克隆策略
In [3]:
start_date = '2016-01-01'
end_date = '2017-09-14'
instrument = D.instruments(start_date=start_date, end_date=end_date)
df =D.history_data(instrument, start_date, end_date, ['close', 'high', 'low' ,'amount','pb_lf'])
In [4]:
raw_df = df[df['amount']>=10000]
# 每日按市净率升序排序的股票列表
daily_buy_stock = raw_df.groupby('date').apply(lambda df:list(df.sort_values('pb_lf').head(100).instrument))

import talib

def initialize(context):
    context.set_commission(PerOrder(buy_cost=0.0003, sell_cost=0.0013, min_cost=5)) # 设置手续费
    context.hold_days = dict()  # 以便统计持仓天数
    context.max_hold = 30  # 该参数不能超过daily_buy_stock每天的数量
    

def handle_data(context, data):
    dt = data.current_dt.strftime('%Y-%m-%d') # 日期
    stock = daily_buy_stock.ix[dt] # 当日优先买入的股票
    weight = 1 / context.max_hold # 个股权重
    
    stock_hold_now = [equity.symbol for equity in context.portfolio.positions]   # 目前持仓股票列表
    context.hold_num = len(stock_hold_now)  # 目前持仓股票数
    
    print('持仓：,',stock_hold_now,'持仓数目:',context.hold_num)

    
    positions = {e.symbol: p.cost_basis for e, p in context.portfolio.positions.items()}
    # 盈利10%止盈出场
    current_stopwin_stock = [] 
    if len(positions) > 0:
        for i in positions.keys():
            stock_cost = positions[i] 
            stock_market_price = data.current(context.symbol(i), 'price') 
            # 赚10%就止赢
            if (stock_market_price - stock_cost ) / stock_cost>= 0.1:   
                context.order_target_percent(context.symbol(i),0)     
                current_stopwin_stock.append(i)
                print('日期：', dt,'股票：', i, '出现止盈状况')
    # 亏损5%止损出场
    current_stoploss_stock = [] 
    if len(positions) > 0:
        for i in positions.keys():
            stock_cost = positions[i] 
            stock_market_price = data.current(context.symbol(i), 'price') 
            # 亏5%就止损
            if (stock_market_price - stock_cost) / stock_cost <= -0.05:   
                context.order_target_percent(context.symbol(i),0)     
                current_stoploss_stock.append(i)
                print('日期：', dt, '股票：', i, '出现止损状况')
     
    stock_num_can_buy = context.max_hold - context.hold_num  # 还可以买入的股票数量
    count = 0 
    for st in stock:
        if st in stock_hold_now:  # 如果股票已经持有
            continue
        if st in current_stopwin_stock:
            continue
        if st in current_stoploss_stock:
            continue
        if count >= stock_num_can_buy:  # 如果股票数量已经达到max_hold
            break
        price = data.current(context.symbol(st),'price') # 最新一个交易日收盘价
        ma_3 = data.history(context.symbol(st),'close',3,'1d').mean() # 3日均线
        ma_5 = data.history(context.symbol(st),'close',5,'1d').mean()
        ma_10 = data.history(context.symbol(st),'close',10,'1d').mean()
        top_60 = data.history(context.symbol(st),'high',60,'1d').max() # 60日高点
        volume_0 = data.history(context.symbol(st),'volume',3,'1d')[-1]  # 当日成交量
        volume_1 = data.history(context.symbol(st),'volume',3,'1d')[-2] # 前一日成交量

        prices = data.history(context.symbol(st),'close',50,'1d').map(np.float)  # 转化成float格式
        # macd:diff线 信号线:dea 柱状图：diff-dea
        macd, signal, hist = talib.MACD(np.array(prices), 12, 26, 9)  # 计算macd各个指标
        hist_value = hist[-1] # 当日的hist值
        
       
        
        if data.can_trade(context.symbol(st)) and hist_value >0 and ma_3 >ma_5 and ma_5 > ma_10 and \
         volume_0/volume_1 -1 >0.4 and data.current(context.symbol(st),'high') >= top_60 :
            order_target_percent(context.symbol(st), weight) # 买入
            context.hold_days[st] = context.trading_day_index  #记录交易日期
            count += 1 # 当日买入股票数量增加1
            print(dt,'买入股票：',st)
            
            
    # 满足持仓天数自动卖出  
    for st in stock_hold_now:
        sid = context.symbol(st)
        cur_position = context.portfolio.positions[sid].amount
        if cur_position > 0 and data.can_trade(sid) and context.trading_day_index - context.hold_days[st] > 30:
            order_target_percent(sid, 0)
            print(dt,'持仓满足30天卖出: ',sid)
            
    # 达到卖出条件就卖出
    for st in stock_hold_now:
        price = data.current(context.symbol(st),'price')
        ma_3 = data.history(context.symbol(st),'close',7,'1d').mean()
        ma_5 = data.history(context.symbol(st),'close',30,'1d').mean()
        cur_position = context.portfolio.positions[sid].amount
        if cur_position > 0 and data.can_trade(context.symbol(st)) and ma_3 < ma_5 and price <= ma_3:
            order_target_percent(context.symbol(st), 0)
            print(dt,'本身满足卖出条件卖出： ', sid) 
    print(dt)
    
m = M.trade.v2( 
    instruments=instrument,
    start_date=start_date,
    end_date=end_date,
    initialize=initialize,
    handle_data=handle_data,
    order_price_field_buy='open',
    order_price_field_sell='open',
    capital_base=2000113,
    benchmark='000300.INDX',
)   

[2017-09-20 16:16:28.585540] INFO: bigquant: backtest.v7 开始运行..
持仓：, [] 持仓数目: 0
2016-01-04
持仓：, [] 持仓数目: 0
2016-01-05
持仓：, [] 持仓数目: 0
2016-01-06
持仓：, [] 持仓数目: 0
2016-01-07 买入股票： 600123.SHA
2016-01-07
持仓：, ['600123.SHA'] 持仓数目: 1
2016-01-08 买入股票： 601699.SHA
2016-01-08
持仓：, ['601699.SHA', '600123.SHA'] 持仓数目: 2
日期： 2016-01-11 股票： 600123.SHA 出现止损状况
2016-01-11 买入股票： 000959.SZA
2016-01-11
持仓：, ['000959.SZA', '601699.SHA'] 持仓数目: 2
2016-01-12
持仓：, ['000959.SZA', '601699.SHA'] 持仓数目: 2
2016-01-13 买入股票： 600782.SHA
2016-01-13
持仓：, ['000959.SZA', '601699.SHA', '600782.SHA'] 持仓数目: 3
日期： 2016-01-14 股票： 600782.SHA 出现止盈状况
日期： 2016-01-14 股票： 000959.SZA 出现止盈状况
2016-01-14
持仓：, ['601699.SHA'] 持仓数目: 1
2016-01-15
持仓：, ['601699.SHA'] 持仓数目: 1
日期： 2016-01-18 股票： 601699.SHA 出现止损状况
2016-01-18
持仓：, [] 持仓数目: 0
2016-01-19
持仓：, [] 持仓数目: 0
2016-01-20
持仓：, [] 持仓数目: 0
2016-01-21
持仓：, [] 持仓数目: 0
2016-01-22
持仓：, [] 持仓数目: 0
2016-01-25
持仓：, [] 持仓数目: 0
2016-01-26
持仓：, [] 持仓数目: 0
2016-01-27
持仓：, [] 持仓数目: 0
2016-01-28
持仓：, [] 持仓数目: 0
2016-01-29
持仓：, [] 持仓数目: 0
2016-02-01
持仓：, [] 持仓数目: 0
2016-02-02
持仓：, [] 持仓数目: 0
2016-02-03
持仓：, [] 持仓数目: 0
2016-02-04
持仓：, [] 持仓数目: 0
2016-02-05
持仓：, [] 持仓数目: 0
2016-02-15
持仓：, [] 持仓数目: 0
2016-02-16
持仓：, [] 持仓数目: 0
2016-02-17
持仓：, [] 持仓数目: 0
2016-02-18
持仓：, [] 持仓数目: 0
2016-02-19
持仓：, [] 持仓数目: 0
2016-02-22
持仓：, [] 持仓数目: 0
2016-02-23
持仓：, [] 持仓数目: 0
2016-02-24
持仓：, [] 持仓数目: 0
2016-02-25
持仓：, [] 持仓数目: 0
2016-02-26
持仓：, [] 持仓数目: 0
2016-02-29
持仓：, [] 持仓数目: 0
2016-03-01
持仓：, [] 持仓数目: 0
2016-03-02
持仓：, [] 持仓数目: 0
2016-03-03
持仓：, [] 持仓数目: 0
2016-03-04
持仓：, [] 持仓数目: 0
2016-03-07
持仓：, [] 持仓数目: 0
2016-03-08
持仓：, [] 持仓数目: 0
2016-03-09
持仓：, [] 持仓数目: 0
2016-03-10
持仓：, [] 持仓数目: 0
2016-03-11
持仓：, [] 持仓数目: 0
2016-03-14
持仓：, [] 持仓数目: 0
2016-03-15
持仓：, [] 持仓数目: 0
2016-03-16
持仓：, [] 持仓数目: 0
2016-03-17
持仓：, [] 持仓数目: 0
2016-03-18
持仓：, [] 持仓数目: 0
2016-03-21
持仓：, [] 持仓数目: 0
2016-03-22
持仓：, [] 持仓数目: 0
2016-03-23
持仓：, [] 持仓数目: 0
2016-03-24
持仓：, [] 持仓数目: 0
2016-03-25
持仓：, [] 持仓数目: 0
2016-03-28
持仓：, [] 持仓数目: 0
2016-03-29
持仓：, [] 持仓数目: 0
2016-03-30
持仓：, [] 持仓数目: 0
2016-03-31
持仓：, [] 持仓数目: 0
2016-04-01
持仓：, [] 持仓数目: 0
2016-04-05 买入股票： 000488.SZA
2016-04-05
持仓：, ['000488.SZA'] 持仓数目: 1
2016-04-06 买入股票： 600028.SHA
2016-04-06
持仓：, ['600028.SHA', '000488.SZA'] 持仓数目: 2
2016-04-07
持仓：, ['600028.SHA', '000488.SZA'] 持仓数目: 2
2016-04-08
持仓：, ['600028.SHA', '000488.SZA'] 持仓数目: 2
2016-04-11
持仓：, ['600028.SHA', '000488.SZA'] 持仓数目: 2
2016-04-12 买入股票： 600005.SHA
2016-04-12
持仓：, ['600028.SHA', '000488.SZA', '600005.SHA'] 持仓数目: 3
2016-04-13 买入股票： 600213.SHA
2016-04-13 买入股票： 600219.SHA
2016-04-13 买入股票： 600123.SHA
2016-04-13 买入股票： 000338.SZA
2016-04-13 买入股票： 600971.SHA
2016-04-13
持仓：, ['600005.SHA', '600971.SHA', '600219.SHA', '600123.SHA', '600028.SHA', '000488.SZA', '600213.SHA', '000338.SZA'] 持仓数目: 8
日期： 2016-04-14 股票： 600971.SHA 出现止损状况
2016-04-14 买入股票： 000505.SZA
2016-04-14
持仓：, ['600005.SHA', '600219.SHA', '600123.SHA', '600028.SHA', '000488.SZA', '600213.SHA', '000505.SZA', '000338.SZA'] 持仓数目: 8
日期： 2016-04-15 股票： 600213.SHA 出现止盈状况
2016-04-15 买入股票： 600308.SHA
2016-04-15 买入股票： 600036.SHA
2016-04-15
持仓：, ['600005.SHA', '600219.SHA', '600308.SHA', '600123.SHA', '600036.SHA', '600028.SHA', '000488.SZA', '000505.SZA', '000338.SZA'] 持仓数目: 9
2016-04-18 买入股票： 600608.SHA
2016-04-18
持仓：, ['600005.SHA', '600608.SHA', '600219.SHA', '600308.SHA', '600123.SHA', '600036.SHA', '600028.SHA', '000488.SZA', '000505.SZA', '000338.SZA'] 持仓数目: 10
2016-04-19
持仓：, ['600005.SHA', '600608.SHA', '600219.SHA', '600308.SHA', '600123.SHA', '600036.SHA', '600028.SHA', '000488.SZA', '000505.SZA', '000338.SZA'] 持仓数目: 10
日期： 2016-04-20 股票： 600123.SHA 出现止损状况
日期： 2016-04-20 股票： 000488.SZA 出现止损状况
日期： 2016-04-20 股票： 600608.SHA 出现止损状况
2016-04-20
持仓：, ['600005.SHA', '600219.SHA', '600308.SHA', '600036.SHA', '600028.SHA', '000505.SZA', '000338.SZA'] 持仓数目: 7
日期： 2016-04-21 股票： 000338.SZA 出现止损状况
日期： 2016-04-21 股票： 600308.SHA 出现止损状况
2016-04-21
持仓：, ['600005.SHA', '600219.SHA', '600036.SHA', '600028.SHA', '000505.SZA'] 持仓数目: 5
日期： 2016-04-22 股票： 600005.SHA 出现止损状况
2016-04-22
持仓：, ['600219.SHA', '600036.SHA', '600028.SHA', '000505.SZA'] 持仓数目: 4
2016-04-25
持仓：, ['600219.SHA', '600036.SHA', '600028.SHA', '000505.SZA'] 持仓数目: 4
2016-04-26
持仓：, ['600219.SHA', '600036.SHA', '600028.SHA', '000505.SZA'] 持仓数目: 4
2016-04-27
持仓：, ['600219.SHA', '600036.SHA', '600028.SHA', '000505.SZA'] 持仓数目: 4
2016-04-28
持仓：, ['600219.SHA', '600036.SHA', '600028.SHA', '000505.SZA'] 持仓数目: 4
2016-04-29
持仓：, ['600219.SHA', '600036.SHA', '600028.SHA', '000505.SZA'] 持仓数目: 4
2016-05-03
持仓：, ['600219.SHA', '600036.SHA', '600028.SHA', '000505.SZA'] 持仓数目: 4
2016-05-04
持仓：, ['600219.SHA', '600036.SHA', '600028.SHA', '000505.SZA'] 持仓数目: 4
2016-05-05
持仓：, ['600219.SHA', '600036.SHA', '600028.SHA', '000505.SZA'] 持仓数目: 4
日期： 2016-05-06 股票： 600028.SHA 出现止损状况
2016-05-06
持仓：, ['600219.SHA', '600036.SHA', '000505.SZA'] 持仓数目: 3
日期： 2016-05-09 股票： 600219.SHA 出现止损状况
2016-05-09 本身满足卖出条件卖出：  Equity(861 [000505.SZA])
2016-05-09
持仓：, ['600219.SHA', '600036.SHA', '000505.SZA'] 持仓数目: 3
2016-05-10 买入股票： 000402.SZA
2016-05-10 本身满足卖出条件卖出：  Equity(861 [000505.SZA])
2016-05-10
持仓：, ['600036.SHA', '000505.SZA', '000402.SZA'] 持仓数目: 3
2016-05-11
持仓：, ['600036.SHA', '000505.SZA', '000402.SZA'] 持仓数目: 3
2016-05-12
持仓：, ['600036.SHA', '000505.SZA', '000402.SZA'] 持仓数目: 3
2016-05-13
持仓：, ['600036.SHA', '000505.SZA', '000402.SZA'] 持仓数目: 3
2016-05-16
持仓：, ['600036.SHA', '000505.SZA', '000402.SZA'] 持仓数目: 3
2016-05-17
持仓：, ['600036.SHA', '000505.SZA', '000402.SZA'] 持仓数目: 3
2016-05-18
持仓：, ['600036.SHA', '000505.SZA', '000402.SZA'] 持仓数目: 3
2016-05-19
持仓：, ['600036.SHA', '000505.SZA', '000402.SZA'] 持仓数目: 3
2016-05-20
持仓：, ['600036.SHA', '000505.SZA', '000402.SZA'] 持仓数目: 3
2016-05-23
持仓：, ['600036.SHA', '000505.SZA', '000402.SZA'] 持仓数目: 3
2016-05-24
持仓：, ['600036.SHA', '000505.SZA', '000402.SZA'] 持仓数目: 3
2016-05-25
持仓：, ['600036.SHA', '000505.SZA', '000402.SZA'] 持仓数目: 3
2016-05-26
持仓：, ['600036.SHA', '000505.SZA', '000402.SZA'] 持仓数目: 3
2016-05-27
持仓：, ['600036.SHA', '000505.SZA', '000402.SZA'] 持仓数目: 3
2016-05-30
持仓：, ['600036.SHA', '000505.SZA', '000402.SZA'] 持仓数目: 3
2016-05-31 持仓满足30天卖出:  Equity(2510 [600036.SHA])
2016-05-31
持仓：, ['000505.SZA', '000402.SZA'] 持仓数目: 2
2016-06-01
持仓：, ['000505.SZA', '000402.SZA'] 持仓数目: 2
2016-06-02
持仓：, ['000505.SZA', '000402.SZA'] 持仓数目: 2
2016-06-03
持仓：, ['000505.SZA', '000402.SZA'] 持仓数目: 2
2016-06-06
持仓：, ['000505.SZA', '000402.SZA'] 持仓数目: 2
2016-06-07 买入股票： 600319.SHA
2016-06-07
持仓：, ['600319.SHA', '000505.SZA', '000402.SZA'] 持仓数目: 3
2016-06-08
持仓：, ['600319.SHA', '000505.SZA', '000402.SZA'] 持仓数目: 3
日期： 2016-06-13 股票： 000402.SZA 出现止损状况
2016-06-13
持仓：, ['600319.SHA', '000505.SZA'] 持仓数目: 2
日期： 2016-06-14 股票： 600319.SHA 出现止损状况
2016-06-14
持仓：, ['000505.SZA'] 持仓数目: 1
2016-06-15
持仓：, ['000505.SZA'] 持仓数目: 1
2016-06-16
持仓：, ['000505.SZA'] 持仓数目: 1
2016-06-17
持仓：, ['000505.SZA'] 持仓数目: 1
2016-06-20
持仓：, ['000505.SZA'] 持仓数目: 1
2016-06-21
持仓：, ['000505.SZA'] 持仓数目: 1
2016-06-22 买入股票： 601398.SHA
2016-06-22
持仓：, ['601398.SHA', '000505.SZA'] 持仓数目: 2
2016-06-23
持仓：, ['601398.SHA', '000505.SZA'] 持仓数目: 2
2016-06-24
持仓：, ['601398.SHA', '000505.SZA'] 持仓数目: 2
2016-06-27
持仓：, ['601398.SHA', '000505.SZA'] 持仓数目: 2
2016-06-28
持仓：, ['601398.SHA', '000505.SZA'] 持仓数目: 2
2016-06-29
持仓：, ['601398.SHA', '000505.SZA'] 持仓数目: 2
2016-06-30
持仓：, ['601398.SHA', '000505.SZA'] 持仓数目: 2
2016-07-01
持仓：, ['601398.SHA', '000505.SZA'] 持仓数目: 2
2016-07-04
持仓：, ['601398.SHA', '000505.SZA'] 持仓数目: 2
2016-07-05
持仓：, ['601398.SHA', '000505.SZA'] 持仓数目: 2
2016-07-06 买入股票： 601328.SHA
2016-07-06 买入股票： 600308.SHA
2016-07-06
持仓：, ['601328.SHA', '601398.SHA', '000505.SZA'] 持仓数目: 3
2016-07-07 买入股票： 601818.SHA
2016-07-07
持仓：, ['601328.SHA', '601398.SHA', '601818.SHA', '000505.SZA'] 持仓数目: 4
2016-07-08
持仓：, ['601328.SHA', '601398.SHA', '601818.SHA', '000505.SZA'] 持仓数目: 4
2016-07-11 买入股票： 600362.SHA
2016-07-11
持仓：, ['600362.SHA', '601328.SHA', '601398.SHA', '601818.SHA', '000505.SZA'] 持仓数目: 5
2016-07-12 买入股票： 601988.SHA
2016-07-12 买入股票： 601939.SHA
2016-07-12 买入股票： 600508.SHA
2016-07-12 买入股票： 601898.SHA
2016-07-12 买入股票： 601088.SHA
2016-07-12 买入股票： 600997.SHA
2016-07-12 买入股票： 600221.SHA
2016-07-12
持仓：, ['600362.SHA', '601398.SHA', '600997.SHA', '600221.SHA', '601818.SHA', '601939.SHA', '601988.SHA', '601088.SHA', '601898.SHA', '601328.SHA', '600508.SHA', '000505.SZA'] 持仓数目: 12
2016-07-13 买入股票： 601009.SHA
2016-07-13 买入股票： 600050.SHA
2016-07-13
持仓：, ['600362.SHA', '601398.SHA', '600997.SHA', '600221.SHA', '600050.SHA', '601009.SHA', '601818.SHA', '601939.SHA', '601988.SHA', '601088.SHA', '601898.SHA', '601328.SHA', '600508.SHA', '000505.SZA'] 持仓数目: 14
2016-07-14
持仓：, ['600362.SHA', '601398.SHA', '600997.SHA', '600221.SHA', '600050.SHA', '601009.SHA', '601818.SHA', '601939.SHA', '601988.SHA', '601088.SHA', '601898.SHA', '601328.SHA', '600508.SHA', '000505.SZA'] 持仓数目: 14
2016-07-15 买入股票： 600269.SHA
2016-07-15 买入股票： 600266.SHA
2016-07-15 买入股票： 600449.SHA
2016-07-15
持仓：, ['600362.SHA', '600449.SHA', '600269.SHA', '601398.SHA', '600997.SHA', '600221.SHA', '600050.SHA', '601009.SHA', '601818.SHA', '601939.SHA', '601988.SHA', '601088.SHA', '600266.SHA', '601898.SHA', '601328.SHA', '600508.SHA', '000505.SZA'] 持仓数目: 17
2016-07-18 买入股票： 601998.SHA
2016-07-18 买入股票： 000488.SZA
2016-07-18 买入股票： 600016.SHA
2016-07-18
持仓：, ['600362.SHA', '600449.SHA', '600269.SHA', '601398.SHA', '600997.SHA', '600221.SHA', '600050.SHA', '600016.SHA', '601009.SHA', '601818.SHA', '601939.SHA', '601988.SHA', '601088.SHA', '600266.SHA', '601898.SHA', '601328.SHA', '601998.SHA', '600508.SHA', '000505.SZA', '000488.SZA'] 持仓数目: 20
2016-07-19
持仓：, ['600362.SHA', '600449.SHA', '600269.SHA', '601398.SHA', '600997.SHA', '600221.SHA', '600050.SHA', '600016.SHA', '601009.SHA', '601818.SHA', '601939.SHA', '601988.SHA', '601088.SHA', '600266.SHA', '601898.SHA', '601328.SHA', '601998.SHA', '600508.SHA', '000505.SZA', '000488.SZA'] 持仓数目: 20
2016-07-20
持仓：, ['600362.SHA', '600449.SHA', '600269.SHA', '601398.SHA', '600997.SHA', '600221.SHA', '600050.SHA', '600016.SHA', '601009.SHA', '601818.SHA', '601939.SHA', '601988.SHA', '601088.SHA', '600266.SHA', '601898.SHA', '601328.SHA', '601998.SHA', '600508.SHA', '000505.SZA', '000488.SZA'] 持仓数目: 20
2016-07-21
持仓：, ['600362.SHA', '600449.SHA', '600269.SHA', '601398.SHA', '600997.SHA', '600221.SHA', '600050.SHA', '600016.SHA', '601009.SHA', '601818.SHA', '601939.SHA', '601988.SHA', '601088.SHA', '600266.SHA', '601898.SHA', '601328.SHA', '601998.SHA', '600508.SHA', '000505.SZA', '000488.SZA'] 持仓数目: 20
日期： 2016-07-22 股票： 600016.SHA 出现止损状况
日期： 2016-07-22 股票： 600997.SHA 出现止损状况
日期： 2016-07-22 股票： 600266.SHA 出现止损状况
2016-07-22
持仓：, ['600362.SHA', '600449.SHA', '600269.SHA', '601398.SHA', '600221.SHA', '600050.SHA', '601009.SHA', '601818.SHA', '601939.SHA', '601988.SHA', '601088.SHA', '601898.SHA', '601328.SHA', '601998.SHA', '600508.SHA', '000505.SZA', '000488.SZA'] 持仓数目: 17
2016-07-25
持仓：, ['600362.SHA', '600449.SHA', '600269.SHA', '601398.SHA', '600221.SHA', '600050.SHA', '601009.SHA', '601818.SHA', '601939.SHA', '601988.SHA', '601088.SHA', '601898.SHA', '601328.SHA', '601998.SHA', '600508.SHA', '000505.SZA', '000488.SZA'] 持仓数目: 17
2016-07-26 买入股票： 000001.SZA
2016-07-26
持仓：, ['600362.SHA', '600449.SHA', '600269.SHA', '601398.SHA', '600221.SHA', '600050.SHA', '601009.SHA', '601818.SHA', '601939.SHA', '601988.SHA', '601088.SHA', '601898.SHA', '601328.SHA', '601998.SHA', '600508.SHA', '000001.SZA', '000505.SZA', '000488.SZA'] 持仓数目: 18
日期： 2016-07-27 股票： 600362.SHA 出现止损状况
2016-07-27 买入股票： 601668.SHA
2016-07-27
持仓：, ['601668.SHA', '600449.SHA', '600269.SHA', '601398.SHA', '600221.SHA', '600050.SHA', '601009.SHA', '601818.SHA', '601939.SHA', '601988.SHA', '601088.SHA', '601898.SHA', '601328.SHA', '601998.SHA', '600508.SHA', '000001.SZA', '000505.SZA', '000488.SZA'] 持仓数目: 18
2016-07-28
持仓：, ['601668.SHA', '600449.SHA', '600269.SHA', '601398.SHA', '600221.SHA', '600050.SHA', '601009.SHA', '601818.SHA', '601939.SHA', '601988.SHA', '601088.SHA', '601898.SHA', '601328.SHA', '601998.SHA', '600508.SHA', '000001.SZA', '000505.SZA', '000488.SZA'] 持仓数目: 18
2016-07-29
持仓：, ['601668.SHA', '600449.SHA', '600269.SHA', '601398.SHA', '600221.SHA', '600050.SHA', '601009.SHA', '601818.SHA', '601939.SHA', '601988.SHA', '601088.SHA', '601898.SHA', '601328.SHA', '601998.SHA', '600508.SHA', '000001.SZA', '000505.SZA', '000488.SZA'] 持仓数目: 18
2016-08-01
持仓：, ['601668.SHA', '600449.SHA', '600269.SHA', '601398.SHA', '600221.SHA', '600050.SHA', '601009.SHA', '601818.SHA', '601939.SHA', '601988.SHA', '601088.SHA', '601898.SHA', '601328.SHA', '601998.SHA', '600508.SHA', '000001.SZA', '000505.SZA', '000488.SZA'] 持仓数目: 18
2016-08-02
持仓：, ['601668.SHA', '600449.SHA', '600269.SHA', '601398.SHA', '600221.SHA', '600050.SHA', '601009.SHA', '601818.SHA', '601939.SHA', '601988.SHA', '601088.SHA', '601898.SHA', '601328.SHA', '601998.SHA', '600508.SHA', '000001.SZA', '000505.SZA', '000488.SZA'] 持仓数目: 18
2016-08-03 买入股票： 000900.SZA
2016-08-03
持仓：, ['600269.SHA', '601939.SHA', '601988.SHA', '601898.SHA', '000900.SZA', '601088.SHA', '601668.SHA', '600449.SHA', '601398.SHA', '600508.SHA', '600221.SHA', '601998.SHA', '601009.SHA', '601818.SHA', '000505.SZA', '600050.SHA', '601328.SHA', '000001.SZA', '000488.SZA'] 持仓数目: 19
2016-08-04 持仓满足30天卖出:  Equity(868 [601398.SHA])
2016-08-04
持仓：, ['600269.SHA', '601939.SHA', '601988.SHA', '601898.SHA', '000900.SZA', '601088.SHA', '601668.SHA', '600449.SHA', '600508.SHA', '600221.SHA', '601998.SHA', '601009.SHA', '601818.SHA', '000505.SZA', '600050.SHA', '601328.SHA', '000001.SZA', '000488.SZA'] 持仓数目: 18
2016-08-05
持仓：, ['600269.SHA', '601939.SHA', '601988.SHA', '601898.SHA', '000900.SZA', '601088.SHA', '601668.SHA', '600449.SHA', '600508.SHA', '600221.SHA', '601998.SHA', '601009.SHA', '601818.SHA', '000505.SZA', '600050.SHA', '601328.SHA', '000001.SZA', '000488.SZA'] 持仓数目: 18
2016-08-08 买入股票： 600823.SHA
2016-08-08 买入股票： 600801.SHA
2016-08-08 买入股票： 600720.SHA
2016-08-08
持仓：, ['600269.SHA', '600801.SHA', '601939.SHA', '601988.SHA', '601898.SHA', '000900.SZA', '600823.SHA', '601088.SHA', '601668.SHA', '600449.SHA', '600508.SHA', '600221.SHA', '601998.SHA', '601009.SHA', '601818.SHA', '000505.SZA', '600050.SHA', '601328.SHA', '000001.SZA', '000488.SZA', '600720.SHA'] 持仓数目: 21
2016-08-09 买入股票： 601006.SHA
2016-08-09 买入股票： 600350.SHA
2016-08-09
持仓：, ['601006.SHA', '600269.SHA', '600801.SHA', '601939.SHA', '601988.SHA', '601898.SHA', '600350.SHA', '000900.SZA', '600823.SHA', '601088.SHA', '601668.SHA', '600449.SHA', '600508.SHA', '600221.SHA', '601998.SHA', '601009.SHA', '601818.SHA', '000505.SZA', '600050.SHA', '601328.SHA', '000001.SZA', '000488.SZA', '600720.SHA'] 持仓数目: 23
2016-08-10 买入股票： 000825.SZA
2016-08-10 买入股票： 000959.SZA
2016-08-10 买入股票： 600997.SHA
2016-08-10
持仓：, ['601006.SHA', '600269.SHA', '600997.SHA', '600801.SHA', '601939.SHA', '601988.SHA', '601898.SHA', '600350.SHA', '000959.SZA', '000900.SZA', '600823.SHA', '601088.SHA', '601668.SHA', '600449.SHA', '000825.SZA', '600508.SHA', '600221.SHA', '601998.SHA', '601009.SHA', '601818.SHA', '000505.SZA', '600050.SHA', '601328.SHA', '000001.SZA', '000488.SZA', '600720.SHA'] 持仓数目: 26
2016-08-11 买入股票： 601288.SHA
2016-08-11 买入股票： 600015.SHA
2016-08-11
持仓：, ['601006.SHA', '600269.SHA', '600997.SHA', '600801.SHA', '601939.SHA', '601988.SHA', '601898.SHA', '601288.SHA', '600350.SHA', '000959.SZA', '000900.SZA', '600823.SHA', '601088.SHA', '601668.SHA', '600449.SHA', '000825.SZA', '600508.SHA', '600221.SHA', '601998.SHA', '601009.SHA', '601818.SHA', '000505.SZA', '600050.SHA', '601328.SHA', '600015.SHA', '000001.SZA', '000488.SZA', '600720.SHA'] 持仓数目: 28
日期： 2016-08-12 股票： 601818.SHA 出现止盈状况
日期： 2016-08-12 股票： 601009.SHA 出现止盈状况
2016-08-12 买入股票： 600028.SHA
2016-08-12 买入股票： 600657.SHA
2016-08-12
持仓：, ['600657.SHA', '601006.SHA', '600269.SHA', '600997.SHA', '600801.SHA', '601939.SHA', '601988.SHA', '601898.SHA', '601288.SHA', '600350.SHA', '000959.SZA', '000900.SZA', '600823.SHA', '601088.SHA', '601668.SHA', '600449.SHA', '000825.SZA', '600508.SHA', '600221.SHA', '601998.SHA', '000505.SZA', '600050.SHA', '601328.SHA', '600028.SHA', '600015.SHA', '000001.SZA', '000488.SZA', '600720.SHA'] 持仓数目: 28
日期： 2016-08-15 股票： 601668.SHA 出现止盈状况
日期： 2016-08-15 股票： 601998.SHA 出现止盈状况
2016-08-15 买入股票： 000157.SZA
2016-08-15 买入股票： 600026.SHA
2016-08-15
持仓：, ['600657.SHA', '601006.SHA', '600269.SHA', '600997.SHA', '600801.SHA', '601939.SHA', '601988.SHA', '601898.SHA', '601288.SHA', '600350.SHA', '000959.SZA', '000900.SZA', '600823.SHA', '601088.SHA', '600449.SHA', '000825.SZA', '600508.SHA', '600221.SHA', '600026.SHA', '000505.SZA', '600050.SHA', '601328.SHA', '600028.SHA', '600015.SHA', '000157.SZA', '000001.SZA', '000488.SZA', '600720.SHA'] 持仓数目: 28
2016-08-16 买入股票： 000898.SZA
2016-08-16 买入股票： 000778.SZA
2016-08-16
持仓：, ['600657.SHA', '601006.SHA', '600269.SHA', '600997.SHA', '600801.SHA', '000778.SZA', '601939.SHA', '601988.SHA', '601898.SHA', '601288.SHA', '600350.SHA', '000959.SZA', '000900.SZA', '600823.SHA', '601088.SHA', '600449.SHA', '000825.SZA', '600508.SHA', '600221.SHA', '600026.SHA', '000505.SZA', '600050.SHA', '601328.SHA', '600028.SHA', '000898.SZA', '600015.SHA', '000157.SZA', '000001.SZA', '000488.SZA', '600720.SHA'] 持仓数目: 30
日期： 2016-08-17 股票： 000959.SZA 出现止盈状况
日期： 2016-08-17 股票： 600449.SHA 出现止盈状况
2016-08-17
持仓：, ['600657.SHA', '601006.SHA', '600269.SHA', '600997.SHA', '600801.SHA', '000778.SZA', '601939.SHA', '601988.SHA', '601898.SHA', '601288.SHA', '600350.SHA', '000900.SZA', '600823.SHA', '601088.SHA', '000825.SZA', '600508.SHA', '600221.SHA', '600026.SHA', '000505.SZA', '600050.SHA', '601328.SHA', '600028.SHA', '000898.SZA', '600015.SHA', '000157.SZA', '000001.SZA', '000488.SZA', '600720.SHA'] 持仓数目: 28
2016-08-18 买入股票： 601666.SHA
2016-08-18 买入股票： 600266.SHA
2016-08-18 持仓满足30天卖出:  Equity(1522 [601328.SHA])
2016-08-18
持仓：, ['600657.SHA', '601006.SHA', '600269.SHA', '600997.SHA', '600801.SHA', '000778.SZA', '601939.SHA', '601988.SHA', '601898.SHA', '601288.SHA', '600350.SHA', '000900.SZA', '601666.SHA', '600823.SHA', '601088.SHA', '000825.SZA', '600508.SHA', '600221.SHA', '600266.SHA', '600026.SHA', '000505.SZA', '600050.SHA', '600028.SHA', '000898.SZA', '600015.SHA', '000157.SZA', '000001.SZA', '000488.SZA', '600720.SHA'] 持仓数目: 29
2016-08-19 买入股票： 601117.SHA
2016-08-19
持仓：, ['600657.SHA', '601006.SHA', '600269.SHA', '600997.SHA', '600801.SHA', '000778.SZA', '601939.SHA', '601988.SHA', '601898.SHA', '601288.SHA', '600350.SHA', '000900.SZA', '601666.SHA', '600823.SHA', '601088.SHA', '000825.SZA', '600508.SHA', '600221.SHA', '600266.SHA', '600026.SHA', '000505.SZA', '600050.SHA', '600028.SHA', '000898.SZA', '600015.SHA', '000157.SZA', '000001.SZA', '601117.SHA', '000488.SZA', '600720.SHA'] 持仓数目: 30
2016-08-22
持仓：, ['600657.SHA', '601006.SHA', '600269.SHA', '600997.SHA', '600801.SHA', '000778.SZA', '601939.SHA', '601988.SHA', '601898.SHA', '601288.SHA', '600350.SHA', '000900.SZA', '601666.SHA', '600823.SHA', '601088.SHA', '000825.SZA', '600508.SHA', '600221.SHA', '600266.SHA', '600026.SHA', '000505.SZA', '600050.SHA', '600028.SHA', '000898.SZA', '600015.SHA', '000157.SZA', '000001.SZA', '601117.SHA', '000488.SZA', '600720.SHA'] 持仓数目: 30
2016-08-23
持仓：, ['600657.SHA', '601006.SHA', '600269.SHA', '600997.SHA', '600801.SHA', '000778.SZA', '601939.SHA', '601988.SHA', '601898.SHA', '601288.SHA', '600350.SHA', '000900.SZA', '601666.SHA', '600823.SHA', '601088.SHA', '000825.SZA', '600508.SHA', '600221.SHA', '600266.SHA', '600026.SHA', '000505.SZA', '600050.SHA', '600028.SHA', '000898.SZA', '600015.SHA', '000157.SZA', '000001.SZA', '601117.SHA', '000488.SZA', '600720.SHA'] 持仓数目: 30
2016-08-24 持仓满足30天卖出:  Equity(3020 [601939.SHA])
2016-08-24 持仓满足30天卖出:  Equity(1869 [601988.SHA])
2016-08-24 持仓满足30天卖出:  Equity(2961 [601898.SHA])
2016-08-24 持仓满足30天卖出:  Equity(2013 [601088.SHA])
2016-08-24 持仓满足30天卖出:  Equity(2022 [600508.SHA])
2016-08-24 持仓满足30天卖出:  Equity(678 [600221.SHA])
2016-08-24
持仓：, ['600657.SHA', '601006.SHA', '600269.SHA', '600997.SHA', '600801.SHA', '000778.SZA', '601288.SHA', '600350.SHA', '000900.SZA', '601666.SHA', '600823.SHA', '000825.SZA', '600266.SHA', '600026.SHA', '000505.SZA', '600050.SHA', '600028.SHA', '000898.SZA', '600015.SHA', '000157.SZA', '000001.SZA', '601117.SHA', '000488.SZA', '600720.SHA'] 持仓数目: 24
日期： 2016-08-25 股票： 600266.SHA 出现止损状况
2016-08-25 买入股票： 600808.SHA
2016-08-25 持仓满足30天卖出:  Equity(2929 [600050.SHA])
2016-08-25
持仓：, ['600657.SHA', '601006.SHA', '600269.SHA', '600997.SHA', '600801.SHA', '000778.SZA', '601288.SHA', '600350.SHA', '000900.SZA', '601666.SHA', '600823.SHA', '000825.SZA', '600026.SHA', '000505.SZA', '600808.SHA', '600028.SHA', '000898.SZA', '600015.SHA', '000157.SZA', '000001.SZA', '601117.SHA', '000488.SZA', '600720.SHA'] 持仓数目: 23
2016-08-26
持仓：, ['600657.SHA', '601006.SHA', '600269.SHA', '600997.SHA', '600801.SHA', '000778.SZA', '601288.SHA', '600350.SHA', '000900.SZA', '601666.SHA', '600823.SHA', '000825.SZA', '600026.SHA', '000505.SZA', '600808.SHA', '600028.SHA', '000898.SZA', '600015.SHA', '000157.SZA', '000001.SZA', '601117.SHA', '000488.SZA', '600720.SHA'] 持仓数目: 23
2016-08-29 持仓满足30天卖出:  Equity(2116 [600269.SHA])
2016-08-29
持仓：, ['600657.SHA', '601006.SHA', '600997.SHA', '600801.SHA', '000778.SZA', '601288.SHA', '600350.SHA', '000900.SZA', '601666.SHA', '600823.SHA', '000825.SZA', '600026.SHA', '000505.SZA', '600808.SHA', '600028.SHA', '000898.SZA', '600015.SHA', '000157.SZA', '000001.SZA', '601117.SHA', '000488.SZA', '600720.SHA'] 持仓数目: 22
2016-08-30 持仓满足30天卖出:  Equity(234 [000488.SZA])
2016-08-30
持仓：, ['600657.SHA', '601006.SHA', '600997.SHA', '600801.SHA', '000778.SZA', '601288.SHA', '600350.SHA', '000900.SZA', '601666.SHA', '600823.SHA', '000825.SZA', '600026.SHA', '000505.SZA', '600808.SHA', '600028.SHA', '000898.SZA', '600015.SHA', '000157.SZA', '000001.SZA', '601117.SHA', '600720.SHA'] 持仓数目: 21
日期： 2016-08-31 股票： 600823.SHA 出现止盈状况
2016-08-31
持仓：, ['600657.SHA', '601006.SHA', '600997.SHA', '600801.SHA', '000778.SZA', '601288.SHA', '600350.SHA', '000900.SZA', '601666.SHA', '000825.SZA', '600026.SHA', '000505.SZA', '600808.SHA', '600028.SHA', '000898.SZA', '600015.SHA', '000157.SZA', '000001.SZA', '601117.SHA', '600720.SHA'] 持仓数目: 20
2016-09-01
持仓：, ['600657.SHA', '601006.SHA', '600997.SHA', '600801.SHA', '000778.SZA', '601288.SHA', '600350.SHA', '000900.SZA', '601666.SHA', '000825.SZA', '600026.SHA', '000505.SZA', '600808.SHA', '600028.SHA', '000898.SZA', '600015.SHA', '000157.SZA', '000001.SZA', '601117.SHA', '600720.SHA'] 持仓数目: 20
2016-09-02 买入股票： 600811.SHA
2016-09-02 本身满足卖出条件卖出：  Equity(2430 [600720.SHA])
2016-09-02 本身满足卖出条件卖出：  Equity(2430 [600720.SHA])
2016-09-02
持仓：, ['600657.SHA', '601006.SHA', '600811.SHA', '600997.SHA', '000778.SZA', '601288.SHA', '600350.SHA', '000900.SZA', '601666.SHA', '000825.SZA', '600026.SHA', '000505.SZA', '600808.SHA', '600028.SHA', '000898.SZA', '600015.SHA', '000157.SZA', '000001.SZA', '600720.SHA'] 持仓数目: 19
2016-09-05 本身满足卖出条件卖出：  Equity(2430 [600720.SHA])
2016-09-05
持仓：, ['600657.SHA', '601006.SHA', '600811.SHA', '600997.SHA', '601288.SHA', '600350.SHA', '000900.SZA', '601666.SHA', '000825.SZA', '600026.SHA', '000505.SZA', '600808.SHA', '600028.SHA', '000898.SZA', '600015.SHA', '000157.SZA', '000001.SZA', '600720.SHA'] 持仓数目: 18
日期： 2016-09-06 股票： 000900.SZA 出现止盈状况
日期： 2016-09-06 股票： 600350.SHA 出现止盈状况
2016-09-06
持仓：, ['600657.SHA', '601006.SHA', '600811.SHA', '600997.SHA', '601288.SHA', '600350.SHA', '601666.SHA', '000825.SZA', '600026.SHA', '000505.SZA', '600808.SHA', '600028.SHA', '000898.SZA', '600015.SHA', '000157.SZA', '000001.SZA', '600720.SHA'] 持仓数目: 17
2016-09-07 买入股票： 000528.SZA
2016-09-07 持仓满足30天卖出:  Equity(3130 [000001.SZA])
2016-09-07
持仓：, ['600657.SHA', '601006.SHA', '600811.SHA', '600997.SHA', '601288.SHA', '600350.SHA', '601666.SHA', '000528.SZA', '000825.SZA', '600026.SHA', '000505.SZA', '600808.SHA', '600028.SHA', '000898.SZA', '600015.SHA', '000157.SZA', '600720.SHA'] 持仓数目: 17
2016-09-08 本身满足卖出条件卖出：  Equity(2430 [600720.SHA])
2016-09-08
持仓：, ['600657.SHA', '601006.SHA', '600811.SHA', '600997.SHA', '601288.SHA', '600350.SHA', '601666.SHA', '000528.SZA', '000825.SZA', '600026.SHA', '000505.SZA', '600808.SHA', '600028.SHA', '000898.SZA', '600015.SHA', '000157.SZA'] 持仓数目: 16
2016-09-09
持仓：, ['600657.SHA', '601006.SHA', '600811.SHA', '600997.SHA', '601288.SHA', '600350.SHA', '601666.SHA', '000528.SZA', '000825.SZA', '600026.SHA', '000505.SZA', '600808.SHA', '600028.SHA', '000898.SZA', '600015.SHA', '000157.SZA'] 持仓数目: 16
日期： 2016-09-12 股票： 600808.SHA 出现止损状况
日期： 2016-09-12 股票： 000898.SZA 出现止损状况
2016-09-12 本身满足卖出条件卖出：  Equity(1428 [000157.SZA])
2016-09-12
持仓：, ['601006.SHA', '600811.SHA', '600997.SHA', '601288.SHA', '600350.SHA', '601666.SHA', '000528.SZA', '000825.SZA', '600026.SHA', '000505.SZA', '600028.SHA', '600015.SHA', '000157.SZA'] 持仓数目: 13
2016-09-13 本身满足卖出条件卖出：  Equity(1428 [000157.SZA])
2016-09-13 本身满足卖出条件卖出：  Equity(1428 [000157.SZA])
2016-09-13
持仓：, ['600811.SHA', '600997.SHA', '601288.SHA', '600350.SHA', '601666.SHA', '000528.SZA', '000825.SZA', '600026.SHA', '000505.SZA', '600028.SHA', '000157.SZA'] 持仓数目: 11
日期： 2016-09-14 股票： 600811.SHA 出现止损状况
2016-09-14 本身满足卖出条件卖出：  Equity(1428 [000157.SZA])
2016-09-14 本身满足卖出条件卖出：  Equity(1428 [000157.SZA])
2016-09-14
持仓：, ['600997.SHA', '600350.SHA', '601666.SHA', '000528.SZA', '600026.SHA', '000505.SZA', '600028.SHA', '000157.SZA'] 持仓数目: 8
2016-09-19 本身满足卖出条件卖出：  Equity(1428 [000157.SZA])
2016-09-19
持仓：, ['600997.SHA', '600350.SHA', '601666.SHA', '000528.SZA', '600026.SHA', '000505.SZA', '000157.SZA'] 持仓数目: 7
2016-09-20 本身满足卖出条件卖出：  Equity(1428 [000157.SZA])
2016-09-20
持仓：, ['600997.SHA', '600350.SHA', '000528.SZA', '600026.SHA', '000505.SZA', '000157.SZA'] 持仓数目: 6
2016-09-21
持仓：, ['600997.SHA', '600350.SHA', '000528.SZA', '600026.SHA', '000505.SZA', '000157.SZA'] 持仓数目: 6
2016-09-22 本身满足卖出条件卖出：  Equity(1428 [000157.SZA])
2016-09-22
持仓：, ['600997.SHA', '600350.SHA', '000528.SZA', '000505.SZA', '000157.SZA'] 持仓数目: 5
日期： 2016-09-23 股票： 600997.SHA 出现止盈状况
日期： 2016-09-23 股票： 000157.SZA 出现止盈状况
2016-09-23 持仓满足30天卖出:  Equity(1749 [600350.SHA])
2016-09-23
持仓：, ['000528.SZA', '000505.SZA'] 持仓数目: 2
2016-09-26
持仓：, ['000528.SZA', '000505.SZA'] 持仓数目: 2
2016-09-27
持仓：, ['000528.SZA', '000505.SZA'] 持仓数目: 2
2016-09-28
持仓：, ['000528.SZA', '000505.SZA'] 持仓数目: 2
2016-09-29 买入股票： 601666.SHA
2016-09-29
持仓：, ['601666.SHA', '000528.SZA', '000505.SZA'] 持仓数目: 3
2016-09-30
持仓：, ['601666.SHA', '000528.SZA', '000505.SZA'] 持仓数目: 3
2016-10-10 买入股票： 600028.SHA
2016-10-10 买入股票： 600508.SHA
2016-10-10 买入股票： 601717.SHA
2016-10-10
持仓：, ['601666.SHA', '600028.SHA', '000528.SZA', '600508.SHA', '000505.SZA', '601717.SHA'] 持仓数目: 6
2016-10-11
持仓：, ['601666.SHA', '600028.SHA', '000528.SZA', '600508.SHA', '000505.SZA', '601717.SHA'] 持仓数目: 6
2016-10-12
持仓：, ['601666.SHA', '600028.SHA', '000528.SZA', '600508.SHA', '000505.SZA', '601717.SHA'] 持仓数目: 6
2016-10-13 买入股票： 000900.SZA
2016-10-13 买入股票： 600657.SHA
2016-10-13
持仓：, ['000900.SZA', '601666.SHA', '600028.SHA', '000528.SZA', '600657.SHA', '600508.SHA', '000505.SZA', '601717.SHA'] 持仓数目: 8
2016-10-14
持仓：, ['000900.SZA', '601666.SHA', '600028.SHA', '000528.SZA', '600657.SHA', '600508.SHA', '000505.SZA', '601717.SHA'] 持仓数目: 8
日期： 2016-10-17 股票： 600657.SHA 出现止盈状况
2016-10-17 买入股票： 000968.SZA
2016-10-17 买入股票： 600123.SHA
2016-10-17 买入股票： 000488.SZA
2016-10-17 买入股票： 600971.SHA
2016-10-17
持仓：, ['000968.SZA', '000900.SZA', '601666.SHA', '600971.SHA', '600028.SHA', '000528.SZA', '600508.SHA', '000488.SZA', '000505.SZA', '600123.SHA', '601717.SHA'] 持仓数目: 11
日期： 2016-10-18 股票： 601666.SHA 出现止盈状况
2016-10-18 买入股票： 600026.SHA
2016-10-18 买入股票： 601333.SHA
2016-10-18
持仓：, ['000968.SZA', '000900.SZA', '600971.SHA', '601333.SHA', '600028.SHA', '000528.SZA', '600508.SHA', '000488.SZA', '600026.SHA', '000505.SZA', '600123.SHA', '601717.SHA'] 持仓数目: 12
2016-10-19
持仓：, ['000968.SZA', '000900.SZA', '600971.SHA', '601333.SHA', '600028.SHA', '000528.SZA', '600508.SHA', '000488.SZA', '600026.SHA', '000505.SZA', '600123.SHA', '601717.SHA'] 持仓数目: 12
2016-10-20
持仓：, ['000968.SZA', '000900.SZA', '600971.SHA', '601333.SHA', '600028.SHA', '000528.SZA', '600508.SHA', '000488.SZA', '600026.SHA', '000505.SZA', '600123.SHA', '601717.SHA'] 持仓数目: 12
2016-10-21 买入股票： 601117.SHA
2016-10-21 买入股票： 601006.SHA
2016-10-21 买入股票： 601186.SHA
2016-10-21
持仓：, ['601006.SHA', '000968.SZA', '000900.SZA', '600971.SHA', '601186.SHA', '601333.SHA', '600028.SHA', '000528.SZA', '600508.SHA', '000488.SZA', '600026.SHA', '000505.SZA', '600123.SHA', '601717.SHA', '601117.SHA'] 持仓数目: 15
2016-10-24 买入股票： 000825.SZA
2016-10-24 买入股票： 601088.SHA
2016-10-24
持仓：, ['601006.SHA', '000968.SZA', '000900.SZA', '600971.SHA', '601186.SHA', '601333.SHA', '600028.SHA', '601088.SHA', '000528.SZA', '000825.SZA', '600508.SHA', '000488.SZA', '600026.SHA', '000505.SZA', '600123.SHA', '601717.SHA', '601117.SHA'] 持仓数目: 17
日期： 2016-10-25 股票： 600971.SHA 出现止盈状况
2016-10-25
持仓：, ['601006.SHA', '000968.SZA', '000900.SZA', '601186.SHA', '601333.SHA', '600028.SHA', '601088.SHA', '000528.SZA', '000825.SZA', '600508.SHA', '000488.SZA', '600026.SHA', '000505.SZA', '600123.SHA', '601717.SHA', '601117.SHA'] 持仓数目: 16
2016-10-26
持仓：, ['601006.SHA', '000968.SZA', '000900.SZA', '601186.SHA', '601333.SHA', '600028.SHA', '601088.SHA', '000528.SZA', '000825.SZA', '600508.SHA', '000488.SZA', '600026.SHA', '000505.SZA', '600123.SHA', '601717.SHA', '601117.SHA'] 持仓数目: 16
2016-10-27
持仓：, ['601006.SHA', '000968.SZA', '000900.SZA', '601186.SHA', '601333.SHA', '600028.SHA', '601088.SHA', '000528.SZA', '000825.SZA', '600508.SHA', '000488.SZA', '600026.SHA', '000505.SZA', '600123.SHA', '601717.SHA', '601117.SHA'] 持仓数目: 16
日期： 2016-10-28 股票： 601186.SHA 出现止损状况
2016-10-28 买入股票： 000830.SZA
2016-10-28 买入股票： 000338.SZA
2016-10-28 持仓满足30天卖出:  Equity(861 [000505.SZA])
2016-10-28
持仓：, ['601006.SHA', '000968.SZA', '000900.SZA', '000338.SZA', '601333.SHA', '600028.SHA', '601088.SHA', '000528.SZA', '000825.SZA', '600508.SHA', '000488.SZA', '600026.SHA', '600123.SHA', '601717.SHA', '601117.SHA', '000830.SZA'] 持仓数目: 16
2016-10-31 持仓满足30天卖出:  Equity(2911 [000528.SZA])
2016-10-31
持仓：, ['601006.SHA', '000968.SZA', '000900.SZA', '000338.SZA', '601333.SHA', '600028.SHA', '601088.SHA', '000825.SZA', '600508.SHA', '000488.SZA', '600026.SHA', '600123.SHA', '601717.SHA', '601117.SHA', '000830.SZA'] 持仓数目: 15
2016-11-01
持仓：, ['601006.SHA', '000968.SZA', '000900.SZA', '000338.SZA', '601333.SHA', '600028.SHA', '601088.SHA', '000825.SZA', '600508.SHA', '000488.SZA', '600026.SHA', '600123.SHA', '601717.SHA', '601117.SHA', '000830.SZA'] 持仓数目: 15
日期： 2016-11-02 股票： 000825.SZA 出现止损状况
2016-11-02
持仓：, ['601006.SHA', '000968.SZA', '000900.SZA', '000338.SZA', '601333.SHA', '600028.SHA', '601088.SHA', '600508.SHA', '000488.SZA', '600026.SHA', '600123.SHA', '601717.SHA', '601117.SHA', '000830.SZA'] 持仓数目: 14
2016-11-03
持仓：, ['601006.SHA', '000968.SZA', '000900.SZA', '000338.SZA', '601333.SHA', '600028.SHA', '601088.SHA', '600508.SHA', '000488.SZA', '600026.SHA', '600123.SHA', '601717.SHA', '601117.SHA', '000830.SZA'] 持仓数目: 14
2016-11-04
持仓：, ['601006.SHA', '000968.SZA', '000900.SZA', '000338.SZA', '601333.SHA', '600028.SHA', '601088.SHA', '600508.SHA', '000488.SZA', '600026.SHA', '600123.SHA', '601717.SHA', '601117.SHA', '000830.SZA'] 持仓数目: 14
2016-11-07 买入股票： 600265.SHA
2016-11-07 买入股票： 600308.SHA
2016-11-07 买入股票： 000422.SZA
2016-11-07 买入股票： 600966.SHA
2016-11-07
持仓：, ['601006.SHA', '000968.SZA', '000900.SZA', '000338.SZA', '601333.SHA', '600028.SHA', '601088.SHA', '600966.SHA', '600508.SHA', '000422.SZA', '000488.SZA', '600026.SHA', '600265.SHA', '600308.SHA', '600123.SHA', '601717.SHA', '601117.SHA', '000830.SZA'] 持仓数目: 18
2016-11-08
持仓：, ['601006.SHA', '000968.SZA', '000900.SZA', '000338.SZA', '601333.SHA', '600028.SHA', '601088.SHA', '600966.SHA', '600508.SHA', '000422.SZA', '000488.SZA', '600026.SHA', '600265.SHA', '600308.SHA', '600123.SHA', '601717.SHA', '601117.SHA', '000830.SZA'] 持仓数目: 18
2016-11-09 买入股票： 000725.SZA
2016-11-09
持仓：, ['601006.SHA', '000968.SZA', '000900.SZA', '000338.SZA', '601333.SHA', '600028.SHA', '601088.SHA', '600966.SHA', '600508.SHA', '000422.SZA', '000488.SZA', '600026.SHA', '600265.SHA', '600308.SHA', '600123.SHA', '000725.SZA', '601717.SHA', '601117.SHA', '000830.SZA'] 持仓数目: 19
日期： 2016-11-10 股票： 000338.SZA 出现止盈状况
2016-11-10 买入股票： 600362.SHA
2016-11-10 本身满足卖出条件卖出：  Equity(2815 [000830.SZA])
2016-11-10
持仓：, ['600362.SHA', '601006.SHA', '000968.SZA', '601333.SHA', '600028.SHA', '601088.SHA', '600966.SHA', '600508.SHA', '000422.SZA', '000488.SZA', '600026.SHA', '600265.SHA', '600308.SHA', '600123.SHA', '000725.SZA', '601717.SHA', '601117.SHA', '000830.SZA'] 持仓数目: 18
2016-11-11 买入股票： 000528.SZA
2016-11-11 买入股票： 600585.SHA
2016-11-11
持仓：, ['600362.SHA', '601006.SHA', '000968.SZA', '601333.SHA', '600028.SHA', '601088.SHA', '000528.SZA', '600966.SHA', '600508.SHA', '000422.SZA', '000488.SZA', '600026.SHA', '600585.SHA', '600265.SHA', '600308.SHA', '600123.SHA', '000725.SZA', '601717.SHA', '601117.SHA', '000830.SZA'] 持仓数目: 20
日期： 2016-11-14 股票： 600362.SHA 出现止盈状况
日期： 2016-11-14 股票： 600123.SHA 出现止盈状况
日期： 2016-11-14 股票： 600508.SHA 出现止盈状况
2016-11-14 买入股票： 600581.SHA
2016-11-14 买入股票： 600717.SHA
2016-11-14 买入股票： 601666.SHA
2016-11-14 买入股票： 600089.SHA
2016-11-14
持仓：, ['600089.SHA', '601006.SHA', '000968.SZA', '601666.SHA', '601333.SHA', '600028.SHA', '601088.SHA', '000528.SZA', '600966.SHA', '600717.SHA', '000422.SZA', '000488.SZA', '600026.SHA', '600585.SHA', '600265.SHA', '600581.SHA', '600308.SHA', '000725.SZA', '601717.SHA', '601117.SHA', '000830.SZA'] 持仓数目: 21
2016-11-15
持仓：, ['600089.SHA', '601006.SHA', '000968.SZA', '601666.SHA', '601333.SHA', '600028.SHA', '601088.SHA', '000528.SZA', '600966.SHA', '600717.SHA', '000422.SZA', '000488.SZA', '600026.SHA', '600585.SHA', '600265.SHA', '600581.SHA', '600308.SHA', '000725.SZA', '601717.SHA', '601117.SHA', '000830.SZA'] 持仓数目: 21
日期： 2016-11-16 股票： 601717.SHA 出现止盈状况
日期： 2016-11-16 股票： 000968.SZA 出现止盈状况
2016-11-16 买入股票： 000504.SZA
2016-11-16 买入股票： 600603.SHA
2016-11-16 买入股票： 600023.SHA
2016-11-16
持仓：, ['600089.SHA', '601006.SHA', '601666.SHA', '600603.SHA', '601333.SHA', '600028.SHA', '601088.SHA', '000528.SZA', '600966.SHA', '600023.SHA', '600717.SHA', '000422.SZA', '000488.SZA', '600026.SHA', '600585.SHA', '600265.SHA', '600581.SHA', '600308.SHA', '000725.SZA', '601717.SHA', '601117.SHA', '000504.SZA', '000830.SZA'] 持仓数目: 23
日期： 2016-11-17 股票： 600026.SHA 出现止盈状况
2016-11-17 买入股票： 600339.SHA
2016-11-17 买入股票： 600811.SHA
2016-11-17 买入股票： 600033.SHA
2016-11-17
持仓：, ['600089.SHA', '601006.SHA', '600811.SHA', '601666.SHA', '600603.SHA', '600339.SHA', '601333.SHA', '600028.SHA', '601088.SHA', '000528.SZA', '600966.SHA', '600033.SHA', '600023.SHA', '600717.SHA', '000422.SZA', '000488.SZA', '600585.SHA', '600265.SHA', '600581.SHA', '600308.SHA', '000725.SZA', '601717.SHA', '601117.SHA', '000504.SZA', '000830.SZA'] 持仓数目: 25
日期： 2016-11-18 股票： 601666.SHA 出现止损状况
2016-11-18
持仓：, ['600089.SHA', '601006.SHA', '600811.SHA', '600603.SHA', '600339.SHA', '601333.SHA', '600028.SHA', '601088.SHA', '000528.SZA', '600966.SHA', '600033.SHA', '600023.SHA', '600717.SHA', '000422.SZA', '000488.SZA', '600585.SHA', '600265.SHA', '600581.SHA', '600308.SHA', '000725.SZA', '601717.SHA', '601117.SHA', '000504.SZA', '000830.SZA'] 持仓数目: 24
日期： 2016-11-21 股票： 600308.SHA 出现止盈状况
2016-11-21 买入股票： 600015.SHA
2016-11-21 买入股票： 600068.SHA
2016-11-21
持仓：, ['600089.SHA', '601006.SHA', '600811.SHA', '600015.SHA', '600068.SHA', '600603.SHA', '600339.SHA', '601333.SHA', '600028.SHA', '601088.SHA', '000528.SZA', '600966.SHA', '600033.SHA', '600023.SHA', '600717.SHA', '000422.SZA', '000488.SZA', '600585.SHA', '600265.SHA', '600581.SHA', '000725.SZA', '601717.SHA', '601117.SHA', '000504.SZA', '000830.SZA'] 持仓数目: 25
2016-11-22 买入股票： 601998.SHA
2016-11-22 买入股票： 601857.SHA
2016-11-22 买入股票： 600022.SHA
2016-11-22 持仓满足30天卖出:  Equity(2073 [600028.SHA])
2016-11-22
持仓：, ['600089.SHA', '601857.SHA', '601006.SHA', '600811.SHA', '600022.SHA', '600015.SHA', '600068.SHA', '600603.SHA', '600339.SHA', '601333.SHA', '601088.SHA', '000528.SZA', '600966.SHA', '600033.SHA', '600023.SHA', '600717.SHA', '000422.SZA', '000488.SZA', '600585.SHA', '600265.SHA', '600581.SHA', '601998.SHA', '000725.SZA', '601717.SHA', '601117.SHA', '000504.SZA', '000830.SZA'] 持仓数目: 27
2016-11-23 买入股票： 000968.SZA
2016-11-23 买入股票： 601939.SHA
2016-11-23 买入股票： 601169.SHA
2016-11-23
持仓：, ['600089.SHA', '601857.SHA', '601006.SHA', '600811.SHA', '600022.SHA', '600015.SHA', '601939.SHA', '600068.SHA', '600603.SHA', '600339.SHA', '601333.SHA', '601088.SHA', '000528.SZA', '600966.SHA', '600033.SHA', '600023.SHA', '600717.SHA', '000422.SZA', '000488.SZA', '600585.SHA', '600265.SHA', '600581.SHA', '601998.SHA', '601169.SHA', '000725.SZA', '601717.SHA', '601117.SHA', '000504.SZA', '000830.SZA'] 持仓数目: 29
日期： 2016-11-24 股票： 600265.SHA 出现止盈状况
日期： 2016-11-24 股票： 601717.SHA 出现止盈状况
2016-11-24 买入股票： 600881.SHA
2016-11-24 持仓满足30天卖出:  Equity(1567 [601717.SHA])
2016-11-24
持仓：, ['600089.SHA', '601857.SHA', '601006.SHA', '600811.SHA', '600022.SHA', '600881.SHA', '600015.SHA', '601939.SHA', '600068.SHA', '600603.SHA', '600339.SHA', '601333.SHA', '601088.SHA', '000528.SZA', '600966.SHA', '600033.SHA', '600023.SHA', '600717.SHA', '000422.SZA', '000488.SZA', '600585.SHA', '600581.SHA', '601998.SHA', '601169.SHA', '000725.SZA', '601717.SHA', '601117.SHA', '000504.SZA', '000830.SZA'] 持仓数目: 29
2016-11-25 买入股票： 601288.SHA
2016-11-25
持仓：, ['600089.SHA', '601857.SHA', '601006.SHA', '600811.SHA', '600022.SHA', '600881.SHA', '600015.SHA', '601939.SHA', '600068.SHA', '600603.SHA', '601288.SHA', '600339.SHA', '601333.SHA', '601088.SHA', '000528.SZA', '600966.SHA', '600033.SHA', '600023.SHA', '600717.SHA', '000422.SZA', '000488.SZA', '600585.SHA', '600581.SHA', '601998.SHA', '601169.SHA', '000725.SZA', '601717.SHA', '601117.SHA', '000504.SZA', '000830.SZA'] 持仓数目: 30
日期： 2016-11-28 股票： 000488.SZA 出现止盈状况
日期： 2016-11-28 股票： 600068.SHA 出现止盈状况
2016-11-28
持仓：, ['600089.SHA', '601857.SHA', '601006.SHA', '600811.SHA', '600022.SHA', '600881.SHA', '600015.SHA', '601939.SHA', '600603.SHA', '601288.SHA', '600339.SHA', '601333.SHA', '601088.SHA', '000528.SZA', '600966.SHA', '600033.SHA', '600023.SHA', '600717.SHA', '000422.SZA', '600585.SHA', '600581.SHA', '601998.SHA', '601169.SHA', '000725.SZA', '601717.SHA', '601117.SHA', '000504.SZA', '000830.SZA'] 持仓数目: 28
日期： 2016-11-29 股票： 601117.SHA 出现止盈状况
2016-11-29 买入股票： 600028.SHA
2016-11-29 买入股票： 600875.SHA
2016-11-29
持仓：, ['600089.SHA', '601857.SHA', '601006.SHA', '600811.SHA', '600022.SHA', '600881.SHA', '600015.SHA', '601939.SHA', '600603.SHA', '601288.SHA', '600339.SHA', '601333.SHA', '600028.SHA', '601088.SHA', '000528.SZA', '600966.SHA', '600033.SHA', '600023.SHA', '600717.SHA', '000422.SZA', '600585.SHA', '600875.SHA', '600581.SHA', '601998.SHA', '601169.SHA', '000725.SZA', '601717.SHA', '000504.SZA', '000830.SZA'] 持仓数目: 29
日期： 2016-11-30 股票： 600603.SHA 出现止损状况
日期： 2016-11-30 股票： 000504.SZA 出现止损状况
2016-11-30 持仓满足30天卖出:  Equity(3160 [601333.SHA])
2016-11-30
持仓：, ['600089.SHA', '601857.SHA', '601006.SHA', '600811.SHA', '600022.SHA', '600881.SHA', '600015.SHA', '601939.SHA', '600603.SHA', '601288.SHA', '600339.SHA', '600028.SHA', '601088.SHA', '000528.SZA', '600966.SHA', '600033.SHA', '600023.SHA', '600717.SHA', '000422.SZA', '600585.SHA', '600875.SHA', '600581.SHA', '601998.SHA', '601169.SHA', '000725.SZA', '601717.SHA', '000830.SZA'] 持仓数目: 27
2016-12-01 买入股票： 000572.SZA
2016-12-01 买入股票： 000027.SZA
2016-12-01
持仓：, ['600089.SHA', '601857.SHA', '601006.SHA', '600811.SHA', '600022.SHA', '600881.SHA', '000027.SZA', '600015.SHA', '601939.SHA', '600603.SHA', '601288.SHA', '600339.SHA', '600028.SHA', '601088.SHA', '000528.SZA', '600966.SHA', '600033.SHA', '600023.SHA', '000572.SZA', '600717.SHA', '000422.SZA', '600585.SHA', '600875.SHA', '600581.SHA', '601998.SHA', '601169.SHA', '000725.SZA', '601717.SHA', '000830.SZA'] 持仓数目: 29
2016-12-02 买入股票： 000539.SZA
2016-12-02
持仓：, ['600089.SHA', '601857.SHA', '601006.SHA', '600811.SHA', '600022.SHA', '600881.SHA', '000027.SZA', '600015.SHA', '601939.SHA', '600603.SHA', '000539.SZA', '601288.SHA', '600339.SHA', '600028.SHA', '601088.SHA', '000528.SZA', '600966.SHA', '600033.SHA', '600023.SHA', '000572.SZA', '600717.SHA', '000422.SZA', '600585.SHA', '600875.SHA', '600581.SHA', '601998.SHA', '601169.SHA', '000725.SZA', '601717.SHA', '000830.SZA'] 持仓数目: 30
日期： 2016-12-05 股票： 600881.SHA 出现止损状况
2016-12-05 持仓满足30天卖出:  Equity(194 [601006.SHA])
2016-12-05 本身满足卖出条件卖出：  Equity(2815 [000830.SZA])
2016-12-05
持仓：, ['600089.SHA', '601857.SHA', '600811.SHA', '600022.SHA', '000027.SZA', '600015.SHA', '601939.SHA', '600603.SHA', '000539.SZA', '601288.SHA', '600339.SHA', '600028.SHA', '000528.SZA', '600966.SHA', '600033.SHA', '600023.SHA', '000572.SZA', '600717.SHA', '000422.SZA', '600585.SHA', '600875.SHA', '600581.SHA', '601998.SHA', '601169.SHA', '000725.SZA', '601717.SHA', '000830.SZA'] 持仓数目: 27
2016-12-06 本身满足卖出条件卖出：  Equity(2815 [000830.SZA])
2016-12-06 本身满足卖出条件卖出：  Equity(2815 [000830.SZA])
2016-12-06
持仓：, ['600089.SHA', '601857.SHA', '600811.SHA', '600022.SHA', '000027.SZA', '600015.SHA', '601939.SHA', '600603.SHA', '000539.SZA', '601288.SHA', '600339.SHA', '600028.SHA', '000528.SZA', '600033.SHA', '600023.SHA', '000572.SZA', '600717.SHA', '000422.SZA', '600585.SHA', '600875.SHA', '600581.SHA', '601998.SHA', '601169.SHA', '000725.SZA', '601717.SHA'] 持仓数目: 25
2016-12-07 买入股票： 601107.SHA
2016-12-07
持仓：, ['600089.SHA', '601857.SHA', '600811.SHA', '600022.SHA', '000027.SZA', '600015.SHA', '601939.SHA', '600603.SHA', '000539.SZA', '601288.SHA', '600339.SHA', '600028.SHA', '000528.SZA', '600033.SHA', '600023.SHA', '000572.SZA', '600717.SHA', '000422.SZA', '600585.SHA', '600875.SHA', '600581.SHA', '601998.SHA', '601169.SHA', '000725.SZA', '601107.SHA', '601717.SHA'] 持仓数目: 26
2016-12-08
持仓：, ['600089.SHA', '601857.SHA', '600811.SHA', '600022.SHA', '000027.SZA', '600015.SHA', '601939.SHA', '600603.SHA', '000539.SZA', '601288.SHA', '600339.SHA', '600028.SHA', '000528.SZA', '600033.SHA', '600023.SHA', '000572.SZA', '600717.SHA', '000422.SZA', '600585.SHA', '600875.SHA', '600581.SHA', '601998.SHA', '601169.SHA', '000725.SZA', '601107.SHA', '601717.SHA'] 持仓数目: 26
2016-12-09 买入股票： 601166.SHA
2016-12-09 买入股票： 600036.SHA
2016-12-09
持仓：, ['600089.SHA', '601857.SHA', '600811.SHA', '600022.SHA', '000027.SZA', '600015.SHA', '601939.SHA', '600036.SHA', '600603.SHA', '000539.SZA', '601288.SHA', '600339.SHA', '600028.SHA', '601166.SHA', '000528.SZA', '600033.SHA', '600023.SHA', '000572.SZA', '600717.SHA', '000422.SZA', '600585.SHA', '600875.SHA', '600581.SHA', '601998.SHA', '601169.SHA', '000725.SZA', '601107.SHA', '601717.SHA'] 持仓数目: 28
日期： 2016-12-12 股票： 000528.SZA 出现止损状况
日期： 2016-12-12 股票： 600339.SHA 出现止损状况
日期： 2016-12-12 股票： 000027.SZA 出现止损状况
日期： 2016-12-12 股票： 601107.SHA 出现止损状况
日期： 2016-12-12 股票： 000572.SZA 出现止损状况
2016-12-12 买入股票： 600782.SHA
2016-12-12
持仓：, ['600089.SHA', '601857.SHA', '600811.SHA', '600022.SHA', '600015.SHA', '601939.SHA', '600036.SHA', '600603.SHA', '000539.SZA', '601288.SHA', '600782.SHA', '600028.SHA', '601166.SHA', '600033.SHA', '600023.SHA', '600717.SHA', '000422.SZA', '600585.SHA', '600875.SHA', '600581.SHA', '601998.SHA', '601169.SHA', '000725.SZA', '601717.SHA'] 持仓数目: 24
日期： 2016-12-13 股票： 600782.SHA 出现止盈状况
日期： 2016-12-13 股票： 000539.SZA 出现止损状况
2016-12-13
持仓：, ['600089.SHA', '601857.SHA', '600811.SHA', '600022.SHA', '600015.SHA', '601939.SHA', '600036.SHA', '600603.SHA', '601288.SHA', '600028.SHA', '601166.SHA', '600033.SHA', '600023.SHA', '600717.SHA', '000422.SZA', '600585.SHA', '600875.SHA', '600581.SHA', '601998.SHA', '601169.SHA', '000725.SZA', '601717.SHA'] 持仓数目: 22
2016-12-14 买入股票： 600016.SHA
2016-12-14
持仓：, ['601169.SHA', '600022.SHA', '601288.SHA', '600028.SHA', '601166.SHA', '601717.SHA', '600023.SHA', '600717.SHA', '601998.SHA', '600585.SHA', '600015.SHA', '600089.SHA', '601857.SHA', '600811.SHA', '600016.SHA', '601939.SHA', '600036.SHA', '600033.SHA', '000422.SZA', '600603.SHA', '600875.SHA', '600581.SHA', '000725.SZA'] 持仓数目: 23
日期： 2016-12-15 股票： 600585.SHA 出现止损状况
2016-12-15 本身满足卖出条件卖出：  Equity(247 [000725.SZA])
2016-12-15 本身满足卖出条件卖出：  Equity(247 [000725.SZA])
2016-12-15 本身满足卖出条件卖出：  Equity(247 [000725.SZA])
2016-12-15 本身满足卖出条件卖出：  Equity(247 [000725.SZA])
2016-12-15 本身满足卖出条件卖出：  Equity(247 [000725.SZA])
2016-12-15
持仓：, ['601169.SHA', '600022.SHA', '601288.SHA', '600028.SHA', '601166.SHA', '601717.SHA', '600717.SHA', '601998.SHA', '600585.SHA', '600015.SHA', '601857.SHA', '600016.SHA', '601939.SHA', '600036.SHA', '000422.SZA', '600603.SHA', '600875.SHA', '600581.SHA', '000725.SZA'] 持仓数目: 19
日期： 2016-12-16 股票： 600036.SHA 出现止损状况
2016-12-16 买入股票： 600877.SHA
2016-12-16 本身满足卖出条件卖出：  Equity(247 [000725.SZA])
2016-12-16
持仓：, ['601169.SHA', '600022.SHA', '601288.SHA', '600028.SHA', '601166.SHA', '601717.SHA', '600877.SHA', '600717.SHA', '601998.SHA', '600015.SHA', '601857.SHA', '600016.SHA', '601939.SHA', '000422.SZA', '600603.SHA', '600875.SHA', '600581.SHA', '000725.SZA'] 持仓数目: 18
日期： 2016-12-19 股票： 600016.SHA 出现止损状况
2016-12-19 买入股票： 000830.SZA
2016-12-19 本身满足卖出条件卖出：  Equity(247 [000725.SZA])
2016-12-19
持仓：, ['601169.SHA', '601288.SHA', '600028.SHA', '601166.SHA', '601717.SHA', '600877.SHA', '600717.SHA', '601998.SHA', '600015.SHA', '601857.SHA', '601939.SHA', '000422.SZA', '600603.SHA', '600875.SHA', '600581.SHA', '000725.SZA', '000830.SZA'] 持仓数目: 17
日期： 2016-12-20 股票： 601166.SHA 出现止损状况
2016-12-20 持仓满足30天卖出:  Equity(2535 [000422.SZA])
2016-12-20 本身满足卖出条件卖出：  Equity(2815 [000830.SZA])
2016-12-20 本身满足卖出条件卖出：  Equity(2815 [000830.SZA])
2016-12-20
持仓：, ['601169.SHA', '600028.SHA', '601717.SHA', '600877.SHA', '600717.SHA', '601998.SHA', '601857.SHA', '601939.SHA', '600603.SHA', '600875.SHA', '600581.SHA', '000725.SZA', '000830.SZA'] 持仓数目: 13
2016-12-21 本身满足卖出条件卖出：  Equity(2815 [000830.SZA])
2016-12-21
持仓：, ['601169.SHA', '600028.SHA', '601717.SHA', '600877.SHA', '600717.SHA', '601998.SHA', '601857.SHA', '600603.SHA', '600875.SHA', '600581.SHA', '000725.SZA', '000830.SZA'] 持仓数目: 12
日期： 2016-12-22 股票： 600581.SHA 出现止盈状况
2016-12-22 买入股票： 000572.SZA
2016-12-22 持仓满足30天卖出:  Equity(247 [000725.SZA])
2016-12-22 本身满足卖出条件卖出：  Equity(2815 [000830.SZA])
2016-12-22 本身满足卖出条件卖出：  Equity(2815 [000830.SZA])
2016-12-22
持仓：, ['600028.SHA', '601717.SHA', '000572.SZA', '600877.SHA', '600717.SHA', '601857.SHA', '600603.SHA', '600875.SHA', '000830.SZA'] 持仓数目: 9
日期： 2016-12-23 股票： 000572.SZA 出现止损状况
日期： 2016-12-23 股票： 600877.SHA 出现止损状况
2016-12-23
持仓：, ['600028.SHA', '601717.SHA', '600717.SHA', '601857.SHA', '600603.SHA', '600875.SHA', '000830.SZA'] 持仓数目: 7
日期： 2016-12-26 股票： 600717.SHA 出现止损状况
2016-12-26
持仓：, ['600028.SHA', '601717.SHA', '601857.SHA', '600603.SHA', '600875.SHA', '000830.SZA'] 持仓数目: 6
2016-12-27
持仓：, ['600028.SHA', '601717.SHA', '601857.SHA', '600603.SHA', '600875.SHA', '000830.SZA'] 持仓数目: 6
2016-12-28
持仓：, ['600028.SHA', '601717.SHA', '601857.SHA', '600603.SHA', '600875.SHA', '000830.SZA'] 持仓数目: 6
2016-12-29 持仓满足30天卖出:  Equity(2413 [600603.SHA])
2016-12-29
持仓：, ['600028.SHA', '601717.SHA', '601857.SHA', '600875.SHA', '000830.SZA'] 持仓数目: 5
2016-12-30
持仓：, ['600028.SHA', '601717.SHA', '601857.SHA', '600875.SHA', '000830.SZA'] 持仓数目: 5
2017-01-03
持仓：, ['600028.SHA', '601717.SHA', '601857.SHA', '600875.SHA', '000830.SZA'] 持仓数目: 5
2017-01-04
持仓：, ['600028.SHA', '601717.SHA', '601857.SHA', '600875.SHA', '000830.SZA'] 持仓数目: 5
日期： 2017-01-05 股票： 600028.SHA 出现止盈状况
2017-01-05 持仓满足30天卖出:  Equity(321 [601857.SHA])
2017-01-05
持仓：, ['601717.SHA', '600875.SHA', '000830.SZA'] 持仓数目: 3
2017-01-06 买入股票： 600877.SHA
2017-01-06 买入股票： 601857.SHA
2017-01-06
持仓：, ['601717.SHA', '600877.SHA', '601857.SHA', '600875.SHA', '000830.SZA'] 持仓数目: 5
日期： 2017-01-09 股票： 601717.SHA 出现止盈状况
2017-01-09
持仓：, ['600877.SHA', '601857.SHA', '600875.SHA', '000830.SZA'] 持仓数目: 4
2017-01-10 买入股票： 600308.SHA
2017-01-10 买入股票： 000877.SZA
2017-01-10
持仓：, ['600877.SHA', '601857.SHA', '000877.SZA', '600875.SHA', '600308.SHA', '000830.SZA'] 持仓数目: 6
2017-01-11
持仓：, ['600877.SHA', '601857.SHA', '000877.SZA', '600875.SHA', '600308.SHA', '000830.SZA'] 持仓数目: 6
日期： 2017-01-12 股票： 600877.SHA 出现止损状况
2017-01-12
持仓：, ['601857.SHA', '000877.SZA', '600875.SHA', '600308.SHA', '000830.SZA'] 持仓数目: 5
2017-01-13
持仓：, ['601857.SHA', '000877.SZA', '600875.SHA', '600308.SHA', '000830.SZA'] 持仓数目: 5
日期： 2017-01-16 股票： 000877.SZA 出现止损状况
日期： 2017-01-16 股票： 600308.SHA 出现止损状况
2017-01-16
持仓：, ['601857.SHA', '600875.SHA', '000830.SZA'] 持仓数目: 3
2017-01-17
持仓：, ['601857.SHA', '600875.SHA', '000830.SZA'] 持仓数目: 3
2017-01-18
持仓：, ['601857.SHA', '600875.SHA', '000830.SZA'] 持仓数目: 3
2017-01-19 本身满足卖出条件卖出：  Equity(2815 [000830.SZA])
2017-01-19
持仓：, ['601857.SHA', '600875.SHA'] 持仓数目: 2
2017-01-20
持仓：, ['601857.SHA', '600875.SHA'] 持仓数目: 2
2017-01-23
持仓：, ['601857.SHA', '600875.SHA'] 持仓数目: 2
2017-01-24 买入股票： 000709.SZA
2017-01-24 买入股票： 000898.SZA
2017-01-24 买入股票： 000877.SZA
2017-01-24 买入股票： 000488.SZA
2017-01-24
持仓：, ['000709.SZA', '601857.SHA', '000877.SZA', '000488.SZA', '600875.SHA', '000898.SZA'] 持仓数目: 6
2017-01-25
持仓：, ['000709.SZA', '601857.SHA', '000877.SZA', '000488.SZA', '600875.SHA', '000898.SZA'] 持仓数目: 6
2017-01-26
持仓：, ['000709.SZA', '601857.SHA', '000877.SZA', '000488.SZA', '600875.SHA', '000898.SZA'] 持仓数目: 6
2017-02-03
持仓：, ['000709.SZA', '601857.SHA', '000877.SZA', '000488.SZA', '600875.SHA', '000898.SZA'] 持仓数目: 6
2017-02-06
持仓：, ['000709.SZA', '601857.SHA', '000877.SZA', '000488.SZA', '600875.SHA', '000898.SZA'] 持仓数目: 6
日期： 2017-02-07 股票： 000877.SZA 出现止盈状况
2017-02-07
持仓：, ['000709.SZA', '601857.SHA', '000488.SZA', '600875.SHA', '000898.SZA'] 持仓数目: 5
2017-02-08
持仓：, ['000709.SZA', '601857.SHA', '000488.SZA', '600875.SHA', '000898.SZA'] 持仓数目: 5
2017-02-09 买入股票： 600269.SHA
2017-02-09 买入股票： 600308.SHA
2017-02-09
持仓：, ['000709.SZA', '601857.SHA', '600269.SHA', '000488.SZA', '600875.SHA', '600308.SHA', '000898.SZA'] 持仓数目: 7
2017-02-10 买入股票： 600068.SHA
2017-02-10 买入股票： 600808.SHA
2017-02-10
持仓：, ['600068.SHA', '000709.SZA', '601857.SHA', '600269.SHA', '000488.SZA', '600875.SHA', '600808.SHA', '600308.SHA', '000898.SZA'] 持仓数目: 9
2017-02-13 买入股票： 600020.SHA
2017-02-13
持仓：, ['600068.SHA', '000709.SZA', '601857.SHA', '600269.SHA', '000488.SZA', '600020.SHA', '600875.SHA', '600808.SHA', '600308.SHA', '000898.SZA'] 持仓数目: 10
日期： 2017-02-14 股票： 000709.SZA 出现止盈状况
2017-02-14
持仓：, ['600068.SHA', '601857.SHA', '600269.SHA', '000488.SZA', '600020.SHA', '600875.SHA', '600808.SHA', '600308.SHA', '000898.SZA'] 持仓数目: 9
2017-02-15 买入股票： 601939.SHA
2017-02-15 买入股票： 600023.SHA
2017-02-15
持仓：, ['600068.SHA', '600023.SHA', '601857.SHA', '600269.SHA', '601939.SHA', '000488.SZA', '600020.SHA', '600875.SHA', '600808.SHA', '600308.SHA', '000898.SZA'] 持仓数目: 11
2017-02-16
持仓：, ['600068.SHA', '600023.SHA', '601857.SHA', '600269.SHA', '601939.SHA', '000488.SZA', '600020.SHA', '600875.SHA', '600808.SHA', '600308.SHA', '000898.SZA'] 持仓数目: 11
2017-02-17 本身满足卖出条件卖出：  Equity(254 [000898.SZA])
2017-02-17
持仓：, ['600068.SHA', '600023.SHA', '600269.SHA', '601939.SHA', '000488.SZA', '600020.SHA', '600875.SHA', '600808.SHA', '600308.SHA', '000898.SZA'] 持仓数目: 10
2017-02-20 买入股票： 601328.SHA
2017-02-20 买入股票： 601288.SHA
2017-02-20 买入股票： 000528.SZA
2017-02-20 买入股票： 601992.SHA
2017-02-20 买入股票： 000900.SZA
2017-02-20 买入股票： 601117.SHA
2017-02-20
持仓：, ['000900.SZA', '600068.SHA', '601288.SHA', '600023.SHA', '601328.SHA', '601117.SHA', '600269.SHA', '601992.SHA', '601939.SHA', '000528.SZA', '000488.SZA', '600020.SHA', '600875.SHA', '600808.SHA', '600308.SHA', '000898.SZA'] 持仓数目: 16
2017-02-21 买入股票： 000572.SZA
2017-02-21
持仓：, ['000900.SZA', '600068.SHA', '601288.SHA', '600023.SHA', '000572.SZA', '601328.SHA', '601117.SHA', '600269.SHA', '601992.SHA', '601939.SHA', '000528.SZA', '000488.SZA', '600020.SHA', '600875.SHA', '600808.SHA', '600308.SHA', '000898.SZA'] 持仓数目: 17
2017-02-22 买入股票： 600033.SHA
2017-02-22 买入股票： 000850.SZA
2017-02-22
持仓：, ['000900.SZA', '600068.SHA', '601288.SHA', '000850.SZA', '600023.SHA', '000572.SZA', '601328.SHA', '600033.SHA', '601117.SHA', '600269.SHA', '601992.SHA', '601939.SHA', '000528.SZA', '000488.SZA', '600020.SHA', '600875.SHA', '600808.SHA', '600308.SHA', '000898.SZA'] 持仓数目: 19
2017-02-23
持仓：, ['000900.SZA', '600068.SHA', '601288.SHA', '000850.SZA', '600023.SHA', '000572.SZA', '601328.SHA', '600033.SHA', '601117.SHA', '600269.SHA', '601992.SHA', '601939.SHA', '000528.SZA', '000488.SZA', '600020.SHA', '600875.SHA', '600808.SHA', '600308.SHA', '000898.SZA'] 持仓数目: 19
2017-02-24
持仓：, ['000900.SZA', '600068.SHA', '601288.SHA', '000850.SZA', '600023.SHA', '000572.SZA', '601328.SHA', '600033.SHA', '601117.SHA', '600269.SHA', '601992.SHA', '601939.SHA', '000528.SZA', '000488.SZA', '600020.SHA', '600875.SHA', '600808.SHA', '600308.SHA', '000898.SZA'] 持仓数目: 19
日期： 2017-02-27 股票： 600033.SHA 出现止损状况
日期： 2017-02-27 股票： 000572.SZA 出现止损状况
2017-02-27 买入股票： 000830.SZA
2017-02-27
持仓：, ['000900.SZA', '600068.SHA', '601288.SHA', '000850.SZA', '600023.SHA', '601328.SHA', '601117.SHA', '600269.SHA', '601992.SHA', '601939.SHA', '000528.SZA', '000488.SZA', '600020.SHA', '600875.SHA', '600808.SHA', '600308.SHA', '000898.SZA', '000830.SZA'] 持仓数目: 18
2017-02-28 买入股票： 601588.SHA
2017-02-28
持仓：, ['000900.SZA', '600068.SHA', '601288.SHA', '000850.SZA', '600023.SHA', '601328.SHA', '601588.SHA', '601117.SHA', '600269.SHA', '601992.SHA', '601939.SHA', '000528.SZA', '000488.SZA', '600020.SHA', '600875.SHA', '600808.SHA', '600308.SHA', '000898.SZA', '000830.SZA'] 持仓数目: 19
2017-03-01
持仓：, ['000900.SZA', '600068.SHA', '601288.SHA', '000850.SZA', '600023.SHA', '601328.SHA', '601588.SHA', '601117.SHA', '600269.SHA', '601992.SHA', '601939.SHA', '000528.SZA', '000488.SZA', '600020.SHA', '600875.SHA', '600808.SHA', '600308.SHA', '000898.SZA', '000830.SZA'] 持仓数目: 19
日期： 2017-03-02 股票： 000850.SZA 出现止损状况
2017-03-02
持仓：, ['000900.SZA', '600068.SHA', '601288.SHA', '600023.SHA', '601328.SHA', '601588.SHA', '601117.SHA', '600269.SHA', '601992.SHA', '601939.SHA', '000528.SZA', '000488.SZA', '600020.SHA', '600875.SHA', '600808.SHA', '600308.SHA', '000898.SZA', '000830.SZA'] 持仓数目: 18
日期： 2017-03-03 股票： 601992.SHA 出现止损状况
2017-03-03
持仓：, ['000900.SZA', '600068.SHA', '601288.SHA', '600023.SHA', '601328.SHA', '601588.SHA', '601117.SHA', '600269.SHA', '601939.SHA', '000528.SZA', '000488.SZA', '600020.SHA', '600875.SHA', '600808.SHA', '600308.SHA', '000898.SZA', '000830.SZA'] 持仓数目: 17
2017-03-06 买入股票： 600581.SHA
2017-03-06 买入股票： 600123.SHA
2017-03-06
持仓：, ['000900.SZA', '600068.SHA', '601288.SHA', '600023.SHA', '601328.SHA', '601588.SHA', '601117.SHA', '600269.SHA', '601939.SHA', '000528.SZA', '000488.SZA', '600020.SHA', '600875.SHA', '600581.SHA', '600808.SHA', '600308.SHA', '600123.SHA', '000898.SZA', '000830.SZA'] 持仓数目: 19
日期： 2017-03-07 股票： 000830.SZA 出现止损状况
2017-03-07 本身满足卖出条件卖出：  Equity(2815 [000830.SZA])
2017-03-07 本身满足卖出条件卖出：  Equity(2815 [000830.SZA])
2017-03-07
持仓：, ['000900.SZA', '600068.SHA', '601288.SHA', '601328.SHA', '601588.SHA', '601117.SHA', '600269.SHA', '601939.SHA', '000528.SZA', '000488.SZA', '600020.SHA', '600875.SHA', '600581.SHA', '600808.SHA', '600308.SHA', '600123.SHA'] 持仓数目: 16
2017-03-08
持仓：, ['000900.SZA', '600068.SHA', '601288.SHA', '601328.SHA', '601588.SHA', '601117.SHA', '600269.SHA', '601939.SHA', '000528.SZA', '000488.SZA', '600020.SHA', '600875.SHA', '600581.SHA', '600808.SHA', '600308.SHA', '600123.SHA'] 持仓数目: 16
2017-03-09 本身满足卖出条件卖出：  Equity(1654 [600123.SHA])
2017-03-09
持仓：, ['000900.SZA', '600068.SHA', '601288.SHA', '601328.SHA', '601588.SHA', '601117.SHA', '600269.SHA', '601939.SHA', '000528.SZA', '600020.SHA', '600875.SHA', '600581.SHA', '600808.SHA', '600308.SHA', '600123.SHA'] 持仓数目: 15
2017-03-10 本身满足卖出条件卖出：  Equity(1654 [600123.SHA])
2017-03-10
持仓：, ['000900.SZA', '600068.SHA', '601288.SHA', '601328.SHA', '601588.SHA', '601117.SHA', '600269.SHA', '601939.SHA', '000528.SZA', '600020.SHA', '600875.SHA', '600581.SHA', '600808.SHA', '600123.SHA'] 持仓数目: 14
2017-03-13 买入股票： 600376.SHA
2017-03-13
持仓：, ['000900.SZA', '600068.SHA', '601288.SHA', '600376.SHA', '601328.SHA', '601588.SHA', '601117.SHA', '600269.SHA', '601939.SHA', '000528.SZA', '600020.SHA', '600875.SHA', '600581.SHA', '600808.SHA', '600123.SHA'] 持仓数目: 15
2017-03-14 本身满足卖出条件卖出：  Equity(1654 [600123.SHA])
2017-03-14 本身满足卖出条件卖出：  Equity(1654 [600123.SHA])
2017-03-14
持仓：, ['000900.SZA', '600068.SHA', '601288.SHA', '600376.SHA', '601328.SHA', '601588.SHA', '601117.SHA', '601939.SHA', '000528.SZA', '600875.SHA', '600581.SHA', '600808.SHA', '600123.SHA'] 持仓数目: 13
日期： 2017-03-15 股票： 601588.SHA 出现止盈状况
2017-03-15 买入股票： 600266.SHA
2017-03-15 本身满足卖出条件卖出：  Equity(1654 [600123.SHA])
2017-03-15
持仓：, ['600068.SHA', '601288.SHA', '600376.SHA', '600266.SHA', '601328.SHA', '601117.SHA', '601939.SHA', '000528.SZA', '600875.SHA', '600581.SHA', '600808.SHA', '600123.SHA'] 持仓数目: 12
日期： 2017-03-16 股票： 600581.SHA 出现止盈状况
2017-03-16 买入股票： 601818.SHA
2017-03-16
持仓：, ['600068.SHA', '601288.SHA', '600376.SHA', '600266.SHA', '601328.SHA', '601117.SHA', '601939.SHA', '000528.SZA', '601818.SHA', '600875.SHA', '600808.SHA', '600123.SHA'] 持仓数目: 12
2017-03-17 本身满足卖出条件卖出：  Equity(1654 [600123.SHA])
2017-03-17
持仓：, ['600068.SHA', '601288.SHA', '600376.SHA', '600266.SHA', '601328.SHA', '601117.SHA', '601939.SHA', '000528.SZA', '601818.SHA', '600875.SHA', '600808.SHA'] 持仓数目: 11
2017-03-20 买入股票： 600508.SHA
2017-03-20 买入股票： 600188.SHA
2017-03-20
持仓：, ['600068.SHA', '601288.SHA', '600376.SHA', '600266.SHA', '601328.SHA', '601117.SHA', '601939.SHA', '600188.SHA', '000528.SZA', '600508.SHA', '601818.SHA', '600875.SHA', '600808.SHA'] 持仓数目: 13
日期： 2017-03-21 股票： 601117.SHA 出现止盈状况
2017-03-21 买入股票： 600581.SHA
2017-03-21 买入股票： 601088.SHA
2017-03-21 本身满足卖出条件卖出：  Equity(114 [600808.SHA])
2017-03-21 本身满足卖出条件卖出：  Equity(114 [600808.SHA])
2017-03-21
持仓：, ['600068.SHA', '601288.SHA', '600376.SHA', '600266.SHA', '601939.SHA', '601088.SHA', '600188.SHA', '000528.SZA', '600508.SHA', '601818.SHA', '600875.SHA', '600581.SHA'] 持仓数目: 12
日期： 2017-03-22 股票： 600068.SHA 出现止盈状况
日期： 2017-03-22 股票： 600376.SHA 出现止损状况
2017-03-22 买入股票： 600510.SHA
2017-03-22 本身满足卖出条件卖出：  Equity(1905 [600581.SHA])
2017-03-22
持仓：, ['601288.SHA', '600266.SHA', '601939.SHA', '600510.SHA', '601088.SHA', '000528.SZA', '600508.SHA', '601818.SHA', '600875.SHA', '600581.SHA'] 持仓数目: 10
2017-03-23 本身满足卖出条件卖出：  Equity(1905 [600581.SHA])
2017-03-23 本身满足卖出条件卖出：  Equity(1905 [600581.SHA])
2017-03-23
持仓：, ['601288.SHA', '600266.SHA', '600510.SHA', '601088.SHA', '000528.SZA', '600508.SHA', '600875.SHA', '600581.SHA'] 持仓数目: 8
2017-03-24 本身满足卖出条件卖出：  Equity(1905 [600581.SHA])
2017-03-24
持仓：, ['600266.SHA', '600510.SHA', '601088.SHA', '000528.SZA', '600508.SHA', '600875.SHA', '600581.SHA'] 持仓数目: 7
2017-03-27
持仓：, ['600266.SHA', '600510.SHA', '601088.SHA', '000528.SZA', '600508.SHA', '600875.SHA', '600581.SHA'] 持仓数目: 7
日期： 2017-03-28 股票： 600508.SHA 出现止损状况
2017-03-28 持仓满足30天卖出:  Equity(1904 [600875.SHA])
2017-03-28
持仓：, ['600266.SHA', '600510.SHA', '601088.SHA', '000528.SZA', '600581.SHA'] 持仓数目: 5
2017-03-29 买入股票： 600269.SHA
2017-03-29 买入股票： 600026.SHA
2017-03-29 买入股票： 600717.SHA
2017-03-29
持仓：, ['600717.SHA', '600266.SHA', '600269.SHA', '600510.SHA', '601088.SHA', '000528.SZA', '600026.SHA', '600581.SHA'] 持仓数目: 8
2017-03-30
持仓：, ['600717.SHA', '600266.SHA', '600269.SHA', '600510.SHA', '601088.SHA', '000528.SZA', '600026.SHA', '600581.SHA'] 持仓数目: 8
日期： 2017-03-31 股票： 600581.SHA 出现止损状况
日期： 2017-03-31 股票： 600717.SHA 出现止损状况
2017-03-31 买入股票： 601288.SHA
2017-03-31
持仓：, ['601288.SHA', '600266.SHA', '600269.SHA', '600510.SHA', '601088.SHA', '000528.SZA', '600026.SHA'] 持仓数目: 7
2017-04-05 买入股票： 000402.SZA
2017-04-05
持仓：, ['601288.SHA', '600266.SHA', '600269.SHA', '600510.SHA', '601088.SHA', '000528.SZA', '600026.SHA', '000402.SZA'] 持仓数目: 8
日期： 2017-04-06 股票： 600266.SHA 出现止盈状况
2017-04-06 买入股票： 600325.SHA
2017-04-06 持仓满足30天卖出:  Equity(2911 [000528.SZA])
2017-04-06
持仓：, ['601288.SHA', '600269.SHA', '600510.SHA', '601088.SHA', '600026.SHA', '600325.SHA', '000402.SZA'] 持仓数目: 7
2017-04-07 买入股票： 600221.SHA
2017-04-07 买入股票： 000709.SZA
2017-04-07
持仓：, ['601288.SHA', '000709.SZA', '600221.SHA', '600269.SHA', '600510.SHA', '601088.SHA', '600026.SHA', '600325.SHA', '000402.SZA'] 持仓数目: 9
2017-04-10 买入股票： 000900.SZA
2017-04-10 买入股票： 601006.SHA
2017-04-10
持仓：, ['000900.SZA', '601288.SHA', '000709.SZA', '600221.SHA', '601006.SHA', '600269.SHA', '600510.SHA', '601088.SHA', '600026.SHA', '600325.SHA', '000402.SZA'] 持仓数目: 11
日期： 2017-04-11 股票： 000709.SZA 出现止盈状况
2017-04-11 买入股票： 000027.SZA
2017-04-11
持仓：, ['000900.SZA', '601288.SHA', '600221.SHA', '601006.SHA', '600269.SHA', '000027.SZA', '600510.SHA', '601088.SHA', '600026.SHA', '600325.SHA', '000402.SZA'] 持仓数目: 11
2017-04-12 买入股票： 600795.SHA
2017-04-12 买入股票： 000539.SZA
2017-04-12 买入股票： 601333.SHA
2017-04-12
持仓：, ['000900.SZA', '601288.SHA', '600221.SHA', '601006.SHA', '600269.SHA', '000027.SZA', '000539.SZA', '600795.SHA', '600510.SHA', '601333.SHA', '601088.SHA', '600026.SHA', '600325.SHA', '000402.SZA'] 持仓数目: 14
日期： 2017-04-13 股票： 600325.SHA 出现止盈状况
日期： 2017-04-13 股票： 000402.SZA 出现止盈状况
2017-04-13 买入股票： 600578.SHA
2017-04-13 买入股票： 601101.SHA
2017-04-13
持仓：, ['000900.SZA', '601288.SHA', '600221.SHA', '601006.SHA', '600269.SHA', '000027.SZA', '000539.SZA', '600795.SHA', '600510.SHA', '601333.SHA', '601088.SHA', '600578.SHA', '601101.SHA', '600026.SHA'] 持仓数目: 14
日期： 2017-04-14 股票： 000539.SZA 出现止损状况
2017-04-14
持仓：, ['000900.SZA', '601288.SHA', '600221.SHA', '601006.SHA', '600269.SHA', '000027.SZA', '600795.SHA', '600510.SHA', '601333.SHA', '601088.SHA', '600578.SHA', '601101.SHA', '600026.SHA'] 持仓数目: 13
日期： 2017-04-17 股票： 600578.SHA 出现止损状况
2017-04-17
持仓：, ['000900.SZA', '601288.SHA', '600221.SHA', '601006.SHA', '600269.SHA', '000027.SZA', '600795.SHA', '600510.SHA', '601333.SHA', '601088.SHA', '601101.SHA', '600026.SHA'] 持仓数目: 12
日期： 2017-04-18 股票： 601101.SHA 出现止损状况
2017-04-18
持仓：, ['000900.SZA', '601288.SHA', '600221.SHA', '601006.SHA', '600269.SHA', '000027.SZA', '600795.SHA', '600510.SHA', '601333.SHA', '601088.SHA', '600026.SHA'] 持仓数目: 11
日期： 2017-04-19 股票： 601333.SHA 出现止损状况
日期： 2017-04-19 股票： 600026.SHA 出现止损状况
2017-04-19
持仓：, ['000900.SZA', '601288.SHA', '600221.SHA', '601006.SHA', '600269.SHA', '000027.SZA', '600795.SHA', '600510.SHA', '601088.SHA'] 持仓数目: 9
日期： 2017-04-20 股票： 000027.SZA 出现止损状况
日期： 2017-04-20 股票： 600510.SHA 出现止损状况
2017-04-20
持仓：, ['000900.SZA', '601288.SHA', '600221.SHA', '601006.SHA', '600269.SHA', '600795.SHA', '601088.SHA'] 持仓数目: 7
2017-04-21
持仓：, ['000900.SZA', '601288.SHA', '600221.SHA', '601006.SHA', '600269.SHA', '600795.SHA', '601088.SHA'] 持仓数目: 7
日期： 2017-04-24 股票： 600269.SHA 出现止损状况
2017-04-24 本身满足卖出条件卖出：  Equity(2013 [601088.SHA])
2017-04-24 本身满足卖出条件卖出：  Equity(2013 [601088.SHA])
2017-04-24
持仓：, ['000900.SZA', '601288.SHA', '601006.SHA', '600269.SHA', '600795.SHA', '601088.SHA'] 持仓数目: 6
2017-04-25 本身满足卖出条件卖出：  Equity(2013 [601088.SHA])
2017-04-25
持仓：, ['000900.SZA', '601288.SHA', '601006.SHA', '600795.SHA', '601088.SHA'] 持仓数目: 5
2017-04-26 本身满足卖出条件卖出：  Equity(2013 [601088.SHA])
2017-04-26
持仓：, ['601288.SHA', '601006.SHA', '600795.SHA', '601088.SHA'] 持仓数目: 4
2017-04-27
持仓：, ['601288.SHA', '601006.SHA', '600795.SHA', '601088.SHA'] 持仓数目: 4
2017-04-28
持仓：, ['601288.SHA', '601006.SHA', '600795.SHA', '601088.SHA'] 持仓数目: 4
2017-05-02
持仓：, ['601288.SHA', '601006.SHA', '600795.SHA', '601088.SHA'] 持仓数目: 4
2017-05-03
持仓：, ['601288.SHA', '601006.SHA', '600795.SHA', '601088.SHA'] 持仓数目: 4
2017-05-04
持仓：, ['601288.SHA', '601006.SHA', '600795.SHA', '601088.SHA'] 持仓数目: 4
2017-05-05
持仓：, ['601288.SHA', '601006.SHA', '600795.SHA', '601088.SHA'] 持仓数目: 4
2017-05-08 持仓满足30天卖出:  Equity(2013 [601088.SHA])
2017-05-08
持仓：, ['601288.SHA', '601006.SHA', '600795.SHA'] 持仓数目: 3
2017-05-09
持仓：, ['601288.SHA', '601006.SHA', '600795.SHA'] 持仓数目: 3
2017-05-10
持仓：, ['601288.SHA', '601006.SHA', '600795.SHA'] 持仓数目: 3
2017-05-11
持仓：, ['601288.SHA', '601006.SHA', '600795.SHA'] 持仓数目: 3
2017-05-12
持仓：, ['601288.SHA', '601006.SHA', '600795.SHA'] 持仓数目: 3
2017-05-15
持仓：, ['601288.SHA', '601006.SHA', '600795.SHA'] 持仓数目: 3
2017-05-16
持仓：, ['601288.SHA', '601006.SHA', '600795.SHA'] 持仓数目: 3
2017-05-17
持仓：, ['601288.SHA', '601006.SHA', '600795.SHA'] 持仓数目: 3
2017-05-18 持仓满足30天卖出:  Equity(2577 [601288.SHA])
2017-05-18
持仓：, ['601006.SHA', '600795.SHA'] 持仓数目: 2
2017-05-19
持仓：, ['601006.SHA', '600795.SHA'] 持仓数目: 2
2017-05-22
持仓：, ['601006.SHA', '600795.SHA'] 持仓数目: 2
日期： 2017-05-23 股票： 601006.SHA 出现止盈状况
2017-05-23
持仓：, ['600795.SHA'] 持仓数目: 1
2017-05-24
持仓：, ['600795.SHA'] 持仓数目: 1
2017-05-25 买入股票： 601288.SHA
2017-05-25 买入股票： 601939.SHA
2017-05-25 买入股票： 600028.SHA
2017-05-25
持仓：, ['601288.SHA', '600028.SHA', '601939.SHA', '600795.SHA'] 持仓数目: 4
2017-05-26 持仓满足30天卖出:  Equity(2769 [600795.SHA])
2017-05-26
持仓：, ['601288.SHA', '600028.SHA', '601939.SHA'] 持仓数目: 3
2017-05-31
持仓：, ['601288.SHA', '600028.SHA', '601939.SHA'] 持仓数目: 3
2017-06-01
持仓：, ['601288.SHA', '600028.SHA', '601939.SHA'] 持仓数目: 3
2017-06-02
持仓：, ['601288.SHA', '600028.SHA', '601939.SHA'] 持仓数目: 3
2017-06-05
持仓：, ['601288.SHA', '600028.SHA', '601939.SHA'] 持仓数目: 3
2017-06-06
持仓：, ['601288.SHA', '600028.SHA', '601939.SHA'] 持仓数目: 3
2017-06-07
持仓：, ['601288.SHA', '600028.SHA', '601939.SHA'] 持仓数目: 3
2017-06-08
持仓：, ['601288.SHA', '600028.SHA', '601939.SHA'] 持仓数目: 3
2017-06-09
持仓：, ['601288.SHA', '600028.SHA', '601939.SHA'] 持仓数目: 3
2017-06-12
持仓：, ['601288.SHA', '600028.SHA', '601939.SHA'] 持仓数目: 3
2017-06-13
持仓：, ['601288.SHA', '600028.SHA', '601939.SHA'] 持仓数目: 3
2017-06-14
持仓：, ['601288.SHA', '600028.SHA', '601939.SHA'] 持仓数目: 3
2017-06-15
持仓：, ['601288.SHA', '600028.SHA', '601939.SHA'] 持仓数目: 3
2017-06-16
持仓：, ['601288.SHA', '600028.SHA', '601939.SHA'] 持仓数目: 3
2017-06-19
持仓：, ['601288.SHA', '600028.SHA', '601939.SHA'] 持仓数目: 3
2017-06-20 本身满足卖出条件卖出：  Equity(3020 [601939.SHA])
2017-06-20
持仓：, ['601288.SHA', '601939.SHA'] 持仓数目: 2
2017-06-21
持仓：, ['601288.SHA', '601939.SHA'] 持仓数目: 2
2017-06-22
持仓：, ['601288.SHA', '601939.SHA'] 持仓数目: 2
2017-06-23 买入股票： 000830.SZA
2017-06-23
持仓：, ['601288.SHA', '601939.SHA', '000830.SZA'] 持仓数目: 3
2017-06-26 买入股票： 600019.SHA
2017-06-26
持仓：, ['601288.SHA', '601939.SHA', '600019.SHA', '000830.SZA'] 持仓数目: 4
2017-06-27
持仓：, ['601288.SHA', '601939.SHA', '600019.SHA', '000830.SZA'] 持仓数目: 4
2017-06-28 买入股票： 601166.SHA
2017-06-28 买入股票： 600020.SHA
2017-06-28
持仓：, ['601288.SHA', '601166.SHA', '601939.SHA', '600019.SHA', '600020.SHA', '000830.SZA'] 持仓数目: 6
2017-06-29
持仓：, ['601288.SHA', '601166.SHA', '601939.SHA', '600019.SHA', '600020.SHA', '000830.SZA'] 持仓数目: 6
2017-06-30
持仓：, ['601288.SHA', '601166.SHA', '601939.SHA', '600019.SHA', '600020.SHA', '000830.SZA'] 持仓数目: 6
2017-07-03 买入股票： 600508.SHA
2017-07-03
持仓：, ['601288.SHA', '601166.SHA', '601939.SHA', '600019.SHA', '600508.SHA', '600020.SHA', '000830.SZA'] 持仓数目: 7
2017-07-04
持仓：, ['601288.SHA', '601166.SHA', '601939.SHA', '600019.SHA', '600508.SHA', '600020.SHA', '000830.SZA'] 持仓数目: 7
2017-07-05
持仓：, ['601288.SHA', '601166.SHA', '601939.SHA', '600019.SHA', '600508.SHA', '600020.SHA', '000830.SZA'] 持仓数目: 7
2017-07-06
持仓：, ['601288.SHA', '601166.SHA', '601939.SHA', '600019.SHA', '600508.SHA', '600020.SHA', '000830.SZA'] 持仓数目: 7
2017-07-07
持仓：, ['601288.SHA', '601166.SHA', '601939.SHA', '600019.SHA', '600508.SHA', '600020.SHA', '000830.SZA'] 持仓数目: 7
2017-07-10 买入股票： 600782.SHA
2017-07-10
持仓：, ['601288.SHA', '601166.SHA', '601939.SHA', '600782.SHA', '600019.SHA', '600508.SHA', '600020.SHA', '000830.SZA'] 持仓数目: 8
2017-07-11 买入股票： 601328.SHA
2017-07-11 买入股票： 601818.SHA
2017-07-11 买入股票： 000001.SZA
2017-07-11 持仓满足30天卖出:  Equity(2577 [601288.SHA])
2017-07-11 持仓满足30天卖出:  Equity(3020 [601939.SHA])
2017-07-11
持仓：, ['601166.SHA', '000001.SZA', '600782.SHA', '600019.SHA', '600508.SHA', '601818.SHA', '600020.SHA', '601328.SHA', '000830.SZA'] 持仓数目: 9
2017-07-12
持仓：, ['601166.SHA', '000001.SZA', '600782.SHA', '600019.SHA', '600508.SHA', '601818.SHA', '600020.SHA', '601328.SHA', '000830.SZA'] 持仓数目: 9
2017-07-13 买入股票： 601666.SHA
2017-07-13
持仓：, ['601666.SHA', '601166.SHA', '000001.SZA', '600782.SHA', '600019.SHA', '600508.SHA', '601818.SHA', '600020.SHA', '601328.SHA', '000830.SZA'] 持仓数目: 10
2017-07-14 买入股票： 002386.SZA
2017-07-14
持仓：, ['601666.SHA', '601166.SHA', '002386.SZA', '000001.SZA', '600782.SHA', '600019.SHA', '600508.SHA', '601818.SHA', '600020.SHA', '601328.SHA', '000830.SZA'] 持仓数目: 11
日期： 2017-07-17 股票： 002386.SZA 出现止损状况
2017-07-17 买入股票： 600016.SHA
2017-07-17 买入股票： 000157.SZA
2017-07-17 买入股票： 601288.SHA
2017-07-17 买入股票： 601998.SHA
2017-07-17 买入股票： 601939.SHA
2017-07-17
持仓：, ['601666.SHA', '601288.SHA', '000157.SZA', '601166.SHA', '000001.SZA', '600016.SHA', '601939.SHA', '600782.SHA', '600019.SHA', '600508.SHA', '601818.SHA', '600020.SHA', '601998.SHA', '601328.SHA', '000830.SZA'] 持仓数目: 15
日期： 2017-07-18 股票： 600019.SHA 出现止盈状况
日期： 2017-07-18 股票： 600782.SHA 出现止盈状况
2017-07-18
持仓：, ['601666.SHA', '601288.SHA', '000157.SZA', '601166.SHA', '000001.SZA', '600016.SHA', '601939.SHA', '600508.SHA', '601818.SHA', '600020.SHA', '601998.SHA', '601328.SHA', '000830.SZA'] 持仓数目: 13
日期： 2017-07-19 股票： 601666.SHA 出现止盈状况
日期： 2017-07-19 股票： 600508.SHA 出现止盈状况
2017-07-19 买入股票： 601898.SHA
2017-07-19 买入股票： 600219.SHA
2017-07-19 买入股票： 600019.SHA
2017-07-19 买入股票： 600997.SHA
2017-07-19
持仓：, ['600997.SHA', '601288.SHA', '000157.SZA', '601166.SHA', '000001.SZA', '600016.SHA', '601939.SHA', '600019.SHA', '601898.SHA', '601818.SHA', '600020.SHA', '601998.SHA', '601328.SHA', '600219.SHA', '000830.SZA'] 持仓数目: 15
2017-07-20 买入股票： 600823.SHA
2017-07-20 买入股票： 000926.SZA
2017-07-20 买入股票： 000539.SZA
2017-07-20
持仓：, ['600997.SHA', '000926.SZA', '601288.SHA', '000157.SZA', '601166.SHA', '000001.SZA', '600016.SHA', '601939.SHA', '000539.SZA', '600019.SHA', '601898.SHA', '601818.SHA', '600020.SHA', '600823.SHA', '601998.SHA', '601328.SHA', '600219.SHA', '000830.SZA'] 持仓数目: 18
日期： 2017-07-21 股票： 600020.SHA 出现止盈状况
2017-07-21 买入股票： 000528.SZA
2017-07-21
持仓：, ['600997.SHA', '000926.SZA', '601288.SHA', '000157.SZA', '601166.SHA', '000001.SZA', '600016.SHA', '601939.SHA', '000539.SZA', '000528.SZA', '600019.SHA', '601898.SHA', '601818.SHA', '600823.SHA', '601998.SHA', '601328.SHA', '600219.SHA', '000830.SZA'] 持仓数目: 18
日期： 2017-07-24 股票： 000830.SZA 出现止盈状况
2017-07-24 买入股票： 601988.SHA
2017-07-24 买入股票： 601107.SHA
2017-07-24 买入股票： 600642.SHA
2017-07-24 买入股票： 600141.SHA
2017-07-24
持仓：, ['600997.SHA', '000926.SZA', '601288.SHA', '000157.SZA', '601166.SHA', '601107.SHA', '600141.SHA', '000001.SZA', '600016.SHA', '601939.SHA', '601988.SHA', '600642.SHA', '000539.SZA', '000528.SZA', '600019.SHA', '601898.SHA', '601818.SHA', '600823.SHA', '601998.SHA', '601328.SHA', '600219.SHA'] 持仓数目: 21
日期： 2017-07-25 股票： 600019.SHA 出现止损状况
2017-07-25 买入股票： 601339.SHA
2017-07-25
持仓：, ['600997.SHA', '000926.SZA', '601288.SHA', '000157.SZA', '601339.SHA', '601166.SHA', '601107.SHA', '600141.SHA', '000001.SZA', '600016.SHA', '601939.SHA', '601988.SHA', '600642.SHA', '000539.SZA', '000528.SZA', '601898.SHA', '601818.SHA', '600823.SHA', '601998.SHA', '601328.SHA', '600219.SHA'] 持仓数目: 21
2017-07-26
持仓：, ['600997.SHA', '000926.SZA', '601288.SHA', '000157.SZA', '601339.SHA', '601166.SHA', '601107.SHA', '600141.SHA', '000001.SZA', '600016.SHA', '601939.SHA', '601988.SHA', '600642.SHA', '000539.SZA', '000528.SZA', '601898.SHA', '601818.SHA', '600823.SHA', '601998.SHA', '601328.SHA', '600219.SHA'] 持仓数目: 21
日期： 2017-07-27 股票： 600997.SHA 出现止损状况
日期： 2017-07-27 股票： 601898.SHA 出现止损状况
2017-07-27 买入股票： 600308.SHA
2017-07-27 买入股票： 000709.SZA
2017-07-27
持仓：, ['000926.SZA', '601288.SHA', '000157.SZA', '601339.SHA', '601166.SHA', '000709.SZA', '601107.SHA', '600141.SHA', '000001.SZA', '600016.SHA', '601939.SHA', '601988.SHA', '600642.SHA', '000539.SZA', '000528.SZA', '601818.SHA', '600823.SHA', '601998.SHA', '601328.SHA', '600308.SHA', '600219.SHA'] 持仓数目: 21
2017-07-28 买入股票： 000850.SZA
2017-07-28
持仓：, ['000926.SZA', '601288.SHA', '000157.SZA', '000850.SZA', '601339.SHA', '601166.SHA', '000709.SZA', '601107.SHA', '600141.SHA', '000001.SZA', '600016.SHA', '601939.SHA', '601988.SHA', '600642.SHA', '000539.SZA', '000528.SZA', '601818.SHA', '600823.SHA', '601998.SHA', '601328.SHA', '600308.SHA', '600219.SHA'] 持仓数目: 22
日期： 2017-07-31 股票： 600141.SHA 出现止盈状况
日期： 2017-07-31 股票： 000709.SZA 出现止盈状况
2017-07-31 买入股票： 600875.SHA
2017-07-31 买入股票： 000825.SZA
2017-07-31
持仓：, ['000926.SZA', '601288.SHA', '000157.SZA', '000850.SZA', '601339.SHA', '601166.SHA', '601107.SHA', '000001.SZA', '600016.SHA', '601939.SHA', '601988.SHA', '600642.SHA', '000539.SZA', '000528.SZA', '000825.SZA', '601818.SHA', '600823.SHA', '600875.SHA', '601998.SHA', '601328.SHA', '600308.SHA', '600219.SHA'] 持仓数目: 22
2017-08-01
持仓：, ['000926.SZA', '601288.SHA', '000157.SZA', '000850.SZA', '601339.SHA', '601166.SHA', '601107.SHA', '000001.SZA', '600016.SHA', '601939.SHA', '601988.SHA', '600642.SHA', '000539.SZA', '000528.SZA', '000825.SZA', '601818.SHA', '600823.SHA', '600875.SHA', '601998.SHA', '601328.SHA', '600308.SHA', '600219.SHA'] 持仓数目: 22
日期： 2017-08-02 股票： 000001.SZA 出现止盈状况
2017-08-02 买入股票： 601398.SHA
2017-08-02
持仓：, ['000926.SZA', '601288.SHA', '000157.SZA', '000850.SZA', '601339.SHA', '601166.SHA', '601107.SHA', '600016.SHA', '601939.SHA', '601988.SHA', '600642.SHA', '000539.SZA', '000528.SZA', '000825.SZA', '601398.SHA', '601818.SHA', '600823.SHA', '600875.SHA', '601998.SHA', '601328.SHA', '600308.SHA', '600219.SHA'] 持仓数目: 22
2017-08-03 买入股票： 000767.SZA
2017-08-03
持仓：, ['000926.SZA', '601288.SHA', '000157.SZA', '000850.SZA', '601339.SHA', '601166.SHA', '601107.SHA', '000767.SZA', '600016.SHA', '601939.SHA', '601988.SHA', '600642.SHA', '000539.SZA', '000528.SZA', '000825.SZA', '601398.SHA', '601818.SHA', '600823.SHA', '600875.SHA', '601998.SHA', '601328.SHA', '600308.SHA', '600219.SHA'] 持仓数目: 23
2017-08-04 买入股票： 600019.SHA
2017-08-04 买入股票： 002204.SZA
2017-08-04 买入股票： 601333.SHA
2017-08-04
持仓：, ['000926.SZA', '601288.SHA', '000157.SZA', '000850.SZA', '601339.SHA', '601166.SHA', '002204.SZA', '601107.SHA', '000767.SZA', '600016.SHA', '601939.SHA', '601988.SHA', '600642.SHA', '000539.SZA', '601333.SHA', '600019.SHA', '000528.SZA', '000825.SZA', '601398.SHA', '601818.SHA', '600823.SHA', '600875.SHA', '601998.SHA', '601328.SHA', '600308.SHA', '600219.SHA'] 持仓数目: 26
日期： 2017-08-07 股票： 000825.SZA 出现止盈状况
日期： 2017-08-07 股票： 600308.SHA 出现止盈状况
日期： 2017-08-07 股票： 600219.SHA 出现止盈状况
2017-08-07 买入股票： 600166.SHA
2017-08-07 买入股票： 600578.SHA
2017-08-07 本身满足卖出条件卖出：  Equity(1172 [600219.SHA])
2017-08-07
持仓：, ['601288.SHA', '000157.SZA', '000850.SZA', '601339.SHA', '601166.SHA', '002204.SZA', '601107.SHA', '600166.SHA', '000767.SZA', '600578.SHA', '600016.SHA', '601939.SHA', '601988.SHA', '600642.SHA', '000539.SZA', '601333.SHA', '600019.SHA', '000528.SZA', '601398.SHA', '601818.SHA', '600823.SHA', '600875.SHA', '601998.SHA', '601328.SHA'] 持仓数目: 24
2017-08-08
持仓：, ['601288.SHA', '000157.SZA', '000850.SZA', '601339.SHA', '601166.SHA', '002204.SZA', '601107.SHA', '600166.SHA', '000767.SZA', '600578.SHA', '600016.SHA', '601939.SHA', '601988.SHA', '600642.SHA', '000539.SZA', '601333.SHA', '600019.SHA', '000528.SZA', '601398.SHA', '601818.SHA', '600823.SHA', '600875.SHA', '601998.SHA', '601328.SHA'] 持仓数目: 24
2017-08-09 买入股票： 600997.SHA
2017-08-09
持仓：, ['600997.SHA', '601288.SHA', '000157.SZA', '000850.SZA', '601339.SHA', '601166.SHA', '002204.SZA', '601107.SHA', '600166.SHA', '000767.SZA', '600578.SHA', '600016.SHA', '601939.SHA', '601988.SHA', '600642.SHA', '000539.SZA', '601333.SHA', '600019.SHA', '000528.SZA', '601398.SHA', '601818.SHA', '600823.SHA', '600875.SHA', '601998.SHA', '601328.SHA'] 持仓数目: 25
日期： 2017-08-10 股票： 601998.SHA 出现止损状况
2017-08-10 持仓满足30天卖出:  Equity(2077 [601166.SHA])
2017-08-10 本身满足卖出条件卖出：  Equity(1522 [601328.SHA])
2017-08-10
持仓：, ['600997.SHA', '601288.SHA', '000157.SZA', '000850.SZA', '601339.SHA', '601166.SHA', '002204.SZA', '601107.SHA', '600166.SHA', '000767.SZA', '600578.SHA', '600016.SHA', '601939.SHA', '601988.SHA', '600642.SHA', '000539.SZA', '601333.SHA', '600019.SHA', '000528.SZA', '601398.SHA', '601818.SHA', '600823.SHA', '600875.SHA', '601328.SHA'] 持仓数目: 24
日期： 2017-08-11 股票： 000850.SZA 出现止损状况
日期： 2017-08-11 股票： 600019.SHA 出现止损状况
日期： 2017-08-11 股票： 000528.SZA 出现止损状况
日期： 2017-08-11 股票： 600642.SHA 出现止损状况
日期： 2017-08-11 股票： 600578.SHA 出现止损状况
日期： 2017-08-11 股票： 000539.SZA 出现止损状况
2017-08-11 本身满足卖出条件卖出：  Equity(1522 [601328.SHA])
2017-08-11 本身满足卖出条件卖出：  Equity(1522 [601328.SHA])
2017-08-11 本身满足卖出条件卖出：  Equity(1522 [601328.SHA])
2017-08-11
持仓：, ['600997.SHA', '601288.SHA', '000157.SZA', '002204.SZA', '601107.SHA', '600166.SHA', '000767.SZA', '600016.SHA', '601939.SHA', '601988.SHA', '601333.SHA', '601398.SHA', '601818.SHA', '600875.SHA', '601328.SHA'] 持仓数目: 15
2017-08-14 本身满足卖出条件卖出：  Equity(1522 [601328.SHA])
2017-08-14 本身满足卖出条件卖出：  Equity(1522 [601328.SHA])
2017-08-14
持仓：, ['600997.SHA', '601288.SHA', '000157.SZA', '002204.SZA', '601107.SHA', '600166.SHA', '000767.SZA', '601939.SHA', '601988.SHA', '601333.SHA', '601398.SHA', '600875.SHA', '601328.SHA'] 持仓数目: 13
日期： 2017-08-15 股票： 600997.SHA 出现止损状况
2017-08-15
持仓：, ['601288.SHA', '000157.SZA', '002204.SZA', '601107.SHA', '600166.SHA', '000767.SZA', '601939.SHA', '601988.SHA', '601333.SHA', '601398.SHA', '600875.SHA', '601328.SHA'] 持仓数目: 12
2017-08-16 买入股票： 600515.SHA
2017-08-16 本身满足卖出条件卖出：  Equity(1522 [601328.SHA])
2017-08-16 本身满足卖出条件卖出：  Equity(1522 [601328.SHA])
2017-08-16
持仓：, ['600515.SHA', '601288.SHA', '000157.SZA', '002204.SZA', '600166.SHA', '000767.SZA', '601939.SHA', '601988.SHA', '601333.SHA', '601398.SHA', '600875.SHA'] 持仓数目: 11
2017-08-17
持仓：, ['600515.SHA', '601288.SHA', '000157.SZA', '002204.SZA', '600166.SHA', '000767.SZA', '601939.SHA', '601988.SHA', '601333.SHA', '601398.SHA', '600875.SHA'] 持仓数目: 11
2017-08-18 本身满足卖出条件卖出：  Equity(1904 [600875.SHA])
2017-08-18
持仓：, ['600515.SHA', '601288.SHA', '002204.SZA', '600166.SHA', '000767.SZA', '601939.SHA', '601988.SHA', '601333.SHA', '601398.SHA', '600875.SHA'] 持仓数目: 10
2017-08-21 买入股票： 600578.SHA
2017-08-21
持仓：, ['600515.SHA', '601288.SHA', '002204.SZA', '600166.SHA', '000767.SZA', '601939.SHA', '601988.SHA', '601333.SHA', '600578.SHA', '601398.SHA', '600875.SHA'] 持仓数目: 11
2017-08-22
持仓：, ['600515.SHA', '601288.SHA', '002204.SZA', '600166.SHA', '000767.SZA', '601939.SHA', '601988.SHA', '601333.SHA', '600578.SHA', '601398.SHA', '600875.SHA'] 持仓数目: 11
2017-08-23 买入股票： 000809.SZA
2017-08-23
持仓：, ['600515.SHA', '601288.SHA', '002204.SZA', '600166.SHA', '000767.SZA', '601939.SHA', '601988.SHA', '000809.SZA', '601333.SHA', '600578.SHA', '601398.SHA', '600875.SHA'] 持仓数目: 12
2017-08-24
持仓：, ['600515.SHA', '601288.SHA', '002204.SZA', '600166.SHA', '000767.SZA', '601939.SHA', '601988.SHA', '000809.SZA', '601333.SHA', '600578.SHA', '601398.SHA', '600875.SHA'] 持仓数目: 12
日期： 2017-08-25 股票： 601988.SHA 出现止盈状况
日期： 2017-08-25 股票： 601939.SHA 出现止盈状况
2017-08-25
持仓：, ['600515.SHA', '601288.SHA', '002204.SZA', '600166.SHA', '000767.SZA', '000809.SZA', '601333.SHA', '600578.SHA', '601398.SHA', '600875.SHA'] 持仓数目: 10
2017-08-28 买入股票： 000001.SZA
2017-08-28
持仓：, ['600515.SHA', '601288.SHA', '002204.SZA', '600166.SHA', '000767.SZA', '000001.SZA', '000809.SZA', '601333.SHA', '600578.SHA', '601398.SHA', '600875.SHA'] 持仓数目: 11
2017-08-29 买入股票： 000701.SZA
2017-08-29 持仓满足30天卖出:  Equity(2577 [601288.SHA])
2017-08-29 本身满足卖出条件卖出：  Equity(1904 [600875.SHA])
2017-08-29
持仓：, ['600515.SHA', '600166.SHA', '000767.SZA', '000001.SZA', '000701.SZA', '000809.SZA', '601333.SHA', '600578.SHA', '601398.SHA', '600875.SHA'] 持仓数目: 10
2017-08-30 买入股票： 601328.SHA
2017-08-30 买入股票： 600823.SHA
2017-08-30
持仓：, ['600515.SHA', '600166.SHA', '000767.SZA', '000001.SZA', '000701.SZA', '000809.SZA', '601333.SHA', '600578.SHA', '601398.SHA', '600823.SHA', '600875.SHA', '601328.SHA'] 持仓数目: 12
2017-08-31
持仓：, ['600515.SHA', '600166.SHA', '000767.SZA', '000001.SZA', '000701.SZA', '000809.SZA', '601333.SHA', '600578.SHA', '601398.SHA', '600823.SHA', '600875.SHA', '601328.SHA'] 持仓数目: 12
2017-09-01 买入股票： 002585.SZA
2017-09-01 买入股票： 000780.SZA
2017-09-01
持仓：, ['600515.SHA', '600166.SHA', '000767.SZA', '000001.SZA', '000701.SZA', '000780.SZA', '000809.SZA', '601333.SHA', '600578.SHA', '002585.SZA', '601398.SHA', '600823.SHA', '600875.SHA', '601328.SHA'] 持仓数目: 14
日期： 2017-09-04 股票： 000701.SZA 出现止损状况
2017-09-04 本身满足卖出条件卖出：  Equity(1522 [601328.SHA])
2017-09-04
持仓：, ['600515.SHA', '600166.SHA', '000001.SZA', '000780.SZA', '000809.SZA', '601333.SHA', '600578.SHA', '002585.SZA', '601398.SHA', '600823.SHA', '600875.SHA', '601328.SHA'] 持仓数目: 12
2017-09-05
持仓：, ['600515.SHA', '600166.SHA', '000001.SZA', '000780.SZA', '000809.SZA', '601333.SHA', '600578.SHA', '002585.SZA', '601398.SHA', '600823.SHA', '600875.SHA', '601328.SHA'] 持仓数目: 12
2017-09-06 本身满足卖出条件卖出：  Equity(1522 [601328.SHA])
2017-09-06
持仓：, ['600515.SHA', '000001.SZA', '000780.SZA', '000809.SZA', '601333.SHA', '600578.SHA', '002585.SZA', '601398.SHA', '600823.SHA', '600875.SHA', '601328.SHA'] 持仓数目: 11
2017-09-07
持仓：, ['600515.SHA', '000001.SZA', '000780.SZA', '000809.SZA', '601333.SHA', '600578.SHA', '002585.SZA', '601398.SHA', '600823.SHA', '600875.SHA', '601328.SHA'] 持仓数目: 11
2017-09-08 买入股票： 600877.SHA
2017-09-08
持仓：, ['600515.SHA', '600877.SHA', '000001.SZA', '000780.SZA', '000809.SZA', '601333.SHA', '600578.SHA', '002585.SZA', '601398.SHA', '600823.SHA', '600875.SHA', '601328.SHA'] 持仓数目: 12
2017-09-11 买入股票： 600308.SHA
2017-09-11
持仓：, ['600515.SHA', '600877.SHA', '000001.SZA', '000780.SZA', '000809.SZA', '601333.SHA', '600578.SHA', '002585.SZA', '601398.SHA', '600823.SHA', '600875.SHA', '601328.SHA', '600308.SHA'] 持仓数目: 13
2017-09-12 买入股票： 600166.SHA
2017-09-12 持仓满足30天卖出:  Equity(1904 [600875.SHA])
2017-09-12
持仓：, ['600515.SHA', '600877.SHA', '600166.SHA', '000001.SZA', '000780.SZA', '000809.SZA', '601333.SHA', '600578.SHA', '002585.SZA', '601398.SHA', '600823.SHA', '601328.SHA', '600308.SHA'] 持仓数目: 13
2017-09-13 本身满足卖出条件卖出：  Equity(885 [600308.SHA])
2017-09-13
持仓：, ['600515.SHA', '600877.SHA', '600166.SHA', '000001.SZA', '000780.SZA', '000809.SZA', '601333.SHA', '002585.SZA', '601398.SHA', '600823.SHA', '601328.SHA', '600308.SHA'] 持仓数目: 12
日期： 2017-09-14 股票： 600515.SHA 出现止盈状况
2017-09-14 持仓满足30天卖出:  Equity(868 [601398.SHA])
2017-09-14
[2017-09-20 16:21:43.983168] INFO: Performance: Simulated 417 trading days out of 417.
[2017-09-20 16:21:43.987812] INFO: Performance: first open: 2016-01-04 14:30:00+00:00
[2017-09-20 16:21:43.995161] INFO: Performance: last close: 2017-09-14 19:00:00+00:00
  • 收益率6.7%
  • 年化收益率3.99%
  • 基准收益率2.65%
  • 阿尔法-0.0
  • 贝塔0.12
  • 夏普比率-0.07
  • 收益波动率6.05%
  • 信息比率0.14
  • 最大回撤6.77%
[2017-09-20 16:21:46.008088] INFO: bigquant: backtest.v7 运行完成[317.422488s].