复制链接

克隆策略

In [22]:

# #m7.data.read_df().columns
# #m17.predictions.read_df()
# #m8.predictions.read_df().head(100)
# #m8.predictions.read_df().tail(100)
# #m2.data_2.read_df()
# #m23.data_1.read_df()
# #m23.data_2.read_df()
# # df = m11.data_1.read()['data']
# # print(df[df['date']=='2021-01-26'])
# # print(df[df['date']=='2021-01-27'])

# # 计算n日涨幅
# def zhangfu(data, timeperiod=13):          
#     adj_close = data['close']- data['close'].shift(timeperiod)             
#     return adj_close

# # 计算动量
# def barAdjMon(data, timeperiod=2):          
#     adj_close = (data['close'] + data['high'] + data['low']) / 3               
#     return np.log(adj_close / adj_close.shift(timeperiod))

# def del_main(start_date_input,end_date_input):
#     instruments = ['510330.HOF','161017.ZOF','159949.ZOF']
#     df = DataSource("bar1d_CN_FUND").read(start_date=start_date_input,instruments = instruments, end_date=end_date_input)
#     groups = df.groupby(df['instrument'])
#     df_expend = pd.DataFrame()
#     for x in instruments:
#         tp = groups.get_group(x)
#         tp = tp.sort_values(by=['date'],na_position='first')
#         tp['pre_close'] = tp['close'].shift(1)
#         print(tp.head(2))
#         df_expend = df_expend.append(tp)
#     #df_159949 = groups.get_group('159949.ZOF')
#     df_expend.sort_values(['date'],na_position='first',inplace=True)
#     df_expend = df_expend.reset_index()
#     df_expend.drop('index',axis= 1,inplace = True)
    
#     #计算其他特征
#     df_expend['mom_20'] = barAdjMon(df_expend,timeperiod=20)
#     df_expend['mom_20'] = df_expend['mom_20'].fillna(value=0.0) #列向前填充
#     # 涨幅因子
#     df_expend['zhangfu'] = zhangfu(df_expend,timeperiod=13)
#     df_expend['zhangfu'] = df_expend['zhangfu'].fillna(value=0.0) #列向前填充
#     return df_expend

# # Python 代码入口函数，input_1/2/3 对应三个输入端，data_1/2/3 对应三个输出端
# def bigquant_run(input_1, input_2, input_3,start_date_input,end_date_input,pre_start_date,pre_end_date):
#     # 示例代码如下。在这里编写您的代码
#     # 读取数据  默认会返回全部证券代码数据, 通过指定参数 instruments 可以读取到指定的证券代码数据
#     df_expend = del_main(start_date_input,end_date_input)
#     data_1 = DataSource.write_df(df_expend)
#     data_2 = DataSource.write_df(df_expend)
#     df_pre = del_main(pre_start_date,pre_end_date)
#     data_3 = DataSource.write_df(df_pre)
#     return Outputs(data_1=data_1, data_2=data_2, data_3=data_3)

In [1]:

# T.norm([1 / math.log(i + 2) for i in range(0, 1)])

Out[1]:

[1.0]

In [9]:

# 本代码由可视化策略环境自动生成 2022年7月6日 12:09
# 本代码单元只能在可视化模式下编辑。您也可以拷贝代码，粘贴到新建的代码单元或者策略，然后修改。


# 计算n日涨幅
def zhangfu(data, timeperiod=13):          
    adj_close = data['close']- data['close'].shift(timeperiod)             
    return adj_close

# 计算动量
def barAdjMon(data, timeperiod=2):          
    adj_close = (data['close'] + data['high'] + data['low']) / 3               
    return np.log(adj_close / adj_close.shift(timeperiod))

def del_main(start_date_input,end_date_input):
    instruments = ['510330.HOF','161017.ZOF','159949.ZOF']
    df = DataSource("bar1d_CN_FUND").read(start_date=start_date_input,instruments = instruments, end_date=end_date_input)
    groups = df.groupby(df['instrument'])
    df_expend = pd.DataFrame()
    for x in instruments:
        tp = groups.get_group(x)
        tp = tp.sort_values(by=['date'],na_position='first')
        tp['pre_close'] = tp['close'].shift(1)
        print(tp.head(2))
        df_expend = df_expend.append(tp)
    #df_159949 = groups.get_group('159949.ZOF')
    df_expend.sort_values(['date'],na_position='first',inplace=True)
    df_expend = df_expend.reset_index()
    df_expend.drop('index',axis= 1,inplace = True)
    
    #计算其他特征
    df_expend['mom_20'] = barAdjMon(df_expend,timeperiod=20)
    df_expend['mom_20'] = df_expend['mom_20'].fillna(value=0.0) #列向前填充
    # 涨幅因子
    df_expend['zhangfu'] = zhangfu(df_expend,timeperiod=13)
    df_expend['zhangfu'] = df_expend['zhangfu'].fillna(value=0.0) #列向前填充
    return df_expend

# Python 代码入口函数，input_1/2/3 对应三个输入端，data_1/2/3 对应三个输出端
def m2_run_bigquant_run(input_1, input_2, input_3,start_date_input,end_date_input,pre_start_date,pre_end_date):
    # 示例代码如下。在这里编写您的代码
    # 读取数据  默认会返回全部证券代码数据, 通过指定参数 instruments 可以读取到指定的证券代码数据
    df_expend = del_main(start_date_input,end_date_input)
    data_1 = DataSource.write_df(df_expend)
    data_2 = DataSource.write_df(df_expend)
    df_pre = del_main(pre_start_date,pre_end_date)
    data_3 = DataSource.write_df(df_pre)
    return Outputs(data_1=data_1, data_2=data_2, data_3=data_3)

# 后处理函数，可选。输入是主函数的输出，可以在这里对数据做处理，或者返回更友好的outputs数据格式。此函数输出不会被缓存。
def m2_post_run_bigquant_run(outputs):
    return outputs

def del_input(input_1):
    df = input_1.read_df()
    data_1 = DataSource.write_df(df)
    return data_1
# Python 代码入口函数，input_1/2/3 对应三个输入端，data_1/2/3 对应三个输出端
def m23_run_bigquant_run(input_1, input_2, input_3):
    data_1 = del_input(input_1)
    data_2 = del_input(input_2)
    return Outputs(data_1=data_1, data_2=data_2, data_3=None)
# 后处理函数，可选。输入是主函数的输出，可以在这里对数据做处理，或者返回更友好的outputs数据格式。此函数输出不会被缓存。
def m23_post_run_bigquant_run(outputs):
    return outputs

# Python 代码入口函数，input_1/2/3 对应三个输入端，data_1/2/3 对应三个输出端
def m14_run_bigquant_run(input_1, input_2, input_3, stock_count, hold_days):
    # 示例代码如下。在这里编写您的代码
    param = {
        "stock_count": stock_count,
        "hold_days": hold_days
        }
    data_1 = DataSource.write_pickle(param)
    return Outputs(data_1=data_1, data_2=None, data_3=None)

# 后处理函数，可选。输入是主函数的输出，可以在这里对数据做处理，或者返回更友好的outputs数据格式。此函数输出不会被缓存。
def m14_post_run_bigquant_run(outputs):
    return outputs

# Python 代码入口函数，input_1/2/3 对应三个输入端，data_1/2/3 对应三个输出端
def m11_run_bigquant_run(input_1, input_2, input_3):
    # 示例代码如下。在这里编写您的代码
    print('m11.input1',input_1)
    df = input_1.read()
    param = input_2.read()
    
    data = {
        "param": param,
        "data": df
    }
    data_1 = DataSource.write_pickle(data)
    return Outputs(data_1=data_1, data_2=None, data_3=None)

# 后处理函数，可选。输入是主函数的输出，可以在这里对数据做处理，或者返回更友好的outputs数据格式。此函数输出不会被缓存。
def m11_post_run_bigquant_run(outputs):
    return outputs

# 回测引擎：初始化函数，只执行一次
def m21_initialize_bigquant_run(context):
    print('初始化函数开始：')
    print('context.options',context.options)
    # 加载预测数据
    context.ranker_prediction = context.options.get('data').read()['data']
    context.param = context.options['data'].read()["param"]
    # 系统已经设置了默认的交易手续费和滑点，要修改手续费可使用如下函数
    context.set_commission(PerOrder(buy_cost=0.0003, sell_cost=0.0003, min_cost=5))
    # 预测数据，通过options传入进来，使用 read_df 函数，加载到内存 (DataFrame)
    # 设置买入的股票数量，这里买入预测股票列表排名靠前的5只
    stock_count = context.param["stock_count"]
    # 每只的股票的权重，如下的权重分配会使得靠前的股票分配多一点的资金，[0.339160, 0.213986, 0.169580, ..]
    context.stock_weights = T.norm([1 / math.log(i + 2) for i in range(0, stock_count)])
    # 设置每只股票占用的最大资金比例
    context.max_cash_per_instrument = 1.01
    context.hold_days = context.param["hold_days"]
    print('初始化函数结束')

# 交易引擎：每个单位时间开盘前调用一次。
def m21_before_trading_start_bigquant_run(context, data):
    # 盘前处理，订阅行情等
    print('订阅行情前',data)
    context.subscribe(context.instruments)
    print('订阅行情后',data)
    pass

# 交易引擎：tick数据处理函数，每个tick执行一次
def m21_handle_tick_bigquant_run(context, tick):
    pass

import math
# 回测引擎：每日数据处理函数，每天执行一次
def m21_handle_data_bigquant_run(context, data):
    print('当前日期data.current_dt',data.current_dt)
    print('data',data)
    try:
        context.ranker_prediction = context.options.get('data').read()['data']
        # 相隔几天（hold_days）进行一下换仓
        if context.trading_day_index % context.hold_days != 0:
            return 

        # 按日期过滤得到今日的预测数据
        ranker_prediction = context.ranker_prediction[
            context.ranker_prediction.date == data.current_dt.strftime('%Y-%m-%d')]
        # 目前持仓
        positions = {e: p.amount * p.last_sale_price for e, p in context.portfolio.positions.items()}
        # 权重
        buy_cash_weights = context.stock_weights
        # 今日买入股票列表
        stock_to_buy = list(ranker_prediction.instrument[:len(buy_cash_weights)])
        # 持仓上限
        max_cash_per_instrument = context.portfolio.portfolio_value * context.max_cash_per_instrument
        print("<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<")
        # 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 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：Equity格式
            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
                print('卖出order target percent',context.symbol(stock))
                print('卖出结果',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

        # 买入
        print('买入列表',stock_to_buy)
        for i, instrument in enumerate(stock_to_buy):
            cash = context.portfolio.portfolio_value * buy_cash_weights[i]
            if cash > max_cash_per_instrument - positions.get(instrument, 0):
                # 确保股票持仓量不会超过每次股票最大的占用资金量
                cash = max_cash_per_instrument - positions.get(instrument, 0)
            if cash > 500:
                cash = int(math.floor(cash))
                print('买入order_value',context.symbol(instrument),' cash ',cash)
                print(context.order_value(context.symbol(instrument), cash))
    except Exception as e:
        print('抛出异常',e)
# 交易引擎：成交回报处理函数，每个成交发生时执行一次
def m21_handle_trade_bigquant_run(context, trade):
    pass

# 交易引擎：委托回报处理函数，每个委托变化时执行一次
def m21_handle_order_bigquant_run(context, order):
    pass

# 交易引擎：盘后处理函数，每日盘后执行一次
def m21_after_trading_bigquant_run(context, data):
    pass


m3 = M.input_features.v1(
    features="""# #号开始的表示注释
# 多个特征，每行一个，可以包含基础特征和衍生特征

rank_swing_volatility_5 = nanstd((high-low)/pre_close, 5)*sqrt(200)*100
mom_20
zhangfu"""
)

m2 = M.cached.v3(
    run=m2_run_bigquant_run,
    post_run=m2_post_run_bigquant_run,
    input_ports='',
    params="""{"start_date_input":"2020-06-01",
"end_date_input":"2021-05-01",
"pre_start_date":"2021-06-01",
"pre_end_date":"2022-06-01"}""",
    output_ports=''
)

m10 = M.auto_labeler_on_datasource.v1(
    input_data=m2.data_1,
    label_expr="""# #号开始的表示注释
# 0. 每行一个，顺序执行，从第二个开始，可以使用label字段
# 1. 可用数据字段见 https://bigquant.com/docs/develop/datasource/deprecated/history_data.html
# 2. 可用操作符和函数见 `表达式引擎 <https://bigquant.com/docs/develop/bigexpr/usage.html>`_

# 计算收益：5日收盘价(作为卖出价格)除以明日开盘价(作为买入价格)
shift(close, -5) / shift(open, -1)

# 极值处理：用1%和99%分位的值做clip
clip(label, all_quantile(label, 0.01), all_quantile(label, 0.99))

# 将分数映射到分类，这里使用20个分类
all_wbins(label, 20)

# 过滤掉一字涨停的情况 (设置label为NaN，在后续处理和训练中会忽略NaN的label)
where(shift(high, -1) == shift(low, -1), NaN, label)
""",
    drop_na_label=True,
    cast_label_int=True,
    date_col='date',
    instrument_col='instrument',
    user_functions={}
)

m23 = M.cached.v3(
    input_1=m2.data_2,
    input_2=m2.data_3,
    run=m23_run_bigquant_run,
    post_run=m23_post_run_bigquant_run,
    input_ports='',
    params='{}',
    output_ports='',
    m_cached=False
)

m16 = M.derived_feature_extractor.v3(
    input_data=m23.data_1,
    features=m3.data,
    date_col='date',
    instrument_col='instrument',
    drop_na=False,
    remove_extra_columns=False
)

m7 = M.join.v3(
    data1=m10.data,
    data2=m16.data,
    on='date,instrument',
    how='inner',
    sort=False
)

m6 = M.stock_ranker_train.v6(
    training_ds=m7.data,
    features=m3.data,
    learning_algorithm='排序',
    number_of_leaves=3,
    minimum_docs_per_leaf=100,
    number_of_trees=20,
    learning_rate=0.1,
    max_bins=1023,
    feature_fraction=1,
    data_row_fraction=1,
    plot_charts=True,
    ndcg_discount_base=1,
    m_lazy_run=False,
    m_cached=False
)

m18 = M.derived_feature_extractor.v3(
    input_data=m23.data_2,
    features=m3.data,
    date_col='date',
    instrument_col='instrument',
    drop_na=False,
    remove_extra_columns=False
)

m8 = M.stock_ranker_predict.v5(
    model=m6.model,
    data=m18.data,
    m_lazy_run=False
)

m12 = M.trade_data_generation.v1(
    input=m2.data_3,
    category='CN_STOCK',
    m_cached=False
)

m14 = M.cached.v3(
    run=m14_run_bigquant_run,
    post_run=m14_post_run_bigquant_run,
    input_ports='',
    params="""{
    "stock_count": 1,
    "hold_days": 1 
}""",
    output_ports=''
)

m11 = M.cached.v3(
    input_1=m8.predictions,
    input_2=m14.data_1,
    run=m11_run_bigquant_run,
    post_run=m11_post_run_bigquant_run,
    input_ports='',
    params='{}',
    output_ports=''
)

m21 = M.hftrade.v2(
    instruments=m12.instrument_list,
    options_data=m11.data_1,
    start_date='',
    end_date='',
    initialize=m21_initialize_bigquant_run,
    before_trading_start=m21_before_trading_start_bigquant_run,
    handle_tick=m21_handle_tick_bigquant_run,
    handle_data=m21_handle_data_bigquant_run,
    handle_trade=m21_handle_trade_bigquant_run,
    handle_order=m21_handle_order_bigquant_run,
    after_trading=m21_after_trading_bigquant_run,
    capital_base=1000000,
    frequency='daily',
    price_type='真实价格',
    product_type='自动',
    before_start_days='80',
    order_price_field_buy='open',
    order_price_field_sell='close',
    benchmark='000300.HIX',
    plot_charts=True,
    disable_cache=False,
    replay_bdb=False,
    show_debug_info=True,
    backtest_only=False
)

[2022-07-03 16:52:20.963226] INFO: moduleinvoker: input_features.v1 开始运行..

[2022-07-03 16:52:21.132341] INFO: moduleinvoker: 命中缓存

[2022-07-03 16:52:21.134966] INFO: moduleinvoker: input_features.v1 运行完成[0.171761s].

[2022-07-03 16:52:21.151647] INFO: moduleinvoker: cached.v3 开始运行..

[2022-07-03 16:52:21.166983] INFO: moduleinvoker: 命中缓存

[2022-07-03 16:52:21.169006] INFO: moduleinvoker: cached.v3 运行完成[0.017379s].

[2022-07-03 16:52:21.177790] INFO: moduleinvoker: auto_labeler_on_datasource.v1 开始运行..

[2022-07-03 16:52:21.184927] INFO: moduleinvoker: 命中缓存

[2022-07-03 16:52:21.186795] INFO: moduleinvoker: auto_labeler_on_datasource.v1 运行完成[0.009004s].

[2022-07-03 16:52:21.196434] INFO: moduleinvoker: cached.v3 开始运行..

[2022-07-03 16:52:21.378738] INFO: moduleinvoker: cached.v3 运行完成[0.18228s].

[2022-07-03 16:52:21.391061] INFO: moduleinvoker: derived_feature_extractor.v3 开始运行..

[2022-07-03 16:52:21.475700] INFO: derived_feature_extractor: 提取完成 rank_swing_volatility_5 = nanstd((high-low)/pre_close, 5)*sqrt(200)*100, 0.005s

[2022-07-03 16:52:21.543392] INFO: derived_feature_extractor: /data, 675

[2022-07-03 16:52:21.612773] INFO: moduleinvoker: derived_feature_extractor.v3 运行完成[0.221708s].

[2022-07-03 16:52:21.621724] INFO: moduleinvoker: join.v3 开始运行..

[2022-07-03 16:52:21.803671] INFO: join: /data, 行数=660/675, 耗时=0.04589s

[2022-07-03 16:52:21.832402] INFO: join: 最终行数: 660

[2022-07-03 16:52:21.840763] INFO: moduleinvoker: join.v3 运行完成[0.219037s].

[2022-07-03 16:52:21.848213] INFO: moduleinvoker: stock_ranker_train.v6 开始运行..

[2022-07-03 16:52:21.918069] INFO: StockRanker: 特征预处理 ..

[2022-07-03 16:52:21.942246] INFO: StockRanker: prepare data: training ..

[2022-07-03 16:52:22.002243] INFO: StockRanker训练: 73abeae6 准备训练: 660 行数

[2022-07-03 16:52:22.003853] INFO: StockRanker训练: AI模型训练，将在660*3=0.20万数据上对模型训练进行20轮迭代训练。预计将需要1～2分钟。请耐心等待。

[2022-07-03 16:52:22.211714] INFO: StockRanker训练: 正在训练 ..

[2022-07-03 16:52:22.263245] INFO: StockRanker训练: 任务状态: Pending

[2022-07-03 16:52:32.311023] INFO: StockRanker训练: 任务状态: Running

[2022-07-03 16:53:32.577221] INFO: StockRanker训练: 00:01:01.6515154, finished iteration 1

[2022-07-03 16:53:32.579068] INFO: StockRanker训练: 00:01:01.6543212, finished iteration 2

[2022-07-03 16:53:32.580458] INFO: StockRanker训练: 00:01:01.6573328, finished iteration 3

[2022-07-03 16:53:32.582088] INFO: StockRanker训练: 00:01:01.6585083, finished iteration 4

[2022-07-03 16:53:32.583663] INFO: StockRanker训练: 00:01:01.6596242, finished iteration 5

[2022-07-03 16:53:32.585485] INFO: StockRanker训练: 00:01:01.6608816, finished iteration 6

[2022-07-03 16:53:32.587464] INFO: StockRanker训练: 00:01:01.6620512, finished iteration 7

[2022-07-03 16:53:32.589070] INFO: StockRanker训练: 00:01:01.6632207, finished iteration 8

[2022-07-03 16:53:32.590700] INFO: StockRanker训练: 00:01:01.6644952, finished iteration 9

[2022-07-03 16:53:32.592423] INFO: StockRanker训练: 00:01:01.6657986, finished iteration 10

[2022-07-03 16:53:32.593975] INFO: StockRanker训练: 00:01:01.6669824, finished iteration 11

[2022-07-03 16:53:32.595561] INFO: StockRanker训练: 00:01:01.6681640, finished iteration 12

[2022-07-03 16:53:32.597141] INFO: StockRanker训练: 00:01:01.6693480, finished iteration 13

[2022-07-03 16:53:32.598960] INFO: StockRanker训练: 00:01:01.6705463, finished iteration 14

[2022-07-03 16:53:32.600536] INFO: StockRanker训练: 00:01:01.6717989, finished iteration 15

[2022-07-03 16:53:32.602150] INFO: StockRanker训练: 00:01:01.6729219, finished iteration 16

[2022-07-03 16:53:32.603750] INFO: StockRanker训练: 00:01:01.6740013, finished iteration 17

[2022-07-03 16:53:32.605356] INFO: StockRanker训练: 00:01:01.6752170, finished iteration 18

[2022-07-03 16:53:32.606943] INFO: StockRanker训练: 00:01:01.6763315, finished iteration 19

[2022-07-03 16:53:32.608497] INFO: StockRanker训练: 00:01:01.6776098, finished iteration 20

[2022-07-03 16:53:32.610069] INFO: StockRanker训练: 任务状态: Succeeded

[2022-07-03 16:53:32.748358] INFO: moduleinvoker: stock_ranker_train.v6 运行完成[70.900131s].

[2022-07-03 16:53:32.757344] INFO: moduleinvoker: derived_feature_extractor.v3 开始运行..

[2022-07-03 16:53:32.832552] INFO: derived_feature_extractor: 提取完成 rank_swing_volatility_5 = nanstd((high-low)/pre_close, 5)*sqrt(200)*100, 0.006s

[2022-07-03 16:53:32.893814] INFO: derived_feature_extractor: /data, 728

[2022-07-03 16:53:32.939170] INFO: moduleinvoker: derived_feature_extractor.v3 运行完成[0.181812s].

[2022-07-03 16:53:32.948234] INFO: moduleinvoker: stock_ranker_predict.v5 开始运行..

[2022-07-03 16:53:35.199252] INFO: StockRanker预测: /data ..

[2022-07-03 16:53:37.491522] INFO: moduleinvoker: stock_ranker_predict.v5 运行完成[4.543282s].

[2022-07-03 16:53:37.501002] INFO: moduleinvoker: trade_data_generation.v1 开始运行..

[2022-07-03 16:53:37.622141] INFO: moduleinvoker: trade_data_generation.v1 运行完成[0.121126s].

[2022-07-03 16:53:37.633850] INFO: moduleinvoker: cached.v3 开始运行..

[2022-07-03 16:53:37.667615] INFO: moduleinvoker: cached.v3 运行完成[0.033767s].

[2022-07-03 16:53:37.683823] INFO: moduleinvoker: cached.v3 开始运行..

[2022-07-03 16:53:37.781454] INFO: moduleinvoker: cached.v3 运行完成[0.097645s].

[2022-07-03 16:53:37.808536] INFO: moduleinvoker: hfbacktest.v1 开始运行..

[2022-07-03 16:53:37.813289] INFO: hfbacktest: passed-in daily_data_ds:None

[2022-07-03 16:53:37.814541] INFO: hfbacktest: passed-in minute_data_ds:None

[2022-07-03 16:53:37.815843] INFO: hfbacktest: passed-in tick_data_ds:None

[2022-07-03 16:53:37.817047] INFO: hfbacktest: passed-in each_data_ds:None

[2022-07-03 16:53:37.818264] INFO: hfbacktest: passed-in dominant_data_ds:None

[2022-07-03 16:53:37.819321] INFO: hfbacktest: passed-in benchmark_data_ds:None

[2022-07-03 16:53:37.820996] INFO: hfbacktest: passed-in trading_calendar_ds:None

[2022-07-03 16:53:37.822731] INFO: hfbacktest: biglearning V1.4.14

[2022-07-03 16:53:37.824594] INFO: hfbacktest: bigtrader v1.9.7 2022-06-29

[2022-07-03 16:53:37.826346] INFO: hfbacktest: strategy callbacks:{'on_init': , 'on_stop': , 'on_start': , 'handle_data': , 'handle_tick': , 'handle_trade': , 'handle_order': }

[2022-07-03 16:53:37.854652] INFO: hfbacktest: begin reading history data, 2021-06-01 00:00:00~2022-06-01, disable_cache:False, replay_bdb:1

[2022-07-03 16:53:37.857072] INFO: hfbacktest: reading benchmark data 2021-05-31 00:00:00~2022-06-01...

[2022-07-03 16:53:37.884673] INFO: moduleinvoker: cached.v2 开始运行..

[2022-07-03 16:53:37.898095] INFO: moduleinvoker: 命中缓存

[2022-07-03 16:53:37.900205] INFO: moduleinvoker: cached.v2 运行完成[0.015547s].

[2022-07-03 16:53:37.953087] INFO: hfbacktest: reading daily data 2020-05-27 00:00:00~2022-06-01...

[2022-07-03 16:53:38.014485] INFO: moduleinvoker: cached.v2 开始运行..

[2022-07-03 16:53:38.024538] INFO: moduleinvoker: 命中缓存

[2022-07-03 16:53:38.026659] INFO: moduleinvoker: cached.v2 运行完成[0.012187s].

[2022-07-03 16:53:38.078611] INFO: hfbacktest: cached_benchmark_ds:DataSource(18086326a9da4ca7a3b7934b3d1c8ca0T)

[2022-07-03 16:53:38.081661] INFO: hfbacktest: cached_daily_ds:DataSource(6340d40ab0d44f9392c20974d8dee035T)

[2022-07-03 16:53:38.084257] INFO: hfbacktest: cached_minute_ds:None

[2022-07-03 16:53:38.086821] INFO: hfbacktest: cached_tick_ds:None

[2022-07-03 16:53:38.088940] INFO: hfbacktest: cached_each_ds:None

[2022-07-03 16:53:38.091393] INFO: hfbacktest: dominant_data_ds:None

[2022-07-03 16:53:38.093979] INFO: hfbacktest: read history data done, call run_backtest()

[2022-07-03 16:53:46.741923] INFO: hfbacktest: backtest done, raw_perf_ds:DataSource(dcfe0be9ad8c4da098dbad556a921919T)

[2022-07-03 16:53:47.417329] INFO: moduleinvoker: hfbacktest.v1 运行完成[9.608794s].

[2022-07-03 16:53:47.419137] INFO: moduleinvoker: hftrade.v2 运行完成[9.630595s].

设置评估测试数据集，查看训练曲线
[视频教程]StockRanker训练曲线

bigcharts-data-start/{"__type":"tabs","__id":"bigchart-d3a41eedf12a4c2383694d7e79c8cc70"}/bigcharts-data-end

m11.input1 DataSource(fd0b658a66cb40b0a8bd533140a9c318T)

2022-07-03 16:53:38.115801 init history datas... 
2022-07-03 16:53:38.116831 init history datas done. 
2022-07-03 16:53:38.119965 run_backtest() capital_base:1000000, frequency:1d, product_type:conbond, date:2021-06-01 ~ 2022-06-01 
2022-07-03 16:53:38.120254 run_backtest() running... 
2022-07-03 16:53:38.127738 initial contracts len=0 
2022-07-03 16:53:38.128273 backtest inited. 
初始化函数开始：
context.options {'data': DataSource(e80c2d7c931e47708e78d775cf573023T)}
初始化函数结束
2022-07-03 16:53:38.151456 backtest transforming 1d, bars=1... 
2022-07-03 16:53:38.151722 transform start_trading_day=2021-06-01 00:00:00, simulation period=2021-06-01 ~ 2022-06-01 
2022-07-03 16:53:38.151755 transform source=None, before_start_days=80 
2022-07-03 16:53:38.151783 transform replay_func=<cyfunction BacktestEngine.transform.<locals>.replay_bars_dt at 0x7f85660c05f0> 
订阅行情前 BarDatas(current_dt:2021-06-01 08:30:00)
订阅行情后 BarDatas(current_dt:2021-06-01 08:30:00)
当前日期data.current_dt 2021-06-01 15:00:00
data BarDatas(current_dt:2021-06-01 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['510330.HOF']
买入order_value Equity(2 [510330.HOF])  cash  1000000
0
订阅行情前 BarDatas(current_dt:2021-06-02 08:30:00)
订阅行情后 BarDatas(current_dt:2021-06-02 08:30:00)
当前日期data.current_dt 2021-06-02 15:00:00
data BarDatas(current_dt:2021-06-02 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(2 [510330.HOF])
卖出结果 0
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  990906
0
订阅行情前 BarDatas(current_dt:2021-06-03 08:30:00)
订阅行情后 BarDatas(current_dt:2021-06-03 08:30:00)
当前日期data.current_dt 2021-06-03 15:00:00
data BarDatas(current_dt:2021-06-03 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(2 [510330.HOF])
卖出结果 -108
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  9581
0
订阅行情前 BarDatas(current_dt:2021-06-04 08:30:00)
订阅行情后 BarDatas(current_dt:2021-06-04 08:30:00)
2022-07-03 16:53:38.252804 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-200,1.391,U,0,strategy,2021-06-03 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-06-04 15:00:00
data BarDatas(current_dt:2021-06-04 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  9714
0
订阅行情前 BarDatas(current_dt:2021-06-07 08:30:00)
订阅行情后 BarDatas(current_dt:2021-06-07 08:30:00)
2022-07-03 16:53:38.278969 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-200,1.4099,U,0,strategy,2021-06-04 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-06-07 15:00:00
data BarDatas(current_dt:2021-06-07 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  9644
0
订阅行情前 BarDatas(current_dt:2021-06-08 08:30:00)
订阅行情后 BarDatas(current_dt:2021-06-08 08:30:00)
2022-07-03 16:53:38.297530 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-200,1.3999,U,0,strategy,2021-06-07 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-06-08 15:00:00
data BarDatas(current_dt:2021-06-08 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  9560
0
订阅行情前 BarDatas(current_dt:2021-06-09 08:30:00)
订阅行情后 BarDatas(current_dt:2021-06-09 08:30:00)
2022-07-03 16:53:38.316885 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-200,1.3879,U,0,strategy,2021-06-08 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-06-09 15:00:00
data BarDatas(current_dt:2021-06-09 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  9567
0
订阅行情前 BarDatas(current_dt:2021-06-10 08:30:00)
订阅行情后 BarDatas(current_dt:2021-06-10 08:30:00)
2022-07-03 16:53:38.333800 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-200,1.389,U,0,strategy,2021-06-09 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-06-10 15:00:00
data BarDatas(current_dt:2021-06-10 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  9846
0
订阅行情前 BarDatas(current_dt:2021-06-11 08:30:00)
订阅行情后 BarDatas(current_dt:2021-06-11 08:30:00)
2022-07-03 16:53:38.351413 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-200,1.429,U,0,strategy,2021-06-10 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-06-11 15:00:00
data BarDatas(current_dt:2021-06-11 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 0
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  1003583
0
订阅行情前 BarDatas(current_dt:2021-06-15 08:30:00)
订阅行情后 BarDatas(current_dt:2021-06-15 08:30:00)
当前日期data.current_dt 2021-06-15 15:00:00
data BarDatas(current_dt:2021-06-15 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 0
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  985273
0
订阅行情前 BarDatas(current_dt:2021-06-16 08:30:00)
订阅行情后 BarDatas(current_dt:2021-06-16 08:30:00)
当前日期data.current_dt 2021-06-16 15:00:00
data BarDatas(current_dt:2021-06-16 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 -108
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  9246
0
订阅行情前 BarDatas(current_dt:2021-06-17 08:30:00)
订阅行情后 BarDatas(current_dt:2021-06-17 08:30:00)
2022-07-03 16:53:38.438070 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-200,1.3569,U,0,strategy,2021-06-16 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-06-17 15:00:00
data BarDatas(current_dt:2021-06-17 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 0
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  953753
0
订阅行情前 BarDatas(current_dt:2021-06-18 08:30:00)
订阅行情后 BarDatas(current_dt:2021-06-18 08:30:00)
当前日期data.current_dt 2021-06-18 15:00:00
data BarDatas(current_dt:2021-06-18 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 -108
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  322223
0
订阅行情前 BarDatas(current_dt:2021-06-21 08:30:00)
订阅行情后 BarDatas(current_dt:2021-06-21 08:30:00)
当前日期data.current_dt 2021-06-21 15:00:00
data BarDatas(current_dt:2021-06-21 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 0
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  983262
0
订阅行情前 BarDatas(current_dt:2021-06-22 08:30:00)
订阅行情后 BarDatas(current_dt:2021-06-22 08:30:00)
当前日期data.current_dt 2021-06-22 15:00:00
data BarDatas(current_dt:2021-06-22 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 0
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  992741
0
订阅行情前 BarDatas(current_dt:2021-06-23 08:30:00)
订阅行情后 BarDatas(current_dt:2021-06-23 08:30:00)
当前日期data.current_dt 2021-06-23 15:00:00
data BarDatas(current_dt:2021-06-23 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 0
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  1011599
0
订阅行情前 BarDatas(current_dt:2021-06-24 08:30:00)
订阅行情后 BarDatas(current_dt:2021-06-24 08:30:00)
当前日期data.current_dt 2021-06-24 15:00:00
data BarDatas(current_dt:2021-06-24 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 0
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 0
买入列表 ['510330.HOF']
买入order_value Equity(2 [510330.HOF])  cash  993045
0
订阅行情前 BarDatas(current_dt:2021-06-25 08:30:00)
订阅行情后 BarDatas(current_dt:2021-06-25 08:30:00)
当前日期data.current_dt 2021-06-25 15:00:00
data BarDatas(current_dt:2021-06-25 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 -108
卖出order target percent Equity(2 [510330.HOF])
卖出结果 0
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  1028755
0
订阅行情前 BarDatas(current_dt:2021-06-28 08:30:00)
订阅行情后 BarDatas(current_dt:2021-06-28 08:30:00)
当前日期data.current_dt 2021-06-28 15:00:00
data BarDatas(current_dt:2021-06-28 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(2 [510330.HOF])
卖出结果 -108
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  11909
0
订阅行情前 BarDatas(current_dt:2021-06-29 08:30:00)
订阅行情后 BarDatas(current_dt:2021-06-29 08:30:00)
当前日期data.current_dt 2021-06-29 15:00:00
data BarDatas(current_dt:2021-06-29 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  10643
0
订阅行情前 BarDatas(current_dt:2021-06-30 08:30:00)
订阅行情后 BarDatas(current_dt:2021-06-30 08:30:00)
2022-07-03 16:53:38.701110 market open send order=OrderReq(bkt000,161017.ZOF,'1','0',0,2.432,U,0,strategy,2021-06-29 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-06-30 15:00:00
data BarDatas(current_dt:2021-06-30 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  10691
0
订阅行情前 BarDatas(current_dt:2021-07-01 08:30:00)
订阅行情后 BarDatas(current_dt:2021-07-01 08:30:00)
2022-07-03 16:53:38.717548 market open send order=OrderReq(bkt000,161017.ZOF,'1','0',0,2.443,U,0,strategy,2021-06-30 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-07-01 15:00:00
data BarDatas(current_dt:2021-07-01 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  10633
0
订阅行情前 BarDatas(current_dt:2021-07-02 08:30:00)
订阅行情后 BarDatas(current_dt:2021-07-02 08:30:00)
2022-07-03 16:53:38.733939 market open send order=OrderReq(bkt000,161017.ZOF,'1','0',0,2.429,U,0,strategy,2021-07-01 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-07-02 15:00:00
data BarDatas(current_dt:2021-07-02 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 0
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  1024277
0
订阅行情前 BarDatas(current_dt:2021-07-05 08:30:00)
订阅行情后 BarDatas(current_dt:2021-07-05 08:30:00)
当前日期data.current_dt 2021-07-05 15:00:00
data BarDatas(current_dt:2021-07-05 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 0
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  1036366
0
订阅行情前 BarDatas(current_dt:2021-07-06 08:30:00)
订阅行情后 BarDatas(current_dt:2021-07-06 08:30:00)
当前日期data.current_dt 2021-07-06 15:00:00
data BarDatas(current_dt:2021-07-06 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 -108
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 0
买入列表 ['510330.HOF']
买入order_value Equity(2 [510330.HOF])  cash  1022501
0
订阅行情前 BarDatas(current_dt:2021-07-07 08:30:00)
订阅行情后 BarDatas(current_dt:2021-07-07 08:30:00)
当前日期data.current_dt 2021-07-07 15:00:00
data BarDatas(current_dt:2021-07-07 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(2 [510330.HOF])
卖出结果 0
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  1043640
0
订阅行情前 BarDatas(current_dt:2021-07-08 08:30:00)
订阅行情后 BarDatas(current_dt:2021-07-08 08:30:00)
当前日期data.current_dt 2021-07-08 15:00:00
data BarDatas(current_dt:2021-07-08 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 0
买入列表 ['510330.HOF']
买入order_value Equity(2 [510330.HOF])  cash  1031670
0
订阅行情前 BarDatas(current_dt:2021-07-09 08:30:00)
订阅行情后 BarDatas(current_dt:2021-07-09 08:30:00)
当前日期data.current_dt 2021-07-09 15:00:00
data BarDatas(current_dt:2021-07-09 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 -108
卖出order target percent Equity(2 [510330.HOF])
卖出结果 0
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  1031647
0
订阅行情前 BarDatas(current_dt:2021-07-12 08:30:00)
订阅行情后 BarDatas(current_dt:2021-07-12 08:30:00)
当前日期data.current_dt 2021-07-12 15:00:00
data BarDatas(current_dt:2021-07-12 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(2 [510330.HOF])
卖出结果 -108
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  9036
0
订阅行情前 BarDatas(current_dt:2021-07-13 08:30:00)
订阅行情后 BarDatas(current_dt:2021-07-13 08:30:00)
2022-07-03 16:53:38.925414 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-1200,1.575,U,0,strategy,2021-07-12 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-07-13 15:00:00
data BarDatas(current_dt:2021-07-13 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 0
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  1058553
0
订阅行情前 BarDatas(current_dt:2021-07-14 08:30:00)
订阅行情后 BarDatas(current_dt:2021-07-14 08:30:00)
当前日期data.current_dt 2021-07-14 15:00:00
data BarDatas(current_dt:2021-07-14 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 0
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  1048763
0
订阅行情前 BarDatas(current_dt:2021-07-15 08:30:00)
订阅行情后 BarDatas(current_dt:2021-07-15 08:30:00)
当前日期data.current_dt 2021-07-15 15:00:00
data BarDatas(current_dt:2021-07-15 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 0
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  1076111
0
订阅行情前 BarDatas(current_dt:2021-07-16 08:30:00)
订阅行情后 BarDatas(current_dt:2021-07-16 08:30:00)
当前日期data.current_dt 2021-07-16 15:00:00
data BarDatas(current_dt:2021-07-16 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 -108
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 0
买入列表 ['510330.HOF']
买入order_value Equity(2 [510330.HOF])  cash  1041889
0
订阅行情前 BarDatas(current_dt:2021-07-19 08:30:00)
订阅行情后 BarDatas(current_dt:2021-07-19 08:30:00)
当前日期data.current_dt 2021-07-19 15:00:00
data BarDatas(current_dt:2021-07-19 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(2 [510330.HOF])
卖出结果 0
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  1050841
0
订阅行情前 BarDatas(current_dt:2021-07-20 08:30:00)
订阅行情后 BarDatas(current_dt:2021-07-20 08:30:00)
当前日期data.current_dt 2021-07-20 15:00:00
data BarDatas(current_dt:2021-07-20 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(2 [510330.HOF])
卖出结果 -108
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 0
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  1058786
0
订阅行情前 BarDatas(current_dt:2021-07-21 08:30:00)
订阅行情后 BarDatas(current_dt:2021-07-21 08:30:00)
当前日期data.current_dt 2021-07-21 15:00:00
data BarDatas(current_dt:2021-07-21 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 -108
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 0
买入列表 ['510330.HOF']
买入order_value Equity(2 [510330.HOF])  cash  1084130
0
订阅行情前 BarDatas(current_dt:2021-07-22 08:30:00)
订阅行情后 BarDatas(current_dt:2021-07-22 08:30:00)
当前日期data.current_dt 2021-07-22 15:00:00
data BarDatas(current_dt:2021-07-22 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(2 [510330.HOF])
卖出结果 0
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  1082467
0
订阅行情前 BarDatas(current_dt:2021-07-23 08:30:00)
订阅行情后 BarDatas(current_dt:2021-07-23 08:30:00)
当前日期data.current_dt 2021-07-23 15:00:00
data BarDatas(current_dt:2021-07-23 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(2 [510330.HOF])
卖出结果 -108
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  10318
0
订阅行情前 BarDatas(current_dt:2021-07-26 08:30:00)
订阅行情后 BarDatas(current_dt:2021-07-26 08:30:00)
2022-07-03 16:53:39.188886 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-200,1.5449,U,0,strategy,2021-07-23 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-07-26 15:00:00
data BarDatas(current_dt:2021-07-26 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 0
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  1013251
0
订阅行情前 BarDatas(current_dt:2021-07-27 08:30:00)
订阅行情后 BarDatas(current_dt:2021-07-27 08:30:00)
当前日期data.current_dt 2021-07-27 15:00:00
data BarDatas(current_dt:2021-07-27 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 0
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  948755
0
订阅行情前 BarDatas(current_dt:2021-07-28 08:30:00)
订阅行情后 BarDatas(current_dt:2021-07-28 08:30:00)
当前日期data.current_dt 2021-07-28 15:00:00
data BarDatas(current_dt:2021-07-28 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 0
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  959346
0
订阅行情前 BarDatas(current_dt:2021-07-29 08:30:00)
订阅行情后 BarDatas(current_dt:2021-07-29 08:30:00)
当前日期data.current_dt 2021-07-29 15:00:00
data BarDatas(current_dt:2021-07-29 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 -108
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 0
买入列表 ['510330.HOF']
买入order_value Equity(2 [510330.HOF])  cash  1022281
0
订阅行情前 BarDatas(current_dt:2021-07-30 08:30:00)
订阅行情后 BarDatas(current_dt:2021-07-30 08:30:00)
当前日期data.current_dt 2021-07-30 15:00:00
data BarDatas(current_dt:2021-07-30 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(2 [510330.HOF])
卖出结果 0
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  1020688
0
订阅行情前 BarDatas(current_dt:2021-08-02 08:30:00)
订阅行情后 BarDatas(current_dt:2021-08-02 08:30:00)
当前日期data.current_dt 2021-08-02 15:00:00
data BarDatas(current_dt:2021-08-02 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(2 [510330.HOF])
卖出结果 -108
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 0
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  1056849
0
订阅行情前 BarDatas(current_dt:2021-08-03 08:30:00)
订阅行情后 BarDatas(current_dt:2021-08-03 08:30:00)
当前日期data.current_dt 2021-08-03 15:00:00
data BarDatas(current_dt:2021-08-03 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 -108
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  10372
0
订阅行情前 BarDatas(current_dt:2021-08-04 08:30:00)
订阅行情后 BarDatas(current_dt:2021-08-04 08:30:00)
2022-07-03 16:53:39.375029 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-200,1.5329,U,0,strategy,2021-08-03 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-08-04 15:00:00
data BarDatas(current_dt:2021-08-04 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 0
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  1075120
0
订阅行情前 BarDatas(current_dt:2021-08-05 08:30:00)
订阅行情后 BarDatas(current_dt:2021-08-05 08:30:00)
当前日期data.current_dt 2021-08-05 15:00:00
data BarDatas(current_dt:2021-08-05 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 0
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  1062825
0
订阅行情前 BarDatas(current_dt:2021-08-06 08:30:00)
订阅行情后 BarDatas(current_dt:2021-08-06 08:30:00)
当前日期data.current_dt 2021-08-06 15:00:00
data BarDatas(current_dt:2021-08-06 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 -108
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  8323
0
订阅行情前 BarDatas(current_dt:2021-08-09 08:30:00)
订阅行情后 BarDatas(current_dt:2021-08-09 08:30:00)
2022-07-03 16:53:39.446328 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-1500,1.5499,U,0,strategy,2021-08-06 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-08-09 15:00:00
data BarDatas(current_dt:2021-08-09 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 0
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  1036013
0
订阅行情前 BarDatas(current_dt:2021-08-10 08:30:00)
订阅行情后 BarDatas(current_dt:2021-08-10 08:30:00)
当前日期data.current_dt 2021-08-10 15:00:00
data BarDatas(current_dt:2021-08-10 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 0
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  1042468
0
订阅行情前 BarDatas(current_dt:2021-08-11 08:30:00)
订阅行情后 BarDatas(current_dt:2021-08-11 08:30:00)
当前日期data.current_dt 2021-08-11 15:00:00
data BarDatas(current_dt:2021-08-11 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 0
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  1038126
0
订阅行情前 BarDatas(current_dt:2021-08-12 08:30:00)
订阅行情后 BarDatas(current_dt:2021-08-12 08:30:00)
当前日期data.current_dt 2021-08-12 15:00:00
data BarDatas(current_dt:2021-08-12 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 -108
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  10213
0
订阅行情前 BarDatas(current_dt:2021-08-13 08:30:00)
订阅行情后 BarDatas(current_dt:2021-08-13 08:30:00)
2022-07-03 16:53:39.542063 market open send order=OrderReq(bkt000,161017.ZOF,'1','0',-100,2.576,U,0,strategy,2021-08-12 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-08-13 15:00:00
data BarDatas(current_dt:2021-08-13 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 0
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  1026981
0
订阅行情前 BarDatas(current_dt:2021-08-16 08:30:00)
订阅行情后 BarDatas(current_dt:2021-08-16 08:30:00)
当前日期data.current_dt 2021-08-16 15:00:00
data BarDatas(current_dt:2021-08-16 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 -108
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  9926
0
订阅行情前 BarDatas(current_dt:2021-08-17 08:30:00)
订阅行情后 BarDatas(current_dt:2021-08-17 08:30:00)
2022-07-03 16:53:39.590949 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-200,1.445,U,0,strategy,2021-08-16 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-08-17 15:00:00
data BarDatas(current_dt:2021-08-17 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 0
买入列表 ['510330.HOF']
买入order_value Equity(2 [510330.HOF])  cash  988214
0
订阅行情前 BarDatas(current_dt:2021-08-18 08:30:00)
订阅行情后 BarDatas(current_dt:2021-08-18 08:30:00)
当前日期data.current_dt 2021-08-18 15:00:00
data BarDatas(current_dt:2021-08-18 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 -108
买入列表 ['510330.HOF']
买入order_value Equity(2 [510330.HOF])  cash  16696
0
订阅行情前 BarDatas(current_dt:2021-08-19 08:30:00)
订阅行情后 BarDatas(current_dt:2021-08-19 08:30:00)
当前日期data.current_dt 2021-08-19 15:00:00
data BarDatas(current_dt:2021-08-19 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(2 [510330.HOF])
卖出结果 0
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  998718
0
订阅行情前 BarDatas(current_dt:2021-08-20 08:30:00)
订阅行情后 BarDatas(current_dt:2021-08-20 08:30:00)
当前日期data.current_dt 2021-08-20 15:00:00
data BarDatas(current_dt:2021-08-20 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(2 [510330.HOF])
卖出结果 -108
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  9497
0
订阅行情前 BarDatas(current_dt:2021-08-23 08:30:00)
订阅行情后 BarDatas(current_dt:2021-08-23 08:30:00)
2022-07-03 16:53:39.687460 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-200,1.3939,U,0,strategy,2021-08-20 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-08-23 15:00:00
data BarDatas(current_dt:2021-08-23 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  9806
0
订阅行情前 BarDatas(current_dt:2021-08-24 08:30:00)
订阅行情后 BarDatas(current_dt:2021-08-24 08:30:00)
2022-07-03 16:53:39.703472 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-200,1.439,U,0,strategy,2021-08-23 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-08-24 15:00:00
data BarDatas(current_dt:2021-08-24 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  9937
0
订阅行情前 BarDatas(current_dt:2021-08-25 08:30:00)
订阅行情后 BarDatas(current_dt:2021-08-25 08:30:00)
2022-07-03 16:53:39.721785 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-200,1.4579,U,0,strategy,2021-08-24 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-08-25 15:00:00
data BarDatas(current_dt:2021-08-25 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  10012
0
订阅行情前 BarDatas(current_dt:2021-08-26 08:30:00)
订阅行情后 BarDatas(current_dt:2021-08-26 08:30:00)
2022-07-03 16:53:39.749408 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-200,1.4689,U,0,strategy,2021-08-25 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-08-26 15:00:00
data BarDatas(current_dt:2021-08-26 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  9772
0
订阅行情前 BarDatas(current_dt:2021-08-27 08:30:00)
订阅行情后 BarDatas(current_dt:2021-08-27 08:30:00)
2022-07-03 16:53:39.769223 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-200,1.434,U,0,strategy,2021-08-26 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-08-27 15:00:00
data BarDatas(current_dt:2021-08-27 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  9737
0
订阅行情前 BarDatas(current_dt:2021-08-30 08:30:00)
订阅行情后 BarDatas(current_dt:2021-08-30 08:30:00)
2022-07-03 16:53:39.786395 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-200,1.429,U,0,strategy,2021-08-27 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-08-30 15:00:00
data BarDatas(current_dt:2021-08-30 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  9751
0
订阅行情前 BarDatas(current_dt:2021-08-31 08:30:00)
订阅行情后 BarDatas(current_dt:2021-08-31 08:30:00)
2022-07-03 16:53:39.803886 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-200,1.4309,U,0,strategy,2021-08-30 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-08-31 15:00:00
data BarDatas(current_dt:2021-08-31 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  9607
0
订阅行情前 BarDatas(current_dt:2021-09-01 08:30:00)
订阅行情后 BarDatas(current_dt:2021-09-01 08:30:00)
2022-07-03 16:53:39.823284 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-200,1.4099,U,0,strategy,2021-08-31 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-09-01 15:00:00
data BarDatas(current_dt:2021-09-01 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  9531
0
订阅行情前 BarDatas(current_dt:2021-09-02 08:30:00)
订阅行情后 BarDatas(current_dt:2021-09-02 08:30:00)
2022-07-03 16:53:39.841387 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-200,1.399,U,0,strategy,2021-09-01 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-09-02 15:00:00
data BarDatas(current_dt:2021-09-02 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  9394
0
订阅行情前 BarDatas(current_dt:2021-09-03 08:30:00)
订阅行情后 BarDatas(current_dt:2021-09-03 08:30:00)
2022-07-03 16:53:39.859528 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-200,1.3789,U,0,strategy,2021-09-02 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-09-03 15:00:00
data BarDatas(current_dt:2021-09-03 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 0
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  935332
0
订阅行情前 BarDatas(current_dt:2021-09-06 08:30:00)
订阅行情后 BarDatas(current_dt:2021-09-06 08:30:00)
当前日期data.current_dt 2021-09-06 15:00:00
data BarDatas(current_dt:2021-09-06 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 -108
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 0
买入列表 ['510330.HOF']
买入order_value Equity(2 [510330.HOF])  cash  980537
0
订阅行情前 BarDatas(current_dt:2021-09-07 08:30:00)
订阅行情后 BarDatas(current_dt:2021-09-07 08:30:00)
当前日期data.current_dt 2021-09-07 15:00:00
data BarDatas(current_dt:2021-09-07 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 -108
卖出order target percent Equity(2 [510330.HOF])
卖出结果 0
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  1007677
0
订阅行情前 BarDatas(current_dt:2021-09-08 08:30:00)
订阅行情后 BarDatas(current_dt:2021-09-08 08:30:00)
当前日期data.current_dt 2021-09-08 15:00:00
data BarDatas(current_dt:2021-09-08 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(2 [510330.HOF])
卖出结果 -108
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  9794
0
订阅行情前 BarDatas(current_dt:2021-09-09 08:30:00)
订阅行情后 BarDatas(current_dt:2021-09-09 08:30:00)
2022-07-03 16:53:39.963936 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-200,1.421,U,0,strategy,2021-09-08 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-09-09 15:00:00
data BarDatas(current_dt:2021-09-09 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 0
买入列表 ['510330.HOF']
买入order_value Equity(2 [510330.HOF])  cash  995789
0
订阅行情前 BarDatas(current_dt:2021-09-10 08:30:00)
订阅行情后 BarDatas(current_dt:2021-09-10 08:30:00)
当前日期data.current_dt 2021-09-10 15:00:00
data BarDatas(current_dt:2021-09-10 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(2 [510330.HOF])
卖出结果 0
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  1008461
0
订阅行情前 BarDatas(current_dt:2021-09-13 08:30:00)
订阅行情后 BarDatas(current_dt:2021-09-13 08:30:00)
当前日期data.current_dt 2021-09-13 15:00:00
data BarDatas(current_dt:2021-09-13 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(2 [510330.HOF])
卖出结果 -108
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 0
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  994589
0
订阅行情前 BarDatas(current_dt:2021-09-14 08:30:00)
订阅行情后 BarDatas(current_dt:2021-09-14 08:30:00)
当前日期data.current_dt 2021-09-14 15:00:00
data BarDatas(current_dt:2021-09-14 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 0
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  1006604
0
订阅行情前 BarDatas(current_dt:2021-09-15 08:30:00)
订阅行情后 BarDatas(current_dt:2021-09-15 08:30:00)
当前日期data.current_dt 2021-09-15 15:00:00
data BarDatas(current_dt:2021-09-15 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 -108
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  9765
0
订阅行情前 BarDatas(current_dt:2021-09-16 08:30:00)
订阅行情后 BarDatas(current_dt:2021-09-16 08:30:00)
2022-07-03 16:53:40.103788 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-200,1.417,U,0,strategy,2021-09-15 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-09-16 15:00:00
data BarDatas(current_dt:2021-09-16 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 0
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  971297
0
订阅行情前 BarDatas(current_dt:2021-09-17 08:30:00)
订阅行情后 BarDatas(current_dt:2021-09-17 08:30:00)
当前日期data.current_dt 2021-09-17 15:00:00
data BarDatas(current_dt:2021-09-17 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 0
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  986371
0
订阅行情前 BarDatas(current_dt:2021-09-22 08:30:00)
订阅行情后 BarDatas(current_dt:2021-09-22 08:30:00)
当前日期data.current_dt 2021-09-22 15:00:00
data BarDatas(current_dt:2021-09-22 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 0
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  997425
0
订阅行情前 BarDatas(current_dt:2021-09-23 08:30:00)
订阅行情后 BarDatas(current_dt:2021-09-23 08:30:00)
当前日期data.current_dt 2021-09-23 15:00:00
data BarDatas(current_dt:2021-09-23 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 0
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  1003249
0
订阅行情前 BarDatas(current_dt:2021-09-24 08:30:00)
订阅行情后 BarDatas(current_dt:2021-09-24 08:30:00)
当前日期data.current_dt 2021-09-24 15:00:00
data BarDatas(current_dt:2021-09-24 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 0
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  996392
0
订阅行情前 BarDatas(current_dt:2021-09-27 08:30:00)
订阅行情后 BarDatas(current_dt:2021-09-27 08:30:00)
当前日期data.current_dt 2021-09-27 15:00:00
data BarDatas(current_dt:2021-09-27 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 -108
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  19748
0
订阅行情前 BarDatas(current_dt:2021-09-28 08:30:00)
订阅行情后 BarDatas(current_dt:2021-09-28 08:30:00)
当前日期data.current_dt 2021-09-28 15:00:00
data BarDatas(current_dt:2021-09-28 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  9934
0
订阅行情前 BarDatas(current_dt:2021-09-29 08:30:00)
订阅行情后 BarDatas(current_dt:2021-09-29 08:30:00)
2022-07-03 16:53:40.285642 market open send order=OrderReq(bkt000,161017.ZOF,'1','0',0,2.608,U,0,strategy,2021-09-28 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-09-29 15:00:00
data BarDatas(current_dt:2021-09-29 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  9734
0
订阅行情前 BarDatas(current_dt:2021-09-30 08:30:00)
订阅行情后 BarDatas(current_dt:2021-09-30 08:30:00)
2022-07-03 16:53:40.302310 market open send order=OrderReq(bkt000,161017.ZOF,'1','0',0,2.554,U,0,strategy,2021-09-29 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-09-30 15:00:00
data BarDatas(current_dt:2021-09-30 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  9798
0
订阅行情前 BarDatas(current_dt:2021-10-08 08:30:00)
订阅行情后 BarDatas(current_dt:2021-10-08 08:30:00)
2022-07-03 16:53:40.318737 market open send order=OrderReq(bkt000,161017.ZOF,'1','0',0,2.571,U,0,strategy,2021-09-30 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-10-08 15:00:00
data BarDatas(current_dt:2021-10-08 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 0
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  960242
0
订阅行情前 BarDatas(current_dt:2021-10-11 08:30:00)
订阅行情后 BarDatas(current_dt:2021-10-11 08:30:00)
当前日期data.current_dt 2021-10-11 15:00:00
data BarDatas(current_dt:2021-10-11 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 -108
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 0
买入列表 ['510330.HOF']
买入order_value Equity(2 [510330.HOF])  cash  939947
0
订阅行情前 BarDatas(current_dt:2021-10-12 08:30:00)
订阅行情后 BarDatas(current_dt:2021-10-12 08:30:00)
当前日期data.current_dt 2021-10-12 15:00:00
data BarDatas(current_dt:2021-10-12 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(2 [510330.HOF])
卖出结果 0
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  912627
0
订阅行情前 BarDatas(current_dt:2021-10-13 08:30:00)
订阅行情后 BarDatas(current_dt:2021-10-13 08:30:00)
当前日期data.current_dt 2021-10-13 15:00:00
data BarDatas(current_dt:2021-10-13 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(2 [510330.HOF])
卖出结果 -108
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  19785
0
订阅行情前 BarDatas(current_dt:2021-10-14 08:30:00)
订阅行情后 BarDatas(current_dt:2021-10-14 08:30:00)
当前日期data.current_dt 2021-10-14 15:00:00
data BarDatas(current_dt:2021-10-14 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  9622
0
订阅行情前 BarDatas(current_dt:2021-10-15 08:30:00)
订阅行情后 BarDatas(current_dt:2021-10-15 08:30:00)
2022-07-03 16:53:40.460515 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',0,1.4149,U,0,strategy,2021-10-14 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-10-15 15:00:00
data BarDatas(current_dt:2021-10-15 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 0
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  968050
0
订阅行情前 BarDatas(current_dt:2021-10-18 08:30:00)
订阅行情后 BarDatas(current_dt:2021-10-18 08:30:00)
当前日期data.current_dt 2021-10-18 15:00:00
data BarDatas(current_dt:2021-10-18 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 0
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  973971
0
订阅行情前 BarDatas(current_dt:2021-10-19 08:30:00)
订阅行情后 BarDatas(current_dt:2021-10-19 08:30:00)
当前日期data.current_dt 2021-10-19 15:00:00
data BarDatas(current_dt:2021-10-19 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 -108
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  12461
0
订阅行情前 BarDatas(current_dt:2021-10-20 08:30:00)
订阅行情后 BarDatas(current_dt:2021-10-20 08:30:00)
当前日期data.current_dt 2021-10-20 15:00:00
data BarDatas(current_dt:2021-10-20 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  9927
0
订阅行情前 BarDatas(current_dt:2021-10-21 08:30:00)
订阅行情后 BarDatas(current_dt:2021-10-21 08:30:00)
2022-07-03 16:53:40.548451 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',0,1.455,U,0,strategy,2021-10-20 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-10-21 15:00:00
data BarDatas(current_dt:2021-10-21 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  9914
0
订阅行情前 BarDatas(current_dt:2021-10-22 08:30:00)
订阅行情后 BarDatas(current_dt:2021-10-22 08:30:00)
2022-07-03 16:53:40.571106 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',0,1.4529,U,0,strategy,2021-10-21 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-10-22 15:00:00
data BarDatas(current_dt:2021-10-22 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 0
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  981888
0
订阅行情前 BarDatas(current_dt:2021-10-25 08:30:00)
订阅行情后 BarDatas(current_dt:2021-10-25 08:30:00)
当前日期data.current_dt 2021-10-25 15:00:00
data BarDatas(current_dt:2021-10-25 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 0
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  1008643
0
订阅行情前 BarDatas(current_dt:2021-10-26 08:30:00)
订阅行情后 BarDatas(current_dt:2021-10-26 08:30:00)
当前日期data.current_dt 2021-10-26 15:00:00
data BarDatas(current_dt:2021-10-26 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 0
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  994834
0
订阅行情前 BarDatas(current_dt:2021-10-27 08:30:00)
订阅行情后 BarDatas(current_dt:2021-10-27 08:30:00)
当前日期data.current_dt 2021-10-27 15:00:00
data BarDatas(current_dt:2021-10-27 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 0
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  982490
0
订阅行情前 BarDatas(current_dt:2021-10-28 08:30:00)
订阅行情后 BarDatas(current_dt:2021-10-28 08:30:00)
当前日期data.current_dt 2021-10-28 15:00:00
data BarDatas(current_dt:2021-10-28 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 -108
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  9581
0
订阅行情前 BarDatas(current_dt:2021-10-29 08:30:00)
订阅行情后 BarDatas(current_dt:2021-10-29 08:30:00)
2022-07-03 16:53:40.708204 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-200,1.4659,U,0,strategy,2021-10-28 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-10-29 15:00:00
data BarDatas(current_dt:2021-10-29 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  9839
0
订阅行情前 BarDatas(current_dt:2021-11-01 08:30:00)
订阅行情后 BarDatas(current_dt:2021-11-01 08:30:00)
2022-07-03 16:53:40.725021 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-200,1.5048,U,0,strategy,2021-10-29 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-11-01 15:00:00
data BarDatas(current_dt:2021-11-01 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  9733
0
订阅行情前 BarDatas(current_dt:2021-11-02 08:30:00)
订阅行情后 BarDatas(current_dt:2021-11-02 08:30:00)
2022-07-03 16:53:40.740727 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-200,1.4888,U,0,strategy,2021-11-01 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-11-02 15:00:00
data BarDatas(current_dt:2021-11-02 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  9740
0
订阅行情前 BarDatas(current_dt:2021-11-03 08:30:00)
订阅行情后 BarDatas(current_dt:2021-11-03 08:30:00)
2022-07-03 16:53:40.756684 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-200,1.49,U,0,strategy,2021-11-02 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-11-03 15:00:00
data BarDatas(current_dt:2021-11-03 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  9680
0
订阅行情前 BarDatas(current_dt:2021-11-04 08:30:00)
订阅行情后 BarDatas(current_dt:2021-11-04 08:30:00)
2022-07-03 16:53:40.776541 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-200,1.4809,U,0,strategy,2021-11-03 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-11-04 15:00:00
data BarDatas(current_dt:2021-11-04 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  9779
0
订阅行情前 BarDatas(current_dt:2021-11-05 08:30:00)
订阅行情后 BarDatas(current_dt:2021-11-05 08:30:00)
2022-07-03 16:53:40.793592 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-200,1.496,U,0,strategy,2021-11-04 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-11-05 15:00:00
data BarDatas(current_dt:2021-11-05 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  9779
0
订阅行情前 BarDatas(current_dt:2021-11-08 08:30:00)
订阅行情后 BarDatas(current_dt:2021-11-08 08:30:00)
2022-07-03 16:53:40.809897 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-200,1.496,U,0,strategy,2021-11-05 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-11-08 15:00:00
data BarDatas(current_dt:2021-11-08 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 0
买入列表 ['510330.HOF']
买入order_value Equity(2 [510330.HOF])  cash  1000372
0
订阅行情前 BarDatas(current_dt:2021-11-09 08:30:00)
订阅行情后 BarDatas(current_dt:2021-11-09 08:30:00)
当前日期data.current_dt 2021-11-09 15:00:00
data BarDatas(current_dt:2021-11-09 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(2 [510330.HOF])
卖出结果 0
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  1007100
0
订阅行情前 BarDatas(current_dt:2021-11-10 08:30:00)
订阅行情后 BarDatas(current_dt:2021-11-10 08:30:00)
当前日期data.current_dt 2021-11-10 15:00:00
data BarDatas(current_dt:2021-11-10 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(2 [510330.HOF])
卖出结果 -108
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  9968
0
订阅行情前 BarDatas(current_dt:2021-11-11 08:30:00)
订阅行情后 BarDatas(current_dt:2021-11-11 08:30:00)
2022-07-03 16:53:40.874009 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-200,1.524,U,0,strategy,2021-11-10 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-11-11 15:00:00
data BarDatas(current_dt:2021-11-11 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 0
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  1016051
0
订阅行情前 BarDatas(current_dt:2021-11-12 08:30:00)
订阅行情后 BarDatas(current_dt:2021-11-12 08:30:00)
当前日期data.current_dt 2021-11-12 15:00:00
data BarDatas(current_dt:2021-11-12 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 0
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  1008628
0
订阅行情前 BarDatas(current_dt:2021-11-15 08:30:00)
订阅行情后 BarDatas(current_dt:2021-11-15 08:30:00)
当前日期data.current_dt 2021-11-15 15:00:00
data BarDatas(current_dt:2021-11-15 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 -108
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  9732
0
订阅行情前 BarDatas(current_dt:2021-11-16 08:30:00)
订阅行情后 BarDatas(current_dt:2021-11-16 08:30:00)
2022-07-03 16:53:40.940466 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-200,1.5119,U,0,strategy,2021-11-15 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-11-16 15:00:00
data BarDatas(current_dt:2021-11-16 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  9706
0
订阅行情前 BarDatas(current_dt:2021-11-17 08:30:00)
订阅行情后 BarDatas(current_dt:2021-11-17 08:30:00)
2022-07-03 16:53:40.958468 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-200,1.508,U,0,strategy,2021-11-16 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-11-17 15:00:00
data BarDatas(current_dt:2021-11-17 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  9798
0
订阅行情前 BarDatas(current_dt:2021-11-18 08:30:00)
订阅行情后 BarDatas(current_dt:2021-11-18 08:30:00)
2022-07-03 16:53:40.975859 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-200,1.5219,U,0,strategy,2021-11-17 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-11-18 15:00:00
data BarDatas(current_dt:2021-11-18 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  9660
0
订阅行情前 BarDatas(current_dt:2021-11-19 08:30:00)
订阅行情后 BarDatas(current_dt:2021-11-19 08:30:00)
2022-07-03 16:53:40.993898 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-200,1.5009,U,0,strategy,2021-11-18 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-11-19 15:00:00
data BarDatas(current_dt:2021-11-19 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  9785
0
订阅行情前 BarDatas(current_dt:2021-11-22 08:30:00)
订阅行情后 BarDatas(current_dt:2021-11-22 08:30:00)
2022-07-03 16:53:41.017025 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-200,1.5199,U,0,strategy,2021-11-19 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-11-22 15:00:00
data BarDatas(current_dt:2021-11-22 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  10081
0
订阅行情前 BarDatas(current_dt:2021-11-23 08:30:00)
订阅行情后 BarDatas(current_dt:2021-11-23 08:30:00)
2022-07-03 16:53:41.040374 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-200,1.565,U,0,strategy,2021-11-22 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-11-23 15:00:00
data BarDatas(current_dt:2021-11-23 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  10041
0
订阅行情前 BarDatas(current_dt:2021-11-24 08:30:00)
订阅行情后 BarDatas(current_dt:2021-11-24 08:30:00)
2022-07-03 16:53:41.059092 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-200,1.559,U,0,strategy,2021-11-23 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-11-24 15:00:00
data BarDatas(current_dt:2021-11-24 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  9975
0
订阅行情前 BarDatas(current_dt:2021-11-25 08:30:00)
订阅行情后 BarDatas(current_dt:2021-11-25 08:30:00)
2022-07-03 16:53:41.075643 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-200,1.549,U,0,strategy,2021-11-24 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-11-25 15:00:00
data BarDatas(current_dt:2021-11-25 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 0
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  1016990
0
订阅行情前 BarDatas(current_dt:2021-11-26 08:30:00)
订阅行情后 BarDatas(current_dt:2021-11-26 08:30:00)
当前日期data.current_dt 2021-11-26 15:00:00
data BarDatas(current_dt:2021-11-26 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 0
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  1014916
0
订阅行情前 BarDatas(current_dt:2021-11-29 08:30:00)
订阅行情后 BarDatas(current_dt:2021-11-29 08:30:00)
当前日期data.current_dt 2021-11-29 15:00:00
data BarDatas(current_dt:2021-11-29 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 0
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  130421
0
订阅行情前 BarDatas(current_dt:2021-11-30 08:30:00)
订阅行情后 BarDatas(current_dt:2021-11-30 08:30:00)
当前日期data.current_dt 2021-11-30 15:00:00
data BarDatas(current_dt:2021-11-30 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 0
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  1023013
0
订阅行情前 BarDatas(current_dt:2021-12-01 08:30:00)
订阅行情后 BarDatas(current_dt:2021-12-01 08:30:00)
当前日期data.current_dt 2021-12-01 15:00:00
data BarDatas(current_dt:2021-12-01 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 0
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  1015050
0
订阅行情前 BarDatas(current_dt:2021-12-02 08:30:00)
订阅行情后 BarDatas(current_dt:2021-12-02 08:30:00)
当前日期data.current_dt 2021-12-02 15:00:00
data BarDatas(current_dt:2021-12-02 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 -108
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  9979
0
订阅行情前 BarDatas(current_dt:2021-12-03 08:30:00)
订阅行情后 BarDatas(current_dt:2021-12-03 08:30:00)
2022-07-03 16:53:41.229197 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-200,1.549,U,0,strategy,2021-12-02 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-12-03 15:00:00
data BarDatas(current_dt:2021-12-03 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  9992
0
订阅行情前 BarDatas(current_dt:2021-12-06 08:30:00)
订阅行情后 BarDatas(current_dt:2021-12-06 08:30:00)
2022-07-03 16:53:41.245060 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-200,1.5509,U,0,strategy,2021-12-03 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-12-06 15:00:00
data BarDatas(current_dt:2021-12-06 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  9769
0
订阅行情前 BarDatas(current_dt:2021-12-07 08:30:00)
订阅行情后 BarDatas(current_dt:2021-12-07 08:30:00)
2022-07-03 16:53:41.262607 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-200,1.5169,U,0,strategy,2021-12-06 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-12-07 15:00:00
data BarDatas(current_dt:2021-12-07 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  9657
0
订阅行情前 BarDatas(current_dt:2021-12-08 08:30:00)
订阅行情后 BarDatas(current_dt:2021-12-08 08:30:00)
2022-07-03 16:53:41.279831 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-200,1.5,U,0,strategy,2021-12-07 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-12-08 15:00:00
data BarDatas(current_dt:2021-12-08 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  9808
0
订阅行情前 BarDatas(current_dt:2021-12-09 08:30:00)
订阅行情后 BarDatas(current_dt:2021-12-09 08:30:00)
2022-07-03 16:53:41.297088 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-200,1.523,U,0,strategy,2021-12-08 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-12-09 15:00:00
data BarDatas(current_dt:2021-12-09 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 0
买入列表 ['510330.HOF']
买入order_value Equity(2 [510330.HOF])  cash  1010270
0
订阅行情前 BarDatas(current_dt:2021-12-10 08:30:00)
订阅行情后 BarDatas(current_dt:2021-12-10 08:30:00)
当前日期data.current_dt 2021-12-10 15:00:00
data BarDatas(current_dt:2021-12-10 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 -108
卖出order target percent Equity(2 [510330.HOF])
卖出结果 0
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  1016233
0
订阅行情前 BarDatas(current_dt:2021-12-13 08:30:00)
订阅行情后 BarDatas(current_dt:2021-12-13 08:30:00)
当前日期data.current_dt 2021-12-13 15:00:00
data BarDatas(current_dt:2021-12-13 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(2 [510330.HOF])
卖出结果 -108
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  14005
0
订阅行情前 BarDatas(current_dt:2021-12-14 08:30:00)
订阅行情后 BarDatas(current_dt:2021-12-14 08:30:00)
当前日期data.current_dt 2021-12-14 15:00:00
data BarDatas(current_dt:2021-12-14 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 0
买入列表 ['510330.HOF']
买入order_value Equity(2 [510330.HOF])  cash  1020105
0
订阅行情前 BarDatas(current_dt:2021-12-15 08:30:00)
订阅行情后 BarDatas(current_dt:2021-12-15 08:30:00)
当前日期data.current_dt 2021-12-15 15:00:00
data BarDatas(current_dt:2021-12-15 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 0
卖出order target percent Equity(2 [510330.HOF])
卖出结果 0
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  1015980
0
订阅行情前 BarDatas(current_dt:2021-12-16 08:30:00)
订阅行情后 BarDatas(current_dt:2021-12-16 08:30:00)
当前日期data.current_dt 2021-12-16 15:00:00
data BarDatas(current_dt:2021-12-16 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 -108
卖出order target percent Equity(2 [510330.HOF])
卖出结果 -108
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  10722
0
订阅行情前 BarDatas(current_dt:2021-12-17 08:30:00)
订阅行情后 BarDatas(current_dt:2021-12-17 08:30:00)
当前日期data.current_dt 2021-12-17 15:00:00
data BarDatas(current_dt:2021-12-17 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  10235
0
订阅行情前 BarDatas(current_dt:2021-12-20 08:30:00)
订阅行情后 BarDatas(current_dt:2021-12-20 08:30:00)
2022-07-03 16:53:41.463551 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',0,1.5269,U,0,strategy,2021-12-17 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-12-20 15:00:00
data BarDatas(current_dt:2021-12-20 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  9925
0
订阅行情前 BarDatas(current_dt:2021-12-21 08:30:00)
订阅行情后 BarDatas(current_dt:2021-12-21 08:30:00)
2022-07-03 16:53:41.481218 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',0,1.48,U,0,strategy,2021-12-20 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-12-21 15:00:00
data BarDatas(current_dt:2021-12-21 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  9931
0
订阅行情前 BarDatas(current_dt:2021-12-22 08:30:00)
订阅行情后 BarDatas(current_dt:2021-12-22 08:30:00)
2022-07-03 16:53:41.495256 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',0,1.4809,U,0,strategy,2021-12-21 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-12-22 15:00:00
data BarDatas(current_dt:2021-12-22 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 0
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  981357
0
订阅行情前 BarDatas(current_dt:2021-12-23 08:30:00)
订阅行情后 BarDatas(current_dt:2021-12-23 08:30:00)
当前日期data.current_dt 2021-12-23 15:00:00
data BarDatas(current_dt:2021-12-23 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 0
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  988156
0
订阅行情前 BarDatas(current_dt:2021-12-24 08:30:00)
订阅行情后 BarDatas(current_dt:2021-12-24 08:30:00)
当前日期data.current_dt 2021-12-24 15:00:00
data BarDatas(current_dt:2021-12-24 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 0
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  203016
0
订阅行情前 BarDatas(current_dt:2021-12-27 08:30:00)
订阅行情后 BarDatas(current_dt:2021-12-27 08:30:00)
当前日期data.current_dt 2021-12-27 15:00:00
data BarDatas(current_dt:2021-12-27 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 -108
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  9659
0
订阅行情前 BarDatas(current_dt:2021-12-28 08:30:00)
订阅行情后 BarDatas(current_dt:2021-12-28 08:30:00)
2022-07-03 16:53:41.593351 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-100,1.4509,U,0,strategy,2021-12-27 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-12-28 15:00:00
data BarDatas(current_dt:2021-12-28 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  9771
0
订阅行情前 BarDatas(current_dt:2021-12-29 08:30:00)
订阅行情后 BarDatas(current_dt:2021-12-29 08:30:00)
2022-07-03 16:53:41.609926 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-100,1.468,U,0,strategy,2021-12-28 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-12-29 15:00:00
data BarDatas(current_dt:2021-12-29 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  9619
0
订阅行情前 BarDatas(current_dt:2021-12-30 08:30:00)
订阅行情后 BarDatas(current_dt:2021-12-30 08:30:00)
2022-07-03 16:53:41.626647 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-100,1.445,U,0,strategy,2021-12-29 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-12-30 15:00:00
data BarDatas(current_dt:2021-12-30 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  9732
0
订阅行情前 BarDatas(current_dt:2021-12-31 08:30:00)
订阅行情后 BarDatas(current_dt:2021-12-31 08:30:00)
2022-07-03 16:53:41.644079 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-100,1.462,U,0,strategy,2021-12-30 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2021-12-31 15:00:00
data BarDatas(current_dt:2021-12-31 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 0
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  965581
0
订阅行情前 BarDatas(current_dt:2022-01-04 08:30:00)
订阅行情后 BarDatas(current_dt:2022-01-04 08:30:00)
当前日期data.current_dt 2022-01-04 15:00:00
data BarDatas(current_dt:2022-01-04 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 0
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  937209
0
订阅行情前 BarDatas(current_dt:2022-01-05 08:30:00)
订阅行情后 BarDatas(current_dt:2022-01-05 08:30:00)
当前日期data.current_dt 2022-01-05 15:00:00
data BarDatas(current_dt:2022-01-05 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 0
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  899117
0
订阅行情前 BarDatas(current_dt:2022-01-06 08:30:00)
订阅行情后 BarDatas(current_dt:2022-01-06 08:30:00)
当前日期data.current_dt 2022-01-06 15:00:00
data BarDatas(current_dt:2022-01-06 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 -108
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  8926
0
订阅行情前 BarDatas(current_dt:2022-01-07 08:30:00)
订阅行情后 BarDatas(current_dt:2022-01-07 08:30:00)
2022-07-03 16:53:41.734859 market open send order=OrderReq(bkt000,161017.ZOF,'1','0',-100,2.523,U,0,strategy,2022-01-06 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2022-01-07 15:00:00
data BarDatas(current_dt:2022-01-07 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  8917
0
订阅行情前 BarDatas(current_dt:2022-01-10 08:30:00)
订阅行情后 BarDatas(current_dt:2022-01-10 08:30:00)
2022-07-03 16:53:41.751218 market open send order=OrderReq(bkt000,161017.ZOF,'1','0',-100,2.52,U,0,strategy,2022-01-07 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2022-01-10 15:00:00
data BarDatas(current_dt:2022-01-10 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 0
买入列表 ['510330.HOF']
买入order_value Equity(2 [510330.HOF])  cash  889559
0
订阅行情前 BarDatas(current_dt:2022-01-11 08:30:00)
订阅行情后 BarDatas(current_dt:2022-01-11 08:30:00)
当前日期data.current_dt 2022-01-11 15:00:00
data BarDatas(current_dt:2022-01-11 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(2 [510330.HOF])
卖出结果 0
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  877733
0
订阅行情前 BarDatas(current_dt:2022-01-12 08:30:00)
订阅行情后 BarDatas(current_dt:2022-01-12 08:30:00)
当前日期data.current_dt 2022-01-12 15:00:00
data BarDatas(current_dt:2022-01-12 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(2 [510330.HOF])
卖出结果 -108
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  15273
0
订阅行情前 BarDatas(current_dt:2022-01-13 08:30:00)
订阅行情后 BarDatas(current_dt:2022-01-13 08:30:00)
当前日期data.current_dt 2022-01-13 15:00:00
data BarDatas(current_dt:2022-01-13 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 0
买入列表 ['510330.HOF']
买入order_value Equity(2 [510330.HOF])  cash  883551
0
订阅行情前 BarDatas(current_dt:2022-01-14 08:30:00)
订阅行情后 BarDatas(current_dt:2022-01-14 08:30:00)
当前日期data.current_dt 2022-01-14 15:00:00
data BarDatas(current_dt:2022-01-14 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(2 [510330.HOF])
卖出结果 0
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  873786
0
订阅行情前 BarDatas(current_dt:2022-01-17 08:30:00)
订阅行情后 BarDatas(current_dt:2022-01-17 08:30:00)
当前日期data.current_dt 2022-01-17 15:00:00
data BarDatas(current_dt:2022-01-17 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(2 [510330.HOF])
卖出结果 -108
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 0
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  888222
0
订阅行情前 BarDatas(current_dt:2022-01-18 08:30:00)
订阅行情后 BarDatas(current_dt:2022-01-18 08:30:00)
当前日期data.current_dt 2022-01-18 15:00:00
data BarDatas(current_dt:2022-01-18 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 0
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  183619
0
订阅行情前 BarDatas(current_dt:2022-01-19 08:30:00)
订阅行情后 BarDatas(current_dt:2022-01-19 08:30:00)
当前日期data.current_dt 2022-01-19 15:00:00
data BarDatas(current_dt:2022-01-19 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 -108
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  8692
0
订阅行情前 BarDatas(current_dt:2022-01-20 08:30:00)
订阅行情后 BarDatas(current_dt:2022-01-20 08:30:00)
2022-07-03 16:53:41.986150 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-100,1.34,U,0,strategy,2022-01-19 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2022-01-20 15:00:00
data BarDatas(current_dt:2022-01-20 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  8685
0
订阅行情前 BarDatas(current_dt:2022-01-21 08:30:00)
订阅行情后 BarDatas(current_dt:2022-01-21 08:30:00)
2022-07-03 16:53:42.003933 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-100,1.3389,U,0,strategy,2022-01-20 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2022-01-21 15:00:00
data BarDatas(current_dt:2022-01-21 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  8608
0
订阅行情前 BarDatas(current_dt:2022-01-24 08:30:00)
订阅行情后 BarDatas(current_dt:2022-01-24 08:30:00)
2022-07-03 16:53:42.021180 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-100,1.327,U,0,strategy,2022-01-21 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2022-01-24 15:00:00
data BarDatas(current_dt:2022-01-24 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  8685
0
订阅行情前 BarDatas(current_dt:2022-01-25 08:30:00)
订阅行情后 BarDatas(current_dt:2022-01-25 08:30:00)
2022-07-03 16:53:42.045510 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-100,1.3389,U,0,strategy,2022-01-24 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2022-01-25 15:00:00
data BarDatas(current_dt:2022-01-25 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  8480
0
订阅行情前 BarDatas(current_dt:2022-01-26 08:30:00)
订阅行情后 BarDatas(current_dt:2022-01-26 08:30:00)
2022-07-03 16:53:42.067608 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-100,1.307,U,0,strategy,2022-01-25 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2022-01-26 15:00:00
data BarDatas(current_dt:2022-01-26 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  8563
0
订阅行情前 BarDatas(current_dt:2022-01-27 08:30:00)
订阅行情后 BarDatas(current_dt:2022-01-27 08:30:00)
2022-07-03 16:53:42.091242 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-100,1.32,U,0,strategy,2022-01-26 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2022-01-27 15:00:00
data BarDatas(current_dt:2022-01-27 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 0
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  821955
0
订阅行情前 BarDatas(current_dt:2022-01-28 08:30:00)
订阅行情后 BarDatas(current_dt:2022-01-28 08:30:00)
当前日期data.current_dt 2022-01-28 15:00:00
data BarDatas(current_dt:2022-01-28 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 -108
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 0
买入列表 ['510330.HOF']
买入order_value Equity(2 [510330.HOF])  cash  806925
0
订阅行情前 BarDatas(current_dt:2022-02-07 08:30:00)
订阅行情后 BarDatas(current_dt:2022-02-07 08:30:00)
当前日期data.current_dt 2022-02-07 15:00:00
data BarDatas(current_dt:2022-02-07 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 -108
卖出order target percent Equity(2 [510330.HOF])
卖出结果 0
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  816016
0
订阅行情前 BarDatas(current_dt:2022-02-08 08:30:00)
订阅行情后 BarDatas(current_dt:2022-02-08 08:30:00)
当前日期data.current_dt 2022-02-08 15:00:00
data BarDatas(current_dt:2022-02-08 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 0
买入列表 ['510330.HOF']
买入order_value Equity(2 [510330.HOF])  cash  787629
0
订阅行情前 BarDatas(current_dt:2022-02-09 08:30:00)
订阅行情后 BarDatas(current_dt:2022-02-09 08:30:00)
当前日期data.current_dt 2022-02-09 15:00:00
data BarDatas(current_dt:2022-02-09 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 -108
买入列表 ['510330.HOF']
买入order_value Equity(2 [510330.HOF])  cash  18002
0
订阅行情前 BarDatas(current_dt:2022-02-10 08:30:00)
订阅行情后 BarDatas(current_dt:2022-02-10 08:30:00)
当前日期data.current_dt 2022-02-10 15:00:00
data BarDatas(current_dt:2022-02-10 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(2 [510330.HOF])
卖出结果 0
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  800383
0
订阅行情前 BarDatas(current_dt:2022-02-11 08:30:00)
订阅行情后 BarDatas(current_dt:2022-02-11 08:30:00)
当前日期data.current_dt 2022-02-11 15:00:00
data BarDatas(current_dt:2022-02-11 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 0
买入列表 ['510330.HOF']
买入order_value Equity(2 [510330.HOF])  cash  788783
0
订阅行情前 BarDatas(current_dt:2022-02-14 08:30:00)
订阅行情后 BarDatas(current_dt:2022-02-14 08:30:00)
当前日期data.current_dt 2022-02-14 15:00:00
data BarDatas(current_dt:2022-02-14 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(2 [510330.HOF])
卖出结果 0
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  633747
0
订阅行情前 BarDatas(current_dt:2022-02-15 08:30:00)
订阅行情后 BarDatas(current_dt:2022-02-15 08:30:00)
当前日期data.current_dt 2022-02-15 15:00:00
data BarDatas(current_dt:2022-02-15 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 0
卖出order target percent Equity(2 [510330.HOF])
卖出结果 -108
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  786456
0
订阅行情前 BarDatas(current_dt:2022-02-16 08:30:00)
订阅行情后 BarDatas(current_dt:2022-02-16 08:30:00)
当前日期data.current_dt 2022-02-16 15:00:00
data BarDatas(current_dt:2022-02-16 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 -108
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  7410
0
订阅行情前 BarDatas(current_dt:2022-02-17 08:30:00)
订阅行情后 BarDatas(current_dt:2022-02-17 08:30:00)
2022-07-03 16:53:42.361164 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-500,1.223,U,0,strategy,2022-02-16 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2022-02-17 15:00:00
data BarDatas(current_dt:2022-02-17 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  7480
0
订阅行情前 BarDatas(current_dt:2022-02-18 08:30:00)
订阅行情后 BarDatas(current_dt:2022-02-18 08:30:00)
2022-07-03 16:53:42.381280 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-500,1.2339,U,0,strategy,2022-02-17 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2022-02-18 15:00:00
data BarDatas(current_dt:2022-02-18 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  7442
0
订阅行情前 BarDatas(current_dt:2022-02-21 08:30:00)
订阅行情后 BarDatas(current_dt:2022-02-21 08:30:00)
2022-07-03 16:53:42.398159 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-500,1.228,U,0,strategy,2022-02-18 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2022-02-21 15:00:00
data BarDatas(current_dt:2022-02-21 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  7326
0
订阅行情前 BarDatas(current_dt:2022-02-22 08:30:00)
订阅行情后 BarDatas(current_dt:2022-02-22 08:30:00)
2022-07-03 16:53:42.414458 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-500,1.21,U,0,strategy,2022-02-21 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2022-02-22 15:00:00
data BarDatas(current_dt:2022-02-22 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  7236
0
订阅行情前 BarDatas(current_dt:2022-02-23 08:30:00)
订阅行情后 BarDatas(current_dt:2022-02-23 08:30:00)
2022-07-03 16:53:42.431697 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-500,1.1959,U,0,strategy,2022-02-22 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2022-02-23 15:00:00
data BarDatas(current_dt:2022-02-23 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  7487
0
订阅行情前 BarDatas(current_dt:2022-02-24 08:30:00)
订阅行情后 BarDatas(current_dt:2022-02-24 08:30:00)
2022-07-03 16:53:42.449414 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-500,1.235,U,0,strategy,2022-02-23 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2022-02-24 15:00:00
data BarDatas(current_dt:2022-02-24 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  7319
0
订阅行情前 BarDatas(current_dt:2022-02-25 08:30:00)
订阅行情后 BarDatas(current_dt:2022-02-25 08:30:00)
2022-07-03 16:53:42.467982 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-500,1.2089,U,0,strategy,2022-02-24 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2022-02-25 15:00:00
data BarDatas(current_dt:2022-02-25 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 0
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  800797
0
订阅行情前 BarDatas(current_dt:2022-02-28 08:30:00)
订阅行情后 BarDatas(current_dt:2022-02-28 08:30:00)
当前日期data.current_dt 2022-02-28 15:00:00
data BarDatas(current_dt:2022-02-28 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 0
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  807452
0
订阅行情前 BarDatas(current_dt:2022-03-01 08:30:00)
订阅行情后 BarDatas(current_dt:2022-03-01 08:30:00)
当前日期data.current_dt 2022-03-01 15:00:00
data BarDatas(current_dt:2022-03-01 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 -108
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  3926
0
订阅行情前 BarDatas(current_dt:2022-03-02 08:30:00)
订阅行情后 BarDatas(current_dt:2022-03-02 08:30:00)
2022-07-03 16:53:42.545233 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-3400,1.2529,U,0,strategy,2022-03-01 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2022-03-02 15:00:00
data BarDatas(current_dt:2022-03-02 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 0
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  787860
0
订阅行情前 BarDatas(current_dt:2022-03-03 08:30:00)
订阅行情后 BarDatas(current_dt:2022-03-03 08:30:00)
当前日期data.current_dt 2022-03-03 15:00:00
data BarDatas(current_dt:2022-03-03 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 0
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  770758
0
订阅行情前 BarDatas(current_dt:2022-03-04 08:30:00)
订阅行情后 BarDatas(current_dt:2022-03-04 08:30:00)
当前日期data.current_dt 2022-03-04 15:00:00
data BarDatas(current_dt:2022-03-04 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 -108
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  7489
0
订阅行情前 BarDatas(current_dt:2022-03-07 08:30:00)
订阅行情后 BarDatas(current_dt:2022-03-07 08:30:00)
2022-07-03 16:53:42.605760 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-200,1.184,U,0,strategy,2022-03-04 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2022-03-07 15:00:00
data BarDatas(current_dt:2022-03-07 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  7150
0
订阅行情前 BarDatas(current_dt:2022-03-08 08:30:00)
订阅行情后 BarDatas(current_dt:2022-03-08 08:30:00)
2022-07-03 16:53:42.621576 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-200,1.131,U,0,strategy,2022-03-07 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2022-03-08 15:00:00
data BarDatas(current_dt:2022-03-08 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  7055
0
订阅行情前 BarDatas(current_dt:2022-03-09 08:30:00)
订阅行情后 BarDatas(current_dt:2022-03-09 08:30:00)
2022-07-03 16:53:42.644548 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-200,1.116,U,0,strategy,2022-03-08 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2022-03-09 15:00:00
data BarDatas(current_dt:2022-03-09 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  7010
0
订阅行情前 BarDatas(current_dt:2022-03-10 08:30:00)
订阅行情后 BarDatas(current_dt:2022-03-10 08:30:00)
2022-07-03 16:53:42.669077 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-200,1.1089,U,0,strategy,2022-03-09 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2022-03-10 15:00:00
data BarDatas(current_dt:2022-03-10 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  7201
0
订阅行情前 BarDatas(current_dt:2022-03-11 08:30:00)
订阅行情后 BarDatas(current_dt:2022-03-11 08:30:00)
2022-07-03 16:53:42.686365 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-200,1.139,U,0,strategy,2022-03-10 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2022-03-11 15:00:00
data BarDatas(current_dt:2022-03-11 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 0
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  734615
0
订阅行情前 BarDatas(current_dt:2022-03-14 08:30:00)
订阅行情后 BarDatas(current_dt:2022-03-14 08:30:00)
当前日期data.current_dt 2022-03-14 15:00:00
data BarDatas(current_dt:2022-03-14 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 -108
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  174702
0
订阅行情前 BarDatas(current_dt:2022-03-15 08:30:00)
订阅行情后 BarDatas(current_dt:2022-03-15 08:30:00)
当前日期data.current_dt 2022-03-15 15:00:00
data BarDatas(current_dt:2022-03-15 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  6860
0
订阅行情前 BarDatas(current_dt:2022-03-16 08:30:00)
订阅行情后 BarDatas(current_dt:2022-03-16 08:30:00)
2022-07-03 16:53:42.750819 market open send order=OrderReq(bkt000,161017.ZOF,'1','0',0,2.224,U,0,strategy,2022-03-15 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2022-03-16 15:00:00
data BarDatas(current_dt:2022-03-16 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  7025
0
订阅行情前 BarDatas(current_dt:2022-03-17 08:30:00)
订阅行情后 BarDatas(current_dt:2022-03-17 08:30:00)
2022-07-03 16:53:42.771090 market open send order=OrderReq(bkt000,161017.ZOF,'1','0',0,2.278,U,0,strategy,2022-03-16 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2022-03-17 15:00:00
data BarDatas(current_dt:2022-03-17 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 0
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  693439
0
订阅行情前 BarDatas(current_dt:2022-03-18 08:30:00)
订阅行情后 BarDatas(current_dt:2022-03-18 08:30:00)
当前日期data.current_dt 2022-03-18 15:00:00
data BarDatas(current_dt:2022-03-18 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 -108
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  16826
0
订阅行情前 BarDatas(current_dt:2022-03-21 08:30:00)
订阅行情后 BarDatas(current_dt:2022-03-21 08:30:00)
当前日期data.current_dt 2022-03-21 15:00:00
data BarDatas(current_dt:2022-03-21 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 0
买入列表 ['510330.HOF']
买入order_value Equity(2 [510330.HOF])  cash  702477
0
订阅行情前 BarDatas(current_dt:2022-03-22 08:30:00)
订阅行情后 BarDatas(current_dt:2022-03-22 08:30:00)
当前日期data.current_dt 2022-03-22 15:00:00
data BarDatas(current_dt:2022-03-22 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(2 [510330.HOF])
卖出结果 0
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  694865
0
订阅行情前 BarDatas(current_dt:2022-03-23 08:30:00)
订阅行情后 BarDatas(current_dt:2022-03-23 08:30:00)
当前日期data.current_dt 2022-03-23 15:00:00
data BarDatas(current_dt:2022-03-23 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(2 [510330.HOF])
卖出结果 -108
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  2416
0
订阅行情前 BarDatas(current_dt:2022-03-24 08:30:00)
订阅行情后 BarDatas(current_dt:2022-03-24 08:30:00)
2022-07-03 16:53:42.892333 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-4000,1.182,U,0,strategy,2022-03-23 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2022-03-24 15:00:00
data BarDatas(current_dt:2022-03-24 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 0
买入列表 ['510330.HOF']
买入order_value Equity(2 [510330.HOF])  cash  696234
0
订阅行情前 BarDatas(current_dt:2022-03-25 08:30:00)
订阅行情后 BarDatas(current_dt:2022-03-25 08:30:00)
当前日期data.current_dt 2022-03-25 15:00:00
data BarDatas(current_dt:2022-03-25 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(2 [510330.HOF])
卖出结果 0
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  666328
0
订阅行情前 BarDatas(current_dt:2022-03-28 08:30:00)
订阅行情后 BarDatas(current_dt:2022-03-28 08:30:00)
当前日期data.current_dt 2022-03-28 15:00:00
data BarDatas(current_dt:2022-03-28 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(2 [510330.HOF])
卖出结果 -108
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  6433
0
订阅行情前 BarDatas(current_dt:2022-03-29 08:30:00)
订阅行情后 BarDatas(current_dt:2022-03-29 08:30:00)
2022-07-03 16:53:43.027173 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-200,1.125,U,0,strategy,2022-03-28 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2022-03-29 15:00:00
data BarDatas(current_dt:2022-03-29 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  6427
0
订阅行情前 BarDatas(current_dt:2022-03-30 08:30:00)
订阅行情后 BarDatas(current_dt:2022-03-30 08:30:00)
2022-07-03 16:53:43.045345 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-200,1.1238,U,0,strategy,2022-03-29 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2022-03-30 15:00:00
data BarDatas(current_dt:2022-03-30 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  6735
0
订阅行情前 BarDatas(current_dt:2022-03-31 08:30:00)
订阅行情后 BarDatas(current_dt:2022-03-31 08:30:00)
2022-07-03 16:53:43.061411 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-200,1.177,U,0,strategy,2022-03-30 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2022-03-31 15:00:00
data BarDatas(current_dt:2022-03-31 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  6642
0
订阅行情前 BarDatas(current_dt:2022-04-01 08:30:00)
订阅行情后 BarDatas(current_dt:2022-04-01 08:30:00)
2022-07-03 16:53:43.083224 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-200,1.161,U,0,strategy,2022-03-31 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2022-04-01 15:00:00
data BarDatas(current_dt:2022-04-01 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  6654
0
订阅行情前 BarDatas(current_dt:2022-04-06 08:30:00)
订阅行情后 BarDatas(current_dt:2022-04-06 08:30:00)
2022-07-03 16:53:43.100539 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-200,1.1629,U,0,strategy,2022-04-01 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2022-04-06 15:00:00
data BarDatas(current_dt:2022-04-06 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 0
买入列表 ['510330.HOF']
买入order_value Equity(2 [510330.HOF])  cash  665623
0
订阅行情前 BarDatas(current_dt:2022-04-07 08:30:00)
订阅行情后 BarDatas(current_dt:2022-04-07 08:30:00)
当前日期data.current_dt 2022-04-07 15:00:00
data BarDatas(current_dt:2022-04-07 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 -108
买入列表 ['510330.HOF']
买入order_value Equity(2 [510330.HOF])  cash  6395
0
订阅行情前 BarDatas(current_dt:2022-04-08 08:30:00)
订阅行情后 BarDatas(current_dt:2022-04-08 08:30:00)
2022-07-03 16:53:43.149149 market open send order=OrderReq(bkt000,510330.HOF,'1','0',-100,4.203,U,0,strategy,2022-04-07 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2022-04-08 15:00:00
data BarDatas(current_dt:2022-04-08 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['510330.HOF']
买入order_value Equity(2 [510330.HOF])  cash  6437
0
订阅行情前 BarDatas(current_dt:2022-04-11 08:30:00)
订阅行情后 BarDatas(current_dt:2022-04-11 08:30:00)
2022-07-03 16:53:43.166159 market open send order=OrderReq(bkt000,510330.HOF,'1','0',-100,4.228,U,0,strategy,2022-04-08 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2022-04-11 15:00:00
data BarDatas(current_dt:2022-04-11 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(2 [510330.HOF])
卖出结果 0
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  630150
0
订阅行情前 BarDatas(current_dt:2022-04-12 08:30:00)
订阅行情后 BarDatas(current_dt:2022-04-12 08:30:00)
当前日期data.current_dt 2022-04-12 15:00:00
data BarDatas(current_dt:2022-04-12 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(2 [510330.HOF])
卖出结果 -108
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 0
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  647026
0
订阅行情前 BarDatas(current_dt:2022-04-13 08:30:00)
订阅行情后 BarDatas(current_dt:2022-04-13 08:30:00)
当前日期data.current_dt 2022-04-13 15:00:00
data BarDatas(current_dt:2022-04-13 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 0
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  177266
0
订阅行情前 BarDatas(current_dt:2022-04-14 08:30:00)
订阅行情后 BarDatas(current_dt:2022-04-14 08:30:00)
当前日期data.current_dt 2022-04-14 15:00:00
data BarDatas(current_dt:2022-04-14 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 0
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  634781
0
订阅行情前 BarDatas(current_dt:2022-04-15 08:30:00)
订阅行情后 BarDatas(current_dt:2022-04-15 08:30:00)
当前日期data.current_dt 2022-04-15 15:00:00
data BarDatas(current_dt:2022-04-15 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 -108
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  41688
0
订阅行情前 BarDatas(current_dt:2022-04-18 08:30:00)
订阅行情后 BarDatas(current_dt:2022-04-18 08:30:00)
当前日期data.current_dt 2022-04-18 15:00:00
data BarDatas(current_dt:2022-04-18 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  6485
0
订阅行情前 BarDatas(current_dt:2022-04-19 08:30:00)
订阅行情后 BarDatas(current_dt:2022-04-19 08:30:00)
2022-07-03 16:53:43.319932 market open send order=OrderReq(bkt000,161017.ZOF,'1','0',0,2.25,U,0,strategy,2022-04-18 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2022-04-19 15:00:00
data BarDatas(current_dt:2022-04-19 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 0
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  627610
0
订阅行情前 BarDatas(current_dt:2022-04-20 08:30:00)
订阅行情后 BarDatas(current_dt:2022-04-20 08:30:00)
当前日期data.current_dt 2022-04-20 15:00:00
data BarDatas(current_dt:2022-04-20 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 -108
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  5946
0
订阅行情前 BarDatas(current_dt:2022-04-21 08:30:00)
订阅行情后 BarDatas(current_dt:2022-04-21 08:30:00)
2022-07-03 16:53:43.368968 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-100,1.0189,U,0,strategy,2022-04-20 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2022-04-21 15:00:00
data BarDatas(current_dt:2022-04-21 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  5830
0
订阅行情前 BarDatas(current_dt:2022-04-22 08:30:00)
订阅行情后 BarDatas(current_dt:2022-04-22 08:30:00)
2022-07-03 16:53:43.406755 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-100,0.999,U,0,strategy,2022-04-21 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2022-04-22 15:00:00
data BarDatas(current_dt:2022-04-22 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 0
买入列表 ['510330.HOF']
买入order_value Equity(2 [510330.HOF])  cash  579598
0
订阅行情前 BarDatas(current_dt:2022-04-25 08:30:00)
订阅行情后 BarDatas(current_dt:2022-04-25 08:30:00)
当前日期data.current_dt 2022-04-25 15:00:00
data BarDatas(current_dt:2022-04-25 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 -108
买入列表 ['510330.HOF']
买入order_value Equity(2 [510330.HOF])  cash  5512
0
订阅行情前 BarDatas(current_dt:2022-04-26 08:30:00)
订阅行情后 BarDatas(current_dt:2022-04-26 08:30:00)
2022-07-03 16:53:43.467228 market open send order=OrderReq(bkt000,510330.HOF,'1','0',0,3.803,U,0,strategy,2022-04-25 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2022-04-26 15:00:00
data BarDatas(current_dt:2022-04-26 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(2 [510330.HOF])
卖出结果 0
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  523126
0
订阅行情前 BarDatas(current_dt:2022-04-27 08:30:00)
订阅行情后 BarDatas(current_dt:2022-04-27 08:30:00)
当前日期data.current_dt 2022-04-27 15:00:00
data BarDatas(current_dt:2022-04-27 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(2 [510330.HOF])
卖出结果 -108
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  33621
0
订阅行情前 BarDatas(current_dt:2022-04-28 08:30:00)
订阅行情后 BarDatas(current_dt:2022-04-28 08:30:00)
当前日期data.current_dt 2022-04-28 15:00:00
data BarDatas(current_dt:2022-04-28 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 0
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  552538
0
订阅行情前 BarDatas(current_dt:2022-04-29 08:30:00)
订阅行情后 BarDatas(current_dt:2022-04-29 08:30:00)
当前日期data.current_dt 2022-04-29 15:00:00
data BarDatas(current_dt:2022-04-29 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 -108
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  20336
0
订阅行情前 BarDatas(current_dt:2022-05-05 08:30:00)
订阅行情后 BarDatas(current_dt:2022-05-05 08:30:00)
当前日期data.current_dt 2022-05-05 15:00:00
data BarDatas(current_dt:2022-05-05 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  5940
0
订阅行情前 BarDatas(current_dt:2022-05-06 08:30:00)
订阅行情后 BarDatas(current_dt:2022-05-06 08:30:00)
2022-07-03 16:53:43.596456 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',0,0.9919,U,0,strategy,2022-05-05 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2022-05-06 15:00:00
data BarDatas(current_dt:2022-05-06 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  5823
0
订阅行情前 BarDatas(current_dt:2022-05-09 08:30:00)
订阅行情后 BarDatas(current_dt:2022-05-09 08:30:00)
2022-07-03 16:53:43.614073 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',0,0.972,U,0,strategy,2022-05-06 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2022-05-09 15:00:00
data BarDatas(current_dt:2022-05-09 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  5765
0
订阅行情前 BarDatas(current_dt:2022-05-10 08:30:00)
订阅行情后 BarDatas(current_dt:2022-05-10 08:30:00)
2022-07-03 16:53:43.632660 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',0,0.962,U,0,strategy,2022-05-09 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2022-05-10 15:00:00
data BarDatas(current_dt:2022-05-10 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  5917
0
订阅行情前 BarDatas(current_dt:2022-05-11 08:30:00)
订阅行情后 BarDatas(current_dt:2022-05-11 08:30:00)
2022-07-03 16:53:43.652701 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',0,0.9879,U,0,strategy,2022-05-10 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2022-05-11 15:00:00
data BarDatas(current_dt:2022-05-11 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  6122
0
订阅行情前 BarDatas(current_dt:2022-05-12 08:30:00)
订阅行情后 BarDatas(current_dt:2022-05-12 08:30:00)
2022-07-03 16:53:43.669722 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',0,1.023,U,0,strategy,2022-05-11 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2022-05-12 15:00:00
data BarDatas(current_dt:2022-05-12 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 0
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  599300
0
订阅行情前 BarDatas(current_dt:2022-05-13 08:30:00)
订阅行情后 BarDatas(current_dt:2022-05-13 08:30:00)
当前日期data.current_dt 2022-05-13 15:00:00
data BarDatas(current_dt:2022-05-13 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 0
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  610034
0
订阅行情前 BarDatas(current_dt:2022-05-16 08:30:00)
订阅行情后 BarDatas(current_dt:2022-05-16 08:30:00)
当前日期data.current_dt 2022-05-16 15:00:00
data BarDatas(current_dt:2022-05-16 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 0
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  599564
0
订阅行情前 BarDatas(current_dt:2022-05-17 08:30:00)
订阅行情后 BarDatas(current_dt:2022-05-17 08:30:00)
当前日期data.current_dt 2022-05-17 15:00:00
data BarDatas(current_dt:2022-05-17 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 0
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  616382
0
订阅行情前 BarDatas(current_dt:2022-05-18 08:30:00)
订阅行情后 BarDatas(current_dt:2022-05-18 08:30:00)
当前日期data.current_dt 2022-05-18 15:00:00
data BarDatas(current_dt:2022-05-18 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 -108
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  6114
0
订阅行情前 BarDatas(current_dt:2022-05-19 08:30:00)
订阅行情后 BarDatas(current_dt:2022-05-19 08:30:00)
2022-07-03 16:53:43.805410 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-100,1.0329,U,0,strategy,2022-05-18 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2022-05-19 15:00:00
data BarDatas(current_dt:2022-05-19 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  6173
0
订阅行情前 BarDatas(current_dt:2022-05-20 08:30:00)
订阅行情后 BarDatas(current_dt:2022-05-20 08:30:00)
2022-07-03 16:53:43.828592 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-100,1.0429,U,0,strategy,2022-05-19 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2022-05-20 15:00:00
data BarDatas(current_dt:2022-05-20 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 0
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  627098
0
订阅行情前 BarDatas(current_dt:2022-05-23 08:30:00)
订阅行情后 BarDatas(current_dt:2022-05-23 08:30:00)
当前日期data.current_dt 2022-05-23 15:00:00
data BarDatas(current_dt:2022-05-23 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 0
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  625699
0
订阅行情前 BarDatas(current_dt:2022-05-24 08:30:00)
订阅行情后 BarDatas(current_dt:2022-05-24 08:30:00)
当前日期data.current_dt 2022-05-24 15:00:00
data BarDatas(current_dt:2022-05-24 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 -108
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  5897
0
订阅行情前 BarDatas(current_dt:2022-05-25 08:30:00)
订阅行情后 BarDatas(current_dt:2022-05-25 08:30:00)
2022-07-03 16:53:43.910596 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-200,1.0149,U,0,strategy,2022-05-24 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2022-05-25 15:00:00
data BarDatas(current_dt:2022-05-25 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 0
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  591100
0
订阅行情前 BarDatas(current_dt:2022-05-26 08:30:00)
订阅行情后 BarDatas(current_dt:2022-05-26 08:30:00)
当前日期data.current_dt 2022-05-26 15:00:00
data BarDatas(current_dt:2022-05-26 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 0
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  592397
0
订阅行情前 BarDatas(current_dt:2022-05-27 08:30:00)
订阅行情后 BarDatas(current_dt:2022-05-27 08:30:00)
当前日期data.current_dt 2022-05-27 15:00:00
data BarDatas(current_dt:2022-05-27 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 -108
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  5784
0
订阅行情前 BarDatas(current_dt:2022-05-30 08:30:00)
订阅行情后 BarDatas(current_dt:2022-05-30 08:30:00)
2022-07-03 16:53:43.981169 market open send order=OrderReq(bkt000,159949.ZOF,'1','0',-200,1.0119,U,0,strategy,2022-05-27 15:00:00) failed err=-108,委托数量错误 
当前日期data.current_dt 2022-05-30 15:00:00
data BarDatas(current_dt:2022-05-30 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(3 [159949.ZOF])
卖出结果 0
买入列表 ['161017.ZOF']
买入order_value Equity(1 [161017.ZOF])  cash  592141
0
订阅行情前 BarDatas(current_dt:2022-05-31 08:30:00)
订阅行情后 BarDatas(current_dt:2022-05-31 08:30:00)
当前日期data.current_dt 2022-05-31 15:00:00
data BarDatas(current_dt:2022-05-31 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 0
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  614326
0
订阅行情前 BarDatas(current_dt:2022-06-01 08:30:00)
订阅行情后 BarDatas(current_dt:2022-06-01 08:30:00)
当前日期data.current_dt 2022-06-01 15:00:00
data BarDatas(current_dt:2022-06-01 15:00:00)
<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
卖出order target percent Equity(1 [161017.ZOF])
卖出结果 0
买入列表 ['159949.ZOF']
买入order_value Equity(3 [159949.ZOF])  cash  116795
0
2022-07-03 16:53:44.052684 backtest run end! 
2022-07-03 16:53:44.889201 run_backtest() finished! time cost 6.769s!

2022-07-03 16:53:46.835492 perf_render raw_perf=DataSource(dcfe0be9ad8c4da098dbad556a921919T), benchmark_data=DataSource(18086326a9da4ca7a3b7934b3d1c8ca0T), process stats...
2022-07-03 16:53:47.047834 perf_render process transactions...
2022-07-03 16:53:47.136437 perf_render process positions...
2022-07-03 16:53:47.246376 perf_render process logs...
2022-07-03 16:53:47.404590 perf_render process plot...

收益率-38.05%
年化收益率-37.93%
基准收益率-23.56%
阿尔法-0.07
贝塔1.39
夏普比率-1.39
胜率0.52
盈亏比0.67
收益波动率33.66%
信息比率-0.05
最大回撤51.75%

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