版本 v1.0
选出每个行业的某因子排名前10的股票; 买入股票持仓5日开始换仓。
因子定义:my_rank=rank_fs_roe_0+rank_fs_net_profit_qoq_0-rank_pb_lf_0
rank_fs_roe_0:净资产收益率,升序百分比排名
rank_fs_net_profit_qoq_0:归属母公司股东的净利润单季度环比增长率,升序百分比排名
rank_pb_lf_0:市净率 (LF),升序百分比排名
1、确定股票池和回测时间
通过证券代码列表输入回测的起止日期
2、确定买卖原则
在输入特征列表中通过表达式引擎定义my_rank=rank_fs_roe_0+rank_fs_net_profit_qoq_0-rank_pb_lf_0这个因子 。选出myrank值排名前10的股票。选出的10支股票为买入股票列表,以5个交易日开始换仓。 已有持仓中满足卖出条件的股票为卖出股票列表,需执行卖出操作 满足买入条件且没有持仓的股票为买入股票列表,需执行买入操作 满足买入条件且已有持仓的股票为调仓股票列表,需执行调整仓位操作 本策略中将买入股票列表和调仓股票列表中的所有股票统一调整为等资金比例仓位。
3、回测
通过 trade 模块中的初始化函数定义交易手续费和滑点; 通过 trade 模块中的主函数(handle函数)查看每日的买卖交易信号,按照买卖原则执行相应的买入/卖出/调仓操作。
可视化策略实现如下:
# 本代码由可视化策略环境自动生成 2021年12月3日 19:19
# 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。
# 回测引擎:初始化函数,只执行一次
def m6_initialize_bigquant_run(context):
# 加载预测数据
context.test_data = context.options['data'].read_df()
# 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=0.0013, 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
context.stock_count = 10
# 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 = 1/context.stock_count
#持仓周期
context.hold_days = 5
# 回测引擎:每日数据处理函数,每天执行一次
def m6_handle_data_bigquant_run(context, data):
if context.trading_day_index % context.hold_days != 0:
return
today = data.current_dt.strftime('%Y-%m-%d')
# 获取当前持仓
positions = {e.symbol: p.amount for e, p in context.portfolio.positions.items()}
# 按日期过滤得到今日数据
today_data = context.test_data[context.test_data.date == today]
#今日需要买入的股票
stocks_buy = today_data.instrument.iloc[0:context.stock_count].to_list()
stocks_buy_name = today_data.name.iloc[0:context.stock_count].to_list() #打印显示用
print(today,"买入股票池:",stocks_buy,'\n',stocks_buy_name)
#卖出
for instrument in positions.keys():
if instrument not in stocks_buy:
context.order_target(context.symbol(instrument), 0)
print(today,"卖出",instrument)
#买入
cash_per_instrument = context.portfolio.portfolio_value * context.stock_weights
print(cash_per_instrument)
for instrument in stocks_buy:
if instrument not in positions.keys():
context.order_value(context.symbol(instrument), cash_per_instrument)
print(today,"买入",instrument)
# 回测引擎:准备数据,只执行一次
def m6_prepare_bigquant_run(context):
pass
# 回测引擎:每个单位时间开始前调用一次,即每日开盘前调用一次。
def m6_before_trading_start_bigquant_run(context, data):
pass
m1 = M.instruments.v2(
start_date='2014-01-01',
end_date='2021-10-10',
market='CN_STOCK_A',
instrument_list='',
max_count=0
)
m8 = M.use_datasource.v1(
instruments=m1.data,
datasource_id='instruments_CN_STOCK_A',
start_date='',
end_date=''
)
m2 = M.input_features.v1(
features="""
# #号开始的表示注释,注释需单独一行
# 多个特征,每行一个,可以包含基础特征和衍生特征,特征须为本平台特征
pb_lf_0
in_csi300_0
rank_pb_lf_0
rank_fs_roe_0
rank_fs_roe_ttm_0
rank_pb_lf_0
rank_fs_net_profit_qoq_0
my_rank=rank_fs_roe_0+rank_fs_net_profit_qoq_0-rank_pb_lf_0
fs_roe_0
fs_roe_ttm_0
close_0
adjust_factor_0"""
)
m3 = M.general_feature_extractor.v7(
instruments=m1.data,
features=m2.data,
start_date='',
end_date='',
before_start_days=90
)
m10 = M.derived_feature_extractor.v3(
input_data=m3.data,
features=m2.data,
date_col='date',
instrument_col='instrument',
drop_na=False,
remove_extra_columns=False,
user_functions={}
)
m4 = M.chinaa_stock_filter.v1(
input_data=m10.data,
index_constituent_cond=['全部'],
board_cond=['上证主板', '深证主板', '创业板'],
industry_cond=['全部'],
st_cond=['正常'],
delist_cond=['非退市'],
output_left_data=False
)
m5 = M.filter.v3(
input_data=m4.data,
expr='in_csi300_0==1 or in_csi300_0==0',
output_left_data=False
)
m9 = M.join.v3(
data1=m5.data,
data2=m8.data,
on='date,instrument',
how='inner',
sort=False
)
m7 = M.sort.v5(
input_ds=m9.data,
sort_by='my_rank',
group_by='date',
keep_columns='--',
ascending=False
)
m6 = M.trade.v4(
instruments=m1.data,
options_data=m7.sorted_data,
start_date='',
end_date='',
initialize=m6_initialize_bigquant_run,
handle_data=m6_handle_data_bigquant_run,
prepare=m6_prepare_bigquant_run,
before_trading_start=m6_before_trading_start_bigquant_run,
volume_limit=0,
order_price_field_buy='open',
order_price_field_sell='open',
capital_base=1000000,
auto_cancel_non_tradable_orders=True,
data_frequency='daily',
price_type='真实价格',
product_type='股票',
plot_charts=True,
backtest_only=False,
benchmark=''
)
[2021-10-18 18:22:27.534795] INFO: moduleinvoker: instruments.v2 开始运行..
[2021-10-18 18:22:27.566566] INFO: moduleinvoker: 命中缓存
[2021-10-18 18:22:27.569031] INFO: moduleinvoker: instruments.v2 运行完成[0.034257s].
[2021-10-18 18:22:27.699573] INFO: moduleinvoker: use_datasource.v1 开始运行..
[2021-10-18 18:22:27.709042] INFO: moduleinvoker: 命中缓存
[2021-10-18 18:22:27.711446] INFO: moduleinvoker: use_datasource.v1 运行完成[0.011894s].
[2021-10-18 18:22:27.760104] INFO: moduleinvoker: input_features.v1 开始运行..
[2021-10-18 18:22:27.919425] INFO: moduleinvoker: input_features.v1 运行完成[0.159331s].
[2021-10-18 18:22:28.062535] INFO: moduleinvoker: general_feature_extractor.v7 开始运行..
[2021-10-18 18:22:39.194865] INFO: 基础特征抽取: 年份 2013, 特征行数=143272
[2021-10-18 18:22:51.784953] INFO: 基础特征抽取: 年份 2014, 特征行数=569948
[2021-10-18 18:23:04.259015] INFO: 基础特征抽取: 年份 2015, 特征行数=569698
[2021-10-18 18:23:18.453036] INFO: 基础特征抽取: 年份 2016, 特征行数=641546
[2021-10-18 18:23:40.921030] INFO: 基础特征抽取: 年份 2017, 特征行数=743233
[2021-10-18 18:24:18.760361] INFO: 基础特征抽取: 年份 2018, 特征行数=816987
[2021-10-18 18:24:34.119935] INFO: 基础特征抽取: 年份 2019, 特征行数=884867
[2021-10-18 18:25:17.414377] INFO: 基础特征抽取: 年份 2020, 特征行数=945961
[2021-10-18 18:26:07.336996] INFO: 基础特征抽取: 年份 2021, 特征行数=786470
[2021-10-18 18:26:08.475534] INFO: 基础特征抽取: 总行数: 6101982
[2021-10-18 18:26:08.507466] INFO: moduleinvoker: general_feature_extractor.v7 运行完成[220.444946s].
[2021-10-18 18:26:08.618658] INFO: moduleinvoker: derived_feature_extractor.v3 开始运行..
[2021-10-18 18:26:53.607500] INFO: derived_feature_extractor: 提取完成 my_rank=rank_fs_roe_0+rank_fs_net_profit_qoq_0-rank_pb_lf_0, 0.034s
[2021-10-18 18:26:54.675523] INFO: derived_feature_extractor: /y_2013, 143272
[2021-10-18 18:26:57.356347] INFO: derived_feature_extractor: /y_2014, 569948
[2021-10-18 18:27:02.221631] INFO: derived_feature_extractor: /y_2015, 569698
[2021-10-18 18:27:06.331794] INFO: derived_feature_extractor: /y_2016, 641546
[2021-10-18 18:27:12.632787] INFO: derived_feature_extractor: /y_2017, 743233
[2021-10-18 18:27:24.193549] INFO: derived_feature_extractor: /y_2018, 816987
[2021-10-18 18:27:31.067485] INFO: derived_feature_extractor: /y_2019, 884867
[2021-10-18 18:27:44.608189] INFO: derived_feature_extractor: /y_2020, 945961
[2021-10-18 18:27:53.695203] INFO: derived_feature_extractor: /y_2021, 786470
[2021-10-18 18:27:59.523405] INFO: moduleinvoker: derived_feature_extractor.v3 运行完成[110.904776s].
[2021-10-18 18:27:59.651346] INFO: moduleinvoker: chinaa_stock_filter.v1 开始运行..
[2021-10-18 18:28:07.648212] INFO: A股股票过滤: 过滤 /y_2013, 138990/0/143272
[2021-10-18 18:28:15.067844] INFO: A股股票过滤: 过滤 /y_2014, 554064/0/569948
[2021-10-18 18:28:22.403791] INFO: A股股票过滤: 过滤 /y_2015, 556950/0/569698
[2021-10-18 18:28:34.919278] INFO: A股股票过滤: 过滤 /y_2016, 630391/0/641546
[2021-10-18 18:28:44.484035] INFO: A股股票过滤: 过滤 /y_2017, 730683/0/743233
[2021-10-18 18:28:55.481885] INFO: A股股票过滤: 过滤 /y_2018, 800233/0/816987
[2021-10-18 18:29:11.237105] INFO: A股股票过滤: 过滤 /y_2019, 852507/0/884867
[2021-10-18 18:29:30.043194] INFO: A股股票过滤: 过滤 /y_2020, 870321/0/945961
[2021-10-18 18:29:42.526583] INFO: A股股票过滤: 过滤 /y_2021, 700399/0/786470
[2021-10-18 18:29:42.602283] INFO: A股股票过滤: 过滤完成, 5834538 + 0
[2021-10-18 18:29:42.728831] INFO: moduleinvoker: chinaa_stock_filter.v1 运行完成[103.077473s].
[2021-10-18 18:29:42.852153] INFO: moduleinvoker: filter.v3 开始运行..
[2021-10-18 18:29:43.169494] INFO: filter: 使用表达式 in_csi300_0==1 or in_csi300_0==0 过滤
[2021-10-18 18:29:46.360302] INFO: filter: 过滤 /y_2013, 138990/0/138990
[2021-10-18 18:29:48.419864] INFO: filter: 过滤 /y_2014, 554064/0/554064
[2021-10-18 18:29:50.953860] INFO: filter: 过滤 /y_2015, 556950/0/556950
[2021-10-18 18:29:54.075923] INFO: filter: 过滤 /y_2016, 630391/0/630391
[2021-10-18 18:29:57.294857] INFO: filter: 过滤 /y_2017, 730683/0/730683
[2021-10-18 18:30:02.012364] INFO: filter: 过滤 /y_2018, 800233/0/800233
[2021-10-18 18:30:06.425886] INFO: filter: 过滤 /y_2019, 852507/0/852507
[2021-10-18 18:30:11.336835] INFO: filter: 过滤 /y_2020, 870321/0/870321
[2021-10-18 18:30:15.087893] INFO: filter: 过滤 /y_2021, 700399/0/700399
[2021-10-18 18:30:15.292068] INFO: moduleinvoker: filter.v3 运行完成[32.439901s].
[2021-10-18 18:30:15.353124] INFO: moduleinvoker: join.v3 开始运行..
[2021-10-18 18:31:12.830838] INFO: join: /y_2013, 行数=0/138990, 耗时=3.872901s
[2021-10-18 18:31:22.518457] INFO: join: /y_2014, 行数=554064/554064, 耗时=9.678429s
[2021-10-18 18:31:36.645000] INFO: join: /y_2015, 行数=556950/556950, 耗时=14.099261s
[2021-10-18 18:31:51.410046] INFO: join: /y_2016, 行数=630391/630391, 耗时=14.753618s
[2021-10-18 18:32:00.020004] INFO: join: /y_2017, 行数=730683/730683, 耗时=8.599134s
[2021-10-18 18:32:12.088371] INFO: join: /y_2018, 行数=800233/800233, 耗时=12.052179s
[2021-10-18 18:32:21.089043] INFO: join: /y_2019, 行数=852507/852507, 耗时=8.977176s
[2021-10-18 18:32:32.066832] INFO: join: /y_2020, 行数=870321/870321, 耗时=10.936801s
[2021-10-18 18:32:42.392378] INFO: join: /y_2021, 行数=700399/700399, 耗时=10.29647s
[2021-10-18 18:32:43.302271] INFO: join: 最终行数: 5695548
[2021-10-18 18:32:43.466560] INFO: moduleinvoker: join.v3 运行完成[148.11343s].
[2021-10-18 18:32:43.497250] INFO: moduleinvoker: sort.v5 开始运行..
[2021-10-18 18:33:33.075554] INFO: moduleinvoker: sort.v5 运行完成[49.578292s].
[2021-10-18 18:33:37.845540] INFO: moduleinvoker: backtest.v8 开始运行..
[2021-10-18 18:33:37.856837] INFO: backtest: biglearning backtest:V8.5.0
[2021-10-18 18:33:37.859120] INFO: backtest: product_type:stock by specified
[2021-10-18 18:33:40.019269] INFO: moduleinvoker: cached.v2 开始运行..
[2021-10-18 18:33:40.034217] INFO: moduleinvoker: 命中缓存
[2021-10-18 18:33:40.044067] INFO: moduleinvoker: cached.v2 运行完成[0.024844s].
[2021-10-18 18:34:09.948687] INFO: algo: TradingAlgorithm V1.8.5
[2021-10-18 18:34:24.909836] INFO: algo: trading transform...
[2021-10-18 18:34:28.539222] INFO: algo: handle_splits get splits [dt:2014-04-16 00:00:00+00:00] [asset:Equity(5451 [600266.SHA]), ratio:0.7966269254684448]
[2021-10-18 18:34:28.547968] INFO: Position: position stock handle split[sid:5451, orig_amount:9800, new_amount:12301.0, orig_cost:9.50999927520752, new_cost:7.5759, ratio:0.7966269254684448, last_sale_price:8.029998779296875]
[2021-10-18 18:34:28.553547] INFO: Position: after split: PositionStock(asset:Equity(5451 [600266.SHA]), amount:12301.0, cost_basis:7.5759, last_sale_price:10.079998970031738)
[2021-10-18 18:34:28.559568] INFO: Position: returning cash: 6.9773
[2021-10-18 18:34:28.731815] INFO: algo: handle_splits get splits [dt:2014-04-29 00:00:00+00:00] [asset:Equity(1777 [600657.SHA]), ratio:0.9762611985206604]
[2021-10-18 18:34:28.738999] INFO: Position: position stock handle split[sid:1777, orig_amount:27600, new_amount:28271.0, orig_cost:3.430000066757202, new_cost:3.3486, ratio:0.9762611985206604, last_sale_price:3.2900004386901855]
[2021-10-18 18:34:28.743429] INFO: Position: after split: PositionStock(asset:Equity(1777 [600657.SHA]), amount:28271.0, cost_basis:3.3486, last_sale_price:3.370000123977661)
[2021-10-18 18:34:28.748314] INFO: Position: returning cash: 0.4032
[2021-10-18 18:34:28.901066] INFO: algo: handle_splits get splits [dt:2014-05-09 00:00:00+00:00] [asset:Equity(4665 [000736.SZA]), ratio:0.997146725654602]
[2021-10-18 18:34:28.907010] INFO: Position: position stock handle split[sid:4665, orig_amount:16500, new_amount:16547.0, orig_cost:6.320000171661377, new_cost:6.302, ratio:0.997146725654602, last_sale_price:6.989998817443848]
[2021-10-18 18:34:28.912951] INFO: Position: after split: PositionStock(asset:Equity(4665 [000736.SZA]), amount:16547.0, cost_basis:6.302, last_sale_price:7.010000228881836)
[2021-10-18 18:34:28.923275] INFO: Position: returning cash: 1.494
[2021-10-18 18:34:29.062824] INFO: algo: handle_splits get splits [dt:2014-05-23 00:00:00+00:00] [asset:Equity(2808 [600177.SHA]), ratio:0.9313186407089233]
[2021-10-18 18:34:29.066481] INFO: Position: position stock handle split[sid:2808, orig_amount:14700, new_amount:15784.0, orig_cost:7.099999904632568, new_cost:6.6124, ratio:0.9313186407089233, last_sale_price:6.779999732971191]
[2021-10-18 18:34:29.071953] INFO: Position: after split: PositionStock(asset:Equity(2808 [600177.SHA]), amount:15784.0, cost_basis:6.6124, last_sale_price:7.28000020980835)
[2021-10-18 18:34:29.075296] INFO: Position: returning cash: 0.4847
[2021-10-18 18:34:29.093767] INFO: algo: handle_splits get splits [dt:2014-05-27 00:00:00+00:00] [asset:Equity(5393 [600785.SHA]), ratio:0.9733095765113831]
[2021-10-18 18:34:29.097286] INFO: Position: position stock handle split[sid:5393, orig_amount:9200, new_amount:9452.0, orig_cost:11.299999237060547, new_cost:10.9984, ratio:0.9733095765113831, last_sale_price:10.9399995803833]
[2021-10-18 18:34:29.099642] INFO: Position: after split: PositionStock(asset:Equity(5393 [600785.SHA]), amount:9452.0, cost_basis:10.9984, last_sale_price:11.239999771118164)
[2021-10-18 18:34:29.101856] INFO: Position: returning cash: 3.1234
[2021-10-18 18:34:29.157556] INFO: algo: handle_splits get splits [dt:2014-05-29 00:00:00+00:00] [asset:Equity(3082 [000600.SZA]), ratio:0.9672666788101196]
[2021-10-18 18:34:29.164246] INFO: Position: position stock handle split[sid:3082, orig_amount:17800, new_amount:18402.0, orig_cost:5.849999904632568, new_cost:5.6585, ratio:0.9672666788101196, last_sale_price:5.909998893737793]
[2021-10-18 18:34:29.169479] INFO: Position: after split: PositionStock(asset:Equity(3082 [000600.SZA]), amount:18402.0, cost_basis:5.6585, last_sale_price:6.109999656677246)
[2021-10-18 18:34:29.174665] INFO: Position: returning cash: 2.1909
[2021-10-18 18:34:29.546137] INFO: algo: handle_splits get splits [dt:2014-07-03 00:00:00+00:00] [asset:Equity(259 [601288.SHA]), ratio:0.9285714030265808]
[2021-10-18 18:34:29.553400] INFO: Position: position stock handle split[sid:259, orig_amount:43900, new_amount:47276.0, orig_cost:2.380000114440918, new_cost:2.21, ratio:0.9285714030265808, last_sale_price:2.3399999141693115]
[2021-10-18 18:34:29.558364] INFO: Position: after split: PositionStock(asset:Equity(259 [601288.SHA]), amount:47276.0, cost_basis:2.21, last_sale_price:2.5199999809265137)
[2021-10-18 18:34:29.563365] INFO: Position: returning cash: 2.163
[2021-10-18 18:34:29.723812] INFO: algo: handle_splits get splits [dt:2014-07-18 00:00:00+00:00] [asset:Equity(2044 [600011.SHA]), ratio:0.9382114410400391]
[2021-10-18 18:34:29.741408] INFO: Position: position stock handle split[sid:2044, orig_amount:19400, new_amount:20677.0, orig_cost:5.380000114440918, new_cost:5.0476, ratio:0.9382114410400391, last_sale_price:5.769999980926514]
[2021-10-18 18:34:29.746751] INFO: Position: after split: PositionStock(asset:Equity(2044 [600011.SHA]), amount:20677.0, cost_basis:5.0476, last_sale_price:6.149999618530273)
[2021-10-18 18:34:29.751517] INFO: Position: returning cash: 3.7025
[2021-10-18 18:34:29.970122] INFO: algo: handle_splits get splits [dt:2014-08-06 00:00:00+00:00] [asset:Equity(1361 [600748.SHA]), ratio:0.9939173460006714]
[2021-10-18 18:34:29.998705] INFO: Position: position stock handle split[sid:1361, orig_amount:14800, new_amount:14890.0, orig_cost:7.0500006675720215, new_cost:7.0071, ratio:0.9939173460006714, last_sale_price:8.170001029968262]
[2021-10-18 18:34:30.022664] INFO: Position: after split: PositionStock(asset:Equity(1361 [600748.SHA]), amount:14890.0, cost_basis:7.0071, last_sale_price:8.220000267028809)
[2021-10-18 18:34:30.044390] INFO: Position: returning cash: 4.6913
[2021-10-18 18:34:30.241693] INFO: algo: handle_splits get splits [dt:2014-08-19 00:00:00+00:00] [asset:Equity(2413 [600720.SHA]), ratio:0.9791086316108704]
[2021-10-18 18:34:30.250107] INFO: Position: position stock handle split[sid:2413, orig_amount:17700, new_amount:18077.0, orig_cost:7.069999694824219, new_cost:6.9223, ratio:0.9791086316108704, last_sale_price:7.03000020980835]
[2021-10-18 18:34:30.255243] INFO: Position: after split: PositionStock(asset:Equity(2413 [600720.SHA]), amount:18077.0, cost_basis:6.9223, last_sale_price:7.180000305175781)
[2021-10-18 18:34:30.260445] INFO: Position: returning cash: 4.6905
[2021-10-18 18:34:30.867495] INFO: algo: handle_splits get splits [dt:2014-10-09 00:00:00+00:00] [asset:Equity(1118 [600039.SHA]), ratio:0.5005417466163635]
[2021-10-18 18:34:30.870735] INFO: Position: position stock handle split[sid:1118, orig_amount:18100, new_amount:36160.0, orig_cost:7.009999752044678, new_cost:3.5088, ratio:0.5005417466163635, last_sale_price:4.619999885559082]
[2021-10-18 18:34:30.872838] INFO: Position: after split: PositionStock(asset:Equity(1118 [600039.SHA]), amount:36160.0, cost_basis:3.5088, last_sale_price:9.229999542236328)
[2021-10-18 18:34:30.874870] INFO: Position: returning cash: 3.7884
[2021-10-18 18:34:31.088357] INFO: algo: handle_splits get splits [dt:2014-10-24 00:00:00+00:00] [asset:Equity(4048 [000338.SZA]), ratio:0.9949188232421875]
[2021-10-18 18:34:31.116297] INFO: Position: position stock handle split[sid:4048, orig_amount:6000, new_amount:6030.0, orig_cost:21.100000381469727, new_cost:20.9928, ratio:0.9949188232421875, last_sale_price:19.579999923706055]
[2021-10-18 18:34:31.125917] INFO: Position: after split: PositionStock(asset:Equity(4048 [000338.SZA]), amount:6030.0, cost_basis:20.9928, last_sale_price:19.67999839782715)
[2021-10-18 18:34:31.134573] INFO: Position: returning cash: 12.5853
[2021-10-18 18:34:33.590485] INFO: algo: handle_splits get splits [dt:2015-05-21 00:00:00+00:00] [asset:Equity(2688 [000042.SZA]), ratio:0.993466854095459]
[2021-10-18 18:34:33.594898] INFO: Position: position stock handle split[sid:2688, orig_amount:11300, new_amount:11374.0, orig_cost:20.559999465942383, new_cost:20.4257, ratio:0.993466854095459, last_sale_price:22.80999755859375]
[2021-10-18 18:34:33.597075] INFO: Position: after split: PositionStock(asset:Equity(2688 [000042.SZA]), amount:11374.0, cost_basis:20.4257, last_sale_price:22.959999084472656)
[2021-10-18 18:34:33.599046] INFO: Position: returning cash: 7.0717
[2021-10-18 18:34:33.877229] INFO: algo: handle_splits get splits [dt:2015-06-16 00:00:00+00:00] [asset:Equity(950 [600729.SHA]), ratio:0.9922664761543274]
[2021-10-18 18:34:33.884247] INFO: Position: position stock handle split[sid:950, orig_amount:7900, new_amount:7961.0, orig_cost:30.94999885559082, new_cost:30.7106, ratio:0.9922664761543274, last_sale_price:46.19000244140625]
[2021-10-18 18:34:33.888988] INFO: Position: after split: PositionStock(asset:Equity(950 [600729.SHA]), amount:7961.0, cost_basis:30.7106, last_sale_price:46.54999923706055)
[2021-10-18 18:34:33.895840] INFO: Position: returning cash: 26.3745
[2021-10-18 18:34:34.193339] INFO: algo: handle_splits get splits [dt:2015-07-10 00:00:00+00:00] [asset:Equity(259 [601288.SHA]), ratio:0.9564166069030762]
[2021-10-18 18:34:34.201235] INFO: algo: handle_splits get splits [dt:2015-07-10 00:00:00+00:00] [asset:Equity(4721 [600361.SHA]), ratio:0.9861496090888977]
[2021-10-18 18:34:34.206070] INFO: algo: handle_splits get splits [dt:2015-07-10 00:00:00+00:00] [asset:Equity(4467 [000850.SZA]), ratio:0.9954462647438049]
[2021-10-18 18:34:34.210700] INFO: Position: position stock handle split[sid:4721, orig_amount:24500, new_amount:24844.0, orig_cost:9.5, new_cost:9.3684, ratio:0.9861496090888977, last_sale_price:7.12000036239624]
[2021-10-18 18:34:34.215449] INFO: Position: after split: PositionStock(asset:Equity(4721 [600361.SHA]), amount:24844.0, cost_basis:9.3684, last_sale_price:7.220000267028809)
[2021-10-18 18:34:34.219953] INFO: Position: returning cash: 0.7156
[2021-10-18 18:34:34.224776] INFO: Position: position stock handle split[sid:4467, orig_amount:22000, new_amount:22100.0, orig_cost:11.130000114440918, new_cost:11.0793, ratio:0.9954462647438049, last_sale_price:10.930000305175781]
[2021-10-18 18:34:34.229707] INFO: Position: after split: PositionStock(asset:Equity(4467 [000850.SZA]), amount:22100.0, cost_basis:11.0793, last_sale_price:10.980000495910645)
[2021-10-18 18:34:34.234385] INFO: Position: returning cash: 7.0003
[2021-10-18 18:34:34.258294] INFO: algo: handle_splits get splits [dt:2015-07-13 00:00:00+00:00] [asset:Equity(2044 [600011.SHA]), ratio:0.968775749206543]
[2021-10-18 18:34:34.263514] INFO: Position: position stock handle split[sid:2044, orig_amount:21800, new_amount:22502.0, orig_cost:11.0, new_cost:10.6565, ratio:0.968775749206543, last_sale_price:11.790000915527344]
[2021-10-18 18:34:34.268440] INFO: Position: after split: PositionStock(asset:Equity(2044 [600011.SHA]), amount:22502.0, cost_basis:10.6565, last_sale_price:12.170000076293945)
[2021-10-18 18:34:34.273132] INFO: Position: returning cash: 7.4005
[2021-10-18 18:34:34.354978] INFO: algo: handle_splits get splits [dt:2015-07-17 00:00:00+00:00] [asset:Equity(3905 [000679.SZA]), ratio:0.9969661235809326]
[2021-10-18 18:34:34.363498] INFO: Position: position stock handle split[sid:3905, orig_amount:22300, new_amount:22367.0, orig_cost:10.520000457763672, new_cost:10.4881, ratio:0.9969661235809326, last_sale_price:16.430002212524414]
[2021-10-18 18:34:34.368385] INFO: Position: after split: PositionStock(asset:Equity(3905 [000679.SZA]), amount:22367.0, cost_basis:10.4881, last_sale_price:16.479999542236328)
[2021-10-18 18:34:34.373018] INFO: Position: returning cash: 14.1516
[2021-10-18 18:34:34.485236] INFO: algo: handle_splits get splits [dt:2015-07-30 00:00:00+00:00] [asset:Equity(2706 [600827.SHA]), ratio:0.9867793917655945]
[2021-10-18 18:34:34.492409] INFO: Position: position stock handle split[sid:2706, orig_amount:12300, new_amount:12464.0, orig_cost:19.170000076293945, new_cost:18.9166, ratio:0.9867793917655945, last_sale_price:18.65999984741211]
[2021-10-18 18:34:34.497093] INFO: Position: after split: PositionStock(asset:Equity(2706 [600827.SHA]), amount:12464.0, cost_basis:18.9166, last_sale_price:18.910001754760742)
[2021-10-18 18:34:34.501726] INFO: Position: returning cash: 14.7812
[2021-10-18 18:34:34.750071] INFO: algo: handle_splits get splits [dt:2015-08-20 00:00:00+00:00] [asset:Equity(2295 [601336.SHA]), ratio:0.9948840737342834]
[2021-10-18 18:34:34.758420] INFO: Position: position stock handle split[sid:2295, orig_amount:900, new_amount:904.0, orig_cost:49.6099967956543, new_cost:49.3562, ratio:0.9948840737342834, last_sale_price:40.83998489379883]
[2021-10-18 18:34:34.762969] INFO: Position: after split: PositionStock(asset:Equity(2295 [601336.SHA]), amount:904.0, cost_basis:49.3562, last_sale_price:41.04999542236328)
[2021-10-18 18:34:34.770257] INFO: Position: returning cash: 25.6479
[2021-10-18 18:34:35.061761] INFO: algo: handle_splits get splits [dt:2015-09-14 00:00:00+00:00] [asset:Equity(3569 [600310.SHA]), ratio:0.3304736018180847]
[2021-10-18 18:34:35.067629] INFO: Position: position stock handle split[sid:3569, orig_amount:7200, new_amount:21786.0, orig_cost:38.19999694824219, new_cost:12.6241, ratio:0.3304736018180847, last_sale_price:9.630000114440918]
[2021-10-18 18:34:35.069571] INFO: Position: after split: PositionStock(asset:Equity(3569 [600310.SHA]), amount:21786.0, cost_basis:12.6241, last_sale_price:29.139999389648438)
[2021-10-18 18:34:35.071228] INFO: Position: returning cash: 8.8035
[2021-10-18 18:34:35.533888] INFO: algo: handle_splits get splits [dt:2015-10-22 00:00:00+00:00] [asset:Equity(5074 [601211.SHA]), ratio:0.9950743317604065]
[2021-10-18 18:34:35.557479] INFO: Position: position stock handle split[sid:5074, orig_amount:11000, new_amount:11054.0, orig_cost:20.299999237060547, new_cost:20.2, ratio:0.9950743317604065, last_sale_price:20.200008392333984]
[2021-10-18 18:34:35.580394] INFO: Position: after split: PositionStock(asset:Equity(5074 [601211.SHA]), amount:11054.0, cost_basis:20.2, last_sale_price:20.299999237060547)
[2021-10-18 18:34:35.597347] INFO: Position: returning cash: 9.1012
[2021-10-18 18:34:37.626452] INFO: algo: handle_splits get splits [dt:2016-04-21 00:00:00+00:00] [asset:Equity(233 [601155.SHA]), ratio:0.7638124227523804]
[2021-10-18 18:34:37.630212] INFO: Position: position stock handle split[sid:233, orig_amount:15200, new_amount:19900.0, orig_cost:13.25, new_cost:10.1205, ratio:0.7638124227523804, last_sale_price:11.060003280639648]
[2021-10-18 18:34:37.632273] INFO: Position: after split: PositionStock(asset:Equity(233 [601155.SHA]), amount:19900.0, cost_basis:10.1205, last_sale_price:14.479999542236328)
[2021-10-18 18:34:37.634263] INFO: Position: returning cash: 1.9228
[2021-10-18 18:34:37.796931] INFO: algo: handle_splits get splits [dt:2016-05-06 00:00:00+00:00] [asset:Equity(1465 [002419.SZA]), ratio:0.9604317545890808]
[2021-10-18 18:34:37.805186] INFO: Position: position stock handle split[sid:1465, orig_amount:16200, new_amount:16867.0, orig_cost:12.510000228881836, new_cost:12.015, ratio:0.9604317545890808, last_sale_price:13.35000228881836]
[2021-10-18 18:34:37.807301] INFO: Position: after split: PositionStock(asset:Equity(1465 [002419.SZA]), amount:16867.0, cost_basis:12.015, last_sale_price:13.90000057220459)
[2021-10-18 18:34:37.809328] INFO: Position: returning cash: 5.5266
[2021-10-18 18:34:38.247549] INFO: algo: handle_splits get splits [dt:2016-06-20 00:00:00+00:00] [asset:Equity(2368 [603167.SHA]), ratio:0.9865560531616211]
[2021-10-18 18:34:38.254198] INFO: Position: position stock handle split[sid:2368, orig_amount:22100, new_amount:22401.0, orig_cost:9.889999389648438, new_cost:9.757, ratio:0.9865560531616211, last_sale_price:9.539997100830078]
[2021-10-18 18:34:38.256308] INFO: Position: after split: PositionStock(asset:Equity(2368 [603167.SHA]), amount:22401.0, cost_basis:9.757, last_sale_price:9.670000076293945)
[2021-10-18 18:34:38.262945] INFO: Position: returning cash: 1.5264
[2021-10-18 18:34:38.331592] INFO: algo: handle_splits get splits [dt:2016-06-22 00:00:00+00:00] [asset:Equity(4184 [600694.SHA]), ratio:0.9882141351699829]
[2021-10-18 18:34:38.338221] INFO: Position: position stock handle split[sid:4184, orig_amount:4900, new_amount:4958.0, orig_cost:43.980003356933594, new_cost:43.4617, ratio:0.9882141351699829, last_sale_price:38.56999969482422]
[2021-10-18 18:34:38.342889] INFO: Position: after split: PositionStock(asset:Equity(4184 [600694.SHA]), amount:4958.0, cost_basis:43.4617, last_sale_price:39.03000259399414)
[2021-10-18 18:34:38.348115] INFO: Position: returning cash: 16.9514
[2021-10-18 18:34:38.452506] INFO: algo: handle_splits get splits [dt:2016-06-30 00:00:00+00:00] [asset:Equity(4505 [601111.SHA]), ratio:0.9840577244758606]
[2021-10-18 18:34:38.455266] INFO: Position: position stock handle split[sid:4505, orig_amount:31700, new_amount:32213.0, orig_cost:6.849999904632568, new_cost:6.7408, ratio:0.9840577244758606, last_sale_price:6.789998531341553]
[2021-10-18 18:34:38.457229] INFO: Position: after split: PositionStock(asset:Equity(4505 [601111.SHA]), amount:32213.0, cost_basis:6.7408, last_sale_price:6.900000095367432)
[2021-10-18 18:34:38.459006] INFO: Position: returning cash: 3.7848
[2021-10-18 18:34:38.481779] INFO: algo: handle_splits get splits [dt:2016-07-01 00:00:00+00:00] [asset:Equity(3539 [600029.SHA]), ratio:0.9886687397956848]
[2021-10-18 18:34:38.484126] INFO: algo: handle_splits get splits [dt:2016-07-01 00:00:00+00:00] [asset:Equity(950 [600729.SHA]), ratio:0.9887098073959351]
[2021-10-18 18:34:38.486179] INFO: Position: position stock handle split[sid:3539, orig_amount:30900, new_amount:31254.0, orig_cost:7.060000419616699, new_cost:6.98, ratio:0.9886687397956848, last_sale_price:6.980001926422119]
[2021-10-18 18:34:38.488100] INFO: Position: after split: PositionStock(asset:Equity(3539 [600029.SHA]), amount:31254.0, cost_basis:6.98, last_sale_price:7.060000419616699)
[2021-10-18 18:34:38.489940] INFO: Position: returning cash: 1.0393
[2021-10-18 18:34:38.491775] INFO: Position: position stock handle split[sid:950, orig_amount:9500, new_amount:9608.0, orig_cost:22.80000114440918, new_cost:22.5426, ratio:0.9887098073959351, last_sale_price:24.520002365112305]
[2021-10-18 18:34:38.505819] INFO: Position: after split: PositionStock(asset:Equity(950 [600729.SHA]), amount:9608.0, cost_basis:22.5426, last_sale_price:24.799999237060547)
[2021-10-18 18:34:38.510492] INFO: Position: returning cash: 11.809
[2021-10-18 18:34:38.571720] INFO: algo: handle_splits get splits [dt:2016-07-05 00:00:00+00:00] [asset:Equity(3588 [601318.SHA]), ratio:0.989210844039917]
[2021-10-18 18:34:38.578653] INFO: Position: position stock handle split[sid:3588, orig_amount:6800, new_amount:6874.0, orig_cost:32.0, new_cost:31.6547, ratio:0.989210844039917, last_sale_price:32.09000015258789]
[2021-10-18 18:34:38.584151] INFO: Position: after split: PositionStock(asset:Equity(3588 [601318.SHA]), amount:6874.0, cost_basis:31.6547, last_sale_price:32.439998626708984)
[2021-10-18 18:34:38.589486] INFO: Position: returning cash: 5.3415
[2021-10-18 18:34:38.608580] INFO: algo: handle_splits get splits [dt:2016-07-06 00:00:00+00:00] [asset:Equity(640 [600795.SHA]), ratio:0.9635761976242065]
[2021-10-18 18:34:38.613892] INFO: Position: position stock handle split[sid:640, orig_amount:72600, new_amount:75344.0, orig_cost:2.999999761581421, new_cost:2.8907, ratio:0.9635761976242065, last_sale_price:2.9099998474121094]
[2021-10-18 18:34:38.618783] INFO: Position: after split: PositionStock(asset:Equity(640 [600795.SHA]), amount:75344.0, cost_basis:2.8907, last_sale_price:3.0199997425079346)
[2021-10-18 18:34:38.623515] INFO: Position: returning cash: 0.9512
[2021-10-18 18:34:38.637116] INFO: algo: handle_splits get splits [dt:2016-07-07 00:00:00+00:00] [asset:Equity(4966 [600100.SHA]), ratio:0.991735577583313]
[2021-10-18 18:34:38.642431] INFO: Position: position stock handle split[sid:4966, orig_amount:15600, new_amount:15729.0, orig_cost:13.9399995803833, new_cost:13.8248, ratio:0.991735577583313, last_sale_price:15.600001335144043]
[2021-10-18 18:34:38.647196] INFO: Position: after split: PositionStock(asset:Equity(4966 [600100.SHA]), amount:15729.0, cost_basis:13.8248, last_sale_price:15.730000495910645)
[2021-10-18 18:34:38.651937] INFO: Position: returning cash: 15.59
[2021-10-18 18:34:38.665820] INFO: algo: handle_splits get splits [dt:2016-07-08 00:00:00+00:00] [asset:Equity(2044 [600011.SHA]), ratio:0.9395109415054321]
[2021-10-18 18:34:38.671453] INFO: Position: position stock handle split[sid:2044, orig_amount:28800, new_amount:30654.0, orig_cost:7.579999923706055, new_cost:7.1215, ratio:0.9395109415054321, last_sale_price:7.300000190734863]
[2021-10-18 18:34:38.676336] INFO: Position: after split: PositionStock(asset:Equity(2044 [600011.SHA]), amount:30654.0, cost_basis:7.1215, last_sale_price:7.769999980926514)
[2021-10-18 18:34:38.683536] INFO: Position: returning cash: 1.7995
[2021-10-18 18:34:40.699907] INFO: algo: handle_splits get splits [dt:2016-12-07 00:00:00+00:00] [asset:Equity(3354 [600115.SHA]), ratio:0.9925259351730347]
[2021-10-18 18:34:40.707338] INFO: Position: position stock handle split[sid:3354, orig_amount:39300, new_amount:39595.0, orig_cost:6.289999485015869, new_cost:6.243, ratio:0.9925259351730347, last_sale_price:6.639997959136963]
[2021-10-18 18:34:40.713063] INFO: Position: after split: PositionStock(asset:Equity(3354 [600115.SHA]), amount:39595.0, cost_basis:6.243, last_sale_price:6.689999580383301)
[2021-10-18 18:34:40.715406] INFO: Position: returning cash: 6.2591
[2021-10-18 18:34:42.699501] INFO: algo: handle_splits get splits [dt:2017-05-26 00:00:00+00:00] [asset:Equity(2063 [600067.SHA]), ratio:0.9845679402351379]
[2021-10-18 18:34:42.706255] INFO: Position: position stock handle split[sid:2063, orig_amount:3400, new_amount:3453.0, orig_cost:6.369999885559082, new_cost:6.2717, ratio:0.9845679402351379, last_sale_price:6.380000114440918]
[2021-10-18 18:34:42.710918] INFO: Position: after split: PositionStock(asset:Equity(2063 [600067.SHA]), amount:3453.0, cost_basis:6.2717, last_sale_price:6.480000019073486)
[2021-10-18 18:34:42.716159] INFO: Position: returning cash: 1.8591
[2021-10-18 18:34:42.882994] INFO: algo: handle_splits get splits [dt:2017-06-09 00:00:00+00:00] [asset:Equity(328 [600291.SHA]), ratio:0.9994398951530457]
[2021-10-18 18:34:42.892052] INFO: Position: position stock handle split[sid:328, orig_amount:16500, new_amount:16509.0, orig_cost:16.299999237060547, new_cost:16.2909, ratio:0.9994398951530457, last_sale_price:17.84999656677246]
[2021-10-18 18:34:42.897425] INFO: Position: after split: PositionStock(asset:Equity(328 [600291.SHA]), amount:16509.0, cost_basis:16.2909, last_sale_price:17.860000610351562)
[2021-10-18 18:34:42.906678] INFO: Position: returning cash: 4.4073
[2021-10-18 18:34:42.950462] INFO: algo: handle_splits get splits [dt:2017-06-14 00:00:00+00:00] [asset:Equity(2368 [603167.SHA]), ratio:0.9768092632293701]
[2021-10-18 18:34:42.958020] INFO: Position: position stock handle split[sid:2368, orig_amount:24600, new_amount:25184.0, orig_cost:10.75, new_cost:10.5007, ratio:0.9768092632293701, last_sale_price:10.530003547668457]
[2021-10-18 18:34:42.963364] INFO: Position: after split: PositionStock(asset:Equity(2368 [603167.SHA]), amount:25184.0, cost_basis:10.5007, last_sale_price:10.779999732971191)
[2021-10-18 18:34:42.968748] INFO: Position: returning cash: 0.3828
[2021-10-18 18:34:43.183007] INFO: algo: handle_splits get splits [dt:2017-06-29 00:00:00+00:00] [asset:Equity(4184 [600694.SHA]), ratio:0.9816980361938477]
[2021-10-18 18:34:43.191383] INFO: Position: position stock handle split[sid:4184, orig_amount:6700, new_amount:6824.0, orig_cost:38.980003356933594, new_cost:38.2666, ratio:0.9816980361938477, last_sale_price:38.62000274658203]
[2021-10-18 18:34:43.199126] INFO: Position: after split: PositionStock(asset:Equity(4184 [600694.SHA]), amount:6824.0, cost_basis:38.2666, last_sale_price:39.34000015258789)
[2021-10-18 18:34:43.206810] INFO: Position: returning cash: 35.1149
[2021-10-18 18:34:43.294291] INFO: algo: handle_splits get splits [dt:2017-07-06 00:00:00+00:00] [asset:Equity(4966 [600100.SHA]), ratio:0.9822945594787598]
[2021-10-18 18:34:43.301342] INFO: Position: position stock handle split[sid:4966, orig_amount:17600, new_amount:17917.0, orig_cost:13.960000991821289, new_cost:13.7128, ratio:0.9822945594787598, last_sale_price:13.869999885559082]
[2021-10-18 18:34:43.306371] INFO: Position: after split: PositionStock(asset:Equity(4966 [600100.SHA]), amount:17917.0, cost_basis:13.7128, last_sale_price:14.120000839233398)
[2021-10-18 18:34:43.311677] INFO: Position: returning cash: 3.2247
[2021-10-18 18:34:43.870951] INFO: algo: handle_splits get splits [dt:2017-08-15 00:00:00+00:00] [asset:Equity(950 [600729.SHA]), ratio:0.9786829352378845]
[2021-10-18 18:34:43.879409] INFO: Position: position stock handle split[sid:950, orig_amount:2600, new_amount:2656.0, orig_cost:26.250001907348633, new_cost:25.6904, ratio:0.9786829352378845, last_sale_price:25.71000099182129]
[2021-10-18 18:34:43.884246] INFO: Position: after split: PositionStock(asset:Equity(950 [600729.SHA]), amount:2656.0, cost_basis:25.6904, last_sale_price:26.270000457763672)
[2021-10-18 18:34:43.888856] INFO: Position: returning cash: 16.2381
[2021-10-18 18:34:43.953124] INFO: algo: handle_splits get splits [dt:2017-08-18 00:00:00+00:00] [asset:Equity(4 [600210.SHA]), ratio:0.9842766523361206]
[2021-10-18 18:34:43.957348] INFO: Position: position stock handle split[sid:4, orig_amount:48100, new_amount:48868.0, orig_cost:5.509999752044678, new_cost:5.4234, ratio:0.9842766523361206, last_sale_price:6.2599992752075195]
[2021-10-18 18:34:43.959380] INFO: Position: after split: PositionStock(asset:Equity(4 [600210.SHA]), amount:48868.0, cost_basis:5.4234, last_sale_price:6.359999656677246)
[2021-10-18 18:34:43.961254] INFO: Position: returning cash: 2.344
[2021-10-18 18:34:44.756155] INFO: algo: handle_splits get splits [dt:2017-10-25 00:00:00+00:00] [asset:Equity(3917 [600502.SHA]), ratio:0.9938499331474304]
[2021-10-18 18:34:44.763279] INFO: Position: position stock handle split[sid:3917, orig_amount:42700, new_amount:42964.0, orig_cost:7.9599995613098145, new_cost:7.911, ratio:0.9938499331474304, last_sale_price:8.079999923706055]
[2021-10-18 18:34:44.768136] INFO: Position: after split: PositionStock(asset:Equity(3917 [600502.SHA]), amount:42964.0, cost_basis:7.911, last_sale_price:8.130000114440918)
[2021-10-18 18:34:44.772951] INFO: Position: returning cash: 1.8819
[2021-10-18 18:34:45.223849] INFO: algo: handle_splits get splits [dt:2017-11-27 00:00:00+00:00] [asset:Equity(1475 [000761.SZA]), ratio:0.9999989867210388]
[2021-10-18 18:34:45.231926] INFO: Position: position stock handle split[sid:1475, orig_amount:60500, new_amount:60500.0, orig_cost:5.309999942779541, new_cost:5.31, ratio:0.9999989867210388, last_sale_price:5.449994087219238]
[2021-10-18 18:34:45.238364] INFO: Position: after split: PositionStock(asset:Equity(1475 [000761.SZA]), amount:60500.0, cost_basis:5.31, last_sale_price:5.449999809265137)
[2021-10-18 18:34:45.240516] INFO: Position: returning cash: 0.3341
[2021-10-18 18:34:47.014969] INFO: algo: handle_splits get splits [dt:2018-05-04 00:00:00+00:00] [asset:Equity(1777 [600657.SHA]), ratio:0.9752066135406494]
[2021-10-18 18:34:47.021353] INFO: Position: position stock handle split[sid:1777, orig_amount:69100, new_amount:70856.0, orig_cost:5.300000190734863, new_cost:5.1686, ratio:0.9752066135406494, last_sale_price:4.720000267028809]
[2021-10-18 18:34:47.023224] INFO: Position: after split: PositionStock(asset:Equity(1777 [600657.SHA]), amount:70856.0, cost_basis:5.1686, last_sale_price:4.840000152587891)
[2021-10-18 18:34:47.024888] INFO: Position: returning cash: 3.6793
[2021-10-18 18:34:47.290460] INFO: algo: handle_splits get splits [dt:2018-05-24 00:00:00+00:00] [asset:Equity(589 [000040.SZA]), ratio:0.9969651103019714]
[2021-10-18 18:34:47.303169] INFO: Position: position stock handle split[sid:589, orig_amount:30000, new_amount:30091.0, orig_cost:11.700000762939453, new_cost:11.6645, ratio:0.9969651103019714, last_sale_price:13.140000343322754]
[2021-10-18 18:34:47.307834] INFO: Position: after split: PositionStock(asset:Equity(589 [000040.SZA]), amount:30091.0, cost_basis:11.6645, last_sale_price:13.180000305175781)
[2021-10-18 18:34:47.312145] INFO: Position: returning cash: 4.2554
[2021-10-18 18:34:47.549416] INFO: algo: handle_splits get splits [dt:2018-06-08 00:00:00+00:00] [asset:Equity(3553 [002133.SZA]), ratio:0.9838383793830872]
[2021-10-18 18:34:47.552255] INFO: Position: position stock handle split[sid:3553, orig_amount:74100, new_amount:75317.0, orig_cost:4.739999771118164, new_cost:4.6634, ratio:0.9838383793830872, last_sale_price:4.869999885559082]
[2021-10-18 18:34:47.554398] INFO: Position: after split: PositionStock(asset:Equity(3553 [002133.SZA]), amount:75317.0, cost_basis:4.6634, last_sale_price:4.949999809265137)
[2021-10-18 18:34:47.556408] INFO: Position: returning cash: 1.2117
[2021-10-18 18:34:47.593538] INFO: algo: handle_splits get splits [dt:2018-06-14 00:00:00+00:00] [asset:Equity(2843 [002277.SZA]), ratio:0.9900398850440979]
[2021-10-18 18:34:47.595792] INFO: Position: position stock handle split[sid:2843, orig_amount:72200, new_amount:72926.0, orig_cost:5.089999675750732, new_cost:5.0393, ratio:0.9900398850440979, last_sale_price:4.970000267028809]
[2021-10-18 18:34:47.597687] INFO: Position: after split: PositionStock(asset:Equity(2843 [002277.SZA]), amount:72926.0, cost_basis:5.0393, last_sale_price:5.019999980926514)
[2021-10-18 18:34:47.599320] INFO: Position: returning cash: 1.7637
[2021-10-18 18:34:47.655597] INFO: algo: handle_splits get splits [dt:2018-06-15 00:00:00+00:00] [asset:Equity(4078 [000528.SZA]), ratio:0.9855630397796631]
[2021-10-18 18:34:47.659746] INFO: Position: position stock handle split[sid:4078, orig_amount:37500, new_amount:38049.0, orig_cost:9.610000610351562, new_cost:9.4713, ratio:0.9855630397796631, last_sale_price:10.240001678466797]
[2021-10-18 18:34:47.661971] INFO: Position: after split: PositionStock(asset:Equity(4078 [000528.SZA]), amount:38049.0, cost_basis:9.4713, last_sale_price:10.39000129699707)
[2021-10-18 18:34:47.664107] INFO: Position: returning cash: 3.2406
[2021-10-18 18:34:47.703570] INFO: algo: handle_splits get splits [dt:2018-06-22 00:00:00+00:00] [asset:Equity(5519 [601107.SHA]), ratio:0.9716717004776001]
[2021-10-18 18:34:47.705879] INFO: algo: handle_splits get splits [dt:2018-06-22 00:00:00+00:00] [asset:Equity(4919 [600508.SHA]), ratio:0.9805827140808105]
[2021-10-18 18:34:47.707896] INFO: Position: position stock handle split[sid:5519, orig_amount:90800, new_amount:93447.0, orig_cost:3.859999895095825, new_cost:3.7507, ratio:0.9716717004776001, last_sale_price:3.4300010204315186]
[2021-10-18 18:34:47.709919] INFO: Position: after split: PositionStock(asset:Equity(5519 [601107.SHA]), amount:93447.0, cost_basis:3.7507, last_sale_price:3.5299999713897705)
[2021-10-18 18:34:47.713889] INFO: Position: returning cash: 0.687
[2021-10-18 18:34:47.716081] INFO: Position: position stock handle split[sid:4919, orig_amount:31600, new_amount:32225.0, orig_cost:11.089999198913574, new_cost:10.8747, ratio:0.9805827140808105, last_sale_price:11.110003471374512]
[2021-10-18 18:34:47.718072] INFO: Position: after split: PositionStock(asset:Equity(4919 [600508.SHA]), amount:32225.0, cost_basis:10.8747, last_sale_price:11.330000877380371)
[2021-10-18 18:34:47.719859] INFO: Position: returning cash: 8.1807
[2021-10-18 18:34:47.770822] INFO: algo: handle_splits get splits [dt:2018-06-25 00:00:00+00:00] [asset:Equity(2368 [603167.SHA]), ratio:0.9622461795806885]
[2021-10-18 18:34:47.774512] INFO: Position: position stock handle split[sid:2368, orig_amount:33100, new_amount:34398.0, orig_cost:10.59000015258789, new_cost:10.1902, ratio:0.9622461795806885, last_sale_price:9.940004348754883]
[2021-10-18 18:34:47.776599] INFO: Position: after split: PositionStock(asset:Equity(2368 [603167.SHA]), amount:34398.0, cost_basis:10.1902, last_sale_price:10.330000877380371)
[2021-10-18 18:34:47.778477] INFO: Position: returning cash: 6.7756
[2021-10-18 18:34:48.017875] INFO: algo: handle_splits get splits [dt:2018-07-20 00:00:00+00:00] [asset:Equity(3229 [601101.SHA]), ratio:0.9739413857460022]
[2021-10-18 18:34:48.032422] INFO: Position: position stock handle split[sid:3229, orig_amount:53600, new_amount:55034.0, orig_cost:6.539999961853027, new_cost:6.3696, ratio:0.9739413857460022, last_sale_price:5.980000019073486]
[2021-10-18 18:34:48.050338] INFO: Position: after split: PositionStock(asset:Equity(3229 [601101.SHA]), amount:55034.0, cost_basis:6.3696, last_sale_price:6.139999866485596)
[2021-10-18 18:34:48.067240] INFO: Position: returning cash: 0.674
[2021-10-18 18:34:48.204432] INFO: algo: handle_splits get splits [dt:2018-07-26 00:00:00+00:00] [asset:Equity(3900 [600684.SHA]), ratio:0.9897959232330322]
[2021-10-18 18:34:48.213431] INFO: Position: position stock handle split[sid:3900, orig_amount:72900, new_amount:73651.0, orig_cost:4.449999809265137, new_cost:4.4046, ratio:0.9897959232330322, last_sale_price:4.849999904632568]
[2021-10-18 18:34:48.219183] INFO: Position: after split: PositionStock(asset:Equity(3900 [600684.SHA]), amount:73651.0, cost_basis:4.4046, last_sale_price:4.900000095367432)
[2021-10-18 18:34:48.223199] INFO: Position: returning cash: 2.6482
[2021-10-18 18:34:48.367293] INFO: algo: handle_splits get splits [dt:2018-08-09 00:00:00+00:00] [asset:Equity(511 [600246.SHA]), ratio:0.9927007555961609]
[2021-10-18 18:34:48.371574] INFO: Position: position stock handle split[sid:511, orig_amount:81300, new_amount:81897.0, orig_cost:4.170000076293945, new_cost:4.1396, ratio:0.9927007555961609, last_sale_price:4.079999923706055]
[2021-10-18 18:34:48.373557] INFO: Position: after split: PositionStock(asset:Equity(511 [600246.SHA]), amount:81897.0, cost_basis:4.1396, last_sale_price:4.109999656677246)
[2021-10-18 18:34:48.375351] INFO: Position: returning cash: 3.2314
[2021-10-18 18:34:49.555436] INFO: algo: handle_splits get splits [dt:2018-11-29 00:00:00+00:00] [asset:Equity(4575 [600738.SHA]), ratio:0.9502487778663635]
[2021-10-18 18:34:49.558731] INFO: Position: position stock handle split[sid:4575, orig_amount:52700, new_amount:55459.0, orig_cost:5.619999885559082, new_cost:5.3404, ratio:0.9502487778663635, last_sale_price:5.730000019073486]
[2021-10-18 18:34:49.566895] INFO: Position: after split: PositionStock(asset:Equity(4575 [600738.SHA]), amount:55459.0, cost_basis:5.3404, last_sale_price:6.029999732971191)
[2021-10-18 18:34:49.571895] INFO: Position: returning cash: 0.9228
[2021-10-18 18:34:50.482701] INFO: algo: handle_splits get splits [dt:2019-03-11 00:00:00+00:00] [asset:Equity(5050 [000055.SZA]), ratio:0.9687499403953552]
[2021-10-18 18:34:50.489345] INFO: Position: position stock handle split[sid:5050, orig_amount:60200, new_amount:62141.0, orig_cost:5.319999694824219, new_cost:5.1537, ratio:0.9687499403953552, last_sale_price:6.1999993324279785]
[2021-10-18 18:34:50.493917] INFO: Position: after split: PositionStock(asset:Equity(5050 [000055.SZA]), amount:62141.0, cost_basis:5.1537, last_sale_price:6.399999618530273)
[2021-10-18 18:34:50.498523] INFO: Position: returning cash: 5.8237
[2021-10-18 18:34:51.489322] INFO: algo: handle_splits get splits [dt:2019-06-05 00:00:00+00:00] [asset:Equity(5046 [600368.SHA]), ratio:0.9788463115692139]
[2021-10-18 18:34:51.492856] INFO: Position: position stock handle split[sid:5046, orig_amount:65000, new_amount:66404.0, orig_cost:5.230000019073486, new_cost:5.1194, ratio:0.9788463115692139, last_sale_price:5.090001106262207]
[2021-10-18 18:34:51.494944] INFO: Position: after split: PositionStock(asset:Equity(5046 [600368.SHA]), amount:66404.0, cost_basis:5.1194, last_sale_price:5.200000286102295)
[2021-10-18 18:34:51.496878] INFO: Position: returning cash: 3.5855
[2021-10-18 18:34:51.707595] INFO: algo: handle_splits get splits [dt:2019-06-27 00:00:00+00:00] [asset:Equity(2225 [600512.SHA]), ratio:0.9931033849716187]
[2021-10-18 18:34:51.711823] INFO: algo: handle_splits get splits [dt:2019-06-27 00:00:00+00:00] [asset:Equity(2994 [601588.SHA]), ratio:0.9693094491958618]
[2021-10-18 18:34:51.713976] INFO: Position: position stock handle split[sid:2225, orig_amount:105400, new_amount:106131.0, orig_cost:3.190000295639038, new_cost:3.168, ratio:0.9931033849716187, last_sale_price:2.8799996376037598]
[2021-10-18 18:34:51.715950] INFO: Position: after split: PositionStock(asset:Equity(2225 [600512.SHA]), amount:106131.0, cost_basis:3.168, last_sale_price:2.8999998569488525)
[2021-10-18 18:34:51.717790] INFO: Position: returning cash: 2.7395
[2021-10-18 18:34:51.719785] INFO: Position: position stock handle split[sid:2994, orig_amount:80000, new_amount:82532.0, orig_cost:4.200000286102295, new_cost:4.0711, ratio:0.9693094491958618, last_sale_price:3.7900002002716064]
[2021-10-18 18:34:51.721694] INFO: Position: after split: PositionStock(asset:Equity(2994 [601588.SHA]), amount:82532.0, cost_basis:4.0711, last_sale_price:3.9100003242492676)
[2021-10-18 18:34:51.723484] INFO: Position: returning cash: 3.7244
[2021-10-18 18:34:51.738557] INFO: algo: handle_splits get splits [dt:2019-06-28 00:00:00+00:00] [asset:Equity(3656 [600287.SHA]), ratio:0.9882006049156189]
[2021-10-18 18:34:51.741017] INFO: Position: position stock handle split[sid:3656, orig_amount:46500, new_amount:47055.0, orig_cost:7.490000247955322, new_cost:7.4016, ratio:0.9882006049156189, last_sale_price:6.700000286102295]
[2021-10-18 18:34:51.743136] INFO: Position: after split: PositionStock(asset:Equity(3656 [600287.SHA]), amount:47055.0, cost_basis:7.4016, last_sale_price:6.78000020980835)
[2021-10-18 18:34:51.745135] INFO: Position: returning cash: 1.4952
[2021-10-18 18:34:51.815519] INFO: algo: handle_splits get splits [dt:2019-07-05 00:00:00+00:00] [asset:Equity(1282 [000046.SZA]), ratio:0.9742709994316101]
[2021-10-18 18:34:51.819043] INFO: algo: handle_splits get splits [dt:2019-07-05 00:00:00+00:00] [asset:Equity(2034 [600064.SHA]), ratio:0.977477490901947]
[2021-10-18 18:34:51.821279] INFO: Position: position stock handle split[sid:1282, orig_amount:58000, new_amount:59531.0, orig_cost:5.740000247955322, new_cost:5.5923, ratio:0.9742709994316101, last_sale_price:5.680000305175781]
[2021-10-18 18:34:51.823321] INFO: Position: after split: PositionStock(asset:Equity(1282 [000046.SZA]), amount:59531.0, cost_basis:5.5923, last_sale_price:5.830000400543213)
[2021-10-18 18:34:51.825227] INFO: Position: returning cash: 3.9244
[2021-10-18 18:34:51.827177] INFO: Position: position stock handle split[sid:2034, orig_amount:34000, new_amount:34783.0, orig_cost:9.950000762939453, new_cost:9.7259, ratio:0.977477490901947, last_sale_price:10.850000381469727]
[2021-10-18 18:34:51.829105] INFO: Position: after split: PositionStock(asset:Equity(2034 [600064.SHA]), amount:34783.0, cost_basis:9.7259, last_sale_price:11.100000381469727)
[2021-10-18 18:34:51.831004] INFO: Position: returning cash: 4.4448
[2021-10-18 18:34:51.921408] INFO: algo: handle_splits get splits [dt:2019-07-16 00:00:00+00:00] [asset:Equity(1639 [300118.SZA]), ratio:0.9943609237670898]
[2021-10-18 18:34:51.930090] INFO: Position: position stock handle split[sid:1639, orig_amount:31900, new_amount:32080.0, orig_cost:10.180000305175781, new_cost:10.1226, ratio:0.9943609237670898, last_sale_price:10.580000877380371]
[2021-10-18 18:34:51.939351] INFO: Position: after split: PositionStock(asset:Equity(1639 [300118.SZA]), amount:32080.0, cost_basis:10.1226, last_sale_price:10.640000343322754)
[2021-10-18 18:34:51.944262] INFO: Position: returning cash: 9.5927
[2021-10-18 18:34:52.436828] INFO: algo: handle_splits get splits [dt:2019-08-26 00:00:00+00:00] [asset:Equity(4467 [000850.SZA]), ratio:0.987980842590332]
[2021-10-18 18:34:52.444903] INFO: Position: position stock handle split[sid:4467, orig_amount:57900, new_amount:58604.0, orig_cost:5.699999809265137, new_cost:5.6315, ratio:0.987980842590332, last_sale_price:4.1100006103515625]
[2021-10-18 18:34:52.449723] INFO: Position: after split: PositionStock(asset:Equity(4467 [000850.SZA]), amount:58604.0, cost_basis:5.6315, last_sale_price:4.160000324249268)
[2021-10-18 18:34:52.454435] INFO: Position: returning cash: 1.5421
[2021-10-18 18:34:55.294431] INFO: algo: handle_splits get splits [dt:2020-05-20 00:00:00+00:00] [asset:Equity(4455 [000987.SZA]), ratio:0.9864972829818726]
[2021-10-18 18:34:55.300748] INFO: Position: position stock handle split[sid:4455, orig_amount:29200, new_amount:29599.0, orig_cost:11.030000686645508, new_cost:10.8811, ratio:0.9864972829818726, last_sale_price:12.420001029968262]
[2021-10-18 18:34:55.305641] INFO: Position: after split: PositionStock(asset:Equity(4455 [000987.SZA]), amount:29599.0, cost_basis:10.8811, last_sale_price:12.59000015258789)
[2021-10-18 18:34:55.310308] INFO: Position: returning cash: 8.3965
[2021-10-18 18:34:55.565976] INFO: algo: handle_splits get splits [dt:2020-06-10 00:00:00+00:00] [asset:Equity(4833 [601658.SHA]), ratio:0.9597702622413635]
[2021-10-18 18:34:55.579466] INFO: Position: position stock handle split[sid:4833, orig_amount:62200, new_amount:64807.0, orig_cost:5.170000076293945, new_cost:4.962, ratio:0.9597702622413635, last_sale_price:5.010000705718994]
[2021-10-18 18:34:55.592403] INFO: Position: after split: PositionStock(asset:Equity(4833 [601658.SHA]), amount:64807.0, cost_basis:4.962, last_sale_price:5.21999979019165)
[2021-10-18 18:34:55.597968] INFO: Position: returning cash: 0.8802
[2021-10-18 18:34:55.702064] INFO: algo: handle_splits get splits [dt:2020-06-19 00:00:00+00:00] [asset:Equity(4423 [601077.SHA]), ratio:0.9540919065475464]
[2021-10-18 18:34:55.708838] INFO: Position: position stock handle split[sid:4423, orig_amount:64700, new_amount:67813.0, orig_cost:4.96999979019165, new_cost:4.7418, ratio:0.9540919065475464, last_sale_price:4.780000686645508]
[2021-10-18 18:34:55.714029] INFO: Position: after split: PositionStock(asset:Equity(4423 [601077.SHA]), amount:67813.0, cost_basis:4.7418, last_sale_price:5.010000228881836)
[2021-10-18 18:34:55.719027] INFO: Position: returning cash: 0.8294
[2021-10-18 18:34:55.810414] INFO: algo: handle_splits get splits [dt:2020-06-24 00:00:00+00:00] [asset:Equity(309 [000983.SZA]), ratio:0.7535070180892944]
[2021-10-18 18:34:55.813982] INFO: Position: position stock handle split[sid:309, orig_amount:67500, new_amount:89581.0, orig_cost:4.779999732971191, new_cost:3.6018, ratio:0.7535070180892944, last_sale_price:3.7599997520446777]
[2021-10-18 18:34:55.816079] INFO: Position: after split: PositionStock(asset:Equity(309 [000983.SZA]), amount:89581.0, cost_basis:3.6018, last_sale_price:4.989999771118164)
[2021-10-18 18:34:55.825324] INFO: Position: returning cash: 0.4382
[2021-10-18 18:34:55.845774] INFO: algo: handle_splits get splits [dt:2020-06-30 00:00:00+00:00] [asset:Equity(1164 [002936.SZA]), ratio:0.8846154808998108]
[2021-10-18 18:34:55.851238] INFO: Position: position stock handle split[sid:1164, orig_amount:83100, new_amount:93939.0, orig_cost:3.859999895095825, new_cost:3.4146, ratio:0.8846154808998108, last_sale_price:3.450000047683716]
[2021-10-18 18:34:55.856291] INFO: Position: after split: PositionStock(asset:Equity(1164 [002936.SZA]), amount:93939.0, cost_basis:3.4146, last_sale_price:3.8999996185302734)
[2021-10-18 18:34:55.860873] INFO: Position: returning cash: 0.4147
[2021-10-18 18:34:55.934998] INFO: algo: handle_splits get splits [dt:2020-07-06 00:00:00+00:00] [asset:Equity(4563 [601717.SHA]), ratio:0.9711999893188477]
[2021-10-18 18:34:55.941749] INFO: Position: position stock handle split[sid:4563, orig_amount:59000, new_amount:60749.0, orig_cost:5.480000019073486, new_cost:5.3222, ratio:0.9711999893188477, last_sale_price:6.070000171661377]
[2021-10-18 18:34:55.946731] INFO: Position: after split: PositionStock(asset:Equity(4563 [601717.SHA]), amount:60749.0, cost_basis:5.3222, last_sale_price:6.250000476837158)
[2021-10-18 18:34:55.951734] INFO: Position: returning cash: 3.5741
[2021-10-18 18:34:55.965930] INFO: algo: handle_splits get splits [dt:2020-07-07 00:00:00+00:00] [asset:Equity(1641 [000531.SZA]), ratio:0.9885844588279724]
[2021-10-18 18:34:55.971300] INFO: Position: position stock handle split[sid:1641, orig_amount:42500, new_amount:42990.0, orig_cost:7.590000152587891, new_cost:7.5034, ratio:0.9885844588279724, last_sale_price:8.65999984741211]
[2021-10-18 18:34:55.976121] INFO: Position: after split: PositionStock(asset:Equity(1641 [000531.SZA]), amount:42990.0, cost_basis:7.5034, last_sale_price:8.760000228881836)
[2021-10-18 18:34:55.980930] INFO: Position: returning cash: 6.606
[2021-10-18 18:34:56.053144] INFO: algo: handle_splits get splits [dt:2020-07-10 00:00:00+00:00] [asset:Equity(2200 [601916.SHA]), ratio:0.9523810148239136]
[2021-10-18 18:34:56.062416] INFO: Position: position stock handle split[sid:2200, orig_amount:78500, new_amount:82424.0, orig_cost:4.099999904632568, new_cost:3.9048, ratio:0.9523810148239136, last_sale_price:4.800000190734863]
[2021-10-18 18:34:56.064827] INFO: Position: after split: PositionStock(asset:Equity(2200 [601916.SHA]), amount:82424.0, cost_basis:3.9048, last_sale_price:5.039999961853027)
[2021-10-18 18:34:56.066931] INFO: Position: returning cash: 4.7741
[2021-10-18 18:34:56.151399] INFO: algo: handle_splits get splits [dt:2020-07-16 00:00:00+00:00] [asset:Equity(4067 [600533.SHA]), ratio:0.9754902720451355]
[2021-10-18 18:34:56.158611] INFO: Position: position stock handle split[sid:4067, orig_amount:93700, new_amount:96054.0, orig_cost:4.229999542236328, new_cost:4.1263, ratio:0.9754902720451355, last_sale_price:3.9800002574920654]
[2021-10-18 18:34:56.163672] INFO: Position: after split: PositionStock(asset:Equity(4067 [600533.SHA]), amount:96054.0, cost_basis:4.1263, last_sale_price:4.079999923706055)
[2021-10-18 18:34:56.168516] INFO: Position: returning cash: 1.0502
[2021-10-18 18:35:00.171931] INFO: algo: handle_splits get splits [dt:2021-06-02 00:00:00+00:00] [asset:Equity(1333 [000090.SZA]), ratio:0.9397780895233154]
[2021-10-18 18:35:00.181200] INFO: Position: position stock handle split[sid:1333, orig_amount:50600, new_amount:53842.0, orig_cost:6.159999847412109, new_cost:5.789, ratio:0.9397780895233154, last_sale_price:5.929999828338623]
[2021-10-18 18:35:00.188100] INFO: Position: after split: PositionStock(asset:Equity(1333 [000090.SZA]), amount:53842.0, cost_basis:5.789, last_sale_price:6.309999942779541)
[2021-10-18 18:35:00.196316] INFO: Position: returning cash: 2.9537
[2021-10-18 18:35:00.292062] INFO: algo: handle_splits get splits [dt:2021-06-09 00:00:00+00:00] [asset:Equity(3218 [600035.SHA]), ratio:0.9767442941665649]
[2021-10-18 18:35:00.296000] INFO: Position: position stock handle split[sid:3218, orig_amount:105100, new_amount:107602.0, orig_cost:2.989999771118164, new_cost:2.9205, ratio:0.9767442941665649, last_sale_price:2.940000057220459]
[2021-10-18 18:35:00.297989] INFO: Position: after split: PositionStock(asset:Equity(3218 [600035.SHA]), amount:107602.0, cost_basis:2.9205, last_sale_price:3.0099997520446777)
[2021-10-18 18:35:00.300330] INFO: Position: returning cash: 1.085
[2021-10-18 18:35:00.376430] INFO: algo: handle_splits get splits [dt:2021-06-15 00:00:00+00:00] [asset:Equity(4067 [600533.SHA]), ratio:0.970059871673584]
[2021-10-18 18:35:00.384742] INFO: Position: position stock handle split[sid:4067, orig_amount:99800, new_amount:102880.0, orig_cost:3.1599998474121094, new_cost:3.0654, ratio:0.970059871673584, last_sale_price:3.239999771118164]
[2021-10-18 18:35:00.387016] INFO: Position: after split: PositionStock(asset:Equity(4067 [600533.SHA]), amount:102880.0, cost_basis:3.0654, last_sale_price:3.3399999141693115)
[2021-10-18 18:35:00.394041] INFO: Position: returning cash: 0.8029
[2021-10-18 18:35:00.559075] INFO: algo: handle_splits get splits [dt:2021-06-29 00:00:00+00:00] [asset:Equity(2225 [600512.SHA]), ratio:0.9840764403343201]
[2021-10-18 18:35:00.567066] INFO: Position: position stock handle split[sid:2225, orig_amount:102700, new_amount:104361.0, orig_cost:3.049999952316284, new_cost:3.0014, ratio:0.9840764403343201, last_sale_price:3.0900001525878906]
[2021-10-18 18:35:00.571587] INFO: Position: after split: PositionStock(asset:Equity(2225 [600512.SHA]), amount:104361.0, cost_basis:3.0014, last_sale_price:3.140000104904175)
[2021-10-18 18:35:00.576059] INFO: Position: returning cash: 2.5076
[2021-10-18 18:35:00.590360] INFO: algo: handle_splits get splits [dt:2021-06-30 00:00:00+00:00] [asset:Equity(3316 [000407.SZA]), ratio:0.9950980544090271]
[2021-10-18 18:35:00.596387] INFO: Position: position stock handle split[sid:3316, orig_amount:77200, new_amount:77580.0, orig_cost:4.200000286102295, new_cost:4.1794, ratio:0.9950980544090271, last_sale_price:4.059999942779541]
[2021-10-18 18:35:00.601280] INFO: Position: after split: PositionStock(asset:Equity(3316 [000407.SZA]), amount:77580.0, cost_basis:4.1794, last_sale_price:4.079999923706055)
[2021-10-18 18:35:00.606006] INFO: Position: returning cash: 1.1952
[2021-10-18 18:35:00.772380] INFO: algo: handle_splits get splits [dt:2021-07-13 00:00:00+00:00] [asset:Equity(1812 [002128.SZA]), ratio:0.9605911374092102]
[2021-10-18 18:35:00.779597] INFO: Position: position stock handle split[sid:1812, orig_amount:30300, new_amount:31543.0, orig_cost:10.59999942779541, new_cost:10.1823, ratio:0.9605911374092102, last_sale_price:9.75]
[2021-10-18 18:35:00.786924] INFO: Position: after split: PositionStock(asset:Equity(1812 [002128.SZA]), amount:31543.0, cost_basis:10.1823, last_sale_price:10.149999618530273)
[2021-10-18 18:35:00.794149] INFO: Position: returning cash: 0.7486
[2021-10-18 18:35:00.977078] INFO: algo: handle_splits get splits [dt:2021-07-29 00:00:00+00:00] [asset:Equity(2805 [601319.SHA]), ratio:0.977570116519928]
[2021-10-18 18:35:00.981197] INFO: Position: position stock handle split[sid:2805, orig_amount:55600, new_amount:56875.0, orig_cost:5.930000305175781, new_cost:5.797, ratio:0.977570116519928, last_sale_price:5.2300004959106445]
[2021-10-18 18:35:00.983221] INFO: Position: after split: PositionStock(asset:Equity(2805 [601319.SHA]), amount:56875.0, cost_basis:5.797, last_sale_price:5.350000381469727)
[2021-10-18 18:35:00.985395] INFO: Position: returning cash: 3.743
[2021-10-18 18:35:01.867073] INFO: Performance: Simulated 1890 trading days out of 1890.
[2021-10-18 18:35:01.873069] INFO: Performance: first open: 2014-01-02 09:30:00+00:00
[2021-10-18 18:35:01.875554] INFO: Performance: last close: 2021-10-08 15:00:00+00:00
[2021-10-18 18:35:56.349927] INFO: moduleinvoker: backtest.v8 运行完成[138.504393s].
[2021-10-18 18:35:56.361117] INFO: moduleinvoker: trade.v4 运行完成[143.195185s].