949.ZOF']
    卖出信号: ['510300.HOF', '510500.HOF', '510880.HOF', '510050.HOF']
    即将买入: []
    即将卖出: ['510050.HOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 510500.HOF
    正在卖出 510880.HOF
    正在卖出 510300.HOF
    目前日期为:2019-07-16 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159915.ZOF   0.0  1.477231  1.489       1.488  1.007290
    1  159949.ZOF   0.0  0.534154  0.535       0.535  1.001584
    2  159905.ZOF   1.0  1.879462  1.877       1.877  0.998690
    3  510500.HOF   0.0  5.332385  5.314       5.313  0.996365
    4  510300.HOF   1.0  3.876846  3.853       3.852  0.993591
    5  510880.HOF   1.0  2.799692  2.780       2.780  0.992966
    6  510050.HOF   1.0  2.955385  2.925       2.927  0.990396
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-07-17 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159915.ZOF   0.0  1.479923  1.492       1.493  1.008836
    1  159949.ZOF   0.0  0.534769  0.537       0.537  1.004171
    2  159905.ZOF   1.0  1.883154  1.875       1.875  0.995670
    3  510500.HOF   0.0  5.330231  5.304       5.305  0.995266
    4  510300.HOF   1.0  3.875923  3.847       3.851  0.993570
    5  510880.HOF   1.0  2.799000  2.777       2.775  0.991426
    6  510050.HOF   1.0  2.952615  2.916       2.917  0.987938
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-07-18 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159915.ZOF   1.0  1.476769  1.470       1.474  0.998125
    1  159949.ZOF   1.0  0.533231  0.528       0.530  0.993941
    2  510300.HOF   1.0  3.865769  3.822       3.826  0.989712
    3  510500.HOF   1.0  5.311000  5.229       5.247  0.987950
    4  510050.HOF   1.0  2.943769  2.905       2.907  0.987509
    5  159905.ZOF   1.0  1.879077  1.852       1.855  0.987187
    6  510880.HOF   1.0  2.793231  2.751       2.755  0.986313
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-07-19 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159915.ZOF   0.0  1.474846  1.486       1.484  1.006207
    1  159949.ZOF   0.0  0.532154  0.535       0.533  1.001590
    2  510300.HOF   0.0  3.858231  3.862       3.854  0.998903
    3  510050.HOF   0.0  2.937923  2.940       2.934  0.998665
    4  159905.ZOF   1.0  1.876000  1.874       1.870  0.996802
    5  510880.HOF   1.0  2.787769  2.768       2.767  0.992550
    6  510500.HOF   1.0  5.295692  5.261       5.248  0.990994
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['159915.ZOF', '159949.ZOF']
    卖出信号: ['510300.HOF', '510500.HOF', '510880.HOF', '510050.HOF', '159905.ZOF']
    即将买入: []
    即将卖出: ['510050.HOF', '159905.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 159905.ZOF
    正在卖出 510500.HOF
    正在卖出 510880.HOF
    正在卖出 510300.HOF
    目前日期为:2019-07-22 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510050.HOF   1.0  2.932923  2.922       2.927  0.997981
    1  159905.ZOF   1.0  1.874615  1.869       1.870  0.997538
    2  510300.HOF   1.0  3.850923  3.832       3.836  0.996125
    3  159915.ZOF   1.0  1.472769  1.461       1.463  0.993367
    4  159949.ZOF   1.0  0.530769  0.525       0.525  0.989130
    5  510880.HOF   1.0  2.780538  2.747       2.750  0.989017
    6  510500.HOF   1.0  5.275077  5.161       5.167  0.979512
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-07-23 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159915.ZOF   0.0  1.473154  1.481       1.476  1.001932
    1  159949.ZOF   0.0  0.530231  0.532       0.530  0.999565
    2  510050.HOF   1.0  2.928846  2.923       2.923  0.998004
    3  510300.HOF   1.0  3.846308  3.841       3.837  0.997580
    4  510880.HOF   1.0  2.774385  2.758       2.757  0.993734
    5  159905.ZOF   1.0  1.873538  1.862       1.861  0.993308
    6  510500.HOF   1.0  5.259154  5.199       5.191  0.987041
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-07-24 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159949.ZOF   0.0  0.530077  0.539       0.538  1.014947
    1  159915.ZOF   0.0  1.473615  1.498       1.492  1.012476
    2  510050.HOF   0.0  2.926154  2.952       2.945  1.006441
    3  510300.HOF   0.0  3.842538  3.872       3.865  1.005846
    4  510880.HOF   1.0  2.769462  2.779       2.778  1.003083
    5  510500.HOF   0.0  5.244923  5.248       5.241  0.999252
    6  159905.ZOF   1.0  1.870385  1.868       1.865  0.997121
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['159949.ZOF', '159915.ZOF', '510050.HOF']
    卖出信号: ['510300.HOF', '510500.HOF', '510880.HOF', '159905.ZOF']
    即将买入: []
    即将卖出: ['159905.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在卖出 159905.ZOF
    正在卖出 510500.HOF
    正在卖出 510880.HOF
    正在卖出 510300.HOF
    目前日期为:2019-07-25 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159949.ZOF   0.0  0.531462  0.543       0.543  1.021711
    1  159915.ZOF   0.0  1.477923  1.506       1.505  1.018321
    2  510050.HOF   0.0  2.930231  2.977       2.971  1.013913
    3  510300.HOF   0.0  3.848385  3.907       3.894  1.011853
    4  510880.HOF   0.0  2.770385  2.794       2.790  1.007080
    5  159905.ZOF   0.0  1.871615  1.885       1.881  1.005014
    6  510500.HOF   0.0  5.247385  5.273       5.260  1.002404
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['159949.ZOF', '159915.ZOF', '510050.HOF']
    卖出信号: ['510300.HOF', '510500.HOF', '510880.HOF', '159905.ZOF']
    即将买入: []
    即将卖出: ['159905.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在卖出 159905.ZOF
    正在卖出 510500.HOF
    正在卖出 510880.HOF
    正在卖出 510300.HOF
    目前日期为:2019-07-26 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159949.ZOF   0.0  0.532846  0.545       0.545  1.022809
    1  510050.HOF   0.0  2.935462  2.982       2.988  1.017898
    2  159915.ZOF   0.0  1.481308  1.506       1.505  1.015994
    3  510300.HOF   0.0  3.855308  3.912       3.916  1.015743
    4  510880.HOF   0.0  2.772385  2.805       2.805  1.011764
    5  159905.ZOF   0.0  1.873000  1.883       1.886  1.006941
    6  510500.HOF   0.0  5.250308  5.285       5.286  1.006798
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['159949.ZOF', '510050.HOF', '159915.ZOF']
    卖出信号: ['510300.HOF', '510500.HOF', '510880.HOF', '159905.ZOF']
    即将买入: []
    即将卖出: ['159905.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在卖出 159905.ZOF
    正在卖出 510500.HOF
    正在卖出 510880.HOF
    正在卖出 510300.HOF
    目前日期为:2019-07-29 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159949.ZOF   0.0  0.534308  0.542       0.543  1.016268
    1  159915.ZOF   0.0  1.485385  1.509       1.507  1.014552
    2  510880.HOF   0.0  2.776000  2.810       2.810  1.012248
    3  510050.HOF   0.0  2.940538  2.978       2.975  1.011719
    4  510300.HOF   0.0  3.861692  3.906       3.903  1.010697
    5  159905.ZOF   0.0  1.874923  1.886       1.882  1.003774
    6  510500.HOF   0.0  5.255154  5.280       5.271  1.003015
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['159949.ZOF', '159915.ZOF', '510880.HOF']
    卖出信号: ['510300.HOF', '510500.HOF', '510050.HOF', '159905.ZOF']
    即将买入: []
    即将卖出: ['510050.HOF', '159905.ZOF', '510500.HOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 159905.ZOF
    正在卖出 510500.HOF
    正在卖出 510300.HOF
    目前日期为:2019-07-30 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159949.ZOF   0.0  0.536308  0.550       0.548  1.021801
    1  159915.ZOF   0.0  1.490308  1.522       1.520  1.019924
    2  510880.HOF   0.0  2.780769  2.826       2.825  1.015906
    3  510050.HOF   0.0  2.945615  2.988       2.989  1.014729
    4  510300.HOF   0.0  3.869385  3.924       3.926  1.014632
    5  510500.HOF   0.0  5.262231  5.311       5.313  1.009648
    6  159905.ZOF   0.0  1.877308  1.894       1.894  1.008892
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['159949.ZOF', '159915.ZOF', '510880.HOF']
    卖出信号: ['510300.HOF', '510500.HOF', '510050.HOF', '159905.ZOF']
    即将买入: []
    即将卖出: ['510050.HOF', '159905.ZOF', '510500.HOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 159905.ZOF
    正在卖出 510500.HOF
    正在卖出 510300.HOF
    目前日期为:2019-07-31 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159949.ZOF   0.0  0.537846  0.546       0.547  1.017019
    1  159915.ZOF   0.0  1.493923  1.512       1.515  1.014108
    2  510880.HOF   0.0  2.783154  2.808       2.808  1.008927
    3  510500.HOF   0.0  5.266462  5.298       5.301  1.006558
    4  510300.HOF   0.0  3.872538  3.896       3.896  1.006058
    5  510050.HOF   0.0  2.946923  2.960       2.959  1.004098
    6  159905.ZOF   1.0  1.876308  1.875       1.873  0.998237
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['159949.ZOF', '159915.ZOF', '510880.HOF']
    卖出信号: ['510300.HOF', '510500.HOF', '510050.HOF', '159905.ZOF']
    即将买入: []
    即将卖出: ['510050.HOF', '159905.ZOF', '510500.HOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 159905.ZOF
    正在卖出 510500.HOF
    正在卖出 510300.HOF
    目前日期为:2019-08-01 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159915.ZOF   0.0  1.496000  1.516       1.516  1.013369
    1  159949.ZOF   0.0  0.538615  0.545       0.545  1.011854
    2  510880.HOF   1.0  2.783846  2.787       2.787  1.001133
    3  510500.HOF   1.0  5.263385  5.261       5.257  0.998787
    4  510300.HOF   1.0  3.871846  3.860       3.859  0.996682
    5  510050.HOF   1.0  2.946385  2.935       2.936  0.996476
    6  159905.ZOF   1.0  1.873231  1.852       1.852  0.988666
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-08-02 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159915.ZOF   1.0  1.496923  1.501       1.502  1.003392
    1  159949.ZOF   1.0  0.538846  0.538       0.539  1.000285
    2  510880.HOF   1.0  2.781615  2.751       2.751  0.988994
    3  510500.HOF   1.0  5.253846  5.190       5.191  0.988038
    4  510300.HOF   1.0  3.867846  3.801       3.807  0.984269
    5  510050.HOF   1.0  2.943692  2.890       2.894  0.983119
    6  159905.ZOF   1.0  1.869538  1.829       1.833  0.980456
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-08-05 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159915.ZOF   1.0  1.495462  1.473       1.481  0.990330
    1  510500.HOF   1.0  5.240769  5.134       5.144  0.981535
    2  159949.ZOF   1.0  0.538000  0.526       0.528  0.981413
    3  510880.HOF   1.0  2.776154  2.706       2.710  0.976171
    4  510300.HOF   1.0  3.859231  3.735       3.741  0.969364
    5  159905.ZOF   1.0  1.863615  1.798       1.801  0.966401
    6  510050.HOF   1.0  2.937462  2.835       2.838  0.966140
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-08-06 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159915.ZOF   1.0  1.494000  1.451       1.448  0.969210
    1  159905.ZOF   1.0  1.859077  1.793       1.790  0.962843
    2  159949.ZOF   1.0  0.537231  0.518       0.517  0.962343
    3  510300.HOF   1.0  3.849538  3.696       3.693  0.959336
    4  510880.HOF   1.0  2.769154  2.660       2.656  0.959138
    5  510500.HOF   1.0  5.224154  5.013       5.001  0.957284
    6  510050.HOF   1.0  2.929769  2.805       2.803  0.956731
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-08-07 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159915.ZOF   1.0  1.491000  1.447       1.450  0.972502
    1  159949.ZOF   1.0  0.535769  0.516       0.518  0.966834
    2  159905.ZOF   1.0  1.852231  1.785       1.787  0.964783
    3  510880.HOF   1.0  2.760231  2.652       2.658  0.962963
    4  510300.HOF   1.0  3.834923  3.672       3.686  0.961167
    5  510500.HOF   1.0  5.203385  4.991       5.001  0.961105
    6  510050.HOF   1.0  2.918308  2.791       2.799  0.959118
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-08-08 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159949.ZOF   1.0  0.535692  0.524      -100.0    -100.0
    1  159905.ZOF   1.0  1.847769  1.811      -100.0    -100.0
    2  510050.HOF   1.0  2.911308  2.831      -100.0    -100.0
    3  510300.HOF   1.0  3.826769  3.726      -100.0    -100.0
    4  510880.HOF   1.0  2.754538  2.673      -100.0    -100.0
    5  159915.ZOF   1.0  1.491538  1.468      -100.0    -100.0
    6  510500.HOF   1.0  5.192462  5.019      -100.0    -100.0
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-08-09 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159915.ZOF   1.0  1.489154  1.450      -100.0    -100.0
    1  159949.ZOF   1.0  0.534846  0.521      -100.0    -100.0
    2  159905.ZOF   1.0  1.841615  1.782      -100.0    -100.0
    3  510300.HOF   1.0  3.815692  3.697      -100.0    -100.0
    4  510050.HOF   1.0  2.903385  2.820      -100.0    -100.0
    5  510500.HOF   1.0  5.175000  4.972      -100.0    -100.0
    6  510880.HOF   1.0  2.748154  2.675      -100.0    -100.0
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-08-12 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159915.ZOF   0.0  1.488231  1.486       1.477  0.992454
    1  159949.ZOF   0.0  0.534308  0.532       0.530  0.991938
    2  510050.HOF   1.0  2.897000  2.869       2.864  0.988609
    3  159905.ZOF   1.0  1.837538  1.815       1.811  0.985558
    4  510880.HOF   1.0  2.742385  2.704       2.700  0.984545
    5  510300.HOF   1.0  3.806769  3.756       3.743  0.983248
    6  510500.HOF   1.0  5.160692  5.062       5.044  0.977388
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-08-13 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159949.ZOF   1.0  0.533154  0.528      -100.0    -100.0
    1  159905.ZOF   1.0  1.830769  1.797      -100.0    -100.0
    2  159915.ZOF   1.0  1.485462  1.470      -100.0    -100.0
    3  510050.HOF   1.0  2.886462  2.840      -100.0    -100.0
    4  510300.HOF   1.0  3.792692  3.724      -100.0    -100.0
    5  510500.HOF   1.0  5.141923  5.029      -100.0    -100.0
    6  510880.HOF   1.0  2.734231  2.688      -100.0    -100.0
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-08-14 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159949.ZOF   0.0  0.532308  0.534       0.533  1.001301
    1  159915.ZOF   0.0  1.483231  1.477       1.479  0.997148
    2  510050.HOF   0.0  2.876231  2.849       2.853  0.991923
    3  510300.HOF   1.0  3.779308  3.738       3.743  0.990393
    4  159905.ZOF   1.0  1.824692  1.804       1.805  0.989208
    5  510880.HOF   1.0  2.725692  2.694       2.695  0.988740
    6  510500.HOF   1.0  5.124000  5.052       5.052  0.985948
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['159949.ZOF']
    卖出信号: ['510050.HOF', '159905.ZOF', '159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    即将买入: []
    即将卖出: ['510050.HOF', '159905.ZOF', '159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 159905.ZOF
    正在卖出 159915.ZOF
    正在卖出 510500.HOF
    正在卖出 510880.HOF
    正在卖出 510300.HOF
    目前日期为:2019-08-15 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159949.ZOF   0.0  0.532231  0.541       0.539  1.012719
    1  159915.ZOF   0.0  1.482385  1.498       1.494  1.007836
    2  510050.HOF   0.0  2.867000  2.858       2.860  0.997558
    3  510880.HOF   0.0  2.717846  2.708       2.706  0.995641
    4  510300.HOF   0.0  3.767538  3.753       3.750  0.995345
    5  159905.ZOF   0.0  1.818923  1.811       1.808  0.993995
    6  510500.HOF   0.0  5.108308  5.076       5.071  0.992697
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['159949.ZOF', '159915.ZOF']
    卖出信号: ['510300.HOF', '510500.HOF', '510880.HOF', '510050.HOF', '159905.ZOF']
    即将买入: []
    即将卖出: ['510050.HOF', '159905.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 159905.ZOF
    正在卖出 510500.HOF
    正在卖出 510880.HOF
    正在卖出 510300.HOF
    目前日期为:2019-08-16 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159949.ZOF   0.0  0.531846  0.545       0.544  1.022852
    1  159915.ZOF   0.0  1.481615  1.512       1.509  1.018483
    2  510050.HOF   0.0  2.857923  2.870       2.879  1.007375
    3  510300.HOF   0.0  3.755615  3.769       3.772  1.004363
    4  159905.ZOF   0.0  1.813077  1.818       1.816  1.001612
    5  510500.HOF   0.0  5.091385  5.091       5.098  1.001299
    6  510880.HOF   0.0  2.708846  2.709       2.709  1.000057
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['159949.ZOF', '159915.ZOF', '510050.HOF']
    卖出信号: ['510300.HOF', '510500.HOF', '510880.HOF', '159905.ZOF']
    即将买入: []
    即将卖出: ['159905.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在卖出 159905.ZOF
    正在卖出 510500.HOF
    正在卖出 510880.HOF
    正在卖出 510300.HOF
    目前日期为:2019-08-19 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159949.ZOF   0.0  0.533692  0.570       0.570  1.068031
    1  159915.ZOF   0.0  1.485923  1.568       1.564  1.052544
    2  510500.HOF   0.0  5.089923  5.279       5.273  1.035968
    3  510300.HOF   0.0  3.752769  3.859       3.854  1.026975
    4  510050.HOF   0.0  2.855385  2.927       2.922  1.023330
    5  159905.ZOF   0.0  1.811769  1.858       1.850  1.021101
    6  510880.HOF   0.0  2.704615  2.753       2.752  1.017520
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['159949.ZOF', '159915.ZOF', '510500.HOF']
    卖出信号: ['510300.HOF', '510880.HOF', '510050.HOF', '159905.ZOF']
    即将买入: []
    即将卖出: ['510050.HOF', '159905.ZOF', '510880.HOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 159905.ZOF
    正在卖出 510880.HOF
    正在卖出 510300.HOF
    目前日期为:2019-08-20 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159949.ZOF   0.0  0.535231  0.565       0.562  1.050014
    1  159915.ZOF   0.0  1.488769  1.553       1.550  1.041128
    2  510500.HOF   0.0  5.089615  5.257       5.259  1.033280
    3  510300.HOF   0.0  3.751462  3.843       3.846  1.025200
    4  159905.ZOF   0.0  1.812154  1.857       1.855  1.023644
    5  510050.HOF   0.0  2.854308  2.921       2.920  1.023015
    6  510880.HOF   0.0  2.702462  2.759       2.745  1.015741
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['159949.ZOF', '159915.ZOF', '510500.HOF']
    卖出信号: ['510300.HOF', '510880.HOF', '510050.HOF', '159905.ZOF']
    即将买入: []
    即将卖出: ['510050.HOF', '159905.ZOF', '510880.HOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 159905.ZOF
    正在卖出 510880.HOF
    正在卖出 510300.HOF
    目前日期为:2019-08-21 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159949.ZOF   0.0  0.537000  0.561       0.561  1.044693
    1  159915.ZOF   0.0  1.492462  1.549       1.547  1.036543
    2  510500.HOF   0.0  5.095462  5.266       5.257  1.031702
    3  510300.HOF   0.0  3.754615  3.842       3.842  1.023274
    4  159905.ZOF   0.0  1.814154  1.855       1.855  1.022515
    5  510050.HOF   0.0  2.856538  2.919       2.918  1.021516
    6  510880.HOF   0.0  2.703000  2.758       2.755  1.019238
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['159949.ZOF', '159915.ZOF', '510500.HOF']
    卖出信号: ['510300.HOF', '510880.HOF', '510050.HOF', '159905.ZOF']
    即将买入: []
    即将卖出: ['510050.HOF', '159905.ZOF', '510880.HOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 159905.ZOF
    正在卖出 510880.HOF
    正在卖出 510300.HOF
    目前日期为:2019-08-22 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159949.ZOF   0.0  0.539846  0.563       0.563  1.042890
    1  159915.ZOF   0.0  1.498692  1.554       1.554  1.036904
    2  510500.HOF   0.0  5.106077  5.272       5.279  1.033866
    3  159905.ZOF   0.0  1.819385  1.866       1.868  1.026721
    4  510300.HOF   0.0  3.763462  3.850       3.852  1.023526
    5  510050.HOF   0.0  2.863308  2.923       2.925  1.021546
    6  510880.HOF   0.0  2.706385  2.750       2.750  1.016116
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['159949.ZOF', '159915.ZOF', '510500.HOF']
    卖出信号: ['510300.HOF', '510880.HOF', '510050.HOF', '159905.ZOF']
    即将买入: []
    即将卖出: ['510050.HOF', '159905.ZOF', '510880.HOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 159905.ZOF
    正在卖出 510880.HOF
    正在卖出 510300.HOF
    目前日期为:2019-08-23 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159949.ZOF   0.0  0.543462  0.565       0.566  1.041472
    1  159915.ZOF   0.0  1.506692  1.555       1.557  1.033390
    2  510050.HOF   0.0  2.875462  2.963       2.966  1.031487
    3  510500.HOF   0.0  5.126231  5.275       5.279  1.029801
    4  510300.HOF   0.0  3.777385  3.877       3.883  1.027960
    5  159905.ZOF   0.0  1.825538  1.873       1.873  1.025999
    6  510880.HOF   0.0  2.713846  2.757       2.757  1.015901
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['159949.ZOF', '159915.ZOF', '510050.HOF']
    卖出信号: ['510300.HOF', '510500.HOF', '510880.HOF', '159905.ZOF']
    即将买入: []
    即将卖出: ['159905.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在卖出 159905.ZOF
    正在卖出 510500.HOF
    正在卖出 510880.HOF
    正在卖出 510300.HOF
    目前日期为:2019-08-26 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159949.ZOF   0.0  0.546692  0.558       0.557  1.018855
    1  510500.HOF   0.0  5.145231  5.238       5.234  1.017253
    2  159915.ZOF   0.0  1.513846  1.540       1.538  1.015955
    3  510300.HOF   0.0  3.789846  3.834       3.828  1.010067
    4  510050.HOF   0.0  2.884923  2.914       2.910  1.008692
    5  510880.HOF   0.0  2.720923  2.744       2.735  1.005174
    6  159905.ZOF   0.0  1.829538  1.837       1.836  1.003532
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['159949.ZOF', '510500.HOF', '159915.ZOF']
    卖出信号: ['510300.HOF', '510880.HOF', '510050.HOF', '159905.ZOF']
    即将买入: []
    即将卖出: ['510050.HOF', '159905.ZOF', '510880.HOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 159905.ZOF
    正在卖出 510880.HOF
    正在卖出 510300.HOF
    目前日期为:2019-08-27 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159949.ZOF   0.0  0.550077  0.568       0.568  1.032583
    1  159915.ZOF   0.0  1.521462  1.567       1.571  1.032560
    2  510500.HOF   0.0  5.168077  5.316       5.316  1.028622
    3  159905.ZOF   0.0  1.834692  1.878       1.877  1.023060
    4  510300.HOF   0.0  3.801231  3.874       3.883  1.021511
    5  510880.HOF   0.0  2.729154  2.780       2.777  1.017531
    6  510050.HOF   0.0  2.892846  2.934       2.940  1.016300
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['159949.ZOF', '159915.ZOF', '510500.HOF']
    卖出信号: ['510300.HOF', '510880.HOF', '510050.HOF', '159905.ZOF']
    即将买入: []
    即将卖出: ['510050.HOF', '159905.ZOF', '510880.HOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 159905.ZOF
    正在卖出 510880.HOF
    正在卖出 510300.HOF
    目前日期为:2019-08-28 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510500.HOF   0.0  5.194385  5.314       5.316  1.023413
    1  159915.ZOF   0.0  1.530308  1.565       1.564  1.022017
    2  159905.ZOF   0.0  1.842538  1.884       1.883  1.021960
    3  159949.ZOF   0.0  0.553385  0.564       0.563  1.017376
    4  510300.HOF   0.0  3.813923  3.862       3.862  1.012606
    5  510880.HOF   0.0  2.736231  2.767       2.766  1.010880
    6  510050.HOF   1.0  2.899923  2.912       2.912  1.004165
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['510500.HOF', '159915.ZOF', '159905.ZOF']
    卖出信号: ['510300.HOF', '159949.ZOF', '510880.HOF', '510050.HOF']
    即将买入: []
    即将卖出: ['510050.HOF', '159949.ZOF', '510880.HOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 159949.ZOF
    正在卖出 510880.HOF
    正在卖出 510300.HOF
    目前日期为:2019-08-29 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510500.HOF   0.0  5.214923  5.329       5.324  1.020916
    1  159905.ZOF   0.0  1.847385  1.878       1.878  1.016572
    2  159915.ZOF   0.0  1.535846  1.558       1.559  1.015076
    3  159949.ZOF   0.0  0.555615  0.561       0.561  1.009691
    4  510300.HOF   0.0  3.821231  3.851       3.844  1.005959
    5  510880.HOF   0.0  2.740077  2.754       2.750  1.003621
    6  510050.HOF   1.0  2.902385  2.901       2.896  0.997800
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['510500.HOF', '159905.ZOF', '159915.ZOF']
    卖出信号: ['510300.HOF', '159949.ZOF', '510880.HOF', '510050.HOF']
    即将买入: []
    即将卖出: ['510050.HOF', '159949.ZOF', '510880.HOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 159949.ZOF
    正在卖出 510880.HOF
    正在卖出 510300.HOF
    目前日期为:2019-08-30 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159905.ZOF   0.0  1.854923  1.895       1.896  1.022145
    1  510500.HOF   1.0  5.234615  5.285       5.278  1.008288
    2  510300.HOF   0.0  3.831769  3.861       3.858  1.006846
    3  159915.ZOF   1.0  1.541923  1.549       1.550  1.005238
    4  159949.ZOF   1.0  0.558077  0.560       0.560  1.003446
    5  510050.HOF   1.0  2.908231  2.916       2.914  1.001984
    6  510880.HOF   1.0  2.744000  2.739       2.743  0.999636
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['159905.ZOF', '510500.HOF', '510300.HOF']
    卖出信号: ['510880.HOF', '159949.ZOF', '159915.ZOF', '510050.HOF']
    即将买入: []
    即将卖出: ['510050.HOF', '159915.ZOF', '159949.ZOF', '510880.HOF']
    正在卖出 510050.HOF
    正在卖出 159915.ZOF
    正在卖出 159949.ZOF
    正在卖出 510880.HOF
    目前日期为:2019-09-02 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159905.ZOF   0.0  1.864154  1.924       1.927  1.033713
    1  159949.ZOF   0.0  0.561538  0.579       0.579  1.031096
    2  510500.HOF   0.0  5.262000  5.408       5.408  1.027746
    3  159915.ZOF   0.0  1.550769  1.592       1.591  1.025942
    4  510300.HOF   0.0  3.844538  3.904       3.909  1.016767
    5  510880.HOF   0.0  2.749846  2.770       2.774  1.008784
    6  510050.HOF   0.0  2.915231  2.940       2.940  1.008497
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['159905.ZOF', '159949.ZOF', '510500.HOF']
    卖出信号: ['510300.HOF', '510880.HOF', '159915.ZOF', '510050.HOF']
    即将买入: []
    即将卖出: ['510050.HOF', '159915.ZOF', '510880.HOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 159915.ZOF
    正在卖出 510880.HOF
    正在卖出 510300.HOF
    目前日期为:2019-09-03 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159905.ZOF   0.0  1.873154  1.928      -100.0    -100.0
    1  159915.ZOF   0.0  1.558231  1.595      -100.0    -100.0
    2  159949.ZOF   0.0  0.564692  0.582      -100.0    -100.0
    3  510050.HOF   0.0  2.921462  2.939      -100.0    -100.0
    4  510500.HOF   0.0  5.289846  5.438      -100.0    -100.0
    5  510880.HOF   0.0  2.755308  2.779      -100.0    -100.0
    6  510300.HOF   0.0  3.856462  3.908      -100.0    -100.0
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: []
    卖出信号: ['510500.HOF', '510880.HOF', '510050.HOF', '159905.ZOF', '510300.HOF', '159915.ZOF', '159949.ZOF']
    即将买入: []
    即将卖出: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 159905.ZOF
    正在卖出 159915.ZOF
    正在卖出 159949.ZOF
    正在卖出 510500.HOF
    正在卖出 510880.HOF
    正在卖出 510300.HOF
    目前日期为:2019-09-04 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510500.HOF   0.0  5.316538  5.438       5.470  1.028865
    1  159905.ZOF   0.0  1.881615  1.928       1.933  1.027309
    2  159949.ZOF   0.0  0.567538  0.582       0.581  1.023719
    3  159915.ZOF   0.0  1.564615  1.595       1.599  1.021976
    4  510300.HOF   0.0  3.867154  3.908       3.936  1.017803
    5  510880.HOF   0.0  2.760692  2.779       2.809  1.017498
    6  510050.HOF   0.0  2.926769  2.939       2.959  1.011012
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['510500.HOF', '159905.ZOF', '159949.ZOF']
    卖出信号: ['510300.HOF', '510880.HOF', '159915.ZOF', '510050.HOF']
    即将买入: []
    即将卖出: ['510050.HOF', '159915.ZOF', '510880.HOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 159915.ZOF
    正在卖出 510880.HOF
    正在卖出 510300.HOF
    目前日期为:2019-09-05 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159949.ZOF   0.0  0.569308  0.593       0.594  1.043372
    1  510500.HOF   0.0  5.337692  5.554       5.552  1.040150
    2  159915.ZOF   0.0  1.569154  1.627       1.626  1.036227
    3  159905.ZOF   0.0  1.888462  1.947       1.947  1.030998
    4  510300.HOF   0.0  3.877538  3.994       3.994  1.030035
    5  510880.HOF   0.0  2.767231  2.838       2.839  1.025935
    6  510050.HOF   0.0  2.932692  3.004       3.006  1.024997
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['159949.ZOF', '510500.HOF', '159915.ZOF']
    卖出信号: ['510300.HOF', '510880.HOF', '510050.HOF', '159905.ZOF']
    即将买入: []
    即将卖出: ['510050.HOF', '159905.ZOF', '510880.HOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 159905.ZOF
    正在卖出 510880.HOF
    正在卖出 510300.HOF
    目前日期为:2019-09-06 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159949.ZOF   0.0  0.571769  0.597       0.596  1.042379
    1  510500.HOF   0.0  5.362000  5.573       5.561  1.037113
    2  510300.HOF   0.0  3.891385  4.023       4.013  1.031252
    3  159915.ZOF   0.0  1.575154  1.631       1.623  1.030376
    4  510050.HOF   0.0  2.941615  3.037       3.027  1.029026
    5  159905.ZOF   0.0  1.895846  1.953       1.948  1.027510
    6  510880.HOF   0.0  2.774231  2.850       2.846  1.025870
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['159949.ZOF', '510500.HOF', '510300.HOF']
    卖出信号: ['510880.HOF', '159915.ZOF', '510050.HOF', '159905.ZOF']
    即将买入: []
    即将卖出: ['510050.HOF', '159905.ZOF', '159915.ZOF', '510880.HOF']
    正在卖出 510050.HOF
    正在卖出 159905.ZOF
    正在卖出 159915.ZOF
    正在卖出 510880.HOF
    目前日期为:2019-09-09 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159949.ZOF   0.0  0.576154  0.618       0.616  1.069159
    1  159915.ZOF   0.0  1.584462  1.670       1.667  1.052092
    2  510500.HOF   0.0  5.393538  5.676       5.666  1.050516
    3  510300.HOF   0.0  3.906385  4.037       4.033  1.032412
    4  510880.HOF   0.0  2.782385  2.864       2.862  1.028614
    5  510050.HOF   0.0  2.950308  3.032       3.031  1.027350
    6  159905.ZOF   0.0  1.903538  1.955       1.950  1.024408
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['159949.ZOF', '159915.ZOF', '510500.HOF']
    卖出信号: ['510300.HOF', '510880.HOF', '510050.HOF', '159905.ZOF']
    即将买入: []
    即将卖出: ['510050.HOF', '159905.ZOF', '510880.HOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 159905.ZOF
    正在卖出 510880.HOF
    正在卖出 510300.HOF
    目前日期为:2019-09-10 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159905.ZOF   0.0  1.910000  1.950      -100.0    -100.0
    1  159949.ZOF   0.0  0.580000  0.613      -100.0    -100.0
    2  159915.ZOF   0.0  1.592692  1.661      -100.0    -100.0
    3  510880.HOF   0.0  2.790462  2.855      -100.0    -100.0
    4  510500.HOF   0.0  5.424231  5.671      -100.0    -100.0
    5  510050.HOF   0.0  2.957846  3.021      -100.0    -100.0
    6  510300.HOF   0.0  3.919846  4.025      -100.0    -100.0
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: []
    卖出信号: ['510500.HOF', '510880.HOF', '510050.HOF', '159905.ZOF', '510300.HOF', '159915.ZOF', '159949.ZOF']
    即将买入: []
    即将卖出: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 159905.ZOF
    正在卖出 159915.ZOF
    正在卖出 159949.ZOF
    正在卖出 510500.HOF
    正在卖出 510880.HOF
    正在卖出 510300.HOF
    目前日期为:2019-09-11 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159949.ZOF   0.0  0.583154  0.606       0.605  1.037462
    1  510500.HOF   0.0  5.452923  5.648       5.635  1.033391
    2  159915.ZOF   0.0  1.599077  1.638       1.638  1.024341
    3  510880.HOF   0.0  2.797538  2.849       2.850  1.018753
    4  510300.HOF   0.0  3.929077  3.997       3.997  1.017287
    5  510050.HOF   0.0  2.961308  3.008       3.008  1.015767
    6  159905.ZOF   1.0  1.913615  1.920       1.919  1.002814
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['159949.ZOF', '510500.HOF', '159915.ZOF']
    卖出信号: ['510300.HOF', '510880.HOF', '510050.HOF', '159905.ZOF']
    即将买入: []
    即将卖出: ['510050.HOF', '159905.ZOF', '510880.HOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 159905.ZOF
    正在卖出 510880.HOF
    正在卖出 510300.HOF
    目前日期为:2019-09-12 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159949.ZOF   0.0  0.587000  0.608       0.608  1.035775
    1  510500.HOF   0.0  5.485615  5.663       5.676  1.034706
    2  510050.HOF   0.0  2.971692  3.049       3.049  1.026015
    3  510300.HOF   0.0  3.944769  4.038       4.042  1.024648
    4  159915.ZOF   0.0  1.607231  1.646       1.645  1.023500
    5  510880.HOF   0.0  2.806923  2.866       2.869  1.022116
    6  159905.ZOF   0.0  1.921462  1.939       1.942  1.010689
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['159949.ZOF', '510500.HOF', '510050.HOF']
    卖出信号: ['510300.HOF', '510880.HOF', '159915.ZOF', '159905.ZOF']
    即将买入: []
    即将卖出: ['159905.ZOF', '159915.ZOF', '510880.HOF', '510300.HOF']
    正在卖出 159905.ZOF
    正在卖出 159915.ZOF
    正在卖出 510880.HOF
    正在卖出 510300.HOF
    目前日期为:2019-09-16 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159949.ZOF   0.0  0.590077  0.608       0.607  1.028679
    1  510500.HOF   0.0  5.512462  5.665       5.652  1.025313
    2  510880.HOF   0.0  2.814308  2.876       2.869  1.019434
    3  159915.ZOF   0.0  1.613615  1.650       1.644  1.018830
    4  510050.HOF   0.0  2.979462  3.035       3.025  1.015284
    5  510300.HOF   0.0  3.956231  4.023       4.011  1.013844
    6  159905.ZOF   1.0  1.925231  1.927       1.923  0.998841
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['159949.ZOF', '510500.HOF', '510880.HOF']
    卖出信号: ['510300.HOF', '159915.ZOF', '510050.HOF', '159905.ZOF']
    即将买入: []
    即将卖出: ['510050.HOF', '159905.ZOF', '159915.ZOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 159905.ZOF
    正在卖出 159915.ZOF
    正在卖出 510300.HOF
    目前日期为:2019-09-17 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510880.HOF   1.0  2.819923  2.840       2.833  1.004637
    1  510500.HOF   1.0  5.530385  5.547       5.549  1.003366
    2  159949.ZOF   1.0  0.592462  0.595       0.593  1.000909
    3  510050.HOF   1.0  2.985231  2.987       2.984  0.999588
    4  510300.HOF   1.0  3.963154  3.952       3.950  0.996681
    5  159915.ZOF   1.0  1.617692  1.618       1.612  0.996481
    6  159905.ZOF   1.0  1.926462  1.900       1.897  0.984707
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-09-18 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510880.HOF   1.0  2.826769  2.843       2.843  1.005742
    1  510050.HOF   1.0  2.993077  3.003       3.001  1.002647
    2  510500.HOF   1.0  5.547462  5.551       5.547  0.999917
    3  510300.HOF   1.0  3.972154  3.968       3.969  0.999206
    4  159949.ZOF   1.0  0.594923  0.593       0.594  0.998448
    5  159915.ZOF   1.0  1.622231  1.617       1.615  0.995543
    6  159905.ZOF   1.0  1.929077  1.912       1.912  0.991148
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-09-19 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159949.ZOF   1.0  0.598154  0.602       0.603  1.008102
    1  159915.ZOF   0.0  1.629385  1.642       1.640  1.006515
    2  510500.HOF   1.0  5.571769  5.601       5.593  1.003810
    3  510880.HOF   1.0  2.835000  2.846       2.842  1.002469
    4  510050.HOF   1.0  3.000077  3.007       3.005  1.001641
    5  510300.HOF   1.0  3.981846  3.987       3.982  1.000039
    6  159905.ZOF   1.0  1.931231  1.923       1.921  0.994702
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-09-20 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510500.HOF   1.0  5.587308  5.610       5.612  1.004419
    1  159915.ZOF   0.0  1.632923  1.638       1.640  1.004334
    2  510880.HOF   1.0  2.840923  2.847       2.847  1.002139
    3  159949.ZOF   1.0  0.599769  0.600       0.601  1.002052
    4  510050.HOF   1.0  3.005538  3.011       3.011  1.001817
    5  510300.HOF   1.0  3.988692  3.993       3.994  1.001331
    6  159905.ZOF   1.0  1.931231  1.924       1.925  0.996774
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-09-23 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510500.HOF   1.0  5.598769  5.587       5.573  0.995397
    1  510050.HOF   1.0  3.008769  2.981       2.978  0.989773
    2  159915.ZOF   1.0  1.634846  1.620       1.618  0.989696
    3  510880.HOF   1.0  2.843923  2.818       2.814  0.989478
    4  510300.HOF   1.0  3.992538  3.958       3.950  0.989346
    5  159905.ZOF   1.0  1.929385  1.904       1.902  0.985807
    6  159949.ZOF   1.0  0.600615  0.593       0.591  0.983991
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-09-24 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510500.HOF   1.0  5.610385  5.589       5.585  0.995475
    1  159949.ZOF   1.0  0.602000  0.600       0.599  0.995017
    2  159915.ZOF   1.0  1.637462  1.629       1.628  0.994222
    3  510050.HOF   1.0  3.012462  2.987       2.987  0.991548
    4  510300.HOF   1.0  3.996615  3.961       3.961  0.991089
    5  510880.HOF   1.0  2.847231  2.822       2.820  0.990436
    6  159905.ZOF   1.0  1.927385  1.902       1.903  0.987348
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-09-25 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510050.HOF   1.0  3.010385  2.977       2.983  0.990903
    1  510300.HOF   1.0  3.992000  3.934       3.946  0.988477
    2  159915.ZOF   1.0  1.636231  1.611       1.615  0.987025
    3  159905.ZOF   1.0  1.923462  1.896       1.898  0.986763
    4  159949.ZOF   1.0  0.601846  0.591       0.593  0.985302
    5  510880.HOF   1.0  2.844077  2.797       2.799  0.984151
    6  510500.HOF   1.0  5.606308  5.501       5.513  0.983357
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-09-26 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510050.HOF   1.0  3.005923  2.979       2.977  0.990378
    1  510880.HOF   1.0  2.839846  2.795       2.792  0.983152
    2  510300.HOF   1.0  3.983077  3.907       3.908  0.981151
    3  159905.ZOF   1.0  1.917538  1.876       1.880  0.980424
    4  510500.HOF   1.0  5.591154  5.376       5.378  0.961877
    5  159949.ZOF   1.0  0.600231  0.576       0.577  0.961297
    6  159915.ZOF   1.0  1.630846  1.561       1.564  0.959011
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-09-27 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510050.HOF   1.0  3.001846  2.979       2.976  0.991390
    1  510300.HOF   1.0  3.973769  3.916       3.914  0.984959
    2  159905.ZOF   1.0  1.911615  1.878       1.879  0.982938
    3  510880.HOF   1.0  2.833385  2.780       2.782  0.981865
    4  159915.ZOF   1.0  1.624462  1.587       1.583  0.974477
    5  159949.ZOF   1.0  0.597462  0.582       0.581  0.972447
    6  510500.HOF   1.0  5.570000  5.401       5.396  0.968761
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-09-30 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510050.HOF   1.0  2.996000  2.945       2.949  0.984312
    1  510880.HOF   1.0  2.826462  2.765       2.768  0.979316
    2  510300.HOF   1.0  3.961769  3.869       3.878  0.978856
    3  159905.ZOF   1.0  1.905846  1.875       1.865  0.978568
    4  159915.ZOF   1.0  1.617462  1.570       1.571  0.971275
    5  159949.ZOF   1.0  0.594231  0.571       0.575  0.967638
    6  510500.HOF   1.0  5.543385  5.325       5.344  0.964032
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-10-08 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159905.ZOF   1.0  1.903923  1.895       1.895  0.995313
    1  510050.HOF   1.0  2.992923  2.968       2.974  0.993677
    2  510300.HOF   1.0  3.954000  3.896       3.901  0.986596
    3  510880.HOF   1.0  2.820615  2.773       2.773  0.983119
    4  510500.HOF   1.0  5.519462  5.337       5.339  0.967305
    5  159915.ZOF   1.0  1.611154  1.556       1.557  0.966388
    6  159949.ZOF   1.0  0.591231  0.567       0.568  0.960708
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-10-09 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510050.HOF   1.0  2.986923  2.971       2.969  0.994000
    1  159905.ZOF   1.0  1.900462  1.894       1.889  0.993969
    2  510880.HOF   1.0  2.815154  2.795       2.796  0.993196
    3  510300.HOF   1.0  3.943769  3.905       3.899  0.988648
    4  510500.HOF   1.0  5.498000  5.384       5.380  0.978538
    5  159915.ZOF   1.0  1.604615  1.561       1.560  0.972196
    6  159949.ZOF   1.0  0.588308  0.570       0.570  0.968881
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-10-10 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159915.ZOF   0.0  1.601077  1.604       1.605  1.002450
    1  510050.HOF   0.0  2.983231  2.987       2.990  1.002269
    2  159949.ZOF   0.0  0.586692  0.587       0.587  1.000524
    3  159905.ZOF   0.0  1.898154  1.897       1.899  1.000446
    4  510300.HOF   0.0  3.936846  3.933       3.938  1.000293
    5  510880.HOF   0.0  2.809923  2.808       2.808  0.999316
    6  510500.HOF   1.0  5.480923  5.443       5.451  0.994541
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['159915.ZOF', '510050.HOF', '159949.ZOF']
    卖出信号: ['510300.HOF', '510500.HOF', '510880.HOF', '159905.ZOF']
    即将买入: []
    即将卖出: ['159905.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在卖出 159905.ZOF
    正在卖出 510500.HOF
    正在卖出 510880.HOF
    正在卖出 510300.HOF
    目前日期为:2019-10-11 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510050.HOF   0.0  2.986692  3.032       3.028  1.013831
    1  510880.HOF   0.0  2.809615  2.836       2.835  1.009035
    2  510300.HOF   0.0  3.939000  3.980       3.973  1.008632
    3  159905.ZOF   0.0  1.899385  1.916       1.914  1.007695
    4  159949.ZOF   0.0  0.586231  0.589       0.588  1.003018
    5  159915.ZOF   0.0  1.600154  1.606       1.604  1.002404
    6  510500.HOF   0.0  5.475077  5.471       5.458  0.996881
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['510050.HOF', '510880.HOF', '510300.HOF']
    卖出信号: ['510500.HOF', '159949.ZOF', '159915.ZOF', '159905.ZOF']
    即将买入: []
    即将卖出: ['159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF']
    正在卖出 159905.ZOF
    正在卖出 159915.ZOF
    正在卖出 159949.ZOF
    正在卖出 510500.HOF
    目前日期为:2019-10-14 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510050.HOF   0.0  2.991154  3.061       3.058  1.022348
    1  510300.HOF   0.0  3.942231  4.010       4.007  1.016430
    2  510880.HOF   0.0  2.811077  2.862       2.857  1.016337
    3  159905.ZOF   0.0  1.901000  1.933       1.928  1.014203
    4  159949.ZOF   0.0  0.586231  0.593       0.594  1.013253
    5  510500.HOF   0.0  5.473692  5.533       5.524  1.009191
    6  159915.ZOF   0.0  1.600154  1.617       1.613  1.008028
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['510050.HOF', '510300.HOF', '510880.HOF']
    卖出信号: ['510500.HOF', '159949.ZOF', '159915.ZOF', '159905.ZOF']
    即将买入: []
    即将卖出: ['159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF']
    正在卖出 159905.ZOF
    正在卖出 159915.ZOF
    正在卖出 159949.ZOF
    正在卖出 510500.HOF
    目前日期为:2019-10-15 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510050.HOF   0.0  2.995385  3.062       3.066  1.023575
    1  510300.HOF   0.0  3.943000  3.997       4.001  1.014710
    2  510880.HOF   0.0  2.811308  2.849       2.850  1.013763
    3  159905.ZOF   0.0  1.901154  1.925       1.923  1.011491
    4  159915.ZOF   0.0  1.596692  1.597       1.600  1.002072
    5  159949.ZOF   0.0  0.585000  0.586       0.586  1.001709
    6  510500.HOF   0.0  5.463308  5.466       5.465  1.000310
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['510050.HOF', '510300.HOF', '510880.HOF']
    卖出信号: ['510500.HOF', '159949.ZOF', '159915.ZOF', '159905.ZOF']
    即将买入: []
    即将卖出: ['159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF']
    正在卖出 159905.ZOF
    正在卖出 159915.ZOF
    正在卖出 159949.ZOF
    正在卖出 510500.HOF
    目前日期为:2019-10-16 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510050.HOF   0.0  2.998462  3.051       3.056  1.019189
    1  510300.HOF   0.0  3.942231  3.983       3.988  1.011610
    2  510880.HOF   0.0  2.810923  2.842       2.841  1.010700
    3  159905.ZOF   0.0  1.900692  1.918       1.916  1.008054
    4  159949.ZOF   0.0  0.583769  0.584       0.586  1.003821
    5  159915.ZOF   0.0  1.593154  1.592       1.597  1.002414
    6  510500.HOF   0.0  5.449769  5.434       5.441  0.998391
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['510050.HOF', '510300.HOF', '510880.HOF']
    卖出信号: ['510500.HOF', '159949.ZOF', '159915.ZOF', '159905.ZOF']
    即将买入: []
    即将卖出: ['159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF']
    正在卖出 159905.ZOF
    正在卖出 159915.ZOF
    正在卖出 159949.ZOF
    正在卖出 510500.HOF
    目前日期为:2019-10-17 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510050.HOF   0.0  3.004462  3.059       3.055  1.016821
    1  510300.HOF   0.0  3.944615  3.989       3.982  1.009477
    2  510880.HOF   0.0  2.811615  2.827       2.824  1.004405
    3  159905.ZOF   0.0  1.901308  1.912       1.908  1.003520
    4  159949.ZOF   0.0  0.583154  0.585       0.584  1.001451
    5  159915.ZOF   0.0  1.591231  1.595       1.592  1.000483
    6  510500.HOF   0.0  5.438077  5.435       5.428  0.998147
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['510050.HOF', '510300.HOF', '510880.HOF']
    卖出信号: ['510500.HOF', '159949.ZOF', '159915.ZOF', '159905.ZOF']
    即将买入: []
    即将卖出: ['159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF']
    正在卖出 159905.ZOF
    正在卖出 159915.ZOF
    正在卖出 159949.ZOF
    正在卖出 510500.HOF
    目前日期为:2019-10-18 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  510050.HOF   1.0  3.006538  3.014       3.014  1.002482
    1  159949.ZOF   1.0  0.581615  0.580       0.581  0.998942
    2  159915.ZOF   1.0  1.588154  1.589       1.586  0.998644
    3  510300.HOF   1.0  3.942308  3.931       3.932  0.997385
    4  510880.HOF   1.0  2.809769  2.798       2.796  0.995100
    5  159905.ZOF   1.0  1.900538  1.892       1.889  0.993929
    6  510500.HOF   1.0  5.420462  5.360       5.361  0.989030
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-10-21 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159905.ZOF   0.0  1.901769  1.912       1.912  1.005380
    1  510050.HOF   1.0  3.009538  3.016       3.014  1.001482
    2  510300.HOF   1.0  3.942769  3.940       3.935  0.998029
    3  159915.ZOF   1.0  1.586154  1.585       1.580  0.996120
    4  510880.HOF   1.0  2.810231  2.803       2.799  0.996004
    5  159949.ZOF   1.0  0.580538  0.577       0.577  0.993905
    6  510500.HOF   1.0  5.408846  5.350       5.334  0.986162
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-10-22 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159915.ZOF   0.0  1.589615  1.606       1.601  1.007162
    1  159905.ZOF   0.0  1.905077  1.919       1.912  1.003634
    2  159949.ZOF   0.0  0.581308  0.586       0.583  1.002911
    3  510050.HOF   1.0  3.012615  3.019       3.018  1.001787
    4  510300.HOF   1.0  3.946462  3.955       3.950  1.000897
    5  510880.HOF   1.0  2.811154  2.807       2.806  0.998167
    6  510500.HOF   1.0  5.410692  5.400       5.397  0.997469
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['159915.ZOF', '159905.ZOF', '159949.ZOF']
    卖出信号: ['510300.HOF', '510500.HOF', '510880.HOF', '510050.HOF']
    即将买入: []
    即将卖出: ['510050.HOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 510500.HOF
    正在卖出 510880.HOF
    正在卖出 510300.HOF
    目前日期为:2019-10-23 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159915.ZOF   1.0  1.589769  1.589       1.587  0.998258
    1  159905.ZOF   1.0  1.907077  1.904       1.900  0.996289
    2  510880.HOF   1.0  2.812846  2.802       2.796  0.994011
    3  510300.HOF   1.0  3.947846  3.934       3.923  0.993706
    4  159949.ZOF   1.0  0.581000  0.578       0.577  0.993115
    5  510050.HOF   1.0  3.014231  3.000       2.992  0.992625
    6  510500.HOF   1.0  5.408154  5.368       5.348  0.988877
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-10-24 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159915.ZOF   1.0  1.591538  1.593       1.594  1.001547
    1  159949.ZOF   1.0  0.581615  0.579       0.580  0.997223
    2  159905.ZOF   1.0  1.909308  1.904       1.904  0.997220
    3  510880.HOF   1.0  2.816077  2.807       2.807  0.996777
    4  510050.HOF   1.0  3.019077  3.008       3.004  0.995006
    5  510300.HOF   1.0  3.953231  3.939       3.932  0.994629
    6  510500.HOF   1.0  5.410692  5.358       5.358  0.990261
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-10-25 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159915.ZOF   0.0  1.596154  1.616       1.613  1.010554
    1  159905.ZOF   0.0  1.911769  1.927       1.926  1.007444
    2  159949.ZOF   0.0  0.583154  0.587       0.587  1.006595
    3  510300.HOF   1.0  3.958385  3.963       3.956  0.999398
    4  510050.HOF   1.0  3.022615  3.014       3.012  0.996488
    5  510880.HOF   1.0  2.818923  2.810       2.808  0.996125
    6  510500.HOF   1.0  5.415769  5.403       5.393  0.995796
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['159915.ZOF', '159905.ZOF', '159949.ZOF']
    卖出信号: ['510300.HOF', '510500.HOF', '510880.HOF', '510050.HOF']
    即将买入: []
    即将卖出: ['510050.HOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 510500.HOF
    正在卖出 510880.HOF
    正在卖出 510300.HOF
    目前日期为:2019-10-28 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159915.ZOF   0.0  1.602692  1.646       1.641  1.023902
    1  159949.ZOF   0.0  0.585308  0.598       0.598  1.021685
    2  510500.HOF   0.0  5.422923  5.477       5.469  1.008497
    3  159905.ZOF   0.0  1.914692  1.932       1.930  1.007995
    4  510300.HOF   0.0  3.964615  3.986       3.980  1.003880
    5  510050.HOF   0.0  3.027000  3.028       3.025  0.999339
    6  510880.HOF   0.0  2.820846  2.820       2.817  0.998637
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['159915.ZOF', '159949.ZOF', '510500.HOF']
    卖出信号: ['510300.HOF', '510880.HOF', '510050.HOF', '159905.ZOF']
    即将买入: []
    即将卖出: ['510050.HOF', '159905.ZOF', '510880.HOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 159905.ZOF
    正在卖出 510880.HOF
    正在卖出 510300.HOF
    目前日期为:2019-10-29 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159905.ZOF   0.0  1.918846  1.951       1.954  1.018320
    1  159915.ZOF   0.0  1.604231  1.624       1.629  1.015440
    2  159949.ZOF   0.0  0.585538  0.590       0.592  1.011035
    3  510300.HOF   0.0  3.967692  3.973       3.976  1.002094
    4  510500.HOF   0.0  5.420385  5.410       5.418  0.999560
    5  510050.HOF   1.0  3.029231  3.016       3.019  0.996623
    6  510880.HOF   1.0  2.820846  2.808       2.810  0.996155
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['159905.ZOF', '159915.ZOF', '159949.ZOF']
    卖出信号: ['510300.HOF', '510500.HOF', '510880.HOF', '510050.HOF']
    即将买入: []
    即将卖出: ['510050.HOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 510500.HOF
    正在卖出 510880.HOF
    正在卖出 510300.HOF
    目前日期为:2019-10-30 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159915.ZOF   0.0  1.605231  1.619       1.620  1.009201
    1  159905.ZOF   0.0  1.920769  1.941       1.936  1.007930
    2  159949.ZOF   0.0  0.585615  0.590       0.590  1.007487
    3  510300.HOF   1.0  3.965154  3.947       3.947  0.995422
    4  510050.HOF   1.0  3.026692  2.999       2.998  0.990520
    5  510500.HOF   1.0  5.410538  5.343       5.346  0.988072
    6  510880.HOF   1.0  2.816308  2.777       2.777  0.986043
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['159915.ZOF', '159905.ZOF', '159949.ZOF']
    卖出信号: ['510300.HOF', '510500.HOF', '510880.HOF', '510050.HOF']
    即将买入: []
    即将卖出: ['510050.HOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 510500.HOF
    正在卖出 510880.HOF
    正在卖出 510300.HOF
    目前日期为:2019-10-31 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159905.ZOF   0.0  1.921385  1.941       1.937  1.008127
    1  159949.ZOF   0.0  0.585154  0.587       0.587  1.003155
    2  159915.ZOF   0.0  1.604538  1.608       1.609  1.002781
    3  510300.HOF   1.0  3.960154  3.945       3.940  0.994911
    4  510050.HOF   1.0  3.022231  3.003       2.999  0.992313
    5  510500.HOF   1.0  5.393769  5.315       5.314  0.985211
    6  510880.HOF   1.0  2.808846  2.765       2.762  0.983322
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['159905.ZOF', '159949.ZOF', '159915.ZOF']
    卖出信号: ['510300.HOF', '510500.HOF', '510880.HOF', '510050.HOF']
    即将买入: []
    即将卖出: ['510050.HOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 510500.HOF
    正在卖出 510880.HOF
    正在卖出 510300.HOF
    目前日期为:2019-11-01 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159905.ZOF   0.0  1.927000  1.998       1.998  1.036845
    1  159949.ZOF   0.0  0.585923  0.596       0.595  1.015492
    2  510300.HOF   0.0  3.962385  4.026       4.019  1.014288
    3  159915.ZOF   0.0  1.606692  1.625       1.622  1.009527
    4  510050.HOF   0.0  3.021462  3.052       3.047  1.008452
    5  510500.HOF   1.0  5.386077  5.366       5.365  0.996087
    6  510880.HOF   1.0  2.804231  2.789       2.787  0.993855
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['159905.ZOF', '159949.ZOF', '510300.HOF']
    卖出信号: ['510500.HOF', '510880.HOF', '159915.ZOF', '510050.HOF']
    即将买入: []
    即将卖出: ['510050.HOF', '159915.ZOF', '510500.HOF', '510880.HOF']
    正在卖出 510050.HOF
    正在卖出 159915.ZOF
    正在卖出 510500.HOF
    正在卖出 510880.HOF
    目前日期为:2019-11-04 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159905.ZOF   0.0  1.933692  2.005       2.005  1.036876
    1  159949.ZOF   0.0  0.587077  0.599       0.599  1.020309
    2  510300.HOF   0.0  3.966692  4.039       4.038  1.017977
    3  159915.ZOF   0.0  1.609923  1.634       1.636  1.016198
    4  510050.HOF   0.0  3.022846  3.069       3.067  1.014607
    5  510500.HOF   0.0  5.382000  5.381       5.377  0.999071
    6  510880.HOF   0.0  2.800769  2.797       2.797  0.998654
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['159905.ZOF', '159949.ZOF', '510300.HOF']
    卖出信号: ['510500.HOF', '510880.HOF', '159915.ZOF', '510050.HOF']
    即将买入: []
    即将卖出: ['510050.HOF', '159915.ZOF', '510500.HOF', '510880.HOF']
    正在卖出 510050.HOF
    正在卖出 159915.ZOF
    正在卖出 510500.HOF
    正在卖出 510880.HOF
    目前日期为:2019-11-05 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159915.ZOF   0.0  1.614077  1.649      -100.0    -100.0
    1  159949.ZOF   0.0  0.588692  0.606      -100.0    -100.0
    2  159905.ZOF   0.0  1.941692  2.016      -100.0    -100.0
    3  510300.HOF   0.0  3.972308  4.062      -100.0    -100.0
    4  510880.HOF   0.0  2.799538  2.811      -100.0    -100.0
    5  510500.HOF   0.0  5.380923  5.421      -100.0    -100.0
    6  510050.HOF   0.0  3.024923  3.086      -100.0    -100.0
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: []
    卖出信号: ['510500.HOF', '510880.HOF', '510050.HOF', '159905.ZOF', '510300.HOF', '159915.ZOF', '159949.ZOF']
    即将买入: []
    即将卖出: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 159905.ZOF
    正在卖出 159915.ZOF
    正在卖出 159949.ZOF
    正在卖出 510500.HOF
    正在卖出 510880.HOF
    正在卖出 510300.HOF
    目前日期为:2019-11-06 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159905.ZOF   0.0  1.950154  2.002       1.997  1.024022
    1  159949.ZOF   0.0  0.590462  0.603       0.602  1.019541
    2  510050.HOF   0.0  3.029923  3.079       3.073  1.014217
    3  510300.HOF   0.0  3.981077  4.045       4.034  1.013294
    4  159915.ZOF   0.0  1.617846  1.638       1.634  1.009985
    5  510880.HOF   1.0  2.799231  2.794       2.790  0.996702
    6  510500.HOF   1.0  5.382000  5.374       5.349  0.993868
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['159905.ZOF', '159949.ZOF', '510050.HOF']
    卖出信号: ['510300.HOF', '510500.HOF', '510880.HOF', '159915.ZOF']
    即将买入: []
    即将卖出: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在卖出 159915.ZOF
    正在卖出 510500.HOF
    正在卖出 510880.HOF
    正在卖出 510300.HOF
    目前日期为:2019-11-07 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159905.ZOF   0.0  1.957308  2.005       2.003  1.023344
    1  159949.ZOF   0.0  0.592692  0.606       0.606  1.022453
    2  159915.ZOF   0.0  1.622923  1.651       1.649  1.016068
    3  510300.HOF   0.0  3.989538  4.050       4.049  1.014904
    4  510050.HOF   0.0  3.034769  3.079       3.078  1.014245
    5  510500.HOF   0.0  5.386538  5.409       5.405  1.003427
    6  510880.HOF   0.0  2.799077  2.801       2.800  1.000330
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['159905.ZOF', '159949.ZOF', '159915.ZOF']
    卖出信号: ['510300.HOF', '510500.HOF', '510880.HOF', '510050.HOF']
    即将买入: []
    即将卖出: ['510050.HOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 510500.HOF
    正在卖出 510880.HOF
    正在卖出 510300.HOF
    目前日期为:2019-11-08 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159949.ZOF   0.0  0.594385  0.608       0.608  1.022907
    1  159905.ZOF   0.0  1.963769  2.003       2.004  1.020486
    2  159915.ZOF   0.0  1.625923  1.645       1.649  1.014193
    3  510300.HOF   0.0  3.995615  4.034       4.039  1.010858
    4  510050.HOF   0.0  3.037923  3.060       3.063  1.008255
    5  510500.HOF   1.0  5.385692  5.389       5.395  1.001728
    6  510880.HOF   1.0  2.797846  2.791       2.791  0.997553
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    买入信号: ['159949.ZOF', '159905.ZOF', '159915.ZOF']
    卖出信号: ['510300.HOF', '510500.HOF', '510880.HOF', '510050.HOF']
    即将买入: []
    即将卖出: ['510050.HOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在卖出 510050.HOF
    正在卖出 510500.HOF
    正在卖出 510880.HOF
    正在卖出 510300.HOF
    目前日期为:2019-11-11 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159949.ZOF   1.0  0.595615  0.594       0.593  0.995609
    1  159905.ZOF   1.0  1.968154  1.961       1.958  0.994841
    2  510300.HOF   1.0  3.998154  3.967       3.962  0.990957
    3  510050.HOF   1.0  3.038923  3.013       3.010  0.990482
    4  159915.ZOF   1.0  1.627538  1.610       1.610  0.989224
    5  510880.HOF   1.0  2.793077  2.740       2.740  0.980997
    6  510500.HOF   1.0  5.377769  5.265       5.264  0.978845
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-11-12 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159949.ZOF   1.0  0.596538  0.591      -100.0    -100.0
    1  159905.ZOF   1.0  1.971923  1.953      -100.0    -100.0
    2  159915.ZOF   1.0  1.628923  1.611      -100.0    -100.0
    3  510880.HOF   1.0  2.788308  2.745      -100.0    -100.0
    4  510050.HOF   1.0  3.039615  3.017      -100.0    -100.0
    5  510500.HOF   1.0  5.370846  5.268      -100.0    -100.0
    6  510300.HOF   1.0  3.999923  3.962      -100.0    -100.0
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-11-13 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159949.ZOF   1.0  0.597231  0.596       0.597  0.999614
    1  159915.ZOF   1.0  1.629231  1.620       1.618  0.993107
    2  510050.HOF   1.0  3.039692  3.015       3.013  0.991219
    3  510300.HOF   1.0  3.999615  3.959       3.959  0.989845
    4  159905.ZOF   1.0  1.973769  1.951       1.952  0.988971
    5  510500.HOF   1.0  5.360462  5.268       5.263  0.981818
    6  510880.HOF   1.0  2.782308  2.732       2.730  0.981200
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-11-14 14:45:00+00:00
       instrument  risk      ma13  close  curr_price    ratio_ma
    0  159949.ZOF   0.0  0.597462  0.601       0.601    1.005923
    1  159915.ZOF   1.0  1.628000  1.630       1.628    1.000000
    2  159905.ZOF   1.0  1.975077  1.949       1.949    0.986797
    3  510880.HOF   1.0  2.775385  2.730    -100.000 -100.000000
    4  510300.HOF   1.0  3.997769  3.962    -100.000 -100.000000
    5  510050.HOF   1.0  3.038538  3.013    -100.000 -100.000000
    6  510500.HOF   1.0  5.346769  5.299    -100.000 -100.000000
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-11-15 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159949.ZOF   1.0  0.598000  0.597       0.599  1.001672
    1  159915.ZOF   1.0  1.627231  1.614       1.617  0.993713
    2  510050.HOF   1.0  3.037538  3.003       3.009  0.990605
    3  510500.HOF   1.0  5.335769  5.267       5.274  0.988424
    4  510300.HOF   1.0  3.995462  3.943       3.948  0.988121
    5  510880.HOF   1.0  2.768231  2.715       2.719  0.982216
    6  159905.ZOF   1.0  1.973846  1.935       1.936  0.980826
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    目前日期为:2019-11-18 14:45:00+00:00
       instrument  risk      ma13  close  curr_price  ratio_ma
    0  159949.ZOF   0.0  0.598769  0.600       0.599  1.000385
    1  510050.HOF   1.0  3.039692  3.027       3.027  0.995824
    2  510300.HOF   1.0  3.997308  3.971       3.969  0.992918
    3  159915.ZOF   1.0  1.627385  1.621       1.615  0.992390
    4  510500.HOF   1.0  5.331385  5.286       5.287  0.991675
    5  510880.HOF   1.0  2.764538  2.729       2.727  0.986421
    6  159905.ZOF   1.0  1.974231  1.946       1.944  0.984687
    当前持仓: ['510050.HOF', '159905.ZOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
    正在清仓 510050.HOF
    正在清仓 159905.ZOF
    正在清仓 159915.ZOF
    正在清仓 159949.ZOF
    正在清仓 510500.HOF
    正在清仓 510880.HOF
    正在清仓 510300.HOF
    
    • 收益率9.91%
    • 年化收益率11.82%
    • 基准收益率29.8%
    • 阿尔法0.05
    • 贝塔0.12
    • 夏普比率1.38
    • 胜率0.55
    • 盈亏比6.02
    • 收益波动率6.09%
    • 信息比率-0.07
    • 最大回撤4.24%
    bigcharts-data-start/{"__id":"bigchart-f416cc0363ce4e199651d8891798910d","__type":"tabs"}/bigcharts-data-end

    (达达) #2

    看你的交易记录有卖出啊,是不是逻辑上没控制好?


    (189) #3

    多谢,具体什么叫做逻辑上没控制好?我查了主函数的语句没问题,实际我用聚宽的平台做出的语句,移植到BQ这里,想做得更加结构化,思路更清晰一些,就出错了。
    交易记录是有,但是明明当天是逐个卖出清仓的,或者某个持股全部卖掉target 0,结果第二天一读持仓数据,还是持股在里面,所以导致了——一段时间买满了,表面上卖掉实际没卖掉以后,净值就变成一条直线了……


    (达达) #4

    改成分钟回测了,如果你要求买入当天不卖出的话,你可以设置一个字典flag每天重置为可交易True,日内一旦触发买入就置flag为False,买入判断flag和是否持仓才买入,就可以防止多次买入了。检查一下是不是因为你分钟经常买卖导致持仓始终不为0.

    克隆策略

      {"Description":"实验创建于2019/12/20","Summary":"","Graph":{"EdgesInternal":[{"DestinationInputPortId":"-25:input_data","SourceOutputPortId":"-14:data"},{"DestinationInputPortId":"-14:features","SourceOutputPortId":"-20:data"},{"DestinationInputPortId":"-25:features","SourceOutputPortId":"-20:data"},{"DestinationInputPortId":"-14:instruments","SourceOutputPortId":"-5:data"},{"DestinationInputPortId":"-1397:instruments","SourceOutputPortId":"-5:data"},{"DestinationInputPortId":"-115:features","SourceOutputPortId":"-95:data"},{"DestinationInputPortId":"-124:features","SourceOutputPortId":"-95:data"},{"DestinationInputPortId":"-108:input_ds","SourceOutputPortId":"-115:data"},{"DestinationInputPortId":"-115:input_data","SourceOutputPortId":"-124:data"},{"DestinationInputPortId":"-1428:input_1","SourceOutputPortId":"-108:data"},{"DestinationInputPortId":"-124:instruments","SourceOutputPortId":"-339:data"},{"DestinationInputPortId":"-127:input_data","SourceOutputPortId":"-1418:data"},{"DestinationInputPortId":"-1418:data2","SourceOutputPortId":"-1428:data_1"},{"DestinationInputPortId":"-556:input_ds","SourceOutputPortId":"-25:data"},{"DestinationInputPortId":"-1418:data1","SourceOutputPortId":"-556:data"},{"DestinationInputPortId":"-1397:options_data","SourceOutputPortId":"-127:data"}],"ModuleNodes":[{"Id":"-14","ModuleId":"BigQuantSpace.use_datasource.use_datasource-v1","ModuleParameters":[{"Name":"datasource_id","Value":"bar1d_CN_FUND","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"start_date","Value":"","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"end_date","Value":"","ValueType":"Literal","LinkedGlobalParameter":null}],"InputPortsInternal":[{"DataSourceId":null,"TrainedModelId":null,"TransformModuleId":null,"Name":"instruments","NodeId":"-14"},{"DataSourceId":null,"TrainedModelId":null,"TransformModuleId":null,"Name":"features","NodeId":"-14"}],"OutputPortsInternal":[{"Name":"data","NodeId":"-14","OutputType":null}],"UsePreviousResults":true,"moduleIdForCode":1,"Comment":"","CommentCollapsed":true},{"Id":"-20","ModuleId":"BigQuantSpace.input_features.input_features-v1","ModuleParameters":[{"Name":"features","Value":"\n# #号开始的表示注释,注释需单独一行\n# 多个特征,每行一个,可以包含基础特征和衍生特征,特征须为本平台特征\n\nma13=mean(close, 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date0.strftime('%Y-%m-%d')\n try:\n context.today=context.prediction.loc[date,]\n curr_price=[]\n for sec in context.today.instrument:\n curr = data.current(context.symbol(sec), ['close']).close\n curr_price.append(curr)\n context.today['curr_price']=curr_price\n context.today['ratio_ma']=context.today['curr_price']/context.today['ma13']\n context.today.sort_values(by=['ratio_ma'],ascending=False,inplace=True)\n context.today=context.today.reset_index(drop=True)\n context.today=context.today.fillna(-100)\n print(context.today)\n\n context.daily_stock_buy=[]\n context.daily_stock_sell=[]\n stock_hold_now =[e.symbol for e in context.portfolio.positions] \n print('当前持仓:',stock_hold_now)\n\n context.risk=context.today.iloc[2,1]\n if context.risk>0:\n for instrument in stock_hold_now:\n context.order_target(context.symbol(instrument), 0)\n print('正在清仓',instrument)\n return\n\n for i in range(context.stock_count):\n if context.today.loc[i,'ratio_ma']<1:\n break\n else:\n 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      In [1]:
      # 本代码由可视化策略环境自动生成 2019年12月22日 10:53
      # 本代码单元只能在可视化模式下编辑。您也可以拷贝代码,粘贴到新建的代码单元或者策略,然后修改。
      
      
      # Python 代码入口函数,input_1/2/3 对应三个输入端,data_1/2/3 对应三个输出端
      def m11_run_bigquant_run(input_1, input_2, input_3):
          # 示例代码如下。在这里编写您的代码
          df = input_1.read_df()
          
          etf_dic={
                  '000016.HIX':'510050.HOF',
                  '000300.HIX':'510300.HOF',
                  '000905.HIX':'510500.HOF',
                  '000015.HIX':'510880.HOF',
                  '399673.ZIX':'159949.ZOF',
                  '399006.ZIX':'159915.ZOF',
                  '399324.ZIX':'159905.ZOF',
              }
          df['instrument']=df['instrument'].map(lambda x:etf_dic[x])
          
          data_1= DataSource.write_df(df)
          #print(df)
          return Outputs(data_1=data_1, data_2=None, data_3=None)
      
      # 后处理函数,可选。输入是主函数的输出,可以在这里对数据做处理,或者返回更友好的outputs数据格式。此函数输出不会被缓存。
      def m11_post_run_bigquant_run(outputs):
          return outputs
      
      # 回测引擎:初始化函数,只执行一次
      def m9_initialize_bigquant_run(context):
          import pandas as pd
          context.prediction = context.options['data'].read_df()
          context.prediction.date=pd.to_datetime(context.prediction.date)
          context.prediction.set_index(['date'],inplace=True)
          context.set_commission(PerOrder(buy_cost=0.0003, sell_cost=0.0013, min_cost=5))
          context.stock_count = 3
          context.his_bars=13
          context.etf_dic={
                  '000016.HIX':'510050.HOF',
                  '000300.HIX':'510300.HOF',
                  '000905.HIX':'510500.HOF',
                  '000015.HIX':'510880.HOF',
                  '399673.ZIX':'159949.ZOF',
                  '399006.ZIX':'159915.ZOF',
                  '399324.ZIX':'159905.ZOF',
              }
          context.ind=[i for i in context.etf_dic.keys()]
          context.etf=[i for i in context.etf_dic.values()]
          context.counter = 0
      
      # 回测引擎:每日数据处理函数,每天执行一次
      def m9_handle_data_bigquant_run(context, data):
          context.counter += 1
          if context.counter%15 !=0:
              return
          date0 = data.current_dt
          print('目前日期为:{}'.format(date0))
          date = date0.strftime('%Y-%m-%d')
          try:
              context.today=context.prediction.loc[date,]
              curr_price=[]
              for sec in context.today.instrument:
                  curr = data.current(context.symbol(sec), ['close']).close
                  curr_price.append(curr)
              context.today['curr_price']=curr_price
              context.today['ratio_ma']=context.today['curr_price']/context.today['ma13']
              context.today.sort_values(by=['ratio_ma'],ascending=False,inplace=True)
              context.today=context.today.reset_index(drop=True)
              context.today=context.today.fillna(-100)
              print(context.today)
      
              context.daily_stock_buy=[]
              context.daily_stock_sell=[]
              stock_hold_now =[e.symbol for e in context.portfolio.positions] 
              print('当前持仓:',stock_hold_now)
      
              context.risk=context.today.iloc[2,1]
              if context.risk>0:
                  for instrument in stock_hold_now:
                      context.order_target(context.symbol(instrument), 0)
                      print('正在清仓',instrument)
                  return
      
              for i  in range(context.stock_count):
                  if context.today.loc[i,'ratio_ma']<1:
                      break
                  else:
                      context.daily_stock_buy.append(context.today.loc[i,'instrument'])
              context.daily_stock_sell=list(set(context.etf)-set(context.daily_stock_buy))
              print('买入信号:',context.daily_stock_buy)
              print('卖出信号:',context.daily_stock_sell)
      
              stock_to_sell = [ i for i in stock_hold_now if i in context.daily_stock_sell]
              stock_to_buy = [ i for i in context.daily_stock_buy if i not in stock_hold_now]
              print('即将买入:',stock_to_buy)
              print('即将卖出:',stock_to_sell)
              if len(stock_to_sell)>0:
                  for instrument in stock_to_sell:
                      #cur_position = context.portfolio.positions[context.symbol(instrument)].amount# 持仓
                      #if cur_position > 0 :
                      context.order_target(context.symbol(instrument), 0)
                      print('正在卖出',instrument)
              if len(stock_to_buy)>0:
                  weight =1/len(context.daily_stock_buy)
                  for instrument in set(context.daily_stock_buy)-set(stock_to_buy):
                      context.order_target_value(context.symbol(instrument), weight*context.portfolio.portfolio_value)
                      print('正在调仓',instrument)
                  for instrument in stock_to_buy:
                      context.order_target_value(context.symbol(instrument), weight*context.portfolio.portfolio_value) # 买入
                      print('正在买入',instrument)
          except:
              return
      	    
      # 回测引擎:准备数据,只执行一次
      def m9_prepare_bigquant_run(context):
          pass
      
      # 回测引擎:每个单位时间开始前调用一次,即每日开盘前调用一次。
      def m9_before_trading_start_bigquant_run(context, data):
          pass
      
      
      m2 = M.input_features.v1(
          features="""
      # #号开始的表示注释,注释需单独一行
      # 多个特征,每行一个,可以包含基础特征和衍生特征,特征须为本平台特征
      
      ma13=mean(close, 13)
      
      open
      low
      high
      volume
      """
      )
      
      m3 = M.instruments.v2(
          start_date='2019-01-01',
          end_date='2019-02-01',
          market='CN_FUND',
          instrument_list="""510300.HOF
      510050.HOF
      510500.HOF
      159915.ZOF
      159905.ZOF
      159949.ZOF
      510880.HOF
      
      """,
          max_count=0
      )
      
      m1 = M.use_datasource.v1(
          instruments=m3.data,
          features=m2.data,
          datasource_id='bar1d_CN_FUND',
          start_date='',
          end_date=''
      )
      
      m12 = M.derived_feature_extractor.v3(
          input_data=m1.data,
          features=m2.data,
          date_col='date',
          instrument_col='instrument',
          drop_na=False,
          remove_extra_columns=False,
          user_functions={}
      )
      
      m13 = M.select_columns.v3(
          input_ds=m12.data,
          columns='date,instrument,ma13,close',
          reverse_select=False,
          m_cached=False
      )
      
      m4 = M.input_features.v1(
          features="""
      # #号开始的表示注释,注释需单独一行
      # 多个特征,每行一个,可以包含基础特征和衍生特征,特征须为本平台特征
      ma10=mean(close,10)
      risk=where(close<ma10, 1, 0)"""
      )
      
      m8 = M.instruments.v2(
          start_date='2019-01-01',
          end_date='2019-02-01',
          market='CN_STOCK_A',
          instrument_list="""000300.HIX
      000016.HIX
      000905.HIX
      000015.HIX
      399673.ZIX
      399006.ZIX
      399324.ZIX""",
          max_count=0
      )
      
      m6 = M.use_datasource.v1(
          instruments=m8.data,
          features=m4.data,
          datasource_id='bar1d_index_CN_STOCK_A',
          start_date='',
          end_date=''
      )
      
      m5 = M.derived_feature_extractor.v3(
          input_data=m6.data,
          features=m4.data,
          date_col='date',
          instrument_col='instrument',
          drop_na=True,
          remove_extra_columns=True,
          user_functions={}
      )
      
      m7 = M.select_columns.v3(
          input_ds=m5.data,
          columns='date,instrument,risk',
          reverse_select=False,
          m_cached=False
      )
      
      m11 = M.cached.v3(
          input_1=m7.data,
          run=m11_run_bigquant_run,
          post_run=m11_post_run_bigquant_run,
          input_ports='',
          params='{}',
          output_ports=''
      )
      
      m10 = M.join.v3(
          data1=m13.data,
          data2=m11.data_1,
          on='date,instrument',
          how='left',
          sort=False
      )
      
      m14 = M.dropnan.v1(
          input_data=m10.data
      )
      
      m9 = M.trade.v4(
          instruments=m3.data,
          options_data=m14.data,
          start_date='',
          end_date='',
          initialize=m9_initialize_bigquant_run,
          handle_data=m9_handle_data_bigquant_run,
          prepare=m9_prepare_bigquant_run,
          before_trading_start=m9_before_trading_start_bigquant_run,
          order_price_field_buy='open',
          order_price_field_sell='close',
          capital_base=100000,
          auto_cancel_non_tradable_orders=True,
          data_frequency='minute',
          price_type='真实价格',
          product_type='股票',
          plot_charts=True,
          backtest_only=False,
          benchmark='000300.SHA'
      )
      
      列: ['date', 'instrument', 'ma13', 'close']
      /data: 161
      
      列: ['date', 'instrument', 'risk']
      /data: 98
      
      目前日期为:2019-01-02 09:44:00+00:00
      目前日期为:2019-01-02 09:59:00+00:00
      目前日期为:2019-01-02 10:14:00+00:00
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      目前日期为:2019-01-16 13:04:00+00:00
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      目前日期为:2019-01-16 14:04:00+00:00
      目前日期为:2019-01-16 14:19:00+00:00
      目前日期为:2019-01-16 14:34:00+00:00
      目前日期为:2019-01-16 14:49:00+00:00
      目前日期为:2019-01-17 09:33:00+00:00
      目前日期为:2019-01-17 09:48:00+00:00
      目前日期为:2019-01-17 10:03:00+00:00
      目前日期为:2019-01-17 10:18:00+00:00
      目前日期为:2019-01-17 10:33:00+00:00
      目前日期为:2019-01-17 10:48:00+00:00
      目前日期为:2019-01-17 11:03:00+00:00
      目前日期为:2019-01-17 11:18:00+00:00
      目前日期为:2019-01-17 13:03:00+00:00
      目前日期为:2019-01-17 13:18:00+00:00
      目前日期为:2019-01-17 13:33:00+00:00
      目前日期为:2019-01-17 13:48:00+00:00
      目前日期为:2019-01-17 14:03:00+00:00
      目前日期为:2019-01-17 14:18:00+00:00
      目前日期为:2019-01-17 14:33:00+00:00
      目前日期为:2019-01-17 14:48:00+00:00
      目前日期为:2019-01-18 09:32:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.328000  1.378       1.362  1.025602
      1  510050.HOF   0.0  2.328923  2.409       2.376  1.020214
      2  510500.HOF   0.0  4.573692  4.659       4.620  1.010125
      3  510300.HOF   0.0  3.114231  3.166       3.126  1.003779
      4  159915.ZOF   0.0  1.202077  1.216       1.204  1.001600
      5  159949.ZOF   0.0  0.437538  0.444       0.438  1.001055
      6  510880.HOF   0.0  2.577692  2.560       2.533  0.982662
      当前持仓: []
      买入信号: ['159905.ZOF', '510050.HOF', '510500.HOF']
      卖出信号: ['510880.HOF', '510300.HOF', '159915.ZOF', '159949.ZOF']
      即将买入: ['159905.ZOF', '510050.HOF', '510500.HOF']
      即将卖出: []
      正在买入 159905.ZOF
      正在买入 510050.HOF
      正在买入 510500.HOF
      目前日期为:2019-01-18 09:47:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.328000  1.378       1.368  1.030121
      1  510050.HOF   0.0  2.328923  2.409       2.391  1.026655
      2  510500.HOF   0.0  4.573692  4.659       4.637  1.013842
      3  510300.HOF   0.0  3.114231  3.166       3.145  1.009880
      4  159949.ZOF   0.0  0.437538  0.444       0.439  1.003340
      5  159915.ZOF   0.0  1.202077  1.216       1.206  1.003264
      6  510880.HOF   0.0  2.577692  2.560       2.543  0.986541
      当前持仓: ['159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510500.HOF']
      卖出信号: ['510880.HOF', '510300.HOF', '159915.ZOF', '159949.ZOF']
      即将买入: []
      即将卖出: []
      目前日期为:2019-01-18 10:02:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.328000  1.378       1.372  1.033133
      1  510050.HOF   0.0  2.328923  2.409       2.396  1.028802
      2  510500.HOF   0.0  4.573692  4.659       4.648  1.016247
      3  510300.HOF   0.0  3.114231  3.166       3.153  1.012449
      4  159949.ZOF   0.0  0.437538  0.444       0.441  1.007911
      5  159915.ZOF   0.0  1.202077  1.216       1.209  1.005759
      6  510880.HOF   0.0  2.577692  2.560       2.545  0.987317
      当前持仓: ['159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510500.HOF']
      卖出信号: ['510880.HOF', '510300.HOF', '159915.ZOF', '159949.ZOF']
      即将买入: []
      即将卖出: []
      目前日期为:2019-01-18 10:17:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.328000  1.378       1.369  1.030873
      1  510050.HOF   0.0  2.328923  2.409       2.388  1.025367
      2  510500.HOF   0.0  4.573692  4.659       4.618  1.009688
      3  510300.HOF   0.0  3.114231  3.166       3.137  1.007311
      4  159949.ZOF   0.0  0.437538  0.444       0.440  1.005626
      5  159915.ZOF   0.0  1.202077  1.216       1.203  1.000768
      6  510880.HOF   0.0  2.577692  2.560       2.542  0.986153
      当前持仓: ['159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510500.HOF']
      卖出信号: ['510880.HOF', '510300.HOF', '159915.ZOF', '159949.ZOF']
      即将买入: []
      即将卖出: []
      目前日期为:2019-01-18 10:32:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.328000  1.378       1.373  1.033886
      1  510050.HOF   0.0  2.328923  2.409       2.388  1.025367
      2  510500.HOF   0.0  4.573692  4.659       4.609  1.007720
      3  510300.HOF   0.0  3.114231  3.166       3.137  1.007311
      4  159949.ZOF   0.0  0.437538  0.444       0.438  1.001055
      5  159915.ZOF   0.0  1.202077  1.216       1.203  1.000768
      6  510880.HOF   0.0  2.577692  2.560       2.542  0.986153
      当前持仓: ['159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510500.HOF']
      卖出信号: ['510880.HOF', '510300.HOF', '159915.ZOF', '159949.ZOF']
      即将买入: []
      即将卖出: []
      目前日期为:2019-01-18 10:47:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.328000  1.378       1.363  1.026355
      1  510050.HOF   0.0  2.328923  2.409       2.384  1.023649
      2  510500.HOF   0.0  4.573692  4.659       4.603  1.006408
      3  510300.HOF   0.0  3.114231  3.166       3.131  1.005385
      4  159949.ZOF   0.0  0.437538  0.444       0.437  0.998769
      5  159915.ZOF   0.0  1.202077  1.216       1.200  0.998272
      6  510880.HOF   0.0  2.577692  2.560       2.540  0.985377
      当前持仓: ['159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510500.HOF']
      卖出信号: ['510880.HOF', '510300.HOF', '159915.ZOF', '159949.ZOF']
      即将买入: []
      即将卖出: []
      目前日期为:2019-01-18 11:02:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.328000  1.378       1.368  1.030121
      1  510050.HOF   0.0  2.328923  2.409       2.390  1.026225
      2  510300.HOF   0.0  3.114231  3.166       3.139  1.007954
      3  510500.HOF   0.0  4.573692  4.659       4.610  1.007938
      4  159949.ZOF   0.0  0.437538  0.444       0.439  1.003340
      5  159915.ZOF   0.0  1.202077  1.216       1.202  0.999936
      6  510880.HOF   0.0  2.577692  2.560       2.541  0.985765
      当前持仓: ['159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: ['510300.HOF']
      即将卖出: ['510500.HOF']
      正在卖出 510500.HOF
      正在调仓 159905.ZOF
      正在调仓 510050.HOF
      正在买入 510300.HOF
      目前日期为:2019-01-18 11:17:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.328000  1.378       1.370  1.031627
      1  510050.HOF   0.0  2.328923  2.409       2.395  1.028372
      2  510300.HOF   0.0  3.114231  3.166       3.146  1.010201
      3  510500.HOF   0.0  4.573692  4.659       4.620  1.010125
      4  159949.ZOF   0.0  0.437538  0.444       0.439  1.003340
      5  159915.ZOF   0.0  1.202077  1.216       1.203  1.000768
      6  510880.HOF   0.0  2.577692  2.560       2.545  0.987317
      当前持仓: ['510300.HOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['510500.HOF']
      正在卖出 510500.HOF
      目前日期为:2019-01-18 13:02:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.328000  1.378       1.367  1.029367
      1  510050.HOF   0.0  2.328923  2.409       2.393  1.027514
      2  510500.HOF   0.0  4.573692  4.659       4.627  1.011655
      3  510300.HOF   0.0  3.114231  3.166       3.148  1.010844
      4  159949.ZOF   0.0  0.437538  0.444       0.439  1.003340
      5  159915.ZOF   0.0  1.202077  1.216       1.203  1.000768
      6  510880.HOF   0.0  2.577692  2.560       2.548  0.988481
      当前持仓: ['510300.HOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510500.HOF']
      卖出信号: ['510880.HOF', '510300.HOF', '159915.ZOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['510300.HOF']
      正在卖出 510300.HOF
      目前日期为:2019-01-18 13:17:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.328000  1.378       1.369  1.030873
      1  510050.HOF   0.0  2.328923  2.409       2.397  1.029231
      2  510500.HOF   0.0  4.573692  4.659       4.637  1.013842
      3  510300.HOF   0.0  3.114231  3.166       3.149  1.011165
      4  159949.ZOF   0.0  0.437538  0.444       0.440  1.005626
      5  159915.ZOF   0.0  1.202077  1.216       1.207  1.004095
      6  510880.HOF   0.0  2.577692  2.560       2.549  0.988869
      当前持仓: ['510300.HOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510500.HOF']
      卖出信号: ['510880.HOF', '510300.HOF', '159915.ZOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['510300.HOF']
      正在卖出 510300.HOF
      目前日期为:2019-01-18 13:32:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.328000  1.378       1.368  1.030121
      1  510050.HOF   0.0  2.328923  2.409       2.394  1.027943
      2  510500.HOF   0.0  4.573692  4.659       4.628  1.011874
      3  510300.HOF   0.0  3.114231  3.166       3.145  1.009880
      4  159949.ZOF   0.0  0.437538  0.444       0.440  1.005626
      5  159915.ZOF   0.0  1.202077  1.216       1.206  1.003264
      6  510880.HOF   0.0  2.577692  2.560       2.549  0.988869
      当前持仓: ['510300.HOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510500.HOF']
      卖出信号: ['510880.HOF', '510300.HOF', '159915.ZOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['510300.HOF']
      正在卖出 510300.HOF
      目前日期为:2019-01-18 13:47:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.328000  1.378       1.370  1.031627
      1  510050.HOF   0.0  2.328923  2.409       2.399  1.030090
      2  510500.HOF   0.0  4.573692  4.659       4.635  1.013404
      3  510300.HOF   0.0  3.114231  3.166       3.152  1.012128
      4  159949.ZOF   0.0  0.437538  0.444       0.441  1.007911
      5  159915.ZOF   0.0  1.202077  1.216       1.208  1.004927
      6  510880.HOF   0.0  2.577692  2.560       2.552  0.990033
      当前持仓: ['510300.HOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510500.HOF']
      卖出信号: ['510880.HOF', '510300.HOF', '159915.ZOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['510300.HOF']
      正在卖出 510300.HOF
      目前日期为:2019-01-18 14:02:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.328000  1.378       1.372  1.033133
      1  510050.HOF   0.0  2.328923  2.409       2.404  1.032237
      2  510500.HOF   0.0  4.573692  4.659       4.650  1.016684
      3  510300.HOF   0.0  3.114231  3.166       3.159  1.014376
      4  159949.ZOF   0.0  0.437538  0.444       0.442  1.010197
      5  159915.ZOF   0.0  1.202077  1.216       1.211  1.007423
      6  510880.HOF   0.0  2.577692  2.560       2.555  0.991197
      当前持仓: ['510300.HOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510500.HOF']
      卖出信号: ['510880.HOF', '510300.HOF', '159915.ZOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['510300.HOF']
      正在卖出 510300.HOF
      目前日期为:2019-01-18 14:17:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.328000  1.378       1.374  1.034639
      1  510050.HOF   0.0  2.328923  2.409       2.406  1.033095
      2  510500.HOF   0.0  4.573692  4.659       4.655  1.017777
      3  510300.HOF   0.0  3.114231  3.166       3.162  1.015339
      4  159949.ZOF   0.0  0.437538  0.444       0.443  1.012482
      5  159915.ZOF   0.0  1.202077  1.216       1.212  1.008255
      6  510880.HOF   0.0  2.577692  2.560       2.556  0.991585
      当前持仓: ['510300.HOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510500.HOF']
      卖出信号: ['510880.HOF', '510300.HOF', '159915.ZOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['510300.HOF']
      正在卖出 510300.HOF
      目前日期为:2019-01-18 14:32:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.328000  1.378       1.373  1.033886
      1  510050.HOF   0.0  2.328923  2.409       2.407  1.033525
      2  510500.HOF   0.0  4.573692  4.659       4.656  1.017996
      3  510300.HOF   0.0  3.114231  3.166       3.167  1.016945
      4  159949.ZOF   0.0  0.437538  0.444       0.443  1.012482
      5  159915.ZOF   0.0  1.202077  1.216       1.214  1.009919
      6  510880.HOF   0.0  2.577692  2.560       2.556  0.991585
      当前持仓: ['510300.HOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510500.HOF']
      卖出信号: ['510880.HOF', '510300.HOF', '159915.ZOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['510300.HOF']
      正在卖出 510300.HOF
      目前日期为:2019-01-18 14:47:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.328000  1.378       1.377  1.036898
      1  510050.HOF   0.0  2.328923  2.409       2.411  1.035242
      2  510500.HOF   0.0  4.573692  4.659       4.663  1.019526
      3  510300.HOF   0.0  3.114231  3.166       3.173  1.018871
      4  159949.ZOF   0.0  0.437538  0.444       0.444  1.014768
      5  159915.ZOF   0.0  1.202077  1.216       1.216  1.011582
      6  510880.HOF   0.0  2.577692  2.560       2.561  0.993524
      当前持仓: ['510300.HOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510500.HOF']
      卖出信号: ['510880.HOF', '510300.HOF', '159915.ZOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['510300.HOF']
      正在卖出 510300.HOF
      目前日期为:2019-01-21 09:31:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.337077  1.384       1.380  1.032102
      1  510050.HOF   0.0  2.341923  2.424       2.409  1.028642
      2  510500.HOF   0.0  4.594231  4.676       4.671  1.016710
      3  510300.HOF   0.0  3.127000  3.183       3.170  1.013751
      4  159949.ZOF   0.0  0.439000  0.448       0.445  1.013667
      5  159915.ZOF   0.0  1.205462  1.222       1.218  1.010401
      6  510880.HOF   0.0  2.580154  2.571       2.563  0.993352
      当前持仓: ['510300.HOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510500.HOF']
      卖出信号: ['510880.HOF', '510300.HOF', '159915.ZOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['510300.HOF']
      正在卖出 510300.HOF
      目前日期为:2019-01-21 09:46:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.337077  1.384       1.390  1.039581
      1  510050.HOF   0.0  2.341923  2.424       2.430  1.037609
      2  510300.HOF   0.0  3.127000  3.183       3.183  1.017909
      3  510500.HOF   0.0  4.594231  4.676       4.669  1.016275
      4  159949.ZOF   0.0  0.439000  0.448       0.444  1.011390
      5  159915.ZOF   0.0  1.205462  1.222       1.218  1.010401
      6  510880.HOF   0.0  2.580154  2.571       2.575  0.998003
      当前持仓: ['510300.HOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['510500.HOF']
      正在卖出 510500.HOF
      目前日期为:2019-01-21 10:01:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.337077  1.384       1.393  1.041825
      1  510050.HOF   0.0  2.341923  2.424       2.426  1.035901
      2  510300.HOF   0.0  3.127000  3.183       3.185  1.018548
      3  510500.HOF   0.0  4.594231  4.676       4.677  1.018016
      4  159949.ZOF   0.0  0.439000  0.448       0.446  1.015945
      5  159915.ZOF   0.0  1.205462  1.222       1.220  1.012061
      6  510880.HOF   0.0  2.580154  2.571       2.575  0.998003
      当前持仓: ['510300.HOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['510500.HOF']
      正在卖出 510500.HOF
      目前日期为:2019-01-21 10:16:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.337077  1.384       1.395  1.043321
      1  510050.HOF   0.0  2.341923  2.424       2.430  1.037609
      2  159949.ZOF   0.0  0.439000  0.448       0.448  1.020501
      3  510300.HOF   0.0  3.127000  3.183       3.188  1.019508
      4  510500.HOF   0.0  4.594231  4.676       4.683  1.019322
      5  159915.ZOF   0.0  1.205462  1.222       1.224  1.015379
      6  510880.HOF   0.0  2.580154  2.571       2.574  0.997615
      当前持仓: ['510300.HOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '159949.ZOF']
      卖出信号: ['510880.HOF', '510300.HOF', '510500.HOF', '159915.ZOF']
      即将买入: ['159949.ZOF']
      即将卖出: ['510300.HOF', '510500.HOF']
      正在卖出 510300.HOF
      正在卖出 510500.HOF
      正在调仓 159905.ZOF
      正在调仓 510050.HOF
      正在买入 159949.ZOF
      目前日期为:2019-01-21 10:31:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.337077  1.384       1.386  1.036590
      1  510050.HOF   0.0  2.341923  2.424       2.425  1.035474
      2  159949.ZOF   0.0  0.439000  0.448       0.449  1.022779
      3  510500.HOF   0.0  4.594231  4.676       4.692  1.021281
      4  510300.HOF   0.0  3.127000  3.183       3.185  1.018548
      5  159915.ZOF   0.0  1.205462  1.222       1.225  1.016208
      6  510880.HOF   0.0  2.580154  2.571       2.569  0.995677
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '159949.ZOF']
      卖出信号: ['510880.HOF', '510300.HOF', '510500.HOF', '159915.ZOF']
      即将买入: []
      即将卖出: ['510300.HOF', '510500.HOF']
      正在卖出 510300.HOF
      正在卖出 510500.HOF
      目前日期为:2019-01-21 10:46:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  510050.HOF   0.0  2.341923  2.424       2.428  1.036755
      1  159905.ZOF   0.0  1.337077  1.384       1.384  1.035094
      2  510500.HOF   0.0  4.594231  4.676       4.693  1.021498
      3  159949.ZOF   0.0  0.439000  0.448       0.448  1.020501
      4  510300.HOF   0.0  3.127000  3.183       3.188  1.019508
      5  159915.ZOF   0.0  1.205462  1.222       1.224  1.015379
      6  510880.HOF   0.0  2.580154  2.571       2.571  0.996452
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['510050.HOF', '159905.ZOF', '510500.HOF']
      卖出信号: ['510880.HOF', '510300.HOF', '159915.ZOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['510300.HOF', '159949.ZOF']
      正在卖出 510300.HOF
      正在卖出 159949.ZOF
      目前日期为:2019-01-21 11:01:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.337077  1.384       1.390  1.039581
      1  510050.HOF   0.0  2.341923  2.424       2.431  1.038036
      2  159949.ZOF   0.0  0.439000  0.448       0.450  1.025057
      3  510500.HOF   0.0  4.594231  4.676       4.701  1.023240
      4  510300.HOF   0.0  3.127000  3.183       3.194  1.021426
      5  159915.ZOF   0.0  1.205462  1.222       1.228  1.018697
      6  510880.HOF   0.0  2.580154  2.571       2.573  0.997227
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '159949.ZOF']
      卖出信号: ['510880.HOF', '510300.HOF', '510500.HOF', '159915.ZOF']
      即将买入: []
      即将卖出: ['510300.HOF', '510500.HOF']
      正在卖出 510300.HOF
      正在卖出 510500.HOF
      目前日期为:2019-01-21 11:16:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  510050.HOF   0.0  2.341923  2.424       2.432  1.038463
      1  159905.ZOF   0.0  1.337077  1.384       1.386  1.036590
      2  159949.ZOF   0.0  0.439000  0.448       0.450  1.025057
      3  510500.HOF   0.0  4.594231  4.676       4.704  1.023893
      4  510300.HOF   0.0  3.127000  3.183       3.193  1.021107
      5  159915.ZOF   0.0  1.205462  1.222       1.230  1.020356
      6  510880.HOF   0.0  2.580154  2.571       2.573  0.997227
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['510050.HOF', '159905.ZOF', '159949.ZOF']
      卖出信号: ['510880.HOF', '510300.HOF', '510500.HOF', '159915.ZOF']
      即将买入: []
      即将卖出: ['510300.HOF', '510500.HOF']
      正在卖出 510300.HOF
      正在卖出 510500.HOF
      目前日期为:2019-01-21 13:01:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.337077  1.384       1.387  1.037337
      1  510050.HOF   0.0  2.341923  2.424       2.427  1.036328
      2  159949.ZOF   0.0  0.439000  0.448       0.449  1.022779
      3  510500.HOF   0.0  4.594231  4.676       4.698  1.022587
      4  510300.HOF   0.0  3.127000  3.183       3.189  1.019827
      5  159915.ZOF   0.0  1.205462  1.222       1.228  1.018697
      6  510880.HOF   0.0  2.580154  2.571       2.575  0.998003
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '159949.ZOF']
      卖出信号: ['510880.HOF', '510300.HOF', '510500.HOF', '159915.ZOF']
      即将买入: []
      即将卖出: ['510300.HOF', '510500.HOF']
      正在卖出 510300.HOF
      正在卖出 510500.HOF
      目前日期为:2019-01-21 13:16:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.337077  1.384       1.385  1.035842
      1  510050.HOF   0.0  2.341923  2.424       2.425  1.035474
      2  510500.HOF   0.0  4.594231  4.676       4.693  1.021498
      3  159949.ZOF   0.0  0.439000  0.448       0.448  1.020501
      4  510300.HOF   0.0  3.127000  3.183       3.184  1.018228
      5  159915.ZOF   0.0  1.205462  1.222       1.225  1.016208
      6  510880.HOF   0.0  2.580154  2.571       2.572  0.996840
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510500.HOF']
      卖出信号: ['510880.HOF', '510300.HOF', '159915.ZOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['510300.HOF', '159949.ZOF']
      正在卖出 510300.HOF
      正在卖出 159949.ZOF
      目前日期为:2019-01-21 13:31:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.337077  1.384       1.383  1.034346
      1  510050.HOF   0.0  2.341923  2.424       2.422  1.034193
      2  510500.HOF   0.0  4.594231  4.676       4.681  1.018887
      3  159949.ZOF   0.0  0.439000  0.448       0.447  1.018223
      4  510300.HOF   0.0  3.127000  3.183       3.180  1.016949
      5  159915.ZOF   0.0  1.205462  1.222       1.223  1.014549
      6  510880.HOF   0.0  2.580154  2.571       2.570  0.996065
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510500.HOF']
      卖出信号: ['510880.HOF', '510300.HOF', '159915.ZOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['510300.HOF', '159949.ZOF']
      正在卖出 510300.HOF
      正在卖出 159949.ZOF
      目前日期为:2019-01-21 13:46:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  510050.HOF   0.0  2.341923  2.424       2.420  1.033339
      1  159905.ZOF   0.0  1.337077  1.384       1.380  1.032102
      2  159949.ZOF   0.0  0.439000  0.448       0.447  1.018223
      3  510500.HOF   0.0  4.594231  4.676       4.677  1.018016
      4  510300.HOF   0.0  3.127000  3.183       3.179  1.016629
      5  159915.ZOF   0.0  1.205462  1.222       1.220  1.012061
      6  510880.HOF   0.0  2.580154  2.571       2.570  0.996065
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['510050.HOF', '159905.ZOF', '159949.ZOF']
      卖出信号: ['510880.HOF', '510300.HOF', '510500.HOF', '159915.ZOF']
      即将买入: []
      即将卖出: ['510300.HOF', '510500.HOF']
      正在卖出 510300.HOF
      正在卖出 510500.HOF
      目前日期为:2019-01-21 14:01:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.337077  1.384       1.382  1.033598
      1  510050.HOF   0.0  2.341923  2.424       2.419  1.032912
      2  510500.HOF   0.0  4.594231  4.676       4.669  1.016275
      3  510300.HOF   0.0  3.127000  3.183       3.177  1.015990
      4  159949.ZOF   0.0  0.439000  0.448       0.446  1.015945
      5  159915.ZOF   0.0  1.205462  1.222       1.219  1.011231
      6  510880.HOF   0.0  2.580154  2.571       2.570  0.996065
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510500.HOF']
      卖出信号: ['510880.HOF', '510300.HOF', '159915.ZOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['510300.HOF', '159949.ZOF']
      正在卖出 510300.HOF
      正在卖出 159949.ZOF
      目前日期为:2019-01-21 14:16:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  510050.HOF   0.0  2.341923  2.424       2.422  1.034193
      1  159905.ZOF   0.0  1.337077  1.384       1.381  1.032850
      2  510300.HOF   0.0  3.127000  3.183       3.178  1.016310
      3  510500.HOF   0.0  4.594231  4.676       4.668  1.016057
      4  159949.ZOF   0.0  0.439000  0.448       0.446  1.015945
      5  159915.ZOF   0.0  1.205462  1.222       1.221  1.012890
      6  510880.HOF   0.0  2.580154  2.571       2.572  0.996840
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['510050.HOF', '159905.ZOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-21 14:31:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  510050.HOF   0.0  2.341923  2.424       2.423  1.034620
      1  159905.ZOF   0.0  1.337077  1.384       1.381  1.032850
      2  159949.ZOF   0.0  0.439000  0.448       0.447  1.018223
      3  510300.HOF   0.0  3.127000  3.183       3.180  1.016949
      4  510500.HOF   0.0  4.594231  4.676       4.668  1.016057
      5  159915.ZOF   0.0  1.205462  1.222       1.222  1.013720
      6  510880.HOF   0.0  2.580154  2.571       2.571  0.996452
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['510050.HOF', '159905.ZOF', '159949.ZOF']
      卖出信号: ['510880.HOF', '510300.HOF', '510500.HOF', '159915.ZOF']
      即将买入: []
      即将卖出: ['510300.HOF', '510500.HOF']
      正在卖出 510300.HOF
      正在卖出 510500.HOF
      目前日期为:2019-01-21 14:46:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  510050.HOF   0.0  2.341923  2.424       2.425  1.035474
      1  159905.ZOF   0.0  1.337077  1.384       1.380  1.032102
      2  159949.ZOF   0.0  0.439000  0.448       0.447  1.018223
      3  510300.HOF   0.0  3.127000  3.183       3.181  1.017269
      4  510500.HOF   0.0  4.594231  4.676       4.671  1.016710
      5  159915.ZOF   0.0  1.205462  1.222       1.222  1.013720
      6  510880.HOF   0.0  2.580154  2.571       2.570  0.996065
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['510050.HOF', '159905.ZOF', '159949.ZOF']
      卖出信号: ['510880.HOF', '510300.HOF', '510500.HOF', '159915.ZOF']
      即将买入: []
      即将卖出: ['510300.HOF', '510500.HOF']
      正在卖出 510300.HOF
      正在卖出 510500.HOF
      目前日期为:2019-01-22 09:30:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  510050.HOF   0.0  2.352308  2.396      -100.0    -100.0
      1  159949.ZOF   1.0  0.440077  0.439      -100.0    -100.0
      2  510500.HOF   1.0  4.610385  4.608      -100.0    -100.0
      3  510880.HOF   0.0  2.581231  2.546      -100.0    -100.0
      4  159905.ZOF   0.0  1.344538  1.363      -100.0    -100.0
      5  510300.HOF   0.0  3.136692  3.143      -100.0    -100.0
      6  159915.ZOF   1.0  1.208308  1.201      -100.0    -100.0
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      正在清仓 510300.HOF
      正在清仓 159949.ZOF
      正在清仓 159905.ZOF
      正在清仓 510500.HOF
      正在清仓 510050.HOF
      目前日期为:2019-01-22 09:45:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  510050.HOF   0.0  2.352308  2.396       2.412  1.025376
      1  159905.ZOF   0.0  1.344538  1.363       1.377  1.024143
      2  159949.ZOF   1.0  0.440077  0.439       0.445  1.011187
      3  510500.HOF   1.0  4.610385  4.608       4.657  1.010111
      4  510300.HOF   0.0  3.136692  3.143       3.168  1.009981
      5  159915.ZOF   1.0  1.208308  1.201       1.216  1.006366
      6  510880.HOF   0.0  2.581231  2.546       2.569  0.995262
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      正在清仓 510300.HOF
      正在清仓 159949.ZOF
      正在清仓 159905.ZOF
      正在清仓 510500.HOF
      正在清仓 510050.HOF
      目前日期为:2019-01-22 10:00:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  510050.HOF   0.0  2.352308  2.396       2.414  1.026226
      1  159905.ZOF   0.0  1.344538  1.363       1.373  1.021168
      2  159949.ZOF   1.0  0.440077  0.439       0.445  1.011187
      3  510500.HOF   1.0  4.610385  4.608       4.660  1.010762
      4  510300.HOF   0.0  3.136692  3.143       3.168  1.009981
      5  159915.ZOF   1.0  1.208308  1.201       1.215  1.005539
      6  510880.HOF   0.0  2.581231  2.546       2.565  0.993712
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      正在清仓 510300.HOF
      正在清仓 159949.ZOF
      正在清仓 159905.ZOF
      正在清仓 510500.HOF
      正在清仓 510050.HOF
      目前日期为:2019-01-22 10:15:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  510050.HOF   0.0  2.352308  2.396       2.413  1.025801
      1  159905.ZOF   0.0  1.344538  1.363       1.376  1.023400
      2  510300.HOF   0.0  3.136692  3.143       3.167  1.009662
      3  510500.HOF   1.0  4.610385  4.608       4.654  1.009460
      4  159949.ZOF   1.0  0.440077  0.439       0.444  1.008915
      5  159915.ZOF   1.0  1.208308  1.201       1.213  1.003883
      6  510880.HOF   0.0  2.581231  2.546       2.565  0.993712
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['510050.HOF', '159905.ZOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-22 10:30:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  510050.HOF   0.0  2.352308  2.396       2.413  1.025801
      1  159905.ZOF   0.0  1.344538  1.363       1.374  1.021912
      2  510300.HOF   0.0  3.136692  3.143       3.168  1.009981
      3  510500.HOF   1.0  4.610385  4.608       4.652  1.009026
      4  159949.ZOF   1.0  0.440077  0.439       0.444  1.008915
      5  159915.ZOF   1.0  1.208308  1.201       1.213  1.003883
      6  510880.HOF   0.0  2.581231  2.546       2.564  0.993325
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['510050.HOF', '159905.ZOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-22 10:45:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  510050.HOF   0.0  2.352308  2.396       2.409  1.024101
      1  159905.ZOF   0.0  1.344538  1.363       1.373  1.021168
      2  510300.HOF   0.0  3.136692  3.143       3.163  1.008387
      3  159949.ZOF   1.0  0.440077  0.439       0.443  1.006642
      4  510500.HOF   1.0  4.610385  4.608       4.640  1.006424
      5  159915.ZOF   1.0  1.208308  1.201       1.211  1.002228
      6  510880.HOF   0.0  2.581231  2.546       2.559  0.991388
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['510050.HOF', '159905.ZOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-22 11:00:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  510050.HOF   0.0  2.352308  2.396       2.408  1.023676
      1  159905.ZOF   0.0  1.344538  1.363       1.372  1.020424
      2  510300.HOF   0.0  3.136692  3.143       3.163  1.008387
      3  510500.HOF   1.0  4.610385  4.608       4.642  1.006857
      4  159949.ZOF   1.0  0.440077  0.439       0.443  1.006642
      5  159915.ZOF   1.0  1.208308  1.201       1.210  1.001401
      6  510880.HOF   0.0  2.581231  2.546       2.557  0.990613
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['510050.HOF', '159905.ZOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-22 11:15:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  510050.HOF   0.0  2.352308  2.396       2.409  1.024101
      1  159905.ZOF   0.0  1.344538  1.363       1.372  1.020424
      2  510300.HOF   0.0  3.136692  3.143       3.161  1.007749
      3  159949.ZOF   1.0  0.440077  0.439       0.443  1.006642
      4  510500.HOF   1.0  4.610385  4.608       4.641  1.006640
      5  159915.ZOF   1.0  1.208308  1.201       1.210  1.001401
      6  510880.HOF   0.0  2.581231  2.546       2.558  0.991000
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['510050.HOF', '159905.ZOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-22 11:30:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  510050.HOF   0.0  2.352308  2.396       2.407  1.023251
      1  159905.ZOF   0.0  1.344538  1.363       1.372  1.020424
      2  510300.HOF   0.0  3.136692  3.143       3.159  1.007112
      3  510500.HOF   1.0  4.610385  4.608       4.631  1.004472
      4  159949.ZOF   1.0  0.440077  0.439       0.442  1.004370
      5  159915.ZOF   1.0  1.208308  1.201       1.207  0.998918
      6  510880.HOF   0.0  2.581231  2.546       2.556  0.990225
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['510050.HOF', '159905.ZOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-22 13:15:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  510050.HOF   0.0  2.352308  2.396       2.399  1.019850
      1  159905.ZOF   0.0  1.344538  1.363       1.368  1.017450
      2  510300.HOF   0.0  3.136692  3.143       3.152  1.004880
      3  510500.HOF   1.0  4.610385  4.608       4.623  1.002736
      4  159949.ZOF   1.0  0.440077  0.439       0.441  1.002098
      5  159915.ZOF   1.0  1.208308  1.201       1.205  0.997263
      6  510880.HOF   0.0  2.581231  2.546       2.552  0.988676
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['510050.HOF', '159905.ZOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-22 13:30:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  510050.HOF   0.0  2.352308  2.396       2.397  1.018999
      1  159905.ZOF   0.0  1.344538  1.363       1.366  1.015962
      2  510300.HOF   0.0  3.136692  3.143       3.148  1.003605
      3  510500.HOF   1.0  4.610385  4.608       4.621  1.002302
      4  159949.ZOF   1.0  0.440077  0.439       0.441  1.002098
      5  159915.ZOF   1.0  1.208308  1.201       1.204  0.996435
      6  510880.HOF   0.0  2.581231  2.546       2.550  0.987901
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['510050.HOF', '159905.ZOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-22 13:45:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  510050.HOF   0.0  2.352308  2.396       2.393  1.017299
      1  159905.ZOF   0.0  1.344538  1.363       1.363  1.013731
      2  510300.HOF   0.0  3.136692  3.143       3.141  1.001373
      3  510500.HOF   1.0  4.610385  4.608       4.607  0.999266
      4  159949.ZOF   1.0  0.440077  0.439       0.439  0.997553
      5  159915.ZOF   1.0  1.208308  1.201       1.201  0.993952
      6  510880.HOF   0.0  2.581231  2.546       2.548  0.987126
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['510050.HOF', '159905.ZOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-22 14:00:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  510050.HOF   0.0  2.352308  2.396       2.396  1.018574
      1  159905.ZOF   0.0  1.344538  1.363       1.363  1.013731
      2  510300.HOF   0.0  3.136692  3.143       3.142  1.001692
      3  510500.HOF   1.0  4.610385  4.608       4.611  1.000133
      4  159949.ZOF   1.0  0.440077  0.439       0.440  0.999825
      5  159915.ZOF   1.0  1.208308  1.201       1.203  0.995607
      6  510880.HOF   0.0  2.581231  2.546       2.549  0.987513
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['510050.HOF', '159905.ZOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-22 14:15:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  510050.HOF   0.0  2.352308  2.396       2.392  1.016874
      1  159905.ZOF   0.0  1.344538  1.363       1.362  1.012987
      2  510300.HOF   0.0  3.136692  3.143       3.136  0.999779
      3  159949.ZOF   1.0  0.440077  0.439       0.439  0.997553
      4  510500.HOF   1.0  4.610385  4.608       4.596  0.996880
      5  159915.ZOF   1.0  1.208308  1.201       1.199  0.992297
      6  510880.HOF   0.0  2.581231  2.546       2.543  0.985189
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['510050.HOF', '159905.ZOF']
      卖出信号: ['510880.HOF', '510300.HOF', '510500.HOF', '159915.ZOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['510300.HOF', '159949.ZOF', '510500.HOF']
      正在卖出 510300.HOF
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-22 14:30:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  510050.HOF   0.0  2.352308  2.396       2.393  1.017299
      1  159905.ZOF   0.0  1.344538  1.363       1.362  1.012987
      2  510300.HOF   0.0  3.136692  3.143       3.140  1.001055
      3  510500.HOF   1.0  4.610385  4.608       4.591  0.995795
      4  159949.ZOF   1.0  0.440077  0.439       0.438  0.995281
      5  159915.ZOF   1.0  1.208308  1.201       1.197  0.990642
      6  510880.HOF   0.0  2.581231  2.546       2.541  0.984414
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['510050.HOF', '159905.ZOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-22 14:45:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  510050.HOF   0.0  2.352308  2.396       2.394  1.017724
      1  159905.ZOF   0.0  1.344538  1.363       1.364  1.014474
      2  510300.HOF   0.0  3.136692  3.143       3.141  1.001373
      3  159949.ZOF   1.0  0.440077  0.439       0.439  0.997553
      4  510500.HOF   1.0  4.610385  4.608       4.599  0.997531
      5  159915.ZOF   1.0  1.208308  1.201       1.200  0.993125
      6  510880.HOF   0.0  2.581231  2.546       2.545  0.985964
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['510050.HOF', '159905.ZOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-22 15:00:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  510050.HOF   0.0  2.352308  2.396       2.396  1.018574
      1  159905.ZOF   0.0  1.344538  1.363       1.363  1.013731
      2  510300.HOF   0.0  3.136692  3.143       3.143  1.002011
      3  510500.HOF   1.0  4.610385  4.608       4.608  0.999483
      4  159949.ZOF   1.0  0.440077  0.439       0.439  0.997553
      5  159915.ZOF   1.0  1.208308  1.201       1.201  0.993952
      6  510880.HOF   0.0  2.581231  2.546       2.546  0.986351
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['510050.HOF', '159905.ZOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-23 09:44:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  510050.HOF   0.0  2.358615  2.392       2.400  1.017546
      1  159905.ZOF   0.0  1.349769  1.367       1.369  1.014247
      2  510300.HOF   0.0  3.139846  3.135       3.150  1.003234
      3  510500.HOF   1.0  4.617692  4.613       4.607  0.997684
      4  159949.ZOF   1.0  0.440154  0.437       0.439  0.997379
      5  159915.ZOF   1.0  1.208462  1.197       1.200  0.992998
      6  510880.HOF   0.0  2.579923  2.549       2.548  0.987626
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['510050.HOF', '159905.ZOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-23 09:59:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  510050.HOF   0.0  2.358615  2.392       2.399  1.017122
      1  159905.ZOF   0.0  1.349769  1.367       1.368  1.013507
      2  510300.HOF   0.0  3.139846  3.135       3.148  1.002597
      3  510500.HOF   1.0  4.617692  4.613       4.604  0.997035
      4  159949.ZOF   1.0  0.440154  0.437       0.438  0.995107
      5  159915.ZOF   1.0  1.208462  1.197       1.199  0.992171
      6  510880.HOF   0.0  2.579923  2.549       2.549  0.988014
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['510050.HOF', '159905.ZOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-23 10:14:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  510050.HOF   0.0  2.358615  2.392       2.396  1.015850
      1  159905.ZOF   0.0  1.349769  1.367       1.364  1.010543
      2  510300.HOF   0.0  3.139846  3.135       3.143  1.001004
      3  510500.HOF   1.0  4.617692  4.613       4.604  0.997035
      4  159949.ZOF   1.0  0.440154  0.437       0.438  0.995107
      5  159915.ZOF   1.0  1.208462  1.197       1.197  0.990516
      6  510880.HOF   0.0  2.579923  2.549       2.545  0.986464
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['510050.HOF', '159905.ZOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-23 10:29:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  510050.HOF   0.0  2.358615  2.392       2.404  1.019242
      1  159905.ZOF   0.0  1.349769  1.367       1.372  1.016470
      2  510300.HOF   0.0  3.139846  3.135       3.155  1.004826
      3  510500.HOF   1.0  4.617692  4.613       4.619  1.000283
      4  159949.ZOF   1.0  0.440154  0.437       0.440  0.999650
      5  159915.ZOF   1.0  1.208462  1.197       1.200  0.992998
      6  510880.HOF   0.0  2.579923  2.549       2.553  0.989564
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['510050.HOF', '159905.ZOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-23 10:44:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  510050.HOF   0.0  2.358615  2.392       2.403  1.018818
      1  159905.ZOF   0.0  1.349769  1.367       1.372  1.016470
      2  510300.HOF   0.0  3.139846  3.135       3.154  1.004508
      3  510500.HOF   1.0  4.617692  4.613       4.618  1.000067
      4  159949.ZOF   1.0  0.440154  0.437       0.439  0.997379
      5  159915.ZOF   1.0  1.208462  1.197       1.199  0.992171
      6  510880.HOF   0.0  2.579923  2.549       2.551  0.988789
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['510050.HOF', '159905.ZOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-23 10:59:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  510050.HOF   0.0  2.358615  2.392       2.397  1.016274
      1  159905.ZOF   0.0  1.349769  1.367       1.367  1.012766
      2  510300.HOF   0.0  3.139846  3.135       3.144  1.001323
      3  510500.HOF   1.0  4.617692  4.613       4.611  0.998551
      4  159949.ZOF   1.0  0.440154  0.437       0.438  0.995107
      5  159915.ZOF   1.0  1.208462  1.197       1.196  0.989688
      6  510880.HOF   0.0  2.579923  2.549       2.553  0.989564
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['510050.HOF', '159905.ZOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-23 11:14:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  510050.HOF   0.0  2.358615  2.392       2.400  1.017546
      1  159905.ZOF   0.0  1.349769  1.367       1.367  1.012766
      2  510300.HOF   0.0  3.139846  3.135       3.149  1.002915
      3  510500.HOF   1.0  4.617692  4.613       4.612  0.998767
      4  159949.ZOF   1.0  0.440154  0.437       0.439  0.997379
      5  159915.ZOF   1.0  1.208462  1.197       1.197  0.990516
      6  510880.HOF   0.0  2.579923  2.549       2.553  0.989564
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['510050.HOF', '159905.ZOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-23 11:29:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  510050.HOF   0.0  2.358615  2.392       2.398  1.016698
      1  159905.ZOF   0.0  1.349769  1.367       1.365  1.011284
      2  510300.HOF   0.0  3.139846  3.135       3.143  1.001004
      3  510500.HOF   1.0  4.617692  4.613       4.606  0.997468
      4  159949.ZOF   1.0  0.440154  0.437       0.439  0.997379
      5  510880.HOF   0.0  2.579923  2.549       2.554  0.989952
      6  159915.ZOF   1.0  1.208462  1.197       1.196  0.989688
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['510050.HOF', '159905.ZOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-23 13:14:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  510050.HOF   0.0  2.358615  2.392       2.394  1.015002
      1  159905.ZOF   0.0  1.349769  1.367       1.364  1.010543
      2  510300.HOF   0.0  3.139846  3.135       3.138  0.999412
      3  510500.HOF   1.0  4.617692  4.613       4.602  0.996602
      4  159949.ZOF   1.0  0.440154  0.437       0.438  0.995107
      5  159915.ZOF   1.0  1.208462  1.197       1.196  0.989688
      6  510880.HOF   0.0  2.579923  2.549       2.549  0.988014
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['510050.HOF', '159905.ZOF']
      卖出信号: ['510880.HOF', '510300.HOF', '510500.HOF', '159915.ZOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['510300.HOF', '159949.ZOF', '510500.HOF']
      正在卖出 510300.HOF
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-23 13:29:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  510050.HOF   0.0  2.358615  2.392       2.393  1.014578
      1  159905.ZOF   0.0  1.349769  1.367       1.365  1.011284
      2  510300.HOF   0.0  3.139846  3.135       3.135  0.998457
      3  510500.HOF   1.0  4.617692  4.613       4.601  0.996385
      4  159949.ZOF   1.0  0.440154  0.437       0.437  0.992835
      5  159915.ZOF   1.0  1.208462  1.197       1.197  0.990516
      6  510880.HOF   0.0  2.579923  2.549       2.548  0.987626
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['510050.HOF', '159905.ZOF']
      卖出信号: ['510880.HOF', '510300.HOF', '510500.HOF', '159915.ZOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['510300.HOF', '159949.ZOF', '510500.HOF']
      正在卖出 510300.HOF
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-23 13:44:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  510050.HOF   0.0  2.358615  2.392       2.387  1.012034
      1  159905.ZOF   0.0  1.349769  1.367       1.366  1.012025
      2  510300.HOF   0.0  3.139846  3.135       3.131  0.997183
      3  510500.HOF   1.0  4.617692  4.613       4.590  0.994003
      4  159949.ZOF   1.0  0.440154  0.437       0.436  0.990563
      5  159915.ZOF   1.0  1.208462  1.197       1.195  0.988861
      6  510880.HOF   0.0  2.579923  2.549       2.543  0.985688
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['510050.HOF', '159905.ZOF']
      卖出信号: ['510880.HOF', '510300.HOF', '510500.HOF', '159915.ZOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['510300.HOF', '159949.ZOF', '510500.HOF']
      正在卖出 510300.HOF
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-23 13:59:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  510050.HOF   0.0  2.358615  2.392       2.389  1.012882
      1  159905.ZOF   0.0  1.349769  1.367       1.366  1.012025
      2  510300.HOF   0.0  3.139846  3.135       3.134  0.998138
      3  510500.HOF   1.0  4.617692  4.613       4.603  0.996818
      4  159949.ZOF   1.0  0.440154  0.437       0.437  0.992835
      5  159915.ZOF   1.0  1.208462  1.197       1.198  0.991343
      6  510880.HOF   0.0  2.579923  2.549       2.546  0.986851
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['510050.HOF', '159905.ZOF']
      卖出信号: ['510880.HOF', '510300.HOF', '510500.HOF', '159915.ZOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['510300.HOF', '159949.ZOF', '510500.HOF']
      正在卖出 510300.HOF
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-23 14:14:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  510050.HOF   0.0  2.358615  2.392       2.390  1.013306
      1  159905.ZOF   0.0  1.349769  1.367       1.366  1.012025
      2  510300.HOF   0.0  3.139846  3.135       3.135  0.998457
      3  510500.HOF   1.0  4.617692  4.613       4.607  0.997684
      4  159949.ZOF   1.0  0.440154  0.437       0.437  0.992835
      5  159915.ZOF   1.0  1.208462  1.197       1.199  0.992171
      6  510880.HOF   0.0  2.579923  2.549       2.548  0.987626
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['510050.HOF', '159905.ZOF']
      卖出信号: ['510880.HOF', '510300.HOF', '510500.HOF', '159915.ZOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['510300.HOF', '159949.ZOF', '510500.HOF']
      正在卖出 510300.HOF
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-23 14:29:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  510050.HOF   0.0  2.358615  2.392       2.392  1.014154
      1  159905.ZOF   0.0  1.349769  1.367       1.364  1.010543
      2  510300.HOF   0.0  3.139846  3.135       3.140  1.000049
      3  510500.HOF   1.0  4.617692  4.613       4.613  0.998984
      4  159949.ZOF   1.0  0.440154  0.437       0.439  0.997379
      5  159915.ZOF   1.0  1.208462  1.197       1.199  0.992171
      6  510880.HOF   0.0  2.579923  2.549       2.549  0.988014
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['510050.HOF', '159905.ZOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-23 14:44:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  510050.HOF   0.0  2.358615  2.392       2.390  1.013306
      1  159905.ZOF   0.0  1.349769  1.367       1.366  1.012025
      2  510300.HOF   0.0  3.139846  3.135       3.135  0.998457
      3  510500.HOF   1.0  4.617692  4.613       4.607  0.997684
      4  159949.ZOF   1.0  0.440154  0.437       0.438  0.995107
      5  159915.ZOF   1.0  1.208462  1.197       1.197  0.990516
      6  510880.HOF   0.0  2.579923  2.549       2.549  0.988014
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['510050.HOF', '159905.ZOF']
      卖出信号: ['510880.HOF', '510300.HOF', '510500.HOF', '159915.ZOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['510300.HOF', '159949.ZOF', '510500.HOF']
      正在卖出 510300.HOF
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-23 14:59:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  510050.HOF   0.0  2.358615  2.392       2.391  1.013730
      1  159905.ZOF   0.0  1.349769  1.367       1.367  1.012766
      2  510300.HOF   0.0  3.139846  3.135       3.136  0.998775
      3  510500.HOF   1.0  4.617692  4.613       4.612  0.998767
      4  159949.ZOF   1.0  0.440154  0.437       0.438  0.995107
      5  159915.ZOF   1.0  1.208462  1.197       1.199  0.992171
      6  510880.HOF   0.0  2.579923  2.549       2.550  0.988402
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['510050.HOF', '159905.ZOF']
      卖出信号: ['510880.HOF', '510300.HOF', '510500.HOF', '159915.ZOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['510300.HOF', '159949.ZOF', '510500.HOF']
      正在卖出 510300.HOF
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-24 09:43:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  510050.HOF   0.0  2.366000  2.403       2.390  1.010144
      1  159905.ZOF   0.0  1.354923  1.377       1.368  1.009651
      2  510300.HOF   0.0  3.143846  3.159       3.135  0.997186
      3  510500.HOF   0.0  4.621462  4.645       4.602  0.995789
      4  159949.ZOF   0.0  0.440308  0.444       0.437  0.992488
      5  159915.ZOF   0.0  1.208231  1.211       1.198  0.991532
      6  510880.HOF   0.0  2.577385  2.558       2.547  0.988211
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['510050.HOF', '159905.ZOF']
      卖出信号: ['510880.HOF', '510300.HOF', '510500.HOF', '159915.ZOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['510300.HOF', '159949.ZOF', '510500.HOF']
      正在卖出 510300.HOF
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-24 09:58:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  510050.HOF   0.0  2.366000  2.403       2.383  1.007185
      1  159905.ZOF   0.0  1.354923  1.377       1.364  1.006699
      2  159949.ZOF   0.0  0.440308  0.444       0.438  0.994759
      3  510500.HOF   0.0  4.621462  4.645       4.596  0.994491
      4  510300.HOF   0.0  3.143846  3.159       3.126  0.994323
      5  159915.ZOF   0.0  1.208231  1.211       1.199  0.992360
      6  510880.HOF   0.0  2.577385  2.558       2.542  0.986271
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['510050.HOF', '159905.ZOF']
      卖出信号: ['510880.HOF', '510300.HOF', '510500.HOF', '159915.ZOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['510300.HOF', '159949.ZOF', '510500.HOF']
      正在卖出 510300.HOF
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-24 10:13:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.354923  1.377       1.366  1.008175
      1  510050.HOF   0.0  2.366000  2.403       2.381  1.006340
      2  510500.HOF   0.0  4.621462  4.645       4.600  0.995356
      3  159949.ZOF   0.0  0.440308  0.444       0.438  0.994759
      4  159915.ZOF   0.0  1.208231  1.211       1.201  0.994015
      5  510300.HOF   0.0  3.143846  3.159       3.125  0.994005
      6  510880.HOF   0.0  2.577385  2.558       2.540  0.985495
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF']
      卖出信号: ['510880.HOF', '510300.HOF', '510500.HOF', '159915.ZOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['510300.HOF', '159949.ZOF', '510500.HOF']
      正在卖出 510300.HOF
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-24 10:28:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.354923  1.377       1.369  1.010389
      1  510050.HOF   0.0  2.366000  2.403       2.383  1.007185
      2  510500.HOF   0.0  4.621462  4.645       4.610  0.997520
      3  159949.ZOF   0.0  0.440308  0.444       0.439  0.997030
      4  159915.ZOF   0.0  1.208231  1.211       1.204  0.996498
      5  510300.HOF   0.0  3.143846  3.159       3.128  0.994960
      6  510880.HOF   0.0  2.577385  2.558       2.541  0.985883
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF']
      卖出信号: ['510880.HOF', '510300.HOF', '510500.HOF', '159915.ZOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['510300.HOF', '159949.ZOF', '510500.HOF']
      正在卖出 510300.HOF
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-24 10:43:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.354923  1.377       1.372  1.012604
      1  510050.HOF   0.0  2.366000  2.403       2.390  1.010144
      2  159949.ZOF   0.0  0.440308  0.444       0.442  1.003843
      3  510500.HOF   0.0  4.621462  4.645       4.638  1.003579
      4  159915.ZOF   0.0  1.208231  1.211       1.209  1.000637
      5  510300.HOF   0.0  3.143846  3.159       3.143  0.999731
      6  510880.HOF   0.0  2.577385  2.558       2.546  0.987823
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '159949.ZOF']
      卖出信号: ['510880.HOF', '510300.HOF', '510500.HOF', '159915.ZOF']
      即将买入: []
      即将卖出: ['510300.HOF', '510500.HOF']
      正在卖出 510300.HOF
      正在卖出 510500.HOF
      目前日期为:2019-01-24 10:58:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.354923  1.377       1.374  1.014080
      1  510050.HOF   0.0  2.366000  2.403       2.392  1.010989
      2  159949.ZOF   0.0  0.440308  0.444       0.444  1.008386
      3  510500.HOF   0.0  4.621462  4.645       4.647  1.005526
      4  159915.ZOF   0.0  1.208231  1.211       1.213  1.003947
      5  510300.HOF   0.0  3.143846  3.159       3.143  0.999731
      6  510880.HOF   0.0  2.577385  2.558       2.550  0.989375
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '159949.ZOF']
      卖出信号: ['510880.HOF', '510300.HOF', '510500.HOF', '159915.ZOF']
      即将买入: []
      即将卖出: ['510300.HOF', '510500.HOF']
      正在卖出 510300.HOF
      正在卖出 510500.HOF
      目前日期为:2019-01-24 11:13:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.354923  1.377       1.380  1.018508
      1  510050.HOF   0.0  2.366000  2.403       2.403  1.015638
      2  159949.ZOF   0.0  0.440308  0.444       0.446  1.012928
      3  510500.HOF   0.0  4.621462  4.645       4.667  1.009854
      4  159915.ZOF   0.0  1.208231  1.211       1.218  1.008086
      5  510300.HOF   0.0  3.143846  3.159       3.164  1.006411
      6  510880.HOF   0.0  2.577385  2.558       2.558  0.992479
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '159949.ZOF']
      卖出信号: ['510880.HOF', '510300.HOF', '510500.HOF', '159915.ZOF']
      即将买入: []
      即将卖出: ['510300.HOF', '510500.HOF']
      正在卖出 510300.HOF
      正在卖出 510500.HOF
      目前日期为:2019-01-24 11:28:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.354923  1.377       1.382  1.019984
      1  510050.HOF   0.0  2.366000  2.403       2.404  1.016061
      2  159949.ZOF   0.0  0.440308  0.444       0.445  1.010657
      3  510500.HOF   0.0  4.621462  4.645       4.669  1.010286
      4  159915.ZOF   0.0  1.208231  1.211       1.218  1.008086
      5  510300.HOF   0.0  3.143846  3.159       3.162  1.005774
      6  510880.HOF   0.0  2.577385  2.558       2.558  0.992479
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '159949.ZOF']
      卖出信号: ['510880.HOF', '510300.HOF', '510500.HOF', '159915.ZOF']
      即将买入: []
      即将卖出: ['510300.HOF', '510500.HOF']
      正在卖出 510300.HOF
      正在卖出 510500.HOF
      目前日期为:2019-01-24 13:13:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.354923  1.377       1.380  1.018508
      1  510050.HOF   0.0  2.366000  2.403       2.400  1.014370
      2  159949.ZOF   0.0  0.440308  0.444       0.445  1.010657
      3  510500.HOF   0.0  4.621462  4.645       4.658  1.007906
      4  159915.ZOF   0.0  1.208231  1.211       1.214  1.004775
      5  510300.HOF   0.0  3.143846  3.159       3.156  1.003866
      6  510880.HOF   0.0  2.577385  2.558       2.558  0.992479
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '159949.ZOF']
      卖出信号: ['510880.HOF', '510300.HOF', '510500.HOF', '159915.ZOF']
      即将买入: []
      即将卖出: ['510300.HOF', '510500.HOF']
      正在卖出 510300.HOF
      正在卖出 510500.HOF
      目前日期为:2019-01-24 13:28:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.354923  1.377       1.376  1.015556
      1  510050.HOF   0.0  2.366000  2.403       2.402  1.015216
      2  159949.ZOF   0.0  0.440308  0.444       0.444  1.008386
      3  510500.HOF   0.0  4.621462  4.645       4.660  1.008339
      4  159915.ZOF   0.0  1.208231  1.211       1.217  1.007258
      5  510300.HOF   0.0  3.143846  3.159       3.163  1.006093
      6  510880.HOF   0.0  2.577385  2.558       2.558  0.992479
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '159949.ZOF']
      卖出信号: ['510880.HOF', '510300.HOF', '510500.HOF', '159915.ZOF']
      即将买入: []
      即将卖出: ['510300.HOF', '510500.HOF']
      正在卖出 510300.HOF
      正在卖出 510500.HOF
      目前日期为:2019-01-24 13:43:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.354923  1.377       1.380  1.018508
      1  510050.HOF   0.0  2.366000  2.403       2.397  1.013102
      2  159949.ZOF   0.0  0.440308  0.444       0.443  1.006115
      3  510500.HOF   0.0  4.621462  4.645       4.647  1.005526
      4  159915.ZOF   0.0  1.208231  1.211       1.213  1.003947
      5  510300.HOF   0.0  3.143846  3.159       3.154  1.003230
      6  510880.HOF   0.0  2.577385  2.558       2.554  0.990927
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '159949.ZOF']
      卖出信号: ['510880.HOF', '510300.HOF', '510500.HOF', '159915.ZOF']
      即将买入: []
      即将卖出: ['510300.HOF', '510500.HOF']
      正在卖出 510300.HOF
      正在卖出 510500.HOF
      目前日期为:2019-01-24 13:58:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  510050.HOF   0.0  2.366000  2.403       2.403  1.015638
      1  159905.ZOF   0.0  1.354923  1.377       1.375  1.014818
      2  159949.ZOF   0.0  0.440308  0.444       0.444  1.008386
      3  510500.HOF   0.0  4.621462  4.645       4.657  1.007690
      4  159915.ZOF   0.0  1.208231  1.211       1.215  1.005603
      5  510300.HOF   0.0  3.143846  3.159       3.160  1.005138
      6  510880.HOF   0.0  2.577385  2.558       2.554  0.990927
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['510050.HOF', '159905.ZOF', '159949.ZOF']
      卖出信号: ['510880.HOF', '510300.HOF', '510500.HOF', '159915.ZOF']
      即将买入: []
      即将卖出: ['510300.HOF', '510500.HOF']
      正在卖出 510300.HOF
      正在卖出 510500.HOF
      目前日期为:2019-01-24 14:13:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.354923  1.377       1.378  1.017032
      1  510050.HOF   0.0  2.366000  2.403       2.403  1.015638
      2  159949.ZOF   0.0  0.440308  0.444       0.444  1.008386
      3  510500.HOF   0.0  4.621462  4.645       4.656  1.007474
      4  159915.ZOF   0.0  1.208231  1.211       1.217  1.007258
      5  510300.HOF   0.0  3.143846  3.159       3.161  1.005456
      6  510880.HOF   0.0  2.577385  2.558       2.559  0.992867
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '159949.ZOF']
      卖出信号: ['510880.HOF', '510300.HOF', '510500.HOF', '159915.ZOF']
      即将买入: []
      即将卖出: ['510300.HOF', '510500.HOF']
      正在卖出 510300.HOF
      正在卖出 510500.HOF
      目前日期为:2019-01-24 14:28:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.354923  1.377       1.377  1.016294
      1  510050.HOF   0.0  2.366000  2.403       2.402  1.015216
      2  159949.ZOF   0.0  0.440308  0.444       0.444  1.008386
      3  510500.HOF   0.0  4.621462  4.645       4.648  1.005742
      4  159915.ZOF   0.0  1.208231  1.211       1.215  1.005603
      5  510300.HOF   0.0  3.143846  3.159       3.158  1.004502
      6  510880.HOF   0.0  2.577385  2.558       2.556  0.991703
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '159949.ZOF']
      卖出信号: ['510880.HOF', '510300.HOF', '510500.HOF', '159915.ZOF']
      即将买入: []
      即将卖出: ['510300.HOF', '510500.HOF']
      正在卖出 510300.HOF
      正在卖出 510500.HOF
      目前日期为:2019-01-24 14:43:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.354923  1.377       1.377  1.016294
      1  510050.HOF   0.0  2.366000  2.403       2.404  1.016061
      2  159949.ZOF   0.0  0.440308  0.444       0.444  1.008386
      3  159915.ZOF   0.0  1.208231  1.211       1.215  1.005603
      4  510500.HOF   0.0  4.621462  4.645       4.646  1.005310
      5  510300.HOF   0.0  3.143846  3.159       3.158  1.004502
      6  510880.HOF   0.0  2.577385  2.558       2.557  0.992091
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '159949.ZOF']
      卖出信号: ['510880.HOF', '510300.HOF', '510500.HOF', '159915.ZOF']
      即将买入: []
      即将卖出: ['510300.HOF', '510500.HOF']
      正在卖出 510300.HOF
      正在卖出 510500.HOF
      目前日期为:2019-01-24 14:58:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.354923  1.377       1.378  1.017032
      1  510050.HOF   0.0  2.366000  2.403       2.403  1.015638
      2  159949.ZOF   0.0  0.440308  0.444       0.444  1.008386
      3  510500.HOF   0.0  4.621462  4.645       4.643  1.004661
      4  510300.HOF   0.0  3.143846  3.159       3.157  1.004184
      5  159915.ZOF   0.0  1.208231  1.211       1.212  1.003120
      6  510880.HOF   0.0  2.577385  2.558       2.558  0.992479
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '159949.ZOF']
      卖出信号: ['510880.HOF', '510300.HOF', '510500.HOF', '159915.ZOF']
      即将买入: []
      即将卖出: ['510300.HOF', '510500.HOF']
      正在卖出 510300.HOF
      正在卖出 510500.HOF
      目前日期为:2019-01-25 09:42:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  510050.HOF   0.0  2.376231  2.433       2.422  1.019261
      1  159905.ZOF   0.0  1.361154  1.389       1.377  1.011642
      2  510300.HOF   0.0  3.149692  3.183       3.171  1.006765
      3  159949.ZOF   0.0  0.440615  0.445       0.443  1.005412
      4  510500.HOF   1.0  4.624231  4.622       4.635  1.002329
      5  159915.ZOF   0.0  1.208462  1.214       1.211  1.002101
      6  510880.HOF   0.0  2.575077  2.566       2.562  0.994922
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['510050.HOF', '159905.ZOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-25 09:57:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  510050.HOF   0.0  2.376231  2.433       2.429  1.022207
      1  159905.ZOF   0.0  1.361154  1.389       1.387  1.018988
      2  510300.HOF   0.0  3.149692  3.183       3.182  1.010257
      3  159915.ZOF   0.0  1.208462  1.214       1.218  1.007893
      4  159949.ZOF   0.0  0.440615  0.445       0.444  1.007682
      5  510500.HOF   1.0  4.624231  4.622       4.649  1.005356
      6  510880.HOF   0.0  2.575077  2.566       2.569  0.997640
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['510050.HOF', '159905.ZOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-25 10:12:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  510050.HOF   0.0  2.376231  2.433       2.430  1.022628
      1  159905.ZOF   0.0  1.361154  1.389       1.385  1.017519
      2  510300.HOF   0.0  3.149692  3.183       3.181  1.009940
      3  159949.ZOF   0.0  0.440615  0.445       0.444  1.007682
      4  159915.ZOF   0.0  1.208462  1.214       1.214  1.004583
      5  510500.HOF   1.0  4.624231  4.622       4.640  1.003410
      6  510880.HOF   0.0  2.575077  2.566       2.565  0.996087
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['510050.HOF', '159905.ZOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-25 10:27:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  510050.HOF   0.0  2.376231  2.433       2.432  1.023470
      1  159905.ZOF   0.0  1.361154  1.389       1.388  1.019723
      2  510300.HOF   0.0  3.149692  3.183       3.184  1.010892
      3  159949.ZOF   0.0  0.440615  0.445       0.445  1.009951
      4  159915.ZOF   0.0  1.208462  1.214       1.215  1.005411
      5  510500.HOF   1.0  4.624231  4.622       4.643  1.004059
      6  510880.HOF   0.0  2.575077  2.566       2.566  0.996475
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['510050.HOF', '159905.ZOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-25 10:42:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  510050.HOF   0.0  2.376231  2.433       2.434  1.024311
      1  159905.ZOF   0.0  1.361154  1.389       1.392  1.022662
      2  510300.HOF   0.0  3.149692  3.183       3.188  1.012162
      3  159949.ZOF   0.0  0.440615  0.445       0.445  1.009951
      4  159915.ZOF   0.0  1.208462  1.214       1.218  1.007893
      5  510500.HOF   1.0  4.624231  4.622       4.658  1.007303
      6  510880.HOF   0.0  2.575077  2.566       2.567  0.996863
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['510050.HOF', '159905.ZOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-25 10:57:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.361154  1.389       1.394  1.024131
      1  510050.HOF   0.0  2.376231  2.433       2.431  1.023049
      2  159949.ZOF   0.0  0.440615  0.445       0.445  1.009951
      3  510300.HOF   0.0  3.149692  3.183       3.181  1.009940
      4  159915.ZOF   0.0  1.208462  1.214       1.217  1.007066
      5  510500.HOF   1.0  4.624231  4.622       4.651  1.005789
      6  510880.HOF   0.0  2.575077  2.566       2.566  0.996475
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '159949.ZOF']
      卖出信号: ['510880.HOF', '510300.HOF', '510500.HOF', '159915.ZOF']
      即将买入: []
      即将卖出: ['510300.HOF', '510500.HOF']
      正在卖出 510300.HOF
      正在卖出 510500.HOF
      目前日期为:2019-01-25 11:12:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.361154  1.389       1.393  1.023396
      1  510050.HOF   0.0  2.376231  2.433       2.429  1.022207
      2  159949.ZOF   0.0  0.440615  0.445       0.445  1.009951
      3  510300.HOF   0.0  3.149692  3.183       3.180  1.009622
      4  159915.ZOF   0.0  1.208462  1.214       1.216  1.006238
      5  510500.HOF   1.0  4.624231  4.622       4.642  1.003843
      6  510880.HOF   0.0  2.575077  2.566       2.565  0.996087
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '159949.ZOF']
      卖出信号: ['510880.HOF', '510300.HOF', '510500.HOF', '159915.ZOF']
      即将买入: []
      即将卖出: ['510300.HOF', '510500.HOF']
      正在卖出 510300.HOF
      正在卖出 510500.HOF
      目前日期为:2019-01-25 11:27:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  510050.HOF   0.0  2.376231  2.433       2.433  1.023890
      1  159905.ZOF   0.0  1.361154  1.389       1.393  1.023396
      2  510300.HOF   0.0  3.149692  3.183       3.186  1.011527
      3  159949.ZOF   0.0  0.440615  0.445       0.445  1.009951
      4  159915.ZOF   0.0  1.208462  1.214       1.217  1.007066
      5  510500.HOF   1.0  4.624231  4.622       4.650  1.005573
      6  510880.HOF   0.0  2.575077  2.566       2.567  0.996863
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['510050.HOF', '159905.ZOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-25 13:12:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  510050.HOF   0.0  2.376231  2.433       2.435  1.024732
      1  159905.ZOF   0.0  1.361154  1.389       1.394  1.024131
      2  510300.HOF   0.0  3.149692  3.183       3.189  1.012480
      3  159949.ZOF   0.0  0.440615  0.445       0.446  1.012221
      4  159915.ZOF   0.0  1.208462  1.214       1.219  1.008721
      5  510500.HOF   1.0  4.624231  4.622       4.658  1.007303
      6  510880.HOF   0.0  2.575077  2.566       2.568  0.997252
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['510050.HOF', '159905.ZOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-25 13:27:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.361154  1.389       1.399  1.027804
      1  510050.HOF   0.0  2.376231  2.433       2.441  1.027257
      2  159949.ZOF   0.0  0.440615  0.445       0.447  1.014490
      3  510300.HOF   0.0  3.149692  3.183       3.195  1.014385
      4  159915.ZOF   0.0  1.208462  1.214       1.222  1.011203
      5  510500.HOF   1.0  4.624231  4.622       4.668  1.009465
      6  510880.HOF   0.0  2.575077  2.566       2.574  0.999582
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '159949.ZOF']
      卖出信号: ['510880.HOF', '510300.HOF', '510500.HOF', '159915.ZOF']
      即将买入: []
      即将卖出: ['510300.HOF', '510500.HOF']
      正在卖出 510300.HOF
      正在卖出 510500.HOF
      目前日期为:2019-01-25 13:42:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  510050.HOF   0.0  2.376231  2.433       2.441  1.027257
      1  159905.ZOF   0.0  1.361154  1.389       1.397  1.026335
      2  159949.ZOF   0.0  0.440615  0.445       0.448  1.016760
      3  510300.HOF   0.0  3.149692  3.183       3.195  1.014385
      4  159915.ZOF   0.0  1.208462  1.214       1.220  1.009548
      5  510500.HOF   1.0  4.624231  4.622       4.662  1.008168
      6  510880.HOF   0.0  2.575077  2.566       2.573  0.999193
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['510050.HOF', '159905.ZOF', '159949.ZOF']
      卖出信号: ['510880.HOF', '510300.HOF', '510500.HOF', '159915.ZOF']
      即将买入: []
      即将卖出: ['510300.HOF', '510500.HOF']
      正在卖出 510300.HOF
      正在卖出 510500.HOF
      目前日期为:2019-01-25 13:57:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  510050.HOF   0.0  2.376231  2.433       2.442  1.027678
      1  159905.ZOF   0.0  1.361154  1.389       1.398  1.027070
      2  159949.ZOF   0.0  0.440615  0.445       0.448  1.016760
      3  510300.HOF   0.0  3.149692  3.183       3.199  1.015655
      4  159915.ZOF   0.0  1.208462  1.214       1.222  1.011203
      5  510500.HOF   1.0  4.624231  4.622       4.669  1.009681
      6  510880.HOF   0.0  2.575077  2.566       2.575  0.999970
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['510050.HOF', '159905.ZOF', '159949.ZOF']
      卖出信号: ['510880.HOF', '510300.HOF', '510500.HOF', '159915.ZOF']
      即将买入: []
      即将卖出: ['510300.HOF', '510500.HOF']
      正在卖出 510300.HOF
      正在卖出 510500.HOF
      目前日期为:2019-01-25 14:12:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  510050.HOF   0.0  2.376231  2.433       2.440  1.026836
      1  159905.ZOF   0.0  1.361154  1.389       1.396  1.025600
      2  510300.HOF   0.0  3.149692  3.183       3.197  1.015020
      3  159949.ZOF   0.0  0.440615  0.445       0.447  1.014490
      4  159915.ZOF   0.0  1.208462  1.214       1.219  1.008721
      5  510500.HOF   1.0  4.624231  4.622       4.658  1.007303
      6  510880.HOF   0.0  2.575077  2.566       2.572  0.998805
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['510050.HOF', '159905.ZOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-25 14:27:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  510050.HOF   0.0  2.376231  2.433       2.442  1.027678
      1  159905.ZOF   0.0  1.361154  1.389       1.396  1.025600
      2  510300.HOF   0.0  3.149692  3.183       3.198  1.015337
      3  159949.ZOF   0.0  0.440615  0.445       0.447  1.014490
      4  159915.ZOF   0.0  1.208462  1.214       1.221  1.010376
      5  510500.HOF   1.0  4.624231  4.622       4.660  1.007735
      6  510880.HOF   0.0  2.575077  2.566       2.573  0.999193
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['510050.HOF', '159905.ZOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-25 14:42:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  510050.HOF   0.0  2.376231  2.433       2.436  1.025153
      1  159905.ZOF   0.0  1.361154  1.389       1.393  1.023396
      2  510300.HOF   0.0  3.149692  3.183       3.188  1.012162
      3  159949.ZOF   0.0  0.440615  0.445       0.445  1.009951
      4  159915.ZOF   0.0  1.208462  1.214       1.215  1.005411
      5  510500.HOF   1.0  4.624231  4.622       4.639  1.003194
      6  510880.HOF   0.0  2.575077  2.566       2.567  0.996863
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['510050.HOF', '159905.ZOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-25 14:57:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  510050.HOF   0.0  2.376231  2.433       2.433  1.023890
      1  159905.ZOF   0.0  1.361154  1.389       1.390  1.021192
      2  510300.HOF   0.0  3.149692  3.183       3.183  1.010575
      3  159949.ZOF   0.0  0.440615  0.445       0.445  1.009951
      4  159915.ZOF   0.0  1.208462  1.214       1.214  1.004583
      5  510500.HOF   1.0  4.624231  4.622       4.626  1.000383
      6  510880.HOF   0.0  2.575077  2.566       2.566  0.996475
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['510050.HOF', '159905.ZOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-28 09:41:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.366308  1.398       1.414  1.034906
      1  510050.HOF   0.0  2.384308  2.430       2.459  1.031327
      2  510300.HOF   0.0  3.153461  3.179       3.213  1.018880
      3  159949.ZOF   0.0  0.440769  0.443       0.446  1.011867
      4  159915.ZOF   1.0  1.208308  1.208       1.217  1.007194
      5  510880.HOF   0.0  2.571923  2.567       2.583  1.004307
      6  510500.HOF   1.0  4.626000  4.606       4.642  1.003459
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-28 09:56:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.366308  1.398       1.418  1.037834
      1  510050.HOF   0.0  2.384308  2.430       2.459  1.031327
      2  510300.HOF   0.0  3.153461  3.179       3.220  1.021100
      3  159949.ZOF   0.0  0.440769  0.443       0.449  1.018674
      4  159915.ZOF   1.0  1.208308  1.208       1.223  1.012159
      5  510500.HOF   1.0  4.626000  4.606       4.666  1.008647
      6  510880.HOF   0.0  2.571923  2.567       2.587  1.005862
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-28 10:11:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.366308  1.398       1.419  1.038565
      1  510050.HOF   0.0  2.384308  2.430       2.463  1.033004
      2  510300.HOF   0.0  3.153461  3.179       3.227  1.023320
      3  159949.ZOF   0.0  0.440769  0.443       0.450  1.020942
      4  159915.ZOF   1.0  1.208308  1.208       1.225  1.013815
      5  510500.HOF   1.0  4.626000  4.606       4.683  1.012322
      6  510880.HOF   0.0  2.571923  2.567       2.595  1.008973
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-28 10:26:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.366308  1.398       1.418  1.037834
      1  510050.HOF   0.0  2.384308  2.430       2.457  1.030488
      2  510300.HOF   0.0  3.153461  3.179       3.221  1.021417
      3  159949.ZOF   0.0  0.440769  0.443       0.448  1.016405
      4  159915.ZOF   1.0  1.208308  1.208       1.222  1.011332
      5  510500.HOF   1.0  4.626000  4.606       4.665  1.008431
      6  510880.HOF   0.0  2.571923  2.567       2.588  1.006251
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-28 10:41:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.366308  1.398       1.415  1.035638
      1  510050.HOF   0.0  2.384308  2.430       2.452  1.028391
      2  510300.HOF   0.0  3.153461  3.179       3.215  1.019515
      3  159949.ZOF   0.0  0.440769  0.443       0.449  1.018674
      4  159915.ZOF   1.0  1.208308  1.208       1.222  1.011332
      5  510500.HOF   1.0  4.626000  4.606       4.655  1.006269
      6  510880.HOF   0.0  2.571923  2.567       2.586  1.005473
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-28 10:56:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.366308  1.398       1.415  1.035638
      1  510050.HOF   0.0  2.384308  2.430       2.454  1.029230
      2  510300.HOF   0.0  3.153461  3.179       3.216  1.019832
      3  159949.ZOF   0.0  0.440769  0.443       0.447  1.014136
      4  159915.ZOF   1.0  1.208308  1.208       1.221  1.010504
      5  510500.HOF   1.0  4.626000  4.606       4.659  1.007134
      6  510880.HOF   0.0  2.571923  2.567       2.584  1.004696
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-28 11:11:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.366308  1.398       1.412  1.033442
      1  510050.HOF   0.0  2.384308  2.430       2.450  1.027552
      2  510300.HOF   0.0  3.153461  3.179       3.210  1.017929
      3  159949.ZOF   0.0  0.440769  0.443       0.447  1.014136
      4  159915.ZOF   1.0  1.208308  1.208       1.217  1.007194
      5  510880.HOF   0.0  2.571923  2.567       2.582  1.003918
      6  510500.HOF   1.0  4.626000  4.606       4.640  1.003026
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-28 11:26:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.366308  1.398       1.410  1.031978
      1  510050.HOF   0.0  2.384308  2.430       2.443  1.024616
      2  510300.HOF   0.0  3.153461  3.179       3.200  1.014758
      3  159949.ZOF   0.0  0.440769  0.443       0.446  1.011867
      4  159915.ZOF   1.0  1.208308  1.208       1.216  1.006366
      5  510880.HOF   0.0  2.571923  2.567       2.580  1.003140
      6  510500.HOF   1.0  4.626000  4.606       4.638  1.002594
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-28 13:11:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.366308  1.398       1.406  1.029051
      1  510050.HOF   0.0  2.384308  2.430       2.441  1.023777
      2  510300.HOF   0.0  3.153461  3.179       3.197  1.013807
      3  159949.ZOF   0.0  0.440769  0.443       0.446  1.011867
      4  159915.ZOF   1.0  1.208308  1.208       1.216  1.006366
      5  510880.HOF   0.0  2.571923  2.567       2.576  1.001585
      6  510500.HOF   1.0  4.626000  4.606       4.631  1.001081
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-28 13:26:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.366308  1.398       1.405  1.028319
      1  510050.HOF   0.0  2.384308  2.430       2.436  1.021680
      2  510300.HOF   0.0  3.153461  3.179       3.192  1.012221
      3  159949.ZOF   0.0  0.440769  0.443       0.445  1.009599
      4  159915.ZOF   1.0  1.208308  1.208       1.214  1.004711
      5  510880.HOF   0.0  2.571923  2.567       2.576  1.001585
      6  510500.HOF   1.0  4.626000  4.606       4.631  1.001081
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-28 13:41:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.366308  1.398       1.402  1.026123
      1  510050.HOF   0.0  2.384308  2.430       2.434  1.020841
      2  510300.HOF   0.0  3.153461  3.179       3.190  1.011587
      3  159949.ZOF   0.0  0.440769  0.443       0.444  1.007330
      4  159915.ZOF   1.0  1.208308  1.208       1.212  1.003056
      5  510880.HOF   0.0  2.571923  2.567       2.571  0.999641
      6  510500.HOF   1.0  4.626000  4.606       4.622  0.999135
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-28 13:56:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.366308  1.398       1.399  1.023928
      1  510050.HOF   0.0  2.384308  2.430       2.426  1.017486
      2  510300.HOF   0.0  3.153461  3.179       3.180  1.008416
      3  159949.ZOF   0.0  0.440769  0.443       0.443  1.005061
      4  159915.ZOF   1.0  1.208308  1.208       1.208  0.999745
      5  510880.HOF   0.0  2.571923  2.567       2.566  0.997697
      6  510500.HOF   1.0  4.626000  4.606       4.609  0.996325
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-28 14:11:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.366308  1.398       1.399  1.023928
      1  510050.HOF   0.0  2.384308  2.430       2.431  1.019583
      2  510300.HOF   0.0  3.153461  3.179       3.183  1.009367
      3  159949.ZOF   0.0  0.440769  0.443       0.444  1.007330
      4  159915.ZOF   1.0  1.208308  1.208       1.209  1.000573
      5  510880.HOF   0.0  2.571923  2.567       2.568  0.998475
      6  510500.HOF   1.0  4.626000  4.606       4.615  0.997622
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-28 14:26:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.366308  1.398       1.399  1.023928
      1  510050.HOF   0.0  2.384308  2.430       2.430  1.019164
      2  510300.HOF   0.0  3.153461  3.179       3.182  1.009050
      3  159949.ZOF   0.0  0.440769  0.443       0.444  1.007330
      4  159915.ZOF   1.0  1.208308  1.208       1.207  0.998918
      5  510880.HOF   0.0  2.571923  2.567       2.568  0.998475
      6  510500.HOF   1.0  4.626000  4.606       4.610  0.996541
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-28 14:41:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.366308  1.398       1.398  1.023196
      1  510050.HOF   0.0  2.384308  2.430       2.430  1.019164
      2  510300.HOF   0.0  3.153461  3.179       3.183  1.009367
      3  159949.ZOF   0.0  0.440769  0.443       0.444  1.007330
      4  159915.ZOF   1.0  1.208308  1.208       1.208  0.999745
      5  510880.HOF   0.0  2.571923  2.567       2.569  0.998863
      6  510500.HOF   1.0  4.626000  4.606       4.608  0.996109
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-28 14:56:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.366308  1.398       1.397  1.022464
      1  510050.HOF   0.0  2.384308  2.430       2.431  1.019583
      2  510300.HOF   0.0  3.153461  3.179       3.181  1.008733
      3  159949.ZOF   0.0  0.440769  0.443       0.443  1.005061
      4  159915.ZOF   1.0  1.208308  1.208       1.208  0.999745
      5  510880.HOF   0.0  2.571923  2.567       2.567  0.998086
      6  510500.HOF   1.0  4.626000  4.606       4.610  0.996541
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-29 09:40:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.372385  1.414       1.399  1.019394
      1  510050.HOF   0.0  2.393538  2.448       2.430  1.015233
      2  510300.HOF   0.0  3.158077  3.193       3.178  1.006309
      3  159949.ZOF   1.0  0.440692  0.437       0.441  1.000698
      4  159915.ZOF   1.0  1.207154  1.192       1.205  0.998216
      5  510880.HOF   0.0  2.570231  2.578       2.562  0.996798
      6  510500.HOF   1.0  4.622462  4.545       4.588  0.992545
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-29 09:55:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.372385  1.414       1.400  1.020122
      1  510050.HOF   0.0  2.393538  2.448       2.437  1.018158
      2  510300.HOF   0.0  3.158077  3.193       3.185  1.008525
      3  159949.ZOF   1.0  0.440692  0.437       0.441  1.000698
      4  510880.HOF   0.0  2.570231  2.578       2.568  0.999132
      5  159915.ZOF   1.0  1.207154  1.192       1.202  0.995731
      6  510500.HOF   1.0  4.622462  4.545       4.580  0.990814
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-29 10:10:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.372385  1.414       1.393  1.015022
      1  510050.HOF   0.0  2.393538  2.448       2.423  1.012309
      2  510300.HOF   0.0  3.158077  3.193       3.162  1.001242
      3  510880.HOF   0.0  2.570231  2.578       2.548  0.991351
      4  159949.ZOF   1.0  0.440692  0.437       0.433  0.982545
      5  159915.ZOF   1.0  1.207154  1.192       1.185  0.981648
      6  510500.HOF   1.0  4.622462  4.545       4.513  0.976320
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-29 10:25:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.372385  1.414       1.388  1.011378
      1  510050.HOF   0.0  2.393538  2.448       2.420  1.011055
      2  510300.HOF   0.0  3.158077  3.193       3.155  0.999026
      3  510880.HOF   0.0  2.570231  2.578       2.545  0.990183
      4  159949.ZOF   1.0  0.440692  0.437       0.432  0.980276
      5  159915.ZOF   1.0  1.207154  1.192       1.182  0.979163
      6  510500.HOF   1.0  4.622462  4.545       4.488  0.970911
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF']
      卖出信号: ['510880.HOF', '510300.HOF', '510500.HOF', '159915.ZOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['510300.HOF', '159949.ZOF', '510500.HOF']
      正在卖出 510300.HOF
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-29 10:40:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.372385  1.414       1.393  1.015022
      1  510050.HOF   0.0  2.393538  2.448       2.424  1.012727
      2  510300.HOF   0.0  3.158077  3.193       3.163  1.001559
      3  510880.HOF   0.0  2.570231  2.578       2.546  0.990573
      4  159949.ZOF   1.0  0.440692  0.437       0.435  0.987083
      5  159915.ZOF   1.0  1.207154  1.192       1.186  0.982476
      6  510500.HOF   1.0  4.622462  4.545       4.509  0.975454
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-29 10:55:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.372385  1.414       1.398  1.018665
      1  510050.HOF   0.0  2.393538  2.448       2.430  1.015233
      2  510300.HOF   0.0  3.158077  3.193       3.169  1.003459
      3  510880.HOF   0.0  2.570231  2.578       2.553  0.993296
      4  159949.ZOF   1.0  0.440692  0.437       0.435  0.987083
      5  159915.ZOF   1.0  1.207154  1.192       1.187  0.983305
      6  510500.HOF   1.0  4.622462  4.545       4.518  0.977401
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-29 11:10:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.372385  1.414       1.401  1.020851
      1  510050.HOF   0.0  2.393538  2.448       2.430  1.015233
      2  510300.HOF   0.0  3.158077  3.193       3.171  1.004092
      3  510880.HOF   0.0  2.570231  2.578       2.556  0.994463
      4  159949.ZOF   1.0  0.440692  0.437       0.435  0.987083
      5  159915.ZOF   1.0  1.207154  1.192       1.188  0.984133
      6  510500.HOF   1.0  4.622462  4.545       4.523  0.978483
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-29 11:25:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.372385  1.414       1.400  1.020122
      1  510050.HOF   0.0  2.393538  2.448       2.433  1.016487
      2  510300.HOF   0.0  3.158077  3.193       3.178  1.006309
      3  510880.HOF   0.0  2.570231  2.578       2.561  0.996409
      4  159949.ZOF   1.0  0.440692  0.437       0.436  0.989352
      5  159915.ZOF   1.0  1.207154  1.192       1.190  0.985790
      6  510500.HOF   1.0  4.622462  4.545       4.537  0.981512
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-29 13:10:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.372385  1.414       1.402  1.021579
      1  510050.HOF   0.0  2.393538  2.448       2.434  1.016904
      2  510300.HOF   0.0  3.158077  3.193       3.177  1.005992
      3  510880.HOF   0.0  2.570231  2.578       2.563  0.997187
      4  159949.ZOF   1.0  0.440692  0.437       0.436  0.989352
      5  159915.ZOF   1.0  1.207154  1.192       1.188  0.984133
      6  510500.HOF   1.0  4.622462  4.545       4.541  0.982377
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-29 13:25:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.372385  1.414       1.404  1.023037
      1  510050.HOF   0.0  2.393538  2.448       2.440  1.019411
      2  510300.HOF   0.0  3.158077  3.193       3.185  1.008525
      3  510880.HOF   0.0  2.570231  2.578       2.568  0.999132
      4  159949.ZOF   1.0  0.440692  0.437       0.436  0.989352
      5  159915.ZOF   1.0  1.207154  1.192       1.192  0.987447
      6  510500.HOF   1.0  4.622462  4.545       4.553  0.984973
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-29 13:40:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.372385  1.414       1.411  1.028137
      1  510050.HOF   0.0  2.393538  2.448       2.448  1.022754
      2  510300.HOF   0.0  3.158077  3.193       3.196  1.012008
      3  510880.HOF   0.0  2.570231  2.578       2.576  1.002245
      4  159949.ZOF   1.0  0.440692  0.437       0.438  0.993891
      5  159915.ZOF   1.0  1.207154  1.192       1.197  0.991589
      6  510500.HOF   1.0  4.622462  4.545       4.573  0.989300
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-29 13:55:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.372385  1.414       1.406  1.024494
      1  510050.HOF   0.0  2.393538  2.448       2.445  1.021500
      2  510300.HOF   0.0  3.158077  3.193       3.192  1.010742
      3  510880.HOF   0.0  2.570231  2.578       2.574  1.001466
      4  159949.ZOF   1.0  0.440692  0.437       0.437  0.991622
      5  159915.ZOF   1.0  1.207154  1.192       1.195  0.989932
      6  510500.HOF   1.0  4.622462  4.545       4.563  0.987136
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-29 14:10:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.372385  1.414       1.409  1.026680
      1  510050.HOF   0.0  2.393538  2.448       2.448  1.022754
      2  510300.HOF   0.0  3.158077  3.193       3.194  1.011375
      3  510880.HOF   0.0  2.570231  2.578       2.575  1.001856
      4  159949.ZOF   1.0  0.440692  0.437       0.437  0.991622
      5  159915.ZOF   1.0  1.207154  1.192       1.196  0.990760
      6  510500.HOF   1.0  4.622462  4.545       4.563  0.987136
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-29 14:25:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.372385  1.414       1.411  1.028137
      1  510050.HOF   0.0  2.393538  2.448       2.451  1.024007
      2  510300.HOF   0.0  3.158077  3.193       3.196  1.012008
      3  510880.HOF   0.0  2.570231  2.578       2.579  1.003412
      4  159949.ZOF   1.0  0.440692  0.437       0.438  0.993891
      5  159915.ZOF   1.0  1.207154  1.192       1.197  0.991589
      6  510500.HOF   1.0  4.622462  4.545       4.561  0.986704
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-29 14:40:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.372385  1.414       1.408  1.025951
      1  510050.HOF   0.0  2.393538  2.448       2.446  1.021918
      2  510300.HOF   0.0  3.158077  3.193       3.190  1.010108
      3  510880.HOF   0.0  2.570231  2.578       2.576  1.002245
      4  159949.ZOF   1.0  0.440692  0.437       0.436  0.989352
      5  159915.ZOF   1.0  1.207154  1.192       1.193  0.988275
      6  510500.HOF   1.0  4.622462  4.545       4.548  0.983891
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-29 14:55:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.372385  1.414       1.413  1.029595
      1  510050.HOF   0.0  2.393538  2.448       2.446  1.021918
      2  510300.HOF   0.0  3.158077  3.193       3.192  1.010742
      3  510880.HOF   0.0  2.570231  2.578       2.578  1.003023
      4  159949.ZOF   1.0  0.440692  0.437       0.436  0.989352
      5  159915.ZOF   1.0  1.207154  1.192       1.192  0.987447
      6  510500.HOF   1.0  4.622462  4.545       4.542  0.982593
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-30 09:39:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.376538  1.400       1.410  1.024308
      1  510050.HOF   0.0  2.400462  2.437       2.439  1.016055
      2  510300.HOF   0.0  3.159308  3.172       3.182  1.007183
      3  510880.HOF   0.0  2.567000  2.569       2.570  1.001169
      4  159949.ZOF   1.0  0.440154  0.432       0.436  0.990563
      5  159915.ZOF   1.0  1.205154  1.183       1.188  0.985766
      6  510500.HOF   1.0  4.614538  4.512       4.530  0.981680
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-30 09:54:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.376538  1.400       1.405  1.020676
      1  510050.HOF   0.0  2.400462  2.437       2.439  1.016055
      2  510300.HOF   0.0  3.159308  3.172       3.185  1.008132
      3  510880.HOF   0.0  2.567000  2.569       2.570  1.001169
      4  159949.ZOF   1.0  0.440154  0.432       0.438  0.995107
      5  159915.ZOF   1.0  1.205154  1.183       1.194  0.990745
      6  510500.HOF   1.0  4.614538  4.512       4.556  0.987314
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-30 10:09:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.376538  1.400       1.406  1.021403
      1  510050.HOF   0.0  2.400462  2.437       2.440  1.016471
      2  510300.HOF   0.0  3.159308  3.172       3.184  1.007816
      3  510880.HOF   0.0  2.567000  2.569       2.571  1.001558
      4  159949.ZOF   1.0  0.440154  0.432       0.438  0.995107
      5  159915.ZOF   1.0  1.205154  1.183       1.194  0.990745
      6  510500.HOF   1.0  4.614538  4.512       4.562  0.988615
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-30 10:24:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.376538  1.400       1.407  1.022129
      1  510050.HOF   0.0  2.400462  2.437       2.442  1.017304
      2  510300.HOF   0.0  3.159308  3.172       3.185  1.008132
      3  510880.HOF   0.0  2.567000  2.569       2.572  1.001948
      4  159949.ZOF   1.0  0.440154  0.432       0.438  0.995107
      5  159915.ZOF   1.0  1.205154  1.183       1.194  0.990745
      6  510500.HOF   1.0  4.614538  4.512       4.554  0.986881
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-30 10:39:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.376538  1.400       1.407  1.022129
      1  510050.HOF   0.0  2.400462  2.437       2.441  1.016888
      2  510300.HOF   0.0  3.159308  3.172       3.184  1.007816
      3  510880.HOF   0.0  2.567000  2.569       2.570  1.001169
      4  159949.ZOF   1.0  0.440154  0.432       0.437  0.992835
      5  159915.ZOF   1.0  1.205154  1.183       1.194  0.990745
      6  510500.HOF   1.0  4.614538  4.512       4.557  0.987531
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-30 10:54:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.376538  1.400       1.408  1.022856
      1  510050.HOF   0.0  2.400462  2.437       2.440  1.016471
      2  510300.HOF   0.0  3.159308  3.172       3.184  1.007816
      3  510880.HOF   0.0  2.567000  2.569       2.571  1.001558
      4  159949.ZOF   1.0  0.440154  0.432       0.436  0.990563
      5  159915.ZOF   1.0  1.205154  1.183       1.192  0.989085
      6  510500.HOF   1.0  4.614538  4.512       4.552  0.986448
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-30 11:09:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.376538  1.400       1.414  1.027214
      1  510050.HOF   0.0  2.400462  2.437       2.447  1.019387
      2  510300.HOF   0.0  3.159308  3.172       3.195  1.011297
      3  510880.HOF   0.0  2.567000  2.569       2.575  1.003116
      4  159949.ZOF   1.0  0.440154  0.432       0.437  0.992835
      5  159915.ZOF   1.0  1.205154  1.183       1.195  0.991575
      6  510500.HOF   1.0  4.614538  4.512       4.563  0.988831
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-30 11:24:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.376538  1.400       1.418  1.030120
      1  510050.HOF   0.0  2.400462  2.437       2.452  1.021470
      2  510300.HOF   0.0  3.159308  3.172       3.196  1.011614
      3  510880.HOF   0.0  2.567000  2.569       2.583  1.006233
      4  159949.ZOF   1.0  0.440154  0.432       0.437  0.992835
      5  159915.ZOF   1.0  1.205154  1.183       1.194  0.990745
      6  510500.HOF   1.0  4.614538  4.512       4.556  0.987314
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-30 13:09:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.376538  1.400       1.418  1.030120
      1  510050.HOF   0.0  2.400462  2.437       2.450  1.020637
      2  510300.HOF   0.0  3.159308  3.172       3.195  1.011297
      3  510880.HOF   0.0  2.567000  2.569       2.581  1.005454
      4  159949.ZOF   1.0  0.440154  0.432       0.437  0.992835
      5  159915.ZOF   1.0  1.205154  1.183       1.193  0.989915
      6  510500.HOF   1.0  4.614538  4.512       4.557  0.987531
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-30 13:24:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.376538  1.400       1.413  1.026488
      1  510050.HOF   0.0  2.400462  2.437       2.446  1.018971
      2  510300.HOF   0.0  3.159308  3.172       3.187  1.008765
      3  510880.HOF   0.0  2.567000  2.569       2.577  1.003896
      4  159949.ZOF   1.0  0.440154  0.432       0.435  0.988291
      5  159915.ZOF   1.0  1.205154  1.183       1.191  0.988256
      6  510500.HOF   1.0  4.614538  4.512       4.545  0.984931
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-30 13:39:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.376538  1.400       1.411  1.025035
      1  510050.HOF   0.0  2.400462  2.437       2.447  1.019387
      2  510300.HOF   0.0  3.159308  3.172       3.186  1.008449
      3  510880.HOF   0.0  2.567000  2.569       2.576  1.003506
      4  159949.ZOF   1.0  0.440154  0.432       0.436  0.990563
      5  159915.ZOF   1.0  1.205154  1.183       1.190  0.987426
      6  510500.HOF   1.0  4.614538  4.512       4.539  0.983630
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-30 13:54:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.376538  1.400       1.409  1.023582
      1  510050.HOF   0.0  2.400462  2.437       2.444  1.018138
      2  510300.HOF   0.0  3.159308  3.172       3.182  1.007183
      3  510880.HOF   0.0  2.567000  2.569       2.574  1.002727
      4  159949.ZOF   1.0  0.440154  0.432       0.435  0.988291
      5  159915.ZOF   1.0  1.205154  1.183       1.188  0.985766
      6  510500.HOF   1.0  4.614538  4.512       4.535  0.982763
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-30 14:09:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.376538  1.400       1.409  1.023582
      1  510050.HOF   0.0  2.400462  2.437       2.447  1.019387
      2  510300.HOF   0.0  3.159308  3.172       3.186  1.008449
      3  510880.HOF   0.0  2.567000  2.569       2.576  1.003506
      4  159949.ZOF   1.0  0.440154  0.432       0.435  0.988291
      5  159915.ZOF   1.0  1.205154  1.183       1.190  0.987426
      6  510500.HOF   1.0  4.614538  4.512       4.539  0.983630
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-30 14:24:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.376538  1.400       1.406  1.021403
      1  510050.HOF   0.0  2.400462  2.437       2.444  1.018138
      2  510300.HOF   0.0  3.159308  3.172       3.181  1.006866
      3  510880.HOF   0.0  2.567000  2.569       2.572  1.001948
      4  159949.ZOF   1.0  0.440154  0.432       0.434  0.986019
      5  159915.ZOF   1.0  1.205154  1.183       1.186  0.984107
      6  510500.HOF   1.0  4.614538  4.512       4.525  0.980596
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-30 14:39:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.376538  1.400       1.404  1.019950
      1  510050.HOF   0.0  2.400462  2.437       2.443  1.017721
      2  510300.HOF   0.0  3.159308  3.172       3.178  1.005917
      3  510880.HOF   0.0  2.567000  2.569       2.572  1.001948
      4  159915.ZOF   1.0  1.205154  1.183       1.186  0.984107
      5  159949.ZOF   1.0  0.440154  0.432       0.433  0.983747
      6  510500.HOF   1.0  4.614538  4.512       4.521  0.979730
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-30 14:54:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.376538  1.400       1.403  1.019223
      1  510050.HOF   0.0  2.400462  2.437       2.438  1.015638
      2  510300.HOF   0.0  3.159308  3.172       3.173  1.004334
      3  510880.HOF   0.0  2.567000  2.569       2.569  1.000779
      4  159915.ZOF   1.0  1.205154  1.183       1.183  0.981617
      5  159949.ZOF   1.0  0.440154  0.432       0.432  0.981475
      6  510500.HOF   1.0  4.614538  4.512       4.514  0.978213
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-31 09:38:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.383385  1.424       1.411  1.019962
      1  510050.HOF   0.0  2.411923  2.474       2.452  1.016616
      2  510300.HOF   0.0  3.164923  3.202       3.189  1.007607
      3  510880.HOF   0.0  2.564846  2.585       2.580  1.005908
      4  159915.ZOF   1.0  1.203846  1.178       1.187  0.986006
      5  159949.ZOF   1.0  0.439923  0.430       0.433  0.984263
      6  510500.HOF   1.0  4.606231  4.483       4.520  0.981280
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-31 09:53:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.383385  1.424       1.410  1.019239
      1  510050.HOF   0.0  2.411923  2.474       2.455  1.017860
      2  510300.HOF   0.0  3.164923  3.202       3.187  1.006976
      3  510880.HOF   0.0  2.564846  2.585       2.577  1.004739
      4  159915.ZOF   1.0  1.203846  1.178       1.182  0.981853
      5  159949.ZOF   1.0  0.439923  0.430       0.431  0.979717
      6  510500.HOF   1.0  4.606231  4.483       4.507  0.978457
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-31 10:08:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.383385  1.424       1.410  1.019239
      1  510050.HOF   0.0  2.411923  2.474       2.453  1.017031
      2  510300.HOF   0.0  3.164923  3.202       3.186  1.006660
      3  510880.HOF   0.0  2.564846  2.585       2.576  1.004349
      4  159915.ZOF   1.0  1.203846  1.178       1.183  0.982684
      5  159949.ZOF   1.0  0.439923  0.430       0.432  0.981990
      6  510500.HOF   1.0  4.606231  4.483       4.512  0.979543
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-31 10:23:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.383385  1.424       1.414  1.022131
      1  510050.HOF   0.0  2.411923  2.474       2.458  1.019104
      2  510300.HOF   0.0  3.164923  3.202       3.193  1.008871
      3  510880.HOF   0.0  2.564846  2.585       2.581  1.006298
      4  159949.ZOF   1.0  0.439923  0.430       0.433  0.984263
      5  159915.ZOF   1.0  1.203846  1.178       1.184  0.983514
      6  510500.HOF   1.0  4.606231  4.483       4.516  0.980411
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-31 10:38:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.383385  1.424       1.414  1.022131
      1  510050.HOF   0.0  2.411923  2.474       2.462  1.020762
      2  510300.HOF   0.0  3.164923  3.202       3.196  1.009819
      3  510880.HOF   0.0  2.564846  2.585       2.586  1.008248
      4  159915.ZOF   1.0  1.203846  1.178       1.186  0.985176
      5  159949.ZOF   1.0  0.439923  0.430       0.433  0.984263
      6  510500.HOF   1.0  4.606231  4.483       4.519  0.981062
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-31 10:53:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.383385  1.424       1.420  1.026468
      1  510050.HOF   0.0  2.411923  2.474       2.475  1.026152
      2  510300.HOF   0.0  3.164923  3.202       3.214  1.015507
      3  510880.HOF   0.0  2.564846  2.585       2.593  1.010977
      4  159949.ZOF   1.0  0.439923  0.430       0.436  0.991082
      5  159915.ZOF   1.0  1.203846  1.178       1.192  0.990160
      6  510500.HOF   1.0  4.606231  4.483       4.545  0.986707
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-31 11:08:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  510050.HOF   0.0  2.411923  2.474       2.476  1.026567
      1  159905.ZOF   0.0  1.383385  1.424       1.418  1.025022
      2  510300.HOF   0.0  3.164923  3.202       3.210  1.014243
      3  510880.HOF   0.0  2.564846  2.585       2.592  1.010587
      4  159915.ZOF   1.0  1.203846  1.178       1.188  0.986837
      5  159949.ZOF   1.0  0.439923  0.430       0.434  0.986536
      6  510500.HOF   1.0  4.606231  4.483       4.530  0.983451
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['510050.HOF', '159905.ZOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-31 11:23:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.383385  1.424       1.418  1.025022
      1  510050.HOF   0.0  2.411923  2.474       2.470  1.024079
      2  510300.HOF   0.0  3.164923  3.202       3.202  1.011715
      3  510880.HOF   0.0  2.564846  2.585       2.587  1.008637
      4  159949.ZOF   1.0  0.439923  0.430       0.434  0.986536
      5  159915.ZOF   1.0  1.203846  1.178       1.185  0.984345
      6  510500.HOF   1.0  4.606231  4.483       4.508  0.978674
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-31 13:08:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.383385  1.424       1.427  1.031528
      1  510050.HOF   0.0  2.411923  2.474       2.470  1.024079
      2  510300.HOF   0.0  3.164923  3.202       3.199  1.010767
      3  510880.HOF   0.0  2.564846  2.585       2.587  1.008637
      4  159915.ZOF   1.0  1.203846  1.178       1.185  0.984345
      5  159949.ZOF   1.0  0.439923  0.430       0.433  0.984263
      6  510500.HOF   1.0  4.606231  4.483       4.505  0.978023
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-31 13:23:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.383385  1.424       1.425  1.030082
      1  510050.HOF   0.0  2.411923  2.474       2.469  1.023665
      2  510300.HOF   0.0  3.164923  3.202       3.201  1.011399
      3  510880.HOF   0.0  2.564846  2.585       2.585  1.007858
      4  159949.ZOF   1.0  0.439923  0.430       0.433  0.984263
      5  159915.ZOF   1.0  1.203846  1.178       1.184  0.983514
      6  510500.HOF   1.0  4.606231  4.483       4.502  0.977372
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-31 13:38:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.383385  1.424       1.421  1.027191
      1  510050.HOF   0.0  2.411923  2.474       2.465  1.022006
      2  510300.HOF   0.0  3.164923  3.202       3.193  1.008871
      3  510880.HOF   0.0  2.564846  2.585       2.583  1.007078
      4  159949.ZOF   1.0  0.439923  0.430       0.432  0.981990
      5  159915.ZOF   1.0  1.203846  1.178       1.182  0.981853
      6  510500.HOF   1.0  4.606231  4.483       4.495  0.975852
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-31 13:53:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.383385  1.424       1.423  1.028637
      1  510050.HOF   0.0  2.411923  2.474       2.466  1.022421
      2  510300.HOF   0.0  3.164923  3.202       3.194  1.009187
      3  510880.HOF   0.0  2.564846  2.585       2.583  1.007078
      4  159915.ZOF   1.0  1.203846  1.178       1.180  0.980192
      5  159949.ZOF   1.0  0.439923  0.430       0.431  0.979717
      6  510500.HOF   1.0  4.606231  4.483       4.491  0.974984
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-31 14:08:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.383385  1.424       1.417  1.024299
      1  510050.HOF   0.0  2.411923  2.474       2.464  1.021591
      2  510300.HOF   0.0  3.164923  3.202       3.191  1.008239
      3  510880.HOF   0.0  2.564846  2.585       2.580  1.005908
      4  159915.ZOF   1.0  1.203846  1.178       1.176  0.976869
      5  159949.ZOF   1.0  0.439923  0.430       0.429  0.975170
      6  510500.HOF   1.0  4.606231  4.483       4.470  0.970425
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-31 14:23:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.383385  1.424       1.417  1.024299
      1  510050.HOF   0.0  2.411923  2.474       2.461  1.020348
      2  510300.HOF   0.0  3.164923  3.202       3.190  1.007923
      3  510880.HOF   0.0  2.564846  2.585       2.576  1.004349
      4  159949.ZOF   1.0  0.439923  0.430       0.430  0.977444
      5  159915.ZOF   1.0  1.203846  1.178       1.176  0.976869
      6  510500.HOF   1.0  4.606231  4.483       4.466  0.969556
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-31 14:38:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.383385  1.424       1.422  1.027914
      1  510050.HOF   0.0  2.411923  2.474       2.469  1.023665
      2  510300.HOF   0.0  3.164923  3.202       3.198  1.010451
      3  510880.HOF   0.0  2.564846  2.585       2.579  1.005518
      4  159915.ZOF   1.0  1.203846  1.178       1.180  0.980192
      5  159949.ZOF   1.0  0.439923  0.430       0.431  0.979717
      6  510500.HOF   1.0  4.606231  4.483       4.482  0.973030
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-01-31 14:53:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.383385  1.424       1.425  1.030082
      1  510050.HOF   0.0  2.411923  2.474       2.472  1.024908
      2  510300.HOF   0.0  3.164923  3.202       3.199  1.010767
      3  510880.HOF   0.0  2.564846  2.585       2.582  1.006688
      4  159915.ZOF   1.0  1.203846  1.178       1.178  0.978530
      5  159949.ZOF   1.0  0.439923  0.430       0.430  0.977444
      6  510500.HOF   1.0  4.606231  4.483       4.475  0.971510
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-02-01 09:37:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.389769  1.448       1.429  1.028228
      1  510050.HOF   0.0  2.421308  2.492       2.480  1.024240
      2  510300.HOF   0.0  3.170077  3.255       3.214  1.013856
      3  510880.HOF   0.0  2.563000  2.607       2.591  1.010925
      4  159949.ZOF   0.0  0.440462  0.449       0.435  0.987600
      5  159915.ZOF   0.0  1.204231  1.221       1.187  0.985692
      6  510500.HOF   0.0  4.603385  4.618       4.516  0.981017
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-02-01 09:52:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.389769  1.448       1.426  1.026070
      1  510050.HOF   0.0  2.421308  2.492       2.474  1.021762
      2  510300.HOF   0.0  3.170077  3.255       3.210  1.012594
      3  510880.HOF   0.0  2.563000  2.607       2.586  1.008974
      4  159949.ZOF   0.0  0.440462  0.449       0.437  0.992141
      5  159915.ZOF   0.0  1.204231  1.221       1.192  0.989844
      6  510500.HOF   0.0  4.603385  4.618       4.528  0.983624
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-02-01 10:07:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.389769  1.448       1.426  1.026070
      1  510050.HOF   0.0  2.421308  2.492       2.474  1.021762
      2  510300.HOF   0.0  3.170077  3.255       3.209  1.012278
      3  510880.HOF   0.0  2.563000  2.607       2.582  1.007413
      4  159949.ZOF   0.0  0.440462  0.449       0.438  0.994411
      5  159915.ZOF   0.0  1.204231  1.221       1.193  0.990674
      6  510500.HOF   0.0  4.603385  4.618       4.522  0.982321
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-02-01 10:22:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.389769  1.448       1.435  1.032545
      1  510050.HOF   0.0  2.421308  2.492       2.481  1.024653
      2  510300.HOF   0.0  3.170077  3.255       3.217  1.014802
      3  510880.HOF   0.0  2.563000  2.607       2.588  1.009754
      4  159949.ZOF   0.0  0.440462  0.449       0.439  0.996682
      5  159915.ZOF   0.0  1.204231  1.221       1.198  0.994826
      6  510500.HOF   0.0  4.603385  4.618       4.540  0.986231
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-02-01 10:37:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.389769  1.448       1.431  1.029667
      1  510050.HOF   0.0  2.421308  2.492       2.477  1.023001
      2  510300.HOF   0.0  3.170077  3.255       3.215  1.014171
      3  510880.HOF   0.0  2.563000  2.607       2.584  1.008194
      4  159949.ZOF   0.0  0.440462  0.449       0.439  0.996682
      5  159915.ZOF   0.0  1.204231  1.221       1.198  0.994826
      6  510500.HOF   0.0  4.603385  4.618       4.531  0.984276
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-02-01 10:52:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.389769  1.448       1.434  1.031826
      1  510050.HOF   0.0  2.421308  2.492       2.481  1.024653
      2  510300.HOF   0.0  3.170077  3.255       3.217  1.014802
      3  510880.HOF   0.0  2.563000  2.607       2.586  1.008974
      4  159949.ZOF   0.0  0.440462  0.449       0.441  1.001223
      5  159915.ZOF   0.0  1.204231  1.221       1.201  0.997317
      6  510500.HOF   0.0  4.603385  4.618       4.536  0.985362
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-02-01 11:07:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.389769  1.448       1.437  1.033985
      1  510050.HOF   0.0  2.421308  2.492       2.484  1.025892
      2  510300.HOF   0.0  3.170077  3.255       3.220  1.015748
      3  510880.HOF   0.0  2.563000  2.607       2.590  1.010534
      4  159949.ZOF   0.0  0.440462  0.449       0.441  1.001223
      5  159915.ZOF   0.0  1.204231  1.221       1.202  0.998148
      6  510500.HOF   0.0  4.603385  4.618       4.539  0.986014
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-02-01 11:22:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.389769  1.448       1.439  1.035424
      1  510050.HOF   0.0  2.421308  2.492       2.487  1.027131
      2  510300.HOF   0.0  3.170077  3.255       3.230  1.018903
      3  510880.HOF   0.0  2.563000  2.607       2.593  1.011705
      4  159949.ZOF   0.0  0.440462  0.449       0.444  1.008034
      5  159915.ZOF   0.0  1.204231  1.221       1.207  1.002300
      6  510500.HOF   0.0  4.603385  4.618       4.557  0.989924
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-02-01 13:07:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.389769  1.448       1.435  1.032545
      1  510050.HOF   0.0  2.421308  2.492       2.479  1.023827
      2  510300.HOF   0.0  3.170077  3.255       3.220  1.015748
      3  510880.HOF   0.0  2.563000  2.607       2.593  1.011705
      4  159949.ZOF   0.0  0.440462  0.449       0.442  1.003493
      5  159915.ZOF   0.0  1.204231  1.221       1.206  1.001469
      6  510500.HOF   0.0  4.603385  4.618       4.549  0.988186
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-02-01 13:22:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.389769  1.448       1.437  1.033985
      1  510050.HOF   0.0  2.421308  2.492       2.476  1.022588
      2  510300.HOF   0.0  3.170077  3.255       3.220  1.015748
      3  510880.HOF   0.0  2.563000  2.607       2.590  1.010534
      4  159949.ZOF   0.0  0.440462  0.449       0.443  1.005763
      5  159915.ZOF   0.0  1.204231  1.221       1.207  1.002300
      6  510500.HOF   0.0  4.603385  4.618       4.549  0.988186
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-02-01 13:37:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.389769  1.448       1.438  1.034704
      1  510050.HOF   0.0  2.421308  2.492       2.481  1.024653
      2  510300.HOF   0.0  3.170077  3.255       3.227  1.017956
      3  510880.HOF   0.0  2.563000  2.607       2.591  1.010925
      4  159949.ZOF   0.0  0.440462  0.449       0.444  1.008034
      5  159915.ZOF   0.0  1.204231  1.221       1.210  1.004791
      6  510500.HOF   0.0  4.603385  4.618       4.560  0.990575
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-02-01 13:52:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.389769  1.448       1.438  1.034704
      1  510050.HOF   0.0  2.421308  2.492       2.483  1.025479
      2  510300.HOF   0.0  3.170077  3.255       3.231  1.019218
      3  159949.ZOF   0.0  0.440462  0.449       0.446  1.012574
      4  510880.HOF   0.0  2.563000  2.607       2.591  1.010925
      5  159915.ZOF   0.0  1.204231  1.221       1.214  1.008112
      6  510500.HOF   0.0  4.603385  4.618       4.573  0.993399
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-02-01 14:07:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.389769  1.448       1.442  1.037582
      1  510050.HOF   0.0  2.421308  2.492       2.485  1.026305
      2  510300.HOF   0.0  3.170077  3.255       3.236  1.020795
      3  159949.ZOF   0.0  0.440462  0.449       0.447  1.014845
      4  510880.HOF   0.0  2.563000  2.607       2.595  1.012485
      5  159915.ZOF   0.0  1.204231  1.221       1.217  1.010604
      6  510500.HOF   0.0  4.603385  4.618       4.590  0.997092
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-02-01 14:22:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.389769  1.448       1.445  1.039741
      1  510050.HOF   0.0  2.421308  2.492       2.491  1.028783
      2  510300.HOF   0.0  3.170077  3.255       3.246  1.023950
      3  159949.ZOF   0.0  0.440462  0.449       0.448  1.017115
      4  510880.HOF   0.0  2.563000  2.607       2.602  1.015217
      5  159915.ZOF   0.0  1.204231  1.221       1.219  1.012264
      6  510500.HOF   0.0  4.603385  4.618       4.605  1.000351
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-02-01 14:37:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.389769  1.448       1.445  1.039741
      1  510050.HOF   0.0  2.421308  2.492       2.490  1.028370
      2  510300.HOF   0.0  3.170077  3.255       3.247  1.024265
      3  159949.ZOF   0.0  0.440462  0.449       0.448  1.017115
      4  510880.HOF   0.0  2.563000  2.607       2.603  1.015607
      5  159915.ZOF   0.0  1.204231  1.221       1.221  1.013925
      6  510500.HOF   0.0  4.603385  4.618       4.601  0.999482
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      目前日期为:2019-02-01 14:52:00+00:00
         instrument  risk      ma13  close  curr_price  ratio_ma
      0  159905.ZOF   0.0  1.389769  1.448       1.447  1.041180
      1  510050.HOF   0.0  2.421308  2.492       2.488  1.027544
      2  510300.HOF   0.0  3.170077  3.255       3.248  1.024581
      3  510880.HOF   0.0  2.563000  2.607       2.607  1.017167
      4  159949.ZOF   0.0  0.440462  0.449       0.448  1.017115
      5  159915.ZOF   0.0  1.204231  1.221       1.220  1.013095
      6  510500.HOF   0.0  4.603385  4.618       4.602  0.999699
      当前持仓: ['510300.HOF', '159949.ZOF', '159905.ZOF', '510500.HOF', '510050.HOF']
      买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
      卖出信号: ['510880.HOF', '159915.ZOF', '510500.HOF', '159949.ZOF']
      即将买入: []
      即将卖出: ['159949.ZOF', '510500.HOF']
      正在卖出 159949.ZOF
      正在卖出 510500.HOF
      
      • 收益率0.62%
      • 年化收益率7.05%
      • 基准收益率7.86%
      • 阿尔法0.0
      • 贝塔0.04
      • 夏普比率2.14
      • 胜率0.75
      • 盈亏比11.34
      • 收益波动率1.81%
      • 信息比率-0.32
      • 最大回撤0.12%
      bigcharts-data-start/{"__type":"tabs","__id":"bigchart-ee86bd0e3c8a46a88e45dc1eb370c3ad"}/bigcharts-data-end

      (189) #5

      多谢,我理解你大致的意思,就是我设置了2点45分开始运行以后,会可能出现卖出了持仓股,结果后面几分钟说不定又买回来了;实际上,我查了成交,竟然发现即便持仓记录里是空仓的,但是打印出来stock_hold_now居然是满仓7个股票的?!
      我还是简单说一下策略逻辑,大概对老师帮忙发现解决问题有帮助:
      定时在2点45分即收盘前15分钟执行,分钟数据
      一、股票池共7个指数基金,将其13日均线数据传入回测模块,context.today选择当日数据集,在这个数据上增加两列,一列是curr_price,分钟数据price,以及该列与13日均线列的比值ratio_ma,以这个值排序从大到小,赋值给context.today;
      二、先判断指定的大盘指数(可以是上证50、沪深300指数等等)是否有风险,有则清仓,并跳出主函数;
      没有大盘清仓风险,将context.today按排序最多循环3次(即买入信号最多是3只股票),中途一旦出现比值ratio_ma<1则跳出循环,否则context.daily_stock_buy.append计入买入信号,最后用股票池剔除掉买入信号,剩余即是卖出信号context.daily_stock_sell;买入信号中有可能与持仓股重复,卖出信号中有可能根本没有持仓,计算出stock_to_sell和stock_to_buy是即将买卖的持仓股;持股不动的信号股,也可以计算出set(context.daily_stock_buy)-set(stock_to_buy);如果买入信号是3只股票,那么每只股票平均分配整个仓位均为1/3,如果买入信号只有1只股票,那么就满仓一只,这就涉及到买卖信号后,原有的持仓股是否需要调仓的现实操作;
      原则上的操作次序:先卖出stock_to_sell,接着对持仓股中的持股进行调仓,举例比如假设原来持有510050、510300、510500三只每只权重1/3,市场走弱,买入信号只剩下510050了,那么卖掉两个基金后,510050反而要买入到满仓;反之未来行情可能再次走好时,信号又有单一的510050增加到3只,则卖出部分510050来调仓;
      最后一步的操作,才是对持仓股中没有的stock_to_buy,等于是新进入买入信号的,进行买入操作;
      总体来说,我 认为这个逻辑没有错。

      stock_hold_now = [equity for equity in context.portfolio.positions.keys()]
      每次打印这个,只增不减,问题到底在哪里???
      同样是用在聚宽平台上,它们也是事件驱动的机制,几乎没有分别,那边可以正常执行,BQ这边到底问题在哪?

      克隆策略
      In [5]:
      m10.data.read().tail()
      
      Out[5]:
      date instrument risk ma13 close
      1476 2019-01-14 159949.ZOF NaN NaN 0.433
      1477 2019-01-14 510050.HOF NaN NaN 2.325
      1478 2019-01-14 510300.HOF NaN NaN 3.129
      1479 2019-01-14 510880.HOF NaN NaN 2.613
      1480 2019-01-14 510500.HOF NaN NaN 4.591

        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#号开始的表示注释,注释需单独一行\n# 多个特征,每行一个,可以包含基础特征和衍生特征,特征须为本平台特征\n\nma13=mean(close, 13)\n\nopen\nlow\nhigh\nvolume\n","ValueType":"Literal","LinkedGlobalParameter":null}],"InputPortsInternal":[{"DataSourceId":null,"TrainedModelId":null,"TransformModuleId":null,"Name":"features_ds","NodeId":"-20"}],"OutputPortsInternal":[{"Name":"data","NodeId":"-20","OutputType":null}],"UsePreviousResults":true,"moduleIdForCode":2,"Comment":"","CommentCollapsed":true},{"Id":"-5","ModuleId":"BigQuantSpace.instruments.instruments-v2","ModuleParameters":[{"Name":"start_date","Value":"2019-01-01","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"end_date","Value":"2019-12-18","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"market","Value":"CN_FUND","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"instrument_list","Value":"510300.HOF\n510050.HOF\n510500.HOF\n159915.ZOF\n159905.ZOF\n159949.ZOF\n510880.HOF\n\n","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"max_count","Value":0,"ValueType":"Literal","LinkedGlobalParameter":null}],"InputPortsInternal":[{"DataSourceId":null,"TrainedModelId":null,"TransformModuleId":null,"Name":"rolling_conf","NodeId":"-5"}],"OutputPortsInternal":[{"Name":"data","NodeId":"-5","OutputType":null}],"UsePreviousResults":true,"moduleIdForCode":3,"Comment":"","CommentCollapsed":true},{"Id":"-95","ModuleId":"BigQuantSpace.input_features.input_features-v1","ModuleParameters":[{"Name":"features","Value":"\n# 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回测引擎:初始化函数,只执行一次\ndef bigquant_run(context):\n import pandas as pd\n context.prediction = context.options['data'].read_df()\n context.prediction.date=pd.to_datetime(context.prediction.date)\n context.prediction.set_index(['date'],inplace=True)\n \n context.set_commission(PerOrder(buy_cost=0.0003, sell_cost=0.0013, min_cost=5))\n context.stock_count = 3\n context.his_bars=13\n context.etf_dic={\n '000016.HIX':'510050.HOF',\n '000300.HIX':'510300.HOF',\n '000905.HIX':'510500.HOF',\n '000015.HIX':'510880.HOF',\n '399673.ZIX':'159949.ZOF',\n '399006.ZIX':'159915.ZOF',\n '399324.ZIX':'159905.ZOF',\n }\n context.ind=[i for i in context.etf_dic.keys()]\n context.etf=[i for i in context.etf_dic.values()]\n\n context.counter=0\n ##schedule_function(func=trade, date_rule=date_rules.every_day(), time_rule=time_rules.market_close(minutes=15))\n schedule_function(func=trade, date_rule=date_rules.every_day(), time_rule=time_rules.market_close(minutes=15)) \n \n \n","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"handle_data","Value":"# 回测引擎:每日数据处理函数,每天执行一次\ndef bigquant_run(context, data):\n pass\ndef trade(context, data):\n context.counter += 1\n if context.counter%15 !=0:\n return\n \n stock_hold_now=[]\n date0 = data.current_dt\n print('目前日期为:{}'.format(date0))\n date = date0.strftime('%Y-%m-%d')\n context.today=context.prediction.loc[date,]\n curr_price=[]\n for sec in context.today.instrument:\n curr = data.current(context.symbol(sec), ['close']).close\n curr_price.append(curr)\n context.today['curr_price']=curr_price\n context.today['ratio_ma']=context.today['curr_price']/context.today['ma13']\n context.today.sort_values(by=['ratio_ma'],ascending=False,inplace=True)\n context.today=context.today.reset_index(drop=True)\n context.today=context.today.fillna(-100)\n print(context.today)\n \n context.daily_stock_buy=[]\n context.daily_stock_sell=[]\n stock_hold_now =[e.symbol for e in context.portfolio.positions] \n print('当前持仓:',stock_hold_now)\n \n context.risk=context.today.iloc[2,1]\n if context.risk>0:\n for instrument in stock_hold_now:\n context.order_target(context.symbol(instrument), 0)\n print('正在清仓',instrument)\n return\n \n for i in range(context.stock_count):\n if context.today.loc[i,'ratio_ma']<1:\n break\n else:\n context.daily_stock_buy.append(context.today.loc[i,'instrument'])\n context.daily_stock_sell=list(set(context.etf)-set(context.daily_stock_buy))\n print('买入信号:',context.daily_stock_buy)\n print('卖出信号:',context.daily_stock_sell)\n \n stock_to_sell = [ i for i in stock_hold_now if i in context.daily_stock_sell]\n stock_to_buy = [ i for i in context.daily_stock_buy if i not in stock_hold_now]\n print('即将买入:',stock_to_buy)\n print('即将卖出:',stock_to_sell)\n if len(stock_to_sell)>0:\n\t for instrument in stock_to_sell:\n\t #cur_position = context.portfolio.positions[context.symbol(instrument)].amount# 持仓\n\t #if cur_position > 0 :\n\t 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        In [5]:
        # 本代码由可视化策略环境自动生成 2019年12月22日 16:56
        # 本代码单元只能在可视化模式下编辑。您也可以拷贝代码,粘贴到新建的代码单元或者策略,然后修改。
        
        
        # Python 代码入口函数,input_1/2/3 对应三个输入端,data_1/2/3 对应三个输出端
        def m11_run_bigquant_run(input_1, input_2, input_3):
            # 示例代码如下。在这里编写您的代码
            df = input_1.read_df()
            
            etf_dic={
                    '000016.HIX':'510050.HOF',
                    '000300.HIX':'510300.HOF',
                    '000905.HIX':'510500.HOF',
                    '000015.HIX':'510880.HOF',
                    '399673.ZIX':'159949.ZOF',
                    '399006.ZIX':'159915.ZOF',
                    '399324.ZIX':'159905.ZOF',
                }
            df['instrument']=df['instrument'].map(lambda x:etf_dic[x])
            
            data_1= DataSource.write_df(df)
            #print(df)
            return Outputs(data_1=data_1, data_2=None, data_3=None)
        
        # 后处理函数,可选。输入是主函数的输出,可以在这里对数据做处理,或者返回更友好的outputs数据格式。此函数输出不会被缓存。
        def m11_post_run_bigquant_run(outputs):
            return outputs
        
        # 回测引擎:初始化函数,只执行一次
        def m9_initialize_bigquant_run(context):
            import pandas as pd
            context.prediction = context.options['data'].read_df()
            context.prediction.date=pd.to_datetime(context.prediction.date)
            context.prediction.set_index(['date'],inplace=True)
          
            context.set_commission(PerOrder(buy_cost=0.0003, sell_cost=0.0013, min_cost=5))
            context.stock_count = 3
            context.his_bars=13
            context.etf_dic={
                    '000016.HIX':'510050.HOF',
                    '000300.HIX':'510300.HOF',
                    '000905.HIX':'510500.HOF',
                    '000015.HIX':'510880.HOF',
                    '399673.ZIX':'159949.ZOF',
                    '399006.ZIX':'159915.ZOF',
                    '399324.ZIX':'159905.ZOF',
                }
            context.ind=[i for i in context.etf_dic.keys()]
            context.etf=[i for i in context.etf_dic.values()]
        
            context.counter=0
            ##schedule_function(func=trade, date_rule=date_rules.every_day(), time_rule=time_rules.market_close(minutes=15))
            schedule_function(func=trade, date_rule=date_rules.every_day(), time_rule=time_rules.market_close(minutes=15))   
            
            
        
        # 回测引擎:每日数据处理函数,每天执行一次
        def m9_handle_data_bigquant_run(context, data):
            pass
        def trade(context, data):
            context.counter += 1
            if context.counter%15 !=0:
                return
            
            stock_hold_now=[]
            date0 = data.current_dt
            print('目前日期为:{}'.format(date0))
            date = date0.strftime('%Y-%m-%d')
            context.today=context.prediction.loc[date,]
            curr_price=[]
            for sec in context.today.instrument:
                curr = data.current(context.symbol(sec), ['close']).close
                curr_price.append(curr)
            context.today['curr_price']=curr_price
            context.today['ratio_ma']=context.today['curr_price']/context.today['ma13']
            context.today.sort_values(by=['ratio_ma'],ascending=False,inplace=True)
            context.today=context.today.reset_index(drop=True)
            context.today=context.today.fillna(-100)
            print(context.today)
            
            context.daily_stock_buy=[]
            context.daily_stock_sell=[]
            stock_hold_now =[e.symbol for e in context.portfolio.positions] 
            print('当前持仓:',stock_hold_now)
            
            context.risk=context.today.iloc[2,1]
            if context.risk>0:
                for instrument in stock_hold_now:
                    context.order_target(context.symbol(instrument), 0)
                    print('正在清仓',instrument)
                return
            
            for i  in range(context.stock_count):
                if context.today.loc[i,'ratio_ma']<1:
                    break
                else:
                    context.daily_stock_buy.append(context.today.loc[i,'instrument'])
            context.daily_stock_sell=list(set(context.etf)-set(context.daily_stock_buy))
            print('买入信号:',context.daily_stock_buy)
            print('卖出信号:',context.daily_stock_sell)
            
            stock_to_sell = [ i for i in stock_hold_now if i in context.daily_stock_sell]
            stock_to_buy = [ i for i in context.daily_stock_buy if i not in stock_hold_now]
            print('即将买入:',stock_to_buy)
            print('即将卖出:',stock_to_sell)
            if len(stock_to_sell)>0:
        	    for instrument in stock_to_sell:
        	        #cur_position = context.portfolio.positions[context.symbol(instrument)].amount# 持仓
        	        #if cur_position > 0 :
        	        context.order_target(context.symbol(instrument), 0)
        	        print('正在卖出',instrument)
            if len(stock_to_buy)>0:
                weight =1/len(context.daily_stock_buy)
                for instrument in set(context.daily_stock_buy)-set(stock_to_buy):
                    context.order_target_value(context.symbol(instrument), weight*context.portfolio.portfolio_value)
                    print('正在调仓',instrument)
                for instrument in stock_to_buy:
        	        context.order_target_value(context.symbol(instrument), weight*context.portfolio.portfolio_value) # 买入
        	        print('正在买入',instrument)
        	    
        # 回测引擎:准备数据,只执行一次
        def m9_prepare_bigquant_run(context):
            pass
        
        # 回测引擎:每个单位时间开始前调用一次,即每日开盘前调用一次。
        def m9_before_trading_start_bigquant_run(context, data):
            pass
        
        
        m2 = M.input_features.v1(
            features="""
        # #号开始的表示注释,注释需单独一行
        # 多个特征,每行一个,可以包含基础特征和衍生特征,特征须为本平台特征
        
        ma13=mean(close, 13)
        
        open
        low
        high
        volume
        """
        )
        
        m3 = M.instruments.v2(
            start_date='2019-01-01',
            end_date='2019-12-18',
            market='CN_FUND',
            instrument_list="""510300.HOF
        510050.HOF
        510500.HOF
        159915.ZOF
        159905.ZOF
        159949.ZOF
        510880.HOF
        
        """,
            max_count=0
        )
        
        m1 = M.use_datasource.v1(
            instruments=m3.data,
            features=m2.data,
            datasource_id='bar1d_CN_FUND',
            start_date='',
            end_date=''
        )
        
        m12 = M.derived_feature_extractor.v3(
            input_data=m1.data,
            features=m2.data,
            date_col='date',
            instrument_col='instrument',
            drop_na=False,
            remove_extra_columns=False,
            user_functions={}
        )
        
        m13 = M.select_columns.v3(
            input_ds=m12.data,
            columns='date,instrument,ma13,close',
            reverse_select=False,
            m_cached=False
        )
        
        m4 = M.input_features.v1(
            features="""
        # #号开始的表示注释,注释需单独一行
        # 多个特征,每行一个,可以包含基础特征和衍生特征,特征须为本平台特征
        ma10=mean(close,10)
        risk=where(close<ma10, 1, 0)"""
        )
        
        m8 = M.instruments.v2(
            start_date='2019-01-01',
            end_date='2019-12-18',
            market='CN_STOCK_A',
            instrument_list="""000300.HIX
        000016.HIX
        000905.HIX
        000015.HIX
        399673.ZIX
        399006.ZIX
        399324.ZIX""",
            max_count=0
        )
        
        m6 = M.use_datasource.v1(
            instruments=m8.data,
            features=m4.data,
            datasource_id='bar1d_index_CN_STOCK_A',
            start_date='',
            end_date=''
        )
        
        m5 = M.derived_feature_extractor.v3(
            input_data=m6.data,
            features=m4.data,
            date_col='date',
            instrument_col='instrument',
            drop_na=True,
            remove_extra_columns=True,
            user_functions={}
        )
        
        m7 = M.select_columns.v3(
            input_ds=m5.data,
            columns='date,instrument,risk',
            reverse_select=False,
            m_cached=False
        )
        
        m11 = M.cached.v3(
            input_1=m7.data,
            run=m11_run_bigquant_run,
            post_run=m11_post_run_bigquant_run,
            input_ports='',
            params='{}',
            output_ports=''
        )
        
        m10 = M.join.v3(
            data1=m13.data,
            data2=m11.data_1,
            on='date,instrument',
            how='left',
            sort=False
        )
        
        m9 = M.trade.v4(
            instruments=m3.data,
            options_data=m10.data,
            start_date='',
            end_date='',
            initialize=m9_initialize_bigquant_run,
            handle_data=m9_handle_data_bigquant_run,
            prepare=m9_prepare_bigquant_run,
            before_trading_start=m9_before_trading_start_bigquant_run,
            order_price_field_buy='open',
            order_price_field_sell='close',
            capital_base=100000,
            auto_cancel_non_tradable_orders=True,
            data_frequency='minute',
            price_type='真实价格',
            product_type='股票',
            plot_charts=True,
            backtest_only=False,
            benchmark='000300.SHA'
        )
        
        列: ['date', 'instrument', 'ma13', 'close']
        /data: 1635
        
        列: ['date', 'instrument', 'risk']
        /data: 1582
        
        目前日期为:2019-01-22 14:45:00+00:00
           instrument  risk      ma13  close  curr_price  ratio_ma
        0  510050.HOF   0.0  2.352308  2.396       2.394  1.017724
        1  159905.ZOF   0.0  1.344538  1.363       1.364  1.014474
        2  510300.HOF   0.0  3.136692  3.143       3.141  1.001373
        3  159949.ZOF   1.0  0.440077  0.439       0.439  0.997553
        4  510500.HOF   1.0  4.610385  4.608       4.599  0.997531
        5  159915.ZOF   1.0  1.208308  1.201       1.200  0.993125
        6  510880.HOF   0.0  2.581231  2.546       2.545  0.985964
        当前持仓: []
        买入信号: ['510050.HOF', '159905.ZOF', '510300.HOF']
        卖出信号: ['510500.HOF', '159949.ZOF', '510880.HOF', '159915.ZOF']
        即将买入: ['510050.HOF', '159905.ZOF', '510300.HOF']
        即将卖出: []
        正在买入 510050.HOF
        正在买入 159905.ZOF
        正在买入 510300.HOF
        
        目前日期为:2019-02-19 14:45:00+00:00
           instrument  risk      ma13  close  curr_price  ratio_ma
        0  159949.ZOF   0.0  0.457846  0.493       0.495  1.081149
        1  159915.ZOF   0.0  1.257538  1.346       1.350  1.073526
        2  159905.ZOF   0.0  1.458077  1.554       1.550  1.063044
        3  510500.HOF   0.0  4.717923  4.984       4.986  1.056821
        4  510300.HOF   0.0  3.292769  3.429       3.432  1.042284
        5  510880.HOF   0.0  2.615000  2.694       2.693  1.029828
        6  510050.HOF   0.0  2.503154  2.567       2.569  1.026305
        当前持仓: ['510050.HOF', '510300.HOF', '159905.ZOF']
        买入信号: ['159949.ZOF', '159915.ZOF', '159905.ZOF']
        卖出信号: ['510500.HOF', '510050.HOF', '510880.HOF', '510300.HOF']
        即将买入: ['159949.ZOF', '159915.ZOF']
        即将卖出: ['510050.HOF', '510300.HOF']
        正在卖出 510050.HOF
        正在卖出 510300.HOF
        正在调仓 159905.ZOF
        正在买入 159949.ZOF
        正在买入 159915.ZOF
        
        目前日期为:2019-03-12 14:45:00+00:00
           instrument  risk      ma13  close  curr_price  ratio_ma
        0  159915.ZOF   0.0  1.551538  1.696       1.683  1.084730
        1  159949.ZOF   0.0  0.573769  0.611       0.609  1.061402
        2  510500.HOF   0.0  5.566154  5.933       5.900  1.059978
        3  159905.ZOF   0.0  1.677846  1.720       1.711  1.019760
        4  510880.HOF   0.0  2.834692  2.858       2.850  1.005400
        5  510300.HOF   0.0  3.721692  3.735       3.726  1.001157
        6  510050.HOF   1.0  2.747923  2.701       2.695  0.980741
        当前持仓: ['510050.HOF', '510300.HOF', '159915.ZOF', '159949.ZOF', '159905.ZOF']
        买入信号: ['159915.ZOF', '159949.ZOF', '510500.HOF']
        卖出信号: ['510050.HOF', '159905.ZOF', '510880.HOF', '510300.HOF']
        即将买入: ['510500.HOF']
        即将卖出: ['510050.HOF', '510300.HOF', '159905.ZOF']
        正在卖出 510050.HOF
        正在卖出 510300.HOF
        正在卖出 159905.ZOF
        正在调仓 159915.ZOF
        正在调仓 159949.ZOF
        正在买入 510500.HOF
        目前日期为:2019-04-02 14:45:00+00:00
           instrument  risk      ma13  close  curr_price  ratio_ma
        0  159905.ZOF   0.0  1.750077  1.849       1.847  1.055382
        1  159915.ZOF   0.0  1.615000  1.682       1.680  1.040248
        2  510500.HOF   0.0  5.918846  6.172       6.152  1.039392
        3  159949.ZOF   0.0  0.589308  0.611       0.611  1.036810
        4  510300.HOF   0.0  3.811923  3.962       3.952  1.036747
        5  510880.HOF   0.0  2.893769  2.994       2.992  1.033946
        6  510050.HOF   0.0  2.776692  2.872       2.863  1.031083
        当前持仓: ['510050.HOF', '510300.HOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '159905.ZOF']
        买入信号: ['159905.ZOF', '159915.ZOF', '510500.HOF']
        卖出信号: ['510050.HOF', '510880.HOF', '159949.ZOF', '510300.HOF']
        即将买入: []
        即将卖出: ['510050.HOF', '510300.HOF', '159949.ZOF']
        正在卖出 510050.HOF
        正在卖出 510300.HOF
        正在卖出 159949.ZOF
        目前日期为:2019-04-24 14:45:00+00:00
           instrument  risk      ma13  close  curr_price  ratio_ma
        0  159915.ZOF   0.0  1.636231  1.646       1.639  1.001692
        1  510050.HOF   1.0  2.963461  2.958       2.959  0.998495
        2  159905.ZOF   0.0  1.914538  1.915       1.910  0.997629
        3  510300.HOF   1.0  4.045231  4.016       4.016  0.992774
        4  159949.ZOF   0.0  0.595692  0.592       0.590  0.990444
        5  510500.HOF   1.0  6.157615  6.067       6.064  0.984797
        6  510880.HOF   1.0  3.027615  2.966       2.967  0.979979
        当前持仓: ['510050.HOF', '510300.HOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '159905.ZOF']
        买入信号: ['159915.ZOF']
        卖出信号: ['510050.HOF', '510300.HOF', '510880.HOF', '159949.ZOF', '510500.HOF', '159905.ZOF']
        即将买入: []
        即将卖出: ['510050.HOF', '510300.HOF', '159949.ZOF', '510500.HOF', '159905.ZOF']
        正在卖出 510050.HOF
        正在卖出 510300.HOF
        正在卖出 159949.ZOF
        正在卖出 510500.HOF
        正在卖出 159905.ZOF
        目前日期为:2019-05-20 14:45:00+00:00
           instrument  risk      ma13  close  curr_price  ratio_ma
        0  510880.HOF   1.0  2.751077  2.691       2.690  0.977799
        1  510500.HOF   1.0  5.378308  5.260       5.256  0.977259
        2  159905.ZOF   1.0  1.768846  1.733       1.728  0.976908
        3  510050.HOF   1.0  2.771385  2.699       2.697  0.973160
        4  510300.HOF   1.0  3.702769  3.606       3.601  0.972515
        5  159949.ZOF   1.0  0.523462  0.511       0.509  0.972373
        6  159915.ZOF   1.0  1.452462  1.407       1.403  0.965946
        当前持仓: ['510050.HOF', '510300.HOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '159905.ZOF']
        正在清仓 510050.HOF
        正在清仓 510300.HOF
        正在清仓 159915.ZOF
        正在清仓 159949.ZOF
        正在清仓 510500.HOF
        正在清仓 159905.ZOF
        目前日期为:2019-06-11 14:45:00+00:00
           instrument  risk      ma13  close  curr_price  ratio_ma
        0  159905.ZOF   0.0  1.735154  1.800       1.800  1.037372
        1  510050.HOF   0.0  2.728077  2.814       2.816  1.032229
        2  510300.HOF   0.0  3.626615  3.727       3.734  1.029610
        3  510880.HOF   0.0  2.706077  2.759       2.756  1.018449
        4  159915.ZOF   0.0  1.406769  1.430       1.431  1.017224
        5  159949.ZOF   0.0  0.503231  0.510       0.511  1.015439
        6  510500.HOF   0.0  5.212308  5.280       5.279  1.012795
        当前持仓: ['510050.HOF', '510300.HOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '159905.ZOF']
        买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
        卖出信号: ['510500.HOF', '159949.ZOF', '510880.HOF', '159915.ZOF']
        即将买入: []
        即将卖出: ['159915.ZOF', '159949.ZOF', '510500.HOF']
        正在卖出 159915.ZOF
        正在卖出 159949.ZOF
        正在卖出 510500.HOF
        目前日期为:2019-07-02 14:45:00+00:00
           instrument  risk      ma13  close  curr_price  ratio_ma
        0  159949.ZOF   0.0  0.521923  0.549       0.550  1.053795
        1  159905.ZOF   0.0  1.815077  1.914       1.911  1.052848
        2  159915.ZOF   0.0  1.447462  1.511       1.513  1.045278
        3  510300.HOF   0.0  3.813538  3.960       3.963  1.039192
        4  510050.HOF   0.0  2.915308  3.016       3.018  1.035225
        5  510500.HOF   0.0  5.316846  5.460       5.464  1.027677
        6  510880.HOF   0.0  2.772692  2.839       2.837  1.023193
        当前持仓: ['510050.HOF', '510300.HOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '159905.ZOF']
        买入信号: ['159949.ZOF', '159905.ZOF', '159915.ZOF']
        卖出信号: ['510500.HOF', '510050.HOF', '510880.HOF', '510300.HOF']
        即将买入: []
        即将卖出: ['510050.HOF', '510300.HOF', '510500.HOF']
        正在卖出 510050.HOF
        正在卖出 510300.HOF
        正在卖出 510500.HOF
        目前日期为:2019-07-23 14:45:00+00:00
           instrument  risk      ma13  close  curr_price  ratio_ma
        0  159915.ZOF   0.0  1.473154  1.481       1.476  1.001932
        1  159949.ZOF   0.0  0.530231  0.532       0.530  0.999565
        2  510050.HOF   1.0  2.928846  2.923       2.923  0.998004
        3  510300.HOF   1.0  3.846308  3.841       3.837  0.997580
        4  510880.HOF   1.0  2.774385  2.758       2.757  0.993734
        5  159905.ZOF   1.0  1.873538  1.862       1.861  0.993308
        6  510500.HOF   1.0  5.259154  5.199       5.191  0.987041
        当前持仓: ['510050.HOF', '510300.HOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '159905.ZOF']
        正在清仓 510050.HOF
        正在清仓 510300.HOF
        正在清仓 159915.ZOF
        正在清仓 159949.ZOF
        正在清仓 510500.HOF
        正在清仓 159905.ZOF
        目前日期为:2019-08-13 14:45:00+00:00
           instrument  risk      ma13  close  curr_price  ratio_ma
        0  159949.ZOF   1.0  0.533154  0.528      -100.0    -100.0
        1  159905.ZOF   1.0  1.830769  1.797      -100.0    -100.0
        2  159915.ZOF   1.0  1.485462  1.470      -100.0    -100.0
        3  510050.HOF   1.0  2.886462  2.840      -100.0    -100.0
        4  510300.HOF   1.0  3.792692  3.724      -100.0    -100.0
        5  510500.HOF   1.0  5.141923  5.029      -100.0    -100.0
        6  510880.HOF   1.0  2.734231  2.688      -100.0    -100.0
        当前持仓: ['510050.HOF', '510300.HOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '159905.ZOF']
        正在清仓 510050.HOF
        正在清仓 510300.HOF
        正在清仓 159915.ZOF
        正在清仓 159949.ZOF
        正在清仓 510500.HOF
        正在清仓 159905.ZOF
        目前日期为:2019-09-03 14:45:00+00:00
           instrument  risk      ma13  close  curr_price  ratio_ma
        0  159905.ZOF   0.0  1.873154  1.928      -100.0    -100.0
        1  159915.ZOF   0.0  1.558231  1.595      -100.0    -100.0
        2  159949.ZOF   0.0  0.564692  0.582      -100.0    -100.0
        3  510050.HOF   0.0  2.921462  2.939      -100.0    -100.0
        4  510500.HOF   0.0  5.289846  5.438      -100.0    -100.0
        5  510880.HOF   0.0  2.755308  2.779      -100.0    -100.0
        6  510300.HOF   0.0  3.856462  3.908      -100.0    -100.0
        当前持仓: ['510050.HOF', '510300.HOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '159905.ZOF']
        买入信号: []
        卖出信号: ['510500.HOF', '510050.HOF', '159915.ZOF', '510300.HOF', '159905.ZOF', '510880.HOF', '159949.ZOF']
        即将买入: []
        即将卖出: ['510050.HOF', '510300.HOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '159905.ZOF']
        正在卖出 510050.HOF
        正在卖出 510300.HOF
        正在卖出 159915.ZOF
        正在卖出 159949.ZOF
        正在卖出 510500.HOF
        正在卖出 159905.ZOF
        目前日期为:2019-09-25 14:45:00+00:00
           instrument  risk      ma13  close  curr_price  ratio_ma
        0  510050.HOF   1.0  3.010385  2.977       2.983  0.990903
        1  510300.HOF   1.0  3.992000  3.934       3.946  0.988477
        2  159915.ZOF   1.0  1.636231  1.611       1.615  0.987025
        3  159905.ZOF   1.0  1.923462  1.896       1.898  0.986763
        4  159949.ZOF   1.0  0.601846  0.591       0.593  0.985302
        5  510880.HOF   1.0  2.844077  2.797       2.799  0.984151
        6  510500.HOF   1.0  5.606308  5.501       5.513  0.983357
        当前持仓: ['510050.HOF', '510300.HOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '159905.ZOF']
        正在清仓 510050.HOF
        正在清仓 510300.HOF
        正在清仓 159915.ZOF
        正在清仓 159949.ZOF
        正在清仓 510500.HOF
        正在清仓 159905.ZOF
        目前日期为:2019-10-23 14:45:00+00:00
           instrument  risk      ma13  close  curr_price  ratio_ma
        0  159915.ZOF   1.0  1.589769  1.589       1.587  0.998258
        1  159905.ZOF   1.0  1.907077  1.904       1.900  0.996289
        2  510880.HOF   1.0  2.812846  2.802       2.796  0.994011
        3  510300.HOF   1.0  3.947846  3.934       3.923  0.993706
        4  159949.ZOF   1.0  0.581000  0.578       0.577  0.993115
        5  510050.HOF   1.0  3.014231  3.000       2.992  0.992625
        6  510500.HOF   1.0  5.408154  5.368       5.348  0.988877
        当前持仓: ['510050.HOF', '510300.HOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '159905.ZOF']
        正在清仓 510050.HOF
        正在清仓 510300.HOF
        正在清仓 159915.ZOF
        正在清仓 159949.ZOF
        正在清仓 510500.HOF
        正在清仓 159905.ZOF
        目前日期为:2019-11-13 14:45:00+00:00
           instrument  risk      ma13  close  curr_price  ratio_ma
        0  159949.ZOF   1.0  0.597231  0.596       0.597  0.999614
        1  159915.ZOF   1.0  1.629231  1.620       1.618  0.993107
        2  510050.HOF   1.0  3.039692  3.015       3.013  0.991219
        3  510300.HOF   1.0  3.999615  3.959       3.959  0.989845
        4  159905.ZOF   1.0  1.973769  1.951       1.952  0.988971
        5  510500.HOF   1.0  5.360462  5.268       5.263  0.981818
        6  510880.HOF   1.0  2.782308  2.732       2.730  0.981200
        当前持仓: ['510050.HOF', '510300.HOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '159905.ZOF']
        正在清仓 510050.HOF
        正在清仓 510300.HOF
        正在清仓 159915.ZOF
        正在清仓 159949.ZOF
        正在清仓 510500.HOF
        正在清仓 159905.ZOF
        目前日期为:2019-12-04 14:45:00+00:00
           instrument  risk      ma13  close  curr_price  ratio_ma
        0  510500.HOF   0.0  5.310385  5.319       5.315  1.000869
        1  159905.ZOF   0.0  1.924231  1.921       1.921  0.998321
        2  159949.ZOF   0.0  0.605231  0.604       0.604  0.997966
        3  510880.HOF   1.0  2.747846  2.741       2.740  0.997145
        4  159915.ZOF   1.0  1.620462  1.612       1.613  0.995395
        5  510300.HOF   1.0  3.935385  3.913       3.910  0.993550
        6  510050.HOF   1.0  2.972615  2.901       2.900  0.975572
        当前持仓: ['510050.HOF', '510300.HOF', '159915.ZOF', '159949.ZOF', '510500.HOF', '159905.ZOF']
        买入信号: ['510500.HOF']
        卖出信号: ['510050.HOF', '159915.ZOF', '510300.HOF', '510880.HOF', '159949.ZOF', '159905.ZOF']
        即将买入: []
        即将卖出: ['510050.HOF', '510300.HOF', '159915.ZOF', '159949.ZOF', '159905.ZOF']
        正在卖出 510050.HOF
        正在卖出 510300.HOF
        正在卖出 159915.ZOF
        正在卖出 159949.ZOF
        正在卖出 159905.ZOF
        
        • 收益率17.38%
        • 年化收益率18.75%
        • 基准收益率33.95%
        • 阿尔法0.02
        • 贝塔0.44
        • 夏普比率1.1
        • 胜率1.0
        • 盈亏比0.0
        • 收益波动率13.82%
        • 信息比率-0.06
        • 最大回撤7.08%
        bigcharts-data-start/{"__id":"bigchart-244777ca7cbf41feb1bbe1d5043d37b0","__type":"tabs"}/bigcharts-data-end

        (189) #6

        老师有知道意见没??实话说,我有点怀疑这是BQ在分钟分时数据的交易委托环节的BUG


        (达达) #7

        这个我们要查一下schedule函数,您可以先不用schedule测试一下,其实就是判断一下时间是否为14点45分,不是就return,也能完成您的需求。


        (189) #8

        按照老师的建议,改了schedule,和主函数小改;
        我限制在14::45交易,且只允许这一分钟交易,买入点open,卖出点close,发现问题如下:
        1、无论买入或者卖出,如果马上打印持仓情况,不会有新的变化,还是前一天的持仓;买卖造成仓位的变化,要次日才出现,这个我虽然可以理解但是觉得是不是你们该在持仓中反映这种变化?
        2、出现卖出信号时,context.order_target(context.symbol(instrument), 0),接着日志打印“正在卖出……”,这是清掉这个股票的仓位,照理来说仓位归0,次日仓位还是出现这个,不变,次日仓位只反映了今天新买入的股票;
        3、主函数里if date0.strftime("%H:%M")!=‘14:45’:return,不是14点45分的话,就退出,
        接着我才打印当前日期精确到分钟,所以每天只打印一次14:45,但成交回报看交易详情,比如2019-01-18,14:46也有成交,这点实在奇怪;
        4、1月18日买入3只,次日1月21日卖掉其中的510500换成159949,照理持仓查询会在1月22日开始有变化,而持仓里面510500这个基金已经不存在,在每日持仓和收益一栏,查到确实如此,但是我做日志打印持仓时,仍然是——2019-01-22信号处理前持仓: [‘510500.HOF’, ‘159905.ZOF’, ‘510050.HOF’, ‘159949.ZOF’],即持有4只,日志和持仓和收益一栏完全不符???

        https://i.bigquant.com/user/189/lab/share/%E5%A4%A7%E7%9B%98%E9%A3%8E%E6%8E%A7%E6%B5%8B%E8%AF%95-Clone2-Clone1.ipynb


        (189) #9
        克隆策略
        In [5]:
        m10.data.read().tail()
        
        Out[5]:
        date instrument risk ma13 close
        1476 2019-01-14 159949.ZOF NaN NaN 0.433
        1477 2019-01-14 510050.HOF NaN NaN 2.325
        1478 2019-01-14 510300.HOF NaN NaN 3.129
        1479 2019-01-14 510880.HOF NaN NaN 2.613
        1480 2019-01-14 510500.HOF NaN NaN 4.591

          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#号开始的表示注释,注释需单独一行\n# 多个特征,每行一个,可以包含基础特征和衍生特征,特征须为本平台特征\n\nma13=mean(close, 13)\n\nopen\nlow\nhigh\nvolume\n","ValueType":"Literal","LinkedGlobalParameter":null}],"InputPortsInternal":[{"DataSourceId":null,"TrainedModelId":null,"TransformModuleId":null,"Name":"features_ds","NodeId":"-20"}],"OutputPortsInternal":[{"Name":"data","NodeId":"-20","OutputType":null}],"UsePreviousResults":true,"moduleIdForCode":2,"Comment":"","CommentCollapsed":true},{"Id":"-5","ModuleId":"BigQuantSpace.instruments.instruments-v2","ModuleParameters":[{"Name":"start_date","Value":"2019-01-01","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"end_date","Value":"2019-12-18","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"market","Value":"CN_FUND","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"instrument_list","Value":"510300.HOF\n510050.HOF\n510500.HOF\n159915.ZOF\n159905.ZOF\n159949.ZOF\n510880.HOF\n\n","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"max_count","Value":0,"ValueType":"Literal","LinkedGlobalParameter":null}],"InputPortsInternal":[{"DataSourceId":null,"TrainedModelId":null,"TransformModuleId":null,"Name":"rolling_conf","NodeId":"-5"}],"OutputPortsInternal":[{"Name":"data","NodeId":"-5","OutputType":null}],"UsePreviousResults":true,"moduleIdForCode":3,"Comment":"","CommentCollapsed":true},{"Id":"-95","ModuleId":"BigQuantSpace.input_features.input_features-v1","ModuleParameters":[{"Name":"features","Value":"\n# 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\n","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"handle_data","Value":"# 回测引擎:每日数据处理函数,每天执行一次\ndef bigquant_run(context, data):\n #pass\n#def trade(context, data):\n #context.counter += 1\n #if context.counter%15 !=0:\n #return\n \n stock_hold_now=[]\n date0 = data.current_dt\n if date0.strftime(\"%H:%M\")!='14:45':\n return\n print('目前日期为:{}'.format(date0))\n date = date0.strftime('%Y-%m-%d')\n context.today=context.prediction.loc[date,]\n curr_price=[]\n for sec in context.today.instrument:\n curr = data.current(context.symbol(sec), ['close']).close\n curr_price.append(curr)\n context.today['curr_price']=curr_price\n context.today['ratio_ma']=context.today['curr_price']/context.today['ma13']\n context.today.sort_values(by=['ratio_ma'],ascending=False,inplace=True)\n context.today=context.today.reset_index(drop=True)\n context.today=context.today.fillna(-100)\n #if context.today.ix(0,'ratio_ma')==-100:\n #return\n print(context.today.head(3))\n \n 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          In [9]:
          # 本代码由可视化策略环境自动生成 2019年12月26日 01:15
          # 本代码单元只能在可视化模式下编辑。您也可以拷贝代码,粘贴到新建的代码单元或者策略,然后修改。
          
          
          # Python 代码入口函数,input_1/2/3 对应三个输入端,data_1/2/3 对应三个输出端
          def m11_run_bigquant_run(input_1, input_2, input_3):
              # 示例代码如下。在这里编写您的代码
              df = input_1.read_df()
              
              etf_dic={
                      '000016.HIX':'510050.HOF',
                      '000300.HIX':'510300.HOF',
                      '000905.HIX':'510500.HOF',
                      '000015.HIX':'510880.HOF',
                      '399673.ZIX':'159949.ZOF',
                      '399006.ZIX':'159915.ZOF',
                      '399324.ZIX':'159905.ZOF',
                  }
              df['instrument']=df['instrument'].map(lambda x:etf_dic[x])
              
              data_1= DataSource.write_df(df)
              #print(df)
              return Outputs(data_1=data_1, data_2=None, data_3=None)
          
          # 后处理函数,可选。输入是主函数的输出,可以在这里对数据做处理,或者返回更友好的outputs数据格式。此函数输出不会被缓存。
          def m11_post_run_bigquant_run(outputs):
              return outputs
          
          # 回测引擎:初始化函数,只执行一次
          def m9_initialize_bigquant_run(context):
              import pandas as pd
              context.prediction = context.options['data'].read_df()
              context.prediction.date=pd.to_datetime(context.prediction.date)
              context.prediction.set_index(['date'],inplace=True)
            
              context.set_commission(PerOrder(buy_cost=0.0003, sell_cost=0.0013, min_cost=5))
              context.stock_count = 3
              context.his_bars=13
              context.etf_dic={
                      '000016.HIX':'510050.HOF',
                      '000300.HIX':'510300.HOF',
                      '000905.HIX':'510500.HOF',
                      '000015.HIX':'510880.HOF',
                      '399673.ZIX':'159949.ZOF',
                      '399006.ZIX':'159915.ZOF',
                      '399324.ZIX':'159905.ZOF',
                  }
              context.ind=[i for i in context.etf_dic.keys()]
              context.etf=[i for i in context.etf_dic.values()]
          
              context.counter=0
              ##schedule_function(func=trade, date_rule=date_rules.every_day(), time_rule=time_rules.market_close(minutes=15))
              #schedule_function(func=trade, date_rule=date_rules.every_day(), time_rule=time_rules.market_close(minutes=15))   
              
              
          
          # 回测引擎:每日数据处理函数,每天执行一次
          def m9_handle_data_bigquant_run(context, data):
              #pass
          #def trade(context, data):
              #context.counter += 1
              #if context.counter%15 !=0:
                  #return
              
              stock_hold_now=[]
              date0 = data.current_dt
              if date0.strftime("%H:%M")!='14:45':
                  return
              print('目前日期为:{}'.format(date0))
              date = date0.strftime('%Y-%m-%d')
              context.today=context.prediction.loc[date,]
              curr_price=[]
              for sec in context.today.instrument:
                  curr = data.current(context.symbol(sec), ['close']).close
                  curr_price.append(curr)
              context.today['curr_price']=curr_price
              context.today['ratio_ma']=context.today['curr_price']/context.today['ma13']
              context.today.sort_values(by=['ratio_ma'],ascending=False,inplace=True)
              context.today=context.today.reset_index(drop=True)
              context.today=context.today.fillna(-100)
              #if context.today.ix(0,'ratio_ma')==-100:
                  #return
              print(context.today.head(3))
              
              context.daily_stock_buy=[]
              context.daily_stock_sell=[]
              stock_hold_now =[e.symbol for e in context.portfolio.positions] 
              print('信号处理前持仓:',stock_hold_now)
              
              context.risk=context.today.iloc[2,1]
              if context.risk>0:
                  for instrument in stock_hold_now:
                      context.order_target(context.symbol(instrument), 0)
                      print('正在清仓',instrument)
                  return
              
              for i  in range(context.stock_count):
                  if context.today.loc[i,'ratio_ma']<1:
                      break
                  else:
                      context.daily_stock_buy.append(context.today.loc[i,'instrument'])
              context.daily_stock_sell=list(set(context.etf)-set(context.daily_stock_buy))
              print('买入信号:',context.daily_stock_buy)
              print('卖出信号:',context.daily_stock_sell)
              
              stock_to_sell = [ i for i in stock_hold_now if i in context.daily_stock_sell]
              stock_to_buy = [ i for i in context.daily_stock_buy if i not in stock_hold_now]
              print('即将买入:',stock_to_buy)
              print('即将卖出:',stock_to_sell)
              if len(stock_to_sell)>0:
          	    for instrument in stock_to_sell:
          	        #cur_position = context.portfolio.positions[context.symbol(instrument)].amount# 持仓
          	        #if cur_position > 0 :
          	        context.order_target(context.symbol(instrument), 0)
          	        print('正在卖出',instrument)
              if len(stock_to_buy)>0:
                  weight =1/len(context.daily_stock_buy)
                  for instrument in set(context.daily_stock_buy)-set(stock_to_buy):
                      context.order_target_value(context.symbol(instrument), weight*context.portfolio.portfolio_value)
                      print('正在调仓',instrument)
                  for instrument in stock_to_buy:
          	        context.order_target_value(context.symbol(instrument), weight*context.portfolio.portfolio_value) # 买入
          	        print('正在买入',instrument)
                      
              print('信号处理后持仓',[e.symbol for e in context.portfolio.positions])
          	    
          # 回测引擎:准备数据,只执行一次
          def m9_prepare_bigquant_run(context):
              pass
          
          # 回测引擎:每个单位时间开始前调用一次,即每日开盘前调用一次。
          def m9_before_trading_start_bigquant_run(context, data):
              pass
          
          
          m2 = M.input_features.v1(
              features="""
          # #号开始的表示注释,注释需单独一行
          # 多个特征,每行一个,可以包含基础特征和衍生特征,特征须为本平台特征
          
          ma13=mean(close, 13)
          
          open
          low
          high
          volume
          """
          )
          
          m3 = M.instruments.v2(
              start_date='2019-01-01',
              end_date='2019-12-18',
              market='CN_FUND',
              instrument_list="""510300.HOF
          510050.HOF
          510500.HOF
          159915.ZOF
          159905.ZOF
          159949.ZOF
          510880.HOF
          
          """,
              max_count=0
          )
          
          m1 = M.use_datasource.v1(
              instruments=m3.data,
              features=m2.data,
              datasource_id='bar1d_CN_FUND',
              start_date='',
              end_date=''
          )
          
          m12 = M.derived_feature_extractor.v3(
              input_data=m1.data,
              features=m2.data,
              date_col='date',
              instrument_col='instrument',
              drop_na=False,
              remove_extra_columns=False,
              user_functions={}
          )
          
          m13 = M.select_columns.v3(
              input_ds=m12.data,
              columns='date,instrument,ma13,close',
              reverse_select=False,
              m_cached=False
          )
          
          m4 = M.input_features.v1(
              features="""
          # #号开始的表示注释,注释需单独一行
          # 多个特征,每行一个,可以包含基础特征和衍生特征,特征须为本平台特征
          ma10=mean(close,10)
          risk=where(close<ma10, 1, 0)"""
          )
          
          m8 = M.instruments.v2(
              start_date='2019-01-01',
              end_date='2019-12-18',
              market='CN_STOCK_A',
              instrument_list="""000300.HIX
          000016.HIX
          000905.HIX
          000015.HIX
          399673.ZIX
          399006.ZIX
          399324.ZIX""",
              max_count=0
          )
          
          m6 = M.use_datasource.v1(
              instruments=m8.data,
              features=m4.data,
              datasource_id='bar1d_index_CN_STOCK_A',
              start_date='',
              end_date=''
          )
          
          m5 = M.derived_feature_extractor.v3(
              input_data=m6.data,
              features=m4.data,
              date_col='date',
              instrument_col='instrument',
              drop_na=True,
              remove_extra_columns=True,
              user_functions={}
          )
          
          m7 = M.select_columns.v3(
              input_ds=m5.data,
              columns='date,instrument,risk',
              reverse_select=False,
              m_cached=False
          )
          
          m11 = M.cached.v3(
              input_1=m7.data,
              run=m11_run_bigquant_run,
              post_run=m11_post_run_bigquant_run,
              input_ports='',
              params='{}',
              output_ports=''
          )
          
          m10 = M.join.v3(
              data1=m13.data,
              data2=m11.data_1,
              on='date,instrument',
              how='left',
              sort=False
          )
          
          m9 = M.trade.v4(
              instruments=m3.data,
              options_data=m10.data,
              start_date='',
              end_date='',
              initialize=m9_initialize_bigquant_run,
              handle_data=m9_handle_data_bigquant_run,
              prepare=m9_prepare_bigquant_run,
              before_trading_start=m9_before_trading_start_bigquant_run,
              order_price_field_buy='open',
              order_price_field_sell='close',
              capital_base=100000,
              auto_cancel_non_tradable_orders=True,
              data_frequency='minute',
              price_type='真实价格',
              product_type='股票',
              plot_charts=True,
              backtest_only=False,
              benchmark='000300.SHA'
          )
          
          列: ['date', 'instrument', 'ma13', 'close']
          /data: 1635
          
          列: ['date', 'instrument', 'risk']
          /data: 1582
          
          目前日期为:2019-01-02 14:45:00+00:00
             instrument   risk   ma13  close  curr_price  ratio_ma
          0  159905.ZOF -100.0 -100.0  1.266      -100.0    -100.0
          1  159915.ZOF -100.0 -100.0  1.178      -100.0    -100.0
          2  159949.ZOF -100.0 -100.0  0.429      -100.0    -100.0
          信号处理前持仓: []
          买入信号: []
          卖出信号: ['159915.ZOF', '510500.HOF', '510050.HOF', '510880.HOF', '159949.ZOF', '510300.HOF', '159905.ZOF']
          即将买入: []
          即将卖出: []
          信号处理后持仓 []
          目前日期为:2019-01-03 14:45:00+00:00
             instrument   risk   ma13  close  curr_price  ratio_ma
          0  159905.ZOF -100.0 -100.0  1.266      -100.0    -100.0
          1  159915.ZOF -100.0 -100.0  1.164      -100.0    -100.0
          2  159949.ZOF -100.0 -100.0  0.425      -100.0    -100.0
          信号处理前持仓: []
          买入信号: []
          卖出信号: ['159915.ZOF', '510500.HOF', '510050.HOF', '510880.HOF', '159949.ZOF', '510300.HOF', '159905.ZOF']
          即将买入: []
          即将卖出: []
          信号处理后持仓 []
          目前日期为:2019-01-04 14:45:00+00:00
             instrument   risk   ma13  close  curr_price  ratio_ma
          0  159905.ZOF -100.0 -100.0  1.299      -100.0    -100.0
          1  159915.ZOF -100.0 -100.0  1.195      -100.0    -100.0
          2  159949.ZOF -100.0 -100.0  0.436      -100.0    -100.0
          信号处理前持仓: []
          买入信号: []
          卖出信号: ['159915.ZOF', '510500.HOF', '510050.HOF', '510880.HOF', '159949.ZOF', '510300.HOF', '159905.ZOF']
          即将买入: []
          即将卖出: []
          信号处理后持仓 []
          目前日期为:2019-01-07 14:45:00+00:00
             instrument   risk   ma13  close  curr_price  ratio_ma
          0  159905.ZOF -100.0 -100.0  1.310      -100.0    -100.0
          1  159915.ZOF -100.0 -100.0  1.214      -100.0    -100.0
          2  159949.ZOF -100.0 -100.0  0.442      -100.0    -100.0
          信号处理前持仓: []
          买入信号: []
          卖出信号: ['159915.ZOF', '510500.HOF', '510050.HOF', '510880.HOF', '159949.ZOF', '510300.HOF', '159905.ZOF']
          即将买入: []
          即将卖出: []
          信号处理后持仓 []
          目前日期为:2019-01-08 14:45:00+00:00
             instrument   risk   ma13  close  curr_price  ratio_ma
          0  159905.ZOF -100.0 -100.0  1.308      -100.0    -100.0
          1  159915.ZOF -100.0 -100.0  1.211      -100.0    -100.0
          2  159949.ZOF -100.0 -100.0  0.441      -100.0    -100.0
          信号处理前持仓: []
          买入信号: []
          卖出信号: ['159915.ZOF', '510500.HOF', '510050.HOF', '510880.HOF', '159949.ZOF', '510300.HOF', '159905.ZOF']
          即将买入: []
          即将卖出: []
          信号处理后持仓 []
          目前日期为:2019-01-09 14:45:00+00:00
             instrument   risk   ma13  close  curr_price  ratio_ma
          0  159905.ZOF -100.0 -100.0  1.331      -100.0    -100.0
          1  159915.ZOF -100.0 -100.0  1.210      -100.0    -100.0
          2  159949.ZOF -100.0 -100.0  0.441      -100.0    -100.0
          信号处理前持仓: []
          买入信号: []
          卖出信号: ['159915.ZOF', '510500.HOF', '510050.HOF', '510880.HOF', '159949.ZOF', '510300.HOF', '159905.ZOF']
          即将买入: []
          即将卖出: []
          信号处理后持仓 []
          目前日期为:2019-01-10 14:45:00+00:00
             instrument   risk   ma13  close  curr_price  ratio_ma
          0  159905.ZOF -100.0 -100.0  1.335      -100.0    -100.0
          1  159915.ZOF -100.0 -100.0  1.207      -100.0    -100.0
          2  159949.ZOF -100.0 -100.0  0.438      -100.0    -100.0
          信号处理前持仓: []
          买入信号: []
          卖出信号: ['159915.ZOF', '510500.HOF', '510050.HOF', '510880.HOF', '159949.ZOF', '510300.HOF', '159905.ZOF']
          即将买入: []
          即将卖出: []
          信号处理后持仓 []
          目前日期为:2019-01-11 14:45:00+00:00
             instrument   risk   ma13  close  curr_price  ratio_ma
          0  159905.ZOF -100.0 -100.0  1.346      -100.0    -100.0
          1  159915.ZOF -100.0 -100.0  1.209      -100.0    -100.0
          2  159949.ZOF -100.0 -100.0  0.439      -100.0    -100.0
          信号处理前持仓: []
          买入信号: []
          卖出信号: ['159915.ZOF', '510500.HOF', '510050.HOF', '510880.HOF', '159949.ZOF', '510300.HOF', '159905.ZOF']
          即将买入: []
          即将卖出: []
          信号处理后持仓 []
          目前日期为:2019-01-14 14:45:00+00:00
             instrument   risk   ma13  close  curr_price  ratio_ma
          0  159905.ZOF -100.0 -100.0  1.335      -100.0    -100.0
          1  159915.ZOF -100.0 -100.0  1.195      -100.0    -100.0
          2  159949.ZOF -100.0 -100.0  0.433      -100.0    -100.0
          信号处理前持仓: []
          买入信号: []
          卖出信号: ['159915.ZOF', '510500.HOF', '510050.HOF', '510880.HOF', '159949.ZOF', '510300.HOF', '159905.ZOF']
          即将买入: []
          即将卖出: []
          信号处理后持仓 []
          目前日期为:2019-01-15 14:45:00+00:00
             instrument  risk   ma13  close  curr_price  ratio_ma
          0  159949.ZOF   0.0 -100.0  0.442       0.442    -100.0
          1  510500.HOF   0.0 -100.0  4.655       4.664    -100.0
          2  159905.ZOF   0.0 -100.0  1.365       1.365    -100.0
          信号处理前持仓: []
          买入信号: []
          卖出信号: ['159915.ZOF', '510500.HOF', '510050.HOF', '510880.HOF', '159949.ZOF', '510300.HOF', '159905.ZOF']
          即将买入: []
          即将卖出: []
          信号处理后持仓 []
          目前日期为:2019-01-16 14:45:00+00:00
             instrument  risk   ma13  close  curr_price  ratio_ma
          0  510050.HOF   0.0 -100.0  2.374       2.374    -100.0
          1  510880.HOF   0.0 -100.0  2.535       2.535    -100.0
          2  159949.ZOF   0.0 -100.0  0.442       0.443    -100.0
          信号处理前持仓: []
          买入信号: []
          卖出信号: ['159915.ZOF', '510500.HOF', '510050.HOF', '510880.HOF', '159949.ZOF', '510300.HOF', '159905.ZOF']
          即将买入: []
          即将卖出: []
          信号处理后持仓 []
          目前日期为:2019-01-17 14:45:00+00:00
             instrument  risk   ma13  close  curr_price  ratio_ma
          0  510880.HOF   0.0 -100.0  2.528       2.531    -100.0
          1  159905.ZOF   0.0 -100.0  1.355       1.359    -100.0
          2  510500.HOF   0.0 -100.0  4.610       4.608    -100.0
          信号处理前持仓: []
          买入信号: []
          卖出信号: ['159915.ZOF', '510500.HOF', '510050.HOF', '510880.HOF', '159949.ZOF', '510300.HOF', '159905.ZOF']
          即将买入: []
          即将卖出: []
          信号处理后持仓 []
          目前日期为:2019-01-18 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159905.ZOF   0.0  1.328000  1.378       1.377  1.036898
          1  510050.HOF   0.0  2.328923  2.409       2.412  1.035672
          2  510500.HOF   0.0  4.573692  4.659       4.666  1.020182
          信号处理前持仓: []
          买入信号: ['159905.ZOF', '510050.HOF', '510500.HOF']
          卖出信号: ['159915.ZOF', '159949.ZOF', '510880.HOF', '510300.HOF']
          即将买入: ['159905.ZOF', '510050.HOF', '510500.HOF']
          即将卖出: []
          正在买入 159905.ZOF
          正在买入 510050.HOF
          正在买入 510500.HOF
          信号处理后持仓 []
          
          目前日期为:2019-01-21 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510050.HOF   0.0  2.341923  2.424       2.425  1.035474
          1  159905.ZOF   0.0  1.337077  1.384       1.380  1.032102
          2  159949.ZOF   0.0  0.439000  0.448       0.447  1.018223
          信号处理前持仓: ['510500.HOF', '159905.ZOF', '510050.HOF']
          买入信号: ['510050.HOF', '159905.ZOF', '159949.ZOF']
          卖出信号: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
          即将买入: ['159949.ZOF']
          即将卖出: ['510500.HOF']
          正在卖出 510500.HOF
          正在调仓 510050.HOF
          正在调仓 159905.ZOF
          正在买入 159949.ZOF
          信号处理后持仓 ['510500.HOF', '159905.ZOF', '510050.HOF']
          
          目前日期为:2019-01-22 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510050.HOF   0.0  2.352308  2.396       2.394  1.017724
          1  159905.ZOF   0.0  1.344538  1.363       1.364  1.014474
          2  510300.HOF   0.0  3.136692  3.143       3.141  1.001373
          信号处理前持仓: ['510500.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['510050.HOF', '159905.ZOF', '510300.HOF']
          卖出信号: ['159915.ZOF', '510500.HOF', '159949.ZOF', '510880.HOF']
          即将买入: ['510300.HOF']
          即将卖出: ['510500.HOF', '159949.ZOF']
          正在卖出 510500.HOF
          正在卖出 159949.ZOF
          正在调仓 510050.HOF
          正在调仓 159905.ZOF
          正在买入 510300.HOF
          信号处理后持仓 ['510500.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          
          目前日期为:2019-01-23 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510050.HOF   0.0  2.358615  2.392       2.391  1.013730
          1  159905.ZOF   0.0  1.349769  1.367       1.366  1.012025
          2  510300.HOF   0.0  3.139846  3.135       3.136  0.998775
          信号处理前持仓: ['510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['510050.HOF', '159905.ZOF']
          卖出信号: ['159915.ZOF', '510500.HOF', '159949.ZOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510500.HOF', '510300.HOF', '159949.ZOF']
          正在卖出 510500.HOF
          正在卖出 510300.HOF
          正在卖出 159949.ZOF
          信号处理后持仓 ['510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-01-24 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159905.ZOF   0.0  1.354923  1.377       1.377  1.016294
          1  510050.HOF   0.0  2.366000  2.403       2.403  1.015638
          2  159949.ZOF   0.0  0.440308  0.444       0.444  1.008386
          信号处理前持仓: ['510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159905.ZOF', '510050.HOF', '159949.ZOF']
          卖出信号: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510500.HOF', '510300.HOF']
          正在卖出 510500.HOF
          正在卖出 510300.HOF
          信号处理后持仓 ['510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-01-25 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510050.HOF   0.0  2.376231  2.433       2.434  1.024311
          1  159905.ZOF   0.0  1.361154  1.389       1.392  1.022662
          2  159949.ZOF   0.0  0.440615  0.445       0.446  1.012221
          信号处理前持仓: ['510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['510050.HOF', '159905.ZOF', '159949.ZOF']
          卖出信号: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510500.HOF', '510300.HOF']
          正在卖出 510500.HOF
          正在卖出 510300.HOF
          信号处理后持仓 ['510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-01-28 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159905.ZOF   0.0  1.366308  1.398       1.398  1.023196
          1  510050.HOF   0.0  2.384308  2.430       2.430  1.019164
          2  510300.HOF   0.0  3.153461  3.179       3.180  1.008416
          信号处理前持仓: ['510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
          卖出信号: ['159915.ZOF', '510500.HOF', '159949.ZOF', '510880.HOF']
          即将买入: []
          即将卖出: ['510500.HOF', '159949.ZOF']
          正在卖出 510500.HOF
          正在卖出 159949.ZOF
          信号处理后持仓 ['510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-01-29 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159905.ZOF   0.0  1.372385  1.414       1.409  1.026680
          1  510050.HOF   0.0  2.393538  2.448       2.446  1.021918
          2  510300.HOF   0.0  3.158077  3.193       3.190  1.010108
          信号处理前持仓: ['510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
          卖出信号: ['159915.ZOF', '510500.HOF', '159949.ZOF', '510880.HOF']
          即将买入: []
          即将卖出: ['510500.HOF', '159949.ZOF']
          正在卖出 510500.HOF
          正在卖出 159949.ZOF
          信号处理后持仓 ['510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-01-30 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159905.ZOF   0.0  1.376538  1.400       1.405  1.020676
          1  510050.HOF   0.0  2.400462  2.437       2.442  1.017304
          2  510300.HOF   0.0  3.159308  3.172       3.177  1.005600
          信号处理前持仓: ['510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
          卖出信号: ['159915.ZOF', '510500.HOF', '159949.ZOF', '510880.HOF']
          即将买入: []
          即将卖出: ['510500.HOF', '159949.ZOF']
          正在卖出 510500.HOF
          正在卖出 159949.ZOF
          信号处理后持仓 ['510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-01-31 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159905.ZOF   0.0  1.383385  1.424       1.422  1.027914
          1  510050.HOF   0.0  2.411923  2.474       2.473  1.025323
          2  510300.HOF   0.0  3.164923  3.202       3.199  1.010767
          信号处理前持仓: ['510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
          卖出信号: ['159915.ZOF', '510500.HOF', '159949.ZOF', '510880.HOF']
          即将买入: []
          即将卖出: ['510500.HOF', '159949.ZOF']
          正在卖出 510500.HOF
          正在卖出 159949.ZOF
          信号处理后持仓 ['510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-02-01 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159905.ZOF   0.0  1.389769  1.448       1.445  1.039741
          1  510050.HOF   0.0  2.421308  2.492       2.489  1.027957
          2  510300.HOF   0.0  3.170077  3.255       3.244  1.023319
          信号处理前持仓: ['510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
          卖出信号: ['159915.ZOF', '510500.HOF', '159949.ZOF', '510880.HOF']
          即将买入: []
          即将卖出: ['510500.HOF', '159949.ZOF']
          正在卖出 510500.HOF
          正在卖出 159949.ZOF
          信号处理后持仓 ['510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-02-11 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159905.ZOF   0.0  1.398769  1.487       1.488  1.063792
          1  159915.ZOF   0.0  1.208077  1.264       1.265  1.047119
          2  159949.ZOF   0.0  0.442000  0.462       0.461  1.042986
          信号处理前持仓: ['510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159905.ZOF', '159915.ZOF', '159949.ZOF']
          卖出信号: ['510050.HOF', '510500.HOF', '510880.HOF', '510300.HOF']
          即将买入: ['159915.ZOF']
          即将卖出: ['510500.HOF', '510300.HOF', '510050.HOF']
          正在卖出 510500.HOF
          正在卖出 510300.HOF
          正在卖出 510050.HOF
          正在调仓 159949.ZOF
          正在调仓 159905.ZOF
          正在买入 159915.ZOF
          信号处理后持仓 ['510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          
          目前日期为:2019-02-12 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159905.ZOF   0.0  1.409538  1.495       1.494  1.059921
          1  159915.ZOF   0.0  1.214231  1.278       1.275  1.050048
          2  159949.ZOF   0.0  0.444385  0.467       0.466  1.048641
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159905.ZOF', '159915.ZOF', '159949.ZOF']
          卖出信号: ['510050.HOF', '510500.HOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510500.HOF', '510300.HOF', '510050.HOF']
          正在卖出 510500.HOF
          正在卖出 510300.HOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-02-13 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159905.ZOF   0.0  1.420769  1.524       1.523  1.071955
          1  159949.ZOF   0.0  0.446923  0.477       0.479  1.071773
          2  159915.ZOF   0.0  1.220769  1.301       1.304  1.068179
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159905.ZOF', '159949.ZOF', '159915.ZOF']
          卖出信号: ['510050.HOF', '510500.HOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510500.HOF', '510300.HOF', '510050.HOF']
          正在卖出 510500.HOF
          正在卖出 510300.HOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-02-14 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159915.ZOF   0.0  1.227077  1.304       1.305  1.063503
          1  510300.HOF   0.0  3.233462  3.397       3.402  1.052123
          2  510500.HOF   0.0  4.645615  4.850       4.854  1.044856
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159915.ZOF', '510300.HOF', '510500.HOF']
          卖出信号: ['510050.HOF', '159949.ZOF', '159905.ZOF', '510880.HOF']
          即将买入: []
          即将卖出: ['159905.ZOF', '510050.HOF', '159949.ZOF']
          正在卖出 159905.ZOF
          正在卖出 510050.HOF
          正在卖出 159949.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-02-15 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   0.0  0.448923  0.474       0.475  1.058088
          1  159915.ZOF   0.0  1.234846  1.302       1.300  1.052763
          2  159905.ZOF   0.0  1.429385  1.496       1.497  1.047304
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159949.ZOF', '159915.ZOF', '159905.ZOF']
          卖出信号: ['510050.HOF', '510500.HOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510500.HOF', '510300.HOF', '510050.HOF']
          正在卖出 510500.HOF
          正在卖出 510300.HOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-02-18 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   0.0  0.453538  0.499       0.496  1.093623
          1  159915.ZOF   0.0  1.247154  1.357       1.352  1.084068
          2  159905.ZOF   0.0  1.443692  1.549       1.545  1.070173
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159949.ZOF', '159915.ZOF', '159905.ZOF']
          卖出信号: ['510050.HOF', '510500.HOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510500.HOF', '510300.HOF', '510050.HOF']
          正在卖出 510500.HOF
          正在卖出 510300.HOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-02-19 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   0.0  0.457846  0.493       0.495  1.081149
          1  159915.ZOF   0.0  1.257538  1.346       1.350  1.073526
          2  159905.ZOF   0.0  1.458077  1.554       1.550  1.063044
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159949.ZOF', '159915.ZOF', '159905.ZOF']
          卖出信号: ['510050.HOF', '510500.HOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510500.HOF', '510300.HOF', '510050.HOF']
          正在卖出 510500.HOF
          正在卖出 510300.HOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-02-20 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   0.0  0.461462  0.491       0.491  1.064011
          1  159905.ZOF   0.0  1.472231  1.561       1.566  1.063692
          2  159915.ZOF   0.0  1.267846  1.348       1.347  1.062432
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159949.ZOF', '159905.ZOF', '159915.ZOF']
          卖出信号: ['510050.HOF', '510500.HOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510500.HOF', '510300.HOF', '510050.HOF']
          正在卖出 510500.HOF
          正在卖出 510300.HOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-02-21 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   0.0  0.465154  0.493       0.492  1.057715
          1  159915.ZOF   0.0  1.279154  1.355       1.350  1.055385
          2  159905.ZOF   0.0  1.484923  1.554       1.554  1.046519
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159949.ZOF', '159915.ZOF', '159905.ZOF']
          卖出信号: ['510050.HOF', '510500.HOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510500.HOF', '510300.HOF', '510050.HOF']
          正在卖出 510500.HOF
          正在卖出 510300.HOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-02-22 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   0.0  0.470769  0.516       0.512  1.087582
          1  159915.ZOF   0.0  1.295615  1.406       1.395  1.076708
          2  510500.HOF   0.0  4.819154  5.136       5.105  1.059315
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159949.ZOF', '159915.ZOF', '510500.HOF']
          卖出信号: ['510050.HOF', '159905.ZOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510300.HOF', '159905.ZOF', '510050.HOF']
          正在卖出 510300.HOF
          正在卖出 159905.ZOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-02-25 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   0.0  0.480154  0.559       0.556  1.157962
          1  159915.ZOF   0.0  1.319385  1.492       1.486  1.126283
          2  510500.HOF   0.0  4.893538  5.479       5.419  1.107379
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159949.ZOF', '159915.ZOF', '510500.HOF']
          卖出信号: ['510050.HOF', '159905.ZOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510300.HOF', '159905.ZOF', '510050.HOF']
          正在卖出 510300.HOF
          正在卖出 159905.ZOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-02-26 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   0.0  0.489154  0.549       0.555  1.134612
          1  159915.ZOF   0.0  1.342538  1.479       1.490  1.109838
          2  510500.HOF   0.0  4.964539  5.406       5.436  1.094966
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159949.ZOF', '159915.ZOF', '510500.HOF']
          卖出信号: ['510050.HOF', '159905.ZOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510300.HOF', '159905.ZOF', '510050.HOF']
          正在卖出 510300.HOF
          正在卖出 159905.ZOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-02-27 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   0.0  0.497615  0.540       0.534  1.073118
          1  159915.ZOF   0.0  1.360769  1.458       1.442  1.059695
          2  510500.HOF   0.0  5.021846  5.363       5.315  1.058376
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159949.ZOF', '159915.ZOF', '510500.HOF']
          卖出信号: ['510050.HOF', '159905.ZOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510300.HOF', '159905.ZOF', '510050.HOF']
          正在卖出 510300.HOF
          正在卖出 159905.ZOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-02-28 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   0.0  0.505308  0.549       0.546  1.080530
          1  159915.ZOF   0.0  1.376615  1.470       1.464  1.063478
          2  510500.HOF   0.0  5.071846  5.368       5.344  1.053660
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159949.ZOF', '159915.ZOF', '510500.HOF']
          卖出信号: ['510050.HOF', '159905.ZOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510300.HOF', '159905.ZOF', '510050.HOF']
          正在卖出 510300.HOF
          正在卖出 159905.ZOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-03-01 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   0.0  0.513000  0.562       0.558  1.087719
          1  159915.ZOF   0.0  1.393692  1.500       1.492  1.070538
          2  510050.HOF   0.0  2.643538  2.802       2.795  1.057295
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159949.ZOF', '159915.ZOF', '510050.HOF']
          卖出信号: ['510500.HOF', '159905.ZOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510500.HOF', '510300.HOF', '159905.ZOF']
          正在卖出 510500.HOF
          正在卖出 510300.HOF
          正在卖出 159905.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-03-04 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   0.0  0.521615  0.579       0.574  1.100428
          1  159915.ZOF   0.0  1.413308  1.556       1.541  1.090350
          2  159905.ZOF   0.0  1.597154  1.710       1.705  1.067524
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159949.ZOF', '159915.ZOF', '159905.ZOF']
          卖出信号: ['510050.HOF', '510500.HOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510500.HOF', '510300.HOF', '510050.HOF']
          正在卖出 510500.HOF
          正在卖出 510300.HOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-03-05 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   0.0  0.530923  0.598       0.594  1.118806
          1  159915.ZOF   0.0  1.437231  1.615       1.606  1.117427
          2  510500.HOF   0.0  5.239615  5.666       5.649  1.078133
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159949.ZOF', '159915.ZOF', '510500.HOF']
          卖出信号: ['510050.HOF', '159905.ZOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510300.HOF', '159905.ZOF', '510050.HOF']
          正在卖出 510300.HOF
          正在卖出 159905.ZOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-03-06 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   0.0  0.541308  0.609       0.604  1.115816
          1  159915.ZOF   0.0  1.462846  1.635       1.622  1.108797
          2  510500.HOF   0.0  5.313539  5.777       5.768  1.085529
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159949.ZOF', '159915.ZOF', '510500.HOF']
          卖出信号: ['510050.HOF', '159905.ZOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510300.HOF', '159905.ZOF', '510050.HOF']
          正在卖出 510300.HOF
          正在卖出 159905.ZOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-03-07 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   0.0  0.549154  0.601       0.609  1.108979
          1  159915.ZOF   0.0  1.483154  1.621       1.635  1.102381
          2  510500.HOF   0.0  5.376462  5.824       5.870  1.091796
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159949.ZOF', '159915.ZOF', '510500.HOF']
          卖出信号: ['510050.HOF', '159905.ZOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510300.HOF', '159905.ZOF', '510050.HOF']
          正在卖出 510300.HOF
          正在卖出 159905.ZOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-03-08 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159915.ZOF   0.0  1.501462  1.584       1.593  1.060966
          1  159949.ZOF   0.0  0.555923  0.581       0.583  1.048706
          2  510500.HOF   0.0  5.426308  5.632       5.654  1.041961
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159915.ZOF', '159949.ZOF', '510500.HOF']
          卖出信号: ['510050.HOF', '159905.ZOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510300.HOF', '159905.ZOF', '510050.HOF']
          正在卖出 510300.HOF
          正在卖出 159905.ZOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-03-11 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159915.ZOF   0.0  1.525308  1.658       1.650  1.081749
          1  159949.ZOF   0.0  0.564692  0.605       0.602  1.066067
          2  510500.HOF   0.0  5.492769  5.838       5.835  1.062306
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159915.ZOF', '159949.ZOF', '510500.HOF']
          卖出信号: ['510050.HOF', '159905.ZOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510300.HOF', '159905.ZOF', '510050.HOF']
          正在卖出 510300.HOF
          正在卖出 159905.ZOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-03-12 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159915.ZOF   0.0  1.551538  1.696       1.683  1.084730
          1  159949.ZOF   0.0  0.573769  0.611       0.609  1.061402
          2  510500.HOF   0.0  5.566154  5.933       5.900  1.059978
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159915.ZOF', '159949.ZOF', '510500.HOF']
          卖出信号: ['510050.HOF', '159905.ZOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510300.HOF', '159905.ZOF', '510050.HOF']
          正在卖出 510300.HOF
          正在卖出 159905.ZOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-03-13 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159915.ZOF   0.0  1.567846  1.618       1.613  1.028800
          1  510500.HOF   0.0  5.616692  5.793       5.775  1.028185
          2  159949.ZOF   0.0  0.579308  0.588       0.585  1.009826
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159915.ZOF', '510500.HOF', '159949.ZOF']
          卖出信号: ['510050.HOF', '159905.ZOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510300.HOF', '159905.ZOF', '510050.HOF']
          正在卖出 510300.HOF
          正在卖出 159905.ZOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-03-14 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510500.HOF   1.0  5.630462  5.658       5.630  0.999918
          1  159949.ZOF   1.0  0.581231  0.584       0.577  0.992721
          2  159915.ZOF   1.0  1.574846  1.583       1.562  0.991843
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-03-15 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510500.HOF   1.0  5.654615  5.720       5.731  1.013508
          1  159905.ZOF   0.0  1.691538  1.709       1.712  1.012096
          2  159915.ZOF   1.0  1.583308  1.589       1.598  1.009280
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-03-18 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159905.ZOF   0.0  1.702308  1.774       1.765  1.036828
          1  510500.HOF   0.0  5.696154  5.903       5.880  1.032276
          2  510300.HOF   0.0  3.746538  3.850       3.840  1.024946
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159905.ZOF', '510500.HOF', '510300.HOF']
          卖出信号: ['510050.HOF', '159915.ZOF', '159949.ZOF', '510880.HOF']
          即将买入: []
          即将卖出: ['159915.ZOF', '510050.HOF', '159949.ZOF']
          正在卖出 159915.ZOF
          正在卖出 510050.HOF
          正在卖出 159949.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-03-19 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510500.HOF   0.0  5.736462  5.892       5.900  1.028509
          1  159905.ZOF   0.0  1.713077  1.763       1.759  1.026807
          2  510300.HOF   0.0  3.758769  3.822       3.819  1.016024
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['510500.HOF', '159905.ZOF', '510300.HOF']
          卖出信号: ['510050.HOF', '159915.ZOF', '159949.ZOF', '510880.HOF']
          即将买入: []
          即将卖出: ['159915.ZOF', '510050.HOF', '159949.ZOF']
          正在卖出 159915.ZOF
          正在卖出 510050.HOF
          正在卖出 159949.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-03-20 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159905.ZOF   0.0  1.720000  1.755       1.757  1.021512
          1  510500.HOF   0.0  5.771923  5.893       5.875  1.017858
          2  510300.HOF   0.0  3.765231  3.822       3.824  1.015608
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159905.ZOF', '510500.HOF', '510300.HOF']
          卖出信号: ['510050.HOF', '159915.ZOF', '159949.ZOF', '510880.HOF']
          即将买入: []
          即将卖出: ['159915.ZOF', '510050.HOF', '159949.ZOF']
          正在卖出 159915.ZOF
          正在卖出 510050.HOF
          正在卖出 159949.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-03-21 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510500.HOF   0.0  5.806692  5.958       6.016  1.036046
          1  510880.HOF   0.0  2.869077  2.917       2.929  1.020886
          2  159905.ZOF   0.0  1.723385  1.754       1.759  1.020666
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['510500.HOF', '510880.HOF', '159905.ZOF']
          卖出信号: ['510050.HOF', '159915.ZOF', '159949.ZOF', '510300.HOF']
          即将买入: ['510880.HOF']
          即将卖出: ['159915.ZOF', '510300.HOF', '510050.HOF', '159949.ZOF']
          正在卖出 159915.ZOF
          正在卖出 510300.HOF
          正在卖出 510050.HOF
          正在卖出 159949.ZOF
          正在调仓 510500.HOF
          正在调仓 159905.ZOF
          正在买入 510880.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          
          目前日期为:2019-03-22 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510500.HOF   0.0  5.834077  6.022       5.996  1.027755
          1  510880.HOF   0.0  2.871769  2.919       2.916  1.015402
          2  510300.HOF   0.0  3.770385  3.829       3.812  1.011037
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['510500.HOF', '510880.HOF', '510300.HOF']
          卖出信号: ['510050.HOF', '159915.ZOF', '159949.ZOF', '159905.ZOF']
          即将买入: []
          即将卖出: ['159915.ZOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在卖出 159915.ZOF
          正在卖出 159905.ZOF
          正在卖出 510050.HOF
          正在卖出 159949.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-03-25 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510500.HOF   0.0  5.846231  5.935       5.946  1.017066
          1  510880.HOF   1.0  2.868462  2.876       2.884  1.005417
          2  159905.ZOF   1.0  1.721308  1.710       1.714  0.995755
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-03-26 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510880.HOF   1.0  2.862308  2.830       2.827  0.987665
          1  510500.HOF   1.0  5.841077  5.757       5.760  0.986120
          2  159905.ZOF   1.0  1.719769  1.696       1.695  0.985597
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-03-27 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510880.HOF   0.0  2.868615  2.875       2.868  0.999785
          1  159905.ZOF   1.0  1.724769  1.726       1.718  0.996075
          2  510500.HOF   1.0  5.856154  5.828       5.805  0.991265
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-03-28 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159905.ZOF   1.0  1.726462  1.725       1.731  1.002629
          1  510880.HOF   1.0  2.871077  2.862       2.857  0.995097
          2  510050.HOF   1.0  2.742231  2.718       2.717  0.990799
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-03-29 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510050.HOF   0.0  2.751308  2.819       2.822  1.025694
          1  510300.HOF   0.0  3.771000  3.869       3.867  1.025457
          2  510500.HOF   0.0  5.849769  5.942       5.935  1.014570
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['510050.HOF', '510300.HOF', '510500.HOF']
          卖出信号: ['159915.ZOF', '159949.ZOF', '159905.ZOF', '510880.HOF']
          即将买入: []
          即将卖出: ['159915.ZOF', '510880.HOF', '159905.ZOF', '159949.ZOF']
          正在卖出 159915.ZOF
          正在卖出 510880.HOF
          正在卖出 159905.ZOF
          正在卖出 159949.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-04-01 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159905.ZOF   0.0  1.737846  1.868       1.879  1.081223
          1  159915.ZOF   0.0  1.607385  1.694       1.687  1.049531
          2  510500.HOF   0.0  5.879308  6.177       6.164  1.048423
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159905.ZOF', '159915.ZOF', '510500.HOF']
          卖出信号: ['510050.HOF', '159949.ZOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510880.HOF', '510300.HOF', '510050.HOF', '159949.ZOF']
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 510050.HOF
          正在卖出 159949.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-04-02 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159905.ZOF   0.0  1.750077  1.849       1.847  1.055382
          1  159915.ZOF   0.0  1.615000  1.682       1.680  1.040248
          2  510500.HOF   0.0  5.918846  6.172       6.152  1.039392
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159905.ZOF', '159915.ZOF', '510500.HOF']
          卖出信号: ['510050.HOF', '159949.ZOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510880.HOF', '510300.HOF', '510050.HOF', '159949.ZOF']
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 510050.HOF
          正在卖出 159949.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-04-03 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159905.ZOF   0.0  1.765000  1.866       1.863  1.055524
          1  510500.HOF   0.0  5.959154  6.244       6.265  1.051324
          2  510300.HOF   0.0  3.833462  4.015       4.028  1.050747
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159905.ZOF', '510500.HOF', '510300.HOF']
          卖出信号: ['510050.HOF', '159915.ZOF', '159949.ZOF', '510880.HOF']
          即将买入: []
          即将卖出: ['159915.ZOF', '510880.HOF', '510050.HOF', '159949.ZOF']
          正在卖出 159915.ZOF
          正在卖出 510880.HOF
          正在卖出 510050.HOF
          正在卖出 159949.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-04-04 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159905.ZOF   0.0  1.779231  1.894       1.891  1.062819
          1  510300.HOF   0.0  3.849769  4.062       4.051  1.052271
          2  510500.HOF   0.0  5.989769  6.301       6.268  1.046451
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159905.ZOF', '510300.HOF', '510500.HOF']
          卖出信号: ['510050.HOF', '159915.ZOF', '159949.ZOF', '510880.HOF']
          即将买入: []
          即将卖出: ['159915.ZOF', '510880.HOF', '510050.HOF', '159949.ZOF']
          正在卖出 159915.ZOF
          正在卖出 510880.HOF
          正在卖出 510050.HOF
          正在卖出 159949.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-04-08 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159905.ZOF   0.0  1.788154  1.890       1.892  1.058074
          1  510050.HOF   0.0  2.810615  2.943       2.948  1.048881
          2  510880.HOF   0.0  2.941385  3.076       3.079  1.046786
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159905.ZOF', '510050.HOF', '510880.HOF']
          卖出信号: ['159915.ZOF', '510500.HOF', '159949.ZOF', '510300.HOF']
          即将买入: []
          即将卖出: ['159915.ZOF', '510500.HOF', '510300.HOF', '159949.ZOF']
          正在卖出 159915.ZOF
          正在卖出 510500.HOF
          正在卖出 510300.HOF
          正在卖出 159949.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-04-09 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159905.ZOF   0.0  1.800769  1.927       1.914  1.062879
          1  510050.HOF   0.0  2.822538  2.949       2.951  1.045513
          2  510300.HOF   0.0  3.884538  4.060       4.056  1.044140
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
          卖出信号: ['159915.ZOF', '510500.HOF', '159949.ZOF', '510880.HOF']
          即将买入: []
          即将卖出: ['159915.ZOF', '510500.HOF', '510880.HOF', '159949.ZOF']
          正在卖出 159915.ZOF
          正在卖出 510500.HOF
          正在卖出 510880.HOF
          正在卖出 159949.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-04-10 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159905.ZOF   0.0  1.815231  1.943       1.942  1.069836
          1  510050.HOF   0.0  2.836385  2.964       2.954  1.041467
          2  510300.HOF   0.0  3.903154  4.066       4.057  1.039416
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
          卖出信号: ['159915.ZOF', '510500.HOF', '159949.ZOF', '510880.HOF']
          即将买入: []
          即将卖出: ['159915.ZOF', '510500.HOF', '510880.HOF', '159949.ZOF']
          正在卖出 159915.ZOF
          正在卖出 510500.HOF
          正在卖出 510880.HOF
          正在卖出 159949.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-04-11 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510050.HOF   0.0  2.846769  2.912       2.905  1.020455
          1  510500.HOF   1.0  6.074385  6.136       6.131  1.009320
          2  159915.ZOF   1.0  1.637231  1.619       1.619  0.988865
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-04-12 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510880.HOF   1.0  2.973615  3.011      -100.0    -100.0
          1  159915.ZOF   1.0  1.639231  1.624      -100.0    -100.0
          2  159949.ZOF   1.0  0.595615  0.590      -100.0    -100.0
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-04-15 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159905.ZOF   1.0  1.834462  1.875       1.884  1.027004
          1  510050.HOF   1.0  2.878923  2.906       2.919  1.013921
          2  510880.HOF   1.0  2.980231  3.005       3.016  1.012002
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-04-16 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510050.HOF   0.0  2.900846  3.008       3.003  1.035215
          1  159905.ZOF   0.0  1.850538  1.919       1.912  1.033213
          2  510300.HOF   0.0  3.961462  4.077       4.073  1.028156
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['510050.HOF', '159905.ZOF', '510300.HOF']
          卖出信号: ['159915.ZOF', '510500.HOF', '159949.ZOF', '510880.HOF']
          即将买入: []
          即将卖出: ['159915.ZOF', '510500.HOF', '510880.HOF', '159949.ZOF']
          正在卖出 159915.ZOF
          正在卖出 510500.HOF
          正在卖出 510880.HOF
          正在卖出 159949.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-04-17 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159905.ZOF   0.0  1.867846  1.921       1.925  1.030599
          1  510050.HOF   0.0  2.922308  2.997       3.003  1.027613
          2  510300.HOF   0.0  3.987615  4.067       4.080  1.023168
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
          卖出信号: ['159915.ZOF', '510500.HOF', '159949.ZOF', '510880.HOF']
          即将买入: []
          即将卖出: ['159915.ZOF', '510500.HOF', '510880.HOF', '159949.ZOF']
          正在卖出 159915.ZOF
          正在卖出 510500.HOF
          正在卖出 510880.HOF
          正在卖出 159949.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-04-18 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159905.ZOF   0.0  1.882308  1.914       1.917  1.018431
          1  510050.HOF   0.0  2.935231  2.987       2.983  1.016274
          2  510300.HOF   0.0  4.014000  4.060       4.057  1.010713
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
          卖出信号: ['159915.ZOF', '510500.HOF', '159949.ZOF', '510880.HOF']
          即将买入: []
          即将卖出: ['159915.ZOF', '510500.HOF', '510880.HOF', '159949.ZOF']
          正在卖出 159915.ZOF
          正在卖出 510500.HOF
          正在卖出 510880.HOF
          正在卖出 159949.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-04-19 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510500.HOF   0.0  6.193308  6.225      -100.0    -100.0
          1  159905.ZOF   0.0  1.900308  1.959      -100.0    -100.0
          2  159949.ZOF   0.0  0.601615  0.599      -100.0    -100.0
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: []
          卖出信号: ['159915.ZOF', '510500.HOF', '510050.HOF', '510880.HOF', '159949.ZOF', '510300.HOF', '159905.ZOF']
          即将买入: []
          即将卖出: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在卖出 159915.ZOF
          正在卖出 510500.HOF
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 159905.ZOF
          正在卖出 510050.HOF
          正在卖出 159949.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-04-22 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159905.ZOF   1.0  1.906308  1.946       1.907  1.000363
          1  510050.HOF   1.0  2.957231  3.008       2.946  0.996202
          2  510300.HOF   1.0  4.041461  4.075       4.001  0.989988
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-04-23 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510050.HOF   1.0  2.962000  2.963       2.956  0.997974
          1  159905.ZOF   1.0  1.910769  1.907       1.904  0.996457
          2  510300.HOF   1.0  4.045154  4.010       4.008  0.990815
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-04-24 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159915.ZOF   0.0  1.636231  1.646       1.639  1.001692
          1  510050.HOF   1.0  2.963461  2.958       2.959  0.998495
          2  159905.ZOF   0.0  1.914538  1.915       1.910  0.997629
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159915.ZOF']
          卖出信号: ['510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          即将买入: []
          即将卖出: ['510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在卖出 510500.HOF
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 159905.ZOF
          正在卖出 510050.HOF
          正在卖出 159949.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-04-25 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159915.ZOF   1.0  1.631077  1.598       1.609  0.986465
          1  510050.HOF   1.0  2.961154  2.913       2.919  0.985764
          2  159905.ZOF   1.0  1.912231  1.864       1.871  0.978438
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-04-26 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159915.ZOF   1.0  1.625077  1.589       1.592  0.979646
          1  510050.HOF   1.0  2.955846  2.880       2.882  0.975017
          2  159949.ZOF   1.0  0.589846  0.571       0.573  0.971440
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-04-29 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510050.HOF   1.0  2.952538  2.921       2.916  0.987625
          1  159905.ZOF   1.0  1.902154  1.849       1.848  0.971530
          2  510300.HOF   1.0  4.010462  3.894       3.888  0.969464
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-04-30 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510050.HOF   1.0  2.953769  2.928       2.927  0.990937
          1  159905.ZOF   1.0  1.895462  1.856       1.849  0.975488
          2  510300.HOF   1.0  3.997385  3.896       3.892  0.973637
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-05-06 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510050.HOF   1.0  2.944615  2.787       2.790  0.947492
          1  510880.HOF   1.0  2.946615  2.741       2.741  0.930220
          2  510300.HOF   1.0  3.973615  3.673       3.680  0.926109
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-05-07 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510050.HOF   1.0  2.935692  2.790       2.802  0.954460
          1  510880.HOF   1.0  2.928615  2.771       2.769  0.945498
          2  510300.HOF   1.0  3.954385  3.707       3.716  0.939716
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-05-08 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510880.HOF   1.0  2.905231  2.741       2.743  0.944159
          1  510050.HOF   1.0  2.915462  2.745       2.745  0.941532
          2  510300.HOF   1.0  3.922231  3.659       3.660  0.933142
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-05-09 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510880.HOF   1.0  2.878385  2.700       2.699  0.937679
          1  510050.HOF   1.0  2.891538  2.686       2.683  0.927880
          2  510300.HOF   1.0  3.886846  3.607       3.591  0.923885
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-05-10 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159905.ZOF   1.0  1.832538  1.777       1.772  0.966965
          1  510050.HOF   1.0  2.875385  2.777       2.780  0.966827
          2  510300.HOF   1.0  3.860692  3.720       3.718  0.963040
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-05-13 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159905.ZOF   1.0  1.816846  1.755       1.751  0.963758
          1  510880.HOF   1.0  2.834154  2.722       2.720  0.959722
          2  510050.HOF   1.0  2.852385  2.725       2.723  0.954640
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-05-14 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159905.ZOF   1.0  1.801615  1.748       1.751  0.971906
          1  510880.HOF   1.0  2.810538  2.706       2.712  0.964940
          2  510300.HOF   1.0  3.790769  3.634       3.645  0.961546
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-05-15 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159905.ZOF   0.0  1.793538  1.802       1.801  1.004160
          1  510300.HOF   0.0  3.767846  3.712       3.714  0.985709
          2  159949.ZOF   0.0  0.537538  0.529       0.529  0.984116
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159905.ZOF']
          卖出信号: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '510050.HOF', '159949.ZOF']
          即将买入: []
          即将卖出: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '510050.HOF', '159949.ZOF']
          正在卖出 159915.ZOF
          正在卖出 510500.HOF
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 510050.HOF
          正在卖出 159949.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-05-16 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159905.ZOF   0.0  1.784923  1.803       1.804  1.010688
          1  510500.HOF   0.0  5.462000  5.471       5.466  1.000732
          2  510300.HOF   0.0  3.745846  3.730       3.733  0.996571
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159905.ZOF', '510500.HOF']
          卖出信号: ['510050.HOF', '159915.ZOF', '159949.ZOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['159915.ZOF', '510880.HOF', '510300.HOF', '510050.HOF', '159949.ZOF']
          正在卖出 159915.ZOF
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 510050.HOF
          正在卖出 159949.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-05-17 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159905.ZOF   0.0  1.776846  1.759       1.752  0.986017
          1  510880.HOF   1.0  2.764462  2.704       2.704  0.978129
          2  510050.HOF   1.0  2.785308  2.723       2.723  0.977630
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-05-20 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510880.HOF   1.0  2.751077  2.691       2.690  0.977799
          1  510500.HOF   1.0  5.378308  5.260       5.256  0.977259
          2  159905.ZOF   1.0  1.768846  1.733       1.728  0.976908
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-05-21 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510500.HOF   0.0  5.354769  5.348       5.348  0.998736
          1  159905.ZOF   0.0  1.761692  1.756       1.757  0.997336
          2  159949.ZOF   1.0  0.520462  0.517       0.517  0.993349
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-05-22 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510500.HOF   1.0  5.328538  5.331       5.321  0.998585
          1  159949.ZOF   1.0  0.517538  0.516       0.515  0.995095
          2  159905.ZOF   1.0  1.753000  1.743       1.744  0.994866
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-05-23 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510880.HOF   1.0  2.724769  2.687       2.687  0.986139
          1  510050.HOF   1.0  2.730769  2.677       2.677  0.980310
          2  510500.HOF   1.0  5.326538  5.228       5.215  0.979060
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-05-24 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510050.HOF   1.0  2.723154  2.691       2.695  0.989661
          1  510880.HOF   1.0  2.718308  2.687       2.690  0.989586
          2  510300.HOF   1.0  3.648692  3.590       3.593  0.984736
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-05-27 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159915.ZOF   0.0  1.427692  1.428       1.427  0.999515
          1  510500.HOF   1.0  5.321462  5.312       5.314  0.998598
          2  159949.ZOF   0.0  0.516077  0.515       0.515  0.997913
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: []
          卖出信号: ['159915.ZOF', '510500.HOF', '510050.HOF', '510880.HOF', '159949.ZOF', '510300.HOF', '159905.ZOF']
          即将买入: []
          即将卖出: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在卖出 159915.ZOF
          正在卖出 510500.HOF
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 159905.ZOF
          正在卖出 510050.HOF
          正在卖出 159949.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-05-28 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510880.HOF   0.0  2.717385  2.715       2.713  0.998386
          1  510050.HOF   0.0  2.724385  2.733       2.719  0.998024
          2  510300.HOF   0.0  3.650000  3.650       3.635  0.995890
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: []
          卖出信号: ['159915.ZOF', '510500.HOF', '510050.HOF', '510880.HOF', '159949.ZOF', '510300.HOF', '159905.ZOF']
          即将买入: []
          即将卖出: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在卖出 159915.ZOF
          正在卖出 510500.HOF
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 159905.ZOF
          正在卖出 510050.HOF
          正在卖出 159949.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-05-29 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510050.HOF   0.0  2.722154  2.748       2.753  1.011332
          1  159915.ZOF   0.0  1.426923  1.432       1.435  1.005660
          2  159905.ZOF   0.0  1.749385  1.753       1.759  1.005496
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['510050.HOF', '159915.ZOF', '159905.ZOF']
          卖出信号: ['159949.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510500.HOF', '510880.HOF', '510300.HOF', '159949.ZOF']
          正在卖出 510500.HOF
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 159949.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-05-30 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510050.HOF   0.0  2.723077  2.737       2.741  1.006582
          1  510300.HOF   0.0  3.644615  3.650       3.645  1.000106
          2  510880.HOF   0.0  2.713846  2.718       2.714  1.000057
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['510050.HOF', '510300.HOF', '510880.HOF']
          卖出信号: ['159949.ZOF', '159915.ZOF', '510500.HOF', '159905.ZOF']
          即将买入: []
          即将卖出: ['159915.ZOF', '510500.HOF', '159905.ZOF', '159949.ZOF']
          正在卖出 159915.ZOF
          正在卖出 510500.HOF
          正在卖出 159905.ZOF
          正在卖出 159949.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-05-31 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510050.HOF   0.0  2.724615  2.728       2.734  1.003444
          1  159915.ZOF   0.0  1.425000  1.425       1.426  1.000702
          2  510880.HOF   1.0  2.714385  2.713       2.716  1.000595
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-06-03 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510050.HOF   0.0  2.722692  2.740       2.741  1.006724
          1  510300.HOF   1.0  3.638923  3.640       3.640  1.000296
          2  510880.HOF   1.0  2.710846  2.701       2.705  0.997843
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-06-04 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510050.HOF   1.0  2.718692  2.722       2.717  0.999378
          1  510880.HOF   1.0  2.705538  2.691       2.692  0.994996
          2  510300.HOF   1.0  3.629462  3.607       3.599  0.991607
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-06-05 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510050.HOF   1.0  2.718308  2.718       2.720  1.000623
          1  510880.HOF   1.0  2.705385  2.702       2.700  0.998010
          2  159905.ZOF   1.0  1.734923  1.729       1.725  0.994280
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-06-06 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510050.HOF   1.0  2.718692  2.704       2.710  0.996803
          1  510880.HOF   1.0  2.704154  2.675       2.681  0.991438
          2  510300.HOF   1.0  3.622923  3.568       3.580  0.988152
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-06-10 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510050.HOF   0.0  2.720000  2.739       2.737  1.006250
          1  159905.ZOF   1.0  1.730769  1.730       1.730  0.999556
          2  510880.HOF   1.0  2.702692  2.699       2.699  0.998634
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-06-11 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159905.ZOF   0.0  1.735154  1.800       1.800  1.037372
          1  510050.HOF   0.0  2.728077  2.814       2.816  1.032229
          2  510300.HOF   0.0  3.626615  3.727       3.734  1.029610
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
          卖出信号: ['159915.ZOF', '510500.HOF', '159949.ZOF', '510880.HOF']
          即将买入: []
          即将卖出: ['159915.ZOF', '510500.HOF', '510880.HOF', '159949.ZOF']
          正在卖出 159915.ZOF
          正在卖出 510500.HOF
          正在卖出 510880.HOF
          正在卖出 159949.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-06-12 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510050.HOF   0.0  2.737692  2.802       2.801  1.023125
          1  159905.ZOF   0.0  1.741615  1.783       1.777  1.020317
          2  510300.HOF   0.0  3.635462  3.699       3.697  1.016927
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['510050.HOF', '159905.ZOF', '510300.HOF']
          卖出信号: ['159915.ZOF', '510500.HOF', '159949.ZOF', '510880.HOF']
          即将买入: []
          即将卖出: ['159915.ZOF', '510500.HOF', '510880.HOF', '159949.ZOF']
          正在卖出 159915.ZOF
          正在卖出 510500.HOF
          正在卖出 510880.HOF
          正在卖出 159949.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-06-13 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510050.HOF   0.0  2.745769  2.796       2.803  1.020843
          1  159905.ZOF   0.0  1.746385  1.770       1.775  1.016385
          2  510300.HOF   0.0  3.643308  3.692       3.702  1.016110
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['510050.HOF', '159905.ZOF', '510300.HOF']
          卖出信号: ['159915.ZOF', '510500.HOF', '159949.ZOF', '510880.HOF']
          即将买入: []
          即将卖出: ['159915.ZOF', '510500.HOF', '510880.HOF', '159949.ZOF']
          正在卖出 159915.ZOF
          正在卖出 510500.HOF
          正在卖出 510880.HOF
          正在卖出 159949.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-06-14 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510050.HOF   0.0  2.751615  2.790       2.787  1.012860
          1  510300.HOF   0.0  3.646154  3.670       3.660  1.003797
          2  159905.ZOF   0.0  1.747692  1.752       1.751  1.001893
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['510050.HOF', '510300.HOF', '159905.ZOF']
          卖出信号: ['159915.ZOF', '510500.HOF', '159949.ZOF', '510880.HOF']
          即将买入: []
          即将卖出: ['159915.ZOF', '510500.HOF', '510880.HOF', '159949.ZOF']
          正在卖出 159915.ZOF
          正在卖出 510500.HOF
          正在卖出 510880.HOF
          正在卖出 159949.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-06-17 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510050.HOF   0.0  2.756692  2.799       2.797  1.014622
          1  510300.HOF   0.0  3.647923  3.673       3.668  1.005504
          2  510880.HOF   0.0  2.713308  2.716       2.717  1.001361
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['510050.HOF', '510300.HOF', '510880.HOF']
          卖出信号: ['159949.ZOF', '159915.ZOF', '510500.HOF', '159905.ZOF']
          即将买入: []
          即将卖出: ['159915.ZOF', '510500.HOF', '159905.ZOF', '159949.ZOF']
          正在卖出 159915.ZOF
          正在卖出 510500.HOF
          正在卖出 159905.ZOF
          正在卖出 159949.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-06-18 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510050.HOF   0.0  2.761462  2.810        2.81  1.017577
          1  510300.HOF   0.0  3.650154  3.681        3.68  1.008177
          2  159905.ZOF   0.0  1.747000  1.750        1.75  1.001717
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['510050.HOF', '510300.HOF', '159905.ZOF']
          卖出信号: ['159915.ZOF', '510500.HOF', '159949.ZOF', '510880.HOF']
          即将买入: []
          即将卖出: ['159915.ZOF', '510500.HOF', '510880.HOF', '159949.ZOF']
          正在卖出 159915.ZOF
          正在卖出 510500.HOF
          正在卖出 510880.HOF
          正在卖出 159949.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-06-19 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510050.HOF   0.0  2.770615  2.856       2.856  1.030818
          1  510300.HOF   0.0  3.656692  3.735       3.736  1.021688
          2  159949.ZOF   0.0  0.500077  0.507       0.508  1.015844
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['510050.HOF', '510300.HOF', '159949.ZOF']
          卖出信号: ['159915.ZOF', '510500.HOF', '159905.ZOF', '510880.HOF']
          即将买入: []
          即将卖出: ['159915.ZOF', '510500.HOF', '510880.HOF', '159905.ZOF']
          正在卖出 159915.ZOF
          正在卖出 510500.HOF
          正在卖出 510880.HOF
          正在卖出 159905.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-06-20 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510050.HOF   0.0  2.788000  2.954       2.950  1.058106
          1  510300.HOF   0.0  3.672923  3.843       3.843  1.046306
          2  159905.ZOF   0.0  1.755308  1.828       1.822  1.037995
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['510050.HOF', '510300.HOF', '159905.ZOF']
          卖出信号: ['159915.ZOF', '510500.HOF', '159949.ZOF', '510880.HOF']
          即将买入: []
          即将卖出: ['159915.ZOF', '510500.HOF', '510880.HOF', '159949.ZOF']
          正在卖出 159915.ZOF
          正在卖出 510500.HOF
          正在卖出 510880.HOF
          正在卖出 159949.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-06-21 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   0.0  0.503308  0.531       0.532  1.057007
          1  510050.HOF   0.0  2.804385  2.953       2.956  1.054064
          2  510300.HOF   0.0  3.689077  3.850       3.855  1.044977
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159949.ZOF', '510050.HOF', '510300.HOF']
          卖出信号: ['159915.ZOF', '510500.HOF', '159905.ZOF', '510880.HOF']
          即将买入: []
          即将卖出: ['159915.ZOF', '510500.HOF', '510880.HOF', '159905.ZOF']
          正在卖出 159915.ZOF
          正在卖出 510500.HOF
          正在卖出 510880.HOF
          正在卖出 159905.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-06-24 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510050.HOF   0.0  2.822615  2.959       2.954  1.046547
          1  159949.ZOF   0.0  0.505615  0.527       0.526  1.040316
          2  510300.HOF   0.0  3.708231  3.856       3.848  1.037692
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['510050.HOF', '159949.ZOF', '510300.HOF']
          卖出信号: ['159915.ZOF', '510500.HOF', '159905.ZOF', '510880.HOF']
          即将买入: []
          即将卖出: ['159915.ZOF', '510500.HOF', '510880.HOF', '159905.ZOF']
          正在卖出 159915.ZOF
          正在卖出 510500.HOF
          正在卖出 510880.HOF
          正在卖出 159905.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-06-25 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   0.0  0.507615  0.522       0.523  1.030308
          1  510050.HOF   0.0  2.838077  2.919       2.924  1.030275
          2  510300.HOF   0.0  3.725000  3.817       3.823  1.026309
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159949.ZOF', '510050.HOF', '510300.HOF']
          卖出信号: ['159915.ZOF', '510500.HOF', '159905.ZOF', '510880.HOF']
          即将买入: []
          即将卖出: ['159915.ZOF', '510500.HOF', '510880.HOF', '159905.ZOF']
          正在卖出 159915.ZOF
          正在卖出 510500.HOF
          正在卖出 510880.HOF
          正在卖出 159905.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-06-26 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   0.0  0.510615  0.525       0.526  1.030130
          1  510050.HOF   0.0  2.854385  2.916       2.916  1.021586
          2  510300.HOF   0.0  3.744231  3.818       3.818  1.019702
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159949.ZOF', '510050.HOF', '510300.HOF']
          卖出信号: ['159915.ZOF', '510500.HOF', '159905.ZOF', '510880.HOF']
          即将买入: []
          即将卖出: ['159915.ZOF', '510500.HOF', '510880.HOF', '159905.ZOF']
          正在卖出 159915.ZOF
          正在卖出 510500.HOF
          正在卖出 510880.HOF
          正在卖出 159905.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-06-27 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   0.0  0.513769  0.532       0.532  1.035484
          1  510050.HOF   0.0  2.871000  2.955       2.950  1.027517
          2  159915.ZOF   0.0  1.430923  1.469       1.467  1.025212
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159949.ZOF', '510050.HOF', '159915.ZOF']
          卖出信号: ['510500.HOF', '159905.ZOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF']
          正在卖出 510500.HOF
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 159905.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-06-28 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   0.0  0.515231  0.529       0.528  1.024784
          1  510050.HOF   0.0  2.881615  2.952       2.950  1.023731
          2  510300.HOF   0.0  3.773308  3.859       3.855  1.021650
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159949.ZOF', '510050.HOF', '510300.HOF']
          卖出信号: ['159915.ZOF', '510500.HOF', '159905.ZOF', '510880.HOF']
          即将买入: []
          即将卖出: ['159915.ZOF', '510500.HOF', '510880.HOF', '159905.ZOF']
          正在卖出 159915.ZOF
          正在卖出 510500.HOF
          正在卖出 510880.HOF
          正在卖出 159905.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-07-01 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   0.0  0.518615  0.548       0.547  1.054732
          1  159905.ZOF   0.0  1.804000  1.905       1.898  1.052106
          2  159915.ZOF   0.0  1.440615  1.511       1.509  1.047469
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159949.ZOF', '159905.ZOF', '159915.ZOF']
          卖出信号: ['510050.HOF', '510500.HOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510500.HOF', '510880.HOF', '510300.HOF', '510050.HOF']
          正在卖出 510500.HOF
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-07-02 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   0.0  0.521923  0.549       0.550  1.053795
          1  159905.ZOF   0.0  1.815077  1.914       1.911  1.052848
          2  159915.ZOF   0.0  1.447462  1.511       1.513  1.045278
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159949.ZOF', '159905.ZOF', '159915.ZOF']
          卖出信号: ['510050.HOF', '510500.HOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510500.HOF', '510880.HOF', '510300.HOF', '510050.HOF']
          正在卖出 510500.HOF
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-07-03 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159905.ZOF   0.0  1.825462  1.887       1.884  1.032068
          1  159949.ZOF   0.0  0.525462  0.543       0.542  1.031474
          2  510300.HOF   0.0  3.833308  3.927       3.920  1.022616
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159905.ZOF', '159949.ZOF', '510300.HOF']
          卖出信号: ['510050.HOF', '159915.ZOF', '510500.HOF', '510880.HOF']
          即将买入: []
          即将卖出: ['159915.ZOF', '510500.HOF', '510880.HOF', '510050.HOF']
          正在卖出 159915.ZOF
          正在卖出 510500.HOF
          正在卖出 510880.HOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-07-04 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159905.ZOF   0.0  1.835769  1.876       1.872  1.019736
          1  159949.ZOF   0.0  0.528538  0.539       0.537  1.016009
          2  510880.HOF   0.0  2.792308  2.838       2.836  1.015647
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159905.ZOF', '159949.ZOF', '510880.HOF']
          卖出信号: ['510050.HOF', '159915.ZOF', '510500.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['159915.ZOF', '510500.HOF', '510300.HOF', '510050.HOF']
          正在卖出 159915.ZOF
          正在卖出 510500.HOF
          正在卖出 510300.HOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-07-05 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159905.ZOF   0.0  1.848000  1.909       1.906  1.031385
          1  159949.ZOF   0.0  0.531692  0.541       0.540  1.015625
          2  159915.ZOF   0.0  1.468154  1.492       1.491  1.015561
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159905.ZOF', '159949.ZOF', '159915.ZOF']
          卖出信号: ['510050.HOF', '510500.HOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510500.HOF', '510880.HOF', '510300.HOF', '510050.HOF']
          正在卖出 510500.HOF
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-07-08 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159905.ZOF   0.0  1.855462  1.869       1.878  1.012147
          1  510880.HOF   1.0  2.805231  2.782       2.788  0.993858
          2  510300.HOF   1.0  3.876692  3.831       3.847  0.992341
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-07-09 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159905.ZOF   1.0  1.858308  1.865       1.870  1.006292
          1  159915.ZOF   1.0  1.472231  1.462       1.461  0.992372
          2  510880.HOF   1.0  2.804692  2.779       2.780  0.991196
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-07-10 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159905.ZOF   1.0  1.860385  1.861       1.860  0.999793
          1  159915.ZOF   1.0  1.470923  1.456       1.450  0.985776
          2  510880.HOF   1.0  2.802462  2.763       2.759  0.984492
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-07-11 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159905.ZOF   1.0  1.863154  1.863       1.862  0.999381
          1  159915.ZOF   1.0  1.470769  1.458       1.458  0.991318
          2  510050.HOF   1.0  2.953846  2.922       2.917  0.987526
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-07-12 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159905.ZOF   1.0  1.869308  1.888       1.887  1.009465
          1  510050.HOF   1.0  2.955692  2.943       2.944  0.996044
          2  510300.HOF   1.0  3.873462  3.855       3.857  0.995750
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-07-15 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159915.ZOF   0.0  1.475692  1.489       1.488  1.008340
          1  159905.ZOF   0.0  1.875769  1.892       1.887  1.005987
          2  159949.ZOF   0.0  0.533923  0.535       0.534  1.000144
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159915.ZOF', '159905.ZOF', '159949.ZOF']
          卖出信号: ['510050.HOF', '510500.HOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510500.HOF', '510880.HOF', '510300.HOF', '510050.HOF']
          正在卖出 510500.HOF
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-07-16 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159915.ZOF   0.0  1.477231  1.489       1.488  1.007290
          1  159949.ZOF   0.0  0.534154  0.535       0.535  1.001584
          2  159905.ZOF   1.0  1.879462  1.877       1.877  0.998690
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-07-17 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159915.ZOF   0.0  1.479923  1.492       1.493  1.008836
          1  159949.ZOF   0.0  0.534769  0.537       0.537  1.004171
          2  159905.ZOF   1.0  1.883154  1.875       1.875  0.995670
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-07-18 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159915.ZOF   1.0  1.476769  1.470       1.474  0.998125
          1  159949.ZOF   1.0  0.533231  0.528       0.530  0.993941
          2  510300.HOF   1.0  3.865769  3.822       3.826  0.989712
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-07-19 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159915.ZOF   0.0  1.474846  1.486       1.484  1.006207
          1  159949.ZOF   0.0  0.532154  0.535       0.533  1.001590
          2  510300.HOF   0.0  3.858231  3.862       3.854  0.998903
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159915.ZOF', '159949.ZOF']
          卖出信号: ['510050.HOF', '510500.HOF', '159905.ZOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF']
          正在卖出 510500.HOF
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 159905.ZOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-07-22 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510050.HOF   1.0  2.932923  2.922       2.927  0.997981
          1  159905.ZOF   1.0  1.874615  1.869       1.870  0.997538
          2  510300.HOF   1.0  3.850923  3.832       3.836  0.996125
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-07-23 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159915.ZOF   0.0  1.473154  1.481       1.476  1.001932
          1  159949.ZOF   0.0  0.530231  0.532       0.530  0.999565
          2  510050.HOF   1.0  2.928846  2.923       2.923  0.998004
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-07-24 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   0.0  0.530077  0.539       0.538  1.014947
          1  159915.ZOF   0.0  1.473615  1.498       1.492  1.012476
          2  510050.HOF   0.0  2.926154  2.952       2.945  1.006441
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159949.ZOF', '159915.ZOF', '510050.HOF']
          卖出信号: ['510500.HOF', '159905.ZOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF']
          正在卖出 510500.HOF
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 159905.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-07-25 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   0.0  0.531462  0.543       0.543  1.021711
          1  159915.ZOF   0.0  1.477923  1.506       1.505  1.018321
          2  510050.HOF   0.0  2.930231  2.977       2.971  1.013913
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159949.ZOF', '159915.ZOF', '510050.HOF']
          卖出信号: ['510500.HOF', '159905.ZOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF']
          正在卖出 510500.HOF
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 159905.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-07-26 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   0.0  0.532846  0.545       0.545  1.022809
          1  510050.HOF   0.0  2.935462  2.982       2.988  1.017898
          2  159915.ZOF   0.0  1.481308  1.506       1.505  1.015994
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159949.ZOF', '510050.HOF', '159915.ZOF']
          卖出信号: ['510500.HOF', '159905.ZOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF']
          正在卖出 510500.HOF
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 159905.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-07-29 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   0.0  0.534308  0.542       0.543  1.016268
          1  159915.ZOF   0.0  1.485385  1.509       1.507  1.014552
          2  510880.HOF   0.0  2.776000  2.810       2.810  1.012248
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159949.ZOF', '159915.ZOF', '510880.HOF']
          卖出信号: ['510050.HOF', '510500.HOF', '159905.ZOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF']
          正在卖出 510500.HOF
          正在卖出 510300.HOF
          正在卖出 159905.ZOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-07-30 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   0.0  0.536308  0.550       0.548  1.021801
          1  159915.ZOF   0.0  1.490308  1.522       1.520  1.019924
          2  510880.HOF   0.0  2.780769  2.826       2.825  1.015906
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159949.ZOF', '159915.ZOF', '510880.HOF']
          卖出信号: ['510050.HOF', '510500.HOF', '159905.ZOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF']
          正在卖出 510500.HOF
          正在卖出 510300.HOF
          正在卖出 159905.ZOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-07-31 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   0.0  0.537846  0.546       0.547  1.017019
          1  159915.ZOF   0.0  1.493923  1.512       1.515  1.014108
          2  510880.HOF   0.0  2.783154  2.808       2.808  1.008927
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159949.ZOF', '159915.ZOF', '510880.HOF']
          卖出信号: ['510050.HOF', '510500.HOF', '159905.ZOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510500.HOF', '510300.HOF', '159905.ZOF', '510050.HOF']
          正在卖出 510500.HOF
          正在卖出 510300.HOF
          正在卖出 159905.ZOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-08-01 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159915.ZOF   0.0  1.496000  1.516       1.516  1.013369
          1  159949.ZOF   0.0  0.538615  0.545       0.545  1.011854
          2  510880.HOF   1.0  2.783846  2.787       2.787  1.001133
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-08-02 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159915.ZOF   1.0  1.496923  1.501       1.502  1.003392
          1  159949.ZOF   1.0  0.538846  0.538       0.539  1.000285
          2  510880.HOF   1.0  2.781615  2.751       2.751  0.988994
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-08-05 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159915.ZOF   1.0  1.495462  1.473       1.481  0.990330
          1  510500.HOF   1.0  5.240769  5.134       5.144  0.981535
          2  159949.ZOF   1.0  0.538000  0.526       0.528  0.981413
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-08-06 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159915.ZOF   1.0  1.494000  1.451       1.448  0.969210
          1  159905.ZOF   1.0  1.859077  1.793       1.790  0.962843
          2  159949.ZOF   1.0  0.537231  0.518       0.517  0.962343
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-08-07 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159915.ZOF   1.0  1.491000  1.447       1.450  0.972502
          1  159949.ZOF   1.0  0.535769  0.516       0.518  0.966834
          2  159905.ZOF   1.0  1.852231  1.785       1.787  0.964783
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-08-08 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159905.ZOF   1.0  1.847769  1.811      -100.0    -100.0
          1  159949.ZOF   1.0  0.535692  0.524      -100.0    -100.0
          2  510050.HOF   1.0  2.911308  2.831      -100.0    -100.0
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-08-09 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   1.0  0.534846  0.521      -100.0    -100.0
          1  159915.ZOF   1.0  1.489154  1.450      -100.0    -100.0
          2  159905.ZOF   1.0  1.841615  1.782      -100.0    -100.0
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-08-12 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159915.ZOF   0.0  1.488231  1.486       1.477  0.992454
          1  159949.ZOF   0.0  0.534308  0.532       0.530  0.991938
          2  510050.HOF   1.0  2.897000  2.869       2.864  0.988609
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-08-13 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   1.0  0.533154  0.528      -100.0    -100.0
          1  159905.ZOF   1.0  1.830769  1.797      -100.0    -100.0
          2  159915.ZOF   1.0  1.485462  1.470      -100.0    -100.0
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-08-14 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   0.0  0.532308  0.534       0.533  1.001301
          1  159915.ZOF   0.0  1.483231  1.477       1.479  0.997148
          2  510050.HOF   0.0  2.876231  2.849       2.853  0.991923
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159949.ZOF']
          卖出信号: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF']
          即将买入: []
          即将卖出: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF']
          正在卖出 159915.ZOF
          正在卖出 510500.HOF
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 159905.ZOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-08-15 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   0.0  0.532231  0.541       0.539  1.012719
          1  159915.ZOF   0.0  1.482385  1.498       1.494  1.007836
          2  510050.HOF   0.0  2.867000  2.858       2.860  0.997558
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159949.ZOF', '159915.ZOF']
          卖出信号: ['510050.HOF', '510500.HOF', '159905.ZOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF']
          正在卖出 510500.HOF
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 159905.ZOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-08-16 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   0.0  0.531846  0.545       0.544  1.022852
          1  159915.ZOF   0.0  1.481615  1.512       1.509  1.018483
          2  510050.HOF   0.0  2.857923  2.870       2.879  1.007375
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159949.ZOF', '159915.ZOF', '510050.HOF']
          卖出信号: ['510500.HOF', '159905.ZOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF']
          正在卖出 510500.HOF
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 159905.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-08-19 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   0.0  0.533692  0.570       0.570  1.068031
          1  159915.ZOF   0.0  1.485923  1.568       1.564  1.052544
          2  510500.HOF   0.0  5.089923  5.279       5.273  1.035968
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159949.ZOF', '159915.ZOF', '510500.HOF']
          卖出信号: ['510050.HOF', '159905.ZOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF']
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 159905.ZOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-08-20 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   0.0  0.535231  0.565       0.562  1.050014
          1  159915.ZOF   0.0  1.488769  1.553       1.550  1.041128
          2  510500.HOF   0.0  5.089615  5.257       5.259  1.033280
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159949.ZOF', '159915.ZOF', '510500.HOF']
          卖出信号: ['510050.HOF', '159905.ZOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF']
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 159905.ZOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-08-21 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   0.0  0.537000  0.561       0.561  1.044693
          1  159915.ZOF   0.0  1.492462  1.549       1.547  1.036543
          2  510500.HOF   0.0  5.095462  5.266       5.257  1.031702
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159949.ZOF', '159915.ZOF', '510500.HOF']
          卖出信号: ['510050.HOF', '159905.ZOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF']
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 159905.ZOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-08-22 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   0.0  0.539846  0.563       0.563  1.042890
          1  159915.ZOF   0.0  1.498692  1.554       1.554  1.036904
          2  510500.HOF   0.0  5.106077  5.272       5.279  1.033866
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159949.ZOF', '159915.ZOF', '510500.HOF']
          卖出信号: ['510050.HOF', '159905.ZOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF']
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 159905.ZOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-08-23 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   0.0  0.543462  0.565       0.566  1.041472
          1  159915.ZOF   0.0  1.506692  1.555       1.557  1.033390
          2  510050.HOF   0.0  2.875462  2.963       2.966  1.031487
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159949.ZOF', '159915.ZOF', '510050.HOF']
          卖出信号: ['510500.HOF', '159905.ZOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF']
          正在卖出 510500.HOF
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 159905.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-08-26 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   0.0  0.546692  0.558       0.557  1.018855
          1  510500.HOF   0.0  5.145231  5.238       5.234  1.017253
          2  159915.ZOF   0.0  1.513846  1.540       1.538  1.015955
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159949.ZOF', '510500.HOF', '159915.ZOF']
          卖出信号: ['510050.HOF', '159905.ZOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF']
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 159905.ZOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-08-27 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   0.0  0.550077  0.568       0.568  1.032583
          1  159915.ZOF   0.0  1.521462  1.567       1.571  1.032560
          2  510500.HOF   0.0  5.168077  5.316       5.316  1.028622
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159949.ZOF', '159915.ZOF', '510500.HOF']
          卖出信号: ['510050.HOF', '159905.ZOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF']
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 159905.ZOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-08-28 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510500.HOF   0.0  5.194385  5.314       5.316  1.023413
          1  159915.ZOF   0.0  1.530308  1.565       1.564  1.022017
          2  159905.ZOF   0.0  1.842538  1.884       1.883  1.021960
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['510500.HOF', '159915.ZOF', '159905.ZOF']
          卖出信号: ['510050.HOF', '159949.ZOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510880.HOF', '510300.HOF', '510050.HOF', '159949.ZOF']
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 510050.HOF
          正在卖出 159949.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-08-29 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510500.HOF   0.0  5.214923  5.329       5.324  1.020916
          1  159905.ZOF   0.0  1.847385  1.878       1.878  1.016572
          2  159915.ZOF   0.0  1.535846  1.558       1.559  1.015076
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['510500.HOF', '159905.ZOF', '159915.ZOF']
          卖出信号: ['510050.HOF', '159949.ZOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510880.HOF', '510300.HOF', '510050.HOF', '159949.ZOF']
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 510050.HOF
          正在卖出 159949.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-08-30 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159905.ZOF   0.0  1.854923  1.895       1.896  1.022145
          1  510500.HOF   1.0  5.234615  5.285       5.278  1.008288
          2  510300.HOF   0.0  3.831769  3.861       3.858  1.006846
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159905.ZOF', '510500.HOF', '510300.HOF']
          卖出信号: ['510050.HOF', '159915.ZOF', '159949.ZOF', '510880.HOF']
          即将买入: []
          即将卖出: ['159915.ZOF', '510880.HOF', '510050.HOF', '159949.ZOF']
          正在卖出 159915.ZOF
          正在卖出 510880.HOF
          正在卖出 510050.HOF
          正在卖出 159949.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-09-02 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159905.ZOF   0.0  1.864154  1.924       1.927  1.033713
          1  159949.ZOF   0.0  0.561538  0.579       0.579  1.031096
          2  510500.HOF   0.0  5.262000  5.408       5.408  1.027746
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159905.ZOF', '159949.ZOF', '510500.HOF']
          卖出信号: ['510050.HOF', '159915.ZOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['159915.ZOF', '510880.HOF', '510300.HOF', '510050.HOF']
          正在卖出 159915.ZOF
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-09-03 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159905.ZOF   0.0  1.873154  1.928      -100.0    -100.0
          1  159915.ZOF   0.0  1.558231  1.595      -100.0    -100.0
          2  159949.ZOF   0.0  0.564692  0.582      -100.0    -100.0
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: []
          卖出信号: ['159915.ZOF', '510500.HOF', '510050.HOF', '510880.HOF', '159949.ZOF', '510300.HOF', '159905.ZOF']
          即将买入: []
          即将卖出: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在卖出 159915.ZOF
          正在卖出 510500.HOF
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 159905.ZOF
          正在卖出 510050.HOF
          正在卖出 159949.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-09-04 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510500.HOF   0.0  5.316538  5.438       5.470  1.028865
          1  159905.ZOF   0.0  1.881615  1.928       1.933  1.027309
          2  159949.ZOF   0.0  0.567538  0.582       0.581  1.023719
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['510500.HOF', '159905.ZOF', '159949.ZOF']
          卖出信号: ['510050.HOF', '159915.ZOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['159915.ZOF', '510880.HOF', '510300.HOF', '510050.HOF']
          正在卖出 159915.ZOF
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-09-05 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   0.0  0.569308  0.593       0.594  1.043372
          1  510500.HOF   0.0  5.337692  5.554       5.552  1.040150
          2  159915.ZOF   0.0  1.569154  1.627       1.626  1.036227
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159949.ZOF', '510500.HOF', '159915.ZOF']
          卖出信号: ['510050.HOF', '159905.ZOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF']
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 159905.ZOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-09-06 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   0.0  0.571769  0.597       0.596  1.042379
          1  510500.HOF   0.0  5.362000  5.573       5.561  1.037113
          2  510300.HOF   0.0  3.891385  4.023       4.013  1.031252
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159949.ZOF', '510500.HOF', '510300.HOF']
          卖出信号: ['510050.HOF', '159915.ZOF', '159905.ZOF', '510880.HOF']
          即将买入: []
          即将卖出: ['159915.ZOF', '510880.HOF', '159905.ZOF', '510050.HOF']
          正在卖出 159915.ZOF
          正在卖出 510880.HOF
          正在卖出 159905.ZOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-09-09 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   0.0  0.576154  0.618       0.616  1.069159
          1  159915.ZOF   0.0  1.584462  1.670       1.667  1.052092
          2  510500.HOF   0.0  5.393538  5.676       5.666  1.050516
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159949.ZOF', '159915.ZOF', '510500.HOF']
          卖出信号: ['510050.HOF', '159905.ZOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF']
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 159905.ZOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-09-10 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159905.ZOF   0.0  1.910000  1.950      -100.0    -100.0
          1  159915.ZOF   0.0  1.592692  1.661      -100.0    -100.0
          2  159949.ZOF   0.0  0.580000  0.613      -100.0    -100.0
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: []
          卖出信号: ['159915.ZOF', '510500.HOF', '510050.HOF', '510880.HOF', '159949.ZOF', '510300.HOF', '159905.ZOF']
          即将买入: []
          即将卖出: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在卖出 159915.ZOF
          正在卖出 510500.HOF
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 159905.ZOF
          正在卖出 510050.HOF
          正在卖出 159949.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-09-11 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   0.0  0.583154  0.606       0.605  1.037462
          1  510500.HOF   0.0  5.452923  5.648       5.635  1.033391
          2  159915.ZOF   0.0  1.599077  1.638       1.638  1.024341
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159949.ZOF', '510500.HOF', '159915.ZOF']
          卖出信号: ['510050.HOF', '159905.ZOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF']
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 159905.ZOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-09-12 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   0.0  0.587000  0.608       0.608  1.035775
          1  510500.HOF   0.0  5.485615  5.663       5.676  1.034706
          2  510050.HOF   0.0  2.971692  3.049       3.049  1.026015
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159949.ZOF', '510500.HOF', '510050.HOF']
          卖出信号: ['159915.ZOF', '159905.ZOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['159915.ZOF', '510880.HOF', '510300.HOF', '159905.ZOF']
          正在卖出 159915.ZOF
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 159905.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-09-16 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   0.0  0.590077  0.608       0.607  1.028679
          1  510500.HOF   0.0  5.512462  5.665       5.652  1.025313
          2  510880.HOF   0.0  2.814308  2.876       2.869  1.019434
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159949.ZOF', '510500.HOF', '510880.HOF']
          卖出信号: ['510050.HOF', '159915.ZOF', '159905.ZOF', '510300.HOF']
          即将买入: []
          即将卖出: ['159915.ZOF', '510300.HOF', '159905.ZOF', '510050.HOF']
          正在卖出 159915.ZOF
          正在卖出 510300.HOF
          正在卖出 159905.ZOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-09-17 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510880.HOF   1.0  2.819923  2.840       2.833  1.004637
          1  510500.HOF   1.0  5.530385  5.547       5.549  1.003366
          2  159949.ZOF   1.0  0.592462  0.595       0.593  1.000909
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-09-18 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510880.HOF   1.0  2.826769  2.843       2.843  1.005742
          1  510050.HOF   1.0  2.993077  3.003       3.001  1.002647
          2  510500.HOF   1.0  5.547462  5.551       5.547  0.999917
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-09-19 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   1.0  0.598154  0.602       0.603  1.008102
          1  159915.ZOF   0.0  1.629385  1.642       1.640  1.006515
          2  510500.HOF   1.0  5.571769  5.601       5.593  1.003810
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-09-20 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510500.HOF   1.0  5.587308  5.610       5.612  1.004419
          1  159915.ZOF   0.0  1.632923  1.638       1.640  1.004334
          2  510880.HOF   1.0  2.840923  2.847       2.847  1.002139
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-09-23 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510500.HOF   1.0  5.598769  5.587       5.573  0.995397
          1  510050.HOF   1.0  3.008769  2.981       2.978  0.989773
          2  159915.ZOF   1.0  1.634846  1.620       1.618  0.989696
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-09-24 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510500.HOF   1.0  5.610385  5.589       5.585  0.995475
          1  159949.ZOF   1.0  0.602000  0.600       0.599  0.995017
          2  159915.ZOF   1.0  1.637462  1.629       1.628  0.994222
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-09-25 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510050.HOF   1.0  3.010385  2.977       2.983  0.990903
          1  510300.HOF   1.0  3.992000  3.934       3.946  0.988477
          2  159915.ZOF   1.0  1.636231  1.611       1.615  0.987025
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-09-26 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510050.HOF   1.0  3.005923  2.979       2.977  0.990378
          1  510880.HOF   1.0  2.839846  2.795       2.792  0.983152
          2  510300.HOF   1.0  3.983077  3.907       3.908  0.981151
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-09-27 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510050.HOF   1.0  3.001846  2.979       2.976  0.991390
          1  510300.HOF   1.0  3.973769  3.916       3.914  0.984959
          2  159905.ZOF   1.0  1.911615  1.878       1.879  0.982938
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-09-30 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510050.HOF   1.0  2.996000  2.945       2.949  0.984312
          1  510880.HOF   1.0  2.826462  2.765       2.768  0.979316
          2  510300.HOF   1.0  3.961769  3.869       3.878  0.978856
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-10-08 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159905.ZOF   1.0  1.903923  1.895       1.895  0.995313
          1  510050.HOF   1.0  2.992923  2.968       2.974  0.993677
          2  510300.HOF   1.0  3.954000  3.896       3.901  0.986596
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-10-09 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510050.HOF   1.0  2.986923  2.971       2.969  0.994000
          1  159905.ZOF   1.0  1.900462  1.894       1.889  0.993969
          2  510880.HOF   1.0  2.815154  2.795       2.796  0.993196
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-10-10 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159915.ZOF   0.0  1.601077  1.604       1.605  1.002450
          1  510050.HOF   0.0  2.983231  2.987       2.990  1.002269
          2  159949.ZOF   0.0  0.586692  0.587       0.587  1.000524
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159915.ZOF', '510050.HOF', '159949.ZOF']
          卖出信号: ['510500.HOF', '159905.ZOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF']
          正在卖出 510500.HOF
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 159905.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-10-11 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510050.HOF   0.0  2.986692  3.032       3.028  1.013831
          1  510880.HOF   0.0  2.809615  2.836       2.835  1.009035
          2  510300.HOF   0.0  3.939000  3.980       3.973  1.008632
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['510050.HOF', '510880.HOF', '510300.HOF']
          卖出信号: ['159949.ZOF', '159915.ZOF', '510500.HOF', '159905.ZOF']
          即将买入: []
          即将卖出: ['159915.ZOF', '510500.HOF', '159905.ZOF', '159949.ZOF']
          正在卖出 159915.ZOF
          正在卖出 510500.HOF
          正在卖出 159905.ZOF
          正在卖出 159949.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-10-14 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510050.HOF   0.0  2.991154  3.061       3.058  1.022348
          1  510300.HOF   0.0  3.942231  4.010       4.007  1.016430
          2  510880.HOF   0.0  2.811077  2.862       2.857  1.016337
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['510050.HOF', '510300.HOF', '510880.HOF']
          卖出信号: ['159949.ZOF', '159915.ZOF', '510500.HOF', '159905.ZOF']
          即将买入: []
          即将卖出: ['159915.ZOF', '510500.HOF', '159905.ZOF', '159949.ZOF']
          正在卖出 159915.ZOF
          正在卖出 510500.HOF
          正在卖出 159905.ZOF
          正在卖出 159949.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-10-15 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510050.HOF   0.0  2.995385  3.062       3.066  1.023575
          1  510300.HOF   0.0  3.943000  3.997       4.001  1.014710
          2  510880.HOF   0.0  2.811308  2.849       2.850  1.013763
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['510050.HOF', '510300.HOF', '510880.HOF']
          卖出信号: ['159949.ZOF', '159915.ZOF', '510500.HOF', '159905.ZOF']
          即将买入: []
          即将卖出: ['159915.ZOF', '510500.HOF', '159905.ZOF', '159949.ZOF']
          正在卖出 159915.ZOF
          正在卖出 510500.HOF
          正在卖出 159905.ZOF
          正在卖出 159949.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-10-16 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510050.HOF   0.0  2.998462  3.051       3.056  1.019189
          1  510300.HOF   0.0  3.942231  3.983       3.988  1.011610
          2  510880.HOF   0.0  2.810923  2.842       2.841  1.010700
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['510050.HOF', '510300.HOF', '510880.HOF']
          卖出信号: ['159949.ZOF', '159915.ZOF', '510500.HOF', '159905.ZOF']
          即将买入: []
          即将卖出: ['159915.ZOF', '510500.HOF', '159905.ZOF', '159949.ZOF']
          正在卖出 159915.ZOF
          正在卖出 510500.HOF
          正在卖出 159905.ZOF
          正在卖出 159949.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-10-17 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510050.HOF   0.0  3.004462  3.059       3.055  1.016821
          1  510300.HOF   0.0  3.944615  3.989       3.982  1.009477
          2  510880.HOF   0.0  2.811615  2.827       2.824  1.004405
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['510050.HOF', '510300.HOF', '510880.HOF']
          卖出信号: ['159949.ZOF', '159915.ZOF', '510500.HOF', '159905.ZOF']
          即将买入: []
          即将卖出: ['159915.ZOF', '510500.HOF', '159905.ZOF', '159949.ZOF']
          正在卖出 159915.ZOF
          正在卖出 510500.HOF
          正在卖出 159905.ZOF
          正在卖出 159949.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-10-18 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510050.HOF   1.0  3.006538  3.014       3.014  1.002482
          1  159949.ZOF   1.0  0.581615  0.580       0.581  0.998942
          2  159915.ZOF   1.0  1.588154  1.589       1.586  0.998644
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-10-21 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159905.ZOF   0.0  1.901769  1.912       1.912  1.005380
          1  510050.HOF   1.0  3.009538  3.016       3.014  1.001482
          2  510300.HOF   1.0  3.942769  3.940       3.935  0.998029
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-10-22 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159915.ZOF   0.0  1.589615  1.606       1.601  1.007162
          1  159905.ZOF   0.0  1.905077  1.919       1.912  1.003634
          2  159949.ZOF   0.0  0.581308  0.586       0.583  1.002911
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159915.ZOF', '159905.ZOF', '159949.ZOF']
          卖出信号: ['510050.HOF', '510500.HOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510500.HOF', '510880.HOF', '510300.HOF', '510050.HOF']
          正在卖出 510500.HOF
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-10-23 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159915.ZOF   1.0  1.589769  1.589       1.587  0.998258
          1  159905.ZOF   1.0  1.907077  1.904       1.900  0.996289
          2  510880.HOF   1.0  2.812846  2.802       2.796  0.994011
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-10-24 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159915.ZOF   1.0  1.591538  1.593       1.594  1.001547
          1  159949.ZOF   1.0  0.581615  0.579       0.580  0.997223
          2  159905.ZOF   1.0  1.909308  1.904       1.904  0.997220
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-10-25 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159915.ZOF   0.0  1.596154  1.616       1.613  1.010554
          1  159905.ZOF   0.0  1.911769  1.927       1.926  1.007444
          2  159949.ZOF   0.0  0.583154  0.587       0.587  1.006595
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159915.ZOF', '159905.ZOF', '159949.ZOF']
          卖出信号: ['510050.HOF', '510500.HOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510500.HOF', '510880.HOF', '510300.HOF', '510050.HOF']
          正在卖出 510500.HOF
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-10-28 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159915.ZOF   0.0  1.602692  1.646       1.641  1.023902
          1  159949.ZOF   0.0  0.585308  0.598       0.598  1.021685
          2  510500.HOF   0.0  5.422923  5.477       5.469  1.008497
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159915.ZOF', '159949.ZOF', '510500.HOF']
          卖出信号: ['510050.HOF', '159905.ZOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF']
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 159905.ZOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-10-29 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159905.ZOF   0.0  1.918846  1.951       1.954  1.018320
          1  159915.ZOF   0.0  1.604231  1.624       1.629  1.015440
          2  159949.ZOF   0.0  0.585538  0.590       0.592  1.011035
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159905.ZOF', '159915.ZOF', '159949.ZOF']
          卖出信号: ['510050.HOF', '510500.HOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510500.HOF', '510880.HOF', '510300.HOF', '510050.HOF']
          正在卖出 510500.HOF
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-10-30 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159915.ZOF   0.0  1.605231  1.619       1.620  1.009201
          1  159905.ZOF   0.0  1.920769  1.941       1.936  1.007930
          2  159949.ZOF   0.0  0.585615  0.590       0.590  1.007487
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159915.ZOF', '159905.ZOF', '159949.ZOF']
          卖出信号: ['510050.HOF', '510500.HOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510500.HOF', '510880.HOF', '510300.HOF', '510050.HOF']
          正在卖出 510500.HOF
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-10-31 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159905.ZOF   0.0  1.921385  1.941       1.937  1.008127
          1  159949.ZOF   0.0  0.585154  0.587       0.587  1.003155
          2  159915.ZOF   0.0  1.604538  1.608       1.609  1.002781
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159905.ZOF', '159949.ZOF', '159915.ZOF']
          卖出信号: ['510050.HOF', '510500.HOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510500.HOF', '510880.HOF', '510300.HOF', '510050.HOF']
          正在卖出 510500.HOF
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-11-01 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159905.ZOF   0.0  1.927000  1.998       1.998  1.036845
          1  159949.ZOF   0.0  0.585923  0.596       0.595  1.015492
          2  510300.HOF   0.0  3.962385  4.026       4.019  1.014288
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159905.ZOF', '159949.ZOF', '510300.HOF']
          卖出信号: ['510050.HOF', '159915.ZOF', '510500.HOF', '510880.HOF']
          即将买入: []
          即将卖出: ['159915.ZOF', '510500.HOF', '510880.HOF', '510050.HOF']
          正在卖出 159915.ZOF
          正在卖出 510500.HOF
          正在卖出 510880.HOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-11-04 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159905.ZOF   0.0  1.933692  2.005       2.005  1.036876
          1  159949.ZOF   0.0  0.587077  0.599       0.599  1.020309
          2  510300.HOF   0.0  3.966692  4.039       4.038  1.017977
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159905.ZOF', '159949.ZOF', '510300.HOF']
          卖出信号: ['510050.HOF', '159915.ZOF', '510500.HOF', '510880.HOF']
          即将买入: []
          即将卖出: ['159915.ZOF', '510500.HOF', '510880.HOF', '510050.HOF']
          正在卖出 159915.ZOF
          正在卖出 510500.HOF
          正在卖出 510880.HOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-11-05 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159915.ZOF   0.0  1.614077  1.649      -100.0    -100.0
          1  159949.ZOF   0.0  0.588692  0.606      -100.0    -100.0
          2  159905.ZOF   0.0  1.941692  2.016      -100.0    -100.0
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: []
          卖出信号: ['159915.ZOF', '510500.HOF', '510050.HOF', '510880.HOF', '159949.ZOF', '510300.HOF', '159905.ZOF']
          即将买入: []
          即将卖出: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在卖出 159915.ZOF
          正在卖出 510500.HOF
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 159905.ZOF
          正在卖出 510050.HOF
          正在卖出 159949.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-11-06 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159905.ZOF   0.0  1.950154  2.002       1.997  1.024022
          1  159949.ZOF   0.0  0.590462  0.603       0.602  1.019541
          2  510050.HOF   0.0  3.029923  3.079       3.073  1.014217
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159905.ZOF', '159949.ZOF', '510050.HOF']
          卖出信号: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF']
          正在卖出 159915.ZOF
          正在卖出 510500.HOF
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-11-07 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159905.ZOF   0.0  1.957308  2.005       2.003  1.023344
          1  159949.ZOF   0.0  0.592692  0.606       0.606  1.022453
          2  159915.ZOF   0.0  1.622923  1.651       1.649  1.016068
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159905.ZOF', '159949.ZOF', '159915.ZOF']
          卖出信号: ['510050.HOF', '510500.HOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510500.HOF', '510880.HOF', '510300.HOF', '510050.HOF']
          正在卖出 510500.HOF
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-11-08 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   0.0  0.594385  0.608       0.608  1.022907
          1  159905.ZOF   0.0  1.963769  2.003       2.004  1.020486
          2  159915.ZOF   0.0  1.625923  1.645       1.649  1.014193
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159949.ZOF', '159905.ZOF', '159915.ZOF']
          卖出信号: ['510050.HOF', '510500.HOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510500.HOF', '510880.HOF', '510300.HOF', '510050.HOF']
          正在卖出 510500.HOF
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-11-11 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   1.0  0.595615  0.594       0.593  0.995609
          1  159905.ZOF   1.0  1.968154  1.961       1.958  0.994841
          2  510300.HOF   1.0  3.998154  3.967       3.962  0.990957
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-11-12 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   1.0  0.596538  0.591      -100.0    -100.0
          1  159905.ZOF   1.0  1.971923  1.953      -100.0    -100.0
          2  159915.ZOF   1.0  1.628923  1.611      -100.0    -100.0
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-11-13 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   1.0  0.597231  0.596       0.597  0.999614
          1  159915.ZOF   1.0  1.629231  1.620       1.618  0.993107
          2  510050.HOF   1.0  3.039692  3.015       3.013  0.991219
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-11-14 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   0.0  0.597462  0.601       0.601  1.005923
          1  159915.ZOF   1.0  1.628000  1.630       1.628  1.000000
          2  159905.ZOF   1.0  1.975077  1.949       1.949  0.986797
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-11-15 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   1.0  0.598000  0.597       0.599  1.001672
          1  159915.ZOF   1.0  1.627231  1.614       1.617  0.993713
          2  510050.HOF   1.0  3.037538  3.003       3.009  0.990605
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-11-18 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   0.0  0.598769  0.600       0.599  1.000385
          1  510050.HOF   1.0  3.039692  3.027       3.027  0.995824
          2  510300.HOF   1.0  3.997308  3.971       3.969  0.992918
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-11-19 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   0.0  0.601462  0.622       0.619  1.029160
          1  159915.ZOF   0.0  1.631846  1.666       1.661  1.017866
          2  510500.HOF   0.0  5.335692  5.371       5.358  1.004181
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159949.ZOF', '159915.ZOF', '510500.HOF']
          卖出信号: ['510050.HOF', '159905.ZOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF']
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 159905.ZOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-11-20 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   0.0  0.603154  0.618       0.618  1.024614
          1  159915.ZOF   0.0  1.634154  1.655       1.656  1.013368
          2  510500.HOF   0.0  5.333462  5.337       5.342  1.001601
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159949.ZOF', '159915.ZOF', '510500.HOF']
          卖出信号: ['510050.HOF', '159905.ZOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF']
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 159905.ZOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-11-21 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   0.0  0.604385  0.615       0.614  1.015909
          1  159915.ZOF   0.0  1.635385  1.650       1.647  1.007103
          2  510500.HOF   0.0  5.330692  5.345       5.342  1.002121
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159949.ZOF', '159915.ZOF', '510500.HOF']
          卖出信号: ['510050.HOF', '159905.ZOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF']
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 159905.ZOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-11-22 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   1.0  0.604154  0.603       0.604  0.999745
          1  510500.HOF   1.0  5.320615  5.290       5.297  0.995562
          2  510880.HOF   0.0  2.749154  2.738       2.736  0.995215
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: []
          卖出信号: ['159915.ZOF', '510500.HOF', '510050.HOF', '510880.HOF', '159949.ZOF', '510300.HOF', '159905.ZOF']
          即将买入: []
          即将卖出: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在卖出 159915.ZOF
          正在卖出 510500.HOF
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 159905.ZOF
          正在卖出 510050.HOF
          正在卖出 159949.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-11-25 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159905.ZOF   1.0  1.952385  1.926      -100.0    -100.0
          1  159915.ZOF   1.0  1.629692  1.599      -100.0    -100.0
          2  159949.ZOF   1.0  0.603846  0.599      -100.0    -100.0
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-11-26 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159905.ZOF   1.0  1.946462  1.928      -100.0    -100.0
          1  159949.ZOF   1.0  0.603538  0.602      -100.0    -100.0
          2  159915.ZOF   1.0  1.626385  1.608      -100.0    -100.0
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-11-27 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510880.HOF   0.0  2.741692  2.757       2.758  1.005948
          1  159949.ZOF   1.0  0.603154  0.603       0.603  0.999745
          2  510500.HOF   1.0  5.297385  5.300       5.287  0.998040
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-11-28 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510880.HOF   0.0  2.742462   2.75       2.748  1.002019
          1  510500.HOF   1.0  5.299308   5.29       5.300  1.000131
          2  510300.HOF   1.0  3.952308   3.93       3.936  0.995874
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-11-29 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510880.HOF   1.0  2.742385  2.744       2.745  1.000954
          1  510500.HOF   1.0  5.301000  5.290       5.290  0.997925
          2  159949.ZOF   1.0  0.604308  0.597       0.598  0.989562
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-12-02 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510880.HOF   0.0  2.743923  2.752       2.744  1.000028
          1  510500.HOF   1.0  5.304000  5.307       5.290  0.997360
          2  159949.ZOF   1.0  0.604538  0.599       0.597  0.987530
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-12-03 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510880.HOF   0.0  2.745846  2.755       2.752  1.002241
          1  510500.HOF   0.0  5.306385  5.330       5.307  1.000116
          2  159915.ZOF   1.0  1.620615  1.613       1.606  0.990982
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在清仓 159915.ZOF
          正在清仓 510500.HOF
          正在清仓 510880.HOF
          正在清仓 510300.HOF
          正在清仓 159905.ZOF
          正在清仓 510050.HOF
          正在清仓 159949.ZOF
          目前日期为:2019-12-04 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  510500.HOF   0.0  5.310385  5.319       5.315  1.000869
          1  159905.ZOF   0.0  1.924231  1.921       1.921  0.998321
          2  159949.ZOF   0.0  0.605231  0.604       0.604  0.997966
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['510500.HOF']
          卖出信号: ['159915.ZOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          即将买入: []
          即将卖出: ['159915.ZOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在卖出 159915.ZOF
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 159905.ZOF
          正在卖出 510050.HOF
          正在卖出 159949.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-12-05 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   0.0  0.606615  0.618       0.619  1.020416
          1  159915.ZOF   0.0  1.622538  1.648       1.647  1.015076
          2  510500.HOF   0.0  5.316769  5.369       5.367  1.009448
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159949.ZOF', '159915.ZOF', '510500.HOF']
          卖出信号: ['510050.HOF', '159905.ZOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF']
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 159905.ZOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-12-06 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   0.0  0.606846  0.625       0.624  1.028267
          1  159915.ZOF   0.0  1.622231  1.662       1.658  1.022049
          2  510500.HOF   0.0  5.320615  5.421       5.406  1.016048
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159949.ZOF', '159915.ZOF', '510500.HOF']
          卖出信号: ['510050.HOF', '159905.ZOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF']
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 159905.ZOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-12-09 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   0.0  0.607077  0.621       0.621  1.022935
          1  159915.ZOF   0.0  1.622308  1.656       1.656  1.020768
          2  510500.HOF   0.0  5.328000  5.433       5.432  1.019520
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159949.ZOF', '159915.ZOF', '510500.HOF']
          卖出信号: ['510050.HOF', '159905.ZOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF']
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 159905.ZOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-12-10 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   0.0  0.608231  0.630       0.629  1.034147
          1  159915.ZOF   0.0  1.623846  1.670       1.665  1.025343
          2  510500.HOF   0.0  5.336692  5.458       5.457  1.022543
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159949.ZOF', '159915.ZOF', '510500.HOF']
          卖出信号: ['510050.HOF', '159905.ZOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF']
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 159905.ZOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-12-11 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   0.0  0.609846  0.624       0.625  1.024849
          1  510500.HOF   0.0  5.348000  5.437       5.441  1.017390
          2  159915.ZOF   0.0  1.626846  1.653       1.655  1.017306
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159949.ZOF', '510500.HOF', '159915.ZOF']
          卖出信号: ['510050.HOF', '159905.ZOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF']
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 159905.ZOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-12-12 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159905.ZOF   0.0  1.922769  1.926      -100.0    -100.0
          1  159915.ZOF   0.0  1.631308  1.657      -100.0    -100.0
          2  159949.ZOF   0.0  0.611846  0.625      -100.0    -100.0
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: []
          卖出信号: ['159915.ZOF', '510500.HOF', '510050.HOF', '510880.HOF', '159949.ZOF', '510300.HOF', '159905.ZOF']
          即将买入: []
          即将卖出: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在卖出 159915.ZOF
          正在卖出 510500.HOF
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 159905.ZOF
          正在卖出 510050.HOF
          正在卖出 159949.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-12-13 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   0.0  0.614923  0.642       0.640  1.040781
          1  159915.ZOF   0.0  1.637846  1.693       1.691  1.032454
          2  510500.HOF   0.0  5.375385  5.500       5.507  1.024485
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159949.ZOF', '159915.ZOF', '510500.HOF']
          卖出信号: ['510050.HOF', '159905.ZOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF']
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 159905.ZOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-12-16 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159905.ZOF   0.0  1.929615  1.974      -100.0    -100.0
          1  159915.ZOF   0.0  1.645846  1.715      -100.0    -100.0
          2  159949.ZOF   0.0  0.618462  0.649      -100.0    -100.0
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: []
          卖出信号: ['159915.ZOF', '510500.HOF', '510050.HOF', '510880.HOF', '159949.ZOF', '510300.HOF', '159905.ZOF']
          即将买入: []
          即将卖出: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在卖出 159915.ZOF
          正在卖出 510500.HOF
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 159905.ZOF
          正在卖出 510050.HOF
          正在卖出 159949.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-12-17 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159905.ZOF   0.0  1.937000  2.008      -100.0    -100.0
          1  159915.ZOF   0.0  1.655615  1.738      -100.0    -100.0
          2  159949.ZOF   0.0  0.622615  0.657      -100.0    -100.0
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: []
          卖出信号: ['159915.ZOF', '510500.HOF', '510050.HOF', '510880.HOF', '159949.ZOF', '510300.HOF', '159905.ZOF']
          即将买入: []
          即将卖出: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          正在卖出 159915.ZOF
          正在卖出 510500.HOF
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 159905.ZOF
          正在卖出 510050.HOF
          正在卖出 159949.ZOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          目前日期为:2019-12-18 14:45:00+00:00
             instrument  risk      ma13  close  curr_price  ratio_ma
          0  159949.ZOF   0.0  0.627000  0.654       0.654  1.043062
          1  510500.HOF   0.0  5.456308  5.670       5.675  1.040081
          2  159915.ZOF   0.0  1.665231  1.725       1.725  1.035892
          信号处理前持仓: ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          买入信号: ['159949.ZOF', '510500.HOF', '159915.ZOF']
          卖出信号: ['510050.HOF', '159905.ZOF', '510880.HOF', '510300.HOF']
          即将买入: []
          即将卖出: ['510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF']
          正在卖出 510880.HOF
          正在卖出 510300.HOF
          正在卖出 159905.ZOF
          正在卖出 510050.HOF
          信号处理后持仓 ['159915.ZOF', '510500.HOF', '510880.HOF', '510300.HOF', '159905.ZOF', '510050.HOF', '159949.ZOF']
          
          • 收益率9.91%
          • 年化收益率10.66%
          • 基准收益率33.95%
          • 阿尔法0.04
          • 贝塔0.12
          • 夏普比率1.27
          • 胜率0.55
          • 盈亏比6.02
          • 收益波动率5.8%
          • 信息比率-0.08
          • 最大回撤4.24%
          bigcharts-data-start/{"__id":"bigchart-30f196c9f2b344398029eda513126eca","__type":"tabs"}/bigcharts-data-end

          (达达) #10

          1、采用事件驱动回测机制,当前分钟只是发委托单,你的持仓信息要等第二根bar来了才会撮合成交,因此只有撮合成交后才有价格和量,资产才会变动。发单当根bar上,资产不会懂,你可以手动记录context.portfolio.cash现金和context.portfolio.positions持仓,然后当你卖出时自己累加现金资金回笼。
          2、每根bar触发委托在下一根bar撮合成交避免未来函数
          3、因为成交是下一根bar,所以14点45分下单应该在14点46分成交,能否完全成交还取决于这分钟的分钟成交量和下单两以及1成交率,如果无法完全成交会递延到下一分钟继续成交直到当日结束会取消没成交的订单部分。


          (189) #11

          达达老师说的东西我都了可以理解,因为为了避免未来数据,所以信号出现都是在下一根BAR去实现;包括模拟挂单后,流动性稀少的比如159905之类会挂单到收盘,能成交多少是多少,我设置总金额才10万也是尽量让其成交;
          问题是我上面写的最大的困惑:
          4、1月18日买入3只,次日1月21日卖掉其中的510500换成159949,照理持仓查询会在1月22日开始有变化,而持仓里面510500这个基金已经不存在,在每日持仓和收益一栏,查到确实如此,但是我做日志打印持仓时,仍然是——2019-01-22信号处理前持仓: [‘510500.HOF’, ‘159905.ZOF’, ‘510050.HOF’, ‘159949.ZOF’],即持有4只,日志和持仓和收益一栏完全不符???

          当‘信号处理前持仓’这个日志持有全部股票后,日志里还是继续按照交易逻辑进行买卖记录,但这7个持仓就一直没有变化!在回测曲线里,你看到的就是一条直线!——这回测曲线和回测的记录又与日志的交易记录又完全不符???
          我个人怀疑这与我的买入点和卖出点open/close这些设置有一定关系………………


          (达达) #12

          持仓加了一个数量>0的限制,你看一下

          克隆策略

            {"Description":"实验创建于2019/12/20","Summary":"","Graph":{"EdgesInternal":[{"DestinationInputPortId":"-25:input_data","SourceOutputPortId":"-14:data"},{"DestinationInputPortId":"-14:features","SourceOutputPortId":"-20:data"},{"DestinationInputPortId":"-25:features","SourceOutputPortId":"-20:data"},{"DestinationInputPortId":"-14:instruments","SourceOutputPortId":"-5:data"},{"DestinationInputPortId":"-1397:instruments","SourceOutputPortId":"-5:data"},{"DestinationInputPortId":"-115:features","SourceOutputPortId":"-95:data"},{"DestinationInputPortId":"-124:features","SourceOutputPortId":"-95:data"},{"DestinationInputPortId":"-108:input_ds","SourceOutputPortId":"-115:data"},{"DestinationInputPortId":"-115:input_data","SourceOutputPortId":"-124:data"},{"DestinationInputPortId":"-1428:input_1","SourceOutputPortId":"-108:data"},{"DestinationInputPortId":"-124:instruments","SourceOutputPortId":"-339:data"},{"DestinationInputPortId":"-1397:options_data","SourceOutputPortId":"-1418:data"},{"DestinationInputPortId":"-1418:data2","SourceOutputPortId":"-1428:data_1"},{"DestinationInputPortId":"-556:input_ds","SourceOutputPortId":"-25:data"},{"DestinationInputPortId":"-1418:data1","SourceOutputPortId":"-556:data"}],"ModuleNodes":[{"Id":"-14","ModuleId":"BigQuantSpace.use_datasource.use_datasource-v1","ModuleParameters":[{"Name":"datasource_id","Value":"bar1d_CN_FUND","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"start_date","Value":"","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"end_date","Value":"","ValueType":"Literal","LinkedGlobalParameter":null}],"InputPortsInternal":[{"DataSourceId":null,"TrainedModelId":null,"TransformModuleId":null,"Name":"instruments","NodeId":"-14"},{"DataSourceId":null,"TrainedModelId":null,"TransformModuleId":null,"Name":"features","NodeId":"-14"}],"OutputPortsInternal":[{"Name":"data","NodeId":"-14","OutputType":null}],"UsePreviousResults":true,"moduleIdForCode":1,"IsPartOfPartialRun":null,"Comment":"","CommentCollapsed":true},{"Id":"-20","ModuleId":"BigQuantSpace.input_features.input_features-v1","ModuleParameters":[{"Name":"features","Value":"\n# #号开始的表示注释,注释需单独一行\n# 多个特征,每行一个,可以包含基础特征和衍生特征,特征须为本平台特征\n\nma13=mean(close, 13)\n\nopen\nlow\nhigh\nvolume\n","ValueType":"Literal","LinkedGlobalParameter":null}],"InputPortsInternal":[{"DataSourceId":null,"TrainedModelId":null,"TransformModuleId":null,"Name":"features_ds","NodeId":"-20"}],"OutputPortsInternal":[{"Name":"data","NodeId":"-20","OutputType":null}],"UsePreviousResults":true,"moduleIdForCode":2,"IsPartOfPartialRun":null,"Comment":"","CommentCollapsed":true},{"Id":"-5","ModuleId":"BigQuantSpace.instruments.instruments-v2","ModuleParameters":[{"Name":"start_date","Value":"2019-01-01","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"end_date","Value":"2019-12-18","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"market","Value":"CN_FUND","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"instrument_list","Value":"510300.HOF\n510050.HOF\n510500.HOF\n159915.ZOF\n159905.ZOF\n159949.ZOF\n510880.HOF\n\n","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"max_count","Value":0,"ValueType":"Literal","LinkedGlobalParameter":null}],"InputPortsInternal":[{"DataSourceId":null,"TrainedModelId":null,"TransformModuleId":null,"Name":"rolling_conf","NodeId":"-5"}],"OutputPortsInternal":[{"Name":"data","NodeId":"-5","OutputType":null}],"UsePreviousResults":true,"moduleIdForCode":3,"IsPartOfPartialRun":null,"Comment":"","CommentCollapsed":true},{"Id":"-95","ModuleId":"BigQuantSpace.input_features.input_features-v1","ModuleParameters":[{"Name":"features","Value":"\n# #号开始的表示注释,注释需单独一行\n# 多个特征,每行一个,可以包含基础特征和衍生特征,特征须为本平台特征\nma10=mean(close,10)\nrisk=where(close<ma10, 1, 0)","ValueType":"Literal","LinkedGlobalParameter":null}],"InputPortsInternal":[{"DataSourceId":null,"TrainedModelId":null,"TransformModuleId":null,"Name":"features_ds","NodeId":"-95"}],"OutputPortsInternal":[{"Name":"data","NodeId":"-95","OutputType":null}],"UsePreviousResults":true,"moduleIdForCode":4,"IsPartOfPartialRun":null,"Comment":"","CommentCollapsed":true},{"Id":"-115","ModuleId":"BigQuantSpace.derived_feature_extractor.derived_feature_extractor-v3","ModuleParameters":[{"Name":"date_col","Value":"date","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"instrument_col","Value":"instrument","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"drop_na","Value":"True","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"remove_extra_columns","Value":"True","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"user_functions","Value":"{}","ValueType":"Literal","LinkedGlobalParameter":null}],"InputPortsInternal":[{"DataSourceId":null,"TrainedModelId":null,"TransformModuleId":null,"Name":"input_data","NodeId":"-115"},{"DataSourceId":null,"TrainedModelId":null,"TransformModuleId":null,"Name":"features","NodeId":"-115"}],"OutputPortsInternal":[{"Name":"data","NodeId":"-115","OutputType":null}],"UsePreviousResults":true,"moduleIdForCode":5,"IsPartOfPartialRun":null,"Comment":"","CommentCollapsed":true},{"Id":"-124","ModuleId":"BigQuantSpace.use_datasource.use_datasource-v1","ModuleParameters":[{"Name":"datasource_id","Value":"bar1d_index_CN_STOCK_A","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"start_date","Value":"","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"end_date","Value":"","ValueType":"Literal","LinkedGlobalParameter":null}],"InputPortsInternal":[{"DataSourceId":null,"TrainedModelId":null,"TransformModuleId":null,"Name":"instruments","NodeId":"-124"},{"DataSourceId":null,"TrainedModelId":null,"TransformModuleId":null,"Name":"features","NodeId":"-124"}],"OutputPortsInternal":[{"Name":"data","NodeId":"-124","OutputType":null}],"UsePreviousResults":true,"moduleIdForCode":6,"IsPartOfPartialRun":null,"Comment":"","CommentCollapsed":true},{"Id":"-108","ModuleId":"BigQuantSpace.select_columns.select_columns-v3","ModuleParameters":[{"Name":"columns","Value":"date,instrument,risk","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"reverse_select","Value":"False","ValueType":"Literal","LinkedGlobalParameter":null}],"InputPortsInternal":[{"DataSourceId":null,"TrainedModelId":null,"TransformModuleId":null,"Name":"input_ds","NodeId":"-108"},{"DataSourceId":null,"TrainedModelId":null,"TransformModuleId":null,"Name":"columns_ds","NodeId":"-108"}],"OutputPortsInternal":[{"Name":"data","NodeId":"-108","OutputType":null}],"UsePreviousResults":false,"moduleIdForCode":7,"IsPartOfPartialRun":null,"Comment":"","CommentCollapsed":true},{"Id":"-339","ModuleId":"BigQuantSpace.instruments.instruments-v2","ModuleParameters":[{"Name":"start_date","Value":"2019-01-01","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"end_date","Value":"2019-12-18","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"market","Value":"CN_STOCK_A","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"instrument_list","Value":"000300.HIX\n000016.HIX\n000905.HIX\n000015.HIX\n399673.ZIX\n399006.ZIX\n399324.ZIX","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"max_count","Value":0,"ValueType":"Literal","LinkedGlobalParameter":null}],"InputPortsInternal":[{"DataSourceId":null,"TrainedModelId":null,"TransformModuleId":null,"Name":"rolling_conf","NodeId":"-339"}],"OutputPortsInternal":[{"Name":"data","NodeId":"-339","OutputType":null}],"UsePreviousResults":true,"moduleIdForCode":8,"IsPartOfPartialRun":null,"Comment":"","CommentCollapsed":true},{"Id":"-1397","ModuleId":"BigQuantSpace.trade.trade-v4","ModuleParameters":[{"Name":"start_date","Value":"","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"end_date","Value":"","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"initialize","Value":"# 回测引擎:初始化函数,只执行一次\ndef bigquant_run(context):\n import pandas as pd\n context.prediction = context.options['data'].read_df()\n context.prediction.date=pd.to_datetime(context.prediction.date)\n context.prediction.set_index(['date'],inplace=True)\n \n context.set_commission(PerOrder(buy_cost=0.0003, sell_cost=0.0013, min_cost=5))\n context.stock_count = 3\n context.his_bars=13\n context.etf_dic={\n '000016.HIX':'510050.HOF',\n '000300.HIX':'510300.HOF',\n '000905.HIX':'510500.HOF',\n '000015.HIX':'510880.HOF',\n '399673.ZIX':'159949.ZOF',\n '399006.ZIX':'159915.ZOF',\n '399324.ZIX':'159905.ZOF',\n }\n context.ind=[i for i in context.etf_dic.keys()]\n context.etf=[i for i in context.etf_dic.values()]\n\n \n","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"handle_data","Value":"# 回测引擎:每日数据处理函数,每天执行一次\ndef bigquant_run(context, data):\n if data.current_dt.strftime('%Y-%m-%d %H:%M:%S')[-8:-3] !='14:57':\n return\n \n stock_hold_now=[]\n date0 = data.current_dt\n date = date0.strftime('%Y-%m-%d')\n context.today=context.prediction.loc[date,]\n curr_price=[]\n for sec in context.today.instrument:\n curr = data.current(context.symbol(sec), ['close']).close\n curr_price.append(curr)\n context.today['curr_price']=curr_price\n context.today['ratio_ma']=context.today['curr_price']/context.today['ma13']\n context.today.sort_values(by=['ratio_ma'],ascending=False,inplace=True)\n context.today=context.today.reset_index(drop=True)\n context.today=context.today.fillna(-100)\n print(context.today)\n \n context.daily_stock_buy=[]\n context.daily_stock_sell=[]\n stock_hold_now ={e.symbol:p for e,p in context.portfolio.positions.items() if p.amount>0}\n print('当前持仓:',stock_hold_now)\n \n context.risk=context.today.iloc[2,1]\n if context.risk>0:\n for instrument in stock_hold_now:\n context.order_target(context.symbol(instrument), 0)\n print('正在清仓',instrument)\n return\n \n for i in range(context.stock_count):\n if context.today.loc[i,'ratio_ma']<1:\n break\n else:\n context.daily_stock_buy.append(context.today.loc[i,'instrument'])\n context.daily_stock_sell=list(set(context.etf)-set(context.daily_stock_buy))\n print('买入信号:',context.daily_stock_buy)\n print('卖出信号:',context.daily_stock_sell)\n \n stock_to_sell = [ i for i in stock_hold_now if i in context.daily_stock_sell]\n stock_to_buy = [ i for i in context.daily_stock_buy if i not in stock_hold_now]\n print('即将买入:',stock_to_buy)\n print('即将卖出:',stock_to_sell)\n if len(stock_to_sell)>0:\n\t for instrument in stock_to_sell:\n\t context.order_target(context.symbol(instrument), 0)\n\t print('正在卖出',instrument)\n if len(stock_to_buy)>0:\n weight =1/len(context.daily_stock_buy)\n for instrument in stock_to_buy:\n\t context.order_target_value(context.symbol(instrument), weight*context.portfolio.portfolio_value) # 买入\n\t print('正在调仓买入',instrument)\n\t ","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"prepare","Value":"# 回测引擎:准备数据,只执行一次\ndef bigquant_run(context):\n 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            In [7]:
            # 本代码由可视化策略环境自动生成 2019年12月31日 15:31
            # 本代码单元只能在可视化模式下编辑。您也可以拷贝代码,粘贴到新建的代码单元或者策略,然后修改。
            
            
            # Python 代码入口函数,input_1/2/3 对应三个输入端,data_1/2/3 对应三个输出端
            def m11_run_bigquant_run(input_1, input_2, input_3):
                # 示例代码如下。在这里编写您的代码
                df = input_1.read_df()
                
                etf_dic={
                        '000016.HIX':'510050.HOF',
                        '000300.HIX':'510300.HOF',
                        '000905.HIX':'510500.HOF',
                        '000015.HIX':'510880.HOF',
                        '399673.ZIX':'159949.ZOF',
                        '399006.ZIX':'159915.ZOF',
                        '399324.ZIX':'159905.ZOF',
                    }
                df['instrument']=df['instrument'].map(lambda x:etf_dic[x])
                
                data_1= DataSource.write_df(df)
                #print(df)
                return Outputs(data_1=data_1, data_2=None, data_3=None)
            
            # 后处理函数,可选。输入是主函数的输出,可以在这里对数据做处理,或者返回更友好的outputs数据格式。此函数输出不会被缓存。
            def m11_post_run_bigquant_run(outputs):
                return outputs
            
            # 回测引擎:初始化函数,只执行一次
            def m9_initialize_bigquant_run(context):
                import pandas as pd
                context.prediction = context.options['data'].read_df()
                context.prediction.date=pd.to_datetime(context.prediction.date)
                context.prediction.set_index(['date'],inplace=True)
              
                context.set_commission(PerOrder(buy_cost=0.0003, sell_cost=0.0013, min_cost=5))
                context.stock_count = 3
                context.his_bars=13
                context.etf_dic={
                        '000016.HIX':'510050.HOF',
                        '000300.HIX':'510300.HOF',
                        '000905.HIX':'510500.HOF',
                        '000015.HIX':'510880.HOF',
                        '399673.ZIX':'159949.ZOF',
                        '399006.ZIX':'159915.ZOF',
                        '399324.ZIX':'159905.ZOF',
                    }
                context.ind=[i for i in context.etf_dic.keys()]
                context.etf=[i for i in context.etf_dic.values()]
            
              
            
            # 回测引擎:每日数据处理函数,每天执行一次
            def m9_handle_data_bigquant_run(context, data):
                if data.current_dt.strftime('%Y-%m-%d %H:%M:%S')[-8:-3] !='14:57':
                    return
                
                stock_hold_now=[]
                date0 = data.current_dt
                date = date0.strftime('%Y-%m-%d')
                context.today=context.prediction.loc[date,]
                curr_price=[]
                for sec in context.today.instrument:
                    curr = data.current(context.symbol(sec), ['close']).close
                    curr_price.append(curr)
                context.today['curr_price']=curr_price
                context.today['ratio_ma']=context.today['curr_price']/context.today['ma13']
                context.today.sort_values(by=['ratio_ma'],ascending=False,inplace=True)
                context.today=context.today.reset_index(drop=True)
                context.today=context.today.fillna(-100)
                print(context.today)
                
                context.daily_stock_buy=[]
                context.daily_stock_sell=[]
                stock_hold_now ={e.symbol:p for e,p in context.portfolio.positions.items() if p.amount>0}
                print('当前持仓:',stock_hold_now)
                
                context.risk=context.today.iloc[2,1]
                if context.risk>0:
                    for instrument in stock_hold_now:
                        context.order_target(context.symbol(instrument), 0)
                        print('正在清仓',instrument)
                    return
                
                for i  in range(context.stock_count):
                    if context.today.loc[i,'ratio_ma']<1:
                        break
                    else:
                        context.daily_stock_buy.append(context.today.loc[i,'instrument'])
                context.daily_stock_sell=list(set(context.etf)-set(context.daily_stock_buy))
                print('买入信号:',context.daily_stock_buy)
                print('卖出信号:',context.daily_stock_sell)
                
                stock_to_sell = [ i for i in stock_hold_now if i in context.daily_stock_sell]
                stock_to_buy = [ i for i in context.daily_stock_buy if i not in stock_hold_now]
                print('即将买入:',stock_to_buy)
                print('即将卖出:',stock_to_sell)
                if len(stock_to_sell)>0:
            	    for instrument in stock_to_sell:
            	        context.order_target(context.symbol(instrument), 0)
            	        print('正在卖出',instrument)
                if len(stock_to_buy)>0:
                    weight =1/len(context.daily_stock_buy)
                    for instrument in stock_to_buy:
            	        context.order_target_value(context.symbol(instrument), weight*context.portfolio.portfolio_value) # 买入
            	        print('正在调仓买入',instrument)
            	    
            # 回测引擎:准备数据,只执行一次
            def m9_prepare_bigquant_run(context):
                pass
            
            # 回测引擎:每个单位时间开始前调用一次,即每日开盘前调用一次。
            def m9_before_trading_start_bigquant_run(context, data):
                pass
            
            
            m2 = M.input_features.v1(
                features="""
            # #号开始的表示注释,注释需单独一行
            # 多个特征,每行一个,可以包含基础特征和衍生特征,特征须为本平台特征
            
            ma13=mean(close, 13)
            
            open
            low
            high
            volume
            """
            )
            
            m3 = M.instruments.v2(
                start_date='2019-01-01',
                end_date='2019-12-18',
                market='CN_FUND',
                instrument_list="""510300.HOF
            510050.HOF
            510500.HOF
            159915.ZOF
            159905.ZOF
            159949.ZOF
            510880.HOF
            
            """,
                max_count=0
            )
            
            m1 = M.use_datasource.v1(
                instruments=m3.data,
                features=m2.data,
                datasource_id='bar1d_CN_FUND',
                start_date='',
                end_date=''
            )
            
            m12 = M.derived_feature_extractor.v3(
                input_data=m1.data,
                features=m2.data,
                date_col='date',
                instrument_col='instrument',
                drop_na=False,
                remove_extra_columns=False,
                user_functions={}
            )
            
            m13 = M.select_columns.v3(
                input_ds=m12.data,
                columns='date,instrument,ma13,close',
                reverse_select=False,
                m_cached=False
            )
            
            m4 = M.input_features.v1(
                features="""
            # #号开始的表示注释,注释需单独一行
            # 多个特征,每行一个,可以包含基础特征和衍生特征,特征须为本平台特征
            ma10=mean(close,10)
            risk=where(close<ma10, 1, 0)"""
            )
            
            m8 = M.instruments.v2(
                start_date='2019-01-01',
                end_date='2019-12-18',
                market='CN_STOCK_A',
                instrument_list="""000300.HIX
            000016.HIX
            000905.HIX
            000015.HIX
            399673.ZIX
            399006.ZIX
            399324.ZIX""",
                max_count=0
            )
            
            m6 = M.use_datasource.v1(
                instruments=m8.data,
                features=m4.data,
                datasource_id='bar1d_index_CN_STOCK_A',
                start_date='',
                end_date=''
            )
            
            m5 = M.derived_feature_extractor.v3(
                input_data=m6.data,
                features=m4.data,
                date_col='date',
                instrument_col='instrument',
                drop_na=True,
                remove_extra_columns=True,
                user_functions={}
            )
            
            m7 = M.select_columns.v3(
                input_ds=m5.data,
                columns='date,instrument,risk',
                reverse_select=False,
                m_cached=False
            )
            
            m11 = M.cached.v3(
                input_1=m7.data,
                run=m11_run_bigquant_run,
                post_run=m11_post_run_bigquant_run,
                input_ports='',
                params='{}',
                output_ports=''
            )
            
            m10 = M.join.v3(
                data1=m13.data,
                data2=m11.data_1,
                on='date,instrument',
                how='left',
                sort=False
            )
            
            m9 = M.trade.v4(
                instruments=m3.data,
                options_data=m10.data,
                start_date='',
                end_date='',
                initialize=m9_initialize_bigquant_run,
                handle_data=m9_handle_data_bigquant_run,
                prepare=m9_prepare_bigquant_run,
                before_trading_start=m9_before_trading_start_bigquant_run,
                volume_limit=0,
                order_price_field_buy='open',
                order_price_field_sell='close',
                capital_base=100001,
                auto_cancel_non_tradable_orders=True,
                data_frequency='minute',
                price_type='真实价格',
                product_type='股票',
                plot_charts=True,
                backtest_only=False,
                benchmark='000300.SHA'
            )
            
            列: ['date', 'instrument', 'ma13', 'close']
            /data: 1635
            
            列: ['date', 'instrument', 'risk']
            /data: 1582
            
               instrument   risk   ma13  close  curr_price  ratio_ma
            0  159905.ZOF -100.0 -100.0  1.266      -100.0    -100.0
            1  159915.ZOF -100.0 -100.0  1.178      -100.0    -100.0
            2  159949.ZOF -100.0 -100.0  0.429      -100.0    -100.0
            3  510050.HOF -100.0 -100.0  2.255      -100.0    -100.0
            4  510300.HOF -100.0 -100.0  3.017      -100.0    -100.0
            5  510880.HOF -100.0 -100.0  2.539      -100.0    -100.0
            6  510500.HOF -100.0 -100.0  4.409      -100.0    -100.0
            当前持仓: {}
            买入信号: []
            卖出信号: ['510500.HOF', '159915.ZOF', '510050.HOF', '159949.ZOF', '510880.HOF', '510300.HOF', '159905.ZOF']
            即将买入: []
            即将卖出: []
               instrument   risk   ma13  close  curr_price  ratio_ma
            0  159905.ZOF -100.0 -100.0  1.266      -100.0    -100.0
            1  159915.ZOF -100.0 -100.0  1.164      -100.0    -100.0
            2  159949.ZOF -100.0 -100.0  0.425      -100.0    -100.0
            3  510050.HOF -100.0 -100.0  2.261      -100.0    -100.0
            4  510300.HOF -100.0 -100.0  3.017      -100.0    -100.0
            5  510880.HOF -100.0 -100.0  2.532      -100.0    -100.0
            6  510500.HOF -100.0 -100.0  4.398      -100.0    -100.0
            当前持仓: {}
            买入信号: []
            卖出信号: ['510500.HOF', '159915.ZOF', '510050.HOF', '159949.ZOF', '510880.HOF', '510300.HOF', '159905.ZOF']
            即将买入: []
            即将卖出: []
               instrument   risk   ma13  close  curr_price  ratio_ma
            0  159905.ZOF -100.0 -100.0  1.299      -100.0    -100.0
            1  159915.ZOF -100.0 -100.0  1.195      -100.0    -100.0
            2  159949.ZOF -100.0 -100.0  0.436      -100.0    -100.0
            3  510050.HOF -100.0 -100.0  2.310      -100.0    -100.0
            4  510300.HOF -100.0 -100.0  3.094      -100.0    -100.0
            5  510880.HOF -100.0 -100.0  2.566      -100.0    -100.0
            6  510500.HOF -100.0 -100.0  4.518      -100.0    -100.0
            当前持仓: {}
            买入信号: []
            卖出信号: ['510500.HOF', '159915.ZOF', '510050.HOF', '159949.ZOF', '510880.HOF', '510300.HOF', '159905.ZOF']
            即将买入: []
            即将卖出: []
               instrument   risk   ma13  close  curr_price  ratio_ma
            0  159905.ZOF -100.0 -100.0  1.310      -100.0    -100.0
            1  159915.ZOF -100.0 -100.0  1.214      -100.0    -100.0
            2  159949.ZOF -100.0 -100.0  0.442      -100.0    -100.0
            3  510050.HOF -100.0 -100.0  2.307      -100.0    -100.0
            4  510300.HOF -100.0 -100.0  3.107      -100.0    -100.0
            5  510880.HOF -100.0 -100.0  2.591      -100.0    -100.0
            6  510500.HOF -100.0 -100.0  4.596      -100.0    -100.0
            当前持仓: {}
            买入信号: []
            卖出信号: ['510500.HOF', '159915.ZOF', '510050.HOF', '159949.ZOF', '510880.HOF', '510300.HOF', '159905.ZOF']
            即将买入: []
            即将卖出: []
               instrument   risk   ma13  close  curr_price  ratio_ma
            0  159905.ZOF -100.0 -100.0  1.308      -100.0    -100.0
            1  159915.ZOF -100.0 -100.0  1.211      -100.0    -100.0
            2  159949.ZOF -100.0 -100.0  0.441      -100.0    -100.0
            3  510050.HOF -100.0 -100.0  2.300      -100.0    -100.0
            4  510300.HOF -100.0 -100.0  3.107      -100.0    -100.0
            5  510880.HOF -100.0 -100.0  2.596      -100.0    -100.0
            6  510500.HOF -100.0 -100.0  4.586      -100.0    -100.0
            当前持仓: {}
            买入信号: []
            卖出信号: ['510500.HOF', '159915.ZOF', '510050.HOF', '159949.ZOF', '510880.HOF', '510300.HOF', '159905.ZOF']
            即将买入: []
            即将卖出: []
               instrument   risk   ma13  close  curr_price  ratio_ma
            0  159905.ZOF -100.0 -100.0  1.331      -100.0    -100.0
            1  159915.ZOF -100.0 -100.0  1.210      -100.0    -100.0
            2  159949.ZOF -100.0 -100.0  0.441      -100.0    -100.0
            3  510050.HOF -100.0 -100.0  2.325      -100.0    -100.0
            4  510300.HOF -100.0 -100.0  3.130      -100.0    -100.0
            5  510880.HOF -100.0 -100.0  2.608      -100.0    -100.0
            6  510500.HOF -100.0 -100.0  4.583      -100.0    -100.0
            当前持仓: {}
            买入信号: []
            卖出信号: ['510500.HOF', '159915.ZOF', '510050.HOF', '159949.ZOF', '510880.HOF', '510300.HOF', '159905.ZOF']
            即将买入: []
            即将卖出: []
               instrument   risk   ma13  close  curr_price  ratio_ma
            0  159905.ZOF -100.0 -100.0  1.335      -100.0    -100.0
            1  159915.ZOF -100.0 -100.0  1.207      -100.0    -100.0
            2  159949.ZOF -100.0 -100.0  0.438      -100.0    -100.0
            3  510050.HOF -100.0 -100.0  2.328      -100.0    -100.0
            4  510300.HOF -100.0 -100.0  3.133      -100.0    -100.0
            5  510880.HOF -100.0 -100.0  2.600      -100.0    -100.0
            6  510500.HOF -100.0 -100.0  4.591      -100.0    -100.0
            当前持仓: {}
            买入信号: []
            卖出信号: ['510500.HOF', '159915.ZOF', '510050.HOF', '159949.ZOF', '510880.HOF', '510300.HOF', '159905.ZOF']
            即将买入: []
            即将卖出: []
               instrument   risk   ma13  close  curr_price  ratio_ma
            0  159905.ZOF -100.0 -100.0  1.346      -100.0    -100.0
            1  159915.ZOF -100.0 -100.0  1.209      -100.0    -100.0
            2  159949.ZOF -100.0 -100.0  0.439      -100.0    -100.0
            3  510050.HOF -100.0 -100.0  2.347      -100.0    -100.0
            4  510300.HOF -100.0 -100.0  3.156      -100.0    -100.0
            5  510880.HOF -100.0 -100.0  2.611      -100.0    -100.0
            6  510500.HOF -100.0 -100.0  4.615      -100.0    -100.0
            当前持仓: {}
            买入信号: []
            卖出信号: ['510500.HOF', '159915.ZOF', '510050.HOF', '159949.ZOF', '510880.HOF', '510300.HOF', '159905.ZOF']
            即将买入: []
            即将卖出: []
               instrument   risk   ma13  close  curr_price  ratio_ma
            0  159905.ZOF -100.0 -100.0  1.335      -100.0    -100.0
            1  159915.ZOF -100.0 -100.0  1.195      -100.0    -100.0
            2  159949.ZOF -100.0 -100.0  0.433      -100.0    -100.0
            3  510050.HOF -100.0 -100.0  2.325      -100.0    -100.0
            4  510300.HOF -100.0 -100.0  3.129      -100.0    -100.0
            5  510880.HOF -100.0 -100.0  2.613      -100.0    -100.0
            6  510500.HOF -100.0 -100.0  4.591      -100.0    -100.0
            当前持仓: {}
            买入信号: []
            卖出信号: ['510500.HOF', '159915.ZOF', '510050.HOF', '159949.ZOF', '510880.HOF', '510300.HOF', '159905.ZOF']
            即将买入: []
            即将卖出: []
               instrument  risk   ma13  close  curr_price  ratio_ma
            0  159949.ZOF   0.0 -100.0  0.442       0.443    -100.0
            1  510500.HOF   0.0 -100.0  4.655       4.658    -100.0
            2  159905.ZOF   0.0 -100.0  1.365       1.365    -100.0
            3  510050.HOF   0.0 -100.0  2.370       2.369    -100.0
            4  159915.ZOF   0.0 -100.0  1.216       1.215    -100.0
            5  510300.HOF   0.0 -100.0  3.188       3.188    -100.0
            6  510880.HOF   0.0 -100.0  2.631       2.632    -100.0
            当前持仓: {}
            买入信号: []
            卖出信号: ['510500.HOF', '159915.ZOF', '510050.HOF', '159949.ZOF', '510880.HOF', '510300.HOF', '159905.ZOF']
            即将买入: []
            即将卖出: []
               instrument  risk   ma13  close  curr_price  ratio_ma
            0  510050.HOF   0.0 -100.0  2.374       2.374    -100.0
            1  510500.HOF   0.0 -100.0  4.647       4.647    -100.0
            2  159949.ZOF   0.0 -100.0  0.442       0.442    -100.0
            3  510300.HOF   0.0 -100.0  3.129       3.127    -100.0
            4  510880.HOF   0.0 -100.0  2.535       2.536    -100.0
            5  159915.ZOF   0.0 -100.0  1.214       1.215    -100.0
            6  159905.ZOF   0.0 -100.0  1.370       1.369    -100.0
            当前持仓: {}
            买入信号: []
            卖出信号: ['510500.HOF', '159915.ZOF', '510050.HOF', '159949.ZOF', '510880.HOF', '510300.HOF', '159905.ZOF']
            即将买入: []
            即将卖出: []
               instrument  risk   ma13  close  curr_price  ratio_ma
            0  510880.HOF   0.0 -100.0  2.528       2.531    -100.0
            1  159905.ZOF   0.0 -100.0  1.355       1.354    -100.0
            2  510500.HOF   0.0 -100.0  4.610       4.612    -100.0
            3  159949.ZOF   1.0 -100.0  0.436       0.437    -100.0
            4  510050.HOF   0.0 -100.0  2.365       2.365    -100.0
            5  510300.HOF   0.0 -100.0  3.112       3.114    -100.0
            6  159915.ZOF   1.0 -100.0  1.198       1.199    -100.0
            当前持仓: {}
            买入信号: []
            卖出信号: ['510500.HOF', '159915.ZOF', '510050.HOF', '159949.ZOF', '510880.HOF', '510300.HOF', '159905.ZOF']
            即将买入: []
            即将卖出: []
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  159905.ZOF   0.0  1.328000  1.378       1.377  1.036898
            1  510050.HOF   0.0  2.328923  2.409       2.409  1.034384
            2  510500.HOF   0.0  4.573692  4.659       4.658  1.018433
            3  510300.HOF   0.0  3.114231  3.166       3.168  1.017266
            4  159949.ZOF   0.0  0.437538  0.444       0.444  1.014768
            5  159915.ZOF   0.0  1.202077  1.216       1.216  1.011582
            6  510880.HOF   0.0  2.577692  2.560       2.561  0.993524
            当前持仓: {}
            买入信号: ['159905.ZOF', '510050.HOF', '510500.HOF']
            卖出信号: ['510300.HOF', '159915.ZOF', '159949.ZOF', '510880.HOF']
            即将买入: ['159905.ZOF', '510050.HOF', '510500.HOF']
            即将卖出: []
            正在调仓买入 159905.ZOF
            正在调仓买入 510050.HOF
            正在调仓买入 510500.HOF
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  510050.HOF   0.0  2.341923  2.424       2.424  1.035047
            1  159905.ZOF   0.0  1.337077  1.384       1.381  1.032850
            2  159949.ZOF   0.0  0.439000  0.448       0.448  1.020501
            3  510300.HOF   0.0  3.127000  3.183       3.184  1.018228
            4  510500.HOF   0.0  4.594231  4.676       4.674  1.017363
            5  159915.ZOF   0.0  1.205462  1.222       1.222  1.013720
            6  510880.HOF   0.0  2.580154  2.571       2.573  0.997227
            当前持仓: {'159905.ZOF': Position(asset:Equity(6 [159905.ZOF]),amount:24200,today_amount:0,frozen_amount:0,cost_basis:1.378,last_sale_price:1.381,available_close_amount:24200), '510500.HOF': Position(asset:Equity(2 [510500.HOF]),amount:7100,today_amount:0,frozen_amount:0,cost_basis:4.66,last_sale_price:4.674,available_close_amount:7100), '510050.HOF': Position(asset:Equity(0 [510050.HOF]),amount:13800,today_amount:0,frozen_amount:0,cost_basis:2.41,last_sale_price:2.424,available_close_amount:13800)}
            买入信号: ['510050.HOF', '159905.ZOF', '159949.ZOF']
            卖出信号: ['510300.HOF', '510500.HOF', '159915.ZOF', '510880.HOF']
            即将买入: ['159949.ZOF']
            即将卖出: ['510500.HOF']
            正在卖出 510500.HOF
            正在调仓买入 159949.ZOF
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  510050.HOF   0.0  2.352308  2.396       2.396  1.018574
            1  159905.ZOF   0.0  1.344538  1.363       1.363  1.013731
            2  510300.HOF   0.0  3.136692  3.143       3.143  1.002011
            3  510500.HOF   1.0  4.610385  4.608       4.613  1.000567
            4  159949.ZOF   1.0  0.440077  0.439       0.440  0.999825
            5  159915.ZOF   1.0  1.208308  1.201       1.202  0.994780
            6  510880.HOF   0.0  2.581231  2.546       2.545  0.985964
            当前持仓: {'159905.ZOF': Position(asset:Equity(6 [159905.ZOF]),amount:24200,today_amount:0,frozen_amount:0,cost_basis:1.378,last_sale_price:1.363,available_close_amount:24200), '510050.HOF': Position(asset:Equity(0 [510050.HOF]),amount:13800,today_amount:0,frozen_amount:0,cost_basis:2.41,last_sale_price:2.396,available_close_amount:13800), '159949.ZOF': Position(asset:Equity(4 [159949.ZOF]),amount:74500,today_amount:0,frozen_amount:0,cost_basis:0.448,last_sale_price:0.44,available_close_amount:74500)}
            买入信号: ['510050.HOF', '159905.ZOF', '510300.HOF']
            卖出信号: ['510500.HOF', '159915.ZOF', '159949.ZOF', '510880.HOF']
            即将买入: ['510300.HOF']
            即将卖出: ['159949.ZOF']
            正在卖出 159949.ZOF
            正在调仓买入 510300.HOF
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  510050.HOF   0.0  2.358615  2.392       2.391  1.013730
            1  159905.ZOF   0.0  1.349769  1.367       1.367  1.012766
            2  510300.HOF   0.0  3.139846  3.135       3.138  0.999412
            3  510500.HOF   1.0  4.617692  4.613       4.612  0.998767
            4  159949.ZOF   1.0  0.440154  0.437       0.438  0.995107
            5  159915.ZOF   1.0  1.208462  1.197       1.199  0.992171
            6  510880.HOF   0.0  2.579923  2.549       2.550  0.988402
            当前持仓: {'510300.HOF': Position(asset:Equity(5 [510300.HOF]),amount:10400,today_amount:0,frozen_amount:0,cost_basis:3.143,last_sale_price:3.138,available_close_amount:10400), '159905.ZOF': Position(asset:Equity(6 [159905.ZOF]),amount:24200,today_amount:0,frozen_amount:0,cost_basis:1.378,last_sale_price:1.367,available_close_amount:24200), '510050.HOF': Position(asset:Equity(0 [510050.HOF]),amount:13800,today_amount:0,frozen_amount:0,cost_basis:2.41,last_sale_price:2.391,available_close_amount:13800)}
            买入信号: ['510050.HOF', '159905.ZOF']
            卖出信号: ['510300.HOF', '510500.HOF', '159915.ZOF', '159949.ZOF', '510880.HOF']
            即将买入: []
            即将卖出: ['510300.HOF']
            正在卖出 510300.HOF
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  159905.ZOF   0.0  1.354923  1.377       1.378  1.017032
            1  510050.HOF   0.0  2.366000  2.403       2.402  1.015216
            2  159949.ZOF   0.0  0.440308  0.444       0.444  1.008386
            3  510500.HOF   0.0  4.621462  4.645       4.642  1.004444
            4  159915.ZOF   0.0  1.208231  1.211       1.213  1.003947
            5  510300.HOF   0.0  3.143846  3.159       3.156  1.003866
            6  510880.HOF   0.0  2.577385  2.558       2.558  0.992479
            当前持仓: {'159905.ZOF': Position(asset:Equity(6 [159905.ZOF]),amount:24200,today_amount:0,frozen_amount:0,cost_basis:1.378,last_sale_price:1.378,available_close_amount:24200), '510050.HOF': Position(asset:Equity(0 [510050.HOF]),amount:13800,today_amount:0,frozen_amount:0,cost_basis:2.41,last_sale_price:2.402,available_close_amount:13800)}
            买入信号: ['159905.ZOF', '510050.HOF', '159949.ZOF']
            卖出信号: ['510300.HOF', '510500.HOF', '159915.ZOF', '510880.HOF']
            即将买入: ['159949.ZOF']
            即将卖出: []
            正在调仓买入 159949.ZOF
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  510050.HOF   0.0  2.376231  2.433       2.433  1.023890
            1  159905.ZOF   0.0  1.361154  1.389       1.390  1.021192
            2  510300.HOF   0.0  3.149692  3.183       3.183  1.010575
            3  159949.ZOF   0.0  0.440615  0.445       0.445  1.009951
            4  159915.ZOF   0.0  1.208462  1.214       1.214  1.004583
            5  510500.HOF   1.0  4.624231  4.622       4.626  1.000383
            6  510880.HOF   0.0  2.575077  2.566       2.566  0.996475
            当前持仓: {'159905.ZOF': Position(asset:Equity(6 [159905.ZOF]),amount:24200,today_amount:0,frozen_amount:0,cost_basis:1.378,last_sale_price:1.39,available_close_amount:24200), '510050.HOF': Position(asset:Equity(0 [510050.HOF]),amount:13800,today_amount:0,frozen_amount:0,cost_basis:2.41,last_sale_price:2.433,available_close_amount:13800), '159949.ZOF': Position(asset:Equity(4 [159949.ZOF]),amount:73500,today_amount:0,frozen_amount:0,cost_basis:0.444,last_sale_price:0.445,available_close_amount:73500)}
            买入信号: ['510050.HOF', '159905.ZOF', '510300.HOF']
            卖出信号: ['510500.HOF', '159915.ZOF', '159949.ZOF', '510880.HOF']
            即将买入: ['510300.HOF']
            即将卖出: ['159949.ZOF']
            正在卖出 159949.ZOF
            正在调仓买入 510300.HOF
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  159905.ZOF   0.0  1.366308  1.398       1.400  1.024659
            1  510050.HOF   0.0  2.384308  2.430       2.432  1.020003
            2  510300.HOF   0.0  3.153461  3.179       3.181  1.008733
            3  159949.ZOF   0.0  0.440769  0.443       0.443  1.005061
            4  159915.ZOF   1.0  1.208308  1.208       1.207  0.998918
            5  510880.HOF   0.0  2.571923  2.567       2.566  0.997697
            6  510500.HOF   1.0  4.626000  4.606       4.609  0.996325
            当前持仓: {'510300.HOF': Position(asset:Equity(5 [510300.HOF]),amount:10200,today_amount:0,frozen_amount:0,cost_basis:3.184,last_sale_price:3.181,available_close_amount:10200), '159905.ZOF': Position(asset:Equity(6 [159905.ZOF]),amount:24200,today_amount:0,frozen_amount:0,cost_basis:1.378,last_sale_price:1.4,available_close_amount:24200), '510050.HOF': Position(asset:Equity(0 [510050.HOF]),amount:13800,today_amount:0,frozen_amount:0,cost_basis:2.41,last_sale_price:2.432,available_close_amount:13800)}
            买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
            卖出信号: ['510500.HOF', '159915.ZOF', '159949.ZOF', '510880.HOF']
            即将买入: []
            即将卖出: []
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  159905.ZOF   0.0  1.372385  1.414       1.414  1.030323
            1  510050.HOF   0.0  2.393538  2.448       2.446  1.021918
            2  510300.HOF   0.0  3.158077  3.193       3.191  1.010425
            3  510880.HOF   0.0  2.570231  2.578       2.578  1.003023
            4  159949.ZOF   1.0  0.440692  0.437       0.437  0.991622
            5  159915.ZOF   1.0  1.207154  1.192       1.193  0.988275
            6  510500.HOF   1.0  4.622462  4.545       4.545  0.983242
            当前持仓: {'510300.HOF': Position(asset:Equity(5 [510300.HOF]),amount:10200,today_amount:0,frozen_amount:0,cost_basis:3.184,last_sale_price:3.191,available_close_amount:10200), '159905.ZOF': Position(asset:Equity(6 [159905.ZOF]),amount:24200,today_amount:0,frozen_amount:0,cost_basis:1.378,last_sale_price:1.414,available_close_amount:24200), '510050.HOF': Position(asset:Equity(0 [510050.HOF]),amount:13800,today_amount:0,frozen_amount:0,cost_basis:2.41,last_sale_price:2.446,available_close_amount:13800)}
            买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
            卖出信号: ['510500.HOF', '159915.ZOF', '159949.ZOF', '510880.HOF']
            即将买入: []
            即将卖出: []
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  159905.ZOF   0.0  1.376538  1.400       1.402  1.018497
            1  510050.HOF   0.0  2.400462  2.437       2.436  1.014805
            2  510300.HOF   0.0  3.159308  3.172       3.171  1.003701
            3  510880.HOF   0.0  2.567000  2.569       2.568  1.000390
            4  159915.ZOF   1.0  1.205154  1.183       1.183  0.981617
            5  159949.ZOF   1.0  0.440154  0.432       0.432  0.981475
            6  510500.HOF   1.0  4.614538  4.512       4.516  0.978646
            当前持仓: {'510300.HOF': Position(asset:Equity(5 [510300.HOF]),amount:10200,today_amount:0,frozen_amount:0,cost_basis:3.184,last_sale_price:3.171,available_close_amount:10200), '159905.ZOF': Position(asset:Equity(6 [159905.ZOF]),amount:24200,today_amount:0,frozen_amount:0,cost_basis:1.378,last_sale_price:1.402,available_close_amount:24200), '510050.HOF': Position(asset:Equity(0 [510050.HOF]),amount:13800,today_amount:0,frozen_amount:0,cost_basis:2.41,last_sale_price:2.436,available_close_amount:13800)}
            买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
            卖出信号: ['510500.HOF', '159915.ZOF', '159949.ZOF', '510880.HOF']
            即将买入: []
            即将卖出: []
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  159905.ZOF   0.0  1.383385  1.424       1.424  1.029359
            1  510050.HOF   0.0  2.411923  2.474       2.472  1.024908
            2  510300.HOF   0.0  3.164923  3.202       3.201  1.011399
            3  510880.HOF   0.0  2.564846  2.585       2.582  1.006688
            4  159949.ZOF   1.0  0.439923  0.430       0.431  0.979717
            5  159915.ZOF   1.0  1.203846  1.178       1.178  0.978530
            6  510500.HOF   1.0  4.606231  4.483       4.479  0.972379
            当前持仓: {'510300.HOF': Position(asset:Equity(5 [510300.HOF]),amount:10200,today_amount:0,frozen_amount:0,cost_basis:3.184,last_sale_price:3.201,available_close_amount:10200), '159905.ZOF': Position(asset:Equity(6 [159905.ZOF]),amount:24200,today_amount:0,frozen_amount:0,cost_basis:1.378,last_sale_price:1.424,available_close_amount:24200), '510050.HOF': Position(asset:Equity(0 [510050.HOF]),amount:13800,today_amount:0,frozen_amount:0,cost_basis:2.41,last_sale_price:2.472,available_close_amount:13800)}
            买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
            卖出信号: ['510500.HOF', '159915.ZOF', '159949.ZOF', '510880.HOF']
            即将买入: []
            即将卖出: []
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  159905.ZOF   0.0  1.389769  1.448       1.446  1.040460
            1  510050.HOF   0.0  2.421308  2.492       2.491  1.028783
            2  510300.HOF   0.0  3.170077  3.255       3.250  1.025212
            3  159949.ZOF   0.0  0.440462  0.449       0.449  1.019385
            4  510880.HOF   0.0  2.563000  2.607       2.607  1.017167
            5  159915.ZOF   0.0  1.204231  1.221       1.220  1.013095
            6  510500.HOF   0.0  4.603385  4.618       4.607  1.000785
            当前持仓: {'510300.HOF': Position(asset:Equity(5 [510300.HOF]),amount:10200,today_amount:0,frozen_amount:0,cost_basis:3.184,last_sale_price:3.25,available_close_amount:10200), '159905.ZOF': Position(asset:Equity(6 [159905.ZOF]),amount:24200,today_amount:0,frozen_amount:0,cost_basis:1.378,last_sale_price:1.446,available_close_amount:24200), '510050.HOF': Position(asset:Equity(0 [510050.HOF]),amount:13800,today_amount:0,frozen_amount:0,cost_basis:2.41,last_sale_price:2.491,available_close_amount:13800)}
            买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
            卖出信号: ['510500.HOF', '159915.ZOF', '159949.ZOF', '510880.HOF']
            即将买入: []
            即将卖出: []
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  159905.ZOF   0.0  1.398769  1.487       1.487  1.063077
            1  159915.ZOF   0.0  1.208077  1.264       1.264  1.046291
            2  159949.ZOF   0.0  0.442000  0.462       0.461  1.042986
            3  510300.HOF   0.0  3.183231  3.300       3.299  1.036368
            4  510050.HOF   0.0  2.432231  2.516       2.516  1.034441
            5  510500.HOF   0.0  4.608846  4.718       4.717  1.023467
            6  510880.HOF   0.0  2.569692  2.622       2.626  1.021912
            当前持仓: {'510300.HOF': Position(asset:Equity(5 [510300.HOF]),amount:10200,today_amount:0,frozen_amount:0,cost_basis:3.184,last_sale_price:3.299,available_close_amount:10200), '159905.ZOF': Position(asset:Equity(6 [159905.ZOF]),amount:24200,today_amount:0,frozen_amount:0,cost_basis:1.378,last_sale_price:1.487,available_close_amount:24200), '510050.HOF': Position(asset:Equity(0 [510050.HOF]),amount:13800,today_amount:0,frozen_amount:0,cost_basis:2.41,last_sale_price:2.516,available_close_amount:13800)}
            买入信号: ['159905.ZOF', '159915.ZOF', '159949.ZOF']
            卖出信号: ['510300.HOF', '510500.HOF', '510050.HOF', '510880.HOF']
            即将买入: ['159915.ZOF', '159949.ZOF']
            即将卖出: ['510300.HOF', '510050.HOF']
            正在卖出 510300.HOF
            正在卖出 510050.HOF
            正在调仓买入 159915.ZOF
            正在调仓买入 159949.ZOF
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  159905.ZOF   0.0  1.409538  1.495       1.495  1.060631
            1  159915.ZOF   0.0  1.214231  1.278       1.278  1.052518
            2  159949.ZOF   0.0  0.444385  0.467       0.466  1.048641
            3  510300.HOF   0.0  3.199538  3.324       3.325  1.039212
            4  510050.HOF   0.0  2.444462  2.524       2.523  1.032129
            5  510500.HOF   0.0  4.619077  4.743       4.745  1.027262
            6  510880.HOF   0.0  2.578385  2.641       2.641  1.024285
            当前持仓: {'159905.ZOF': Position(asset:Equity(6 [159905.ZOF]),amount:24200,today_amount:0,frozen_amount:0,cost_basis:1.378,last_sale_price:1.495,available_close_amount:24200), '159915.ZOF': Position(asset:Equity(3 [159915.ZOF]),amount:27500,today_amount:0,frozen_amount:0,cost_basis:1.264,last_sale_price:1.278,available_close_amount:27500), '159949.ZOF': Position(asset:Equity(4 [159949.ZOF]),amount:73100,today_amount:0,frozen_amount:0,cost_basis:0.461,last_sale_price:0.466,available_close_amount:73100)}
            买入信号: ['159905.ZOF', '159915.ZOF', '159949.ZOF']
            卖出信号: ['510300.HOF', '510500.HOF', '510050.HOF', '510880.HOF']
            即将买入: []
            即将卖出: []
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  159905.ZOF   0.0  1.420769  1.524       1.524  1.072658
            1  159949.ZOF   0.0  0.446923  0.477       0.477  1.067298
            2  159915.ZOF   0.0  1.220769  1.301       1.301  1.065721
            3  510300.HOF   0.0  3.217000  3.393       3.393  1.054709
            4  510050.HOF   0.0  2.456923  2.571       2.570  1.046024
            5  510500.HOF   0.0  4.632231  4.830       4.829  1.042478
            6  510880.HOF   0.0  2.587000  2.672       2.674  1.033630
            当前持仓: {'159905.ZOF': Position(asset:Equity(6 [159905.ZOF]),amount:24200,today_amount:0,frozen_amount:0,cost_basis:1.378,last_sale_price:1.524,available_close_amount:24200), '159915.ZOF': Position(asset:Equity(3 [159915.ZOF]),amount:27500,today_amount:0,frozen_amount:0,cost_basis:1.264,last_sale_price:1.301,available_close_amount:27500), '159949.ZOF': Position(asset:Equity(4 [159949.ZOF]),amount:73100,today_amount:0,frozen_amount:0,cost_basis:0.461,last_sale_price:0.477,available_close_amount:73100)}
            买入信号: ['159905.ZOF', '159949.ZOF', '159915.ZOF']
            卖出信号: ['510300.HOF', '510500.HOF', '510050.HOF', '510880.HOF']
            即将买入: []
            即将卖出: []
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  159915.ZOF   0.0  1.227077  1.304       1.304  1.062688
            1  510300.HOF   0.0  3.233462  3.397       3.398  1.050886
            2  510500.HOF   0.0  4.645615  4.850       4.847  1.043349
            3  510050.HOF   0.0  2.467923  2.567       2.566  1.039741
            当前持仓: {'159905.ZOF': Position(asset:Equity(6 [159905.ZOF]),amount:24200,today_amount:0,frozen_amount:0,cost_basis:1.378,last_sale_price:1.527,available_close_amount:24200), '159915.ZOF': Position(asset:Equity(3 [159915.ZOF]),amount:27500,today_amount:0,frozen_amount:0,cost_basis:1.264,last_sale_price:1.304,available_close_amount:27500), '159949.ZOF': Position(asset:Equity(4 [159949.ZOF]),amount:73100,today_amount:0,frozen_amount:0,cost_basis:0.461,last_sale_price:0.48,available_close_amount:73100)}
            买入信号: ['159915.ZOF', '510300.HOF', '510500.HOF']
            卖出信号: ['159905.ZOF', '510050.HOF', '159949.ZOF', '510880.HOF']
            即将买入: ['510300.HOF', '510500.HOF']
            即将卖出: ['159905.ZOF', '159949.ZOF']
            正在卖出 159905.ZOF
            正在卖出 159949.ZOF
            正在调仓买入 510300.HOF
            正在调仓买入 510500.HOF
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  159949.ZOF   0.0  0.448923  0.474       0.476  1.060315
            1  159915.ZOF   0.0  1.234846  1.302       1.302  1.054382
            2  159905.ZOF   0.0  1.429385  1.496       1.497  1.047304
            3  510500.HOF   0.0  4.661615  4.816       4.816  1.033118
            4  510300.HOF   0.0  3.248692  3.341       3.341  1.028414
            5  510880.HOF   0.0  2.592154  2.638       2.639  1.018072
            6  510050.HOF   0.0  2.476769  2.511       2.511  1.013821
            当前持仓: {'510300.HOF': Position(asset:Equity(5 [510300.HOF]),amount:10500,today_amount:0,frozen_amount:0,cost_basis:3.398,last_sale_price:3.341,available_close_amount:10500), '510500.HOF': Position(asset:Equity(2 [510500.HOF]),amount:7400,today_amount:0,frozen_amount:0,cost_basis:4.847,last_sale_price:4.816,available_close_amount:7400), '159915.ZOF': Position(asset:Equity(3 [159915.ZOF]),amount:27500,today_amount:0,frozen_amount:0,cost_basis:1.264,last_sale_price:1.302,available_close_amount:27500)}
            买入信号: ['159949.ZOF', '159915.ZOF', '159905.ZOF']
            卖出信号: ['510300.HOF', '510500.HOF', '510050.HOF', '510880.HOF']
            即将买入: ['159949.ZOF', '159905.ZOF']
            即将卖出: ['510300.HOF', '510500.HOF']
            正在卖出 510300.HOF
            正在卖出 510500.HOF
            正在调仓买入 159949.ZOF
            正在调仓买入 159905.ZOF
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  159949.ZOF   0.0  0.453538  0.499       0.498  1.098033
            1  159915.ZOF   0.0  1.247154  1.357       1.356  1.087276
            2  159905.ZOF   0.0  1.443692  1.549       1.550  1.073636
            3  510500.HOF   0.0  4.691846  5.006       5.003  1.066318
            4  510300.HOF   0.0  3.272000  3.438       3.437  1.050428
            5  510880.HOF   0.0  2.603846  2.698       2.697  1.035775
            6  510050.HOF   0.0  2.490538  2.571       2.571  1.032307
            当前持仓: {'159905.ZOF': Position(asset:Equity(6 [159905.ZOF]),amount:23700,today_amount:0,frozen_amount:0,cost_basis:1.496,last_sale_price:1.55,available_close_amount:23700), '159915.ZOF': Position(asset:Equity(3 [159915.ZOF]),amount:27500,today_amount:0,frozen_amount:0,cost_basis:1.264,last_sale_price:1.356,available_close_amount:27500), '159949.ZOF': Position(asset:Equity(4 [159949.ZOF]),amount:74800,today_amount:0,frozen_amount:0,cost_basis:0.475,last_sale_price:0.498,available_close_amount:74800)}
            买入信号: ['159949.ZOF', '159915.ZOF', '159905.ZOF']
            卖出信号: ['510300.HOF', '510500.HOF', '510050.HOF', '510880.HOF']
            即将买入: []
            即将卖出: []
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  159949.ZOF   0.0  0.457846  0.493       0.493  1.076781
            1  159915.ZOF   0.0  1.257538  1.346       1.346  1.070345
            2  159905.ZOF   0.0  1.458077  1.554       1.550  1.063044
            3  510500.HOF   0.0  4.717923  4.984       4.987  1.057033
            4  510300.HOF   0.0  3.292769  3.429       3.431  1.041980
            5  510880.HOF   0.0  2.615000  2.694       2.696  1.030975
            6  510050.HOF   0.0  2.503154  2.567       2.569  1.026305
            当前持仓: {'159905.ZOF': Position(asset:Equity(6 [159905.ZOF]),amount:23700,today_amount:0,frozen_amount:0,cost_basis:1.496,last_sale_price:1.55,available_close_amount:23700), '159915.ZOF': Position(asset:Equity(3 [159915.ZOF]),amount:27500,today_amount:0,frozen_amount:0,cost_basis:1.264,last_sale_price:1.346,available_close_amount:27500), '159949.ZOF': Position(asset:Equity(4 [159949.ZOF]),amount:74800,today_amount:0,frozen_amount:0,cost_basis:0.475,last_sale_price:0.493,available_close_amount:74800)}
            买入信号: ['159949.ZOF', '159915.ZOF', '159905.ZOF']
            卖出信号: ['510300.HOF', '510500.HOF', '510050.HOF', '510880.HOF']
            即将买入: []
            即将卖出: []
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  159949.ZOF   0.0  0.461462  0.491       0.492  1.066178
            1  159915.ZOF   0.0  1.267846  1.348       1.349  1.064009
            2  159905.ZOF   0.0  1.472231  1.561       1.564  1.062333
            3  510500.HOF   0.0  4.745000  4.974       4.978  1.049104
            4  510300.HOF   0.0  3.312385  3.438       3.438  1.037923
            5  510880.HOF   0.0  2.625692  2.697       2.697  1.027158
            6  510050.HOF   0.0  2.514231  2.577       2.577  1.024966
            当前持仓: {'159905.ZOF': Position(asset:Equity(6 [159905.ZOF]),amount:23700,today_amount:0,frozen_amount:0,cost_basis:1.496,last_sale_price:1.564,available_close_amount:23700), '159915.ZOF': Position(asset:Equity(3 [159915.ZOF]),amount:27500,today_amount:0,frozen_amount:0,cost_basis:1.264,last_sale_price:1.349,available_close_amount:27500), '159949.ZOF': Position(asset:Equity(4 [159949.ZOF]),amount:74800,today_amount:0,frozen_amount:0,cost_basis:0.475,last_sale_price:0.492,available_close_amount:74800)}
            买入信号: ['159949.ZOF', '159915.ZOF', '159905.ZOF']
            卖出信号: ['510300.HOF', '510500.HOF', '510050.HOF', '510880.HOF']
            即将买入: []
            即将卖出: []
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  159949.ZOF   0.0  0.465154  0.493       0.494  1.062014
            1  159915.ZOF   0.0  1.279154  1.355       1.355  1.059294
            2  159905.ZOF   0.0  1.484923  1.554       1.555  1.047192
            3  510500.HOF   0.0  4.773692  4.979       4.982  1.043637
            4  510300.HOF   0.0  3.332000  3.434       3.433  1.030312
            5  510880.HOF   0.0  2.634385  2.679       2.680  1.017315
            6  510050.HOF   0.0  2.524692  2.566       2.567  1.016758
            当前持仓: {'159905.ZOF': Position(asset:Equity(6 [159905.ZOF]),amount:23700,today_amount:0,frozen_amount:0,cost_basis:1.496,last_sale_price:1.555,available_close_amount:23700), '159915.ZOF': Position(asset:Equity(3 [159915.ZOF]),amount:27500,today_amount:0,frozen_amount:0,cost_basis:1.264,last_sale_price:1.355,available_close_amount:27500), '159949.ZOF': Position(asset:Equity(4 [159949.ZOF]),amount:74800,today_amount:0,frozen_amount:0,cost_basis:0.475,last_sale_price:0.494,available_close_amount:74800)}
            买入信号: ['159949.ZOF', '159915.ZOF', '159905.ZOF']
            卖出信号: ['510300.HOF', '510500.HOF', '510050.HOF', '510880.HOF']
            即将买入: []
            即将卖出: []
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  159949.ZOF   0.0  0.470769  0.516       0.517  1.098203
            1  159915.ZOF   0.0  1.295615  1.406       1.402  1.082111
            2  510500.HOF   0.0  4.819154  5.136       5.130  1.064502
            3  159905.ZOF   0.0  1.498846  1.579       1.579  1.053477
            4  510300.HOF   0.0  3.357615  3.526       3.520  1.048363
            5  510050.HOF   0.0  2.537769  2.618       2.616  1.030827
            6  510880.HOF   0.0  2.645154  2.707       2.704  1.022247
            当前持仓: {'159905.ZOF': Position(asset:Equity(6 [159905.ZOF]),amount:23700,today_amount:0,frozen_amount:0,cost_basis:1.496,last_sale_price:1.579,available_close_amount:23700), '159915.ZOF': Position(asset:Equity(3 [159915.ZOF]),amount:27500,today_amount:0,frozen_amount:0,cost_basis:1.264,last_sale_price:1.402,available_close_amount:27500), '159949.ZOF': Position(asset:Equity(4 [159949.ZOF]),amount:74800,today_amount:0,frozen_amount:0,cost_basis:0.475,last_sale_price:0.517,available_close_amount:74800)}
            买入信号: ['159949.ZOF', '159915.ZOF', '510500.HOF']
            卖出信号: ['510300.HOF', '159905.ZOF', '510050.HOF', '510880.HOF']
            即将买入: ['510500.HOF']
            即将卖出: ['159905.ZOF']
            正在卖出 159905.ZOF
            正在调仓买入 510500.HOF
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  159949.ZOF   0.0  0.480154  0.559       0.558  1.162128
            1  159915.ZOF   0.0  1.319385  1.492       1.493  1.131588
            2  510500.HOF   0.0  4.893538  5.479       5.468  1.117392
            3  510300.HOF   0.0  3.404000  3.775       3.767  1.106639
            4  159905.ZOF   0.0  1.519154  1.678       1.680  1.105879
            5  510050.HOF   0.0  2.566923  2.816       2.801  1.091190
            6  510880.HOF   0.0  2.664154  2.825       2.819  1.058122
            当前持仓: {'510500.HOF': Position(asset:Equity(2 [510500.HOF]),amount:7200,today_amount:0,frozen_amount:0,cost_basis:5.13,last_sale_price:5.468,available_close_amount:7200), '159915.ZOF': Position(asset:Equity(3 [159915.ZOF]),amount:27500,today_amount:0,frozen_amount:0,cost_basis:1.264,last_sale_price:1.493,available_close_amount:27500), '159949.ZOF': Position(asset:Equity(4 [159949.ZOF]),amount:74800,today_amount:0,frozen_amount:0,cost_basis:0.475,last_sale_price:0.558,available_close_amount:74800)}
            买入信号: ['159949.ZOF', '159915.ZOF', '510500.HOF']
            卖出信号: ['510300.HOF', '159905.ZOF', '510050.HOF', '510880.HOF']
            即将买入: []
            即将卖出: []
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  159949.ZOF   0.0  0.489154  0.549       0.550  1.124391
            1  159915.ZOF   0.0  1.342538  1.479       1.482  1.103879
            2  510500.HOF   0.0  4.964539  5.406       5.410  1.089729
            3  510300.HOF   0.0  3.441538  3.690       3.688  1.071614
            4  159905.ZOF   0.0  1.537308  1.636       1.637  1.064849
            5  510050.HOF   0.0  2.586462  2.728       2.727  1.054336
            6  510880.HOF   0.0  2.682538  2.808       2.808  1.046770
            当前持仓: {'510500.HOF': Position(asset:Equity(2 [510500.HOF]),amount:7200,today_amount:0,frozen_amount:0,cost_basis:5.13,last_sale_price:5.41,available_close_amount:7200), '159915.ZOF': Position(asset:Equity(3 [159915.ZOF]),amount:27500,today_amount:0,frozen_amount:0,cost_basis:1.264,last_sale_price:1.482,available_close_amount:27500), '159949.ZOF': Position(asset:Equity(4 [159949.ZOF]),amount:74800,today_amount:0,frozen_amount:0,cost_basis:0.475,last_sale_price:0.55,available_close_amount:74800)}
            买入信号: ['159949.ZOF', '159915.ZOF', '510500.HOF']
            卖出信号: ['510300.HOF', '159905.ZOF', '510050.HOF', '510880.HOF']
            即将买入: []
            即将卖出: []
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  159949.ZOF   0.0  0.497615  0.540       0.539  1.083166
            1  510500.HOF   0.0  5.021846  5.363       5.374  1.070124
            2  159915.ZOF   0.0  1.360769  1.458       1.455  1.069248
            3  510300.HOF   0.0  3.473462  3.670       3.671  1.056871
            4  510050.HOF   0.0  2.605231  2.736       2.737  1.050579
            5  159905.ZOF   0.0  1.553462  1.634       1.632  1.050557
            6  510880.HOF   0.0  2.699538  2.806       2.803  1.038326
            当前持仓: {'510500.HOF': Position(asset:Equity(2 [510500.HOF]),amount:7200,today_amount:0,frozen_amount:0,cost_basis:5.13,last_sale_price:5.374,available_close_amount:7200), '159915.ZOF': Position(asset:Equity(3 [159915.ZOF]),amount:27500,today_amount:0,frozen_amount:0,cost_basis:1.264,last_sale_price:1.455,available_close_amount:27500), '159949.ZOF': Position(asset:Equity(4 [159949.ZOF]),amount:74800,today_amount:0,frozen_amount:0,cost_basis:0.475,last_sale_price:0.539,available_close_amount:74800)}
            买入信号: ['159949.ZOF', '510500.HOF', '159915.ZOF']
            卖出信号: ['510300.HOF', '159905.ZOF', '510050.HOF', '510880.HOF']
            即将买入: []
            即将卖出: []
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  159949.ZOF   0.0  0.505308  0.549       0.550  1.088446
            1  159915.ZOF   0.0  1.376615  1.470       1.471  1.068563
            2  510500.HOF   0.0  5.071846  5.368       5.364  1.057603
            3  510300.HOF   0.0  3.501385  3.663       3.662  1.045872
            4  510050.HOF   0.0  2.622154  2.736       2.735  1.043036
            5  159905.ZOF   0.0  1.566923  1.623       1.624  1.036426
            6  510880.HOF   0.0  2.714923  2.807       2.807  1.033915
            当前持仓: {'510500.HOF': Position(asset:Equity(2 [510500.HOF]),amount:7200,today_amount:0,frozen_amount:0,cost_basis:5.13,last_sale_price:5.364,available_close_amount:7200), '159915.ZOF': Position(asset:Equity(3 [159915.ZOF]),amount:27500,today_amount:0,frozen_amount:0,cost_basis:1.264,last_sale_price:1.471,available_close_amount:27500), '159949.ZOF': Position(asset:Equity(4 [159949.ZOF]),amount:74800,today_amount:0,frozen_amount:0,cost_basis:0.475,last_sale_price:0.55,available_close_amount:74800)}
            买入信号: ['159949.ZOF', '159915.ZOF', '510500.HOF']
            卖出信号: ['510300.HOF', '159905.ZOF', '510050.HOF', '510880.HOF']
            即将买入: []
            即将卖出: []
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  159949.ZOF   0.0  0.513000  0.562       0.561  1.093567
            1  159915.ZOF   0.0  1.393692  1.500       1.499  1.075560
            2  510050.HOF   0.0  2.643538  2.802       2.804  1.060699
            3  510500.HOF   0.0  5.124846  5.432       5.433  1.060129
            4  510300.HOF   0.0  3.533231  3.738       3.742  1.059087
            5  159905.ZOF   0.0  1.580615  1.665       1.665  1.053387
            6  510880.HOF   0.0  2.731308  2.835       2.834  1.037598
            当前持仓: {'510500.HOF': Position(asset:Equity(2 [510500.HOF]),amount:7200,today_amount:0,frozen_amount:0,cost_basis:5.13,last_sale_price:5.433,available_close_amount:7200), '159915.ZOF': Position(asset:Equity(3 [159915.ZOF]),amount:27500,today_amount:0,frozen_amount:0,cost_basis:1.264,last_sale_price:1.499,available_close_amount:27500), '159949.ZOF': Position(asset:Equity(4 [159949.ZOF]),amount:74800,today_amount:0,frozen_amount:0,cost_basis:0.475,last_sale_price:0.561,available_close_amount:74800)}
            买入信号: ['159949.ZOF', '159915.ZOF', '510050.HOF']
            卖出信号: ['510300.HOF', '159905.ZOF', '510500.HOF', '510880.HOF']
            即将买入: ['510050.HOF']
            即将卖出: ['510500.HOF']
            正在卖出 510500.HOF
            正在调仓买入 510050.HOF
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  159949.ZOF   0.0  0.521615  0.579       0.579  1.110013
            1  159915.ZOF   0.0  1.413308  1.556       1.554  1.099548
            2  159905.ZOF   0.0  1.597154  1.710       1.708  1.069402
            3  510500.HOF   0.0  5.176846  5.506       5.500  1.062423
            4  510300.HOF   0.0  3.562769  3.777       3.780  1.060972
            5  510050.HOF   0.0  2.662308  2.815       2.815  1.057353
            6  510880.HOF   0.0  2.748846  2.869       2.865  1.042255
            当前持仓: {'159915.ZOF': Position(asset:Equity(3 [159915.ZOF]),amount:27500,today_amount:0,frozen_amount:0,cost_basis:1.264,last_sale_price:1.554,available_close_amount:27500), '510050.HOF': Position(asset:Equity(0 [510050.HOF]),amount:14100,today_amount:0,frozen_amount:0,cost_basis:2.804,last_sale_price:2.815,available_close_amount:14100), '159949.ZOF': Position(asset:Equity(4 [159949.ZOF]),amount:74800,today_amount:0,frozen_amount:0,cost_basis:0.475,last_sale_price:0.579,available_close_amount:74800)}
            买入信号: ['159949.ZOF', '159915.ZOF', '159905.ZOF']
            卖出信号: ['510300.HOF', '510500.HOF', '510050.HOF', '510880.HOF']
            即将买入: ['159905.ZOF']
            即将卖出: ['510050.HOF']
            正在卖出 510050.HOF
            正在调仓买入 159905.ZOF
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  159949.ZOF   0.0  0.530923  0.598       0.598  1.126340
            1  159915.ZOF   0.0  1.437231  1.615       1.615  1.123689
            2  510500.HOF   0.0  5.239615  5.666       5.670  1.082141
            3  159905.ZOF   0.0  1.613769  1.740       1.739  1.077601
            4  510300.HOF   0.0  3.594462  3.809       3.810  1.059964
            5  510050.HOF   0.0  2.681231  2.813       2.814  1.049518
            6  510880.HOF   0.0  2.765154  2.884       2.884  1.042980
            当前持仓: {'159905.ZOF': Position(asset:Equity(6 [159905.ZOF]),amount:23100,today_amount:0,frozen_amount:0,cost_basis:1.71,last_sale_price:1.739,available_close_amount:23100), '159915.ZOF': Position(asset:Equity(3 [159915.ZOF]),amount:27500,today_amount:0,frozen_amount:0,cost_basis:1.264,last_sale_price:1.615,available_close_amount:27500), '159949.ZOF': Position(asset:Equity(4 [159949.ZOF]),amount:74800,today_amount:0,frozen_amount:0,cost_basis:0.475,last_sale_price:0.598,available_close_amount:74800)}
            买入信号: ['159949.ZOF', '159915.ZOF', '510500.HOF']
            卖出信号: ['510300.HOF', '159905.ZOF', '510050.HOF', '510880.HOF']
            即将买入: ['510500.HOF']
            即将卖出: ['159905.ZOF']
            正在卖出 159905.ZOF
            正在调仓买入 510500.HOF
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  159949.ZOF   0.0  0.541308  0.609       0.611  1.128748
            1  159915.ZOF   0.0  1.462846  1.635       1.635  1.117684
            2  510500.HOF   0.0  5.313539  5.777       5.773  1.086470
            3  159905.ZOF   0.0  1.633077  1.747       1.747  1.069760
            4  510300.HOF   0.0  3.632462  3.835       3.834  1.055483
            5  510880.HOF   0.0  2.786769  2.919       2.920  1.047808
            6  510050.HOF   0.0  2.705000  2.820       2.819  1.042144
            当前持仓: {'159915.ZOF': Position(asset:Equity(3 [159915.ZOF]),amount:27500,today_amount:0,frozen_amount:0,cost_basis:1.264,last_sale_price:1.635,available_close_amount:27500), '159949.ZOF': Position(asset:Equity(4 [159949.ZOF]),amount:74800,today_amount:0,frozen_amount:0,cost_basis:0.475,last_sale_price:0.611,available_close_amount:74800)}
            买入信号: ['159949.ZOF', '159915.ZOF', '510500.HOF']
            卖出信号: ['510300.HOF', '159905.ZOF', '510050.HOF', '510880.HOF']
            即将买入: ['510500.HOF']
            即将卖出: []
            正在调仓买入 510500.HOF
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  159949.ZOF   0.0  0.549154  0.601       0.602  1.096232
            1  159915.ZOF   0.0  1.483154  1.621       1.620  1.092267
            2  510500.HOF   0.0  5.376462  5.824       5.817  1.081938
            3  159905.ZOF   0.0  1.645923  1.716       1.717  1.043184
            4  510880.HOF   0.0  2.803077  2.910       2.911  1.038502
            5  510300.HOF   0.0  3.659769  3.793       3.792  1.036131
            6  510050.HOF   0.0  2.720538  2.773       2.772  1.018916
            当前持仓: {'510500.HOF': Position(asset:Equity(2 [510500.HOF]),amount:6900,today_amount:0,frozen_amount:0,cost_basis:5.775,last_sale_price:5.817,available_close_amount:6900), '159915.ZOF': Position(asset:Equity(3 [159915.ZOF]),amount:27500,today_amount:0,frozen_amount:0,cost_basis:1.264,last_sale_price:1.62,available_close_amount:27500), '159949.ZOF': Position(asset:Equity(4 [159949.ZOF]),amount:74800,today_amount:0,frozen_amount:0,cost_basis:0.475,last_sale_price:0.602,available_close_amount:74800)}
            买入信号: ['159949.ZOF', '159915.ZOF', '510500.HOF']
            卖出信号: ['510300.HOF', '159905.ZOF', '510050.HOF', '510880.HOF']
            即将买入: []
            即将卖出: []
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  159915.ZOF   0.0  1.501462  1.584       1.581  1.052974
            1  159949.ZOF   0.0  0.555923  0.581       0.581  1.045109
            2  510500.HOF   0.0  5.426308  5.632       5.623  1.036248
            3  159905.ZOF   1.0  1.654154  1.661       1.660  1.003534
            4  510880.HOF   1.0  2.810692  2.793       2.798  0.995484
            5  510300.HOF   1.0  3.677615  3.661       3.655  0.993851
            6  510050.HOF   1.0  2.728846  2.675       2.672  0.979168
            当前持仓: {'510500.HOF': Position(asset:Equity(2 [510500.HOF]),amount:6900,today_amount:0,frozen_amount:0,cost_basis:5.775,last_sale_price:5.623,available_close_amount:6900), '159915.ZOF': Position(asset:Equity(3 [159915.ZOF]),amount:27500,today_amount:0,frozen_amount:0,cost_basis:1.264,last_sale_price:1.581,available_close_amount:27500), '159949.ZOF': Position(asset:Equity(4 [159949.ZOF]),amount:74800,today_amount:0,frozen_amount:0,cost_basis:0.475,last_sale_price:0.581,available_close_amount:74800)}
            买入信号: ['159915.ZOF', '159949.ZOF', '510500.HOF']
            卖出信号: ['510300.HOF', '159905.ZOF', '510050.HOF', '510880.HOF']
            即将买入: []
            即将卖出: []
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  159915.ZOF   0.0  1.525308  1.658       1.657  1.086338
            1  159949.ZOF   0.0  0.564692  0.605       0.605  1.071380
            2  510500.HOF   0.0  5.492769  5.838       5.836  1.062488
            3  159905.ZOF   0.0  1.665077  1.703       1.704  1.023376
            4  510300.HOF   1.0  3.698538  3.710       3.717  1.004992
            5  510880.HOF   1.0  2.820923  2.830       2.832  1.003927
            6  510050.HOF   1.0  2.737538  2.690       2.694  0.984096
            当前持仓: {'510500.HOF': Position(asset:Equity(2 [510500.HOF]),amount:6900,today_amount:0,frozen_amount:0,cost_basis:5.775,last_sale_price:5.836,available_close_amount:6900), '159915.ZOF': Position(asset:Equity(3 [159915.ZOF]),amount:27500,today_amount:0,frozen_amount:0,cost_basis:1.264,last_sale_price:1.657,available_close_amount:27500), '159949.ZOF': Position(asset:Equity(4 [159949.ZOF]),amount:74800,today_amount:0,frozen_amount:0,cost_basis:0.475,last_sale_price:0.605,available_close_amount:74800)}
            买入信号: ['159915.ZOF', '159949.ZOF', '510500.HOF']
            卖出信号: ['510300.HOF', '159905.ZOF', '510050.HOF', '510880.HOF']
            即将买入: []
            即将卖出: []
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  159915.ZOF   0.0  1.551538  1.696       1.698  1.094398
            1  159949.ZOF   0.0  0.573769  0.611       0.612  1.066631
            2  510500.HOF   0.0  5.566154  5.933       5.932  1.065727
            3  159905.ZOF   0.0  1.677846  1.720       1.720  1.025124
            4  510880.HOF   0.0  2.834692  2.858       2.856  1.007517
            5  510300.HOF   0.0  3.721692  3.735       3.736  1.003844
            6  510050.HOF   1.0  2.747923  2.701       2.704  0.984016
            当前持仓: {'510500.HOF': Position(asset:Equity(2 [510500.HOF]),amount:6900,today_amount:0,frozen_amount:0,cost_basis:5.775,last_sale_price:5.932,available_close_amount:6900), '159915.ZOF': Position(asset:Equity(3 [159915.ZOF]),amount:27500,today_amount:0,frozen_amount:0,cost_basis:1.264,last_sale_price:1.698,available_close_amount:27500), '159949.ZOF': Position(asset:Equity(4 [159949.ZOF]),amount:74800,today_amount:0,frozen_amount:0,cost_basis:0.475,last_sale_price:0.612,available_close_amount:74800)}
            买入信号: ['159915.ZOF', '159949.ZOF', '510500.HOF']
            卖出信号: ['510300.HOF', '159905.ZOF', '510050.HOF', '510880.HOF']
            即将买入: []
            即将卖出: []
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  159915.ZOF   0.0  1.567846  1.618       1.618  1.031989
            1  510500.HOF   0.0  5.616692  5.793       5.788  1.030500
            2  159949.ZOF   0.0  0.579308  0.588       0.588  1.015005
            3  159905.ZOF   1.0  1.686385  1.690       1.690  1.002144
            4  510880.HOF   1.0  2.844692  2.837       2.840  0.998350
            5  510300.HOF   1.0  3.736077  3.713       3.709  0.992753
            6  510050.HOF   1.0  2.754692  2.706       2.706  0.982324
            当前持仓: {'510500.HOF': Position(asset:Equity(2 [510500.HOF]),amount:6900,today_amount:0,frozen_amount:0,cost_basis:5.775,last_sale_price:5.788,available_close_amount:6900), '159915.ZOF': Position(asset:Equity(3 [159915.ZOF]),amount:27500,today_amount:0,frozen_amount:0,cost_basis:1.264,last_sale_price:1.618,available_close_amount:27500), '159949.ZOF': Position(asset:Equity(4 [159949.ZOF]),amount:74800,today_amount:0,frozen_amount:0,cost_basis:0.475,last_sale_price:0.588,available_close_amount:74800)}
            买入信号: ['159915.ZOF', '510500.HOF', '159949.ZOF']
            卖出信号: ['510300.HOF', '159905.ZOF', '510050.HOF', '510880.HOF']
            即将买入: []
            即将卖出: []
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  510500.HOF   1.0  5.630462  5.658       5.677  1.008265
            1  159915.ZOF   1.0  1.574846  1.583       1.580  1.003273
            2  159949.ZOF   1.0  0.581231  0.584       0.583  1.003044
            3  159905.ZOF   1.0  1.685923  1.672       1.670  0.990555
            4  510300.HOF   1.0  3.729231  3.686       3.688  0.988944
            5  510880.HOF   1.0  2.843154  2.805       2.807  0.987284
            6  510050.HOF   1.0  2.746538  2.710       2.710  0.986697
            当前持仓: {'510500.HOF': Position(asset:Equity(2 [510500.HOF]),amount:6900,today_amount:0,frozen_amount:0,cost_basis:5.775,last_sale_price:5.677,available_close_amount:6900), '159915.ZOF': Position(asset:Equity(3 [159915.ZOF]),amount:27500,today_amount:0,frozen_amount:0,cost_basis:1.264,last_sale_price:1.58,available_close_amount:27500), '159949.ZOF': Position(asset:Equity(4 [159949.ZOF]),amount:74800,today_amount:0,frozen_amount:0,cost_basis:0.475,last_sale_price:0.583,available_close_amount:74800)}
            正在清仓 510500.HOF
            正在清仓 159915.ZOF
            正在清仓 159949.ZOF
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  510500.HOF   1.0  5.654615  5.720       5.720  1.011563
            1  159905.ZOF   0.0  1.691538  1.709       1.708  1.009732
            2  159915.ZOF   1.0  1.583308  1.589       1.592  1.005490
            3  159949.ZOF   1.0  0.583846  0.583       0.584  1.000263
            4  510300.HOF   1.0  3.732692  3.735       3.733  1.000082
            5  510050.HOF   1.0  2.747462  2.740       2.739  0.996920
            6  510880.HOF   1.0  2.845000  2.832       2.831  0.995079
            当前持仓: {}
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  159905.ZOF   0.0  1.702308  1.774       1.774  1.042115
            1  510500.HOF   0.0  5.696154  5.903       5.899  1.035611
            2  510300.HOF   0.0  3.746538  3.850       3.849  1.027348
            3  159915.ZOF   0.0  1.596846  1.634       1.634  1.023267
            4  510050.HOF   0.0  2.753308  2.812       2.810  1.020591
            5  510880.HOF   0.0  2.852769  2.907       2.905  1.018309
            6  159949.ZOF   0.0  0.588308  0.598       0.598  1.016475
            当前持仓: {}
            买入信号: ['159905.ZOF', '510500.HOF', '510300.HOF']
            卖出信号: ['159915.ZOF', '510050.HOF', '159949.ZOF', '510880.HOF']
            即将买入: ['159905.ZOF', '510500.HOF', '510300.HOF']
            即将卖出: []
            正在调仓买入 159905.ZOF
            正在调仓买入 510500.HOF
            正在调仓买入 510300.HOF
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  159905.ZOF   0.0  1.713077  1.763       1.763  1.029142
            1  510500.HOF   0.0  5.736462  5.892       5.895  1.027637
            2  510300.HOF   0.0  3.758769  3.822       3.822  1.016822
            3  510880.HOF   0.0  2.860231  2.904       2.904  1.015303
            4  159915.ZOF   0.0  1.609385  1.633       1.633  1.014674
            5  510050.HOF   0.0  2.757462  2.790       2.790  1.011800
            6  159949.ZOF   0.0  0.591846  0.595       0.596  1.007018
            当前持仓: {'510300.HOF': Position(asset:Equity(5 [510300.HOF]),amount:10900,today_amount:0,frozen_amount:0,cost_basis:3.849,last_sale_price:3.822,available_close_amount:10900), '159905.ZOF': Position(asset:Equity(6 [159905.ZOF]),amount:23700,today_amount:0,frozen_amount:0,cost_basis:1.774,last_sale_price:1.763,available_close_amount:23700), '510500.HOF': Position(asset:Equity(2 [510500.HOF]),amount:7100,today_amount:0,frozen_amount:0,cost_basis:5.898,last_sale_price:5.895,available_close_amount:7100)}
            买入信号: ['159905.ZOF', '510500.HOF', '510300.HOF']
            卖出信号: ['159915.ZOF', '510050.HOF', '159949.ZOF', '510880.HOF']
            即将买入: []
            即将卖出: []
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  159905.ZOF   0.0  1.720000  1.755       1.756  1.020930
            1  510500.HOF   0.0  5.771923  5.893       5.889  1.020284
            2  510300.HOF   0.0  3.765231  3.822       3.818  1.014015
            3  510880.HOF   0.0  2.865385  2.902       2.903  1.013128
            4  510050.HOF   0.0  2.756846  2.794       2.793  1.013114
            5  159949.ZOF   0.0  0.594231  0.593       0.594  0.999612
            6  159915.ZOF   1.0  1.618077  1.613       1.613  0.996862
            当前持仓: {'510300.HOF': Position(asset:Equity(5 [510300.HOF]),amount:10900,today_amount:0,frozen_amount:0,cost_basis:3.849,last_sale_price:3.818,available_close_amount:10900), '159905.ZOF': Position(asset:Equity(6 [159905.ZOF]),amount:23700,today_amount:0,frozen_amount:0,cost_basis:1.774,last_sale_price:1.756,available_close_amount:23700), '510500.HOF': Position(asset:Equity(2 [510500.HOF]),amount:7100,today_amount:0,frozen_amount:0,cost_basis:5.898,last_sale_price:5.889,available_close_amount:7100)}
            买入信号: ['159905.ZOF', '510500.HOF', '510300.HOF']
            卖出信号: ['159915.ZOF', '510050.HOF', '159949.ZOF', '510880.HOF']
            即将买入: []
            即将卖出: []
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  510500.HOF   0.0  5.806692  5.958       5.963  1.026919
            1  159905.ZOF   0.0  1.723385  1.754       1.754  1.017765
            2  510880.HOF   0.0  2.869077  2.917       2.915  1.016006
            3  510300.HOF   0.0  3.768846  3.824       3.827  1.015430
            4  510050.HOF   0.0  2.754462  2.784       2.785  1.011087
            5  159949.ZOF   0.0  0.595692  0.598       0.599  1.005553
            6  159915.ZOF   0.0  1.623538  1.627       1.629  1.003364
            当前持仓: {'510300.HOF': Position(asset:Equity(5 [510300.HOF]),amount:10900,today_amount:0,frozen_amount:0,cost_basis:3.849,last_sale_price:3.827,available_close_amount:10900), '159905.ZOF': Position(asset:Equity(6 [159905.ZOF]),amount:23700,today_amount:0,frozen_amount:0,cost_basis:1.774,last_sale_price:1.754,available_close_amount:23700), '510500.HOF': Position(asset:Equity(2 [510500.HOF]),amount:7100,today_amount:0,frozen_amount:0,cost_basis:5.898,last_sale_price:5.963,available_close_amount:7100)}
            买入信号: ['510500.HOF', '159905.ZOF', '510880.HOF']
            卖出信号: ['510300.HOF', '159915.ZOF', '510050.HOF', '159949.ZOF']
            即将买入: ['510880.HOF']
            即将卖出: ['510300.HOF']
            正在卖出 510300.HOF
            正在调仓买入 510880.HOF
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  510500.HOF   0.0  5.834077  6.022       6.022  1.032211
            1  510880.HOF   0.0  2.871769  2.919       2.920  1.016795
            2  510300.HOF   0.0  3.770385  3.829       3.828  1.015281
            3  159905.ZOF   0.0  1.724154  1.750       1.749  1.014411
            4  510050.HOF   0.0  2.751692  2.777       2.777  1.009197
            5  159915.ZOF   1.0  1.624000  1.621       1.623  0.999384
            6  159949.ZOF   1.0  0.595462  0.595       0.595  0.999225
            当前持仓: {'159905.ZOF': Position(asset:Equity(6 [159905.ZOF]),amount:23700,today_amount:0,frozen_amount:0,cost_basis:1.774,last_sale_price:1.749,available_close_amount:23700), '510500.HOF': Position(asset:Equity(2 [510500.HOF]),amount:7100,today_amount:0,frozen_amount:0,cost_basis:5.898,last_sale_price:6.022,available_close_amount:7100), '510880.HOF': Position(asset:Equity(1 [510880.HOF]),amount:14400,today_amount:0,frozen_amount:0,cost_basis:2.918,last_sale_price:2.92,available_close_amount:14400)}
            买入信号: ['510500.HOF', '510880.HOF', '510300.HOF']
            卖出信号: ['159905.ZOF', '159915.ZOF', '510050.HOF', '159949.ZOF']
            即将买入: ['510300.HOF']
            即将卖出: ['159905.ZOF']
            正在卖出 159905.ZOF
            正在调仓买入 510300.HOF
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  510500.HOF   0.0  5.846231  5.935       5.938  1.015697
            1  510880.HOF   1.0  2.868462  2.876       2.877  1.002977
            2  159905.ZOF   1.0  1.721308  1.710       1.710  0.993431
            3  510300.HOF   1.0  3.762615  3.734       3.730  0.991332
            4  510050.HOF   1.0  2.742615  2.702       2.701  0.984826
            5  159915.ZOF   1.0  1.621154  1.598       1.596  0.984484
            6  159949.ZOF   1.0  0.593538  0.584       0.584  0.983929
            当前持仓: {'510500.HOF': Position(asset:Equity(2 [510500.HOF]),amount:7100,today_amount:0,frozen_amount:0,cost_basis:5.898,last_sale_price:5.938,available_close_amount:7100), '510880.HOF': Position(asset:Equity(1 [510880.HOF]),amount:14400,today_amount:0,frozen_amount:0,cost_basis:2.918,last_sale_price:2.877,available_close_amount:14400)}
            正在清仓 510500.HOF
            正在清仓 510880.HOF
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  510880.HOF   1.0  2.862308  2.830       2.832  0.989411
            1  159905.ZOF   1.0  1.719769  1.696       1.695  0.985597
            2  510500.HOF   1.0  5.841077  5.757       5.755  0.985264
            3  510050.HOF   1.0  2.736385  2.692       2.692  0.983780
            4  510300.HOF   1.0  3.755077  3.695       3.693  0.983469
            5  159915.ZOF   1.0  1.616154  1.556       1.557  0.963398
            6  159949.ZOF   1.0  0.591000  0.568       0.569  0.962775
            当前持仓: {}
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  510880.HOF   0.0  2.868615  2.875       2.877  1.002923
            1  159905.ZOF   1.0  1.724769  1.726       1.724  0.999554
            2  510500.HOF   1.0  5.856154  5.828       5.828  0.995192
            3  510050.HOF   1.0  2.740077  2.723       2.723  0.993768
            4  510300.HOF   1.0  3.760154  3.727       3.730  0.991981
            5  159915.ZOF   1.0  1.614923  1.568       1.568  0.970944
            6  159949.ZOF   1.0  0.590231  0.571       0.572  0.969113
            当前持仓: {}
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  159905.ZOF   1.0  1.726462  1.725       1.722  0.997416
            1  510880.HOF   1.0  2.871077  2.862       2.860  0.996142
            2  510050.HOF   1.0  2.742231  2.718       2.717  0.990799
            3  510300.HOF   1.0  3.760692  3.717       3.716  0.988116
            4  510500.HOF   1.0  5.849077  5.746       5.743  0.981864
            5  159915.ZOF   1.0  1.607077  1.556       1.558  0.969462
            6  159949.ZOF   1.0  0.587154  0.565       0.566  0.963972
            当前持仓: {}
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  510300.HOF   0.0  3.771000  3.869       3.868  1.025723
            1  510050.HOF   0.0  2.751308  2.819       2.822  1.025694
            2  510500.HOF   0.0  5.849769  5.942       5.943  1.015937
            3  159915.ZOF   0.0  1.601538  1.624       1.625  1.014649
            当前持仓: {}
            买入信号: ['510300.HOF', '510050.HOF', '510500.HOF']
            卖出信号: ['159905.ZOF', '159915.ZOF', '159949.ZOF', '510880.HOF']
            即将买入: ['510300.HOF', '510050.HOF', '510500.HOF']
            即将卖出: []
            正在调仓买入 510300.HOF
            正在调仓买入 510050.HOF
            正在调仓买入 510500.HOF
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  159905.ZOF   0.0  1.737846  1.868       1.868  1.074894
            1  159915.ZOF   0.0  1.607385  1.694       1.691  1.052020
            2  510500.HOF   0.0  5.879308  6.177       6.169  1.049273
            3  159949.ZOF   0.0  0.587538  0.616       0.616  1.048442
            4  510300.HOF   0.0  3.790692  3.969       3.969  1.047038
            5  510050.HOF   0.0  2.764231  2.874       2.874  1.039711
            6  510880.HOF   0.0  2.881692  2.996       2.995  1.039320
            当前持仓: {'510300.HOF': Position(asset:Equity(5 [510300.HOF]),amount:10700,today_amount:0,frozen_amount:0,cost_basis:3.867,last_sale_price:3.969,available_close_amount:10700), '510500.HOF': Position(asset:Equity(2 [510500.HOF]),amount:7000,today_amount:0,frozen_amount:0,cost_basis:5.945,last_sale_price:6.169,available_close_amount:7000), '510050.HOF': Position(asset:Equity(0 [510050.HOF]),amount:14700,today_amount:0,frozen_amount:0,cost_basis:2.821,last_sale_price:2.874,available_close_amount:14700)}
            买入信号: ['159905.ZOF', '159915.ZOF', '510500.HOF']
            卖出信号: ['510300.HOF', '510050.HOF', '159949.ZOF', '510880.HOF']
            即将买入: ['159905.ZOF', '159915.ZOF']
            即将卖出: ['510300.HOF', '510050.HOF']
            正在卖出 510300.HOF
            正在卖出 510050.HOF
            正在调仓买入 159905.ZOF
            正在调仓买入 159915.ZOF
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  159905.ZOF   0.0  1.750077  1.849       1.849  1.056525
            1  510500.HOF   0.0  5.918846  6.172       6.176  1.043447
            2  159915.ZOF   0.0  1.615000  1.682       1.683  1.042105
            3  159949.ZOF   0.0  0.589308  0.611       0.613  1.040204
            4  510300.HOF   0.0  3.811923  3.962       3.959  1.038583
            5  510050.HOF   0.0  2.776692  2.872       2.873  1.034684
            6  510880.HOF   0.0  2.893769  2.994       2.994  1.034637
            当前持仓: {'159905.ZOF': Position(asset:Equity(6 [159905.ZOF]),amount:22600,today_amount:0,frozen_amount:0,cost_basis:1.868,last_sale_price:1.849,available_close_amount:22600), '510500.HOF': Position(asset:Equity(2 [510500.HOF]),amount:7000,today_amount:0,frozen_amount:0,cost_basis:5.945,last_sale_price:6.176,available_close_amount:7000), '159915.ZOF': Position(asset:Equity(3 [159915.ZOF]),amount:25300,today_amount:0,frozen_amount:0,cost_basis:1.691,last_sale_price:1.683,available_close_amount:25300)}
            买入信号: ['159905.ZOF', '510500.HOF', '159915.ZOF']
            卖出信号: ['510300.HOF', '510050.HOF', '159949.ZOF', '510880.HOF']
            即将买入: []
            即将卖出: []
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  159905.ZOF   0.0  1.765000  1.866       1.863  1.055524
            1  510300.HOF   0.0  3.833462  4.015       4.019  1.048400
            2  510500.HOF   0.0  5.959154  6.244       6.246  1.048135
            3  159949.ZOF   0.0  0.592077  0.620       0.620  1.047161
            4  159915.ZOF   0.0  1.623538  1.700       1.700  1.047096
            5  510050.HOF   0.0  2.789077  2.901       2.903  1.040846
            6  510880.HOF   0.0  2.910769  3.026       3.026  1.039588
            当前持仓: {'159905.ZOF': Position(asset:Equity(6 [159905.ZOF]),amount:22600,today_amount:0,frozen_amount:0,cost_basis:1.868,last_sale_price:1.863,available_close_amount:22600), '510500.HOF': Position(asset:Equity(2 [510500.HOF]),amount:7000,today_amount:0,frozen_amount:0,cost_basis:5.945,last_sale_price:6.246,available_close_amount:7000), '159915.ZOF': Position(asset:Equity(3 [159915.ZOF]),amount:25300,today_amount:0,frozen_amount:0,cost_basis:1.691,last_sale_price:1.7,available_close_amount:25300)}
            买入信号: ['159905.ZOF', '510300.HOF', '510500.HOF']
            卖出信号: ['159915.ZOF', '510050.HOF', '159949.ZOF', '510880.HOF']
            即将买入: ['510300.HOF']
            即将卖出: ['159915.ZOF']
            正在卖出 159915.ZOF
            正在调仓买入 510300.HOF
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  159905.ZOF   0.0  1.779231  1.894       1.893  1.063943
            1  510300.HOF   0.0  3.849769  4.062       4.057  1.053829
            2  510500.HOF   0.0  5.989769  6.301       6.285  1.049289
            3  510050.HOF   0.0  2.798846  2.939       2.935  1.048646
            4  510880.HOF   0.0  2.928385  3.061       3.059  1.044603
            5  159915.ZOF   0.0  1.628692  1.701       1.699  1.043168
            6  159949.ZOF   0.0  0.594538  0.615       0.615  1.034416
            当前持仓: {'510300.HOF': Position(asset:Equity(5 [510300.HOF]),amount:10700,today_amount:0,frozen_amount:0,cost_basis:4.019,last_sale_price:4.057,available_close_amount:10700), '159905.ZOF': Position(asset:Equity(6 [159905.ZOF]),amount:22600,today_amount:0,frozen_amount:0,cost_basis:1.868,last_sale_price:1.893,available_close_amount:22600), '510500.HOF': Position(asset:Equity(2 [510500.HOF]),amount:7000,today_amount:0,frozen_amount:0,cost_basis:5.945,last_sale_price:6.285,available_close_amount:7000)}
            买入信号: ['159905.ZOF', '510300.HOF', '510500.HOF']
            卖出信号: ['159915.ZOF', '510050.HOF', '159949.ZOF', '510880.HOF']
            即将买入: []
            即将卖出: []
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  159905.ZOF   0.0  1.788154  1.890       1.889  1.056397
            1  510050.HOF   0.0  2.810615  2.943       2.943  1.047102
            2  510880.HOF   0.0  2.941385  3.076       3.075  1.045426
            3  510300.HOF   0.0  3.866231  4.036       4.040  1.044945
            4  510500.HOF   0.0  6.015769  6.230       6.234  1.036276
            5  159915.ZOF   0.0  1.631154  1.665       1.666  1.021363
            6  159949.ZOF   0.0  0.595000  0.604       0.605  1.016807
            当前持仓: {'510300.HOF': Position(asset:Equity(5 [510300.HOF]),amount:10700,today_amount:0,frozen_amount:0,cost_basis:4.019,last_sale_price:4.04,available_close_amount:10700), '159905.ZOF': Position(asset:Equity(6 [159905.ZOF]),amount:22600,today_amount:0,frozen_amount:0,cost_basis:1.868,last_sale_price:1.889,available_close_amount:22600), '510500.HOF': Position(asset:Equity(2 [510500.HOF]),amount:7000,today_amount:0,frozen_amount:0,cost_basis:5.945,last_sale_price:6.234,available_close_amount:7000)}
            买入信号: ['159905.ZOF', '510050.HOF', '510880.HOF']
            卖出信号: ['510300.HOF', '510500.HOF', '159915.ZOF', '159949.ZOF']
            即将买入: ['510050.HOF', '510880.HOF']
            即将卖出: ['510300.HOF', '510500.HOF']
            正在卖出 510300.HOF
            正在卖出 510500.HOF
            正在调仓买入 510050.HOF
            正在调仓买入 510880.HOF
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  159905.ZOF   0.0  1.800769  1.927       1.925  1.068988
            1  510300.HOF   0.0  3.884538  4.060       4.060  1.045169
            2  510050.HOF   0.0  2.822538  2.949       2.950  1.045159
            3  510880.HOF   0.0  2.954077  3.069       3.070  1.039242
            4  510500.HOF   0.0  6.043769  6.257       6.254  1.034785
            5  159915.ZOF   0.0  1.635308  1.667       1.665  1.018157
            6  159949.ZOF   0.0  0.595769  0.605       0.605  1.015494
            当前持仓: {'159905.ZOF': Position(asset:Equity(6 [159905.ZOF]),amount:22600,today_amount:0,frozen_amount:0,cost_basis:1.868,last_sale_price:1.925,available_close_amount:22600), '510050.HOF': Position(asset:Equity(0 [510050.HOF]),amount:14600,today_amount:0,frozen_amount:0,cost_basis:2.943,last_sale_price:2.95,available_close_amount:14600), '510880.HOF': Position(asset:Equity(1 [510880.HOF]),amount:14000,today_amount:0,frozen_amount:0,cost_basis:3.076,last_sale_price:3.07,available_close_amount:14000)}
            买入信号: ['159905.ZOF', '510300.HOF', '510050.HOF']
            卖出信号: ['510500.HOF', '159915.ZOF', '159949.ZOF', '510880.HOF']
            即将买入: ['510300.HOF']
            即将卖出: ['510880.HOF']
            正在卖出 510880.HOF
            正在调仓买入 510300.HOF
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  159905.ZOF   0.0  1.815231  1.943       1.943  1.070387
            1  510050.HOF   0.0  2.836385  2.964       2.963  1.044640
            2  510300.HOF   0.0  3.903154  4.066       4.066  1.041722
            3  510880.HOF   0.0  2.966385  3.062       3.062  1.032233
            4  510500.HOF   0.0  6.065615  6.242       6.242  1.029079
            5  159915.ZOF   0.0  1.637385  1.654       1.654  1.010148
            6  159949.ZOF   0.0  0.596231  0.599       0.599  1.004645
            当前持仓: {'510300.HOF': Position(asset:Equity(5 [510300.HOF]),amount:10600,today_amount:0,frozen_amount:0,cost_basis:4.059,last_sale_price:4.066,available_close_amount:10600), '159905.ZOF': Position(asset:Equity(6 [159905.ZOF]),amount:22600,today_amount:0,frozen_amount:0,cost_basis:1.868,last_sale_price:1.943,available_close_amount:22600), '510050.HOF': Position(asset:Equity(0 [510050.HOF]),amount:14600,today_amount:0,frozen_amount:0,cost_basis:2.943,last_sale_price:2.963,available_close_amount:14600)}
            买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
            卖出信号: ['510500.HOF', '159915.ZOF', '159949.ZOF', '510880.HOF']
            即将买入: []
            即将卖出: []
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  510050.HOF   0.0  2.846769  2.912       2.910  1.022211
            1  510500.HOF   1.0  6.074385  6.136       6.135  1.009979
            2  159915.ZOF   1.0  1.637231  1.619       1.620  0.989476
            当前持仓: {'510300.HOF': Position(asset:Equity(5 [510300.HOF]),amount:10600,today_amount:0,frozen_amount:0,cost_basis:4.059,last_sale_price:3.992,available_close_amount:10600), '159905.ZOF': Position(asset:Equity(6 [159905.ZOF]),amount:22600,today_amount:0,frozen_amount:0,cost_basis:1.868,last_sale_price:1.895,available_close_amount:22600), '510050.HOF': Position(asset:Equity(0 [510050.HOF]),amount:14600,today_amount:0,frozen_amount:0,cost_basis:2.943,last_sale_price:2.91,available_close_amount:14600)}
            正在清仓 510300.HOF
            正在清仓 159905.ZOF
            正在清仓 510050.HOF
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  159915.ZOF   1.0  1.639231  1.624      -100.0    -100.0
            1  510880.HOF   1.0  2.973615  3.011      -100.0    -100.0
            2  159949.ZOF   1.0  0.595615  0.590      -100.0    -100.0
            3  510300.HOF   1.0  3.914923  3.982      -100.0    -100.0
            4  159905.ZOF   1.0  1.824846  1.879      -100.0    -100.0
            5  510500.HOF   1.0  6.088615  6.120      -100.0    -100.0
            6  510050.HOF   1.0  2.862462  2.906      -100.0    -100.0
            当前持仓: {}
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  159905.ZOF   1.0  1.834462  1.875       1.875  1.022098
            1  510050.HOF   1.0  2.878923  2.906       2.910  1.010795
            2  510880.HOF   1.0  2.980231  3.005       3.006  1.008647
            3  510300.HOF   1.0  3.932077  3.957       3.959  1.006847
            4  510500.HOF   1.0  6.110308  6.039       6.039  0.988330
            5  159949.ZOF   1.0  0.594308  0.578       0.578  0.972560
            6  159915.ZOF   1.0  1.642308  1.596       1.597  0.972412
            当前持仓: {}
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  159905.ZOF   0.0  1.850538  1.919       1.919  1.036995
            1  510050.HOF   0.0  2.900846  3.008       3.006  1.036249
            2  510300.HOF   0.0  3.961462  4.077       4.077  1.029166
            3  510880.HOF   0.0  2.993231  3.045       3.043  1.016627
            4  510500.HOF   1.0  6.137538  6.182       6.179  1.006755
            5  159949.ZOF   1.0  0.595308  0.597       0.596  1.001163
            6  159915.ZOF   1.0  1.647000  1.629       1.626  0.987250
            当前持仓: {}
            买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
            卖出信号: ['510500.HOF', '159915.ZOF', '159949.ZOF', '510880.HOF']
            即将买入: ['159905.ZOF', '510050.HOF', '510300.HOF']
            即将卖出: []
            正在调仓买入 159905.ZOF
            正在调仓买入 510050.HOF
            正在调仓买入 510300.HOF
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  159905.ZOF   0.0  1.867846  1.921       1.923  1.029528
            1  510050.HOF   0.0  2.922308  2.997       2.998  1.025902
            2  510300.HOF   0.0  3.987615  4.067       4.071  1.020911
            3  510880.HOF   0.0  3.010077  3.049       3.051  1.013595
            4  510500.HOF   0.0  6.171923  6.193       6.195  1.003739
            5  159949.ZOF   1.0  0.597462  0.596       0.598  1.000901
            6  159915.ZOF   1.0  1.653615  1.642       1.643  0.993581
            当前持仓: {'510300.HOF': Position(asset:Equity(5 [510300.HOF]),amount:10400,today_amount:0,frozen_amount:0,cost_basis:4.076,last_sale_price:4.071,available_close_amount:10400), '159905.ZOF': Position(asset:Equity(6 [159905.ZOF]),amount:22200,today_amount:0,frozen_amount:0,cost_basis:1.919,last_sale_price:1.923,available_close_amount:22200), '510050.HOF': Position(asset:Equity(0 [510050.HOF]),amount:14200,today_amount:0,frozen_amount:0,cost_basis:3.006,last_sale_price:2.998,available_close_amount:14200)}
            买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
            卖出信号: ['510500.HOF', '159915.ZOF', '159949.ZOF', '510880.HOF']
            即将买入: []
            即将卖出: []
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  159905.ZOF   0.0  1.882308  1.914       1.915  1.017368
            1  510050.HOF   0.0  2.935231  2.987       2.986  1.017297
            2  510300.HOF   0.0  4.014000  4.060       4.059  1.011211
            3  510880.HOF   1.0  3.021615  3.025       3.025  1.001120
            4  510500.HOF   1.0  6.189615  6.172       6.171  0.996992
            5  159949.ZOF   1.0  0.599000  0.591       0.593  0.989983
            6  159915.ZOF   1.0  1.654000  1.629       1.630  0.985490
            当前持仓: {'510300.HOF': Position(asset:Equity(5 [510300.HOF]),amount:10400,today_amount:0,frozen_amount:0,cost_basis:4.076,last_sale_price:4.059,available_close_amount:10400), '159905.ZOF': Position(asset:Equity(6 [159905.ZOF]),amount:22200,today_amount:0,frozen_amount:0,cost_basis:1.919,last_sale_price:1.915,available_close_amount:22200), '510050.HOF': Position(asset:Equity(0 [510050.HOF]),amount:14200,today_amount:0,frozen_amount:0,cost_basis:3.006,last_sale_price:2.986,available_close_amount:14200)}
            买入信号: ['159905.ZOF', '510050.HOF', '510300.HOF']
            卖出信号: ['510500.HOF', '159915.ZOF', '159949.ZOF', '510880.HOF']
            即将买入: []
            即将卖出: []
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  510500.HOF   0.0  6.193308  6.225      -100.0    -100.0
            1  159905.ZOF   0.0  1.900308  1.959      -100.0    -100.0
            2  159949.ZOF   0.0  0.601615  0.599      -100.0    -100.0
            3  159915.ZOF   0.0  1.650231  1.645      -100.0    -100.0
            4  510880.HOF   1.0  3.034692  3.032      -100.0    -100.0
            5  510300.HOF   0.0  4.033308  4.120      -100.0    -100.0
            6  510050.HOF   0.0  2.946769  3.024      -100.0    -100.0
            当前持仓: {'510300.HOF': Position(asset:Equity(5 [510300.HOF]),amount:10400,today_amount:0,frozen_amount:0,cost_basis:4.076,last_sale_price:4.06,available_close_amount:10400), '159905.ZOF': Position(asset:Equity(6 [159905.ZOF]),amount:22200,today_amount:0,frozen_amount:0,cost_basis:1.919,last_sale_price:1.914,available_close_amount:22200), '510050.HOF': Position(asset:Equity(0 [510050.HOF]),amount:14200,today_amount:0,frozen_amount:0,cost_basis:3.006,last_sale_price:2.987,available_close_amount:14200)}
            买入信号: []
            卖出信号: ['510500.HOF', '159915.ZOF', '510050.HOF', '159949.ZOF', '510880.HOF', '510300.HOF', '159905.ZOF']
            即将买入: []
            即将卖出: ['510300.HOF', '159905.ZOF', '510050.HOF']
            正在卖出 510300.HOF
            正在卖出 159905.ZOF
            正在卖出 510050.HOF
            
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  159905.ZOF   1.0  1.906308  1.946       1.911  1.002461
            1  510050.HOF   1.0  2.957231  3.008       2.956  0.999584
            2  510300.HOF   1.0  4.041461  4.075       4.016  0.993700
            3  510500.HOF   1.0  6.193769  6.178       6.122  0.988413
            4  159915.ZOF   1.0  1.647385  1.645       1.624  0.985805
            5  510880.HOF   1.0  3.036000  3.013       2.974  0.979578
            6  159949.ZOF   1.0  0.600077  0.596       0.587  0.978208
            当前持仓: {'510300.HOF': Position(asset:Equity(5 [510300.HOF]),amount:10400,today_amount:0,frozen_amount:0,cost_basis:4.076,last_sale_price:4.016,available_close_amount:10400), '159905.ZOF': Position(asset:Equity(6 [159905.ZOF]),amount:22200,today_amount:0,frozen_amount:0,cost_basis:1.919,last_sale_price:1.911,available_close_amount:22200), '510050.HOF': Position(asset:Equity(0 [510050.HOF]),amount:14200,today_amount:0,frozen_amount:0,cost_basis:3.006,last_sale_price:2.956,available_close_amount:14200)}
            正在清仓 510300.HOF
            正在清仓 159905.ZOF
            正在清仓 510050.HOF
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  510050.HOF   1.0  2.962000  2.963       2.961  0.999662
            1  159905.ZOF   1.0  1.910769  1.907       1.908  0.998551
            2  510300.HOF   1.0  4.045154  4.010       4.009  0.991062
            3  159915.ZOF   1.0  1.640462  1.610       1.611  0.982041
            4  159949.ZOF   1.0  0.597846  0.582       0.582  0.973495
            5  510500.HOF   1.0  6.175615  6.008       6.006  0.972535
            6  510880.HOF   1.0  3.032231  2.945       2.947  0.971892
            当前持仓: {}
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  159915.ZOF   0.0  1.636231  1.646       1.644  1.004748
            1  159905.ZOF   0.0  1.914538  1.915       1.914  0.999719
            2  510050.HOF   1.0  2.963461  2.958       2.958  0.998157
            3  510300.HOF   1.0  4.045231  4.016       4.014  0.992280
            4  159949.ZOF   0.0  0.595692  0.592       0.591  0.992123
            5  510500.HOF   1.0  6.157615  6.067       6.063  0.984634
            6  510880.HOF   1.0  3.027615  2.966       2.967  0.979979
            当前持仓: {}
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  510050.HOF   1.0  2.961154  2.913       2.914  0.984076
            1  159915.ZOF   1.0  1.631077  1.598       1.597  0.979108
            2  159905.ZOF   1.0  1.912231  1.864       1.866  0.975824
            3  510300.HOF   1.0  4.035308  3.933       3.936  0.975390
            4  159949.ZOF   1.0  0.592385  0.572       0.572  0.965589
            5  510880.HOF   1.0  3.015154  2.899       2.899  0.961477
            6  510500.HOF   1.0  6.128462  5.851       5.849  0.954399
            当前持仓: {}
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  159915.ZOF   1.0  1.625077  1.589       1.589  0.977800
            1  510050.HOF   1.0  2.955846  2.880       2.880  0.974340
            2  159949.ZOF   1.0  0.589846  0.571       0.572  0.969744
            3  510300.HOF   1.0  4.023231  3.879       3.881  0.964648
            4  159905.ZOF   1.0  1.908154  1.837       1.837  0.962711
            5  510880.HOF   1.0  2.998923  2.865       2.865  0.955343
            6  510500.HOF   1.0  6.093077  5.797       5.797  0.951408
            当前持仓: {}
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  510050.HOF   1.0  2.952538  2.921       2.923  0.989996
            1  159905.ZOF   1.0  1.902154  1.849       1.851  0.973107
            2  510300.HOF   1.0  4.010462  3.894       3.892  0.970462
            3  159915.ZOF   1.0  1.617000  1.549       1.547  0.956710
            4  510880.HOF   1.0  2.981846  2.847       2.847  0.954778
            5  159949.ZOF   1.0  0.586077  0.556       0.556  0.948681
            6  510500.HOF   1.0  6.047846  5.654       5.643  0.933059
            当前持仓: {}
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  510050.HOF   1.0  2.953769  2.928       2.929  0.991614
            1  159905.ZOF   1.0  1.895462  1.856       1.856  0.979181
            2  510300.HOF   1.0  3.997385  3.896       3.895  0.974387
            3  510880.HOF   1.0  2.967385  2.874       2.873  0.968193
            4  159915.ZOF   1.0  1.611923  1.553       1.554  0.964066
            5  159949.ZOF   1.0  0.582615  0.554       0.554  0.950885
            6  510500.HOF   1.0  6.012154  5.672       5.677  0.944254
            当前持仓: {}
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  510050.HOF   1.0  2.944615  2.787       2.786  0.946134
            1  510880.HOF   1.0  2.946615  2.741       2.740  0.929880
            2  510300.HOF   1.0  3.973615  3.673       3.677  0.925354
            3  159905.ZOF   1.0  1.883385  1.722       1.715  0.910595
            4  159915.ZOF   1.0  1.596538  1.424       1.427  0.893809
            5  159949.ZOF   1.0  0.576385  0.509       0.510  0.884826
            6  510500.HOF   1.0  5.945538  5.254       5.249  0.882847
            当前持仓: {}
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  510050.HOF   1.0  2.935692  2.790       2.794  0.951735
            1  510880.HOF   1.0  2.928615  2.771       2.770  0.945839
            2  510300.HOF   1.0  3.954385  3.707       3.708  0.937693
            3  159905.ZOF   1.0  1.874231  1.756       1.756  0.936918
            4  159915.ZOF   1.0  1.584385  1.438       1.438  0.907608
            5  159949.ZOF   1.0  0.571615  0.516       0.517  0.904454
            6  510500.HOF   1.0  5.888692  5.300       5.300  0.900030
            当前持仓: {}
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  510880.HOF   1.0  2.905231  2.741       2.742  0.943815
            1  510050.HOF   1.0  2.915462  2.745       2.745  0.941532
            2  510300.HOF   1.0  3.922231  3.659       3.657  0.932378
            3  159905.ZOF   1.0  1.859692  1.730       1.730  0.930261
            4  159949.ZOF   1.0  0.565231  0.514       0.514  0.909363
            5  510500.HOF   1.0  5.819077  5.277       5.278  0.907017
            6  159915.ZOF   1.0  1.568231  1.419       1.420  0.905479
            当前持仓: {}
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  510880.HOF   1.0  2.878385  2.700       2.701  0.938374
            1  510050.HOF   1.0  2.891538  2.686       2.685  0.928571
            2  510300.HOF   1.0  3.886846  3.607       3.596  0.925172
            3  159905.ZOF   1.0  1.843077  1.705       1.704  0.924541
            4  510500.HOF   1.0  5.745692  5.239       5.235  0.911117
            5  159915.ZOF   1.0  1.550308  1.409       1.410  0.909497
            6  159949.ZOF   1.0  0.558308  0.506       0.507  0.908101
            当前持仓: {}
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  159905.ZOF   1.0  1.832538  1.777       1.776  0.969147
            1  510050.HOF   1.0  2.875385  2.777       2.777  0.965784
            2  510300.HOF   1.0  3.860692  3.720       3.719  0.963299
            3  510880.HOF   1.0  2.858000  2.760       2.753  0.963261
            4  159949.ZOF   1.0  0.553615  0.530       0.529  0.955537
            5  159915.ZOF   1.0  1.537692  1.465       1.467  0.954027
            6  510500.HOF   1.0  5.687538  5.416       5.414  0.951906
            当前持仓: {}
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  159905.ZOF   1.0  1.816846  1.755       1.754  0.965409
            1  510880.HOF   1.0  2.834154  2.722       2.723  0.960781
            2  510300.HOF   1.0  3.824692  3.652       3.653  0.955110
            3  510050.HOF   1.0  2.852385  2.725       2.724  0.954990
            4  510500.HOF   1.0  5.619231  5.337       5.340  0.950308
            5  159949.ZOF   1.0  0.547538  0.520       0.519  0.947879
            6  159915.ZOF   1.0  1.522000  1.441       1.439  0.945466
            当前持仓: {}
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  159905.ZOF   1.0  1.801615  1.748       1.749  0.970795
            1  510880.HOF   1.0  2.810538  2.706       2.709  0.963872
            2  510300.HOF   1.0  3.790769  3.634       3.637  0.959436
            3  159949.ZOF   1.0  0.541615  0.519       0.519  0.958245
            4  510050.HOF   1.0  2.829308  2.708       2.709  0.957478
            5  510500.HOF   1.0  5.552923  5.316       5.313  0.956793
            6  159915.ZOF   1.0  1.505538  1.431       1.432  0.951155
            当前持仓: {}
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  159905.ZOF   0.0  1.793538  1.802       1.803  1.005275
            1  510300.HOF   0.0  3.767846  3.712       3.713  0.985444
            2  159949.ZOF   0.0  0.537538  0.529       0.529  0.984116
            3  510500.HOF   0.0  5.507846  5.422       5.420  0.984051
            4  510880.HOF   1.0  2.795308  2.747       2.747  0.982718
            5  510050.HOF   1.0  2.814077  2.765       2.765  0.982560
            6  159915.ZOF   0.0  1.494154  1.462       1.462  0.978480
            当前持仓: {}
            买入信号: ['159905.ZOF']
            卖出信号: ['510050.HOF', '510880.HOF', '510500.HOF', '159915.ZOF', '159949.ZOF', '510300.HOF']
            即将买入: ['159905.ZOF']
            即将卖出: []
            正在调仓买入 159905.ZOF
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  159905.ZOF   0.0  1.784923  1.803       1.805  1.011248
            1  510500.HOF   0.0  5.462000  5.471       5.468  1.001098
            2  510300.HOF   0.0  3.745846  3.730       3.733  0.996571
            3  159949.ZOF   0.0  0.532769  0.530       0.530  0.994802
            4  510880.HOF   0.0  2.779462  2.760       2.761  0.993358
            5  159915.ZOF   0.0  1.480462  1.468       1.467  0.990907
            6  510050.HOF   0.0  2.799923  2.774       2.774  0.990741
            当前持仓: {'159905.ZOF': Position(asset:Equity(6 [159905.ZOF]),amount:70100,today_amount:0,frozen_amount:0,cost_basis:1.802,last_sale_price:1.805,available_close_amount:70100)}
            买入信号: ['159905.ZOF', '510500.HOF']
            卖出信号: ['510300.HOF', '159915.ZOF', '510050.HOF', '159949.ZOF', '510880.HOF']
            即将买入: ['510500.HOF']
            即将卖出: []
            正在调仓买入 510500.HOF
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  159905.ZOF   0.0  1.776846  1.759       1.759  0.989956
            1  510300.HOF   1.0  3.723769  3.646       3.643  0.978310
            2  510880.HOF   1.0  2.764462  2.704       2.704  0.978129
            3  510500.HOF   1.0  5.419615  5.300       5.295  0.977007
            4  510050.HOF   1.0  2.785308  2.723       2.721  0.976912
            5  159949.ZOF   1.0  0.528077  0.511       0.511  0.967662
            6  159915.ZOF   1.0  1.466462  1.416       1.416  0.965590
            当前持仓: {'159905.ZOF': Position(asset:Equity(6 [159905.ZOF]),amount:70100,today_amount:0,frozen_amount:0,cost_basis:1.802,last_sale_price:1.759,available_close_amount:70100)}
            正在清仓 159905.ZOF
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  159905.ZOF   1.0  1.768846  1.733       1.733  0.979735
            1  510880.HOF   1.0  2.751077  2.691       2.694  0.979253
            2  510500.HOF   1.0  5.378308  5.260       5.260  0.978003
            3  159949.ZOF   1.0  0.523462  0.511       0.511  0.976194
            4  510300.HOF   1.0  3.702769  3.606       3.609  0.974676
            5  510050.HOF   1.0  2.771385  2.699       2.700  0.974242
            6  159915.ZOF   1.0  1.452462  1.407       1.407  0.968700
            当前持仓: {}
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  510500.HOF   0.0  5.354769  5.348       5.347  0.998549
            1  159905.ZOF   0.0  1.761692  1.756       1.757  0.997336
            2  159949.ZOF   1.0  0.520462  0.517       0.517  0.993349
            3  510880.HOF   1.0  2.741154  2.718       2.718  0.991553
            4  510300.HOF   1.0  3.684077  3.651       3.652  0.991293
            5  159915.ZOF   1.0  1.443308  1.430       1.430  0.990780
            6  510050.HOF   1.0  2.756077  2.722       2.723  0.987999
            当前持仓: {}
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  510500.HOF   1.0  5.328538  5.331       5.335  1.001213
            1  159949.ZOF   1.0  0.517538  0.516       0.516  0.997027
            2  159905.ZOF   1.0  1.753000  1.743       1.745  0.995436
            3  159915.ZOF   1.0  1.433615  1.427       1.426  0.994688
            4  510880.HOF   1.0  2.728923  2.715       2.714  0.994532
            5  510300.HOF   1.0  3.664538  3.642       3.641  0.993577
            6  510050.HOF   1.0  2.739231  2.709       2.708  0.988599
            当前持仓: {}
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  510880.HOF   1.0  2.724769  2.687       2.689  0.986873
            1  510500.HOF   1.0  5.326538  5.228       5.230  0.981876
            2  510050.HOF   1.0  2.730769  2.677       2.679  0.981042
            3  510300.HOF   1.0  3.657692  3.584       3.585  0.980126
            4  159915.ZOF   1.0  1.431154  1.392       1.393  0.973341
            5  159949.ZOF   1.0  0.517077  0.503       0.502  0.970842
            6  159905.ZOF   1.0  1.751231  1.699       1.699  0.970175
            当前持仓: {}
               instrument  risk      ma13  close  curr_price  ratio_ma
            0  510050.HOF   1.0  2.723154  2.691       2.692  0.988560
            1  510880.HOF   1.0  2.718308  2.687       2.687  0.988483
            2  510300.HOF   1.0  3.648692  3.590       3.590  0.983914
            3  159905.ZOF   1.0  1.7475