复制链接
克隆策略

策略名称

多因子选股策略

策略实现

选出每个行业的某因子排名前10的股票； 买入股票持仓5日开始换仓。

    {"description":"实验创建于2023/2/10","graph":{"edges":[{"to_node_id":"-4862:instruments","from_node_id":"-4849:data"},{"to_node_id":"-40:instruments","from_node_id":"-4849:data"},{"to_node_id":"-281:instruments","from_node_id":"-4849:data"},{"to_node_id":"-4862:features","from_node_id":"-4857:data"},{"to_node_id":"-6998:features","from_node_id":"-4857:data"},{"to_node_id":"-6998:input_data","from_node_id":"-4862:data"},{"to_node_id":"-4879:input_data","from_node_id":"-4869:data"},{"to_node_id":"-288:data1","from_node_id":"-4879:data"},{"to_node_id":"-40:options_data","from_node_id":"-61:sorted_data"},{"to_node_id":"-288:data2","from_node_id":"-281:data"},{"to_node_id":"-61:input_ds","from_node_id":"-288:data"},{"to_node_id":"-4869:input_data","from_node_id":"-6998:data"}],"nodes":[{"node_id":"-4849","module_id":"BigQuantSpace.instruments.instruments-v2","parameters":[{"name":"start_date","value":"2014-01-01","type":"Literal","bound_global_parameter":null},{"name":"end_date","value":"2016-10-10","type":"Literal","bound_global_parameter":null},{"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":"-4849"}],"output_ports":[{"name":"data","node_id":"-4849"}],"cacheable":true,"seq_num":1,"comment":"","comment_collapsed":true},{"node_id":"-4857","module_id":"BigQuantSpace.input_features.input_features-v1","parameters":[{"name":"features","value":"\n# #号开始的表示注释，注释需单独一行\n# 多个特征，每行一个，可以包含基础特征和衍生特征，特征须为本平台特征\npb_lf_0\nin_csi300_0\nrank_pb_lf_0\nrank_fs_roe_0\nrank_fs_roe_ttm_0\nrank_pb_lf_0\nrank_fs_net_profit_qoq_0\nmy_rank=rank_fs_roe_0+rank_fs_net_profit_qoq_0-rank_pb_lf_0\nfs_roe_0\nfs_roe_ttm_0\nclose_0\nadjust_factor_0","type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"features_ds","node_id":"-4857"}],"output_ports":[{"name":"data","node_id":"-4857"}],"cacheable":true,"seq_num":2,"comment":"","comment_collapsed":true},{"node_id":"-4862","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":90,"type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"instruments","node_id":"-4862"},{"name":"features","node_id":"-4862"}],"output_ports":[{"name":"data","node_id":"-4862"}],"cacheable":true,"seq_num":3,"comment":"","comment_collapsed":true},{"node_id":"-4869","module_id":"BigQuantSpace.chinaa_stock_filter.chinaa_stock_filter-v1","parameters":[{"name":"index_constituent_cond","value":"%7B%22enumItems%22%3A%5B%7B%22value%22%3A%22%E5%85%A8%E9%83%A8%22%2C%22displayValue%22%3A%22%E5%85%A8%E9%83%A8%22%2C%22selected%22%3Atrue%7D%2C%7B%22value%22%3A%22%E4%B8%8A%E8%AF%8150%22%2C%22displayValue%22%3A%22%E4%B8%8A%E8%AF%8150%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E6%B2%AA%E6%B7%B1300%22%2C%22displayValue%22%3A%22%E6%B2%AA%E6%B7%B1300%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E4%B8%AD%E8%AF%81500%22%2C%22displayValue%22%3A%22%E4%B8%AD%E8%AF%81500%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E4%B8%AD%E8%AF%81800%22%2C%22displayValue%22%3A%22%E4%B8%AD%E8%AF%81800%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E4%B8%8A%E8%AF%81180%22%2C%22displayValue%22%3A%22%E4%B8%8A%E8%AF%81180%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E4%B8%AD%E8%AF%81100%22%2C%22displayValue%22%3A%22%E4%B8%AD%E8%AF%81100%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E6%B7%B1%E8%AF%81100%22%2C%22displayValue%22%3A%22%E6%B7%B1%E8%AF%81100%22%2C%22selected%22%3Afalse%7D%5D%7D","type":"Literal","bound_global_parameter":null},{"name":"board_cond","value":"%7B%22enumItems%22%3A%5B%7B%22value%22%3A%22%E5%85%A8%E9%83%A8%22%2C%22displayValue%22%3A%22%E5%85%A8%E9%83%A8%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E4%B8%8A%E8%AF%81%E4%B8%BB%E6%9D%BF%22%2C%22displayValue%22%3A%22%E4%B8%8A%E8%AF%81%E4%B8%BB%E6%9D%BF%22%2C%22selected%22%3Atrue%7D%2C%7B%22value%22%3A%22%E6%B7%B1%E8%AF%81%E4%B8%BB%E6%9D%BF%22%2C%22displayValue%22%3A%22%E6%B7%B1%E8%AF%81%E4%B8%BB%E6%9D%BF%22%2C%22selected%22%3Atrue%7D%2C%7B%22value%22%3A%22%E5%88%9B%E4%B8%9A%E6%9D%BF%22%2C%22displayValue%22%3A%22%E5%88%9B%E4%B8%9A%E6%9D%BF%22%2C%22selected%22%3Atrue%7D%2C%7B%22value%22%3A%22%E7%A7%91%E5%88%9B%E6%9D%BF%22%2C%22displayValue%22%3A%22%E7%A7%91%E5%88%9B%E6%9D%BF%22%2C%22selected%22%3Afalse%7D%5D%7D","type":"Literal","bound_global_parameter":null},{"name":"industry_cond","value":"%7B%22enumItems%22%3A%5B%7B%22value%22%3A%22%E5%85%A8%E9%83%A8%22%2C%22displayValue%22%3A%22%E5%85%A8%E9%83%A8%22%2C%22selected%22%3Atrue%7D%2C%7B%22value%22%3A%22%E4%BA%A4%E9%80%9A%E8%BF%90%E8%BE%93%22%2C%22displayValue%22%3A%22%E4%BA%A4%E9%80%9A%E8%BF%90%E8%BE%93%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E4%BC%91%E9%97%B2%E6%9C%8D%E5%8A%A1%22%2C%22displayValue%22%3A%22%E4%BC%91%E9%97%B2%E6%9C%8D%E5%8A%A1%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E4%BC%A0%E5%AA%92%2F%E4%BF%A1%E6%81%AF%E6%9C%8D%E5%8A%A1%22%2C%22displayValue%22%3A%22%E4%BC%A0%E5%AA%92%2F%E4%BF%A1%E6%81%AF%E6%9C%8D%E5%8A%A1%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E5%85%AC%E7%94%A8%E4%BA%8B%E4%B8%9A%22%2C%22displayValue%22%3A%22%E5%85%AC%E7%94%A8%E4%BA%8B%E4%B8%9A%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E5%86%9C%E6%9E%97%E7%89%A7%E6%B8%94%22%2C%22displayValue%22%3A%22%E5%86%9C%E6%9E%97%E7%89%A7%E6%B8%94%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E5%8C%96%E5%B7%A5%22%2C%22displayValue%22%3A%22%E5%8C%96%E5%B7%A5%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E5%8C%BB%E8%8D%AF%E7%94%9F%E7%89%A9%22%2C%22displayValue%22%3A%22%E5%8C%BB%E8%8D%AF%E7%94%9F%E7%89%A9%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E5%95%86%E4%B8%9A%E8%B4%B8%E6%98%93%22%2C%22displayValue%22%3A%22%E5%95%86%E4%B8%9A%E8%B4%B8%E6%98%93%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E5%9B%BD%E9%98%B2%E5%86%9B%E5%B7%A5%22%2C%22displayValue%22%3A%22%E5%9B%BD%E9%98%B2%E5%86%9B%E5%B7%A5%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E5%AE%B6%E7%94%A8%E7%94%B5%E5%99%A8%22%2C%22displayValue%22%3A%22%E5%AE%B6%E7%94%A8%E7%94%B5%E5%99%A8%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E5%BB%BA%E7%AD%91%E6%9D%90%E6%96%99%2F%E5%BB%BA%E7%AD%91%E5%BB%BA%E6%9D%90%22%2C%22displayValue%22%3A%22%E5%BB%BA%E7%AD%91%E6%9D%90%E6%96%99%2F%E5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or in_csi300_0==0","type":"Literal","bound_global_parameter":null},{"name":"output_left_data","value":"False","type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"input_data","node_id":"-4879"}],"output_ports":[{"name":"data","node_id":"-4879"},{"name":"left_data","node_id":"-4879"}],"cacheable":true,"seq_num":5,"comment":"","comment_collapsed":true},{"node_id":"-40","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 from zipline.finance.commission import PerOrder\n # 加载预测数据\n context.test_data = context.options['data'].read_df()\n\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 # 预测数据，通过options传入进来，使用 read_df 函数，加载到内存 (DataFrame)\n # 设置买入的股票数量，这里买入预测股票列表排名靠前的5只\n context.stock_count = 10\n # 每只的股票的权重，如下的权重分配会使得靠前的股票分配多一点的资金，[0.339160, 0.213986, 0.169580, ..]\n context.stock_weights = 1/context.stock_count\n #持仓周期\n context.hold_days = 5\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 \n if context.trading_day_index % context.hold_days != 0:\n return \n \n today = data.current_dt.strftime('%Y-%m-%d')\n # 获取当前持仓\n positions = {e.symbol: p.amount for e, p in context.portfolio.positions.items()}\n \n # 按日期过滤得到今日数据\n today_data = context.test_data[context.test_data.date == today]\n #今日需要买入的股票\n stocks_buy = today_data.instrument.iloc[0:context.stock_count].to_list()\n stocks_buy_name = today_data.name.iloc[0:context.stock_count].to_list() #打印显示用\n print(today,\"买入股票池：\",stocks_buy, stocks_buy_name)\n #卖出\n for instrument in positions.keys():\n if instrument not in stocks_buy:\n context.order_target(context.symbol(instrument), 0)\n print(today,\"卖出\",instrument)\n #买入\n cash_per_instrument = context.portfolio.portfolio_value * context.stock_weights\n print(cash_per_instrument)\n for instrument in stocks_buy:\n if instrument not in positions.keys():\n context.order_value(context.symbol(instrument), cash_per_instrument)\n print(today,\"买入\",instrument) \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","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 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Node='-4849' Position='285,-4,200,200'/><node_position Node='-4857' Position='668,1,200,200'/><node_position Node='-4862' Position='480,151,200,200'/><node_position Node='-4869' Position='479,280,200,200'/><node_position Node='-4879' Position='479,339,200,200'/><node_position Node='-40' Position='552,599,200,200'/><node_position Node='-61' Position='627,528,200,200'/><node_position Node='-281' Position='781,341,200,200'/><node_position Node='-288' Position='630,461,200,200'/><node_position Node='-6998' Position='493,216,200,200'/></node_postions>"},"nodes_readonly":false,"studio_version":"v2"}
    In [3]:
    # 本代码由可视化策略环境自动生成 2023年5月24日 17:40
# 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。
 
# 显式导入 BigQuant 相关 SDK 模块
from bigdatasource.api import DataSource
from biglearning.api import M
from biglearning.api import tools as T
from biglearning.module2.common.data import Outputs

# 回测引擎：初始化函数，只执行一次
def m6_initialize_bigquant_run(context):
    from zipline.finance.commission import PerOrder
    # 加载预测数据
    context.test_data = context.options['data'].read_df()

    # 系统已经设置了默认的交易手续费和滑点，要修改手续费可使用如下函数
    context.set_commission(PerOrder(buy_cost=0.0003, sell_cost=0.0013, min_cost=5))
    # 预测数据，通过options传入进来，使用 read_df 函数，加载到内存 (DataFrame)
    # 设置买入的股票数量，这里买入预测股票列表排名靠前的5只
    context.stock_count = 10
    # 每只的股票的权重，如下的权重分配会使得靠前的股票分配多一点的资金，[0.339160, 0.213986, 0.169580, ..]
    context.stock_weights = 1/context.stock_count
    #持仓周期
    context.hold_days = 5

# 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):
    
    if context.trading_day_index % context.hold_days != 0:
        return 
    
    today = data.current_dt.strftime('%Y-%m-%d')
    # 获取当前持仓
    positions = {e.symbol: p.amount for e, p in context.portfolio.positions.items()}
        
    # 按日期过滤得到今日数据
    today_data = context.test_data[context.test_data.date == today]
    #今日需要买入的股票
    stocks_buy = today_data.instrument.iloc[0:context.stock_count].to_list()
    stocks_buy_name = today_data.name.iloc[0:context.stock_count].to_list() #打印显示用
    print(today,"买入股票池：",stocks_buy, stocks_buy_name)
    #卖出
    for instrument in positions.keys():
        if instrument not in stocks_buy:
            context.order_target(context.symbol(instrument), 0)
            print(today,"卖出",instrument)
    #买入
    cash_per_instrument = context.portfolio.portfolio_value * context.stock_weights
    print(cash_per_instrument)
    for instrument in stocks_buy:
        if instrument not in positions.keys():
            context.order_value(context.symbol(instrument), cash_per_instrument)
            print(today,"买入",instrument)          
    
# 回测引擎：准备数据，只执行一次
def m6_prepare_bigquant_run(context):
    pass

# 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):
    pass


m1 = M.instruments.v2(
    start_date='2014-01-01',
    end_date='2016-10-10',
    market='CN_STOCK_A',
    instrument_list='',
    max_count=0
)

m8 = M.use_datasource.v1(
    instruments=m1.data,
    datasource_id='instruments_CN_STOCK_A',
    start_date='',
    end_date=''
)

m2 = M.input_features.v1(
    features="""
# #号开始的表示注释，注释需单独一行
# 多个特征，每行一个，可以包含基础特征和衍生特征，特征须为本平台特征
pb_lf_0
in_csi300_0
rank_pb_lf_0
rank_fs_roe_0
rank_fs_roe_ttm_0
rank_pb_lf_0
rank_fs_net_profit_qoq_0
my_rank=rank_fs_roe_0+rank_fs_net_profit_qoq_0-rank_pb_lf_0
fs_roe_0
fs_roe_ttm_0
close_0
adjust_factor_0"""
)

m3 = M.general_feature_extractor.v7(
    instruments=m1.data,
    features=m2.data,
    start_date='',
    end_date='',
    before_start_days=90
)

m10 = M.derived_feature_extractor.v3(
    input_data=m3.data,
    features=m2.data,
    date_col='date',
    instrument_col='instrument',
    drop_na=False,
    remove_extra_columns=False,
    user_functions={}
)

m4 = M.chinaa_stock_filter.v1(
    input_data=m10.data,
    index_constituent_cond=['全部'],
    board_cond=['上证主板', '深证主板', '创业板'],
    industry_cond=['全部'],
    st_cond=['正常'],
    delist_cond=['非退市'],
    output_left_data=False
)

m5 = M.filter.v3(
    input_data=m4.data,
    expr='in_csi300_0==1 or in_csi300_0==0',
    output_left_data=False
)

m9 = M.join.v3(
    data1=m5.data,
    data2=m8.data,
    on='date,instrument',
    how='inner',
    sort=False
)

m7 = M.sort.v5(
    input_ds=m9.data,
    sort_by='my_rank',
    group_by='date',
    keep_columns='--',
    ascending=False
)

m6 = M.trade.v4(
    instruments=m1.data,
    options_data=m7.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,
    order_price_field_buy='open',
    order_price_field_sell='open',
    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=''
)

    [2023-05-24 17:40:51.467685] INFO moduleinvoker: instruments.v2 开始运行..
[2023-05-24 17:40:51.475545] INFO moduleinvoker: 命中缓存
[2023-05-24 17:40:51.477069] INFO moduleinvoker: instruments.v2 运行完成[0.00943s].
[2023-05-24 17:40:51.485746] INFO moduleinvoker: use_datasource.v1 开始运行..
[2023-05-24 17:40:51.493077] INFO moduleinvoker: 命中缓存
[2023-05-24 17:40:51.494733] INFO moduleinvoker: use_datasource.v1 运行完成[0.009009s].
[2023-05-24 17:40:51.500094] INFO moduleinvoker: input_features.v1 开始运行..
[2023-05-24 17:40:51.509631] INFO moduleinvoker: 命中缓存
[2023-05-24 17:40:51.511411] INFO moduleinvoker: input_features.v1 运行完成[0.011325s].
[2023-05-24 17:40:51.530167] INFO moduleinvoker: general_feature_extractor.v7 开始运行..
[2023-05-24 17:40:51.537688] INFO moduleinvoker: 命中缓存
[2023-05-24 17:40:51.539894] INFO moduleinvoker: general_feature_extractor.v7 运行完成[0.009756s].
[2023-05-24 17:40:51.551884] INFO moduleinvoker: derived_feature_extractor.v3 开始运行..
[2023-05-24 17:40:51.559140] INFO moduleinvoker: 命中缓存
[2023-05-24 17:40:51.560836] INFO moduleinvoker: derived_feature_extractor.v3 运行完成[0.008992s].
[2023-05-24 17:40:51.573043] INFO moduleinvoker: chinaa_stock_filter.v1 开始运行..
[2023-05-24 17:40:51.578325] INFO moduleinvoker: 命中缓存
[2023-05-24 17:40:51.580459] INFO moduleinvoker: chinaa_stock_filter.v1 运行完成[0.007376s].
[2023-05-24 17:40:51.592501] INFO moduleinvoker: filter.v3 开始运行..
[2023-05-24 17:40:51.598480] INFO moduleinvoker: 命中缓存
[2023-05-24 17:40:51.600366] INFO moduleinvoker: filter.v3 运行完成[0.00791s].
[2023-05-24 17:40:51.612667] INFO moduleinvoker: join.v3 开始运行..
[2023-05-24 17:40:51.619818] INFO moduleinvoker: 命中缓存
[2023-05-24 17:40:51.621322] INFO moduleinvoker: join.v3 运行完成[0.008692s].
[2023-05-24 17:40:51.628817] INFO moduleinvoker: sort.v5 开始运行..
[2023-05-24 17:40:51.634467] INFO moduleinvoker: 命中缓存
[2023-05-24 17:40:51.636425] INFO moduleinvoker: sort.v5 运行完成[0.007624s].
[2023-05-24 17:40:51.679814] INFO moduleinvoker: backtest.v8 开始运行..
[2023-05-24 17:40:51.684989] INFO backtest: biglearning backtest:V8.6.3
[2023-05-24 17:40:51.686894] INFO backtest: product_type:stock by specified
[2023-05-24 17:40:51.767931] INFO moduleinvoker: cached.v2 开始运行..
[2023-05-24 17:40:51.775185] INFO moduleinvoker: 命中缓存
[2023-05-24 17:40:51.777021] INFO moduleinvoker: cached.v2 运行完成[0.009183s].
[2023-05-24 17:41:13.137549] INFO backtest: algo history_data=DataSource(821af249c9704c849f1604565ce88b4eT)
[2023-05-24 17:41:13.139366] INFO algo: TradingAlgorithm V1.8.9
[2023-05-24 17:41:28.278740] INFO algo: trading transform...
2014-01-02 买入股票池： ['600159.SHA', '600115.SHA', '000056.SZA', '600510.SHA', '000543.SZA', '600221.SHA', '600886.SHA', '000791.SZA', '600027.SHA', '600029.SHA'] ['大龙地产', '东方航空', '皇庭国际', '黑牡丹', '皖能电力', '海南航空', '国投电力', '甘肃电投', '华电国际', '南方航空']
100000.0
2014-01-02 买入 600159.SHA
2014-01-02 买入 600115.SHA
2014-01-02 买入 000056.SZA
2014-01-02 买入 600510.SHA
2014-01-02 买入 000543.SZA
2014-01-02 买入 600221.SHA
2014-01-02 买入 600886.SHA
2014-01-02 买入 000791.SZA
2014-01-02 买入 600027.SHA
2014-01-02 买入 600029.SHA
2014-01-09 买入股票池： ['600159.SHA', '600115.SHA', '000056.SZA', '600510.SHA', '000543.SZA', '600221.SHA', '000966.SZA', '000791.SZA', '600029.SHA', '600027.SHA'] ['大龙地产', '东方航空', '皇庭国际', '黑牡丹', '皖能电力', '海南航空', '长源电力', '甘肃电投', '南方航空', '华电国际']
2014-01-09 卖出 600886.SHA
94973.45282980968
2014-01-09 买入 000966.SZA
2014-01-16 买入股票池： ['600159.SHA', '600115.SHA', '000056.SZA', '600510.SHA', '600221.SHA', '000543.SZA', '000966.SZA', '000791.SZA', '600029.SHA', '600168.SHA'] ['大龙地产', '东方航空', '皇庭国际', '黑牡丹', '海南航空', '皖能电力', '长源电力', '甘肃电投', '南方航空', '武汉控股']
2014-01-16 卖出 600027.SHA
94292.45347610523
2014-01-16 买入 600168.SHA
2014-01-23 买入股票池： ['600159.SHA', '600115.SHA', '000056.SZA', '600510.SHA', '000966.SZA', '600221.SHA', '000543.SZA', '000791.SZA', '600168.SHA', '600029.SHA'] ['大龙地产', '东方航空', '皇庭国际', '黑牡丹', '长源电力', '海南航空', '皖能电力', '甘肃电投', '武汉控股', '南方航空']
96673.4030990391
2014-01-30 买入股票池： ['600159.SHA', '600115.SHA', '000056.SZA', '600382.SHA', '002208.SZA', '600510.SHA', '000966.SZA', '600221.SHA', '000543.SZA', '000791.SZA'] ['大龙地产', '东方航空', '皇庭国际', '广东明珠', '合肥城建', '黑牡丹', '长源电力', '海南航空', '皖能电力', '甘肃电投']
2014-01-30 卖出 600029.SHA
2014-01-30 卖出 600168.SHA
95547.1035675793
2014-01-30 买入 600382.SHA
2014-01-30 买入 002208.SZA
2014-02-13 买入股票池： ['600159.SHA', '600115.SHA', '000056.SZA', '600382.SHA', '000966.SZA', '002208.SZA', '600510.SHA', '600221.SHA', '000543.SZA', '000791.SZA'] ['大龙地产', '东方航空', '皇庭国际', '广东明珠', '长源电力', '合肥城建', '黑牡丹', '海南航空', '皖能电力', '甘肃电投']
98172.4859149771
2014-02-20 买入股票池： ['600159.SHA', '000056.SZA', '600115.SHA', '002133.SZA', '002208.SZA', '600077.SHA', '600382.SHA', '600510.SHA', '000966.SZA', '000543.SZA'] ['大龙地产', '皇庭国际', '东方航空', '广宇集团', '合肥城建', '宋都股份', '广东明珠', '黑牡丹', '长源电力', '皖能电力']
2014-02-20 卖出 600221.SHA
2014-02-20 卖出 000791.SZA
100057.88404062559
2014-02-20 买入 002133.SZA
2014-02-20 买入 600077.SHA
2014-02-27 买入股票池： ['600159.SHA', '000056.SZA', '600115.SHA', '002133.SZA', '600077.SHA', '002208.SZA', '600382.SHA', '600510.SHA', '002128.SZA', '000543.SZA'] ['大龙地产', '皇庭国际', '东方航空', '广宇集团', '宋都股份', '合肥城建', '广东明珠', '黑牡丹', '露天煤业', '皖能电力']
2014-02-27 卖出 000966.SZA
94451.73377465775
2014-02-27 买入 002128.SZA
2014-03-06 买入股票池： ['000043.SZA', '600159.SHA', '000056.SZA', '600115.SHA', '002133.SZA', '600077.SHA', '600284.SHA', '002208.SZA', '600382.SHA', '600510.SHA'] ['中航地产', '大龙地产', '皇庭国际', '东方航空', '广宇集团', '宋都股份', '浦东建设', '合肥城建', '广东明珠', '黑牡丹']
2014-03-06 卖出 000543.SZA
2014-03-06 卖出 002128.SZA
96926.09200656608
2014-03-06 买入 000043.SZA
2014-03-06 买入 600284.SHA
2014-03-13 买入股票池： ['000002.SZA', '000043.SZA', '600159.SHA', '600115.SHA', '000056.SZA', '002133.SZA', '600077.SHA', '600382.SHA', '600284.SHA', '600665.SHA'] ['万科A', '中航地产', '大龙地产', '东方航空', '皇庭国际', '广宇集团', '宋都股份', '广东明珠', '浦东建设', '天地源']
2014-03-13 卖出 600510.SHA
2014-03-13 卖出 002208.SZA
95604.47608756354
2014-03-13 买入 000002.SZA
2014-03-13 买入 600665.SHA
2014-03-20 买入股票池： ['000002.SZA', '600266.SHA', '000043.SZA', '600159.SHA', '000402.SZA', '600657.SHA', '600115.SHA', '000006.SZA', '600246.SHA', '002133.SZA'] ['万科A', '北京城建', '中航地产', '大龙地产', '金融街', '信达地产', '东方航空', '深振业A', '万通地产', '广宇集团']
2014-03-20 卖出 000056.SZA
2014-03-20 卖出 600382.SHA
2014-03-20 卖出 600077.SHA
2014-03-20 卖出 600284.SHA
2014-03-20 卖出 600665.SHA
94475.56317251494
2014-03-20 买入 600266.SHA
2014-03-20 买入 000402.SZA
2014-03-20 买入 600657.SHA
2014-03-20 买入 000006.SZA
2014-03-20 买入 600246.SHA
2014-03-27 买入股票池： ['000002.SZA', '600823.SHA', '600266.SHA', '000043.SZA', '000402.SZA', '600657.SHA', '600743.SHA', '000631.SZA', '002133.SZA', '600382.SHA'] ['万科A', '世茂股份', '北京城建', '中航地产', '金融街', '信达地产', '华远地产', '顺发恒业', '广宇集团', '广东明珠']
2014-03-27 卖出 600159.SHA
2014-03-27 卖出 600115.SHA
2014-03-27 卖出 000006.SZA
2014-03-27 卖出 600246.SHA
107292.61754365303
2014-03-27 买入 600823.SHA
2014-03-27 买入 600743.SHA
2014-03-27 买入 000631.SZA
2014-03-27 买入 600382.SHA
2014-04-03 买入股票池： ['600048.SHA', '000002.SZA', '600823.SHA', '600266.SHA', '000043.SZA', '000402.SZA', '600657.SHA', '000631.SZA', '600622.SHA', '600801.SHA'] ['保利地产', '万科A', '世茂股份', '北京城建', '中航地产', '金融街', '信达地产', '顺发恒业', '嘉宝集团', '华新水泥']
2014-04-03 卖出 002133.SZA
2014-04-03 卖出 600743.SHA
2014-04-03 卖出 600382.SHA
109803.06948550511
2014-04-03 买入 600048.SHA
2014-04-03 买入 600622.SHA
2014-04-03 买入 600801.SHA
2014-04-11 买入股票池： ['600048.SHA', '000002.SZA', '600266.SHA', '600823.SHA', '000961.SZA', '000043.SZA', '000631.SZA', '600657.SHA', '000402.SZA', '600622.SHA'] ['保利地产', '万科A', '北京城建', '世茂股份', '中南建设', '中航地产', '顺发恒业', '信达地产', '金融街', '嘉宝集团']
2014-04-11 卖出 600801.SHA
110923.25631784872
2014-04-11 买入 000961.SZA

    /usr/local/python3/lib/python3.8/site-packages/pandas/core/indexing.py:1124: FutureWarning: Indexing a timezone-naive DatetimeIndex with a timezone-aware datetime is deprecated and will raise KeyError in a future version.  Use a timezone-naive object instead.
  return self._get_label(key, axis=axis)

    2014-04-18 买入股票池： ['600048.SHA', '000002.SZA', '600823.SHA', '600266.SHA', '000961.SZA', '000043.SZA', '000631.SZA', '600657.SHA', '000402.SZA', '000031.SZA'] ['保利地产', '万科A', '世茂股份', '北京城建', '中南建设', '中航地产', '顺发恒业', '信达地产', '金融街', '中粮地产']
2014-04-18 卖出 600622.SHA
108788.44886497023
2014-04-18 买入 000031.SZA
2014-04-25 买入股票池： ['600823.SHA', '600048.SHA', '000002.SZA', '600266.SHA', '000961.SZA', '600657.SHA', '000031.SZA', '600246.SHA', '000402.SZA', '600622.SHA'] ['世茂股份', '保利地产', '万科A', '北京城建', '中南建设', '信达地产', '中粮地产', '万通地产', '金融街', '嘉宝集团']
2014-04-25 卖出 000043.SZA
2014-04-25 卖出 000631.SZA
108412.10836235285
2014-04-25 买入 600246.SHA
2014-04-25 买入 600622.SHA
2014-05-06 买入股票池： ['600177.SHA', '600748.SHA', '600785.SHA', '600011.SHA', '000736.SZA', '600165.SHA', '000426.SZA', '601288.SHA', '000600.SZA', '601169.SHA'] ['雅戈尔', '上实发展', '新华百货', '华能国际', '中房地产', '新日恒力', '兴业矿业', '农业银行', '建投能源', '北京银行']
2014-05-06 卖出 000002.SZA
2014-05-06 卖出 600266.SHA
2014-05-06 卖出 000402.SZA
2014-05-06 卖出 600657.SHA
2014-05-06 卖出 600823.SHA
2014-05-06 卖出 600048.SHA
2014-05-06 卖出 000961.SZA
2014-05-06 卖出 000031.SZA
2014-05-06 卖出 600246.SHA
2014-05-06 卖出 600622.SHA
105049.19645675978
2014-05-06 买入 600177.SHA
2014-05-06 买入 600748.SHA
2014-05-06 买入 600785.SHA
2014-05-06 买入 600011.SHA
2014-05-06 买入 000736.SZA
2014-05-06 买入 600165.SHA
2014-05-06 买入 000426.SZA
2014-05-06 买入 601288.SHA
2014-05-06 买入 000600.SZA
2014-05-06 买入 601169.SHA
2014-05-13 买入股票池： ['600177.SHA', '600748.SHA', '601001.SHA', '600785.SHA', '600011.SHA', '000736.SZA', '600165.SHA', '601288.SHA', '000600.SZA', '601169.SHA'] ['雅戈尔', '上实发展', '大同煤业', '新华百货', '华能国际', '中房地产', '新日恒力', '农业银行', '建投能源', '北京银行']
2014-05-13 卖出 000426.SZA
108684.52489480791
2014-05-13 买入 601001.SHA
2014-05-20 买入股票池： ['600177.SHA', '600748.SHA', '601001.SHA', '600785.SHA', '000736.SZA', '600011.SHA', '600165.SHA', '000600.SZA', '601288.SHA', '601169.SHA'] ['雅戈尔', '上实发展', '大同煤业', '新华百货', '中房地产', '华能国际', '新日恒力', '建投能源', '农业银行', '北京银行']
106871.6795602494
2014-05-27 买入股票池： ['600177.SHA', '600748.SHA', '601001.SHA', '600785.SHA', '000736.SZA', '600011.SHA', '600165.SHA', '601288.SHA', '601169.SHA', '000600.SZA'] ['雅戈尔', '上实发展', '大同煤业', '新华百货', '中房地产', '华能国际', '新日恒力', '农业银行', '北京银行', '建投能源']
109034.33385632007
2014-06-04 买入股票池： ['600177.SHA', '600748.SHA', '601001.SHA', '600785.SHA', '000736.SZA', '600011.SHA', '000600.SZA', '601288.SHA', '601169.SHA', '600658.SHA'] ['雅戈尔', '上实发展', '大同煤业', '新华百货', '中房地产', '华能国际', '建投能源', '农业银行', '北京银行', '电子城']
2014-06-04 卖出 600165.SHA
109343.49278267907
2014-06-04 买入 600658.SHA
2014-06-11 买入股票池： ['600177.SHA', '600748.SHA', '601001.SHA', '600785.SHA', '000736.SZA', '600011.SHA', '600165.SHA', '000600.SZA', '601288.SHA', '601169.SHA'] ['雅戈尔', '上实发展', '大同煤业', '新华百货', '中房地产', '华能国际', '新日恒力', '建投能源', '农业银行', '北京银行']
2014-06-11 卖出 600658.SHA
110184.75120655059
2014-06-11 买入 600165.SHA
2014-06-18 买入股票池： ['600748.SHA', '600177.SHA', '601001.SHA', '600785.SHA', '000736.SZA', '600011.SHA', '600165.SHA', '000600.SZA', '601288.SHA', '601169.SHA'] ['上实发展', '雅戈尔', '大同煤业', '新华百货', '中房地产', '华能国际', '新日恒力', '建投能源', '农业银行', '北京银行']
108312.5127412052
2014-06-25 买入股票池： ['600177.SHA', '601001.SHA', '600748.SHA', '600785.SHA', '000736.SZA', '600011.SHA', '600165.SHA', '000600.SZA', '601288.SHA', '600780.SHA'] ['雅戈尔', '大同煤业', '上实发展', '新华百货', '中房地产', '华能国际', '新日恒力', '建投能源', '农业银行', '通宝能源']
2014-06-25 卖出 601169.SHA
108695.69471971701
2014-06-25 买入 600780.SHA
2014-07-02 买入股票池： ['600177.SHA', '601001.SHA', '600748.SHA', '600785.SHA', '000736.SZA', '600011.SHA', '600165.SHA', '600693.SHA', '000600.SZA', '601288.SHA'] ['雅戈尔', '大同煤业', '上实发展', '新华百货', '中房地产', '华能国际', '新日恒力', '东百集团', '建投能源', '农业银行']
2014-07-02 卖出 600780.SHA
112550.4032250843
2014-07-02 买入 600693.SHA
2014-07-09 买入股票池： ['601001.SHA', '600177.SHA', '600748.SHA', '600785.SHA', '000736.SZA', '600011.SHA', '600693.SHA', '600165.SHA', '601288.SHA', '000860.SZA'] ['大同煤业', '雅戈尔', '上实发展', '新华百货', '中房地产', '华能国际', '东百集团', '新日恒力', '农业银行', '顺鑫农业']
2014-07-09 卖出 000600.SZA
111277.87829014185
2014-07-09 买入 000860.SZA
2014-07-16 买入股票池： ['601001.SHA', '600177.SHA', '600748.SHA', '600785.SHA', '000736.SZA', '600011.SHA', '600693.SHA', '601288.SHA', '600165.SHA', '000860.SZA'] ['大同煤业', '雅戈尔', '上实发展', '新华百货', '中房地产', '华能国际', '东百集团', '农业银行', '新日恒力', '顺鑫农业']
114172.21833838052
2014-07-23 买入股票池： ['601001.SHA', '600177.SHA', '600748.SHA', '600785.SHA', '600693.SHA', '600165.SHA', '601288.SHA', '600011.SHA', '000600.SZA', '000860.SZA'] ['大同煤业', '雅戈尔', '上实发展', '新华百货', '东百集团', '新日恒力', '农业银行', '华能国际', '建投能源', '顺鑫农业']
2014-07-23 卖出 000736.SZA
119189.0272850034
2014-07-23 买入 000600.SZA
2014-07-30 买入股票池： ['601001.SHA', '600177.SHA', '600748.SHA', '600785.SHA', '600064.SHA', '600693.SHA', '600165.SHA', '601288.SHA', '000736.SZA', '600658.SHA'] ['大同煤业', '雅戈尔', '上实发展', '新华百货', '南京高科', '东百集团', '新日恒力', '农业银行', '中房地产', '电子城']
2014-07-30 卖出 600011.SHA
2014-07-30 卖出 000860.SZA
2014-07-30 卖出 000600.SZA
122385.32878391739
2014-07-30 买入 600064.SHA
2014-07-30 买入 000736.SZA
2014-07-30 买入 600658.SHA
2014-08-06 买入股票池： ['601001.SHA', '600748.SHA', '600177.SHA', '600785.SHA', '600064.SHA', '600693.SHA', '600165.SHA', '600658.SHA', '000736.SZA', '601288.SHA'] ['大同煤业', '上实发展', '雅戈尔', '新华百货', '南京高科', '东百集团', '新日恒力', '电子城', '中房地产', '农业银行']
2014-08-06 卖出 000600.SZA
125307.00570305716
2014-08-13 买入股票池： ['601001.SHA', '600748.SHA', '600177.SHA', '600720.SHA', '600785.SHA', '600693.SHA', '000729.SZA', '600064.SHA', '600658.SHA', '000600.SZA'] ['大同煤业', '上实发展', '雅戈尔', '祁连山', '新华百货', '东百集团', '燕京啤酒', '南京高科', '电子城', '建投能源']
2014-08-13 卖出 601288.SHA
2014-08-13 卖出 600165.SHA
2014-08-13 卖出 000736.SZA
125825.10335409152
2014-08-13 买入 600720.SHA
2014-08-13 买入 000729.SZA
2014-08-13 买入 000600.SZA
2014-08-20 买入股票池： ['600548.SHA', '600382.SHA', '601001.SHA', '600748.SHA', '000616.SZA', '600177.SHA', '600720.SHA', '600693.SHA', '000729.SZA', '600658.SHA'] ['深高速', '广东明珠', '大同煤业', '上实发展', '海航投资', '雅戈尔', '祁连山', '东百集团', '燕京啤酒', '电子城']
2014-08-20 卖出 600785.SHA
2014-08-20 卖出 600064.SHA
2014-08-20 卖出 000600.SZA
127062.56486595627
2014-08-20 买入 600548.SHA
2014-08-20 买入 600382.SHA
2014-08-20 买入 000616.SZA
2014-08-27 买入股票池： ['600548.SHA', '600382.SHA', '601001.SHA', '600693.SHA', '000616.SZA', '600048.SHA', '600720.SHA', '002146.SZA', '601992.SHA', '600863.SHA'] ['深高速', '广东明珠', '大同煤业', '东百集团', '海航投资', '保利地产', '祁连山', '荣盛发展', '金隅股份', '内蒙华电']
2014-08-27 卖出 600177.SHA
2014-08-27 卖出 600748.SHA
2014-08-27 卖出 600658.SHA
2014-08-27 卖出 000729.SZA
123133.18944814448
2014-08-27 买入 600048.SHA
2014-08-27 买入 002146.SZA
2014-08-27 买入 601992.SHA
2014-08-27 买入 600863.SHA
2014-09-03 买入股票池： ['600548.SHA', '600382.SHA', '603077.SHA', '600039.SHA', '000338.SZA', '000616.SZA', '600048.SHA', '600720.SHA', '600067.SHA', '600863.SHA'] ['深高速', '广东明珠', '和邦生物', '四川路桥', '潍柴动力', '海航投资', '保利地产', '祁连山', '冠城大通', '内蒙华电']
2014-09-03 卖出 601001.SHA
2014-09-03 卖出 600693.SHA
2014-09-03 卖出 002146.SZA
2014-09-03 卖出 601992.SHA
127504.79553639922
2014-09-03 买入 603077.SHA
2014-09-03 买入 600039.SHA
2014-09-03 买入 000338.SZA
2014-09-03 买入 600067.SHA
2014-09-11 买入股票池： ['600548.SHA', '600382.SHA', '603077.SHA', '000338.SZA', '600048.SHA', '000616.SZA', '600720.SHA', '600039.SHA', '600067.SHA', '600583.SHA'] ['深高速', '广东明珠', '和邦生物', '潍柴动力', '保利地产', '海航投资', '祁连山', '四川路桥', '冠城大通', '海油工程']
2014-09-11 卖出 600863.SHA
132118.86185770118
2014-09-11 买入 600583.SHA
2014-09-18 买入股票池： ['600548.SHA', '600382.SHA', '603077.SHA', '000338.SZA', '600048.SHA', '000616.SZA', '600720.SHA', '600067.SHA', '600039.SHA', '002146.SZA'] ['深高速', '广东明珠', '和邦生物', '潍柴动力', '保利地产', '海航投资', '祁连山', '冠城大通', '四川路桥', '荣盛发展']
2014-09-18 卖出 600583.SHA
133257.49962028823
2014-09-18 买入 002146.SZA
2014-09-25 买入股票池： ['600548.SHA', '600382.SHA', '603077.SHA', '000338.SZA', '000616.SZA', '600048.SHA', '600720.SHA', '600067.SHA', '600039.SHA', '002146.SZA'] ['深高速', '广东明珠', '和邦生物', '潍柴动力', '海航投资', '保利地产', '祁连山', '冠城大通', '四川路桥', '荣盛发展']
133518.41962592732
2014-10-09 买入股票池： ['600548.SHA', '600382.SHA', '603077.SHA', '000338.SZA', '600048.SHA', '000616.SZA', '600720.SHA', '600583.SHA', '002146.SZA', '600067.SHA'] ['深高速', '广东明珠', '和邦生物', '潍柴动力', '保利地产', '海航投资', '祁连山', '海油工程', '荣盛发展', '冠城大通']
2014-10-09 卖出 600039.SHA
141075.48768945524
2014-10-09 买入 600583.SHA
2014-10-16 买入股票池： ['600548.SHA', '600141.SHA', '600382.SHA', '603077.SHA', '000338.SZA', '600048.SHA', '000616.SZA', '600720.SHA', '600583.SHA', '002146.SZA'] ['深高速', '兴发集团', '广东明珠', '和邦生物', '潍柴动力', '保利地产', '海航投资', '祁连山', '海油工程', '荣盛发展']
2014-10-16 卖出 600067.SHA
139966.01536961194
2014-10-16 买入 600141.SHA
2014-10-23 买入股票池： ['600548.SHA', '600141.SHA', '603077.SHA', '000338.SZA', '600048.SHA', '600583.SHA', '000616.SZA', '002146.SZA', '600067.SHA', '600863.SHA'] ['深高速', '兴发集团', '和邦生物', '潍柴动力', '保利地产', '海油工程', '海航投资', '荣盛发展', '冠城大通', '内蒙华电']
2014-10-23 卖出 600720.SHA
2014-10-23 卖出 600382.SHA
136811.41611767598
2014-10-23 买入 600067.SHA
2014-10-23 买入 600863.SHA
2014-10-30 买入股票池： ['600548.SHA', '600141.SHA', '600483.SHA', '000338.SZA', '002039.SZA', '603077.SHA', '000926.SZA', '000966.SZA', '600795.SHA', '600886.SHA'] ['深高速', '兴发集团', '福能股份', '潍柴动力', '黔源电力', '和邦生物', '福星股份', '长源电力', '国电电力', '国投电力']
2014-10-30 卖出 000616.SZA
2014-10-30 卖出 600048.SHA
2014-10-30 卖出 002146.SZA
2014-10-30 卖出 600583.SHA
2014-10-30 卖出 600067.SHA
2014-10-30 卖出 600863.SHA
142534.2111745069
2014-10-30 买入 600483.SHA
2014-10-30 买入 002039.SZA
2014-10-30 买入 000926.SZA
2014-10-30 买入 000966.SZA
2014-10-30 买入 600795.SHA
2014-10-30 买入 600886.SHA
2014-11-06 买入股票池： ['600141.SHA', '600811.SHA', '002039.SZA', '600483.SHA', '000926.SZA', '600886.SHA', '600900.SHA', '600795.SHA', '600674.SHA', '000600.SZA'] ['兴发集团', '东方集团', '黔源电力', '福能股份', '福星股份', '国投电力', '长江电力', '国电电力', '川投能源', '建投能源']
2014-11-06 卖出 600548.SHA
2014-11-06 卖出 603077.SHA
2014-11-06 卖出 000338.SZA
2014-11-06 卖出 000966.SZA
147129.77055043934
2014-11-06 买入 600811.SHA
2014-11-06 买入 600900.SHA
2014-11-06 买入 600674.SHA
2014-11-06 买入 000600.SZA
2014-11-13 买入股票池： ['600141.SHA', '002039.SZA', '600811.SHA', '000926.SZA', '600483.SHA', '600795.SHA', '600886.SHA', '000600.SZA', '600900.SHA', '600674.SHA'] ['兴发集团', '黔源电力', '东方集团', '福星股份', '福能股份', '国电电力', '国投电力', '建投能源', '长江电力', '川投能源']
148696.6133542974
2014-11-20 买入股票池： ['600141.SHA', '600811.SHA', '002039.SZA', '000926.SZA', '600483.SHA', '600886.SHA', '600795.SHA', '600674.SHA', '000600.SZA', '600900.SHA'] ['兴发集团', '东方集团', '黔源电力', '福星股份', '福能股份', '国投电力', '国电电力', '川投能源', '建投能源', '长江电力']
146532.41361341072
2014-11-27 买入股票池： ['600141.SHA', '002039.SZA', '600811.SHA', '000926.SZA', '600483.SHA', '600886.SHA', '600795.SHA', '600900.SHA', '000600.SZA', '600674.SHA'] ['兴发集团', '黔源电力', '东方集团', '福星股份', '福能股份', '国投电力', '国电电力', '长江电力', '建投能源', '川投能源']
154613.7160035093
2014-12-04 买入股票池： ['600141.SHA', '002039.SZA', '600483.SHA', '600811.SHA', '000926.SZA', '600886.SHA', '600795.SHA', '600900.SHA', '000600.SZA', '600052.SHA'] ['兴发集团', '黔源电力', '福能股份', '东方集团', '福星股份', '国投电力', '国电电力', '长江电力', '建投能源', '浙江广厦']
2014-12-04 卖出 600674.SHA
164521.31764850212
2014-12-04 买入 600052.SHA
2014-12-11 买入股票池： ['600141.SHA', '600811.SHA', '600483.SHA', '002039.SZA', '000926.SZA', '600396.SHA', '600052.SHA', '600795.SHA', '600900.SHA', '601166.SHA'] ['兴发集团', '东方集团', '福能股份', '黔源电力', '福星股份', '金山股份', '浙江广厦', '国电电力', '长江电力', '兴业银行']
2014-12-11 卖出 600886.SHA
2014-12-11 卖出 000600.SZA
171401.55233030152
2014-12-11 买入 600396.SHA
2014-12-11 买入 601166.SHA
2014-12-18 买入股票池： ['600141.SHA', '600483.SHA', '600811.SHA', '002039.SZA', '000926.SZA', '600052.SHA', '600795.SHA', '600900.SHA', '000600.SZA', '000671.SZA'] ['兴发集团', '福能股份', '东方集团', '黔源电力', '福星股份', '浙江广厦', '国电电力', '长江电力', '建投能源', '阳光城']
2014-12-18 卖出 601166.SHA
174027.5217081349
2014-12-18 买入 000600.SZA
2014-12-18 买入 000671.SZA
2014-12-25 买入股票池： ['600141.SHA', '600811.SHA', '600483.SHA', '600052.SHA', '002039.SZA', '000926.SZA', '000671.SZA', '600060.SHA', '600900.SHA', '600396.SHA'] ['兴发集团', '东方集团', '福能股份', '浙江广厦', '黔源电力', '福星股份', '阳光城', '海信电器', '长江电力', '金山股份']
2014-12-25 卖出 600795.SHA
2014-12-25 卖出 000600.SZA
176577.17151915387
2014-12-25 买入 600060.SHA
2014-12-25 买入 600396.SHA
2015-01-05 买入股票池： ['600483.SHA', '600811.SHA', '000926.SZA', '002039.SZA', '600060.SHA', '601166.SHA', '600221.SHA', '600469.SHA', '600396.SHA', '600900.SHA'] ['福能股份', '东方集团', '福星股份', '黔源电力', '海信电器', '兴业银行', '海南航空', '风神股份', '金山股份', '长江电力']
2015-01-05 卖出 600141.SHA
2015-01-05 卖出 600052.SHA
2015-01-05 卖出 000671.SZA
187411.32296561362
2015-01-05 买入 601166.SHA
2015-01-05 买入 600221.SHA
2015-01-05 买入 600469.SHA
2015-01-12 买入股票池： ['600141.SHA', '600483.SHA', '600811.SHA', '002039.SZA', '000926.SZA', '600396.SHA', '600795.SHA', '600060.SHA', '000671.SZA', '601166.SHA'] ['兴发集团', '福能股份', '东方集团', '黔源电力', '福星股份', '金山股份', '国电电力', '海信电器', '阳光城', '兴业银行']
2015-01-12 卖出 600900.SHA
2015-01-12 卖出 600052.SHA
2015-01-12 卖出 600221.SHA
2015-01-12 卖出 600469.SHA
178171.1424588726
2015-01-12 买入 600141.SHA
2015-01-12 买入 600795.SHA
2015-01-12 买入 000671.SZA
2015-01-19 买入股票池： ['600141.SHA', '600811.SHA', '600483.SHA', '002039.SZA', '000926.SZA', '600396.SHA', '000671.SZA', '600795.SHA', '000600.SZA', '600900.SHA'] ['兴发集团', '东方集团', '福能股份', '黔源电力', '福星股份', '金山股份', '阳光城', '国电电力', '建投能源', '长江电力']
2015-01-19 卖出 600052.SHA
2015-01-19 卖出 600060.SHA
2015-01-19 卖出 601166.SHA
169669.9571860464
2015-01-19 买入 000600.SZA
2015-01-19 买入 600900.SHA
2015-01-26 买入股票池： ['600141.SHA', '600811.SHA', '600483.SHA', '600052.SHA', '002039.SZA', '000926.SZA', '600396.SHA', '600900.SHA', '600795.SHA', '601166.SHA'] ['兴发集团', '东方集团', '福能股份', '浙江广厦', '黔源电力', '福星股份', '金山股份', '长江电力', '国电电力', '兴业银行']
2015-01-26 卖出 000671.SZA
2015-01-26 卖出 000600.SZA
184093.8817243045
2015-01-26 买入 600052.SHA
2015-01-26 买入 601166.SHA
2015-02-02 买入股票池： ['600141.SHA', '600483.SHA', '600052.SHA', '600811.SHA', '002039.SZA', '000926.SZA', '600396.SHA', '600900.SHA', '600795.SHA', '000600.SZA'] ['兴发集团', '福能股份', '浙江广厦', '东方集团', '黔源电力', '福星股份', '金山股份', '长江电力', '国电电力', '建投能源']
2015-02-02 卖出 601166.SHA
173470.03904105356
2015-02-02 买入 000600.SZA
2015-02-09 买入股票池： ['600141.SHA', '600052.SHA', '600483.SHA', '600811.SHA', '002039.SZA', '600396.SHA', '000926.SZA', '600900.SHA', '600795.SHA', '000600.SZA'] ['兴发集团', '浙江广厦', '福能股份', '东方集团', '黔源电力', '金山股份', '福星股份', '长江电力', '国电电力', '建投能源']
165989.60703731515
2015-02-16 买入股票池： ['600141.SHA', '600483.SHA', '002039.SZA', '600811.SHA', '000926.SZA', '600396.SHA', '600900.SHA', '600795.SHA', '000966.SZA', '601166.SHA'] ['兴发集团', '福能股份', '黔源电力', '东方集团', '福星股份', '金山股份', '长江电力', '国电电力', '长源电力', '兴业银行']
2015-02-16 卖出 600052.SHA
2015-02-16 卖出 000600.SZA
175322.90548206307
2015-02-16 买入 000966.SZA
2015-02-16 买入 601166.SHA
2015-03-02 买入股票池： ['600141.SHA', '600483.SHA', '002039.SZA', '600811.SHA', '000926.SZA', '600396.SHA', '600900.SHA', '600795.SHA', '000966.SZA', '000600.SZA'] ['兴发集团', '福能股份', '黔源电力', '东方集团', '福星股份', '金山股份', '长江电力', '国电电力', '长源电力', '建投能源']
2015-03-02 卖出 601166.SHA
181960.2429478071
2015-03-02 买入 000600.SZA
2015-03-09 买入股票池： ['600141.SHA', '600483.SHA', '002039.SZA', '600565.SHA', '600811.SHA', '600396.SHA', '000926.SZA', '600900.SHA', '600795.SHA', '000966.SZA'] ['兴发集团', '福能股份', '黔源电力', '迪马股份', '东方集团', '金山股份', '福星股份', '长江电力', '国电电力', '长源电力']
2015-03-09 卖出 000600.SZA
183030.6800193689
2015-03-09 买入 600565.SHA
2015-03-16 买入股票池： ['002039.SZA', '600483.SHA', '600826.SHA', '600583.SHA', '600811.SHA', '000926.SZA', '600396.SHA', '600565.SHA', '600900.SHA', '600795.SHA'] ['黔源电力', '福能股份', '兰生股份', '海油工程', '东方集团', '福星股份', '金山股份', '迪马股份', '长江电力', '国电电力']
2015-03-16 卖出 600141.SHA
2015-03-16 卖出 000966.SZA
195276.0315585554
2015-03-16 买入 600826.SHA
2015-03-16 买入 600583.SHA
2015-03-23 买入股票池： ['600383.SHA', '600048.SHA', '000043.SZA', '600826.SHA', '600657.SHA', '000850.SZA', '002039.SZA', '600583.SHA', '000069.SZA', '600811.SHA'] ['金地集团', '保利地产', '中航地产', '兰生股份', '信达地产', '华茂股份', '黔源电力', '海油工程', '华侨城A', '东方集团']
2015-03-23 卖出 600483.SHA
2015-03-23 卖出 000926.SZA
2015-03-23 卖出 600396.SHA
2015-03-23 卖出 600795.SHA
2015-03-23 卖出 600900.SHA
2015-03-23 卖出 600565.SHA
207003.11208175065
2015-03-23 买入 600383.SHA
2015-03-23 买入 600048.SHA
2015-03-23 买入 000043.SZA
2015-03-23 买入 600657.SHA
2015-03-23 买入 000850.SZA
2015-03-23 买入 000069.SZA
2015-03-30 买入股票池： ['600383.SHA', '600823.SHA', '600048.SHA', '000421.SZA', '600641.SHA', '000043.SZA', '000631.SZA', '600582.SHA', '600657.SHA', '600826.SHA'] ['金地集团', '世茂股份', '保利地产', '南京公用', '万业企业', '中航地产', '顺发恒业', '天地科技', '信达地产', '兰生股份']
2015-03-30 卖出 600483.SHA
2015-03-30 卖出 002039.SZA
2015-03-30 卖出 600811.SHA
2015-03-30 卖出 600583.SHA
2015-03-30 卖出 000850.SZA
2015-03-30 卖出 000069.SZA
225220.283195482
2015-03-30 买入 600823.SHA
2015-03-30 买入 000421.SZA
2015-03-30 买入 600641.SHA
2015-03-30 买入 000631.SZA
2015-03-30 买入 600582.SHA
2015-04-07 买入股票池： ['000002.SZA', '600383.SHA', '600823.SHA', '000402.SZA', '600048.SHA', '000043.SZA', '000421.SZA', '600641.SHA', '000631.SZA', '600657.SHA'] ['万科A', '金地集团', '世茂股份', '金融街', '保利地产', '中航地产', '南京公用', '万业企业', '顺发恒业', '信达地产']
2015-04-07 卖出 600483.SHA
2015-04-07 卖出 600826.SHA
2015-04-07 卖出 600582.SHA
228373.34088371543
2015-04-07 买入 000002.SZA
2015-04-07 买入 000402.SZA
2015-04-14 买入股票池： ['000002.SZA', '600383.SHA', '600823.SHA', '000402.SZA', '000043.SZA', '000421.SZA', '600048.SHA', '600641.SHA', '000631.SZA', '600657.SHA'] ['万科A', '金地集团', '世茂股份', '金融街', '中航地产', '南京公用', '保利地产', '万业企业', '顺发恒业', '信达地产']
2015-04-14 卖出 600483.SHA
240549.47672109964
2015-04-21 买入股票池： ['000002.SZA', '600823.SHA', '600383.SHA', '600067.SHA', '000402.SZA', '000043.SZA', '000421.SZA', '600641.SHA', '600048.SHA', '000631.SZA'] ['万科A', '世茂股份', '金地集团', '冠城大通', '金融街', '中航地产', '南京公用', '万业企业', '保利地产', '顺发恒业']
2015-04-21 卖出 600483.SHA
2015-04-21 卖出 600657.SHA
241293.17634802224
2015-04-21 买入 600067.SHA
2015-04-28 买入股票池： ['600823.SHA', '600067.SHA', '000402.SZA', '000043.SZA', '600641.SHA', '600048.SHA', '000850.SZA', '600011.SHA', '603123.SHA', '600729.SHA'] ['世茂股份', '冠城大通', '金融街', '中航地产', '万业企业', '保利地产', '华茂股份', '华能国际', '翠微股份', '重庆百货']
2015-04-28 卖出 600483.SHA
2015-04-28 卖出 600383.SHA
2015-04-28 卖出 000421.SZA
2015-04-28 卖出 000631.SZA
2015-04-28 卖出 000002.SZA
243955.72975741272
2015-04-28 买入 000850.SZA
2015-04-28 买入 600011.SHA
2015-04-28 买入 603123.SHA
2015-04-28 买入 600729.SHA
2015-05-06 买入股票池： ['600011.SHA', '000042.SZA', '600729.SHA', '600361.SHA', '600051.SHA', '000679.SZA', '600827.SHA', '002144.SZA', '600035.SHA', '600029.SHA'] ['华能国际', '中洲控股', '重庆百货', '华联综超', '宁波联合', '大连友谊', '百联股份', '宏达高科', '楚天高速', '南方航空']
2015-05-06 卖出 600048.SHA
2015-05-06 卖出 000043.SZA
2015-05-06 卖出 600823.SHA
2015-05-06 卖出 600641.SHA
2015-05-06 卖出 000402.SZA
2015-05-06 卖出 600067.SHA
2015-05-06 卖出 000850.SZA
2015-05-06 卖出 603123.SHA
236418.1393482473
2015-05-06 买入 000042.SZA
2015-05-06 买入 600361.SHA
2015-05-06 买入 600051.SHA
2015-05-06 买入 000679.SZA
2015-05-06 买入 600827.SHA
2015-05-06 买入 002144.SZA
2015-05-06 买入 600035.SHA
2015-05-06 买入 600029.SHA
2015-05-13 买入股票池： ['600011.SHA', '000042.SZA', '600729.SHA', '600361.SHA', '600051.SHA', '000679.SZA', '600827.SHA', '600035.SHA', '002144.SZA', '600029.SHA'] ['华能国际', '中洲控股', '重庆百货', '华联综超', '宁波联合', '大连友谊', '百联股份', '楚天高速', '宏达高科', '南方航空']
2015-05-13 卖出 000850.SZA
252655.6160935133
2015-05-13 买入 600029.SHA
2015-05-20 买入股票池： ['600011.SHA', '000042.SZA', '600729.SHA', '600361.SHA', '000679.SZA', '600051.SHA', '600827.SHA', '600035.SHA', '600396.SHA', '600029.SHA'] ['华能国际', '中洲控股', '重庆百货', '华联综超', '大连友谊', '宁波联合', '百联股份', '楚天高速', '金山股份', '南方航空']
2015-05-20 卖出 000850.SZA
2015-05-20 卖出 002144.SZA
259016.71916567974
2015-05-20 买入 600396.SHA
2015-05-20 买入 600029.SHA
2015-05-27 买入股票池： ['600011.SHA', '000042.SZA', '600729.SHA', '600361.SHA', '600051.SHA', '600827.SHA', '600035.SHA', '601336.SHA', '601318.SHA', '600858.SHA'] ['华能国际', '中洲控股', '重庆百货', '华联综超', '宁波联合', '百联股份', '楚天高速', '新华保险', '中国平安', '银座股份']
2015-05-27 卖出 000850.SZA
2015-05-27 卖出 000679.SZA
2015-05-27 卖出 600396.SHA
2015-05-27 卖出 600029.SHA
298307.8132835442
2015-05-27 买入 601336.SHA
2015-05-27 买入 601318.SHA
2015-05-27 买入 600858.SHA
2015-06-03 买入股票池： ['600011.SHA', '000042.SZA', '600729.SHA', '601336.SHA', '600827.SHA', '600035.SHA', '600051.SHA', '601318.SHA', '600361.SHA', '600029.SHA'] ['华能国际', '中洲控股', '重庆百货', '新华保险', '百联股份', '楚天高速', '宁波联合', '中国平安', '华联综超', '南方航空']
2015-06-03 卖出 000850.SZA
2015-06-03 卖出 000679.SZA
307392.1565824677
2015-06-03 买入 600029.SHA
2015-06-10 买入股票池： ['600011.SHA', '000042.SZA', '600729.SHA', '601336.SHA', '600035.SHA', '600361.SHA', '600051.SHA', '600827.SHA', '601318.SHA', '600428.SHA'] ['华能国际', '中洲控股', '重庆百货', '新华保险', '楚天高速', '华联综超', '宁波联合', '百联股份', '中国平安', '中远航运']
2015-06-10 卖出 000850.SZA
2015-06-10 卖出 000679.SZA
315861.5268793275
2015-06-10 买入 600428.SHA
2015-06-17 买入股票池： ['600011.SHA', '000042.SZA', '601336.SHA', '600729.SHA', '600035.SHA', '600361.SHA', '600051.SHA', '600827.SHA', '601318.SHA', '600896.SHA'] ['华能国际', '中洲控股', '新华保险', '重庆百货', '楚天高速', '华联综超', '宁波联合', '百联股份', '中国平安', '览海投资']
2015-06-17 卖出 000850.SZA
2015-06-17 卖出 000679.SZA
312227.6260000123
2015-06-17 买入 600896.SHA
2015-06-25 买入股票池： ['000042.SZA', '600011.SHA', '600729.SHA', '600035.SHA', '601336.SHA', '600361.SHA', '600051.SHA', '600827.SHA', '601318.SHA', '600858.SHA'] ['中洲控股', '华能国际', '重庆百货', '楚天高速', '新华保险', '华联综超', '宁波联合', '百联股份', '中国平安', '银座股份']
2015-06-25 卖出 000850.SZA
2015-06-25 卖出 000679.SZA
290071.01327227487
2015-06-25 买入 600858.SHA
2015-07-02 买入股票池： ['600729.SHA', '600361.SHA', '600011.SHA', '600035.SHA', '600051.SHA', '600827.SHA', '600858.SHA', '000042.SZA', '601318.SHA', '601336.SHA'] ['重庆百货', '华联综超', '华能国际', '楚天高速', '宁波联合', '百联股份', '银座股份', '中洲控股', '中国平安', '新华保险']
2015-07-02 卖出 000850.SZA
2015-07-02 卖出 000679.SZA
249990.68601549996
2015-07-02 买入 600858.SHA
2015-07-09 买入股票池： ['600361.SHA', '600051.SHA', '600729.SHA', '600035.SHA', '600827.SHA', '600011.SHA', '000042.SZA', '600858.SHA', '002144.SZA', '601288.SHA'] ['华联综超', '宁波联合', '重庆百货', '楚天高速', '百联股份', '华能国际', '中洲控股', '银座股份', '宏达高科', '农业银行']
2015-07-09 卖出 000850.SZA
2015-07-09 卖出 000679.SZA
2015-07-09 卖出 601336.SHA
2015-07-09 卖出 601318.SHA
224622.88781145943
2015-07-09 买入 600858.SHA
2015-07-09 买入 002144.SZA
2015-07-09 买入 601288.SHA
2015-07-16 买入股票池： ['600361.SHA', '600035.SHA', '600051.SHA', '600011.SHA', '600729.SHA', '000042.SZA', '600827.SHA', '600858.SHA', '601288.SHA', '601336.SHA'] ['华联综超', '楚天高速', '宁波联合', '华能国际', '重庆百货', '中洲控股', '百联股份', '银座股份', '农业银行', '新华保险']
2015-07-16 卖出 000850.SZA
2015-07-16 卖出 000679.SZA
2015-07-16 卖出 002144.SZA
239155.73614343215
2015-07-16 买入 601336.SHA
2015-07-23 买入股票池： ['000042.SZA', '600011.SHA', '600361.SHA', '600051.SHA', '600729.SHA', '600827.SHA', '601336.SHA', '600035.SHA', '600858.SHA', '601318.SHA'] ['中洲控股', '华能国际', '华联综超', '宁波联合', '重庆百货', '百联股份', '新华保险', '楚天高速', '银座股份', '中国平安']
2015-07-23 卖出 000850.SZA
2015-07-23 卖出 000679.SZA
2015-07-23 卖出 601288.SHA
262453.58054553
2015-07-23 买入 601318.SHA
2015-07-30 买入股票池： ['600361.SHA', '600011.SHA', '600051.SHA', '601336.SHA', '600067.SHA', '600035.SHA', '600827.SHA', '600858.SHA', '002144.SZA', '601318.SHA'] ['华联综超', '华能国际', '宁波联合', '新华保险', '冠城大通', '楚天高速', '百联股份', '银座股份', '宏达高科', '中国平安']
2015-07-30 卖出 000850.SZA
2015-07-30 卖出 600729.SHA
2015-07-30 卖出 000042.SZA
2015-07-30 卖出 000679.SZA
244673.4645972889
2015-07-30 买入 600067.SHA
2015-07-30 买入 002144.SZA
2015-07-30 买入 601318.SHA
2015-08-06 买入股票池： ['000042.SZA', '601336.SHA', '600361.SHA', '600011.SHA', '600051.SHA', '600035.SHA', '600067.SHA', '002144.SZA', '601318.SHA', '600827.SHA'] ['中洲控股', '新华保险', '华联综超', '华能国际', '宁波联合', '楚天高速', '冠城大通', '宏达高科', '中国平安', '百联股份']
2015-08-06 卖出 000850.SZA
2015-08-06 卖出 600729.SHA
2015-08-06 卖出 000679.SZA
2015-08-06 卖出 600858.SHA
245019.97911758418
2015-08-06 买入 000042.SZA
2015-08-06 买入 002144.SZA
2015-08-06 买入 601318.SHA
2015-08-13 买入股票池： ['000042.SZA', '601336.SHA', '600011.SHA', '600035.SHA', '600310.SHA', '000729.SZA', '600051.SHA', '600382.SHA', '600361.SHA', '601318.SHA'] ['中洲控股', '新华保险', '华能国际', '楚天高速', '桂东电力', '燕京啤酒', '宁波联合', '广东明珠', '华联综超', '中国平安']
2015-08-13 卖出 000850.SZA
2015-08-13 卖出 600729.SHA
2015-08-13 卖出 000679.SZA
2015-08-13 卖出 600827.SHA
2015-08-13 卖出 600067.SHA
269188.2433340816
2015-08-13 买入 600310.SHA
2015-08-13 买入 000729.SZA
2015-08-13 买入 600382.SHA
2015-08-13 买入 601318.SHA
2015-08-20 买入股票池： ['000042.SZA', '601336.SHA', '600011.SHA', '600020.SHA', '600310.SHA', '000002.SZA', '000729.SZA', '600361.SHA', '600382.SHA', '600051.SHA'] ['中洲控股', '新华保险', '华能国际', '中原高速', '桂东电力', '万科A', '燕京啤酒', '华联综超', '广东明珠', '宁波联合']
2015-08-20 卖出 000850.SZA
2015-08-20 卖出 600729.SHA
2015-08-20 卖出 000679.SZA
2015-08-20 卖出 600035.SHA
255760.64978401246
2015-08-20 买入 600020.SHA
2015-08-20 买入 000002.SZA
2015-08-27 买入股票池： ['000042.SZA', '000776.SZA', '600310.SHA', '600020.SHA', '601688.SHA', '601211.SHA', '600583.SHA', '600030.SHA', '600048.SHA', '601788.SHA'] ['中洲控股', '广发证券', '桂东电力', '中原高速', '华泰证券', '国泰君安', '海油工程', '中信证券', '保利地产', '光大证券']
2015-08-27 卖出 000850.SZA
2015-08-27 卖出 600011.SHA
2015-08-27 卖出 600729.SHA
2015-08-27 卖出 600361.SHA
2015-08-27 卖出 600051.SHA
2015-08-27 卖出 000679.SZA
2015-08-27 卖出 601336.SHA
2015-08-27 卖出 000729.SZA
2015-08-27 卖出 600382.SHA
223083.50655671183
2015-08-27 买入 000776.SZA
2015-08-27 买入 601688.SHA
2015-08-27 买入 601211.SHA
2015-08-27 买入 600583.SHA
2015-08-27 买入 600030.SHA
2015-08-27 买入 600048.SHA
2015-08-27 买入 601788.SHA
2015-09-07 买入股票池： ['002054.SZA', '600310.SHA', '000776.SZA', '600020.SHA', '601211.SHA', '601688.SHA', '600061.SHA', '600030.SHA', '600048.SHA', '601788.SHA'] ['德美化工', '桂东电力', '广发证券', '中原高速', '国泰君安', '华泰证券', '国投安信', '中信证券', '保利地产', '光大证券']
2015-09-07 卖出 000850.SZA
2015-09-07 卖出 600729.SHA
2015-09-07 卖出 000679.SZA
2015-09-07 卖出 000042.SZA
2015-09-07 卖出 600583.SHA
219910.92120166798
2015-09-07 买入 002054.SZA
2015-09-07 买入 600061.SHA
2015-09-07 买入 600030.SHA
2015-09-07 买入 600048.SHA
2015-09-07 买入 601788.SHA
2015-09-14 买入股票池： ['002054.SZA', '000776.SZA', '601211.SHA', '600020.SHA', '601688.SHA', '600030.SHA', '600061.SHA', '601788.SHA', '600048.SHA', '600310.SHA'] ['德美化工', '广发证券', '国泰君安', '中原高速', '华泰证券', '中信证券', '国投安信', '光大证券', '保利地产', '桂东电力']
2015-09-14 卖出 000850.SZA
2015-09-14 卖出 600729.SHA
2015-09-14 卖出 000679.SZA
223531.2221564463
2015-09-14 买入 600030.SHA
2015-09-14 买入 601788.SHA
2015-09-14 买入 600048.SHA
2015-09-21 买入股票池： ['002054.SZA', '600310.SHA', '000776.SZA', '601211.SHA', '601688.SHA', '600020.SHA', '600030.SHA', '601788.SHA', '600061.SHA', '600048.SHA'] ['德美化工', '桂东电力', '广发证券', '国泰君安', '华泰证券', '中原高速', '中信证券', '光大证券', '国投安信', '保利地产']
2015-09-21 卖出 000850.SZA
2015-09-21 卖出 600729.SHA
2015-09-21 卖出 000679.SZA
225514.59015285285
2015-09-21 买入 600030.SHA
2015-09-21 买入 601788.SHA
2015-09-21 买入 600048.SHA
2015-09-28 买入股票池： ['002054.SZA', '600310.SHA', '000776.SZA', '601211.SHA', '600020.SHA', '601688.SHA', '600030.SHA', '601788.SHA', '600061.SHA', '600048.SHA'] ['德美化工', '桂东电力', '广发证券', '国泰君安', '中原高速', '华泰证券', '中信证券', '光大证券', '国投安信', '保利地产']
2015-09-28 卖出 000850.SZA
2015-09-28 卖出 600729.SHA
2015-09-28 卖出 000679.SZA
222898.21122295174
2015-09-28 买入 600030.SHA
2015-09-28 买入 601788.SHA
2015-09-28 买入 600048.SHA
2015-10-12 买入股票池： ['600310.SHA', '002054.SZA', '000776.SZA', '601211.SHA', '600020.SHA', '601688.SHA', '600030.SHA', '601788.SHA', '600583.SHA', '600048.SHA'] ['桂东电力', '德美化工', '广发证券', '国泰君安', '中原高速', '华泰证券', '中信证券', '光大证券', '海油工程', '保利地产']
2015-10-12 卖出 000850.SZA
2015-10-12 卖出 600729.SHA
2015-10-12 卖出 000679.SZA
2015-10-12 卖出 600061.SHA
241280.89987403664
2015-10-12 买入 600030.SHA
2015-10-12 买入 601788.SHA
2015-10-12 买入 600583.SHA
2015-10-12 买入 600048.SHA
2015-10-19 买入股票池： ['002054.SZA', '600310.SHA', '000776.SZA', '601211.SHA', '600020.SHA', '600030.SHA', '601688.SHA', '600583.SHA', '000811.SZA', '601788.SHA'] ['德美化工', '桂东电力', '广发证券', '国泰君安', '中原高速', '中信证券', '华泰证券', '海油工程', '烟台冰轮', '光大证券']
2015-10-19 卖出 000850.SZA
2015-10-19 卖出 600729.SHA
2015-10-19 卖出 000679.SZA
249837.47760939389
2015-10-19 买入 600583.SHA
2015-10-19 买入 000811.SZA
2015-10-19 买入 601788.SHA
2015-10-26 买入股票池： ['600299.SHA', '002054.SZA', '000776.SZA', '600310.SHA', '601211.SHA', '601788.SHA', '600030.SHA', '600020.SHA', '601688.SHA', '600061.SHA'] ['安迪苏', '德美化工', '广发证券', '桂东电力', '国泰君安', '光大证券', '中信证券', '中原高速', '华泰证券', '国投安信']
2015-10-26 卖出 000850.SZA
2015-10-26 卖出 600729.SHA
2015-10-26 卖出 000679.SZA
252724.49444783872
2015-10-26 买入 600299.SHA
2015-10-26 买入 601788.SHA
2015-10-26 买入 600061.SHA
2015-11-02 买入股票池： ['600981.SHA', '000966.SZA', '600894.SHA', '600299.SHA', '600889.SHA', '600704.SHA', '600674.SHA', '600027.SHA', '600886.SHA', '600376.SHA'] ['汇鸿集团', '长源电力', '广日股份', '安迪苏', '南京化纤', '物产中大', '川投能源', '华电国际', '国投电力', '首开股份']
2015-11-02 卖出 000850.SZA
2015-11-02 卖出 600729.SHA
2015-11-02 卖出 000679.SZA
2015-11-02 卖出 600310.SHA
2015-11-02 卖出 600020.SHA
2015-11-02 卖出 000776.SZA
2015-11-02 卖出 601688.SHA
2015-11-02 卖出 601211.SHA
2015-11-02 卖出 002054.SZA
2015-11-02 卖出 600030.SHA
244631.55742276853
2015-11-02 买入 600981.SHA
2015-11-02 买入 000966.SZA
2015-11-02 买入 600894.SHA
2015-11-02 买入 600299.SHA
2015-11-02 买入 600889.SHA
2015-11-02 买入 600704.SHA
2015-11-02 买入 600674.SHA
2015-11-02 买入 600027.SHA
2015-11-02 买入 600886.SHA
2015-11-02 买入 600376.SHA
2015-11-09 买入股票池： ['600981.SHA', '000966.SZA', '600894.SHA', '600299.SHA', '600889.SHA', '600704.SHA', '600674.SHA', '600886.SHA', '600027.SHA', '002039.SZA'] ['汇鸿集团', '长源电力', '广日股份', '安迪苏', '南京化纤', '物产中大', '川投能源', '国投电力', '华电国际', '黔源电力']
2015-11-09 卖出 000850.SZA
2015-11-09 卖出 600729.SHA
2015-11-09 卖出 000679.SZA
261107.2258306317
2015-11-09 买入 600886.SHA
2015-11-09 买入 600027.SHA
2015-11-09 买入 002039.SZA
2015-11-16 买入股票池： ['600981.SHA', '000966.SZA', '600894.SHA', '600889.SHA', '600299.SHA', '600704.SHA', '600674.SHA', '600886.SHA', '600027.SHA', '600376.SHA'] ['汇鸿集团', '长源电力', '广日股份', '南京化纤', '安迪苏', '物产中大', '川投能源', '国投电力', '华电国际', '首开股份']
2015-11-16 卖出 000850.SZA
2015-11-16 卖出 600729.SHA
2015-11-16 卖出 000679.SZA
266615.62294252444
2015-11-16 买入 600886.SHA
2015-11-16 买入 600027.SHA
2015-11-16 买入 600376.SHA
2015-11-23 买入股票池： ['600981.SHA', '600894.SHA', '000966.SZA', '600299.SHA', '600889.SHA', '600674.SHA', '600704.SHA', '600886.SHA', '600027.SHA', '002039.SZA'] ['汇鸿集团', '广日股份', '长源电力', '安迪苏', '南京化纤', '川投能源', '物产中大', '国投电力', '华电国际', '黔源电力']
2015-11-23 卖出 000850.SZA
2015-11-23 卖出 600729.SHA
2015-11-23 卖出 000679.SZA
262220.82223184634
2015-11-23 买入 600886.SHA
2015-11-23 买入 600027.SHA
2015-11-23 买入 002039.SZA
2015-11-30 买入股票池： ['600981.SHA', '600894.SHA', '000966.SZA', '600299.SHA', '600889.SHA', '600674.SHA', '600704.SHA', '600886.SHA', '002010.SZA', '600027.SHA'] ['汇鸿集团', '广日股份', '长源电力', '安迪苏', '南京化纤', '川投能源', '物产中大', '国投电力', '传化智联', '华电国际']
2015-11-30 卖出 000850.SZA
2015-11-30 卖出 600729.SHA
2015-11-30 卖出 000679.SZA
255134.52317483947
2015-11-30 买入 600886.SHA
2015-11-30 买入 002010.SZA
2015-11-30 买入 600027.SHA
2015-12-07 买入股票池： ['600981.SHA', '000966.SZA', '600299.SHA', '600894.SHA', '600889.SHA', '600674.SHA', '600704.SHA', '600886.SHA', '002010.SZA', '600027.SHA'] ['汇鸿集团', '长源电力', '安迪苏', '广日股份', '南京化纤', '川投能源', '物产中大', '国投电力', '传化智联', '华电国际']
2015-12-07 卖出 000850.SZA
2015-12-07 卖出 600729.SHA
2015-12-07 卖出 000679.SZA
269547.9372331433
2015-12-07 买入 600886.SHA
2015-12-07 买入 002010.SZA
2015-12-07 买入 600027.SHA
2015-12-14 买入股票池： ['600981.SHA', '000966.SZA', '600894.SHA', '600299.SHA', '600889.SHA', '600704.SHA', '600674.SHA', '600886.SHA', '600027.SHA', '002010.SZA'] ['汇鸿集团', '长源电力', '广日股份', '安迪苏', '南京化纤', '物产中大', '川投能源', '国投电力', '华电国际', '传化智联']
2015-12-14 卖出 600729.SHA
267891.3245449441
2015-12-21 买入股票池： ['600981.SHA', '000966.SZA', '600894.SHA', '600299.SHA', '600704.SHA', '600674.SHA', '600886.SHA', '600889.SHA', '002010.SZA', '600027.SHA'] ['汇鸿集团', '长源电力', '广日股份', '安迪苏', '物产中大', '川投能源', '国投电力', '南京化纤', '传化智联', '华电国际']
2015-12-21 卖出 600729.SHA
282590.92966655665
2015-12-28 买入股票池： ['600981.SHA', '000966.SZA', '600894.SHA', '600299.SHA', '600889.SHA', '600674.SHA', '600704.SHA', '600886.SHA', '002010.SZA', '601872.SHA'] ['汇鸿集团', '长源电力', '广日股份', '安迪苏', '南京化纤', '川投能源', '物产中大', '国投电力', '传化智联', '招商轮船']
2015-12-28 卖出 600729.SHA
2015-12-28 卖出 600027.SHA
271389.92867568904
2015-12-28 买入 601872.SHA
2016-01-05 买入股票池： ['600981.SHA', '600894.SHA', '000966.SZA', '600299.SHA', '600889.SHA', '600704.SHA', '600886.SHA', '002010.SZA', '600674.SHA', '601872.SHA'] ['汇鸿集团', '广日股份', '长源电力', '安迪苏', '南京化纤', '物产中大', '国投电力', '传化智联', '川投能源', '招商轮船']
2016-01-05 卖出 600729.SHA
237836.05616177828
2016-01-12 买入股票池： ['600981.SHA', '600894.SHA', '600299.SHA', '600889.SHA', '000966.SZA', '600704.SHA', '002010.SZA', '600886.SHA', '601872.SHA', '600027.SHA'] ['汇鸿集团', '广日股份', '安迪苏', '南京化纤', '长源电力', '物产中大', '传化智联', '国投电力', '招商轮船', '华电国际']
2016-01-12 卖出 600674.SHA
210442.3291040524
2016-01-12 买入 600027.SHA
2016-01-19 买入股票池： ['600981.SHA', '600894.SHA', '600299.SHA', '600889.SHA', '000966.SZA', '600704.SHA', '600674.SHA', '601872.SHA', '002010.SZA', '600886.SHA'] ['汇鸿集团', '广日股份', '安迪苏', '南京化纤', '长源电力', '物产中大', '川投能源', '招商轮船', '传化智联', '国投电力']
2016-01-19 卖出 600027.SHA
211547.18495585714
2016-01-19 买入 600674.SHA
2016-01-26 买入股票池： ['600981.SHA', '600894.SHA', '600299.SHA', '000966.SZA', '600704.SHA', '600674.SHA', '600886.SHA', '601872.SHA', '600027.SHA', '002010.SZA'] ['汇鸿集团', '广日股份', '安迪苏', '长源电力', '物产中大', '川投能源', '国投电力', '招商轮船', '华电国际', '传化智联']
2016-01-26 卖出 600889.SHA
196057.78673955426
2016-01-26 买入 600027.SHA
2016-02-02 买入股票池： ['600981.SHA', '600894.SHA', '000966.SZA', '600299.SHA', '600704.SHA', '600889.SHA', '600674.SHA', '600886.SHA', '601872.SHA', '002010.SZA'] ['汇鸿集团', '广日股份', '长源电力', '安迪苏', '物产中大', '南京化纤', '川投能源', '国投电力', '招商轮船', '传化智联']
2016-02-02 卖出 600027.SHA
194771.27103969082
2016-02-02 买入 600889.SHA
2016-02-16 买入股票池： ['600981.SHA', '601155.SHA', '000966.SZA', '600894.SHA', '600299.SHA', '600889.SHA', '600674.SHA', '600704.SHA', '600886.SHA', '601872.SHA'] ['汇鸿集团', '新城控股', '长源电力', '广日股份', '安迪苏', '南京化纤', '川投能源', '物产中大', '国投电力', '招商轮船']
2016-02-16 卖出 002010.SZA
199917.40924655233
2016-02-16 买入 601155.SHA
2016-02-23 买入股票池： ['600981.SHA', '000966.SZA', '600894.SHA', '601155.SHA', '600299.SHA', '600674.SHA', '600704.SHA', '600889.SHA', '600886.SHA', '601872.SHA'] ['汇鸿集团', '长源电力', '广日股份', '新城控股', '安迪苏', '川投能源', '物产中大', '南京化纤', '国投电力', '招商轮船']
207966.1668500918
2016-03-01 买入股票池： ['600981.SHA', '000966.SZA', '600894.SHA', '600704.SHA', '600674.SHA', '600299.SHA', '601872.SHA', '600886.SHA', '601788.SHA', '600889.SHA'] ['汇鸿集团', '长源电力', '广日股份', '物产中大', '川投能源', '安迪苏', '招商轮船', '国投电力', '光大证券', '南京化纤']
2016-03-01 卖出 601155.SHA
193973.06860065638
2016-03-01 买入 601788.SHA
2016-03-08 买入股票池： ['600981.SHA', '000966.SZA', '600894.SHA', '000043.SZA', '600704.SHA', '600674.SHA', '600299.SHA', '600886.SHA', '600889.SHA', '601788.SHA'] ['汇鸿集团', '长源电力', '广日股份', '中航地产', '物产中大', '川投能源', '安迪苏', '国投电力', '南京化纤', '光大证券']
2016-03-08 卖出 601872.SHA
2016-03-08 卖出 601155.SHA
205827.87028970706
2016-03-08 买入 000043.SZA
2016-03-15 买入股票池： ['600981.SHA', '002419.SZA', '601155.SHA', '000966.SZA', '600894.SHA', '000043.SZA', '600889.SHA', '600299.SHA', '600704.SHA', '600674.SHA'] ['汇鸿集团', '天虹商场', '新城控股', '长源电力', '广日股份', '中航地产', '南京化纤', '安迪苏', '物产中大', '川投能源']
2016-03-15 卖出 600886.SHA
2016-03-15 卖出 601788.SHA
201584.932605914
2016-03-15 买入 002419.SZA
2016-03-15 买入 601155.SHA
2016-03-22 买入股票池： ['600981.SHA', '002419.SZA', '601155.SHA', '000966.SZA', '600894.SHA', '600583.SHA', '000043.SZA', '600299.SHA', '000421.SZA', '600674.SHA'] ['汇鸿集团', '天虹商场', '新城控股', '长源电力', '广日股份', '海油工程', '中航地产', '安迪苏', '南京公用', '川投能源']
2016-03-22 卖出 600704.SHA
2016-03-22 卖出 600889.SHA
215265.2877416266
2016-03-22 买入 600583.SHA
2016-03-22 买入 000421.SZA
2016-03-29 买入股票池： ['600981.SHA', '002419.SZA', '601155.SHA', '600823.SHA', '000966.SZA', '600894.SHA', '600583.SHA', '600657.SHA', '600299.SHA', '000043.SZA'] ['汇鸿集团', '天虹商场', '新城控股', '世茂股份', '长源电力', '广日股份', '海油工程', '信达地产', '安迪苏', '中航地产']
2016-03-29 卖出 600674.SHA
2016-03-29 卖出 000421.SZA
206447.2022962483
2016-03-29 买入 600823.SHA
2016-03-29 买入 600657.SHA
2016-04-06 买入股票池： ['600981.SHA', '002419.SZA', '601155.SHA', '600837.SHA', '000966.SZA', '600823.SHA', '300090.SZA', '600894.SHA', '600583.SHA', '600657.SHA'] ['汇鸿集团', '天虹商场', '新城控股', '海通证券', '长源电力', '世茂股份', '盛运环保', '广日股份', '海油工程', '信达地产']
2016-04-06 卖出 600299.SHA
2016-04-06 卖出 000043.SZA
219733.26823394233
2016-04-06 买入 600837.SHA
2016-04-06 买入 300090.SZA
2016-04-13 买入股票池： ['002419.SZA', '600981.SHA', '601155.SHA', '000966.SZA', '600837.SHA', '600823.SHA', '300090.SZA', '600583.SHA', '600657.SHA', '600958.SHA'] ['天虹商场', '汇鸿集团', '新城控股', '长源电力', '海通证券', '世茂股份', '盛运环保', '海油工程', '信达地产', '东方证券']
2016-04-13 卖出 600894.SHA
219771.42977418553
2016-04-13 买入 600958.SHA
2016-04-20 买入股票池： ['600981.SHA', '002419.SZA', '601155.SHA', '000966.SZA', '600823.SHA', '600048.SHA', '600837.SHA', '300090.SZA', '600657.SHA', '600583.SHA'] ['汇鸿集团', '天虹商场', '新城控股', '长源电力', '世茂股份', '保利地产', '海通证券', '盛运环保', '信达地产', '海油工程']
2016-04-20 卖出 600958.SHA
213328.3648728832
2016-04-20 买入 600048.SHA
2016-04-27 买入股票池： ['600823.SHA', '002419.SZA', '600981.SHA', '601155.SHA', '600657.SHA', '600048.SHA', '600837.SHA', '000966.SZA', '000043.SZA', '600039.SHA'] ['世茂股份', '天虹商场', '汇鸿集团', '新城控股', '信达地产', '保利地产', '海通证券', '长源电力', '中航地产', '四川路桥']
2016-04-27 卖出 600583.SHA
2016-04-27 卖出 300090.SZA
212674.9332255083
2016-04-27 买入 000043.SZA
2016-04-27 买入 600039.SHA
2016-05-05 买入股票池： ['600100.SHA', '600011.SHA', '600029.SHA', '600729.SHA', '603167.SHA', '600795.SHA', '601318.SHA', '600694.SHA', '600221.SHA', '601111.SHA'] ['同方股份', '华能国际', '南方航空', '重庆百货', '渤海轮渡', '国电电力', '中国平安', '大商股份', '海南航空', '中国国航']
2016-05-05 卖出 600981.SHA
2016-05-05 卖出 000966.SZA
2016-05-05 卖出 002419.SZA
2016-05-05 卖出 601155.SHA
2016-05-05 卖出 600823.SHA
2016-05-05 卖出 600657.SHA
2016-05-05 卖出 600837.SHA
2016-05-05 卖出 600048.SHA
2016-05-05 卖出 000043.SZA
2016-05-05 卖出 600039.SHA
218572.24316055665
2016-05-05 买入 600100.SHA
2016-05-05 买入 600011.SHA
2016-05-05 买入 600029.SHA
2016-05-05 买入 600729.SHA
2016-05-05 买入 603167.SHA
2016-05-05 买入 600795.SHA
2016-05-05 买入 601318.SHA
2016-05-05 买入 600694.SHA
2016-05-05 买入 600221.SHA
2016-05-05 买入 601111.SHA
2016-05-12 买入股票池： ['600011.SHA', '600729.SHA', '603167.SHA', '600100.SHA', '600029.SHA', '600694.SHA', '600795.SHA', '601318.SHA', '600221.SHA', '600177.SHA'] ['华能国际', '重庆百货', '渤海轮渡', '同方股份', '南方航空', '大商股份', '国电电力', '中国平安', '海南航空', '雅戈尔']
2016-05-12 卖出 601111.SHA
216072.05191625046
2016-05-12 买入 600177.SHA
2016-05-19 买入股票池： ['600011.SHA', '600729.SHA', '600100.SHA', '600029.SHA', '603167.SHA', '600694.SHA', '600795.SHA', '601318.SHA', '600221.SHA', '601111.SHA'] ['华能国际', '重庆百货', '同方股份', '南方航空', '渤海轮渡', '大商股份', '国电电力', '中国平安', '海南航空', '中国国航']
2016-05-19 卖出 600177.SHA
209535.67409706523
2016-05-19 买入 601111.SHA
2016-05-26 买入股票池： ['600011.SHA', '600729.SHA', '600029.SHA', '600100.SHA', '603167.SHA', '600694.SHA', '600795.SHA', '600221.SHA', '601318.SHA', '601111.SHA'] ['华能国际', '重庆百货', '南方航空', '同方股份', '渤海轮渡', '大商股份', '国电电力', '海南航空', '中国平安', '中国国航']
207308.114828315
2016-06-02 买入股票池： ['600729.SHA', '600011.SHA', '600029.SHA', '600100.SHA', '603167.SHA', '600694.SHA', '600795.SHA', '601318.SHA', '600221.SHA', '601111.SHA'] ['重庆百货', '华能国际', '南方航空', '同方股份', '渤海轮渡', '大商股份', '国电电力', '中国平安', '海南航空', '中国国航']
214074.60949822926
2016-06-13 买入股票池： ['600011.SHA', '600029.SHA', '600100.SHA', '600694.SHA', '603167.SHA', '600729.SHA', '600795.SHA', '601001.SHA', '601318.SHA', '600221.SHA'] ['华能国际', '南方航空', '同方股份', '大商股份', '渤海轮渡', '重庆百货', '国电电力', '大同煤业', '中国平安', '海南航空']
2016-06-13 卖出 601111.SHA
209625.11216088795
2016-06-13 买入 601001.SHA
2016-06-20 买入股票池： ['600011.SHA', '600100.SHA', '600029.SHA', '600694.SHA', '603167.SHA', '600795.SHA', '600729.SHA', '600167.SHA', '601318.SHA', '601001.SHA'] ['华能国际', '同方股份', '南方航空', '大商股份', '渤海轮渡', '国电电力', '重庆百货', '联美控股', '中国平安', '大同煤业']
2016-06-20 卖出 600221.SHA
216503.10607610308
2016-06-20 买入 600167.SHA
2016-06-27 买入股票池： ['600011.SHA', '600100.SHA', '600029.SHA', '600694.SHA', '600729.SHA', '603167.SHA', '600795.SHA', '601318.SHA', '600167.SHA', '601111.SHA'] ['华能国际', '同方股份', '南方航空', '大商股份', '重庆百货', '渤海轮渡', '国电电力', '中国平安', '联美控股', '中国国航']
2016-06-27 卖出 601001.SHA
218926.6342151375
2016-06-27 买入 601111.SHA
2016-07-04 买入股票池： ['600011.SHA', '600029.SHA', '600100.SHA', '600694.SHA', '603167.SHA', '600795.SHA', '601318.SHA', '600167.SHA', '600729.SHA', '000863.SZA'] ['华能国际', '南方航空', '同方股份', '大商股份', '渤海轮渡', '国电电力', '中国平安', '联美控股', '重庆百货', '三湘印象']
2016-07-04 卖出 601111.SHA
225278.90682869728
2016-07-04 买入 000863.SZA
2016-07-11 买入股票池： ['600011.SHA', '600100.SHA', '600029.SHA', '603167.SHA', '600694.SHA', '600795.SHA', '601318.SHA', '600167.SHA', '000863.SZA', '600221.SHA'] ['华能国际', '同方股份', '南方航空', '渤海轮渡', '大商股份', '国电电力', '中国平安', '联美控股', '三湘印象', '海南航空']
2016-07-11 卖出 600729.SHA
228616.60152872215
2016-07-11 买入 600221.SHA
2016-07-18 买入股票池： ['600011.SHA', '600100.SHA', '600694.SHA', '603167.SHA', '600167.SHA', '600795.SHA', '600729.SHA', '600029.SHA', '601318.SHA', '000863.SZA'] ['华能国际', '同方股份', '大商股份', '渤海轮渡', '联美控股', '国电电力', '重庆百货', '南方航空', '中国平安', '三湘印象']
2016-07-18 卖出 600221.SHA
234691.98573067898
2016-07-18 买入 600729.SHA
2016-07-25 买入股票池： ['600011.SHA', '600100.SHA', '600029.SHA', '600694.SHA', '603167.SHA', '600167.SHA', '601318.SHA', '600795.SHA', '000863.SZA', '600115.SHA'] ['华能国际', '同方股份', '南方航空', '大商股份', '渤海轮渡', '联美控股', '中国平安', '国电电力', '三湘印象', '东方航空']
2016-07-25 卖出 600729.SHA
234991.46553184718
2016-07-25 买入 600115.SHA
2016-08-01 买入股票池： ['002133.SZA', '600011.SHA', '600100.SHA', '601155.SHA', '600694.SHA', '600167.SHA', '603167.SHA', '600029.SHA', '601318.SHA', '600795.SHA'] ['广宇集团', '华能国际', '同方股份', '新城控股', '大商股份', '联美控股', '渤海轮渡', '南方航空', '中国平安', '国电电力']
2016-08-01 卖出 000863.SZA
2016-08-01 卖出 600115.SHA
234156.16970940653
2016-08-01 买入 002133.SZA
2016-08-01 买入 601155.SHA
2016-08-08 买入股票池： ['600100.SHA', '002133.SZA', '600167.SHA', '600029.SHA', '603167.SHA', '601318.SHA', '002146.SZA', '600694.SHA', '000863.SZA', '600795.SHA'] ['同方股份', '广宇集团', '联美控股', '南方航空', '渤海轮渡', '中国平安', '荣盛发展', '大商股份', '三湘印象', '国电电力']
2016-08-08 卖出 600011.SHA
2016-08-08 卖出 601155.SHA
240725.52120804327
2016-08-08 买入 002146.SZA
2016-08-08 买入 000863.SZA
2016-08-15 买入股票池： ['600100.SHA', '600167.SHA', '002133.SZA', '600269.SHA', '600029.SHA', '000863.SZA', '603167.SHA', '600694.SHA', '601318.SHA', '600115.SHA'] ['同方股份', '联美控股', '广宇集团', '赣粤高速', '南方航空', '三湘印象', '渤海轮渡', '大商股份', '中国平安', '东方航空']
2016-08-15 卖出 600795.SHA
2016-08-15 卖出 002146.SZA
250015.940042598
2016-08-15 买入 600269.SHA
2016-08-15 买入 600115.SHA
2016-08-22 买入股票池： ['600100.SHA', '600167.SHA', '600029.SHA', '600269.SHA', '002133.SZA', '600366.SHA', '600743.SHA', '600729.SHA', '000863.SZA', '600115.SHA'] ['同方股份', '联美控股', '南方航空', '赣粤高速', '广宇集团', '宁波韵升', '华远地产', '重庆百货', '三湘印象', '东方航空']
2016-08-22 卖出 603167.SHA
2016-08-22 卖出 601318.SHA
2016-08-22 卖出 600694.SHA
250353.29465575996
2016-08-22 买入 600366.SHA
2016-08-22 买入 600743.SHA
2016-08-22 买入 600729.SHA
2016-08-29 买入股票池： ['600100.SHA', '002110.SZA', '600823.SHA', '600052.SHA', '600366.SHA', '000863.SZA', '601872.SHA', '600029.SHA', '002133.SZA', '000811.SZA'] ['同方股份', '三钢闽光', '世茂股份', '浙江广厦', '宁波韵升', '三湘印象', '招商轮船', '南方航空', '广宇集团', '烟台冰轮']
2016-08-29 卖出 600167.SHA
2016-08-29 卖出 600269.SHA
2016-08-29 卖出 600115.SHA
2016-08-29 卖出 600743.SHA
2016-08-29 卖出 600729.SHA
245915.2928559672
2016-08-29 买入 002110.SZA
2016-08-29 买入 600823.SHA
2016-08-29 买入 600052.SHA
2016-08-29 买入 601872.SHA
2016-08-29 买入 000811.SZA
2016-09-05 买入股票池： ['600246.SHA', '600026.SHA', '002110.SZA', '600075.SHA', '600052.SHA', '600823.SHA', '000811.SZA', '601872.SHA', '002133.SZA', '601155.SHA'] ['万通地产', '中远海能', '三钢闽光', '新疆天业', '浙江广厦', '世茂股份', '烟台冰轮', '招商轮船', '广宇集团', '新城控股']
2016-09-05 卖出 600100.SHA
2016-09-05 卖出 600029.SHA
2016-09-05 卖出 000863.SZA
2016-09-05 卖出 600366.SHA
239281.13455783046
2016-09-05 买入 600246.SHA
2016-09-05 买入 600026.SHA
2016-09-05 买入 600075.SHA
2016-09-05 买入 601155.SHA
2016-09-12 买入股票池： ['600246.SHA', '600026.SHA', '002110.SZA', '600075.SHA', '600052.SHA', '600823.SHA', '000609.SZA', '002133.SZA', '601872.SHA', '601155.SHA'] ['万通地产', '中远海能', '三钢闽光', '新疆天业', '浙江广厦', '世茂股份', '绵石投资', '广宇集团', '招商轮船', '新城控股']
2016-09-12 卖出 000811.SZA
235720.98912693348
2016-09-12 买入 000609.SZA
2016-09-21 买入股票池： ['600246.SHA', '600026.SHA', '002110.SZA', '600075.SHA', '600052.SHA', '600823.SHA', '601872.SHA', '000609.SZA', '002133.SZA', '601155.SHA'] ['万通地产', '中远海能', '三钢闽光', '新疆天业', '浙江广厦', '世茂股份', '招商轮船', '绵石投资', '广宇集团', '新城控股']
242484.80436165846
2016-09-28 买入股票池： ['002110.SZA', '600026.SHA', '600823.SHA', '600075.SHA', '601872.SHA', '601992.SHA', '002133.SZA', '000811.SZA', '601155.SHA', '000429.SZA'] ['三钢闽光', '中远海能', '世茂股份', '新疆天业', '招商轮船', '金隅股份', '广宇集团', '烟台冰轮', '新城控股', '粤高速A']
2016-09-28 卖出 600052.SHA
2016-09-28 卖出 600246.SHA
2016-09-28 卖出 000609.SZA
245320.00248272932
2016-09-28 买入 601992.SHA
2016-09-28 买入 000811.SZA
2016-09-28 买入 000429.SZA
[2023-05-24 17:41:38.825946] INFO Performance: Simulated 674 trading days out of 674.
[2023-05-24 17:41:38.828195] INFO Performance: first open: 2014-01-02 09:30:00+00:00
[2023-05-24 17:41:38.830026] INFO Performance: last close: 2016-10-10 15:00:00+00:00

    /usr/local/python3/lib/python3.8/site-packages/pandas/core/generic.py:2605: PerformanceWarning: 
your performance may suffer as PyTables will pickle object types that it cannot
map directly to c-types [inferred_type->mixed,key->block5_values] [items->Index(['positions', 'transactions', 'orders', 'LOG', 'TRA_FAC', 'POS_FAC',
       'period_label'],
      dtype='object')]

  pytables.to_hdf(
/usr/local/python3/lib/python3.8/site-packages/pandas/core/generic.py:2605: PerformanceWarning: 
your performance may suffer as PyTables will pickle object types that it cannot
map directly to c-types [inferred_type->mixed,key->block2_values] [items->Index(['instrument', 'suspended', 'name'], dtype='object')]

  pytables.to_hdf(
/usr/local/python3/lib/python3.8/site-packages/pandas/core/indexing.py:1637: SettingWithCopyWarning: 
A value is trying to be set on a copy of a slice from a DataFrame

See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
  self._setitem_single_block(indexer, value, name)
[2023-05-24 17:41:46.714801] INFO: bigcharts.impl.render:render.py:407:render_chart Data is None, skip loading it to chart.
    • 收益率145.75%
    • 年化收益率39.96%
    • 基准收益率41.37%
    • 阿尔法0.25
    • 贝塔0.98
    • 夏普比率1.09
    • 胜率0.57
    • 盈亏比1.42
    • 收益波动率33.13%
    • 信息比率0.09
    • 最大回撤42.48%
    日期 时间 股票代码 股票名称 买/卖 数量 成交价 总成本 交易佣金
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    日期 股票代码 股票名称 持仓均价 收盘价 股数 持仓价值 收益
    Loading... (need help?)
    时间 级别 内容
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    [2023-05-24 17:41:47.343607] INFO moduleinvoker: backtest.v8 运行完成[55.663795s].

    INFO:moduleinvoker:backtest.v8 运行完成[55.663795s].

    [2023-05-24 17:41:47.352568] INFO moduleinvoker: trade.v4 运行完成[55.707778s].

    INFO:moduleinvoker:trade.v4 运行完成[55.707778s].