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#号开始的表示注释\n# 多个特征，每行一个，可以包含基础特征和衍生特征\n# close_0/mean(close_0,5)\n# close_0/mean(close_0,10)\n# close_0/mean(close_0,20)\n# close_0/open_0\n# open_0/mean(close_0,5)\n# open_0/mean(close_0,10)\n# open_0/mean(close_0,20)\n\n\n\n\n# ret_1=close/shift(close,1)\n# ret_3=close/shift(close,3)\n# volumepct_1=volume/shift(volume,1)\nvolume_ma5=mean(volume, 5)\nvolume_ma10=mean(volume, 10)\nbm_risk = where(volume_ma5 - volume_ma10<0,1,0)\n# bm_ret0=ret_1\n# bm_ret1=shift(bm_ret0,1)\n# bm_ret2=shift(bm_ret0,2)\n# bm_ret3=ret_3\n# bm_risk_v0=volumepct_1\n\n# bm_risk_v1=shift(bm_risk_v0,1)\n# bm_risk_v2=shift(bm_risk_v0,2)","type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"features_ds","node_id":"-1554"}],"output_ports":[{"name":"data","node_id":"-1554"}],"cacheable":true,"seq_num":15,"comment":"","comment_collapsed":true},{"node_id":"-1839","module_id":"BigQuantSpace.index_feature_extract.index_feature_extract-v3","parameters":[{"name":"before_days","value":"100","type":"Literal","bound_global_parameter":null},{"name":"index","value":"000001.HIX","type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"input_1","node_id":"-1839"},{"name":"input_2","node_id":"-1839"}],"output_ports":[{"name":"data_1","node_id":"-1839"},{"name":"data_2","node_id":"-1839"}],"cacheable":true,"seq_num":16,"comment":"","comment_collapsed":true},{"node_id":"-2130","module_id":"BigQuantSpace.join.join-v3","parameters":[{"name":"on","value":"date","type":"Literal","bound_global_parameter":null},{"name":"how","value":"left","type":"Literal","bound_global_parameter":null},{"name":"sort","value":"False","type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"data1","node_id":"-2130"},{"name":"data2","node_id":"-2130"}],"output_ports":[{"name":"data","node_id":"-2130"}],"cacheable":true,"seq_num":17,"comment":"","comment_collapsed":true},{"node_id":"-2141","module_id":"BigQuantSpace.cached.cached-v3","parameters":[{"name":"run","value":"# Python 代码入口函数，input_1/2/3 对应三个输入端，data_1/2/3 对应三个输出端\ndef bigquant_run(input_1, input_2, input_3):\n # 示例代码如下。在这里编写您的代码\n df_final = input_1.read()\n \n\n\n #去掉ST的股票\n df_final=df_final[df_final['st_status_0']==0]\n #选择3天前MA5下穿MA10，并且前天下跌，昨天上涨的股票\n df_final=df_final[df_final['ta_ma(close_0, 5)']>df_final['ta_ma(close_0, 10)']] \n df_final = df_final[df_final['ta_ma(close_0, 10)']>df_final['ta_ma(close_0, 20)']] \n df_final = df_final[df_final['close_0']==df_final['high_0']]\n# df_final = df_final[df_final['open_0']<df_final['ta_ma(close_0, 10)']]\n# df_final = df_final[df_final['close_0']>df_final['ta_ma(close_0, 5)']]\n# df_final = df_final[df_final['close_0']<df_final['low_20']]\n \n \n print('可用样本:',len(df_final))\n data_1=DataSource.write_df(df_final) \n return Outputs(data_1=data_1, data_2=None, data_3=None)\n","type":"Literal","bound_global_parameter":null},{"name":"post_run","value":"# 后处理函数，可选。输入是主函数的输出，可以在这里对数据做处理，或者返回更友好的outputs数据格式。此函数输出不会被缓存。\ndef bigquant_run(outputs):\n return outputs\n","type":"Literal","bound_global_parameter":null},{"name":"input_ports","value":"","type":"Literal","bound_global_parameter":null},{"name":"params","value":"{}","type":"Literal","bound_global_parameter":null},{"name":"output_ports","value":"","type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"input_1","node_id":"-2141"},{"name":"input_2","node_id":"-2141"},{"name":"input_3","node_id":"-2141"}],"output_ports":[{"name":"data_1","node_id":"-2141"},{"name":"data_2","node_id":"-2141"},{"name":"data_3","node_id":"-2141"}],"cacheable":true,"seq_num":18,"comment":"","comment_collapsed":true}],"node_layout":"<node_postions><node_position Node='287d2cb0-f53c-4101-bdf8-104b137c8601-8' Position='211,64,200,200'/><node_position Node='287d2cb0-f53c-4101-bdf8-104b137c8601-15' Position='70,183,200,200'/><node_position Node='287d2cb0-f53c-4101-bdf8-104b137c8601-24' Position='765,21,200,200'/><node_position Node='287d2cb0-f53c-4101-bdf8-104b137c8601-29' Position='381,188,200,200'/><node_position Node='287d2cb0-f53c-4101-bdf8-104b137c8601-35' Position='385,280,200,200'/><node_position Node='287d2cb0-f53c-4101-bdf8-104b137c8601-43' Position='665,619,200,200'/><node_position Node='287d2cb0-f53c-4101-bdf8-104b137c8601-53' Position='249,375,200,200'/><node_position Node='287d2cb0-f53c-4101-bdf8-104b137c8601-60' Position='857,715,200,200'/><node_position Node='287d2cb0-f53c-4101-bdf8-104b137c8601-62' Position='1074,127,200,200'/><node_position Node='287d2cb0-f53c-4101-bdf8-104b137c8601-70' Position='1078,236,200,200'/><node_position Node='287d2cb0-f53c-4101-bdf8-104b137c8601-76' Position='1081,327,200,200'/><node_position Node='287d2cb0-f53c-4101-bdf8-104b137c8601-81' Position='1024,872,200,200'/><node_position Node='287d2cb0-f53c-4101-bdf8-104b137c8601-84' Position='376,467,200,200'/><node_position Node='-86' Position='1078,418,200,200'/><node_position Node='-1554' Position='1420,473,200,200'/><node_position Node='-1839' Position='1347,604,200,200'/><node_position Node='-2130' Position='1101.0440673828125,783.116943359375,200,200'/><node_position Node='-2141' Position='499.87322998046875,550.44873046875,200,200'/></node_postions>"},"nodes_readonly":false,"studio_version":"v2"}
[2022-04-16 22:00:20.128488] INFO: moduleinvoker: instruments.v2 开始运行..
[2022-04-16 22:00:20.209499] INFO: moduleinvoker: 命中缓存
[2022-04-16 22:00:20.212625] INFO: moduleinvoker: instruments.v2 运行完成[0.084122s].
[2022-04-16 22:00:20.228426] INFO: moduleinvoker: advanced_auto_labeler.v2 开始运行..
[2022-04-16 22:00:23.364903] INFO: 自动标注(股票): 加载历史数据: 2780944 行
[2022-04-16 22:00:23.368057] INFO: 自动标注(股票): 开始标注 ..
[2022-04-16 22:00:26.987892] INFO: moduleinvoker: advanced_auto_labeler.v2 运行完成[6.759455s].
[2022-04-16 22:00:26.996364] INFO: moduleinvoker: input_features.v1 开始运行..
[2022-04-16 22:00:27.022421] INFO: moduleinvoker: input_features.v1 运行完成[0.026067s].
[2022-04-16 22:00:27.098876] INFO: moduleinvoker: general_feature_extractor.v6 开始运行..
[2022-04-16 22:00:30.126365] INFO: 基础特征抽取: 年份 2010, 特征行数=15459
[2022-04-16 22:00:35.165798] INFO: 基础特征抽取: 年份 2011, 特征行数=511455
[2022-04-16 22:00:41.958413] INFO: 基础特征抽取: 年份 2012, 特征行数=565675
[2022-04-16 22:00:47.878509] INFO: 基础特征抽取: 年份 2013, 特征行数=564168
[2022-04-16 22:00:53.962888] INFO: 基础特征抽取: 年份 2014, 特征行数=569948
[2022-04-16 22:01:00.649954] INFO: 基础特征抽取: 年份 2015, 特征行数=569698
[2022-04-16 22:01:06.042779] INFO: 基础特征抽取: 年份 2016, 特征行数=0
[2022-04-16 22:01:06.096059] INFO: 基础特征抽取: 总行数: 2796403
[2022-04-16 22:01:06.102245] INFO: moduleinvoker: general_feature_extractor.v6 运行完成[39.00337s].
[2022-04-16 22:01:06.127665] INFO: moduleinvoker: derived_feature_extractor.v2 开始运行..
[2022-04-16 22:01:18.128234] INFO: derived_feature_extractor: 提取完成 ta_ma(close_0, 5), 6.049s
[2022-04-16 22:01:23.878687] INFO: derived_feature_extractor: 提取完成 ta_ma(close_0, 10), 5.747s
[2022-04-16 22:01:28.755970] INFO: derived_feature_extractor: 提取完成 ta_ma(close_0, 20), 4.875s
[2022-04-16 22:01:28.989132] INFO: derived_feature_extractor: /y_2010, 15459
[2022-04-16 22:01:30.156018] INFO: derived_feature_extractor: /y_2011, 511455
[2022-04-16 22:01:32.050842] INFO: derived_feature_extractor: /y_2012, 565675
[2022-04-16 22:01:33.761764] INFO: derived_feature_extractor: /y_2013, 564168
[2022-04-16 22:01:35.826037] INFO: derived_feature_extractor: /y_2014, 569948
[2022-04-16 22:01:37.816824] INFO: derived_feature_extractor: /y_2015, 569698
[2022-04-16 22:01:38.434631] INFO: moduleinvoker: derived_feature_extractor.v2 运行完成[32.306971s].
[2022-04-16 22:01:38.451369] INFO: moduleinvoker: join.v3 开始运行..
[2022-04-16 22:01:44.847717] INFO: join: /y_2010, 行数=0/15459, 耗时=0.868092s
[2022-04-16 22:01:47.617810] INFO: join: /y_2011, 行数=510922/511455, 耗时=2.768105s
[2022-04-16 22:01:50.390913] INFO: join: /y_2012, 行数=564582/565675, 耗时=2.768158s
[2022-04-16 22:01:53.290895] INFO: join: /y_2013, 行数=563137/564168, 耗时=2.894988s
[2022-04-16 22:01:55.977886] INFO: join: /y_2014, 行数=567866/569948, 耗时=2.68187s
[2022-04-16 22:01:59.368126] INFO: join: /y_2015, 行数=546721/569698, 耗时=3.384361s
[2022-04-16 22:01:59.478753] INFO: join: 最终行数: 2753228
[2022-04-16 22:01:59.515072] INFO: moduleinvoker: join.v3 运行完成[21.06368s].
[2022-04-16 22:01:59.533227] INFO: moduleinvoker: dropnan.v1 开始运行..
[2022-04-16 22:01:59.723132] INFO: dropnan: /y_2010, 0/0
[2022-04-16 22:02:00.510002] INFO: dropnan: /y_2011, 150376/510922
[2022-04-16 22:02:01.859444] INFO: dropnan: /y_2012, 544498/564582
[2022-04-16 22:02:02.921036] INFO: dropnan: /y_2013, 560724/563137
[2022-04-16 22:02:04.032854] INFO: dropnan: /y_2014, 561407/567866
[2022-04-16 22:02:05.460770] INFO: dropnan: /y_2015, 527842/546721
[2022-04-16 22:02:05.547986] INFO: dropnan: 行数: 2344847/2753228
[2022-04-16 22:02:05.557873] INFO: moduleinvoker: dropnan.v1 运行完成[6.024622s].
[2022-04-16 22:02:05.649676] INFO: moduleinvoker: cached.v3 开始运行..
[2022-04-16 22:02:09.805553] INFO: moduleinvoker: cached.v3 运行完成[4.155887s].
[2022-04-16 22:02:09.828486] INFO: moduleinvoker: stock_ranker_train.v5 开始运行..
[2022-04-16 22:02:10.017795] INFO: StockRanker: 特征预处理 ..
[2022-04-16 22:02:10.096243] INFO: StockRanker: prepare data: training ..
[2022-04-16 22:02:10.262245] INFO: StockRanker: sort ..
[2022-04-16 22:02:11.081345] INFO: StockRanker训练: cec1f78e 准备训练: 43394 行数
[2022-04-16 22:02:11.331067] INFO: StockRanker训练: 正在训练 ..
[2022-04-16 22:03:21.853550] INFO: moduleinvoker: stock_ranker_train.v5 运行完成[72.025039s].
[2022-04-16 22:03:21.863329] INFO: moduleinvoker: instruments.v2 开始运行..
[2022-04-16 22:03:21.875297] INFO: moduleinvoker: 命中缓存
[2022-04-16 22:03:21.877890] INFO: moduleinvoker: instruments.v2 运行完成[0.014562s].
[2022-04-16 22:03:21.898200] INFO: moduleinvoker: general_feature_extractor.v6 开始运行..
[2022-04-16 22:03:33.678849] INFO: 基础特征抽取: 年份 2021, 特征行数=37308
[2022-04-16 22:03:36.568884] INFO: 基础特征抽取: 年份 2022, 特征行数=316265
[2022-04-16 22:03:36.652883] INFO: 基础特征抽取: 总行数: 353573
[2022-04-16 22:03:36.661242] INFO: moduleinvoker: general_feature_extractor.v6 运行完成[14.763068s].
[2022-04-16 22:03:36.675260] INFO: moduleinvoker: derived_feature_extractor.v2 开始运行..
[2022-04-16 22:03:42.840144] INFO: derived_feature_extractor: 提取完成 ta_ma(close_0, 5), 5.348s
[2022-04-16 22:03:48.829198] INFO: derived_feature_extractor: 提取完成 ta_ma(close_0, 10), 5.984s
[2022-04-16 22:03:54.695015] INFO: derived_feature_extractor: 提取完成 ta_ma(close_0, 20), 5.863s
[2022-04-16 22:03:54.960360] INFO: derived_feature_extractor: /y_2021, 37308
[2022-04-16 22:03:55.895146] INFO: derived_feature_extractor: /y_2022, 316265
[2022-04-16 22:03:56.597606] INFO: moduleinvoker: derived_feature_extractor.v2 运行完成[19.922352s].
[2022-04-16 22:03:56.654615] INFO: moduleinvoker: dropnan.v1 开始运行..
[2022-04-16 22:03:56.833084] INFO: dropnan: /y_2021, 0/37308
[2022-04-16 22:03:57.375554] INFO: dropnan: /y_2022, 221016/316265
[2022-04-16 22:03:57.741066] INFO: dropnan: 行数: 221016/353573
[2022-04-16 22:03:57.750090] INFO: moduleinvoker: dropnan.v1 运行完成[1.095494s].
[2022-04-16 22:03:57.888895] INFO: moduleinvoker: stock_ranker_predict.v5 开始运行..
[2022-04-16 22:03:58.366782] INFO: StockRanker预测: /y_2022 ..
[2022-04-16 22:04:04.548820] INFO: moduleinvoker: stock_ranker_predict.v5 运行完成[6.659932s].
[2022-04-16 22:04:04.556227] INFO: moduleinvoker: input_features.v1 开始运行..
[2022-04-16 22:04:04.593128] INFO: moduleinvoker: input_features.v1 运行完成[0.036906s].
[2022-04-16 22:04:04.646507] INFO: moduleinvoker: index_feature_extract.v3 开始运行..
[2022-04-16 22:04:04.830210] INFO: moduleinvoker: derived_feature_extractor.v3 开始运行..
[2022-04-16 22:04:04.925040] INFO: derived_feature_extractor: 提取完成 volume_ma5=mean(volume, 5), 0.007s
[2022-04-16 22:04:04.934535] INFO: derived_feature_extractor: 提取完成 volume_ma10=mean(volume, 10), 0.007s
[2022-04-16 22:04:04.939834] INFO: derived_feature_extractor: 提取完成 bm_risk = where(volume_ma5 - volume_ma10<0,1,0), 0.003s
[2022-04-16 22:04:05.014137] INFO: derived_feature_extractor: /data, 134
[2022-04-16 22:04:05.097693] INFO: moduleinvoker: derived_feature_extractor.v3 运行完成[0.267478s].
[2022-04-16 22:04:05.405129] INFO: moduleinvoker: index_feature_extract.v3 运行完成[0.758626s].
[2022-04-16 22:04:05.423782] INFO: moduleinvoker: join.v3 开始运行..
[2022-04-16 22:04:06.120842] INFO: join: /data, 行数=221016/221016, 耗时=0.589609s
[2022-04-16 22:04:06.163918] INFO: join: 最终行数: 221016
[2022-04-16 22:04:06.175064] INFO: moduleinvoker: join.v3 运行完成[0.751312s].
[2022-04-16 22:04:06.281606] INFO: moduleinvoker: backtest.v7 开始运行..
[2022-04-16 22:04:06.288444] INFO: backtest: biglearning backtest:V7.3.0
[2022-04-16 22:04:06.613034] INFO: moduleinvoker: cached.v2 开始运行..
[2022-04-16 22:04:06.630800] WARNING: bigdatasource: cannot find filed [settle] table in field_table_map!
[2022-04-16 22:04:11.673326] INFO: moduleinvoker: cached.v2 运行完成[5.060282s].
[2022-04-16 22:04:12.595197] INFO: algo: TradingAlgorithm V1.8.7
[2022-04-16 22:04:30.409474] INFO: algo: trading transform...
[2022-04-16 22:04:31.435203] INFO: Performance: Simulated 67 trading days out of 67.
[2022-04-16 22:04:31.447275] INFO: Performance: first open: 2022-01-04 09:30:00+00:00
[2022-04-16 22:04:31.450179] INFO: Performance: last close: 2022-04-15 15:00:00+00:00
[2022-04-16 22:04:33.152852] INFO: moduleinvoker: backtest.v7 运行完成[26.871307s].
[2022-04-16 22:04:33.154845] INFO: moduleinvoker: trade.v3 运行完成[26.961579s].
bigcharts-data-start/{"__type":"tabs","__id":"bigchart-cecaf06dc6a94fe3894e1a7a94d99950"}/bigcharts-data-end
Empty DataFrame
Columns: [date, instrument, score, position, bm_risk]
Index: []
Empty DataFrame
Columns: [date, instrument, score, position, bm_risk]
Index: []
Empty DataFrame
Columns: [date, instrument, score, position, bm_risk]
Index: []
Empty DataFrame
Columns: [date, instrument, score, position, bm_risk]
Index: []
Empty DataFrame
Columns: [date, instrument, score, position, bm_risk]
Index: []
Empty DataFrame
Columns: [date, instrument, score, position, bm_risk]
Index: []
Empty DataFrame
Columns: [date, instrument, score, position, bm_risk]
Index: []
Empty DataFrame
Columns: [date, instrument, score, position, bm_risk]
Index: []
Empty DataFrame
Columns: [date, instrument, score, position, bm_risk]
Index: []
Empty DataFrame
Columns: [date, instrument, score, position, bm_risk]
Index: []
Empty DataFrame
Columns: [date, instrument, score, position, bm_risk]
Index: []
date instrument score position bm_risk
0 2022-01-19 601606.SHA 1.474792 1 1
1 2022-01-19 300821.SZA 1.449282 2 1
2 2022-01-19 300779.SZA 1.432780 3 1
3 2022-01-19 603133.SHA 1.410915 4 1
4 2022-01-19 000993.SZA 1.384257 5 1
... ... ... ... ... ...
3916 2022-01-19 300846.SZA -1.038061 3917 1
3917 2022-01-19 603288.SHA -1.073313 3918 1
3918 2022-01-19 000810.SZA -1.077655 3919 1
3919 2022-01-19 688180.SHA -1.086108 3920 1
3920 2022-01-19 300467.SZA -1.498861 3921 1
[3921 rows x 5 columns]
date instrument score position bm_risk
3921 2022-01-20 603536.SHA 1.381605 1 1
3922 2022-01-20 601258.SHA 1.379235 2 1
3923 2022-01-20 300830.SZA 1.376845 3 1
3924 2022-01-20 300565.SZA 1.372861 4 1
3925 2022-01-20 000545.SZA 1.358186 5 1
... ... ... ... ... ...
7849 2022-01-20 002371.SZA -1.002996 3929 1
7850 2022-01-20 300603.SZA -1.022795 3930 1
7851 2022-01-20 300204.SZA -1.049138 3931 1
7852 2022-01-20 688180.SHA -1.096436 3932 1
7853 2022-01-20 000419.SZA -1.305946 3933 1
[3933 rows x 5 columns]
date instrument score position bm_risk
7854 2022-01-21 601919.SHA 1.378418 1 1
7855 2022-01-21 605388.SHA 1.354167 2 1
7856 2022-01-21 002433.SZA 1.347367 3 1
7857 2022-01-21 300466.SZA 1.321776 4 1
7858 2022-01-21 603626.SHA 1.302583 5 1
... ... ... ... ... ...
11784 2022-01-21 300603.SZA -1.083216 3931 1
11785 2022-01-21 603716.SHA -1.120800 3932 1
11786 2022-01-21 300199.SZA -1.120849 3933 1
11787 2022-01-21 002349.SZA -1.124152 3934 1
11788 2022-01-21 000953.SZA -1.145841 3935 1
[3935 rows x 5 columns]
date instrument score position bm_risk
11789 2022-01-24 601011.SHA 1.416285 1 1
11790 2022-01-24 688081.SHA 1.414982 2 1
11791 2022-01-24 002808.SZA 1.411359 3 1
11792 2022-01-24 603133.SHA 1.410915 4 1
11793 2022-01-24 300798.SZA 1.403575 5 1
... ... ... ... ... ...
15720 2022-01-24 000002.SZA -1.007554 3932 1
15721 2022-01-24 600132.SHA -1.013326 3933 1
15722 2022-01-24 002241.SZA -1.013589 3934 1
15723 2022-01-24 002371.SZA -1.013589 3935 1
15724 2022-01-24 603887.SHA -1.128796 3936 1
[3936 rows x 5 columns]
date instrument score position bm_risk
15725 2022-01-25 600010.SHA 1.421567 1 1
15726 2022-01-25 002255.SZA 1.410858 2 1
15727 2022-01-25 601919.SHA 1.378418 3 1
15728 2022-01-25 601600.SHA 1.373396 4 1
15729 2022-01-25 600688.SHA 1.352347 5 1
... ... ... ... ... ...
19657 2022-01-25 600250.SHA -0.949486 3933 1
19658 2022-01-25 600756.SHA -0.960443 3934 1
19659 2022-01-25 002475.SZA -1.020266 3935 1
19660 2022-01-25 002371.SZA -1.052618 3936 1
19661 2022-01-25 002153.SZA -1.058788 3937 1
[3937 rows x 5 columns]
date instrument score position bm_risk
19662 2022-01-26 300823.SZA 1.432616 1 1
19663 2022-01-26 002225.SZA 1.419221 2 1
19664 2022-01-26 300846.SZA 1.416171 3 1
19665 2022-01-26 603615.SHA 1.402208 4 1
19666 2022-01-26 300004.SZA 1.393108 5 1
... ... ... ... ... ...
23596 2022-01-26 002528.SZA -0.966989 3935 1
23597 2022-01-26 300763.SZA -0.969782 3936 1
23598 2022-01-26 300316.SZA -0.986954 3937 1
23599 2022-01-26 002371.SZA -1.052618 3938 1
23600 2022-01-26 600250.SHA -1.141024 3939 1
[3939 rows x 5 columns]
date instrument score position bm_risk
23601 2022-01-27 601919.SHA 1.384257 1 1
23602 2022-01-27 000993.SZA 1.334219 2 1
23603 2022-01-27 601168.SHA 1.330482 3 1
23604 2022-01-27 000791.SZA 1.276464 4 1
23605 2022-01-27 002075.SZA 1.238060 5 1
... ... ... ... ... ...
27539 2022-01-27 000002.SZA -0.945183 3939 1
27540 2022-01-27 000038.SZA -0.961657 3940 1
27541 2022-01-27 002304.SZA -1.009833 3941 1
27542 2022-01-27 000611.SZA -1.025566 3942 1
27543 2022-01-27 002475.SZA -1.073896 3943 1
[3943 rows x 5 columns]
date instrument score position bm_risk
27544 2022-01-28 688365.SHA 1.442637 1 1
27545 2022-01-28 603133.SHA 1.410915 2 1
27546 2022-01-28 603615.SHA 1.402208 3 1
27547 2022-01-28 300032.SZA 1.384257 4 1
27548 2022-01-28 601258.SHA 1.379235 5 1
... ... ... ... ... ...
31483 2022-01-28 002241.SZA -0.968742 3940 1
31484 2022-01-28 002304.SZA -1.009833 3941 1
31485 2022-01-28 000038.SZA -1.013379 3942 1
31486 2022-01-28 300059.SZA -1.052618 3943 1
31487 2022-01-28 688390.SHA -1.117699 3944 1
[3944 rows x 5 columns]
date instrument score position bm_risk
31488 2022-02-07 600010.SHA 1.421567 1 1
31489 2022-02-07 600707.SHA 1.392116 2 1
31490 2022-02-07 000725.SZA 1.384257 3 1
31491 2022-02-07 000949.SZA 1.384257 4 1
31492 2022-02-07 601606.SHA 1.381605 5 1
... ... ... ... ... ...
35425 2022-02-07 000038.SZA -0.965909 3938 1
35426 2022-02-07 002487.SZA -1.029174 3939 1
35427 2022-02-07 603606.SHA -1.039435 3940 1
35428 2022-02-07 300059.SZA -1.052618 3941 1
35429 2022-02-07 002475.SZA -1.073896 3942 1
[3942 rows x 5 columns]
date instrument score position bm_risk
35430 2022-02-08 300080.SZA 1.343858 1 1
35431 2022-02-08 601882.SHA 1.222747 2 1
35432 2022-02-08 002069.SZA 1.213814 3 1
35433 2022-02-08 300148.SZA 1.207850 4 1
35434 2022-02-08 600090.SHA 1.151712 5 1
... ... ... ... ... ...
39366 2022-02-08 600298.SHA -0.949191 3937 1
39367 2022-02-08 002464.SZA -1.001671 3938 1
39368 2022-02-08 600112.SHA -1.002754 3939 1
39369 2022-02-08 600228.SHA -1.096674 3940 1
39370 2022-02-08 300675.SZA -1.181217 3941 1
[3941 rows x 5 columns]
date instrument score position bm_risk
39371 2022-02-09 603238.SHA 1.466695 1 0
39372 2022-02-09 300825.SZA 1.408831 2 0
39373 2022-02-09 603536.SHA 1.388312 3 0
39374 2022-02-09 300466.SZA 1.378822 4 0
39375 2022-02-09 601919.SHA 1.366722 5 0
... ... ... ... ... ...
43314 2022-02-09 600191.SHA -1.059619 3944 0
43315 2022-02-09 600751.SHA -1.111594 3945 0
43316 2022-02-09 002464.SZA -1.130728 3946 0
43317 2022-02-09 600228.SHA -1.146282 3947 0
43318 2022-02-09 002663.SZA -1.155023 3948 0
[3948 rows x 5 columns]
date instrument score position bm_risk
43319 2022-02-10 002909.SZA 1.466695 1 0
43320 2022-02-10 603536.SHA 1.375218 2 0
43321 2022-02-10 300869.SZA 1.200863 3 0
43322 2022-02-10 300733.SZA 1.188256 4 0
43323 2022-02-10 603997.SHA 1.149313 5 0
... ... ... ... ... ...
47263 2022-02-10 600191.SHA -1.072336 3945 0
47264 2022-02-10 600055.SHA -1.112428 3946 0
47265 2022-02-10 000514.SZA -1.200170 3947 0
47266 2022-02-10 002464.SZA -1.205257 3948 0
47267 2022-02-10 000419.SZA -1.277877 3949 0
[3949 rows x 5 columns]
date instrument score position bm_risk
47268 2022-02-11 300606.SZA 1.457256 1 0
47269 2022-02-11 300825.SZA 1.440841 2 0
47270 2022-02-11 300080.SZA 1.428668 3 0
47271 2022-02-11 300464.SZA 1.422241 4 0
47272 2022-02-11 603615.SHA 1.402208 5 0
... ... ... ... ... ...
51212 2022-02-11 000622.SZA -1.155935 3945 0
51213 2022-02-11 600250.SHA -1.159321 3946 0
51214 2022-02-11 600775.SHA -1.168442 3947 0
51215 2022-02-11 000514.SZA -1.175266 3948 0
51216 2022-02-11 000965.SZA -1.233876 3949 0
[3949 rows x 5 columns]
date instrument score position bm_risk
51217 2022-02-14 002909.SZA 1.466695 1 0
51218 2022-02-14 002225.SZA 1.419221 2 0
51219 2022-02-14 300335.SZA 1.405374 3 0
51220 2022-02-14 002451.SZA 1.404418 4 0
51221 2022-02-14 000725.SZA 1.378418 5 0
... ... ... ... ... ...
55162 2022-02-14 000953.SZA -1.058231 3946 0
55163 2022-02-14 300171.SZA -1.087591 3947 0
55164 2022-02-14 002336.SZA -1.121532 3948 0
55165 2022-02-14 000955.SZA -1.187625 3949 0
55166 2022-02-14 600775.SHA -1.257111 3950 0
[3950 rows x 5 columns]
date instrument score position bm_risk
55167 2022-02-15 002076.SZA 1.430238 1 0
55168 2022-02-15 603536.SHA 1.427225 2 0
55169 2022-02-15 300565.SZA 1.423795 3 0
55170 2022-02-15 600010.SHA 1.421567 4 0
55171 2022-02-15 002225.SZA 1.419221 5 0
... ... ... ... ... ...
59113 2022-02-15 002104.SZA -0.974853 3947 0
59114 2022-02-15 300199.SZA -0.986144 3948 0
59115 2022-02-15 600555.SHA -1.041441 3949 0
59116 2022-02-15 300546.SZA -1.151705 3950 0
59117 2022-02-15 600775.SHA -1.175266 3951 0
[3951 rows x 5 columns]
date instrument score position bm_risk
59118 2022-02-16 002076.SZA 1.430238 1 1
59119 2022-02-16 300828.SZA 1.423258 2 1
59120 2022-02-16 300825.SZA 1.397580 3 1
59121 2022-02-16 603133.SHA 1.388312 4 1
59122 2022-02-16 002909.SZA 1.381886 5 1
... ... ... ... ... ...
63064 2022-02-16 603030.SHA -1.073782 3947 1
63065 2022-02-16 002475.SZA -1.073896 3948 1
63066 2022-02-16 000596.SZA -1.081466 3949 1
63067 2022-02-16 300390.SZA -1.189553 3950 1
63068 2022-02-16 300363.SZA -1.238494 3951 1
[3951 rows x 5 columns]
date instrument score position bm_risk
63069 2022-02-17 300670.SZA 1.391536 1 1
63070 2022-02-17 300565.SZA 1.388312 2 1
63071 2022-02-17 300289.SZA 1.342174 3 1
63072 2022-02-17 002996.SZA 1.324497 4 1
63073 2022-02-17 002627.SZA 1.321292 5 1
... ... ... ... ... ...
67015 2022-02-17 002371.SZA -0.961287 3947 1
67016 2022-02-17 002241.SZA -0.968742 3948 1
67017 2022-02-17 300390.SZA -0.969098 3949 1
67018 2022-02-17 300751.SZA -0.976610 3950 1
67019 2022-02-17 300363.SZA -1.045691 3951 1
[3951 rows x 5 columns]
date instrument score position bm_risk
67020 2022-02-18 000725.SZA 1.378418 1 1
67021 2022-02-18 601919.SHA 1.378418 2 1
67022 2022-02-18 600961.SHA 1.270805 3 1
67023 2022-02-18 601991.SHA 1.180629 4 1
67024 2022-02-18 688215.SHA 1.153641 5 1
... ... ... ... ... ...
70967 2022-02-18 002475.SZA -1.073896 3948 1
70968 2022-02-18 002756.SZA -1.081948 3949 1
70969 2022-02-18 002371.SZA -1.098045 3950 1
70970 2022-02-18 300390.SZA -1.100595 3951 1
70971 2022-02-18 601069.SHA -1.114301 3952 1
[3952 rows x 5 columns]
date instrument score position bm_risk
70972 2022-02-21 603536.SHA 1.413729 1 1
70973 2022-02-21 002996.SZA 1.324497 2 1
70974 2022-02-21 002627.SZA 1.321292 3 1
70975 2022-02-21 300004.SZA 1.305350 4 1
70976 2022-02-21 605388.SHA 1.300234 5 1
... ... ... ... ... ...
74919 2022-02-21 600387.SHA -1.078835 3948 1
74920 2022-02-21 300250.SZA -1.079440 3949 1
74921 2022-02-21 000908.SZA -1.099133 3950 1
74922 2022-02-21 000889.SZA -1.111909 3951 1
74923 2022-02-21 600055.SHA -1.377569 3952 1
[3952 rows x 5 columns]
date instrument score position bm_risk
74924 2022-02-22 688088.SHA 1.294807 1 1
74925 2022-02-22 603787.SHA 1.263874 2 1
74926 2022-02-22 002623.SZA 1.242272 3 1
74927 2022-02-22 300317.SZA 1.238045 4 1
74928 2022-02-22 688336.SHA 1.236445 5 1
... ... ... ... ... ...
78870 2022-02-22 600438.SHA -1.056515 3947 1
78871 2022-02-22 600048.SHA -1.114797 3948 1
78872 2022-02-22 600260.SHA -1.201387 3949 1
78873 2022-02-22 600055.SHA -1.225921 3950 1
78874 2022-02-22 300763.SZA -1.258556 3951 1
[3951 rows x 5 columns]
date instrument score position bm_risk
78875 2022-02-23 300606.SZA 1.457256 1 1
78876 2022-02-23 000993.SZA 1.447721 2 1
78877 2022-02-23 300464.SZA 1.422241 3 1
78878 2022-02-23 002225.SZA 1.415875 4 1
78879 2022-02-23 603626.SHA 1.395931 5 1
... ... ... ... ... ...
82821 2022-02-23 300661.SZA -1.068289 3947 1
82822 2022-02-23 300555.SZA -1.077920 3948 1
82823 2022-02-23 300313.SZA -1.168778 3949 1
82824 2022-02-23 600260.SHA -1.320853 3950 1
82825 2022-02-23 600055.SHA -1.335770 3951 1
[3951 rows x 5 columns]
date instrument score position bm_risk
82826 2022-02-24 300825.SZA 1.480567 1 0
82827 2022-02-24 300335.SZA 1.405374 2 0
82828 2022-02-24 600010.SHA 1.378418 3 0
82829 2022-02-24 002909.SZA 1.374756 4 0
82830 2022-02-24 300779.SZA 1.355950 5 0
... ... ... ... ... ...
86773 2022-02-24 600438.SHA -1.056515 3948 0
86774 2022-02-24 300204.SZA -1.067040 3949 0
86775 2022-02-24 600797.SHA -1.075741 3950 0
86776 2022-02-24 600260.SHA -1.216920 3951 0
86777 2022-02-24 300199.SZA -1.225252 3952 0
[3952 rows x 5 columns]
date instrument score position bm_risk
86778 2022-02-25 300150.SZA 1.432834 1 0
86779 2022-02-25 002225.SZA 1.419221 2 0
86780 2022-02-25 300798.SZA 1.409114 3 0
86781 2022-02-25 002076.SZA 1.380911 4 0
86782 2022-02-25 601919.SHA 1.378418 5 0
... ... ... ... ... ...
90725 2022-02-25 300250.SZA -1.072463 3948 0
90726 2022-02-25 002268.SZA -1.075610 3949 0
90727 2022-02-25 000017.SZA -1.090451 3950 0
90728 2022-02-25 002172.SZA -1.099133 3951 0
90729 2022-02-25 300738.SZA -1.136220 3952 0
[3952 rows x 5 columns]
date instrument score position bm_risk
90730 2022-02-28 300335.SZA 1.454701 1 0
90731 2022-02-28 002225.SZA 1.419221 2 0
90732 2022-02-28 300719.SZA 1.407908 3 0
90733 2022-02-28 300798.SZA 1.403575 4 0
90734 2022-02-28 000993.SZA 1.402670 5 0
... ... ... ... ... ...
94676 2022-02-28 600438.SHA -0.945776 3947 0
94677 2022-02-28 600807.SHA -0.946136 3948 0
94678 2022-02-28 600091.SHA -0.951986 3949 0
94679 2022-02-28 300763.SZA -0.963708 3950 0
94680 2022-02-28 300199.SZA -0.985575 3951 0
[3951 rows x 5 columns]
date instrument score position bm_risk
94681 2022-03-01 601606.SHA 1.423795 1 0
94682 2022-03-01 002442.SZA 1.390446 2 0
94683 2022-03-01 002112.SZA 1.342665 3 0
94684 2022-03-01 002909.SZA 1.314535 4 0
94685 2022-03-01 603133.SHA 1.288052 5 0
... ... ... ... ... ...
98628 2022-03-01 002241.SZA -0.951218 3948 0
98629 2022-03-01 601012.SHA -1.052218 3949 0
98630 2022-03-01 600438.SHA -1.056515 3950 0
98631 2022-03-01 300059.SZA -1.098045 3951 0
98632 2022-03-01 300584.SZA -1.113873 3952 0
[3952 rows x 5 columns]
date instrument score position bm_risk
98633 2022-03-02 300846.SZA 1.474714 1 0
98634 2022-03-02 688081.SHA 1.371720 2 0
98635 2022-03-02 300825.SZA 1.362508 3 0
98636 2022-03-02 603378.SHA 1.344867 4 0
98637 2022-03-02 300545.SZA 1.338118 5 0
... ... ... ... ... ...
102579 2022-03-02 300059.SZA -1.139049 3947 0
102580 2022-03-02 600091.SHA -1.177149 3948 0
102581 2022-03-02 000835.SZA -1.197652 3949 0
102582 2022-03-02 600249.SHA -1.237838 3950 0
102583 2022-03-02 000953.SZA -1.252508 3951 0
[3951 rows x 5 columns]
date instrument score position bm_risk
102584 2022-03-03 601606.SHA 1.405076 1 0
102585 2022-03-03 688081.SHA 1.371720 2 0
102586 2022-03-03 002112.SZA 1.333858 3 0
102587 2022-03-03 300828.SZA 1.312914 4 0
102588 2022-03-03 688189.SHA 1.305687 5 0
... ... ... ... ... ...
106530 2022-03-03 002164.SZA -1.130426 3947 0
106531 2022-03-03 002583.SZA -1.153358 3948 0
106532 2022-03-03 000911.SZA -1.161497 3949 0
106533 2022-03-03 000835.SZA -1.194999 3950 0
106534 2022-03-03 603963.SHA -1.237345 3951 0
[3951 rows x 5 columns]
date instrument score position bm_risk
106535 2022-03-04 002225.SZA 1.419221 1 1
106536 2022-03-04 603997.SHA 1.394619 2 1
106537 2022-03-04 603313.SHA 1.388735 3 1
106538 2022-03-04 300823.SZA 1.362508 4 1
106539 2022-03-04 000595.SZA 1.351079 5 1
... ... ... ... ... ...
110482 2022-03-04 002503.SZA -1.059536 3948 1
110483 2022-03-04 300199.SZA -1.070887 3949 1
110484 2022-03-04 600365.SHA -1.143855 3950 1
110485 2022-03-04 600056.SHA -1.158177 3951 1
110486 2022-03-04 002626.SZA -1.426290 3952 1
[3952 rows x 5 columns]
date instrument score position bm_risk
110487 2022-03-07 300846.SZA 1.443504 1 1
110488 2022-03-07 300779.SZA 1.355950 2 1
110489 2022-03-07 002969.SZA 1.343561 3 1
110490 2022-03-07 603220.SHA 1.341306 4 1
110491 2022-03-07 600010.SHA 1.333367 5 1
... ... ... ... ... ...
114432 2022-03-07 300468.SZA -1.027648 3946 1
114433 2022-03-07 600056.SHA -1.041946 3947 1
114434 2022-03-07 600365.SHA -1.069907 3948 1
114435 2022-03-07 000911.SZA -1.120679 3949 1
114436 2022-03-07 300584.SZA -1.169885 3950 1
[3950 rows x 5 columns]
date instrument score position bm_risk
114437 2022-03-08 300780.SZA 1.467022 1 0
114438 2022-03-08 002893.SZA 1.444301 2 0
114439 2022-03-08 300846.SZA 1.437665 3 0
114440 2022-03-08 002076.SZA 1.430238 4 0
114441 2022-03-08 002225.SZA 1.419221 5 0
... ... ... ... ... ...
118379 2022-03-08 600056.SHA -0.988954 3943 0
118380 2022-03-08 000150.SZA -1.029321 3944 0
118381 2022-03-08 600510.SHA -1.081075 3945 0
118382 2022-03-08 002499.SZA -1.125736 3946 0
118383 2022-03-08 600250.SHA -1.159321 3947 0
[3947 rows x 5 columns]
date instrument score position bm_risk
118384 2022-03-09 300565.SZA 1.427225 1 0
118385 2022-03-09 300828.SZA 1.423258 2 0
118386 2022-03-09 605388.SHA 1.421422 3 0
118387 2022-03-09 002225.SZA 1.419221 4 0
118388 2022-03-09 603615.SHA 1.402208 5 0
... ... ... ... ... ...
122324 2022-03-09 600589.SHA -0.991103 3941 0
122325 2022-03-09 600668.SHA -1.040034 3942 0
122326 2022-03-09 300603.SZA -1.067151 3943 0
122327 2022-03-09 600510.SHA -1.118866 3944 0
122328 2022-03-09 002499.SZA -1.271086 3945 0
[3945 rows x 5 columns]
date instrument score position bm_risk
122329 2022-03-10 600010.SHA 1.421567 1 0
122330 2022-03-10 002928.SZA 1.405552 2 0
122331 2022-03-10 300828.SZA 1.400606 3 0
122332 2022-03-10 603615.SHA 1.379605 4 0
122333 2022-03-10 601258.SHA 1.379235 5 0
... ... ... ... ... ...
126270 2022-03-10 600589.SHA -1.095965 3942 0
126271 2022-03-10 600668.SHA -1.117450 3943 0
126272 2022-03-10 002868.SZA -1.123221 3944 0
126273 2022-03-10 600510.SHA -1.177428 3945 0
126274 2022-03-10 002776.SZA -1.192230 3946 0
[3946 rows x 5 columns]
date instrument score position bm_risk
126275 2022-03-11 603313.SHA 1.437562 1 0
126276 2022-03-11 688081.SHA 1.374746 2 0
126277 2022-03-11 002114.SZA 1.370251 3 0
126278 2022-03-11 000993.SZA 1.360504 4 0
126279 2022-03-11 603626.SHA 1.329028 5 0
... ... ... ... ... ...
130217 2022-03-11 600199.SHA -1.051572 3943 0
130218 2022-03-11 002776.SZA -1.075161 3944 0
130219 2022-03-11 002951.SZA -1.137917 3945 0
130220 2022-03-11 603963.SHA -1.150183 3946 0
130221 2022-03-11 600510.SHA -1.197899 3947 0
[3947 rows x 5 columns]
date instrument score position bm_risk
130222 2022-03-14 002207.SZA 1.438863 1 0
130223 2022-03-14 300828.SZA 1.432616 2 0
130224 2022-03-14 002909.SZA 1.413669 3 0
130225 2022-03-14 300004.SZA 1.393108 4 0
130226 2022-03-14 603238.SHA 1.374756 5 0
... ... ... ... ... ...
134167 2022-03-14 300316.SZA -1.019992 3946 0
134168 2022-03-14 002951.SZA -1.038268 3947 0
134169 2022-03-14 600510.SHA -1.084224 3948 0
134170 2022-03-14 002499.SZA -1.112511 3949 0
134171 2022-03-14 002427.SZA -1.203390 3950 0
[3950 rows x 5 columns]
date instrument score position bm_risk
134172 2022-03-15 002207.SZA 1.433024 1 0
134173 2022-03-15 002278.SZA 1.396619 2 0
134174 2022-03-15 300708.SZA 1.376951 3 0
134175 2022-03-15 002627.SZA 1.329556 4 0
134176 2022-03-15 603093.SHA 1.315681 5 0
... ... ... ... ... ...
138118 2022-03-15 600521.SHA -0.996022 3947 0
138119 2022-03-15 600199.SHA -1.000677 3948 0
138120 2022-03-15 300316.SZA -1.019992 3949 0
138121 2022-03-15 002371.SZA -1.104816 3950 0
138122 2022-03-15 600056.SHA -1.199251 3951 0
[3951 rows x 5 columns]
date instrument score position bm_risk
138123 2022-03-16 000595.SZA 1.409032 1 1
138124 2022-03-16 601015.SHA 1.408979 2 1
138125 2022-03-16 300828.SZA 1.400606 3 1
138126 2022-03-16 300032.SZA 1.378418 4 1
138127 2022-03-16 000993.SZA 1.366343 5 1
... ... ... ... ... ...
142069 2022-03-16 002427.SZA -1.184165 3947 1
142070 2022-03-16 002432.SZA -1.225252 3948 1
142071 2022-03-16 300436.SZA -1.235361 3949 1
142072 2022-03-16 300320.SZA -1.251708 3950 1
142073 2022-03-16 600545.SHA -1.292640 3951 1
[3951 rows x 5 columns]
date instrument score position bm_risk
142074 2022-03-17 002207.SZA 1.433024 1 0
142075 2022-03-17 002480.SZA 1.431629 2 0
142076 2022-03-17 002076.SZA 1.430238 3 0
142077 2022-03-17 002909.SZA 1.413669 4 0
142078 2022-03-17 601015.SHA 1.408979 5 0
... ... ... ... ... ...
146020 2022-03-17 000661.SZA -1.123630 3947 0
146021 2022-03-17 002786.SZA -1.162321 3948 0
146022 2022-03-17 600196.SHA -1.216573 3949 0
146023 2022-03-17 300142.SZA -1.273286 3950 0
146024 2022-03-17 002427.SZA -1.453405 3951 0
[3951 rows x 5 columns]
date instrument score position bm_risk
146025 2022-03-18 601606.SHA 1.474792 1 0
146026 2022-03-18 300821.SZA 1.443442 2 0
146027 2022-03-18 000725.SZA 1.421567 3 0
146028 2022-03-18 002225.SZA 1.419221 4 0
146029 2022-03-18 000595.SZA 1.409032 5 0
... ... ... ... ... ...
149970 2022-03-18 600149.SHA -1.168442 3946 0
149971 2022-03-18 600196.SHA -1.216573 3947 0
149972 2022-03-18 300026.SZA -1.248165 3948 0
149973 2022-03-18 002427.SZA -1.379146 3949 0
149974 2022-03-18 300142.SZA -1.394006 3950 0
[3950 rows x 5 columns]
date instrument score position bm_risk
149975 2022-03-21 688081.SHA 1.374746 1 0
149976 2022-03-21 603313.SHA 1.269009 2 0
149977 2022-03-21 603803.SHA 1.216486 3 0
149978 2022-03-21 600243.SHA 1.203983 4 0
149979 2022-03-21 603612.SHA 1.199851 5 0
... ... ... ... ... ...
153921 2022-03-21 300373.SZA -1.129824 3947 0
153922 2022-03-21 600149.SHA -1.134512 3948 0
153923 2022-03-21 002427.SZA -1.164083 3949 0
153924 2022-03-21 300026.SZA -1.248163 3950 0
153925 2022-03-21 600196.SHA -1.446815 3951 0
[3951 rows x 5 columns]
date instrument score position bm_risk
153926 2022-03-22 603133.SHA 1.355749 1 1
153927 2022-03-22 300708.SZA 1.332591 2 1
153928 2022-03-22 002808.SZA 1.277502 3 1
153929 2022-03-22 300700.SZA 1.242528 4 1
153930 2022-03-22 688222.SHA 1.241275 5 1
... ... ... ... ... ...
157873 2022-03-22 300059.SZA -1.139049 3948 1
157874 2022-03-22 002796.SZA -1.145199 3949 1
157875 2022-03-22 600056.SHA -1.156880 3950 1
157876 2022-03-22 002192.SZA -1.219544 3951 1
157877 2022-03-22 002193.SZA -1.331755 3952 1
[3952 rows x 5 columns]
date instrument score position bm_risk
157878 2022-03-23 002076.SZA 1.380911 1 1
157879 2022-03-23 300032.SZA 1.372561 2 1
157880 2022-03-23 000725.SZA 1.366722 3 1
157881 2022-03-23 688007.SHA 1.340261 4 1
157882 2022-03-23 688011.SHA 1.324759 5 1
... ... ... ... ... ...
161826 2022-03-23 000063.SZA -1.301404 3949 1
161827 2022-03-23 000002.SZA -1.343305 3950 1
161828 2022-03-23 002427.SZA -1.379146 3951 1
161829 2022-03-23 002555.SZA -1.391852 3952 1
161830 2022-03-23 600149.SHA -1.418039 3953 1
[3953 rows x 5 columns]
date instrument score position bm_risk
161831 2022-03-24 002076.SZA 1.430238 1 1
161832 2022-03-24 603335.SHA 1.409913 2 1
161833 2022-03-24 300880.SZA 1.408831 3 1
161834 2022-03-24 002928.SZA 1.405552 4 1
161835 2022-03-24 300828.SZA 1.400606 5 1
... ... ... ... ... ...
165777 2022-03-24 688016.SHA -1.170810 3947 1
165778 2022-03-24 600212.SHA -1.263928 3948 1
165779 2022-03-24 600622.SHA -1.383598 3949 1
165780 2022-03-24 300026.SZA -1.396529 3950 1
165781 2022-03-24 600149.SHA -1.439089 3951 1
[3951 rows x 5 columns]
date instrument score position bm_risk
165782 2022-03-25 002638.SZA 1.428668 1 1
165783 2022-03-25 300780.SZA 1.423490 2 1
165784 2022-03-25 000725.SZA 1.421567 3 1
165785 2022-03-25 002225.SZA 1.419221 4 1
165786 2022-03-25 603133.SHA 1.410915 5 1
... ... ... ... ... ...
169726 2022-03-25 000063.SZA -1.143686 3945 1
169727 2022-03-25 600606.SHA -1.150013 3946 1
169728 2022-03-25 600322.SHA -1.169946 3947 1
169729 2022-03-25 600622.SHA -1.387930 3948 1
169730 2022-03-25 002193.SZA -1.453592 3949 1
[3949 rows x 5 columns]
date instrument score position bm_risk
169731 2022-03-28 300780.SZA 1.429029 1 1
169732 2022-03-28 603335.SHA 1.415753 2 1
169733 2022-03-28 300880.SZA 1.408831 3 1
169734 2022-03-28 688166.SHA 1.406867 4 1
169735 2022-03-28 300032.SZA 1.378418 5 1
... ... ... ... ... ...
173674 2022-03-28 002796.SZA -1.072104 3944 1
173675 2022-03-28 603538.SHA -1.153925 3945 1
173676 2022-03-28 002166.SZA -1.181457 3946 1
173677 2022-03-28 600067.SHA -1.217689 3947 1
173678 2022-03-28 600622.SHA -1.267892 3948 1
[3948 rows x 5 columns]
date instrument score position bm_risk
173679 2022-03-29 002207.SZA 1.438863 1 1
173680 2022-03-29 300780.SZA 1.429029 2 1
173681 2022-03-29 000725.SZA 1.421567 3 1
173682 2022-03-29 600010.SHA 1.421567 4 1
173683 2022-03-29 002255.SZA 1.410858 5 1
... ... ... ... ... ...
177622 2022-03-29 600622.SHA -1.037728 3944 1
177623 2022-03-29 002166.SZA -1.083236 3945 1
177624 2022-03-29 002424.SZA -1.209031 3946 1
177625 2022-03-29 600606.SHA -1.223153 3947 1
177626 2022-03-29 600026.SHA -1.254926 3948 1
[3948 rows x 5 columns]
date instrument score position bm_risk
177627 2022-03-30 300733.SZA 1.416245 1 1
177628 2022-03-30 603133.SHA 1.410915 2 1
177629 2022-03-30 300857.SZA 1.408831 3 1
177630 2022-03-30 002323.SZA 1.344281 4 1
177631 2022-03-30 002969.SZA 1.343561 5 1
... ... ... ... ... ...
181571 2022-03-30 300347.SZA -1.072600 3945 1
181572 2022-03-30 600622.SHA -1.103940 3946 1
181573 2022-03-30 002424.SZA -1.164529 3947 1
181574 2022-03-30 603538.SHA -1.187346 3948 1
181575 2022-03-30 600606.SHA -1.260752 3949 1
[3949 rows x 5 columns]
date instrument score position bm_risk
181576 2022-03-31 002945.SZA 1.494986 1 1
181577 2022-03-31 600956.SHA 1.336187 2 1
181578 2022-03-31 603225.SHA 1.332591 3 1
181579 2022-03-31 002808.SZA 1.321033 4 1
181580 2022-03-31 002961.SZA 1.276684 5 1
... ... ... ... ... ...
185517 2022-03-31 002311.SZA -0.927649 3942 1
185518 2022-03-31 600622.SHA -0.955905 3943 1
185519 2022-03-31 002486.SZA -1.017777 3944 1
185520 2022-03-31 603538.SHA -1.107363 3945 1
185521 2022-03-31 002424.SZA -1.349674 3946 1
[3946 rows x 5 columns]
date instrument score position bm_risk
185522 2022-04-01 002207.SZA 1.445993 1 0
185523 2022-04-01 603536.SHA 1.423795 2 0
185524 2022-04-01 603238.SHA 1.374756 3 0
185525 2022-04-01 002774.SZA 1.371929 4 0
185526 2022-04-01 300335.SZA 1.369891 5 0
... ... ... ... ... ...
189462 2022-04-01 002166.SZA -1.130824 3941 0
189463 2022-04-01 600606.SHA -1.151049 3942 0
189464 2022-04-01 600622.SHA -1.176044 3943 0
189465 2022-04-01 600026.SHA -1.199169 3944 0
189466 2022-04-01 000806.SZA -1.257111 3945 0
[3945 rows x 5 columns]
date instrument score position bm_risk
189467 2022-04-06 002945.SZA 1.494986 1 0
189468 2022-04-06 688081.SHA 1.466376 2 0
189469 2022-04-06 600010.SHA 1.445228 3 0
189470 2022-04-06 300846.SZA 1.359516 4 0
189471 2022-04-06 601600.SHA 1.349227 5 0
... ... ... ... ... ...
193405 2022-04-06 000806.SZA -1.102517 3939 0
193406 2022-04-06 002427.SZA -1.142023 3940 0
193407 2022-04-06 600515.SHA -1.192251 3941 0
193408 2022-04-06 600309.SHA -1.241491 3942 0
193409 2022-04-06 600606.SHA -1.291106 3943 0
[3943 rows x 5 columns]
date instrument score position bm_risk
193410 2022-04-07 002945.SZA 1.500825 1 0
193411 2022-04-07 002112.SZA 1.403728 2 0
193412 2022-04-07 002076.SZA 1.380911 3 0
193413 2022-04-07 300464.SZA 1.339952 4 0
193414 2022-04-07 600956.SHA 1.336187 5 0
... ... ... ... ... ...
197347 2022-04-07 300059.SZA -1.014169 3938 0
197348 2022-04-07 002316.SZA -1.048083 3939 0
197349 2022-04-07 600647.SHA -1.112192 3940 0
197350 2022-04-07 000806.SZA -1.185342 3941 0
197351 2022-04-07 002427.SZA -1.322955 3942 0
[3942 rows x 5 columns]
date instrument score position bm_risk
197352 2022-04-08 603683.SHA 1.416655 1 0
197353 2022-04-08 603133.SHA 1.410915 2 0
197354 2022-04-08 002255.SZA 1.410858 3 0
197355 2022-04-08 688166.SHA 1.401028 4 0
197356 2022-04-08 600421.SHA 1.391293 5 0
... ... ... ... ... ...
201289 2022-04-08 603778.SHA -1.062972 3938 0
201290 2022-04-08 603023.SHA -1.070338 3939 0
201291 2022-04-08 600515.SHA -1.159421 3940 0
201292 2022-04-08 600606.SHA -1.223153 3941 0
201293 2022-04-08 600622.SHA -1.535464 3942 0
[3942 rows x 5 columns]
date instrument score position bm_risk
201294 2022-04-11 688081.SHA 1.526596 1 0
201295 2022-04-11 300780.SZA 1.420009 2 0
201296 2022-04-11 603683.SHA 1.416655 3 0
201297 2022-04-11 603536.SHA 1.388312 4 0
201298 2022-04-11 002969.SZA 1.349273 5 0
... ... ... ... ... ...
205231 2022-04-11 000965.SZA -1.010675 3938 0
205232 2022-04-11 600675.SHA -1.096228 3939 0
205233 2022-04-11 000806.SZA -1.100851 3940 0
205234 2022-04-11 600603.SHA -1.283222 3941 0
205235 2022-04-11 600622.SHA -1.523778 3942 0
[3942 rows x 5 columns]
date instrument score position bm_risk
205236 2022-04-12 688081.SHA 1.466376 1 0
205237 2022-04-12 002076.SZA 1.430238 2 0
205238 2022-04-12 000993.SZA 1.403237 3 0
205239 2022-04-12 600010.SHA 1.376516 4 0
205240 2022-04-12 603220.SHA 1.375235 5 0
... ... ... ... ... ...
209175 2022-04-12 300533.SZA -1.040424 3940 0
209176 2022-04-12 600603.SHA -1.073315 3941 0
209177 2022-04-12 600250.SHA -1.076531 3942 0
209178 2022-04-12 000806.SZA -1.099886 3943 0
209179 2022-04-12 002427.SZA -1.238415 3944 0
[3944 rows x 5 columns]
date instrument score position bm_risk
209180 2022-04-13 688081.SHA 1.466376 1 0
209181 2022-04-13 603335.SHA 1.463776 2 0
209182 2022-04-13 002949.SZA 1.441924 3 0
209183 2022-04-13 002207.SZA 1.433024 4 0
209184 2022-04-13 002076.SZA 1.430238 5 0
... ... ... ... ... ...
213121 2022-04-13 002059.SZA -1.084354 3942 0
213122 2022-04-13 600724.SHA -1.143478 3943 0
213123 2022-04-13 603536.SHA -1.161980 3944 0
213124 2022-04-13 600250.SHA -1.175266 3945 0
213125 2022-04-13 600603.SHA -1.448811 3946 0
[3946 rows x 5 columns]
date instrument score position bm_risk
213126 2022-04-14 605006.SHA 1.346406 1 0
213127 2022-04-14 002627.SZA 1.339207 2 0
213128 2022-04-14 000862.SZA 1.329258 3 0
213129 2022-04-14 688309.SHA 1.275382 4 0
213130 2022-04-14 603016.SHA 1.264184 5 0
... ... ... ... ... ...
217068 2022-04-14 300533.SZA -0.984289 3943 0
217069 2022-04-14 002545.SZA -1.046614 3944 0
217070 2022-04-14 603536.SHA -1.065035 3945 0
217071 2022-04-14 002432.SZA -1.247064 3946 0
217072 2022-04-14 600603.SHA -1.297163 3947 0
[3947 rows x 5 columns]
date instrument score position bm_risk
217073 2022-04-15 688189.SHA 1.426961 1 1
217074 2022-04-15 002945.SZA 1.415982 2 1
217075 2022-04-15 002627.SZA 1.384257 3 1
217076 2022-04-15 605006.SHA 1.346406 4 1
217077 2022-04-15 002282.SZA 1.318985 5 1
... ... ... ... ... ...
221011 2022-04-15 000963.SZA -0.985414 3939 1
221012 2022-04-15 000402.SZA -1.076682 3940 1
221013 2022-04-15 603536.SHA -1.100189 3941 1
221014 2022-04-15 600062.SHA -1.176998 3942 1
221015 2022-04-15 600603.SHA -1.297163 3943 1
[3943 rows x 5 columns]
- 收益率0.0%
- 年化收益率0.0%
- 基准收益率-15.21%
- 阿尔法-0.03
- 贝塔0.0
- 夏普比率n/a
- 胜率0.0
- 盈亏比0.0
- 收益波动率0.0%
- 信息比率0.16
- 最大回撤0.0%
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