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策略简介CNN- 卷积神经网络 - --资金流大单DDX----大单流入zha¶

In [3]:

# 本代码由可视化策略环境自动生成 2021年12月24日 18:52
# 本代码单元只能在可视化模式下编辑。您也可以拷贝代码，粘贴到新建的代码单元或者策略，然后修改。


# Python 代码入口函数，input_1/2/3 对应三个输入端，data_1/2/3 对应三个输出端
def m4_run_bigquant_run(input_1, input_2, input_3):
    # 示例代码如下。在这里编写您的代码
    df =  input_1.read_pickle()
    feature_len = len(input_2.read_pickle())
    
    
    df['x'] = df['x'].reshape(df['x'].shape[0], int(feature_len), int(df['x'].shape[1]/feature_len))
    
    data_1 = DataSource.write_pickle(df)
    return Outputs(data_1=data_1)

# 后处理函数，可选。输入是主函数的输出，可以在这里对数据做处理，或者返回更友好的outputs数据格式。此函数输出不会被缓存。
def m4_post_run_bigquant_run(outputs):
    return outputs

# Python 代码入口函数，input_1/2/3 对应三个输入端，data_1/2/3 对应三个输出端
def m8_run_bigquant_run(input_1, input_2, input_3):
    # 示例代码如下。在这里编写您的代码
    df =  input_1.read_pickle()
    feature_len = len(input_2.read_pickle())
    
    
    df['x'] = df['x'].reshape(df['x'].shape[0], int(feature_len), int(df['x'].shape[1]/feature_len))
    
    data_1 = DataSource.write_pickle(df)
    return Outputs(data_1=data_1)

# 后处理函数，可选。输入是主函数的输出，可以在这里对数据做处理，或者返回更友好的outputs数据格式。此函数输出不会被缓存。
def m8_post_run_bigquant_run(outputs):
    return outputs

# 用户的自定义层需要写到字典中，比如
# {
#   "MyLayer": MyLayer
# }
m5_custom_objects_bigquant_run = {
    
}

# Python 代码入口函数，input_1/2/3 对应三个输入端，data_1/2/3 对应三个输出端
def m24_run_bigquant_run(input_1, input_2, input_3):
    # 示例代码如下。在这里编写您的代码
    pred_label = input_1.read_pickle()
    df = input_2.read_df()
    df = pd.DataFrame({'pred_label':pred_label[:,0], 'instrument':df.instrument, 'date':df.date})
    df.sort_values(['date','pred_label'],inplace=True, ascending=[True,False])
    return Outputs(data_1=DataSource.write_df(df), data_2=None, data_3=None)

# 后处理函数，可选。输入是主函数的输出，可以在这里对数据做处理，或者返回更友好的outputs数据格式。此函数输出不会被缓存。
def m24_post_run_bigquant_run(outputs):
    return outputs

# 回测引擎：初始化函数，只执行一次
def m2_initialize_bigquant_run(context):
    # 加载预测数据
    context.ranker_prediction = context.options['data'].read_df()

    # 系统已经设置了默认的交易手续费和滑点，要修改手续费可使用如下函数
    context.set_commission(PerOrder(buy_cost=0.0003, sell_cost=0.0013, min_cost=5))
    # 预测数据，通过options传入进来，使用 read_df 函数，加载到内存 (DataFrame)
    # 设置买入的股票数量，这里买入预测股票列表排名靠前的5只
    stock_count = 5
    # 每只的股票的权重，如下的权重分配会使得靠前的股票分配多一点的资金，[0.339160, 0.213986, 0.169580, ..]
    context.stock_weights = T.norm([1 / math.log(i + 2) for i in range(0, stock_count)])
    # 设置每只股票占用的最大资金比例
    context.max_cash_per_instrument = 0.2
    context.hold_days = 5

# 回测引擎：每日数据处理函数，每天执行一次
def m2_handle_data_bigquant_run(context, data):
    # 按日期过滤得到今日的预测数据
    ranker_prediction = context.ranker_prediction[
        context.ranker_prediction.date == data.current_dt.strftime('%Y-%m-%d')]

    # 1. 资金分配
    # 平均持仓时间是hold_days，每日都将买入股票，每日预期使用 1/hold_days 的资金
    # 实际操作中，会存在一定的买入误差，所以在前hold_days天，等量使用资金；之后，尽量使用剩余资金（这里设置最多用等量的1.5倍）
    is_staging = context.trading_day_index < context.hold_days # 是否在建仓期间（前 hold_days 天）
    cash_avg = context.portfolio.portfolio_value / context.hold_days
    cash_for_buy = min(context.portfolio.cash, (1 if is_staging else 1.5) * cash_avg)
    cash_for_sell = cash_avg - (context.portfolio.cash - cash_for_buy)
    positions = {e.symbol: p.amount * p.last_sale_price
                 for e, p in context.perf_tracker.position_tracker.positions.items()}

    # 2. 生成卖出订单：hold_days天之后才开始卖出；对持仓的股票，按StockRanker预测的排序末位淘汰
    if not is_staging and cash_for_sell > 0:
        equities = {e.symbol: e for e, p in context.perf_tracker.position_tracker.positions.items()}
        instruments = list(reversed(list(ranker_prediction.instrument[ranker_prediction.instrument.apply(
                lambda x: x in equities and not context.has_unfinished_sell_order(equities[x]))])))
        # print('rank order for sell %s' % instruments)
        for instrument in instruments:
            context.order_target(context.symbol(instrument), 0)
            cash_for_sell -= positions[instrument]
            if cash_for_sell <= 0:
                break

    # 3. 生成买入订单：按StockRanker预测的排序，买入前面的stock_count只股票
    buy_cash_weights = context.stock_weights
    buy_instruments = list(ranker_prediction.instrument[:len(buy_cash_weights)])
    max_cash_per_instrument = context.portfolio.portfolio_value * context.max_cash_per_instrument
    for i, instrument in enumerate(buy_instruments):
        cash = cash_for_buy * buy_cash_weights[i]
        if cash > max_cash_per_instrument - positions.get(instrument, 0):
            # 确保股票持仓量不会超过每次股票最大的占用资金量
            cash = max_cash_per_instrument - positions.get(instrument, 0)
        if cash > 0:
            context.order_value(context.symbol(instrument), cash)

# 回测引擎：准备数据，只执行一次
def m2_prepare_bigquant_run(context):
    pass

# 回测引擎：每个单位时间开始前调用一次，即每日开盘前调用一次。
def m2_before_trading_start_bigquant_run(context, data):
    pass


m1 = M.instruments.v2(
    start_date=T.live_run_param('trading_date', '2010-01-01'),
    end_date=T.live_run_param('trading_date', '2019-10-01'),
    market='CN_STOCK_A',
    instrument_list=' ',
    max_count=0
)

m21 = M.use_datasource.v1(
    instruments=m1.data,
    datasource_id='stock_status_CN_STOCK_A',
    start_date='',
    end_date=''
)

m22 = M.filter.v3(
    input_data=m21.data,
    expr='price_limit_status==3',
    output_left_data=False
)

m23 = M.select_columns.v3(
    input_ds=m22.data,
    columns='date,instrument',
    reverse_select=False
)

m20 = M.use_datasource.v1(
    instruments=m1.data,
    datasource_id='bar1d_CN_STOCK_A',
    start_date='',
    end_date=''
)

m29 = M.join.v3(
    data1=m20.data,
    data2=m23.data,
    on='date,instrument',
    how='inner',
    sort=False
)

m31 = M.auto_labeler_on_datasource.v1(
    input_data=m29.data,
    label_expr="""# #号开始的表示注释
# 0. 每行一个，顺序执行，从第二个开始，可以使用label字段
# 1. 可用数据字段见 https://bigquant.com/docs/develop/datasource/deprecated/history_data.html
# 2. 可用操作符和函数见 `表达式引擎 <https://bigquant.com/docs/develop/bigexpr/usage.html>`_

# 计算收益：5日收盘价(作为卖出价格)除以明日开盘价(作为买入价格)
#shift(close, -5) / shift(open, -1)

# 极值处理：用1%和99%分位的值做clip
#clip(label, all_quantile(label, 0.01), all_quantile(label, 0.99))

# 将分数映射到分类，这里使用20个分类
#all_wbins(label, 20)

# 过滤掉一字涨停的情况 (设置label为NaN，在后续处理和训练中会忽略NaN的label)
#where(shift(high, -1) == shift(low, -1), NaN, label)
# 计算收益：5日收盘价(作为卖出价格)除以明日开盘价(作为买入价格)
-1*((shift(close,-3) / shift(open, -1))-1)
#where(shift(volume, -2)>shift(volume, -1), 1, 0)>0
#where(shift(close, -2)>shift(close, -1), 1, 0)>0
#where(shift(close, -3)>shift(close, -2), 1, 0)>0
#
# 极值处理：用1%和99%分位的值做clip
clip(label, all_quantile(label, 0.01), all_quantile(label, 0.99))

all_wbins(label, 5)
# 过滤掉一字涨停的情况 (设置label为NaN，在后续处理和训练中会忽略NaN的label)
where((shift(high, -1) == shift(low, -1))|(shift(high, -1) == shift(open, -1))&(shift(open, -1) != shift(close, -1))|(shift(low, -1) == shift(close, -1))&(shift(open, -1) != shift(close, -1)), NaN, label)

#where(label>0.5, NaN, label)
#where(label<-0.5, NaN, label)
""",
    drop_na_label=True,
    cast_label_int=False,
    date_col='date',
    instrument_col='instrument'
)

m3 = M.input_features.v1(
    features="""volume_0/volume_1
volume_0/volume_1
rank_avg_mf_net_amount_5
correlation(volume_0/volume_1, return_0, 5)
ta_mfi_14_0
daily_return_1
return_10
return_20
covariance(avg_amount_5, return_5, 10)
avg_amount_5
avg_amount_20
"""
)

m25 = M.input_features.v1(
    features_ds=m3.data,
    features="""open_1
close_1
close_0
high_1
open_0
low_0

price_limit_status_0
volume_0
"""
)

m15 = M.general_feature_extractor.v7(
    instruments=m1.data,
    features=m25.data,
    start_date='',
    end_date='',
    before_start_days=90
)

m16 = M.derived_feature_extractor.v3(
    input_data=m15.data,
    features=m25.data,
    date_col='date',
    instrument_col='instrument',
    drop_na=True,
    remove_extra_columns=False
)

m7 = M.join.v3(
    data1=m31.data,
    data2=m16.data,
    on='date,instrument',
    how='inner',
    sort=False
)

m39 = M.dropnan.v2(
    input_data=m7.data
)

m37 = M.features_short.v1(
    input_1=m3.data
)

m26 = M.dl_convert_to_bin.v2(
    input_data=m39.data,
    features=m37.data_1,
    window_size=5,
    feature_clip=5,
    flatten=True,
    window_along_col='instrument'
)

m4 = M.cached.v3(
    input_1=m26.data,
    input_2=m37.data_1,
    run=m4_run_bigquant_run,
    post_run=m4_post_run_bigquant_run,
    input_ports='',
    params='{}',
    output_ports=''
)

m43 = M.input_features.v1(
    features_ds=m3.data,
    features="""
open_1
close_1
close_0
high_1
open_0
low_0

price_limit_status_0
volume_0
"""
)

m9 = M.instruments.v2(
    start_date=T.live_run_param('trading_date', '2020-09-02'),
    end_date=T.live_run_param('trading_date', '2021-12-23'),
    market='CN_STOCK_A',
    instrument_list='',
    max_count=0
)

m17 = M.general_feature_extractor.v7(
    instruments=m9.data,
    features=m43.data,
    start_date='',
    end_date='',
    before_start_days=90
)

m18 = M.derived_feature_extractor.v3(
    input_data=m17.data,
    features=m43.data,
    date_col='date',
    instrument_col='instrument',
    drop_na=True,
    remove_extra_columns=False
)

m13 = M.use_datasource.v1(
    instruments=m9.data,
    datasource_id='stock_status_CN_STOCK_A',
    start_date='',
    end_date=''
)

m14 = M.filter.v3(
    input_data=m13.data,
    expr='price_limit_status==3',
    output_left_data=False
)

m35 = M.select_columns.v3(
    input_ds=m14.data,
    columns='date,instrument',
    reverse_select=False
)

m36 = M.join.v3(
    data1=m18.data,
    data2=m35.data,
    on='date,instrument',
    how='inner',
    sort=False
)

m45 = M.filtet_st_stock.v7(
    input_1=m36.data
)

m27 = M.dl_convert_to_bin.v2(
    input_data=m45.data_1,
    features=m37.data_1,
    window_size=5,
    feature_clip=2,
    flatten=True,
    window_along_col='instrument'
)

m8 = M.cached.v3(
    input_1=m27.data,
    input_2=m37.data_1,
    run=m8_run_bigquant_run,
    post_run=m8_post_run_bigquant_run,
    input_ports='',
    params='{}',
    output_ports=''
)

m6 = M.dl_layer_input.v1(
    shape='10,5',
    batch_shape='',
    dtype='float32',
    sparse=False,
    name=''
)

m10 = M.dl_layer_conv1d.v1(
    inputs=m6.data,
    filters=32,
    kernel_size='5',
    strides='1',
    padding='valid',
    dilation_rate=1,
    activation='relu',
    use_bias=True,
    kernel_initializer='glorot_uniform',
    bias_initializer='Zeros',
    kernel_regularizer='None',
    kernel_regularizer_l1=0,
    kernel_regularizer_l2=0,
    bias_regularizer='None',
    bias_regularizer_l1=0,
    bias_regularizer_l2=0,
    activity_regularizer='None',
    activity_regularizer_l1=0,
    activity_regularizer_l2=0,
    kernel_constraint='None',
    bias_constraint='None',
    name=''
)

m12 = M.dl_layer_maxpooling1d.v1(
    inputs=m10.data,
    pool_size=1,
    padding='valid',
    name=''
)

m32 = M.dl_layer_conv1d.v1(
    inputs=m12.data,
    filters=32,
    kernel_size='3',
    strides='1',
    padding='valid',
    dilation_rate=1,
    activation='relu',
    use_bias=True,
    kernel_initializer='glorot_uniform',
    bias_initializer='Zeros',
    kernel_regularizer='None',
    kernel_regularizer_l1=0,
    kernel_regularizer_l2=0,
    bias_regularizer='None',
    bias_regularizer_l1=0,
    bias_regularizer_l2=0,
    activity_regularizer='None',
    activity_regularizer_l1=0,
    activity_regularizer_l2=0,
    kernel_constraint='None',
    bias_constraint='None',
    name=''
)

m33 = M.dl_layer_maxpooling1d.v1(
    inputs=m32.data,
    pool_size=1,
    padding='valid',
    name=''
)

m28 = M.dl_layer_globalmaxpooling1d.v1(
    inputs=m33.data,
    name=''
)

m30 = M.dl_layer_dense.v1(
    inputs=m28.data,
    units=1,
    activation='linear',
    use_bias=True,
    kernel_initializer='glorot_uniform',
    bias_initializer='Zeros',
    kernel_regularizer='None',
    kernel_regularizer_l1=0,
    kernel_regularizer_l2=0,
    bias_regularizer='None',
    bias_regularizer_l1=0,
    bias_regularizer_l2=0,
    activity_regularizer='None',
    activity_regularizer_l1=0,
    activity_regularizer_l2=0,
    kernel_constraint='None',
    bias_constraint='None',
    name=''
)

m34 = M.dl_model_init.v1(
    inputs=m6.data,
    outputs=m30.data
)

m5 = M.dl_model_train.v1(
    input_model=m34.data,
    training_data=m4.data_1,
    optimizer='RMSprop',
    loss='mean_squared_error',
    metrics='mae',
    batch_size=10240,
    epochs=0,
    custom_objects=m5_custom_objects_bigquant_run,
    n_gpus=0,
    verbose='2:每个epoch输出一行记录'
)

m11 = M.dl_model_predict.v1(
    trained_model=m5.data,
    input_data=m8.data_1,
    batch_size=1024,
    n_gpus=0,
    verbose='2:每个epoch输出一行记录'
)

m24 = M.cached.v3(
    input_1=m11.data,
    input_2=m45.data_1,
    run=m24_run_bigquant_run,
    post_run=m24_post_run_bigquant_run,
    input_ports='',
    params='{}',
    output_ports=''
)

m42 = M.sort.v4(
    input_ds=m24.data_1,
    sort_by='date',
    group_by='--',
    keep_columns='--',
    ascending=True
)

m2 = M.trade.v4(
    instruments=m9.data,
    options_data=m42.sorted_data,
    start_date='',
    end_date='',
    initialize=m2_initialize_bigquant_run,
    handle_data=m2_handle_data_bigquant_run,
    prepare=m2_prepare_bigquant_run,
    before_trading_start=m2_before_trading_start_bigquant_run,
    volume_limit=0.025,
    order_price_field_buy='open',
    order_price_field_sell='close',
    capital_base=1000000,
    auto_cancel_non_tradable_orders=True,
    data_frequency='daily',
    price_type='真实价格',
    product_type='股票',
    plot_charts=True,
    backtest_only=False,
    benchmark='000300.HIX'
)

[2021-12-24 18:49:47.833982] INFO: moduleinvoker: instruments.v2 开始运行..

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[2021-12-24 18:49:48.661764] INFO: moduleinvoker: select_columns.v3 开始运行..

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[2021-12-24 18:49:48.752861] INFO: moduleinvoker: auto_labeler_on_datasource.v1 开始运行..

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[2021-12-24 18:49:48.894618] INFO: moduleinvoker: general_feature_extractor.v7 开始运行..

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[2021-12-24 18:49:48.935420] INFO: moduleinvoker: derived_feature_extractor.v3 运行完成[0.010385s].

[2021-12-24 18:49:48.946358] INFO: moduleinvoker: join.v3 开始运行..

[2021-12-24 18:49:48.956227] INFO: moduleinvoker: 命中缓存

[2021-12-24 18:49:48.958253] INFO: moduleinvoker: join.v3 运行完成[0.011889s].

[2021-12-24 18:49:48.997334] INFO: moduleinvoker: dropnan.v2 开始运行..

[2021-12-24 18:49:49.005086] INFO: moduleinvoker: 命中缓存

[2021-12-24 18:49:49.008177] INFO: moduleinvoker: dropnan.v2 运行完成[0.010833s].

[2021-12-24 18:49:49.027077] INFO: moduleinvoker: features_short.v1 开始运行..

[2021-12-24 18:49:49.038064] INFO: moduleinvoker: 命中缓存

[2021-12-24 18:49:49.042665] INFO: moduleinvoker: features_short.v1 运行完成[0.015586s].

[2021-12-24 18:49:49.083871] INFO: moduleinvoker: dl_convert_to_bin.v2 开始运行..

[2021-12-24 18:49:49.111042] INFO: moduleinvoker: 命中缓存

[2021-12-24 18:49:49.113368] INFO: moduleinvoker: dl_convert_to_bin.v2 运行完成[0.029502s].

[2021-12-24 18:49:49.173122] INFO: moduleinvoker: cached.v3 开始运行..

[2021-12-24 18:49:49.184770] INFO: moduleinvoker: 命中缓存

[2021-12-24 18:49:49.187180] INFO: moduleinvoker: cached.v3 运行完成[0.014077s].

[2021-12-24 18:49:49.193092] INFO: moduleinvoker: input_features.v1 开始运行..

[2021-12-24 18:49:49.199418] INFO: moduleinvoker: 命中缓存

[2021-12-24 18:49:49.201428] INFO: moduleinvoker: input_features.v1 运行完成[0.008343s].

[2021-12-24 18:49:49.212593] INFO: moduleinvoker: instruments.v2 开始运行..

[2021-12-24 18:49:49.222076] INFO: moduleinvoker: 命中缓存

[2021-12-24 18:49:49.224755] INFO: moduleinvoker: instruments.v2 运行完成[0.012174s].

[2021-12-24 18:49:49.239777] INFO: moduleinvoker: general_feature_extractor.v7 开始运行..

[2021-12-24 18:49:49.248826] INFO: moduleinvoker: 命中缓存

[2021-12-24 18:49:49.250788] INFO: moduleinvoker: general_feature_extractor.v7 运行完成[0.011019s].

[2021-12-24 18:49:49.261669] INFO: moduleinvoker: derived_feature_extractor.v3 开始运行..

[2021-12-24 18:49:49.273722] INFO: moduleinvoker: 命中缓存

[2021-12-24 18:49:49.275528] INFO: moduleinvoker: derived_feature_extractor.v3 运行完成[0.01388s].

[2021-12-24 18:49:49.287637] INFO: moduleinvoker: use_datasource.v1 开始运行..

[2021-12-24 18:49:49.297401] INFO: moduleinvoker: 命中缓存

[2021-12-24 18:49:49.300065] INFO: moduleinvoker: use_datasource.v1 运行完成[0.012467s].

[2021-12-24 18:49:49.313549] INFO: moduleinvoker: filter.v3 开始运行..

[2021-12-24 18:49:49.339115] INFO: moduleinvoker: 命中缓存

[2021-12-24 18:49:49.341904] INFO: moduleinvoker: filter.v3 运行完成[0.028349s].

[2021-12-24 18:49:49.359271] INFO: moduleinvoker: select_columns.v3 开始运行..

[2021-12-24 18:49:49.370474] INFO: moduleinvoker: 命中缓存

[2021-12-24 18:49:49.373404] INFO: moduleinvoker: select_columns.v3 运行完成[0.014131s].

[2021-12-24 18:49:49.385119] INFO: moduleinvoker: join.v3 开始运行..

[2021-12-24 18:49:49.397061] INFO: moduleinvoker: 命中缓存

[2021-12-24 18:49:49.399595] INFO: moduleinvoker: join.v3 运行完成[0.014471s].

[2021-12-24 18:49:49.415110] INFO: moduleinvoker: filtet_st_stock.v7 开始运行..

[2021-12-24 18:49:49.423309] INFO: moduleinvoker: 命中缓存

[2021-12-24 18:49:49.426424] INFO: moduleinvoker: filtet_st_stock.v7 运行完成[0.011323s].

[2021-12-24 18:49:49.443684] INFO: moduleinvoker: dl_convert_to_bin.v2 开始运行..

[2021-12-24 18:49:49.453146] INFO: moduleinvoker: 命中缓存

[2021-12-24 18:49:49.455904] INFO: moduleinvoker: dl_convert_to_bin.v2 运行完成[0.012245s].

[2021-12-24 18:49:49.476598] INFO: moduleinvoker: cached.v3 开始运行..

[2021-12-24 18:49:49.485277] INFO: moduleinvoker: 命中缓存

[2021-12-24 18:49:49.487854] INFO: moduleinvoker: cached.v3 运行完成[0.011263s].

[2021-12-24 18:49:49.810109] INFO: moduleinvoker: dl_layer_input.v1 运行完成[0.309834s].

[2021-12-24 18:49:50.561309] INFO: moduleinvoker: dl_layer_conv1d.v1 运行完成[0.7388s].

[2021-12-24 18:49:50.626590] INFO: moduleinvoker: dl_layer_maxpooling1d.v1 运行完成[0.048062s].

[2021-12-24 18:49:50.689691] INFO: moduleinvoker: dl_layer_conv1d.v1 运行完成[0.055655s].

[2021-12-24 18:49:50.721913] INFO: moduleinvoker: dl_layer_maxpooling1d.v1 运行完成[0.024857s].

[2021-12-24 18:49:50.761144] INFO: moduleinvoker: dl_layer_globalmaxpooling1d.v1 运行完成[0.031115s].

[2021-12-24 18:49:50.837448] INFO: moduleinvoker: dl_layer_dense.v1 运行完成[0.063282s].

[2021-12-24 18:49:51.014666] INFO: moduleinvoker: cached.v3 开始运行..

[2021-12-24 18:49:51.129227] INFO: moduleinvoker: cached.v3 运行完成[0.114528s].

[2021-12-24 18:49:51.142864] INFO: moduleinvoker: dl_model_init.v1 运行完成[0.29615s].

[2021-12-24 18:49:51.161829] INFO: moduleinvoker: dl_model_train.v1 开始运行..

[2021-12-24 18:49:52.479464] INFO: dl_model_train: 准备训练，训练样本个数：70185，迭代次数：0

[2021-12-24 18:49:53.736311] INFO: dl_model_train: 训练结束，耗时：1.25s

[2021-12-24 18:49:53.783197] INFO: moduleinvoker: dl_model_train.v1 运行完成[2.621351s].

[2021-12-24 18:49:53.791000] INFO: moduleinvoker: dl_model_predict.v1 开始运行..

[2021-12-24 18:49:54.918331] INFO: moduleinvoker: dl_model_predict.v1 运行完成[1.127344s].

[2021-12-24 18:49:54.935342] INFO: moduleinvoker: cached.v3 开始运行..

[2021-12-24 18:49:57.100804] INFO: moduleinvoker: cached.v3 运行完成[2.165468s].

[2021-12-24 18:49:57.547837] INFO: moduleinvoker: sort.v4 开始运行..

[2021-12-24 18:49:58.463824] INFO: moduleinvoker: sort.v4 运行完成[0.915954s].

[2021-12-24 18:50:02.501922] INFO: moduleinvoker: backtest.v8 开始运行..

[2021-12-24 18:50:02.510909] INFO: backtest: biglearning backtest:V8.6.0

[2021-12-24 18:50:02.513971] INFO: backtest: product_type:stock by specified

[2021-12-24 18:50:02.910023] INFO: moduleinvoker: cached.v2 开始运行..

[2021-12-24 18:50:02.922165] INFO: moduleinvoker: 命中缓存

[2021-12-24 18:50:02.925670] INFO: moduleinvoker: cached.v2 运行完成[0.015673s].

[2021-12-24 18:50:17.811779] INFO: algo: TradingAlgorithm V1.8.6

[2021-12-24 18:50:18.879673] INFO: algo: trading transform...

[2021-12-24 18:50:44.574682] INFO: algo: handle_splits get splits [dt:2021-04-21 00:00:00+00:00] [asset:Equity(1195 [000612.SZA]), ratio:0.9941244721412659]

[2021-12-24 18:50:44.578018] INFO: algo: handle_splits get splits [dt:2021-04-21 00:00:00+00:00] [asset:Equity(5374 [600888.SHA]), ratio:0.9125596284866333]

[2021-12-24 18:50:44.580144] INFO: algo: handle_splits get splits [dt:2021-04-21 00:00:00+00:00] [asset:Equity(4082 [603536.SHA]), ratio:0.9934498071670532]

[2021-12-24 18:50:44.582387] INFO: Position: position stock handle split[sid:1195, orig_amount:500, new_amount:502.0, orig_cost:11.110000610356867, new_cost:11.0447, ratio:0.9941244721412659, last_sale_price:8.459999084472656]

[2021-12-24 18:50:44.584412] INFO: Position: after split: PositionStock(asset:Equity(1195 [000612.SZA]), amount:502.0, cost_basis:11.0447, last_sale_price:8.510000228881836)

[2021-12-24 18:50:44.586388] INFO: Position: returning cash: 8.0804

[2021-12-24 18:50:44.588271] INFO: Position: position stock handle split[sid:5374, orig_amount:600, new_amount:657.0, orig_cost:6.799999713919771, new_cost:6.2054, ratio:0.9125596284866333, last_sale_price:5.740000247955322]

[2021-12-24 18:50:44.590178] INFO: Position: after split: PositionStock(asset:Equity(5374 [600888.SHA]), amount:657.0, cost_basis:6.2054, last_sale_price:6.2900004386901855)

[2021-12-24 18:50:44.591994] INFO: Position: returning cash: 2.82

[2021-12-24 18:50:44.594319] INFO: Position: position stock handle split[sid:4082, orig_amount:100, new_amount:100.0, orig_cost:15.420000077337333, new_cost:15.319, ratio:0.9934498071670532, last_sale_price:13.650001525878906]

[2021-12-24 18:50:44.596496] INFO: Position: after split: PositionStock(asset:Equity(4082 [603536.SHA]), amount:100.0, cost_basis:15.319, last_sale_price:13.74000072479248)

[2021-12-24 18:50:44.598766] INFO: Position: returning cash: 9.0

[2021-12-24 18:50:44.772675] INFO: algo: handle_splits get splits [dt:2021-04-23 00:00:00+00:00] [asset:Equity(1623 [002988.SZA]), ratio:0.9914359450340271]

[2021-12-24 18:50:44.775687] INFO: Position: position stock handle split[sid:1623, orig_amount:200, new_amount:201.0, orig_cost:16.94000053419933, new_cost:16.7949, ratio:0.9914359450340271, last_sale_price:15.04999828338623]

[2021-12-24 18:50:44.778093] INFO: Position: after split: PositionStock(asset:Equity(1623 [002988.SZA]), amount:201.0, cost_basis:16.7949, last_sale_price:15.180000305175781)

[2021-12-24 18:50:44.780995] INFO: Position: returning cash: 10.9505

[2021-12-24 18:50:45.226473] INFO: algo: handle_splits get splits [dt:2021-04-30 00:00:00+00:00] [asset:Equity(2920 [002553.SZA]), ratio:0.9902057647705078]

[2021-12-24 18:50:45.228596] INFO: Position: position stock handle split[sid:2920, orig_amount:200, new_amount:201.0, orig_cost:13.90000057222309, new_cost:13.7639, ratio:0.9902057647705078, last_sale_price:10.110000610351562]

[2021-12-24 18:50:45.230349] INFO: Position: after split: PositionStock(asset:Equity(2920 [002553.SZA]), amount:201.0, cost_basis:13.7639, last_sale_price:10.210000038146973)

[2021-12-24 18:50:45.232366] INFO: Position: returning cash: 9.8898

[2021-12-24 18:50:45.702363] INFO: algo: handle_splits get splits [dt:2021-05-12 00:00:00+00:00] [asset:Equity(2846 [600143.SHA]), ratio:0.9727768301963806]

[2021-12-24 18:50:45.705056] INFO: Position: position stock handle split[sid:2846, orig_amount:400, new_amount:411.0, orig_cost:28.989999771129348, new_cost:28.2008, ratio:0.9727768301963806, last_sale_price:21.440000534057617]

[2021-12-24 18:50:45.707412] INFO: Position: after split: PositionStock(asset:Equity(2846 [600143.SHA]), amount:411.0, cost_basis:28.2008, last_sale_price:22.03999900817871)

[2021-12-24 18:50:45.709563] INFO: Position: returning cash: 4.1595

[2021-12-24 18:50:45.994357] INFO: algo: handle_splits get splits [dt:2021-05-17 00:00:00+00:00] [asset:Equity(4001 [300421.SZA]), ratio:0.9928722381591797]

[2021-12-24 18:50:45.996991] INFO: Position: position stock handle split[sid:4001, orig_amount:100, new_amount:100.0, orig_cost:10.580000877382334, new_cost:10.5046, ratio:0.9928722381591797, last_sale_price:13.929998397827148]

[2021-12-24 18:50:45.998860] INFO: Position: after split: PositionStock(asset:Equity(4001 [300421.SZA]), amount:100.0, cost_basis:10.5046, last_sale_price:14.030000686645508)

[2021-12-24 18:50:46.000490] INFO: Position: returning cash: 10.0003

[2021-12-24 18:50:46.175555] INFO: algo: handle_splits get splits [dt:2021-05-19 00:00:00+00:00] [asset:Equity(2421 [000517.SZA]), ratio:0.9893617033958435]

[2021-12-24 18:50:46.177915] INFO: algo: handle_splits get splits [dt:2021-05-19 00:00:00+00:00] [asset:Equity(3455 [002637.SZA]), ratio:0.9897401332855225]

[2021-12-24 18:50:46.179969] INFO: algo: handle_splits get splits [dt:2021-05-19 00:00:00+00:00] [asset:Equity(1434 [300786.SZA]), ratio:0.9912805557250977]

[2021-12-24 18:50:46.181971] INFO: Position: position stock handle split[sid:2421, orig_amount:1500, new_amount:1516.0, orig_cost:3.179999828391342, new_cost:3.1462, ratio:0.9893617033958435, last_sale_price:2.7899999618530273]

[2021-12-24 18:50:46.183872] INFO: Position: after split: PositionStock(asset:Equity(2421 [000517.SZA]), amount:1516.0, cost_basis:3.1462, last_sale_price:2.819999933242798)

[2021-12-24 18:50:46.185658] INFO: Position: returning cash: 0.36

[2021-12-24 18:50:46.187493] INFO: Position: position stock handle split[sid:3455, orig_amount:2000, new_amount:2020.0, orig_cost:14.140000347138262, new_cost:13.9949, ratio:0.9897401332855225, last_sale_price:14.470001220703125]

[2021-12-24 18:50:46.189291] INFO: Position: after split: PositionStock(asset:Equity(3455 [002637.SZA]), amount:2020.0, cost_basis:13.9949, last_sale_price:14.620000839233398)

[2021-12-24 18:50:46.191028] INFO: Position: returning cash: 10.5985

[2021-12-24 18:50:46.192815] INFO: Position: position stock handle split[sid:1434, orig_amount:100, new_amount:100.0, orig_cost:32.6599998476163, new_cost:32.3752, ratio:0.9912805557250977, last_sale_price:21.60000228881836]

[2021-12-24 18:50:46.194561] INFO: Position: after split: PositionStock(asset:Equity(1434 [300786.SZA]), amount:100.0, cost_basis:32.3752, last_sale_price:21.78999900817871)

[2021-12-24 18:50:46.196253] INFO: Position: returning cash: 18.9997

[2021-12-24 18:50:46.348004] INFO: algo: handle_splits get splits [dt:2021-05-21 00:00:00+00:00] [asset:Equity(4640 [002597.SZA]), ratio:0.986478328704834]

[2021-12-24 18:50:46.350717] INFO: Position: position stock handle split[sid:4640, orig_amount:100, new_amount:101.0, orig_cost:36.00000000019224, new_cost:35.5132, ratio:0.986478328704834, last_sale_price:32.82999801635742]

[2021-12-24 18:50:46.353102] INFO: Position: after split: PositionStock(asset:Equity(4640 [002597.SZA]), amount:101.0, cost_basis:35.5132, last_sale_price:33.279998779296875)

[2021-12-24 18:50:46.355002] INFO: Position: returning cash: 12.1701

[2021-12-24 18:50:46.452656] INFO: algo: handle_splits get splits [dt:2021-05-24 00:00:00+00:00] [asset:Equity(1027 [600310.SHA]), ratio:0.9840908646583557]

[2021-12-24 18:50:46.455318] INFO: algo: handle_splits get splits [dt:2021-05-24 00:00:00+00:00] [asset:Equity(1930 [603386.SHA]), ratio:0.9870433807373047]

[2021-12-24 18:50:46.457519] INFO: Position: position stock handle split[sid:1027, orig_amount:1800, new_amount:1829.0, orig_cost:4.970000267671713, new_cost:4.8909, ratio:0.9840908646583557, last_sale_price:4.329999923706055]

[2021-12-24 18:50:46.459725] INFO: Position: after split: PositionStock(asset:Equity(1027 [600310.SHA]), amount:1829.0, cost_basis:4.8909, last_sale_price:4.400000095367432)

[2021-12-24 18:50:46.461318] INFO: Position: returning cash: 0.4304

[2021-12-24 18:50:46.464259] INFO: Position: position stock handle split[sid:1930, orig_amount:100, new_amount:101.0, orig_cost:17.899999618970774, new_cost:17.6681, ratio:0.9870433807373047, last_sale_price:16.75999641418457]

[2021-12-24 18:50:46.467597] INFO: Position: after split: PositionStock(asset:Equity(1930 [603386.SHA]), amount:101.0, cost_basis:17.6681, last_sale_price:16.979999542236328)

[2021-12-24 18:50:46.471040] INFO: Position: returning cash: 5.2403

[2021-12-24 18:50:46.612078] INFO: algo: handle_splits get splits [dt:2021-05-25 00:00:00+00:00] [asset:Equity(4174 [002452.SZA]), ratio:0.9877408146858215]

[2021-12-24 18:50:46.614610] INFO: algo: handle_splits get splits [dt:2021-05-25 00:00:00+00:00] [asset:Equity(3734 [002970.SZA]), ratio:0.9882354736328125]

[2021-12-24 18:50:46.616831] INFO: algo: handle_splits get splits [dt:2021-05-25 00:00:00+00:00] [asset:Equity(4864 [600488.SHA]), ratio:0.9978992342948914]

[2021-12-24 18:50:46.618626] INFO: Position: position stock handle split[sid:4174, orig_amount:800, new_amount:809.0, orig_cost:6.699999809321799, new_cost:6.6179, ratio:0.9877408146858215, last_sale_price:5.639999866485596]

[2021-12-24 18:50:46.620291] INFO: Position: after split: PositionStock(asset:Equity(4174 [002452.SZA]), amount:809.0, cost_basis:6.6179, last_sale_price:5.710000038146973)

[2021-12-24 18:50:46.622063] INFO: Position: returning cash: 5.24

[2021-12-24 18:50:46.623864] INFO: Position: position stock handle split[sid:4864, orig_amount:600, new_amount:601.0, orig_cost:5.699999809303993, new_cost:5.688, ratio:0.9978992342948914, last_sale_price:4.75]

[2021-12-24 18:50:46.625456] INFO: Position: after split: PositionStock(asset:Equity(4864 [600488.SHA]), amount:601.0, cost_basis:5.688, last_sale_price:4.759999752044678)

[2021-12-24 18:50:46.627018] INFO: Position: returning cash: 1.2498

[2021-12-24 18:50:46.714110] INFO: algo: handle_splits get splits [dt:2021-05-26 00:00:00+00:00] [asset:Equity(1599 [603260.SHA]), ratio:0.9952829480171204]

[2021-12-24 18:50:46.716326] INFO: algo: handle_splits get splits [dt:2021-05-26 00:00:00+00:00] [asset:Equity(2757 [300412.SZA]), ratio:0.9846300482749939]

[2021-12-24 18:50:46.718356] INFO: algo: handle_splits get splits [dt:2021-05-26 00:00:00+00:00] [asset:Equity(5323 [300305.SZA]), ratio:0.9843596816062927]

[2021-12-24 18:50:46.720322] INFO: Position: position stock handle split[sid:1599, orig_amount:100, new_amount:100.0, orig_cost:52.00000381486725, new_cost:51.7547, ratio:0.9952829480171204, last_sale_price:61.189998626708984]

[2021-12-24 18:50:46.722012] INFO: Position: after split: PositionStock(asset:Equity(1599 [603260.SHA]), amount:100.0, cost_basis:51.7547, last_sale_price:61.480003356933594)

[2021-12-24 18:50:46.723793] INFO: Position: returning cash: 29.0004

[2021-12-24 18:50:46.725588] INFO: Position: position stock handle split[sid:2757, orig_amount:1400, new_amount:1421.0, orig_cost:13.500000954846167, new_cost:13.2925, ratio:0.9846300482749939, last_sale_price:10.25]

[2021-12-24 18:50:46.728317] INFO: Position: after split: PositionStock(asset:Equity(2757 [300412.SZA]), amount:1421.0, cost_basis:13.2925, last_sale_price:10.410000801086426)

[2021-12-24 18:50:46.730102] INFO: Position: returning cash: 8.7517

[2021-12-24 18:50:46.732253] INFO: Position: position stock handle split[sid:5323, orig_amount:100, new_amount:101.0, orig_cost:10.189999580409243, new_cost:10.0306, ratio:0.9843596816062927, last_sale_price:10.069998741149902]

[2021-12-24 18:50:46.734599] INFO: Position: after split: PositionStock(asset:Equity(5323 [300305.SZA]), amount:101.0, cost_basis:10.0306, last_sale_price:10.229999542236328)

[2021-12-24 18:50:46.736307] INFO: Position: returning cash: 5.93

[2021-12-24 18:50:46.897622] INFO: algo: handle_splits get splits [dt:2021-05-28 00:00:00+00:00] [asset:Equity(1622 [603615.SHA]), ratio:0.9887382388114929]

[2021-12-24 18:50:46.899304] INFO: algo: handle_splits get splits [dt:2021-05-28 00:00:00+00:00] [asset:Equity(2287 [002992.SZA]), ratio:0.756564199924469]

[2021-12-24 18:50:46.900771] INFO: algo: handle_splits get splits [dt:2021-05-28 00:00:00+00:00] [asset:Equity(4902 [300687.SZA]), ratio:0.6214801073074341]

[2021-12-24 18:50:46.903292] INFO: algo: handle_splits get splits [dt:2021-05-28 00:00:00+00:00] [asset:Equity(3023 [003006.SZA]), ratio:0.9891304969787598]

[2021-12-24 18:50:46.905087] INFO: algo: handle_splits get splits [dt:2021-05-28 00:00:00+00:00] [asset:Equity(5589 [002724.SZA]), ratio:0.9862002730369568]

[2021-12-24 18:50:46.906743] INFO: Position: position stock handle split[sid:1622, orig_amount:200, new_amount:202.0, orig_cost:13.090000152733525, new_cost:12.9426, ratio:0.9887382388114929, last_sale_price:13.169994354248047]

[2021-12-24 18:50:46.908446] INFO: Position: after split: PositionStock(asset:Equity(1622 [603615.SHA]), amount:202.0, cost_basis:12.9426, last_sale_price:13.320000648498535)

[2021-12-24 18:50:46.910074] INFO: Position: returning cash: 3.6613

[2021-12-24 18:50:46.911784] INFO: Position: position stock handle split[sid:2287, orig_amount:100, new_amount:132.0, orig_cost:22.42000007737551, new_cost:16.9622, ratio:0.756564199924469, last_sale_price:16.999996185302734]

[2021-12-24 18:50:46.913460] INFO: Position: after split: PositionStock(asset:Equity(2287 [002992.SZA]), amount:132.0, cost_basis:16.9622, last_sale_price:22.469999313354492)

[2021-12-24 18:50:46.915288] INFO: Position: returning cash: 3.0003

[2021-12-24 18:50:46.917836] INFO: Position: position stock handle split[sid:4902, orig_amount:900, new_amount:1448.0, orig_cost:26.270000460891307, new_cost:16.3263, ratio:0.6214801073074341, last_sale_price:18.980003356933594]

[2021-12-24 18:50:46.919967] INFO: Position: after split: PositionStock(asset:Equity(4902 [300687.SZA]), amount:1448.0, cost_basis:16.3263, last_sale_price:30.540000915527344)

[2021-12-24 18:50:46.921373] INFO: Position: returning cash: 2.9564

[2021-12-24 18:50:46.922831] INFO: Position: position stock handle split[sid:3023, orig_amount:100, new_amount:101.0, orig_cost:23.18000030551689, new_cost:22.928, ratio:0.9891304969787598, last_sale_price:27.30000114440918]

[2021-12-24 18:50:46.924374] INFO: Position: after split: PositionStock(asset:Equity(3023 [003006.SZA]), amount:101.0, cost_basis:22.928, last_sale_price:27.600000381469727)

[2021-12-24 18:50:46.926079] INFO: Position: returning cash: 2.6998

[2021-12-24 18:50:46.927899] INFO: Position: position stock handle split[sid:5589, orig_amount:100, new_amount:101.0, orig_cost:9.000000000006374, new_cost:8.8758, ratio:0.9862002730369568, last_sale_price:10.719996452331543]

[2021-12-24 18:50:46.929616] INFO: Position: after split: PositionStock(asset:Equity(5589 [002724.SZA]), amount:101.0, cost_basis:8.8758, last_sale_price:10.869999885559082)

[2021-12-24 18:50:46.931332] INFO: Position: returning cash: 4.2803

[2021-12-24 18:50:47.015405] INFO: algo: handle_splits get splits [dt:2021-05-31 00:00:00+00:00] [asset:Equity(3597 [300082.SZA]), ratio:0.9694138169288635]

[2021-12-24 18:50:47.017333] INFO: algo: handle_splits get splits [dt:2021-05-31 00:00:00+00:00] [asset:Equity(3237 [300812.SZA]), ratio:0.5533061027526855]

[2021-12-24 18:50:47.019645] INFO: algo: handle_splits get splits [dt:2021-05-31 00:00:00+00:00] [asset:Equity(1383 [603266.SHA]), ratio:0.9910393953323364]

[2021-12-24 18:50:47.021537] INFO: Position: position stock handle split[sid:3597, orig_amount:200, new_amount:206.0, orig_cost:14.000000000015804, new_cost:13.5718, ratio:0.9694138169288635, last_sale_price:11.40999984741211]

[2021-12-24 18:50:47.023274] INFO: Position: after split: PositionStock(asset:Equity(3597 [300082.SZA]), amount:206.0, cost_basis:13.5718, last_sale_price:11.769999504089355)

[2021-12-24 18:50:47.024925] INFO: Position: returning cash: 3.5399

[2021-12-24 18:50:47.026671] INFO: Position: position stock handle split[sid:3237, orig_amount:100, new_amount:180.0, orig_cost:46.39000320522146, new_cost:25.6679, ratio:0.5533061027526855, last_sale_price:21.590003967285156]

[2021-12-24 18:50:47.028602] INFO: Position: after split: PositionStock(asset:Equity(3237 [300812.SZA]), amount:180.0, cost_basis:25.6679, last_sale_price:39.02000045776367)

[2021-12-24 18:50:47.030250] INFO: Position: returning cash: 15.7993

[2021-12-24 18:50:47.031848] INFO: Position: position stock handle split[sid:1383, orig_amount:200, new_amount:201.0, orig_cost:14.489999771255773, new_cost:14.3602, ratio:0.9910393953323364, last_sale_price:11.059999465942383]

[2021-12-24 18:50:47.033744] INFO: Position: after split: PositionStock(asset:Equity(1383 [603266.SHA]), amount:201.0, cost_basis:14.3602, last_sale_price:11.15999984741211)

[2021-12-24 18:50:47.035442] INFO: Position: returning cash: 8.9401

[2021-12-24 18:50:47.119209] INFO: algo: handle_splits get splits [dt:2021-06-01 00:00:00+00:00] [asset:Equity(713 [600235.SHA]), ratio:0.9982271194458008]

[2021-12-24 18:50:47.121068] INFO: algo: handle_splits get splits [dt:2021-06-01 00:00:00+00:00] [asset:Equity(917 [000026.SZA]), ratio:0.9724091291427612]

[2021-12-24 18:50:47.122853] INFO: Position: position stock handle split[sid:713, orig_amount:1200, new_amount:1202.0, orig_cost:6.200000286381266, new_cost:6.189, ratio:0.9982271194458008, last_sale_price:5.630000591278076]

[2021-12-24 18:50:47.124372] INFO: Position: after split: PositionStock(asset:Equity(713 [600235.SHA]), amount:1202.0, cost_basis:6.189, last_sale_price:5.639999866485596)

[2021-12-24 18:50:47.125782] INFO: Position: returning cash: 0.7389

[2021-12-24 18:50:47.127224] INFO: Position: position stock handle split[sid:917, orig_amount:300, new_amount:308.0, orig_cost:12.670001030150878, new_cost:12.3204, ratio:0.9724091291427612, last_sale_price:14.449999809265137]

[2021-12-24 18:50:47.128723] INFO: Position: after split: PositionStock(asset:Equity(917 [000026.SZA]), amount:308.0, cost_basis:12.3204, last_sale_price:14.860000610351562)

[2021-12-24 18:50:47.130213] INFO: Position: returning cash: 7.4001

[2021-12-24 18:50:47.300969] INFO: algo: handle_splits get splits [dt:2021-06-03 00:00:00+00:00] [asset:Equity(5310 [603931.SHA]), ratio:0.7095766663551331]

[2021-12-24 18:50:47.303074] INFO: Position: position stock handle split[sid:5310, orig_amount:100, new_amount:140.0, orig_cost:44.75000000086388, new_cost:31.7536, ratio:0.7095766663551331, last_sale_price:31.85999298095703]

[2021-12-24 18:50:47.304881] INFO: Position: after split: PositionStock(asset:Equity(5310 [603931.SHA]), amount:140.0, cost_basis:31.7536, last_sale_price:44.900001525878906)

[2021-12-24 18:50:47.306360] INFO: Position: returning cash: 29.6011

[2021-12-24 18:50:47.394927] INFO: algo: handle_splits get splits [dt:2021-06-04 00:00:00+00:00] [asset:Equity(74 [600596.SHA]), ratio:0.9843260049819946]

[2021-12-24 18:50:47.396648] INFO: algo: handle_splits get splits [dt:2021-06-04 00:00:00+00:00] [asset:Equity(1163 [002339.SZA]), ratio:0.9949748516082764]

[2021-12-24 18:50:47.398549] INFO: algo: handle_splits get splits [dt:2021-06-04 00:00:00+00:00] [asset:Equity(3490 [002999.SZA]), ratio:0.7051072716712952]

[2021-12-24 18:50:47.400441] INFO: algo: handle_splits get splits [dt:2021-06-04 00:00:00+00:00] [asset:Equity(4034 [605068.SHA]), ratio:0.9811935424804688]

[2021-12-24 18:50:47.402175] INFO: algo: handle_splits get splits [dt:2021-06-04 00:00:00+00:00] [asset:Equity(3546 [003012.SZA]), ratio:0.9839052557945251]

[2021-12-24 18:50:47.404453] INFO: Position: position stock handle split[sid:74, orig_amount:200, new_amount:203.0, orig_cost:13.189999580399103, new_cost:12.9833, ratio:0.9843260049819946, last_sale_price:15.700000762939453]

[2021-12-24 18:50:47.406149] INFO: Position: after split: PositionStock(asset:Equity(74 [600596.SHA]), amount:203.0, cost_basis:12.9833, last_sale_price:15.950000762939453)

[2021-12-24 18:50:47.407683] INFO: Position: returning cash: 2.9

[2021-12-24 18:50:47.410019] INFO: Position: position stock handle split[sid:1163, orig_amount:1200, new_amount:1206.0, orig_cost:7.00000047783175, new_cost:6.9648, ratio:0.9949748516082764, last_sale_price:5.939999580383301]

[2021-12-24 18:50:47.413229] INFO: Position: after split: PositionStock(asset:Equity(1163 [002339.SZA]), amount:1206.0, cost_basis:6.9648, last_sale_price:5.96999979019165)

[2021-12-24 18:50:47.414898] INFO: Position: returning cash: 0.3602

[2021-12-24 18:50:47.416630] INFO: Position: position stock handle split[sid:3490, orig_amount:100, new_amount:141.0, orig_cost:13.550000190770023, new_cost:9.5542, ratio:0.7051072716712952, last_sale_price:8.560002326965332]

[2021-12-24 18:50:47.418234] INFO: Position: after split: PositionStock(asset:Equity(3490 [002999.SZA]), amount:141.0, cost_basis:9.5542, last_sale_price:12.140000343322754)

[2021-12-24 18:50:47.419775] INFO: Position: returning cash: 7.0397

[2021-12-24 18:50:47.421332] INFO: Position: position stock handle split[sid:4034, orig_amount:300, new_amount:305.0, orig_cost:35.02000046903267, new_cost:34.3614, ratio:0.9811935424804688, last_sale_price:39.130001068115234]

[2021-12-24 18:50:47.422915] INFO: Position: after split: PositionStock(asset:Equity(4034 [605068.SHA]), amount:305.0, cost_basis:34.3614, last_sale_price:39.880001068115234)

[2021-12-24 18:50:47.424361] INFO: Position: returning cash: 29.3505

[2021-12-24 18:50:47.425863] INFO: Position: position stock handle split[sid:3546, orig_amount:100, new_amount:101.0, orig_cost:21.450000763281942, new_cost:21.1048, ratio:0.9839052557945251, last_sale_price:18.33999252319336]

[2021-12-24 18:50:47.427361] INFO: Position: after split: PositionStock(asset:Equity(3546 [003012.SZA]), amount:101.0, cost_basis:21.1048, last_sale_price:18.639999389648438)

[2021-12-24 18:50:47.428826] INFO: Position: returning cash: 11.6606

[2021-12-24 18:50:47.520077] INFO: algo: handle_splits get splits [dt:2021-06-07 00:00:00+00:00] [asset:Equity(3191 [600109.SHA]), ratio:0.99466872215271]

[2021-12-24 18:50:47.522486] INFO: algo: handle_splits get splits [dt:2021-06-07 00:00:00+00:00] [asset:Equity(3537 [603839.SHA]), ratio:0.9696430563926697]

[2021-12-24 18:50:47.524688] INFO: Position: position stock handle split[sid:3191, orig_amount:400, new_amount:402.0, orig_cost:18.839998245242136, new_cost:18.7396, ratio:0.99466872215271, last_sale_price:13.0600004196167]

[2021-12-24 18:50:47.526593] INFO: Position: after split: PositionStock(asset:Equity(3191 [600109.SHA]), amount:402.0, cost_basis:18.7396, last_sale_price:13.130000114440918)

[2021-12-24 18:50:47.528322] INFO: Position: returning cash: 1.8799

[2021-12-24 18:50:47.530044] INFO: Position: position stock handle split[sid:3537, orig_amount:300, new_amount:309.0, orig_cost:11.399998665060421, new_cost:11.0539, ratio:0.9696430563926697, last_sale_price:10.860001564025879]

[2021-12-24 18:50:47.532184] INFO: Position: after split: PositionStock(asset:Equity(3537 [603839.SHA]), amount:309.0, cost_basis:11.0539, last_sale_price:11.19999885559082)

[2021-12-24 18:50:47.534019] INFO: Position: returning cash: 4.2593

[2021-12-24 18:50:47.622238] INFO: algo: handle_splits get splits [dt:2021-06-08 00:00:00+00:00] [asset:Equity(2613 [002438.SZA]), ratio:0.9953489303588867]

[2021-12-24 18:50:47.624496] INFO: algo: handle_splits get splits [dt:2021-06-08 00:00:00+00:00] [asset:Equity(5175 [002131.SZA]), ratio:0.9956896305084229]

[2021-12-24 18:50:47.626429] INFO: algo: handle_splits get splits [dt:2021-06-08 00:00:00+00:00] [asset:Equity(858 [000573.SZA]), ratio:0.9819276928901672]

[2021-12-24 18:50:47.629114] INFO: Position: position stock handle split[sid:2613, orig_amount:600, new_amount:602.0, orig_cost:13.739999774929714, new_cost:13.6761, ratio:0.9953489303588867, last_sale_price:10.700000762939453]

[2021-12-24 18:50:47.631341] INFO: Position: after split: PositionStock(asset:Equity(2613 [002438.SZA]), amount:602.0, cost_basis:13.6761, last_sale_price:10.75)

[2021-12-24 18:50:47.633443] INFO: Position: returning cash: 8.5994

[2021-12-24 18:50:47.635317] INFO: Position: position stock handle split[sid:5175, orig_amount:13600, new_amount:13658.0, orig_cost:3.1800000668925685, new_cost:3.1663, ratio:0.9956896305084229, last_sale_price:2.309999942779541]

[2021-12-24 18:50:47.637082] INFO: Position: after split: PositionStock(asset:Equity(5175 [002131.SZA]), amount:13658.0, cost_basis:3.1663, last_sale_price:2.319999933242798)

[2021-12-24 18:50:47.638749] INFO: Position: returning cash: 2.0208

[2021-12-24 18:50:47.640491] INFO: Position: position stock handle split[sid:858, orig_amount:1200, new_amount:1222.0, orig_cost:3.6799998284946134, new_cost:3.6135, ratio:0.9819276928901672, last_sale_price:3.259999990463257]

[2021-12-24 18:50:47.642220] INFO: Position: after split: PositionStock(asset:Equity(858 [000573.SZA]), amount:1222.0, cost_basis:3.6135, last_sale_price:3.319999933242798)

[2021-12-24 18:50:47.643928] INFO: Position: returning cash: 0.2801

[2021-12-24 18:50:47.725078] INFO: algo: handle_splits get splits [dt:2021-06-09 00:00:00+00:00] [asset:Equity(2577 [300581.SZA]), ratio:0.55564284324646]

[2021-12-24 18:50:47.727143] INFO: algo: handle_splits get splits [dt:2021-06-09 00:00:00+00:00] [asset:Equity(5294 [000548.SZA]), ratio:0.9948979616165161]

[2021-12-24 18:50:47.728653] INFO: algo: handle_splits get splits [dt:2021-06-09 00:00:00+00:00] [asset:Equity(1215 [002980.SZA]), ratio:0.9724382758140564]

[2021-12-24 18:50:47.730383] INFO: Position: position stock handle split[sid:2577, orig_amount:200, new_amount:359.0, orig_cost:51.889995575221775, new_cost:28.8323, ratio:0.55564284324646, last_sale_price:21.219999313354492]

[2021-12-24 18:50:47.732058] INFO: Position: after split: PositionStock(asset:Equity(2577 [300581.SZA]), amount:359.0, cost_basis:28.8323, last_sale_price:38.189998626708984)

[2021-12-24 18:50:47.733552] INFO: Position: returning cash: 20.0199

[2021-12-24 18:50:47.735159] INFO: Position: position stock handle split[sid:5294, orig_amount:200, new_amount:201.0, orig_cost:5.670000076295705, new_cost:5.6411, ratio:0.9948979616165161, last_sale_price:3.9000000953674316]

[2021-12-24 18:50:47.736852] INFO: Position: after split: PositionStock(asset:Equity(5294 [000548.SZA]), amount:201.0, cost_basis:5.6411, last_sale_price:3.9200000762939453)

[2021-12-24 18:50:47.738675] INFO: Position: returning cash: 0.1

[2021-12-24 18:50:47.740807] INFO: Position: position stock handle split[sid:1215, orig_amount:100, new_amount:102.0, orig_cost:50.220001221820354, new_cost:48.8359, ratio:0.9724382758140564, last_sale_price:38.81001281738281]

[2021-12-24 18:50:47.742740] INFO: Position: after split: PositionStock(asset:Equity(1215 [002980.SZA]), amount:102.0, cost_basis:48.8359, last_sale_price:39.90999984741211)

[2021-12-24 18:50:47.744666] INFO: Position: returning cash: 32.3788

[2021-12-24 18:50:47.919306] INFO: algo: handle_splits get splits [dt:2021-06-11 00:00:00+00:00] [asset:Equity(516 [600419.SHA]), ratio:0.9881042242050171]

[2021-12-24 18:50:47.921453] INFO: algo: handle_splits get splits [dt:2021-06-11 00:00:00+00:00] [asset:Equity(2692 [000829.SZA]), ratio:0.9933950304985046]

[2021-12-24 18:50:47.923346] INFO: algo: handle_splits get splits [dt:2021-06-11 00:00:00+00:00] [asset:Equity(4349 [603776.SHA]), ratio:0.8151828050613403]

[2021-12-24 18:50:47.925325] INFO: algo: handle_splits get splits [dt:2021-06-11 00:00:00+00:00] [asset:Equity(2858 [002908.SZA]), ratio:0.994360089302063]

[2021-12-24 18:50:47.927125] INFO: algo: handle_splits get splits [dt:2021-06-11 00:00:00+00:00] [asset:Equity(471 [600773.SHA]), ratio:0.9993064403533936]

[2021-12-24 18:50:47.929010] INFO: Position: position stock handle split[sid:516, orig_amount:300, new_amount:303.0, orig_cost:18.010000228966195, new_cost:17.7958, ratio:0.9881042242050171, last_sale_price:13.29000186920166]

[2021-12-24 18:50:47.930734] INFO: Position: after split: PositionStock(asset:Equity(516 [600419.SHA]), amount:303.0, cost_basis:17.7958, last_sale_price:13.449999809265137)

[2021-12-24 18:50:47.932394] INFO: Position: returning cash: 8.1294

[2021-12-24 18:50:47.934093] INFO: Position: position stock handle split[sid:2692, orig_amount:600, new_amount:603.0, orig_cost:9.1599998474401, new_cost:9.0995, ratio:0.9933950304985046, last_sale_price:7.520000457763672]

[2021-12-24 18:50:47.935791] INFO: Position: after split: PositionStock(asset:Equity(2692 [000829.SZA]), amount:603.0, cost_basis:9.0995, last_sale_price:7.570000171661377)

[2021-12-24 18:50:47.937431] INFO: Position: returning cash: 7.4398

[2021-12-24 18:50:47.939159] INFO: Position: position stock handle split[sid:4349, orig_amount:100, new_amount:122.0, orig_cost:29.74000167857992, new_cost:24.2435, ratio:0.8151828050613403, last_sale_price:20.509998321533203]

[2021-12-24 18:50:47.940880] INFO: Position: after split: PositionStock(asset:Equity(4349 [603776.SHA]), amount:122.0, cost_basis:24.2435, last_sale_price:25.15999984741211)

[2021-12-24 18:50:47.942522] INFO: Position: returning cash: 13.7801

[2021-12-24 18:50:47.944251] INFO: Position: position stock handle split[sid:2858, orig_amount:100, new_amount:100.0, orig_cost:21.000000000054033, new_cost:20.8816, ratio:0.994360089302063, last_sale_price:17.630002975463867]

[2021-12-24 18:50:47.945943] INFO: Position: after split: PositionStock(asset:Equity(2858 [002908.SZA]), amount:100.0, cost_basis:20.8816, last_sale_price:17.729999542236328)

[2021-12-24 18:50:47.947553] INFO: Position: returning cash: 9.9996

[2021-12-24 18:50:48.043760] INFO: algo: handle_splits get splits [dt:2021-06-15 00:00:00+00:00] [asset:Equity(3577 [601860.SHA]), ratio:0.9740936160087585]

[2021-12-24 18:50:48.045687] INFO: Position: position stock handle split[sid:3577, orig_amount:400, new_amount:410.0, orig_cost:4.900000095368476, new_cost:4.7731, ratio:0.9740936160087585, last_sale_price:3.7600011825561523]

[2021-12-24 18:50:48.047434] INFO: Position: after split: PositionStock(asset:Equity(3577 [601860.SHA]), amount:410.0, cost_basis:4.7731, last_sale_price:3.859999895095825)

[2021-12-24 18:50:48.048621] INFO: Position: returning cash: 2.3994

[2021-12-24 18:50:48.140530] INFO: algo: handle_splits get splits [dt:2021-06-16 00:00:00+00:00] [asset:Equity(5102 [002397.SZA]), ratio:0.9850374460220337]

[2021-12-24 18:50:48.142283] INFO: Position: position stock handle split[sid:5102, orig_amount:600, new_amount:609.0, orig_cost:4.740000248027274, new_cost:4.6691, ratio:0.9850374460220337, last_sale_price:3.950000286102295]

[2021-12-24 18:50:48.143833] INFO: Position: after split: PositionStock(asset:Equity(5102 [002397.SZA]), amount:609.0, cost_basis:4.6691, last_sale_price:4.010000228881836)

[2021-12-24 18:50:48.145480] INFO: Position: returning cash: 0.4499

[2021-12-24 18:50:48.253529] INFO: algo: handle_splits get splits [dt:2021-06-17 00:00:00+00:00] [asset:Equity(2064 [000501.SZA]), ratio:0.9869565367698669]

[2021-12-24 18:50:48.255599] INFO: algo: handle_splits get splits [dt:2021-06-17 00:00:00+00:00] [asset:Equity(4831 [002152.SZA]), ratio:0.9873524904251099]

[2021-12-24 18:50:48.257200] INFO: algo: handle_splits get splits [dt:2021-06-17 00:00:00+00:00] [asset:Equity(4328 [300719.SZA]), ratio:0.9871797561645508]

[2021-12-24 18:50:48.258526] INFO: Position: position stock handle split[sid:2064, orig_amount:700, new_amount:709.0, orig_cost:12.000000000648134, new_cost:11.8435, ratio:0.9869565367698669, last_sale_price:11.350000381469727]

[2021-12-24 18:50:48.260008] INFO: Position: after split: PositionStock(asset:Equity(2064 [000501.SZA]), amount:709.0, cost_basis:11.8435, last_sale_price:11.5)

[2021-12-24 18:50:48.261864] INFO: Position: returning cash: 2.8499

[2021-12-24 18:50:48.263877] INFO: Position: position stock handle split[sid:4831, orig_amount:300, new_amount:303.0, orig_cost:12.269999504092947, new_cost:12.1148, ratio:0.9873524904251099, last_sale_price:11.710000038146973]

[2021-12-24 18:50:48.268877] INFO: Position: after split: PositionStock(asset:Equity(4831 [002152.SZA]), amount:303.0, cost_basis:12.1148, last_sale_price:11.859999656677246)

[2021-12-24 18:50:48.272849] INFO: Position: returning cash: 9.8698

[2021-12-24 18:50:48.275040] INFO: Position: position stock handle split[sid:4328, orig_amount:600, new_amount:607.0, orig_cost:20.51000022912207, new_cost:20.2471, ratio:0.9871797561645508, last_sale_price:15.400004386901855]

[2021-12-24 18:50:48.276992] INFO: Position: after split: PositionStock(asset:Equity(4328 [300719.SZA]), amount:607.0, cost_basis:20.2471, last_sale_price:15.600000381469727)

[2021-12-24 18:50:48.278893] INFO: Position: returning cash: 12.1975

[2021-12-24 18:50:48.375793] INFO: algo: handle_splits get splits [dt:2021-06-18 00:00:00+00:00] [asset:Equity(4188 [600418.SHA]), ratio:0.9977194666862488]

[2021-12-24 18:50:48.378029] INFO: algo: handle_splits get splits [dt:2021-06-18 00:00:00+00:00] [asset:Equity(860 [600513.SHA]), ratio:0.9877642393112183]

[2021-12-24 18:50:48.379759] INFO: algo: handle_splits get splits [dt:2021-06-18 00:00:00+00:00] [asset:Equity(2942 [000790.SZA]), ratio:0.998113214969635]

[2021-12-24 18:50:48.381427] INFO: algo: handle_splits get splits [dt:2021-06-18 00:00:00+00:00] [asset:Equity(1968 [601058.SHA]), ratio:0.9848942160606384]

[2021-12-24 18:50:48.383144] INFO: Position: position stock handle split[sid:4188, orig_amount:200, new_amount:200.0, orig_cost:10.0100002288826, new_cost:9.9872, ratio:0.9977194666862488, last_sale_price:8.75]

[2021-12-24 18:50:48.384938] INFO: Position: after split: PositionStock(asset:Equity(4188 [600418.SHA]), amount:200.0, cost_basis:9.9872, last_sale_price:8.770000457763672)

[2021-12-24 18:50:48.386455] INFO: Position: returning cash: 4.0001

[2021-12-24 18:50:48.388062] INFO: Position: position stock handle split[sid:860, orig_amount:200, new_amount:202.0, orig_cost:9.649999618593819, new_cost:9.5319, ratio:0.9877642393112183, last_sale_price:8.880000114440918]

[2021-12-24 18:50:48.389642] INFO: Position: after split: PositionStock(asset:Equity(860 [600513.SHA]), amount:202.0, cost_basis:9.5319, last_sale_price:8.989999771118164)

[2021-12-24 18:50:48.391208] INFO: Position: returning cash: 4.2399

[2021-12-24 18:50:48.392809] INFO: Position: position stock handle split[sid:2942, orig_amount:800, new_amount:801.0, orig_cost:6.099999904753153, new_cost:6.0885, ratio:0.998113214969635, last_sale_price:5.289999961853027]

[2021-12-24 18:50:48.394461] INFO: Position: after split: PositionStock(asset:Equity(2942 [000790.SZA]), amount:801.0, cost_basis:6.0885, last_sale_price:5.299999713897705)

[2021-12-24 18:50:48.395981] INFO: Position: returning cash: 2.71

[2021-12-24 18:50:48.397671] INFO: Position: position stock handle split[sid:1968, orig_amount:200, new_amount:203.0, orig_cost:10.789999961863048, new_cost:10.627, ratio:0.9848942160606384, last_sale_price:9.779999732971191]

[2021-12-24 18:50:48.399271] INFO: Position: after split: PositionStock(asset:Equity(1968 [601058.SHA]), amount:203.0, cost_basis:10.627, last_sale_price:9.930000305175781)

[2021-12-24 18:50:48.400895] INFO: Position: returning cash: 0.6601

[2021-12-24 18:50:48.499280] INFO: algo: handle_splits get splits [dt:2021-06-21 00:00:00+00:00] [asset:Equity(5195 [300882.SZA]), ratio:0.7592910528182983]

[2021-12-24 18:50:48.501444] INFO: algo: handle_splits get splits [dt:2021-06-21 00:00:00+00:00] [asset:Equity(1247 [601179.SHA]), ratio:0.9925370812416077]

[2021-12-24 18:50:48.503184] INFO: Position: position stock handle split[sid:5195, orig_amount:100, new_amount:131.0, orig_cost:30.00000000017245, new_cost:22.7787, ratio:0.7592910528182983, last_sale_price:17.56999397277832]

[2021-12-24 18:50:48.504810] INFO: Position: after split: PositionStock(asset:Equity(5195 [300882.SZA]), amount:131.0, cost_basis:22.7787, last_sale_price:23.139999389648438)

[2021-12-24 18:50:48.506231] INFO: Position: returning cash: 12.3307

[2021-12-24 18:50:48.507553] INFO: Position: position stock handle split[sid:1247, orig_amount:2000, new_amount:2015.0, orig_cost:4.980000019507335, new_cost:4.9428, ratio:0.9925370812416077, last_sale_price:3.9899990558624268]

[2021-12-24 18:50:48.508889] INFO: Position: after split: PositionStock(asset:Equity(1247 [601179.SHA]), amount:2015.0, cost_basis:4.9428, last_sale_price:4.019999980926514)

[2021-12-24 18:50:48.510196] INFO: Position: returning cash: 0.1519

[2021-12-24 18:50:48.639702] INFO: algo: handle_splits get splits [dt:2021-06-22 00:00:00+00:00] [asset:Equity(4974 [603725.SHA]), ratio:0.9868250489234924]

[2021-12-24 18:50:48.641912] INFO: algo: handle_splits get splits [dt:2021-06-22 00:00:00+00:00] [asset:Equity(4556 [002425.SZA]), ratio:0.9977064728736877]

[2021-12-24 18:50:48.644032] INFO: algo: handle_splits get splits [dt:2021-06-22 00:00:00+00:00] [asset:Equity(3579 [603790.SHA]), ratio:0.9905391335487366]

[2021-12-24 18:50:48.645922] INFO: Position: position stock handle split[sid:4974, orig_amount:1800, new_amount:1824.0, orig_cost:9.89999962504405, new_cost:9.7696, ratio:0.9868250489234924, last_sale_price:7.490002155303955]

[2021-12-24 18:50:48.647332] INFO: Position: after split: PositionStock(asset:Equity(4974 [603725.SHA]), amount:1824.0, cost_basis:9.7696, last_sale_price:7.590000152587891)

[2021-12-24 18:50:48.648640] INFO: Position: returning cash: 0.2361

[2021-12-24 18:50:48.650139] INFO: Position: position stock handle split[sid:4556, orig_amount:500, new_amount:501.0, orig_cost:10.850000381488261, new_cost:10.8251, ratio:0.9977064728736877, last_sale_price:8.700000762939453]

[2021-12-24 18:50:48.651628] INFO: Position: after split: PositionStock(asset:Equity(4556 [002425.SZA]), amount:501.0, cost_basis:10.8251, last_sale_price:8.720000267028809)

[2021-12-24 18:50:48.653150] INFO: Position: returning cash: 1.2998

[2021-12-24 18:50:48.654446] INFO: Position: position stock handle split[sid:3579, orig_amount:100, new_amount:100.0, orig_cost:13.8900003434484, new_cost:13.7586, ratio:0.9905391335487366, last_sale_price:10.469999313354492]

[2021-12-24 18:50:48.655604] INFO: Position: after split: PositionStock(asset:Equity(3579 [603790.SHA]), amount:100.0, cost_basis:13.7586, last_sale_price:10.570000648498535)

[2021-12-24 18:50:48.656962] INFO: Position: returning cash: 10.0001

[2021-12-24 18:50:48.723533] INFO: algo: handle_splits get splits [dt:2021-06-23 00:00:00+00:00] [asset:Equity(66 [601137.SHA]), ratio:0.9849823117256165]

[2021-12-24 18:50:48.725257] INFO: algo: handle_splits get splits [dt:2021-06-23 00:00:00+00:00] [asset:Equity(1221 [002946.SZA]), ratio:0.9955184459686279]

[2021-12-24 18:50:48.726695] INFO: Position: position stock handle split[sid:66, orig_amount:400, new_amount:406.0, orig_cost:12.800000190973092, new_cost:12.6078, ratio:0.9849823117256165, last_sale_price:11.149999618530273]

[2021-12-24 18:50:48.728237] INFO: Position: after split: PositionStock(asset:Equity(66 [601137.SHA]), amount:406.0, cost_basis:12.6078, last_sale_price:11.319999694824219)

[2021-12-24 18:50:48.730539] INFO: Position: returning cash: 1.1001

[2021-12-24 18:50:48.732390] INFO: Position: position stock handle split[sid:1221, orig_amount:300, new_amount:301.0, orig_cost:19.80000114502097, new_cost:19.7113, ratio:0.9955184459686279, last_sale_price:15.54999828338623]

[2021-12-24 18:50:48.734683] INFO: Position: after split: PositionStock(asset:Equity(1221 [002946.SZA]), amount:301.0, cost_basis:19.7113, last_sale_price:15.619999885559082)

[2021-12-24 18:50:48.736356] INFO: Position: returning cash: 5.4506

[2021-12-24 18:50:48.894472] INFO: algo: handle_splits get splits [dt:2021-06-25 00:00:00+00:00] [asset:Equity(1547 [002010.SZA]), ratio:0.9892473220825195]

[2021-12-24 18:50:48.896968] INFO: Position: position stock handle split[sid:1547, orig_amount:500, new_amount:505.0, orig_cost:8.880000114453125, new_cost:8.7845, ratio:0.9892473220825195, last_sale_price:9.199999809265137]

[2021-12-24 18:50:48.898843] INFO: Position: after split: PositionStock(asset:Equity(1547 [002010.SZA]), amount:505.0, cost_basis:8.7845, last_sale_price:9.300000190734863)

[2021-12-24 18:50:48.900550] INFO: Position: returning cash: 4.0

[2021-12-24 18:50:49.096135] INFO: algo: handle_splits get splits [dt:2021-06-30 00:00:00+00:00] [asset:Equity(4755 [000778.SZA]), ratio:0.9611398577690125]

[2021-12-24 18:50:49.097942] INFO: algo: handle_splits get splits [dt:2021-06-30 00:00:00+00:00] [asset:Equity(3542 [601858.SHA]), ratio:0.9725879430770874]

[2021-12-24 18:50:49.099331] INFO: Position: position stock handle split[sid:4755, orig_amount:100, new_amount:104.0, orig_cost:4.269999980926619, new_cost:4.1041, ratio:0.9611398577690125, last_sale_price:3.7100000381469727]

[2021-12-24 18:50:49.100656] INFO: Position: after split: PositionStock(asset:Equity(4755 [000778.SZA]), amount:104.0, cost_basis:4.1041, last_sale_price:3.8600001335144043)

[2021-12-24 18:50:49.101819] INFO: Position: returning cash: 0.16

[2021-12-24 18:50:49.103265] INFO: Position: position stock handle split[sid:3542, orig_amount:400, new_amount:411.0, orig_cost:10.25000000152306, new_cost:9.969, ratio:0.9725879430770874, last_sale_price:8.870001792907715]

[2021-12-24 18:50:49.105066] INFO: Position: after split: PositionStock(asset:Equity(3542 [601858.SHA]), amount:411.0, cost_basis:9.969, last_sale_price:9.119999885559082)

[2021-12-24 18:50:49.107089] INFO: Position: returning cash: 2.4292

[2021-12-24 18:50:49.202384] INFO: algo: handle_splits get splits [dt:2021-07-01 00:00:00+00:00] [asset:Equity(2035 [002892.SZA]), ratio:0.7048650979995728]

[2021-12-24 18:50:49.448500] INFO: algo: handle_splits get splits [dt:2021-07-07 00:00:00+00:00] [asset:Equity(3682 [300881.SZA]), ratio:0.9956242442131042]

[2021-12-24 18:50:49.450723] INFO: algo: handle_splits get splits [dt:2021-07-07 00:00:00+00:00] [asset:Equity(1751 [300200.SZA]), ratio:0.9723502397537231]

[2021-12-24 18:50:49.455105] INFO: Position: position stock handle split[sid:3682, orig_amount:100, new_amount:100.0, orig_cost:42.16999816911671, new_cost:41.9855, ratio:0.9956242442131042, last_sale_price:29.57999610900879]

[2021-12-24 18:50:49.457338] INFO: Position: after split: PositionStock(asset:Equity(3682 [300881.SZA]), amount:100.0, cost_basis:41.9855, last_sale_price:29.709999084472656)

[2021-12-24 18:50:49.459136] INFO: Position: returning cash: 13.0004

[2021-12-24 18:50:49.460721] INFO: Position: position stock handle split[sid:1751, orig_amount:300, new_amount:308.0, orig_cost:14.480000495923498, new_cost:14.0796, ratio:0.9723502397537231, last_sale_price:10.550000190734863]

[2021-12-24 18:50:49.462538] INFO: Position: after split: PositionStock(asset:Equity(1751 [300200.SZA]), amount:308.0, cost_basis:14.0796, last_sale_price:10.850000381469727)

[2021-12-24 18:50:49.464932] INFO: Position: returning cash: 5.6

[2021-12-24 18:50:49.548753] INFO: algo: handle_splits get splits [dt:2021-07-08 00:00:00+00:00] [asset:Equity(5644 [601015.SHA]), ratio:0.8603353500366211]

[2021-12-24 18:50:49.551191] INFO: algo: handle_splits get splits [dt:2021-07-08 00:00:00+00:00] [asset:Equity(4645 [000948.SZA]), ratio:0.9959970712661743]

[2021-12-24 18:50:49.553659] INFO: Position: position stock handle split[sid:5644, orig_amount:800, new_amount:929.0, orig_cost:11.329999923729574, new_cost:9.7476, ratio:0.8603353500366211, last_sale_price:7.700001239776611]

[2021-12-24 18:50:49.555951] INFO: Position: after split: PositionStock(asset:Equity(5644 [601015.SHA]), amount:929.0, cost_basis:9.7476, last_sale_price:8.949999809265137)

[2021-12-24 18:50:49.558234] INFO: Position: returning cash: 6.6987

[2021-12-24 18:50:49.560276] INFO: Position: position stock handle split[sid:4645, orig_amount:100, new_amount:100.0, orig_cost:14.000000000004231, new_cost:13.944, ratio:0.9959970712661743, last_sale_price:12.44000244140625]

[2021-12-24 18:50:49.562550] INFO: Position: after split: PositionStock(asset:Equity(4645 [000948.SZA]), amount:100.0, cost_basis:13.944, last_sale_price:12.489998817443848)

[2021-12-24 18:50:49.564780] INFO: Position: returning cash: 4.9997

[2021-12-24 18:50:49.635072] INFO: algo: handle_splits get splits [dt:2021-07-09 00:00:00+00:00] [asset:Equity(3169 [000936.SZA]), ratio:0.9926363229751587]

[2021-12-24 18:50:49.637129] INFO: algo: handle_splits get splits [dt:2021-07-09 00:00:00+00:00] [asset:Equity(3845 [603488.SHA]), ratio:0.973822295665741]

[2021-12-24 18:50:49.639051] INFO: algo: handle_splits get splits [dt:2021-07-09 00:00:00+00:00] [asset:Equity(4442 [000159.SZA]), ratio:0.9968652725219727]

[2021-12-24 18:50:49.641048] INFO: Position: position stock handle split[sid:3169, orig_amount:200, new_amount:201.0, orig_cost:6.409999847429692, new_cost:6.3628, ratio:0.9926363229751587, last_sale_price:6.7400007247924805]

[2021-12-24 18:50:49.643449] INFO: Position: after split: PositionStock(asset:Equity(3169 [000936.SZA]), amount:201.0, cost_basis:6.3628, last_sale_price:6.789999961853027)

[2021-12-24 18:50:49.645693] INFO: Position: returning cash: 3.2599

[2021-12-24 18:50:49.648012] INFO: Position: position stock handle split[sid:3845, orig_amount:100, new_amount:102.0, orig_cost:7.500000000014738, new_cost:7.3037, ratio:0.973822295665741, last_sale_price:7.44000244140625]

[2021-12-24 18:50:49.650337] INFO: Position: after split: PositionStock(asset:Equity(3845 [603488.SHA]), amount:102.0, cost_basis:7.3037, last_sale_price:7.639999866485596)

[2021-12-24 18:50:49.652707] INFO: Position: returning cash: 5.1198

[2021-12-24 18:50:49.654805] INFO: Position: position stock handle split[sid:4442, orig_amount:800, new_amount:802.0, orig_cost:6.720000267126379, new_cost:6.6989, ratio:0.9968652725219727, last_sale_price:6.360001087188721]

[2021-12-24 18:50:49.657003] INFO: Position: after split: PositionStock(asset:Equity(4442 [000159.SZA]), amount:802.0, cost_basis:6.6989, last_sale_price:6.380000591278076)

[2021-12-24 18:50:49.659217] INFO: Position: returning cash: 3.2796

[2021-12-24 18:50:49.762662] INFO: algo: handle_splits get splits [dt:2021-07-12 00:00:00+00:00] [asset:Equity(1970 [600481.SHA]), ratio:0.9970457553863525]

[2021-12-24 18:50:49.765509] INFO: Position: position stock handle split[sid:1970, orig_amount:1400, new_amount:1404.0, orig_cost:7.079999923787261, new_cost:7.0591, ratio:0.9970457553863525, last_sale_price:6.75]

[2021-12-24 18:50:49.768308] INFO: Position: after split: PositionStock(asset:Equity(1970 [600481.SHA]), amount:1404.0, cost_basis:7.0591, last_sale_price:6.770000457763672)

[2021-12-24 18:50:49.770744] INFO: Position: returning cash: 1.0003

[2021-12-24 18:50:49.941405] INFO: algo: handle_splits get splits [dt:2021-07-14 00:00:00+00:00] [asset:Equity(3640 [002620.SZA]), ratio:0.9907193183898926]

[2021-12-24 18:50:49.943527] INFO: algo: handle_splits get splits [dt:2021-07-14 00:00:00+00:00] [asset:Equity(2929 [002249.SZA]), ratio:0.9839857816696167]

[2021-12-24 18:50:49.946771] INFO: Position: position stock handle split[sid:3640, orig_amount:200, new_amount:201.0, orig_cost:8.42000007631824, new_cost:8.3419, ratio:0.9907193183898926, last_sale_price:8.539999961853027]

[2021-12-24 18:50:49.948842] INFO: Position: after split: PositionStock(asset:Equity(3640 [002620.SZA]), amount:201.0, cost_basis:8.3419, last_sale_price:8.619999885559082)

[2021-12-24 18:50:49.950702] INFO: Position: returning cash: 7.4599

[2021-12-24 18:50:49.952546] INFO: Position: position stock handle split[sid:2929, orig_amount:100, new_amount:101.0, orig_cost:5.609999656677379, new_cost:5.5202, ratio:0.9839857816696167, last_sale_price:5.530000686645508]

[2021-12-24 18:50:49.954701] INFO: Position: after split: PositionStock(asset:Equity(2929 [002249.SZA]), amount:101.0, cost_basis:5.5202, last_sale_price:5.62000036239624)

[2021-12-24 18:50:49.956523] INFO: Position: returning cash: 3.47

[2021-12-24 18:50:50.185385] INFO: algo: handle_splits get splits [dt:2021-07-16 00:00:00+00:00] [asset:Equity(5257 [600292.SHA]), ratio:0.9989035725593567]

[2021-12-24 18:50:50.188339] INFO: algo: handle_splits get splits [dt:2021-07-16 00:00:00+00:00] [asset:Equity(197 [600216.SHA]), ratio:0.9859926700592041]

[2021-12-24 18:50:50.190554] INFO: algo: handle_splits get splits [dt:2021-07-16 00:00:00+00:00] [asset:Equity(1269 [000831.SZA]), ratio:0.9983818531036377]

[2021-12-24 18:50:50.192172] INFO: algo: handle_splits get splits [dt:2021-07-16 00:00:00+00:00] [asset:Equity(2932 [603378.SHA]), ratio:0.6837541460990906]

[2021-12-24 18:50:50.193810] INFO: Position: position stock handle split[sid:5257, orig_amount:400, new_amount:400.0, orig_cost:11.000000000011092, new_cost:10.9879, ratio:0.9989035725593567, last_sale_price:9.110000610351562]

[2021-12-24 18:50:50.195386] INFO: Position: after split: PositionStock(asset:Equity(5257 [600292.SHA]), amount:400.0, cost_basis:10.9879, last_sale_price:9.119999885559082)

[2021-12-24 18:50:50.196904] INFO: Position: returning cash: 3.9998

[2021-12-24 18:50:50.198369] INFO: Position: position stock handle split[sid:197, orig_amount:100, new_amount:101.0, orig_cost:16.940000534060854, new_cost:16.7027, ratio:0.9859926700592041, last_sale_price:16.190000534057617]

[2021-12-24 18:50:50.199746] INFO: Position: after split: PositionStock(asset:Equity(197 [600216.SHA]), amount:101.0, cost_basis:16.7027, last_sale_price:16.420000076293945)

[2021-12-24 18:50:50.201164] INFO: Position: returning cash: 6.81

[2021-12-24 18:50:50.203005] INFO: Position: position stock handle split[sid:2932, orig_amount:100, new_amount:146.0, orig_cost:49.390003205408476, new_cost:33.7706, ratio:0.6837541460990906, last_sale_price:36.27999496459961]

[2021-12-24 18:50:50.204548] INFO: Position: after split: PositionStock(asset:Equity(2932 [603378.SHA]), amount:146.0, cost_basis:33.7706, last_sale_price:53.060001373291016)

[2021-12-24 18:50:50.206061] INFO: Position: returning cash: 9.1207

[2021-12-24 18:50:50.541001] INFO: algo: handle_splits get splits [dt:2021-07-23 00:00:00+00:00] [asset:Equity(1804 [600118.SHA]), ratio:0.9962908625602722]

[2021-12-24 18:50:50.543050] INFO: Position: position stock handle split[sid:1804, orig_amount:300, new_amount:301.0, orig_cost:37.00000000010509, new_cost:36.8628, ratio:0.9962908625602722, last_sale_price:26.860000610351562]

[2021-12-24 18:50:50.544915] INFO: Position: after split: PositionStock(asset:Equity(1804 [600118.SHA]), amount:301.0, cost_basis:36.8628, last_sale_price:26.959999084472656)

[2021-12-24 18:50:50.546917] INFO: Position: returning cash: 3.1395

[2021-12-24 18:50:50.726651] INFO: algo: handle_splits get splits [dt:2021-07-27 00:00:00+00:00] [asset:Equity(3198 [600395.SHA]), ratio:0.9487179517745972]

[2021-12-24 18:50:50.729507] INFO: Position: position stock handle split[sid:3198, orig_amount:800, new_amount:843.0, orig_cost:7.000000000107579, new_cost:6.641, ratio:0.9487179517745972, last_sale_price:7.399999618530273]

[2021-12-24 18:50:50.731628] INFO: Position: after split: PositionStock(asset:Equity(3198 [600395.SHA]), amount:843.0, cost_basis:6.641, last_sale_price:7.799999713897705)

[2021-12-24 18:50:50.733669] INFO: Position: returning cash: 1.8

[2021-12-24 18:50:50.838431] INFO: algo: handle_splits get splits [dt:2021-07-28 00:00:00+00:00] [asset:Equity(3084 [601866.SHA]), ratio:0.9821956753730774]

[2021-12-24 18:50:50.840758] INFO: algo: handle_splits get splits [dt:2021-07-28 00:00:00+00:00] [asset:Equity(327 [600483.SHA]), ratio:0.9762742519378662]

[2021-12-24 18:50:50.842723] INFO: Position: position stock handle split[sid:3084, orig_amount:400, new_amount:407.0, orig_cost:4.039999961853421, new_cost:3.9681, ratio:0.9821956753730774, last_sale_price:3.309999465942383]

[2021-12-24 18:50:50.844477] INFO: Position: after split: PositionStock(asset:Equity(3084 [601866.SHA]), amount:407.0, cost_basis:3.9681, last_sale_price:3.370000123977661)

[2021-12-24 18:50:50.846092] INFO: Position: returning cash: 0.8302

[2021-12-24 18:50:50.847813] INFO: Position: position stock handle split[sid:327, orig_amount:800, new_amount:819.0, orig_cost:12.769999504491528, new_cost:12.467, ratio:0.9762742519378662, last_sale_price:11.110001564025879]

[2021-12-24 18:50:50.849509] INFO: Position: after split: PositionStock(asset:Equity(327 [600483.SHA]), amount:819.0, cost_basis:12.467, last_sale_price:11.380000114440918)

[2021-12-24 18:50:50.851266] INFO: Position: returning cash: 4.9092

[2021-12-24 18:50:50.937992] INFO: algo: handle_splits get splits [dt:2021-07-29 00:00:00+00:00] [asset:Equity(4628 [000903.SZA]), ratio:0.9913793206214905]

[2021-12-24 18:50:50.940392] INFO: algo: handle_splits get splits [dt:2021-07-29 00:00:00+00:00] [asset:Equity(2274 [600131.SHA]), ratio:0.987834632396698]

[2021-12-24 18:50:50.942082] INFO: Position: position stock handle split[sid:4628, orig_amount:500, new_amount:504.0, orig_cost:4.199999809269856, new_cost:4.1638, ratio:0.9913793206214905, last_sale_price:3.4499998092651367]

[2021-12-24 18:50:50.943529] INFO: Position: after split: PositionStock(asset:Equity(4628 [000903.SZA]), amount:504.0, cost_basis:4.1638, last_sale_price:3.4799997806549072)

[2021-12-24 18:50:50.944796] INFO: Position: returning cash: 1.2

[2021-12-24 18:50:50.946031] INFO: Position: position stock handle split[sid:2274, orig_amount:100, new_amount:101.0, orig_cost:14.99999904635301, new_cost:14.8175, ratio:0.987834632396698, last_sale_price:12.180001258850098]

[2021-12-24 18:50:50.947453] INFO: Position: after split: PositionStock(asset:Equity(2274 [600131.SHA]), amount:101.0, cost_basis:14.8175, last_sale_price:12.329999923706055)

[2021-12-24 18:50:50.948940] INFO: Position: returning cash: 2.8199

[2021-12-24 18:50:51.023443] INFO: algo: handle_splits get splits [dt:2021-07-30 00:00:00+00:00] [asset:Equity(4332 [600748.SHA]), ratio:0.9622641801834106]

[2021-12-24 18:50:51.025214] INFO: Position: position stock handle split[sid:4332, orig_amount:6600, new_amount:6858.0, orig_cost:6.409999853692096, new_cost:6.1681, ratio:0.9622641801834106, last_sale_price:4.080000400543213]

[2021-12-24 18:50:51.026742] INFO: Position: after split: PositionStock(asset:Equity(4332 [600748.SHA]), amount:6858.0, cost_basis:6.1681, last_sale_price:4.240000247955322)

[2021-12-24 18:50:51.028057] INFO: Position: returning cash: 3.3591

[2021-12-24 18:50:52.765254] INFO: algo: handle_splits get splits [dt:2021-08-26 00:00:00+00:00] [asset:Equity(3361 [002910.SZA]), ratio:0.9979897141456604]

[2021-12-24 18:50:52.769694] INFO: Position: position stock handle split[sid:3361, orig_amount:1000, new_amount:1002.0, orig_cost:11.380000122277627, new_cost:11.3571, ratio:0.9979897141456604, last_sale_price:9.929997444152832]

[2021-12-24 18:50:52.776130] INFO: Position: after split: PositionStock(asset:Equity(3361 [002910.SZA]), amount:1002.0, cost_basis:11.3571, last_sale_price:9.949999809265137)

[2021-12-24 18:50:52.785205] INFO: Position: returning cash: 0.1423

[2021-12-24 18:50:52.881616] INFO: algo: handle_splits get splits [dt:2021-08-27 00:00:00+00:00] [asset:Equity(3540 [603633.SHA]), ratio:0.9918031692504883]

[2021-12-24 18:50:52.883846] INFO: algo: handle_splits get splits [dt:2021-08-27 00:00:00+00:00] [asset:Equity(4586 [601901.SHA]), ratio:0.9988250732421875]

[2021-12-24 18:50:52.886127] INFO: Position: position stock handle split[sid:3540, orig_amount:500, new_amount:504.0, orig_cost:12.820000649250323, new_cost:12.7149, ratio:0.9918031692504883, last_sale_price:12.09999942779541]

[2021-12-24 18:50:52.888194] INFO: Position: after split: PositionStock(asset:Equity(3540 [603633.SHA]), amount:504.0, cost_basis:12.7149, last_sale_price:12.200000762939453)

[2021-12-24 18:50:52.890028] INFO: Position: returning cash: 1.6007

[2021-12-24 18:50:52.891933] INFO: Position: position stock handle split[sid:4586, orig_amount:300, new_amount:300.0, orig_cost:10.289999961854363, new_cost:10.2779, ratio:0.9988250732421875, last_sale_price:8.500001907348633]

[2021-12-24 18:50:52.893670] INFO: Position: after split: PositionStock(asset:Equity(4586 [601901.SHA]), amount:300.0, cost_basis:10.2779, last_sale_price:8.510000228881836)

[2021-12-24 18:50:52.894983] INFO: Position: returning cash: 2.9996

[2021-12-24 18:50:54.886388] INFO: algo: handle_splits get splits [dt:2021-10-12 00:00:00+00:00] [asset:Equity(4223 [000552.SZA]), ratio:0.9767981767654419]

[2021-12-24 18:50:54.889435] INFO: Position: position stock handle split[sid:4223, orig_amount:600, new_amount:614.0, orig_cost:4.550000190737745, new_cost:4.4444, ratio:0.9767981767654419, last_sale_price:4.210000038146973]

[2021-12-24 18:50:54.892185] INFO: Position: after split: PositionStock(asset:Equity(4223 [000552.SZA]), amount:614.0, cost_basis:4.4444, last_sale_price:4.309999942779541)

[2021-12-24 18:50:54.894420] INFO: Position: returning cash: 1.0599

[2021-12-24 18:50:55.265338] INFO: algo: handle_splits get splits [dt:2021-10-18 00:00:00+00:00] [asset:Equity(4214 [000950.SZA]), ratio:0.9919191002845764]

[2021-12-24 18:50:55.269869] INFO: algo: handle_splits get splits [dt:2021-10-18 00:00:00+00:00] [asset:Equity(4589 [603738.SHA]), ratio:0.9941350221633911]

[2021-12-24 18:50:55.276703] INFO: Position: position stock handle split[sid:4214, orig_amount:600, new_amount:604.0, orig_cost:5.400000095486309, new_cost:5.3564, ratio:0.9919191002845764, last_sale_price:4.909999847412109]

[2021-12-24 18:50:55.279280] INFO: Position: after split: PositionStock(asset:Equity(4214 [000950.SZA]), amount:604.0, cost_basis:5.3564, last_sale_price:4.950000286102295)

[2021-12-24 18:50:55.282660] INFO: Position: returning cash: 4.3603

[2021-12-24 18:50:55.285856] INFO: Position: position stock handle split[sid:4589, orig_amount:300, new_amount:301.0, orig_cost:51.81000137570607, new_cost:51.5061, ratio:0.9941350221633911, last_sale_price:50.850006103515625]

[2021-12-24 18:50:55.288813] INFO: Position: after split: PositionStock(asset:Equity(4589 [603738.SHA]), amount:301.0, cost_basis:51.5061, last_sale_price:51.150001525878906)

[2021-12-24 18:50:55.291338] INFO: Position: returning cash: 39.1481

[2021-12-24 18:50:59.890049] INFO: Performance: Simulated 318 trading days out of 318.

[2021-12-24 18:50:59.892083] INFO: Performance: first open: 2020-09-02 09:30:00+00:00

[2021-12-24 18:50:59.893795] INFO: Performance: last close: 2021-12-23 15:00:00+00:00

[2021-12-24 18:51:11.037772] INFO: moduleinvoker: backtest.v8 运行完成[68.535859s].

[2021-12-24 18:51:11.039680] INFO: moduleinvoker: trade.v4 运行完成[72.486533s].

17/17 - 0s
DataSource(f253e9d3e7cf494b9d6195f18c0a02bdT)

收益率-0.75%
年化收益率-0.59%
基准收益率2.2%
阿尔法-0.01
贝塔0.51
夏普比率-0.05
胜率0.63
盈亏比0.81
收益波动率22.37%
信息比率-0.0
最大回撤22.74%

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