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克隆策略

日内接飞刀交易策略

股票在短时间内大跌后抓取反弹。

回测粒度：tick

策略标的：众生药业、西安饮食

买入条件

同时满足如下条件即买入

1、价格在120s之内跌幅超过2%

2、价格在10s之内振幅小于0.5%或价格反弹超过60s内的最低价的0.5%

卖出条件

满足如下条件之一则卖出

1、盈利超过1%

2、价格在买入之后上涨超过0.5%，达到最高价之后价格震荡超过10s

3、价格下跌超过0.5%

4、持仓时间超过3分钟

    {"description":"实验创建于2022/12/27","graph":{"edges":[{"to_node_id":"-17212:instruments","from_node_id":"-17238:data"}],"nodes":[{"node_id":"-17212","module_id":"BigQuantSpace.hftrade.hftrade-v2","parameters":[{"name":"start_date","value":"","type":"Literal","bound_global_parameter":null},{"name":"end_date","value":"","type":"Literal","bound_global_parameter":null},{"name":"initialize","value":"# 交易引擎：初始化函数，只执行一次\ndef bigquant_run(context):\n context.write_log('on_init()', stdout=1)\n #下单量少，手续费设置为免5： min_cost=0\n context.set_commission(equities_commission=PerOrder(buy_cost=0.0001, sell_cost=0.0003, min_cost=0)) \n\n symbols = context.instruments\n \n # 某个symbol是否开仓，开仓为1，未开仓为0\n context.fired_symbols = {i:0 for i in symbols}\n\n \n #----------------------------------------------------------------------\n # 通用参数\n #----------------------------------------------------------------------\n # 策略开始时间\n context.start_time = 10\n \n # 开单数量(100股/笔)\n context.place_volume = 100\n \n # 跟踪止盈百分比\n context.stop_profit = 0.01\n \n # 止损百分比\n context.stop_loss = -0.005\n\n # 最高价（0.5%）内震荡超过（10s） 百分比\n context.max_price_change = 0.005 \n \n # 最高价（0.5%）内震荡超过（10s）\n context.max_range_seconds = 10\n\n # 最大持仓时间\n context.max_hold_seconds = 180\n \n #----------------------------------------------------------------------\n # 日内接刀策略参数\n #----------------------------------------------------------------------\n # 价格在（120s）之内跌幅\n context.strategy3_price_change_seconds = 120\n \n # 跌幅超过（2%）\n context.strategy3_price_change_threshold = -0.02\n \n # 价格在（10s）之内振幅\n context.strategy3_price_range_seconds = 10\n \n # 价格在（10s）之内振幅小于(0.5%）\n context.strategy3_price_range_threshold = 0.005\n \n # 价格反弹超过（60s）内的最低价\n context.strategy3_rebound_seconds = 60\n \n # 超过区间内的最低价（0.5%）\n context.strategy3_rebound_price_change = 0.5\n \n #存放历史价格队列\n context.que_size = int(context.strategy3_price_change_seconds / 3) + 1\n context.price_series = {}\n\n # 监控止盈止损order\n context.monitor_orders_dict = {}\n \n #0表示回测支持当天买和卖。1表示不支持t0\n context.set_stock_t1(0) \n","type":"Literal","bound_global_parameter":null},{"name":"before_trading_start","value":"# 交易引擎：每个单位时间开盘前调用一次。\ndef bigquant_run(context, data):\n context.write_log('on_start(%s)' % data.current_dt, stdout=1)\n #订阅股票\n context.subscribe(context.instruments)","type":"Literal","bound_global_parameter":null},{"name":"handle_tick","value":"from datetime import datetime \n\n# 对每个订单进行监控 跟踪止盈及止损\n# 设置止盈止损\n# 止盈条件：跟踪止盈 （0.5%）或价格在进仓之后的最高价（0.5%）内震荡超过（10s）\n# 止损条件：亏损超过（0.5%）\n# 最大持仓时间：（3）分钟\ndef monitor_orders(context, tick):\n if not context.monitor_orders_dict:\n return\n\n symbol = tick.symbol\n now_price = tick.last_price\n now_datetime = pd.Timestamp(tick.datetime)\n\n for order_id in list(context.monitor_orders_dict.keys()):\n order = context.monitor_orders_dict[order_id]\n if order['symbol'] != symbol:\n continue\n\n if now_price > order['max_price']:\n order['max_price'] = now_price\n order['max_price_datetime'] = now_datetime\n\n order_price = order['price']\n \n # 跟踪止损\n condition1 = (now_price - order_price) / order_price <= context.stop_loss\n \n # 跟踪止盈\n condition2 = (now_price - order_price) / order_price > context.stop_profit\n \n # 在进仓之后的最高价（0.5%）内震荡超过（10s）\n condition3 = (order['max_price'] - order_price) / order['max_price'] > context.max_price_change \\\n and now_datetime - order['max_price_datetime'] > pd.Timedelta(seconds=context.max_range_seconds)\n \n # 最大持仓时间\n condition4 = now_datetime - order['datetime'] > pd.Timedelta(seconds=context.max_hold_seconds)\n \n # 止损 跟踪止盈 最大持仓时间\n if condition1 or condition2 or condition3 or condition4:\n rv = context.order_target(order['symbol'], 0, None)\n context.write_log('[止盈止损] 时间:%s, 价格:%s, 订单初始价格:%s, 最高价格:%s，条件:%s,%s,%s,%s, rv:%s' \\\n % (now_datetime, now_price, order[\"price\"], order['max_price'],\n condition1, condition2, condition3, condition4, rv), stdout=1)\n\n del context.monitor_orders_dict[order_id]\n context.fired_symbols[order['symbol']] = 0\n \n# 交易引擎：tick数据处理函数，每个tick执行一次\ndef bigquant_run(context, tick):\n# print(\"in tick\",tick)\n symbol = tick.symbol\n \n # 监控止盈止损\n monitor_orders(context, tick)\n \n try:\n price_series = context.price_series[symbol]\n except KeyError:\n price_series = SequenceDataSeries(context.que_size)\n context.price_series[symbol] = price_series\n\n tick_dt = tick.datetime\n last_price = tick.last_price\n\n price_series.append_with_datetime(tick_dt, last_price)\n if len(price_series) < context.que_size:\n return\n\n # 10点开始运行\n if tick_dt.hour < context.start_time:\n return\n \n # 判断一下时间，防止开仓后来不及平仓就到下一天\n stop_trading_time = datetime(year=tick_dt.year, month=tick_dt.month, day=tick_dt.day, hour=14, minute=50)\n if tick_dt > stop_trading_time:\n return\n\n prices = price_series.get_values()\n dts = price_series.get_datetimes()\n\n # 120秒内跌幅\n price_change = (prices[-1] - prices[0]) / prices[0]\n\n # 10秒内振幅\n prices2 = prices[-3:]\n price_range = (prices2.max() - prices2.min()) / prices2[0]\n\n # 60秒内最低价\n prices3 = prices[-1 * int(len(prices) / 2):]\n min_price = prices3.min()\n\n # 价格在（120s）之内跌幅超过（2%）\n if price_change < context.strategy3_price_change_threshold and not context.fired_symbols[symbol]:\n # 价格在（10s）之内振幅小于（0.5%）或价格反弹超过（60s）内的最低价（0.5%）\n if abs(price_range) < context.strategy3_price_range_threshold or last_price / min_price - 1 >= 0.005:\n context.write_log(\"股票:%s, 时间:%s, 价格:%s, 120秒跌幅:%s, 10秒振幅:%s, 60秒最低价%s，开仓.. %s\" % \\\n (symbol, tick_dt, last_price, price_change, price_range, min_price, tick.ask_price5), stdout=1)\n\n rv = context.order(symbol, context.place_volume, tick.ask_price5, order_type=OrderType.LIMIT)\n if rv != 0:\n context.write_log(\"%s 开仓%s失败:%s,%s\" % (tick_dt, symbol, rv, context.get_error_msg(rv)), stdout=1)\n context.fired_symbols[symbol] = 1\n","type":"Literal","bound_global_parameter":null},{"name":"handle_data","value":"# 交易引擎：bar数据处理函数，每个时间单位执行一次\ndef bigquant_run(context, data):\n pass\n","type":"Literal","bound_global_parameter":null},{"name":"handle_trade","value":"def insert_monitor_order(context, order_id, symbol, datetime, price, quantity):\n context.monitor_orders_dict[order_id] = {\n 'symbol': symbol,\n 'datetime': datetime,\n 'price': price,\n 'quantity': quantity,\n 'max_price': price, # 开仓后最高价\n 'max_price_datetime': datetime # 开仓后最高价时间\n }\n \n# 交易引擎：成交回报处理函数，每个成交发生时执行一次\ndef bigquant_run(context, trade):\n context.write_log(\"handle_each_trade trade:%s filled_price:%s\" % (trade.log_str(),trade.filled_price), stdout=1)\n \n order = context.get_order(trade.order_key)\n \n # 订单全部成交以后再更新monitor\n if order.order_status == OrderStatus.ALLTRADED and trade.direction == Direction.LONG:\n context.write_log(context.get_account_position(trade.symbol),stdout=1)\n insert_monitor_order(\n context,\n trade.order_id,\n trade.symbol,\n pd.Timestamp(trade.trade_datetime),\n trade.filled_price,\n order.filled_qty)\n","type":"Literal","bound_global_parameter":null},{"name":"handle_order","value":"# 交易引擎：委托回报处理函数，每个委托变化时执行一次\ndef bigquant_run(context, order):\n pass\n","type":"Literal","bound_global_parameter":null},{"name":"after_trading","value":"# 交易引擎：盘后处理函数，每日盘后执行一次\ndef bigquant_run(context, data):\n pass\n","type":"Literal","bound_global_parameter":null},{"name":"capital_base","value":"10000","type":"Literal","bound_global_parameter":null},{"name":"frequency","value":"tick2","type":"Literal","bound_global_parameter":null},{"name":"price_type","value":"真实价格","type":"Literal","bound_global_parameter":null},{"name":"product_type","value":"股票","type":"Literal","bound_global_parameter":null},{"name":"before_start_days","value":"0","type":"Literal","bound_global_parameter":null},{"name":"volume_limit","value":1,"type":"Literal","bound_global_parameter":null},{"name":"order_price_field_buy","value":"open","type":"Literal","bound_global_parameter":null},{"name":"order_price_field_sell","value":"open","type":"Literal","bound_global_parameter":null},{"name":"benchmark","value":"000300.HIX","type":"Literal","bound_global_parameter":null},{"name":"plot_charts","value":"True","type":"Literal","bound_global_parameter":null},{"name":"disable_cache","value":"False","type":"Literal","bound_global_parameter":null},{"name":"replay_bdb","value":"False","type":"Literal","bound_global_parameter":null},{"name":"show_debug_info","value":"False","type":"Literal","bound_global_parameter":null},{"name":"backtest_only","value":"False","type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"instruments","node_id":"-17212"},{"name":"options_data","node_id":"-17212"},{"name":"history_ds","node_id":"-17212"},{"name":"benchmark_ds","node_id":"-17212"}],"output_ports":[{"name":"raw_perf","node_id":"-17212"}],"cacheable":false,"seq_num":1,"comment":"","comment_collapsed":true},{"node_id":"-17238","module_id":"BigQuantSpace.instruments.instruments-v2","parameters":[{"name":"start_date","value":"2022-11-20","type":"Literal","bound_global_parameter":null},{"name":"end_date","value":"2022-12-20","type":"Literal","bound_global_parameter":null},{"name":"market","value":"CN_STOCK_A","type":"Literal","bound_global_parameter":null},{"name":"instrument_list","value":"002317.SZA\n000721.SZA","type":"Literal","bound_global_parameter":null},{"name":"max_count","value":0,"type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"rolling_conf","node_id":"-17238"}],"output_ports":[{"name":"data","node_id":"-17238"}],"cacheable":true,"seq_num":2,"comment":"","comment_collapsed":true}],"node_layout":"<node_postions><node_position Node='-17212' Position='174,318,200,200'/><node_position Node='-17238' Position='161,190,200,200'/></node_postions>"},"nodes_readonly":false,"studio_version":"v2"}
    In [70]:
    # 本代码由可视化策略环境自动生成 2022年12月28日 15:33
# 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。


# 交易引擎：初始化函数，只执行一次
def m1_initialize_bigquant_run(context):
    context.write_log('on_init()', stdout=1)
    #下单量少，手续费设置为免5： min_cost=0
    context.set_commission(equities_commission=PerOrder(buy_cost=0.0001, sell_cost=0.0003, min_cost=0)) 

    symbols = context.instruments
    
    # 某个symbol是否开仓，开仓为1，未开仓为0
    context.fired_symbols = {i:0 for i in symbols}

    
    #----------------------------------------------------------------------
    # 通用参数
    #----------------------------------------------------------------------
    # 策略开始时间
    context.start_time = 10
    
    # 开单数量(100股/笔)
    context.place_volume = 100
    
    # 跟踪止盈百分比
    context.stop_profit = 0.01
    
    # 止损百分比
    context.stop_loss = -0.005

    # 最高价（0.5%）内震荡超过（10s） 百分比
    context.max_price_change = 0.005 
    
    # 最高价（0.5%）内震荡超过（10s）
    context.max_range_seconds = 10

    # 最大持仓时间
    context.max_hold_seconds = 180
    
    #----------------------------------------------------------------------
    # 日内接刀策略参数
    #----------------------------------------------------------------------
    # 价格在（120s）之内跌幅
    context.strategy3_price_change_seconds = 120
    
    # 跌幅超过（2%）
    context.strategy3_price_change_threshold = -0.02
    
    # 价格在（10s）之内振幅
    context.strategy3_price_range_seconds = 10
    
    # 价格在（10s）之内振幅小于(0.5%）
    context.strategy3_price_range_threshold = 0.005
    
    # 价格反弹超过（60s）内的最低价
    context.strategy3_rebound_seconds = 60
    
    # 超过区间内的最低价（0.5%）
    context.strategy3_rebound_price_change = 0.5
    
    #存放历史价格队列
    context.que_size = int(context.strategy3_price_change_seconds / 3) + 1
    context.price_series = {}

    # 监控止盈止损order
    context.monitor_orders_dict = {}
    
    #0表示回测支持当天买和卖。1表示不支持t0
    context.set_stock_t1(0) 

# 交易引擎：每个单位时间开盘前调用一次。
def m1_before_trading_start_bigquant_run(context, data):
    context.write_log('on_start(%s)' % data.current_dt, stdout=1)
    #订阅股票
    context.subscribe(context.instruments)
from datetime import datetime 

# 对每个订单进行监控 跟踪止盈及止损
# 设置止盈止损
# 止盈条件：跟踪止盈 （0.5%）或价格在进仓之后的最高价（0.5%）内震荡超过（10s）
# 止损条件：亏损超过（0.5%）
# 最大持仓时间：（3）分钟
def monitor_orders(context, tick):
    if not context.monitor_orders_dict:
        return

    symbol = tick.symbol
    now_price = tick.last_price
    now_datetime = pd.Timestamp(tick.datetime)

    for order_id in list(context.monitor_orders_dict.keys()):
        order = context.monitor_orders_dict[order_id]
        if order['symbol'] != symbol:
            continue

        if now_price > order['max_price']:
            order['max_price'] = now_price
            order['max_price_datetime'] = now_datetime

        order_price = order['price']
            
        # 跟踪止损
        condition1 = (now_price - order_price) / order_price <= context.stop_loss
        
        # 跟踪止盈
        condition2 = (now_price - order_price) / order_price > context.stop_profit
        
        # 在进仓之后的最高价（0.5%）内震荡超过（10s）
        condition3 = (order['max_price'] - order_price) / order['max_price'] > context.max_price_change \
            and now_datetime - order['max_price_datetime'] > pd.Timedelta(seconds=context.max_range_seconds)
        
        # 最大持仓时间
        condition4 = now_datetime - order['datetime'] > pd.Timedelta(seconds=context.max_hold_seconds)
        
        # 止损 跟踪止盈 最大持仓时间
        if condition1 or condition2 or condition3 or condition4:
            rv = context.order_target(order['symbol'], 0, None)
            context.write_log('[止盈止损] 时间:%s, 价格:%s, 订单初始价格:%s, 最高价格:%s，条件:%s,%s,%s,%s, rv:%s' \
                              % (now_datetime, now_price, order["price"], order['max_price'],
                                 condition1, condition2, condition3, condition4, rv), stdout=1)

            del context.monitor_orders_dict[order_id]
            context.fired_symbols[order['symbol']] = 0
            
# 交易引擎：tick数据处理函数，每个tick执行一次
def m1_handle_tick_bigquant_run(context, tick):
#     print("in tick",tick)
    symbol = tick.symbol
    
    # 监控止盈止损
    monitor_orders(context, tick)
    
    try:
        price_series = context.price_series[symbol]
    except KeyError:
        price_series = SequenceDataSeries(context.que_size)
        context.price_series[symbol] = price_series

    tick_dt = tick.datetime
    last_price = tick.last_price

    price_series.append_with_datetime(tick_dt, last_price)
    if len(price_series) < context.que_size:
        return

    # 10点开始运行
    if tick_dt.hour < context.start_time:
        return
    
    # 判断一下时间，防止开仓后来不及平仓就到下一天
    stop_trading_time = datetime(year=tick_dt.year, month=tick_dt.month, day=tick_dt.day, hour=14, minute=50)
    if tick_dt > stop_trading_time:
        return

    prices = price_series.get_values()
    dts = price_series.get_datetimes()

    # 120秒内跌幅
    price_change = (prices[-1] - prices[0]) / prices[0]

    # 10秒内振幅
    prices2 = prices[-3:]
    price_range = (prices2.max() - prices2.min()) / prices2[0]

    # 60秒内最低价
    prices3 = prices[-1 * int(len(prices) / 2):]
    min_price = prices3.min()

    # 价格在（120s）之内跌幅超过（2%）
    if price_change < context.strategy3_price_change_threshold and not context.fired_symbols[symbol]:
        # 价格在（10s）之内振幅小于（0.5%）或价格反弹超过（60s）内的最低价（0.5%）
        if abs(price_range) < context.strategy3_price_range_threshold or last_price / min_price - 1 >= 0.005:
            context.write_log("股票:%s, 时间:%s, 价格:%s, 120秒跌幅:%s, 10秒振幅:%s, 60秒最低价%s，开仓.. %s" % \
                              (symbol, tick_dt, last_price, price_change, price_range, min_price, tick.ask_price5), stdout=1)

            rv = context.order(symbol, context.place_volume, tick.ask_price5, order_type=OrderType.LIMIT)
            if rv != 0:
                context.write_log("%s 开仓%s失败:%s,%s" % (tick_dt, symbol, rv, context.get_error_msg(rv)), stdout=1)
            context.fired_symbols[symbol] = 1

# 交易引擎：bar数据处理函数，每个时间单位执行一次
def m1_handle_data_bigquant_run(context, data):
    pass

def insert_monitor_order(context, order_id, symbol, datetime, price, quantity):
    context.monitor_orders_dict[order_id] = {
        'symbol': symbol,
        'datetime': datetime,
        'price': price,
        'quantity': quantity,
        'max_price': price,  # 开仓后最高价
        'max_price_datetime': datetime  # 开仓后最高价时间
    }
    
# 交易引擎：成交回报处理函数，每个成交发生时执行一次
def m1_handle_trade_bigquant_run(context, trade):
    context.write_log("handle_each_trade trade:%s filled_price:%s" % (trade.log_str(),trade.filled_price), stdout=1)
    
    order = context.get_order(trade.order_key)
    
    # 订单全部成交以后再更新monitor
    if order.order_status == OrderStatus.ALLTRADED and trade.direction == Direction.LONG:
        context.write_log(context.get_account_position(trade.symbol),stdout=1)
        insert_monitor_order(
            context,
            trade.order_id,
            trade.symbol,
            pd.Timestamp(trade.trade_datetime),
            trade.filled_price,
            order.filled_qty)

# 交易引擎：委托回报处理函数，每个委托变化时执行一次
def m1_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 m1_after_trading_bigquant_run(context, data):
    pass


m2 = M.instruments.v2(
    start_date='2022-11-20',
    end_date='2022-12-20',
    market='CN_STOCK_A',
    instrument_list="""002317.SZA
000721.SZA""",
    max_count=0
)

m1 = M.hftrade.v2(
    instruments=m2.data,
    start_date='',
    end_date='',
    initialize=m1_initialize_bigquant_run,
    before_trading_start=m1_before_trading_start_bigquant_run,
    handle_tick=m1_handle_tick_bigquant_run,
    handle_data=m1_handle_data_bigquant_run,
    handle_trade=m1_handle_trade_bigquant_run,
    handle_order=m1_handle_order_bigquant_run,
    after_trading=m1_after_trading_bigquant_run,
    capital_base=10000,
    frequency='tick2',
    price_type='真实价格',
    product_type='股票',
    before_start_days='0',
    volume_limit=1,
    order_price_field_buy='open',
    order_price_field_sell='open',
    benchmark='000300.HIX',
    plot_charts=True,
    disable_cache=False,
    replay_bdb=False,
    show_debug_info=False,
    backtest_only=False
)

    2022-12-28 14:35:58.516430 strategy(bkt000,): on_init() 
2022-12-28 14:35:58.519180 strategy(bkt000,): on_start(2022-11-21 08:30:00) 
2022-12-28 14:35:59.002135 strategy(bkt000,): 股票:000721.SZA, 时间:2022-11-21 10:09:45, 价格:10.62, 120秒跌幅:-0.023897079609102225, 10秒振幅:0.003752341690955839, 60秒最低价10.619999885559082，开仓.. 10.69 
2022-12-28 14:35:59.008209 strategy(bkt000,): handle_each_trade trade:[bkt000,1,000721.SZA,'1','0',100,10.630000114440918,1,20221121 10:09:48.000000,strategy] filled_price:10.63 
2022-12-28 14:35:59.008926 strategy(bkt000,): StockPosition(bkt000,000721.SZA,LONG,current_qty:100,avail_qty:100,cost_price:10.63,last_price:10.63,margin:0.0) 
2022-12-28 14:35:59.014859 strategy(bkt000,): [止盈止损] 时间:2022-11-21 10:10:24, 价格:10.74, 订单初始价格:10.63, 最高价格:10.74，条件:False,True,False,False, rv:0 
2022-12-28 14:35:59.016626 strategy(bkt000,): handle_each_trade trade:[bkt000,2,000721.SZA,'2','1',100,10.739999771118164,2,20221121 10:10:27.000000,strategy] filled_price:10.74 
2022-12-28 14:35:59.705948 strategy(bkt000,): 股票:000721.SZA, 时间:2022-11-21 14:03:36, 价格:10.61, 120秒跌幅:-0.021217757626667128, 10秒振幅:0.0018815105878033937, 60秒最低价10.609999656677246，开仓.. 10.66 
2022-12-28 14:35:59.709391 strategy(bkt000,): handle_each_trade trade:[bkt000,3,000721.SZA,'1','0',100,10.630000114440918,3,20221121 14:03:39.000000,strategy] filled_price:10.63 
2022-12-28 14:35:59.709583 strategy(bkt000,): StockPosition(bkt000,000721.SZA,LONG,current_qty:100,avail_qty:100,cost_price:10.63,last_price:10.63,margin:0.0) 
2022-12-28 14:35:59.719411 strategy(bkt000,): [止盈止损] 时间:2022-11-21 14:04:30, 价格:10.75, 订单初始价格:10.63, 最高价格:10.75，条件:False,True,False,False, rv:0 
2022-12-28 14:35:59.720849 strategy(bkt000,): handle_each_trade trade:[bkt000,4,000721.SZA,'2','1',100,10.739999771118164,4,20221121 14:04:33.000000,strategy] filled_price:10.74 
2022-12-28 14:35:59.787454 strategy(bkt000,): 股票:000721.SZA, 时间:2022-11-21 14:18:48, 价格:10.38, 120秒跌幅:-0.027179002790949765, 10秒振幅:0.002881818771462253, 60秒最低价10.380000114440918，开仓.. 10.43 
2022-12-28 14:35:59.790103 strategy(bkt000,): handle_each_trade trade:[bkt000,5,000721.SZA,'1','0',100,10.380000114440918,5,20221121 14:18:51.000000,strategy] filled_price:10.38 
2022-12-28 14:35:59.790805 strategy(bkt000,): StockPosition(bkt000,000721.SZA,LONG,current_qty:100,avail_qty:100,cost_price:10.38,last_price:10.38,margin:0.0) 
2022-12-28 14:35:59.814340 strategy(bkt000,): [止盈止损] 时间:2022-11-21 14:21:54, 价格:10.36, 订单初始价格:10.38, 最高价格:10.38，条件:False,False,False,True, rv:0 
2022-12-28 14:35:59.820073 strategy(bkt000,): handle_each_trade trade:[bkt000,6,000721.SZA,'2','1',100,10.359999656677246,6,20221121 14:22:39.000000,strategy] filled_price:10.36 
2022-12-28 14:35:59.980789 strategy(bkt000,): on_start(2022-11-22 08:30:00) 
2022-12-28 14:36:01.233514 strategy(bkt000,): on_start(2022-11-23 08:30:00) 
2022-12-28 14:36:02.383579 strategy(bkt000,): on_start(2022-11-24 08:30:00) 
2022-12-28 14:36:02.917108 strategy(bkt000,): 股票:002317.SZA, 时间:2022-11-24 11:17:27, 价格:34.62, 120秒跌幅:-0.022033970632004792, 10秒振幅:0.004600340800108102, 60秒最低价34.619998931884766，开仓.. 34.8 
2022-12-28 14:36:02.922102 strategy(bkt000,): handle_each_trade trade:[bkt000,7,002317.SZA,'1','0',100,34.72999954223633,7,20221124 11:17:30.000000,strategy] filled_price:34.73 
2022-12-28 14:36:02.922295 strategy(bkt000,): StockPosition(bkt000,002317.SZA,LONG,current_qty:100,avail_qty:100,cost_price:34.73,last_price:34.73,margin:0.0) 
2022-12-28 14:36:02.930743 strategy(bkt000,): [止盈止损] 时间:2022-11-24 11:18:27, 价格:35.15, 订单初始价格:34.73, 最高价格:35.15，条件:False,True,False,False, rv:0 
2022-12-28 14:36:02.932137 strategy(bkt000,): handle_each_trade trade:[bkt000,8,002317.SZA,'2','1',100,35.02000045776367,8,20221124 11:18:30.000000,strategy] filled_price:35.02 
2022-12-28 14:36:03.425798 strategy(bkt000,): 股票:000721.SZA, 时间:2022-11-24 14:39:36, 价格:7.85, 120秒跌幅:-0.021197075240380614, 10秒振幅:0.0012722937292578116, 60秒最低价7.849999904632568，开仓.. 7.89 
2022-12-28 14:36:03.427811 strategy(bkt000,): handle_each_trade trade:[bkt000,9,000721.SZA,'1','0',100,7.869999885559082,9,20221124 14:39:39.000000,strategy] filled_price:7.87 
2022-12-28 14:36:03.428792 strategy(bkt000,): StockPosition(bkt000,000721.SZA,LONG,current_qty:100,avail_qty:100,cost_price:7.87,last_price:7.87,margin:0.0) 
2022-12-28 14:36:03.436908 strategy(bkt000,): [止盈止损] 时间:2022-11-24 14:40:06, 价格:7.95, 订单初始价格:7.87, 最高价格:7.95，条件:False,True,False,False, rv:0 
2022-12-28 14:36:03.438843 strategy(bkt000,): handle_each_trade trade:[bkt000,10,000721.SZA,'2','1',100,7.940000057220459,10,20221124 14:40:09.000000,strategy] filled_price:7.94 
2022-12-28 14:36:03.512460 strategy(bkt000,): on_start(2022-11-25 08:30:00) 
2022-12-28 14:36:04.700543 strategy(bkt000,): on_start(2022-11-28 08:30:00) 
2022-12-28 14:36:05.797966 strategy(bkt000,): on_start(2022-11-29 08:30:00) 
2022-12-28 14:36:06.178355 strategy(bkt000,): 股票:002317.SZA, 时间:2022-11-29 10:39:54, 价格:39.3, 120秒跌幅:-0.02043867688571986, 10秒振幅:0.0025381290595299943, 60秒最低价39.29999923706055，开仓.. 39.42 
2022-12-28 14:36:06.180497 strategy(bkt000,): handle_each_trade trade:[bkt000,11,002317.SZA,'1','0',100,39.400001525878906,11,20221129 10:39:57.000000,strategy] filled_price:39.4 
2022-12-28 14:36:06.180869 strategy(bkt000,): StockPosition(bkt000,002317.SZA,LONG,current_qty:100,avail_qty:100,cost_price:39.4,last_price:39.4,margin:0.0) 
2022-12-28 14:36:06.194521 strategy(bkt000,): [止盈止损] 时间:2022-11-29 10:41:36, 价格:39.89, 订单初始价格:39.4, 最高价格:39.89，条件:False,True,False,False, rv:0 
2022-12-28 14:36:06.196335 strategy(bkt000,): handle_each_trade trade:[bkt000,12,002317.SZA,'2','1',100,39.81999969482422,12,20221129 10:41:39.000000,strategy] filled_price:39.82 
2022-12-28 14:36:06.809389 strategy(bkt000,): 股票:000721.SZA, 时间:2022-11-29 14:44:09, 价格:8.47, 120秒跌幅:-0.020809174501680343, 10秒振幅:0.002355654255420723, 60秒最低价8.470000267028809，开仓.. 8.51 
2022-12-28 14:36:06.811389 strategy(bkt000,): handle_each_trade trade:[bkt000,13,000721.SZA,'1','0',100,8.460000038146973,13,20221129 14:44:12.000000,strategy] filled_price:8.46 
2022-12-28 14:36:06.812163 strategy(bkt000,): StockPosition(bkt000,000721.SZA,LONG,current_qty:100,avail_qty:100,cost_price:8.46,last_price:8.46,margin:0.0) 
2022-12-28 14:36:06.818034 strategy(bkt000,): [止盈止损] 时间:2022-11-29 14:44:51, 价格:8.53, 订单初始价格:8.46, 最高价格:8.53，条件:False,False,True,False, rv:0 
2022-12-28 14:36:06.819576 strategy(bkt000,): handle_each_trade trade:[bkt000,14,000721.SZA,'2','1',100,8.539999961853027,14,20221129 14:44:54.000000,strategy] filled_price:8.54 
2022-12-28 14:36:06.870828 strategy(bkt000,): on_start(2022-11-30 08:30:00) 
2022-12-28 14:36:07.943973 strategy(bkt000,): on_start(2022-12-01 08:30:00) 
2022-12-28 14:36:08.991685 strategy(bkt000,): on_start(2022-12-02 08:30:00) 
2022-12-28 14:36:10.073678 strategy(bkt000,): on_start(2022-12-05 08:30:00) 
2022-12-28 14:36:11.348490 strategy(bkt000,): on_start(2022-12-06 08:30:00) 
2022-12-28 14:36:12.449634 strategy(bkt000,): on_start(2022-12-07 08:30:00) 
2022-12-28 14:36:13.330001 strategy(bkt000,): 股票:000721.SZA, 时间:2022-12-07 13:54:27, 价格:9.18, 120秒跌幅:-0.021321941026123052, 10秒振幅:0.0010880604639921514, 60秒最低价9.180000305175781，开仓.. 9.23 
2022-12-28 14:36:13.332749 strategy(bkt000,): handle_each_trade trade:[bkt000,15,000721.SZA,'1','0',100,9.180000305175781,15,20221207 13:54:30.000000,strategy] filled_price:9.18 
2022-12-28 14:36:13.333259 strategy(bkt000,): StockPosition(bkt000,000721.SZA,LONG,current_qty:100,avail_qty:100,cost_price:9.18,last_price:9.18,margin:0.0) 
2022-12-28 14:36:13.336185 strategy(bkt000,): [止盈止损] 时间:2022-12-07 13:54:45, 价格:9.12, 订单初始价格:9.18, 最高价格:9.18，条件:True,False,False,False, rv:0 
2022-12-28 14:36:13.338020 strategy(bkt000,): handle_each_trade trade:[bkt000,16,000721.SZA,'2','1',100,9.140000343322754,16,20221207 13:54:48.000000,strategy] filled_price:9.14 
2022-12-28 14:36:13.338618 strategy(bkt000,): 股票:000721.SZA, 时间:2022-12-07 13:54:48, 价格:9.14, 120秒跌幅:-0.02245989621167938, 10秒振幅:0.004366808135300151, 60秒最低价9.119999885559082，开仓.. 9.19 
2022-12-28 14:36:13.340152 strategy(bkt000,): handle_each_trade trade:[bkt000,17,000721.SZA,'1','0',100,9.149999618530273,17,20221207 13:54:51.000000,strategy] filled_price:9.15 
2022-12-28 14:36:13.340798 strategy(bkt000,): StockPosition(bkt000,000721.SZA,LONG,current_qty:100,avail_qty:100,cost_price:9.15,last_price:9.15,margin:0.0) 
2022-12-28 14:36:13.348482 strategy(bkt000,): [止盈止损] 时间:2022-12-07 13:55:45, 价格:9.25, 订单初始价格:9.15, 最高价格:9.25，条件:False,True,False,False, rv:0 
2022-12-28 14:36:13.349790 strategy(bkt000,): handle_each_trade trade:[bkt000,18,000721.SZA,'2','1',100,9.239999771118164,18,20221207 13:55:48.000000,strategy] filled_price:9.24 
2022-12-28 14:36:13.570317 strategy(bkt000,): 股票:000721.SZA, 时间:2022-12-07 14:46:51, 价格:9.06, 120秒跌幅:-0.022653724679279445, 10秒振幅:0.004395600019366923, 60秒最低价9.0600004196167，开仓.. 9.12 
2022-12-28 14:36:13.572034 strategy(bkt000,): handle_each_trade trade:[bkt000,19,000721.SZA,'1','0',100,9.079999923706055,19,20221207 14:46:54.000000,strategy] filled_price:9.08 
2022-12-28 14:36:13.572639 strategy(bkt000,): StockPosition(bkt000,000721.SZA,LONG,current_qty:100,avail_qty:100,cost_price:9.08,last_price:9.08,margin:0.0) 
2022-12-28 14:36:13.583434 strategy(bkt000,): [止盈止损] 时间:2022-12-07 14:48:18, 价格:9.16, 订单初始价格:9.08, 最高价格:9.17，条件:False,False,True,False, rv:0 
2022-12-28 14:36:13.584859 strategy(bkt000,): handle_each_trade trade:[bkt000,20,000721.SZA,'2','1',100,9.15999984741211,20,20221207 14:48:21.000000,strategy] filled_price:9.16 
2022-12-28 14:36:13.616672 strategy(bkt000,): on_start(2022-12-08 08:30:00) 
2022-12-28 14:36:14.654790 strategy(bkt000,): 股票:000721.SZA, 时间:2022-12-08 14:45:06, 价格:9.52, 120秒跌幅:-0.02057611149904549, 10秒振幅:0.0010492419189608972, 60秒最低价9.520000457763672，开仓.. 9.56 
2022-12-28 14:36:14.657307 strategy(bkt000,): handle_each_trade trade:[bkt000,21,000721.SZA,'1','0',100,9.520000457763672,21,20221208 14:45:09.000000,strategy] filled_price:9.52 
2022-12-28 14:36:14.657740 strategy(bkt000,): StockPosition(bkt000,000721.SZA,LONG,current_qty:100,avail_qty:100,cost_price:9.52,last_price:9.52,margin:0.0) 
2022-12-28 14:36:14.665666 strategy(bkt000,): [止盈止损] 时间:2022-12-08 14:46:06, 价格:9.62, 订单初始价格:9.52, 最高价格:9.62，条件:False,True,False,False, rv:0 
2022-12-28 14:36:14.667455 strategy(bkt000,): handle_each_trade trade:[bkt000,22,000721.SZA,'2','1',100,9.609999656677246,22,20221208 14:46:09.000000,strategy] filled_price:9.61 
2022-12-28 14:36:14.711284 strategy(bkt000,): on_start(2022-12-09 08:30:00) 
2022-12-28 14:36:15.888632 strategy(bkt000,): on_start(2022-12-12 08:30:00) 
2022-12-28 14:36:16.254146 strategy(bkt000,): 股票:000721.SZA, 时间:2022-12-12 10:29:33, 价格:10.24, 120秒跌幅:-0.021032530231977174, 10秒振幅:0.003891046973934726, 60秒最低价10.239999771118164，开仓.. 10.3 
2022-12-28 14:36:16.257389 strategy(bkt000,): handle_each_trade trade:[bkt000,23,000721.SZA,'1','0',100,10.25,23,20221212 10:29:36.000000,strategy] filled_price:10.25 
2022-12-28 14:36:16.258258 strategy(bkt000,): StockPosition(bkt000,000721.SZA,LONG,current_qty:100,avail_qty:100,cost_price:10.25,last_price:10.25,margin:0.0) 
2022-12-28 14:36:16.268554 strategy(bkt000,): [止盈止损] 时间:2022-12-12 10:30:33, 价格:10.33, 订单初始价格:10.25, 最高价格:10.33，条件:False,False,True,False, rv:0 
2022-12-28 14:36:16.270024 strategy(bkt000,): handle_each_trade trade:[bkt000,24,000721.SZA,'2','1',100,10.350000381469727,24,20221212 10:30:36.000000,strategy] filled_price:10.35 
2022-12-28 14:36:16.875680 strategy(bkt000,): 股票:000721.SZA, 时间:2022-12-12 14:31:57, 价格:10.12, 120秒跌幅:-0.021276621255537122, 10秒振幅:0.0029556388274559744, 60秒最低价10.119999885559082，开仓.. 10.18 
2022-12-28 14:36:16.877411 strategy(bkt000,): handle_each_trade trade:[bkt000,25,000721.SZA,'1','0',100,10.130000114440918,25,20221212 14:32:00.000000,strategy] filled_price:10.13 
2022-12-28 14:36:16.878075 strategy(bkt000,): StockPosition(bkt000,000721.SZA,LONG,current_qty:100,avail_qty:100,cost_price:10.13,last_price:10.13,margin:0.0) 
2022-12-28 14:36:16.883780 strategy(bkt000,): [止盈止损] 时间:2022-12-12 14:32:42, 价格:10.25, 订单初始价格:10.13, 最高价格:10.25，条件:False,True,False,False, rv:0 
2022-12-28 14:36:16.885256 strategy(bkt000,): handle_each_trade trade:[bkt000,26,000721.SZA,'2','1',100,10.229999542236328,26,20221212 14:32:45.000000,strategy] filled_price:10.23 
2022-12-28 14:36:17.002251 strategy(bkt000,): on_start(2022-12-13 08:30:00) 
2022-12-28 14:36:18.128509 strategy(bkt000,): on_start(2022-12-14 08:30:00) 
2022-12-28 14:36:19.236433 strategy(bkt000,): on_start(2022-12-15 08:30:00) 
2022-12-28 14:36:20.440747 strategy(bkt000,): on_start(2022-12-16 08:30:00) 
2022-12-28 14:36:20.671343 strategy(bkt000,): 股票:000721.SZA, 时间:2022-12-16 10:05:57, 价格:15.03, 120秒跌幅:-0.02020863210776445, 10秒振幅:0.001332411977640944, 60秒最低价15.0，开仓.. 15.08 
2022-12-28 14:36:20.673468 strategy(bkt000,): handle_each_trade trade:[bkt000,27,000721.SZA,'1','0',100,15.039999961853027,27,20221216 10:06:00.000000,strategy] filled_price:15.04 
2022-12-28 14:36:20.673636 strategy(bkt000,): StockPosition(bkt000,000721.SZA,LONG,current_qty:100,avail_qty:100,cost_price:15.04,last_price:15.04,margin:0.0) 
2022-12-28 14:36:20.682850 strategy(bkt000,): [止盈止损] 时间:2022-12-16 10:07:15, 价格:14.95, 订单初始价格:15.04, 最高价格:15.08，条件:True,False,False,False, rv:0 
2022-12-28 14:36:20.684448 strategy(bkt000,): handle_each_trade trade:[bkt000,28,000721.SZA,'2','1',100,14.920000076293945,28,20221216 10:07:18.000000,strategy] filled_price:14.92 
2022-12-28 14:36:21.528660 strategy(bkt000,): on_start(2022-12-19 08:30:00) 
2022-12-28 14:36:22.560753 strategy(bkt000,): 股票:000721.SZA, 时间:2022-12-19 14:10:21, 价格:16.01, 120秒跌幅:-0.020795115881050975, 10秒振幅:0.004972027529358825, 60秒最低价16.010000228881836，开仓.. 16.1 
2022-12-28 14:36:22.563319 strategy(bkt000,): handle_each_trade trade:[bkt000,29,000721.SZA,'1','0',100,16.020000457763672,29,20221219 14:10:24.000000,strategy] filled_price:16.02 
2022-12-28 14:36:22.564152 strategy(bkt000,): StockPosition(bkt000,000721.SZA,LONG,current_qty:100,avail_qty:100,cost_price:16.02,last_price:16.02,margin:0.0) 
2022-12-28 14:36:22.567997 strategy(bkt000,): [止盈止损] 时间:2022-12-19 14:10:42, 价格:15.92, 订单初始价格:16.02, 最高价格:16.02，条件:True,False,False,False, rv:0 
2022-12-28 14:36:22.568244 strategy(bkt000,): 股票:000721.SZA, 时间:2022-12-19 14:10:42, 价格:15.92, 120秒跌幅:-0.023911673968034893, 10秒振幅:0.004999995231628418, 60秒最低价15.920000076293945，开仓.. 16.0 
2022-12-28 14:36:22.569643 strategy(bkt000,): handle_each_trade trade:[bkt000,30,000721.SZA,'2','1',100,15.90999984741211,30,20221219 14:10:45.000000,strategy] filled_price:15.91 
2022-12-28 14:36:22.570345 strategy(bkt000,): handle_each_trade trade:[bkt000,31,000721.SZA,'1','0',100,15.920000076293945,31,20221219 14:10:45.000000,strategy] filled_price:15.92 
2022-12-28 14:36:22.570464 strategy(bkt000,): StockPosition(bkt000,000721.SZA,LONG,current_qty:100,avail_qty:100,cost_price:15.92,last_price:15.92,margin:0.0) 
2022-12-28 14:36:22.573401 strategy(bkt000,): [止盈止损] 时间:2022-12-19 14:10:57, 价格:15.83, 订单初始价格:15.92, 最高价格:15.92，条件:True,False,False,False, rv:0 
2022-12-28 14:36:22.573626 strategy(bkt000,): 股票:000721.SZA, 时间:2022-12-19 14:10:57, 价格:15.83, 120秒跌幅:-0.026445282848889074, 10秒振幅:0.0025204765054488336, 60秒最低价15.829999923706055，开仓.. 15.87 
2022-12-28 14:36:22.574752 strategy(bkt000,): handle_each_trade trade:[bkt000,32,000721.SZA,'2','1',100,15.819999694824219,32,20221219 14:11:00.000000,strategy] filled_price:15.82 
2022-12-28 14:36:22.575392 strategy(bkt000,): handle_each_trade trade:[bkt000,33,000721.SZA,'1','0',100,15.829999923706055,33,20221219 14:11:00.000000,strategy] filled_price:15.83 
2022-12-28 14:36:22.575505 strategy(bkt000,): StockPosition(bkt000,000721.SZA,LONG,current_qty:100,avail_qty:100,cost_price:15.83,last_price:15.83,margin:0.0) 
2022-12-28 14:36:22.578274 strategy(bkt000,): [止盈止损] 时间:2022-12-19 14:11:12, 价格:16.0, 订单初始价格:15.83, 最高价格:16.0，条件:False,True,False,False, rv:0 
2022-12-28 14:36:22.579254 strategy(bkt000,): handle_each_trade trade:[bkt000,34,000721.SZA,'2','1',100,15.979999542236328,34,20221219 14:11:15.000000,strategy] filled_price:15.98 
2022-12-28 14:36:22.739174 strategy(bkt000,): 股票:000721.SZA, 时间:2022-12-19 14:43:39, 价格:16.0, 120秒跌幅:-0.021406750660776713, 10秒振幅:0.002493822521457671, 60秒最低价16.0，开仓.. 16.06 
2022-12-28 14:36:22.741964 strategy(bkt000,): handle_each_trade trade:[bkt000,35,000721.SZA,'1','0',100,16.010000228881836,35,20221219 14:43:42.000000,strategy] filled_price:16.01 
2022-12-28 14:36:22.742528 strategy(bkt000,): StockPosition(bkt000,000721.SZA,LONG,current_qty:100,avail_qty:100,cost_price:16.01,last_price:16.01,margin:0.0) 
2022-12-28 14:36:22.746171 strategy(bkt000,): [止盈止损] 时间:2022-12-19 14:43:54, 价格:15.92, 订单初始价格:16.01, 最高价格:16.01，条件:True,False,False,False, rv:0 
2022-12-28 14:36:22.746553 strategy(bkt000,): 股票:000721.SZA, 时间:2022-12-19 14:43:54, 价格:15.92, 120秒跌幅:-0.029268265451297886, 10秒振幅:0.004377717062301355, 60秒最低价15.920000076293945，开仓.. 16.03 
2022-12-28 14:36:22.748469 strategy(bkt000,): handle_each_trade trade:[bkt000,36,000721.SZA,'2','1',100,15.960000038146973,36,20221219 14:43:57.000000,strategy] filled_price:15.96 
2022-12-28 14:36:22.750128 strategy(bkt000,): handle_each_trade trade:[bkt000,37,000721.SZA,'1','0',100,15.970000267028809,37,20221219 14:43:57.000000,strategy] filled_price:15.97 
2022-12-28 14:36:22.750591 strategy(bkt000,): StockPosition(bkt000,000721.SZA,LONG,current_qty:100,avail_qty:100,cost_price:15.97,last_price:15.97,margin:0.0) 
2022-12-28 14:36:22.755812 strategy(bkt000,): [止盈止损] 时间:2022-12-19 14:44:18, 价格:16.15, 订单初始价格:15.97, 最高价格:16.15，条件:False,True,False,False, rv:0 
2022-12-28 14:36:22.756283 strategy(bkt000,): 股票:000721.SZA, 时间:2022-12-19 14:44:18, 价格:16.15, 120秒跌幅:-0.02121214433149858, 10秒振幅:0.003103614845825618, 60秒最低价15.920000076293945，开仓.. 16.2 
2022-12-28 14:36:22.758047 strategy(bkt000,): handle_each_trade trade:[bkt000,38,000721.SZA,'2','1',100,16.1200008392334,38,20221219 14:44:21.000000,strategy] filled_price:16.12 
2022-12-28 14:36:22.759530 strategy(bkt000,): handle_each_trade trade:[bkt000,39,000721.SZA,'1','0',100,16.15999984741211,39,20221219 14:44:21.000000,strategy] filled_price:16.16 
2022-12-28 14:36:22.759678 strategy(bkt000,): StockPosition(bkt000,000721.SZA,LONG,current_qty:100,avail_qty:100,cost_price:16.16,last_price:16.16,margin:0.0) 
2022-12-28 14:36:22.782301 strategy(bkt000,): [止盈止损] 时间:2022-12-19 14:47:18, 价格:16.3, 订单初始价格:16.16, 最高价格:16.3，条件:False,False,True,False, rv:0 
2022-12-28 14:36:22.783537 strategy(bkt000,): handle_each_trade trade:[bkt000,40,000721.SZA,'2','1',100,16.299999237060547,40,20221219 14:47:21.000000,strategy] filled_price:16.3 
2022-12-28 14:36:22.825673 strategy(bkt000,): on_start(2022-12-20 08:30:00) 
2022-12-28 14:36:23.060465 strategy(bkt000,): 股票:000721.SZA, 时间:2022-12-20 10:00:54, 价格:15.54, 120秒跌幅:-0.021410588799599697, 10秒振幅:0.0038461806506088292, 60秒最低价15.539999961853027，开仓.. 15.64 
2022-12-28 14:36:23.062656 strategy(bkt000,): handle_each_trade trade:[bkt000,41,000721.SZA,'1','0',100,15.609999656677246,41,20221220 10:00:57.000000,strategy] filled_price:15.61 
2022-12-28 14:36:23.063406 strategy(bkt000,): StockPosition(bkt000,000721.SZA,LONG,current_qty:100,avail_qty:100,cost_price:15.61,last_price:15.61,margin:0.0) 
2022-12-28 14:36:23.065921 strategy(bkt000,): [止盈止损] 时间:2022-12-20 10:01:09, 价格:15.8, 订单初始价格:15.61, 最高价格:15.8，条件:False,True,False,False, rv:0 
2022-12-28 14:36:23.067151 strategy(bkt000,): handle_each_trade trade:[bkt000,42,000721.SZA,'2','1',100,15.710000038146973,42,20221220 10:01:12.000000,strategy] filled_price:15.71 
2022-12-28 14:36:23.075926 strategy(bkt000,): 股票:000721.SZA, 时间:2022-12-20 10:03:09, 价格:15.46, 120秒跌幅:-0.02151899673945998, 10秒振幅:0.0, 60秒最低价15.460000038146973，开仓.. 15.49 
2022-12-28 14:36:23.077651 strategy(bkt000,): handle_each_trade trade:[bkt000,43,000721.SZA,'1','0',100,15.460000038146973,43,20221220 10:03:12.000000,strategy] filled_price:15.46 
2022-12-28 14:36:23.078395 strategy(bkt000,): StockPosition(bkt000,000721.SZA,LONG,current_qty:100,avail_qty:100,cost_price:15.46,last_price:15.46,margin:0.0) 
2022-12-28 14:36:23.082157 strategy(bkt000,): [止盈止损] 时间:2022-12-20 10:03:24, 价格:15.7, 订单初始价格:15.46, 最高价格:15.7，条件:False,True,False,False, rv:0 
2022-12-28 14:36:23.084565 strategy(bkt000,): handle_each_trade trade:[bkt000,44,000721.SZA,'2','1',100,15.630000114440918,44,20221220 10:03:27.000000,strategy] filled_price:15.63 
2022-12-28 14:36:23.382680 strategy(bkt000,): 股票:002317.SZA, 时间:2022-12-20 11:00:03, 价格:31.91, 120秒跌幅:-0.02146583102844985, 10秒振幅:0.0012519848066402236, 60秒最低价31.90999984741211，开仓.. 31.97 
2022-12-28 14:36:23.384675 strategy(bkt000,): handle_each_trade trade:[bkt000,45,002317.SZA,'1','0',100,31.920000076293945,45,20221220 11:00:06.000000,strategy] filled_price:31.92 
2022-12-28 14:36:23.385462 strategy(bkt000,): StockPosition(bkt000,002317.SZA,LONG,current_qty:100,avail_qty:100,cost_price:31.92,last_price:31.92,margin:0.0) 
2022-12-28 14:36:23.395816 strategy(bkt000,): [止盈止损] 时间:2022-12-20 11:01:09, 价格:32.3, 订单初始价格:31.92, 最高价格:32.3，条件:False,True,False,False, rv:0 
2022-12-28 14:36:23.397456 strategy(bkt000,): handle_each_trade trade:[bkt000,46,002317.SZA,'2','1',100,32.349998474121094,46,20221220 11:01:12.000000,strategy] filled_price:32.35 
2022-12-28 14:36:23.851506 strategy(bkt000,): 股票:002317.SZA, 时间:2022-12-20 14:17:54, 价格:31.41, 120秒跌幅:-0.02027453206600354, 10秒振幅:0.0019065607642680075, 60秒最低价31.40999984741211，开仓.. 31.48 
2022-12-28 14:36:23.853898 strategy(bkt000,): handle_each_trade trade:[bkt000,47,002317.SZA,'1','0',100,31.450000762939453,47,20221220 14:17:57.000000,strategy] filled_price:31.45 
2022-12-28 14:36:23.854699 strategy(bkt000,): StockPosition(bkt000,002317.SZA,LONG,current_qty:100,avail_qty:100,cost_price:31.45,last_price:31.45,margin:0.0) 
2022-12-28 14:36:23.859856 strategy(bkt000,): [止盈止损] 时间:2022-12-20 14:18:15, 价格:31.8, 订单初始价格:31.45, 最高价格:31.8，条件:False,True,False,False, rv:0 
2022-12-28 14:36:23.861478 strategy(bkt000,): handle_each_trade trade:[bkt000,48,002317.SZA,'2','1',100,31.770000457763672,48,20221220 14:18:18.000000,strategy] filled_price:31.77
    • 收益率2.41%
    • 年化收益率29.88%
    • 基准收益率1.59%
    • 阿尔法0.28
    • 贝塔-0.04
    • 夏普比率6.55
    • 胜率0.75
    • 盈亏比5.74
    • 收益波动率3.72%
    • 信息比率0.06
    • 最大回撤0.12%
    bigcharts-data-start/{"__type":"tabs","__id":"bigchart-c3a94c18c1fb43a595ae9dbac958527f"}/bigcharts-data-end