策略名称¶

网格交易策略

策略逻辑¶

第一步：确定价格中枢、压力位和阻力位第二步：确定网格的数量和间隔第三步：当价格触碰到网格线时，若高于买入价，则每上升一格卖出m手；若低于买入价，则每下跌一格买入m手。

In [2]:

from datetime import datetime,timedelta
from biglearning.api import M
from bigtrader.constant import *
import pandas as pd
import numpy as np
 
def initialize(context):
    """初始化"""
    msg = "initialize:" 
    context.write_log(msg, stdout=1) 
    
    context.ins = context.instruments#从传入参数中获取需要交易的合约
    context.order_num = 2#下单手数
    context.last_grid = 0 # 储存前一个网格所处区间，用来和最新网格所处区间作比较
    
    context.closetime_day = "14:58" #日内策略白盘平仓时间，一般14:58
    context.closetime_night = "22:58"#日内策略夜盘平仓时间，一般22:58，注意有些商品夜盘收盘时间不一样

def before_trading(context, data):
    """盘前处理"""
    context.subscribe(context.ins) #注册合约

    # 记录上一次交易时网格范围的变化情况（例如从4区到5区，记为4,5）
    context.grid_change_last = [[0,0] for i in range(len(context.ins))]
    # 以前一日的收盘价为中枢价格
    context.center = [data.history(context.ins[i],["close"],1,"1d")[0] for i in range(len(context.ins))]

    
def handle_data(context, data):
    """Bar行情推送"""
    cur_date =  data.current_dt
    cur_hm = cur_date.strftime('%H:%M') #time     
    # 分别获取多头持仓和空头持仓
    for i in range(len(context.ins)):
        instr = context.ins[i]
        position_long = context.get_position(instr, Direction.LONG)
        position_short = context.get_position(instr, Direction.SHORT)
        # 获取当前价格
        price = data.current(instr, "close")

        #部分品种夜盘收盘时间不一样，此时间表示指定的尾盘平仓时间往后偏移30分钟，这段时间内不能开新仓，只能平仓。给30分钟是为了足够的冗余
        closetime_nightshift = (datetime.strptime(context.closetime_night,'%H:%M') + timedelta(minutes = 30)).strftime('%H:%M')  
        #尾盘平仓
        if((cur_hm>=context.closetime_day and cur_hm<="15:00") or (cur_hm>=context.closetime_night and cur_hm<=closetime_nightshift)):
            if(position_long.avail_qty != 0):
                rv = context.sell_close(instr, position_long.avail_qty, price, order_type=OrderType.MARKET)
                msg = "{} 尾盘平多 for {}  最新价={} 下单函数返回={}".format(str(cur_date),instr,str(price),str(rv))
                context.write_log(msg, stdout=1) #输出关键日志
            if(position_short.avail_qty != 0):
                rv = context.buy_close(instr, position_short.avail_qty, price, order_type=OrderType.MARKET)
                msg = "{} 尾盘平空 for {}  最新价={} 下单函数返回={}".format(str(cur_date),instr,str(price),str(rv))
                context.write_log(msg, stdout=1) #输出关键日志
            #尾盘不开新仓，直接返回
            continue

        # 设置网格和当前价格所处的网格区域
        band = np.array([0.91, 0.92, 0.93, 0.94, 0.95, 0.96, 0.97, 0.98, 0.99, 1, 1.01, 1.02, 1.03, 1.04, 1.05, 1.06, 1.07, 1.08, 1.09]) * context.center[i][-1]
        grid = pd.cut([price], band, labels=[1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18])[0]
        # 如果价格超出网格设置范围，则提示调节网格宽度和数量
        if np.isnan(grid):
            context.write_log("价格波动超过网格范围，可适当调节网格宽度和数量", stdout=1) #输出关键日志
        # 如果新的价格所处网格区间和前一个价格所处的网格区间不同，说明触碰到了网格线，需要进行交易
        # 如果新网格大于前一天的网格，做空或平多
        if context.last_grid < grid:
            # 记录新旧格子范围（按照大小排序）
            grid_change_new = [context.last_grid,grid]
            # 几种例外：
            # 当last_grid = 0 时是初始阶段，不构成信号
            # 如果此时grid = 3，说明当前价格仅在开盘价之下的3区域中，没有突破网格线
            # 如果此时grid = 4，说明当前价格仅在开盘价之上的4区域中，没有突破网格线
            if context.last_grid == 0:
                context.last_grid = grid
                return
            if context.last_grid != 0:
                # 如果前一次开仓是4-5，这一次是5-4，算是没有突破，不成交
                if grid_change_new != context.grid_change_last[i]:
                    # 更新前一次的数据
                    context.last_grid = grid
                    context.grid_change_last[i] = grid_change_new
                    # 如果有多仓，平多
                    if position_long.avail_qty != 0:
                        rv = context.sell_close(instr,context.order_num, price, order_type=OrderType.MARKET)
                        msg = "{} 平多 for {}  最新价={} 下单函数返回={}".format(str(cur_date),instr,str(price),str(rv))
                        context.write_log(msg, stdout=1) #输出关键日志
                    # 否则，做空
                    if not position_long.avail_qty != 0:
                        rv = context.sell_open(instr, context.order_num, price, order_type=OrderType.MARKET)
                        msg = "{} 开空 for {}  最新价={} 下单函数返回={}".format(str(cur_date),instr,str(price),str(rv))
                        context.write_log(msg, stdout=1) #输出关键日志

        # 如果新网格小于前一天的网格，做多或平空
        if context.last_grid > grid:
            # 记录新旧格子范围（按照大小排序）
            grid_change_new = [grid,context.last_grid]
            # 几种例外：
            # 当last_grid = 0 时是初始阶段，不构成信号
            # 如果此时grid = 3，说明当前价格仅在开盘价之下的3区域中，没有突破网格线
            # 如果此时grid = 4，说明当前价格仅在开盘价之上的4区域中，没有突破网格线
            if context.last_grid == 0:
                context.last_grid = grid
                return
            if context.last_grid != 0:
                # 如果前一次开仓是4-5，这一次是5-4，算是没有突破，不成交
                if grid_change_new != context.grid_change_last[i]:
                    # 更新前一次的数据
                    context.last_grid = grid
                    context.grid_change_last[i] = grid_change_new
                    # 如果有空仓，平空
                    if position_short.avail_qty != 0:
                        rv = context.buy_close(instr, context.order_num, price, order_type=OrderType.MARKET)
                        msg = "{} 平空 for {}  最新价={} 下单函数返回={}".format(str(cur_date),instr,str(price),str(rv))
                        context.write_log(msg, stdout=1) #输出关键日志
                    # 否则，做多
                    if not position_short:
                        rv = context.buy_open(instr, context.order_num, price, order_type=OrderType.MARKET)
                        msg = "{} 开多 for {}  最新价={} 下单函数返回={}".format(str(cur_date),instr,str(price),str(rv))
                        context.write_log(msg, stdout=1) #输出关键日志

        # 设计一个止损条件：当持仓量达到10手，全部平仓
        if position_long.avail_qty == 10 or position_long.avail_qty == 10:
            context.write_log('触发止损，全部平仓', stdout=1) #输出关键日志
            if(position_long.avail_qty != 0):
                rv = context.sell_close(instr, position_long.avail_qty, price, order_type=OrderType.MARKET)
                msg = "{} 止损平多 for {}  最新价={} 下单函数返回={}".format(str(cur_date),instr,str(price),str(rv))
                context.write_log(msg, stdout=1) #输出关键日志
            if(position_short.avail_qty != 0):
                rv = context.buy_close(instr, position_short.avail_qty, price, order_type=OrderType.MARKET)
                msg = "{} 止损平空 for {}  最新价={} 下单函数返回={}".format(str(cur_date),instr,str(price),str(rv))
                context.write_log(msg, stdout=1) #输出关键日志

            
def handle_order(context, order):
    """委托回报推送"""
    msg = "handle_order data:{}".format(order.log_str())
    context.write_log(msg, stdout=1)
         
def handle_trade(context, trade):
    """成交回报推送"""
    msg = "handle_trade data:{}".format(trade.log_str())
    context.write_log(msg, stdout=1) 
    # 分别获取最新的多头持仓和空头持仓
    position_long = context.get_position(trade.symbol, Direction.LONG)
    position_short = context.get_position(trade.symbol, Direction.SHORT)
    msg = "当前多头持仓:{} 当前空头持仓:{}".format(str(position_long),str(position_short))
    context.write_log(msg, stdout=1) 

instruments = ["RB2110.SHF","RB2109.SHF"] #"RB2110.SHF",

start_date = "2021-01-05"
end_date = "2021-02-05"
md = M.hftrade.v2(start_date=start_date,
                     end_date=end_date,
                     instruments=instruments, 
                     capital_base=100000,
                     product_type=Product.FUTURE,
                     frequency=Frequency.MINUTE,
                     initialize=initialize,
                     before_trading_start=before_trading,
                     handle_data=handle_data,
                     handle_order=handle_order,
                     handle_trade=handle_trade,
                     plot_charts=True,
                     disable_cache=0,
                     show_debug_info=1,
                     before_start_days=10)

/home/aiuser/.local/lib/python3.8/site-packages/numpy/core/getlimits.py:500: UserWarning: The value of the smallest subnormal for <class 'numpy.float64'> type is zero.
  setattr(self, word, getattr(machar, word).flat[0])
/home/aiuser/.local/lib/python3.8/site-packages/numpy/core/getlimits.py:89: UserWarning: The value of the smallest subnormal for <class 'numpy.float64'> type is zero.
  return self._float_to_str(self.smallest_subnormal)
/home/aiuser/.local/lib/python3.8/site-packages/numpy/core/getlimits.py:500: UserWarning: The value of the smallest subnormal for <class 'numpy.float32'> type is zero.
  setattr(self, word, getattr(machar, word).flat[0])
/home/aiuser/.local/lib/python3.8/site-packages/numpy/core/getlimits.py:89: UserWarning: The value of the smallest subnormal for <class 'numpy.float32'> type is zero.
  return self._float_to_str(self.smallest_subnormal)

[2023-05-22 22:08:48.590936] INFO moduleinvoker: hfbacktest.v2 开始运行..
[2023-05-22 22:08:48.598350] INFO hfbacktest: passed-in daily_data_ds:None
[2023-05-22 22:08:48.600584] INFO hfbacktest: passed-in minute_data_ds:None
[2023-05-22 22:08:48.602215] INFO hfbacktest: passed-in tick_data_ds:None
[2023-05-22 22:08:48.603604] INFO hfbacktest: passed-in each_data_ds:None
[2023-05-22 22:08:48.605103] INFO hfbacktest: passed-in dominant_data_ds:None
[2023-05-22 22:08:48.606745] INFO hfbacktest: passed-in basic_data_ds:None
[2023-05-22 22:08:48.608014] INFO hfbacktest: passed-in benchmark_data_ds:None
[2023-05-22 22:08:48.698776] INFO hfbacktest: hfbacktest2 V2.0.0
[2023-05-22 22:08:48.701494] INFO hfbacktest: pytradersdk v1.0.0 2023-05-19
[2023-05-22 22:08:48.764007] INFO hfbacktest: strategy callbacks:{'initialize': <function initialize at 0x7f8071dddee0>, 'before_trading': <function before_trading at 0x7f8071dddd30>, 'handle_data': <function handle_data at 0x7f8071dddca0>, 'handle_trade': <function handle_trade at 0x7f807180c5e0>, 'handle_order': <function handle_order at 0x7f807180c550>}
[2023-05-22 22:08:48.766273] INFO hfbacktest: begin reading history data, 2021-01-05 00:00:00~2021-02-05, disable_cache:0, replay_bdb:False
[2023-05-22 22:08:48.767855] INFO hfbacktest: reading benchmark data 000300.HIX 2021-01-05 00:00:00~2021-02-05...
[2023-05-22 22:08:48.783982] INFO moduleinvoker: cached.v2 开始运行..
[2023-05-22 22:08:48.793884] INFO moduleinvoker: 命中缓存
[2023-05-22 22:08:48.796918] INFO moduleinvoker: cached.v2 运行完成[0.012995s].
[2023-05-22 22:08:49.102272] INFO hfbacktest: reading daily data 2020-01-06 00:00:00~2021-02-05...
[2023-05-22 22:08:49.129605] INFO moduleinvoker: cached.v2 开始运行..
[2023-05-22 22:08:49.137881] INFO moduleinvoker: 命中缓存
[2023-05-22 22:08:49.140959] INFO moduleinvoker: cached.v2 运行完成[0.011353s].
[2023-05-22 22:08:49.257941] INFO hfbacktest: reading minute data 2020-12-24 20:55:00~2021-02-05...
[2023-05-22 22:08:49.276019] INFO moduleinvoker: cached.v2 开始运行..
[2023-05-22 22:08:49.282816] INFO moduleinvoker: 命中缓存
[2023-05-22 22:08:49.285157] INFO moduleinvoker: cached.v2 运行完成[0.009171s].
[2023-05-22 22:08:49.485087] INFO hfbacktest: cached_benchmark_ds:DataSource(8ba3c0865e7d4a80ade53a550b13cf02T)
[2023-05-22 22:08:49.487668] INFO hfbacktest: cached_daily_ds:DataSource(7dd877f6a3904cc187e1228a5c852915T)
[2023-05-22 22:08:49.489648] INFO hfbacktest: cached_minute_ds:DataSource(aebc05b959684d40baaaad857c3451b8T)
[2023-05-22 22:08:49.491028] INFO hfbacktest: cached_tick_ds:None
[2023-05-22 22:08:49.492260] INFO hfbacktest: cached_each_ds:None
[2023-05-22 22:08:49.493478] INFO hfbacktest: dominant_data_ds:None
[2023-05-22 22:08:49.494767] INFO hfbacktest: read history data done, call run backtest(future,1m,100000,2021-01-05~2021-02-05) ...
[2023-05-22 22:08:49.496450] INFO hfbacktest: run_algo: PyTradeEngine ver=1.0.0
[2023-05-22 22:08:49.501256] INFO hfbacktest: run algo: init rv=0
[2023-05-22 22:08:49.512545] INFO hfbacktest: run_algo: set_history_data frequency='1m', len=20700, rv=0
[2023-05-22 22:08:49.515002] INFO hfbacktest: run_algo: add strategy funcs done rv=1, running...
2023-05-22 22:08:49.517109 initialize:
2023-05-22 22:08:49.553670 2021-01-04 21:03:00 开空 for RB2109.SHF  最新价=4306.0 下单函数返回=1
2023-05-22 22:08:49.559543 handle_order data:PyOrderData[bktfut,,RB2109.SHF,'2','0',0,2,4306.0000,6(Unknown),20210104 210300000,1_0_0,pystrategy]
2023-05-22 22:08:49.563902 handle_order data:PyOrderData[bktfut,2,RB2109.SHF,'2','0',0,2,4306.0000,0(NotTraded),20210104 210300000,1_0_0,pystrategy]
2023-05-22 22:08:49.568124 handle_order data:PyOrderData[bktfut,2,RB2109.SHF,'2','0',1,2,4306.0000,1(PartTraded),20210104 210300000,1_0_0,pystrategy]
2023-05-22 22:08:49.571838 handle_trade data:PyTradeData(bktfut,2,RB2109.SHF,'2','0',1,4306.0000,     1,20210104 210400000,pystrategy,1_0_0)
2023-05-22 22:08:49.575617 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4298.0000,0.00,20210105) at 0x0x7f7fe5519310 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',1,1,1,0|0,4306.0000,4306.0000,5597.80,20210105) at 0x0x7f7fe41aea40
2023-05-22 22:08:49.593992 handle_order data:PyOrderData[bktfut,2,RB2109.SHF,'2','0',2,2,4306.0000,2(AllTraded),20210104 210300000,1_0_0,pystrategy]
2023-05-22 22:08:49.598621 handle_trade data:PyTradeData(bktfut,2,RB2109.SHF,'2','0',1,4298.0000,     2,20210104 211200000,pystrategy,1_0_0)
2023-05-22 22:08:49.602614 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4312.0000,0.00,20210105) at 0x0x7f7fe5519310 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',2,2,2,0|0,4302.0000,4298.0000,11185.20,20210105) at 0x0x7f7fe41aea40
2023-05-22 22:08:49.825643 2021-01-04 22:58:00 尾盘平空 for RB2109.SHF  最新价=4332.0 下单函数返回=2
2023-05-22 22:08:49.831010 handle_order data:PyOrderData[bktfut,,RB2109.SHF,'1','2',0,2,4332.0000,6(Unknown),20210104 225800000,2_0_0,pystrategy]
2023-05-22 22:08:49.835947 handle_order data:PyOrderData[bktfut,3,RB2109.SHF,'1','2',0,2,4332.0000,0(NotTraded),20210104 225800000,2_0_0,pystrategy]
2023-05-22 22:08:49.840563 handle_order data:PyOrderData[bktfut,3,RB2109.SHF,'1','2',1,2,4332.0000,1(PartTraded),20210104 225800000,2_0_0,pystrategy]
2023-05-22 22:08:49.846964 handle_trade data:PyTradeData(bktfut,3,RB2109.SHF,'1','2',1,4332.0000,     3,20210104 225900000,pystrategy,2_0_0)
2023-05-22 22:08:49.853467 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4325.0000,0.00,20210105) at 0x0x7f7fe5519310 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',1,0,1,1|1,4302.0000,4325.0000,5587.40,20210105) at 0x0x7f7fe41aea40
2023-05-22 22:08:49.857785 handle_order data:PyOrderData[bktfut,3,RB2109.SHF,'1','2',2,2,4332.0000,2(AllTraded),20210104 225800000,2_0_0,pystrategy]
2023-05-22 22:08:49.862135 handle_trade data:PyTradeData(bktfut,3,RB2109.SHF,'1','2',1,4325.0000,     4,20210105 90100000,pystrategy,2_0_0)
2023-05-22 22:08:49.866262 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4315.0000,0.00,20210105) at 0x0x7f7fe5519310 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',0,0,0,0|0,4302.0000,4315.0000,0.00,20210105) at 0x0x7f7fe41aea40
2023-05-22 22:08:50.334921 2021-01-05 21:01:00 开空 for RB2110.SHF  最新价=4285.0 下单函数返回=3
2023-05-22 22:08:50.342279 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'2','0',0,2,4285.0000,6(Unknown),20210105 210100000,3_0_0,pystrategy]
2023-05-22 22:08:50.347783 handle_order data:PyOrderData[bktfut,4,RB2110.SHF,'2','0',0,2,4285.0000,0(NotTraded),20210105 210100000,3_0_0,pystrategy]
2023-05-22 22:08:50.352286 handle_order data:PyOrderData[bktfut,4,RB2110.SHF,'2','0',2,2,4285.0000,2(AllTraded),20210105 210100000,3_0_0,pystrategy]
2023-05-22 22:08:50.357397 handle_trade data:PyTradeData(bktfut,4,RB2110.SHF,'2','0',2,4284.0000,     5,20210105 210200000,pystrategy,3_0_0)
2023-05-22 22:08:50.362480 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4290.0000,0.00,20210106) at 0x0x7f7fe5519310 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',2,2,2,0|0,4284.0000,4284.0000,11138.40,20210106) at 0x0x7f7fe41aed20
2023-05-22 22:08:50.462957 2021-01-05 21:42:00 开空 for RB2109.SHF  最新价=4350.0 下单函数返回=4
2023-05-22 22:08:50.468217 handle_order data:PyOrderData[bktfut,,RB2109.SHF,'2','0',0,2,4350.0000,6(Unknown),20210105 214200000,4_0_0,pystrategy]
2023-05-22 22:08:50.472409 handle_order data:PyOrderData[bktfut,5,RB2109.SHF,'2','0',0,2,4350.0000,0(NotTraded),20210105 214200000,4_0_0,pystrategy]
2023-05-22 22:08:50.479581 2021-01-05 21:43:00 平空 for RB2110.SHF  最新价=4308.0 下单函数返回=5
2023-05-22 22:08:50.487162 2021-01-05 21:43:00 开空 for RB2109.SHF  最新价=4350.0 下单函数返回=6
2023-05-22 22:08:50.492225 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'1','2',0,2,4308.0000,6(Unknown),20210105 214300000,5_0_0,pystrategy]
2023-05-22 22:08:50.496365 handle_order data:PyOrderData[bktfut,,RB2109.SHF,'2','0',0,2,4350.0000,6(Unknown),20210105 214300000,6_0_0,pystrategy]
2023-05-22 22:08:50.500883 handle_order data:PyOrderData[bktfut,6,RB2110.SHF,'1','2',0,2,4308.0000,0(NotTraded),20210105 214300000,5_0_0,pystrategy]
2023-05-22 22:08:50.505599 handle_order data:PyOrderData[bktfut,7,RB2109.SHF,'2','0',0,2,4350.0000,0(NotTraded),20210105 214300000,6_0_0,pystrategy]
2023-05-22 22:08:50.511648 handle_order data:PyOrderData[bktfut,6,RB2110.SHF,'1','2',2,2,4308.0000,2(AllTraded),20210105 214300000,5_0_0,pystrategy]
2023-05-22 22:08:50.517339 handle_trade data:PyTradeData(bktfut,6,RB2110.SHF,'1','2',2,4308.0000,     6,20210105 214400000,pystrategy,5_0_0)
2023-05-22 22:08:50.523124 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4308.0000,0.00,20210106) at 0x0x7f7fe5519310 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',0,0,0,0|0,4284.0000,4308.0000,0.00,20210106) at 0x0x7f7fe41aed20
2023-05-22 22:08:50.535419 handle_order data:PyOrderData[bktfut,5,RB2109.SHF,'2','0',1,2,4350.0000,1(PartTraded),20210105 214200000,4_0_0,pystrategy]
2023-05-22 22:08:50.542335 handle_trade data:PyTradeData(bktfut,5,RB2109.SHF,'2','0',1,4350.0000,     7,20210105 214700000,pystrategy,4_0_0)
2023-05-22 22:08:50.548057 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4340.0000,0.00,20210106) at 0x0x7f7fe41aea40 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',1,1,1,0|0,4350.0000,4350.0000,5655.00,20210106) at 0x0x7f7fe41aebb0
2023-05-22 22:08:50.554341 handle_order data:PyOrderData[bktfut,7,RB2109.SHF,'2','0',1,2,4350.0000,1(PartTraded),20210105 214300000,6_0_0,pystrategy]
2023-05-22 22:08:50.559060 handle_trade data:PyTradeData(bktfut,7,RB2109.SHF,'2','0',1,4350.0000,     8,20210105 214700000,pystrategy,6_0_0)
2023-05-22 22:08:50.563074 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4340.0000,0.00,20210106) at 0x0x7f7fe41aea40 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',2,2,2,0|0,4350.0000,4350.0000,11310.00,20210106) at 0x0x7f7fe41aebb0
2023-05-22 22:08:50.581158 handle_order data:PyOrderData[bktfut,5,RB2109.SHF,'2','0',2,2,4350.0000,2(AllTraded),20210105 214200000,4_0_0,pystrategy]
2023-05-22 22:08:50.586060 handle_trade data:PyTradeData(bktfut,5,RB2109.SHF,'2','0',1,4340.0000,     9,20210105 215500000,pystrategy,4_0_0)
2023-05-22 22:08:50.590076 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4346.0000,0.00,20210106) at 0x0x7f7fe41aea40 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',3,3,3,0|0,4346.6667,4340.0000,16952.00,20210106) at 0x0x7f7fe41aebb0
2023-05-22 22:08:50.594106 handle_order data:PyOrderData[bktfut,7,RB2109.SHF,'2','0',2,2,4350.0000,2(AllTraded),20210105 214300000,6_0_0,pystrategy]
2023-05-22 22:08:50.597970 handle_trade data:PyTradeData(bktfut,7,RB2109.SHF,'2','0',1,4340.0000,    10,20210105 215500000,pystrategy,6_0_0)
2023-05-22 22:08:50.602366 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4346.0000,0.00,20210106) at 0x0x7f7fe41aea40 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',4,4,4,0|0,4345.0000,4340.0000,22594.00,20210106) at 0x0x7f7fe41aebb0
2023-05-22 22:08:50.619914 2021-01-05 22:02:00 开空 for RB2109.SHF  最新价=4316.0 下单函数返回=7
2023-05-22 22:08:50.624043 handle_order data:PyOrderData[bktfut,,RB2109.SHF,'2','0',0,2,4316.0000,6(Unknown),20210105 220200000,7_0_0,pystrategy]
2023-05-22 22:08:50.627858 handle_order data:PyOrderData[bktfut,8,RB2109.SHF,'2','0',0,2,4316.0000,0(NotTraded),20210105 220200000,7_0_0,pystrategy]
2023-05-22 22:08:50.631547 handle_order data:PyOrderData[bktfut,8,RB2109.SHF,'2','0',1,2,4316.0000,1(PartTraded),20210105 220200000,7_0_0,pystrategy]
2023-05-22 22:08:50.635263 handle_trade data:PyTradeData(bktfut,8,RB2109.SHF,'2','0',1,4316.0000,    11,20210105 220300000,pystrategy,7_0_0)
2023-05-22 22:08:50.639445 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4314.0000,0.00,20210106) at 0x0x7f7fe41aea40 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',5,5,5,0|0,4339.2000,4316.0000,28204.80,20210106) at 0x0x7f7fe41aebb0
2023-05-22 22:08:50.646745 handle_order data:PyOrderData[bktfut,8,RB2109.SHF,'2','0',2,2,4316.0000,2(AllTraded),20210105 220200000,7_0_0,pystrategy]
2023-05-22 22:08:50.651284 handle_trade data:PyTradeData(bktfut,8,RB2109.SHF,'2','0',1,4314.0000,    12,20210105 220400000,pystrategy,7_0_0)
2023-05-22 22:08:50.655279 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4310.0000,0.00,20210106) at 0x0x7f7fe41aea40 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',6,6,6,0|0,4335.0000,4314.0000,33813.00,20210106) at 0x0x7f7fe41aebb0
2023-05-22 22:08:50.756961 2021-01-05 22:58:00 尾盘平空 for RB2109.SHF  最新价=4283.0 下单函数返回=8
2023-05-22 22:08:50.765558 handle_order data:PyOrderData[bktfut,,RB2109.SHF,'1','2',0,6,4283.0000,6(Unknown),20210105 225800000,8_0_0,pystrategy]
2023-05-22 22:08:50.772120 handle_order data:PyOrderData[bktfut,9,RB2109.SHF,'1','2',0,6,4283.0000,0(NotTraded),20210105 225800000,8_0_0,pystrategy]
2023-05-22 22:08:50.778424 handle_order data:PyOrderData[bktfut,9,RB2109.SHF,'1','2',6,6,4283.0000,2(AllTraded),20210105 225800000,8_0_0,pystrategy]
2023-05-22 22:08:50.783165 handle_trade data:PyTradeData(bktfut,9,RB2109.SHF,'1','2',6,4283.0000,    13,20210106 90100000,pystrategy,8_0_0)
2023-05-22 22:08:50.787813 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4292.0000,0.00,20210106) at 0x0x7f7fe41aea40 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',0,0,0,0|0,4335.0000,4292.0000,0.00,20210106) at 0x0x7f7fe41aebb0
2023-05-22 22:08:51.007308 2021-01-06 10:42:00 开空 for RB2109.SHF  最新价=4292.0 下单函数返回=9
2023-05-22 22:08:51.013218 handle_order data:PyOrderData[bktfut,,RB2109.SHF,'2','0',0,2,4292.0000,6(Unknown),20210106 104200000,9_0_0,pystrategy]
2023-05-22 22:08:51.017498 handle_order data:PyOrderData[bktfut,10,RB2109.SHF,'2','0',0,2,4292.0000,0(NotTraded),20210106 104200000,9_0_0,pystrategy]
2023-05-22 22:08:51.021555 handle_order data:PyOrderData[bktfut,10,RB2109.SHF,'2','0',2,2,4292.0000,2(AllTraded),20210106 104200000,9_0_0,pystrategy]
2023-05-22 22:08:51.026262 handle_trade data:PyTradeData(bktfut,10,RB2109.SHF,'2','0',2,4292.0000,    14,20210106 104300000,pystrategy,9_0_0)
2023-05-22 22:08:51.030872 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4256.0000,0.00,20210106) at 0x0x7f7fe41aea40 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',2,2,2,0|0,4292.0000,4292.0000,11159.20,20210106) at 0x0x7f7fe41aebb0
2023-05-22 22:08:51.324158 2021-01-06 14:58:00 尾盘平空 for RB2109.SHF  最新价=4283.0 下单函数返回=10
2023-05-22 22:08:51.330553 handle_order data:PyOrderData[bktfut,,RB2109.SHF,'1','2',0,2,4283.0000,6(Unknown),20210106 145800000,10_0_0,pystrategy]
2023-05-22 22:08:51.335425 handle_order data:PyOrderData[bktfut,11,RB2109.SHF,'1','2',0,2,4283.0000,0(NotTraded),20210106 145800000,10_0_0,pystrategy]
2023-05-22 22:08:51.342548 2021-01-06 21:01:00 开空 for RB2110.SHF  最新价=4250.0 下单函数返回=11
2023-05-22 22:08:51.349163 2021-01-06 21:01:00 平空 for RB2109.SHF  最新价=4277.0 下单函数返回=12
2023-05-22 22:08:51.353417 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'2','0',0,2,4250.0000,6(Unknown),20210106 210100000,11_0_0,pystrategy]
2023-05-22 22:08:51.358070 handle_order data:PyOrderData[bktfut,,RB2109.SHF,'1','1',0,2,4277.0000,6(Unknown),20210106 210100000,12_0_0,pystrategy]
2023-05-22 22:08:51.362165 handle_order data:PyOrderData[bktfut,12,RB2110.SHF,'2','0',0,2,4250.0000,0(NotTraded),20210106 210100000,11_0_0,pystrategy]
2023-05-22 22:08:51.366040 handle_order data:PyOrderData[bktfut,13,RB2109.SHF,'1','1',0,2,4277.0000,0(NotTraded),20210106 210100000,12_0_0,pystrategy]
2023-05-22 22:08:51.370024 handle_order data:PyOrderData[bktfut,12,RB2110.SHF,'2','0',2,2,4250.0000,2(AllTraded),20210106 210100000,11_0_0,pystrategy]
2023-05-22 22:08:51.374073 handle_trade data:PyTradeData(bktfut,12,RB2110.SHF,'2','0',2,4250.0000,    15,20210106 210200000,pystrategy,11_0_0)
2023-05-22 22:08:51.380837 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4252.0000,0.00,20210107) at 0x0x7f7fe5519310 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',2,2,2,0|0,4250.0000,4250.0000,11050.00,20210107) at 0x0x7f7fe40c6030
2023-05-22 22:08:51.394320 handle_order data:PyOrderData[bktfut,13,RB2109.SHF,'1','1',1,2,4277.0000,1(PartTraded),20210106 210100000,12_0_0,pystrategy]
2023-05-22 22:08:51.400298 handle_trade data:PyTradeData(bktfut,13,RB2109.SHF,'1','1',1,4277.0000,    16,20210106 210600000,pystrategy,12_0_0)
2023-05-22 22:08:51.406160 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4296.0000,0.00,20210107) at 0x0x7f7fe41aebb0 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',1,0,0,1|0,4292.0000,4296.0000,5579.60,20210107) at 0x0x7f7fe41aea40
2023-05-22 22:08:51.417137 handle_order data:PyOrderData[bktfut,13,RB2109.SHF,'1','1',2,2,4277.0000,2(AllTraded),20210106 210100000,12_0_0,pystrategy]
2023-05-22 22:08:51.423961 handle_trade data:PyTradeData(bktfut,13,RB2109.SHF,'1','1',1,4296.0000,    17,20210106 210800000,pystrategy,12_0_0)
2023-05-22 22:08:51.429840 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4294.0000,0.00,20210107) at 0x0x7f7fe41aebb0 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',0,0,0,0|0,4292.0000,4294.0000,0.00,20210107) at 0x0x7f7fe41aea40
2023-05-22 22:08:51.625974 2021-01-06 22:58:00 尾盘平空 for RB2110.SHF  最新价=4258.0 下单函数返回=13
2023-05-22 22:08:51.630929 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'1','2',0,2,4258.0000,6(Unknown),20210106 225800000,13_0_0,pystrategy]
2023-05-22 22:08:51.635010 handle_order data:PyOrderData[bktfut,14,RB2110.SHF,'1','2',0,2,4258.0000,0(NotTraded),20210106 225800000,13_0_0,pystrategy]
2023-05-22 22:08:51.639350 handle_order data:PyOrderData[bktfut,14,RB2110.SHF,'1','2',2,2,4258.0000,2(AllTraded),20210106 225800000,13_0_0,pystrategy]
2023-05-22 22:08:51.643401 handle_trade data:PyTradeData(bktfut,14,RB2110.SHF,'1','2',2,4259.0000,    18,20210106 225900000,pystrategy,13_0_0)
2023-05-22 22:08:51.647134 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4261.0000,0.00,20210107) at 0x0x7f7fe5519310 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',0,0,0,0|0,4250.0000,4261.0000,0.00,20210107) at 0x0x7f7fe40c6030
2023-05-22 22:08:51.725470 2021-01-07 09:46:00 开空 for RB2110.SHF  最新价=4290.0 下单函数返回=14
2023-05-22 22:08:51.732111 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'2','0',0,2,4290.0000,6(Unknown),20210107 94600000,14_0_0,pystrategy]
2023-05-22 22:08:51.738091 handle_order data:PyOrderData[bktfut,15,RB2110.SHF,'2','0',0,2,4290.0000,0(NotTraded),20210107 94600000,14_0_0,pystrategy]
2023-05-22 22:08:51.743157 handle_order data:PyOrderData[bktfut,15,RB2110.SHF,'2','0',2,2,4290.0000,2(AllTraded),20210107 94600000,14_0_0,pystrategy]
2023-05-22 22:08:51.747682 handle_trade data:PyTradeData(bktfut,15,RB2110.SHF,'2','0',2,4288.0000,    19,20210107 94700000,pystrategy,14_0_0)
2023-05-22 22:08:51.751882 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4288.0000,0.00,20210107) at 0x0x7f7fe5519310 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',2,2,2,0|0,4288.0000,4288.0000,11148.80,20210107) at 0x0x7f7fe40c6030
2023-05-22 22:08:51.761085 2021-01-07 09:48:00 开空 for RB2110.SHF  最新价=4289.0 下单函数返回=15
2023-05-22 22:08:51.767953 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'2','0',0,2,4289.0000,6(Unknown),20210107 94800000,15_0_0,pystrategy]
2023-05-22 22:08:51.773834 handle_order data:PyOrderData[bktfut,16,RB2110.SHF,'2','0',0,2,4289.0000,0(NotTraded),20210107 94800000,15_0_0,pystrategy]
2023-05-22 22:08:51.779184 handle_order data:PyOrderData[bktfut,16,RB2110.SHF,'2','0',2,2,4289.0000,2(AllTraded),20210107 94800000,15_0_0,pystrategy]
2023-05-22 22:08:51.786800 handle_trade data:PyTradeData(bktfut,16,RB2110.SHF,'2','0',2,4289.0000,    20,20210107 94900000,pystrategy,15_0_0)
2023-05-22 22:08:51.793217 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4290.0000,0.00,20210107) at 0x0x7f7fe5519310 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',4,4,4,0|0,4288.5000,4289.0000,22300.20,20210107) at 0x0x7f7fe40c6030
2023-05-22 22:08:52.079640 2021-01-07 14:29:00 开空 for RB2110.SHF  最新价=4331.0 下单函数返回=16
2023-05-22 22:08:52.087163 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'2','0',0,2,4331.0000,6(Unknown),20210107 142900000,16_0_0,pystrategy]
2023-05-22 22:08:52.092444 handle_order data:PyOrderData[bktfut,17,RB2110.SHF,'2','0',0,2,4331.0000,0(NotTraded),20210107 142900000,16_0_0,pystrategy]
2023-05-22 22:08:52.097190 handle_order data:PyOrderData[bktfut,17,RB2110.SHF,'2','0',2,2,4331.0000,2(AllTraded),20210107 142900000,16_0_0,pystrategy]
2023-05-22 22:08:52.101458 handle_trade data:PyTradeData(bktfut,17,RB2110.SHF,'2','0',2,4331.0000,    21,20210107 143000000,pystrategy,16_0_0)
2023-05-22 22:08:52.105895 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4336.0000,0.00,20210107) at 0x0x7f7fe5519310 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',6,6,6,0|0,4302.6667,4331.0000,33560.80,20210107) at 0x0x7f7fe40c6030
2023-05-22 22:08:52.170616 2021-01-07 14:58:00 尾盘平空 for RB2110.SHF  最新价=4331.0 下单函数返回=17
2023-05-22 22:08:52.176032 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'1','2',0,6,4331.0000,6(Unknown),20210107 145800000,17_0_0,pystrategy]
2023-05-22 22:08:52.180988 handle_order data:PyOrderData[bktfut,18,RB2110.SHF,'1','2',0,6,4331.0000,0(NotTraded),20210107 145800000,17_0_0,pystrategy]
2023-05-22 22:08:52.186082 handle_order data:PyOrderData[bktfut,18,RB2110.SHF,'1','2',6,6,4331.0000,2(AllTraded),20210107 145800000,17_0_0,pystrategy]
2023-05-22 22:08:52.190153 handle_trade data:PyTradeData(bktfut,18,RB2110.SHF,'1','2',6,4331.0000,    22,20210107 145900000,pystrategy,17_0_0)
2023-05-22 22:08:52.194280 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4329.0000,0.00,20210107) at 0x0x7f7fe5519310 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',0,0,0,0|0,4302.6667,4329.0000,0.00,20210107) at 0x0x7f7fe40c6030
2023-05-22 22:08:52.212500 2021-01-07 21:08:00 开空 for RB2110.SHF  最新价=4328.0 下单函数返回=18
2023-05-22 22:08:52.219132 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'2','0',0,2,4328.0000,6(Unknown),20210107 210800000,18_0_0,pystrategy]
2023-05-22 22:08:52.225697 handle_order data:PyOrderData[bktfut,19,RB2110.SHF,'2','0',0,2,4328.0000,0(NotTraded),20210107 210800000,18_0_0,pystrategy]
2023-05-22 22:08:52.231414 handle_order data:PyOrderData[bktfut,19,RB2110.SHF,'2','0',2,2,4328.0000,2(AllTraded),20210107 210800000,18_0_0,pystrategy]
2023-05-22 22:08:52.235966 handle_trade data:PyTradeData(bktfut,19,RB2110.SHF,'2','0',2,4328.0000,    23,20210107 210900000,pystrategy,18_0_0)
2023-05-22 22:08:52.240675 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4334.0000,0.00,20210108) at 0x0x7f7fe5519310 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',2,2,2,0|0,4328.0000,4328.0000,11252.80,20210108) at 0x0x7f7fe41aea40
2023-05-22 22:08:52.455848 2021-01-07 22:58:00 尾盘平空 for RB2110.SHF  最新价=4340.0 下单函数返回=19
2023-05-22 22:08:52.462517 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'1','2',0,2,4340.0000,6(Unknown),20210107 225800000,19_0_0,pystrategy]
2023-05-22 22:08:52.467333 handle_order data:PyOrderData[bktfut,20,RB2110.SHF,'1','2',0,2,4340.0000,0(NotTraded),20210107 225800000,19_0_0,pystrategy]
2023-05-22 22:08:52.471569 handle_order data:PyOrderData[bktfut,20,RB2110.SHF,'1','2',2,2,4340.0000,2(AllTraded),20210107 225800000,19_0_0,pystrategy]
2023-05-22 22:08:52.475698 handle_trade data:PyTradeData(bktfut,20,RB2110.SHF,'1','2',2,4340.0000,    24,20210107 225900000,pystrategy,19_0_0)
2023-05-22 22:08:52.479815 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4337.0000,0.00,20210108) at 0x0x7f7fe5519310 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',0,0,0,0|0,4328.0000,4337.0000,0.00,20210108) at 0x0x7f7fe41aea40
2023-05-22 22:08:52.920624 2021-01-08 21:01:00 开空 for RB2110.SHF  最新价=4348.0 下单函数返回=20
2023-05-22 22:08:52.927699 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'2','0',0,2,4348.0000,6(Unknown),20210108 210100000,20_0_0,pystrategy]
2023-05-22 22:08:52.932675 handle_order data:PyOrderData[bktfut,21,RB2110.SHF,'2','0',0,2,4348.0000,0(NotTraded),20210108 210100000,20_0_0,pystrategy]
2023-05-22 22:08:52.938794 handle_order data:PyOrderData[bktfut,21,RB2110.SHF,'2','0',2,2,4348.0000,2(AllTraded),20210108 210100000,20_0_0,pystrategy]
2023-05-22 22:08:52.943356 handle_trade data:PyTradeData(bktfut,21,RB2110.SHF,'2','0',2,4349.0000,    25,20210108 210200000,pystrategy,20_0_0)
2023-05-22 22:08:52.948466 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4352.0000,0.00,20210111) at 0x0x7f7fe5519310 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',2,2,2,0|0,4349.0000,4349.0000,11307.40,20210111) at 0x0x7f7fe41aed20
2023-05-22 22:08:53.042610 2021-01-08 21:43:00 开空 for RB2110.SHF  最新价=4300.0 下单函数返回=21
2023-05-22 22:08:53.047939 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'2','0',0,2,4300.0000,6(Unknown),20210108 214300000,21_0_0,pystrategy]
2023-05-22 22:08:53.052747 handle_order data:PyOrderData[bktfut,22,RB2110.SHF,'2','0',0,2,4300.0000,0(NotTraded),20210108 214300000,21_0_0,pystrategy]
2023-05-22 22:08:53.057652 handle_order data:PyOrderData[bktfut,22,RB2110.SHF,'2','0',2,2,4300.0000,2(AllTraded),20210108 214300000,21_0_0,pystrategy]
2023-05-22 22:08:53.064510 handle_trade data:PyTradeData(bktfut,22,RB2110.SHF,'2','0',2,4300.0000,    26,20210108 214400000,pystrategy,21_0_0)
2023-05-22 22:08:53.069571 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4304.0000,0.00,20210111) at 0x0x7f7fe5519310 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',4,4,4,0|0,4324.5000,4300.0000,22487.40,20210111) at 0x0x7f7fe41aed20
2023-05-22 22:08:53.182479 2021-01-08 22:40:00 平空 for RB2110.SHF  最新价=4255.0 下单函数返回=22
2023-05-22 22:08:53.192302 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'1','2',0,2,4255.0000,6(Unknown),20210108 224000000,22_0_0,pystrategy]
2023-05-22 22:08:53.197074 handle_order data:PyOrderData[bktfut,23,RB2110.SHF,'1','2',0,2,4255.0000,0(NotTraded),20210108 224000000,22_0_0,pystrategy]
2023-05-22 22:08:53.201221 handle_order data:PyOrderData[bktfut,23,RB2110.SHF,'1','2',2,2,4255.0000,2(AllTraded),20210108 224000000,22_0_0,pystrategy]
2023-05-22 22:08:53.205592 handle_trade data:PyTradeData(bktfut,23,RB2110.SHF,'1','2',2,4255.0000,    27,20210108 224100000,pystrategy,22_0_0)
2023-05-22 22:08:53.209882 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4268.0000,0.00,20210111) at 0x0x7f7fe5519310 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',2,2,2,0|0,4324.5000,4268.0000,11180.00,20210111) at 0x0x7f7fe41aed20
2023-05-22 22:08:53.215268 2021-01-08 22:41:00 开空 for RB2110.SHF  最新价=4268.0 下单函数返回=23
2023-05-22 22:08:53.220897 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'2','0',0,2,4268.0000,6(Unknown),20210108 224100000,23_0_0,pystrategy]
2023-05-22 22:08:53.224796 handle_order data:PyOrderData[bktfut,24,RB2110.SHF,'2','0',0,2,4268.0000,0(NotTraded),20210108 224100000,23_0_0,pystrategy]
2023-05-22 22:08:53.229182 handle_order data:PyOrderData[bktfut,24,RB2110.SHF,'2','0',2,2,4268.0000,2(AllTraded),20210108 224100000,23_0_0,pystrategy]
2023-05-22 22:08:53.235664 handle_trade data:PyTradeData(bktfut,24,RB2110.SHF,'2','0',2,4268.0000,    28,20210108 224200000,pystrategy,23_0_0)
2023-05-22 22:08:53.242238 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4270.0000,0.00,20210111) at 0x0x7f7fe5519310 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',4,4,4,0|0,4296.2500,4268.0000,22276.80,20210111) at 0x0x7f7fe41aed20
2023-05-22 22:08:53.280293 2021-01-08 22:58:00 尾盘平空 for RB2110.SHF  最新价=4255.0 下单函数返回=24
2023-05-22 22:08:53.286530 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'1','2',0,4,4255.0000,6(Unknown),20210108 225800000,24_0_0,pystrategy]
2023-05-22 22:08:53.292291 handle_order data:PyOrderData[bktfut,25,RB2110.SHF,'1','2',0,4,4255.0000,0(NotTraded),20210108 225800000,24_0_0,pystrategy]
2023-05-22 22:08:53.298667 handle_order data:PyOrderData[bktfut,25,RB2110.SHF,'1','2',4,4,4255.0000,2(AllTraded),20210108 225800000,24_0_0,pystrategy]
2023-05-22 22:08:53.303363 handle_trade data:PyTradeData(bktfut,25,RB2110.SHF,'1','2',4,4255.0000,    29,20210108 225900000,pystrategy,24_0_0)
2023-05-22 22:08:53.307556 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4257.0000,0.00,20210111) at 0x0x7f7fe5519310 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',0,0,0,0|0,4296.2500,4257.0000,0.00,20210111) at 0x0x7f7fe41aed20
2023-05-22 22:08:53.706830 2021-01-11 14:03:00 开空 for RB2109.SHF  最新价=4254.0 下单函数返回=25
2023-05-22 22:08:53.715977 handle_order data:PyOrderData[bktfut,,RB2109.SHF,'2','0',0,2,4254.0000,6(Unknown),20210111 140300000,25_0_0,pystrategy]
2023-05-22 22:08:53.720862 handle_order data:PyOrderData[bktfut,26,RB2109.SHF,'2','0',0,2,4254.0000,0(NotTraded),20210111 140300000,25_0_0,pystrategy]
2023-05-22 22:08:53.727693 handle_order data:PyOrderData[bktfut,26,RB2109.SHF,'2','0',2,2,4254.0000,2(AllTraded),20210111 140300000,25_0_0,pystrategy]
2023-05-22 22:08:53.734741 handle_trade data:PyTradeData(bktfut,26,RB2109.SHF,'2','0',2,4254.0000,    30,20210111 140400000,pystrategy,25_0_0)
2023-05-22 22:08:53.740435 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4250.0000,0.00,20210111) at 0x0x7f7fe41aebb0 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',2,2,2,0|0,4254.0000,4254.0000,11060.40,20210111) at 0x0x7f7fe41aea40
2023-05-22 22:08:53.850316 2021-01-11 14:58:00 尾盘平空 for RB2109.SHF  最新价=4270.0 下单函数返回=26
2023-05-22 22:08:53.855461 handle_order data:PyOrderData[bktfut,,RB2109.SHF,'1','2',0,2,4270.0000,6(Unknown),20210111 145800000,26_0_0,pystrategy]
2023-05-22 22:08:53.859638 handle_order data:PyOrderData[bktfut,27,RB2109.SHF,'1','2',0,2,4270.0000,0(NotTraded),20210111 145800000,26_0_0,pystrategy]
2023-05-22 22:08:53.863891 handle_order data:PyOrderData[bktfut,27,RB2109.SHF,'1','2',2,2,4270.0000,2(AllTraded),20210111 145800000,26_0_0,pystrategy]
2023-05-22 22:08:53.867984 handle_trade data:PyTradeData(bktfut,27,RB2109.SHF,'1','2',2,4270.0000,    31,20210111 145900000,pystrategy,26_0_0)
2023-05-22 22:08:53.872500 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4252.0000,0.00,20210111) at 0x0x7f7fe41aebb0 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',0,0,0,0|0,4254.0000,4252.0000,0.00,20210111) at 0x0x7f7fe41aea40
2023-05-22 22:08:53.878909 2021-01-11 21:01:00 开空 for RB2110.SHF  最新价=4219.0 下单函数返回=27
2023-05-22 22:08:53.888337 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'2','0',0,2,4219.0000,6(Unknown),20210111 210100000,27_0_0,pystrategy]
2023-05-22 22:08:53.895355 handle_order data:PyOrderData[bktfut,28,RB2110.SHF,'2','0',0,2,4219.0000,0(NotTraded),20210111 210100000,27_0_0,pystrategy]
2023-05-22 22:08:53.903402 handle_order data:PyOrderData[bktfut,28,RB2110.SHF,'2','0',2,2,4219.0000,2(AllTraded),20210111 210100000,27_0_0,pystrategy]
2023-05-22 22:08:53.909443 handle_trade data:PyTradeData(bktfut,28,RB2110.SHF,'2','0',2,4219.0000,    32,20210111 210200000,pystrategy,27_0_0)
2023-05-22 22:08:53.915514 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4219.0000,0.00,20210112) at 0x0x7f7fe5519310 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',2,2,2,0|0,4219.0000,4219.0000,10969.40,20210112) at 0x0x7f7fe41aea40
2023-05-22 22:08:53.936132 2021-01-11 21:04:00 开空 for RB2110.SHF  最新价=4222.0 下单函数返回=28
2023-05-22 22:08:53.944288 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'2','0',0,2,4222.0000,6(Unknown),20210111 210400000,28_0_0,pystrategy]
2023-05-22 22:08:53.950511 handle_order data:PyOrderData[bktfut,29,RB2110.SHF,'2','0',0,2,4222.0000,0(NotTraded),20210111 210400000,28_0_0,pystrategy]
2023-05-22 22:08:53.956096 handle_order data:PyOrderData[bktfut,29,RB2110.SHF,'2','0',2,2,4222.0000,2(AllTraded),20210111 210400000,28_0_0,pystrategy]
2023-05-22 22:08:53.961397 handle_trade data:PyTradeData(bktfut,29,RB2110.SHF,'2','0',2,4222.0000,    33,20210111 210500000,pystrategy,28_0_0)
2023-05-22 22:08:53.967049 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4212.0000,0.00,20210112) at 0x0x7f7fe5519310 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',4,4,4,0|0,4220.5000,4222.0000,21946.60,20210112) at 0x0x7f7fe41aea40
2023-05-22 22:08:54.033222 2021-01-11 21:31:00 开空 for RB2110.SHF  最新价=4183.0 下单函数返回=29
2023-05-22 22:08:54.070030 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'2','0',0,2,4183.0000,6(Unknown),20210111 213100000,29_0_0,pystrategy]
2023-05-22 22:08:54.086878 handle_order data:PyOrderData[bktfut,30,RB2110.SHF,'2','0',0,2,4183.0000,0(NotTraded),20210111 213100000,29_0_0,pystrategy]
2023-05-22 22:08:54.104872 handle_order data:PyOrderData[bktfut,30,RB2110.SHF,'2','0',2,2,4183.0000,2(AllTraded),20210111 213100000,29_0_0,pystrategy]
2023-05-22 22:08:54.120178 handle_trade data:PyTradeData(bktfut,30,RB2110.SHF,'2','0',2,4183.0000,    34,20210111 213200000,pystrategy,29_0_0)
2023-05-22 22:08:54.126378 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4184.0000,0.00,20210112) at 0x0x7f7fe5519310 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',6,6,6,0|0,4208.0000,4183.0000,32822.40,20210112) at 0x0x7f7fe41aea40
2023-05-22 22:08:54.253564 2021-01-11 22:22:00 开空 for RB2110.SHF  最新价=4145.0 下单函数返回=30
2023-05-22 22:08:54.263216 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'2','0',0,2,4145.0000,6(Unknown),20210111 222200000,30_0_0,pystrategy]
2023-05-22 22:08:54.270739 handle_order data:PyOrderData[bktfut,31,RB2110.SHF,'2','0',0,2,4145.0000,0(NotTraded),20210111 222200000,30_0_0,pystrategy]
2023-05-22 22:08:54.278017 handle_order data:PyOrderData[bktfut,31,RB2110.SHF,'2','0',2,2,4145.0000,2(AllTraded),20210111 222200000,30_0_0,pystrategy]
2023-05-22 22:08:54.284107 handle_trade data:PyTradeData(bktfut,31,RB2110.SHF,'2','0',2,4146.0000,    35,20210111 222300000,pystrategy,30_0_0)
2023-05-22 22:08:54.289777 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4143.0000,0.00,20210112) at 0x0x7f7fe5519310 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',8,8,8,0|0,4192.5000,4146.0000,43602.00,20210112) at 0x0x7f7fe41aea40
2023-05-22 22:08:54.364414 2021-01-11 22:58:00 尾盘平空 for RB2110.SHF  最新价=4147.0 下单函数返回=31
2023-05-22 22:08:54.370711 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'1','2',0,8,4147.0000,6(Unknown),20210111 225800000,31_0_0,pystrategy]
2023-05-22 22:08:54.376643 handle_order data:PyOrderData[bktfut,32,RB2110.SHF,'1','2',0,8,4147.0000,0(NotTraded),20210111 225800000,31_0_0,pystrategy]
2023-05-22 22:08:54.382299 handle_order data:PyOrderData[bktfut,32,RB2110.SHF,'1','2',8,8,4147.0000,2(AllTraded),20210111 225800000,31_0_0,pystrategy]
2023-05-22 22:08:54.387826 handle_trade data:PyTradeData(bktfut,32,RB2110.SHF,'1','2',8,4146.0000,    36,20210111 225900000,pystrategy,31_0_0)
2023-05-22 22:08:54.392590 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4154.0000,0.00,20210112) at 0x0x7f7fe5519310 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',0,0,0,0|0,4192.5000,4154.0000,0.00,20210112) at 0x0x7f7fe41aea40
2023-05-22 22:08:54.611683 2021-01-12 10:41:00 开空 for RB2110.SHF  最新价=4180.0 下单函数返回=32
2023-05-22 22:08:54.621082 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'2','0',0,2,4180.0000,6(Unknown),20210112 104100000,32_0_0,pystrategy]
2023-05-22 22:08:54.628387 handle_order data:PyOrderData[bktfut,33,RB2110.SHF,'2','0',0,2,4180.0000,0(NotTraded),20210112 104100000,32_0_0,pystrategy]
2023-05-22 22:08:54.640260 handle_order data:PyOrderData[bktfut,33,RB2110.SHF,'2','0',2,2,4180.0000,2(AllTraded),20210112 104100000,32_0_0,pystrategy]
2023-05-22 22:08:54.654386 handle_trade data:PyTradeData(bktfut,33,RB2110.SHF,'2','0',2,4180.0000,    37,20210112 104200000,pystrategy,32_0_0)
2023-05-22 22:08:54.662504 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4179.0000,0.00,20210112) at 0x0x7f7fe5519310 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',2,2,2,0|0,4180.0000,4180.0000,10868.00,20210112) at 0x0x7f7fe41aea40
2023-05-22 22:08:54.670039 2021-01-12 10:42:00 开空 for RB2110.SHF  最新价=4179.0 下单函数返回=33
2023-05-22 22:08:54.678151 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'2','0',0,2,4179.0000,6(Unknown),20210112 104200000,33_0_0,pystrategy]
2023-05-22 22:08:54.684533 handle_order data:PyOrderData[bktfut,34,RB2110.SHF,'2','0',0,2,4179.0000,0(NotTraded),20210112 104200000,33_0_0,pystrategy]
2023-05-22 22:08:54.690979 handle_order data:PyOrderData[bktfut,34,RB2110.SHF,'2','0',2,2,4179.0000,2(AllTraded),20210112 104200000,33_0_0,pystrategy]
2023-05-22 22:08:54.697213 handle_trade data:PyTradeData(bktfut,34,RB2110.SHF,'2','0',2,4179.0000,    38,20210112 104300000,pystrategy,33_0_0)
2023-05-22 22:08:54.703635 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4182.0000,0.00,20210112) at 0x0x7f7fe5519310 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',4,4,4,0|0,4179.5000,4179.0000,21733.40,20210112) at 0x0x7f7fe41aea40
2023-05-22 22:08:55.018627 2021-01-12 14:58:00 尾盘平空 for RB2110.SHF  最新价=4202.0 下单函数返回=34
2023-05-22 22:08:55.023538 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'1','2',0,4,4202.0000,6(Unknown),20210112 145800000,34_0_0,pystrategy]
2023-05-22 22:08:55.031702 handle_order data:PyOrderData[bktfut,35,RB2110.SHF,'1','2',0,4,4202.0000,0(NotTraded),20210112 145800000,34_0_0,pystrategy]
2023-05-22 22:08:55.039023 handle_order data:PyOrderData[bktfut,35,RB2110.SHF,'1','2',4,4,4202.0000,2(AllTraded),20210112 145800000,34_0_0,pystrategy]
2023-05-22 22:08:55.047650 handle_trade data:PyTradeData(bktfut,35,RB2110.SHF,'1','2',4,4202.0000,    39,20210112 145900000,pystrategy,34_0_0)
2023-05-22 22:08:55.053925 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4202.0000,0.00,20210112) at 0x0x7f7fe5519310 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',0,0,0,0|0,4179.5000,4202.0000,0.00,20210112) at 0x0x7f7fe41aea40
2023-05-22 22:08:55.062847 2021-01-12 21:01:00 开空 for RB2109.SHF  最新价=4224.0 下单函数返回=35
2023-05-22 22:08:55.080597 handle_order data:PyOrderData[bktfut,,RB2109.SHF,'2','0',0,2,4224.0000,6(Unknown),20210112 210100000,35_0_0,pystrategy]
2023-05-22 22:08:55.093634 handle_order data:PyOrderData[bktfut,36,RB2109.SHF,'2','0',0,2,4224.0000,0(NotTraded),20210112 210100000,35_0_0,pystrategy]
2023-05-22 22:08:55.100577 handle_order data:PyOrderData[bktfut,36,RB2109.SHF,'2','0',1,2,4224.0000,1(PartTraded),20210112 210100000,35_0_0,pystrategy]
2023-05-22 22:08:55.106859 handle_trade data:PyTradeData(bktfut,36,RB2109.SHF,'2','0',1,4224.0000,    40,20210112 210200000,pystrategy,35_0_0)
2023-05-22 22:08:55.119712 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4230.0000,0.00,20210113) at 0x0x7f7fe41aed20 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',1,1,1,0|0,4224.0000,4224.0000,5491.20,20210113) at 0x0x7f7fe41aea40
2023-05-22 22:08:55.137921 handle_order data:PyOrderData[bktfut,36,RB2109.SHF,'2','0',2,2,4224.0000,2(AllTraded),20210112 210100000,35_0_0,pystrategy]
2023-05-22 22:08:55.145329 handle_trade data:PyTradeData(bktfut,36,RB2109.SHF,'2','0',1,4230.0000,    41,20210112 210700000,pystrategy,35_0_0)
2023-05-22 22:08:55.151184 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4231.0000,0.00,20210113) at 0x0x7f7fe41aed20 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',2,2,2,0|0,4227.0000,4230.0000,10990.20,20210113) at 0x0x7f7fe41aea40
2023-05-22 22:08:55.418440 2021-01-12 22:58:00 尾盘平空 for RB2109.SHF  最新价=4210.0 下单函数返回=36
2023-05-22 22:08:55.424287 handle_order data:PyOrderData[bktfut,,RB2109.SHF,'1','2',0,2,4210.0000,6(Unknown),20210112 225800000,36_0_0,pystrategy]
2023-05-22 22:08:55.429050 handle_order data:PyOrderData[bktfut,37,RB2109.SHF,'1','2',0,2,4210.0000,0(NotTraded),20210112 225800000,36_0_0,pystrategy]
2023-05-22 22:08:55.434677 handle_order data:PyOrderData[bktfut,37,RB2109.SHF,'1','2',2,2,4210.0000,2(AllTraded),20210112 225800000,36_0_0,pystrategy]
2023-05-22 22:08:55.441147 handle_trade data:PyTradeData(bktfut,37,RB2109.SHF,'1','2',2,4210.0000,    42,20210112 225900000,pystrategy,36_0_0)
2023-05-22 22:08:55.445529 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4230.0000,0.00,20210113) at 0x0x7f7fe41aed20 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',0,0,0,0|0,4227.0000,4230.0000,0.00,20210113) at 0x0x7f7fe41aea40
2023-05-22 22:08:55.602403 2021-01-13 10:14:00 开空 for RB2109.SHF  最新价=4201.0 下单函数返回=37
2023-05-22 22:08:55.612864 handle_order data:PyOrderData[bktfut,,RB2109.SHF,'2','0',0,2,4201.0000,6(Unknown),20210113 101400000,37_0_0,pystrategy]
2023-05-22 22:08:55.630098 handle_order data:PyOrderData[bktfut,38,RB2109.SHF,'2','0',0,2,4201.0000,0(NotTraded),20210113 101400000,37_0_0,pystrategy]
2023-05-22 22:08:55.679246 handle_order data:PyOrderData[bktfut,38,RB2109.SHF,'2','0',2,2,4201.0000,2(AllTraded),20210113 101400000,37_0_0,pystrategy]
2023-05-22 22:08:55.685266 handle_trade data:PyTradeData(bktfut,38,RB2109.SHF,'2','0',2,4201.0000,    43,20210113 104900000,pystrategy,37_0_0)
2023-05-22 22:08:55.690762 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4200.0000,0.00,20210113) at 0x0x7f7fe41aed20 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',2,2,2,0|0,4201.0000,4201.0000,10922.60,20210113) at 0x0x7f7fe41aea40
2023-05-22 22:08:55.747225 2021-01-13 11:11:00 开空 for RB2109.SHF  最新价=4209.0 下单函数返回=38
2023-05-22 22:08:55.765858 handle_order data:PyOrderData[bktfut,,RB2109.SHF,'2','0',0,2,4209.0000,6(Unknown),20210113 111100000,38_0_0,pystrategy]
2023-05-22 22:08:55.780790 handle_order data:PyOrderData[bktfut,39,RB2109.SHF,'2','0',0,2,4209.0000,0(NotTraded),20210113 111100000,38_0_0,pystrategy]
2023-05-22 22:08:55.789754 handle_order data:PyOrderData[bktfut,39,RB2109.SHF,'2','0',2,2,4209.0000,2(AllTraded),20210113 111100000,38_0_0,pystrategy]
2023-05-22 22:08:55.803847 handle_trade data:PyTradeData(bktfut,39,RB2109.SHF,'2','0',2,4209.0000,    44,20210113 111200000,pystrategy,38_0_0)
2023-05-22 22:08:55.814649 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4208.0000,0.00,20210113) at 0x0x7f7fe41aed20 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',4,4,4,0|0,4205.0000,4209.0000,21866.00,20210113) at 0x0x7f7fe41aea40
2023-05-22 22:08:55.861123 2021-01-13 13:32:00 开空 for RB2109.SHF  最新价=4204.0 下单函数返回=39
2023-05-22 22:08:55.865489 handle_order data:PyOrderData[bktfut,,RB2109.SHF,'2','0',0,2,4204.0000,6(Unknown),20210113 133200000,39_0_0,pystrategy]
2023-05-22 22:08:55.869617 handle_order data:PyOrderData[bktfut,40,RB2109.SHF,'2','0',0,2,4204.0000,0(NotTraded),20210113 133200000,39_0_0,pystrategy]
2023-05-22 22:08:55.891275 handle_order data:PyOrderData[bktfut,40,RB2109.SHF,'2','0',1,2,4204.0000,1(PartTraded),20210113 133200000,39_0_0,pystrategy]
2023-05-22 22:08:55.898408 handle_trade data:PyTradeData(bktfut,40,RB2109.SHF,'2','0',1,4204.0000,    45,20210113 133900000,pystrategy,39_0_0)
2023-05-22 22:08:55.903972 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4191.0000,0.00,20210113) at 0x0x7f7fe41aed20 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',5,5,5,0|0,4204.8000,4204.0000,27331.20,20210113) at 0x0x7f7fe41aea40
2023-05-22 22:08:55.948759 handle_order data:PyOrderData[bktfut,40,RB2109.SHF,'2','0',2,2,4204.0000,2(AllTraded),20210113 133200000,39_0_0,pystrategy]
2023-05-22 22:08:55.954762 handle_trade data:PyTradeData(bktfut,40,RB2109.SHF,'2','0',1,4191.0000,    46,20210113 135500000,pystrategy,39_0_0)
2023-05-22 22:08:55.959448 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4188.0000,0.00,20210113) at 0x0x7f7fe41aed20 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',6,6,6,0|0,4202.5000,4191.0000,32779.50,20210113) at 0x0x7f7fe41aea40
2023-05-22 22:08:56.098552 2021-01-13 14:58:00 尾盘平空 for RB2109.SHF  最新价=4202.0 下单函数返回=40
2023-05-22 22:08:56.103534 handle_order data:PyOrderData[bktfut,,RB2109.SHF,'1','2',0,6,4202.0000,6(Unknown),20210113 145800000,40_0_0,pystrategy]
2023-05-22 22:08:56.107470 handle_order data:PyOrderData[bktfut,41,RB2109.SHF,'1','2',0,6,4202.0000,0(NotTraded),20210113 145800000,40_0_0,pystrategy]
2023-05-22 22:08:56.376589 2021-01-13 22:58:00 尾盘平空 for RB2109.SHF  最新价=4190.0 下单函数返回=41
2023-05-22 22:08:56.381927 handle_order data:PyOrderData[bktfut,,RB2109.SHF,'1','1',0,6,4190.0000,6(Unknown),20210113 225800000,41_0_0,pystrategy]
2023-05-22 22:08:56.389082 handle_order data:PyOrderData[bktfut,42,RB2109.SHF,'1','1',0,6,4190.0000,0(NotTraded),20210113 225800000,41_0_0,pystrategy]
2023-05-22 22:08:56.444929 handle_order data:PyOrderData[bktfut,42,RB2109.SHF,'1','1',1,6,4190.0000,1(PartTraded),20210113 225800000,41_0_0,pystrategy]
2023-05-22 22:08:56.451685 handle_trade data:PyTradeData(bktfut,42,RB2109.SHF,'1','1',1,4190.0000,    47,20210114 92000000,pystrategy,41_0_0)
2023-05-22 22:08:56.457841 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4188.0000,0.00,20210114) at 0x0x7f7fe41aebb0 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',5,0,0,5|0,4202.5000,4188.0000,27318.20,20210114) at 0x0x7f7fe5519310
2023-05-22 22:08:56.504208 handle_order data:PyOrderData[bktfut,42,RB2109.SHF,'1','1',2,6,4190.0000,1(PartTraded),20210113 225800000,41_0_0,pystrategy]
2023-05-22 22:08:56.508953 handle_trade data:PyTradeData(bktfut,42,RB2109.SHF,'1','1',1,4188.0000,    48,20210114 93700000,pystrategy,41_0_0)
2023-05-22 22:08:56.512894 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4188.0000,0.00,20210114) at 0x0x7f7fe41aebb0 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',4,0,0,4|0,4202.5000,4188.0000,21856.90,20210114) at 0x0x7f7fe5519310
2023-05-22 22:08:56.523887 handle_order data:PyOrderData[bktfut,42,RB2109.SHF,'1','1',3,6,4190.0000,1(PartTraded),20210113 225800000,41_0_0,pystrategy]
2023-05-22 22:08:56.529009 handle_trade data:PyTradeData(bktfut,42,RB2109.SHF,'1','1',1,4188.0000,    49,20210114 94000000,pystrategy,41_0_0)
2023-05-22 22:08:56.533730 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4195.0000,0.00,20210114) at 0x0x7f7fe41aebb0 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',3,0,0,3|0,4202.5000,4195.0000,16385.20,20210114) at 0x0x7f7fe5519310
2023-05-22 22:08:56.542102 2021-01-14 09:41:00 开空 for RB2110.SHF  最新价=4169.0 下单函数返回=42
2023-05-22 22:08:56.547920 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'2','0',0,2,4169.0000,6(Unknown),20210114 94100000,42_0_0,pystrategy]
2023-05-22 22:08:56.552553 handle_order data:PyOrderData[bktfut,43,RB2110.SHF,'2','0',0,2,4169.0000,0(NotTraded),20210114 94100000,42_0_0,pystrategy]
2023-05-22 22:08:56.557392 handle_order data:PyOrderData[bktfut,43,RB2110.SHF,'2','0',2,2,4169.0000,2(AllTraded),20210114 94100000,42_0_0,pystrategy]
2023-05-22 22:08:56.561859 handle_trade data:PyTradeData(bktfut,43,RB2110.SHF,'2','0',2,4169.0000,    50,20210114 94200000,pystrategy,42_0_0)
2023-05-22 22:08:56.566582 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4173.0000,0.00,20210114) at 0x0x7f7fe41aea40 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',2,2,2,0|0,4169.0000,4169.0000,10839.40,20210114) at 0x0x7f7fe41aed20
2023-05-22 22:08:56.573768 handle_order data:PyOrderData[bktfut,42,RB2109.SHF,'1','1',6,6,4190.0000,2(AllTraded),20210113 225800000,41_0_0,pystrategy]
2023-05-22 22:08:56.578903 handle_trade data:PyTradeData(bktfut,42,RB2109.SHF,'1','1',3,4195.0000,    51,20210114 94300000,pystrategy,41_0_0)
2023-05-22 22:08:56.583594 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4201.0000,0.00,20210114) at 0x0x7f7fe41aebb0 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',0,0,0,0|0,4202.5000,4201.0000,0.00,20210114) at 0x0x7f7fe5519310
2023-05-22 22:08:57.062263 2021-01-14 14:58:00 尾盘平空 for RB2110.SHF  最新价=4168.0 下单函数返回=43
2023-05-22 22:08:57.068241 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'1','2',0,2,4168.0000,6(Unknown),20210114 145800000,43_0_0,pystrategy]
2023-05-22 22:08:57.074208 handle_order data:PyOrderData[bktfut,44,RB2110.SHF,'1','2',0,2,4168.0000,0(NotTraded),20210114 145800000,43_0_0,pystrategy]
2023-05-22 22:08:57.079881 handle_order data:PyOrderData[bktfut,44,RB2110.SHF,'1','2',2,2,4168.0000,2(AllTraded),20210114 145800000,43_0_0,pystrategy]
2023-05-22 22:08:57.090506 handle_trade data:PyTradeData(bktfut,44,RB2110.SHF,'1','2',2,4168.0000,    52,20210114 145900000,pystrategy,43_0_0)
2023-05-22 22:08:57.125262 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4168.0000,0.00,20210114) at 0x0x7f7fe41aea40 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',0,0,0,0|0,4169.0000,4168.0000,0.00,20210114) at 0x0x7f7fe41aed20
2023-05-22 22:08:57.142634 2021-01-14 21:01:00 开空 for RB2110.SHF  最新价=4190.0 下单函数返回=44
2023-05-22 22:08:57.150958 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'2','0',0,2,4190.0000,6(Unknown),20210114 210100000,44_0_0,pystrategy]
2023-05-22 22:08:57.157209 handle_order data:PyOrderData[bktfut,45,RB2110.SHF,'2','0',0,2,4190.0000,0(NotTraded),20210114 210100000,44_0_0,pystrategy]
2023-05-22 22:08:57.163117 handle_order data:PyOrderData[bktfut,45,RB2110.SHF,'2','0',2,2,4190.0000,2(AllTraded),20210114 210100000,44_0_0,pystrategy]
2023-05-22 22:08:57.169180 handle_trade data:PyTradeData(bktfut,45,RB2110.SHF,'2','0',2,4191.0000,    53,20210114 210200000,pystrategy,44_0_0)
2023-05-22 22:08:57.175420 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4191.0000,0.00,20210115) at 0x0x7f7fe41aed20 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',2,2,2,0|0,4191.0000,4191.0000,10896.60,20210115) at 0x0x7f7fe41aebb0
2023-05-22 22:08:57.213542 2021-01-14 21:17:00 开空 for RB2110.SHF  最新价=4217.0 下单函数返回=45
2023-05-22 22:08:57.220404 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'2','0',0,2,4217.0000,6(Unknown),20210114 211700000,45_0_0,pystrategy]
2023-05-22 22:08:57.225352 handle_order data:PyOrderData[bktfut,46,RB2110.SHF,'2','0',0,2,4217.0000,0(NotTraded),20210114 211700000,45_0_0,pystrategy]
2023-05-22 22:08:57.229982 handle_order data:PyOrderData[bktfut,46,RB2110.SHF,'2','0',2,2,4217.0000,2(AllTraded),20210114 211700000,45_0_0,pystrategy]
2023-05-22 22:08:57.234967 handle_trade data:PyTradeData(bktfut,46,RB2110.SHF,'2','0',2,4218.0000,    54,20210114 211800000,pystrategy,45_0_0)
2023-05-22 22:08:57.239182 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4216.0000,0.00,20210115) at 0x0x7f7fe41aed20 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',4,4,4,0|0,4204.5000,4218.0000,21863.40,20210115) at 0x0x7f7fe41aebb0
2023-05-22 22:08:57.245056 2021-01-14 21:18:00 开空 for RB2110.SHF  最新价=4216.0 下单函数返回=46
2023-05-22 22:08:57.250294 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'2','0',0,2,4216.0000,6(Unknown),20210114 211800000,46_0_0,pystrategy]
2023-05-22 22:08:57.254510 handle_order data:PyOrderData[bktfut,47,RB2110.SHF,'2','0',0,2,4216.0000,0(NotTraded),20210114 211800000,46_0_0,pystrategy]
2023-05-22 22:08:57.258423 handle_order data:PyOrderData[bktfut,47,RB2110.SHF,'2','0',2,2,4216.0000,2(AllTraded),20210114 211800000,46_0_0,pystrategy]
2023-05-22 22:08:57.262131 handle_trade data:PyTradeData(bktfut,47,RB2110.SHF,'2','0',2,4216.0000,    55,20210114 211900000,pystrategy,46_0_0)
2023-05-22 22:08:57.265952 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4222.0000,0.00,20210115) at 0x0x7f7fe41aed20 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',6,6,6,0|0,4208.3333,4216.0000,32825.00,20210115) at 0x0x7f7fe41aebb0
2023-05-22 22:08:57.459586 2021-01-14 22:58:00 尾盘平空 for RB2110.SHF  最新价=4238.0 下单函数返回=47
2023-05-22 22:08:57.476803 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'1','2',0,6,4238.0000,6(Unknown),20210114 225800000,47_0_0,pystrategy]
2023-05-22 22:08:57.483331 handle_order data:PyOrderData[bktfut,48,RB2110.SHF,'1','2',0,6,4238.0000,0(NotTraded),20210114 225800000,47_0_0,pystrategy]
2023-05-22 22:08:57.489559 handle_order data:PyOrderData[bktfut,48,RB2110.SHF,'1','2',6,6,4238.0000,2(AllTraded),20210114 225800000,47_0_0,pystrategy]
2023-05-22 22:08:57.495388 handle_trade data:PyTradeData(bktfut,48,RB2110.SHF,'1','2',6,4238.0000,    56,20210114 225900000,pystrategy,47_0_0)
2023-05-22 22:08:57.501305 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4234.0000,0.00,20210115) at 0x0x7f7fe41aed20 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',0,0,0,0|0,4208.3333,4234.0000,0.00,20210115) at 0x0x7f7fe41aebb0
2023-05-22 22:08:57.512598 2021-01-15 09:02:00 开空 for RB2109.SHF  最新价=4304.0 下单函数返回=48
2023-05-22 22:08:57.533983 handle_order data:PyOrderData[bktfut,,RB2109.SHF,'2','0',0,2,4304.0000,6(Unknown),20210115 90200000,48_0_0,pystrategy]
2023-05-22 22:08:57.539384 handle_order data:PyOrderData[bktfut,49,RB2109.SHF,'2','0',0,2,4304.0000,0(NotTraded),20210115 90200000,48_0_0,pystrategy]
2023-05-22 22:08:57.580793 handle_order data:PyOrderData[bktfut,49,RB2109.SHF,'2','0',1,2,4304.0000,1(PartTraded),20210115 90200000,48_0_0,pystrategy]
2023-05-22 22:08:57.587362 handle_trade data:PyTradeData(bktfut,49,RB2109.SHF,'2','0',1,4304.0000,    57,20210115 91900000,pystrategy,48_0_0)
2023-05-22 22:08:57.592468 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4289.0000,0.00,20210115) at 0x0x7f7fe41aea40 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',1,1,1,0|0,4304.0000,4304.0000,5595.20,20210115) at 0x0x7f7fe5519310
2023-05-22 22:08:57.601663 handle_order data:PyOrderData[bktfut,49,RB2109.SHF,'2','0',2,2,4304.0000,2(AllTraded),20210115 90200000,48_0_0,pystrategy]
2023-05-22 22:08:57.609073 handle_trade data:PyTradeData(bktfut,49,RB2109.SHF,'2','0',1,4289.0000,    58,20210115 92000000,pystrategy,48_0_0)
2023-05-22 22:08:57.616852 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4287.0000,0.00,20210115) at 0x0x7f7fe41aea40 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',2,2,2,0|0,4296.5000,4289.0000,11170.90,20210115) at 0x0x7f7fe5519310
2023-05-22 22:08:58.033399 2021-01-15 14:58:00 尾盘平空 for RB2109.SHF  最新价=4278.0 下单函数返回=49
2023-05-22 22:08:58.039147 handle_order data:PyOrderData[bktfut,,RB2109.SHF,'1','2',0,2,4278.0000,6(Unknown),20210115 145800000,49_0_0,pystrategy]
2023-05-22 22:08:58.051470 handle_order data:PyOrderData[bktfut,50,RB2109.SHF,'1','2',0,2,4278.0000,0(NotTraded),20210115 145800000,49_0_0,pystrategy]
2023-05-22 22:08:58.067548 2021-01-15 21:03:00 开空 for RB2110.SHF  最新价=4245.0 下单函数返回=50
2023-05-22 22:08:58.076040 2021-01-15 21:03:00 平空 for RB2109.SHF  最新价=4266.0 下单函数返回=51
2023-05-22 22:08:58.082696 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'2','0',0,2,4245.0000,6(Unknown),20210115 210300000,50_0_0,pystrategy]
2023-05-22 22:08:58.100047 handle_order data:PyOrderData[bktfut,,RB2109.SHF,'1','1',0,2,4266.0000,6(Unknown),20210115 210300000,51_0_0,pystrategy]
2023-05-22 22:08:58.106064 handle_order data:PyOrderData[bktfut,51,RB2110.SHF,'2','0',0,2,4245.0000,0(NotTraded),20210115 210300000,50_0_0,pystrategy]
2023-05-22 22:08:58.111900 handle_order data:PyOrderData[bktfut,52,RB2109.SHF,'1','1',0,2,4266.0000,0(NotTraded),20210115 210300000,51_0_0,pystrategy]
2023-05-22 22:08:58.117535 handle_order data:PyOrderData[bktfut,51,RB2110.SHF,'2','0',2,2,4245.0000,2(AllTraded),20210115 210300000,50_0_0,pystrategy]
2023-05-22 22:08:58.123185 handle_trade data:PyTradeData(bktfut,51,RB2110.SHF,'2','0',2,4247.0000,    59,20210115 210400000,pystrategy,50_0_0)
2023-05-22 22:08:58.128256 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4243.0000,0.00,20210118) at 0x0x7f7fe5519310 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',2,2,2,0|0,4247.0000,4247.0000,11042.20,20210118) at 0x0x7f7fe40c9030
2023-05-22 22:08:58.153538 handle_order data:PyOrderData[bktfut,52,RB2109.SHF,'1','1',1,2,4266.0000,1(PartTraded),20210115 210300000,51_0_0,pystrategy]
2023-05-22 22:08:58.158823 handle_trade data:PyTradeData(bktfut,52,RB2109.SHF,'1','1',1,4266.0000,    60,20210115 211600000,pystrategy,51_0_0)
2023-05-22 22:08:58.163482 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4285.0000,0.00,20210118) at 0x0x7f7fe41aed20 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',1,0,0,1|0,4296.5000,4285.0000,5575.70,20210118) at 0x0x7f7fe41aea40
2023-05-22 22:08:58.173636 handle_order data:PyOrderData[bktfut,52,RB2109.SHF,'1','1',2,2,4266.0000,2(AllTraded),20210115 210300000,51_0_0,pystrategy]
2023-05-22 22:08:58.178697 handle_trade data:PyTradeData(bktfut,52,RB2109.SHF,'1','1',1,4285.0000,    61,20210115 211900000,pystrategy,51_0_0)
2023-05-22 22:08:58.183837 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4285.0000,0.00,20210118) at 0x0x7f7fe41aed20 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',0,0,0,0|0,4296.5000,4285.0000,0.00,20210118) at 0x0x7f7fe41aea40
2023-05-22 22:08:58.416471 2021-01-15 22:58:00 尾盘平空 for RB2110.SHF  最新价=4229.0 下单函数返回=52
2023-05-22 22:08:58.429014 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'1','2',0,2,4229.0000,6(Unknown),20210115 225800000,52_0_0,pystrategy]
2023-05-22 22:08:58.442837 handle_order data:PyOrderData[bktfut,53,RB2110.SHF,'1','2',0,2,4229.0000,0(NotTraded),20210115 225800000,52_0_0,pystrategy]
2023-05-22 22:08:58.449149 handle_order data:PyOrderData[bktfut,53,RB2110.SHF,'1','2',2,2,4229.0000,2(AllTraded),20210115 225800000,52_0_0,pystrategy]
2023-05-22 22:08:58.455582 handle_trade data:PyTradeData(bktfut,53,RB2110.SHF,'1','2',2,4229.0000,    62,20210115 225900000,pystrategy,52_0_0)
2023-05-22 22:08:58.461832 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4226.0000,0.00,20210118) at 0x0x7f7fe5519310 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',0,0,0,0|0,4247.0000,4226.0000,0.00,20210118) at 0x0x7f7fe40c9030
2023-05-22 22:08:59.083639 2021-01-18 22:17:00 开空 for RB2109.SHF  最新价=4258.0 下单函数返回=53
2023-05-22 22:08:59.096289 handle_order data:PyOrderData[bktfut,,RB2109.SHF,'2','0',0,2,4258.0000,6(Unknown),20210118 221700000,53_0_0,pystrategy]
2023-05-22 22:08:59.104642 handle_order data:PyOrderData[bktfut,54,RB2109.SHF,'2','0',0,2,4258.0000,0(NotTraded),20210118 221700000,53_0_0,pystrategy]
2023-05-22 22:08:59.114485 handle_order data:PyOrderData[bktfut,54,RB2109.SHF,'2','0',1,2,4258.0000,1(PartTraded),20210118 221700000,53_0_0,pystrategy]
2023-05-22 22:08:59.125968 handle_trade data:PyTradeData(bktfut,54,RB2109.SHF,'2','0',1,4258.0000,    63,20210118 221900000,pystrategy,53_0_0)
2023-05-22 22:08:59.135782 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4244.0000,0.00,20210119) at 0x0x7f7fe41aea40 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',1,1,1,0|0,4258.0000,4258.0000,5535.40,20210119) at 0x0x7f7fe41aebb0
2023-05-22 22:08:59.156573 handle_order data:PyOrderData[bktfut,54,RB2109.SHF,'2','0',2,2,4258.0000,2(AllTraded),20210118 221700000,53_0_0,pystrategy]
2023-05-22 22:08:59.187072 handle_trade data:PyTradeData(bktfut,54,RB2109.SHF,'2','0',1,4244.0000,    64,20210118 222500000,pystrategy,53_0_0)
2023-05-22 22:08:59.193365 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4249.0000,0.00,20210119) at 0x0x7f7fe41aea40 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',2,2,2,0|0,4251.0000,4244.0000,11052.60,20210119) at 0x0x7f7fe41aebb0
2023-05-22 22:08:59.255307 2021-01-18 22:58:00 尾盘平空 for RB2109.SHF  最新价=4243.0 下单函数返回=54
2023-05-22 22:08:59.260812 handle_order data:PyOrderData[bktfut,,RB2109.SHF,'1','2',0,2,4243.0000,6(Unknown),20210118 225800000,54_0_0,pystrategy]
2023-05-22 22:08:59.265626 handle_order data:PyOrderData[bktfut,55,RB2109.SHF,'1','2',0,2,4243.0000,0(NotTraded),20210118 225800000,54_0_0,pystrategy]
2023-05-22 22:08:59.271524 handle_order data:PyOrderData[bktfut,55,RB2109.SHF,'1','2',1,2,4243.0000,1(PartTraded),20210118 225800000,54_0_0,pystrategy]
2023-05-22 22:08:59.276917 handle_trade data:PyTradeData(bktfut,55,RB2109.SHF,'1','2',1,4243.0000,    65,20210119 90100000,pystrategy,54_0_0)
2023-05-22 22:08:59.282099 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4240.0000,0.00,20210119) at 0x0x7f7fe41aea40 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',1,0,1,1|1,4251.0000,4240.0000,5517.20,20210119) at 0x0x7f7fe41aebb0
2023-05-22 22:08:59.322397 handle_order data:PyOrderData[bktfut,55,RB2109.SHF,'1','2',2,2,4243.0000,2(AllTraded),20210118 225800000,54_0_0,pystrategy]
2023-05-22 22:08:59.328450 handle_trade data:PyTradeData(bktfut,55,RB2109.SHF,'1','2',1,4240.0000,    66,20210119 91400000,pystrategy,54_0_0)
2023-05-22 22:08:59.333309 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4226.0000,0.00,20210119) at 0x0x7f7fe41aea40 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',0,0,0,0|0,4251.0000,4226.0000,0.00,20210119) at 0x0x7f7fe41aebb0
2023-05-22 22:08:59.662371 2021-01-19 14:17:00 开空 for RB2109.SHF  最新价=4211.0 下单函数返回=55
2023-05-22 22:08:59.670237 handle_order data:PyOrderData[bktfut,,RB2109.SHF,'2','0',0,2,4211.0000,6(Unknown),20210119 141700000,55_0_0,pystrategy]
2023-05-22 22:08:59.701389 handle_order data:PyOrderData[bktfut,56,RB2109.SHF,'2','0',0,2,4211.0000,0(NotTraded),20210119 141700000,55_0_0,pystrategy]
2023-05-22 22:08:59.735944 handle_order data:PyOrderData[bktfut,56,RB2109.SHF,'2','0',2,2,4211.0000,2(AllTraded),20210119 141700000,55_0_0,pystrategy]
2023-05-22 22:08:59.742357 handle_trade data:PyTradeData(bktfut,56,RB2109.SHF,'2','0',2,4220.0000,    67,20210119 143100000,pystrategy,55_0_0)
2023-05-22 22:08:59.747760 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4220.0000,0.00,20210119) at 0x0x7f7fe41aea40 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',2,2,2,0|0,4220.0000,4220.0000,10972.00,20210119) at 0x0x7f7fe41aebb0
2023-05-22 22:08:59.799099 2021-01-19 14:58:00 尾盘平空 for RB2109.SHF  最新价=4215.0 下单函数返回=56
2023-05-22 22:08:59.803395 handle_order data:PyOrderData[bktfut,,RB2109.SHF,'1','2',0,2,4215.0000,6(Unknown),20210119 145800000,56_0_0,pystrategy]
2023-05-22 22:08:59.807059 handle_order data:PyOrderData[bktfut,57,RB2109.SHF,'1','2',0,2,4215.0000,0(NotTraded),20210119 145800000,56_0_0,pystrategy]
2023-05-22 22:08:59.813128 2021-01-19 21:01:00 开空 for RB2110.SHF  最新价=4179.0 下单函数返回=57
2023-05-22 22:08:59.818248 2021-01-19 21:01:00 平空 for RB2109.SHF  最新价=4215.0 下单函数返回=58
2023-05-22 22:08:59.822896 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'2','0',0,2,4179.0000,6(Unknown),20210119 210100000,57_0_0,pystrategy]
2023-05-22 22:08:59.826573 handle_order data:PyOrderData[bktfut,,RB2109.SHF,'1','1',0,2,4215.0000,6(Unknown),20210119 210100000,58_0_0,pystrategy]
2023-05-22 22:08:59.830212 handle_order data:PyOrderData[bktfut,58,RB2110.SHF,'2','0',0,2,4179.0000,0(NotTraded),20210119 210100000,57_0_0,pystrategy]
2023-05-22 22:08:59.833769 handle_order data:PyOrderData[bktfut,59,RB2109.SHF,'1','1',0,2,4215.0000,0(NotTraded),20210119 210100000,58_0_0,pystrategy]
2023-05-22 22:08:59.837700 handle_order data:PyOrderData[bktfut,58,RB2110.SHF,'2','0',2,2,4179.0000,2(AllTraded),20210119 210100000,57_0_0,pystrategy]
2023-05-22 22:08:59.841539 handle_trade data:PyTradeData(bktfut,58,RB2110.SHF,'2','0',2,4179.0000,    68,20210119 210200000,pystrategy,57_0_0)
2023-05-22 22:08:59.845278 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4179.0000,0.00,20210120) at 0x0x7f7fe5519310 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',2,2,2,0|0,4179.0000,4179.0000,10865.40,20210120) at 0x0x7f7fe41aea40
2023-05-22 22:08:59.850339 2021-01-19 21:02:00 开空 for RB2110.SHF  最新价=4179.0 下单函数返回=59
2023-05-22 22:08:59.855373 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'2','0',0,2,4179.0000,6(Unknown),20210119 210200000,59_0_0,pystrategy]
2023-05-22 22:08:59.859400 handle_order data:PyOrderData[bktfut,60,RB2110.SHF,'2','0',0,2,4179.0000,0(NotTraded),20210119 210200000,59_0_0,pystrategy]
2023-05-22 22:08:59.863207 handle_order data:PyOrderData[bktfut,60,RB2110.SHF,'2','0',2,2,4179.0000,2(AllTraded),20210119 210200000,59_0_0,pystrategy]
2023-05-22 22:08:59.867201 handle_trade data:PyTradeData(bktfut,60,RB2110.SHF,'2','0',2,4180.0000,    69,20210119 210300000,pystrategy,59_0_0)
2023-05-22 22:08:59.871366 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4183.0000,0.00,20210120) at 0x0x7f7fe5519310 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',4,4,4,0|0,4179.5000,4180.0000,21733.40,20210120) at 0x0x7f7fe41aea40
2023-05-22 22:08:59.877573 handle_order data:PyOrderData[bktfut,59,RB2109.SHF,'1','1',1,2,4215.0000,1(PartTraded),20210119 210100000,58_0_0,pystrategy]
2023-05-22 22:08:59.881990 handle_trade data:PyTradeData(bktfut,59,RB2109.SHF,'1','1',1,4210.0000,    70,20210119 210400000,pystrategy,58_0_0)
2023-05-22 22:08:59.885990 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4210.0000,0.00,20210120) at 0x0x7f7fe41aed20 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',1,0,0,1|0,4220.0000,4210.0000,5486.00,20210120) at 0x0x7f7fe40c9030
2023-05-22 22:08:59.898357 handle_order data:PyOrderData[bktfut,59,RB2109.SHF,'1','1',2,2,4215.0000,2(AllTraded),20210119 210100000,58_0_0,pystrategy]
2023-05-22 22:08:59.903112 handle_trade data:PyTradeData(bktfut,59,RB2109.SHF,'1','1',1,4210.0000,    71,20210119 210800000,pystrategy,58_0_0)
2023-05-22 22:08:59.907023 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4199.0000,0.00,20210120) at 0x0x7f7fe41aed20 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',0,0,0,0|0,4220.0000,4199.0000,0.00,20210120) at 0x0x7f7fe40c9030
2023-05-22 22:09:00.106309 2021-01-19 22:58:00 尾盘平空 for RB2110.SHF  最新价=4183.0 下单函数返回=60
2023-05-22 22:09:00.116797 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'1','2',0,4,4183.0000,6(Unknown),20210119 225800000,60_0_0,pystrategy]
2023-05-22 22:09:00.135743 handle_order data:PyOrderData[bktfut,61,RB2110.SHF,'1','2',0,4,4183.0000,0(NotTraded),20210119 225800000,60_0_0,pystrategy]
2023-05-22 22:09:00.145313 handle_order data:PyOrderData[bktfut,61,RB2110.SHF,'1','2',4,4,4183.0000,2(AllTraded),20210119 225800000,60_0_0,pystrategy]
2023-05-22 22:09:00.154915 handle_trade data:PyTradeData(bktfut,61,RB2110.SHF,'1','2',4,4183.0000,    72,20210119 225900000,pystrategy,60_0_0)
2023-05-22 22:09:00.162120 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4183.0000,0.00,20210120) at 0x0x7f7fe5519310 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',0,0,0,0|0,4179.5000,4183.0000,0.00,20210120) at 0x0x7f7fe41aea40
2023-05-22 22:09:00.628197 2021-01-20 21:02:00 开空 for RB2110.SHF  最新价=4194.0 下单函数返回=61
2023-05-22 22:09:00.638011 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'2','0',0,2,4194.0000,6(Unknown),20210120 210200000,61_0_0,pystrategy]
2023-05-22 22:09:00.643663 handle_order data:PyOrderData[bktfut,62,RB2110.SHF,'2','0',0,2,4194.0000,0(NotTraded),20210120 210200000,61_0_0,pystrategy]
2023-05-22 22:09:00.649345 handle_order data:PyOrderData[bktfut,62,RB2110.SHF,'2','0',2,2,4194.0000,2(AllTraded),20210120 210200000,61_0_0,pystrategy]
2023-05-22 22:09:00.655709 handle_trade data:PyTradeData(bktfut,62,RB2110.SHF,'2','0',2,4194.0000,    73,20210120 210300000,pystrategy,61_0_0)
2023-05-22 22:09:00.662469 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4194.0000,0.00,20210121) at 0x0x7f7fe5519310 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',2,2,2,0|0,4194.0000,4194.0000,10904.40,20210121) at 0x0x7f7fe41aed20
2023-05-22 22:09:00.891952 2021-01-20 22:58:00 尾盘平空 for RB2110.SHF  最新价=4190.0 下单函数返回=62
2023-05-22 22:09:00.899726 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'1','2',0,2,4190.0000,6(Unknown),20210120 225800000,62_0_0,pystrategy]
2023-05-22 22:09:00.906178 handle_order data:PyOrderData[bktfut,63,RB2110.SHF,'1','2',0,2,4190.0000,0(NotTraded),20210120 225800000,62_0_0,pystrategy]
2023-05-22 22:09:00.912385 handle_order data:PyOrderData[bktfut,63,RB2110.SHF,'1','2',2,2,4190.0000,2(AllTraded),20210120 225800000,62_0_0,pystrategy]
2023-05-22 22:09:00.918257 handle_trade data:PyTradeData(bktfut,63,RB2110.SHF,'1','2',2,4190.0000,    74,20210120 225900000,pystrategy,62_0_0)
2023-05-22 22:09:00.924220 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4195.0000,0.00,20210121) at 0x0x7f7fe5519310 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',0,0,0,0|0,4194.0000,4195.0000,0.00,20210121) at 0x0x7f7fe41aed20
2023-05-22 22:09:01.225572 2021-01-21 13:32:00 开空 for RB2110.SHF  最新价=4232.0 下单函数返回=63
2023-05-22 22:09:01.234341 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'2','0',0,2,4232.0000,6(Unknown),20210121 133200000,63_0_0,pystrategy]
2023-05-22 22:09:01.240555 handle_order data:PyOrderData[bktfut,64,RB2110.SHF,'2','0',0,2,4232.0000,0(NotTraded),20210121 133200000,63_0_0,pystrategy]
2023-05-22 22:09:01.245408 handle_order data:PyOrderData[bktfut,64,RB2110.SHF,'2','0',2,2,4232.0000,2(AllTraded),20210121 133200000,63_0_0,pystrategy]
2023-05-22 22:09:01.260956 handle_trade data:PyTradeData(bktfut,64,RB2110.SHF,'2','0',2,4232.0000,    75,20210121 133300000,pystrategy,63_0_0)
2023-05-22 22:09:01.271686 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4232.0000,0.00,20210121) at 0x0x7f7fe5519310 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',2,2,2,0|0,4232.0000,4232.0000,11003.20,20210121) at 0x0x7f7fe41aed20
2023-05-22 22:09:01.463457 2021-01-21 14:58:00 尾盘平空 for RB2110.SHF  最新价=4245.0 下单函数返回=64
2023-05-22 22:09:01.472298 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'1','2',0,2,4245.0000,6(Unknown),20210121 145800000,64_0_0,pystrategy]
2023-05-22 22:09:01.478407 handle_order data:PyOrderData[bktfut,65,RB2110.SHF,'1','2',0,2,4245.0000,0(NotTraded),20210121 145800000,64_0_0,pystrategy]
2023-05-22 22:09:01.483535 handle_order data:PyOrderData[bktfut,65,RB2110.SHF,'1','2',2,2,4245.0000,2(AllTraded),20210121 145800000,64_0_0,pystrategy]
2023-05-22 22:09:01.490504 handle_trade data:PyTradeData(bktfut,65,RB2110.SHF,'1','2',2,4245.0000,    76,20210121 145900000,pystrategy,64_0_0)
2023-05-22 22:09:01.498235 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4242.0000,0.00,20210121) at 0x0x7f7fe5519310 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',0,0,0,0|0,4232.0000,4242.0000,0.00,20210121) at 0x0x7f7fe41aed20
2023-05-22 22:09:01.509076 2021-01-21 21:02:00 开空 for RB2110.SHF  最新价=4254.0 下单函数返回=65
2023-05-22 22:09:01.518732 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'2','0',0,2,4254.0000,6(Unknown),20210121 210200000,65_0_0,pystrategy]
2023-05-22 22:09:01.526148 handle_order data:PyOrderData[bktfut,66,RB2110.SHF,'2','0',0,2,4254.0000,0(NotTraded),20210121 210200000,65_0_0,pystrategy]
2023-05-22 22:09:01.531680 handle_order data:PyOrderData[bktfut,66,RB2110.SHF,'2','0',2,2,4254.0000,2(AllTraded),20210121 210200000,65_0_0,pystrategy]
2023-05-22 22:09:01.540069 handle_trade data:PyTradeData(bktfut,66,RB2110.SHF,'2','0',2,4254.0000,    77,20210121 210300000,pystrategy,65_0_0)
2023-05-22 22:09:01.550333 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4253.0000,0.00,20210122) at 0x0x7f7fe5519310 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',2,2,2,0|0,4254.0000,4254.0000,11060.40,20210122) at 0x0x7f7fe41aed20
2023-05-22 22:09:01.841307 2021-01-21 22:58:00 尾盘平空 for RB2110.SHF  最新价=4245.0 下单函数返回=66
2023-05-22 22:09:01.849842 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'1','2',0,2,4245.0000,6(Unknown),20210121 225800000,66_0_0,pystrategy]
2023-05-22 22:09:01.862791 handle_order data:PyOrderData[bktfut,67,RB2110.SHF,'1','2',0,2,4245.0000,0(NotTraded),20210121 225800000,66_0_0,pystrategy]
2023-05-22 22:09:01.869443 handle_order data:PyOrderData[bktfut,67,RB2110.SHF,'1','2',2,2,4245.0000,2(AllTraded),20210121 225800000,66_0_0,pystrategy]
2023-05-22 22:09:01.875667 handle_trade data:PyTradeData(bktfut,67,RB2110.SHF,'1','2',2,4245.0000,    78,20210121 225900000,pystrategy,66_0_0)
2023-05-22 22:09:01.881421 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4247.0000,0.00,20210122) at 0x0x7f7fe5519310 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',0,0,0,0|0,4254.0000,4247.0000,0.00,20210122) at 0x0x7f7fe41aed20
2023-05-22 22:09:02.198896 2021-01-22 13:37:00 开空 for RB2110.SHF  最新价=4198.0 下单函数返回=67
2023-05-22 22:09:02.237149 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'2','0',0,2,4198.0000,6(Unknown),20210122 133700000,67_0_0,pystrategy]
2023-05-22 22:09:02.245052 handle_order data:PyOrderData[bktfut,68,RB2110.SHF,'2','0',0,2,4198.0000,0(NotTraded),20210122 133700000,67_0_0,pystrategy]
2023-05-22 22:09:02.250990 handle_order data:PyOrderData[bktfut,68,RB2110.SHF,'2','0',2,2,4198.0000,2(AllTraded),20210122 133700000,67_0_0,pystrategy]
2023-05-22 22:09:02.256434 handle_trade data:PyTradeData(bktfut,68,RB2110.SHF,'2','0',2,4198.0000,    79,20210122 133800000,pystrategy,67_0_0)
2023-05-22 22:09:02.262380 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4196.0000,0.00,20210122) at 0x0x7f7fe5519310 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',2,2,2,0|0,4198.0000,4198.0000,10914.80,20210122) at 0x0x7f7fe41aed20
2023-05-22 22:09:02.459302 2021-01-22 14:58:00 尾盘平空 for RB2110.SHF  最新价=4190.0 下单函数返回=68
2023-05-22 22:09:02.465337 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'1','2',0,2,4190.0000,6(Unknown),20210122 145800000,68_0_0,pystrategy]
2023-05-22 22:09:02.471432 handle_order data:PyOrderData[bktfut,69,RB2110.SHF,'1','2',0,2,4190.0000,0(NotTraded),20210122 145800000,68_0_0,pystrategy]
2023-05-22 22:09:02.479414 handle_order data:PyOrderData[bktfut,69,RB2110.SHF,'1','2',2,2,4190.0000,2(AllTraded),20210122 145800000,68_0_0,pystrategy]
2023-05-22 22:09:02.485086 handle_trade data:PyTradeData(bktfut,69,RB2110.SHF,'1','2',2,4188.0000,    80,20210122 145900000,pystrategy,68_0_0)
2023-05-22 22:09:02.490271 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4187.0000,0.00,20210122) at 0x0x7f7fe5519310 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',0,0,0,0|0,4198.0000,4187.0000,0.00,20210122) at 0x0x7f7fe41aed20
2023-05-22 22:09:02.497972 2021-01-22 21:01:00 开空 for RB2110.SHF  最新价=4158.0 下单函数返回=69
2023-05-22 22:09:02.507228 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'2','0',0,2,4158.0000,6(Unknown),20210122 210100000,69_0_0,pystrategy]
2023-05-22 22:09:02.514378 handle_order data:PyOrderData[bktfut,70,RB2110.SHF,'2','0',0,2,4158.0000,0(NotTraded),20210122 210100000,69_0_0,pystrategy]
2023-05-22 22:09:02.523498 handle_order data:PyOrderData[bktfut,70,RB2110.SHF,'2','0',2,2,4158.0000,2(AllTraded),20210122 210100000,69_0_0,pystrategy]
2023-05-22 22:09:02.529263 handle_trade data:PyTradeData(bktfut,70,RB2110.SHF,'2','0',2,4157.0000,    81,20210122 210200000,pystrategy,69_0_0)
2023-05-22 22:09:02.534957 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4161.0000,0.00,20210125) at 0x0x7f7fe41aea40 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',2,2,2,0|0,4157.0000,4157.0000,10808.20,20210125) at 0x0x7f7fe41aed20
2023-05-22 22:09:02.700465 2021-01-22 22:13:00 开空 for RB2110.SHF  最新价=4186.0 下单函数返回=70
2023-05-22 22:09:02.712269 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'2','0',0,2,4186.0000,6(Unknown),20210122 221300000,70_0_0,pystrategy]
2023-05-22 22:09:02.720744 handle_order data:PyOrderData[bktfut,71,RB2110.SHF,'2','0',0,2,4186.0000,0(NotTraded),20210122 221300000,70_0_0,pystrategy]
2023-05-22 22:09:02.727576 handle_order data:PyOrderData[bktfut,71,RB2110.SHF,'2','0',2,2,4186.0000,2(AllTraded),20210122 221300000,70_0_0,pystrategy]
2023-05-22 22:09:02.733398 handle_trade data:PyTradeData(bktfut,71,RB2110.SHF,'2','0',2,4184.0000,    82,20210122 221400000,pystrategy,70_0_0)
2023-05-22 22:09:02.739092 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4184.0000,0.00,20210125) at 0x0x7f7fe41aea40 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',4,4,4,0|0,4170.5000,4184.0000,21686.60,20210125) at 0x0x7f7fe41aed20
2023-05-22 22:09:02.746026 2021-01-22 22:14:00 开空 for RB2110.SHF  最新价=4184.0 下单函数返回=71
2023-05-22 22:09:02.754540 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'2','0',0,2,4184.0000,6(Unknown),20210122 221400000,71_0_0,pystrategy]
2023-05-22 22:09:02.760725 handle_order data:PyOrderData[bktfut,72,RB2110.SHF,'2','0',0,2,4184.0000,0(NotTraded),20210122 221400000,71_0_0,pystrategy]
2023-05-22 22:09:02.767029 handle_order data:PyOrderData[bktfut,72,RB2110.SHF,'2','0',2,2,4184.0000,2(AllTraded),20210122 221400000,71_0_0,pystrategy]
2023-05-22 22:09:02.773081 handle_trade data:PyTradeData(bktfut,72,RB2110.SHF,'2','0',2,4184.0000,    83,20210122 221500000,pystrategy,71_0_0)
2023-05-22 22:09:02.778083 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4184.0000,0.00,20210125) at 0x0x7f7fe41aea40 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',6,6,6,0|0,4175.0000,4184.0000,32565.00,20210125) at 0x0x7f7fe41aed20
2023-05-22 22:09:02.880978 2021-01-22 22:58:00 尾盘平空 for RB2110.SHF  最新价=4177.0 下单函数返回=72
2023-05-22 22:09:02.891058 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'1','2',0,6,4177.0000,6(Unknown),20210122 225800000,72_0_0,pystrategy]
2023-05-22 22:09:02.896092 handle_order data:PyOrderData[bktfut,73,RB2110.SHF,'1','2',0,6,4177.0000,0(NotTraded),20210122 225800000,72_0_0,pystrategy]
2023-05-22 22:09:02.901629 handle_order data:PyOrderData[bktfut,73,RB2110.SHF,'1','2',6,6,4177.0000,2(AllTraded),20210122 225800000,72_0_0,pystrategy]
2023-05-22 22:09:02.910308 handle_trade data:PyTradeData(bktfut,73,RB2110.SHF,'1','2',6,4177.0000,    84,20210122 225900000,pystrategy,72_0_0)
2023-05-22 22:09:02.915547 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4177.0000,0.00,20210125) at 0x0x7f7fe41aea40 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',0,0,0,0|0,4175.0000,4177.0000,0.00,20210125) at 0x0x7f7fe41aed20
2023-05-22 22:09:03.133292 2021-01-25 10:46:00 开空 for RB2110.SHF  最新价=4227.0 下单函数返回=73
2023-05-22 22:09:03.141207 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'2','0',0,2,4227.0000,6(Unknown),20210125 104600000,73_0_0,pystrategy]
2023-05-22 22:09:03.149963 handle_order data:PyOrderData[bktfut,74,RB2110.SHF,'2','0',0,2,4227.0000,0(NotTraded),20210125 104600000,73_0_0,pystrategy]
2023-05-22 22:09:03.157409 handle_order data:PyOrderData[bktfut,74,RB2110.SHF,'2','0',2,2,4227.0000,2(AllTraded),20210125 104600000,73_0_0,pystrategy]
2023-05-22 22:09:03.163576 handle_trade data:PyTradeData(bktfut,74,RB2110.SHF,'2','0',2,4227.0000,    85,20210125 104700000,pystrategy,73_0_0)
2023-05-22 22:09:03.170038 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4220.0000,0.00,20210125) at 0x0x7f7fe41aea40 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',2,2,2,0|0,4227.0000,4227.0000,10990.20,20210125) at 0x0x7f7fe41aed20
2023-05-22 22:09:03.516158 2021-01-25 14:58:00 尾盘平空 for RB2110.SHF  最新价=4210.0 下单函数返回=74
2023-05-22 22:09:03.523768 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'1','2',0,2,4210.0000,6(Unknown),20210125 145800000,74_0_0,pystrategy]
2023-05-22 22:09:03.532109 handle_order data:PyOrderData[bktfut,75,RB2110.SHF,'1','2',0,2,4210.0000,0(NotTraded),20210125 145800000,74_0_0,pystrategy]
2023-05-22 22:09:03.537666 handle_order data:PyOrderData[bktfut,75,RB2110.SHF,'1','2',2,2,4210.0000,2(AllTraded),20210125 145800000,74_0_0,pystrategy]
2023-05-22 22:09:03.542381 handle_trade data:PyTradeData(bktfut,75,RB2110.SHF,'1','2',2,4210.0000,    86,20210125 145900000,pystrategy,74_0_0)
2023-05-22 22:09:03.546915 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4211.0000,0.00,20210125) at 0x0x7f7fe41aea40 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',0,0,0,0|0,4227.0000,4211.0000,0.00,20210125) at 0x0x7f7fe41aed20
2023-05-22 22:09:03.559867 2021-01-25 21:04:00 开空 for RB2109.SHF  最新价=4252.0 下单函数返回=75
2023-05-22 22:09:03.567426 handle_order data:PyOrderData[bktfut,,RB2109.SHF,'2','0',0,2,4252.0000,6(Unknown),20210125 210400000,75_0_0,pystrategy]
2023-05-22 22:09:03.572605 handle_order data:PyOrderData[bktfut,76,RB2109.SHF,'2','0',0,2,4252.0000,0(NotTraded),20210125 210400000,75_0_0,pystrategy]
2023-05-22 22:09:03.582802 handle_order data:PyOrderData[bktfut,76,RB2109.SHF,'2','0',2,2,4252.0000,2(AllTraded),20210125 210400000,75_0_0,pystrategy]
2023-05-22 22:09:03.587902 handle_trade data:PyTradeData(bktfut,76,RB2109.SHF,'2','0',2,4252.0000,    87,20210125 210800000,pystrategy,75_0_0)
2023-05-22 22:09:03.591919 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4250.0000,0.00,20210126) at 0x0x7f7fe41aebb0 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',2,2,2,0|0,4252.0000,4252.0000,11055.20,20210126) at 0x0x7f7fe40ca030
2023-05-22 22:09:03.851109 2021-01-25 22:58:00 尾盘平空 for RB2109.SHF  最新价=4246.0 下单函数返回=76
2023-05-22 22:09:03.862833 handle_order data:PyOrderData[bktfut,,RB2109.SHF,'1','2',0,2,4246.0000,6(Unknown),20210125 225800000,76_0_0,pystrategy]
2023-05-22 22:09:03.869377 handle_order data:PyOrderData[bktfut,77,RB2109.SHF,'1','2',0,2,4246.0000,0(NotTraded),20210125 225800000,76_0_0,pystrategy]
2023-05-22 22:09:03.873973 handle_order data:PyOrderData[bktfut,77,RB2109.SHF,'1','2',1,2,4246.0000,1(PartTraded),20210125 225800000,76_0_0,pystrategy]
2023-05-22 22:09:03.879833 handle_trade data:PyTradeData(bktfut,77,RB2109.SHF,'1','2',1,4246.0000,    88,20210125 225900000,pystrategy,76_0_0)
2023-05-22 22:09:03.892021 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4255.0000,0.00,20210126) at 0x0x7f7fe41aebb0 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',1,0,1,1|1,4252.0000,4255.0000,5527.60,20210126) at 0x0x7f7fe40ca030
2023-05-22 22:09:03.900028 handle_order data:PyOrderData[bktfut,77,RB2109.SHF,'1','2',2,2,4246.0000,2(AllTraded),20210125 225800000,76_0_0,pystrategy]
2023-05-22 22:09:03.906934 handle_trade data:PyTradeData(bktfut,77,RB2109.SHF,'1','2',1,4255.0000,    89,20210126 90100000,pystrategy,76_0_0)
2023-05-22 22:09:03.914222 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4250.0000,0.00,20210126) at 0x0x7f7fe41aebb0 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',0,0,0,0|0,4252.0000,4250.0000,0.00,20210126) at 0x0x7f7fe40ca030
2023-05-22 22:09:04.453675 2021-01-26 21:03:00 开空 for RB2109.SHF  最新价=4237.0 下单函数返回=77
2023-05-22 22:09:04.460034 handle_order data:PyOrderData[bktfut,,RB2109.SHF,'2','0',0,2,4237.0000,6(Unknown),20210126 210300000,77_0_0,pystrategy]
2023-05-22 22:09:04.466357 handle_order data:PyOrderData[bktfut,78,RB2109.SHF,'2','0',0,2,4237.0000,0(NotTraded),20210126 210300000,77_0_0,pystrategy]
2023-05-22 22:09:04.472142 handle_order data:PyOrderData[bktfut,78,RB2109.SHF,'2','0',2,2,4237.0000,2(AllTraded),20210126 210300000,77_0_0,pystrategy]
2023-05-22 22:09:04.477516 handle_trade data:PyTradeData(bktfut,78,RB2109.SHF,'2','0',2,4237.0000,    90,20210126 210400000,pystrategy,77_0_0)
2023-05-22 22:09:04.483403 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4226.0000,0.00,20210127) at 0x0x7f7fe41aebb0 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',2,2,2,0|0,4237.0000,4237.0000,11016.20,20210127) at 0x0x7f7fe41aea40
2023-05-22 22:09:04.691757 2021-01-26 22:42:00 开空 for RB2109.SHF  最新价=4282.0 下单函数返回=78
2023-05-22 22:09:04.696442 handle_order data:PyOrderData[bktfut,,RB2109.SHF,'2','0',0,2,4282.0000,6(Unknown),20210126 224200000,78_0_0,pystrategy]
2023-05-22 22:09:04.700223 handle_order data:PyOrderData[bktfut,79,RB2109.SHF,'2','0',0,2,4282.0000,0(NotTraded),20210126 224200000,78_0_0,pystrategy]
2023-05-22 22:09:04.704050 handle_order data:PyOrderData[bktfut,79,RB2109.SHF,'2','0',2,2,4282.0000,2(AllTraded),20210126 224200000,78_0_0,pystrategy]
2023-05-22 22:09:04.708238 handle_trade data:PyTradeData(bktfut,79,RB2109.SHF,'2','0',2,4282.0000,    91,20210126 224300000,pystrategy,78_0_0)
2023-05-22 22:09:04.711912 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4278.0000,0.00,20210127) at 0x0x7f7fe41aebb0 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',4,4,4,0|0,4259.5000,4282.0000,22149.40,20210127) at 0x0x7f7fe41aea40
2023-05-22 22:09:04.741481 2021-01-26 22:58:00 尾盘平空 for RB2109.SHF  最新价=4298.0 下单函数返回=79
2023-05-22 22:09:04.745764 handle_order data:PyOrderData[bktfut,,RB2109.SHF,'1','2',0,4,4298.0000,6(Unknown),20210126 225800000,79_0_0,pystrategy]
2023-05-22 22:09:04.750248 handle_order data:PyOrderData[bktfut,80,RB2109.SHF,'1','2',0,4,4298.0000,0(NotTraded),20210126 225800000,79_0_0,pystrategy]
2023-05-22 22:09:04.754259 handle_order data:PyOrderData[bktfut,80,RB2109.SHF,'1','2',2,4,4298.0000,1(PartTraded),20210126 225800000,79_0_0,pystrategy]
2023-05-22 22:09:04.758743 handle_trade data:PyTradeData(bktfut,80,RB2109.SHF,'1','2',2,4298.0000,    92,20210126 225900000,pystrategy,79_0_0)
2023-05-22 22:09:04.762437 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4298.0000,0.00,20210127) at 0x0x7f7fe41aebb0 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',2,0,2,2|2,4259.5000,4298.0000,11133.20,20210127) at 0x0x7f7fe41aea40
2023-05-22 22:09:04.766417 handle_order data:PyOrderData[bktfut,80,RB2109.SHF,'1','2',4,4,4298.0000,2(AllTraded),20210126 225800000,79_0_0,pystrategy]
2023-05-22 22:09:04.771068 handle_trade data:PyTradeData(bktfut,80,RB2109.SHF,'1','2',2,4298.0000,    93,20210126 230000000,pystrategy,79_0_0)
2023-05-22 22:09:04.775190 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4304.0000,0.00,20210127) at 0x0x7f7fe41aebb0 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',0,0,0,0|0,4259.5000,4304.0000,0.00,20210127) at 0x0x7f7fe41aea40
2023-05-22 22:09:05.193011 2021-01-27 14:29:00 开空 for RB2109.SHF  最新价=4320.0 下单函数返回=80
2023-05-22 22:09:05.207317 handle_order data:PyOrderData[bktfut,,RB2109.SHF,'2','0',0,2,4320.0000,6(Unknown),20210127 142900000,80_0_0,pystrategy]
2023-05-22 22:09:05.222235 handle_order data:PyOrderData[bktfut,81,RB2109.SHF,'2','0',0,2,4320.0000,0(NotTraded),20210127 142900000,80_0_0,pystrategy]
2023-05-22 22:09:05.236596 handle_order data:PyOrderData[bktfut,81,RB2109.SHF,'2','0',1,2,4320.0000,1(PartTraded),20210127 142900000,80_0_0,pystrategy]
2023-05-22 22:09:05.252601 handle_trade data:PyTradeData(bktfut,81,RB2109.SHF,'2','0',1,4320.0000,    94,20210127 143000000,pystrategy,80_0_0)
2023-05-22 22:09:05.260890 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4320.0000,0.00,20210127) at 0x0x7f7fe41aebb0 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',1,1,1,0|0,4320.0000,4320.0000,5616.00,20210127) at 0x0x7f7fe41aea40
2023-05-22 22:09:05.274564 2021-01-27 14:30:00 开空 for RB2109.SHF  最新价=4320.0 下单函数返回=81
2023-05-22 22:09:05.285522 handle_order data:PyOrderData[bktfut,,RB2109.SHF,'2','0',0,2,4320.0000,6(Unknown),20210127 143000000,81_0_0,pystrategy]
2023-05-22 22:09:05.294691 handle_order data:PyOrderData[bktfut,82,RB2109.SHF,'2','0',0,2,4320.0000,0(NotTraded),20210127 143000000,81_0_0,pystrategy]
2023-05-22 22:09:05.300614 handle_order data:PyOrderData[bktfut,81,RB2109.SHF,'2','0',2,2,4320.0000,2(AllTraded),20210127 142900000,80_0_0,pystrategy]
2023-05-22 22:09:05.313091 handle_trade data:PyTradeData(bktfut,81,RB2109.SHF,'2','0',1,4320.0000,    95,20210127 143100000,pystrategy,80_0_0)
2023-05-22 22:09:05.318474 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4328.0000,0.00,20210127) at 0x0x7f7fe41aebb0 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',2,2,2,0|0,4320.0000,4320.0000,11232.00,20210127) at 0x0x7f7fe41aea40
2023-05-22 22:09:05.343480 handle_order data:PyOrderData[bktfut,82,RB2109.SHF,'2','0',2,2,4320.0000,2(AllTraded),20210127 143000000,81_0_0,pystrategy]
2023-05-22 22:09:05.356050 handle_trade data:PyTradeData(bktfut,82,RB2109.SHF,'2','0',2,4320.0000,    96,20210127 143100000,pystrategy,81_0_0)
2023-05-22 22:09:05.368612 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4328.0000,0.00,20210127) at 0x0x7f7fe41aebb0 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',4,4,4,0|0,4320.0000,4320.0000,22464.00,20210127) at 0x0x7f7fe41aea40
2023-05-22 22:09:05.439268 2021-01-27 14:58:00 尾盘平空 for RB2109.SHF  最新价=4328.0 下单函数返回=82
2023-05-22 22:09:05.450667 handle_order data:PyOrderData[bktfut,,RB2109.SHF,'1','2',0,4,4328.0000,6(Unknown),20210127 145800000,82_0_0,pystrategy]
2023-05-22 22:09:05.455537 handle_order data:PyOrderData[bktfut,83,RB2109.SHF,'1','2',0,4,4328.0000,0(NotTraded),20210127 145800000,82_0_0,pystrategy]
2023-05-22 22:09:05.622548 2021-01-27 22:09:00 开空 for RB2110.SHF  最新价=4304.0 下单函数返回=83
2023-05-22 22:09:05.632820 2021-01-27 22:09:00 平空 for RB2109.SHF  最新价=4326.0 下单函数返回=84
2023-05-22 22:09:05.644047 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'2','0',0,2,4304.0000,6(Unknown),20210127 220900000,83_0_0,pystrategy]
2023-05-22 22:09:05.650236 handle_order data:PyOrderData[bktfut,,RB2109.SHF,'1','1',0,2,4326.0000,6(Unknown),20210127 220900000,84_0_0,pystrategy]
2023-05-22 22:09:05.655630 handle_order data:PyOrderData[bktfut,84,RB2110.SHF,'2','0',0,2,4304.0000,0(NotTraded),20210127 220900000,83_0_0,pystrategy]
2023-05-22 22:09:05.662957 handle_order data:PyOrderData[bktfut,85,RB2109.SHF,'1','1',0,2,4326.0000,0(NotTraded),20210127 220900000,84_0_0,pystrategy]
2023-05-22 22:09:05.676419 handle_order data:PyOrderData[bktfut,84,RB2110.SHF,'2','0',2,2,4304.0000,2(AllTraded),20210127 220900000,83_0_0,pystrategy]
2023-05-22 22:09:05.683535 handle_trade data:PyTradeData(bktfut,84,RB2110.SHF,'2','0',2,4304.0000,    97,20210127 221000000,pystrategy,83_0_0)
2023-05-22 22:09:05.693240 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4310.0000,0.00,20210128) at 0x0x7f7fe41aebb0 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',2,2,2,0|0,4304.0000,4304.0000,11190.40,20210128) at 0x0x7f7fe41aea40
2023-05-22 22:09:05.698522 handle_order data:PyOrderData[bktfut,85,RB2109.SHF,'1','1',2,2,4326.0000,2(AllTraded),20210127 220900000,84_0_0,pystrategy]
2023-05-22 22:09:05.704982 handle_trade data:PyTradeData(bktfut,85,RB2109.SHF,'1','1',2,4326.0000,    98,20210127 221000000,pystrategy,84_0_0)
2023-05-22 22:09:05.709767 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4337.0000,0.00,20210128) at 0x0x7f7fe41aed20 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',2,2,0,0|0,4320.0000,4337.0000,11232.00,20210128) at 0x0x7f7fe5519310
2023-05-22 22:09:05.821606 2021-01-27 22:58:00 尾盘平空 for RB2110.SHF  最新价=4274.0 下单函数返回=85
2023-05-22 22:09:05.834892 2021-01-27 22:58:00 尾盘平空 for RB2109.SHF  最新价=4300.0 下单函数返回=86
2023-05-22 22:09:05.841481 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'1','2',0,2,4274.0000,6(Unknown),20210127 225800000,85_0_0,pystrategy]
2023-05-22 22:09:05.847205 handle_order data:PyOrderData[bktfut,,RB2109.SHF,'1','1',0,2,4300.0000,6(Unknown),20210127 225800000,86_0_0,pystrategy]
2023-05-22 22:09:05.855344 handle_order data:PyOrderData[bktfut,86,RB2110.SHF,'1','2',0,2,4274.0000,0(NotTraded),20210127 225800000,85_0_0,pystrategy]
2023-05-22 22:09:05.861211 handle_order data:PyOrderData[bktfut,87,RB2109.SHF,'1','1',0,2,4300.0000,0(NotTraded),20210127 225800000,86_0_0,pystrategy]
2023-05-22 22:09:05.866101 handle_order data:PyOrderData[bktfut,86,RB2110.SHF,'1','2',2,2,4274.0000,2(AllTraded),20210127 225800000,85_0_0,pystrategy]
2023-05-22 22:09:05.875549 handle_trade data:PyTradeData(bktfut,86,RB2110.SHF,'1','2',2,4274.0000,    99,20210127 225900000,pystrategy,85_0_0)
2023-05-22 22:09:05.884668 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4276.0000,0.00,20210128) at 0x0x7f7fe41aebb0 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',0,0,0,0|0,4304.0000,4276.0000,0.00,20210128) at 0x0x7f7fe41aea40
2023-05-22 22:09:05.894410 handle_order data:PyOrderData[bktfut,87,RB2109.SHF,'1','1',2,2,4300.0000,2(AllTraded),20210127 225800000,86_0_0,pystrategy]
2023-05-22 22:09:05.902090 handle_trade data:PyTradeData(bktfut,87,RB2109.SHF,'1','1',2,4300.0000,   100,20210127 230000000,pystrategy,86_0_0)
2023-05-22 22:09:05.909271 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4302.0000,0.00,20210128) at 0x0x7f7fe41aed20 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',0,0,0,0|0,4320.0000,4302.0000,0.00,20210128) at 0x0x7f7fe5519310
2023-05-22 22:09:06.241368 2021-01-28 11:25:00 开空 for RB2110.SHF  最新价=4263.0 下单函数返回=87
2023-05-22 22:09:06.250809 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'2','0',0,2,4263.0000,6(Unknown),20210128 112500000,87_0_0,pystrategy]
2023-05-22 22:09:06.259087 handle_order data:PyOrderData[bktfut,88,RB2110.SHF,'2','0',0,2,4263.0000,0(NotTraded),20210128 112500000,87_0_0,pystrategy]
2023-05-22 22:09:06.265020 handle_order data:PyOrderData[bktfut,88,RB2110.SHF,'2','0',2,2,4263.0000,2(AllTraded),20210128 112500000,87_0_0,pystrategy]
2023-05-22 22:09:06.272005 handle_trade data:PyTradeData(bktfut,88,RB2110.SHF,'2','0',2,4263.0000,   101,20210128 112600000,pystrategy,87_0_0)
2023-05-22 22:09:06.276449 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4260.0000,0.00,20210128) at 0x0x7f7fe41aebb0 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',2,2,2,0|0,4263.0000,4263.0000,11083.80,20210128) at 0x0x7f7fe41aea40
2023-05-22 22:09:06.465980 2021-01-28 14:51:00 开空 for RB2110.SHF  最新价=4222.0 下单函数返回=88
2023-05-22 22:09:06.473130 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'2','0',0,2,4222.0000,6(Unknown),20210128 145100000,88_0_0,pystrategy]
2023-05-22 22:09:06.478342 handle_order data:PyOrderData[bktfut,89,RB2110.SHF,'2','0',0,2,4222.0000,0(NotTraded),20210128 145100000,88_0_0,pystrategy]
2023-05-22 22:09:06.482404 handle_order data:PyOrderData[bktfut,89,RB2110.SHF,'2','0',2,2,4222.0000,2(AllTraded),20210128 145100000,88_0_0,pystrategy]
2023-05-22 22:09:06.486196 handle_trade data:PyTradeData(bktfut,89,RB2110.SHF,'2','0',2,4223.0000,   102,20210128 145200000,pystrategy,88_0_0)
2023-05-22 22:09:06.490296 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4224.0000,0.00,20210128) at 0x0x7f7fe41aebb0 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',4,4,4,0|0,4243.0000,4223.0000,22063.60,20210128) at 0x0x7f7fe41aea40
2023-05-22 22:09:06.505234 2021-01-28 14:58:00 尾盘平空 for RB2110.SHF  最新价=4227.0 下单函数返回=89
2023-05-22 22:09:06.510177 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'1','2',0,4,4227.0000,6(Unknown),20210128 145800000,89_0_0,pystrategy]
2023-05-22 22:09:06.515170 handle_order data:PyOrderData[bktfut,90,RB2110.SHF,'1','2',0,4,4227.0000,0(NotTraded),20210128 145800000,89_0_0,pystrategy]
2023-05-22 22:09:06.522173 handle_order data:PyOrderData[bktfut,90,RB2110.SHF,'1','2',4,4,4227.0000,2(AllTraded),20210128 145800000,89_0_0,pystrategy]
2023-05-22 22:09:06.529155 handle_trade data:PyTradeData(bktfut,90,RB2110.SHF,'1','2',4,4228.0000,   103,20210128 145900000,pystrategy,89_0_0)
2023-05-22 22:09:06.536120 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4224.0000,0.00,20210128) at 0x0x7f7fe41aebb0 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',0,0,0,0|0,4243.0000,4224.0000,0.00,20210128) at 0x0x7f7fe41aea40
2023-05-22 22:09:06.544805 2021-01-28 21:01:00 开空 for RB2110.SHF  最新价=4212.0 下单函数返回=90
2023-05-22 22:09:06.553893 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'2','0',0,2,4212.0000,6(Unknown),20210128 210100000,90_0_0,pystrategy]
2023-05-22 22:09:06.559653 handle_order data:PyOrderData[bktfut,91,RB2110.SHF,'2','0',0,2,4212.0000,0(NotTraded),20210128 210100000,90_0_0,pystrategy]
2023-05-22 22:09:06.565114 handle_order data:PyOrderData[bktfut,91,RB2110.SHF,'2','0',2,2,4212.0000,2(AllTraded),20210128 210100000,90_0_0,pystrategy]
2023-05-22 22:09:06.570173 handle_trade data:PyTradeData(bktfut,91,RB2110.SHF,'2','0',2,4211.0000,   104,20210128 210200000,pystrategy,90_0_0)
2023-05-22 22:09:06.574384 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4218.0000,0.00,20210129) at 0x0x7f7fe5519310 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',2,2,2,0|0,4211.0000,4211.0000,10948.60,20210129) at 0x0x7f7fe41aea40
2023-05-22 22:09:06.598219 2021-01-28 21:11:00 开空 for RB2109.SHF  最新价=4246.0 下单函数返回=91
2023-05-22 22:09:06.604043 handle_order data:PyOrderData[bktfut,,RB2109.SHF,'2','0',0,2,4246.0000,6(Unknown),20210128 211100000,91_0_0,pystrategy]
2023-05-22 22:09:06.610564 handle_order data:PyOrderData[bktfut,92,RB2109.SHF,'2','0',0,2,4246.0000,0(NotTraded),20210128 211100000,91_0_0,pystrategy]
2023-05-22 22:09:06.614994 handle_order data:PyOrderData[bktfut,92,RB2109.SHF,'2','0',2,2,4246.0000,2(AllTraded),20210128 211100000,91_0_0,pystrategy]
2023-05-22 22:09:06.618922 handle_trade data:PyTradeData(bktfut,92,RB2109.SHF,'2','0',2,4247.0000,   105,20210128 211200000,pystrategy,91_0_0)
2023-05-22 22:09:06.623031 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4244.0000,0.00,20210129) at 0x0x7f7fe41aed20 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',2,2,2,0|0,4247.0000,4247.0000,11042.20,20210129) at 0x0x7f7fe41aebb0
2023-05-22 22:09:06.629403 2021-01-28 21:12:00 平空 for RB2110.SHF  最新价=4216.0 下单函数返回=92
2023-05-22 22:09:06.635467 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'1','2',0,2,4216.0000,6(Unknown),20210128 211200000,92_0_0,pystrategy]
2023-05-22 22:09:06.640600 handle_order data:PyOrderData[bktfut,93,RB2110.SHF,'1','2',0,2,4216.0000,0(NotTraded),20210128 211200000,92_0_0,pystrategy]
2023-05-22 22:09:06.645666 handle_order data:PyOrderData[bktfut,93,RB2110.SHF,'1','2',2,2,4216.0000,2(AllTraded),20210128 211200000,92_0_0,pystrategy]
2023-05-22 22:09:06.650128 handle_trade data:PyTradeData(bktfut,93,RB2110.SHF,'1','2',2,4216.0000,   106,20210128 211300000,pystrategy,92_0_0)
2023-05-22 22:09:06.654848 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4212.0000,0.00,20210129) at 0x0x7f7fe5519310 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',0,0,0,0|0,4211.0000,4212.0000,0.00,20210129) at 0x0x7f7fe41aea40
2023-05-22 22:09:06.846779 2021-01-28 22:58:00 尾盘平空 for RB2109.SHF  最新价=4238.0 下单函数返回=93
2023-05-22 22:09:06.853578 handle_order data:PyOrderData[bktfut,,RB2109.SHF,'1','2',0,2,4238.0000,6(Unknown),20210128 225800000,93_0_0,pystrategy]
2023-05-22 22:09:06.859672 handle_order data:PyOrderData[bktfut,94,RB2109.SHF,'1','2',0,2,4238.0000,0(NotTraded),20210128 225800000,93_0_0,pystrategy]
2023-05-22 22:09:06.864764 handle_order data:PyOrderData[bktfut,94,RB2109.SHF,'1','2',2,2,4238.0000,2(AllTraded),20210128 225800000,93_0_0,pystrategy]
2023-05-22 22:09:06.870459 handle_trade data:PyTradeData(bktfut,94,RB2109.SHF,'1','2',2,4238.0000,   107,20210128 225900000,pystrategy,93_0_0)
2023-05-22 22:09:06.874575 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4245.0000,0.00,20210129) at 0x0x7f7fe41aed20 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',0,0,0,0|0,4247.0000,4245.0000,0.00,20210129) at 0x0x7f7fe41aebb0
2023-05-22 22:09:07.244406 2021-01-29 14:29:00 开空 for RB2109.SHF  最新价=4205.0 下单函数返回=94
2023-05-22 22:09:07.250256 handle_order data:PyOrderData[bktfut,,RB2109.SHF,'2','0',0,2,4205.0000,6(Unknown),20210129 142900000,94_0_0,pystrategy]
2023-05-22 22:09:07.256950 handle_order data:PyOrderData[bktfut,95,RB2109.SHF,'2','0',0,2,4205.0000,0(NotTraded),20210129 142900000,94_0_0,pystrategy]
2023-05-22 22:09:07.262432 handle_order data:PyOrderData[bktfut,95,RB2109.SHF,'2','0',2,2,4205.0000,2(AllTraded),20210129 142900000,94_0_0,pystrategy]
2023-05-22 22:09:07.266607 handle_trade data:PyTradeData(bktfut,95,RB2109.SHF,'2','0',2,4205.0000,   108,20210129 143000000,pystrategy,94_0_0)
2023-05-22 22:09:07.271040 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4201.0000,0.00,20210129) at 0x0x7f7fe41aed20 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',2,2,2,0|0,4205.0000,4205.0000,10933.00,20210129) at 0x0x7f7fe41aebb0
2023-05-22 22:09:07.339848 2021-01-29 14:58:00 尾盘平空 for RB2109.SHF  最新价=4228.0 下单函数返回=95
2023-05-22 22:09:07.344921 handle_order data:PyOrderData[bktfut,,RB2109.SHF,'1','2',0,2,4228.0000,6(Unknown),20210129 145800000,95_0_0,pystrategy]
2023-05-22 22:09:07.348956 handle_order data:PyOrderData[bktfut,96,RB2109.SHF,'1','2',0,2,4228.0000,0(NotTraded),20210129 145800000,95_0_0,pystrategy]
2023-05-22 22:09:07.352848 handle_order data:PyOrderData[bktfut,96,RB2109.SHF,'1','2',1,2,4228.0000,1(PartTraded),20210129 145800000,95_0_0,pystrategy]
2023-05-22 22:09:07.356916 handle_trade data:PyTradeData(bktfut,96,RB2109.SHF,'1','2',1,4228.0000,   109,20210129 145900000,pystrategy,95_0_0)
2023-05-22 22:09:07.361569 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4227.0000,0.00,20210129) at 0x0x7f7fe41aed20 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',1,0,1,1|1,4205.0000,4227.0000,5466.50,20210129) at 0x0x7f7fe41aebb0
2023-05-22 22:09:07.368099 handle_order data:PyOrderData[bktfut,96,RB2109.SHF,'1','2',2,2,4228.0000,2(AllTraded),20210129 145800000,95_0_0,pystrategy]
2023-05-22 22:09:07.374293 handle_trade data:PyTradeData(bktfut,96,RB2109.SHF,'1','2',1,4227.0000,   110,20210129 150000000,pystrategy,95_0_0)
2023-05-22 22:09:07.380788 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4227.0000,0.00,20210129) at 0x0x7f7fe41aed20 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',0,0,0,0|0,4205.0000,4227.0000,0.00,20210129) at 0x0x7f7fe41aebb0
2023-05-22 22:09:07.390124 2021-01-29 21:01:00 开空 for RB2110.SHF  最新价=4215.0 下单函数返回=96
2023-05-22 22:09:07.395840 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'2','0',0,2,4215.0000,6(Unknown),20210129 210100000,96_0_0,pystrategy]
2023-05-22 22:09:07.403235 handle_order data:PyOrderData[bktfut,97,RB2110.SHF,'2','0',0,2,4215.0000,0(NotTraded),20210129 210100000,96_0_0,pystrategy]
2023-05-22 22:09:07.412269 handle_order data:PyOrderData[bktfut,97,RB2110.SHF,'2','0',2,2,4215.0000,2(AllTraded),20210129 210100000,96_0_0,pystrategy]
2023-05-22 22:09:07.417683 handle_trade data:PyTradeData(bktfut,97,RB2110.SHF,'2','0',2,4216.0000,   111,20210129 210200000,pystrategy,96_0_0)
2023-05-22 22:09:07.422575 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4216.0000,0.00,20210201) at 0x0x7f7fe5519310 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',2,2,2,0|0,4216.0000,4216.0000,10961.60,20210201) at 0x0x7f7fe41aebb0
2023-05-22 22:09:07.700111 2021-01-29 22:58:00 尾盘平空 for RB2110.SHF  最新价=4206.0 下单函数返回=97
2023-05-22 22:09:07.707052 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'1','2',0,2,4206.0000,6(Unknown),20210129 225800000,97_0_0,pystrategy]
2023-05-22 22:09:07.713276 handle_order data:PyOrderData[bktfut,98,RB2110.SHF,'1','2',0,2,4206.0000,0(NotTraded),20210129 225800000,97_0_0,pystrategy]
2023-05-22 22:09:07.718460 handle_order data:PyOrderData[bktfut,98,RB2110.SHF,'1','2',2,2,4206.0000,2(AllTraded),20210129 225800000,97_0_0,pystrategy]
2023-05-22 22:09:07.723752 handle_trade data:PyTradeData(bktfut,98,RB2110.SHF,'1','2',2,4206.0000,   112,20210129 225900000,pystrategy,97_0_0)
2023-05-22 22:09:07.729016 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4205.0000,0.00,20210201) at 0x0x7f7fe5519310 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',0,0,0,0|0,4216.0000,4205.0000,0.00,20210201) at 0x0x7f7fe41aebb0
2023-05-22 22:09:07.956873 2021-02-01 10:58:00 开空 for RB2109.SHF  最新价=4188.0 下单函数返回=98
2023-05-22 22:09:07.963480 handle_order data:PyOrderData[bktfut,,RB2109.SHF,'2','0',0,2,4188.0000,6(Unknown),20210201 105800000,98_0_0,pystrategy]
2023-05-22 22:09:07.972476 handle_order data:PyOrderData[bktfut,99,RB2109.SHF,'2','0',0,2,4188.0000,0(NotTraded),20210201 105800000,98_0_0,pystrategy]
2023-05-22 22:09:07.979239 handle_order data:PyOrderData[bktfut,99,RB2109.SHF,'2','0',2,2,4188.0000,2(AllTraded),20210201 105800000,98_0_0,pystrategy]
2023-05-22 22:09:07.984914 handle_trade data:PyTradeData(bktfut,99,RB2109.SHF,'2','0',2,4188.0000,   113,20210201 105900000,pystrategy,98_0_0)
2023-05-22 22:09:07.995002 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4187.0000,0.00,20210201) at 0x0x7f7fe41aea40 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',2,2,2,0|0,4188.0000,4188.0000,10888.80,20210201) at 0x0x7f7fe41aed20
2023-05-22 22:09:08.238521 2021-02-01 14:58:00 尾盘平空 for RB2109.SHF  最新价=4192.0 下单函数返回=99
2023-05-22 22:09:08.252545 handle_order data:PyOrderData[bktfut,,RB2109.SHF,'1','2',0,2,4192.0000,6(Unknown),20210201 145800000,99_0_0,pystrategy]
2023-05-22 22:09:08.264559 handle_order data:PyOrderData[bktfut,100,RB2109.SHF,'1','2',0,2,4192.0000,0(NotTraded),20210201 145800000,99_0_0,pystrategy]
2023-05-22 22:09:08.272013 handle_order data:PyOrderData[bktfut,100,RB2109.SHF,'1','2',2,2,4192.0000,2(AllTraded),20210201 145800000,99_0_0,pystrategy]
2023-05-22 22:09:08.278754 handle_trade data:PyTradeData(bktfut,100,RB2109.SHF,'1','2',2,4187.0000,   114,20210201 145900000,pystrategy,99_0_0)
2023-05-22 22:09:08.284904 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4185.0000,0.00,20210201) at 0x0x7f7fe41aea40 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',0,0,0,0|0,4188.0000,4185.0000,0.00,20210201) at 0x0x7f7fe41aed20
2023-05-22 22:09:08.292863 2021-02-01 21:01:00 开空 for RB2110.SHF  最新价=4168.0 下单函数返回=100
2023-05-22 22:09:08.300576 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'2','0',0,2,4168.0000,6(Unknown),20210201 210100000,100_0_0,pystrategy]
2023-05-22 22:09:08.306897 handle_order data:PyOrderData[bktfut,101,RB2110.SHF,'2','0',0,2,4168.0000,0(NotTraded),20210201 210100000,100_0_0,pystrategy]
2023-05-22 22:09:08.313047 handle_order data:PyOrderData[bktfut,101,RB2110.SHF,'2','0',2,2,4168.0000,2(AllTraded),20210201 210100000,100_0_0,pystrategy]
2023-05-22 22:09:08.319173 handle_trade data:PyTradeData(bktfut,101,RB2110.SHF,'2','0',2,4168.0000,   115,20210201 210200000,pystrategy,100_0_0)
2023-05-22 22:09:08.323820 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4163.0000,0.00,20210202) at 0x0x7f7fe41aed20 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',2,2,2,0|0,4168.0000,4168.0000,10836.80,20210202) at 0x0x7f7fe41aebb0
2023-05-22 22:09:08.556469 2021-02-01 22:58:00 尾盘平空 for RB2110.SHF  最新价=4144.0 下单函数返回=101
2023-05-22 22:09:08.560959 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'1','2',0,2,4144.0000,6(Unknown),20210201 225800000,101_0_0,pystrategy]
2023-05-22 22:09:08.564737 handle_order data:PyOrderData[bktfut,102,RB2110.SHF,'1','2',0,2,4144.0000,0(NotTraded),20210201 225800000,101_0_0,pystrategy]
2023-05-22 22:09:08.568414 handle_order data:PyOrderData[bktfut,102,RB2110.SHF,'1','2',2,2,4144.0000,2(AllTraded),20210201 225800000,101_0_0,pystrategy]
2023-05-22 22:09:08.572157 handle_trade data:PyTradeData(bktfut,102,RB2110.SHF,'1','2',2,4144.0000,   116,20210201 225900000,pystrategy,101_0_0)
2023-05-22 22:09:08.575831 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4145.0000,0.00,20210202) at 0x0x7f7fe41aed20 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',0,0,0,0|0,4168.0000,4145.0000,0.00,20210202) at 0x0x7f7fe41aebb0
2023-05-22 22:09:08.781243 2021-02-02 11:23:00 开空 for RB2110.SHF  最新价=4120.0 下单函数返回=102
2023-05-22 22:09:08.786357 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'2','0',0,2,4120.0000,6(Unknown),20210202 112300000,102_0_0,pystrategy]
2023-05-22 22:09:08.790128 handle_order data:PyOrderData[bktfut,103,RB2110.SHF,'2','0',0,2,4120.0000,0(NotTraded),20210202 112300000,102_0_0,pystrategy]
2023-05-22 22:09:08.793881 handle_order data:PyOrderData[bktfut,103,RB2110.SHF,'2','0',2,2,4120.0000,2(AllTraded),20210202 112300000,102_0_0,pystrategy]
2023-05-22 22:09:08.797409 handle_trade data:PyTradeData(bktfut,103,RB2110.SHF,'2','0',2,4122.0000,   117,20210202 112400000,pystrategy,102_0_0)
2023-05-22 22:09:08.801096 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4119.0000,0.00,20210202) at 0x0x7f7fe41aed20 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',2,2,2,0|0,4122.0000,4122.0000,10717.20,20210202) at 0x0x7f7fe41aebb0
2023-05-22 22:09:08.924801 2021-02-02 14:30:00 开空 for RB2110.SHF  最新价=4081.0 下单函数返回=103
2023-05-22 22:09:08.929803 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'2','0',0,2,4081.0000,6(Unknown),20210202 143000000,103_0_0,pystrategy]
2023-05-22 22:09:08.933497 handle_order data:PyOrderData[bktfut,104,RB2110.SHF,'2','0',0,2,4081.0000,0(NotTraded),20210202 143000000,103_0_0,pystrategy]
2023-05-22 22:09:08.937638 handle_order data:PyOrderData[bktfut,104,RB2110.SHF,'2','0',2,2,4081.0000,2(AllTraded),20210202 143000000,103_0_0,pystrategy]
2023-05-22 22:09:08.941262 handle_trade data:PyTradeData(bktfut,104,RB2110.SHF,'2','0',2,4081.0000,   118,20210202 143100000,pystrategy,103_0_0)
2023-05-22 22:09:08.944852 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4087.0000,0.00,20210202) at 0x0x7f7fe41aed20 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',4,4,4,0|0,4101.5000,4081.0000,21327.80,20210202) at 0x0x7f7fe41aebb0
2023-05-22 22:09:08.992984 2021-02-02 14:58:00 尾盘平空 for RB2110.SHF  最新价=4091.0 下单函数返回=104
2023-05-22 22:09:08.997216 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'1','2',0,4,4091.0000,6(Unknown),20210202 145800000,104_0_0,pystrategy]
2023-05-22 22:09:09.000921 handle_order data:PyOrderData[bktfut,105,RB2110.SHF,'1','2',0,4,4091.0000,0(NotTraded),20210202 145800000,104_0_0,pystrategy]
2023-05-22 22:09:09.005385 handle_order data:PyOrderData[bktfut,105,RB2110.SHF,'1','2',4,4,4091.0000,2(AllTraded),20210202 145800000,104_0_0,pystrategy]
2023-05-22 22:09:09.009323 handle_trade data:PyTradeData(bktfut,105,RB2110.SHF,'1','2',4,4091.0000,   119,20210202 145900000,pystrategy,104_0_0)
2023-05-22 22:09:09.013205 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4089.0000,0.00,20210202) at 0x0x7f7fe41aed20 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',0,0,0,0|0,4101.5000,4089.0000,0.00,20210202) at 0x0x7f7fe41aebb0
2023-05-22 22:09:09.018423 2021-02-02 21:01:00 开空 for RB2110.SHF  最新价=4093.0 下单函数返回=105
2023-05-22 22:09:09.023205 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'2','0',0,2,4093.0000,6(Unknown),20210202 210100000,105_0_0,pystrategy]
2023-05-22 22:09:09.026841 handle_order data:PyOrderData[bktfut,106,RB2110.SHF,'2','0',0,2,4093.0000,0(NotTraded),20210202 210100000,105_0_0,pystrategy]
2023-05-22 22:09:09.030524 handle_order data:PyOrderData[bktfut,106,RB2110.SHF,'2','0',2,2,4093.0000,2(AllTraded),20210202 210100000,105_0_0,pystrategy]
2023-05-22 22:09:09.034283 handle_trade data:PyTradeData(bktfut,106,RB2110.SHF,'2','0',2,4091.0000,   120,20210202 210200000,pystrategy,105_0_0)
2023-05-22 22:09:09.037946 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4087.0000,0.00,20210203) at 0x0x7f7fe5519310 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',2,2,2,0|0,4091.0000,4091.0000,10636.60,20210203) at 0x0x7f7fe41aed20
2023-05-22 22:09:09.042695 2021-02-02 21:02:00 平空 for RB2110.SHF  最新价=4087.0 下单函数返回=106
2023-05-22 22:09:09.047453 2021-02-02 21:02:00 开空 for RB2109.SHF  最新价=4115.0 下单函数返回=107
2023-05-22 22:09:09.051241 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'1','2',0,2,4087.0000,6(Unknown),20210202 210200000,106_0_0,pystrategy]
2023-05-22 22:09:09.055025 handle_order data:PyOrderData[bktfut,,RB2109.SHF,'2','0',0,2,4115.0000,6(Unknown),20210202 210200000,107_0_0,pystrategy]
2023-05-22 22:09:09.058762 handle_order data:PyOrderData[bktfut,107,RB2110.SHF,'1','2',0,2,4087.0000,0(NotTraded),20210202 210200000,106_0_0,pystrategy]
2023-05-22 22:09:09.062340 handle_order data:PyOrderData[bktfut,108,RB2109.SHF,'2','0',0,2,4115.0000,0(NotTraded),20210202 210200000,107_0_0,pystrategy]
2023-05-22 22:09:09.065962 handle_order data:PyOrderData[bktfut,107,RB2110.SHF,'1','2',2,2,4087.0000,2(AllTraded),20210202 210200000,106_0_0,pystrategy]
2023-05-22 22:09:09.069959 handle_trade data:PyTradeData(bktfut,107,RB2110.SHF,'1','2',2,4086.0000,   121,20210202 210300000,pystrategy,106_0_0)
2023-05-22 22:09:09.076577 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4083.0000,0.00,20210203) at 0x0x7f7fe5519310 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',0,0,0,0|0,4091.0000,4083.0000,0.00,20210203) at 0x0x7f7fe41aed20
2023-05-22 22:09:09.082160 handle_order data:PyOrderData[bktfut,108,RB2109.SHF,'2','0',2,2,4115.0000,2(AllTraded),20210202 210200000,107_0_0,pystrategy]
2023-05-22 22:09:09.087451 handle_trade data:PyTradeData(bktfut,108,RB2109.SHF,'2','0',2,4115.0000,   122,20210202 210300000,pystrategy,107_0_0)
2023-05-22 22:09:09.092833 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4107.0000,0.00,20210203) at 0x0x7f7fe41aea40 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',2,2,2,0|0,4115.0000,4115.0000,10699.00,20210203) at 0x0x7f7fe41aebb0
2023-05-22 22:09:09.348461 2021-02-02 22:58:00 尾盘平空 for RB2109.SHF  最新价=4095.0 下单函数返回=108
2023-05-22 22:09:09.364057 handle_order data:PyOrderData[bktfut,,RB2109.SHF,'1','2',0,2,4095.0000,6(Unknown),20210202 225800000,108_0_0,pystrategy]
2023-05-22 22:09:09.375323 handle_order data:PyOrderData[bktfut,109,RB2109.SHF,'1','2',0,2,4095.0000,0(NotTraded),20210202 225800000,108_0_0,pystrategy]
2023-05-22 22:09:09.383287 handle_order data:PyOrderData[bktfut,109,RB2109.SHF,'1','2',2,2,4095.0000,2(AllTraded),20210202 225800000,108_0_0,pystrategy]
2023-05-22 22:09:09.388391 handle_trade data:PyTradeData(bktfut,109,RB2109.SHF,'1','2',2,4095.0000,   123,20210202 225900000,pystrategy,108_0_0)
2023-05-22 22:09:09.393783 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4100.0000,0.00,20210203) at 0x0x7f7fe41aea40 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',0,0,0,0|0,4115.0000,4100.0000,0.00,20210203) at 0x0x7f7fe41aebb0
2023-05-22 22:09:09.431312 2021-02-03 09:14:00 开空 for RB2109.SHF  最新价=4150.0 下单函数返回=109
2023-05-22 22:09:09.465153 handle_order data:PyOrderData[bktfut,,RB2109.SHF,'2','0',0,2,4150.0000,6(Unknown),20210203 91400000,109_0_0,pystrategy]
2023-05-22 22:09:09.483994 handle_order data:PyOrderData[bktfut,110,RB2109.SHF,'2','0',0,2,4150.0000,0(NotTraded),20210203 91400000,109_0_0,pystrategy]
2023-05-22 22:09:09.490508 handle_order data:PyOrderData[bktfut,110,RB2109.SHF,'2','0',2,2,4150.0000,2(AllTraded),20210203 91400000,109_0_0,pystrategy]
2023-05-22 22:09:09.496018 handle_trade data:PyTradeData(bktfut,110,RB2109.SHF,'2','0',2,4150.0000,   124,20210203 91500000,pystrategy,109_0_0)
2023-05-22 22:09:09.501577 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4156.0000,0.00,20210203) at 0x0x7f7fe41aea40 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',2,2,2,0|0,4150.0000,4150.0000,10790.00,20210203) at 0x0x7f7fe41aebb0
2023-05-22 22:09:09.968081 2021-02-03 14:58:00 尾盘平空 for RB2109.SHF  最新价=4139.0 下单函数返回=110
2023-05-22 22:09:09.973049 handle_order data:PyOrderData[bktfut,,RB2109.SHF,'1','2',0,2,4139.0000,6(Unknown),20210203 145800000,110_0_0,pystrategy]
2023-05-22 22:09:09.977769 handle_order data:PyOrderData[bktfut,111,RB2109.SHF,'1','2',0,2,4139.0000,0(NotTraded),20210203 145800000,110_0_0,pystrategy]
2023-05-22 22:09:09.983428 handle_order data:PyOrderData[bktfut,111,RB2109.SHF,'1','2',2,2,4139.0000,2(AllTraded),20210203 145800000,110_0_0,pystrategy]
2023-05-22 22:09:09.989810 handle_trade data:PyTradeData(bktfut,111,RB2109.SHF,'1','2',2,4139.0000,   125,20210203 150000000,pystrategy,110_0_0)
2023-05-22 22:09:09.995930 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4141.0000,0.00,20210203) at 0x0x7f7fe41aea40 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',0,0,0,0|0,4150.0000,4141.0000,0.00,20210203) at 0x0x7f7fe41aebb0
2023-05-22 22:09:10.007623 2021-02-03 21:02:00 开空 for RB2110.SHF  最新价=4118.0 下单函数返回=111
2023-05-22 22:09:10.016764 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'2','0',0,2,4118.0000,6(Unknown),20210203 210200000,111_0_0,pystrategy]
2023-05-22 22:09:10.025495 handle_order data:PyOrderData[bktfut,112,RB2110.SHF,'2','0',0,2,4118.0000,0(NotTraded),20210203 210200000,111_0_0,pystrategy]
2023-05-22 22:09:10.033288 handle_order data:PyOrderData[bktfut,112,RB2110.SHF,'2','0',2,2,4118.0000,2(AllTraded),20210203 210200000,111_0_0,pystrategy]
2023-05-22 22:09:10.048899 handle_trade data:PyTradeData(bktfut,112,RB2110.SHF,'2','0',2,4118.0000,   126,20210203 210300000,pystrategy,111_0_0)
2023-05-22 22:09:10.063097 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4112.0000,0.00,20210204) at 0x0x7f7fe41aed20 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',2,2,2,0|0,4118.0000,4118.0000,10706.80,20210204) at 0x0x7f7fe41aebb0
2023-05-22 22:09:10.313287 2021-02-03 22:58:00 尾盘平空 for RB2110.SHF  最新价=4128.0 下单函数返回=112
2023-05-22 22:09:10.318632 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'1','2',0,2,4128.0000,6(Unknown),20210203 225800000,112_0_0,pystrategy]
2023-05-22 22:09:10.325321 handle_order data:PyOrderData[bktfut,113,RB2110.SHF,'1','2',0,2,4128.0000,0(NotTraded),20210203 225800000,112_0_0,pystrategy]
2023-05-22 22:09:10.329404 handle_order data:PyOrderData[bktfut,113,RB2110.SHF,'1','2',2,2,4128.0000,2(AllTraded),20210203 225800000,112_0_0,pystrategy]
2023-05-22 22:09:10.333247 handle_trade data:PyTradeData(bktfut,113,RB2110.SHF,'1','2',2,4128.0000,   127,20210203 225900000,pystrategy,112_0_0)
2023-05-22 22:09:10.337069 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4125.0000,0.00,20210204) at 0x0x7f7fe41aed20 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',0,0,0,0|0,4118.0000,4125.0000,0.00,20210204) at 0x0x7f7fe41aebb0
2023-05-22 22:09:10.445653 2021-02-04 09:52:00 开空 for RB2110.SHF  最新价=4157.0 下单函数返回=113
2023-05-22 22:09:10.451460 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'2','0',0,2,4157.0000,6(Unknown),20210204 95200000,113_0_0,pystrategy]
2023-05-22 22:09:10.456922 handle_order data:PyOrderData[bktfut,114,RB2110.SHF,'2','0',0,2,4157.0000,0(NotTraded),20210204 95200000,113_0_0,pystrategy]
2023-05-22 22:09:10.461702 handle_order data:PyOrderData[bktfut,114,RB2110.SHF,'2','0',2,2,4157.0000,2(AllTraded),20210204 95200000,113_0_0,pystrategy]
2023-05-22 22:09:10.465778 handle_trade data:PyTradeData(bktfut,114,RB2110.SHF,'2','0',2,4157.0000,   128,20210204 95300000,pystrategy,113_0_0)
2023-05-22 22:09:10.470715 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4157.0000,0.00,20210204) at 0x0x7f7fe41aed20 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',2,2,2,0|0,4157.0000,4157.0000,10808.20,20210204) at 0x0x7f7fe41aebb0
2023-05-22 22:09:10.889317 2021-02-04 14:58:00 尾盘平空 for RB2110.SHF  最新价=4167.0 下单函数返回=114
2023-05-22 22:09:10.897607 handle_order data:PyOrderData[bktfut,,RB2110.SHF,'1','2',0,2,4167.0000,6(Unknown),20210204 145800000,114_0_0,pystrategy]
2023-05-22 22:09:10.905304 handle_order data:PyOrderData[bktfut,115,RB2110.SHF,'1','2',0,2,4167.0000,0(NotTraded),20210204 145800000,114_0_0,pystrategy]
2023-05-22 22:09:10.911985 handle_order data:PyOrderData[bktfut,115,RB2110.SHF,'1','2',2,2,4167.0000,2(AllTraded),20210204 145800000,114_0_0,pystrategy]
2023-05-22 22:09:10.918998 handle_trade data:PyTradeData(bktfut,115,RB2110.SHF,'1','2',2,4167.0000,   129,20210204 145900000,pystrategy,114_0_0)
2023-05-22 22:09:10.925055 当前多头持仓:PyPositionData('1',bktfut,RB2110.SHF,'1',0,0,0,0|0,0.0000,4170.0000,0.00,20210204) at 0x0x7f7fe41aed20 当前空头持仓:PyPositionData('1',bktfut,RB2110.SHF,'2',0,0,0,0|0,4157.0000,4170.0000,0.00,20210204) at 0x0x7f7fe41aebb0
2023-05-22 22:09:11.316285 2021-02-05 09:55:00 开空 for RB2109.SHF  最新价=4198.0 下单函数返回=115
2023-05-22 22:09:11.321624 handle_order data:PyOrderData[bktfut,,RB2109.SHF,'2','0',0,2,4198.0000,6(Unknown),20210205 95500000,115_0_0,pystrategy]
2023-05-22 22:09:11.325996 handle_order data:PyOrderData[bktfut,116,RB2109.SHF,'2','0',0,2,4198.0000,0(NotTraded),20210205 95500000,115_0_0,pystrategy]
2023-05-22 22:09:11.330154 handle_order data:PyOrderData[bktfut,116,RB2109.SHF,'2','0',2,2,4198.0000,2(AllTraded),20210205 95500000,115_0_0,pystrategy]
2023-05-22 22:09:11.334295 handle_trade data:PyTradeData(bktfut,116,RB2109.SHF,'2','0',2,4198.0000,   130,20210205 95600000,pystrategy,115_0_0)
2023-05-22 22:09:11.338036 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4203.0000,0.00,20210205) at 0x0x7f7fe41aebb0 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',2,2,2,0|0,4198.0000,4198.0000,10914.80,20210205) at 0x0x7f7fe41aea40
2023-05-22 22:09:11.673495 2021-02-05 14:58:00 尾盘平空 for RB2109.SHF  最新价=4221.0 下单函数返回=116
2023-05-22 22:09:11.678693 handle_order data:PyOrderData[bktfut,,RB2109.SHF,'1','2',0,2,4221.0000,6(Unknown),20210205 145800000,116_0_0,pystrategy]
2023-05-22 22:09:11.683569 handle_order data:PyOrderData[bktfut,117,RB2109.SHF,'1','2',0,2,4221.0000,0(NotTraded),20210205 145800000,116_0_0,pystrategy]
2023-05-22 22:09:11.688948 handle_order data:PyOrderData[bktfut,117,RB2109.SHF,'1','2',2,2,4221.0000,2(AllTraded),20210205 145800000,116_0_0,pystrategy]
2023-05-22 22:09:11.694305 handle_trade data:PyTradeData(bktfut,117,RB2109.SHF,'1','2',2,4221.0000,   131,20210205 145900000,pystrategy,116_0_0)
2023-05-22 22:09:11.705297 当前多头持仓:PyPositionData('1',bktfut,RB2109.SHF,'1',0,0,0,0|0,0.0000,4224.0000,0.00,20210205) at 0x0x7f7fe41aebb0 当前空头持仓:PyPositionData('1',bktfut,RB2109.SHF,'2',0,0,0,0|0,4198.0000,4224.0000,0.00,20210205) at 0x0x7f7fe41aea40
[2023-05-22 22:09:11.711835] INFO hfbacktest: run_algo: done
[2023-05-22 22:09:12.065963] INFO hfbacktest: backtest done, raw_perf_ds:DataSource(0d685b7642f9449093011b87ad5c0515T)

/usr/local/python3/lib/python3.8/site-packages/pandas/compat/_optional.py:116: DeprecationWarning: distutils Version classes are deprecated. Use packaging.version instead.
  if distutils.version.LooseVersion(version) < minimum_version:
/usr/local/python3/lib/python3.8/site-packages/setuptools/_distutils/version.py:346: DeprecationWarning: distutils Version classes are deprecated. Use packaging.version instead.
  other = LooseVersion(other)
/usr/local/python3/lib/python3.8/site-packages/tables/array.py:241: DeprecationWarning: `np.object` is a deprecated alias for the builtin `object`. To silence this warning, use `object` by itself. Doing this will not modify any behavior and is safe. 
Deprecated in NumPy 1.20; for more details and guidance: https://numpy.org/devdocs/release/1.20.0-notes.html#deprecations
  (oid, self.atom, self.shape, self._v_chunkshape) = self._open_array()
/usr/local/python3/lib/python3.8/site-packages/tables/atom.py:1224: DeprecationWarning: tostring() is deprecated. Use tobytes() instead.
  return pickle.loads(array.tostring())
/var/app/enabled/fai/settings.py:22: ResourceWarning: unclosed <socket.socket fd=77, family=AddressFamily.AF_INET, type=SocketKind.SOCK_STREAM, proto=0, laddr=('10.160.156.187', 59386), raddr=('10.102.176.195', 8000)>
ResourceWarning: Enable tracemalloc to get the object allocation traceback
/var/app/enabled/fai/lib/logsclient.py:37: DeprecationWarning: Importing DisplayHandle from IPython.core.display is deprecated since IPython 7.14, please import from IPython display
[2023-05-22 22:09:15.805465] INFO: bigcharts.impl.render:render.py:407:render_chart Data is None, skip loading it to chart.

2023-05-22 22:09:16.392255 perf_render_future process plot...

收益率5.79%
年化收益率76.42%
基准收益率2.14%
阿尔法0.8
贝塔-0.03
夏普比率2.97
胜率0.6
盈亏比1.15
收益波动率19.57%
最大回撤2.37%

成交时间	合约代码	合约名称	买/卖	开/平	数量	成交价	交易金额	交易佣金	平仓盈亏
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日期	合约代码	合约名称	持仓均价	收盘价	数量	持仓保证金	浮动盈亏	平仓盈亏
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时间	级别	内容
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[2023-05-22 22:09:16.465590] INFO moduleinvoker: hfbacktest.v2 运行完成[27.874602s].

INFO:moduleinvoker:hfbacktest.v2 运行完成[27.874602s].

[2023-05-22 22:09:16.499395] INFO moduleinvoker: hftrade.v2 运行完成[27.931339s].

INFO:moduleinvoker:hftrade.v2 运行完成[27.931339s].

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