克隆策略

    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    In [3]:
    # 本代码由可视化策略环境自动生成 2021年5月13日16:56
    # 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 m19_initialize_bigquant_run(context):
        # 加载预测数据
        context.ranker_prediction = 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
        stock_count = 2
        # 每只的股票的权重,如下的权重分配会使得靠前的股票分配多一点的资金,[0.339160, 0.213986, 0.169580, ..]
        #context.stock_weights = T.norm([1 / math.log(i + 2) for i in range(0, stock_count)])
        context.stock_weights  = [0.6 , 0.3]
        # 设置每只股票占用的最大资金比例
        context.max_cash_per_instrument = 0.2
        context.options['hold_days'] = 5
    
    # 回测引擎:每日数据处理函数,每天执行一次
    def m19_handle_data_bigquant_run(context, data):
        # 按日期过滤得到今日的预测数据
        ranker_prediction = context.ranker_prediction[
            context.ranker_prediction.date == data.current_dt.strftime('%Y-%m-%d')].sort_values('score', ascending=False)
    
        # 1. 资金分配
        # 平均持仓时间是hold_days,每日都将买入股票,每日预期使用 1/hold_days 的资金
        # 实际操作中,会存在一定的买入误差,所以在前hold_days天,等量使用资金;之后,尽量使用剩余资金(这里设置最多用等量的1.5倍)
        is_staging = context.trading_day_index < context.options['hold_days'] # 是否在建仓期间(前 hold_days 天)
        cash_avg = context.portfolio.portfolio_value / context.options['hold_days']
        cash_for_buy = min(context.portfolio.cash, (1 if is_staging else 1.5) * cash_avg)
        cash_for_sell = cash_avg - (context.portfolio.cash - cash_for_buy)
        positions = {e.symbol: p.amount * p.last_sale_price
                     for e, p in context.portfolio.positions.items()}
    
        # 2. 生成卖出订单:hold_days天之后才开始卖出;对持仓的股票,按机器学习算法预测的排序末位淘汰
        if not is_staging and cash_for_sell > 0:
            equities = {e.symbol: e for e, p in context.portfolio.positions.items()}
            instruments = list(reversed(list(ranker_prediction.instrument[ranker_prediction.instrument.apply(
                    lambda x: x in equities)])))
    
            for instrument in instruments:
                context.order_target(context.symbol(instrument), 0)
                cash_for_sell -= positions[instrument]
                if cash_for_sell <= 0:
                    break
    
        # 3. 生成买入订单:按机器学习算法预测的排序,买入前面的stock_count只股票
        buy_cash_weights = context.stock_weights
        buy_instruments = list(ranker_prediction.instrument[:len(buy_cash_weights)])
        print('*********', data.current_dt,buy_instruments)
        
        
        top1_instrument_turn_over = list(ranker_prediction.turn_over_rate)[0]
        
        # 根据条件判断,进行仓位调整
        if top1_instrument_turn_over < 0.15:
            buy_instruments_weights = [0, 0.6+0.3]
            print('=======', data.current_dt, top1_instrument_turn_over)
        else:
            buy_instruments_weights = [0.6, 0.3]
        
        for i, instrument in enumerate(buy_instruments):
            cash = cash_for_buy * buy_cash_weights[i]
            if cash > 0:
                context.order_value(context.symbol(instrument), cash)
    
    # 回测引擎:准备数据,只执行一次
    def m19_prepare_bigquant_run(context):
        pass
    
    
    m1 = M.instruments.v2(
        start_date='2010-01-01',
        end_date='2015-01-01',
        market='CN_STOCK_A',
        instrument_list='',
        max_count=0
    )
    
    m2 = M.advanced_auto_labeler.v2(
        instruments=m1.data,
        label_expr="""# #号开始的表示注释
    # 0. 每行一个,顺序执行,从第二个开始,可以使用label字段
    # 1. 可用数据字段见 https://bigquant.com/docs/develop/datasource/deprecated/history_data.html
    #   添加benchmark_前缀,可使用对应的benchmark数据
    # 2. 可用操作符和函数见 `表达式引擎 <https://bigquant.com/docs/develop/bigexpr/usage.html>`_
    
    # 计算收益:5日收盘价(作为卖出价格)除以明日开盘价(作为买入价格)
    shift(close, -5) / shift(open, -1)
    
    # 极值处理:用1%和99%分位的值做clip
    clip(label, all_quantile(label, 0.01), all_quantile(label, 0.99))
    
    # 将分数映射到分类,这里使用20个分类
    all_wbins(label, 20)
    
    # 过滤掉一字涨停的情况 (设置label为NaN,在后续处理和训练中会忽略NaN的label)
    where(shift(high, -1) == shift(low, -1), NaN, label)
    """,
        start_date='',
        end_date='',
        benchmark='000300.SHA',
        drop_na_label=True,
        cast_label_int=True
    )
    
    m3 = M.input_features.v1(
        features="""# #号开始的表示注释
    # 多个特征,每行一个,可以包含基础特征和衍生特征
    return_5
    return_10
    return_20
    avg_amount_0/avg_amount_5
    avg_amount_5/avg_amount_20
    rank_avg_amount_0/rank_avg_amount_5
    rank_avg_amount_5/rank_avg_amount_10
    rank_return_0
    rank_return_5
    rank_return_10
    rank_return_0/rank_return_5
    rank_return_5/rank_return_10
    pe_ttm_0
    """
    )
    
    m15 = M.general_feature_extractor.v7(
        instruments=m1.data,
        features=m3.data,
        start_date='',
        end_date='',
        before_start_days=90
    )
    
    m16 = M.derived_feature_extractor.v3(
        input_data=m15.data,
        features=m3.data,
        date_col='date',
        instrument_col='instrument',
        drop_na=False,
        remove_extra_columns=False
    )
    
    m7 = M.join.v3(
        data1=m2.data,
        data2=m16.data,
        on='date,instrument',
        how='inner',
        sort=False
    )
    
    m5 = M.dropnan.v2(
        input_data=m7.data
    )
    
    m4 = M.stock_ranker_train.v6(
        training_ds=m5.data,
        features=m3.data,
        learning_algorithm='排序',
        number_of_leaves=30,
        minimum_docs_per_leaf=1000,
        number_of_trees=20,
        learning_rate=0.1,
        max_bins=1023,
        feature_fraction=1,
        data_row_fraction=1,
        ndcg_discount_base=1,
        m_lazy_run=False
    )
    
    m9 = M.instruments.v2(
        start_date=T.live_run_param('trading_date', '2015-01-01'),
        end_date=T.live_run_param('trading_date', '2017-01-01'),
        market='CN_STOCK_A',
        instrument_list='',
        max_count=0
    )
    
    m17 = M.general_feature_extractor.v7(
        instruments=m9.data,
        features=m3.data,
        start_date='',
        end_date='',
        before_start_days=90
    )
    
    m18 = M.derived_feature_extractor.v3(
        input_data=m17.data,
        features=m3.data,
        date_col='date',
        instrument_col='instrument',
        drop_na=False,
        remove_extra_columns=False
    )
    
    m10 = M.dropnan.v2(
        input_data=m18.data
    )
    
    m8 = M.stock_ranker_predict.v5(
        model=m4.model,
        data=m10.data,
        m_lazy_run=False
    )
    
    m11 = M.input_features.v1(
        features='turn_over_rate = amount_0 / market_cap_float_0'
    )
    
    m12 = M.general_feature_extractor.v7(
        instruments=m9.data,
        features=m11.data,
        start_date='',
        end_date='',
        before_start_days=90
    )
    
    m20 = M.derived_feature_extractor.v3(
        input_data=m12.data,
        features=m11.data,
        date_col='date',
        instrument_col='instrument',
        drop_na=False,
        remove_extra_columns=False
    )
    
    m21 = M.join.v3(
        data1=m8.predictions,
        data2=m20.data,
        on='date,instrument',
        how='left',
        sort=False
    )
    
    m19 = M.trade.v4(
        instruments=m9.data,
        options_data=m21.data,
        start_date='',
        end_date='',
        initialize=m19_initialize_bigquant_run,
        handle_data=m19_handle_data_bigquant_run,
        prepare=m19_prepare_bigquant_run,
        volume_limit=0.025,
        order_price_field_buy='open',
        order_price_field_sell='close',
        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='000300.SHA'
    )
    
    设置评估测试数据集,查看训练曲线
    [视频教程]StockRanker训练曲线
    bigcharts-data-start/{"__type":"tabs","__id":"bigchart-200cb552cf934714844f7b349f0d4659"}/bigcharts-data-end
    ********* 2015-01-05 15:00:00+00:00 ['300391.SZA', '300038.SZA']
    ======= 2015-01-05 15:00:00+00:00 0.0014942995675473107
    ********* 2015-01-06 15:00:00+00:00 ['300380.SZA', '300238.SZA']
    ======= 2015-01-06 15:00:00+00:00 0.0020678753127210767
    ********* 2015-01-07 15:00:00+00:00 ['300238.SZA', '300380.SZA']
    ======= 2015-01-07 15:00:00+00:00 0.000698573532400365
    ********* 2015-01-08 15:00:00+00:00 ['300139.SZA', '300209.SZA']
    ======= 2015-01-08 15:00:00+00:00 0.0017257142380501505
    ********* 2015-01-09 15:00:00+00:00 ['000981.SZA', '002534.SZA']
    ======= 2015-01-09 15:00:00+00:00 0.0005762342964413554
    ********* 2015-01-12 15:00:00+00:00 ['002127.SZA', '000981.SZA']
    ======= 2015-01-12 15:00:00+00:00 0.0008108481629088344
    ********* 2015-01-13 15:00:00+00:00 ['600139.SHA', '002059.SZA']
    ======= 2015-01-13 15:00:00+00:00 0.0013776220979620877
    ********* 2015-01-14 15:00:00+00:00 ['600490.SHA', '000693.SZA']
    ======= 2015-01-14 15:00:00+00:00 0.008756740920387399
    ********* 2015-01-15 15:00:00+00:00 ['000693.SZA', '000809.SZA']
    ======= 2015-01-15 15:00:00+00:00 0.0025429557680059257
    ********* 2015-01-16 15:00:00+00:00 ['600490.SHA', '000693.SZA']
    ======= 2015-01-16 15:00:00+00:00 0.004697428560144029
    ********* 2015-01-19 15:00:00+00:00 ['000783.SZA', '000693.SZA']
    ======= 2015-01-19 15:00:00+00:00 0.003369805551062281
    ********* 2015-01-20 15:00:00+00:00 ['000783.SZA', '000693.SZA']
    ======= 2015-01-20 15:00:00+00:00 0.003462686698458249
    ********* 2015-01-21 15:00:00+00:00 ['000809.SZA', '002461.SZA']
    ======= 2015-01-21 15:00:00+00:00 0.012197714445129057
    ********* 2015-01-22 15:00:00+00:00 ['002631.SZA', '002164.SZA']
    ======= 2015-01-22 15:00:00+00:00 0.00044594776805328024
    ********* 2015-01-23 15:00:00+00:00 ['002208.SZA', '002631.SZA']
    ======= 2015-01-23 15:00:00+00:00 0.0009469941607675806
    ********* 2015-01-26 15:00:00+00:00 ['002240.SZA', '002714.SZA']
    ======= 2015-01-26 15:00:00+00:00 0.006160255729284282
    ********* 2015-01-27 15:00:00+00:00 ['002240.SZA', '300249.SZA']
    ======= 2015-01-27 15:00:00+00:00 0.014302045770316843
    ********* 2015-01-28 15:00:00+00:00 ['002240.SZA', '002090.SZA']
    ======= 2015-01-28 15:00:00+00:00 0.00850381337233051
    ********* 2015-01-29 15:00:00+00:00 ['002567.SZA', '002670.SZA']
    ======= 2015-01-29 15:00:00+00:00 0.0007609992268500198
    ********* 2015-01-30 15:00:00+00:00 ['002670.SZA', '002640.SZA']
    ======= 2015-01-30 15:00:00+00:00 0.0017005918816168294
    ********* 2015-02-02 15:00:00+00:00 ['002508.SZA', '300080.SZA']
    ======= 2015-02-02 15:00:00+00:00 0.00017986765849576375
    ********* 2015-02-03 15:00:00+00:00 ['600976.SHA', '002472.SZA']
    ======= 2015-02-03 15:00:00+00:00 0.0004294654966875571
    ********* 2015-02-04 15:00:00+00:00 ['600605.SHA', '002201.SZA']
    ======= 2015-02-04 15:00:00+00:00 0.0006767972931421505
    ********* 2015-02-05 15:00:00+00:00 ['002402.SZA', '600605.SHA']
    ======= 2015-02-05 15:00:00+00:00 0.0011347778062913447
    ********* 2015-02-06 15:00:00+00:00 ['300194.SZA', '002201.SZA']
    ======= 2015-02-06 15:00:00+00:00 0.00029289813080765083
    ********* 2015-02-09 15:00:00+00:00 ['002240.SZA', '600558.SHA']
    ======= 2015-02-09 15:00:00+00:00 0.004279260950304381
    ********* 2015-02-10 15:00:00+00:00 ['600444.SHA', '000597.SZA']
    ======= 2015-02-10 15:00:00+00:00 0.0006937350935639574
    ********* 2015-02-11 15:00:00+00:00 ['300317.SZA', '300305.SZA']
    ======= 2015-02-11 15:00:00+00:00 0.0004384284695775492
    ********* 2015-02-12 15:00:00+00:00 ['002427.SZA', '600506.SHA']
    ======= 2015-02-12 15:00:00+00:00 0.0005198438802381866
    ********* 2015-02-13 15:00:00+00:00 ['603010.SHA', '600793.SHA']
    ======= 2015-02-13 15:00:00+00:00 0.0010146671858621778
    ********* 2015-02-16 15:00:00+00:00 ['600793.SHA', '000038.SZA']
    ======= 2015-02-16 15:00:00+00:00 0.00041950602445394114
    ********* 2015-02-17 15:00:00+00:00 ['002563.SZA', '603123.SHA']
    ======= 2015-02-17 15:00:00+00:00 0.000302465683398924
    ********* 2015-02-25 15:00:00+00:00 ['002240.SZA', '000885.SZA']
    ======= 2015-02-25 15:00:00+00:00 0.01596448257532216
    ********* 2015-02-26 15:00:00+00:00 ['002240.SZA', '000985.SZA']
    ======= 2015-02-26 15:00:00+00:00 0.011881423626484896
    ********* 2015-02-27 15:00:00+00:00 ['002240.SZA', '002515.SZA']
    ======= 2015-02-27 15:00:00+00:00 0.007741915348208961
    ********* 2015-03-02 15:00:00+00:00 ['002240.SZA', '002623.SZA']
    ======= 2015-03-02 15:00:00+00:00 0.008184215373286664
    ********* 2015-03-03 15:00:00+00:00 ['300211.SZA', '000166.SZA']
    ======= 2015-03-03 15:00:00+00:00 0.0010485489636989287
    ********* 2015-03-04 15:00:00+00:00 ['600301.SHA', '300389.SZA']
    ======= 2015-03-04 15:00:00+00:00 0.0007253183561373611
    ********* 2015-03-05 15:00:00+00:00 ['600462.SHA', '300261.SZA']
    ======= 2015-03-05 15:00:00+00:00 0.0016148571408385987
    ********* 2015-03-06 15:00:00+00:00 ['000760.SZA', '002116.SZA']
    ======= 2015-03-06 15:00:00+00:00 0.0017263297657617942
    ********* 2015-03-09 15:00:00+00:00 ['000619.SZA', '002370.SZA']
    ======= 2015-03-09 15:00:00+00:00 0.0016923016666666668
    ********* 2015-03-10 15:00:00+00:00 ['600033.SHA', '600782.SHA']
    ======= 2015-03-10 15:00:00+00:00 0.002540351964979127
    ********* 2015-03-11 15:00:00+00:00 ['000639.SZA', '300261.SZA']
    ======= 2015-03-11 15:00:00+00:00 0.0008765317113856065
    ********* 2015-03-12 15:00:00+00:00 ['002688.SZA', '000639.SZA']
    ======= 2015-03-12 15:00:00+00:00 0.002635585880298185
    ********* 2015-03-13 15:00:00+00:00 ['002629.SZA', '002696.SZA']
    ======= 2015-03-13 15:00:00+00:00 0.0062373162310979165
    ********* 2015-03-16 15:00:00+00:00 ['002504.SZA', '600774.SHA']
    ======= 2015-03-16 15:00:00+00:00 0.0012571975826411435
    ********* 2015-03-17 15:00:00+00:00 ['002504.SZA', '600793.SHA']
    ======= 2015-03-17 15:00:00+00:00 0.0012803633922694718
    ********* 2015-03-18 15:00:00+00:00 ['002504.SZA', '600715.SHA']
    ======= 2015-03-18 15:00:00+00:00 0.0012775013287782979
    ********* 2015-03-19 15:00:00+00:00 ['600774.SHA', '002295.SZA']
    ======= 2015-03-19 15:00:00+00:00 0.00046353335720210326
    ********* 2015-03-20 15:00:00+00:00 ['600774.SHA', '600763.SHA']
    ======= 2015-03-20 15:00:00+00:00 0.00031486803917777734
    ********* 2015-03-23 15:00:00+00:00 ['002333.SZA', '002210.SZA']
    ======= 2015-03-23 15:00:00+00:00 0.0016462156024128708
    ********* 2015-03-24 15:00:00+00:00 ['300260.SZA', '600540.SHA']
    ======= 2015-03-24 15:00:00+00:00 0.001983559461677589
    ********* 2015-03-25 15:00:00+00:00 ['600072.SHA', '002472.SZA']
    ======= 2015-03-25 15:00:00+00:00 0.0015501880473259267
    ********* 2015-03-26 15:00:00+00:00 ['600071.SHA', '300094.SZA']
    ======= 2015-03-26 15:00:00+00:00 0.0019220753494074688
    ********* 2015-03-27 15:00:00+00:00 ['000017.SZA', '000055.SZA']
    ======= 2015-03-27 15:00:00+00:00 0.0031323351556282798
    ********* 2015-03-30 15:00:00+00:00 ['300100.SZA', '600301.SHA']
    ======= 2015-03-30 15:00:00+00:00 0.0016314521457154313
    ********* 2015-03-31 15:00:00+00:00 ['600421.SHA', '000560.SZA']
    ======= 2015-03-31 15:00:00+00:00 0.0026979511357123984
    ********* 2015-04-01 15:00:00+00:00 ['300173.SZA', '600145.SHA']
    ======= 2015-04-01 15:00:00+00:00 0.0017163937174615568
    ********* 2015-04-02 15:00:00+00:00 ['600656.SHA', '300282.SZA']
    ======= 2015-04-02 15:00:00+00:00 0.007145139007386673
    ********* 2015-04-03 15:00:00+00:00 ['600656.SHA', '002568.SZA']
    ======= 2015-04-03 15:00:00+00:00 0.0036132947929873975
    ********* 2015-04-07 15:00:00+00:00 ['600656.SHA', '600671.SHA']
    ======= 2015-04-07 15:00:00+00:00 0.0031236898263504093
    ********* 2015-04-08 15:00:00+00:00 ['600452.SHA', '600656.SHA']
    ======= 2015-04-08 15:00:00+00:00 0.0013693642755004767
    ********* 2015-04-09 15:00:00+00:00 ['002380.SZA', '002619.SZA']
    ======= 2015-04-09 15:00:00+00:00 0.0018271237468116838
    ********* 2015-04-10 15:00:00+00:00 ['600686.SHA', '300236.SZA']
    ======= 2015-04-10 15:00:00+00:00 0.0009341331694299213
    ********* 2015-04-13 15:00:00+00:00 ['000610.SZA', '600686.SHA']
    ======= 2015-04-13 15:00:00+00:00 0.003511976454775406
    ********* 2015-04-14 15:00:00+00:00 ['300236.SZA', '000610.SZA']
    ======= 2015-04-14 15:00:00+00:00 0.0006270170825290108
    ********* 2015-04-15 15:00:00+00:00 ['300169.SZA', '002537.SZA']
    ======= 2015-04-15 15:00:00+00:00 0.005519918402616148
    ********* 2015-04-16 15:00:00+00:00 ['000586.SZA', '603600.SHA']
    ======= 2015-04-16 15:00:00+00:00 0.0026448571359778826
    ********* 2015-04-17 15:00:00+00:00 ['002058.SZA', '000586.SZA']
    ======= 2015-04-17 15:00:00+00:00 0.0019227804353291987
    ********* 2015-04-20 15:00:00+00:00 ['300258.SZA', '600768.SHA']
    ======= 2015-04-20 15:00:00+00:00 0.0009550927239611273
    ********* 2015-04-21 15:00:00+00:00 ['300239.SZA', '300258.SZA']
    ======= 2015-04-21 15:00:00+00:00 0.004626465114566679
    ********* 2015-04-22 15:00:00+00:00 ['300258.SZA', '000004.SZA']
    ======= 2015-04-22 15:00:00+00:00 0.0008500663799903166
    ********* 2015-04-23 15:00:00+00:00 ['600985.SHA', '002323.SZA']
    ======= 2015-04-23 15:00:00+00:00 0.001003802241685093
    ********* 2015-04-24 15:00:00+00:00 ['002427.SZA', '600985.SHA']
    ======= 2015-04-24 15:00:00+00:00 0.0008443212655362969
    ********* 2015-04-27 15:00:00+00:00 ['600455.SHA', '300313.SZA']
    ======= 2015-04-27 15:00:00+00:00 0.0008623524941793555
    ********* 2015-04-28 15:00:00+00:00 ['300123.SZA', '300266.SZA']
    ======= 2015-04-28 15:00:00+00:00 0.003980494256482512
    ********* 2015-04-29 15:00:00+00:00 ['002662.SZA', '600167.SHA']
    ======= 2015-04-29 15:00:00+00:00 0.0007429500897395644
    ********* 2015-04-30 15:00:00+00:00 ['002662.SZA', '002591.SZA']
    ======= 2015-04-30 15:00:00+00:00 0.0008385395137275858
    ********* 2015-05-04 15:00:00+00:00 ['002381.SZA', '600054.SHA']
    ======= 2015-05-04 15:00:00+00:00 0.002326667120750873
    ********* 2015-05-05 15:00:00+00:00 ['002372.SZA', '002082.SZA']
    ======= 2015-05-05 15:00:00+00:00 0.0006494462892525735
    ********* 2015-05-06 15:00:00+00:00 ['002327.SZA', '300153.SZA']
    ======= 2015-05-06 15:00:00+00:00 0.0016241768438438134
    ********* 2015-05-07 15:00:00+00:00 ['000656.SZA', '601010.SHA']
    ======= 2015-05-07 15:00:00+00:00 0.00927542706866562
    ********* 2015-05-08 15:00:00+00:00 ['600156.SHA', '300263.SZA']
    ======= 2015-05-08 15:00:00+00:00 0.003455511932272158
    
    ********* 2015-05-11 15:00:00+00:00 ['601010.SHA', '002473.SZA']
    ======= 2015-05-11 15:00:00+00:00 0.0036125336874604373
    ********* 2015-05-12 15:00:00+00:00 ['000736.SZA', '002473.SZA']
    ======= 2015-05-12 15:00:00+00:00 0.0018410247632099624
    ********* 2015-05-13 15:00:00+00:00 ['601010.SHA', '000656.SZA']
    ======= 2015-05-13 15:00:00+00:00 0.005467034229934847
    ********* 2015-05-14 15:00:00+00:00 ['000736.SZA', '000678.SZA']
    ======= 2015-05-14 15:00:00+00:00 0.002262716818807264
    
    ********* 2015-05-15 15:00:00+00:00 ['600715.SHA', '600305.SHA']
    ======= 2015-05-15 15:00:00+00:00 0.00034645632162506564
    ********* 2015-05-18 15:00:00+00:00 ['002192.SZA', '600715.SHA']
    ======= 2015-05-18 15:00:00+00:00 0.001274783153838327
    ********* 2015-05-19 15:00:00+00:00 ['000716.SZA', '600715.SHA']
    ======= 2015-05-19 15:00:00+00:00 0.0017659416226440982
    ********* 2015-05-20 15:00:00+00:00 ['600356.SHA', '002088.SZA']
    ======= 2015-05-20 15:00:00+00:00 0.0021020007824591974
    ********* 2015-05-21 15:00:00+00:00 ['000155.SZA', '002141.SZA']
    ======= 2015-05-21 15:00:00+00:00 0.0017897268904499579
    ********* 2015-05-22 15:00:00+00:00 ['002703.SZA', '600679.SHA']
    ======= 2015-05-22 15:00:00+00:00 0.0034278938141742727
    ********* 2015-05-25 15:00:00+00:00 ['300398.SZA', '002262.SZA']
    ======= 2015-05-25 15:00:00+00:00 0.0010481927818865246
    ********* 2015-05-26 15:00:00+00:00 ['600731.SHA', '002534.SZA']
    ======= 2015-05-26 15:00:00+00:00 0.003600403302427107
    ********* 2015-05-27 15:00:00+00:00 ['600731.SHA', '300120.SZA']
    ======= 2015-05-27 15:00:00+00:00 0.003978320378512239
    ********* 2015-05-28 15:00:00+00:00 ['000524.SZA', '000430.SZA']
    ======= 2015-05-28 15:00:00+00:00 0.0017547756089276833
    ********* 2015-05-29 15:00:00+00:00 ['002572.SZA', '600771.SHA']
    ======= 2015-05-29 15:00:00+00:00 0.0005628163024227398
    ********* 2015-06-01 15:00:00+00:00 ['002599.SZA', '000560.SZA']
    ======= 2015-06-01 15:00:00+00:00 0.0011968537128023463
    ********* 2015-06-02 15:00:00+00:00 ['600242.SHA', '002090.SZA']
    ======= 2015-06-02 15:00:00+00:00 0.0021200403998429275
    ********* 2015-06-03 15:00:00+00:00 ['600847.SHA', '002330.SZA']
    ======= 2015-06-03 15:00:00+00:00 0.0009182684086300821
    ********* 2015-06-04 15:00:00+00:00 ['300191.SZA', '600644.SHA']
    ======= 2015-06-04 15:00:00+00:00 0.002426700358151388
    ********* 2015-06-05 15:00:00+00:00 ['600644.SHA', '603088.SHA']
    ======= 2015-06-05 15:00:00+00:00 0.00326445949105015
    ********* 2015-06-08 15:00:00+00:00 ['300394.SZA', '300403.SZA']
    ======= 2015-06-08 15:00:00+00:00 0.0014971283912860911
    ********* 2015-06-09 15:00:00+00:00 ['300380.SZA', '300430.SZA']
    ======= 2015-06-09 15:00:00+00:00 0.000586928105333711
    ********* 2015-06-10 15:00:00+00:00 ['300380.SZA', '300376.SZA']
    ======= 2015-06-10 15:00:00+00:00 0.00040975851037924454
    ********* 2015-06-11 15:00:00+00:00 ['300380.SZA', '002124.SZA']
    ======= 2015-06-11 15:00:00+00:00 0.0007409862405642623
    ********* 2015-06-12 15:00:00+00:00 ['300385.SZA', '601222.SHA']
    ======= 2015-06-12 15:00:00+00:00 0.0005759038461538461
    ********* 2015-06-15 15:00:00+00:00 ['300359.SZA', '600774.SHA']
    ======= 2015-06-15 15:00:00+00:00 0.0008404653805023077
    ********* 2015-06-16 15:00:00+00:00 ['300359.SZA', '600446.SHA']
    ======= 2015-06-16 15:00:00+00:00 0.0007462834094039796
    ********* 2015-06-17 15:00:00+00:00 ['300359.SZA', '002713.SZA']
    ======= 2015-06-17 15:00:00+00:00 0.000516177254263217
    ********* 2015-06-18 15:00:00+00:00 ['300114.SZA', '300318.SZA']
    ======= 2015-06-18 15:00:00+00:00 0.0002666302650267189
    ********* 2015-06-19 15:00:00+00:00 ['000555.SZA', '300440.SZA']
    ======= 2015-06-19 15:00:00+00:00 0.00023843099867764748
    ********* 2015-06-23 15:00:00+00:00 ['002077.SZA', '600446.SHA']
    ======= 2015-06-23 15:00:00+00:00 0.001122309307494928
    ********* 2015-06-24 15:00:00+00:00 ['603703.SHA', '300216.SZA']
    ======= 2015-06-24 15:00:00+00:00 0.0018218313473407097
    ********* 2015-06-25 15:00:00+00:00 ['300075.SZA', '603818.SHA']
    ======= 2015-06-25 15:00:00+00:00 0.0008704061081014998
    ********* 2015-06-26 15:00:00+00:00 ['002436.SZA', '002095.SZA']
    ======= 2015-06-26 15:00:00+00:00 0.001319479938296213
    ********* 2015-06-29 15:00:00+00:00 ['300309.SZA', '600556.SHA']
    ======= 2015-06-29 15:00:00+00:00 0.005756346727137738
    ********* 2015-06-30 15:00:00+00:00 ['002341.SZA', '300348.SZA']
    ======= 2015-06-30 15:00:00+00:00 0.005493975242402659
    ********* 2015-07-01 15:00:00+00:00 ['300304.SZA', '600105.SHA']
    ======= 2015-07-01 15:00:00+00:00 0.0014047264096095256
    ********* 2015-07-02 15:00:00+00:00 ['300219.SZA', '002112.SZA']
    ======= 2015-07-02 15:00:00+00:00 0.0025546045337267393
    ********* 2015-07-03 15:00:00+00:00 ['000939.SZA', '600770.SHA']
    ======= 2015-07-03 15:00:00+00:00 0.0042672903921123564
    ********* 2015-07-06 15:00:00+00:00 ['600770.SHA', '600235.SHA']
    ======= 2015-07-06 15:00:00+00:00 0.006503384603022855
    ********* 2015-07-07 15:00:00+00:00 ['600783.SHA', '002524.SZA']
    ======= 2015-07-07 15:00:00+00:00 0.0014153813107559505
    ********* 2015-07-08 15:00:00+00:00 ['000062.SZA', '600826.SHA']
    ======= 2015-07-08 15:00:00+00:00 0.001152861740828713
    ********* 2015-07-09 15:00:00+00:00 ['600783.SHA', '300399.SZA']
    ======= 2015-07-09 15:00:00+00:00 0.0023390666833323684
    ********* 2015-07-10 15:00:00+00:00 ['600391.SHA', '600783.SHA']
    ======= 2015-07-10 15:00:00+00:00 0.002288701440359748
    ********* 2015-07-13 15:00:00+00:00 ['600200.SHA', '600105.SHA']
    ======= 2015-07-13 15:00:00+00:00 0.00024328794776296996
    ********* 2015-07-14 15:00:00+00:00 ['300216.SZA', '300366.SZA']
    ======= 2015-07-14 15:00:00+00:00 4.759662237484394e-06
    ********* 2015-07-15 15:00:00+00:00 ['300359.SZA', '002590.SZA']
    ======= 2015-07-15 15:00:00+00:00 0.0025665180018860593
    ********* 2015-07-16 15:00:00+00:00 ['002590.SZA', '300222.SZA']
    ======= 2015-07-16 15:00:00+00:00 0.0019806679629021775
    ********* 2015-07-17 15:00:00+00:00 ['002659.SZA', '600986.SHA']
    ======= 2015-07-17 15:00:00+00:00 0.0021190005248203085
    ********* 2015-07-20 15:00:00+00:00 ['000155.SZA', '000554.SZA']
    ======= 2015-07-20 15:00:00+00:00 0.005171716656816391
    ********* 2015-07-21 15:00:00+00:00 ['000695.SZA', '600848.SHA']
    ======= 2015-07-21 15:00:00+00:00 0.002350548369565567
    ********* 2015-07-22 15:00:00+00:00 ['000517.SZA', '300431.SZA']
    ======= 2015-07-22 15:00:00+00:00 0.0016664881419540263
    ********* 2015-07-23 15:00:00+00:00 ['000975.SZA', '300069.SZA']
    ======= 2015-07-23 15:00:00+00:00 0.005395020627055342
    ********* 2015-07-24 15:00:00+00:00 ['000061.SZA', '300069.SZA']
    ======= 2015-07-24 15:00:00+00:00 0.001876296905668998
    ********* 2015-07-27 15:00:00+00:00 ['000721.SZA', '002081.SZA']
    ======= 2015-07-27 15:00:00+00:00 0.010928796421987415
    ********* 2015-07-28 15:00:00+00:00 ['600281.SHA', '300074.SZA']
    ======= 2015-07-28 15:00:00+00:00 0.00892391434236435
    ********* 2015-07-29 15:00:00+00:00 ['300074.SZA', '600273.SHA']
    ======= 2015-07-29 15:00:00+00:00 0.007768741992679937
    ********* 2015-07-30 15:00:00+00:00 ['000933.SZA', '300120.SZA']
    ======= 2015-07-30 15:00:00+00:00 0.005014099841632528
    ********* 2015-07-31 15:00:00+00:00 ['600333.SHA', '300206.SZA']
    ======= 2015-07-31 15:00:00+00:00 0.004839599057620876
    ********* 2015-08-03 15:00:00+00:00 ['300384.SZA', '600570.SHA']
    ======= 2015-08-03 15:00:00+00:00 0.003769709688990254
    ********* 2015-08-04 15:00:00+00:00 ['002298.SZA', '300226.SZA']
    ======= 2015-08-04 15:00:00+00:00 0.004988638321411384
    ********* 2015-08-05 15:00:00+00:00 ['002175.SZA', '300016.SZA']
    ======= 2015-08-05 15:00:00+00:00 0.0017288679130489089
    ********* 2015-08-06 15:00:00+00:00 ['300016.SZA', '600890.SHA']
    ======= 2015-08-06 15:00:00+00:00 0.0015456829579746853
    ********* 2015-08-07 15:00:00+00:00 ['300248.SZA', '002200.SZA']
    ======= 2015-08-07 15:00:00+00:00 0.002485230332699032
    ********* 2015-08-10 15:00:00+00:00 ['002378.SZA', '002614.SZA']
    ======= 2015-08-10 15:00:00+00:00 0.001718025704748579
    ********* 2015-08-11 15:00:00+00:00 ['002375.SZA', '002625.SZA']
    ======= 2015-08-11 15:00:00+00:00 0.001312425709379948
    ********* 2015-08-12 15:00:00+00:00 ['002375.SZA', '300384.SZA']
    ======= 2015-08-12 15:00:00+00:00 0.001143862825364174
    ********* 2015-08-13 15:00:00+00:00 ['002375.SZA', '000503.SZA']
    ======= 2015-08-13 15:00:00+00:00 0.0008363901987256635
    ********* 2015-08-14 15:00:00+00:00 ['300212.SZA', '002487.SZA']
    ======= 2015-08-14 15:00:00+00:00 0.0007755470721146119
    ********* 2015-08-17 15:00:00+00:00 ['300081.SZA', '002748.SZA']
    ======= 2015-08-17 15:00:00+00:00 0.0022080104367080446
    ********* 2015-08-18 15:00:00+00:00 ['300378.SZA', '300380.SZA']
    ======= 2015-08-18 15:00:00+00:00 0.0027915904630575
    ********* 2015-08-19 15:00:00+00:00 ['300081.SZA', '300384.SZA']
    ======= 2015-08-19 15:00:00+00:00 0.003037738651917896
    ********* 2015-08-20 15:00:00+00:00 ['300081.SZA', '000669.SZA']
    ======= 2015-08-20 15:00:00+00:00 0.002403791192868333
    ********* 2015-08-21 15:00:00+00:00 ['300081.SZA', '300252.SZA']
    ======= 2015-08-21 15:00:00+00:00 0.0027407712317492525
    ********* 2015-08-24 15:00:00+00:00 ['300449.SZA', '000662.SZA']
    ======= 2015-08-24 15:00:00+00:00 0.0008256126283170121
    ********* 2015-08-25 15:00:00+00:00 ['300460.SZA', '600029.SHA']
    ======= 2015-08-25 15:00:00+00:00 0.004596769646588695
    ********* 2015-08-26 15:00:00+00:00 ['002518.SZA', '300065.SZA']
    ======= 2015-08-26 15:00:00+00:00 0.0030181591189086475
    ********* 2015-08-27 15:00:00+00:00 ['002518.SZA', '002387.SZA']
    ======= 2015-08-27 15:00:00+00:00 0.0024397587665826157
    ********* 2015-08-28 15:00:00+00:00 ['000504.SZA', '300212.SZA']
    ======= 2015-08-28 15:00:00+00:00 0.00506858556093681
    ********* 2015-08-31 15:00:00+00:00 ['000504.SZA', '002387.SZA']
    ======= 2015-08-31 15:00:00+00:00 0.00424623271293809
    ********* 2015-09-01 15:00:00+00:00 ['002617.SZA', '002696.SZA']
    ======= 2015-09-01 15:00:00+00:00 0.0008714818390695322
    ********* 2015-09-02 15:00:00+00:00 ['600714.SHA', '603008.SHA']
    ======= 2015-09-02 15:00:00+00:00 0.00557015992866062
    ********* 2015-09-07 15:00:00+00:00 ['300388.SZA', '603008.SHA']
    ======= 2015-09-07 15:00:00+00:00 0.005698681613484435
    ********* 2015-09-08 15:00:00+00:00 ['002515.SZA', '002772.SZA']
    ======= 2015-09-08 15:00:00+00:00 0.006482768286912555
    ********* 2015-09-09 15:00:00+00:00 ['000628.SZA', '600807.SHA']
    ======= 2015-09-09 15:00:00+00:00 0.015606496402933656
    ********* 2015-09-10 15:00:00+00:00 ['300277.SZA', '600184.SHA']
    ======= 2015-09-10 15:00:00+00:00 0.005377098401891449
    ********* 2015-09-11 15:00:00+00:00 ['000738.SZA', '600760.SHA']
    ======= 2015-09-11 15:00:00+00:00 0.0010757740183114236
    ********* 2015-09-14 15:00:00+00:00 ['000930.SZA', '002242.SZA']
    ======= 2015-09-14 15:00:00+00:00 0.011858726041067427
    ********* 2015-09-15 15:00:00+00:00 ['000921.SZA', '002562.SZA']
    ======= 2015-09-15 15:00:00+00:00 0.0008595109470243571
    ********* 2015-09-16 15:00:00+00:00 ['601886.SHA', '300125.SZA']
    ======= 2015-09-16 15:00:00+00:00 0.002367788465909274
    ********* 2015-09-17 15:00:00+00:00 ['600747.SHA', '300091.SZA']
    ======= 2015-09-17 15:00:00+00:00 0.012024933479706913
    ********* 2015-09-18 15:00:00+00:00 ['000930.SZA', '001696.SZA']
    ======= 2015-09-18 15:00:00+00:00 0.007030778276405379
    ********* 2015-09-21 15:00:00+00:00 ['002499.SZA', '300128.SZA']
    ======= 2015-09-21 15:00:00+00:00 0.0064654461780261204
    ********* 2015-09-22 15:00:00+00:00 ['002759.SZA', '603166.SHA']
    ======= 2015-09-22 15:00:00+00:00 0.0033094670638861303
    ********* 2015-09-23 15:00:00+00:00 ['603021.SHA', '000693.SZA']
    ======= 2015-09-23 15:00:00+00:00 0.00504594395280236
    ********* 2015-09-24 15:00:00+00:00 ['002592.SZA', '002645.SZA']
    ======= 2015-09-24 15:00:00+00:00 0.002389517202961775
    ********* 2015-09-25 15:00:00+00:00 ['300202.SZA', '300368.SZA']
    ======= 2015-09-25 15:00:00+00:00 0.0017930365142534454
    ********* 2015-09-28 15:00:00+00:00 ['600121.SHA', '600969.SHA']
    ======= 2015-09-28 15:00:00+00:00 0.004824492254112806
    ********* 2015-09-29 15:00:00+00:00 ['600797.SHA', '600121.SHA']
    ======= 2015-09-29 15:00:00+00:00 0.0040540398248692655
    ********* 2015-09-30 15:00:00+00:00 ['000810.SZA', '600401.SHA']
    ======= 2015-09-30 15:00:00+00:00 0.0021686715702592626
    ********* 2015-10-08 15:00:00+00:00 ['002414.SZA', '600355.SHA']
    ======= 2015-10-08 15:00:00+00:00 0.0013417986607880013
    ********* 2015-10-09 15:00:00+00:00 ['603600.SHA', '000650.SZA']
    ======= 2015-10-09 15:00:00+00:00 0.002339455735660848
    ********* 2015-10-12 15:00:00+00:00 ['002399.SZA', '002217.SZA']
    ======= 2015-10-12 15:00:00+00:00 0.0007337625509948046
    ********* 2015-10-13 15:00:00+00:00 ['002399.SZA', '600872.SHA']
    ======= 2015-10-13 15:00:00+00:00 0.0005087529780908813
    ********* 2015-10-14 15:00:00+00:00 ['600202.SHA', '300310.SZA']
    ======= 2015-10-14 15:00:00+00:00 0.01783701806303907
    ********* 2015-10-15 15:00:00+00:00 ['600408.SHA', '300089.SZA']
    ======= 2015-10-15 15:00:00+00:00 0.014421903474287899
    ********* 2015-10-16 15:00:00+00:00 ['300089.SZA', '000510.SZA']
    ======= 2015-10-16 15:00:00+00:00 0.009594840838156518
    ********* 2015-10-19 15:00:00+00:00 ['600879.SHA', '000887.SZA']
    ======= 2015-10-19 15:00:00+00:00 0.002638198066295234
    ********* 2015-10-20 15:00:00+00:00 ['300316.SZA', '000887.SZA']
    ======= 2015-10-20 15:00:00+00:00 0.002630654528654578
    ********* 2015-10-21 15:00:00+00:00 ['603686.SHA', '000887.SZA']
    ======= 2015-10-21 15:00:00+00:00 0.0053583242356089085
    ********* 2015-10-22 15:00:00+00:00 ['600202.SHA', '000426.SZA']
    ======= 2015-10-22 15:00:00+00:00 0.00782144100062319
    ********* 2015-10-23 15:00:00+00:00 ['000782.SZA', '300316.SZA']
    ======= 2015-10-23 15:00:00+00:00 0.009358117579555571
    ********* 2015-10-26 15:00:00+00:00 ['002353.SZA', '300411.SZA']
    ======= 2015-10-26 15:00:00+00:00 0.0021784615262470377
    ********* 2015-10-27 15:00:00+00:00 ['000782.SZA', '002353.SZA']
    ======= 2015-10-27 15:00:00+00:00 0.006942845075263798
    ********* 2015-10-28 15:00:00+00:00 ['300184.SZA', '300411.SZA']
    ======= 2015-10-28 15:00:00+00:00 0.003699400866302788
    ********* 2015-10-29 15:00:00+00:00 ['600071.SHA', '600356.SHA']
    ======= 2015-10-29 15:00:00+00:00 0.0007762705515972258
    ********* 2015-10-30 15:00:00+00:00 ['300064.SZA', '600356.SHA']
    ======= 2015-10-30 15:00:00+00:00 0.0023085650713341754
    ********* 2015-11-02 15:00:00+00:00 ['002616.SZA', '600202.SHA']
    ======= 2015-11-02 15:00:00+00:00 0.0005383625847679136
    ********* 2015-11-03 15:00:00+00:00 ['300135.SZA', '600634.SHA']
    ======= 2015-11-03 15:00:00+00:00 0.011768545473122699
    ********* 2015-11-04 15:00:00+00:00 ['300135.SZA', '002348.SZA']
    ======= 2015-11-04 15:00:00+00:00 0.008631031099054515
    ********* 2015-11-05 15:00:00+00:00 ['600634.SHA', '300316.SZA']
    ======= 2015-11-05 15:00:00+00:00 0.005823658098962319
    ********* 2015-11-06 15:00:00+00:00 ['300135.SZA', '600634.SHA']
    ======= 2015-11-06 15:00:00+00:00 0.00803568735765516
    ********* 2015-11-09 15:00:00+00:00 ['600186.SHA', '600634.SHA']
    ======= 2015-11-09 15:00:00+00:00 0.007858931920699216
    ********* 2015-11-10 15:00:00+00:00 ['300164.SZA', '002674.SZA']
    ======= 2015-11-10 15:00:00+00:00 0.004614606518923036
    ********* 2015-11-11 15:00:00+00:00 ['300184.SZA', '002032.SZA']
    ======= 2015-11-11 15:00:00+00:00 0.005090577458559151
    ********* 2015-11-12 15:00:00+00:00 ['002674.SZA', '002333.SZA']
    ======= 2015-11-12 15:00:00+00:00 0.001166307934488905
    ********* 2015-11-13 15:00:00+00:00 ['600987.SHA', '002674.SZA']
    ======= 2015-11-13 15:00:00+00:00 0.0015409447189524638
    ********* 2015-11-16 15:00:00+00:00 ['600479.SHA', '000550.SZA']
    ======= 2015-11-16 15:00:00+00:00 0.001056697247072974
    ********* 2015-11-17 15:00:00+00:00 ['300298.SZA', '002238.SZA']
    ======= 2015-11-17 15:00:00+00:00 0.0014430917016615738
    ********* 2015-11-18 15:00:00+00:00 ['002051.SZA', '300384.SZA']
    ======= 2015-11-18 15:00:00+00:00 0.0007974455088448502
    ********* 2015-11-19 15:00:00+00:00 ['002259.SZA', '000411.SZA']
    ======= 2015-11-19 15:00:00+00:00 0.002553024519116777
    ********* 2015-11-20 15:00:00+00:00 ['002259.SZA', '002759.SZA']
    ======= 2015-11-20 15:00:00+00:00 1.8672766853251733e-05
    ********* 2015-11-23 15:00:00+00:00 ['000025.SZA', '300357.SZA']
    ======= 2015-11-23 15:00:00+00:00 0.0008361818728628393
    ********* 2015-11-24 15:00:00+00:00 ['000920.SZA', '002213.SZA']
    ======= 2015-11-24 15:00:00+00:00 0.001261668426132582
    ********* 2015-11-25 15:00:00+00:00 ['000759.SZA', '600145.SHA']
    ======= 2015-11-25 15:00:00+00:00 0.002000782753094695
    ********* 2015-11-26 15:00:00+00:00 ['000550.SZA', '600007.SHA']
    ======= 2015-11-26 15:00:00+00:00 0.0001818927365878744
    ********* 2015-11-27 15:00:00+00:00 ['300029.SZA', '002577.SZA']
    ======= 2015-11-27 15:00:00+00:00 0.005125037661236885
    ********* 2015-11-30 15:00:00+00:00 ['600250.SHA', '000611.SZA']
    ======= 2015-11-30 15:00:00+00:00 0.0022178888916448178
    ********* 2015-12-01 15:00:00+00:00 ['000756.SZA', '000908.SZA']
    ======= 2015-12-01 15:00:00+00:00 0.002128842587554898
    ********* 2015-12-02 15:00:00+00:00 ['002690.SZA', '600250.SHA']
    ======= 2015-12-02 15:00:00+00:00 0.0001872076579732474
    ********* 2015-12-03 15:00:00+00:00 ['002301.SZA', '600475.SHA']
    ======= 2015-12-03 15:00:00+00:00 0.0005791896658553777
    ********* 2015-12-04 15:00:00+00:00 ['300308.SZA', '002484.SZA']
    ======= 2015-12-04 15:00:00+00:00 0.0010912957058661146
    ********* 2015-12-07 15:00:00+00:00 ['600233.SHA', '600745.SHA']
    ======= 2015-12-07 15:00:00+00:00 0.0013221969696969697
    ********* 2015-12-08 15:00:00+00:00 ['600745.SHA', '601177.SHA']
    ======= 2015-12-08 15:00:00+00:00 0.001673437404147374
    ********* 2015-12-09 15:00:00+00:00 ['603328.SHA', '002669.SZA']
    ======= 2015-12-09 15:00:00+00:00 0.0014397477926736063
    ********* 2015-12-10 15:00:00+00:00 ['601003.SHA', '300134.SZA']
    ======= 2015-12-10 15:00:00+00:00 0.0015736664514404992
    ********* 2015-12-11 15:00:00+00:00 ['601003.SHA', '300404.SZA']
    ======= 2015-12-11 15:00:00+00:00 0.0012576812275666453
    ********* 2015-12-14 15:00:00+00:00 ['002067.SZA', '600555.SHA']
    ======= 2015-12-14 15:00:00+00:00 0.007849887999411009
    ********* 2015-12-15 15:00:00+00:00 ['002067.SZA', '603918.SHA']
    ======= 2015-12-15 15:00:00+00:00 0.006463312431761766
    ********* 2015-12-16 15:00:00+00:00 ['600722.SHA', '600615.SHA']
    ======= 2015-12-16 15:00:00+00:00 0.001748144511772822
    ********* 2015-12-17 15:00:00+00:00 ['600643.SHA', '000850.SZA']
    ======= 2015-12-17 15:00:00+00:00 0.004115475038029217
    ********* 2015-12-18 15:00:00+00:00 ['000862.SZA', '000850.SZA']
    ======= 2015-12-18 15:00:00+00:00 0.0018224237058087757
    ********* 2015-12-21 15:00:00+00:00 ['600870.SHA', '002459.SZA']
    ======= 2015-12-21 15:00:00+00:00 0.0018934234873929448
    ********* 2015-12-22 15:00:00+00:00 ['600779.SHA', '300381.SZA']
    ======= 2015-12-22 15:00:00+00:00 0.001329151638478748
    ********* 2015-12-23 15:00:00+00:00 ['600962.SHA', '600058.SHA']
    ======= 2015-12-23 15:00:00+00:00 0.0008375517580300712
    ********* 2015-12-24 15:00:00+00:00 ['002676.SZA', '000700.SZA']
    ======= 2015-12-24 15:00:00+00:00 0.00017695034665362564
    ********* 2015-12-25 15:00:00+00:00 ['300393.SZA', '600058.SHA']
    ======= 2015-12-25 15:00:00+00:00 0.0008249539713904605
    ********* 2015-12-28 15:00:00+00:00 ['600058.SHA', '300149.SZA']
    ======= 2015-12-28 15:00:00+00:00 0.0007980170172702007
    ********* 2015-12-29 15:00:00+00:00 ['600058.SHA', '300094.SZA']
    ======= 2015-12-29 15:00:00+00:00 0.001342540807665858
    ********* 2015-12-30 15:00:00+00:00 ['000688.SZA', '300294.SZA']
    ======= 2015-12-30 15:00:00+00:00 0.003932397034408361
    ********* 2015-12-31 15:00:00+00:00 ['600613.SHA', '002599.SZA']
    ======= 2015-12-31 15:00:00+00:00 0.0012184388944738095
    ********* 2016-01-04 15:00:00+00:00 ['300449.SZA', '002668.SZA']
    ======= 2016-01-04 15:00:00+00:00 0.0005938202195115691
    ********* 2016-01-05 15:00:00+00:00 ['300189.SZA', '601155.SHA']
    ======= 2016-01-05 15:00:00+00:00 0.010161072757175546
    ********* 2016-01-06 15:00:00+00:00 ['300149.SZA', '002592.SZA']
    ======= 2016-01-06 15:00:00+00:00 0.0027993817594611117
    ********* 2016-01-07 15:00:00+00:00 ['002625.SZA', '002481.SZA']
    ======= 2016-01-07 15:00:00+00:00 0.00022049005808571134
    ********* 2016-01-08 15:00:00+00:00 ['002169.SZA', '002189.SZA']
    ======= 2016-01-08 15:00:00+00:00 0.004066222685121096
    ********* 2016-01-11 15:00:00+00:00 ['300016.SZA', '000032.SZA']
    ======= 2016-01-11 15:00:00+00:00 0.0017778448380720777
    ********* 2016-01-12 15:00:00+00:00 ['300384.SZA', '300096.SZA']
    ======= 2016-01-12 15:00:00+00:00 0.0018941460258908558
    ********* 2016-01-13 15:00:00+00:00 ['300147.SZA', '002205.SZA']
    ======= 2016-01-13 15:00:00+00:00 0.0012397912190635738
    ********* 2016-01-14 15:00:00+00:00 ['600385.SHA', '000548.SZA']
    ======= 2016-01-14 15:00:00+00:00 0.0018756365196188937
    ********* 2016-01-15 15:00:00+00:00 ['300092.SZA', '300389.SZA']
    ======= 2016-01-15 15:00:00+00:00 0.010704187805270176
    ********* 2016-01-18 15:00:00+00:00 ['002173.SZA', '600179.SHA']
    ======= 2016-01-18 15:00:00+00:00 0.0031527183683002606
    ********* 2016-01-19 15:00:00+00:00 ['300309.SZA', '002072.SZA']
    ======= 2016-01-19 15:00:00+00:00 0.0028654815471008824
    ********* 2016-01-20 15:00:00+00:00 ['603600.SHA', '603222.SHA']
    ======= 2016-01-20 15:00:00+00:00 0.001986338544122975
    ********* 2016-01-21 15:00:00+00:00 ['002702.SZA', '603703.SHA']
    ======= 2016-01-21 15:00:00+00:00 0.007094454980918611
    ********* 2016-01-22 15:00:00+00:00 ['002329.SZA', '600695.SHA']
    ======= 2016-01-22 15:00:00+00:00 0.0015985731109407996
    ********* 2016-01-25 15:00:00+00:00 ['600146.SHA', '300364.SZA']
    ======= 2016-01-25 15:00:00+00:00 0.005046903938520653
    ********* 2016-01-26 15:00:00+00:00 ['000519.SZA', '600432.SHA']
    ======= 2016-01-26 15:00:00+00:00 0.004225444097914225
    ********* 2016-01-27 15:00:00+00:00 ['000043.SZA', '002310.SZA']
    ======= 2016-01-27 15:00:00+00:00 0.004538750008870208
    ********* 2016-01-28 15:00:00+00:00 ['002191.SZA', '601106.SHA']
    ======= 2016-01-28 15:00:00+00:00 0.0023590400031134437
    ********* 2016-01-29 15:00:00+00:00 ['600865.SHA', '600150.SHA']
    ======= 2016-01-29 15:00:00+00:00 0.0021984745893202256
    ********* 2016-02-01 15:00:00+00:00 ['000519.SZA', '300037.SZA']
    ======= 2016-02-01 15:00:00+00:00 0.004814839707477496
    ********* 2016-02-02 15:00:00+00:00 ['600226.SHA', '000720.SZA']
    ======= 2016-02-02 15:00:00+00:00 0.004691874043995172
    ********* 2016-02-03 15:00:00+00:00 ['000606.SZA', '600150.SHA']
    ======= 2016-02-03 15:00:00+00:00 0.00779573081750311
    ********* 2016-02-04 15:00:00+00:00 ['002363.SZA', '300215.SZA']
    ======= 2016-02-04 15:00:00+00:00 0.0018430363643707598
    ********* 2016-02-05 15:00:00+00:00 ['600568.SHA', '002568.SZA']
    ======= 2016-02-05 15:00:00+00:00 0.004106337359502015
    ********* 2016-02-15 15:00:00+00:00 ['601918.SHA', '603800.SHA']
    ======= 2016-02-15 15:00:00+00:00 0.0024265016071589613
    ********* 2016-02-16 15:00:00+00:00 ['002781.SZA', '603508.SHA']
    ======= 2016-02-16 15:00:00+00:00 0.0036928902126516067
    ********* 2016-02-17 15:00:00+00:00 ['002781.SZA', '300355.SZA']
    ======= 2016-02-17 15:00:00+00:00 0.004316184283216423
    ********* 2016-02-18 15:00:00+00:00 ['002308.SZA', '002373.SZA']
    ======= 2016-02-18 15:00:00+00:00 1.5940210087732072e-05
    ********* 2016-02-19 15:00:00+00:00 ['002782.SZA', '000889.SZA']
    ======= 2016-02-19 15:00:00+00:00 0.005425472822000409
    ********* 2016-02-22 15:00:00+00:00 ['002308.SZA', '000901.SZA']
    ======= 2016-02-22 15:00:00+00:00 0.0035732269065589803
    ********* 2016-02-23 15:00:00+00:00 ['000901.SZA', '300242.SZA']
    ======= 2016-02-23 15:00:00+00:00 0.0011045152130375845
    ********* 2016-02-24 15:00:00+00:00 ['300242.SZA', '002368.SZA']
    ======= 2016-02-24 15:00:00+00:00 0.0007026415731874506
    ********* 2016-02-25 15:00:00+00:00 ['300011.SZA', '002228.SZA']
    ======= 2016-02-25 15:00:00+00:00 0.0014443783869269105
    ********* 2016-02-26 15:00:00+00:00 ['300011.SZA', '300242.SZA']
    ======= 2016-02-26 15:00:00+00:00 0.0013078642677937916
    ********* 2016-02-29 15:00:00+00:00 ['002465.SZA', '300242.SZA']
    ======= 2016-02-29 15:00:00+00:00 0.002210838215992725
    ********* 2016-03-01 15:00:00+00:00 ['600734.SHA', '002373.SZA']
    ======= 2016-03-01 15:00:00+00:00 0.00526044123120575
    ********* 2016-03-02 15:00:00+00:00 ['000712.SZA', '300365.SZA']
    ======= 2016-03-02 15:00:00+00:00 0.002292568992740765
    ********* 2016-03-03 15:00:00+00:00 ['000712.SZA', '600462.SHA']
    ======= 2016-03-03 15:00:00+00:00 0.001927412887695189
    ********* 2016-03-04 15:00:00+00:00 ['300278.SZA', '002373.SZA']
    ======= 2016-03-04 15:00:00+00:00 0.0030203268906652298
    ********* 2016-03-07 15:00:00+00:00 ['002373.SZA', '300278.SZA']
    ======= 2016-03-07 15:00:00+00:00 0.0013304139958677835
    ********* 2016-03-08 15:00:00+00:00 ['600645.SHA', '300069.SZA']
    ======= 2016-03-08 15:00:00+00:00 0.0016186133545394348
    ********* 2016-03-09 15:00:00+00:00 ['300368.SZA', '300379.SZA']
    ======= 2016-03-09 15:00:00+00:00 0.0035663820029140777
    ********* 2016-03-10 15:00:00+00:00 ['600603.SHA', '002137.SZA']
    ======= 2016-03-10 15:00:00+00:00 0.003607826986776221
    ********* 2016-03-11 15:00:00+00:00 ['002373.SZA', '002137.SZA']
    ======= 2016-03-11 15:00:00+00:00 0.0009470722140866615
    ********* 2016-03-14 15:00:00+00:00 ['601388.SHA', '600490.SHA']
    ======= 2016-03-14 15:00:00+00:00 0.003544256654366167
    ********* 2016-03-15 15:00:00+00:00 ['601388.SHA', '000748.SZA']
    ======= 2016-03-15 15:00:00+00:00 0.002690150443087243
    ********* 2016-03-16 15:00:00+00:00 ['601388.SHA', '002053.SZA']
    ======= 2016-03-16 15:00:00+00:00 0.0023571534440577353
    ********* 2016-03-17 15:00:00+00:00 ['000901.SZA', '600871.SHA']
    ======= 2016-03-17 15:00:00+00:00 0.0015110355134875493
    ********* 2016-03-18 15:00:00+00:00 ['000748.SZA', '002049.SZA']
    ======= 2016-03-18 15:00:00+00:00 0.003542280704077358
    ********* 2016-03-21 15:00:00+00:00 ['002049.SZA', '601388.SHA']
    ======= 2016-03-21 15:00:00+00:00 0.0011740643154890768
    ********* 2016-03-22 15:00:00+00:00 ['002049.SZA', '000748.SZA']
    ======= 2016-03-22 15:00:00+00:00 0.0009107212754317593
    ********* 2016-03-23 15:00:00+00:00 ['600052.SHA', '601567.SHA']
    ======= 2016-03-23 15:00:00+00:00 1.3365254499256288e-05
    ********* 2016-03-24 15:00:00+00:00 ['600681.SHA', '000748.SZA']
    ======= 2016-03-24 15:00:00+00:00 0.002512998766919657
    ********* 2016-03-25 15:00:00+00:00 ['002049.SZA', '603377.SHA']
    ======= 2016-03-25 15:00:00+00:00 0.0009087497093443735
    ********* 2016-03-28 15:00:00+00:00 ['002616.SZA', '000877.SZA']
    ======= 2016-03-28 15:00:00+00:00 0.000853971083319354
    ********* 2016-03-29 15:00:00+00:00 ['000748.SZA', '002049.SZA']
    ======= 2016-03-29 15:00:00+00:00 0.00158229907926262
    ********* 2016-03-30 15:00:00+00:00 ['000748.SZA', '000066.SZA']
    ======= 2016-03-30 15:00:00+00:00 0.0016738740671764425
    ********* 2016-03-31 15:00:00+00:00 ['600983.SHA', '000748.SZA']
    ======= 2016-03-31 15:00:00+00:00 0.0010351449086498784
    ********* 2016-04-01 15:00:00+00:00 ['000748.SZA', '600973.SHA']
    ======= 2016-04-01 15:00:00+00:00 0.0012230108510059077
    ********* 2016-04-05 15:00:00+00:00 ['300028.SZA', '000748.SZA']
    ======= 2016-04-05 15:00:00+00:00 0.00041623729592066354
    ********* 2016-04-06 15:00:00+00:00 ['000748.SZA', '600654.SHA']
    ======= 2016-04-06 15:00:00+00:00 0.0013103883410239146
    ********* 2016-04-07 15:00:00+00:00 ['002386.SZA', '600654.SHA']
    ======= 2016-04-07 15:00:00+00:00 0.002599118534528074
    ********* 2016-04-08 15:00:00+00:00 ['600654.SHA', '002386.SZA']
    ======= 2016-04-08 15:00:00+00:00 0.0018791849716989766
    ********* 2016-04-11 15:00:00+00:00 ['600200.SHA', '002049.SZA']
    ======= 2016-04-11 15:00:00+00:00 0.0016617263096863073
    ********* 2016-04-12 15:00:00+00:00 ['000908.SZA', '300028.SZA']
    ======= 2016-04-12 15:00:00+00:00 0.0003831576109422352
    ********* 2016-04-13 15:00:00+00:00 ['002729.SZA', '600654.SHA']
    ======= 2016-04-13 15:00:00+00:00 0.0003459953157861194
    ********* 2016-04-14 15:00:00+00:00 ['002311.SZA', '002659.SZA']
    ======= 2016-04-14 15:00:00+00:00 0.0005014092970646284
    ********* 2016-04-15 15:00:00+00:00 ['600654.SHA', '300456.SZA']
    ======= 2016-04-15 15:00:00+00:00 0.0013473940896545943
    ********* 2016-04-18 15:00:00+00:00 ['000596.SZA', '601515.SHA']
    ======= 2016-04-18 15:00:00+00:00 0.00018640991902546972
    ********* 2016-04-19 15:00:00+00:00 ['603718.SHA', '000596.SZA']
    ======= 2016-04-19 15:00:00+00:00 0.0006288958654239281
    ********* 2016-04-20 15:00:00+00:00 ['600984.SHA', '300430.SZA']
    ======= 2016-04-20 15:00:00+00:00 0.002270590352338246
    ********* 2016-04-21 15:00:00+00:00 ['600452.SHA', '300247.SZA']
    ======= 2016-04-21 15:00:00+00:00 0.0006565719637839525
    ********* 2016-04-22 15:00:00+00:00 ['300064.SZA', '600452.SHA']
    ======= 2016-04-22 15:00:00+00:00 0.0016449447217509938
    ********* 2016-04-25 15:00:00+00:00 ['300431.SZA', '300064.SZA']
    ======= 2016-04-25 15:00:00+00:00 0.0011054110230484186
    ********* 2016-04-26 15:00:00+00:00 ['300028.SZA', '000631.SZA']
    ======= 2016-04-26 15:00:00+00:00 0.007625592001698757
    ********* 2016-04-27 15:00:00+00:00 ['300238.SZA', '300028.SZA']
    ======= 2016-04-27 15:00:00+00:00 0.0005364788174679065
    ********* 2016-04-28 15:00:00+00:00 ['300028.SZA', '300336.SZA']
    ======= 2016-04-28 15:00:00+00:00 0.008558284542844897
    ********* 2016-04-29 15:00:00+00:00 ['600654.SHA', '300028.SZA']
    ======= 2016-04-29 15:00:00+00:00 0.0010627967403989468
    ********* 2016-05-03 15:00:00+00:00 ['600265.SHA', '600654.SHA']
    ======= 2016-05-03 15:00:00+00:00 0.00014267451443513595
    ********* 2016-05-04 15:00:00+00:00 ['600745.SHA', '002312.SZA']
    ======= 2016-05-04 15:00:00+00:00 0.004085506261465755
    ********* 2016-05-05 15:00:00+00:00 ['600745.SHA', '600803.SHA']
    ======= 2016-05-05 15:00:00+00:00 0.002988617398253972
    
    ********* 2016-05-06 15:00:00+00:00 ['002018.SZA', '300023.SZA']
    ======= 2016-05-06 15:00:00+00:00 0.009689782157517693
    ********* 2016-05-09 15:00:00+00:00 ['002174.SZA', '002423.SZA']
    ======= 2016-05-09 15:00:00+00:00 0.0020849004985750617
    ********* 2016-05-10 15:00:00+00:00 ['002018.SZA', '002757.SZA']
    ======= 2016-05-10 15:00:00+00:00 0.00843630754444174
    ********* 2016-05-11 15:00:00+00:00 ['002326.SZA', '002018.SZA']
    ======= 2016-05-11 15:00:00+00:00 0.002745568022629019
    ********* 2016-05-12 15:00:00+00:00 ['002326.SZA', '600306.SHA']
    ======= 2016-05-12 15:00:00+00:00 0.001908408994805824
    ********* 2016-05-13 15:00:00+00:00 ['002018.SZA', '600306.SHA']
    ======= 2016-05-13 15:00:00+00:00 0.010749669036599732
    ********* 2016-05-16 15:00:00+00:00 ['002018.SZA', '000034.SZA']
    ======= 2016-05-16 15:00:00+00:00 0.007423388516473257
    ********* 2016-05-17 15:00:00+00:00 ['600306.SHA', '002326.SZA']
    ======= 2016-05-17 15:00:00+00:00 0.0023715677843438184
    ********* 2016-05-18 15:00:00+00:00 ['600760.SHA', '002326.SZA']
    ======= 2016-05-18 15:00:00+00:00 0.0024973518626741106
    ********* 2016-05-19 15:00:00+00:00 ['002757.SZA', '600485.SHA']
    ======= 2016-05-19 15:00:00+00:00 0.0021739984726605118
    ********* 2016-05-20 15:00:00+00:00 ['600485.SHA', '601918.SHA']
    ======= 2016-05-20 15:00:00+00:00 0.00220206943853635
    ********* 2016-05-23 15:00:00+00:00 ['600485.SHA', '002018.SZA']
    ======= 2016-05-23 15:00:00+00:00 0.002107724656480845
    ********* 2016-05-24 15:00:00+00:00 ['601918.SHA', '000622.SZA']
    ======= 2016-05-24 15:00:00+00:00 0.0030570920136646397
    ********* 2016-05-25 15:00:00+00:00 ['000622.SZA', '601918.SHA']
    ======= 2016-05-25 15:00:00+00:00 0.001739349526530785
    ********* 2016-05-26 15:00:00+00:00 ['600485.SHA', '600247.SHA']
    ======= 2016-05-26 15:00:00+00:00 0.0022525424854604754
    ********* 2016-05-27 15:00:00+00:00 ['002312.SZA', '000796.SZA']
    ======= 2016-05-27 15:00:00+00:00 0.002968582689802183
    ********* 2016-05-30 15:00:00+00:00 ['000796.SZA', '300117.SZA']
    ======= 2016-05-30 15:00:00+00:00 0.00196456130044874
    ********* 2016-05-31 15:00:00+00:00 ['002208.SZA', '000796.SZA']
    ======= 2016-05-31 15:00:00+00:00 0.0042055579619081525
    ********* 2016-06-01 15:00:00+00:00 ['300410.SZA', '002208.SZA']
    ======= 2016-06-01 15:00:00+00:00 0.00016369352461567598
    ********* 2016-06-02 15:00:00+00:00 ['600365.SHA', '002208.SZA']
    ======= 2016-06-02 15:00:00+00:00 0.005123309765625
    ********* 2016-06-03 15:00:00+00:00 ['600365.SHA', '002629.SZA']
    ======= 2016-06-03 15:00:00+00:00 0.005910384174311926
    ********* 2016-06-06 15:00:00+00:00 ['600377.SHA', '600365.SHA']
    ======= 2016-06-06 15:00:00+00:00 0.00020109374469103224
    ********* 2016-06-07 15:00:00+00:00 ['300063.SZA', '000989.SZA']
    ======= 2016-06-07 15:00:00+00:00 0.001338074394526871
    ********* 2016-06-08 15:00:00+00:00 ['000670.SZA', '300063.SZA']
    ======= 2016-06-08 15:00:00+00:00 0.008284440406268164
    ********* 2016-06-13 15:00:00+00:00 ['300063.SZA', '002323.SZA']
    ======= 2016-06-13 15:00:00+00:00 0.0016188098639648638
    ********* 2016-06-14 15:00:00+00:00 ['300063.SZA', '002323.SZA']
    ======= 2016-06-14 15:00:00+00:00 0.0010139852722043305
    ********* 2016-06-15 15:00:00+00:00 ['300366.SZA', '002667.SZA']
    ======= 2016-06-15 15:00:00+00:00 0.0031236044745987443
    ********* 2016-06-16 15:00:00+00:00 ['002667.SZA', '000717.SZA']
    ======= 2016-06-16 15:00:00+00:00 0.0019363707351106687
    ********* 2016-06-17 15:00:00+00:00 ['000153.SZA', '000856.SZA']
    ======= 2016-06-17 15:00:00+00:00 0.001638850277977457
    ********* 2016-06-20 15:00:00+00:00 ['600613.SHA', '000605.SZA']
    ======= 2016-06-20 15:00:00+00:00 0.00095374004030652
    ********* 2016-06-21 15:00:00+00:00 ['000670.SZA', '600725.SHA']
    ======= 2016-06-21 15:00:00+00:00 0.0051853689047827506
    ********* 2016-06-22 15:00:00+00:00 ['000670.SZA', '601566.SHA']
    ======= 2016-06-22 15:00:00+00:00 0.003849820193346388
    ********* 2016-06-23 15:00:00+00:00 ['000713.SZA', '300071.SZA']
    ======= 2016-06-23 15:00:00+00:00 0.0018482220251798032
    ********* 2016-06-24 15:00:00+00:00 ['600230.SHA', '600122.SHA']
    ======= 2016-06-24 15:00:00+00:00 0.0022332423360377548
    ********* 2016-06-27 15:00:00+00:00 ['000670.SZA', '600356.SHA']
    ======= 2016-06-27 15:00:00+00:00 0.0038265886936297826
    ********* 2016-06-28 15:00:00+00:00 ['002219.SZA', '000856.SZA']
    ======= 2016-06-28 15:00:00+00:00 0.0027993721606997595
    ********* 2016-06-29 15:00:00+00:00 ['600377.SHA', '002219.SZA']
    ======= 2016-06-29 15:00:00+00:00 0.00018733603622220584
    ********* 2016-06-30 15:00:00+00:00 ['600230.SHA', '600548.SHA']
    ======= 2016-06-30 15:00:00+00:00 0.0008375130517701409
    ********* 2016-07-01 15:00:00+00:00 ['600230.SHA', '601116.SHA']
    ======= 2016-07-01 15:00:00+00:00 0.0008211959102551594
    ********* 2016-07-04 15:00:00+00:00 ['002219.SZA', '000927.SZA']
    ======= 2016-07-04 15:00:00+00:00 0.0017166647931467496
    ********* 2016-07-05 15:00:00+00:00 ['600381.SHA', '600581.SHA']
    ======= 2016-07-05 15:00:00+00:00 0.0007744750242008565
    ********* 2016-07-06 15:00:00+00:00 ['600393.SHA', '600581.SHA']
    ======= 2016-07-06 15:00:00+00:00 0.0008415383368634371
    ********* 2016-07-07 15:00:00+00:00 ['600153.SHA', '600122.SHA']
    ======= 2016-07-07 15:00:00+00:00 0.002196072861015914
    ********* 2016-07-08 15:00:00+00:00 ['600153.SHA', '600122.SHA']
    ======= 2016-07-08 15:00:00+00:00 0.0017984014438104728
    ********* 2016-07-11 15:00:00+00:00 ['600153.SHA', '600381.SHA']
    ======= 2016-07-11 15:00:00+00:00 0.002260237439098358
    ********* 2016-07-12 15:00:00+00:00 ['600153.SHA', '000715.SZA']
    ======= 2016-07-12 15:00:00+00:00 0.002139805475289866
    ********* 2016-07-13 15:00:00+00:00 ['600892.SHA', '600898.SHA']
    ======= 2016-07-13 15:00:00+00:00 0.0004153643513397773
    ********* 2016-07-14 15:00:00+00:00 ['600814.SHA', '002330.SZA']
    ======= 2016-07-14 15:00:00+00:00 0.001514137300063613
    ********* 2016-07-15 15:00:00+00:00 ['002612.SZA', '603008.SHA']
    ======= 2016-07-15 15:00:00+00:00 0.0032983235115957863
    ********* 2016-07-18 15:00:00+00:00 ['002612.SZA', '002520.SZA']
    ======= 2016-07-18 15:00:00+00:00 0.0017149322163075716
    ********* 2016-07-19 15:00:00+00:00 ['002520.SZA', '600301.SHA']
    ======= 2016-07-19 15:00:00+00:00 0.0007058862779566023
    
    ********* 2016-07-20 15:00:00+00:00 ['002406.SZA', '300435.SZA']
    ======= 2016-07-20 15:00:00+00:00 0.002648787751050739
    ********* 2016-07-21 15:00:00+00:00 ['600425.SHA', '601798.SHA']
    ======= 2016-07-21 15:00:00+00:00 0.0026487816673619025
    ********* 2016-07-22 15:00:00+00:00 ['603889.SHA', '600815.SHA']
    ======= 2016-07-22 15:00:00+00:00 0.0014716384703523215
    ********* 2016-07-25 15:00:00+00:00 ['600379.SHA', '603686.SHA']
    ======= 2016-07-25 15:00:00+00:00 0.00033889212477260526
    ********* 2016-07-26 15:00:00+00:00 ['600379.SHA', '600230.SHA']
    ======= 2016-07-26 15:00:00+00:00 0.0003831131782796298
    ********* 2016-07-27 15:00:00+00:00 ['600556.SHA', '300481.SZA']
    ======= 2016-07-27 15:00:00+00:00 0.008726614053797582
    ********* 2016-07-28 15:00:00+00:00 ['002798.SZA', '300508.SZA']
    ======= 2016-07-28 15:00:00+00:00 0.0017183733581374373
    ********* 2016-07-29 15:00:00+00:00 ['600180.SHA', '600241.SHA']
    ======= 2016-07-29 15:00:00+00:00 0.0003788326125166379
    ********* 2016-08-01 15:00:00+00:00 ['002112.SZA', '002798.SZA']
    ======= 2016-08-01 15:00:00+00:00 0.002329550337164621
    ********* 2016-08-02 15:00:00+00:00 ['300508.SZA', '300513.SZA']
    ======= 2016-08-02 15:00:00+00:00 0.0007301749962802639
    ********* 2016-08-03 15:00:00+00:00 ['002112.SZA', '300516.SZA']
    ======= 2016-08-03 15:00:00+00:00 0.001988795423126997
    ********* 2016-08-04 15:00:00+00:00 ['601611.SHA', '603996.SHA']
    ======= 2016-08-04 15:00:00+00:00 0.0031038670275458677
    ********* 2016-08-05 15:00:00+00:00 ['002112.SZA', '601388.SHA']
    ======= 2016-08-05 15:00:00+00:00 0.0032193558811227808
    ********* 2016-08-08 15:00:00+00:00 ['002112.SZA', '603131.SHA']
    ======= 2016-08-08 15:00:00+00:00 0.006746356127749546
    ********* 2016-08-09 15:00:00+00:00 ['002112.SZA', '600556.SHA']
    ======= 2016-08-09 15:00:00+00:00 0.004027280943264815
    ********* 2016-08-10 15:00:00+00:00 ['300372.SZA', '600452.SHA']
    ======= 2016-08-10 15:00:00+00:00 0.04335989155520248
    ********* 2016-08-11 15:00:00+00:00 ['300372.SZA', '300493.SZA']
    ======= 2016-08-11 15:00:00+00:00 0.03764366534101531
    ********* 2016-08-12 15:00:00+00:00 ['300493.SZA', '600724.SHA']
    ======= 2016-08-12 15:00:00+00:00 0.0009879647020497751
    ********* 2016-08-15 15:00:00+00:00 ['600725.SHA', '600608.SHA']
    ======= 2016-08-15 15:00:00+00:00 0.000814939230467755
    ********* 2016-08-16 15:00:00+00:00 ['300372.SZA', '600091.SHA']
    ======= 2016-08-16 15:00:00+00:00 0.02804083103742518
    ********* 2016-08-17 15:00:00+00:00 ['300372.SZA', '600760.SHA']
    ======= 2016-08-17 15:00:00+00:00 0.02874790761362096
    ********* 2016-08-18 15:00:00+00:00 ['601898.SHA', '300362.SZA']
    ======= 2016-08-18 15:00:00+00:00 0.000433212241457631
    ********* 2016-08-19 15:00:00+00:00 ['600033.SHA', '603939.SHA']
    ======= 2016-08-19 15:00:00+00:00 0.0022729776301128584
    ********* 2016-08-22 15:00:00+00:00 ['300450.SZA', '000993.SZA']
    ======= 2016-08-22 15:00:00+00:00 0.0020029366370977407
    ********* 2016-08-23 15:00:00+00:00 ['002422.SZA', '002267.SZA']
    ======= 2016-08-23 15:00:00+00:00 0.0005354603126294904
    ********* 2016-08-24 15:00:00+00:00 ['000951.SZA', '002332.SZA']
    ======= 2016-08-24 15:00:00+00:00 0.0007375332820835143
    ********* 2016-08-25 15:00:00+00:00 ['000638.SZA', '603696.SHA']
    ======= 2016-08-25 15:00:00+00:00 0.005043634856491471
    ********* 2016-08-26 15:00:00+00:00 ['000638.SZA', '002697.SZA']
    ======= 2016-08-26 15:00:00+00:00 0.00391553108308572
    ********* 2016-08-29 15:00:00+00:00 ['600393.SHA', '002473.SZA']
    ======= 2016-08-29 15:00:00+00:00 0.0005402409182784111
    ********* 2016-08-30 15:00:00+00:00 ['600393.SHA', '000965.SZA']
    ======= 2016-08-30 15:00:00+00:00 0.0006545111995890988
    ********* 2016-08-31 15:00:00+00:00 ['002684.SZA', '300200.SZA']
    ======= 2016-08-31 15:00:00+00:00 0.0004191207689381571
    ********* 2016-09-01 15:00:00+00:00 ['600356.SHA', '600814.SHA']
    ======= 2016-09-01 15:00:00+00:00 0.0010674849741981697
    ********* 2016-09-02 15:00:00+00:00 ['600238.SHA', '600882.SHA']
    ======= 2016-09-02 15:00:00+00:00 0.0006702077814958109
    ********* 2016-09-05 15:00:00+00:00 ['603555.SHA', '300419.SZA']
    ======= 2016-09-05 15:00:00+00:00 0.0006890841389449828
    ********* 2016-09-06 15:00:00+00:00 ['601116.SHA', '603315.SHA']
    ======= 2016-09-06 15:00:00+00:00 0.00044202382408216074
    ********* 2016-09-07 15:00:00+00:00 ['603315.SHA', '000695.SZA']
    ======= 2016-09-07 15:00:00+00:00 0.0010322002835468798
    ********* 2016-09-08 15:00:00+00:00 ['601116.SHA', '002203.SZA']
    ======= 2016-09-08 15:00:00+00:00 0.00034340608888439375
    ********* 2016-09-09 15:00:00+00:00 ['002419.SZA', '600269.SHA']
    ======= 2016-09-09 15:00:00+00:00 0.00037735768335026124
    ********* 2016-09-12 15:00:00+00:00 ['600230.SHA', '000048.SZA']
    ======= 2016-09-12 15:00:00+00:00 0.0012380122023479905
    ********* 2016-09-13 15:00:00+00:00 ['600725.SHA', '000622.SZA']
    ======= 2016-09-13 15:00:00+00:00 0.0015633510397564821
    ********* 2016-09-14 15:00:00+00:00 ['600234.SHA', '000581.SZA']
    ======= 2016-09-14 15:00:00+00:00 0.000684830131417261
    ********* 2016-09-19 15:00:00+00:00 ['600230.SHA', '600234.SHA']
    ======= 2016-09-19 15:00:00+00:00 0.0009427564022316258
    ********* 2016-09-20 15:00:00+00:00 ['002370.SZA', '000638.SZA']
    ======= 2016-09-20 15:00:00+00:00 0.00030210526109131366
    ********* 2016-09-21 15:00:00+00:00 ['002530.SZA', '600866.SHA']
    ======= 2016-09-21 15:00:00+00:00 0.00023404115408346302
    ********* 2016-09-22 15:00:00+00:00 ['601126.SHA', '002595.SZA']
    ======= 2016-09-22 15:00:00+00:00 0.0005753157867633623
    ********* 2016-09-23 15:00:00+00:00 ['300523.SZA', '603322.SHA']
    ======= 2016-09-23 15:00:00+00:00 0.0006326905526560549
    ********* 2016-09-26 15:00:00+00:00 ['300523.SZA', '600977.SHA']
    ======= 2016-09-26 15:00:00+00:00 0.0005970739143367044
    ********* 2016-09-27 15:00:00+00:00 ['601811.SHA', '300529.SZA']
    ======= 2016-09-27 15:00:00+00:00 0.002243309928950478
    ********* 2016-09-28 15:00:00+00:00 ['300292.SZA', '600977.SHA']
    ======= 2016-09-28 15:00:00+00:00 0.006477833893377101
    ********* 2016-09-29 15:00:00+00:00 ['601811.SHA', '300451.SZA']
    ======= 2016-09-29 15:00:00+00:00 0.002653642826136627
    ********* 2016-09-30 15:00:00+00:00 ['300292.SZA', '300242.SZA']
    ======= 2016-09-30 15:00:00+00:00 0.00745986586534698
    ********* 2016-10-10 15:00:00+00:00 ['300292.SZA', '300428.SZA']
    ======= 2016-10-10 15:00:00+00:00 0.007600536529631118
    ********* 2016-10-11 15:00:00+00:00 ['002802.SZA', '300313.SZA']
    ======= 2016-10-11 15:00:00+00:00 0.0014818535278420296
    ********* 2016-10-12 15:00:00+00:00 ['002382.SZA', '600793.SHA']
    ======= 2016-10-12 15:00:00+00:00 0.0005814478158099596
    ********* 2016-10-13 15:00:00+00:00 ['002293.SZA', '002487.SZA']
    ======= 2016-10-13 15:00:00+00:00 0.0002511930826512292
    ********* 2016-10-14 15:00:00+00:00 ['002423.SZA', '600569.SHA']
    ======= 2016-10-14 15:00:00+00:00 0.0007884781035843507
    ********* 2016-10-17 15:00:00+00:00 ['600539.SHA', '601139.SHA']
    ======= 2016-10-17 15:00:00+00:00 0.0005922494738291476
    ********* 2016-10-18 15:00:00+00:00 ['601139.SHA', '002343.SZA']
    ======= 2016-10-18 15:00:00+00:00 0.00015624141157810623
    ********* 2016-10-19 15:00:00+00:00 ['000022.SZA', '300387.SZA']
    ======= 2016-10-19 15:00:00+00:00 0.000335265839568954
    ********* 2016-10-20 15:00:00+00:00 ['600615.SHA', '000899.SZA']
    ======= 2016-10-20 15:00:00+00:00 0.000935083844481898
    ********* 2016-10-21 15:00:00+00:00 ['300442.SZA', '002380.SZA']
    ======= 2016-10-21 15:00:00+00:00 0.000498465341511429
    ********* 2016-10-24 15:00:00+00:00 ['601098.SHA', '000899.SZA']
    ======= 2016-10-24 15:00:00+00:00 8.887902605565399e-05
    ********* 2016-10-25 15:00:00+00:00 ['002485.SZA', '600806.SHA']
    ======= 2016-10-25 15:00:00+00:00 0.00029255911695485445
    ********* 2016-10-26 15:00:00+00:00 ['300041.SZA', '600299.SHA']
    ======= 2016-10-26 15:00:00+00:00 0.0015262065816054628
    ********* 2016-10-27 15:00:00+00:00 ['603088.SHA', '002295.SZA']
    ======= 2016-10-27 15:00:00+00:00 0.00034596909667194926
    ********* 2016-10-28 15:00:00+00:00 ['002527.SZA', '600476.SHA']
    ======= 2016-10-28 15:00:00+00:00 0.0008526276661835208
    ********* 2016-10-31 15:00:00+00:00 ['300239.SZA', '300034.SZA']
    ======= 2016-10-31 15:00:00+00:00 0.0020086041887482035
    ********* 2016-11-01 15:00:00+00:00 ['600793.SHA', '002487.SZA']
    ======= 2016-11-01 15:00:00+00:00 0.0003358643517679664
    ********* 2016-11-02 15:00:00+00:00 ['300215.SZA', '603015.SHA']
    ======= 2016-11-02 15:00:00+00:00 0.002098257897080773
    ********* 2016-11-03 15:00:00+00:00 ['600483.SHA', '600548.SHA']
    ======= 2016-11-03 15:00:00+00:00 0.0010561062925548339
    ********* 2016-11-04 15:00:00+00:00 ['300301.SZA', '600302.SHA']
    ======= 2016-11-04 15:00:00+00:00 0.0020291561607141493
    ********* 2016-11-07 15:00:00+00:00 ['600295.SHA', '300259.SZA']
    ======= 2016-11-07 15:00:00+00:00 0.0014557532207097716
    ********* 2016-11-08 15:00:00+00:00 ['000616.SZA', '300057.SZA']
    ======= 2016-11-08 15:00:00+00:00 0.0018560452501732148
    ********* 2016-11-09 15:00:00+00:00 ['601579.SHA', '601965.SHA']
    ======= 2016-11-09 15:00:00+00:00 0.001336163066627132
    ********* 2016-11-10 15:00:00+00:00 ['002409.SZA', '603899.SHA']
    ======= 2016-11-10 15:00:00+00:00 0.00029238616328048847
    ********* 2016-11-11 15:00:00+00:00 ['600758.SHA', '600429.SHA']
    ======= 2016-11-11 15:00:00+00:00 0.007244968150283373
    ********* 2016-11-14 15:00:00+00:00 ['603288.SHA', '002107.SZA']
    ======= 2016-11-14 15:00:00+00:00 0.00016119559283886545
    ********* 2016-11-15 15:00:00+00:00 ['002484.SZA', '002768.SZA']
    ======= 2016-11-15 15:00:00+00:00 0.0007099225694886992
    ********* 2016-11-16 15:00:00+00:00 ['002275.SZA', '600004.SHA']
    ======= 2016-11-16 15:00:00+00:00 0.00026498611770086824
    ********* 2016-11-17 15:00:00+00:00 ['002209.SZA', '002380.SZA']
    ======= 2016-11-17 15:00:00+00:00 0.0005356174479232725
    ********* 2016-11-18 15:00:00+00:00 ['002209.SZA', '601566.SHA']
    ======= 2016-11-18 15:00:00+00:00 0.0005816063555356885
    ********* 2016-11-21 15:00:00+00:00 ['600186.SHA', '002083.SZA']
    ======= 2016-11-21 15:00:00+00:00 0.003324318732347642
    ********* 2016-11-22 15:00:00+00:00 ['600091.SHA', '300389.SZA']
    ======= 2016-11-22 15:00:00+00:00 0.0006519360338397765
    ********* 2016-11-23 15:00:00+00:00 ['600091.SHA', '600520.SHA']
    ======= 2016-11-23 15:00:00+00:00 0.0006818340707155041
    ********* 2016-11-24 15:00:00+00:00 ['000557.SZA', '300112.SZA']
    ======= 2016-11-24 15:00:00+00:00 0.0026794401948656444
    ********* 2016-11-25 15:00:00+00:00 ['000004.SZA', '600262.SHA']
    ======= 2016-11-25 15:00:00+00:00 0.0007272399686378096
    ********* 2016-11-28 15:00:00+00:00 ['600866.SHA', '601799.SHA']
    ======= 2016-11-28 15:00:00+00:00 0.0018661348870164234
    ********* 2016-11-29 15:00:00+00:00 ['600605.SHA', '300260.SZA']
    ======= 2016-11-29 15:00:00+00:00 0.0011664293656794378
    ********* 2016-11-30 15:00:00+00:00 ['300321.SZA', '300154.SZA']
    ======= 2016-11-30 15:00:00+00:00 0.0004233279843986743
    ********* 2016-12-01 15:00:00+00:00 ['600723.SHA', '000856.SZA']
    ======= 2016-12-01 15:00:00+00:00 0.0007842756643645105
    ********* 2016-12-02 15:00:00+00:00 ['600671.SHA', '000525.SZA']
    ======= 2016-12-02 15:00:00+00:00 0.0009494410295766845
    ********* 2016-12-05 15:00:00+00:00 ['600149.SHA', '600265.SHA']
    ======= 2016-12-05 15:00:00+00:00 0.0032571975354059946
    ********* 2016-12-06 15:00:00+00:00 ['002473.SZA', '300415.SZA']
    ======= 2016-12-06 15:00:00+00:00 0.00041445523667390794
    ********* 2016-12-07 15:00:00+00:00 ['002703.SZA', '600573.SHA']
    ======= 2016-12-07 15:00:00+00:00 0.0015708272369564403
    ********* 2016-12-08 15:00:00+00:00 ['600317.SHA', '002658.SZA']
    ======= 2016-12-08 15:00:00+00:00 0.0006446935405914119
    ********* 2016-12-09 15:00:00+00:00 ['603007.SHA', '002207.SZA']
    ======= 2016-12-09 15:00:00+00:00 0.0015886365845295771
    ********* 2016-12-12 15:00:00+00:00 ['603067.SHA', '300549.SZA']
    ======= 2016-12-12 15:00:00+00:00 0.0038825396842371
    ********* 2016-12-13 15:00:00+00:00 ['300551.SZA', '300300.SZA']
    ======= 2016-12-13 15:00:00+00:00 0.001134072742429251
    ********* 2016-12-14 15:00:00+00:00 ['002703.SZA', '300300.SZA']
    ======= 2016-12-14 15:00:00+00:00 0.002033887064727018
    ********* 2016-12-15 15:00:00+00:00 ['603016.SHA', '002703.SZA']
    ======= 2016-12-15 15:00:00+00:00 0.0019352706079027687
    ********* 2016-12-16 15:00:00+00:00 ['603016.SHA', '603258.SHA']
    ======= 2016-12-16 15:00:00+00:00 0.0021584609402164065
    ********* 2016-12-19 15:00:00+00:00 ['002703.SZA', '600233.SHA']
    ======= 2016-12-19 15:00:00+00:00 0.001789923508451871
    ********* 2016-12-20 15:00:00+00:00 ['300520.SZA', '002801.SZA']
    ======= 2016-12-20 15:00:00+00:00 0.0004054605124973745
    ********* 2016-12-21 15:00:00+00:00 ['002288.SZA', '002801.SZA']
    ======= 2016-12-21 15:00:00+00:00 0.004170353199320498
    ********* 2016-12-22 15:00:00+00:00 ['002781.SZA', '002175.SZA']
    ======= 2016-12-22 15:00:00+00:00 0.003423601252665309
    ********* 2016-12-23 15:00:00+00:00 ['002787.SZA', '300507.SZA']
    ======= 2016-12-23 15:00:00+00:00 0.0022953411774176238
    ********* 2016-12-26 15:00:00+00:00 ['300532.SZA', '002818.SZA']
    ======= 2016-12-26 15:00:00+00:00 0.0008698146330413772
    ********* 2016-12-27 15:00:00+00:00 ['603858.SHA', '002801.SZA']
    ======= 2016-12-27 15:00:00+00:00 0.00024722183501304926
    ********* 2016-12-28 15:00:00+00:00 ['600773.SHA', '002816.SZA']
    ======= 2016-12-28 15:00:00+00:00 0.001385538589525204
    ********* 2016-12-29 15:00:00+00:00 ['002801.SZA', '300532.SZA']
    ======= 2016-12-29 15:00:00+00:00 0.0003532383852400041
    ********* 2016-12-30 15:00:00+00:00 ['300491.SZA', '300532.SZA']
    ======= 2016-12-30 15:00:00+00:00 0.0021043812080536912
    
    • 收益率172.12%
    • 年化收益率67.69%
    • 基准收益率-6.33%
    • 阿尔法0.59
    • 贝塔0.89
    • 夏普比率1.36
    • 胜率0.61
    • 盈亏比0.83
    • 收益波动率42.57%
    • 信息比率0.12
    • 最大回撤49.09%
    bigcharts-data-start/{"__type":"tabs","__id":"bigchart-759658d8561e46d3aa4e02f82c03bdcf"}/bigcharts-data-end