如何查看策略回测结果的细节?


(会飞的鱼) #1

最近刚接触BigQuant平台,参考了帖子《手把手教你写策略之一:金叉死叉策略》。在运行完策略回测接口的代码后(见下),

m=M.backtest.v5( 
    instruments=instruments,
    start_date=start_date,
    end_date=end_date,
    initialize=initialize,
    handle_data=handle_data,
    order_price_field_buy='open',
    order_price_field_sell='open',
    capital_base=100000,
    benchmark='000300.INDX',
)

直接出来了回测的资金曲线,策略表现不错,回撤也不大。(附图,图中黄色的线表示策略资金曲线)

但我并不知道怎么查看策略交易的细节,比如说策略每日交易了哪些股票、以什么价格成交、整体杠杆多少、每日的权益、现金多少等等,因为这些信息其实对于策略开发而言至关重要,通过这些信息可以检查策略是否有未来函数、偷价漏价、幸存者偏差等问题。请问平台可以查看吗?怎么查看呢?谢谢:blush:


(华尔街的猫) #2

首先不用担心未来函数,我们平台采取事件驱动机制进行回测。设置了手续费和佣金一般就不会偷价漏价了。
想要查看策略细节,直接运行一条语句就可以:

detail =  m.raw_perf.read_df()

该方法正是查询策略细节的一个方法。因为这里策略回测实例名是m,因此直接调用实例m的raw_perf.read_df()方法即可。
detail就是策略细节的一个记录表,记录了每日权益、现金、持仓、订单、杠杆、beta、alpha、波动性等重要的数据。简单看一下detail:

detail.head()


数据其实很多,看看detail表的列名就知道了。

detail.columns

可以看出,detail表记录了回测的细节信息,查看detail就足够了,因此大家要多用raw_perf.read_df()方法啊...


(小Q) #3

关于策略回测以后,发现资金曲线还可以,但是不知道回测细节的小伙伴可以参考这里:

克隆策略

策略参数和整理市值数据

In [6]:
# 获取股票代码
instruments = D.instruments()
# 确定起始时间
start_date = '2010-01-01' 
# 确定结束时间
end_date = '2017-04-06' 
# 获取股票总市值数据,返回DataFrame数据格式
market_cap_data = D.history_data(instruments,start_date,end_date,
              fields=['market_cap','amount'])
daily_buy_stock = market_cap_data.groupby('date').apply(lambda df:df[(df['amount'] > 0)].sort_values('market_cap')[:30])

回测主体函数

In [7]:
# 回测参数设置,initialize函数只运行一次
def initialize(context):
    # 手续费设置
    context.set_commission(PerOrder(buy_cost=0.0003, sell_cost=0.0013, min_cost=5)) 
    # 调仓规则(每月的第一天调仓)
    context.schedule_function(rebalance,date_rule=date_rules.month_start(days_offset=0)) 
    # 传入 整理好的调仓股票数据
    context.daily_buy_stock = daily_buy_stock

# handle_data函数会每天运行一次
def handle_data(context,data):
    pass

# 换仓函数
def rebalance(context, data):
    # 当前的日期
    date = data.current_dt.strftime('%Y-%m-%d')
    # 根据日期获取调仓需要买入的股票的列表
    stock_to_buy = list(context.daily_buy_stock.ix[date].instrument)
    # 通过positions对象,使用列表生成式的方法获取目前持仓的股票列表
    stock_hold_now = [equity.symbol for equity in context.portfolio.positions]
    # 继续持有的股票:调仓时,如果买入的股票已经存在于目前的持仓里,那么应继续持有
    no_need_to_sell = [i for i in stock_hold_now if i in stock_to_buy]
    # 需要卖出的股票
    stock_to_sell = [i for i in stock_hold_now if i not in no_need_to_sell]
  
    # 卖出
    for stock in stock_to_sell:
        # 如果该股票停牌,则没法成交。因此需要用can_trade方法检查下该股票的状态
        # 如果返回真值,则可以正常下单,否则会出错
        # 因为stock是字符串格式,我们用symbol方法将其转化成平台可以接受的形式

        if data.can_trade(context.symbol(stock)):
            # order_target_percent是平台的一个下单接口,表明下单使得该股票的权重为0,
            #   即卖出全部股票,可参考回测文档
            context.order_target_percent(context.symbol(stock), 0)
    
    # 如果当天没有买入的股票,就返回
    if len(stock_to_buy) == 0:
        return

    # 等权重买入 
    weight =  1 / len(stock_to_buy)
    
    # 买入
    for  stock in stock_to_buy:
        if data.can_trade(context.symbol(stock)):
            # 下单使得某只股票的持仓权重达到weight,因为
            # weight大于0,因此是等权重买入
            context.order_target_percent(context.symbol(stock), weight)

回测接口

In [8]:
m=M.backtest.v5( 
    instruments=instruments,
    start_date=start_date, 
    end_date=end_date,
    # 必须传入initialize,只在第一天运行
    initialize=initialize,
    #  必须传入handle_data,每个交易日都会运行
    handle_data=handle_data,
    # 买入以开盘价成交
    order_price_field_buy='open',
    # 卖出也以开盘价成交
    order_price_field_sell='open',
    # 策略本金
    capital_base=float("1.0e7"),
    # 比较基准:沪深300
    benchmark='000300.INDX',
)
[2017-04-07 03:30:47.119608] INFO: bigquant: backtest.v5 start ..
[2017-04-07 03:33:55.380037] INFO: Performance: Simulated 1761 trading days out of 1761.
[2017-04-07 03:33:55.382254] INFO: Performance: first open: 2010-01-04 14:30:00+00:00
[2017-04-07 03:33:55.383497] INFO: Performance: last close: 2017-04-06 19:00:00+00:00
[2017-04-07 03:34:00.279612] INFO: bigquant: ir base: 0.22232336820652884
  • 收益率4248.29%
  • 年化收益率71.57%
  • 基准收益率-1.72%
  • 阿尔法0.64
  • 贝塔0.83
  • 夏普比率5.58
  • 收益波动率29.88%
  • 信息比率7.69
  • 最大回撤36.38%
  • 盈/亏次数800/297
  • 盈/亏利润率+28.28%/-12.31%
[2017-04-07 03:34:02.023156] INFO: bigquant: backtest.v5 end [194.903549s].

回测细节存放在名为df 的一个数据框

In [20]:
df = m.raw_perf.read_df()
df.tail()
Out[20]:
algo_volatility algorithm_period_return alpha benchmark_period_return benchmark_volatility beta capital_used ending_cash ending_exposure ending_value ... short_exposure short_value shorts_count sortino starting_cash starting_exposure starting_value trading_days transactions treasury_period_return
2017-03-29 19:00:00+00:00 0.298829 42.645355 0.565593 -0.030903 0.246749 0.827084 0.000000e+00 1.184707e+07 4.246065e+08 4.246065e+08 ... 0 0 0 2.735530 1.184707e+07 4.316655e+08 4.316655e+08 1757 [] 0.041952
2017-03-30 19:00:00+00:00 0.298996 41.331081 0.561915 -0.038855 0.246699 0.827584 0.000000e+00 1.184707e+07 4.114637e+08 4.114637e+08 ... 0 0 0 2.710815 1.184707e+07 4.246065e+08 4.246065e+08 1758 [] 0.042006
2017-03-31 19:00:00+00:00 0.298914 41.280647 0.560763 -0.033461 0.246638 0.827479 0.000000e+00 1.184707e+07 4.109594e+08 4.109594e+08 ... 0 0 0 2.709244 1.184707e+07 4.114637e+08 4.114637e+08 1759 [] 0.042000
2017-04-05 19:00:00+00:00 0.298892 42.066023 0.561459 -0.020080 0.246623 0.827638 0.000000e+00 1.184707e+07 4.188132e+08 4.188132e+08 ... 0 0 0 2.720857 1.184707e+07 4.109594e+08 4.109594e+08 1760 [] 0.042000
2017-04-06 19:00:00+00:00 0.298820 42.482858 0.562181 -0.017240 0.246555 0.827671 -9.077319e+06 2.769755e+06 4.320588e+08 4.320588e+08 ... 0 0 0 2.726535 1.184707e+07 4.188132e+08 4.188132e+08 1761 [{'price': 36.5820713867, 'dt': 2017-04-06 19:... 0.042000

5 rows × 38 columns

In [ ]:
 
In [18]:
# 快速查询策略内部细节
perf = m.raw_perf.read_df()
period_data = perf['2017-03-10': '2017-04-06']
days = period_data.shape[0]
for i in range(days):
    cd = period_data.ix[i]
    dt = cd['period_open'] # 日期
    starting_cash = cd['starting_cash'] # 开始现金
    ending_cash = cd['ending_cash'] # 结束现金
    portfolio_value = cd['portfolio_value'] # 权益值
    gross_leverage = cd['gross_leverage'] # 杠杆
    print("{}".format(dt))
    # 持仓
    positions = cd['positions']
    positions_str = ''
    for p in positions:
        positions_str += '    '+"{}/{}/{}/{},".format(p['sid'].symbol, p['amount'], p['last_sale_price'],p['cost_basis'])
    print("持仓: {}".format(positions_str))
    print("\n") # 换行
    # 订单
    orders = cd['orders']
    orders_str = ''
    for o in orders:
        if o['status'] != 0:
            continue 
        orders_str += "{}/{}/{}/{},".format(o['sid'].symbol, o['amount'], o['filled'], o['commission'])
    print("订单: {}".format(orders_str))
    print("\n") # 换行
    # 成交
    transactions = cd['transactions']
    transactions_str = ''
    for t in transactions:
        transactions_str += "{}/{}/{},".format(t['sid'].symbol, t['amount'], round(t['price'], 2))
    print("交易: {}".format(transactions_str))
    print("\n") # 换行
    print('-'*140)
2017-03-10 14:30:00+00:00
持仓:     600145.SHA/345587/28.61948585510254/21.11921018035518,    600656.SHA/150241/79.79113006591797/84.37360702273686,    000594.SZA/286155/16.692459106445312/21.357288582559153,    300029.SZA/1036280/14.144411087036133/11.835472957865202,    300372.SZA/1503171/6.10978889465332/10.833542187812538,    600768.SHA/149077/81.55017852783203/44.31451747563258,    000995.SZA/573119/26.750614166259766/16.923316621314214,    600306.SHA/555967/27.224842071533203/26.801152426402254,    000611.SZA/322184/46.1864013671875/38.88671657901735,    300330.SZA/383786/38.96589660644531/36.18884980743601,    600301.SHA/667912/22.442913055419922/23.696294471605878,    300120.SZA/389783/37.47697067260742/39.550027243116865,    002057.SZA/400445/37.90711975097656/36.978869330877735,    000803.SZA/226402/61.893463134765625/65.15365891665351,    300321.SZA/215732/70.03972625732422/68.51451572501607,    300354.SZA/213559/71.23783874511719/69.11882809902552,    300483.SZA/303805/49.17417526245117/48.24646916004095,    600455.SHA/109326/57.4718017578125/56.87351372939184,    002715.SZA/151210/34.2442626953125/33.900898097358116,    600561.SHA/403248/37.250244140625/36.54829454796435,    000691.SZA/423215/28.041255950927734/28.67878082347511,    600817.SHA/191814/83.90213775634766/78.63650127932901,    300125.SZA/190579/56.19681930541992/56.2677729420178,    300489.SZA/217699/70.49581146240234/69.45398171819808,    600423.SHA/572269/25.629457473754883/25.753896327880394,    600781.SHA/326461/39.331424713134766/39.025725028873325,    300092.SZA/435345/34.14677810668945/34.375478622044106,    600444.SHA/289555/42.60457229614258/43.03340309995847,    300106.SZA/637942/23.243818283081055/23.61007743177544,    600385.SHA/216941/51.329219818115234/51.34421607276574,    002627.SZA/246292/25.827007293701172/25.781846230228293,


订单: 600455.SHA/265798/109326/1864.7666985842727,002715.SZA/435141/151210/1537.2470922328416,000691.SZA/520823/423215/3640.0950393503,300125.SZA/268735/190579/3216.0719482705617,600781.SHA/383948/326461/3820.9668755326447,600444.SHA/347751/289555/3737.039998383028,600385.SHA/290523/216941/3340.597494464222,002627.SZA/577825/246292/1904.3874252930289,


交易: 600455.SHA/11057/57.75,002715.SZA/21421/34.37,000691.SZA/53152/28.26,300125.SZA/23810/56.93,600781.SHA/39052/39.46,300092.SZA/31871/34.23,600444.SHA/28520/42.99,300106.SZA/25689/23.34,600385.SHA/34728/51.24,002627.SZA/30897/25.72,


--------------------------------------------------------------------------------------------------------------------------------------------
2017-03-13 13:30:00+00:00
持仓:     600145.SHA/345587/28.61948585510254/21.11921018035518,    600656.SHA/150241/79.79113006591797/84.37360702273686,    000594.SZA/286155/16.692459106445312/21.357288582559153,    300029.SZA/1036280/14.123941421508789/11.835472957865202,    300372.SZA/1503171/6.10978889465332/10.833542187812538,    600768.SHA/149077/81.55017852783203/44.31451747563258,    000995.SZA/573119/26.66633415222168/16.923316621314214,    600306.SHA/555967/27.413902282714844/26.801152426402254,    000611.SZA/322184/46.1864013671875/38.88671657901735,    300330.SZA/383786/39.11759948730469/36.18884980743601,    600301.SHA/667912/22.74285888671875/23.696294471605878,    300120.SZA/389783/38.02047348022461/39.550027243116865,    002057.SZA/400445/37.23020935058594/36.978869330877735,    000803.SZA/226402/61.893463134765625/65.15365891665351,    300321.SZA/215732/69.97801971435547/68.51451572501607,    300354.SZA/213559/71.93968963623047/69.11882809902552,    300483.SZA/303805/49.23430252075195/48.24646916004095,    600455.SHA/135494/58.285400390625/56.979985627664895,    002715.SZA/172601/34.2442626953125/33.915145598946964,    600561.SHA/403248/37.140201568603516/36.54829454796435,    000691.SZA/461548/28.224531173706055/28.62921454263795,    600817.SHA/191814/83.45561218261719/78.63650127932901,    300125.SZA/211871/56.17648696899414/56.29539325911467,    300489.SZA/217699/71.05657958984375/69.45398171819808,    600423.SHA/572269/25.461946487426758/25.753896327880394,    600781.SHA/364178/39.41632843017578/39.06326070323154,    300092.SZA/435345/33.891571044921875/34.375478622044106,    600444.SHA/317666/42.90375900268555/42.996821616403636,    300106.SZA/637942/23.42660140991211/23.61007743177544,    600385.SHA/257991/50.70000457763672/51.25234145644946,    002627.SZA/280634/25.751834869384766/25.788518465330263,


订单: 600455.SHA/265798/135494/2315.439220024441,002715.SZA/435141/172601/1755.4715981477643,000691.SZA/520823/461548/3962.9381326778343,300125.SZA/268735/211871/3577.135238988868,600781.SHA/383948/364178/4266.514092686632,600444.SHA/347751/317666/4096.359592801103,600385.SHA/290523/257991/3965.6031664573184,002627.SZA/577825/280634/2170.489380485703,


交易: 600455.SHA/26168/57.41,002715.SZA/21391/34.01,000691.SZA/38333/28.07,300125.SZA/21292/56.53,600781.SHA/37717/39.38,600444.SHA/28111/42.61,600385.SHA/41050/50.75,002627.SZA/34342/25.83,


--------------------------------------------------------------------------------------------------------------------------------------------
2017-03-14 13:30:00+00:00
持仓:     600145.SHA/345587/28.61948585510254/21.11921018035518,    600656.SHA/150241/79.79113006591797/84.37360702273686,    000594.SZA/286155/16.692459106445312/21.357288582559153,    300029.SZA/1036280/13.949950218200684/11.835472957865202,    300372.SZA/1503171/6.10978889465332/10.833542187812538,    600768.SHA/149077/78.24408721923828/44.31451747563258,    000995.SZA/573119/27.02031135559082/16.923316621314214,    600306.SHA/555967/28.63420867919922/26.801152426402254,    000611.SZA/322184/46.1864013671875/38.88671657901735,    300330.SZA/383786/38.92255401611328/36.18884980743601,    600301.SHA/667912/23.13102149963379/23.696294471605878,    300120.SZA/389783/38.09458541870117/39.550027243116865,    002057.SZA/400445/37.37525939941406/36.978869330877735,    000803.SZA/226402/61.893463134765625/65.15365891665351,    300321.SZA/215732/69.62833404541016/68.51451572501607,    300354.SZA/213559/71.1102294921875/69.11882809902552,    300483.SZA/303805/49.18419647216797/48.24646916004095,    600455.SHA/164776/59.32500076293945/57.20768765618817,    002715.SZA/196693/34.13392639160156/33.95820745298079,    600561.SHA/403248/37.030155181884766/36.54829454796435,    000691.SZA/520823/28.529991149902344/28.594678199487127,    600817.SHA/191814/83.3216552734375/78.63650127932901,    300125.SZA/229042/56.17648696899414/56.30325358189992,    300489.SZA/217699/71.67742156982422/69.45398171819808,    600423.SHA/572269/25.361438751220703/25.753896327880394,    600781.SHA/383948/39.90452194213867/39.08314951115436,    300092.SZA/435345/33.66188430786133/34.375478622044106,    600444.SHA/343199/42.96359634399414/42.99699303500699,    300106.SZA/637942/23.48752784729004/23.61007743177544,    600385.SHA/290523/50.45800018310547/51.24134459411495,    002627.SZA/314926/25.63370704650879/25.799577762593835,


订单: 600455.SHA/265798/164776/2827.088055954033,002715.SZA/435141/196693/2003.0634165098472,300125.SZA/268735/229042/3867.5826672714747,600444.SHA/347751/343199/4425.629814841956,002627.SZA/577825/314926/2436.756321042476,


交易: 600455.SHA/29282/58.24,002715.SZA/24092/34.26,000691.SZA/59275/28.32,300125.SZA/17171/56.38,600781.SHA/19770/39.44,600444.SHA/25533/42.99,600385.SHA/32532/51.14,002627.SZA/34292/25.88,


--------------------------------------------------------------------------------------------------------------------------------------------
2017-03-15 13:30:00+00:00
持仓:     600145.SHA/345587/28.61948585510254/21.11921018035518,    600656.SHA/150241/79.79113006591797/84.37360702273686,    000594.SZA/286155/16.692459106445312/21.357288582559153,    300029.SZA/1036280/13.878307342529297/11.835472957865202,    300372.SZA/1503171/6.10978889465332/10.833542187812538,    600768.SHA/149077/77.70977020263672/44.31451747563258,    000995.SZA/573119/26.767471313476562/16.923316621314214,    600306.SHA/555967/28.479522705078125/26.801152426402254,    000611.SZA/322184/46.1864013671875/38.88671657901735,    300330.SZA/383786/38.5324592590332/36.18884980743601,    600301.SHA/667912/22.936939239501953/23.696294471605878,    300120.SZA/389783/37.94635772705078/39.550027243116865,    002057.SZA/400445/36.96427917480469/36.978869330877735,    000803.SZA/226402/61.893463134765625/65.15365891665351,    300321.SZA/215732/68.68212890625/68.51451572501607,    300354.SZA/213559/71.14212799072266/69.11882809902552,    300483.SZA/303805/48.95370864868164/48.24646916004095,    600455.SHA/182681/58.567901611328125/57.431721675965946,    002715.SZA/213138/34.10383605957031/33.972720074627674,    600561.SHA/403248/37.030155181884766/36.54829454796435,    000691.SZA/520823/28.4383544921875/28.594678199487127,    600817.SHA/191814/83.23235321044922/78.63650127932901,    300125.SZA/246230/55.912174224853516/56.31854234816643,    300489.SZA/217699/70.39567565917969/69.45398171819808,    600423.SHA/572269/25.227428436279297/25.753896327880394,    600781.SHA/383948/39.64981460571289/39.08314951115436,    300092.SZA/435345/33.58531951904297/34.375478622044106,    600444.SHA/347751/42.68435287475586/42.99568214373396,    300106.SZA/637942/23.213354110717773/23.61007743177544,    600385.SHA/290523/50.26439666748047/51.24134459411495,    002627.SZA/356314/25.354496002197266/25.78139028976525,


订单: 600455.SHA/265798/182681/3146.561335845387,002715.SZA/435141/213138/2171.4736672496783,300125.SZA/268735/246230/4158.946720700496,002627.SZA/577825/356314/2755.054573540164,


交易: 600455.SHA/17905/59.48,002715.SZA/16445/34.14,300125.SZA/17188/56.51,600444.SHA/4552/42.88,002627.SZA/41388/25.64,


--------------------------------------------------------------------------------------------------------------------------------------------
2017-03-16 13:30:00+00:00
持仓:     600145.SHA/345587/28.61948585510254/21.11921018035518,    600656.SHA/150241/79.79113006591797/84.37360702273686,    000594.SZA/286155/16.692459106445312/21.357288582559153,    300029.SZA/1036280/14.052297592163086/11.835472957865202,    300372.SZA/1503171/6.10978889465332/10.833542187812538,    600768.SHA/149077/75.5057144165039/44.31451747563258,    000995.SZA/573119/27.037168502807617/16.923316621314214,    600306.SHA/555967/28.68577003479004/26.801152426402254,    000611.SZA/322184/46.1864013671875/38.88671657901735,    300330.SZA/383786/39.052581787109375/36.18884980743601,    600301.SHA/667912/23.307458877563477/23.696294471605878,    300120.SZA/389783/38.539268493652344/39.550027243116865,    002057.SZA/400445/37.71371841430664/36.978869330877735,    000803.SZA/226402/61.893463134765625/65.15365891665351,    300321.SZA/215732/69.6900405883789/68.51451572501607,    300354.SZA/213559/71.7801742553711/69.11882809902552,    300483.SZA/303805/49.745384216308594/48.24646916004095,    600455.SHA/201491/58.24020004272461/57.5123333481637,    002715.SZA/243372/34.10383605957031/34.00051697861902,    600561.SHA/403248/37.60789108276367/36.54829454796435,    000691.SZA/520823/28.804906845092773/28.594678199487127,    600817.SHA/191814/82.96443939208984/78.63650127932901,    300125.SZA/268735/56.318809509277344/56.28604655885838,    300489.SZA/217699/70.9564437866211/69.45398171819808,    600423.SHA/572269/25.394941329956055/25.753896327880394,    600781.SHA/383948/39.819618225097656/39.08314951115436,    300092.SZA/435345/34.27437973022461/34.375478622044106,    600444.SHA/347751/42.983543395996094/42.99568214373396,    300106.SZA/637942/23.563688278198242/23.61007743177544,    600385.SHA/290523/51.474422454833984/51.24134459411495,    002627.SZA/393236/25.730356216430664/25.749231732828132,


订单: 600455.SHA/265798/201491/3475.4226408042146,002715.SZA/435141/243372/2481.5495065542295,002627.SZA/577825/393236/3036.74644297423,


交易: 600455.SHA/18810/58.28,002715.SZA/30234/34.19,300125.SZA/22505/55.91,002627.SZA/36922/25.43,


--------------------------------------------------------------------------------------------------------------------------------------------
2017-03-17 13:30:00+00:00
持仓:     600145.SHA/345587/28.61948585510254/21.11921018035518,    600656.SHA/150241/79.79113006591797/84.37360702273686,    000594.SZA/286155/16.692459106445312/21.357288582559153,    300029.SZA/1036280/14.123941421508789/11.835472957865202,    300372.SZA/1503171/6.10978889465332/10.833542187812538,    600768.SHA/149077/75.2719497680664/44.31451747563258,    000995.SZA/573119/26.95288848876953/16.923316621314214,    600306.SHA/555967/28.72014617919922/26.801152426402254,    000611.SZA/322184/46.1864013671875/38.88671657901735,    300330.SZA/383786/39.20428466796875/36.18884980743601,    600301.SHA/667912/23.889705657958984/23.696294471605878,    300120.SZA/389783/41.25678253173828/39.550027243116865,    002057.SZA/400445/37.56866455078125/36.978869330877735,    000803.SZA/226402/61.893463134765625/65.15365891665351,    300321.SZA/215732/69.66947174072266/68.51451572501607,    300354.SZA/213559/76.56552124023438/69.11882809902552,    300483.SZA/303805/49.33451461791992/48.24646916004095,    600455.SHA/212685/58.036800384521484/57.5517535243794,    002715.SZA/272464/33.702613830566406/34.01286881134874,    600561.SHA/403248/37.22273635864258/36.54829454796435,    000691.SZA/520823/28.804906845092773/28.594678199487127,    600817.SHA/191814/83.7235336303711/78.63650127932901,    300125.SZA/268735/57.09141540527344/56.28604655885838,    300489.SZA/217699/70.79622650146484/69.45398171819808,    600423.SHA/572269/25.26093101501465/25.753896327880394,    600781.SHA/383948/39.54368591308594/39.08314951115436,    300092.SZA/435345/34.197818756103516/34.375478622044106,    600444.SHA/347751/43.0234375/42.99568214373396,    300106.SZA/637942/23.60938262939453/23.61007743177544,    600385.SHA/290523/51.18401336669922/51.24134459411495,    002627.SZA/442592/25.751834869384766/25.76853291394567,


订单: 600455.SHA/265798/212685/3671.017104368479,002715.SZA/435141/272464/2779.2127484901052,002627.SZA/577825/442592/3420.4578184891675,


交易: 600455.SHA/11194/58.24,002715.SZA/29092/34.11,002627.SZA/49356/25.91,


--------------------------------------------------------------------------------------------------------------------------------------------
2017-03-20 13:30:00+00:00
持仓:     600145.SHA/345587/28.61948585510254/21.11921018035518,    600656.SHA/150241/79.79113006591797/84.37360702273686,    000594.SZA/286155/16.692459106445312/21.357288582559153,    300029.SZA/1036280/14.154644966125488/11.835472957865202,    300372.SZA/1503171/6.10978889465332/10.833542187812538,    600768.SHA/149077/75.67268371582031/44.31451747563258,    000995.SZA/573119/27.121448516845703/16.923316621314214,    600306.SHA/555967/28.256086349487305/26.801152426402254,    000611.SZA/322184/46.1864013671875/38.88671657901735,    300330.SZA/383786/39.72441101074219/36.18884980743601,    600301.SHA/667912/23.483898162841797/23.696294471605878,    300120.SZA/389783/40.861507415771484/39.550027243116865,    002057.SZA/400445/38.05217361450195/36.978869330877735,    000803.SZA/226402/61.893463134765625/65.15365891665351,    300321.SZA/215732/70.34827423095703/68.51451572501607,    300354.SZA/213559/75.12991333007812/69.11882809902552,    300483.SZA/303805/49.56500244140625/48.24646916004095,    600455.SHA/222666/58.454898834228516/57.573932154301055,    002715.SZA/299496/33.682552337646484/33.985968482790405,    600561.SHA/403248/37.140201568603516/36.54829454796435,    000691.SZA/520823/28.835453033447266/28.594678199487127,    600817.SHA/191814/83.3663101196289/78.63650127932901,    300125.SZA/268735/57.843685150146484/56.28604655885838,    300489.SZA/217699/71.03655242919922/69.45398171819808,    600423.SHA/572269/25.29443359375/25.753896327880394,    600781.SHA/383948/40.47761917114258/39.08314951115436,    300092.SZA/435345/34.504066467285156/34.375478622044106,    600444.SHA/347751/43.262786865234375/42.99568214373396,    300106.SZA/637942/23.914020538330078/23.61007743177544,    600385.SHA/290523/50.724205017089844/51.24134459411495,    002627.SZA/486946/25.859222412109375/25.761012641989794,


订单: 600455.SHA/265798/222666/3844.773721004579,002715.SZA/435141/299496/3052.5445476223067,002627.SZA/577825/486946/3762.1379771967504,


交易: 600455.SHA/9981/58.03,002715.SZA/27032/33.7,002627.SZA/44354/25.68,


--------------------------------------------------------------------------------------------------------------------------------------------
2017-03-21 13:30:00+00:00
持仓:     600145.SHA/345587/28.61948585510254/21.11921018035518,    600656.SHA/150241/79.79113006591797/84.37360702273686,    000594.SZA/286155/16.692459106445312/21.357288582559153,    300029.SZA/1036280/14.031828880310059/11.835472957865202,    300372.SZA/1503171/6.10978889465332/10.833542187812538,    600768.SHA/149077/74.27010345458984/44.31451747563258,    000995.SZA/573119/27.05402374267578/16.923316621314214,    600306.SHA/555967/27.84358787536621/26.801152426402254,    000611.SZA/322184/46.1864013671875/38.88671657901735,    300330.SZA/383786/39.529361724853516/36.18884980743601,    600301.SHA/667912/23.219240188598633/23.696294471605878,    300120.SZA/389783/40.66387176513672/39.550027243116865,    002057.SZA/400445/38.197227478027344/36.978869330877735,    000803.SZA/226402/61.893463134765625/65.15365891665351,    300321.SZA/215732/69.89573669433594/68.51451572501607,    300354.SZA/213559/72.48202514648438/69.11882809902552,    300483.SZA/303805/49.4046630859375/48.24646916004095,    600455.SHA/232185/58.443599700927734/57.609528117723485,    002715.SZA/322736/33.13087463378906/33.95921868809092,    600561.SHA/403248/37.05766677856445/36.54829454796435,    000691.SZA/520823/28.529991149902344/28.594678199487127,    600817.SHA/191814/83.81283569335938/78.63650127932901,    300125.SZA/268735/57.4573860168457/56.28604655885838,    300489.SZA/217699/70.77619171142578/69.45398171819808,    600423.SHA/572269/25.05991554260254/25.753896327880394,    600781.SHA/383948/40.244136810302734/39.08314951115436,    300092.SZA/435345/34.40198516845703/34.375478622044106,    600444.SHA/347751/43.20294952392578/42.99568214373396,    300106.SZA/637942/24.157730102539062/23.61007743177544,    600385.SHA/290523/49.901390075683594/51.24134459411495,    002627.SZA/525731/25.80552864074707/25.76894949987711,


订单: 600455.SHA/265798/232185/4011.617000703878,002715.SZA/435141/322736/3286.8344963770555,002627.SZA/577825/525731/4063.0417643266705,


交易: 600455.SHA/9519/58.42,002715.SZA/23240/33.6,002627.SZA/38785/25.86,


--------------------------------------------------------------------------------------------------------------------------------------------
2017-03-22 13:30:00+00:00
持仓:     600145.SHA/345587/28.61948585510254/21.11921018035518,    600656.SHA/150241/79.79113006591797/84.37360702273686,    000594.SZA/286155/16.692459106445312/21.357288582559153,    300029.SZA/1036280/13.83736801147461/11.835472957865202,    300372.SZA/1503171/6.10978889465332/10.833542187812538,    600768.SHA/149077/73.23486328125/44.31451747563258,    000995.SZA/573119/26.801183700561523/16.923316621314214,    600306.SHA/555967/27.740463256835938/26.801152426402254,    000611.SZA/322184/46.1864013671875/38.88671657901735,    300330.SZA/383786/39.789424896240234/36.18884980743601,    600301.SHA/667912/23.23688507080078/23.696294471605878,    300120.SZA/389783/40.98503112792969/39.550027243116865,    002057.SZA/400445/38.63238525390625/36.978869330877735,    000803.SZA/226402/61.893463134765625/65.15365891665351,    300321.SZA/215732/69.31978607177734/68.51451572501607,    300354.SZA/213559/71.07832336425781/69.11882809902552,    300483.SZA/303805/48.7633056640625/48.24646916004095,    600455.SHA/247327/57.69779968261719/57.66327350745366,    002715.SZA/347659/32.88011169433594/33.90285521805809,    600561.SHA/403248/36.672508239746094/36.54829454796435,    000691.SZA/520823/28.31616973876953/28.594678199487127,    600817.SHA/191814/82.47325897216797/78.63650127932901,    300125.SZA/268735/57.59970474243164/56.28604655885838,    300489.SZA/217699/69.61461639404297/69.45398171819808,    600423.SHA/572269/24.557376861572266/25.753896327880394,    600781.SHA/383948/40.35026550292969/39.08314951115436,    300092.SZA/435345/33.917091369628906/34.375478622044106,    600444.SHA/347751/42.60457229614258/42.99568214373396,    300106.SZA/637942/23.731237411499023/23.61007743177544,    600385.SHA/290523/49.562583923339844/51.24134459411495,    002627.SZA/562450/25.483362197875977/25.770545541448648,


订单: 600455.SHA/265798/247327/4277.222167383184,002715.SZA/435141/347659/3534.7912112831277,002627.SZA/577825/562450/4347.0888752737565,


交易: 600455.SHA/15142/58.47,002715.SZA/24923/33.16,002627.SZA/36719/25.79,


--------------------------------------------------------------------------------------------------------------------------------------------
2017-03-23 13:30:00+00:00
持仓:     600145.SHA/345587/28.61948585510254/21.11921018035518,    600656.SHA/150241/79.79113006591797/84.37360702273686,    000594.SZA/286155/16.692459106445312/21.357288582559153,    300029.SZA/1036280/13.775959968566895/11.835472957865202,    300372.SZA/1503171/6.10978889465332/10.833542187812538,    600768.SHA/149077/71.56511688232422/44.31451747563258,    000995.SZA/573119/26.41349220275879/16.923316621314214,    600306.SHA/555967/27.809213638305664/26.801152426402254,    000611.SZA/322184/46.1864013671875/38.88671657901735,    300330.SZA/383786/39.29097366333008/36.18884980743601,    600301.SHA/667912/22.919296264648438/23.696294471605878,    300120.SZA/389783/39.873321533203125/39.550027243116865,    002057.SZA/400445/37.858768463134766/36.978869330877735,    000803.SZA/226402/61.893463134765625/65.15365891665351,    300321.SZA/215732/68.29130554199219/68.51451572501607,    300354.SZA/213559/70.18505859375/69.11882809902552,    300483.SZA/303805/48.70317840576172/48.24646916004095,    600455.SHA/265798/58.974700927734375/57.684235353849836,    002715.SZA/375365/32.88011169433594/33.82898597762,    600561.SHA/403248/36.31486129760742/36.54829454796435,    000691.SZA/520823/28.10234832763672/28.594678199487127,    600817.SHA/191814/83.67887878417969/78.63650127932901,    300125.SZA/268735/58.04700469970703/56.28604655885838,    300489.SZA/217699/69.13396453857422/69.45398171819808,    600423.SHA/572269/24.322858810424805/25.753896327880394,    600781.SHA/383948/40.60497283935547/39.08314951115436,    300092.SZA/435345/33.76396560668945/34.375478622044106,    600444.SHA/347751/42.1258659362793/42.99568214373396,    300106.SZA/637942/24.00541114807129/23.61007743177544,    600385.SHA/290523/49.562583923339844/51.24134459411495,    002627.SZA/577825/25.58001136779785/25.767396575349768,


订单: 002715.SZA/435141/375365/3808.1845670467405,


交易: 600455.SHA/18471/57.95,002715.SZA/27706/32.89,002627.SZA/15375/25.64,


--------------------------------------------------------------------------------------------------------------------------------------------
2017-03-24 13:30:00+00:00
持仓:     600145.SHA/345587/28.61948585510254/21.11921018035518,    600656.SHA/150241/79.79113006591797/84.37360702273686,    000594.SZA/286155/16.692459106445312/21.357288582559153,    300029.SZA/1036280/13.642908096313477/11.835472957865202,    300372.SZA/1503171/6.10978889465332/10.833542187812538,    600768.SHA/149077/70.0623550415039/44.31451747563258,    000995.SZA/573119/26.41349220275879/16.923316621314214,    600306.SHA/555967/27.84358787536621/26.801152426402254,    000611.SZA/322184/46.1864013671875/38.88671657901735,    300330.SZA/383786/38.770851135253906/36.18884980743601,    600301.SHA/667912/23.254528045654297/23.696294471605878,    300120.SZA/389783/40.46623229980469/39.550027243116865,    002057.SZA/400445/37.32691192626953/36.978869330877735,    000803.SZA/226402/61.893463134765625/65.15365891665351,    300321.SZA/215732/68.04447174072266/68.51451572501607,    300354.SZA/213559/70.82310485839844/69.11882809902552,    300483.SZA/303805/48.422584533691406/48.24646916004095,    600455.SHA/265798/57.77690124511719/57.684235353849836,    002715.SZA/392998/33.04059982299805/33.78604632558104,    600561.SHA/403248/36.09477233886719/36.54829454796435,    000691.SZA/520823/27.64415740966797/28.594678199487127,    600817.SHA/191814/83.3663101196289/78.63650127932901,    300125.SZA/268735/57.88434982299805/56.28604655885838,    300489.SZA/217699/69.51448059082031/69.45398171819808,    600423.SHA/572269/24.825397491455078/25.753896327880394,    600781.SHA/383948/40.498844146728516/39.08314951115436,    300092.SZA/435345/33.58531951904297/34.375478622044106,    600444.SHA/347751/42.1258659362793/42.99568214373396,    300106.SZA/637942/24.00541114807129/23.61007743177544,    600385.SHA/290523/49.00597381591797/51.24134459411495,    002627.SZA/577825/25.214889526367188/25.767396575349768,


订单: 002715.SZA/435141/392998/3982.021809585389,


交易: 002715.SZA/17633/32.86,


--------------------------------------------------------------------------------------------------------------------------------------------
2017-03-27 13:30:00+00:00
持仓:     600145.SHA/345587/28.61948585510254/21.11921018035518,    600656.SHA/150241/79.79113006591797/84.37360702273686,    000594.SZA/286155/16.692459106445312/21.357288582559153,    300029.SZA/1036280/13.509857177734375/11.835472957865202,    300372.SZA/1503171/6.10978889465332/10.833542187812538,    600768.SHA/149077/69.72840881347656/44.31451747563258,    000995.SZA/573119/26.008947372436523/16.923316621314214,    600306.SHA/555967/27.413902282714844/26.801152426402254,    000611.SZA/322184/46.1864013671875/38.88671657901735,    300330.SZA/383786/37.75227737426758/36.18884980743601,    600301.SHA/667912/22.601707458496094/23.696294471605878,    300120.SZA/389783/39.97214126586914/39.550027243116865,    002057.SZA/400445/37.3510856628418/36.978869330877735,    000803.SZA/226402/61.893463134765625/65.15365891665351,    300321.SZA/215732/67.48908996582031/68.51451572501607,    300354.SZA/213559/71.42925262451172/69.11882809902552,    300483.SZA/303805/48.101905822753906/48.24646916004095,    600455.SHA/265798/56.782501220703125/57.684235353849836,    002715.SZA/415106/32.34849166870117/33.737363424967356,    600561.SHA/403248/36.122283935546875/36.54829454796435,    000691.SZA/520823/27.277605056762695/28.594678199487127,    600817.SHA/191814/83.3216552734375/78.63650127932901,    300125.SZA/268735/57.030418395996094/56.28604655885838,    300489.SZA/217699/70.85630798339844/69.45398171819808,    600423.SHA/572269/24.557376861572266/25.753896327880394,    600781.SHA/383948/40.2229118347168/39.08314951115436,    300092.SZA/435345/33.406673431396484/34.375478622044106,    600444.SHA/347751/41.986244201660156/42.99568214373396,    300106.SZA/637942/23.57891845703125/23.61007743177544,    600385.SHA/290523/48.37675857543945/51.24134459411495,    002627.SZA/577825/24.9893741607666/25.767396575349768,


订单: 002715.SZA/435141/415106/4199.976427607123,


交易: 002715.SZA/22108/32.86,


--------------------------------------------------------------------------------------------------------------------------------------------
2017-03-28 13:30:00+00:00
持仓:     600145.SHA/345587/28.61948585510254/21.11921018035518,    600656.SHA/150241/79.79113006591797/84.37360702273686,    000594.SZA/286155/16.692459106445312/21.357288582559153,    300029.SZA/1036280/13.458683013916016/11.835472957865202,    300372.SZA/1503171/6.10978889465332/10.833542187812538,    600768.SHA/149077/72.09944152832031/44.31451747563258,    000995.SZA/573119/26.09322738647461/16.923316621314214,    600306.SHA/555967/27.31077766418457/26.801152426402254,    000611.SZA/322184/46.1864013671875/38.88671657901735,    300330.SZA/383786/37.88230514526367/36.18884980743601,    600301.SHA/667912/22.672283172607422/23.696294471605878,    300120.SZA/389783/39.97214126586914/39.550027243116865,    002057.SZA/400445/37.471961975097656/36.978869330877735,    000803.SZA/226402/61.893463134765625/65.15365891665351,    300321.SZA/215732/67.69478607177734/68.51451572501607,    300354.SZA/213559/70.98262023925781/69.11882809902552,    300483.SZA/303805/48.00168991088867/48.24646916004095,    600455.SHA/265798/56.02539825439453/57.684235353849836,    002715.SZA/435141/32.68952941894531/33.67392691657185,    600561.SHA/403248/36.122283935546875/36.54829454796435,    000691.SZA/520823/27.52197265625/28.594678199487127,    600817.SHA/191814/82.74117279052734/78.63650127932901,    300125.SZA/268735/56.92876052856445/56.28604655885838,    300489.SZA/217699/70.19540405273438/69.45398171819808,    600423.SHA/572269/24.691387176513672/25.753896327880394,    600781.SHA/383948/41.02949142456055/39.08314951115436,    300092.SZA/435345/33.432193756103516/34.375478622044106,    600444.SHA/347751/41.946353912353516/42.99568214373396,    300106.SZA/637942/23.974946975708008/23.61007743177544,    600385.SHA/290523/48.73976516723633/51.24134459411495,    002627.SZA/577825/25.161195755004883/25.767396575349768,


订单: 


交易: 002715.SZA/20035/32.35,


--------------------------------------------------------------------------------------------------------------------------------------------
2017-03-29 13:30:00+00:00
持仓:     600145.SHA/345587/28.61948585510254/21.11921018035518,    600656.SHA/150241/79.79113006591797/84.37360702273686,    000594.SZA/286155/16.692459106445312/21.357288582559153,    300029.SZA/1036280/13.110701560974121/11.835472957865202,    300372.SZA/1503171/6.10978889465332/10.833542187812538,    600768.SHA/149077/69.46124267578125/44.31451747563258,    000995.SZA/573119/26.042659759521484/16.923316621314214,    600306.SHA/555967/26.795156478881836/26.801152426402254,    000611.SZA/322184/46.1864013671875/38.88671657901735,    300330.SZA/383786/37.14546585083008/36.18884980743601,    600301.SHA/667912/22.425270080566406/23.696294471605878,    300120.SZA/389783/39.47804641723633/39.550027243116865,    002057.SZA/400445/36.239013671875/36.978869330877735,    000803.SZA/226402/61.893463134765625/65.15365891665351,    300321.SZA/215732/65.76123809814453/68.51451572501607,    300354.SZA/213559/68.84516143798828/69.11882809902552,    300483.SZA/303805/46.79914474487305/48.24646916004095,    600455.SHA/265798/54.17219924926758/57.684235353849836,    002715.SZA/435141/31.736629486083984/33.67392691657185,    600561.SHA/403248/35.682106018066406/36.54829454796435,    000691.SZA/520823/26.75832176208496/28.594678199487127,    600817.SHA/191814/82.0267333984375/78.63650127932901,    300125.SZA/268735/55.36322021484375/56.28604655885838,    300489.SZA/217699/69.955078125/69.45398171819808,    600423.SHA/572269/24.2558536529541/25.753896327880394,    600781.SHA/383948/40.541297912597656/39.08314951115436,    300092.SZA/435345/31.97751235961914/34.375478622044106,    600444.SHA/347751/41.10862350463867/42.99568214373396,    300106.SZA/637942/24.675613403320312/23.61007743177544,    600385.SHA/290523/47.23933792114258/51.24134459411495,    002627.SZA/577825/24.86050796508789/25.767396575349768,


订单: 


交易: 


--------------------------------------------------------------------------------------------------------------------------------------------
2017-03-30 13:30:00+00:00
持仓:     600145.SHA/345587/28.61948585510254/21.11921018035518,    600656.SHA/150241/79.79113006591797/84.37360702273686,    000594.SZA/286155/16.692459106445312/21.357288582559153,    300029.SZA/1036280/12.486382484436035/11.835472957865202,    300372.SZA/1503171/6.10978889465332/10.833542187812538,    600768.SHA/149077/64.35183715820312/44.31451747563258,    000995.SZA/573119/25.503263473510742/16.923316621314214,    600306.SHA/555967/25.47172737121582/26.801152426402254,    000611.SZA/322184/46.1864013671875/38.88671657901735,    300330.SZA/383786/35.411720275878906/36.18884980743601,    600301.SHA/667912/21.296066284179688/23.696294471605878,    300120.SZA/389783/38.90983963012695/39.550027243116865,    002057.SZA/400445/34.93354034423828/36.978869330877735,    000803.SZA/226402/61.893463134765625/65.15365891665351,    300321.SZA/215732/62.94319152832031/68.51451572501607,    300354.SZA/213559/64.44264221191406/69.11882809902552,    300483.SZA/303805/45.185726165771484/48.24646916004095,    600455.SHA/265798/50.138099670410156/57.684235353849836,    002715.SZA/435141/30.382505416870117/33.67392691657185,    600561.SHA/403248/34.279029846191406/36.54829454796435,    000691.SZA/520823/25.414297103881836/28.594678199487127,    600817.SHA/191814/79.79410552978516/78.63650127932901,    300125.SZA/268735/53.777347564697266/56.28604655885838,    300489.SZA/217699/70.29553985595703/69.45398171819808,    600423.SHA/572269/23.18377113342285/25.753896327880394,    600781.SHA/383948/39.90452194213867/39.08314951115436,    300092.SZA/435345/31.16084861755371/34.375478622044106,    600444.SHA/347751/39.59273147583008/42.99568214373396,    300106.SZA/637942/25.16303253173828/23.61007743177544,    600385.SHA/290523/44.96449279785156/51.24134459411495,    002627.SZA/577825/23.66849136352539/25.767396575349768,


订单: 


交易: 


--------------------------------------------------------------------------------------------------------------------------------------------
2017-03-31 13:30:00+00:00
持仓:     600145.SHA/345587/28.61948585510254/21.11921018035518,    600656.SHA/150241/79.79113006591797/84.37360702273686,    000594.SZA/286155/16.692459106445312/21.357288582559153,    300029.SZA/1036280/12.558026313781738/11.835472957865202,    300372.SZA/1503171/6.10978889465332/10.833542187812538,    600768.SHA/149077/64.71917724609375/44.31451747563258,    000995.SZA/573119/25.570688247680664/16.923316621314214,    600306.SHA/555967/25.66078758239746/26.801152426402254,    000611.SZA/322184/46.1864013671875/38.88671657901735,    300330.SZA/383786/35.86682891845703/36.18884980743601,    600301.SHA/667912/21.031410217285156/23.696294471605878,    300120.SZA/389783/37.42755889892578/39.550027243116865,    002057.SZA/400445/35.34452438354492/36.978869330877735,    000803.SZA/226402/61.893463134765625/65.15365891665351,    300321.SZA/215732/63.08717727661133/68.51451572501607,    300354.SZA/213559/64.9849853515625/69.11882809902552,    300483.SZA/303805/45.29595947265625/48.24646916004095,    600455.SHA/265798/51.09859848022461/57.684235353849836,    002715.SZA/435141/30.23204803466797/33.67392691657185,    600561.SHA/403248/34.0039176940918/36.54829454796435,    000691.SZA/520823/25.444843292236328/28.594678199487127,    600817.SHA/191814/79.34757995605469/78.63650127932901,    300125.SZA/268735/54.18397903442383/56.28604655885838,    300489.SZA/217699/69.77483367919922/69.45398171819808,    600423.SHA/572269/23.016258239746094/25.753896327880394,    600781.SHA/383948/40.498844146728516/39.08314951115436,    300092.SZA/435345/31.543659210205078/34.375478622044106,    600444.SHA/347751/39.473052978515625/42.99568214373396,    300106.SZA/637942/23.60938262939453/23.61007743177544,    600385.SHA/290523/45.52110290527344/51.24134459411495,    002627.SZA/577825/23.71144676208496/25.767396575349768,


订单: 


交易: 


--------------------------------------------------------------------------------------------------------------------------------------------
2017-04-05 13:30:00+00:00
持仓:     600145.SHA/345587/28.61948585510254/21.11921018035518,    600656.SHA/150241/79.79113006591797/84.37360702273686,    000594.SZA/286155/16.692459106445312/21.357288582559153,    300029.SZA/1036280/12.967415809631348/11.835472957865202,    300372.SZA/1503171/6.10978889465332/10.833542187812538,    600768.SHA/149077/67.12361145019531/44.31451747563258,    000995.SZA/573119/26.05951499938965/16.923316621314214,    600306.SHA/555967/26.657657623291016/26.801152426402254,    000611.SZA/322184/46.1864013671875/38.88671657901735,    300330.SZA/383786/36.49531173706055/36.18884980743601,    600301.SHA/667912/21.296066284179688/23.696294471605878,    300120.SZA/389783/38.78631591796875/39.550027243116865,    002057.SZA/400445/36.38406753540039/36.978869330877735,    000803.SZA/226402/61.893463134765625/65.15365891665351,    300321.SZA/215732/65.30870056152344/68.51451572501607,    300354.SZA/213559/67.15434265136719/69.11882809902552,    300483.SZA/303805/46.197872161865234/48.24646916004095,    600455.SHA/265798/53.3473014831543/57.684235353849836,    002715.SZA/435141/31.084644317626953/33.67392691657185,    600561.SHA/403248/34.99432373046875/36.54829454796435,    000691.SZA/520823/25.8113956451416/28.594678199487127,    600817.SHA/191814/81.75881958007812/78.63650127932901,    300125.SZA/268735/55.281890869140625/56.28604655885838,    300489.SZA/217699/68.1125717163086/69.45398171819808,    600423.SHA/572269/23.418289184570312/25.753896327880394,    600781.SHA/383948/41.857295989990234/39.08314951115436,    300092.SZA/435345/32.38584518432617/34.375478622044106,    600444.SHA/347751/40.43046188354492/42.99568214373396,    300106.SZA/637942/23.09149932861328/23.61007743177544,    600385.SHA/290523/46.17451477050781/51.24134459411495,    002627.SZA/577825/24.387996673583984/25.767396575349768,


订单: 300120.SZA/-389783/0/0,600561.SHA/-403248/0/0,300125.SZA/-268735/0/0,300489.SZA/-217699/0/0,600781.SHA/-383948/0/0,300092.SZA/-435345/0/0,300106.SZA/-637942/0/0,002627.SZA/-577825/0/0,300629.SZA/679703/0/0,300635.SZA/731668/0/0,002858.SZA/527188/0/0,300636.SZA/626323/0/0,300631.SZA/426988/0/0,603041.SHA/637731/0/0,002857.SZA/498449/0/0,300029.SZA/70751/0/0,600696.SHA/564280/0/0,600768.SHA/64787/0/0,000691.SZA/35339/0/0,000995.SZA/-22251/0/0,600306.SHA/-17459/0/0,600423.SHA/40728/0/0,300626.SZA/512142/0/0,002667.SZA/340826/0/0,300321.SZA/4075/0/0,002633.SZA/500797/0/0,600385.SHA/20370/0/0,300483.SZA/6930/0/0,300330.SZA/9561/0/0,600301.SHA/6172/0/0,002715.SZA/26673/0/0,300354.SZA/207/0/0,000502.SZA/289434/0/0,600817.SHA/-16232/0/0,600455.SHA/3294/0/0,300630.SZA/592461/0/0,600444.SHA/7311/0/0,002057.SZA/-5894/0/0,


交易: 


--------------------------------------------------------------------------------------------------------------------------------------------
2017-04-06 13:30:00+00:00
持仓:     600145.SHA/345587/28.61948585510254/21.11921018035518,    600656.SHA/150241/79.79113006591797/84.37360702273686,    000594.SZA/286155/16.692459106445312/21.357288582559153,    300029.SZA/1103282/13.120936393737793/11.906366302211023,    300372.SZA/1503171/6.10978889465332/10.833542187812538,    600768.SHA/213864/69.3610610961914/51.210802348311354,    000995.SZA/551194/26.26178741455078/16.559307017490045,    600306.SHA/538508/26.94984245300293/26.808053996817804,    000611.SZA/322184/46.1864013671875/38.88671657901735,    300330.SZA/393347/36.69035720825195/36.19867451659733,    600301.SHA/674084/21.313711166381836/23.67486113551944,    300120.SZA/299967/38.41574478149414/39.79451966342301,    002057.SZA/394551/36.480770111083984/36.987740130148396,    000803.SZA/226402/61.893463134765625/65.15365891665351,    300321.SZA/219807/65.82294464111328/68.45201470252559,    300354.SZA/213766/66.61199951171875/69.11648579042321,    300483.SZA/310735/46.33816909790039/48.20110327907712,    600455.SHA/269092/55.844600677490234/57.63950610711985,    002715.SZA/461814/31.69650650024414/33.52502171468205,    600561.SHA/218486/35.81966018676758/37.97242312662422,    000691.SZA/556162/26.513954162597656/28.422223131228087,    600817.SHA/175582/80.99972534179688/78.30414813321478,    300125.SZA/230688/56.318809509277344/56.55449700389718,    300489.SZA/165257/67.13124084472656/69.91545420275548,    600423.SHA/612997/23.753314971923828/25.601413657258682,    600781.SHA/292553/41.98465347290039/38.23430801989109,    300092.SZA/369042/32.76865768432617/34.7133955590455,    600444.SHA/355062/41.04878616333008/42.94311392518693,    300106.SZA/508458/23.06103515625/23.77339214104723,    600385.SHA/310893/46.48912048339844/50.924586887737014,    002627.SZA/535861/24.48464584350586/25.88390010382781,    600696.SHA/492695/26.72858428955078/25.28402871234209,    002667.SZA/157032/44.51792526245117/42.15484852018526,    002633.SZA/73498/28.893434524536133/28.751542361292426,    000502.SZA/113224/49.16200637817383/49.366705776767354,


订单: 600696.SHA/564280/492695/3736.073535867455,002667.SZA/340826/157032/1985.3024611081871,300120.SZA/-389783/-89816/4528.438235439627,002633.SZA/500797/73498/633.7641289024104,600561.SHA/-403248/-184762/8384.959440096209,000995.SZA/-22251/-21925/744.1561173929563,000502.SZA/289434/113224/1676.3458647012017,300125.SZA/-268735/-38047/2706.982068997401,300489.SZA/-217699/-52442/4641.891855563046,300029.SZA/70751/67002/261.28632705971097,600781.SHA/-383948/-91395/4972.901017998544,300092.SZA/-435345/-66303/2804.485192606666,300106.SZA/-637942/-129484/3871.3479267526022,002627.SZA/-577825/-41964/1326.2594697090872,


交易: 300330.SZA/9561/36.58,600696.SHA/492695/25.28,600455.SHA/3294/54.01,002667.SZA/157032/42.14,300120.SZA/-89816/38.78,002633.SZA/73498/28.74,300321.SZA/4075/65.12,600561.SHA/-184762/34.91,000691.SZA/35339/25.87,600768.SHA/64787/67.06,600817.SHA/-16232/82.34,000995.SZA/-21925/26.11,000502.SZA/113224/49.35,600301.SHA/6172/21.35,300125.SZA/-38047/54.73,300489.SZA/-52442/68.09,002057.SZA/-5894/36.43,300029.SZA/67002/13.0,600423.SHA/40728/23.45,600781.SHA/-91395/41.85,300092.SZA/-66303/32.54,600444.SHA/7311/40.43,600306.SHA/-17459/26.62,002715.SZA/26673/31.09,300106.SZA/-129484/23.0,300354.SZA/207/66.68,300483.SZA/6930/46.2,600385.SHA/20370/46.39,002627.SZA/-41964/24.31,


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