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In [15]:
# <b>卖出每日排序最后一只，第二天买回</b>

    {"description":"实验创建于2018/6/27","graph":{"edges":[{"to_node_id":"-353:instruments","from_node_id":"-51:data"},{"to_node_id":"-484:instruments","from_node_id":"-51:data"},{"to_node_id":"-353:features","from_node_id":"-59:data"},{"to_node_id":"-360:features","from_node_id":"-59:data"},{"to_node_id":"-360:input_data","from_node_id":"-353:data"},{"to_node_id":"-54:input_ds","from_node_id":"-360:data"},{"to_node_id":"-484:options_data","from_node_id":"-54:sorted_data"}],"nodes":[{"node_id":"-51","module_id":"BigQuantSpace.instruments.instruments-v2","parameters":[{"name":"start_date","value":"2022-03-01","type":"Literal","bound_global_parameter":null},{"name":"end_date","value":"2022-05-24","type":"Literal","bound_global_parameter":"交易日期"},{"name":"market","value":"CN_STOCK_A","type":"Literal","bound_global_parameter":null},{"name":"instrument_list","value":"","type":"Literal","bound_global_parameter":null},{"name":"max_count","value":0,"type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"rolling_conf","node_id":"-51"}],"output_ports":[{"name":"data","node_id":"-51"}],"cacheable":true,"seq_num":1,"comment":"","comment_collapsed":true},{"node_id":"-59","module_id":"BigQuantSpace.input_features.input_features-v1","parameters":[{"name":"features","value":"turn_0\ncond1 = rank(turn_0)\n#buy_condition=where(cond1>0.6,1,0)\n#sell_condition=where(cond1<0.4,1,0)\n#sell_condition=where(mean(close_0,5)<mean(close_0,10),1,0)\n#std(return_0-1,30)\n#std(turn_0,30)\n#rank_swing_volatility_30_0\n#mean(mf_net_amount_s_0,30)\n","type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"features_ds","node_id":"-59"}],"output_ports":[{"name":"data","node_id":"-59"}],"cacheable":true,"seq_num":2,"comment":"","comment_collapsed":true},{"node_id":"-353","module_id":"BigQuantSpace.general_feature_extractor.general_feature_extractor-v7","parameters":[{"name":"start_date","value":"","type":"Literal","bound_global_parameter":null},{"name":"end_date","value":"","type":"Literal","bound_global_parameter":null},{"name":"before_start_days","value":"5","type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"instruments","node_id":"-353"},{"name":"features","node_id":"-353"}],"output_ports":[{"name":"data","node_id":"-353"}],"cacheable":false,"seq_num":5,"comment":"","comment_collapsed":true},{"node_id":"-360","module_id":"BigQuantSpace.derived_feature_extractor.derived_feature_extractor-v3","parameters":[{"name":"date_col","value":"date","type":"Literal","bound_global_parameter":null},{"name":"instrument_col","value":"instrument","type":"Literal","bound_global_parameter":null},{"name":"drop_na","value":"False","type":"Literal","bound_global_parameter":null},{"name":"remove_extra_columns","value":"False","type":"Literal","bound_global_parameter":null},{"name":"user_functions","value":"{}","type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"input_data","node_id":"-360"},{"name":"features","node_id":"-360"}],"output_ports":[{"name":"data","node_id":"-360"}],"cacheable":true,"seq_num":7,"comment":"","comment_collapsed":true},{"node_id":"-54","module_id":"BigQuantSpace.sort.sort-v5","parameters":[{"name":"sort_by","value":"cond1","type":"Literal","bound_global_parameter":null},{"name":"group_by","value":"date","type":"Literal","bound_global_parameter":null},{"name":"keep_columns","value":"--","type":"Literal","bound_global_parameter":null},{"name":"ascending","value":"True","type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"input_ds","node_id":"-54"},{"name":"sort_by_ds","node_id":"-54"}],"output_ports":[{"name":"sorted_data","node_id":"-54"}],"cacheable":true,"seq_num":3,"comment":"","comment_collapsed":true},{"node_id":"-484","module_id":"BigQuantSpace.trade.trade-v4","parameters":[{"name":"start_date","value":"","type":"Literal","bound_global_parameter":null},{"name":"end_date","value":"","type":"Literal","bound_global_parameter":null},{"name":"initialize","value":"# 回测引擎：初始化函数，只执行一次\ndef bigquant_run(context):\n context.cond1 = context.options['data'].read_df()\n # 系统已经设置了默认的交易手续费和滑点，要修改手续费可使用如下函数\n context.set_commission(PerOrder(buy_cost=0.0003, sell_cost=0.0013, min_cost=5))\n context.set_long_only(False)\n\n","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 today = data.current_dt.strftime('%Y-%m-%d') # 日期\n # 按日期过滤得到今日的排序\n ranker_cond1 = context.cond1[\n context.cond1.date == data.current_dt.strftime('%Y-%m-%d')]\n\n # 通过stock_hold_now对象，使用列表生成式的方法获取目前持仓的股票列表和对应的最新持仓\n stock_hold_now = {e.symbol: p.amount\n for e, p in context.perf_tracker.position_tracker.positions.items()}\n #stock_hold_now = list({e.symbol for e, p in context.perf_tracker.position_tracker.positions.items()})\n \n print(\"今天持仓\",today, context.portfolio.cash, stock_hold_now)\n \n #for stock in stock_hold_now:\n # context.order_target(context.symbol(stock), 0)\n #先把已有的持仓清掉\n # 如果该股票停牌，则没法成交。因此需要用can_trade方法检查下该股票的状态\n # 如果返回真值，则可以正常下单，否则会出错\n # 因为stock是字符串格式，我们用symbol方法将其转化成平台可以接受的形式：Equity格式\n for e,p in stock_hold_now.items():\n if data.can_trade(context.symbol(e)):\n #context.order(context.symbol(e), -p)\n #context.order_target(context.symbol(e), 0)\n context.order_target_percent(context.symbol(e), 0)\n print(\"清仓\", e, -p)\n else:\n print(\"not cover\",e,-p)\n \n cash_for_buy = context.portfolio.cash\n cash_for_sell = context.portfolio.cash/3\n \n #取最后一只股票\n stock_to_sell = list(ranker_cond1.instrument[-1:])\n stock_to_buy = list(ranker_cond1.instrument[-1:])\n \n print(\"开空仓\")\n for instrument in stock_to_sell:\n \n cash = cash_for_sell / len(stock_to_sell)\n if data.can_trade(context.symbol(instrument)):\n current_price = data.current(context.symbol(instrument), 'price')\n amount = math.floor(cash / current_price / 100) * 100\n context.order(context.symbol(instrument), -amount)\n print(instrument, -amount)\n \n #print(\"开多仓\")\n #for instrument in stock_to_buy:\n \n # cash = cash_for_buy / len(stock_to_sell)\n # if data.can_trade(context.symbol(instrument)):\n # current_price = data.current(context.symbol(instrument), 'price')\n # amount = math.floor(cash / current_price / 100) * 100\n # context.order(context.symbol(instrument), amount)\n # print(instrument, amount)\n \n ","type":"Literal","bound_global_parameter":null},{"name":"prepare","value":"# 回测引擎：准备数据，只执行一次\ndef bigquant_run(context):\n pass\n # 加载预测数据\n # df = context.options['data'].read_df()\n # 函数：求满足开仓条件的股票列表\n #def open_pos_con(df):\n # return list(df[df['buy_condition']>0].instrument)[:10]\n\n # 函数：求满足平仓条件的股票列表\n #def close_pos_con(df):\n # return list(df[df['sell_condition']>0].instrument)[:10]\n \n # 每日买入股票的数据框\n #context.daily_buy_stock= df.groupby('date').apply(open_pos_con)\n # 每日卖出股票的数据框\n #context.daily_sell_stock= df.groupby('date').apply(close_pos_con) \n \n \n","type":"Literal","bound_global_parameter":null},{"name":"before_trading_start","value":"# 回测引擎：每个单位时间开始前调用一次，即每日开盘前调用一次。\ndef bigquant_run(context, data):\n open_orders = context.get_open_orders()\n #print(open_orders)\n pass\n","type":"Literal","bound_global_parameter":null},{"name":"volume_limit","value":0.025,"type":"Literal","bound_global_parameter":null},{"name":"order_price_field_buy","value":"open","type":"Literal","bound_global_parameter":null},{"name":"order_price_field_sell","value":"close","type":"Literal","bound_global_parameter":null},{"name":"capital_base","value":"1000000","type":"Literal","bound_global_parameter":null},{"name":"auto_cancel_non_tradable_orders","value":"True","type":"Literal","bound_global_parameter":null},{"name":"data_frequency","value":"daily","type":"Literal","bound_global_parameter":null},{"name":"price_type","value":"真实价格","type":"Literal","bound_global_parameter":null},{"name":"product_type","value":"股票","type":"Literal","bound_global_parameter":null},{"name":"plot_charts","value":"True","type":"Literal","bound_global_parameter":null},{"name":"backtest_only","value":"False","type":"Literal","bound_global_parameter":null},{"name":"benchmark","value":"000002.HIX","type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"instruments","node_id":"-484"},{"name":"options_data","node_id":"-484"},{"name":"history_ds","node_id":"-484"},{"name":"benchmark_ds","node_id":"-484"},{"name":"trading_calendar","node_id":"-484"}],"output_ports":[{"name":"raw_perf","node_id":"-484"}],"cacheable":false,"seq_num":6,"comment":"","comment_collapsed":true}],"node_layout":"<node_postions><node_position Node='-51' Position='89,116,200,200'/><node_position Node='-59' Position='480,121,200,200'/><node_position Node='-353' Position='253,244,200,200'/><node_position Node='-360' Position='317,370,200,200'/><node_position Node='-54' Position='314,481,200,200'/><node_position Node='-484' Position='178,610,200,200'/></node_postions>"},"nodes_readonly":false,"studio_version":"v2"}
    In [17]:
    # 本代码由可视化策略环境自动生成 2022年5月25日 11:18
# 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 m6_initialize_bigquant_run(context):
    context.cond1 = context.options['data'].read_df()
    # 系统已经设置了默认的交易手续费和滑点，要修改手续费可使用如下函数
    context.set_commission(PerOrder(buy_cost=0.0003, sell_cost=0.0013, min_cost=5))
    context.set_long_only(False)


# 回测引擎：每日数据处理函数，每天执行一次
def m6_handle_data_bigquant_run(context, data):
    today = data.current_dt.strftime('%Y-%m-%d') # 日期
    # 按日期过滤得到今日的排序
    ranker_cond1 = context.cond1[
        context.cond1.date == data.current_dt.strftime('%Y-%m-%d')]

    # 通过stock_hold_now对象，使用列表生成式的方法获取目前持仓的股票列表和对应的最新持仓
    stock_hold_now = {e.symbol: p.amount
                 for e, p in context.perf_tracker.position_tracker.positions.items()}
    #stock_hold_now = list({e.symbol for e, p in context.perf_tracker.position_tracker.positions.items()})
    
    print("今天持仓",today, context.portfolio.cash, stock_hold_now)
    
    #for stock in stock_hold_now:
    #    context.order_target(context.symbol(stock), 0)
    #先把已有的持仓清掉
    # 如果该股票停牌，则没法成交。因此需要用can_trade方法检查下该股票的状态
    # 如果返回真值，则可以正常下单，否则会出错
    # 因为stock是字符串格式，我们用symbol方法将其转化成平台可以接受的形式：Equity格式
    for e,p in stock_hold_now.items():
        if data.can_trade(context.symbol(e)):
            #context.order(context.symbol(e), -p)
            #context.order_target(context.symbol(e), 0)
            context.order_target_percent(context.symbol(e), 0)
            print("清仓", e, -p)
        else:
            print("not cover",e,-p)
        
    cash_for_buy = context.portfolio.cash
    cash_for_sell = context.portfolio.cash/3
    
    #取最后一只股票
    stock_to_sell = list(ranker_cond1.instrument[-1:])
    stock_to_buy = list(ranker_cond1.instrument[-1:])
        
    print("开空仓")
    for instrument in stock_to_sell:
        
        cash = cash_for_sell / len(stock_to_sell)
        if data.can_trade(context.symbol(instrument)):
            current_price = data.current(context.symbol(instrument), 'price')
            amount = math.floor(cash / current_price / 100) * 100
            context.order(context.symbol(instrument), -amount)
            print(instrument, -amount)
    
    #print("开多仓")
    #for instrument in stock_to_buy:
        
    #    cash = cash_for_buy / len(stock_to_sell)
    #    if data.can_trade(context.symbol(instrument)):
    #        current_price = data.current(context.symbol(instrument), 'price')
    #        amount = math.floor(cash / current_price / 100) * 100
    #        context.order(context.symbol(instrument), amount)
    #        print(instrument, amount)
          
    
# 回测引擎：准备数据，只执行一次
def m6_prepare_bigquant_run(context):
    pass
    # 加载预测数据
    # df = context.options['data'].read_df()
    # 函数：求满足开仓条件的股票列表
    #def open_pos_con(df):
    #    return list(df[df['buy_condition']>0].instrument)[:10]

    # 函数：求满足平仓条件的股票列表
    #def close_pos_con(df):
    #    return list(df[df['sell_condition']>0].instrument)[:10]
    
    # 每日买入股票的数据框
    #context.daily_buy_stock= df.groupby('date').apply(open_pos_con)
    # 每日卖出股票的数据框
    #context.daily_sell_stock= df.groupby('date').apply(close_pos_con)    
    
    

# 回测引擎：每个单位时间开始前调用一次，即每日开盘前调用一次。
def m6_before_trading_start_bigquant_run(context, data):
    open_orders = context.get_open_orders()
    #print(open_orders)
    pass


m1 = M.instruments.v2(
    start_date='2022-03-01',
    end_date=T.live_run_param('trading_date', '2022-05-24'),
    market='CN_STOCK_A',
    instrument_list='',
    max_count=0
)

m2 = M.input_features.v1(
    features="""turn_0
cond1 = rank(turn_0)
#buy_condition=where(cond1>0.6,1,0)
#sell_condition=where(cond1<0.4,1,0)
#sell_condition=where(mean(close_0,5)<mean(close_0,10),1,0)
#std(return_0-1,30)
#std(turn_0,30)
#rank_swing_volatility_30_0
#mean(mf_net_amount_s_0,30)
"""
)

m5 = M.general_feature_extractor.v7(
    instruments=m1.data,
    features=m2.data,
    start_date='',
    end_date='',
    before_start_days=5,
    m_cached=False
)

m7 = M.derived_feature_extractor.v3(
    input_data=m5.data,
    features=m2.data,
    date_col='date',
    instrument_col='instrument',
    drop_na=False,
    remove_extra_columns=False,
    user_functions={}
)

m3 = M.sort.v5(
    input_ds=m7.data,
    sort_by='cond1',
    group_by='date',
    keep_columns='--',
    ascending=True
)

m6 = M.trade.v4(
    instruments=m1.data,
    options_data=m3.sorted_data,
    start_date='',
    end_date='',
    initialize=m6_initialize_bigquant_run,
    handle_data=m6_handle_data_bigquant_run,
    prepare=m6_prepare_bigquant_run,
    before_trading_start=m6_before_trading_start_bigquant_run,
    volume_limit=0.025,
    order_price_field_buy='open',
    order_price_field_sell='close',
    capital_base=1000000,
    auto_cancel_non_tradable_orders=True,
    data_frequency='daily',
    price_type='真实价格',
    product_type='股票',
    plot_charts=True,
    backtest_only=False,
    benchmark='000002.HIX'
)

    今天持仓 2022-03-01 1000000.0 {}
开空仓
301201.SZA -2800
今天持仓 2022-03-02 1312185.6264438229 {'301201.SZA': -2800}
清仓 301201.SZA 2800
开空仓
301158.SZA -12600
今天持仓 2022-03-03 1526455.4906661147 {'301158.SZA': -12600}
清仓 301158.SZA 12600
开空仓
301111.SZA -11900
今天持仓 2022-03-04 1529542.4801249625 {'301158.SZA': -1000, '301111.SZA': -11900}
清仓 301158.SZA 1000
清仓 301111.SZA 11900
开空仓
301158.SZA -13000
今天持仓 2022-03-07 1540087.0297423918 {'301111.SZA': -800, '301158.SZA': -13000}
清仓 301111.SZA 800
清仓 301158.SZA 13000
开空仓
603122.SHA -26000
今天持仓 2022-03-08 1534330.1704785386 {'603122.SHA': -26000}
清仓 603122.SHA 26000
开空仓
301215.SZA -44800
今天持仓 2022-03-09 1478371.211701619 {'301215.SZA': -44800}
清仓 301215.SZA 44800
开空仓
301222.SZA -8300
今天持仓 2022-03-10 1486050.1075637748 {'301222.SZA': -8300}
清仓 301222.SZA 8300
开空仓
603122.SHA -23700
今天持仓 2022-03-11 1540122.9956602557 {'603122.SHA': -23700}
清仓 603122.SHA 23700
开空仓
688163.SHA -9200
今天持仓 2022-03-14 1502209.9948983318 {'688163.SHA': -9200}
清仓 688163.SHA 9200
开空仓
301131.SZA -6400
今天持仓 2022-03-15 1445818.812168499 {'301131.SZA': -6400}
清仓 301131.SZA 6400
开空仓
301131.SZA -8000
今天持仓 2022-03-16 1559375.6779522956 {'301131.SZA': -8000}
清仓 301131.SZA 8000
开空仓
688102.SHA -26000
今天持仓 2022-03-17 1470777.7856503245 {'688102.SHA': -26000}
清仓 688102.SHA 26000
开空仓
301219.SZA -2600
今天持仓 2022-03-18 1548109.2882677217 {'301219.SZA': -2600}
清仓 301219.SZA 2600
开空仓
301167.SZA -11100
今天持仓 2022-03-21 1561807.4906340542 {'301167.SZA': -11100}
清仓 301167.SZA 11100
开空仓
301167.SZA -11900
今天持仓 2022-03-22 1576268.7177437323 {'301167.SZA': -11900}
清仓 301167.SZA 11900
开空仓
688238.SHA -23900
今天持仓 2022-03-23 1711766.7409921298 {'688238.SHA': -23900}
清仓 688238.SHA 23900
开空仓
603070.SHA -17800
今天持仓 2022-03-24 1851428.6575779896 {'688238.SHA': -5500, '603070.SHA': -17800}
清仓 688238.SHA 5500
清仓 603070.SHA 17800
开空仓
301118.SZA -10300
今天持仓 2022-03-25 2240538.6036405507 {'603070.SHA': -17800, '301118.SZA': -10300}
清仓 603070.SHA 17800
清仓 301118.SZA 10300
开空仓
301226.SZA -15300
今天持仓 2022-03-28 2864119.7104335185 {'603070.SHA': -17800, '301118.SZA': -10300, '301226.SZA': -15300}
清仓 603070.SHA 17800
清仓 301118.SZA 10300
清仓 301226.SZA 15300
开空仓
603070.SHA -27300
今天持仓 2022-03-29 2864119.7104335185 {'603070.SHA': -17800, '301118.SZA': -10300, '301226.SZA': -15300}
清仓 603070.SHA 17800
清仓 301118.SZA 10300
清仓 301226.SZA 15300
开空仓
301263.SZA -27300
今天持仓 2022-03-30 3763030.583856262 {'603070.SHA': -17800, '301118.SZA': -10300, '301226.SZA': -15300, '301263.SZA': -27300}
清仓 603070.SHA 17800
清仓 301118.SZA 10300
清仓 301226.SZA 15300
清仓 301263.SZA 27300
开空仓
301263.SZA -38000
今天持仓 2022-03-31 3763030.583856262 {'603070.SHA': -17800, '301118.SZA': -10300, '301226.SZA': -15300, '301263.SZA': -27300}
清仓 603070.SHA 17800
清仓 301118.SZA 10300
清仓 301226.SZA 15300
清仓 301263.SZA 27300
开空仓
603070.SHA -37000
今天持仓 2022-04-01 3763030.583856262 {'603070.SHA': -17800, '301118.SZA': -10300, '301226.SZA': -15300, '301263.SZA': -27300}
清仓 603070.SHA 17800
清仓 301118.SZA 10300
清仓 301226.SZA 15300
清仓 301263.SZA 27300
开空仓
688048.SHA -15700
今天持仓 2022-04-06 4927239.5848013405 {'603070.SHA': -17800, '301118.SZA': -10300, '301226.SZA': -15300, '301263.SZA': -27300, '688048.SHA': -15700}
清仓 603070.SHA 17800
清仓 301118.SZA 10300
清仓 301226.SZA 15300
清仓 301263.SZA 27300
清仓 688048.SHA 15700
开空仓
603051.SHA -24900
今天持仓 2022-04-07 6726909.425030758 {'603070.SHA': -17800, '301118.SZA': -10300, '301226.SZA': -15300, '301263.SZA': -27300, '688048.SHA': -15700, '603051.SHA': -24900}
清仓 603070.SHA 17800
清仓 301118.SZA 10300
清仓 301226.SZA 15300
清仓 301263.SZA 27300
清仓 688048.SHA 15700
清仓 603051.SHA 24900
开空仓
301268.SZA -73700
今天持仓 2022-04-08 8594243.308136653 {'603070.SHA': -17800, '301118.SZA': -10300, '301226.SZA': -15300, '301263.SZA': -27300, '688048.SHA': -15700, '603051.SHA': -24900, '301268.SZA': -73700}
清仓 603070.SHA 17800
清仓 301118.SZA 10300
清仓 301226.SZA 15300
清仓 301263.SZA 27300
清仓 688048.SHA 15700
清仓 603051.SHA 24900
清仓 301268.SZA 73700
开空仓
301003.SZA -61500
今天持仓 2022-04-11 11081134.769325018 {'603070.SHA': -17800, '301118.SZA': -10300, '301226.SZA': -15300, '301263.SZA': -27300, '688048.SHA': -15700, '603051.SHA': -24900, '301268.SZA': -73700, '301003.SZA': -61500}
清仓 603070.SHA 17800
清仓 301118.SZA 10300
清仓 301226.SZA 15300
清仓 301263.SZA 27300
清仓 688048.SHA 15700
清仓 603051.SHA 24900
清仓 301268.SZA 73700
清仓 301003.SZA 61500
开空仓
001205.SZA -118500
今天持仓 2022-04-12 14666997.419497056 {'603070.SHA': -17800, '301118.SZA': -10300, '301226.SZA': -15300, '301263.SZA': -27300, '688048.SHA': -15700, '603051.SHA': -24900, '301268.SZA': -73700, '301003.SZA': -61500, '001205.SZA': -118500}
清仓 603070.SHA 17800
清仓 301118.SZA 10300
清仓 301226.SZA 15300
清仓 301263.SZA 27300
清仓 688048.SHA 15700
清仓 603051.SHA 24900
清仓 301268.SZA 73700
清仓 301003.SZA 61500
清仓 001205.SZA 118500
开空仓
301135.SZA -145500
今天持仓 2022-04-13 19020447.099922653 {'603070.SHA': -17800, '301118.SZA': -10300, '301226.SZA': -15300, '301263.SZA': -27300, '688048.SHA': -15700, '603051.SHA': -24900, '301268.SZA': -73700, '301003.SZA': -61500, '001205.SZA': -118500, '301135.SZA': -145500}
清仓 603070.SHA 17800
清仓 301118.SZA 10300
清仓 301226.SZA 15300
清仓 301263.SZA 27300
清仓 688048.SHA 15700
清仓 603051.SHA 24900
清仓 301268.SZA 73700
清仓 301003.SZA 61500
清仓 001205.SZA 118500
清仓 301135.SZA 145500
开空仓
301279.SZA -171300
今天持仓 2022-04-14 24580368.93043337 {'603070.SHA': -17800, '301118.SZA': -10300, '301226.SZA': -15300, '301263.SZA': -27300, '688048.SHA': -15700, '603051.SHA': -24900, '301268.SZA': -73700, '301003.SZA': -61500, '001205.SZA': -118500, '301135.SZA': -145500, '301279.SZA': -171300}
清仓 603070.SHA 17800
清仓 301118.SZA 10300
清仓 301226.SZA 15300
清仓 301263.SZA 27300
清仓 688048.SHA 15700
清仓 603051.SHA 24900
清仓 301268.SZA 73700
清仓 301003.SZA 61500
清仓 001205.SZA 118500
清仓 301135.SZA 145500
清仓 301279.SZA 171300
开空仓
301279.SZA -252100
今天持仓 2022-04-15 24580368.93043337 {'603070.SHA': -17800, '301118.SZA': -10300, '301226.SZA': -15300, '301263.SZA': -27300, '688048.SHA': -15700, '603051.SHA': -24900, '301268.SZA': -73700, '301003.SZA': -61500, '001205.SZA': -118500, '301135.SZA': -145500, '301279.SZA': -171300}
清仓 603070.SHA 17800
清仓 301118.SZA 10300
清仓 301226.SZA 15300
清仓 301263.SZA 27300
清仓 688048.SHA 15700
清仓 603051.SHA 24900
清仓 301268.SZA 73700
清仓 301003.SZA 61500
清仓 001205.SZA 118500
清仓 301135.SZA 145500
清仓 301279.SZA 171300
开空仓
003007.SZA -279000

    今天持仓 2022-04-18 32223153.418084096 {'603070.SHA': -17800, '301118.SZA': -10300, '301226.SZA': -15300, '301263.SZA': -27300, '688048.SHA': -15700, '603051.SHA': -24900, '301268.SZA': -73700, '301003.SZA': -61500, '001205.SZA': -166685.0, '301135.SZA': -145500, '301279.SZA': -171300, '003007.SZA': -279000}
清仓 603070.SHA 17800
清仓 301118.SZA 10300
清仓 301226.SZA 15300
清仓 301263.SZA 27300
清仓 688048.SHA 15700
清仓 603051.SHA 24900
清仓 301268.SZA 73700
清仓 301003.SZA 61500
清仓 001205.SZA 166685.0
清仓 301135.SZA 145500
清仓 301279.SZA 171300
清仓 003007.SZA 279000
开空仓
001317.SZA -172100
今天持仓 2022-04-19 42127825.27349402 {'603070.SHA': -17800, '301118.SZA': -10300, '301226.SZA': -15300, '301263.SZA': -27300, '688048.SHA': -15700, '603051.SHA': -24900, '301268.SZA': -73700, '301003.SZA': -61500, '001205.SZA': -166685.0, '301135.SZA': -145500, '301279.SZA': -171300, '003007.SZA': -279000, '001317.SZA': -172100}
清仓 603070.SHA 17800
清仓 301118.SZA 10300
清仓 301226.SZA 15300
清仓 301263.SZA 27300
清仓 688048.SHA 15700
清仓 603051.SHA 24900
清仓 301268.SZA 73700
清仓 301003.SZA 61500
清仓 001205.SZA 166685.0
清仓 301135.SZA 145500
清仓 301279.SZA 171300
清仓 003007.SZA 279000
清仓 001317.SZA 172100
开空仓
301120.SZA -701400
今天持仓 2022-04-20 53930580.854097106 {'603070.SHA': -17800, '301118.SZA': -10300, '301226.SZA': -15300, '301263.SZA': -27300, '688048.SHA': -15700, '603051.SHA': -24900, '301268.SZA': -73700, '301003.SZA': -61500, '001205.SZA': -166685.0, '301135.SZA': -145500, '301279.SZA': -171300, '003007.SZA': -279000, '001317.SZA': -172100, '301120.SZA': -701400}
清仓 603070.SHA 17800
清仓 301118.SZA 10300
清仓 301226.SZA 15300
清仓 301263.SZA 27300
清仓 688048.SHA 15700
清仓 603051.SHA 24900
清仓 301268.SZA 73700
清仓 301003.SZA 61500
清仓 001205.SZA 166685.0
清仓 301135.SZA 145500
清仓 301279.SZA 171300
清仓 003007.SZA 279000
清仓 001317.SZA 172100
清仓 301120.SZA 701400
开空仓
688072.SHA -194700
今天持仓 2022-04-21 73683943.89639252 {'603070.SHA': -17800, '301118.SZA': -10300, '301226.SZA': -15300, '301263.SZA': -27300, '688048.SHA': -15700, '603051.SHA': -24900, '301268.SZA': -73700, '301003.SZA': -61500, '001205.SZA': -166685.0, '301135.SZA': -145500, '301279.SZA': -171300, '003007.SZA': -279000, '001317.SZA': -172100, '301120.SZA': -701400, '688072.SHA': -194700}
清仓 603070.SHA 17800
清仓 301118.SZA 10300
清仓 301226.SZA 15300
清仓 301263.SZA 27300
清仓 688048.SHA 15700
清仓 603051.SHA 24900
清仓 301268.SZA 73700
清仓 301003.SZA 61500
清仓 001205.SZA 166685.0
清仓 301135.SZA 145500
清仓 301279.SZA 171300
清仓 003007.SZA 279000
清仓 001317.SZA 172100
清仓 301120.SZA 701400
清仓 688072.SHA 194700
开空仓
301116.SZA -911700
今天持仓 2022-04-22 95334632.97514771 {'603070.SHA': -17800, '301118.SZA': -10300, '301226.SZA': -15300, '301263.SZA': -27300, '688048.SHA': -15700, '603051.SHA': -24900, '301268.SZA': -73700, '301003.SZA': -61500, '001205.SZA': -166685.0, '301135.SZA': -145500, '301279.SZA': -171300, '003007.SZA': -279000, '001317.SZA': -172100, '301120.SZA': -701400, '688072.SHA': -194700, '301116.SZA': -911700}
清仓 603070.SHA 17800
清仓 301118.SZA 10300
清仓 301226.SZA 15300
清仓 301263.SZA 27300
清仓 688048.SHA 15700
清仓 603051.SHA 24900
清仓 301268.SZA 73700
清仓 301003.SZA 61500
清仓 001205.SZA 166685.0
清仓 301135.SZA 145500
清仓 301279.SZA 171300
清仓 003007.SZA 279000
清仓 001317.SZA 172100
清仓 301120.SZA 701400
清仓 688072.SHA 194700
清仓 301116.SZA 911700
开空仓
301288.SZA -832100
今天持仓 2022-04-25 122764830.17853002 {'603070.SHA': -17800, '301118.SZA': -10300, '301226.SZA': -15300, '301263.SZA': -27300, '688048.SHA': -15700, '603051.SHA': -24900, '301268.SZA': -73700, '301003.SZA': -61500, '001205.SZA': -166685.0, '301135.SZA': -145500, '301279.SZA': -171300, '003007.SZA': -279000, '001317.SZA': -172100, '301120.SZA': -701400, '688072.SHA': -194700, '301116.SZA': -911700, '301288.SZA': -832100}
清仓 603070.SHA 17800
清仓 301118.SZA 10300
清仓 301226.SZA 15300
清仓 301263.SZA 27300
清仓 688048.SHA 15700
清仓 603051.SHA 24900
清仓 301268.SZA 73700
清仓 301003.SZA 61500
清仓 001205.SZA 166685.0
清仓 301135.SZA 145500
清仓 301279.SZA 171300
清仓 003007.SZA 279000
清仓 001317.SZA 172100
清仓 301120.SZA 701400
清仓 688072.SHA 194700
清仓 301116.SZA 911700
清仓 301288.SZA 832100
开空仓
001234.SZA -1241500
今天持仓 2022-04-26 122764830.17853002 {'603070.SHA': -17800, '301118.SZA': -10300, '301226.SZA': -15300, '301263.SZA': -27300, '688048.SHA': -15700, '603051.SHA': -24900, '301268.SZA': -73700, '301003.SZA': -61500, '001205.SZA': -166685.0, '301135.SZA': -145500, '301279.SZA': -171300, '003007.SZA': -279000, '001317.SZA': -172100, '301120.SZA': -701400, '688072.SHA': -194700, '301116.SZA': -911700, '301288.SZA': -832100}
清仓 603070.SHA 17800
清仓 301118.SZA 10300
清仓 301226.SZA 15300
清仓 301263.SZA 27300
清仓 688048.SHA 15700
清仓 603051.SHA 24900
清仓 301268.SZA 73700
清仓 301003.SZA 61500
清仓 001205.SZA 166685.0
清仓 301135.SZA 145500
清仓 301279.SZA 171300
清仓 003007.SZA 279000
清仓 001317.SZA 172100
清仓 301120.SZA 701400
清仓 688072.SHA 194700
清仓 301116.SZA 911700
清仓 301288.SZA 832100
开空仓
605138.SHA -2941800
今天持仓 2022-04-27 122764830.17853002 {'603070.SHA': -17800, '301118.SZA': -10300, '301226.SZA': -15300, '301263.SZA': -27300, '688048.SHA': -15700, '603051.SHA': -24900, '301268.SZA': -73700, '301003.SZA': -61500, '001205.SZA': -166685.0, '301135.SZA': -145500, '301279.SZA': -171300, '003007.SZA': -279000, '001317.SZA': -172100, '301120.SZA': -701400, '688072.SHA': -194700, '301116.SZA': -911700, '301288.SZA': -832100}
清仓 603070.SHA 17800
清仓 301118.SZA 10300
清仓 301226.SZA 15300
清仓 301263.SZA 27300
清仓 688048.SHA 15700
清仓 603051.SHA 24900
清仓 301268.SZA 73700
清仓 301003.SZA 61500
清仓 001205.SZA 166685.0
清仓 301135.SZA 145500
清仓 301279.SZA 171300
清仓 003007.SZA 279000
清仓 001317.SZA 172100
清仓 301120.SZA 701400
清仓 688072.SHA 194700
清仓 301116.SZA 911700
清仓 301288.SZA 832100
开空仓
605598.SHA -2302800
今天持仓 2022-04-28 167723232.68613058 {'603070.SHA': -17800, '301118.SZA': -10300, '301226.SZA': -15300, '301263.SZA': -27300, '688048.SHA': -15700, '603051.SHA': -24900, '301268.SZA': -73700, '301003.SZA': -61500, '001205.SZA': -166685.0, '301135.SZA': -145500, '301279.SZA': -171300, '003007.SZA': -279000, '001317.SZA': -172100, '301120.SZA': -701400, '688072.SHA': -194700, '301116.SZA': -911700, '301288.SZA': -832100, '605598.SHA': -2302800}
清仓 603070.SHA 17800
清仓 301118.SZA 10300
清仓 301226.SZA 15300
清仓 301263.SZA 27300
清仓 688048.SHA 15700
清仓 603051.SHA 24900
清仓 301268.SZA 73700
清仓 301003.SZA 61500
清仓 001205.SZA 166685.0
清仓 301135.SZA 145500
清仓 301279.SZA 171300
清仓 003007.SZA 279000
清仓 001317.SZA 172100
清仓 301120.SZA 701400
清仓 688072.SHA 194700
清仓 301116.SZA 911700
清仓 301288.SZA 832100
清仓 605598.SHA 2302800
开空仓
301163.SZA -1332700
今天持仓 2022-04-29 234719948.77934203 {'603070.SHA': -17800, '301118.SZA': -10300, '301226.SZA': -15300, '301263.SZA': -27300, '688048.SHA': -15700, '603051.SHA': -24900, '301268.SZA': -73700, '301003.SZA': -61500, '001205.SZA': -166685.0, '301135.SZA': -145500, '301279.SZA': -171300, '003007.SZA': -279000, '001317.SZA': -172100, '301120.SZA': -701400, '688072.SHA': -194700, '301116.SZA': -911700, '301288.SZA': -832100, '605598.SHA': -2302800, '301163.SZA': -1332700}
清仓 603070.SHA 17800
清仓 301118.SZA 10300
清仓 301226.SZA 15300
清仓 301263.SZA 27300
清仓 688048.SHA 15700
清仓 603051.SHA 24900
清仓 301268.SZA 73700
清仓 301003.SZA 61500
清仓 001205.SZA 166685.0
清仓 301135.SZA 145500
清仓 301279.SZA 171300
清仓 003007.SZA 279000
清仓 001317.SZA 172100
清仓 301120.SZA 701400
清仓 688072.SHA 194700
清仓 301116.SZA 911700
清仓 301288.SZA 832100
清仓 605598.SHA 2302800
清仓 301163.SZA 1332700
开空仓
605598.SHA -3637300
今天持仓 2022-05-05 234719948.77934203 {'603070.SHA': -17800, '301118.SZA': -10300, '301226.SZA': -15300, '301263.SZA': -27300, '688048.SHA': -15700, '603051.SHA': -24900, '301268.SZA': -73700, '301003.SZA': -61500, '001205.SZA': -166685.0, '301135.SZA': -145500, '301279.SZA': -171300, '003007.SZA': -279000, '001317.SZA': -172100, '301120.SZA': -701400, '688072.SHA': -194700, '301116.SZA': -911700, '301288.SZA': -832100, '605598.SHA': -2302800, '301163.SZA': -1332700}
清仓 603070.SHA 17800
清仓 301118.SZA 10300
清仓 301226.SZA 15300
清仓 301263.SZA 27300
清仓 688048.SHA 15700
清仓 603051.SHA 24900
清仓 301268.SZA 73700
清仓 301003.SZA 61500
清仓 001205.SZA 166685.0
清仓 301135.SZA 145500
清仓 301279.SZA 171300
清仓 003007.SZA 279000
清仓 001317.SZA 172100
清仓 301120.SZA 701400
清仓 688072.SHA 194700
清仓 301116.SZA 911700
清仓 301288.SZA 832100
清仓 605598.SHA 2302800
清仓 301163.SZA 1332700
开空仓
605598.SHA -3506900
今天持仓 2022-05-06 234719948.77934203 {'603070.SHA': -17800, '301118.SZA': -10300, '301226.SZA': -15300, '301263.SZA': -27300, '688048.SHA': -15700, '603051.SHA': -24900, '301268.SZA': -73700, '301003.SZA': -61500, '001205.SZA': -166685.0, '301135.SZA': -145500, '301279.SZA': -171300, '003007.SZA': -279000, '001317.SZA': -172100, '301120.SZA': -701400, '688072.SHA': -194700, '301116.SZA': -911700, '301288.SZA': -832100, '605598.SHA': -2302800, '301163.SZA': -1332700}
清仓 603070.SHA 17800
清仓 301118.SZA 10300
清仓 301226.SZA 15300
清仓 301263.SZA 27300
清仓 688048.SHA 15700
清仓 603051.SHA 24900
清仓 301268.SZA 73700
清仓 301003.SZA 61500
清仓 001205.SZA 166685.0
清仓 301135.SZA 145500
清仓 301279.SZA 171300
清仓 003007.SZA 279000
清仓 001317.SZA 172100
清仓 301120.SZA 701400
清仓 688072.SHA 194700
清仓 301116.SZA 911700
清仓 301288.SZA 832100
清仓 605598.SHA 2302800
清仓 301163.SZA 1332700
开空仓
301259.SZA -2672100
今天持仓 2022-05-09 328489613.3079982 {'603070.SHA': -17800, '301118.SZA': -10300, '301226.SZA': -15300, '301263.SZA': -27300, '688048.SHA': -15700, '603051.SHA': -24900, '301268.SZA': -73700, '301003.SZA': -61500, '001205.SZA': -166685.0, '301135.SZA': -145500, '301279.SZA': -171300, '003007.SZA': -279000, '001317.SZA': -172100, '301120.SZA': -701400, '688072.SHA': -194700, '301116.SZA': -911700, '301288.SZA': -832100, '605598.SHA': -2302800, '301163.SZA': -1332700, '301259.SZA': -2672100}
清仓 603070.SHA 17800
清仓 301118.SZA 10300
清仓 301226.SZA 15300
清仓 301263.SZA 27300
清仓 688048.SHA 15700
清仓 603051.SHA 24900
清仓 301268.SZA 73700
清仓 301003.SZA 61500
清仓 001205.SZA 166685.0
清仓 301135.SZA 145500
清仓 301279.SZA 171300
清仓 003007.SZA 279000
清仓 001317.SZA 172100
清仓 301120.SZA 701400
清仓 688072.SHA 194700
清仓 301116.SZA 911700
清仓 301288.SZA 832100
清仓 605598.SHA 2302800
清仓 301163.SZA 1332700
清仓 301259.SZA 2672100
开空仓
603191.SHA -4378100
今天持仓 2022-05-10 448767053.5085874 {'603070.SHA': -17800, '301118.SZA': -10300, '301226.SZA': -15300, '301263.SZA': -27300, '688048.SHA': -15700, '603051.SHA': -24900, '301268.SZA': -73700, '301003.SZA': -61500, '001205.SZA': -166685.0, '301135.SZA': -145500, '301279.SZA': -171300, '003007.SZA': -279000, '001317.SZA': -172100, '301120.SZA': -701400, '688072.SHA': -194700, '301116.SZA': -911700, '301288.SZA': -832100, '605598.SHA': -2302800, '301163.SZA': -1332700, '301259.SZA': -2672100, '603191.SHA': -4378100}
清仓 603070.SHA 17800
清仓 301118.SZA 10300
清仓 301226.SZA 15300
清仓 301263.SZA 27300
清仓 688048.SHA 15700
清仓 603051.SHA 24900
清仓 301268.SZA 73700
清仓 301003.SZA 61500
清仓 001205.SZA 166685.0
清仓 301135.SZA 145500
清仓 301279.SZA 171300
清仓 003007.SZA 279000
清仓 001317.SZA 172100
清仓 301120.SZA 701400
清仓 688072.SHA 194700
清仓 301116.SZA 911700
清仓 301288.SZA 832100
清仓 605598.SHA 2302800
清仓 301163.SZA 1332700
清仓 301259.SZA 2672100
清仓 603191.SHA 4378100
开空仓
301163.SZA -2526400
今天持仓 2022-05-11 448767053.5085874 {'603070.SHA': -17800, '301118.SZA': -10300, '301226.SZA': -15300, '301263.SZA': -27300, '688048.SHA': -15700, '603051.SHA': -24900, '301268.SZA': -73700, '301003.SZA': -61500, '001205.SZA': -166685.0, '301135.SZA': -145500, '301279.SZA': -171300, '003007.SZA': -279000, '001317.SZA': -172100, '301120.SZA': -701400, '688072.SHA': -194700, '301116.SZA': -911700, '301288.SZA': -832100, '605598.SHA': -2302800, '301163.SZA': -1332700, '301259.SZA': -2672100, '603191.SHA': -4378100}
清仓 603070.SHA 17800
清仓 301118.SZA 10300
清仓 301226.SZA 15300
清仓 301263.SZA 27300
清仓 688048.SHA 15700
清仓 603051.SHA 24900
清仓 301268.SZA 73700
清仓 301003.SZA 61500
清仓 001205.SZA 166685.0
清仓 301135.SZA 145500
清仓 301279.SZA 171300
清仓 003007.SZA 279000
清仓 001317.SZA 172100
清仓 301120.SZA 701400
清仓 688072.SHA 194700
清仓 301116.SZA 911700
清仓 301288.SZA 832100
清仓 605598.SHA 2302800
清仓 301163.SZA 1332700
清仓 301259.SZA 2672100
清仓 603191.SHA 4378100
开空仓
301259.SZA -2956300
今天持仓 2022-05-12 448767053.5085874 {'603070.SHA': -17800, '301118.SZA': -10300, '301226.SZA': -15300, '301263.SZA': -27300, '688048.SHA': -15700, '603051.SHA': -24900, '301268.SZA': -73700, '301003.SZA': -61500, '001205.SZA': -166685.0, '301135.SZA': -145500, '301279.SZA': -171300, '003007.SZA': -279000, '001317.SZA': -172100, '301120.SZA': -701400, '688072.SHA': -194700, '301116.SZA': -911700, '301288.SZA': -832100, '605598.SHA': -2302800, '301163.SZA': -1332700, '301259.SZA': -2672100, '603191.SHA': -4378100}
清仓 603070.SHA 17800
清仓 301118.SZA 10300
清仓 301226.SZA 15300
清仓 301263.SZA 27300
清仓 688048.SHA 15700
清仓 603051.SHA 24900
清仓 301268.SZA 73700
清仓 301003.SZA 61500
清仓 001205.SZA 166685.0
清仓 301135.SZA 145500
清仓 301279.SZA 171300
清仓 003007.SZA 279000
清仓 001317.SZA 172100
清仓 301120.SZA 701400
清仓 688072.SHA 194700
清仓 301116.SZA 911700
清仓 301288.SZA 832100
清仓 605598.SHA 2302800
清仓 301163.SZA 1332700
清仓 301259.SZA 2672100
清仓 603191.SHA 4378100
开空仓
301098.SZA -4380300
今天持仓 2022-05-13 569936058.7069757 {'603070.SHA': -17800, '301118.SZA': -10300, '301226.SZA': -15300, '301263.SZA': -27300, '688048.SHA': -15700, '603051.SHA': -24900, '301268.SZA': -73700, '301003.SZA': -61500, '001205.SZA': -166685.0, '301135.SZA': -145500, '301279.SZA': -171300, '003007.SZA': -279000, '001317.SZA': -172100, '301120.SZA': -701400, '688072.SHA': -194700, '301116.SZA': -911700, '301288.SZA': -832100, '605598.SHA': -2302800, '301163.SZA': -1332700, '301259.SZA': -2672100, '603191.SHA': -4378100, '301098.SZA': -4380300}
清仓 603070.SHA 17800
清仓 301118.SZA 10300
清仓 301226.SZA 15300
清仓 301263.SZA 27300
清仓 688048.SHA 15700
清仓 603051.SHA 24900
清仓 301268.SZA 73700
清仓 301003.SZA 61500
清仓 001205.SZA 166685.0
清仓 301135.SZA 145500
清仓 301279.SZA 171300
清仓 003007.SZA 279000
清仓 001317.SZA 172100
清仓 301120.SZA 701400
清仓 688072.SHA 194700
清仓 301116.SZA 911700
清仓 301288.SZA 832100
清仓 605598.SHA 2302800
清仓 301163.SZA 1332700
清仓 301259.SZA 2672100
清仓 603191.SHA 4378100
清仓 301098.SZA 4380300
开空仓
833580.BJA -17069000
今天持仓 2022-05-16 706472479.0520307 {'603070.SHA': -17800, '301118.SZA': -10300, '301226.SZA': -15300, '301263.SZA': -27300, '688048.SHA': -15700, '603051.SHA': -24900, '301268.SZA': -73700, '301003.SZA': -61500, '001205.SZA': -166685.0, '301135.SZA': -145500, '301279.SZA': -171300, '003007.SZA': -279000, '001317.SZA': -172100, '301120.SZA': -701400, '688072.SHA': -194700, '301116.SZA': -911700, '301288.SZA': -832100, '605598.SHA': -2302800, '301163.SZA': -1332700, '301259.SZA': -2672100, '603191.SHA': -4378100, '301098.SZA': -4380300, '833580.BJA': -17069000}
清仓 603070.SHA 17800
清仓 301118.SZA 10300
清仓 301226.SZA 15300
清仓 301263.SZA 27300
清仓 688048.SHA 15700
清仓 603051.SHA 24900
清仓 301268.SZA 73700
清仓 301003.SZA 61500
清仓 001205.SZA 166685.0
清仓 301135.SZA 145500
清仓 301279.SZA 171300
清仓 003007.SZA 279000
清仓 001317.SZA 172100
清仓 301120.SZA 701400
清仓 688072.SHA 194700
清仓 301116.SZA 911700
清仓 301288.SZA 832100
清仓 605598.SHA 2302800
清仓 301163.SZA 1332700
清仓 301259.SZA 2672100
清仓 603191.SHA 4378100
清仓 301098.SZA 4380300
清仓 833580.BJA 17069000
开空仓
301010.SZA -8294800
今天持仓 2022-05-17 942717874.5792409 {'603070.SHA': -17800, '301118.SZA': -10300, '301226.SZA': -15300, '301263.SZA': -27300, '688048.SHA': -15700, '603051.SHA': -24900, '301268.SZA': -73700, '301003.SZA': -61500, '001205.SZA': -166685.0, '301135.SZA': -145500, '301279.SZA': -171300, '003007.SZA': -279000, '001317.SZA': -172100, '301120.SZA': -701400, '688072.SHA': -194700, '301116.SZA': -911700, '301288.SZA': -832100, '605598.SHA': -2302800, '301163.SZA': -1332700, '301259.SZA': -2672100, '603191.SHA': -4378100, '301098.SZA': -4380300, '833580.BJA': -17069000, '301010.SZA': -8294800}
清仓 603070.SHA 17800
清仓 301118.SZA 10300
清仓 301226.SZA 15300
清仓 301263.SZA 27300
清仓 688048.SHA 15700
清仓 603051.SHA 24900
清仓 301268.SZA 73700
清仓 301003.SZA 61500
清仓 001205.SZA 166685.0
清仓 301135.SZA 145500
清仓 301279.SZA 171300
清仓 003007.SZA 279000
清仓 001317.SZA 172100
清仓 301120.SZA 701400
清仓 688072.SHA 194700
清仓 301116.SZA 911700
清仓 301288.SZA 832100
清仓 605598.SHA 2302800
清仓 301163.SZA 1332700
清仓 301259.SZA 2672100
清仓 603191.SHA 4378100
清仓 301098.SZA 4380300
清仓 833580.BJA 17069000
清仓 301010.SZA 8294800
开空仓
301257.SZA -4210000

    今天持仓 2022-05-18 1232391713.8894455 {'603070.SHA': -17800, '301118.SZA': -10300, '301226.SZA': -15300, '301263.SZA': -27300, '688048.SHA': -15700, '603051.SHA': -24900, '301268.SZA': -73700, '301003.SZA': -61500, '001205.SZA': -166685.0, '301135.SZA': -145500, '301279.SZA': -171300, '003007.SZA': -279000, '001317.SZA': -173325.0, '301120.SZA': -701400, '688072.SHA': -194700, '301116.SZA': -911700, '301288.SZA': -832100, '605598.SHA': -2302800, '301163.SZA': -1332700, '301259.SZA': -2672100, '603191.SHA': -4378100, '301098.SZA': -4380300, '833580.BJA': -17069000, '301010.SZA': -8294800, '301257.SZA': -4210000}
清仓 603070.SHA 17800
清仓 301118.SZA 10300
清仓 301226.SZA 15300
清仓 301263.SZA 27300
清仓 688048.SHA 15700
清仓 603051.SHA 24900
清仓 301268.SZA 73700
清仓 301003.SZA 61500
清仓 001205.SZA 166685.0
清仓 301135.SZA 145500
清仓 301279.SZA 171300
清仓 003007.SZA 279000
清仓 001317.SZA 173325.0
清仓 301120.SZA 701400
清仓 688072.SHA 194700
清仓 301116.SZA 911700
清仓 301288.SZA 832100
清仓 605598.SHA 2302800
清仓 301163.SZA 1332700
清仓 301259.SZA 2672100
清仓 603191.SHA 4378100
清仓 301098.SZA 4380300
清仓 833580.BJA 17069000
清仓 301010.SZA 8294800
清仓 301257.SZA 4210000
开空仓
301153.SZA -7702900
今天持仓 2022-05-19 1646012357.0920625 {'603070.SHA': -17800, '301118.SZA': -10300, '301226.SZA': -15300, '301263.SZA': -27300, '688048.SHA': -15700, '603051.SHA': -24900, '301268.SZA': -73700, '301003.SZA': -61500, '001205.SZA': -166685.0, '301135.SZA': -145500, '301279.SZA': -171300, '003007.SZA': -279000, '001317.SZA': -173325.0, '301120.SZA': -701400, '688072.SHA': -194700, '301116.SZA': -911700, '301288.SZA': -832100, '605598.SHA': -2302800, '301163.SZA': -1332700, '301259.SZA': -2672100, '603191.SHA': -4378100, '301098.SZA': -4380300, '833580.BJA': -17069000, '301010.SZA': -8294800, '301257.SZA': -4210000, '301153.SZA': -7702900}
清仓 603070.SHA 17800
清仓 301118.SZA 10300
清仓 301226.SZA 15300
清仓 301263.SZA 27300
清仓 688048.SHA 15700
清仓 603051.SHA 24900
清仓 301268.SZA 73700
清仓 301003.SZA 61500
清仓 001205.SZA 166685.0
清仓 301135.SZA 145500
清仓 301279.SZA 171300
清仓 003007.SZA 279000
清仓 001317.SZA 173325.0
清仓 301120.SZA 701400
清仓 688072.SHA 194700
清仓 301116.SZA 911700
清仓 301288.SZA 832100
清仓 605598.SHA 2302800
清仓 301163.SZA 1332700
清仓 301259.SZA 2672100
清仓 603191.SHA 4378100
清仓 301098.SZA 4380300
清仓 833580.BJA 17069000
清仓 301010.SZA 8294800
清仓 301257.SZA 4210000
清仓 301153.SZA 7702900
开空仓
301153.SZA -10204000
今天持仓 2022-05-20 1646012357.0920625 {'603070.SHA': -17800, '301118.SZA': -10300, '301226.SZA': -15300, '301263.SZA': -27300, '688048.SHA': -15700, '603051.SHA': -24900, '301268.SZA': -73700, '301003.SZA': -61500, '001205.SZA': -166685.0, '301135.SZA': -145500, '301279.SZA': -171300, '003007.SZA': -279000, '001317.SZA': -173325.0, '301120.SZA': -701400, '688072.SHA': -194700, '301116.SZA': -911700, '301288.SZA': -832100, '605598.SHA': -2302800, '301163.SZA': -1332700, '301259.SZA': -2672100, '603191.SHA': -4378100, '301098.SZA': -4380300, '833580.BJA': -17069000, '301010.SZA': -8294800, '301257.SZA': -4210000, '301153.SZA': -7702900}
清仓 603070.SHA 17800
清仓 301118.SZA 10300
清仓 301226.SZA 15300
清仓 301263.SZA 27300
清仓 688048.SHA 15700
清仓 603051.SHA 24900
清仓 301268.SZA 73700
清仓 301003.SZA 61500
清仓 001205.SZA 166685.0
清仓 301135.SZA 145500
清仓 301279.SZA 171300
清仓 003007.SZA 279000
清仓 001317.SZA 173325.0
清仓 301120.SZA 701400
清仓 688072.SHA 194700
清仓 301116.SZA 911700
清仓 301288.SZA 832100
清仓 605598.SHA 2302800
清仓 301163.SZA 1332700
清仓 301259.SZA 2672100
清仓 603191.SHA 4378100
清仓 301098.SZA 4380300
清仓 833580.BJA 17069000
清仓 301010.SZA 8294800
清仓 301257.SZA 4210000
清仓 301153.SZA 7702900
开空仓
688213.SHA -9683500
今天持仓 2022-05-23 2169272675.7401896 {'603070.SHA': -17800, '301118.SZA': -10300, '301226.SZA': -15300, '301263.SZA': -27300, '688048.SHA': -15700, '603051.SHA': -24900, '301268.SZA': -73700, '301003.SZA': -61500, '001205.SZA': -166685.0, '301135.SZA': -145500, '301279.SZA': -171300, '003007.SZA': -279000, '001317.SZA': -173325.0, '301120.SZA': -701400, '688072.SHA': -194700, '301116.SZA': -911700, '301288.SZA': -832100, '605598.SHA': -2302800, '301163.SZA': -1332700, '301259.SZA': -2672100, '603191.SHA': -4378100, '301098.SZA': -4380300, '833580.BJA': -17069000, '301010.SZA': -8294800, '301257.SZA': -4210000, '301153.SZA': -7702900, '688213.SHA': -9683500}
清仓 603070.SHA 17800
清仓 301118.SZA 10300
清仓 301226.SZA 15300
清仓 301263.SZA 27300
清仓 688048.SHA 15700
清仓 603051.SHA 24900
清仓 301268.SZA 73700
清仓 301003.SZA 61500
清仓 001205.SZA 166685.0
清仓 301135.SZA 145500
清仓 301279.SZA 171300
清仓 003007.SZA 279000
清仓 001317.SZA 173325.0
清仓 301120.SZA 701400
清仓 688072.SHA 194700
清仓 301116.SZA 911700
清仓 301288.SZA 832100
清仓 605598.SHA 2302800
清仓 301163.SZA 1332700
清仓 301259.SZA 2672100
清仓 603191.SHA 4378100
清仓 301098.SZA 4380300
清仓 833580.BJA 17069000
清仓 301010.SZA 8294800
清仓 301257.SZA 4210000
清仓 301153.SZA 7702900
清仓 688213.SHA 9683500
开空仓
001319.SZA -17311200
今天持仓 2022-05-24 2834845849.2567873 {'603070.SHA': -17800, '301118.SZA': -10300, '301226.SZA': -15300, '301263.SZA': -27300, '688048.SHA': -15700, '603051.SHA': -24900, '301268.SZA': -73700, '301003.SZA': -61500, '001205.SZA': -166685.0, '301135.SZA': -145500, '301279.SZA': -171300, '003007.SZA': -279000, '001317.SZA': -173325.0, '301120.SZA': -701400, '688072.SHA': -194700, '301116.SZA': -911700, '301288.SZA': -832100, '605598.SHA': -2302800, '301163.SZA': -1332700, '301259.SZA': -2672100, '603191.SHA': -4378100, '301098.SZA': -4380300, '833580.BJA': -17069000, '301010.SZA': -8294800, '301257.SZA': -4210000, '301153.SZA': -7702900, '688213.SHA': -9683500, '001319.SZA': -17311200}
清仓 603070.SHA 17800
清仓 301118.SZA 10300
清仓 301226.SZA 15300
清仓 301263.SZA 27300
清仓 688048.SHA 15700
清仓 603051.SHA 24900
清仓 301268.SZA 73700
清仓 301003.SZA 61500
清仓 001205.SZA 166685.0
清仓 301135.SZA 145500
清仓 301279.SZA 171300
清仓 003007.SZA 279000
清仓 001317.SZA 173325.0
清仓 301120.SZA 701400
清仓 688072.SHA 194700
清仓 301116.SZA 911700
清仓 301288.SZA 832100
清仓 605598.SHA 2302800
清仓 301163.SZA 1332700
清仓 301259.SZA 2672100
清仓 603191.SHA 4378100
清仓 301098.SZA 4380300
清仓 833580.BJA 17069000
清仓 301010.SZA 8294800
清仓 301257.SZA 4210000
清仓 301153.SZA 7702900
清仓 688213.SHA 9683500
清仓 001319.SZA 17311200
开空仓
001319.SZA -24544100
    • 收益率33205.29%
    • 年化收益率22454810266752.54%
    • 基准收益率-11.31%
    • 阿尔法-1.0
    • 贝塔-8.81
    • 夏普比率-0.69
    • 胜率0.5
    • 盈亏比0.92
    • 收益波动率2525.49%
    • 信息比率-0.04
    • 最大回撤292.73%
    bigcharts-data-start/{"__type":"tabs","__id":"bigchart-2d71a135db1b4efc89cf780b11c43ab5"}/bigcharts-data-end
    In [ ]: