复制链接
克隆策略

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设置交易费用，买入是万三，卖出是千分之1.3，如果不足5元按5元算\n context.set_commission(PerOrder(buy_cost=0.0003, sell_cost=0.0013, min_cost=5))\n \n # 如果策略运行中，需要将数据(比如运行天数)进行保存，可以借用extension这个对象，类型为dict\n if 'index' not in context.extension:\n context.extension['index'] = 0","type":"Literal","bound_global_parameter":null},{"name":"handle_data","value":"# 回测引擎：每日数据处理函数，每天执行一次\ndef bigquant_run(context, data):\n \n # 1. 按每个K线递增，记录策略运行天数\n context.extension['index'] += 1\n \n # 2. 每隔22个交易日进行换仓\n if context.extension['index'] % context.rebalance_days != 1:\n return \n \n # 3. 买入股票列表\n print(context.daily_stock_buy)\n stock_to_buy = context.daily_stock_buy.loc[data.current_dt.strftime('%Y-%m-%d')]\n no_need_to_sell = stock_to_buy\n \n # 4. 当前持仓列表 \n stock_hold_now = [equity.symbol for equity in context.portfolio.positions]\n\n # 5. 卖出股票列表 \n stock_to_sell = [i for i in stock_hold_now if i not in no_need_to_sell]\n \n # 6. 执行卖出\n for stock in stock_to_sell:\n if data.can_trade(context.symbol(stock)):\n context.order_target_percent(context.symbol(stock), 0)\n \n # 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    In [2]:
    # 本代码由可视化策略环境自动生成 2023年4月14日 14:49
# 本代码单元只能在可视化模式下编辑。您也可以拷贝代码，粘贴到新建的代码单元或者策略，然后修改。


# 回测引擎：初始化函数，只执行一次
def m2_initialize_bigquant_run(context):
    
    # 设置交易费用，买入是万三，卖出是千分之1.3，如果不足5元按5元算
    context.set_commission(PerOrder(buy_cost=0.0003, sell_cost=0.0013, min_cost=5))
    
    # 如果策略运行中，需要将数据(比如运行天数)进行保存，可以借用extension这个对象，类型为dict
    if 'index' not in context.extension:
        context.extension['index'] = 0
# 回测引擎：每日数据处理函数，每天执行一次
def m2_handle_data_bigquant_run(context, data):
    
    # 1. 按每个K线递增，记录策略运行天数
    context.extension['index']  += 1
    
    # 2. 每隔22个交易日进行换仓
    if context.extension['index'] % context.rebalance_days != 1:
        return 
    
    # 3. 买入股票列表
    print(context.daily_stock_buy)
    stock_to_buy = context.daily_stock_buy.loc[data.current_dt.strftime('%Y-%m-%d')]
    no_need_to_sell = stock_to_buy
    
    # 4. 当前持仓列表    
    stock_hold_now = [equity.symbol for equity in context.portfolio.positions]

    # 5. 卖出股票列表 
    stock_to_sell = [i for i in stock_hold_now if i not in no_need_to_sell]
    
    # 6. 执行卖出
    for stock in stock_to_sell:
        if data.can_trade(context.symbol(stock)):
            context.order_target_percent(context.symbol(stock), 0)
            
    # 7. 执行买入
    if len(stock_to_buy)>0: 
        weight = 1 / len(stock_to_buy) # 等权重
        for  instrument in stock_to_buy:
            if data.can_trade(context.symbol(instrument)):
                context.order_target_percent(context.symbol(instrument), weight)
# 回测引擎：准备数据，只执行一次
def m2_prepare_bigquant_run(context):
    # 加载股票指标数据,数据继承自m4模块
    context.indicator_data = context.options['data'].read_df()

     # 设置股票数量
    context.stock_num = 30
    
    def open_pos_con(df):
        return list(df.instrument)[:context.stock_num]
    
    # 计算每日股票买入列表
    context.daily_stock_buy = context.indicator_data.groupby('date').apply(open_pos_con)
    
    # 调仓天数,22个交易日大概就是一个月。可以理解为一个月换仓一次
    context.rebalance_days = 22
    


m3 = M.instruments.v2(
    start_date='2015-01-01',
    end_date='2019-04-23',
    market='CN_STOCK_A',
    instrument_list=''
)

m5 = M.input_features.v1(
    features="""pb_lf_0
pe_ttm_0
amount_0"""
)

m1 = M.general_feature_extractor.v7(
    instruments=m3.data,
    features=m5.data,
    start_date='',
    end_date='',
    before_start_days=90
)

m6 = M.sort.v4(
    input_ds=m1.data,
    sort_by='pe_ttm_0,pb_lf_0',
    group_by='date',
    keep_columns='--',
    ascending=True
)

m4 = M.filter.v3(
    input_data=m6.sorted_data,
    expr='pb_lf_0 < 1.5 & pe_ttm_0 < 15 & amount_0 > 0 & pb_lf_0 > 0 & pe_ttm_0 > 0',
    output_left_data=False
)

m2 = M.trade.v4(
    instruments=m3.data,
    options_data=m4.data,
    start_date='',
    end_date='',
    initialize=m2_initialize_bigquant_run,
    handle_data=m2_handle_data_bigquant_run,
    prepare=m2_prepare_bigquant_run,
    volume_limit=0.025,
    order_price_field_buy='open',
    order_price_field_sell='open',
    capital_base=1000000,
    auto_cancel_non_tradable_orders=True,
    data_frequency='daily',
    price_type='后复权',
    product_type='股票',
    plot_charts=True,
    backtest_only=False,
    benchmark=''
)

    date
2014-10-08    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-09    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-10    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-13    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-14    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
                                    ...                        
2019-04-17    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-18    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-19    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-22    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-23    [600782.SHA, 000932.SZA, 600282.SHA, 600569.SH...
Length: 1110, dtype: object
date
2014-10-08    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-09    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-10    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-13    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-14    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
                                    ...                        
2019-04-17    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-18    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-19    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-22    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-23    [600782.SHA, 000932.SZA, 600282.SHA, 600569.SH...
Length: 1110, dtype: object
date
2014-10-08    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-09    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-10    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-13    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-14    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
                                    ...                        
2019-04-17    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-18    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-19    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-22    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-23    [600782.SHA, 000932.SZA, 600282.SHA, 600569.SH...
Length: 1110, dtype: object
date
2014-10-08    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-09    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-10    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-13    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-14    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
                                    ...                        
2019-04-17    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-18    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-19    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-22    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-23    [600782.SHA, 000932.SZA, 600282.SHA, 600569.SH...
Length: 1110, dtype: object
date
2014-10-08    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-09    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-10    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-13    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-14    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
                                    ...                        
2019-04-17    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-18    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-19    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-22    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-23    [600782.SHA, 000932.SZA, 600282.SHA, 600569.SH...
Length: 1110, dtype: object
date
2014-10-08    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-09    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-10    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-13    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-14    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
                                    ...                        
2019-04-17    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-18    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-19    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-22    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-23    [600782.SHA, 000932.SZA, 600282.SHA, 600569.SH...
Length: 1110, dtype: object
date
2014-10-08    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-09    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-10    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-13    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-14    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
                                    ...                        
2019-04-17    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-18    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-19    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-22    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-23    [600782.SHA, 000932.SZA, 600282.SHA, 600569.SH...
Length: 1110, dtype: object
date
2014-10-08    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-09    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-10    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-13    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-14    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
                                    ...                        
2019-04-17    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-18    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-19    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-22    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-23    [600782.SHA, 000932.SZA, 600282.SHA, 600569.SH...
Length: 1110, dtype: object
date
2014-10-08    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-09    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-10    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-13    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-14    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
                                    ...                        
2019-04-17    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-18    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-19    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-22    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-23    [600782.SHA, 000932.SZA, 600282.SHA, 600569.SH...
Length: 1110, dtype: object
date
2014-10-08    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-09    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-10    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-13    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-14    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
                                    ...                        
2019-04-17    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-18    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-19    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-22    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-23    [600782.SHA, 000932.SZA, 600282.SHA, 600569.SH...
Length: 1110, dtype: object
date
2014-10-08    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-09    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-10    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-13    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-14    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
                                    ...                        
2019-04-17    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-18    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-19    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-22    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-23    [600782.SHA, 000932.SZA, 600282.SHA, 600569.SH...
Length: 1110, dtype: object
date
2014-10-08    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-09    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-10    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-13    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-14    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
                                    ...                        
2019-04-17    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-18    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-19    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-22    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-23    [600782.SHA, 000932.SZA, 600282.SHA, 600569.SH...
Length: 1110, dtype: object
date
2014-10-08    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-09    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-10    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-13    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-14    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
                                    ...                        
2019-04-17    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-18    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-19    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-22    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-23    [600782.SHA, 000932.SZA, 600282.SHA, 600569.SH...
Length: 1110, dtype: object
date
2014-10-08    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-09    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-10    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-13    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-14    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
                                    ...                        
2019-04-17    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-18    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-19    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-22    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-23    [600782.SHA, 000932.SZA, 600282.SHA, 600569.SH...
Length: 1110, dtype: object
date
2014-10-08    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-09    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-10    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-13    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-14    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
                                    ...                        
2019-04-17    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-18    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-19    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-22    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-23    [600782.SHA, 000932.SZA, 600282.SHA, 600569.SH...
Length: 1110, dtype: object
date
2014-10-08    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-09    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-10    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-13    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-14    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
                                    ...                        
2019-04-17    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-18    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-19    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-22    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-23    [600782.SHA, 000932.SZA, 600282.SHA, 600569.SH...
Length: 1110, dtype: object
date
2014-10-08    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-09    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-10    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-13    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-14    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
                                    ...                        
2019-04-17    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-18    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-19    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-22    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-23    [600782.SHA, 000932.SZA, 600282.SHA, 600569.SH...
Length: 1110, dtype: object
date
2014-10-08    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-09    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-10    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-13    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-14    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
                                    ...                        
2019-04-17    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-18    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-19    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-22    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-23    [600782.SHA, 000932.SZA, 600282.SHA, 600569.SH...
Length: 1110, dtype: object
date
2014-10-08    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-09    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-10    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-13    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-14    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
                                    ...                        
2019-04-17    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-18    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-19    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-22    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-23    [600782.SHA, 000932.SZA, 600282.SHA, 600569.SH...
Length: 1110, dtype: object
date
2014-10-08    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-09    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-10    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-13    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-14    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
                                    ...                        
2019-04-17    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-18    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-19    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-22    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-23    [600782.SHA, 000932.SZA, 600282.SHA, 600569.SH...
Length: 1110, dtype: object
date
2014-10-08    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-09    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-10    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-13    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-14    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
                                    ...                        
2019-04-17    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-18    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-19    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-22    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-23    [600782.SHA, 000932.SZA, 600282.SHA, 600569.SH...
Length: 1110, dtype: object
date
2014-10-08    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-09    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-10    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-13    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-14    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
                                    ...                        
2019-04-17    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-18    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-19    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-22    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-23    [600782.SHA, 000932.SZA, 600282.SHA, 600569.SH...
Length: 1110, dtype: object
date
2014-10-08    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-09    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-10    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-13    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-14    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
                                    ...                        
2019-04-17    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-18    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-19    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-22    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-23    [600782.SHA, 000932.SZA, 600282.SHA, 600569.SH...
Length: 1110, dtype: object
date
2014-10-08    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-09    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-10    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-13    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-14    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
                                    ...                        
2019-04-17    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-18    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-19    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-22    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-23    [600782.SHA, 000932.SZA, 600282.SHA, 600569.SH...
Length: 1110, dtype: object
date
2014-10-08    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-09    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-10    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-13    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-14    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
                                    ...                        
2019-04-17    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-18    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-19    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-22    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-23    [600782.SHA, 000932.SZA, 600282.SHA, 600569.SH...
Length: 1110, dtype: object
date
2014-10-08    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-09    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-10    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-13    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-14    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
                                    ...                        
2019-04-17    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-18    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-19    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-22    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-23    [600782.SHA, 000932.SZA, 600282.SHA, 600569.SH...
Length: 1110, dtype: object
date
2014-10-08    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-09    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-10    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-13    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-14    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
                                    ...                        
2019-04-17    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-18    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-19    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-22    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-23    [600782.SHA, 000932.SZA, 600282.SHA, 600569.SH...
Length: 1110, dtype: object
date
2014-10-08    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-09    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-10    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-13    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-14    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
                                    ...                        
2019-04-17    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-18    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-19    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-22    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-23    [600782.SHA, 000932.SZA, 600282.SHA, 600569.SH...
Length: 1110, dtype: object
date
2014-10-08    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-09    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-10    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-13    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-14    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
                                    ...                        
2019-04-17    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-18    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-19    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-22    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-23    [600782.SHA, 000932.SZA, 600282.SHA, 600569.SH...
Length: 1110, dtype: object
date
2014-10-08    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-09    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-10    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-13    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-14    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
                                    ...                        
2019-04-17    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-18    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-19    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-22    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-23    [600782.SHA, 000932.SZA, 600282.SHA, 600569.SH...
Length: 1110, dtype: object
date
2014-10-08    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-09    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-10    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-13    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-14    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
                                    ...                        
2019-04-17    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-18    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-19    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-22    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-23    [600782.SHA, 000932.SZA, 600282.SHA, 600569.SH...
Length: 1110, dtype: object
date
2014-10-08    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-09    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-10    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-13    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-14    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
                                    ...                        
2019-04-17    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-18    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-19    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-22    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-23    [600782.SHA, 000932.SZA, 600282.SHA, 600569.SH...
Length: 1110, dtype: object
date
2014-10-08    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-09    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-10    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-13    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-14    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
                                    ...                        
2019-04-17    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-18    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-19    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-22    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-23    [600782.SHA, 000932.SZA, 600282.SHA, 600569.SH...
Length: 1110, dtype: object
date
2014-10-08    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-09    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-10    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-13    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-14    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
                                    ...                        
2019-04-17    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-18    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-19    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-22    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-23    [600782.SHA, 000932.SZA, 600282.SHA, 600569.SH...
Length: 1110, dtype: object
date
2014-10-08    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-09    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-10    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-13    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-14    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
                                    ...                        
2019-04-17    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-18    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-19    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-22    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-23    [600782.SHA, 000932.SZA, 600282.SHA, 600569.SH...
Length: 1110, dtype: object
date
2014-10-08    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-09    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-10    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-13    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-14    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
                                    ...                        
2019-04-17    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-18    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-19    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-22    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-23    [600782.SHA, 000932.SZA, 600282.SHA, 600569.SH...
Length: 1110, dtype: object
date
2014-10-08    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-09    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-10    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-13    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-14    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
                                    ...                        
2019-04-17    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-18    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-19    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-22    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-23    [600782.SHA, 000932.SZA, 600282.SHA, 600569.SH...
Length: 1110, dtype: object
date
2014-10-08    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-09    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-10    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-13    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-14    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
                                    ...                        
2019-04-17    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-18    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-19    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-22    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-23    [600782.SHA, 000932.SZA, 600282.SHA, 600569.SH...
Length: 1110, dtype: object
date
2014-10-08    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-09    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-10    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-13    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-14    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
                                    ...                        
2019-04-17    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-18    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-19    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-22    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-23    [600782.SHA, 000932.SZA, 600282.SHA, 600569.SH...
Length: 1110, dtype: object
date
2014-10-08    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-09    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-10    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-13    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-14    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
                                    ...                        
2019-04-17    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-18    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-19    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-22    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-23    [600782.SHA, 000932.SZA, 600282.SHA, 600569.SH...
Length: 1110, dtype: object
date
2014-10-08    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-09    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-10    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-13    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-14    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
                                    ...                        
2019-04-17    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-18    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-19    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-22    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-23    [600782.SHA, 000932.SZA, 600282.SHA, 600569.SH...
Length: 1110, dtype: object
date
2014-10-08    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-09    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-10    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-13    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-14    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
                                    ...                        
2019-04-17    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-18    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-19    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-22    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-23    [600782.SHA, 000932.SZA, 600282.SHA, 600569.SH...
Length: 1110, dtype: object
date
2014-10-08    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-09    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-10    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-13    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-14    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
                                    ...                        
2019-04-17    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-18    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-19    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-22    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-23    [600782.SHA, 000932.SZA, 600282.SHA, 600569.SH...
Length: 1110, dtype: object
date
2014-10-08    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-09    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-10    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-13    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-14    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
                                    ...                        
2019-04-17    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-18    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-19    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-22    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-23    [600782.SHA, 000932.SZA, 600282.SHA, 600569.SH...
Length: 1110, dtype: object
date
2014-10-08    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-09    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-10    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-13    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-14    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
                                    ...                        
2019-04-17    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-18    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-19    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-22    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-23    [600782.SHA, 000932.SZA, 600282.SHA, 600569.SH...
Length: 1110, dtype: object
date
2014-10-08    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-09    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-10    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-13    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-14    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
                                    ...                        
2019-04-17    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-18    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-19    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-22    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-23    [600782.SHA, 000932.SZA, 600282.SHA, 600569.SH...
Length: 1110, dtype: object
date
2014-10-08    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-09    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-10    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-13    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-14    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
                                    ...                        
2019-04-17    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-18    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-19    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-22    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-23    [600782.SHA, 000932.SZA, 600282.SHA, 600569.SH...
Length: 1110, dtype: object
date
2014-10-08    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-09    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-10    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-13    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
2014-10-14    [600000.SHA, 601166.SHA, 601668.SHA, 600015.SH...
                                    ...                        
2019-04-17    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-18    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-19    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-22    [000932.SZA, 600782.SHA, 600282.SHA, 600569.SH...
2019-04-23    [600782.SHA, 000932.SZA, 600282.SHA, 600569.SH...
Length: 1110, dtype: object
    • 收益率79.85%
    • 年化收益率15.14%
    • 基准收益率13.73%
    • 阿尔法0.12
    • 贝塔0.84
    • 夏普比率0.57
    • 胜率0.46
    • 盈亏比2.35
    • 收益波动率25.06%
    • 信息比率0.05
    • 最大回撤30.7%
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