日内网格交易策略-分钟¶

策略思想¶

第一步：确定价格中枢、压力位和阻力位
第二步：确定网格的数量和间隔
第三步：当价格触碰到网格线时，若高于买入价，则每上升一格卖出m手；若低于买入价，则每下跌一格买入m手。

策略构建步骤¶

确定股票池和回测时间¶

通过证券代码列表输入回测的起止日期

确定买卖原则¶

当价格触碰到网格线时，若高于买入价，则每上升一格卖出m手；若低于买入价，则每下跌一格买入m手。

回测¶

通过 trade 模块中的初始化函数定义交易手续费和滑点；
通过 trade 模块中的主函数(handle函数)查看每日的买卖交易信号，按照买卖原则执行相应的买入/卖出/调仓操作。

策略详情¶

{"description":"实验创建于2021/12/6","graph":{"edges":[{"to_node_id":"-227:instruments","from_node_id":"-216:data"}],"nodes":[{"node_id":"-216","module_id":"BigQuantSpace.instruments.instruments-v2","parameters":[{"name":"start_date","value":"2021-05-01","type":"Literal","bound_global_parameter":null},{"name":"end_date","value":"2021-07-01","type":"Literal","bound_global_parameter":null},{"name":"market","value":"CN_FUTURE","type":"Literal","bound_global_parameter":null},{"name":"instrument_list","value":"RB2110.SHF","type":"Literal","bound_global_parameter":null},{"name":"max_count","value":0,"type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"rolling_conf","node_id":"-216"}],"output_ports":[{"name":"data","node_id":"-216"}],"cacheable":true,"seq_num":1,"comment":"","comment_collapsed":true},{"node_id":"-227","module_id":"BigQuantSpace.hftrade.hftrade-v2","parameters":[{"name":"start_date","value":"","type":"Literal","bound_global_parameter":null},{"name":"end_date","value":"","type":"Literal","bound_global_parameter":null},{"name":"initialize","value":"# 交易引擎：初始化函数，只执行一次\ndef bigquant_run(context):\n # 加载预测数据\n print(\"initialize\") \n context.ins = context.instruments[0]#从传入参数中获取需要交易的合约\n context.order_num = 1#下单手数\n context.set_universe(context.ins)#设置需要处理的合约\n context.last_grid = 0 # 储存前一个网格所处区间，用来和最新网格所处区间作比较\n context.closetime_day = \"14:58\"#日内策略白盘平仓时间，一般14:58\n context.closetime_night = \"22:58\"#日内策略夜盘平仓时间，一般22:58，注意有些商品夜盘收盘时间不一样","type":"Literal","bound_global_parameter":null},{"name":"before_trading_start","value":"# 交易引擎：每个单位时间开盘前调用一次。\ndef bigquant_run(context, data):\n context.subscribe(context.ins) #注册合约\n\n # 记录上一次交易时网格范围的变化情况（例如从4区到5区，记为4,5）\n context.grid_change_last = [0,0]\n # 以前一日的收盘价为中枢价格\n context.center = data.history(context.ins,[\"close\"],1,\"1d\").iat[0,0]","type":"Literal","bound_global_parameter":null},{"name":"handle_tick","value":"# 交易引擎：tick数据处理函数，每个tick执行一次\ndef bigquant_run(context, data):\n pass\n","type":"Literal","bound_global_parameter":null},{"name":"handle_data","value":"def bigquant_run(context, data):\n from datetime import datetime,timedelta\n cur_date = data.current_dt\n cur_hm = cur_date.strftime('%H:%M') #time \n \n # 分别获取多头持仓和空头持仓\n position_long = context.get_position(context.ins, Direction.LONG)\n position_short = context.get_position(context.ins, Direction.SHORT)\n # 获取当前价格\n price = data.current(context.ins, \"close\")\n \n #部分品种夜盘收盘时间不一样，此时间表示指定的尾盘平仓时间往后偏移30分钟，这段时间内不能开新仓，只能平仓。给30分钟是为了足够的冗余\n closetime_nightshift = (datetime.strptime(context.closetime_night,'%H:%M') + timedelta(minutes = 30)).strftime('%H:%M') \n #尾盘平仓\n if((cur_hm>=context.closetime_day and cur_hm<=\"15:00\") or (cur_hm>=context.closetime_night and cur_hm<=closetime_nightshift)):\n if(position_long.current_qty != 0):\n rv = context.sell_close(context.ins, position_long.avail_qty, price, order_type=OrderType.MARKET)\n msg = \"{} 尾盘平多 for {} 最新价={} 下单函数返回={}\".format(str(data.current_dt),context.ins,str(price),str(rv))\n context.write_log(msg, stdout=1) #输出关键日志\n if(position_short.current_qty != 0):\n rv = context.buy_close(context.ins, position_short.avail_qty, price, order_type=OrderType.MARKET)\n msg = \"{} 尾盘平空 for {} 最新价={} 下单函数返回={}\".format(str(data.current_dt),context.ins,str(price),str(rv))\n context.write_log(msg, stdout=1) #输出关键日志\n #尾盘不开新仓，直接返回\n return\n \n # 设置网格和当前价格所处的网格区域\n band = np.array([0.91, 0.92, 0.93, 0.94, 0.95, 0.96, 0.97, 0.98, 0.99, 1, 1.01, 1.02, 1.03, 1.04, 1.05, 1.06, 1.07, 1.08, 1.09]) * context.center\n grid = pd.cut([price], band, labels=[1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18])[0]\n # 如果价格超出网格设置范围，则提示调节网格宽度和数量\n if np.isnan(grid):\n context.write_log(\"价格波动超过网格范围，可适当调节网格宽度和数量\", stdout=1) #输出关键日志\n # 如果新的价格所处网格区间和前一个价格所处的网格区间不同，说明触碰到了网格线，需要进行交易\n # 如果新网格大于前一天的网格，做空或平多\n if context.last_grid < grid:\n # 记录新旧格子范围（按照大小排序）\n grid_change_new = [context.last_grid,grid]\n # 几种例外：\n # 当last_grid = 0 时是初始阶段，不构成信号\n # 如果此时grid = 3，说明当前价格仅在开盘价之下的3区域中，没有突破网格线\n # 如果此时grid = 4，说明当前价格仅在开盘价之上的4区域中，没有突破网格线\n if context.last_grid == 0:\n context.last_grid = grid\n return\n if context.last_grid != 0:\n # 如果前一次开仓是4-5，这一次是5-4，算是没有突破，不成交\n if grid_change_new != context.grid_change_last:\n # 更新前一次的数据\n context.last_grid = grid\n context.grid_change_last = grid_change_new\n # 如果有多仓，平多\n if position_long.current_qty != 0:\n rv = context.sell_close(context.ins,context.order_num, price, order_type=OrderType.MARKET)\n msg = \"{} 平多 for {} 最新价={} 下单函数返回={}\".format(str(data.current_dt),context.ins,str(price),str(rv))\n context.write_log(msg, stdout=1) #输出关键日志\n # 否则，做空\n if not position_long.current_qty != 0:\n rv = context.sell_open(context.ins, context.order_num, price, order_type=OrderType.MARKET)\n msg = \"{} 开空 for {} 最新价={} 下单函数返回={}\".format(str(data.current_dt),context.ins,str(price),str(rv))\n context.write_log(msg, stdout=1) #输出关键日志\n \n # 如果新网格小于前一天的网格，做多或平空\n if context.last_grid > grid:\n # 记录新旧格子范围（按照大小排序）\n grid_change_new = [grid,context.last_grid]\n # 几种例外：\n # 当last_grid = 0 时是初始阶段，不构成信号\n # 如果此时grid = 3，说明当前价格仅在开盘价之下的3区域中，没有突破网格线\n # 如果此时grid = 4，说明当前价格仅在开盘价之上的4区域中，没有突破网格线\n if context.last_grid == 0:\n context.last_grid = grid\n return\n if context.last_grid != 0:\n # 如果前一次开仓是4-5，这一次是5-4，算是没有突破，不成交\n if grid_change_new != context.grid_change_last:\n # 更新前一次的数据\n context.last_grid = grid\n context.grid_change_last = grid_change_new\n # 如果有空仓，平空\n if position_short.current_qty != 0:\n rv = context.buy_close(context.ins, context.order_num, price, order_type=OrderType.MARKET)\n msg = \"{} 平空 for {} 最新价={} 下单函数返回={}\".format(str(data.current_dt),context.ins,str(price),str(rv))\n context.write_log(msg, stdout=1) #输出关键日志\n # 否则，做多\n if not position_short:\n rv = context.buy_open(context.ins, context.order_num, price, order_type=OrderType.MARKET)\n msg = \"{} 开多 for {} 最新价={} 下单函数返回={}\".format(str(data.current_dt),context.ins,str(price),str(rv))\n context.write_log(msg, stdout=1) #输出关键日志\n \n # 设计一个止损条件：当持仓量达到10手，全部平仓\n if position_long.current_qty == 10 or position_long.current_qty == 10:\n context.write_log('触发止损，全部平仓', stdout=1) #输出关键日志\n if(position_long.current_qty != 0):\n rv = context.sell_close(context.ins, position_long.avail_qty, price, order_type=OrderType.MARKET)\n msg = \"{} 止损平多 for {} 最新价={} 下单函数返回={}\".format(str(data.current_dt),context.ins,str(price),str(rv))\n context.write_log(msg, stdout=1) #输出关键日志\n if(position_short.current_qty != 0):\n rv = context.buy_close(context.ins, position_short.avail_qty, price, order_type=OrderType.MARKET)\n msg = \"{} 止损平空 for {} 最新价={} 下单函数返回={}\".format(str(data.current_dt),context.ins,str(price),str(rv))\n context.write_log(msg, stdout=1) #输出关键日志\n","type":"Literal","bound_global_parameter":null},{"name":"handle_trade","value":"# 交易引擎：成交回报处理函数，每个成交发生时执行一次\ndef bigquant_run(context, data):\n msg = \"handle_trade data:{}\".format(data.log_str())\n context.write_log(msg, stdout=1) \n # 分别获取最新的多头持仓和空头持仓\n position_long = context.get_position(data.symbol, Direction.LONG)\n position_short = context.get_position(data.symbol, Direction.SHORT)\n msg = \"当前多头持仓:{} 当前空头持仓:{}\".format(str(position_long),str(position_short))\n context.write_log(msg, stdout=1)\n","type":"Literal","bound_global_parameter":null},{"name":"handle_order","value":"# 交易引擎：委托回报处理函数，每个委托变化时执行一次\ndef bigquant_run(context, data):\n pass\n","type":"Literal","bound_global_parameter":null},{"name":"after_trading","value":"# 交易引擎：盘后处理函数，每日盘后执行一次\ndef bigquant_run(context, data):\n pass\n","type":"Literal","bound_global_parameter":null},{"name":"capital_base","value":"50000","type":"Literal","bound_global_parameter":null},{"name":"frequency","value":"minute","type":"Literal","bound_global_parameter":null},{"name":"price_type","value":"真实价格","type":"Literal","bound_global_parameter":null},{"name":"product_type","value":"期货","type":"Literal","bound_global_parameter":null},{"name":"before_start_days","value":"0","type":"Literal","bound_global_parameter":null},{"name":"benchmark","value":"000300.HIX","type":"Literal","bound_global_parameter":null},{"name":"plot_charts","value":"True","type":"Literal","bound_global_parameter":null},{"name":"disable_cache","value":"False","type":"Literal","bound_global_parameter":null},{"name":"show_debug_info","value":"False","type":"Literal","bound_global_parameter":null},{"name":"backtest_only","value":"False","type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"instruments","node_id":"-227"},{"name":"options_data","node_id":"-227"},{"name":"history_ds","node_id":"-227"},{"name":"benchmark_ds","node_id":"-227"}],"output_ports":[{"name":"raw_perf","node_id":"-227"}],"cacheable":false,"seq_num":2,"comment":"","comment_collapsed":true}],"node_layout":"<node_postions><node_position Node='-216' Position='-84.799973487854,105.03092956542969,200,200'/><node_position Node='-227' Position='-19.319576263427734,181.62269592285156,200,200'/></node_postions>"},"nodes_readonly":false,"studio_version":"v2"}

In [3]:

# 本代码由可视化策略环境自动生成 2021年12月13日 13:57
# 本代码单元只能在可视化模式下编辑。您也可以拷贝代码，粘贴到新建的代码单元或者策略，然后修改。


# 交易引擎：初始化函数，只执行一次
def m2_initialize_bigquant_run(context):
    # 加载预测数据
    print("initialize")  
    context.ins = context.instruments[0]#从传入参数中获取需要交易的合约
    context.order_num = 1#下单手数
    context.set_universe(context.ins)#设置需要处理的合约
    context.last_grid = 0 # 储存前一个网格所处区间，用来和最新网格所处区间作比较
    context.closetime_day = "14:58"#日内策略白盘平仓时间，一般14:58
    context.closetime_night = "22:58"#日内策略夜盘平仓时间，一般22:58，注意有些商品夜盘收盘时间不一样
# 交易引擎：每个单位时间开盘前调用一次。
def m2_before_trading_start_bigquant_run(context, data):
    context.subscribe(context.ins) #注册合约

    # 记录上一次交易时网格范围的变化情况（例如从4区到5区，记为4,5）
    context.grid_change_last = [0,0]
    # 以前一日的收盘价为中枢价格
    context.center = data.history(context.ins,["close"],1,"1d").iat[0,0]
# 交易引擎：tick数据处理函数，每个tick执行一次
def m2_handle_tick_bigquant_run(context, data):
    pass

def m2_handle_data_bigquant_run(context, data):
    from datetime import datetime,timedelta
    cur_date =  data.current_dt
    cur_hm = cur_date.strftime('%H:%M') #time  
    
    # 分别获取多头持仓和空头持仓
    position_long = context.get_position(context.ins, Direction.LONG)
    position_short = context.get_position(context.ins, Direction.SHORT)
    # 获取当前价格
    price = data.current(context.ins, "close")
    
    #部分品种夜盘收盘时间不一样，此时间表示指定的尾盘平仓时间往后偏移30分钟，这段时间内不能开新仓，只能平仓。给30分钟是为了足够的冗余
    closetime_nightshift = (datetime.strptime(context.closetime_night,'%H:%M') + timedelta(minutes = 30)).strftime('%H:%M')  
    #尾盘平仓
    if((cur_hm>=context.closetime_day and cur_hm<="15:00") or (cur_hm>=context.closetime_night and cur_hm<=closetime_nightshift)):
        if(position_long.current_qty != 0):
            rv = context.sell_close(context.ins, position_long.avail_qty, price, order_type=OrderType.MARKET)
            msg = "{} 尾盘平多 for {}  最新价={} 下单函数返回={}".format(str(data.current_dt),context.ins,str(price),str(rv))
            context.write_log(msg, stdout=1) #输出关键日志
        if(position_short.current_qty != 0):
            rv = context.buy_close(context.ins, position_short.avail_qty, price, order_type=OrderType.MARKET)
            msg = "{} 尾盘平空 for {}  最新价={} 下单函数返回={}".format(str(data.current_dt),context.ins,str(price),str(rv))
            context.write_log(msg, stdout=1) #输出关键日志
        #尾盘不开新仓，直接返回
        return
        
    # 设置网格和当前价格所处的网格区域
    band = np.array([0.91, 0.92, 0.93, 0.94, 0.95, 0.96, 0.97, 0.98, 0.99, 1, 1.01, 1.02, 1.03, 1.04, 1.05, 1.06, 1.07, 1.08, 1.09]) * context.center
    grid = pd.cut([price], band, labels=[1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18])[0]
    # 如果价格超出网格设置范围，则提示调节网格宽度和数量
    if np.isnan(grid):
        context.write_log("价格波动超过网格范围，可适当调节网格宽度和数量", stdout=1) #输出关键日志
    # 如果新的价格所处网格区间和前一个价格所处的网格区间不同，说明触碰到了网格线，需要进行交易
    # 如果新网格大于前一天的网格，做空或平多
    if context.last_grid < grid:
        # 记录新旧格子范围（按照大小排序）
        grid_change_new = [context.last_grid,grid]
        # 几种例外：
        # 当last_grid = 0 时是初始阶段，不构成信号
        # 如果此时grid = 3，说明当前价格仅在开盘价之下的3区域中，没有突破网格线
        # 如果此时grid = 4，说明当前价格仅在开盘价之上的4区域中，没有突破网格线
        if context.last_grid == 0:
            context.last_grid = grid
            return
        if context.last_grid != 0:
            # 如果前一次开仓是4-5，这一次是5-4，算是没有突破，不成交
            if grid_change_new != context.grid_change_last:
                # 更新前一次的数据
                context.last_grid = grid
                context.grid_change_last = grid_change_new
                # 如果有多仓，平多
                if position_long.current_qty != 0:
                    rv = context.sell_close(context.ins,context.order_num, price, order_type=OrderType.MARKET)
                    msg = "{} 平多 for {}  最新价={} 下单函数返回={}".format(str(data.current_dt),context.ins,str(price),str(rv))
                    context.write_log(msg, stdout=1) #输出关键日志
                # 否则，做空
                if not position_long.current_qty != 0:
                    rv = context.sell_open(context.ins, context.order_num, price, order_type=OrderType.MARKET)
                    msg = "{} 开空 for {}  最新价={} 下单函数返回={}".format(str(data.current_dt),context.ins,str(price),str(rv))
                    context.write_log(msg, stdout=1) #输出关键日志
                    
    # 如果新网格小于前一天的网格，做多或平空
    if context.last_grid > grid:
        # 记录新旧格子范围（按照大小排序）
        grid_change_new = [grid,context.last_grid]
        # 几种例外：
        # 当last_grid = 0 时是初始阶段，不构成信号
        # 如果此时grid = 3，说明当前价格仅在开盘价之下的3区域中，没有突破网格线
        # 如果此时grid = 4，说明当前价格仅在开盘价之上的4区域中，没有突破网格线
        if context.last_grid == 0:
            context.last_grid = grid
            return
        if context.last_grid != 0:
            # 如果前一次开仓是4-5，这一次是5-4，算是没有突破，不成交
            if grid_change_new != context.grid_change_last:
                # 更新前一次的数据
                context.last_grid = grid
                context.grid_change_last = grid_change_new
                # 如果有空仓，平空
                if position_short.current_qty != 0:
                    rv = context.buy_close(context.ins, context.order_num, price, order_type=OrderType.MARKET)
                    msg = "{} 平空 for {}  最新价={} 下单函数返回={}".format(str(data.current_dt),context.ins,str(price),str(rv))
                    context.write_log(msg, stdout=1) #输出关键日志
                # 否则，做多
                if not position_short:
                    rv = context.buy_open(context.ins, context.order_num, price, order_type=OrderType.MARKET)
                    msg = "{} 开多 for {}  最新价={} 下单函数返回={}".format(str(data.current_dt),context.ins,str(price),str(rv))
                    context.write_log(msg, stdout=1) #输出关键日志
                        
    # 设计一个止损条件：当持仓量达到10手，全部平仓
    if position_long.current_qty == 10 or position_long.current_qty == 10:
        context.write_log('触发止损，全部平仓', stdout=1) #输出关键日志
        if(position_long.current_qty != 0):
            rv = context.sell_close(context.ins, position_long.avail_qty, price, order_type=OrderType.MARKET)
            msg = "{} 止损平多 for {}  最新价={} 下单函数返回={}".format(str(data.current_dt),context.ins,str(price),str(rv))
            context.write_log(msg, stdout=1) #输出关键日志
        if(position_short.current_qty != 0):
            rv = context.buy_close(context.ins, position_short.avail_qty, price, order_type=OrderType.MARKET)
            msg = "{} 止损平空 for {}  最新价={} 下单函数返回={}".format(str(data.current_dt),context.ins,str(price),str(rv))
            context.write_log(msg, stdout=1) #输出关键日志

# 交易引擎：成交回报处理函数，每个成交发生时执行一次
def m2_handle_trade_bigquant_run(context, data):
    msg = "handle_trade data:{}".format(data.log_str())
    context.write_log(msg, stdout=1) 
    # 分别获取最新的多头持仓和空头持仓
    position_long = context.get_position(data.symbol, Direction.LONG)
    position_short = context.get_position(data.symbol, Direction.SHORT)
    msg = "当前多头持仓:{} 当前空头持仓:{}".format(str(position_long),str(position_short))
    context.write_log(msg, stdout=1)

# 交易引擎：委托回报处理函数，每个委托变化时执行一次
def m2_handle_order_bigquant_run(context, data):
    pass

# 交易引擎：盘后处理函数，每日盘后执行一次
def m2_after_trading_bigquant_run(context, data):
    pass


m1 = M.instruments.v2(
    start_date='2021-05-01',
    end_date='2021-07-01',
    market='CN_FUTURE',
    instrument_list='RB2110.SHF',
    max_count=0
)

m2 = M.hftrade.v2(
    instruments=m1.data,
    start_date='',
    end_date='',
    initialize=m2_initialize_bigquant_run,
    before_trading_start=m2_before_trading_start_bigquant_run,
    handle_tick=m2_handle_tick_bigquant_run,
    handle_data=m2_handle_data_bigquant_run,
    handle_trade=m2_handle_trade_bigquant_run,
    handle_order=m2_handle_order_bigquant_run,
    after_trading=m2_after_trading_bigquant_run,
    capital_base=50000,
    frequency='minute',
    price_type='真实价格',
    product_type='期货',
    before_start_days='0',
    benchmark='000300.HIX',
    plot_charts=True,
    disable_cache=False,
    show_debug_info=False,
    backtest_only=False
)

[2021-12-10 16:04:17.627876] INFO: moduleinvoker: instruments.v2 开始运行..

[2021-12-10 16:04:17.642137] INFO: moduleinvoker: 命中缓存

[2021-12-10 16:04:17.643803] INFO: moduleinvoker: instruments.v2 运行完成[0.015949s].

[2021-12-10 16:04:17.695968] INFO: moduleinvoker: hfbacktest.v1 开始运行..

[2021-12-10 16:04:17.701068] INFO: hfbacktest: biglearning V1.3.8

[2021-12-10 16:04:17.702477] INFO: hfbacktest: bigtrader v1.8.0 2021-12-06

[2021-12-10 16:04:17.766117] INFO: moduleinvoker: cached.v2 开始运行..

[2021-12-10 16:04:17.776817] INFO: moduleinvoker: 命中缓存

[2021-12-10 16:04:17.778659] INFO: moduleinvoker: cached.v2 运行完成[0.012555s].

[2021-12-10 16:04:17.838974] INFO: moduleinvoker: cached.v2 开始运行..

[2021-12-10 16:04:17.846320] INFO: moduleinvoker: 命中缓存

[2021-12-10 16:04:17.847922] INFO: moduleinvoker: cached.v2 运行完成[0.008961s].

[2021-12-10 16:04:17.919394] INFO: moduleinvoker: cached.v2 开始运行..

[2021-12-10 16:04:17.931476] INFO: moduleinvoker: 命中缓存

[2021-12-10 16:04:17.933123] INFO: moduleinvoker: cached.v2 运行完成[0.013745s].

[2021-12-10 16:04:43.082295] INFO: hfbacktest: backtest done, raw_perf_ds:DataSource(5434741b5eaa4547bdeab01f172cd9fdT)

[2021-12-10 16:04:43.836267] INFO: moduleinvoker: hfbacktest.v1 运行完成[26.14032s].

[2021-12-10 16:04:43.837958] INFO: moduleinvoker: hftrade.v2 运行完成[26.188052s].

initialize
2021-12-10 16:04:21.014283 strategy(bkt999,): 2021-05-06 09:03:00 开空 for RB2110.SHF  最新价=5561.0 下单函数返回=0 
2021-12-10 16:04:21.017261 strategy(bkt999,): handle_trade data:[bkt999,1,RB2110.SHF,short,open,1,5561.0,1,20210506 09:04:00.000000,strategy] 
2021-12-10 16:04:21.017402 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:5561.0,last_price:5561.0) 
2021-12-10 16:04:21.056810 strategy(bkt999,): 2021-05-06 09:28:00 开空 for RB2110.SHF  最新价=5611.0 下单函数返回=0 
2021-12-10 16:04:21.060207 strategy(bkt999,): handle_trade data:[bkt999,2,RB2110.SHF,short,open,1,5610.0,2,20210506 09:29:00.000000,strategy] 
2021-12-10 16:04:21.060357 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:2,avail_qty:2,cost_price:5585.5,last_price:5610.0) 
2021-12-10 16:04:21.259771 strategy(bkt999,): 2021-05-06 13:58:00 开空 for RB2110.SHF  最新价=5663.0 下单函数返回=0 
2021-12-10 16:04:21.263009 strategy(bkt999,): handle_trade data:[bkt999,3,RB2110.SHF,short,open,1,5664.0,3,20210506 13:59:00.000000,strategy] 
2021-12-10 16:04:21.263150 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:3,avail_qty:3,cost_price:5611.667,last_price:5664.0) 
2021-12-10 16:04:21.351963 strategy(bkt999,): 2021-05-06 14:58:00 尾盘平空 for RB2110.SHF  最新价=5662.0 下单函数返回=0 
2021-12-10 16:04:21.355215 strategy(bkt999,): handle_trade data:[bkt999,4,RB2110.SHF,long,close_today,3,5662.0,4,20210506 14:59:00.000000,strategy] 
2021-12-10 16:04:21.355411 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:5611.667,last_price:5662.0) 
2021-12-10 16:04:21.920865 strategy(bkt999,): 2021-05-07 21:01:00 开空 for RB2110.SHF  最新价=5683.0 下单函数返回=0 
2021-12-10 16:04:21.923978 strategy(bkt999,): handle_trade data:[bkt999,5,RB2110.SHF,short,open,1,5682.0,5,20210507 21:02:00.000000,strategy] 
2021-12-10 16:04:21.924502 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:5682.0,last_price:5682.0) 
2021-12-10 16:04:22.106151 strategy(bkt999,): 2021-05-07 22:57:00 开空 for RB2110.SHF  最新价=5736.0 下单函数返回=0 
2021-12-10 16:04:22.108793 strategy(bkt999,): handle_trade data:[bkt999,6,RB2110.SHF,short,open,1,5736.0,6,20210507 22:58:00.000000,strategy] 
2021-12-10 16:04:22.108914 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:2,avail_qty:2,cost_price:5709.0,last_price:5736.0) 
2021-12-10 16:04:22.109931 strategy(bkt999,): 2021-05-07 22:58:00 尾盘平空 for RB2110.SHF  最新价=5731.0 下单函数返回=0 
2021-12-10 16:04:22.112184 strategy(bkt999,): handle_trade data:[bkt999,7,RB2110.SHF,long,close_today,2,5732.0,7,20210507 22:59:00.000000,strategy] 
2021-12-10 16:04:22.112297 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:5709.0,last_price:5732.0) 
2021-12-10 16:04:22.114956 strategy(bkt999,): 2021-05-10 09:01:00 开空 for RB2110.SHF  最新价=5956.0 下单函数返回=0 
2021-12-10 16:04:22.117986 strategy(bkt999,): handle_trade data:[bkt999,8,RB2110.SHF,short,open,1,5958.0,8,20210510 09:02:00.000000,strategy] 
2021-12-10 16:04:22.118101 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:5958.0,last_price:5958.0) 
2021-12-10 16:04:22.121427 strategy(bkt999,): 2021-05-10 09:03:00 开空 for RB2110.SHF  最新价=5985.0 下单函数返回=0 
2021-12-10 16:04:22.123844 strategy(bkt999,): handle_trade data:[bkt999,9,RB2110.SHF,short,open,1,5985.0,9,20210510 09:04:00.000000,strategy] 
2021-12-10 16:04:22.123955 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:2,avail_qty:2,cost_price:5971.5,last_price:5985.0) 
2021-12-10 16:04:22.418579 strategy(bkt999,): 2021-05-10 14:58:00 尾盘平空 for RB2110.SHF  最新价=6012.0 下单函数返回=0 
2021-12-10 16:04:22.421123 strategy(bkt999,): 2021-05-10 14:59:00 尾盘平空 for RB2110.SHF  最新价=6012.0 下单函数返回=0 
2021-12-10 16:04:22.423013 strategy(bkt999,): 2021-05-10 15:00:00 尾盘平空 for RB2110.SHF  最新价=6012.0 下单函数返回=0 
2021-12-10 16:04:22.440262 strategy(bkt999,): 2021-05-10 21:01:00 平空 for RB2110.SHF  最新价=6195.0 下单函数返回=0 
2021-12-10 16:04:22.442856 strategy(bkt999,): handle_trade data:[bkt999,13,RB2110.SHF,long,close,1,6193.0,10,20210510 21:02:00.000000,strategy] 
2021-12-10 16:04:22.442983 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:6012.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:5985.0,last_price:6193.0) 
2021-12-10 16:04:22.444864 strategy(bkt999,): 2021-05-10 21:02:00 平空 for RB2110.SHF  最新价=6170.0 下单函数返回=0 
2021-12-10 16:04:22.447446 strategy(bkt999,): handle_trade data:[bkt999,14,RB2110.SHF,long,close,1,6171.0,11,20210510 21:03:00.000000,strategy] 
2021-12-10 16:04:22.447568 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:6012.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:5985.0,last_price:6171.0) 
2021-12-10 16:04:22.807768 strategy(bkt999,): 2021-05-11 11:30:00 开空 for RB2110.SHF  最新价=6015.0 下单函数返回=0 
2021-12-10 16:04:22.810830 strategy(bkt999,): handle_trade data:[bkt999,15,RB2110.SHF,short,open,1,6020.0,12,20210511 13:31:00.000000,strategy] 
2021-12-10 16:04:22.810987 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:6012.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:6020.0,last_price:6020.0) 
2021-12-10 16:04:22.824716 strategy(bkt999,): 2021-05-11 13:39:00 开空 for RB2110.SHF  最新价=6077.0 下单函数返回=0 
2021-12-10 16:04:22.827597 strategy(bkt999,): handle_trade data:[bkt999,16,RB2110.SHF,short,open,1,6077.0,13,20210511 13:40:00.000000,strategy] 
2021-12-10 16:04:22.827737 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:6012.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:2,avail_qty:2,cost_price:6048.5,last_price:6077.0) 
2021-12-10 16:04:22.876582 strategy(bkt999,): 2021-05-11 14:12:00 开空 for RB2110.SHF  最新价=6137.0 下单函数返回=0 
2021-12-10 16:04:22.879409 strategy(bkt999,): handle_trade data:[bkt999,17,RB2110.SHF,short,open,1,6137.0,14,20210511 14:13:00.000000,strategy] 
2021-12-10 16:04:22.879567 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:6012.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:3,avail_qty:3,cost_price:6078.0,last_price:6137.0) 
2021-12-10 16:04:22.942423 strategy(bkt999,): 2021-05-11 14:58:00 尾盘平空 for RB2110.SHF  最新价=6085.0 下单函数返回=0 
2021-12-10 16:04:22.945333 strategy(bkt999,): handle_trade data:[bkt999,18,RB2110.SHF,long,close_today,3,6084.0,15,20210511 14:59:00.000000,strategy] 
2021-12-10 16:04:22.945925 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:6012.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:6078.0,last_price:6084.0) 
2021-12-10 16:04:22.969232 strategy(bkt999,): 2021-05-11 21:03:00 开空 for RB2110.SHF  最新价=6090.0 下单函数返回=0 
2021-12-10 16:04:22.972508 strategy(bkt999,): handle_trade data:[bkt999,19,RB2110.SHF,short,open,1,6088.0,16,20210511 21:04:00.000000,strategy] 
2021-12-10 16:04:22.972662 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:6088.0,last_price:6088.0) 
2021-12-10 16:04:23.008471 strategy(bkt999,): 2021-05-11 21:25:00 平空 for RB2110.SHF  最新价=6025.0 下单函数返回=0 
2021-12-10 16:04:23.011344 strategy(bkt999,): handle_trade data:[bkt999,20,RB2110.SHF,long,close_today,1,6024.0,17,20210511 21:26:00.000000,strategy] 
2021-12-10 16:04:23.011492 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:6088.0,last_price:6024.0) 
2021-12-10 16:04:23.025056 strategy(bkt999,): 2021-05-11 21:33:00 开空 for RB2110.SHF  最新价=6031.0 下单函数返回=0 
2021-12-10 16:04:23.028175 strategy(bkt999,): handle_trade data:[bkt999,21,RB2110.SHF,short,open,1,6031.0,18,20210511 21:34:00.000000,strategy] 
2021-12-10 16:04:23.028319 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:6031.0,last_price:6031.0) 
2021-12-10 16:04:23.150008 strategy(bkt999,): 2021-05-11 22:58:00 尾盘平空 for RB2110.SHF  最新价=6064.0 下单函数返回=0 
2021-12-10 16:04:23.152647 strategy(bkt999,): handle_trade data:[bkt999,22,RB2110.SHF,long,close_today,1,6064.0,19,20210511 22:59:00.000000,strategy] 
2021-12-10 16:04:23.153100 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:6031.0,last_price:6064.0) 
2021-12-10 16:04:23.156143 strategy(bkt999,): 2021-05-12 09:01:00 开空 for RB2110.SHF  最新价=6088.0 下单函数返回=0 
2021-12-10 16:04:23.159006 strategy(bkt999,): handle_trade data:[bkt999,23,RB2110.SHF,short,open,1,6087.0,20,20210512 09:02:00.000000,strategy] 
2021-12-10 16:04:23.159584 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:6087.0,last_price:6087.0) 
2021-12-10 16:04:23.388886 strategy(bkt999,): 2021-05-12 13:54:00 开空 for RB2110.SHF  最新价=6149.0 下单函数返回=0 
2021-12-10 16:04:23.391511 strategy(bkt999,): handle_trade data:[bkt999,24,RB2110.SHF,short,open,1,6149.0,21,20210512 13:55:00.000000,strategy] 
2021-12-10 16:04:23.391646 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:2,avail_qty:2,cost_price:6118.0,last_price:6149.0) 
2021-12-10 16:04:23.472252 strategy(bkt999,): 2021-05-12 14:58:00 尾盘平空 for RB2110.SHF  最新价=6170.0 下单函数返回=0 
2021-12-10 16:04:23.474733 strategy(bkt999,): handle_trade data:[bkt999,25,RB2110.SHF,long,close_today,2,6170.0,22,20210512 14:59:00.000000,strategy] 
2021-12-10 16:04:23.474862 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:6118.0,last_price:6170.0) 
2021-12-10 16:04:23.496311 strategy(bkt999,): 2021-05-12 21:03:00 开空 for RB2110.SHF  最新价=6054.0 下单函数返回=0 
2021-12-10 16:04:23.499058 strategy(bkt999,): handle_trade data:[bkt999,26,RB2110.SHF,short,open,1,6052.0,23,20210512 21:04:00.000000,strategy] 
2021-12-10 16:04:23.499196 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:6052.0,last_price:6052.0) 
2021-12-10 16:04:23.543369 strategy(bkt999,): 2021-05-12 21:34:00 开空 for RB2110.SHF  最新价=6110.0 下单函数返回=0 
2021-12-10 16:04:23.547080 strategy(bkt999,): handle_trade data:[bkt999,27,RB2110.SHF,short,open,1,6109.0,24,20210512 21:35:00.000000,strategy] 
2021-12-10 16:04:23.547230 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:2,avail_qty:2,cost_price:6080.5,last_price:6109.0) 
2021-12-10 16:04:23.664908 strategy(bkt999,): 2021-05-12 22:58:00 尾盘平空 for RB2110.SHF  最新价=6145.0 下单函数返回=0 
2021-12-10 16:04:23.668075 strategy(bkt999,): handle_trade data:[bkt999,28,RB2110.SHF,long,close_today,2,6144.0,25,20210512 22:59:00.000000,strategy] 
2021-12-10 16:04:23.668337 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:6080.5,last_price:6144.0) 
2021-12-10 16:04:23.809641 strategy(bkt999,): 2021-05-13 10:50:00 开空 for RB2110.SHF  最新价=6059.0 下单函数返回=0 
2021-12-10 16:04:23.812455 strategy(bkt999,): handle_trade data:[bkt999,29,RB2110.SHF,short,open,1,6060.0,26,20210513 10:51:00.000000,strategy] 
2021-12-10 16:04:23.812590 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:6060.0,last_price:6060.0) 
2021-12-10 16:04:23.857632 strategy(bkt999,): 2021-05-13 11:21:00 平空 for RB2110.SHF  最新价=5984.0 下单函数返回=0 
2021-12-10 16:04:23.860395 strategy(bkt999,): handle_trade data:[bkt999,30,RB2110.SHF,long,close_today,1,5983.0,27,20210513 11:22:00.000000,strategy] 
2021-12-10 16:04:23.860898 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:6060.0,last_price:5983.0) 
2021-12-10 16:04:24.025353 strategy(bkt999,): 2021-05-13 21:01:00 开空 for RB2110.SHF  最新价=5877.0 下单函数返回=0 
2021-12-10 16:04:24.028114 strategy(bkt999,): handle_trade data:[bkt999,31,RB2110.SHF,short,open,1,5877.0,28,20210513 21:02:00.000000,strategy] 
2021-12-10 16:04:24.028754 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:5877.0,last_price:5877.0) 
2021-12-10 16:04:24.033729 strategy(bkt999,): 2021-05-13 21:04:00 平空 for RB2110.SHF  最新价=5855.0 下单函数返回=0 
2021-12-10 16:04:24.036709 strategy(bkt999,): handle_trade data:[bkt999,32,RB2110.SHF,long,close_today,1,5853.0,29,20210513 21:05:00.000000,strategy] 
2021-12-10 16:04:24.036837 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:5877.0,last_price:5853.0) 
2021-12-10 16:04:24.537921 strategy(bkt999,): 2021-05-14 21:01:00 开空 for RB2110.SHF  最新价=5671.0 下单函数返回=0 
2021-12-10 16:04:24.540743 strategy(bkt999,): handle_trade data:[bkt999,33,RB2110.SHF,short,open,1,5670.0,30,20210514 21:02:00.000000,strategy] 
2021-12-10 16:04:24.541244 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:5670.0,last_price:5670.0) 
2021-12-10 16:04:24.578558 strategy(bkt999,): 2021-05-14 21:25:00 开空 for RB2110.SHF  最新价=5699.0 下单函数返回=0 
2021-12-10 16:04:24.581617 strategy(bkt999,): handle_trade data:[bkt999,34,RB2110.SHF,short,open,1,5698.0,31,20210514 21:26:00.000000,strategy] 
2021-12-10 16:04:24.582078 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:2,avail_qty:2,cost_price:5684.0,last_price:5698.0) 
2021-12-10 16:04:24.664782 strategy(bkt999,): 2021-05-14 22:28:00 平空 for RB2110.SHF  最新价=5635.0 下单函数返回=0 
2021-12-10 16:04:24.667663 strategy(bkt999,): handle_trade data:[bkt999,35,RB2110.SHF,long,close_today,1,5634.0,32,20210514 22:29:00.000000,strategy] 
2021-12-10 16:04:24.668466 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:5698.0,last_price:5634.0) 
2021-12-10 16:04:24.682197 strategy(bkt999,): 2021-05-14 22:36:00 开空 for RB2110.SHF  最新价=5644.0 下单函数返回=0 
2021-12-10 16:04:24.685456 strategy(bkt999,): handle_trade data:[bkt999,36,RB2110.SHF,short,open,1,5644.0,33,20210514 22:37:00.000000,strategy] 
2021-12-10 16:04:24.686081 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:2,avail_qty:2,cost_price:5671.0,last_price:5644.0) 
2021-12-10 16:04:24.714217 strategy(bkt999,): 2021-05-14 22:48:00 平空 for RB2110.SHF  最新价=5577.0 下单函数返回=0 
2021-12-10 16:04:24.718500 strategy(bkt999,): handle_trade data:[bkt999,37,RB2110.SHF,long,close_today,1,5578.0,34,20210514 22:49:00.000000,strategy] 
2021-12-10 16:04:24.719084 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:5644.0,last_price:5578.0) 
2021-12-10 16:04:24.739978 strategy(bkt999,): 2021-05-14 22:58:00 尾盘平空 for RB2110.SHF  最新价=5586.0 下单函数返回=0 
2021-12-10 16:04:24.742957 strategy(bkt999,): handle_trade data:[bkt999,38,RB2110.SHF,long,close_today,1,5587.0,35,20210514 22:59:00.000000,strategy] 
2021-12-10 16:04:24.743643 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:5644.0,last_price:5587.0) 
2021-12-10 16:04:24.776485 strategy(bkt999,): 2021-05-17 09:20:00 开空 for RB2110.SHF  最新价=5636.0 下单函数返回=0 
2021-12-10 16:04:24.779549 strategy(bkt999,): handle_trade data:[bkt999,39,RB2110.SHF,short,open,1,5636.0,36,20210517 09:21:00.000000,strategy] 
2021-12-10 16:04:24.779742 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:5636.0,last_price:5636.0) 
2021-12-10 16:04:24.785339 strategy(bkt999,): 2021-05-17 09:23:00 开空 for RB2110.SHF  最新价=5646.0 下单函数返回=0 
2021-12-10 16:04:24.787922 strategy(bkt999,): handle_trade data:[bkt999,40,RB2110.SHF,short,open,1,5646.0,37,20210517 09:24:00.000000,strategy] 
2021-12-10 16:04:24.788099 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:2,avail_qty:2,cost_price:5641.0,last_price:5646.0) 
2021-12-10 16:04:24.960718 strategy(bkt999,): 2021-05-17 13:31:00 平空 for RB2110.SHF  最新价=5570.0 下单函数返回=0 
2021-12-10 16:04:24.964141 strategy(bkt999,): handle_trade data:[bkt999,41,RB2110.SHF,long,close_today,1,5570.0,38,20210517 13:32:00.000000,strategy] 
2021-12-10 16:04:24.965138 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:5646.0,last_price:5570.0) 
2021-12-10 16:04:24.967482 strategy(bkt999,): 2021-05-17 13:32:00 开空 for RB2110.SHF  最新价=5586.0 下单函数返回=0 
2021-12-10 16:04:24.970698 strategy(bkt999,): handle_trade data:[bkt999,42,RB2110.SHF,short,open,1,5586.0,39,20210517 13:33:00.000000,strategy] 
2021-12-10 16:04:24.971018 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:2,avail_qty:2,cost_price:5616.0,last_price:5586.0) 
2021-12-10 16:04:25.018556 strategy(bkt999,): 2021-05-17 13:58:00 平空 for RB2110.SHF  最新价=5527.0 下单函数返回=0 
2021-12-10 16:04:25.023157 strategy(bkt999,): handle_trade data:[bkt999,43,RB2110.SHF,long,close_today,1,5526.0,40,20210517 13:59:00.000000,strategy] 
2021-12-10 16:04:25.023303 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:5586.0,last_price:5526.0) 
2021-12-10 16:04:25.029865 strategy(bkt999,): 2021-05-17 14:02:00 开空 for RB2110.SHF  最新价=5531.0 下单函数返回=0 
2021-12-10 16:04:25.033004 strategy(bkt999,): handle_trade data:[bkt999,44,RB2110.SHF,short,open,1,5531.0,41,20210517 14:03:00.000000,strategy] 
2021-12-10 16:04:25.033139 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:2,avail_qty:2,cost_price:5558.5,last_price:5531.0) 
2021-12-10 16:04:25.089780 strategy(bkt999,): 2021-05-17 14:40:00 开空 for RB2110.SHF  最新价=5589.0 下单函数返回=0 
2021-12-10 16:04:25.092783 strategy(bkt999,): handle_trade data:[bkt999,45,RB2110.SHF,short,open,1,5588.0,42,20210517 14:41:00.000000,strategy] 
2021-12-10 16:04:25.093361 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:3,avail_qty:3,cost_price:5568.333,last_price:5588.0) 
2021-12-10 16:04:25.118119 strategy(bkt999,): 2021-05-17 14:58:00 尾盘平空 for RB2110.SHF  最新价=5595.0 下单函数返回=0 
2021-12-10 16:04:25.121471 strategy(bkt999,): handle_trade data:[bkt999,46,RB2110.SHF,long,close_today,3,5595.0,43,20210517 14:59:00.000000,strategy] 
2021-12-10 16:04:25.121847 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:5568.333,last_price:5595.0) 
2021-12-10 16:04:25.140908 strategy(bkt999,): 2021-05-17 21:01:00 开空 for RB2110.SHF  最新价=5598.0 下单函数返回=0 
2021-12-10 16:04:25.144513 strategy(bkt999,): handle_trade data:[bkt999,47,RB2110.SHF,short,open,1,5599.0,44,20210517 21:02:00.000000,strategy] 
2021-12-10 16:04:25.144668 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:5599.0,last_price:5599.0) 
2021-12-10 16:04:25.316035 strategy(bkt999,): 2021-05-17 22:58:00 尾盘平空 for RB2110.SHF  最新价=5615.0 下单函数返回=0 
2021-12-10 16:04:25.318771 strategy(bkt999,): handle_trade data:[bkt999,48,RB2110.SHF,long,close_today,1,5615.0,45,20210517 22:59:00.000000,strategy] 
2021-12-10 16:04:25.319109 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:5599.0,last_price:5615.0) 
2021-12-10 16:04:25.328881 strategy(bkt999,): 2021-05-18 09:06:00 开空 for RB2110.SHF  最新价=5652.0 下单函数返回=0 
2021-12-10 16:04:25.331522 strategy(bkt999,): handle_trade data:[bkt999,49,RB2110.SHF,short,open,1,5652.0,46,20210518 09:07:00.000000,strategy] 
2021-12-10 16:04:25.331674 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:5652.0,last_price:5652.0) 
2021-12-10 16:04:25.455152 strategy(bkt999,): 2021-05-18 10:50:00 平空 for RB2110.SHF  最新价=5590.0 下单函数返回=0 
2021-12-10 16:04:25.457936 strategy(bkt999,): handle_trade data:[bkt999,50,RB2110.SHF,long,close_today,1,5589.0,47,20210518 10:51:00.000000,strategy] 
2021-12-10 16:04:25.458159 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:5652.0,last_price:5589.0) 
2021-12-10 16:04:25.461887 strategy(bkt999,): 2021-05-18 10:52:00 开空 for RB2110.SHF  最新价=5598.0 下单函数返回=0 
2021-12-10 16:04:25.464676 strategy(bkt999,): handle_trade data:[bkt999,51,RB2110.SHF,short,open,1,5598.0,48,20210518 10:53:00.000000,strategy] 
2021-12-10 16:04:25.465831 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:5598.0,last_price:5598.0) 
2021-12-10 16:04:25.639959 strategy(bkt999,): 2021-05-18 14:58:00 尾盘平空 for RB2110.SHF  最新价=5609.0 下单函数返回=0 
2021-12-10 16:04:25.642893 strategy(bkt999,): handle_trade data:[bkt999,52,RB2110.SHF,long,close_today,1,5609.0,49,20210518 14:59:00.000000,strategy] 
2021-12-10 16:04:25.643066 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:5598.0,last_price:5609.0) 
2021-12-10 16:04:26.140734 strategy(bkt999,): 2021-05-19 21:01:00 开空 for RB2110.SHF  最新价=5220.0 下单函数返回=0 
2021-12-10 16:04:26.143530 strategy(bkt999,): handle_trade data:[bkt999,53,RB2110.SHF,short,open,1,5221.0,50,20210519 21:02:00.000000,strategy] 
2021-12-10 16:04:26.144018 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:5221.0,last_price:5221.0) 
2021-12-10 16:04:26.149018 strategy(bkt999,): 2021-05-19 21:04:00 平空 for RB2110.SHF  最新价=5197.0 下单函数返回=0 
2021-12-10 16:04:26.152080 strategy(bkt999,): handle_trade data:[bkt999,54,RB2110.SHF,long,close_today,1,5197.0,51,20210519 21:05:00.000000,strategy] 
2021-12-10 16:04:26.152419 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:5221.0,last_price:5197.0) 
2021-12-10 16:04:26.182660 strategy(bkt999,): 2021-05-19 21:24:00 开空 for RB2110.SHF  最新价=5205.0 下单函数返回=0 
2021-12-10 16:04:26.185955 strategy(bkt999,): handle_trade data:[bkt999,55,RB2110.SHF,short,open,1,5206.0,52,20210519 21:25:00.000000,strategy] 
2021-12-10 16:04:26.186249 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:5206.0,last_price:5206.0) 
2021-12-10 16:04:26.195968 strategy(bkt999,): 2021-05-19 21:30:00 平空 for RB2110.SHF  最新价=5200.0 下单函数返回=0 
2021-12-10 16:04:26.198765 strategy(bkt999,): handle_trade data:[bkt999,56,RB2110.SHF,long,close_today,1,5201.0,53,20210519 21:31:00.000000,strategy] 
2021-12-10 16:04:26.199288 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:5206.0,last_price:5201.0) 
2021-12-10 16:04:26.364866 strategy(bkt999,): 2021-05-20 09:43:00 开空 for RB2110.SHF  最新价=5103.0 下单函数返回=0 
2021-12-10 16:04:26.368423 strategy(bkt999,): handle_trade data:[bkt999,57,RB2110.SHF,short,open,1,5103.0,54,20210520 09:44:00.000000,strategy] 
2021-12-10 16:04:26.368598 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:5103.0,last_price:5103.0) 
2021-12-10 16:04:26.372176 strategy(bkt999,): 2021-05-20 09:45:00 平空 for RB2110.SHF  最新价=5092.0 下单函数返回=0 
2021-12-10 16:04:26.374930 strategy(bkt999,): handle_trade data:[bkt999,58,RB2110.SHF,long,close_today,1,5091.0,55,20210520 09:46:00.000000,strategy] 
2021-12-10 16:04:26.375159 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:5103.0,last_price:5091.0) 
2021-12-10 16:04:26.453598 strategy(bkt999,): 2021-05-20 10:58:00 开空 for RB2110.SHF  最新价=5156.0 下单函数返回=0 
2021-12-10 16:04:26.456829 strategy(bkt999,): handle_trade data:[bkt999,59,RB2110.SHF,short,open,1,5157.0,56,20210520 10:59:00.000000,strategy] 
2021-12-10 16:04:26.456986 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:5157.0,last_price:5157.0) 
2021-12-10 16:04:26.462773 strategy(bkt999,): 2021-05-20 11:02:00 平空 for RB2110.SHF  最新价=5144.0 下单函数返回=0 
2021-12-10 16:04:26.465341 strategy(bkt999,): handle_trade data:[bkt999,60,RB2110.SHF,long,close_today,1,5143.0,57,20210520 11:03:00.000000,strategy] 
2021-12-10 16:04:26.465532 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:5157.0,last_price:5143.0) 
2021-12-10 16:04:26.504561 strategy(bkt999,): 2021-05-20 13:31:00 开空 for RB2110.SHF  最新价=5211.0 下单函数返回=0 
2021-12-10 16:04:26.507170 strategy(bkt999,): handle_trade data:[bkt999,61,RB2110.SHF,short,open,1,5207.0,58,20210520 13:32:00.000000,strategy] 
2021-12-10 16:04:26.507348 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:5207.0,last_price:5207.0) 
2021-12-10 16:04:26.528168 strategy(bkt999,): 2021-05-20 13:45:00 开空 for RB2110.SHF  最新价=5259.0 下单函数返回=0 
2021-12-10 16:04:26.532325 strategy(bkt999,): handle_trade data:[bkt999,62,RB2110.SHF,short,open,1,5258.0,59,20210520 13:46:00.000000,strategy] 
2021-12-10 16:04:26.532682 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:2,avail_qty:2,cost_price:5232.5,last_price:5258.0) 
2021-12-10 16:04:26.621633 strategy(bkt999,): 2021-05-20 14:52:00 平空 for RB2110.SHF  最新价=5193.0 下单函数返回=0 
2021-12-10 16:04:26.624552 strategy(bkt999,): handle_trade data:[bkt999,63,RB2110.SHF,long,close_today,1,5193.0,60,20210520 14:53:00.000000,strategy] 
2021-12-10 16:04:26.624864 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:5258.0,last_price:5193.0) 
2021-12-10 16:04:26.632304 strategy(bkt999,): 2021-05-20 14:58:00 尾盘平空 for RB2110.SHF  最新价=5190.0 下单函数返回=0 
2021-12-10 16:04:26.634879 strategy(bkt999,): handle_trade data:[bkt999,64,RB2110.SHF,long,close_today,1,5190.0,61,20210520 14:59:00.000000,strategy] 
2021-12-10 16:04:26.635132 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:5258.0,last_price:5190.0) 
2021-12-10 16:04:26.653996 strategy(bkt999,): 2021-05-20 21:01:00 开空 for RB2110.SHF  最新价=5205.0 下单函数返回=0 
2021-12-10 16:04:26.656801 strategy(bkt999,): handle_trade data:[bkt999,65,RB2110.SHF,short,open,1,5204.0,62,20210520 21:02:00.000000,strategy] 
2021-12-10 16:04:26.657425 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:5204.0,last_price:5204.0) 
2021-12-10 16:04:26.680201 strategy(bkt999,): 2021-05-20 21:16:00 平空 for RB2110.SHF  最新价=5182.0 下单函数返回=0 
2021-12-10 16:04:26.683072 strategy(bkt999,): handle_trade data:[bkt999,66,RB2110.SHF,long,close_today,1,5182.0,63,20210520 21:17:00.000000,strategy] 
2021-12-10 16:04:26.683504 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:5204.0,last_price:5182.0) 
2021-12-10 16:04:26.860273 strategy(bkt999,): 2021-05-21 09:21:00 开空 for RB2110.SHF  最新价=5188.0 下单函数返回=0 
2021-12-10 16:04:26.863238 strategy(bkt999,): handle_trade data:[bkt999,67,RB2110.SHF,short,open,1,5189.0,64,20210521 09:22:00.000000,strategy] 
2021-12-10 16:04:26.863464 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:5189.0,last_price:5189.0) 
2021-12-10 16:04:26.865759 strategy(bkt999,): 2021-05-21 09:22:00 平空 for RB2110.SHF  最新价=5183.0 下单函数返回=0 
2021-12-10 16:04:26.868593 strategy(bkt999,): handle_trade data:[bkt999,68,RB2110.SHF,long,close_today,1,5184.0,65,20210521 09:23:00.000000,strategy] 
2021-12-10 16:04:26.868782 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:5189.0,last_price:5184.0) 
2021-12-10 16:04:27.035783 strategy(bkt999,): 2021-05-21 13:31:00 开空 for RB2110.SHF  最新价=5187.0 下单函数返回=0 
2021-12-10 16:04:27.039244 strategy(bkt999,): handle_trade data:[bkt999,69,RB2110.SHF,short,open,1,5186.0,66,20210521 13:32:00.000000,strategy] 
2021-12-10 16:04:27.039502 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:5186.0,last_price:5186.0) 
2021-12-10 16:04:27.046182 strategy(bkt999,): 2021-05-21 13:35:00 平空 for RB2110.SHF  最新价=5186.0 下单函数返回=0 
2021-12-10 16:04:27.049221 strategy(bkt999,): handle_trade data:[bkt999,70,RB2110.SHF,long,close_today,1,5186.0,67,20210521 13:36:00.000000,strategy] 
2021-12-10 16:04:27.049403 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:5186.0,last_price:5186.0) 
2021-12-10 16:04:27.189387 strategy(bkt999,): 2021-05-21 21:01:00 开空 for RB2110.SHF  最新价=5097.0 下单函数返回=0 
2021-12-10 16:04:27.192614 strategy(bkt999,): handle_trade data:[bkt999,71,RB2110.SHF,short,open,1,5097.0,68,20210521 21:02:00.000000,strategy] 
2021-12-10 16:04:27.192787 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:5097.0,last_price:5097.0) 
2021-12-10 16:04:27.196383 strategy(bkt999,): 2021-05-21 21:03:00 开空 for RB2110.SHF  最新价=5123.0 下单函数返回=0 
2021-12-10 16:04:27.200544 strategy(bkt999,): handle_trade data:[bkt999,72,RB2110.SHF,short,open,1,5122.0,69,20210521 21:04:00.000000,strategy] 
2021-12-10 16:04:27.200741 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:2,avail_qty:2,cost_price:5109.5,last_price:5122.0) 
2021-12-10 16:04:27.223174 strategy(bkt999,): 2021-05-21 21:18:00 平空 for RB2110.SHF  最新价=5050.0 下单函数返回=0 
2021-12-10 16:04:27.226057 strategy(bkt999,): handle_trade data:[bkt999,73,RB2110.SHF,long,close_today,1,5051.0,70,20210521 21:19:00.000000,strategy] 
2021-12-10 16:04:27.226638 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:5122.0,last_price:5051.0) 
2021-12-10 16:04:27.229314 strategy(bkt999,): 2021-05-21 21:19:00 开空 for RB2110.SHF  最新价=5066.0 下单函数返回=0 
2021-12-10 16:04:27.232140 strategy(bkt999,): handle_trade data:[bkt999,74,RB2110.SHF,short,open,1,5066.0,71,20210521 21:20:00.000000,strategy] 
2021-12-10 16:04:27.232461 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:2,avail_qty:2,cost_price:5094.0,last_price:5066.0) 
2021-12-10 16:04:27.277713 strategy(bkt999,): 2021-05-21 21:45:00 平空 for RB2110.SHF  最新价=5009.0 下单函数返回=0 
2021-12-10 16:04:27.280857 strategy(bkt999,): handle_trade data:[bkt999,75,RB2110.SHF,long,close_today,1,5007.0,72,20210521 21:46:00.000000,strategy] 
2021-12-10 16:04:27.281086 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:5066.0,last_price:5007.0) 
2021-12-10 16:04:27.287610 strategy(bkt999,): 2021-05-21 21:48:00 开空 for RB2110.SHF  最新价=5010.0 下单函数返回=0 
2021-12-10 16:04:27.290734 strategy(bkt999,): handle_trade data:[bkt999,76,RB2110.SHF,short,open,1,5009.0,73,20210521 21:49:00.000000,strategy] 
2021-12-10 16:04:27.290894 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:2,avail_qty:2,cost_price:5037.5,last_price:5009.0) 
2021-12-10 16:04:27.334667 strategy(bkt999,): 2021-05-21 22:19:00 平空 for RB2110.SHF  最新价=4956.0 下单函数返回=0 
2021-12-10 16:04:27.337500 strategy(bkt999,): handle_trade data:[bkt999,77,RB2110.SHF,long,close_today,1,4955.0,74,20210521 22:20:00.000000,strategy] 
2021-12-10 16:04:27.337679 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:5009.0,last_price:4955.0) 
2021-12-10 16:04:27.342509 strategy(bkt999,): 2021-05-21 22:22:00 开空 for RB2110.SHF  最新价=4969.0 下单函数返回=0 
2021-12-10 16:04:27.345074 strategy(bkt999,): handle_trade data:[bkt999,78,RB2110.SHF,short,open,1,4970.0,75,20210521 22:23:00.000000,strategy] 
2021-12-10 16:04:27.345221 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:2,avail_qty:2,cost_price:4989.5,last_price:4970.0) 
2021-12-10 16:04:27.386484 strategy(bkt999,): 2021-05-21 22:52:00 平空 for RB2110.SHF  最新价=4906.0 下单函数返回=0 
2021-12-10 16:04:27.390208 strategy(bkt999,): handle_trade data:[bkt999,79,RB2110.SHF,long,close_today,1,4906.0,76,20210521 22:53:00.000000,strategy] 
2021-12-10 16:04:27.390505 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:4970.0,last_price:4906.0) 
2021-12-10 16:04:27.398313 strategy(bkt999,): 2021-05-21 22:58:00 尾盘平空 for RB2110.SHF  最新价=4840.0 下单函数返回=0 
2021-12-10 16:04:27.400932 strategy(bkt999,): handle_trade data:[bkt999,80,RB2110.SHF,long,close_today,1,4843.0,77,20210521 22:59:00.000000,strategy] 
2021-12-10 16:04:27.401159 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:4970.0,last_price:4843.0) 
2021-12-10 16:04:27.405401 strategy(bkt999,): 2021-05-24 09:02:00 开空 for RB2110.SHF  最新价=4952.0 下单函数返回=0 
2021-12-10 16:04:27.408100 strategy(bkt999,): handle_trade data:[bkt999,81,RB2110.SHF,short,open,1,4955.0,78,20210524 09:03:00.000000,strategy] 
2021-12-10 16:04:27.408338 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:4955.0,last_price:4955.0) 
2021-12-10 16:04:27.410260 strategy(bkt999,): 2021-05-24 09:03:00 开空 for RB2110.SHF  最新价=4970.0 下单函数返回=0 
2021-12-10 16:04:27.412874 strategy(bkt999,): handle_trade data:[bkt999,82,RB2110.SHF,short,open,1,4969.0,79,20210524 09:04:00.000000,strategy] 
2021-12-10 16:04:27.413129 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:2,avail_qty:2,cost_price:4962.0,last_price:4969.0) 
2021-12-10 16:04:27.431960 strategy(bkt999,): 2021-05-24 09:17:00 平空 for RB2110.SHF  最新价=4899.0 下单函数返回=0 
2021-12-10 16:04:27.434701 strategy(bkt999,): handle_trade data:[bkt999,83,RB2110.SHF,long,close_today,1,4899.0,80,20210524 09:18:00.000000,strategy] 
2021-12-10 16:04:27.434987 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:4969.0,last_price:4899.0) 
2021-12-10 16:04:27.443235 strategy(bkt999,): 2021-05-24 09:23:00 平空 for RB2110.SHF  最新价=4842.0 下单函数返回=0 
2021-12-10 16:04:27.445737 strategy(bkt999,): handle_trade data:[bkt999,84,RB2110.SHF,long,close_today,1,4842.0,81,20210524 09:24:00.000000,strategy] 
2021-12-10 16:04:27.446117 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:4969.0,last_price:4842.0) 
2021-12-10 16:04:27.473976 strategy(bkt999,): 2021-05-24 09:44:00 开空 for RB2110.SHF  最新价=4908.0 下单函数返回=0 
2021-12-10 16:04:27.477262 strategy(bkt999,): handle_trade data:[bkt999,85,RB2110.SHF,short,open,1,4908.0,82,20210524 09:45:00.000000,strategy] 
2021-12-10 16:04:27.477560 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:4908.0,last_price:4908.0) 
2021-12-10 16:04:27.488506 strategy(bkt999,): 2021-05-24 09:51:00 平空 for RB2110.SHF  最新价=4899.0 下单函数返回=0 
2021-12-10 16:04:27.491951 strategy(bkt999,): handle_trade data:[bkt999,86,RB2110.SHF,long,close_today,1,4900.0,83,20210524 09:52:00.000000,strategy] 
2021-12-10 16:04:27.492299 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:4908.0,last_price:4900.0) 
2021-12-10 16:04:27.545887 strategy(bkt999,): 2021-05-24 10:33:00 开空 for RB2110.SHF  最新价=4960.0 下单函数返回=0 
2021-12-10 16:04:27.549606 strategy(bkt999,): handle_trade data:[bkt999,87,RB2110.SHF,short,open,1,4959.0,84,20210524 10:34:00.000000,strategy] 
2021-12-10 16:04:27.549833 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:4959.0,last_price:4959.0) 
2021-12-10 16:04:27.552533 strategy(bkt999,): 2021-05-24 10:34:00 平空 for RB2110.SHF  最新价=4950.0 下单函数返回=0 
2021-12-10 16:04:27.556320 strategy(bkt999,): handle_trade data:[bkt999,88,RB2110.SHF,long,close_today,1,4951.0,85,20210524 10:35:00.000000,strategy] 
2021-12-10 16:04:27.556587 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:4959.0,last_price:4951.0) 
2021-12-10 16:04:27.709697 strategy(bkt999,): 2021-05-24 14:21:00 开空 for RB2110.SHF  最新价=4962.0 下单函数返回=0 
2021-12-10 16:04:27.712477 strategy(bkt999,): handle_trade data:[bkt999,89,RB2110.SHF,short,open,1,4963.0,86,20210524 14:22:00.000000,strategy] 
2021-12-10 16:04:27.713025 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:4963.0,last_price:4963.0) 
2021-12-10 16:04:27.715163 strategy(bkt999,): 2021-05-24 14:22:00 平空 for RB2110.SHF  最新价=4953.0 下单函数返回=0 
2021-12-10 16:04:27.717940 strategy(bkt999,): handle_trade data:[bkt999,90,RB2110.SHF,long,close_today,1,4954.0,87,20210524 14:23:00.000000,strategy] 
2021-12-10 16:04:27.718236 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:4963.0,last_price:4954.0) 
2021-12-10 16:04:27.799541 strategy(bkt999,): 2021-05-24 21:01:00 开空 for RB2110.SHF  最新价=4989.0 下单函数返回=0 
2021-12-10 16:04:27.802724 strategy(bkt999,): handle_trade data:[bkt999,91,RB2110.SHF,short,open,1,4990.0,88,20210524 21:02:00.000000,strategy] 
2021-12-10 16:04:27.803343 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:4990.0,last_price:4990.0) 
2021-12-10 16:04:27.825071 strategy(bkt999,): 2021-05-24 21:15:00 平空 for RB2110.SHF  最新价=4974.0 下单函数返回=0 
2021-12-10 16:04:27.828194 strategy(bkt999,): handle_trade data:[bkt999,92,RB2110.SHF,long,close_today,1,4975.0,89,20210524 21:16:00.000000,strategy] 
2021-12-10 16:04:27.828384 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:4990.0,last_price:4975.0) 
2021-12-10 16:04:28.117432 strategy(bkt999,): 2021-05-25 10:49:00 开空 for RB2110.SHF  最新价=4980.0 下单函数返回=0 
2021-12-10 16:04:28.120508 strategy(bkt999,): handle_trade data:[bkt999,93,RB2110.SHF,short,open,1,4980.0,90,20210525 10:50:00.000000,strategy] 
2021-12-10 16:04:28.120714 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:4980.0,last_price:4980.0) 
2021-12-10 16:04:28.146627 strategy(bkt999,): 2021-05-25 11:06:00 平空 for RB2110.SHF  最新价=4972.0 下单函数返回=0 
2021-12-10 16:04:28.150475 strategy(bkt999,): handle_trade data:[bkt999,94,RB2110.SHF,long,close_today,1,4973.0,91,20210525 11:07:00.000000,strategy] 
2021-12-10 16:04:28.151112 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:4980.0,last_price:4973.0) 
2021-12-10 16:04:28.329338 strategy(bkt999,): 2021-05-25 21:01:00 开空 for RB2110.SHF  最新价=4870.0 下单函数返回=0 
2021-12-10 16:04:28.332843 strategy(bkt999,): handle_trade data:[bkt999,95,RB2110.SHF,short,open,1,4870.0,92,20210525 21:02:00.000000,strategy] 
2021-12-10 16:04:28.333226 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:4870.0,last_price:4870.0) 
2021-12-10 16:04:28.374505 strategy(bkt999,): 2021-05-25 21:29:00 平空 for RB2110.SHF  最新价=4820.0 下单函数返回=0 
2021-12-10 16:04:28.377646 strategy(bkt999,): handle_trade data:[bkt999,96,RB2110.SHF,long,close_today,1,4819.0,93,20210525 21:30:00.000000,strategy] 
2021-12-10 16:04:28.377868 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:4870.0,last_price:4819.0) 
2021-12-10 16:04:28.380215 strategy(bkt999,): 2021-05-25 21:30:00 开空 for RB2110.SHF  最新价=4823.0 下单函数返回=0 
2021-12-10 16:04:28.383096 strategy(bkt999,): handle_trade data:[bkt999,97,RB2110.SHF,short,open,1,4824.0,94,20210525 21:31:00.000000,strategy] 
2021-12-10 16:04:28.383288 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:4824.0,last_price:4824.0) 
2021-12-10 16:04:28.433457 strategy(bkt999,): 2021-05-25 22:03:00 开空 for RB2110.SHF  最新价=4874.0 下单函数返回=0 
2021-12-10 16:04:28.437394 strategy(bkt999,): handle_trade data:[bkt999,98,RB2110.SHF,short,open,1,4873.0,95,20210525 22:04:00.000000,strategy] 
2021-12-10 16:04:28.437823 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:2,avail_qty:2,cost_price:4848.5,last_price:4873.0) 
2021-12-10 16:04:28.519473 strategy(bkt999,): 2021-05-25 22:58:00 尾盘平空 for RB2110.SHF  最新价=4882.0 下单函数返回=0 
2021-12-10 16:04:28.522336 strategy(bkt999,): handle_trade data:[bkt999,99,RB2110.SHF,long,close_today,2,4881.0,96,20210525 22:59:00.000000,strategy] 
2021-12-10 16:04:28.522899 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:4848.5,last_price:4881.0) 
2021-12-10 16:04:28.693983 strategy(bkt999,): 2021-05-26 11:14:00 开空 for RB2110.SHF  最新价=4844.0 下单函数返回=0 
2021-12-10 16:04:28.696980 strategy(bkt999,): handle_trade data:[bkt999,100,RB2110.SHF,short,open,1,4844.0,97,20210526 11:15:00.000000,strategy] 
2021-12-10 16:04:28.697129 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:4844.0,last_price:4844.0) 
2021-12-10 16:04:28.729379 strategy(bkt999,): 2021-05-26 13:35:00 平空 for RB2110.SHF  最新价=4768.0 下单函数返回=0 
2021-12-10 16:04:28.732443 strategy(bkt999,): handle_trade data:[bkt999,101,RB2110.SHF,long,close_today,1,4768.0,98,20210526 13:36:00.000000,strategy] 
2021-12-10 16:04:28.732598 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:4844.0,last_price:4768.0) 
2021-12-10 16:04:28.734587 strategy(bkt999,): 2021-05-26 13:36:00 开空 for RB2110.SHF  最新价=4775.0 下单函数返回=0 
2021-12-10 16:04:28.737213 strategy(bkt999,): handle_trade data:[bkt999,102,RB2110.SHF,short,open,1,4775.0,99,20210526 13:37:00.000000,strategy] 
2021-12-10 16:04:28.737342 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:4775.0,last_price:4775.0) 
2021-12-10 16:04:28.800516 strategy(bkt999,): 2021-05-26 14:20:00 平空 for RB2110.SHF  最新价=4716.0 下单函数返回=0 
2021-12-10 16:04:28.803299 strategy(bkt999,): handle_trade data:[bkt999,103,RB2110.SHF,long,close_today,1,4716.0,100,20210526 14:21:00.000000,strategy] 
2021-12-10 16:04:28.803493 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:4775.0,last_price:4716.0) 
2021-12-10 16:04:28.805482 strategy(bkt999,): 2021-05-26 14:21:00 开空 for RB2110.SHF  最新价=4724.0 下单函数返回=0 
2021-12-10 16:04:28.809307 strategy(bkt999,): handle_trade data:[bkt999,104,RB2110.SHF,short,open,1,4724.0,101,20210526 14:22:00.000000,strategy] 
2021-12-10 16:04:28.809452 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:4724.0,last_price:4724.0) 
2021-12-10 16:04:28.860989 strategy(bkt999,): 2021-05-26 14:58:00 尾盘平空 for RB2110.SHF  最新价=4676.0 下单函数返回=0 
2021-12-10 16:04:28.863749 strategy(bkt999,): handle_trade data:[bkt999,105,RB2110.SHF,long,close_today,1,4678.0,102,20210526 14:59:00.000000,strategy] 
2021-12-10 16:04:28.864260 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:4724.0,last_price:4678.0) 
2021-12-10 16:04:28.884902 strategy(bkt999,): 2021-05-26 21:01:00 开空 for RB2110.SHF  最新价=4664.0 下单函数返回=0 
2021-12-10 16:04:28.887726 strategy(bkt999,): handle_trade data:[bkt999,106,RB2110.SHF,short,open,1,4662.0,103,20210526 21:02:00.000000,strategy] 
2021-12-10 16:04:28.888194 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:4662.0,last_price:4662.0) 
2021-12-10 16:04:28.894645 strategy(bkt999,): 2021-05-26 21:05:00 开空 for RB2110.SHF  最新价=4670.0 下单函数返回=0 
2021-12-10 16:04:28.897630 strategy(bkt999,): handle_trade data:[bkt999,107,RB2110.SHF,short,open,1,4670.0,104,20210526 21:06:00.000000,strategy] 
2021-12-10 16:04:28.897903 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:2,avail_qty:2,cost_price:4666.0,last_price:4670.0) 
2021-12-10 16:04:28.980025 strategy(bkt999,): 2021-05-26 22:02:00 开空 for RB2110.SHF  最新价=4723.0 下单函数返回=0 
2021-12-10 16:04:28.983383 strategy(bkt999,): handle_trade data:[bkt999,108,RB2110.SHF,short,open,1,4721.0,105,20210526 22:03:00.000000,strategy] 
2021-12-10 16:04:28.983775 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:3,avail_qty:3,cost_price:4684.333,last_price:4721.0) 
2021-12-10 16:04:29.064267 strategy(bkt999,): 2021-05-26 22:58:00 尾盘平空 for RB2110.SHF  最新价=4692.0 下单函数返回=0 
2021-12-10 16:04:29.067365 strategy(bkt999,): handle_trade data:[bkt999,109,RB2110.SHF,long,close_today,3,4693.0,106,20210526 22:59:00.000000,strategy] 
2021-12-10 16:04:29.067585 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:4684.333,last_price:4693.0) 
2021-12-10 16:04:29.193579 strategy(bkt999,): 2021-05-27 10:43:00 开空 for RB2110.SHF  最新价=4762.0 下单函数返回=0 
2021-12-10 16:04:29.196518 strategy(bkt999,): handle_trade data:[bkt999,110,RB2110.SHF,short,open,1,4761.0,107,20210527 10:44:00.000000,strategy] 
2021-12-10 16:04:29.197307 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:4761.0,last_price:4761.0) 
2021-12-10 16:04:29.273995 strategy(bkt999,): 2021-05-27 13:37:00 开空 for RB2110.SHF  最新价=4808.0 下单函数返回=0 
2021-12-10 16:04:29.277103 strategy(bkt999,): handle_trade data:[bkt999,111,RB2110.SHF,short,open,1,4809.0,108,20210527 13:38:00.000000,strategy] 
2021-12-10 16:04:29.277748 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:2,avail_qty:2,cost_price:4785.0,last_price:4809.0) 
2021-12-10 16:04:29.400982 strategy(bkt999,): 2021-05-27 14:58:00 尾盘平空 for RB2110.SHF  最新价=4831.0 下单函数返回=0 
2021-12-10 16:04:29.404632 strategy(bkt999,): handle_trade data:[bkt999,112,RB2110.SHF,long,close_today,2,4831.0,109,20210527 14:59:00.000000,strategy] 
2021-12-10 16:04:29.405036 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:4785.0,last_price:4831.0) 
2021-12-10 16:04:29.437177 strategy(bkt999,): 2021-05-27 21:07:00 开空 for RB2110.SHF  最新价=4874.0 下单函数返回=0 
2021-12-10 16:04:29.440224 strategy(bkt999,): handle_trade data:[bkt999,113,RB2110.SHF,short,open,1,4873.0,110,20210527 21:08:00.000000,strategy] 
2021-12-10 16:04:29.440784 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:4873.0,last_price:4873.0) 
2021-12-10 16:04:29.465781 strategy(bkt999,): 2021-05-27 21:23:00 开空 for RB2110.SHF  最新价=4915.0 下单函数返回=0 
2021-12-10 16:04:29.469137 strategy(bkt999,): handle_trade data:[bkt999,114,RB2110.SHF,short,open,1,4915.0,111,20210527 21:24:00.000000,strategy] 
2021-12-10 16:04:29.469490 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:2,avail_qty:2,cost_price:4894.0,last_price:4915.0) 
2021-12-10 16:04:29.579856 strategy(bkt999,): 2021-05-27 22:37:00 开空 for RB2110.SHF  最新价=4963.0 下单函数返回=0 
2021-12-10 16:04:29.582913 strategy(bkt999,): handle_trade data:[bkt999,115,RB2110.SHF,short,open,1,4964.0,112,20210527 22:38:00.000000,strategy] 
2021-12-10 16:04:29.583449 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:3,avail_qty:3,cost_price:4917.333,last_price:4964.0) 
2021-12-10 16:04:29.614076 strategy(bkt999,): 2021-05-27 22:58:00 尾盘平空 for RB2110.SHF  最新价=4968.0 下单函数返回=0 
2021-12-10 16:04:29.617482 strategy(bkt999,): handle_trade data:[bkt999,116,RB2110.SHF,long,close_today,3,4967.0,113,20210527 22:59:00.000000,strategy] 
2021-12-10 16:04:29.617838 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:4917.333,last_price:4967.0) 
2021-12-10 16:04:29.670554 strategy(bkt999,): 2021-05-28 09:35:00 开空 for RB2110.SHF  最新价=4918.0 下单函数返回=0 
2021-12-10 16:04:29.674116 strategy(bkt999,): handle_trade data:[bkt999,117,RB2110.SHF,short,open,1,4917.0,114,20210528 09:36:00.000000,strategy] 
2021-12-10 16:04:29.674372 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:4917.0,last_price:4917.0) 
2021-12-10 16:04:29.852076 strategy(bkt999,): 2021-05-28 13:53:00 平空 for RB2110.SHF  最新价=4858.0 下单函数返回=0 
2021-12-10 16:04:29.854968 strategy(bkt999,): handle_trade data:[bkt999,118,RB2110.SHF,long,close_today,1,4858.0,115,20210528 13:54:00.000000,strategy] 
2021-12-10 16:04:29.855175 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:4917.0,last_price:4858.0) 
2021-12-10 16:04:29.871431 strategy(bkt999,): 2021-05-28 14:02:00 开空 for RB2110.SHF  最新价=4870.0 下单函数返回=0 
2021-12-10 16:04:29.874313 strategy(bkt999,): handle_trade data:[bkt999,119,RB2110.SHF,short,open,1,4869.0,116,20210528 14:03:00.000000,strategy] 
2021-12-10 16:04:29.874493 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:4869.0,last_price:4869.0) 
2021-12-10 16:04:29.953962 strategy(bkt999,): 2021-05-28 14:58:00 尾盘平空 for RB2110.SHF  最新价=4919.0 下单函数返回=0 
2021-12-10 16:04:29.957300 strategy(bkt999,): handle_trade data:[bkt999,120,RB2110.SHF,long,close_today,1,4920.0,117,20210528 14:59:00.000000,strategy] 
2021-12-10 16:04:29.957558 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:4869.0,last_price:4920.0) 
2021-12-10 16:04:29.991494 strategy(bkt999,): 2021-05-28 21:09:00 开空 for RB2110.SHF  最新价=4936.0 下单函数返回=0 
2021-12-10 16:04:29.994369 strategy(bkt999,): handle_trade data:[bkt999,121,RB2110.SHF,short,open,1,4934.0,118,20210528 21:10:00.000000,strategy] 
2021-12-10 16:04:29.994890 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:4934.0,last_price:4934.0) 
2021-12-10 16:04:30.011767 strategy(bkt999,): 2021-05-28 21:20:00 开空 for RB2110.SHF  最新价=4983.0 下单函数返回=0 
2021-12-10 16:04:30.015080 strategy(bkt999,): handle_trade data:[bkt999,122,RB2110.SHF,short,open,1,4982.0,119,20210528 21:21:00.000000,strategy] 
2021-12-10 16:04:30.015387 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:2,avail_qty:2,cost_price:4958.0,last_price:4982.0) 
2021-12-10 16:04:30.152085 strategy(bkt999,): 2021-05-28 22:55:00 开空 for RB2110.SHF  最新价=5040.0 下单函数返回=0 
2021-12-10 16:04:30.154996 strategy(bkt999,): handle_trade data:[bkt999,123,RB2110.SHF,short,open,1,5040.0,120,20210528 22:56:00.000000,strategy] 
2021-12-10 16:04:30.155520 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:3,avail_qty:3,cost_price:4985.333,last_price:5040.0) 
2021-12-10 16:04:30.159578 strategy(bkt999,): 2021-05-28 22:58:00 尾盘平空 for RB2110.SHF  最新价=5045.0 下单函数返回=0 
2021-12-10 16:04:30.162469 strategy(bkt999,): handle_trade data:[bkt999,124,RB2110.SHF,long,close_today,3,5046.0,121,20210528 22:59:00.000000,strategy] 
2021-12-10 16:04:30.162604 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:4985.333,last_price:5046.0) 
2021-12-10 16:04:30.165581 strategy(bkt999,): 2021-05-31 09:01:00 开空 for RB2110.SHF  最新价=5094.0 下单函数返回=0 
2021-12-10 16:04:30.168191 strategy(bkt999,): handle_trade data:[bkt999,125,RB2110.SHF,short,open,1,5094.0,122,20210531 09:02:00.000000,strategy] 
2021-12-10 16:04:30.168318 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:5094.0,last_price:5094.0) 
2021-12-10 16:04:30.296988 strategy(bkt999,): 2021-05-31 10:43:00 平空 for RB2110.SHF  最新价=5026.0 下单函数返回=0 
2021-12-10 16:04:30.299625 strategy(bkt999,): handle_trade data:[bkt999,126,RB2110.SHF,long,close_today,1,5025.0,123,20210531 10:44:00.000000,strategy] 
2021-12-10 16:04:30.299822 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:5094.0,last_price:5025.0) 
2021-12-10 16:04:30.304161 strategy(bkt999,): 2021-05-31 10:45:00 开空 for RB2110.SHF  最新价=5037.0 下单函数返回=0 
2021-12-10 16:04:30.307777 strategy(bkt999,): handle_trade data:[bkt999,127,RB2110.SHF,short,open,1,5037.0,124,20210531 10:46:00.000000,strategy] 
2021-12-10 16:04:30.307904 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:5037.0,last_price:5037.0) 
2021-12-10 16:04:30.487272 strategy(bkt999,): 2021-05-31 14:58:00 尾盘平空 for RB2110.SHF  最新价=5024.0 下单函数返回=0 
2021-12-10 16:04:30.490057 strategy(bkt999,): handle_trade data:[bkt999,128,RB2110.SHF,long,close_today,1,5024.0,125,20210531 14:59:00.000000,strategy] 
2021-12-10 16:04:30.490582 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:5037.0,last_price:5024.0) 
2021-12-10 16:04:30.562989 strategy(bkt999,): 2021-05-31 21:32:00 开空 for RB2110.SHF  最新价=4932.0 下单函数返回=0 
2021-12-10 16:04:30.566115 strategy(bkt999,): handle_trade data:[bkt999,129,RB2110.SHF,short,open,1,4932.0,126,20210531 21:33:00.000000,strategy] 
2021-12-10 16:04:30.566251 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:4932.0,last_price:4932.0) 
2021-12-10 16:04:30.575894 strategy(bkt999,): 2021-05-31 21:37:00 平空 for RB2110.SHF  最新价=4926.0 下单函数返回=0 
2021-12-10 16:04:30.578985 strategy(bkt999,): handle_trade data:[bkt999,130,RB2110.SHF,long,close_today,1,4925.0,127,20210531 21:38:00.000000,strategy] 
2021-12-10 16:04:30.579248 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:4932.0,last_price:4925.0) 
2021-12-10 16:04:30.678016 strategy(bkt999,): 2021-05-31 22:35:00 开空 for RB2110.SHF  最新价=4977.0 下单函数返回=0 
2021-12-10 16:04:30.680951 strategy(bkt999,): handle_trade data:[bkt999,131,RB2110.SHF,short,open,1,4977.0,128,20210531 22:36:00.000000,strategy] 
2021-12-10 16:04:30.681147 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:4977.0,last_price:4977.0) 
2021-12-10 16:04:30.695266 strategy(bkt999,): 2021-05-31 22:42:00 平空 for RB2110.SHF  最新价=4971.0 下单函数返回=0 
2021-12-10 16:04:30.699291 strategy(bkt999,): handle_trade data:[bkt999,132,RB2110.SHF,long,close_today,1,4972.0,129,20210531 22:43:00.000000,strategy] 
2021-12-10 16:04:30.699693 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:4977.0,last_price:4972.0) 
2021-12-10 16:04:30.888478 strategy(bkt999,): 2021-06-01 11:19:00 开空 for RB2110.SHF  最新价=4987.0 下单函数返回=0 
2021-12-10 16:04:30.891568 strategy(bkt999,): handle_trade data:[bkt999,133,RB2110.SHF,short,open,1,4988.0,130,20210601 11:20:00.000000,strategy] 
2021-12-10 16:04:30.891955 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:4988.0,last_price:4988.0) 
2021-12-10 16:04:30.904502 strategy(bkt999,): 2021-06-01 11:27:00 平空 for RB2110.SHF  最新价=4975.0 下单函数返回=0 
2021-12-10 16:04:30.907133 strategy(bkt999,): handle_trade data:[bkt999,134,RB2110.SHF,long,close_today,1,4975.0,131,20210601 11:28:00.000000,strategy] 
2021-12-10 16:04:30.907876 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:4988.0,last_price:4975.0) 
2021-12-10 16:04:30.924963 strategy(bkt999,): 2021-06-01 13:39:00 开空 for RB2110.SHF  最新价=5029.0 下单函数返回=0 
2021-12-10 16:04:30.928331 strategy(bkt999,): handle_trade data:[bkt999,135,RB2110.SHF,short,open,1,5030.0,132,20210601 13:40:00.000000,strategy] 
2021-12-10 16:04:30.928820 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:5030.0,last_price:5030.0) 
2021-12-10 16:04:30.960376 strategy(bkt999,): 2021-06-01 14:02:00 开空 for RB2110.SHF  最新价=5080.0 下单函数返回=0 
2021-12-10 16:04:30.963040 strategy(bkt999,): handle_trade data:[bkt999,136,RB2110.SHF,short,open,1,5079.0,133,20210601 14:03:00.000000,strategy] 
2021-12-10 16:04:30.963214 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:2,avail_qty:2,cost_price:5054.5,last_price:5079.0) 
2021-12-10 16:04:31.022536 strategy(bkt999,): 2021-06-01 14:48:00 开空 for RB2110.SHF  最新价=5131.0 下单函数返回=0 
2021-12-10 16:04:31.025177 strategy(bkt999,): handle_trade data:[bkt999,137,RB2110.SHF,short,open,1,5131.0,134,20210601 14:49:00.000000,strategy] 
2021-12-10 16:04:31.025765 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:3,avail_qty:3,cost_price:5080.0,last_price:5131.0) 
2021-12-10 16:04:31.042149 strategy(bkt999,): 2021-06-01 14:58:00 尾盘平空 for RB2110.SHF  最新价=5125.0 下单函数返回=0 
2021-12-10 16:04:31.044636 strategy(bkt999,): handle_trade data:[bkt999,138,RB2110.SHF,long,close_today,3,5127.0,135,20210601 14:59:00.000000,strategy] 
2021-12-10 16:04:31.044770 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:5080.0,last_price:5127.0) 
2021-12-10 16:04:31.089666 strategy(bkt999,): 2021-06-01 21:20:00 开空 for RB2110.SHF  最新价=5139.0 下单函数返回=0 
2021-12-10 16:04:31.092463 strategy(bkt999,): handle_trade data:[bkt999,139,RB2110.SHF,short,open,1,5139.0,136,20210601 21:21:00.000000,strategy] 
2021-12-10 16:04:31.093118 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:5139.0,last_price:5139.0) 
2021-12-10 16:04:31.098106 strategy(bkt999,): 2021-06-01 21:23:00 平空 for RB2110.SHF  最新价=5125.0 下单函数返回=0 
2021-12-10 16:04:31.101086 strategy(bkt999,): handle_trade data:[bkt999,140,RB2110.SHF,long,close_today,1,5126.0,137,20210601 21:24:00.000000,strategy] 
2021-12-10 16:04:31.101220 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:5139.0,last_price:5126.0) 
2021-12-10 16:04:31.573732 strategy(bkt999,): 2021-06-02 21:01:00 开空 for RB2110.SHF  最新价=4994.0 下单函数返回=0 
2021-12-10 16:04:31.576942 strategy(bkt999,): handle_trade data:[bkt999,141,RB2110.SHF,short,open,1,4994.0,138,20210602 21:02:00.000000,strategy] 
2021-12-10 16:04:31.577591 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:4994.0,last_price:4994.0) 
2021-12-10 16:04:31.579979 strategy(bkt999,): 2021-06-02 21:02:00 开空 for RB2110.SHF  最新价=5003.0 下单函数返回=0 
2021-12-10 16:04:31.583117 strategy(bkt999,): handle_trade data:[bkt999,142,RB2110.SHF,short,open,1,5002.0,139,20210602 21:03:00.000000,strategy] 
2021-12-10 16:04:31.583496 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:2,avail_qty:2,cost_price:4998.0,last_price:5002.0) 
2021-12-10 16:04:31.636342 strategy(bkt999,): 2021-06-02 21:36:00 开空 for RB2110.SHF  最新价=5055.0 下单函数返回=0 
2021-12-10 16:04:31.639667 strategy(bkt999,): handle_trade data:[bkt999,143,RB2110.SHF,short,open,1,5054.0,140,20210602 21:37:00.000000,strategy] 
2021-12-10 16:04:31.639896 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:3,avail_qty:3,cost_price:5016.667,last_price:5054.0) 
2021-12-10 16:04:31.676912 strategy(bkt999,): 2021-06-02 22:00:00 平空 for RB2110.SHF  最新价=5001.0 下单函数返回=0 
2021-12-10 16:04:31.679958 strategy(bkt999,): handle_trade data:[bkt999,144,RB2110.SHF,long,close_today,1,5001.0,141,20210602 22:01:00.000000,strategy] 
2021-12-10 16:04:31.680233 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:2,avail_qty:2,cost_price:5028.0,last_price:5001.0) 
2021-12-10 16:04:31.682114 strategy(bkt999,): 2021-06-02 22:01:00 开空 for RB2110.SHF  最新价=5010.0 下单函数返回=0 
2021-12-10 16:04:31.684828 strategy(bkt999,): handle_trade data:[bkt999,145,RB2110.SHF,short,open,1,5010.0,142,20210602 22:02:00.000000,strategy] 
2021-12-10 16:04:31.684949 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:3,avail_qty:3,cost_price:5022.0,last_price:5010.0) 
2021-12-10 16:04:31.762272 strategy(bkt999,): 2021-06-02 22:58:00 尾盘平空 for RB2110.SHF  最新价=5040.0 下单函数返回=0 
2021-12-10 16:04:31.765332 strategy(bkt999,): handle_trade data:[bkt999,146,RB2110.SHF,long,close_today,3,5039.0,143,20210602 22:59:00.000000,strategy] 
2021-12-10 16:04:31.765483 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:5022.0,last_price:5039.0) 
2021-12-10 16:04:31.768349 strategy(bkt999,): 2021-06-03 09:01:00 开空 for RB2110.SHF  最新价=5056.0 下单函数返回=0 
2021-12-10 16:04:31.770852 strategy(bkt999,): handle_trade data:[bkt999,147,RB2110.SHF,short,open,1,5057.0,144,20210603 09:02:00.000000,strategy] 
2021-12-10 16:04:31.770983 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:5057.0,last_price:5057.0) 
2021-12-10 16:04:31.885963 strategy(bkt999,): 2021-06-03 10:37:00 开空 for RB2110.SHF  最新价=5103.0 下单函数返回=0 
2021-12-10 16:04:31.888720 strategy(bkt999,): handle_trade data:[bkt999,148,RB2110.SHF,short,open,1,5103.0,145,20210603 10:38:00.000000,strategy] 
2021-12-10 16:04:31.889065 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:2,avail_qty:2,cost_price:5080.0,last_price:5103.0) 
2021-12-10 16:04:31.924193 strategy(bkt999,): 2021-06-03 11:03:00 开空 for RB2110.SHF  最新价=5165.0 下单函数返回=0 
2021-12-10 16:04:31.926896 strategy(bkt999,): handle_trade data:[bkt999,149,RB2110.SHF,short,open,1,5164.0,146,20210603 11:04:00.000000,strategy] 
2021-12-10 16:04:31.927108 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:3,avail_qty:3,cost_price:5108.0,last_price:5164.0) 
2021-12-10 16:04:32.074192 strategy(bkt999,): 2021-06-03 14:58:00 尾盘平空 for RB2110.SHF  最新价=5148.0 下单函数返回=0 
2021-12-10 16:04:32.076804 strategy(bkt999,): handle_trade data:[bkt999,150,RB2110.SHF,long,close_today,3,5147.0,147,20210603 14:59:00.000000,strategy] 
2021-12-10 16:04:32.076966 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:5108.0,last_price:5147.0) 
2021-12-10 16:04:32.121615 strategy(bkt999,): 2021-06-03 21:18:00 开空 for RB2110.SHF  最新价=5220.0 下单函数返回=0 
2021-12-10 16:04:32.124578 strategy(bkt999,): handle_trade data:[bkt999,151,RB2110.SHF,short,open,1,5218.0,148,20210603 21:19:00.000000,strategy] 
2021-12-10 16:04:32.124757 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:5218.0,last_price:5218.0) 
2021-12-10 16:04:32.158450 strategy(bkt999,): 2021-06-03 21:40:00 平空 for RB2110.SHF  最新价=5195.0 下单函数返回=0 
2021-12-10 16:04:32.162005 strategy(bkt999,): handle_trade data:[bkt999,152,RB2110.SHF,long,close_today,1,5195.0,149,20210603 21:41:00.000000,strategy] 
2021-12-10 16:04:32.162288 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:5218.0,last_price:5195.0) 
2021-12-10 16:04:32.445933 strategy(bkt999,): 2021-06-04 11:07:00 开空 for RB2110.SHF  最新价=5204.0 下单函数返回=0 
2021-12-10 16:04:32.448515 strategy(bkt999,): handle_trade data:[bkt999,153,RB2110.SHF,short,open,1,5204.0,150,20210604 11:08:00.000000,strategy] 
2021-12-10 16:04:32.448669 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:5204.0,last_price:5204.0) 
2021-12-10 16:04:32.451743 strategy(bkt999,): 2021-06-04 11:09:00 平空 for RB2110.SHF  最新价=5196.0 下单函数返回=0 
2021-12-10 16:04:32.454672 strategy(bkt999,): handle_trade data:[bkt999,154,RB2110.SHF,long,close_today,1,5197.0,151,20210604 11:10:00.000000,strategy] 
2021-12-10 16:04:32.454921 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:5204.0,last_price:5197.0) 
2021-12-10 16:04:32.485256 strategy(bkt999,): 2021-06-04 13:32:00 开空 for RB2110.SHF  最新价=5259.0 下单函数返回=0 
2021-12-10 16:04:32.487898 strategy(bkt999,): handle_trade data:[bkt999,155,RB2110.SHF,short,open,1,5260.0,152,20210604 13:33:00.000000,strategy] 
2021-12-10 16:04:32.488064 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:5260.0,last_price:5260.0) 
2021-12-10 16:04:32.493725 strategy(bkt999,): 2021-06-04 13:36:00 平空 for RB2110.SHF  最新价=5246.0 下单函数返回=0 
2021-12-10 16:04:32.496063 strategy(bkt999,): handle_trade data:[bkt999,156,RB2110.SHF,long,close_today,1,5246.0,153,20210604 13:37:00.000000,strategy] 
2021-12-10 16:04:32.496203 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:5260.0,last_price:5246.0) 
2021-12-10 16:04:32.627915 strategy(bkt999,): 2021-06-04 21:05:00 开空 for RB2110.SHF  最新价=5213.0 下单函数返回=0 
2021-12-10 16:04:32.630993 strategy(bkt999,): handle_trade data:[bkt999,157,RB2110.SHF,short,open,1,5215.0,154,20210604 21:06:00.000000,strategy] 
2021-12-10 16:04:32.631502 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:5215.0,last_price:5215.0) 
2021-12-10 16:04:32.793235 strategy(bkt999,): 2021-06-04 22:58:00 尾盘平空 for RB2110.SHF  最新价=5181.0 下单函数返回=0 
2021-12-10 16:04:32.796307 strategy(bkt999,): handle_trade data:[bkt999,158,RB2110.SHF,long,close_today,1,5181.0,155,20210604 22:59:00.000000,strategy] 
2021-12-10 16:04:32.796478 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:5215.0,last_price:5181.0) 
2021-12-10 16:04:32.802594 strategy(bkt999,): 2021-06-07 09:03:00 开空 for RB2110.SHF  最新价=5164.0 下单函数返回=0 
2021-12-10 16:04:32.805774 strategy(bkt999,): handle_trade data:[bkt999,159,RB2110.SHF,short,open,1,5164.0,156,20210607 09:04:00.000000,strategy] 
2021-12-10 16:04:32.806300 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:5164.0,last_price:5164.0) 
2021-12-10 16:04:32.820942 strategy(bkt999,): 2021-06-07 09:12:00 平空 for RB2110.SHF  最新价=5101.0 下单函数返回=0 
2021-12-10 16:04:32.824103 strategy(bkt999,): handle_trade data:[bkt999,160,RB2110.SHF,long,close_today,1,5101.0,157,20210607 09:13:00.000000,strategy] 
2021-12-10 16:04:32.824570 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:5164.0,last_price:5101.0) 
2021-12-10 16:04:32.830369 strategy(bkt999,): 2021-06-07 09:15:00 开空 for RB2110.SHF  最新价=5111.0 下单函数返回=0 
2021-12-10 16:04:32.833585 strategy(bkt999,): handle_trade data:[bkt999,161,RB2110.SHF,short,open,1,5110.0,158,20210607 09:16:00.000000,strategy] 
2021-12-10 16:04:32.833824 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:5110.0,last_price:5110.0) 
2021-12-10 16:04:32.949296 strategy(bkt999,): 2021-06-07 10:49:00 平空 for RB2110.SHF  最新价=5054.0 下单函数返回=0 
2021-12-10 16:04:32.952031 strategy(bkt999,): handle_trade data:[bkt999,162,RB2110.SHF,long,close_today,1,5054.0,159,20210607 10:50:00.000000,strategy] 
2021-12-10 16:04:32.952173 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:5110.0,last_price:5054.0) 
2021-12-10 16:04:32.960334 strategy(bkt999,): 2021-06-07 10:54:00 开空 for RB2110.SHF  最新价=5058.0 下单函数返回=0 
2021-12-10 16:04:32.963659 strategy(bkt999,): handle_trade data:[bkt999,163,RB2110.SHF,short,open,1,5056.0,160,20210607 10:55:00.000000,strategy] 
2021-12-10 16:04:32.963797 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:5056.0,last_price:5056.0) 
2021-12-10 16:04:33.047477 strategy(bkt999,): 2021-06-07 13:52:00 平空 for RB2110.SHF  最新价=5004.0 下单函数返回=0 
2021-12-10 16:04:33.050825 strategy(bkt999,): handle_trade data:[bkt999,164,RB2110.SHF,long,close_today,1,5004.0,161,20210607 13:53:00.000000,strategy] 
2021-12-10 16:04:33.051089 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:5056.0,last_price:5004.0) 
2021-12-10 16:04:33.053544 strategy(bkt999,): 2021-06-07 13:53:00 开空 for RB2110.SHF  最新价=5006.0 下单函数返回=0 
2021-12-10 16:04:33.057190 strategy(bkt999,): handle_trade data:[bkt999,165,RB2110.SHF,short,open,1,5007.0,162,20210607 13:54:00.000000,strategy] 
2021-12-10 16:04:33.057375 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:5007.0,last_price:5007.0) 
2021-12-10 16:04:33.151564 strategy(bkt999,): 2021-06-07 14:58:00 尾盘平空 for RB2110.SHF  最新价=4967.0 下单函数返回=0 
2021-12-10 16:04:33.154700 strategy(bkt999,): handle_trade data:[bkt999,166,RB2110.SHF,long,close_today,1,4967.0,163,20210607 14:59:00.000000,strategy] 
2021-12-10 16:04:33.154919 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:5007.0,last_price:4967.0) 
2021-12-10 16:04:33.181499 strategy(bkt999,): 2021-06-07 21:01:00 开空 for RB2110.SHF  最新价=4960.0 下单函数返回=0 
2021-12-10 16:04:33.184346 strategy(bkt999,): handle_trade data:[bkt999,167,RB2110.SHF,short,open,1,4961.0,164,20210607 21:02:00.000000,strategy] 
2021-12-10 16:04:33.184640 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:4961.0,last_price:4961.0) 
2021-12-10 16:04:33.197263 strategy(bkt999,): 2021-06-07 21:09:00 平空 for RB2110.SHF  最新价=4959.0 下单函数返回=0 
2021-12-10 16:04:33.200019 strategy(bkt999,): handle_trade data:[bkt999,168,RB2110.SHF,long,close_today,1,4959.0,165,20210607 21:10:00.000000,strategy] 
2021-12-10 16:04:33.200415 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:4961.0,last_price:4959.0) 
2021-12-10 16:04:33.358101 strategy(bkt999,): 2021-06-08 09:02:00 开空 for RB2110.SHF  最新价=5012.0 下单函数返回=0 
2021-12-10 16:04:33.361268 strategy(bkt999,): handle_trade data:[bkt999,169,RB2110.SHF,short,open,1,5012.0,166,20210608 09:03:00.000000,strategy] 
2021-12-10 16:04:33.361507 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:5012.0,last_price:5012.0) 
2021-12-10 16:04:33.363613 strategy(bkt999,): 2021-06-08 09:03:00 平空 for RB2110.SHF  最新价=4996.0 下单函数返回=0 
2021-12-10 16:04:33.366478 strategy(bkt999,): handle_trade data:[bkt999,170,RB2110.SHF,long,close_today,1,4996.0,167,20210608 09:04:00.000000,strategy] 
2021-12-10 16:04:33.366654 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:5012.0,last_price:4996.0) 
2021-12-10 16:04:33.553104 strategy(bkt999,): 2021-06-08 11:29:00 开空 for RB2110.SHF  最新价=4967.0 下单函数返回=0 
2021-12-10 16:04:33.556590 strategy(bkt999,): handle_trade data:[bkt999,171,RB2110.SHF,short,open,1,4968.0,168,20210608 11:30:00.000000,strategy] 
2021-12-10 16:04:33.556852 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:4968.0,last_price:4968.0) 
2021-12-10 16:04:33.636568 strategy(bkt999,): 2021-06-08 14:24:00 开空 for RB2110.SHF  最新价=5010.0 下单函数返回=0 
2021-12-10 16:04:33.640086 strategy(bkt999,): handle_trade data:[bkt999,172,RB2110.SHF,short,open,1,5009.0,169,20210608 14:25:00.000000,strategy] 
2021-12-10 16:04:33.640431 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:2,avail_qty:2,cost_price:4988.5,last_price:5009.0) 
2021-12-10 16:04:33.691534 strategy(bkt999,): 2021-06-08 14:58:00 尾盘平空 for RB2110.SHF  最新价=5002.0 下单函数返回=0 
2021-12-10 16:04:33.694365 strategy(bkt999,): handle_trade data:[bkt999,173,RB2110.SHF,long,close_today,2,5003.0,170,20210608 14:59:00.000000,strategy] 
2021-12-10 16:04:33.694544 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:4988.5,last_price:5003.0) 
2021-12-10 16:04:34.047055 strategy(bkt999,): 2021-06-09 11:08:00 开空 for RB2110.SHF  最新价=5059.0 下单函数返回=0 
2021-12-10 16:04:34.049970 strategy(bkt999,): handle_trade data:[bkt999,174,RB2110.SHF,short,open,1,5060.0,171,20210609 11:09:00.000000,strategy] 
2021-12-10 16:04:34.050231 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:5060.0,last_price:5060.0) 
2021-12-10 16:04:34.089572 strategy(bkt999,): 2021-06-09 13:35:00 平空 for RB2110.SHF  最新价=5052.0 下单函数返回=0 
2021-12-10 16:04:34.093139 strategy(bkt999,): handle_trade data:[bkt999,175,RB2110.SHF,long,close_today,1,5052.0,172,20210609 13:36:00.000000,strategy] 
2021-12-10 16:04:34.093298 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:5060.0,last_price:5052.0) 
2021-12-10 16:04:34.271802 strategy(bkt999,): 2021-06-09 21:33:00 开空 for RB2110.SHF  最新价=5092.0 下单函数返回=0 
2021-12-10 16:04:34.274591 strategy(bkt999,): handle_trade data:[bkt999,176,RB2110.SHF,short,open,1,5093.0,173,20210609 21:34:00.000000,strategy] 
2021-12-10 16:04:34.274726 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:5093.0,last_price:5093.0) 
2021-12-10 16:04:34.395145 strategy(bkt999,): 2021-06-09 22:58:00 尾盘平空 for RB2110.SHF  最新价=5088.0 下单函数返回=0 
2021-12-10 16:04:34.398408 strategy(bkt999,): handle_trade data:[bkt999,177,RB2110.SHF,long,close_today,1,5087.0,174,20210609 22:59:00.000000,strategy] 
2021-12-10 16:04:34.398565 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:5093.0,last_price:5087.0) 
2021-12-10 16:04:34.424161 strategy(bkt999,): 2021-06-10 09:17:00 开空 for RB2110.SHF  最新价=5139.0 下单函数返回=0 
2021-12-10 16:04:34.426895 strategy(bkt999,): handle_trade data:[bkt999,178,RB2110.SHF,short,open,1,5140.0,175,20210610 09:18:00.000000,strategy] 
2021-12-10 16:04:34.427025 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:5140.0,last_price:5140.0) 
2021-12-10 16:04:34.524547 strategy(bkt999,): 2021-06-10 10:41:00 开空 for RB2110.SHF  最新价=5190.0 下单函数返回=0 
2021-12-10 16:04:34.527344 strategy(bkt999,): handle_trade data:[bkt999,179,RB2110.SHF,short,open,1,5190.0,176,20210610 10:42:00.000000,strategy] 
2021-12-10 16:04:34.527496 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:2,avail_qty:2,cost_price:5165.0,last_price:5190.0) 
2021-12-10 16:04:34.716044 strategy(bkt999,): 2021-06-10 14:58:00 尾盘平空 for RB2110.SHF  最新价=5170.0 下单函数返回=0 
2021-12-10 16:04:34.718743 strategy(bkt999,): handle_trade data:[bkt999,180,RB2110.SHF,long,close_today,2,5170.0,177,20210610 14:59:00.000000,strategy] 
2021-12-10 16:04:34.718874 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:5165.0,last_price:5170.0) 
2021-12-10 16:04:34.746492 strategy(bkt999,): 2021-06-10 21:07:00 开空 for RB2110.SHF  最新价=5221.0 下单函数返回=0 
2021-12-10 16:04:34.749203 strategy(bkt999,): handle_trade data:[bkt999,181,RB2110.SHF,short,open,1,5221.0,178,20210610 21:08:00.000000,strategy] 
2021-12-10 16:04:34.749355 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:5221.0,last_price:5221.0) 
2021-12-10 16:04:34.906388 strategy(bkt999,): 2021-06-10 22:58:00 尾盘平空 for RB2110.SHF  最新价=5230.0 下单函数返回=0 
2021-12-10 16:04:34.909205 strategy(bkt999,): handle_trade data:[bkt999,182,RB2110.SHF,long,close_today,1,5229.0,179,20210610 22:59:00.000000,strategy] 
2021-12-10 16:04:34.909520 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:5221.0,last_price:5229.0) 
2021-12-10 16:04:35.098800 strategy(bkt999,): 2021-06-11 11:25:00 开空 for RB2110.SHF  最新价=5277.0 下单函数返回=0 
2021-12-10 16:04:35.101682 strategy(bkt999,): handle_trade data:[bkt999,183,RB2110.SHF,short,open,1,5276.0,180,20210611 11:26:00.000000,strategy] 
2021-12-10 16:04:35.101841 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:5276.0,last_price:5276.0) 
2021-12-10 16:04:35.235057 strategy(bkt999,): 2021-06-11 14:58:00 尾盘平空 for RB2110.SHF  最新价=5307.0 下单函数返回=0 
2021-12-10 16:04:35.237799 strategy(bkt999,): handle_trade data:[bkt999,184,RB2110.SHF,long,close_today,1,5306.0,181,20210611 14:59:00.000000,strategy] 
2021-12-10 16:04:35.237968 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:5276.0,last_price:5306.0) 
2021-12-10 16:04:35.263741 strategy(bkt999,): 2021-06-15 09:04:00 开空 for RB2110.SHF  最新价=5218.0 下单函数返回=0 
2021-12-10 16:04:35.266866 strategy(bkt999,): handle_trade data:[bkt999,185,RB2110.SHF,short,open,1,5217.0,182,20210615 09:05:00.000000,strategy] 
2021-12-10 16:04:35.267020 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:5217.0,last_price:5217.0) 
2021-12-10 16:04:35.276221 strategy(bkt999,): 2021-06-15 09:10:00 平空 for RB2110.SHF  最新价=5162.0 下单函数返回=0 
2021-12-10 16:04:35.279297 strategy(bkt999,): handle_trade data:[bkt999,186,RB2110.SHF,long,close_today,1,5162.0,183,20210615 09:11:00.000000,strategy] 
2021-12-10 16:04:35.279649 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:5217.0,last_price:5162.0) 
2021-12-10 16:04:35.290405 strategy(bkt999,): 2021-06-15 09:17:00 开空 for RB2110.SHF  最新价=5171.0 下单函数返回=0 
2021-12-10 16:04:35.293771 strategy(bkt999,): handle_trade data:[bkt999,187,RB2110.SHF,short,open,1,5171.0,184,20210615 09:18:00.000000,strategy] 
2021-12-10 16:04:35.294128 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:5171.0,last_price:5171.0) 
2021-12-10 16:04:35.521867 strategy(bkt999,): 2021-06-15 14:12:00 开空 for RB2110.SHF  最新价=5221.0 下单函数返回=0 
2021-12-10 16:04:35.525265 strategy(bkt999,): handle_trade data:[bkt999,188,RB2110.SHF,short,open,1,5221.0,185,20210615 14:13:00.000000,strategy] 
2021-12-10 16:04:35.525489 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:2,avail_qty:2,cost_price:5196.0,last_price:5221.0) 
2021-12-10 16:04:35.590240 strategy(bkt999,): 2021-06-15 14:58:00 尾盘平空 for RB2110.SHF  最新价=5185.0 下单函数返回=0 
2021-12-10 16:04:35.593002 strategy(bkt999,): handle_trade data:[bkt999,189,RB2110.SHF,long,close_today,2,5185.0,186,20210615 14:59:00.000000,strategy] 
2021-12-10 16:04:35.593365 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:5196.0,last_price:5185.0) 
2021-12-10 16:04:35.613609 strategy(bkt999,): 2021-06-15 21:01:00 开空 for RB2110.SHF  最新价=5179.0 下单函数返回=0 
2021-12-10 16:04:35.616305 strategy(bkt999,): handle_trade data:[bkt999,190,RB2110.SHF,short,open,1,5179.0,187,20210615 21:02:00.000000,strategy] 
2021-12-10 16:04:35.616644 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:5179.0,last_price:5179.0) 
2021-12-10 16:04:35.627263 strategy(bkt999,): 2021-06-15 21:08:00 平空 for RB2110.SHF  最新价=5168.0 下单函数返回=0 
2021-12-10 16:04:35.630159 strategy(bkt999,): handle_trade data:[bkt999,191,RB2110.SHF,long,close_today,1,5168.0,188,20210615 21:09:00.000000,strategy] 
2021-12-10 16:04:35.630405 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:5179.0,last_price:5168.0) 
2021-12-10 16:04:36.131524 strategy(bkt999,): 2021-06-16 21:01:00 开空 for RB2110.SHF  最新价=4987.0 下单函数返回=0 
2021-12-10 16:04:36.134871 strategy(bkt999,): handle_trade data:[bkt999,192,RB2110.SHF,short,open,1,4988.0,189,20210616 21:02:00.000000,strategy] 
2021-12-10 16:04:36.135380 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:4988.0,last_price:4988.0) 
2021-12-10 16:04:36.201892 strategy(bkt999,): 2021-06-16 21:46:00 开空 for RB2110.SHF  最新价=5020.0 下单函数返回=0 
2021-12-10 16:04:36.205124 strategy(bkt999,): handle_trade data:[bkt999,193,RB2110.SHF,short,open,1,5020.0,190,20210616 21:47:00.000000,strategy] 
2021-12-10 16:04:36.205517 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:2,avail_qty:2,cost_price:5004.0,last_price:5020.0) 
2021-12-10 16:04:36.255298 strategy(bkt999,): 2021-06-16 22:20:00 开空 for RB2110.SHF  最新价=5066.0 下单函数返回=0 
2021-12-10 16:04:36.258154 strategy(bkt999,): handle_trade data:[bkt999,194,RB2110.SHF,short,open,1,5065.0,191,20210616 22:21:00.000000,strategy] 
2021-12-10 16:04:36.258579 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:3,avail_qty:3,cost_price:5024.333,last_price:5065.0) 
2021-12-10 16:04:36.313780 strategy(bkt999,): 2021-06-16 22:58:00 尾盘平空 for RB2110.SHF  最新价=5066.0 下单函数返回=0 
2021-12-10 16:04:36.316958 strategy(bkt999,): handle_trade data:[bkt999,195,RB2110.SHF,long,close_today,3,5068.0,192,20210616 22:59:00.000000,strategy] 
2021-12-10 16:04:36.317218 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:5024.333,last_price:5068.0) 
2021-12-10 16:04:36.459650 strategy(bkt999,): 2021-06-17 10:53:00 开空 for RB2110.SHF  最新价=5116.0 下单函数返回=0 
2021-12-10 16:04:36.462847 strategy(bkt999,): handle_trade data:[bkt999,196,RB2110.SHF,short,open,1,5116.0,193,20210617 10:54:00.000000,strategy] 
2021-12-10 16:04:36.463054 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:5116.0,last_price:5116.0) 
2021-12-10 16:04:36.499677 strategy(bkt999,): 2021-06-17 11:18:00 平空 for RB2110.SHF  最新价=5063.0 下单函数返回=0 
2021-12-10 16:04:36.502498 strategy(bkt999,): handle_trade data:[bkt999,197,RB2110.SHF,long,close_today,1,5063.0,194,20210617 11:19:00.000000,strategy] 
2021-12-10 16:04:36.502672 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:5116.0,last_price:5063.0) 
2021-12-10 16:04:36.510481 strategy(bkt999,): 2021-06-17 11:23:00 开空 for RB2110.SHF  最新价=5067.0 下单函数返回=0 
2021-12-10 16:04:36.513190 strategy(bkt999,): handle_trade data:[bkt999,198,RB2110.SHF,short,open,1,5067.0,195,20210617 11:24:00.000000,strategy] 
2021-12-10 16:04:36.513359 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:5067.0,last_price:5067.0) 
2021-12-10 16:04:36.648947 strategy(bkt999,): 2021-06-17 14:58:00 尾盘平空 for RB2110.SHF  最新价=5088.0 下单函数返回=0 
2021-12-10 16:04:36.651874 strategy(bkt999,): handle_trade data:[bkt999,199,RB2110.SHF,long,close_today,1,5088.0,196,20210617 14:59:00.000000,strategy] 
2021-12-10 16:04:36.652084 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:5067.0,last_price:5088.0) 
2021-12-10 16:04:36.680416 strategy(bkt999,): 2021-06-17 21:05:00 开空 for RB2110.SHF  最新价=5106.0 下单函数返回=0 
2021-12-10 16:04:36.683412 strategy(bkt999,): handle_trade data:[bkt999,200,RB2110.SHF,short,open,1,5106.0,197,20210617 21:06:00.000000,strategy] 
2021-12-10 16:04:36.683926 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:5106.0,last_price:5106.0) 
2021-12-10 16:04:36.865596 strategy(bkt999,): 2021-06-17 22:58:00 尾盘平空 for RB2110.SHF  最新价=5091.0 下单函数返回=0 
2021-12-10 16:04:36.869816 strategy(bkt999,): handle_trade data:[bkt999,201,RB2110.SHF,long,close_today,1,5091.0,198,20210617 22:59:00.000000,strategy] 
2021-12-10 16:04:36.870062 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:5106.0,last_price:5091.0) 
2021-12-10 16:04:36.934218 strategy(bkt999,): 2021-06-18 09:33:00 开空 for RB2110.SHF  最新价=5058.0 下单函数返回=0 
2021-12-10 16:04:36.937303 strategy(bkt999,): handle_trade data:[bkt999,202,RB2110.SHF,short,open,1,5056.0,199,20210618 09:34:00.000000,strategy] 
2021-12-10 16:04:36.937466 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:5056.0,last_price:5056.0) 
2021-12-10 16:04:36.960790 strategy(bkt999,): 2021-06-18 09:47:00 开空 for RB2110.SHF  最新价=5104.0 下单函数返回=0 
2021-12-10 16:04:36.964389 strategy(bkt999,): handle_trade data:[bkt999,203,RB2110.SHF,short,open,1,5104.0,200,20210618 09:48:00.000000,strategy] 
2021-12-10 16:04:36.965415 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:2,avail_qty:2,cost_price:5080.0,last_price:5104.0) 
2021-12-10 16:04:37.010107 strategy(bkt999,): 2021-06-18 10:35:00 开空 for RB2110.SHF  最新价=5157.0 下单函数返回=0 
2021-12-10 16:04:37.012961 strategy(bkt999,): handle_trade data:[bkt999,204,RB2110.SHF,short,open,1,5157.0,201,20210618 10:36:00.000000,strategy] 
2021-12-10 16:04:37.013197 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:3,avail_qty:3,cost_price:5105.667,last_price:5157.0) 
2021-12-10 16:04:37.169136 strategy(bkt999,): 2021-06-18 14:38:00 平空 for RB2110.SHF  最新价=5101.0 下单函数返回=0 
2021-12-10 16:04:37.172230 strategy(bkt999,): handle_trade data:[bkt999,205,RB2110.SHF,long,close_today,1,5102.0,202,20210618 14:39:00.000000,strategy] 
2021-12-10 16:04:37.172495 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:2,avail_qty:2,cost_price:5130.5,last_price:5102.0) 
2021-12-10 16:04:37.198025 strategy(bkt999,): 2021-06-18 14:58:00 尾盘平空 for RB2110.SHF  最新价=5062.0 下单函数返回=0 
2021-12-10 16:04:37.200616 strategy(bkt999,): handle_trade data:[bkt999,206,RB2110.SHF,long,close_today,2,5061.0,203,20210618 14:59:00.000000,strategy] 
2021-12-10 16:04:37.200960 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:5130.5,last_price:5061.0) 
2021-12-10 16:04:37.222060 strategy(bkt999,): 2021-06-18 21:02:00 开空 for RB2110.SHF  最新价=5067.0 下单函数返回=0 
2021-12-10 16:04:37.224933 strategy(bkt999,): handle_trade data:[bkt999,207,RB2110.SHF,short,open,1,5066.0,204,20210618 21:03:00.000000,strategy] 
2021-12-10 16:04:37.225383 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:5066.0,last_price:5066.0) 
2021-12-10 16:04:37.392083 strategy(bkt999,): 2021-06-18 22:58:00 尾盘平空 for RB2110.SHF  最新价=5051.0 下单函数返回=0 
2021-12-10 16:04:37.395222 strategy(bkt999,): handle_trade data:[bkt999,208,RB2110.SHF,long,close_today,1,5050.0,205,20210618 22:59:00.000000,strategy] 
2021-12-10 16:04:37.395362 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:5066.0,last_price:5050.0) 
2021-12-10 16:04:37.414307 strategy(bkt999,): 2021-06-21 09:12:00 开空 for RB2110.SHF  最新价=5011.0 下单函数返回=0 
2021-12-10 16:04:37.418020 strategy(bkt999,): handle_trade data:[bkt999,209,RB2110.SHF,short,open,1,5010.0,206,20210621 09:13:00.000000,strategy] 
2021-12-10 16:04:37.418170 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:5010.0,last_price:5010.0) 
2021-12-10 16:04:37.618676 strategy(bkt999,): 2021-06-21 13:47:00 平空 for RB2110.SHF  最新价=4958.0 下单函数返回=0 
2021-12-10 16:04:37.621508 strategy(bkt999,): handle_trade data:[bkt999,210,RB2110.SHF,long,close_today,1,4958.0,207,20210621 13:48:00.000000,strategy] 
2021-12-10 16:04:37.621669 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:5010.0,last_price:4958.0) 
2021-12-10 16:04:37.630826 strategy(bkt999,): 2021-06-21 13:53:00 开空 for RB2110.SHF  最新价=4965.0 下单函数返回=0 
2021-12-10 16:04:37.633545 strategy(bkt999,): handle_trade data:[bkt999,211,RB2110.SHF,short,open,1,4966.0,208,20210621 13:54:00.000000,strategy] 
2021-12-10 16:04:37.633709 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:4966.0,last_price:4966.0) 
2021-12-10 16:04:37.687141 strategy(bkt999,): 2021-06-21 14:30:00 平空 for RB2110.SHF  最新价=4909.0 下单函数返回=0 
2021-12-10 16:04:37.689895 strategy(bkt999,): handle_trade data:[bkt999,212,RB2110.SHF,long,close_today,1,4909.0,209,20210621 14:31:00.000000,strategy] 
2021-12-10 16:04:37.690987 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:4966.0,last_price:4909.0) 
2021-12-10 16:04:37.694452 strategy(bkt999,): 2021-06-21 14:32:00 开空 for RB2110.SHF  最新价=4920.0 下单函数返回=0 
2021-12-10 16:04:37.697564 strategy(bkt999,): handle_trade data:[bkt999,213,RB2110.SHF,short,open,1,4921.0,210,20210621 14:33:00.000000,strategy] 
2021-12-10 16:04:37.698137 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:4921.0,last_price:4921.0) 
2021-12-10 16:04:37.736113 strategy(bkt999,): 2021-06-21 14:58:00 尾盘平空 for RB2110.SHF  最新价=4898.0 下单函数返回=0 
2021-12-10 16:04:37.739029 strategy(bkt999,): handle_trade data:[bkt999,214,RB2110.SHF,long,close_today,1,4899.0,211,20210621 14:59:00.000000,strategy] 
2021-12-10 16:04:37.739433 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:4921.0,last_price:4899.0) 
2021-12-10 16:04:37.761219 strategy(bkt999,): 2021-06-21 21:01:00 开空 for RB2110.SHF  最新价=4857.0 下单函数返回=0 
2021-12-10 16:04:37.764463 strategy(bkt999,): handle_trade data:[bkt999,215,RB2110.SHF,short,open,1,4858.0,212,20210621 21:02:00.000000,strategy] 
2021-12-10 16:04:37.764944 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:4858.0,last_price:4858.0) 
2021-12-10 16:04:37.771956 strategy(bkt999,): 2021-06-21 21:05:00 平空 for RB2110.SHF  最新价=4839.0 下单函数返回=0 
2021-12-10 16:04:37.775170 strategy(bkt999,): handle_trade data:[bkt999,216,RB2110.SHF,long,close_today,1,4840.0,213,20210621 21:06:00.000000,strategy] 
2021-12-10 16:04:37.775496 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:4858.0,last_price:4840.0) 
2021-12-10 16:04:37.943083 strategy(bkt999,): 2021-06-22 09:02:00 开空 for RB2110.SHF  最新价=4893.0 下单函数返回=0 
2021-12-10 16:04:37.946107 strategy(bkt999,): handle_trade data:[bkt999,217,RB2110.SHF,short,open,1,4894.0,214,20210622 09:03:00.000000,strategy] 
2021-12-10 16:04:37.946302 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:4894.0,last_price:4894.0) 
2021-12-10 16:04:37.948389 strategy(bkt999,): 2021-06-22 09:03:00 平空 for RB2110.SHF  最新价=4887.0 下单函数返回=0 
2021-12-10 16:04:37.950928 strategy(bkt999,): handle_trade data:[bkt999,218,RB2110.SHF,long,close_today,1,4887.0,215,20210622 09:04:00.000000,strategy] 
2021-12-10 16:04:37.951134 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:4894.0,last_price:4887.0) 
2021-12-10 16:04:38.127717 strategy(bkt999,): 2021-06-22 11:26:00 开空 for RB2110.SHF  最新价=4890.0 下单函数返回=0 
2021-12-10 16:04:38.131277 strategy(bkt999,): handle_trade data:[bkt999,219,RB2110.SHF,short,open,1,4890.0,216,20210622 11:27:00.000000,strategy] 
2021-12-10 16:04:38.131646 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:4890.0,last_price:4890.0) 
2021-12-10 16:04:38.135224 strategy(bkt999,): 2021-06-22 11:28:00 平空 for RB2110.SHF  最新价=4886.0 下单函数返回=0 
2021-12-10 16:04:38.138131 strategy(bkt999,): handle_trade data:[bkt999,220,RB2110.SHF,long,close_today,1,4886.0,217,20210622 11:29:00.000000,strategy] 
2021-12-10 16:04:38.138412 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:4890.0,last_price:4886.0) 
2021-12-10 16:04:38.296399 strategy(bkt999,): 2021-06-22 21:11:00 开空 for RB2110.SHF  最新价=4886.0 下单函数返回=0 
2021-12-10 16:04:38.299834 strategy(bkt999,): handle_trade data:[bkt999,221,RB2110.SHF,short,open,1,4885.0,218,20210622 21:12:00.000000,strategy] 
2021-12-10 16:04:38.300354 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:4885.0,last_price:4885.0) 
2021-12-10 16:04:38.466135 strategy(bkt999,): 2021-06-22 22:58:00 尾盘平空 for RB2110.SHF  最新价=4872.0 下单函数返回=0 
2021-12-10 16:04:38.469462 strategy(bkt999,): handle_trade data:[bkt999,222,RB2110.SHF,long,close_today,1,4872.0,219,20210622 22:59:00.000000,strategy] 
2021-12-10 16:04:38.469705 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:4885.0,last_price:4872.0) 
2021-12-10 16:04:38.639254 strategy(bkt999,): 2021-06-23 11:02:00 开空 for RB2110.SHF  最新价=4947.0 下单函数返回=0 
2021-12-10 16:04:38.642574 strategy(bkt999,): handle_trade data:[bkt999,223,RB2110.SHF,short,open,1,4947.0,220,20210623 11:03:00.000000,strategy] 
2021-12-10 16:04:38.642787 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:4947.0,last_price:4947.0) 
2021-12-10 16:04:38.746534 strategy(bkt999,): 2021-06-23 14:07:00 平空 for RB2110.SHF  最新价=4884.0 下单函数返回=0 
2021-12-10 16:04:38.749586 strategy(bkt999,): handle_trade data:[bkt999,224,RB2110.SHF,long,close_today,1,4883.0,221,20210623 14:08:00.000000,strategy] 
2021-12-10 16:04:38.749841 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:4947.0,last_price:4883.0) 
2021-12-10 16:04:38.752306 strategy(bkt999,): 2021-06-23 14:08:00 开空 for RB2110.SHF  最新价=4890.0 下单函数返回=0 
2021-12-10 16:04:38.755187 strategy(bkt999,): handle_trade data:[bkt999,225,RB2110.SHF,short,open,1,4891.0,222,20210623 14:09:00.000000,strategy] 
2021-12-10 16:04:38.755416 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:4891.0,last_price:4891.0) 
2021-12-10 16:04:38.816129 strategy(bkt999,): 2021-06-23 14:45:00 开空 for RB2110.SHF  最新价=4944.0 下单函数返回=0 
2021-12-10 16:04:38.819665 strategy(bkt999,): handle_trade data:[bkt999,226,RB2110.SHF,short,open,1,4942.0,223,20210623 14:46:00.000000,strategy] 
2021-12-10 16:04:38.819976 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:2,avail_qty:2,cost_price:4916.5,last_price:4942.0) 
2021-12-10 16:04:38.840720 strategy(bkt999,): 2021-06-23 14:58:00 尾盘平空 for RB2110.SHF  最新价=4934.0 下单函数返回=0 
2021-12-10 16:04:38.843839 strategy(bkt999,): handle_trade data:[bkt999,227,RB2110.SHF,long,close_today,2,4936.0,224,20210623 14:59:00.000000,strategy] 
2021-12-10 16:04:38.844055 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:4916.5,last_price:4936.0) 
2021-12-10 16:04:39.377324 strategy(bkt999,): 2021-06-24 21:01:00 开空 for RB2110.SHF  最新价=4954.0 下单函数返回=0 
2021-12-10 16:04:39.380309 strategy(bkt999,): handle_trade data:[bkt999,228,RB2110.SHF,short,open,1,4951.0,225,20210624 21:02:00.000000,strategy] 
2021-12-10 16:04:39.380902 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:4951.0,last_price:4951.0) 
2021-12-10 16:04:39.397529 strategy(bkt999,): 2021-06-24 21:12:00 开空 for RB2110.SHF  最新价=4983.0 下单函数返回=0 
2021-12-10 16:04:39.400541 strategy(bkt999,): handle_trade data:[bkt999,229,RB2110.SHF,short,open,1,4982.0,226,20210624 21:13:00.000000,strategy] 
2021-12-10 16:04:39.401096 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:2,avail_qty:2,cost_price:4966.5,last_price:4982.0) 
2021-12-10 16:04:39.554348 strategy(bkt999,): 2021-06-24 22:58:00 尾盘平空 for RB2110.SHF  最新价=4994.0 下单函数返回=0 
2021-12-10 16:04:39.557257 strategy(bkt999,): handle_trade data:[bkt999,230,RB2110.SHF,long,close_today,2,4994.0,227,20210624 22:59:00.000000,strategy] 
2021-12-10 16:04:39.557818 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:4966.5,last_price:4994.0) 
2021-12-10 16:04:39.584042 strategy(bkt999,): 2021-06-25 09:16:00 开空 for RB2110.SHF  最新价=5033.0 下单函数返回=0 
2021-12-10 16:04:39.587959 strategy(bkt999,): handle_trade data:[bkt999,231,RB2110.SHF,short,open,1,5032.0,228,20210625 09:17:00.000000,strategy] 
2021-12-10 16:04:39.588380 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:5032.0,last_price:5032.0) 
2021-12-10 16:04:39.845191 strategy(bkt999,): 2021-06-25 14:25:00 开空 for RB2110.SHF  最新价=5082.0 下单函数返回=0 
2021-12-10 16:04:39.848186 strategy(bkt999,): handle_trade data:[bkt999,232,RB2110.SHF,short,open,1,5081.0,229,20210625 14:26:00.000000,strategy] 
2021-12-10 16:04:39.848988 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:2,avail_qty:2,cost_price:5056.5,last_price:5081.0) 
2021-12-10 16:04:39.896386 strategy(bkt999,): 2021-06-25 14:58:00 尾盘平空 for RB2110.SHF  最新价=5059.0 下单函数返回=0 
2021-12-10 16:04:39.899675 strategy(bkt999,): handle_trade data:[bkt999,233,RB2110.SHF,long,close_today,2,5060.0,230,20210625 14:59:00.000000,strategy] 
2021-12-10 16:04:39.900095 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:5056.5,last_price:5060.0) 
2021-12-10 16:04:40.207308 strategy(bkt999,): 2021-06-28 10:35:00 开空 for RB2110.SHF  最新价=5067.0 下单函数返回=0 
2021-12-10 16:04:40.210240 strategy(bkt999,): handle_trade data:[bkt999,234,RB2110.SHF,short,open,1,5067.0,231,20210628 10:36:00.000000,strategy] 
2021-12-10 16:04:40.210380 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:5067.0,last_price:5067.0) 
2021-12-10 16:04:40.276615 strategy(bkt999,): 2021-06-28 11:21:00 平空 for RB2110.SHF  最新价=5062.0 下单函数返回=0 
2021-12-10 16:04:40.279410 strategy(bkt999,): handle_trade data:[bkt999,235,RB2110.SHF,long,close_today,1,5062.0,232,20210628 11:22:00.000000,strategy] 
2021-12-10 16:04:40.279565 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:5067.0,last_price:5062.0) 
2021-12-10 16:04:40.434308 strategy(bkt999,): 2021-06-28 21:01:00 开空 for RB2110.SHF  最新价=5120.0 下单函数返回=0 
2021-12-10 16:04:40.437003 strategy(bkt999,): handle_trade data:[bkt999,236,RB2110.SHF,short,open,1,5120.0,233,20210628 21:02:00.000000,strategy] 
2021-12-10 16:04:40.437517 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:5120.0,last_price:5120.0) 
2021-12-10 16:04:40.439493 strategy(bkt999,): 2021-06-28 21:02:00 开空 for RB2110.SHF  最新价=5121.0 下单函数返回=0 
2021-12-10 16:04:40.442412 strategy(bkt999,): handle_trade data:[bkt999,237,RB2110.SHF,short,open,1,5119.0,234,20210628 21:03:00.000000,strategy] 
2021-12-10 16:04:40.442548 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:2,avail_qty:2,cost_price:5119.5,last_price:5119.0) 
2021-12-10 16:04:40.604792 strategy(bkt999,): 2021-06-28 22:58:00 尾盘平空 for RB2110.SHF  最新价=5146.0 下单函数返回=0 
2021-12-10 16:04:40.607666 strategy(bkt999,): handle_trade data:[bkt999,238,RB2110.SHF,long,close_today,2,5145.0,235,20210628 22:59:00.000000,strategy] 
2021-12-10 16:04:40.607801 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:5119.5,last_price:5145.0) 
2021-12-10 16:04:40.801632 strategy(bkt999,): 2021-06-29 11:12:00 开空 for RB2110.SHF  最新价=5071.0 下单函数返回=0 
2021-12-10 16:04:40.804226 strategy(bkt999,): handle_trade data:[bkt999,239,RB2110.SHF,short,open,1,5071.0,236,20210629 11:13:00.000000,strategy] 
2021-12-10 16:04:40.804397 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:5071.0,last_price:5071.0) 
2021-12-10 16:04:40.937809 strategy(bkt999,): 2021-06-29 14:58:00 尾盘平空 for RB2110.SHF  最新价=5039.0 下单函数返回=0 
2021-12-10 16:04:40.940297 strategy(bkt999,): handle_trade data:[bkt999,240,RB2110.SHF,long,close_today,1,5038.0,237,20210629 14:59:00.000000,strategy] 
2021-12-10 16:04:40.940427 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:5071.0,last_price:5038.0) 
2021-12-10 16:04:40.985468 strategy(bkt999,): 2021-06-29 21:20:00 开空 for RB2110.SHF  最新价=5092.0 下单函数返回=0 
2021-12-10 16:04:40.988290 strategy(bkt999,): handle_trade data:[bkt999,241,RB2110.SHF,short,open,1,5092.0,238,20210629 21:21:00.000000,strategy] 
2021-12-10 16:04:40.988449 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:5092.0,last_price:5092.0) 
2021-12-10 16:04:41.126309 strategy(bkt999,): 2021-06-29 22:58:00 尾盘平空 for RB2110.SHF  最新价=5087.0 下单函数返回=0 
2021-12-10 16:04:41.129297 strategy(bkt999,): handle_trade data:[bkt999,242,RB2110.SHF,long,close_today,1,5087.0,239,20210629 22:59:00.000000,strategy] 
2021-12-10 16:04:41.129452 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:5092.0,last_price:5087.0) 
2021-12-10 16:04:41.367681 strategy(bkt999,): 2021-06-30 14:06:00 开空 for RB2110.SHF  最新价=5143.0 下单函数返回=0 
2021-12-10 16:04:41.370478 strategy(bkt999,): handle_trade data:[bkt999,243,RB2110.SHF,short,open,1,5143.0,240,20210630 14:07:00.000000,strategy] 
2021-12-10 16:04:41.370652 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:1,avail_qty:1,cost_price:5143.0,last_price:5143.0) 
2021-12-10 16:04:41.441811 strategy(bkt999,): 2021-06-30 14:58:00 尾盘平空 for RB2110.SHF  最新价=5141.0 下单函数返回=0 
2021-12-10 16:04:41.444482 strategy(bkt999,): handle_trade data:[bkt999,244,RB2110.SHF,long,close_today,1,5141.0,241,20210630 14:59:00.000000,strategy] 
2021-12-10 16:04:41.444609 strategy(bkt999,): 当前多头持仓:Position(bkt999,RB2110.SHF,long,current_qty:0,avail_qty:0,cost_price:0.0,last_price:0.0) 当前空头持仓:Position(bkt999,RB2110.SHF,short,current_qty:0,avail_qty:0,cost_price:5143.0,last_price:5141.0)

收益率9.21%
年化收益率74.22%
基准收益率3.33%
阿尔法0.84
贝塔0.46
夏普比率1.23
胜率0.29
盈亏比1.23
收益波动率53.62%
最大回撤15.41%

bigcharts-data-start/{"__type":"tabs","__id":"bigchart-d72778f727ab44bc8db4d4a36e50ff3a"}/bigcharts-data-end