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[2019-09-19 16:22:37.314384] INFO: bigquant: instruments.v2 开始运行..
[2019-09-19 16:22:37.467404] INFO: bigquant: 命中缓存
[2019-09-19 16:22:37.469960] INFO: bigquant: instruments.v2 运行完成[0.155594s].
[2019-09-19 16:22:37.473510] INFO: bigquant: advanced_auto_labeler.v2 开始运行..
[2019-09-19 16:22:37.598530] INFO: bigquant: 命中缓存
[2019-09-19 16:22:37.601114] INFO: bigquant: advanced_auto_labeler.v2 运行完成[0.127574s].
[2019-09-19 16:22:37.604060] INFO: bigquant: input_features.v1 开始运行..
[2019-09-19 16:22:37.790840] INFO: bigquant: 命中缓存
[2019-09-19 16:22:37.793394] INFO: bigquant: input_features.v1 运行完成[0.189287s].
[2019-09-19 16:22:37.868594] INFO: bigquant: general_feature_extractor.v7 开始运行..
[2019-09-19 16:22:37.998596] INFO: bigquant: 命中缓存
[2019-09-19 16:22:38.001394] INFO: bigquant: general_feature_extractor.v7 运行完成[0.132778s].
[2019-09-19 16:22:38.004921] INFO: bigquant: derived_feature_extractor.v3 开始运行..
[2019-09-19 16:22:38.121376] INFO: bigquant: 命中缓存
[2019-09-19 16:22:38.123756] INFO: bigquant: derived_feature_extractor.v3 运行完成[0.118816s].
[2019-09-19 16:22:38.127014] INFO: bigquant: join.v3 开始运行..
[2019-09-19 16:22:38.263526] INFO: bigquant: 命中缓存
[2019-09-19 16:22:38.267304] INFO: bigquant: join.v3 运行完成[0.140269s].
[2019-09-19 16:22:38.271402] INFO: bigquant: dropnan.v1 开始运行..
[2019-09-19 16:22:38.338102] INFO: bigquant: 命中缓存
[2019-09-19 16:22:38.340817] INFO: bigquant: dropnan.v1 运行完成[0.069399s].
[2019-09-19 16:22:38.344412] INFO: bigquant: stock_ranker_train.v5 开始运行..
[2019-09-19 16:22:38.581109] INFO: bigquant: 命中缓存
[2019-09-19 16:22:38.861015] INFO: bigquant: stock_ranker_train.v5 运行完成[0.516574s].
[2019-09-19 16:22:38.864610] INFO: bigquant: instruments.v2 开始运行..
[2019-09-19 16:22:38.973400] INFO: bigquant: 命中缓存
[2019-09-19 16:22:38.976130] INFO: bigquant: instruments.v2 运行完成[0.111477s].
[2019-09-19 16:22:39.140937] INFO: bigquant: general_feature_extractor.v7 开始运行..
[2019-09-19 16:22:39.241174] INFO: bigquant: 命中缓存
[2019-09-19 16:22:39.243482] INFO: bigquant: general_feature_extractor.v7 运行完成[0.102433s].
[2019-09-19 16:22:39.252239] INFO: bigquant: derived_feature_extractor.v3 开始运行..
[2019-09-19 16:22:39.411864] INFO: bigquant: 命中缓存
[2019-09-19 16:22:39.414129] INFO: bigquant: derived_feature_extractor.v3 运行完成[0.161888s].
[2019-09-19 16:22:39.418185] INFO: bigquant: dropnan.v1 开始运行..
[2019-09-19 16:22:39.539314] INFO: bigquant: 命中缓存
[2019-09-19 16:22:39.543370] INFO: bigquant: dropnan.v1 运行完成[0.125149s].
[2019-09-19 16:22:39.555560] INFO: bigquant: stock_ranker_predict.v5 开始运行..
[2019-09-19 16:22:39.759810] INFO: bigquant: 命中缓存
[2019-09-19 16:22:39.764539] INFO: bigquant: stock_ranker_predict.v5 运行完成[0.208961s].
[2019-09-19 16:22:39.895190] INFO: bigquant: backtest.v8 开始运行..
[2019-09-19 16:22:39.904613] INFO: bigquant: biglearning backtest:V8.2.12
[2019-09-19 16:22:39.907244] INFO: bigquant: product_type:stock by specified
[2019-09-19 16:22:40.270991] INFO: bigquant: cached.v2 开始运行..
[2019-09-19 16:22:40.362436] INFO: bigquant: 命中缓存
[2019-09-19 16:22:40.364843] INFO: bigquant: cached.v2 运行完成[0.093865s].
[2019-09-19 16:22:52.283166] INFO: algo: TradingAlgorithm V1.5.8
[2019-09-19 16:22:55.159307] INFO: algo: trading transform...
[2019-09-19 16:23:07.259762] INFO: algo: handle_splits get splits [dt:2015-04-16 00:00:00+00:00] [asset:Equity(683 [300390.SZA]), ratio:0.6630872981901985]
[2019-09-19 16:23:07.263554] INFO: Position: position stock handle split[sid:683, orig_amount:1100, new_amount:1658.0, orig_cost:39.020005629016886, new_cost:25.87, ratio:0.6630872981901985, last_sale_price:24.700001857584894]
[2019-09-19 16:23:07.268982] INFO: Position: after split: PositionStock(asset:Equity(683 [300390.SZA]), amount:1658.0, cost_basis:25.87, last_sale_price:37.25)
[2019-09-19 16:23:07.273662] INFO: Position: returning cash: 22.4
[2019-09-19 16:23:10.762021] INFO: algo: handle_splits get splits [dt:2015-05-15 00:00:00+00:00] [asset:Equity(2169 [000736.SZA]), ratio:0.9987076835878506]
[2019-09-19 16:23:10.768078] INFO: Position: position stock handle split[sid:2169, orig_amount:16900, new_amount:16921.0, orig_cost:15.350013840478981, new_cost:15.33, ratio:0.9987076835878506, last_sale_price:15.459995437209697]
[2019-09-19 16:23:10.773651] INFO: Position: after split: PositionStock(asset:Equity(2169 [000736.SZA]), amount:16921.0, cost_basis:15.33, last_sale_price:15.480000495910645)
[2019-09-19 16:23:10.775780] INFO: Position: returning cash: 13.43
[2019-09-19 16:23:11.696404] INFO: algo: handle_splits get splits [dt:2015-05-22 00:00:00+00:00] [asset:Equity(1892 [300119.SZA]), ratio:0.9944382925109119]
[2019-09-19 16:23:11.698545] INFO: Position: position stock handle split[sid:1892, orig_amount:6500, new_amount:6536.0, orig_cost:16.360001220667378, new_cost:16.27, ratio:0.9944382925109119, last_sale_price:17.88000194086899]
[2019-09-19 16:23:11.700719] INFO: Position: after split: PositionStock(asset:Equity(1892 [300119.SZA]), amount:6536.0, cost_basis:16.27, last_sale_price:17.98000144958496)
[2019-09-19 16:23:11.702665] INFO: Position: returning cash: 6.32
[2019-09-19 16:23:16.008936] INFO: algo: handle_splits get splits [dt:2015-06-23 00:00:00+00:00] [asset:Equity(2250 [300077.SZA]), ratio:0.9998031228727998]
[2019-09-19 16:23:16.011546] INFO: Position: position stock handle split[sid:2250, orig_amount:3600, new_amount:3600.0, orig_cost:51.989998192647114, new_cost:51.98, ratio:0.9998031228727998, last_sale_price:50.770001359017975]
[2019-09-19 16:23:16.014384] INFO: Position: after split: PositionStock(asset:Equity(2250 [300077.SZA]), amount:3600.0, cost_basis:51.98, last_sale_price:50.779998779296875)
[2019-09-19 16:23:16.016089] INFO: Position: returning cash: 35.99
[2019-09-19 16:23:16.913829] INFO: algo: handle_splits get splits [dt:2015-06-29 00:00:00+00:00] [asset:Equity(1560 [000716.SZA]), ratio:0.9974734355876671]
[2019-09-19 16:23:16.916250] INFO: Position: position stock handle split[sid:1560, orig_amount:4700, new_amount:4711.0, orig_cost:23.850001497022188, new_cost:23.79, ratio:0.9974734355876671, last_sale_price:23.689994095207094]
[2019-09-19 16:23:16.918203] INFO: Position: after split: PositionStock(asset:Equity(1560 [000716.SZA]), amount:4711.0, cost_basis:23.79, last_sale_price:23.75)
[2019-09-19 16:23:16.920206] INFO: Position: returning cash: 21.44
[2019-09-19 16:23:18.798835] INFO: algo: handle_splits get splits [dt:2015-07-08 00:00:00+00:00] [asset:Equity(2351 [002133.SZA]), ratio:0.9865547066162149]
[2019-09-19 16:23:20.869417] INFO: algo: handle_splits get splits [dt:2015-07-15 00:00:00+00:00] [asset:Equity(915 [300006.SZA]), ratio:0.9972134668014038]
[2019-09-19 16:23:20.872141] INFO: Position: position stock handle split[sid:915, orig_amount:3000, new_amount:3008.0, orig_cost:41.50000433930211, new_cost:41.38, ratio:0.9972134668014038, last_sale_price:35.789994518919066]
[2019-09-19 16:23:20.874222] INFO: Position: after split: PositionStock(asset:Equity(915 [300006.SZA]), amount:3008.0, cost_basis:41.38, last_sale_price:35.8900032043457)
[2019-09-19 16:23:20.876093] INFO: Position: returning cash: 13.71
[2019-09-19 16:23:30.611719] INFO: algo: handle_splits get splits [dt:2015-09-17 00:00:00+00:00] [asset:Equity(821 [600446.SHA]), ratio:0.33293942190663656]
[2019-09-19 16:23:30.615900] INFO: Position: position stock handle split[sid:821, orig_amount:1400, new_amount:4204.0, orig_cost:114.0000000482192, new_cost:37.96, ratio:0.33293942190663656, last_sale_price:33.80999677054322]
[2019-09-19 16:23:30.618103] INFO: Position: after split: PositionStock(asset:Equity(821 [600446.SHA]), amount:4204.0, cost_basis:37.96, last_sale_price:101.54999542236328)
[2019-09-19 16:23:30.620093] INFO: Position: returning cash: 32.77
[2019-09-19 16:23:59.022229] INFO: algo: handle_splits get splits [dt:2016-05-16 00:00:00+00:00] [asset:Equity(2340 [300081.SZA]), ratio:0.3987395579718062]
[2019-09-19 16:23:59.031922] INFO: Position: position stock handle split[sid:2340, orig_amount:5400, new_amount:13542.0, orig_cost:35.13000261128855, new_cost:14.01, ratio:0.3987395579718062, last_sale_price:13.919997907952927]
[2019-09-19 16:23:59.033981] INFO: Position: after split: PositionStock(asset:Equity(2340 [300081.SZA]), amount:13542.0, cost_basis:14.01, last_sale_price:34.90999984741211)
[2019-09-19 16:23:59.035735] INFO: Position: returning cash: 9.39
[2019-09-19 16:24:02.715411] INFO: algo: handle_splits get splits [dt:2016-06-20 00:00:00+00:00] [asset:Equity(2029 [600873.SHA]), ratio:0.9842022100472294]
[2019-09-19 16:24:02.726603] INFO: Position: position stock handle split[sid:2029, orig_amount:28000, new_amount:28449.0, orig_cost:6.260000416173964, new_cost:6.16, ratio:0.9842022100472294, last_sale_price:6.229999914510293]
[2019-09-19 16:24:02.732622] INFO: Position: after split: PositionStock(asset:Equity(2029 [600873.SHA]), amount:28449.0, cost_basis:6.16, last_sale_price:6.329999923706055)
[2019-09-19 16:24:02.738357] INFO: Position: returning cash: 2.73
[2019-09-19 16:24:06.366421] INFO: algo: handle_splits get splits [dt:2016-07-08 00:00:00+00:00] [asset:Equity(364 [603699.SHA]), ratio:0.9860337230776506]
[2019-09-19 16:24:06.372718] INFO: Position: position stock handle split[sid:364, orig_amount:13300, new_amount:13488.0, orig_cost:18.010052061145977, new_cost:17.76, ratio:0.9860337230776506, last_sale_price:17.65000326694793]
[2019-09-19 16:24:06.378282] INFO: Position: after split: PositionStock(asset:Equity(364 [603699.SHA]), amount:13488.0, cost_basis:17.76, last_sale_price:17.899999618530273)
[2019-09-19 16:24:06.383724] INFO: Position: returning cash: 6.75
[2019-09-19 16:24:11.138147] INFO: algo: handle_splits get splits [dt:2016-08-12 00:00:00+00:00] [asset:Equity(76 [600578.SHA]), ratio:0.95623635873562]
[2019-09-19 16:24:11.140197] INFO: Position: position stock handle split[sid:76, orig_amount:38700, new_amount:40471.0, orig_cost:4.560004052334111, new_cost:4.36, ratio:0.95623635873562, last_sale_price:4.3700003235706335]
[2019-09-19 16:24:11.141920] INFO: Position: after split: PositionStock(asset:Equity(76 [600578.SHA]), amount:40471.0, cost_basis:4.36, last_sale_price:4.570000171661377)
[2019-09-19 16:24:11.144057] INFO: Position: returning cash: 0.72
[2019-09-19 16:24:29.010979] INFO: Performance: Simulated 488 trading days out of 488.
[2019-09-19 16:24:29.017198] INFO: Performance: first open: 2015-01-05 09:30:00+00:00
[2019-09-19 16:24:29.022608] INFO: Performance: last close: 2016-12-30 15:00:00+00:00
[2019-09-19 16:24:49.609929] INFO: bigquant: backtest.v8 运行完成[129.714736s].
bigcharts-data-start/{"__id":"bigchart-28cd2240310243b2bf633f9c8f4dfe28","__type":"tabs"}/bigcharts-data-end
- 收益率418.09%
- 年化收益率133.84%
- 基准收益率-6.33%
- 阿尔法0.92
- 贝塔0.96
- 夏普比率2.14
- 胜率0.6
- 盈亏比0.96
- 收益波动率42.58%
- 信息比率0.2
- 最大回撤48.58%
bigcharts-data-start/{"__id":"bigchart-de2d674fa952460db9c8f8d748db85b7","__type":"tabs"}/bigcharts-data-end