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In [30]:
%%BigQuant_ChatGPT

根据盘口量进行拆单的原理是什么？

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<ipython-input-30-5e7056147a3f> in <module>
----> 1 get_ipython().run_cell_magic('BigQuant_ChatGPT', '', '\n根据盘口量进行拆单的原理是什么？\n')

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In [ ]:
%%BigQuant_ChatGPT

根据盘口量进行拆单的量化策略
In [ ]:
%%BigQuant_ChatGPT

你可以用python写一个根据盘口量将一笔大单进行拆单并在合适的时间发单的量化策略吗

当然可以，以下是一个根据盘口量将一笔大单进行拆单并在合适的时间发单的Python量化策略示例代码：

import ccxt
import time

# 创建交易所对象
exchange = ccxt.binance({
    'apiKey': 'YOUR_API_KEY',
    'secret': 'YOUR_SECRET_KEY',
    'enableRateLimit': True,
})

# 设置参数
symbol = 'BTC/USDT'
order_type = 'limit'
price = 50000
amount = 10  # 要交易的数量
num_splits = 5  # 拆分的次数
time_interval = 5  # 拆分的时间间隔，单位为秒
tick_size = exchange.markets[symbol]['precision']['price'] # 获取当前交易对价格的最小增量

# 获取当前市场的盘口信息
order_book = exchange.fetch_order_book(symbol)

# 获取当前市场的卖单量
asks_amount = 0
for ask in order_book['asks']:
    asks_amount += ask[1]

# 计算每个小单的数量
split_amount = round(amount / num_splits, 6)

# 拆分并发单
for i in range(num_splits):
    if i == num_splits - 1:
        split_amount = amount - (num_splits - 1) * split_amount  # 最后一次分配剩余数量
    # 等待合适的时机下单
    while True:
        # 获取当前市场的盘口信息
        order_book = exchange.fetch_order_book(symbol)
        # 计算当前市场中所有卖单价值总和
        value = 0
        for ask in order_book['asks']:
            value += ask[0] * ask[1]
        # 如果卖单总价值小于拆分的数量，等待一定时间之后再尝试下单
        if value < split_amount * price:
            time.sleep(time_interval)
            continue
        # 尝试下单，并在下单后等待一段时间后再进行下一次拆分操作
        else:
            exchange.create_order(symbol, order_type, 'buy', split_amount, price)
            time.sleep(time_interval)
            break

# 等待一定时间，以确保订单被完全执行
time.sleep(10) 

# 撤销未被完全执行的订单
open_orders = exchange.fetch_open_orders(symbol)
for order in open_orders:
    exchange.cancel_order(order['id'], symbol)

# 输出拆单记录
print(f"{num_splits} orders have been placed, each with {split_amount} {symbol.split('/')[0]}")

以上代码中，通过调用ccxt库获取币安交易所当前的盘口信息，计算当前市场中所有卖单价值总和，如果卖单总价值小于拆分的数量，则等待一定时间之后再尝试下单，否则尝试下单，并在下单后等待一段时间后再进行下一次拆分操作，以此避免对市场造成过大的影响。等待一定时间后，如果还有未被完全执行的订单，则进行撤销操作。最终输出拆单记录。

需要注意的是，以上代码仅供参考，实际的量化策略还需要根据市场情况和具体机器人的需求进行调整和优化。同时，量化策略的有效性需要不断进行测试和优化，才能取得比较好的交易效果。

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order.filled_qty)\n open_orders_keys.append(order.order_key)\n context.write_log(\"日期: {}, 时间: {}, 挂单数量: {}, 挂单股数:{}, 挂单编号: {}\".format(curdate, curtime, len(open_orders_keys), open_orders_nums, open_orders_keys), stdout=1)\n # 2. 将所有未成交的挂单撤单\n context.cancel_all()\n # 3. 本次撤单后先返回\n return\n\n \n # 拆单主程序\n if (curdate == '2023-03-02') and (curtime >= '09:40:00') and (context.split_finished is False):\n pos = context.get_account_position(context.symbol)\n # 1. 获取当前可用持仓\n avail_amount = pos.avail_qty\n context.write_log(\"日期: {}, 时间: {}, 当前可用持仓: {}\".format(curdate, curtime, avail_amount), stdout=1)\n if avail_amount == 0:\n context.split_finished = True\n context.write_log(\"日期: {}, 时间: {}, 当前可用持仓: {}, 拆单程序完成！\".format(curdate, curtime, avail_amount), stdout=1)\n # 2. 获取当前时刻的买一和买二的量价\n bid_vol1 = tick.bid_volume1\n bid_vol2 = tick.bid_volume2\n bid_price1 = tick.bid_price1\n bid_price2 = tick.bid_price2\n context.write_log(\"日期: {}, 时间: {}, 买一价: {}, 买一量: {}, 买二价: {}, 买二量: {}\".format(curdate, curtime, bid_price1, bid_vol1, bid_price2, bid_vol2), stdout=1)\n # 3. 确定本次发单的数据: 最小500股, 最大当前买方前两档的数量的10%, 正常 = 总量/拆单次数 \n min_nums = 500\n bid_vols = bid_vol1 + bid_vol2\n max_nums = (bid_vol1 + bid_vol2) * 0.1\n split_nums = avail_amount / context.num_splits\n order_nums = max(min(max_nums, split_nums), min_nums)\n context.write_log(\"日期: {}, 时间: {}, 本次拆单量: {}, 最小可卖量:{}, 买二档数量: {}, 最大可卖量:{}, 本次发单数量: {}\".format(curdate, curtime, split_nums, min_nums, bid_vols, max_nums, order_nums), stdout=1)\n if order_nums <= min_nums:\n _flag = context.order_target(context.symbol, 0, price=None, order_type=OrderType.MARKET)\n context.write_log(\"日期: {}, 时间: {}, 清仓!\".format(curdate, curtime), stdout=1)\n context.split_finised = True\n return\n _flag = context.order(context.symbol, order_nums*(-1), price=None, order_type=OrderType.MARKET)\n context.write_log(\"日期: {}, 时间: {}, 市价卖出, 数量: {}\".format(curdate, curtime, order_nums), stdout=1)\n \n","type":"Literal","bound_global_parameter":null},{"name":"handle_data","value":"# 交易引擎：bar数据处理函数，每个时间单位执行一次\ndef bigquant_run(context, data):\n pass","type":"Literal","bound_global_parameter":null},{"name":"handle_trade","value":"# 交易引擎：成交回报处理函数，每个成交发生时执行一次\ndef bigquant_run(context, trade):\n curtime = pd.to_datetime(trade.trade_time).strftime('%H:%M:%S')\n context.write_log(\"[成交回报] direction:{}, offset:{}, orderID:{}, tradeID:{}, price:{}, volume:{}, time:{}\".format(trade.direction, trade.offset, trade.order_id, trade.trade_id, trade.filled_price, trade.filled_qty, curtime), stdout=1)\n\n","type":"Literal","bound_global_parameter":null},{"name":"handle_order","value":"# 交易引擎：委托回报处理函数，每个委托变化时执行一次\ndef bigquant_run(context, order):\n curtime = pd.to_datetime(order.order_time).strftime('%H:%M:%S')\n context.write_log('[委托回报] direction:{}, offset:{}, orderID:{}, price:{}, totalVolume:{}, tradedVolume:{}, status: {}, time:{}'.format(order.direction, order.offset, order.order_id, order.order_price, order.order_qty, order.filled_qty, order.order_status, curtime), stdout=1)\n\n","type":"Literal","bound_global_parameter":null},{"name":"after_trading","value":"# 交易引擎：盘后处理函数，每日盘后执行一次\ndef bigquant_run(context, data):\n pass\n","type":"Literal","bound_global_parameter":null},{"name":"capital_base","value":"10000003","type":"Literal","bound_global_parameter":null},{"name":"frequency","value":"tick2","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":"before_start_days","value":"0","type":"Literal","bound_global_parameter":null},{"name":"volume_limit","value":1,"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":"benchmark","value":"000300.HIX","type":"Literal","bound_global_parameter":null},{"name":"plot_charts","value":"True","type":"Literal","bound_global_parameter":null},{"name":"disable_cache","value":"False","type":"Literal","bound_global_parameter":null},{"name":"replay_bdb","value":"False","type":"Literal","bound_global_parameter":null},{"name":"show_debug_info","value":"False","type":"Literal","bound_global_parameter":null},{"name":"backtest_only","value":"False","type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"instruments","node_id":"-152"},{"name":"options_data","node_id":"-152"},{"name":"history_ds","node_id":"-152"},{"name":"benchmark_ds","node_id":"-152"}],"output_ports":[{"name":"raw_perf","node_id":"-152"}],"cacheable":false,"seq_num":3,"comment":"","comment_collapsed":true}],"node_layout":"<node_postions><node_position Node='-141' Position='82,318,200,200'/><node_position Node='-152' Position='64,461,200,200'/></node_postions>"},"nodes_readonly":false,"studio_version":"v2"}
    In [51]:
    # 本代码由可视化策略环境自动生成 2023年3月11日 11:11
# 本代码单元只能在可视化模式下编辑。您也可以拷贝代码，粘贴到新建的代码单元或者策略，然后修改。


# 交易引擎：初始化函数，只执行一次
def m3_initialize_bigquant_run(context):
    # 加载预测数据
    context.symbol = '000002.SZA'
    # 建仓标识
    context.buy_flag = False
    # 拆单是否完成
    context.split_finished = False
    # 拆分次数
    context.num_splits = 10
    
    # tick数量记录
    context.tick_num_count = 0
    # 1分钟 60秒 每3秒1tick
    context.tick_num = 60 / 3

# 交易引擎：每个单位时间开盘前调用一次。
def m3_before_trading_start_bigquant_run(context, data):
    # 盘前处理，订阅行情等
    context.subscribe(context.symbol)
    # tick数量记录
    context.tick_num_count = 0
    # 1分钟 60秒 每3秒1tick
    context.tick_num = 60 / 3

    
# 交易引擎：tick数据处理函数，每个tick执行一次
def m3_handle_tick_bigquant_run(context, tick):
    # tick 数据转换为分钟数据
    context.tick_num_count += 1 # 每遍历一个tick数据，计数+1 
    if context.tick_num_count % context.tick_num  != 0: # 每过一分钟 就加一根bar
        return
    
    curdate = pd.to_datetime(tick.trading_day).strftime('%Y-%m-%d')
    curtime = pd.to_datetime(tick.datetime).strftime('%H:%M:%S')
#     context.write_log("当前时间:{}, 当前时间:{} TEST:{}".format(curdate, curtime, context.tick_num_count), stdout=1)
    
    
    ######################## 第一天买入下单 ############################
    if (curdate == '2023-03-01') and (context.buy_flag is False):        # 第一天买500万
        _flag = context.order_value(context.symbol, 5000000, limit_price=18, order_type=OrderType.LIMIT)
        context.write_log("03-01 买入500万元, 时间：{}, 返回标识:{}".format(curtime, _flag), stdout=1)
        context.buy_flag = True

            
            
    ######################## 第二天拆弹卖出 ############################
    # 撤单主程序
    if (curdate == '2023-03-02') and (context.split_finished is False):
        # 1. 获取挂单信息
        open_orders = context.get_open_orders(context.symbol)
        if len(open_orders) > 0:
            open_orders_nums = 0
            open_orders_keys = list()
            for order in open_orders:
                open_orders_nums += (order.order_qty - order.filled_qty)
                open_orders_keys.append(order.order_key)
            context.write_log("日期: {}, 时间: {}, 挂单数量: {}, 挂单股数:{}, 挂单编号: {}".format(curdate, curtime, len(open_orders_keys), open_orders_nums, open_orders_keys), stdout=1)
            # 2. 将所有未成交的挂单撤单
            context.cancel_all()
            # 3. 本次撤单后先返回
            return

    
    # 拆单主程序
    if (curdate == '2023-03-02') and (curtime >= '09:40:00') and (context.split_finished is False):
        pos = context.get_account_position(context.symbol)
        # 1. 获取当前可用持仓
        avail_amount = pos.avail_qty
        context.write_log("日期: {}, 时间: {}, 当前可用持仓: {}".format(curdate, curtime, avail_amount), stdout=1)
        if avail_amount == 0:
            context.split_finished = True
            context.write_log("日期: {}, 时间: {}, 当前可用持仓: {}, 拆单程序完成！".format(curdate, curtime, avail_amount), stdout=1)
        # 2. 获取当前时刻的买一和买二的量价
        bid_vol1 = tick.bid_volume1
        bid_vol2 = tick.bid_volume2
        bid_price1 = tick.bid_price1
        bid_price2 = tick.bid_price2
        context.write_log("日期: {}, 时间: {}, 买一价: {}, 买一量: {}, 买二价: {}, 买二量: {}".format(curdate, curtime, bid_price1, bid_vol1, bid_price2, bid_vol2), stdout=1)
        # 3. 确定本次发单的数据: 最小500股, 最大当前买方前两档的数量的10%, 正常 = 总量/拆单次数 
        min_nums = 500
        bid_vols = bid_vol1 + bid_vol2
        max_nums = (bid_vol1 + bid_vol2) * 0.1
        split_nums = avail_amount / context.num_splits
        order_nums = max(min(max_nums, split_nums), min_nums)
        context.write_log("日期: {}, 时间: {}, 本次拆单量: {}, 最小可卖量:{}, 买二档数量: {}, 最大可卖量:{}, 本次发单数量: {}".format(curdate, curtime, split_nums, min_nums, bid_vols, max_nums, order_nums), stdout=1)
        if order_nums <= min_nums:
            _flag = context.order_target(context.symbol, 0, price=None, order_type=OrderType.MARKET)
            context.write_log("日期: {}, 时间: {}, 清仓!".format(curdate, curtime), stdout=1)
            context.split_finised = True
            return
        _flag = context.order(context.symbol, order_nums*(-1), price=None, order_type=OrderType.MARKET)
        context.write_log("日期: {}, 时间: {}, 市价卖出, 数量: {}".format(curdate, curtime, order_nums), stdout=1)
        

# 交易引擎：bar数据处理函数，每个时间单位执行一次
def m3_handle_data_bigquant_run(context, data):
    pass
# 交易引擎：成交回报处理函数，每个成交发生时执行一次
def m3_handle_trade_bigquant_run(context, trade):
    curtime = pd.to_datetime(trade.trade_time).strftime('%H:%M:%S')
    context.write_log("[成交回报] direction:{}, offset:{}, orderID:{}, tradeID:{}, price:{}, volume:{}, time:{}".format(trade.direction, trade.offset, trade.order_id, trade.trade_id, trade.filled_price, trade.filled_qty, curtime), stdout=1)


# 交易引擎：委托回报处理函数，每个委托变化时执行一次
def m3_handle_order_bigquant_run(context, order):
    curtime = pd.to_datetime(order.order_time).strftime('%H:%M:%S')
    context.write_log('[委托回报] direction:{}, offset:{}, orderID:{}, price:{}, totalVolume:{}, tradedVolume:{}, status: {}, time:{}'.format(order.direction, order.offset, order.order_id, order.order_price, order.order_qty, order.filled_qty, order.order_status, curtime), stdout=1)


# 交易引擎：盘后处理函数，每日盘后执行一次
def m3_after_trading_bigquant_run(context, data):
    pass


m2 = M.instruments.v2(
    start_date='2023-03-01',
    end_date='2023-03-02',
    market='CN_STOCK_A',
    instrument_list='000002.SZA',
    max_count=0
)

m3 = M.hftrade.v2(
    instruments=m2.data,
    start_date='',
    end_date='',
    initialize=m3_initialize_bigquant_run,
    before_trading_start=m3_before_trading_start_bigquant_run,
    handle_tick=m3_handle_tick_bigquant_run,
    handle_data=m3_handle_data_bigquant_run,
    handle_trade=m3_handle_trade_bigquant_run,
    handle_order=m3_handle_order_bigquant_run,
    after_trading=m3_after_trading_bigquant_run,
    capital_base=10000003,
    frequency='tick2',
    price_type='真实价格',
    product_type='股票',
    before_start_days='0',
    volume_limit=1,
    order_price_field_buy='open',
    order_price_field_sell='close',
    benchmark='000300.HIX',
    plot_charts=True,
    disable_cache=False,
    replay_bdb=False,
    show_debug_info=False,
    backtest_only=False
)

    2023-03-11 11:10:17.075978 strategy(bkt000,): [委托回报] direction:1, offset:0, orderID:1, price:18.0, totalVolume:277700, tradedVolume:0, status: 0, time:09:18:18 
2023-03-11 11:10:17.078626 strategy(bkt000,): [委托回报] direction:1, offset:0, orderID:1, price:18.0, totalVolume:277700, tradedVolume:86600, status: 1, time:09:18:18 
2023-03-11 11:10:17.080684 strategy(bkt000,): [成交回报] direction:1, offset:0, orderID:1, tradeID:1, price:17.030000686645508, volume:86600, time:09:18:18 
2023-03-11 11:10:17.081603 strategy(bkt000,): 03-01 买入500万元, 时间：09:18:18, 返回标识:0 
2023-03-11 11:10:17.083289 strategy(bkt000,): [委托回报] direction:1, offset:0, orderID:1, price:18.0, totalVolume:277700, tradedVolume:181900, status: 1, time:09:18:18 
2023-03-11 11:10:17.085176 strategy(bkt000,): [成交回报] direction:1, offset:0, orderID:1, tradeID:2, price:17.030000686645508, volume:95300, time:09:18:27 
2023-03-11 11:10:17.086872 strategy(bkt000,): [委托回报] direction:1, offset:0, orderID:1, price:18.0, totalVolume:277700, tradedVolume:277700, status: 2, time:09:18:18 
2023-03-11 11:10:17.088408 strategy(bkt000,): [成交回报] direction:1, offset:0, orderID:1, tradeID:3, price:17.030000686645508, volume:95800, time:09:18:36 
2023-03-11 11:10:17.381948 strategy(bkt000,): 日期: 2023-03-02, 时间: 09:40:27, 当前可用持仓: 277700 
2023-03-11 11:10:17.383583 strategy(bkt000,): 日期: 2023-03-02, 时间: 09:40:27, 买一价: 16.860000610351562, 买一量: 3100, 买二价: 16.850000381469727, 买二量: 135500 
2023-03-11 11:10:17.385169 strategy(bkt000,): 日期: 2023-03-02, 时间: 09:40:27, 本次拆单量: 27770.0, 最小可卖量:500, 买二档数量: 138600, 最大可卖量:13860.0, 本次发单数量: 13860.0 
2023-03-11 11:10:17.386690 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:2, price:0.0001, totalVolume:13860.0, tradedVolume:0, status: 0, time:09:40:27 
2023-03-11 11:10:17.388960 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:2, price:0.0001, totalVolume:13860.0, tradedVolume:3100, status: 1, time:09:40:27 
2023-03-11 11:10:17.390328 strategy(bkt000,): [成交回报] direction:2, offset:1, orderID:2, tradeID:4, price:16.860000610351562, volume:3100, time:09:40:27 
2023-03-11 11:10:17.393075 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:2, price:0.0001, totalVolume:13860.0, tradedVolume:13860, status: 2, time:09:40:27 
2023-03-11 11:10:17.394689 strategy(bkt000,): [成交回报] direction:2, offset:1, orderID:2, tradeID:5, price:16.850000381469727, volume:10760, time:09:40:27 
2023-03-11 11:10:17.395764 strategy(bkt000,): 日期: 2023-03-02, 时间: 09:40:27, 市价卖出, 数量: 13860.0 
2023-03-11 11:10:17.397916 strategy(bkt000,): 日期: 2023-03-02, 时间: 09:41:27, 当前可用持仓: 263840.0 
2023-03-11 11:10:17.399047 strategy(bkt000,): 日期: 2023-03-02, 时间: 09:41:27, 买一价: 16.829999923706055, 买一量: 158815, 买二价: 16.81999969482422, 买二量: 321183 
2023-03-11 11:10:17.400023 strategy(bkt000,): 日期: 2023-03-02, 时间: 09:41:27, 本次拆单量: 26384.0, 最小可卖量:500, 买二档数量: 479998, 最大可卖量:47999.8, 本次发单数量: 26384.0 
2023-03-11 11:10:17.402883 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:3, price:0.0001, totalVolume:26384.0, tradedVolume:0, status: 0, time:09:41:27 
2023-03-11 11:10:17.404715 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:3, price:0.0001, totalVolume:26384.0, tradedVolume:26384, status: 2, time:09:41:27 
2023-03-11 11:10:17.406915 strategy(bkt000,): [成交回报] direction:2, offset:1, orderID:3, tradeID:6, price:16.829999923706055, volume:26384, time:09:41:27 
2023-03-11 11:10:17.407840 strategy(bkt000,): 日期: 2023-03-02, 时间: 09:41:27, 市价卖出, 数量: 26384.0 
2023-03-11 11:10:17.409696 strategy(bkt000,): 日期: 2023-03-02, 时间: 09:42:27, 当前可用持仓: 237456.0 
2023-03-11 11:10:17.410657 strategy(bkt000,): 日期: 2023-03-02, 时间: 09:42:27, 买一价: 16.860000610351562, 买一量: 17100, 买二价: 16.850000381469727, 买二量: 68200 
2023-03-11 11:10:17.411453 strategy(bkt000,): 日期: 2023-03-02, 时间: 09:42:27, 本次拆单量: 23745.6, 最小可卖量:500, 买二档数量: 85300, 最大可卖量:8530.0, 本次发单数量: 8530.0 
2023-03-11 11:10:17.412717 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:4, price:0.0001, totalVolume:8530.0, tradedVolume:0, status: 0, time:09:42:27 
2023-03-11 11:10:17.414309 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:4, price:0.0001, totalVolume:8530.0, tradedVolume:8530, status: 2, time:09:42:27 
2023-03-11 11:10:17.415604 strategy(bkt000,): [成交回报] direction:2, offset:1, orderID:4, tradeID:7, price:16.860000610351562, volume:8530, time:09:42:27 
2023-03-11 11:10:17.416543 strategy(bkt000,): 日期: 2023-03-02, 时间: 09:42:27, 市价卖出, 数量: 8530.0 
2023-03-11 11:10:17.418515 strategy(bkt000,): 日期: 2023-03-02, 时间: 09:43:27, 当前可用持仓: 228926.0 
2023-03-11 11:10:17.419430 strategy(bkt000,): 日期: 2023-03-02, 时间: 09:43:27, 买一价: 16.850000381469727, 买一量: 184500, 买二价: 16.84000015258789, 买二量: 174100 
2023-03-11 11:10:17.420219 strategy(bkt000,): 日期: 2023-03-02, 时间: 09:43:27, 本次拆单量: 22892.6, 最小可卖量:500, 买二档数量: 358600, 最大可卖量:35860.0, 本次发单数量: 22892.6 
2023-03-11 11:10:17.421520 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:5, price:0.0001, totalVolume:22892.6, tradedVolume:0, status: 0, time:09:43:27 
2023-03-11 11:10:17.423446 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:5, price:0.0001, totalVolume:22892.6, tradedVolume:22892, status: 1, time:09:43:27 
2023-03-11 11:10:17.424714 strategy(bkt000,): [成交回报] direction:2, offset:1, orderID:5, tradeID:8, price:16.850000381469727, volume:22892, time:09:43:27 
2023-03-11 11:10:17.425784 strategy(bkt000,): 日期: 2023-03-02, 时间: 09:43:27, 市价卖出, 数量: 22892.6 
2023-03-11 11:10:17.428852 strategy(bkt000,): 日期: 2023-03-02, 时间: 09:44:27, 挂单数量: 1, 挂单股数:0.5999999999985448, 挂单编号: ['5_0_0'] 
2023-03-11 11:10:17.431223 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:5, price:0.0001, totalVolume:22892.6, tradedVolume:22892, status: 3, time:09:43:27 
2023-03-11 11:10:17.438964 strategy(bkt000,): 日期: 2023-03-02, 时间: 09:45:27, 当前可用持仓: 206034.0 
2023-03-11 11:10:17.440326 strategy(bkt000,): 日期: 2023-03-02, 时间: 09:45:27, 买一价: 16.8700008392334, 买一量: 45671, 买二价: 16.860000610351562, 买二量: 231200 
2023-03-11 11:10:17.441473 strategy(bkt000,): 日期: 2023-03-02, 时间: 09:45:27, 本次拆单量: 20603.4, 最小可卖量:500, 买二档数量: 276871, 最大可卖量:27687.100000000002, 本次发单数量: 20603.4 
2023-03-11 11:10:17.443295 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:6, price:0.0001, totalVolume:20603.4, tradedVolume:0, status: 0, time:09:45:27 
2023-03-11 11:10:17.445383 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:6, price:0.0001, totalVolume:20603.4, tradedVolume:20603, status: 1, time:09:45:27 
2023-03-11 11:10:17.447310 strategy(bkt000,): [成交回报] direction:2, offset:1, orderID:6, tradeID:9, price:16.8700008392334, volume:20603, time:09:45:27 
2023-03-11 11:10:17.448574 strategy(bkt000,): 日期: 2023-03-02, 时间: 09:45:27, 市价卖出, 数量: 20603.4 
2023-03-11 11:10:17.453232 strategy(bkt000,): 日期: 2023-03-02, 时间: 09:46:27, 挂单数量: 1, 挂单股数:0.4000000000014552, 挂单编号: ['6_0_0'] 
2023-03-11 11:10:17.454988 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:6, price:0.0001, totalVolume:20603.4, tradedVolume:20603, status: 3, time:09:45:27 
2023-03-11 11:10:17.456907 strategy(bkt000,): 日期: 2023-03-02, 时间: 09:47:27, 当前可用持仓: 185431.0 
2023-03-11 11:10:17.457969 strategy(bkt000,): 日期: 2023-03-02, 时间: 09:47:27, 买一价: 16.889999389648438, 买一量: 18800, 买二价: 16.8799991607666, 买二量: 224420 
2023-03-11 11:10:17.458756 strategy(bkt000,): 日期: 2023-03-02, 时间: 09:47:27, 本次拆单量: 18543.1, 最小可卖量:500, 买二档数量: 243220, 最大可卖量:24322.0, 本次发单数量: 18543.1 
2023-03-11 11:10:17.460120 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:7, price:0.0001, totalVolume:18543.1, tradedVolume:0, status: 0, time:09:47:27 
2023-03-11 11:10:17.461727 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:7, price:0.0001, totalVolume:18543.1, tradedVolume:18543, status: 1, time:09:47:27 
2023-03-11 11:10:17.462984 strategy(bkt000,): [成交回报] direction:2, offset:1, orderID:7, tradeID:10, price:16.889999389648438, volume:18543, time:09:47:27 
2023-03-11 11:10:17.463877 strategy(bkt000,): 日期: 2023-03-02, 时间: 09:47:27, 市价卖出, 数量: 18543.1 
2023-03-11 11:10:17.466549 strategy(bkt000,): 日期: 2023-03-02, 时间: 09:48:27, 挂单数量: 1, 挂单股数:0.09999999999854481, 挂单编号: ['7_0_0'] 
2023-03-11 11:10:17.468012 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:7, price:0.0001, totalVolume:18543.1, tradedVolume:18543, status: 3, time:09:47:27 
2023-03-11 11:10:17.469772 strategy(bkt000,): 日期: 2023-03-02, 时间: 09:49:27, 当前可用持仓: 166888.0 
2023-03-11 11:10:17.470652 strategy(bkt000,): 日期: 2023-03-02, 时间: 09:49:27, 买一价: 16.8799991607666, 买一量: 288020, 买二价: 16.8700008392334, 买二量: 172100 
2023-03-11 11:10:17.475417 strategy(bkt000,): 日期: 2023-03-02, 时间: 09:49:27, 本次拆单量: 16688.8, 最小可卖量:500, 买二档数量: 460120, 最大可卖量:46012.0, 本次发单数量: 16688.8 
2023-03-11 11:10:17.476728 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:8, price:0.0001, totalVolume:16688.8, tradedVolume:0, status: 0, time:09:49:27 
2023-03-11 11:10:17.478372 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:8, price:0.0001, totalVolume:16688.8, tradedVolume:16688, status: 1, time:09:49:27 
2023-03-11 11:10:17.480639 strategy(bkt000,): [成交回报] direction:2, offset:1, orderID:8, tradeID:11, price:16.8799991607666, volume:16688, time:09:49:27 
2023-03-11 11:10:17.481887 strategy(bkt000,): 日期: 2023-03-02, 时间: 09:49:27, 市价卖出, 数量: 16688.8 
2023-03-11 11:10:17.484621 strategy(bkt000,): 日期: 2023-03-02, 时间: 09:50:27, 挂单数量: 1, 挂单股数:0.7999999999992724, 挂单编号: ['8_0_0'] 
2023-03-11 11:10:17.486232 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:8, price:0.0001, totalVolume:16688.8, tradedVolume:16688, status: 3, time:09:49:27 
2023-03-11 11:10:17.488090 strategy(bkt000,): 日期: 2023-03-02, 时间: 09:51:27, 当前可用持仓: 150200.0 
2023-03-11 11:10:17.489346 strategy(bkt000,): 日期: 2023-03-02, 时间: 09:51:27, 买一价: 16.8799991607666, 买一量: 25200, 买二价: 16.8700008392334, 买二量: 327961 
2023-03-11 11:10:17.491181 strategy(bkt000,): 日期: 2023-03-02, 时间: 09:51:27, 本次拆单量: 15020.0, 最小可卖量:500, 买二档数量: 353161, 最大可卖量:35316.1, 本次发单数量: 15020.0 
2023-03-11 11:10:17.492544 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:9, price:0.0001, totalVolume:15020.0, tradedVolume:0, status: 0, time:09:51:27 
2023-03-11 11:10:17.494785 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:9, price:0.0001, totalVolume:15020.0, tradedVolume:15020, status: 2, time:09:51:27 
2023-03-11 11:10:17.495991 strategy(bkt000,): [成交回报] direction:2, offset:1, orderID:9, tradeID:12, price:16.8799991607666, volume:15020, time:09:51:27 
2023-03-11 11:10:17.496889 strategy(bkt000,): 日期: 2023-03-02, 时间: 09:51:27, 市价卖出, 数量: 15020.0 
2023-03-11 11:10:17.498688 strategy(bkt000,): 日期: 2023-03-02, 时间: 09:52:27, 当前可用持仓: 135180.0 
2023-03-11 11:10:17.499569 strategy(bkt000,): 日期: 2023-03-02, 时间: 09:52:27, 买一价: 16.8700008392334, 买一量: 52961, 买二价: 16.860000610351562, 买二量: 278200 
2023-03-11 11:10:17.500366 strategy(bkt000,): 日期: 2023-03-02, 时间: 09:52:27, 本次拆单量: 13518.0, 最小可卖量:500, 买二档数量: 331161, 最大可卖量:33116.1, 本次发单数量: 13518.0 
2023-03-11 11:10:17.501642 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:10, price:0.0001, totalVolume:13518.0, tradedVolume:0, status: 0, time:09:52:27 
2023-03-11 11:10:17.503200 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:10, price:0.0001, totalVolume:13518.0, tradedVolume:13518, status: 2, time:09:52:27 
2023-03-11 11:10:17.504384 strategy(bkt000,): [成交回报] direction:2, offset:1, orderID:10, tradeID:13, price:16.8700008392334, volume:13518, time:09:52:27 
2023-03-11 11:10:17.505310 strategy(bkt000,): 日期: 2023-03-02, 时间: 09:52:27, 市价卖出, 数量: 13518.0 
2023-03-11 11:10:17.507525 strategy(bkt000,): 日期: 2023-03-02, 时间: 09:53:27, 当前可用持仓: 121662.0 
2023-03-11 11:10:17.511454 strategy(bkt000,): 日期: 2023-03-02, 时间: 09:53:27, 买一价: 16.850000381469727, 买一量: 150900, 买二价: 16.84000015258789, 买二量: 231800 
2023-03-11 11:10:17.512230 strategy(bkt000,): 日期: 2023-03-02, 时间: 09:53:27, 本次拆单量: 12166.2, 最小可卖量:500, 买二档数量: 382700, 最大可卖量:38270.0, 本次发单数量: 12166.2 
2023-03-11 11:10:17.513490 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:11, price:0.0001, totalVolume:12166.2, tradedVolume:0, status: 0, time:09:53:27 
2023-03-11 11:10:17.515985 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:11, price:0.0001, totalVolume:12166.2, tradedVolume:12166, status: 1, time:09:53:27 
2023-03-11 11:10:17.517147 strategy(bkt000,): [成交回报] direction:2, offset:1, orderID:11, tradeID:14, price:16.850000381469727, volume:12166, time:09:53:27 
2023-03-11 11:10:17.518031 strategy(bkt000,): 日期: 2023-03-02, 时间: 09:53:27, 市价卖出, 数量: 12166.2 
2023-03-11 11:10:17.520631 strategy(bkt000,): 日期: 2023-03-02, 时间: 09:54:27, 挂单数量: 1, 挂单股数:0.2000000000007276, 挂单编号: ['11_0_0'] 
2023-03-11 11:10:17.522047 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:11, price:0.0001, totalVolume:12166.2, tradedVolume:12166, status: 3, time:09:53:27 
2023-03-11 11:10:17.523997 strategy(bkt000,): 日期: 2023-03-02, 时间: 09:55:27, 当前可用持仓: 109496.0 
2023-03-11 11:10:17.525387 strategy(bkt000,): 日期: 2023-03-02, 时间: 09:55:27, 买一价: 16.889999389648438, 买一量: 68900, 买二价: 16.8799991607666, 买二量: 118800 
2023-03-11 11:10:17.526476 strategy(bkt000,): 日期: 2023-03-02, 时间: 09:55:27, 本次拆单量: 10949.6, 最小可卖量:500, 买二档数量: 187700, 最大可卖量:18770.0, 本次发单数量: 10949.6 
2023-03-11 11:10:17.527849 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:12, price:0.0001, totalVolume:10949.6, tradedVolume:0, status: 0, time:09:55:27 
2023-03-11 11:10:17.529347 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:12, price:0.0001, totalVolume:10949.6, tradedVolume:10949, status: 1, time:09:55:27 
2023-03-11 11:10:17.530510 strategy(bkt000,): [成交回报] direction:2, offset:1, orderID:12, tradeID:15, price:16.889999389648438, volume:10949, time:09:55:27 
2023-03-11 11:10:17.531400 strategy(bkt000,): 日期: 2023-03-02, 时间: 09:55:27, 市价卖出, 数量: 10949.6 
2023-03-11 11:10:17.534082 strategy(bkt000,): 日期: 2023-03-02, 时间: 09:56:27, 挂单数量: 1, 挂单股数:0.6000000000003638, 挂单编号: ['12_0_0'] 
2023-03-11 11:10:17.535434 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:12, price:0.0001, totalVolume:10949.6, tradedVolume:10949, status: 3, time:09:55:27 
2023-03-11 11:10:17.537226 strategy(bkt000,): 日期: 2023-03-02, 时间: 09:57:27, 当前可用持仓: 98547.0 
2023-03-11 11:10:17.538096 strategy(bkt000,): 日期: 2023-03-02, 时间: 09:57:27, 买一价: 16.860000610351562, 买一量: 11900, 买二价: 16.850000381469727, 买二量: 280800 
2023-03-11 11:10:17.538847 strategy(bkt000,): 日期: 2023-03-02, 时间: 09:57:27, 本次拆单量: 9854.7, 最小可卖量:500, 买二档数量: 292700, 最大可卖量:29270.0, 本次发单数量: 9854.7 
2023-03-11 11:10:17.540078 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:13, price:0.0001, totalVolume:9854.7, tradedVolume:0, status: 0, time:09:57:27 
2023-03-11 11:10:17.541591 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:13, price:0.0001, totalVolume:9854.7, tradedVolume:9854, status: 1, time:09:57:27 
2023-03-11 11:10:17.542768 strategy(bkt000,): [成交回报] direction:2, offset:1, orderID:13, tradeID:16, price:16.860000610351562, volume:9854, time:09:57:27 
2023-03-11 11:10:17.546887 strategy(bkt000,): 日期: 2023-03-02, 时间: 09:57:27, 市价卖出, 数量: 9854.7 
2023-03-11 11:10:17.549533 strategy(bkt000,): 日期: 2023-03-02, 时间: 09:58:27, 挂单数量: 1, 挂单股数:0.7000000000007276, 挂单编号: ['13_0_0'] 
2023-03-11 11:10:17.550949 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:13, price:0.0001, totalVolume:9854.7, tradedVolume:9854, status: 3, time:09:57:27 
2023-03-11 11:10:17.552759 strategy(bkt000,): 日期: 2023-03-02, 时间: 09:59:27, 当前可用持仓: 88693.0 
2023-03-11 11:10:17.553643 strategy(bkt000,): 日期: 2023-03-02, 时间: 09:59:27, 买一价: 16.81999969482422, 买一量: 706983, 买二价: 16.809999465942383, 买二量: 919285 
2023-03-11 11:10:17.558315 strategy(bkt000,): 日期: 2023-03-02, 时间: 09:59:27, 本次拆单量: 8869.3, 最小可卖量:500, 买二档数量: 1626268, 最大可卖量:162626.80000000002, 本次发单数量: 8869.3 
2023-03-11 11:10:17.559805 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:14, price:0.0001, totalVolume:8869.3, tradedVolume:0, status: 0, time:09:59:27 
2023-03-11 11:10:17.561494 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:14, price:0.0001, totalVolume:8869.3, tradedVolume:8869, status: 1, time:09:59:27 
2023-03-11 11:10:17.562836 strategy(bkt000,): [成交回报] direction:2, offset:1, orderID:14, tradeID:17, price:16.81999969482422, volume:8869, time:09:59:27 
2023-03-11 11:10:17.563880 strategy(bkt000,): 日期: 2023-03-02, 时间: 09:59:27, 市价卖出, 数量: 8869.3 
2023-03-11 11:10:17.566696 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:00:27, 挂单数量: 1, 挂单股数:0.2999999999992724, 挂单编号: ['14_0_0'] 
2023-03-11 11:10:17.568642 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:14, price:0.0001, totalVolume:8869.3, tradedVolume:8869, status: 3, time:09:59:27 
2023-03-11 11:10:17.573027 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:01:27, 当前可用持仓: 79824.0 
2023-03-11 11:10:17.574047 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:01:27, 买一价: 16.81999969482422, 买一量: 46600, 买二价: 16.809999465942383, 买二量: 540429 
2023-03-11 11:10:17.574946 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:01:27, 本次拆单量: 7982.4, 最小可卖量:500, 买二档数量: 587029, 最大可卖量:58702.9, 本次发单数量: 7982.4 
2023-03-11 11:10:17.576410 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:15, price:0.0001, totalVolume:7982.4, tradedVolume:0, status: 0, time:10:01:27 
2023-03-11 11:10:17.578026 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:15, price:0.0001, totalVolume:7982.4, tradedVolume:7982, status: 1, time:10:01:27 
2023-03-11 11:10:17.580577 strategy(bkt000,): [成交回报] direction:2, offset:1, orderID:15, tradeID:18, price:16.81999969482422, volume:7982, time:10:01:27 
2023-03-11 11:10:17.581579 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:01:27, 市价卖出, 数量: 7982.4 
2023-03-11 11:10:17.584292 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:02:27, 挂单数量: 1, 挂单股数:0.3999999999996362, 挂单编号: ['15_0_0'] 
2023-03-11 11:10:17.585819 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:15, price:0.0001, totalVolume:7982.4, tradedVolume:7982, status: 3, time:10:01:27 
2023-03-11 11:10:17.587642 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:03:27, 当前可用持仓: 71842.0 
2023-03-11 11:10:17.588610 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:03:27, 买一价: 16.829999923706055, 买一量: 144600, 买二价: 16.81999969482422, 买二量: 197800 
2023-03-11 11:10:17.589449 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:03:27, 本次拆单量: 7184.2, 最小可卖量:500, 买二档数量: 342400, 最大可卖量:34240.0, 本次发单数量: 7184.2 
2023-03-11 11:10:17.590738 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:16, price:0.0001, totalVolume:7184.2, tradedVolume:0, status: 0, time:10:03:27 
2023-03-11 11:10:17.592357 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:16, price:0.0001, totalVolume:7184.2, tradedVolume:7184, status: 1, time:10:03:27 
2023-03-11 11:10:17.593823 strategy(bkt000,): [成交回报] direction:2, offset:1, orderID:16, tradeID:19, price:16.829999923706055, volume:7184, time:10:03:27 
2023-03-11 11:10:17.594837 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:03:27, 市价卖出, 数量: 7184.2 
2023-03-11 11:10:17.597543 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:04:27, 挂单数量: 1, 挂单股数:0.1999999999998181, 挂单编号: ['16_0_0'] 
2023-03-11 11:10:17.599013 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:16, price:0.0001, totalVolume:7184.2, tradedVolume:7184, status: 3, time:10:03:27 
2023-03-11 11:10:17.600829 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:05:27, 当前可用持仓: 64658.0 
2023-03-11 11:10:17.601723 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:05:27, 买一价: 16.84000015258789, 买一量: 264200, 买二价: 16.829999923706055, 买二量: 213500 
2023-03-11 11:10:17.602514 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:05:27, 本次拆单量: 6465.8, 最小可卖量:500, 买二档数量: 477700, 最大可卖量:47770.0, 本次发单数量: 6465.8 
2023-03-11 11:10:17.603813 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:17, price:0.0001, totalVolume:6465.8, tradedVolume:0, status: 0, time:10:05:27 
2023-03-11 11:10:17.605444 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:17, price:0.0001, totalVolume:6465.8, tradedVolume:6465, status: 1, time:10:05:27 
2023-03-11 11:10:17.611900 strategy(bkt000,): [成交回报] direction:2, offset:1, orderID:17, tradeID:20, price:16.84000015258789, volume:6465, time:10:05:27 
2023-03-11 11:10:17.613316 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:05:27, 市价卖出, 数量: 6465.8 
2023-03-11 11:10:17.615992 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:06:27, 挂单数量: 1, 挂单股数:0.8000000000001819, 挂单编号: ['17_0_0'] 
2023-03-11 11:10:17.617415 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:17, price:0.0001, totalVolume:6465.8, tradedVolume:6465, status: 3, time:10:05:27 
2023-03-11 11:10:17.619223 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:07:27, 当前可用持仓: 58193.0 
2023-03-11 11:10:17.620122 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:07:27, 买一价: 16.829999923706055, 买一量: 33235, 买二价: 16.81999969482422, 买二量: 562500 
2023-03-11 11:10:17.620902 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:07:27, 本次拆单量: 5819.3, 最小可卖量:500, 买二档数量: 595735, 最大可卖量:59573.5, 本次发单数量: 5819.3 
2023-03-11 11:10:17.622130 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:18, price:0.0001, totalVolume:5819.3, tradedVolume:0, status: 0, time:10:07:27 
2023-03-11 11:10:17.623637 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:18, price:0.0001, totalVolume:5819.3, tradedVolume:5819, status: 1, time:10:07:27 
2023-03-11 11:10:17.624843 strategy(bkt000,): [成交回报] direction:2, offset:1, orderID:18, tradeID:21, price:16.829999923706055, volume:5819, time:10:07:27 
2023-03-11 11:10:17.625724 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:07:27, 市价卖出, 数量: 5819.3 
2023-03-11 11:10:17.628326 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:08:27, 挂单数量: 1, 挂单股数:0.3000000000001819, 挂单编号: ['18_0_0'] 
2023-03-11 11:10:17.629700 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:18, price:0.0001, totalVolume:5819.3, tradedVolume:5819, status: 3, time:10:07:27 
2023-03-11 11:10:17.631486 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:09:27, 当前可用持仓: 52374.0 
2023-03-11 11:10:17.632365 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:09:27, 买一价: 16.790000915527344, 买一量: 80600, 买二价: 16.780000686645508, 买二量: 509600 
2023-03-11 11:10:17.633113 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:09:27, 本次拆单量: 5237.4, 最小可卖量:500, 买二档数量: 590200, 最大可卖量:59020.0, 本次发单数量: 5237.4 
2023-03-11 11:10:17.634323 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:19, price:0.0001, totalVolume:5237.4, tradedVolume:0, status: 0, time:10:09:27 
2023-03-11 11:10:17.635784 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:19, price:0.0001, totalVolume:5237.4, tradedVolume:5237, status: 1, time:10:09:27 
2023-03-11 11:10:17.636943 strategy(bkt000,): [成交回报] direction:2, offset:1, orderID:19, tradeID:22, price:16.790000915527344, volume:5237, time:10:09:27 
2023-03-11 11:10:17.643065 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:09:27, 市价卖出, 数量: 5237.4 
2023-03-11 11:10:17.645652 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:10:27, 挂单数量: 1, 挂单股数:0.3999999999996362, 挂单编号: ['19_0_0'] 
2023-03-11 11:10:17.647120 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:19, price:0.0001, totalVolume:5237.4, tradedVolume:5237, status: 3, time:10:09:27 
2023-03-11 11:10:17.650035 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:11:27, 当前可用持仓: 47137.0 
2023-03-11 11:10:17.650867 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:11:27, 买一价: 16.790000915527344, 买一量: 12900, 买二价: 16.780000686645508, 买二量: 204900 
2023-03-11 11:10:17.651631 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:11:27, 本次拆单量: 4713.7, 最小可卖量:500, 买二档数量: 217800, 最大可卖量:21780.0, 本次发单数量: 4713.7 
2023-03-11 11:10:17.652867 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:20, price:0.0001, totalVolume:4713.7, tradedVolume:0, status: 0, time:10:11:27 
2023-03-11 11:10:17.654442 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:20, price:0.0001, totalVolume:4713.7, tradedVolume:4713, status: 1, time:10:11:27 
2023-03-11 11:10:17.657329 strategy(bkt000,): [成交回报] direction:2, offset:1, orderID:20, tradeID:23, price:16.790000915527344, volume:4713, time:10:11:27 
2023-03-11 11:10:17.658282 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:11:27, 市价卖出, 数量: 4713.7 
2023-03-11 11:10:17.661794 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:12:27, 挂单数量: 1, 挂单股数:0.6999999999998181, 挂单编号: ['20_0_0'] 
2023-03-11 11:10:17.663615 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:20, price:0.0001, totalVolume:4713.7, tradedVolume:4713, status: 3, time:10:11:27 
2023-03-11 11:10:17.665418 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:13:27, 当前可用持仓: 42424.0 
2023-03-11 11:10:17.666346 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:13:27, 买一价: 16.770000457763672, 买一量: 38300, 买二价: 16.760000228881836, 买二量: 575950 
2023-03-11 11:10:17.667115 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:13:27, 本次拆单量: 4242.4, 最小可卖量:500, 买二档数量: 614250, 最大可卖量:61425.0, 本次发单数量: 4242.4 
2023-03-11 11:10:17.668414 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:21, price:0.0001, totalVolume:4242.4, tradedVolume:0, status: 0, time:10:13:27 
2023-03-11 11:10:17.670158 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:21, price:0.0001, totalVolume:4242.4, tradedVolume:4242, status: 1, time:10:13:27 
2023-03-11 11:10:17.671442 strategy(bkt000,): [成交回报] direction:2, offset:1, orderID:21, tradeID:24, price:16.770000457763672, volume:4242, time:10:13:27 
2023-03-11 11:10:17.672354 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:13:27, 市价卖出, 数量: 4242.4 
2023-03-11 11:10:17.675006 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:14:27, 挂单数量: 1, 挂单股数:0.3999999999996362, 挂单编号: ['21_0_0'] 
2023-03-11 11:10:17.679000 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:21, price:0.0001, totalVolume:4242.4, tradedVolume:4242, status: 3, time:10:13:27 
2023-03-11 11:10:17.681037 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:15:27, 当前可用持仓: 38182.0 
2023-03-11 11:10:17.681935 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:15:27, 买一价: 16.799999237060547, 买一量: 1500, 买二价: 16.790000915527344, 买二量: 155100 
2023-03-11 11:10:17.682733 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:15:27, 本次拆单量: 3818.2, 最小可卖量:500, 买二档数量: 156600, 最大可卖量:15660.0, 本次发单数量: 3818.2 
2023-03-11 11:10:17.684312 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:22, price:0.0001, totalVolume:3818.2, tradedVolume:0, status: 0, time:10:15:27 
2023-03-11 11:10:17.687368 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:22, price:0.0001, totalVolume:3818.2, tradedVolume:1500, status: 1, time:10:15:27 
2023-03-11 11:10:17.688908 strategy(bkt000,): [成交回报] direction:2, offset:1, orderID:22, tradeID:25, price:16.799999237060547, volume:1500, time:10:15:27 
2023-03-11 11:10:17.690401 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:22, price:0.0001, totalVolume:3818.2, tradedVolume:3818, status: 1, time:10:15:27 
2023-03-11 11:10:17.691616 strategy(bkt000,): [成交回报] direction:2, offset:1, orderID:22, tradeID:26, price:16.790000915527344, volume:2318, time:10:15:27 
2023-03-11 11:10:17.692527 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:15:27, 市价卖出, 数量: 3818.2 
2023-03-11 11:10:17.695140 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:16:27, 挂单数量: 1, 挂单股数:0.1999999999998181, 挂单编号: ['22_0_0'] 
2023-03-11 11:10:17.696599 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:22, price:0.0001, totalVolume:3818.2, tradedVolume:3818, status: 3, time:10:15:27 
2023-03-11 11:10:17.698385 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:17:27, 当前可用持仓: 34364.0 
2023-03-11 11:10:17.699364 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:17:27, 买一价: 16.790000915527344, 买一量: 104400, 买二价: 16.780000686645508, 买二量: 320000 
2023-03-11 11:10:17.700426 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:17:27, 本次拆单量: 3436.4, 最小可卖量:500, 买二档数量: 424400, 最大可卖量:42440.0, 本次发单数量: 3436.4 
2023-03-11 11:10:17.702104 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:23, price:0.0001, totalVolume:3436.4, tradedVolume:0, status: 0, time:10:17:27 
2023-03-11 11:10:17.703667 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:23, price:0.0001, totalVolume:3436.4, tradedVolume:3436, status: 1, time:10:17:27 
2023-03-11 11:10:17.708036 strategy(bkt000,): [成交回报] direction:2, offset:1, orderID:23, tradeID:27, price:16.790000915527344, volume:3436, time:10:17:27 
2023-03-11 11:10:17.708943 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:17:27, 市价卖出, 数量: 3436.4 
2023-03-11 11:10:17.711548 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:18:27, 挂单数量: 1, 挂单股数:0.40000000000009095, 挂单编号: ['23_0_0'] 
2023-03-11 11:10:17.712995 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:23, price:0.0001, totalVolume:3436.4, tradedVolume:3436, status: 3, time:10:17:27 
2023-03-11 11:10:17.714784 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:19:27, 当前可用持仓: 30928.0 
2023-03-11 11:10:17.717242 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:19:27, 买一价: 16.780000686645508, 买一量: 560300, 买二价: 16.770000457763672, 买二量: 402200 
2023-03-11 11:10:17.718064 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:19:27, 本次拆单量: 3092.8, 最小可卖量:500, 买二档数量: 962500, 最大可卖量:96250.0, 本次发单数量: 3092.8 
2023-03-11 11:10:17.720071 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:24, price:0.0001, totalVolume:3092.8, tradedVolume:0, status: 0, time:10:19:27 
2023-03-11 11:10:17.721961 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:24, price:0.0001, totalVolume:3092.8, tradedVolume:3092, status: 1, time:10:19:27 
2023-03-11 11:10:17.723193 strategy(bkt000,): [成交回报] direction:2, offset:1, orderID:24, tradeID:28, price:16.780000686645508, volume:3092, time:10:19:27 
2023-03-11 11:10:17.724120 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:19:27, 市价卖出, 数量: 3092.8 
2023-03-11 11:10:17.726738 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:20:27, 挂单数量: 1, 挂单股数:0.8000000000001819, 挂单编号: ['24_0_0'] 
2023-03-11 11:10:17.728179 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:24, price:0.0001, totalVolume:3092.8, tradedVolume:3092, status: 3, time:10:19:27 
2023-03-11 11:10:17.729985 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:21:27, 当前可用持仓: 27836.0 
2023-03-11 11:10:17.730889 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:21:27, 买一价: 16.790000915527344, 买一量: 16100, 买二价: 16.780000686645508, 买二量: 259500 
2023-03-11 11:10:17.731656 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:21:27, 本次拆单量: 2783.6, 最小可卖量:500, 买二档数量: 275600, 最大可卖量:27560.0, 本次发单数量: 2783.6 
2023-03-11 11:10:17.732946 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:25, price:0.0001, totalVolume:2783.6, tradedVolume:0, status: 0, time:10:21:27 
2023-03-11 11:10:17.734549 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:25, price:0.0001, totalVolume:2783.6, tradedVolume:2783, status: 1, time:10:21:27 
2023-03-11 11:10:17.738868 strategy(bkt000,): [成交回报] direction:2, offset:1, orderID:25, tradeID:29, price:16.790000915527344, volume:2783, time:10:21:27 
2023-03-11 11:10:17.739798 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:21:27, 市价卖出, 数量: 2783.6 
2023-03-11 11:10:17.742415 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:22:27, 挂单数量: 1, 挂单股数:0.599999999999909, 挂单编号: ['25_0_0'] 
2023-03-11 11:10:17.743939 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:25, price:0.0001, totalVolume:2783.6, tradedVolume:2783, status: 3, time:10:21:27 
2023-03-11 11:10:17.745951 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:23:27, 当前可用持仓: 25053.0 
2023-03-11 11:10:17.747261 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:23:27, 买一价: 16.790000915527344, 买一量: 8500, 买二价: 16.780000686645508, 买二量: 382500 
2023-03-11 11:10:17.748096 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:23:27, 本次拆单量: 2505.3, 最小可卖量:500, 买二档数量: 391000, 最大可卖量:39100.0, 本次发单数量: 2505.3 
2023-03-11 11:10:17.749474 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:26, price:0.0001, totalVolume:2505.3, tradedVolume:0, status: 0, time:10:23:27 
2023-03-11 11:10:17.753264 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:26, price:0.0001, totalVolume:2505.3, tradedVolume:2505, status: 1, time:10:23:27 
2023-03-11 11:10:17.754522 strategy(bkt000,): [成交回报] direction:2, offset:1, orderID:26, tradeID:30, price:16.790000915527344, volume:2505, time:10:23:27 
2023-03-11 11:10:17.755414 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:23:27, 市价卖出, 数量: 2505.3 
2023-03-11 11:10:17.758995 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:24:27, 挂单数量: 1, 挂单股数:0.3000000000001819, 挂单编号: ['26_0_0'] 
2023-03-11 11:10:17.760422 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:26, price:0.0001, totalVolume:2505.3, tradedVolume:2505, status: 3, time:10:23:27 
2023-03-11 11:10:17.762189 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:25:27, 当前可用持仓: 22548.0 
2023-03-11 11:10:17.763080 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:25:27, 买一价: 16.81999969482422, 买一量: 32400, 买二价: 16.809999465942383, 买二量: 182203 
2023-03-11 11:10:17.763885 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:25:27, 本次拆单量: 2254.8, 最小可卖量:500, 买二档数量: 214603, 最大可卖量:21460.300000000003, 本次发单数量: 2254.8 
2023-03-11 11:10:17.765183 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:27, price:0.0001, totalVolume:2254.8, tradedVolume:0, status: 0, time:10:25:27 
2023-03-11 11:10:17.766825 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:27, price:0.0001, totalVolume:2254.8, tradedVolume:2254, status: 1, time:10:25:27 
2023-03-11 11:10:17.768031 strategy(bkt000,): [成交回报] direction:2, offset:1, orderID:27, tradeID:31, price:16.81999969482422, volume:2254, time:10:25:27 
2023-03-11 11:10:17.768971 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:25:27, 市价卖出, 数量: 2254.8 
2023-03-11 11:10:17.771581 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:26:27, 挂单数量: 1, 挂单股数:0.8000000000001819, 挂单编号: ['27_0_0'] 
2023-03-11 11:10:17.772987 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:27, price:0.0001, totalVolume:2254.8, tradedVolume:2254, status: 3, time:10:25:27 
2023-03-11 11:10:17.774730 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:27:27, 当前可用持仓: 20294.0 
2023-03-11 11:10:17.775636 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:27:27, 买一价: 16.84000015258789, 买一量: 31600, 买二价: 16.829999923706055, 买二量: 41600 
2023-03-11 11:10:17.780283 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:27:27, 本次拆单量: 2029.4, 最小可卖量:500, 买二档数量: 73200, 最大可卖量:7320.0, 本次发单数量: 2029.4 
2023-03-11 11:10:17.781587 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:28, price:0.0001, totalVolume:2029.4, tradedVolume:0, status: 0, time:10:27:27 
2023-03-11 11:10:17.783152 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:28, price:0.0001, totalVolume:2029.4, tradedVolume:2029, status: 1, time:10:27:27 
2023-03-11 11:10:17.784322 strategy(bkt000,): [成交回报] direction:2, offset:1, orderID:28, tradeID:32, price:16.84000015258789, volume:2029, time:10:27:27 
2023-03-11 11:10:17.786248 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:27:27, 市价卖出, 数量: 2029.4 
2023-03-11 11:10:17.788873 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:28:27, 挂单数量: 1, 挂单股数:0.40000000000009095, 挂单编号: ['28_0_0'] 
2023-03-11 11:10:17.790617 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:28, price:0.0001, totalVolume:2029.4, tradedVolume:2029, status: 3, time:10:27:27 
2023-03-11 11:10:17.792492 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:29:27, 当前可用持仓: 18265.0 
2023-03-11 11:10:17.793598 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:29:27, 买一价: 16.829999923706055, 买一量: 46900, 买二价: 16.81999969482422, 买二量: 58800 
2023-03-11 11:10:17.795074 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:29:27, 本次拆单量: 1826.5, 最小可卖量:500, 买二档数量: 105700, 最大可卖量:10570.0, 本次发单数量: 1826.5 
2023-03-11 11:10:17.796371 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:29, price:0.0001, totalVolume:1826.5, tradedVolume:0, status: 0, time:10:29:27 
2023-03-11 11:10:17.799841 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:29, price:0.0001, totalVolume:1826.5, tradedVolume:1826, status: 1, time:10:29:27 
2023-03-11 11:10:17.801029 strategy(bkt000,): [成交回报] direction:2, offset:1, orderID:29, tradeID:33, price:16.829999923706055, volume:1826, time:10:29:27 
2023-03-11 11:10:17.802496 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:29:27, 市价卖出, 数量: 1826.5 
2023-03-11 11:10:17.805499 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:30:27, 挂单数量: 1, 挂单股数:0.5, 挂单编号: ['29_0_0'] 
2023-03-11 11:10:17.806914 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:29, price:0.0001, totalVolume:1826.5, tradedVolume:1826, status: 3, time:10:29:27 
2023-03-11 11:10:17.808662 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:31:27, 当前可用持仓: 16439.0 
2023-03-11 11:10:17.809543 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:31:27, 买一价: 16.809999465942383, 买一量: 147100, 买二价: 16.799999237060547, 买二量: 360600 
2023-03-11 11:10:17.810328 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:31:27, 本次拆单量: 1643.9, 最小可卖量:500, 买二档数量: 507700, 最大可卖量:50770.0, 本次发单数量: 1643.9 
2023-03-11 11:10:17.811648 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:30, price:0.0001, totalVolume:1643.9, tradedVolume:0, status: 0, time:10:31:27 
2023-03-11 11:10:17.813555 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:30, price:0.0001, totalVolume:1643.9, tradedVolume:1643, status: 1, time:10:31:27 
2023-03-11 11:10:17.816922 strategy(bkt000,): [成交回报] direction:2, offset:1, orderID:30, tradeID:34, price:16.809999465942383, volume:1643, time:10:31:27 
2023-03-11 11:10:17.817852 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:31:27, 市价卖出, 数量: 1643.9 
2023-03-11 11:10:17.820467 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:32:27, 挂单数量: 1, 挂单股数:0.900000000000091, 挂单编号: ['30_0_0'] 
2023-03-11 11:10:17.821879 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:30, price:0.0001, totalVolume:1643.9, tradedVolume:1643, status: 3, time:10:31:27 
2023-03-11 11:10:17.823947 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:33:27, 当前可用持仓: 14796.0 
2023-03-11 11:10:17.825085 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:33:27, 买一价: 16.809999465942383, 买一量: 103800, 买二价: 16.799999237060547, 买二量: 444400 
2023-03-11 11:10:17.825908 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:33:27, 本次拆单量: 1479.6, 最小可卖量:500, 买二档数量: 548200, 最大可卖量:54820.0, 本次发单数量: 1479.6 
2023-03-11 11:10:17.827248 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:31, price:0.0001, totalVolume:1479.6, tradedVolume:0, status: 0, time:10:33:27 
2023-03-11 11:10:17.828837 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:31, price:0.0001, totalVolume:1479.6, tradedVolume:1479, status: 1, time:10:33:27 
2023-03-11 11:10:17.830094 strategy(bkt000,): [成交回报] direction:2, offset:1, orderID:31, tradeID:35, price:16.809999465942383, volume:1479, time:10:33:27 
2023-03-11 11:10:17.831059 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:33:27, 市价卖出, 数量: 1479.6 
2023-03-11 11:10:17.833678 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:34:27, 挂单数量: 1, 挂单股数:0.599999999999909, 挂单编号: ['31_0_0'] 
2023-03-11 11:10:17.837952 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:31, price:0.0001, totalVolume:1479.6, tradedVolume:1479, status: 3, time:10:33:27 
2023-03-11 11:10:17.840869 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:35:27, 当前可用持仓: 13317.0 
2023-03-11 11:10:17.842228 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:35:27, 买一价: 16.809999465942383, 买一量: 10800, 买二价: 16.799999237060547, 买二量: 510200 
2023-03-11 11:10:17.843102 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:35:27, 本次拆单量: 1331.7, 最小可卖量:500, 买二档数量: 521000, 最大可卖量:52100.0, 本次发单数量: 1331.7 
2023-03-11 11:10:17.844378 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:32, price:0.0001, totalVolume:1331.7, tradedVolume:0, status: 0, time:10:35:27 
2023-03-11 11:10:17.845879 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:32, price:0.0001, totalVolume:1331.7, tradedVolume:1331, status: 1, time:10:35:27 
2023-03-11 11:10:17.847295 strategy(bkt000,): [成交回报] direction:2, offset:1, orderID:32, tradeID:36, price:16.809999465942383, volume:1331, time:10:35:27 
2023-03-11 11:10:17.848466 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:35:27, 市价卖出, 数量: 1331.7 
2023-03-11 11:10:17.851864 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:36:27, 挂单数量: 1, 挂单股数:0.7000000000000455, 挂单编号: ['32_0_0'] 
2023-03-11 11:10:17.853600 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:32, price:0.0001, totalVolume:1331.7, tradedVolume:1331, status: 3, time:10:35:27 
2023-03-11 11:10:17.855632 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:37:27, 当前可用持仓: 11986.0 
2023-03-11 11:10:17.859235 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:37:27, 买一价: 16.809999465942383, 买一量: 107700, 买二价: 16.799999237060547, 买二量: 612500 
2023-03-11 11:10:17.860444 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:37:27, 本次拆单量: 1198.6, 最小可卖量:500, 买二档数量: 720200, 最大可卖量:72020.0, 本次发单数量: 1198.6 
2023-03-11 11:10:17.861776 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:33, price:0.0001, totalVolume:1198.6, tradedVolume:0, status: 0, time:10:37:27 
2023-03-11 11:10:17.863832 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:33, price:0.0001, totalVolume:1198.6, tradedVolume:1198, status: 1, time:10:37:27 
2023-03-11 11:10:17.867062 strategy(bkt000,): [成交回报] direction:2, offset:1, orderID:33, tradeID:37, price:16.809999465942383, volume:1198, time:10:37:27 
2023-03-11 11:10:17.869073 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:37:27, 市价卖出, 数量: 1198.6 
2023-03-11 11:10:17.871970 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:38:27, 挂单数量: 1, 挂单股数:0.599999999999909, 挂单编号: ['33_0_0'] 
2023-03-11 11:10:17.873490 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:33, price:0.0001, totalVolume:1198.6, tradedVolume:1198, status: 3, time:10:37:27 
2023-03-11 11:10:17.875328 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:39:27, 当前可用持仓: 10788.0 
2023-03-11 11:10:17.876326 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:39:27, 买一价: 16.809999465942383, 买一量: 40800, 买二价: 16.799999237060547, 买二量: 716200 
2023-03-11 11:10:17.877094 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:39:27, 本次拆单量: 1078.8, 最小可卖量:500, 买二档数量: 757000, 最大可卖量:75700.0, 本次发单数量: 1078.8 
2023-03-11 11:10:17.878406 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:34, price:0.0001, totalVolume:1078.8, tradedVolume:0, status: 0, time:10:39:27 
2023-03-11 11:10:17.879990 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:34, price:0.0001, totalVolume:1078.8, tradedVolume:1078, status: 1, time:10:39:27 
2023-03-11 11:10:17.881250 strategy(bkt000,): [成交回报] direction:2, offset:1, orderID:34, tradeID:38, price:16.809999465942383, volume:1078, time:10:39:27 
2023-03-11 11:10:17.884895 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:39:27, 市价卖出, 数量: 1078.8 
2023-03-11 11:10:17.887940 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:40:27, 挂单数量: 1, 挂单股数:0.7999999999999545, 挂单编号: ['34_0_0'] 
2023-03-11 11:10:17.890108 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:34, price:0.0001, totalVolume:1078.8, tradedVolume:1078, status: 3, time:10:39:27 
2023-03-11 11:10:17.892589 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:41:27, 当前可用持仓: 9710.0 
2023-03-11 11:10:17.894114 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:41:27, 买一价: 16.84000015258789, 买一量: 200, 买二价: 16.829999923706055, 买二量: 7500 
2023-03-11 11:10:17.895471 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:41:27, 本次拆单量: 971.0, 最小可卖量:500, 买二档数量: 7700, 最大可卖量:770.0, 本次发单数量: 770.0 
2023-03-11 11:10:17.897776 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:35, price:0.0001, totalVolume:770.0, tradedVolume:0, status: 0, time:10:41:27 
2023-03-11 11:10:17.899959 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:35, price:0.0001, totalVolume:770.0, tradedVolume:200, status: 1, time:10:41:27 
2023-03-11 11:10:17.901861 strategy(bkt000,): [成交回报] direction:2, offset:1, orderID:35, tradeID:39, price:16.84000015258789, volume:200, time:10:41:27 
2023-03-11 11:10:17.903618 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:35, price:0.0001, totalVolume:770.0, tradedVolume:770, status: 2, time:10:41:27 
2023-03-11 11:10:17.907665 strategy(bkt000,): [成交回报] direction:2, offset:1, orderID:35, tradeID:40, price:16.829999923706055, volume:570, time:10:41:27 
2023-03-11 11:10:17.908600 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:41:27, 市价卖出, 数量: 770.0 
2023-03-11 11:10:17.910406 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:42:27, 当前可用持仓: 8940.0 
2023-03-11 11:10:17.911360 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:42:27, 买一价: 16.829999923706055, 买一量: 35700, 买二价: 16.81999969482422, 买二量: 108300 
2023-03-11 11:10:17.913773 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:42:27, 本次拆单量: 894.0, 最小可卖量:500, 买二档数量: 144000, 最大可卖量:14400.0, 本次发单数量: 894.0 
2023-03-11 11:10:17.915126 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:36, price:0.0001, totalVolume:894.0, tradedVolume:0, status: 0, time:10:42:27 
2023-03-11 11:10:17.917242 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:36, price:0.0001, totalVolume:894.0, tradedVolume:894, status: 2, time:10:42:27 
2023-03-11 11:10:17.918453 strategy(bkt000,): [成交回报] direction:2, offset:1, orderID:36, tradeID:41, price:16.829999923706055, volume:894, time:10:42:27 
2023-03-11 11:10:17.919398 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:42:27, 市价卖出, 数量: 894.0 
2023-03-11 11:10:17.922265 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:43:27, 当前可用持仓: 8046.0 
2023-03-11 11:10:17.923117 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:43:27, 买一价: 16.81999969482422, 买一量: 94300, 买二价: 16.809999465942383, 买二量: 239600 
2023-03-11 11:10:17.923888 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:43:27, 本次拆单量: 804.6, 最小可卖量:500, 买二档数量: 333900, 最大可卖量:33390.0, 本次发单数量: 804.6 
2023-03-11 11:10:17.925154 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:37, price:0.0001, totalVolume:804.6, tradedVolume:0, status: 0, time:10:43:27 
2023-03-11 11:10:17.926853 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:37, price:0.0001, totalVolume:804.6, tradedVolume:804, status: 1, time:10:43:27 
2023-03-11 11:10:17.928079 strategy(bkt000,): [成交回报] direction:2, offset:1, orderID:37, tradeID:42, price:16.81999969482422, volume:804, time:10:43:27 
2023-03-11 11:10:17.929003 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:43:27, 市价卖出, 数量: 804.6 
2023-03-11 11:10:17.931834 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:44:27, 挂单数量: 1, 挂单股数:0.6000000000000227, 挂单编号: ['37_0_0'] 
2023-03-11 11:10:17.933397 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:37, price:0.0001, totalVolume:804.6, tradedVolume:804, status: 3, time:10:43:27 
2023-03-11 11:10:17.937594 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:45:27, 当前可用持仓: 7242.0 
2023-03-11 11:10:17.938475 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:45:27, 买一价: 16.799999237060547, 买一量: 902900, 买二价: 16.790000915527344, 买二量: 236300 
2023-03-11 11:10:17.939229 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:45:27, 本次拆单量: 724.2, 最小可卖量:500, 买二档数量: 1139200, 最大可卖量:113920.0, 本次发单数量: 724.2 
2023-03-11 11:10:17.940480 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:38, price:0.0001, totalVolume:724.2, tradedVolume:0, status: 0, time:10:45:27 
2023-03-11 11:10:17.942090 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:38, price:0.0001, totalVolume:724.2, tradedVolume:724, status: 1, time:10:45:27 
2023-03-11 11:10:17.944916 strategy(bkt000,): [成交回报] direction:2, offset:1, orderID:38, tradeID:43, price:16.799999237060547, volume:724, time:10:45:27 
2023-03-11 11:10:17.945808 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:45:27, 市价卖出, 数量: 724.2 
2023-03-11 11:10:17.948448 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:46:27, 挂单数量: 1, 挂单股数:0.20000000000004547, 挂单编号: ['38_0_0'] 
2023-03-11 11:10:17.949854 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:38, price:0.0001, totalVolume:724.2, tradedVolume:724, status: 3, time:10:45:27 
2023-03-11 11:10:17.952610 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:47:27, 当前可用持仓: 6518.0 
2023-03-11 11:10:17.953617 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:47:27, 买一价: 16.790000915527344, 买一量: 229700, 买二价: 16.780000686645508, 买二量: 850000 
2023-03-11 11:10:17.954412 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:47:27, 本次拆单量: 651.8, 最小可卖量:500, 买二档数量: 1079700, 最大可卖量:107970.0, 本次发单数量: 651.8 
2023-03-11 11:10:17.955639 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:39, price:0.0001, totalVolume:651.8, tradedVolume:0, status: 0, time:10:47:27 
2023-03-11 11:10:17.957317 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:39, price:0.0001, totalVolume:651.8, tradedVolume:651, status: 1, time:10:47:27 
2023-03-11 11:10:17.958610 strategy(bkt000,): [成交回报] direction:2, offset:1, orderID:39, tradeID:44, price:16.790000915527344, volume:651, time:10:47:27 
2023-03-11 11:10:17.961420 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:47:27, 市价卖出, 数量: 651.8 
2023-03-11 11:10:17.964385 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:48:27, 挂单数量: 1, 挂单股数:0.7999999999999545, 挂单编号: ['39_0_0'] 
2023-03-11 11:10:17.966850 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:39, price:0.0001, totalVolume:651.8, tradedVolume:651, status: 3, time:10:47:27 
2023-03-11 11:10:17.968645 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:49:27, 当前可用持仓: 5867.0 
2023-03-11 11:10:17.969618 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:49:27, 买一价: 16.780000686645508, 买一量: 333500, 买二价: 16.770000457763672, 买二量: 789600 
2023-03-11 11:10:17.970391 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:49:27, 本次拆单量: 586.7, 最小可卖量:500, 买二档数量: 1123100, 最大可卖量:112310.0, 本次发单数量: 586.7 
2023-03-11 11:10:17.971661 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:40, price:0.0001, totalVolume:586.7, tradedVolume:0, status: 0, time:10:49:27 
2023-03-11 11:10:17.973290 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:40, price:0.0001, totalVolume:586.7, tradedVolume:586, status: 1, time:10:49:27 
2023-03-11 11:10:17.976357 strategy(bkt000,): [成交回报] direction:2, offset:1, orderID:40, tradeID:45, price:16.780000686645508, volume:586, time:10:49:27 
2023-03-11 11:10:17.977579 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:49:27, 市价卖出, 数量: 586.7 
2023-03-11 11:10:17.981306 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:50:27, 挂单数量: 1, 挂单股数:0.7000000000000455, 挂单编号: ['40_0_0'] 
2023-03-11 11:10:17.982858 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:40, price:0.0001, totalVolume:586.7, tradedVolume:586, status: 3, time:10:49:27 
2023-03-11 11:10:17.984645 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:51:27, 当前可用持仓: 5281.0 
2023-03-11 11:10:17.985542 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:51:27, 买一价: 16.780000686645508, 买一量: 492400, 买二价: 16.770000457763672, 买二量: 873900 
2023-03-11 11:10:17.986313 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:51:27, 本次拆单量: 528.1, 最小可卖量:500, 买二档数量: 1366300, 最大可卖量:136630.0, 本次发单数量: 528.1 
2023-03-11 11:10:17.987555 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:41, price:0.0001, totalVolume:528.1, tradedVolume:0, status: 0, time:10:51:27 
2023-03-11 11:10:17.989048 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:41, price:0.0001, totalVolume:528.1, tradedVolume:528, status: 1, time:10:51:27 
2023-03-11 11:10:17.990223 strategy(bkt000,): [成交回报] direction:2, offset:1, orderID:41, tradeID:46, price:16.780000686645508, volume:528, time:10:51:27 
2023-03-11 11:10:17.991133 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:51:27, 市价卖出, 数量: 528.1 
2023-03-11 11:10:17.993735 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:52:27, 挂单数量: 1, 挂单股数:0.10000000000002274, 挂单编号: ['41_0_0'] 
2023-03-11 11:10:17.995117 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:41, price:0.0001, totalVolume:528.1, tradedVolume:528, status: 3, time:10:51:27 
2023-03-11 11:10:17.996881 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:53:27, 当前可用持仓: 4753.0 
2023-03-11 11:10:17.997762 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:53:27, 买一价: 16.790000915527344, 买一量: 126300, 买二价: 16.780000686645508, 买二量: 560600 
2023-03-11 11:10:17.998501 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:53:27, 本次拆单量: 475.3, 最小可卖量:500, 买二档数量: 686900, 最大可卖量:68690.0, 本次发单数量: 500 
2023-03-11 11:10:17.999707 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:42, price:0.0001, totalVolume:4753, tradedVolume:0, status: 0, time:10:53:27 
2023-03-11 11:10:18.001184 strategy(bkt000,): [委托回报] direction:2, offset:1, orderID:42, price:0.0001, totalVolume:4753, tradedVolume:4753, status: 2, time:10:53:27 
2023-03-11 11:10:18.002372 strategy(bkt000,): [成交回报] direction:2, offset:1, orderID:42, tradeID:47, price:16.790000915527344, volume:4753, time:10:53:27 
2023-03-11 11:10:18.007946 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:53:27, 清仓! 
2023-03-11 11:10:18.009672 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:54:27, 当前可用持仓: 0.0 
2023-03-11 11:10:18.010501 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:54:27, 当前可用持仓: 0.0, 拆单程序完成！ 
2023-03-11 11:10:18.011329 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:54:27, 买一价: 16.799999237060547, 买一量: 45200, 买二价: 16.790000915527344, 买二量: 185400 
2023-03-11 11:10:18.012088 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:54:27, 本次拆单量: 0.0, 最小可卖量:500, 买二档数量: 230600, 最大可卖量:23060.0, 本次发单数量: 500 
2023-03-11 11:10:18.012936 strategy(bkt000,): 日期: 2023-03-02, 时间: 10:54:27, 清仓!
    • 收益率-0.59%
    • 年化收益率-50.89%
    • 基准收益率-0.22%
    • 阿尔法-0.89
    • 贝塔0.98
    • 夏普比率-4.22
    • 胜率0.0
    • 盈亏比0.0
    • 收益波动率18.04%
    • 信息比率-44.18
    • 最大回撤1.09%
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