基于订单流的高频择时交易策略¶

使用level2高频数据构建因子，进行单标的择时交易策略。

回测粒度：level2 tick

回测时间：2021-01-01至2022-12-27

策略标的：宁德时代

交易条件：

买入：无仓位情形下，大方向向上，资金净流入，且价格突破上轨
卖出：有仓位情形下，资金净流出

具体策略逻辑¶

定义主动买入量、主动卖出量¶

主动买入：

计算净流入量¶

计算小窗口的主动买入累计量和主动卖出累计量

计算大窗口的主动买入累计量和主动卖出累计量

计算小窗口的最低价和最高价

小窗口净流入量delta = 小窗口的主动买入累计量 - 小窗口的主动卖出累计量

大窗口净流入量delta = 大窗口的主动买入累计量 - 大窗口的主动卖出累计量

开多条件¶

（需必须同时满足三个条件）：

1、宏观：大方向向上，最新价在5日均线以上。

2、动量因子：小窗口净流入量大于300，大窗口净流入量大于600

3、微观：最新价突破小窗口最高价

平多条件¶

1、小窗口净流入量小于 -200，大窗口净流入量小于0

撤单条件¶

订单超过10秒未成交, 就立马撤单

In [33]:

from bigtrader.utils.my_collections import NumPyDeque

# 定义初始化函数
def initialize(context):
    context.set_commission(equities_commission=PerOrder(buy_cost=0.0001, sell_cost=0.0003, min_cost=5))  
    context.ins = context.instruments[0] #从传入参数中获取需要交易的合约
    
    context.set_slippage_value(volume_limit=1)
    context.size = 120 #统计多少个TICK内的多空成交情况，核心参数。
    context.N=5 #小BOX参数及高低点区间参数
    context.P=20 #大BOX参数
    context.FL=600
    context.Lots=1 #手数
    context.set_stock_t1(0) #0表示回测支持当天买和卖。1表示不支持t0
    
    context.prev_tick = None
    context.last_tick = None
    context.askvolarr=NumPyDeque(context.size * context.N, dtype=int)
    context.bidvolarr=NumPyDeque(context.size * context.N, dtype=int)
    context.Max_Askvol=NumPyDeque(context.size * context.P, dtype=int)
    context.Max_BidVol=NumPyDeque(context.size * context.P, dtype=int)
    context.Arrlast=NumPyDeque(context.size * context.N, dtype=float)
    
    context.postion=0
    context.Buy_moveout=0
    context.lowafter=0
    context.short_avg_price=0
    context.long_avg_price=0
    
    context.short = 5
    context.position = 0
    context.history_data = None

# 定义盘前处理函数
def before_trading_start(context, data):
    msg = "before_trading"
    # context.write_log(msg, stdout=1)
    # 订阅要交易的合约的行情
    context.subscribe(context.ins, subscribe_flags=0)    
    
    if context.history_data is None:
        st = m1.data.read()['start_date']
        et = m1.data.read()['end_date'] 
        df = DataSource("bar1d_CN_STOCK_A").read([context.ins], start_date=st, end_date=et, fields=["close"]).set_index("date")
        context.history_data = df.close.rolling(context.short).mean().fillna(0)
    context.short_avg_price = context.history_data.loc[data.current_dt.strftime("%Y-%m-%d")]
    # print('后复权日线均值：', data.current_dt, context.short_avg_price)

def handle_tick(context, data):
    
    cur_hm = data.datetime.strftime('%H:%M')
    
    context.prev_tick, context.last_tick = context.last_tick, data
    context.Arrlast.append(data['last_price'])

    if len(context.Arrlast) < context.size * context.N:
        return
    
    Last=context.last_tick.last_price
    tickVoL=context.last_tick.volume
    
    Ask=context.prev_tick.ask_price1
    Bid=context.prev_tick.bid_price1
 
    if Last>=Ask :
        context.askvolarr.append(tickVoL)
        context.bidvolarr.append(0)
        context.Max_Askvol.append(tickVoL)
        context.Max_BidVol.append(0)
    if Last<=Bid :
        context.askvolarr.append(0)
        context.bidvolarr.append(tickVoL)
        context.Max_Askvol.append(0)
        context.Max_BidVol.append(tickVoL)
    if Last<Ask and Last>Bid:
        Bid_mid=Last-Bid
        Ask_mid=Ask-Last
        if Bid_mid>Ask_mid :
            context.askvolarr.append(tickVoL)
            context.bidvolarr.append(0)
            context.Max_Askvol.append(tickVoL)
            context.Max_BidVol.append(0)
        else :
            context.askvolarr.append(0)
            context.bidvolarr.append(tickVoL)
            context.Max_Askvol.append(0)
            context.Max_BidVol.append(tickVoL)

    
    sum_askvol=context.askvolarr.data().sum()
    sum_bidvol=context.bidvolarr.data().sum()
    Max_sum_askvol=context.Max_Askvol.data().sum()
    Max_sum_bidvol=context.Max_BidVol.data().sum()
    highHHV=context.Arrlast.data().max()
    lowLLV=context.Arrlast.data().min()
 
    delita=sum_askvol-sum_bidvol
    Max_delita=Max_sum_askvol-Max_sum_bidvol
    
    DKcond=delita>= context.FL*0.5 and Max_delita> context.FL  # 动量因子 
    PDcond=delita<-200 and Max_delita<0 # 平多条件 
    
    Macond=  Last > context.short_avg_price and  context.short_avg_price > 0 # 日线均线突破
    DK = Last >= highHHV and context.prev_tick.last_price < highHHV # 突破小窗口高点 
    PD = Last <= lowLLV and context.prev_tick.last_price > lowLLV # 暂时没使用到 
    
    # 撤单
    open_orders = context.get_open_orders() 
    buy_unfilled_orders  = [o for o in open_orders if o.direction == '1']
    sell_unfilled_orders  = [o for o in open_orders if o.direction == '2']
 

    if len(open_orders) > 0: 
        for _order in open_orders:
            delta =  (data.datetime -  pd.Timestamp(_order.order_datetime)).seconds
            if delta >=10:
                context.cancel_order(_order)
                msg =  '超过10s，直接撤單'
                context.write_log(msg, stdout=1)
    
    ### 交易逻辑  
    # 买入
    if  DKcond and context.position==0 and DK and Macond  and len(buy_unfilled_orders) == 0:  
        #print('++++'*10, data.datetime, '开多 1手')
        Dprice = context.last_tick.ask_price1
        context.order(context.ins, 100, Dprice, order_type=OrderType.LIMIT) # 下100股
      
    # 卖出
    elif  context.position==1 and PDcond and PD and len(sell_unfilled_orders) == 0:
        #print('----'*10, data.datetime, '平单 1手')
        Pprice = context.last_tick.bid_price1
        context.order_target(context.ins, 0, Pprice, order_type=OrderType.LIMIT) # 平仓 
       
def handle_data(context, data):
    pass

# 交易引擎：成交回报处理函数，每个成交发生时执行一次
def handle_trade(context, data):
    msg = "handle_trade data:{}".format(data.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(data.symbol, Direction.LONG)
    msg = "当前多头持仓:{}".format(str(position_long))
    #context.write_log(msg, stdout=1)
    if position_long.current_qty >0:
        context.position = 1
    elif position_long.current_qty ==0:
        context.position = 0
         

# 交易引擎：委托回报处理函数，每个委托变化时执行一次
def handle_order(context, data):
    #print("handle_order:", data.log_str(), data.order_status, data.status_msg)
    pass
    
# 交易引擎：盘后处理函数，每日盘后执行一次
def after_trading(context, data):
    pass

# 设置 开始日期、结束日期、标的代码
stock = '300750.SZA'
m1 = M.instruments.v2(
    start_date='2021-01-01',
    end_date='2022-12-27',
    market='CN_STOCK_A',
    instrument_list=stock,
    max_count=0,
    m_cached=False
)

# 回测Api 
m2 = M.hftrade.v2(
    instruments=m1.data,
    start_date='',
    end_date='',
    initialize=initialize,
    before_trading_start=before_trading_start,
    handle_tick=handle_tick,
    handle_data=handle_data,
    handle_trade=handle_trade,
    handle_order=handle_order,
    after_trading=after_trading,
    capital_base=100000,
    frequency='tick2',
    price_type='真实价格',
    product_type='股票',
    before_start_days='0',
    volume_limit=1,
    order_price_field_buy='open',
    order_price_field_sell='open',
    benchmark='000300.HIX',
    plot_charts=True,
    disable_cache=False,
    replay_bdb=False,
    show_debug_info=False,
    backtest_only=False
)

[2022-12-28 12:02:49.616197] INFO: moduleinvoker: instruments.v2 开始运行..

[2022-12-28 12:02:49.640261] INFO: moduleinvoker: instruments.v2 运行完成[0.024062s].

[2022-12-28 12:02:49.672962] INFO: moduleinvoker: hfbacktest.v1 开始运行..

[2022-12-28 12:02:49.692171] INFO: hfbacktest: biglearning V1.4.19

[2022-12-28 12:02:49.693936] INFO: hfbacktest: bigtrader v1.9.11 2022-12-13

[2022-12-28 12:02:49.711403] INFO: moduleinvoker: cached.v2 开始运行..

[2022-12-28 12:02:49.717466] INFO: moduleinvoker: 命中缓存

[2022-12-28 12:02:49.719170] INFO: moduleinvoker: cached.v2 运行完成[0.007798s].

[2022-12-28 12:02:49.770433] INFO: moduleinvoker: cached.v2 开始运行..

[2022-12-28 12:02:49.777258] INFO: moduleinvoker: 命中缓存

[2022-12-28 12:02:49.779026] INFO: moduleinvoker: cached.v2 运行完成[0.008631s].

[2022-12-28 12:11:55.486632] INFO: hfbacktest: backtest done, raw_perf_ds:DataSource(bc512026377c4eecb90400383fcac591T)

[2022-12-28 12:11:57.113874] INFO: moduleinvoker: hfbacktest.v1 运行完成[547.440922s].

[2022-12-28 12:11:57.115630] INFO: moduleinvoker: hftrade.v2 运行完成[547.468203s].

2022-12-28 12:02:54.479637 strategy(bkt000,): handle_trade data:[bkt000,1,300750.SZA,'1','0',100,419.1300048828125,1,20210108 09:26:03.000000,strategy] 
2022-12-28 12:02:54.960097 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:02:54.962859 strategy(bkt000,): handle_trade data:[bkt000,3,300750.SZA,'2','1',100,400.0,2,20210108 11:22:12.000000,strategy] 
2022-12-28 12:02:57.864819 strategy(bkt000,): handle_trade data:[bkt000,4,300750.SZA,'1','0',100,402.5,3,20210113 09:30:06.000000,strategy] 
2022-12-28 12:02:58.019858 strategy(bkt000,): handle_trade data:[bkt000,5,300750.SZA,'2','1',100,403.1099853515625,4,20210113 10:04:06.000000,strategy] 
2022-12-28 12:03:01.210722 strategy(bkt000,): handle_trade data:[bkt000,6,300750.SZA,'1','0',100,385.3299865722656,5,20210118 09:32:36.000000,strategy] 
2022-12-28 12:03:01.730969 strategy(bkt000,): handle_trade data:[bkt000,7,300750.SZA,'2','1',100,383.6000061035156,6,20210118 13:03:45.000000,strategy] 
2022-12-28 12:03:04.119303 strategy(bkt000,): handle_trade data:[bkt000,8,300750.SZA,'1','0',100,387.0,7,20210120 13:49:18.000000,strategy] 
2022-12-28 12:03:05.607884 send_order() order price is null for OrderReq(bkt000,300750.SZA,'2','1',100,nan,0,0,strategy,2021-01-22 09:15:00) 
2022-12-28 12:03:05.845759 strategy(bkt000,): handle_trade data:[bkt000,9,300750.SZA,'2','1',100,392.0,8,20210122 10:23:09.000000,strategy] 
2022-12-28 12:03:06.057426 strategy(bkt000,): handle_trade data:[bkt000,10,300750.SZA,'1','0',100,397.95001220703125,9,20210122 11:13:21.000000,strategy] 
2022-12-28 12:03:06.813949 strategy(bkt000,): handle_trade data:[bkt000,11,300750.SZA,'2','1',100,407.0,10,20210125 09:15:12.000000,strategy] 
2022-12-28 12:03:13.974817 strategy(bkt000,): handle_trade data:[bkt000,12,300750.SZA,'1','0',100,367.6000061035156,11,20210202 11:20:48.000000,strategy] 
2022-12-28 12:03:14.333002 strategy(bkt000,): handle_trade data:[bkt000,13,300750.SZA,'2','1',100,366.0,12,20210202 14:16:33.000000,strategy] 
2022-12-28 12:03:14.916235 strategy(bkt000,): handle_trade data:[bkt000,14,300750.SZA,'1','0',100,383.8999938964844,13,20210203 10:40:27.000000,strategy] 
2022-12-28 12:03:16.163755 strategy(bkt000,): handle_trade data:[bkt000,15,300750.SZA,'2','1',100,388.0,14,20210204 11:17:39.000000,strategy] 
2022-12-28 12:03:16.426056 strategy(bkt000,): handle_trade data:[bkt000,16,300750.SZA,'1','0',100,386.7799987792969,15,20210204 13:49:48.000000,strategy] 
2022-12-28 12:03:17.075115 strategy(bkt000,): handle_trade data:[bkt000,17,300750.SZA,'2','1',100,385.0,16,20210205 10:20:57.000000,strategy] 
2022-12-28 12:03:18.261652 strategy(bkt000,): handle_trade data:[bkt000,18,300750.SZA,'1','0',100,393.3900146484375,17,20210208 10:38:45.000000,strategy] 
2022-12-28 12:03:18.530741 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:03:18.534757 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:03:18.536712 strategy(bkt000,): handle_trade data:[bkt000,21,300750.SZA,'2','1',100,398.2300109863281,18,20210208 13:06:30.000000,strategy] 
2022-12-28 12:03:20.663318 strategy(bkt000,): handle_trade data:[bkt000,22,300750.SZA,'1','0',100,413.5,19,20210210 11:19:27.000000,strategy] 
2022-12-28 12:03:21.291668 strategy(bkt000,): handle_trade data:[bkt000,23,300750.SZA,'2','1',100,418.70001220703125,20,20210218 09:15:12.000000,strategy] 
2022-12-28 12:03:21.950072 strategy(bkt000,): handle_trade data:[bkt000,24,300750.SZA,'1','0',100,400.8999938964844,21,20210218 13:34:09.000000,strategy] 
2022-12-28 12:03:23.111564 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:03:23.113919 strategy(bkt000,): handle_trade data:[bkt000,26,300750.SZA,'2','1',100,384.1700134277344,22,20210219 13:50:09.000000,strategy] 
2022-12-28 12:03:30.367488 strategy(bkt000,): handle_trade data:[bkt000,27,300750.SZA,'1','0',100,353.010009765625,23,20210302 09:26:03.000000,strategy] 
2022-12-28 12:03:30.711716 strategy(bkt000,): handle_trade data:[bkt000,28,300750.SZA,'2','1',100,345.3500061035156,24,20210302 10:52:06.000000,strategy] 
2022-12-28 12:03:31.074059 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:03:31.076459 strategy(bkt000,): handle_trade data:[bkt000,30,300750.SZA,'1','0',100,345.1199951171875,25,20210302 13:49:21.000000,strategy] 
2022-12-28 12:03:32.028268 strategy(bkt000,): handle_trade data:[bkt000,31,300750.SZA,'2','1',100,346.6000061035156,26,20210303 13:15:45.000000,strategy] 
2022-12-28 12:03:37.609053 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:03:37.612201 strategy(bkt000,): handle_trade data:[bkt000,33,300750.SZA,'1','0',100,318.55999755859375,27,20210310 10:48:00.000000,strategy] 
2022-12-28 12:03:39.012459 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:03:39.015714 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:03:39.018067 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:03:39.019961 strategy(bkt000,): handle_trade data:[bkt000,37,300750.SZA,'2','1',100,328.75,28,20210311 13:21:54.000000,strategy] 
2022-12-28 12:03:39.925179 strategy(bkt000,): handle_trade data:[bkt000,38,300750.SZA,'1','0',100,340.5,29,20210312 11:01:45.000000,strategy] 
2022-12-28 12:03:40.206915 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:03:40.209163 strategy(bkt000,): handle_trade data:[bkt000,40,300750.SZA,'2','1',100,340.489990234375,30,20210312 13:31:27.000000,strategy] 
2022-12-28 12:03:43.211631 strategy(bkt000,): handle_trade data:[bkt000,41,300750.SZA,'1','0',100,331.79998779296875,31,20210317 10:11:48.000000,strategy] 
2022-12-28 12:03:43.477300 strategy(bkt000,): handle_trade data:[bkt000,42,300750.SZA,'2','1',100,330.29998779296875,32,20210317 11:15:09.000000,strategy] 
2022-12-28 12:03:43.721149 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:03:43.723561 strategy(bkt000,): handle_trade data:[bkt000,44,300750.SZA,'1','0',100,333.05999755859375,33,20210317 13:43:18.000000,strategy] 
2022-12-28 12:03:44.647455 strategy(bkt000,): handle_trade data:[bkt000,45,300750.SZA,'2','1',100,334.739990234375,34,20210318 11:28:57.000000,strategy] 
2022-12-28 12:03:51.120156 strategy(bkt000,): handle_trade data:[bkt000,46,300750.SZA,'1','0',100,305.4200134277344,35,20210326 10:46:09.000000,strategy] 
2022-12-28 12:03:52.500180 strategy(bkt000,): handle_trade data:[bkt000,47,300750.SZA,'2','1',100,314.1300048828125,36,20210329 13:15:03.000000,strategy] 
2022-12-28 12:03:56.714196 strategy(bkt000,): handle_trade data:[bkt000,48,300750.SZA,'1','0',100,332.7200012207031,37,20210402 10:38:33.000000,strategy] 
2022-12-28 12:03:56.854914 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:03:56.857333 strategy(bkt000,): handle_trade data:[bkt000,50,300750.SZA,'2','1',100,332.260009765625,38,20210402 11:11:27.000000,strategy] 
2022-12-28 12:03:57.360356 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:03:57.361346 strategy(bkt000,): handle_trade data:[bkt000,51,300750.SZA,'1','0',100,333.29998779296875,39,20210402 14:40:54.000000,strategy] 
2022-12-28 12:03:57.867975 strategy(bkt000,): handle_trade data:[bkt000,52,300750.SZA,'2','1',100,324.8999938964844,40,20210406 10:37:51.000000,strategy] 
2022-12-28 12:03:58.670792 strategy(bkt000,): handle_trade data:[bkt000,53,300750.SZA,'1','0',100,332.9100036621094,41,20210407 09:26:03.000000,strategy] 
2022-12-28 12:04:00.240937 strategy(bkt000,): handle_trade data:[bkt000,54,300750.SZA,'2','1',100,318.5,42,20210408 11:12:36.000000,strategy] 
2022-12-28 12:04:03.367612 strategy(bkt000,): handle_trade data:[bkt000,55,300750.SZA,'1','0',100,326.9700012207031,43,20210413 10:05:06.000000,strategy] 
2022-12-28 12:04:03.756531 strategy(bkt000,): handle_trade data:[bkt000,56,300750.SZA,'2','1',100,327.0299987792969,44,20210413 13:00:39.000000,strategy] 
2022-12-28 12:04:04.967928 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:04:04.970908 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:04:04.973529 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:04:04.975454 strategy(bkt000,): handle_trade data:[bkt000,60,300750.SZA,'1','0',100,341.8500061035156,45,20210414 13:07:03.000000,strategy] 
2022-12-28 12:04:05.808481 strategy(bkt000,): handle_trade data:[bkt000,61,300750.SZA,'2','1',100,336.79998779296875,46,20210415 10:34:15.000000,strategy] 
2022-12-28 12:04:06.376544 strategy(bkt000,): handle_trade data:[bkt000,62,300750.SZA,'1','0',100,338.0799865722656,47,20210415 14:20:57.000000,strategy] 
2022-12-28 12:04:06.446002 strategy(bkt000,): handle_trade data:[bkt000,63,300750.SZA,'2','1',100,336.4700012207031,48,20210415 14:33:57.000000,strategy] 
2022-12-28 12:04:08.230741 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:04:08.233090 strategy(bkt000,): handle_trade data:[bkt000,65,300750.SZA,'1','0',100,357.989990234375,49,20210419 11:00:00.000000,strategy] 
2022-12-28 12:04:08.485246 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:04:08.487582 strategy(bkt000,): handle_trade data:[bkt000,67,300750.SZA,'2','1',100,357.5199890136719,50,20210419 13:25:42.000000,strategy] 
2022-12-28 12:04:08.799315 strategy(bkt000,): handle_trade data:[bkt000,68,300750.SZA,'1','0',100,363.4200134277344,51,20210419 14:36:30.000000,strategy] 
2022-12-28 12:04:09.590333 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:04:09.592841 strategy(bkt000,): handle_trade data:[bkt000,70,300750.SZA,'2','1',100,363.5299987792969,52,20210420 13:11:33.000000,strategy] 
2022-12-28 12:04:10.675532 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:04:10.678304 strategy(bkt000,): handle_trade data:[bkt000,72,300750.SZA,'1','0',100,354.6700134277344,53,20210421 13:02:09.000000,strategy] 
2022-12-28 12:04:11.939938 strategy(bkt000,): handle_trade data:[bkt000,73,300750.SZA,'2','1',100,363.57000732421875,54,20210422 13:07:15.000000,strategy] 
2022-12-28 12:04:12.750120 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:04:12.752933 strategy(bkt000,): handle_trade data:[bkt000,75,300750.SZA,'1','0',100,367.6400146484375,55,20210423 10:30:42.000000,strategy] 
2022-12-28 12:04:13.589734 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:04:13.803971 strategy(bkt000,): handle_trade data:[bkt000,77,300750.SZA,'2','1',100,368.6700134277344,56,20210426 10:17:45.000000,strategy] 
2022-12-28 12:04:15.966226 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:04:15.968981 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:04:16.124585 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:04:16.127209 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:04:16.129538 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:04:16.132015 strategy(bkt000,): handle_trade data:[bkt000,83,300750.SZA,'1','0',100,362.3999938964844,57,20210428 10:13:24.000000,strategy] 
2022-12-28 12:04:18.853873 strategy(bkt000,): handle_trade data:[bkt000,84,300750.SZA,'2','1',100,386.6600036621094,58,20210430 13:11:00.000000,strategy] 
2022-12-28 12:04:18.987728 strategy(bkt000,): handle_trade data:[bkt000,85,300750.SZA,'1','0',100,386.760009765625,59,20210430 13:42:15.000000,strategy] 
2022-12-28 12:04:19.697724 strategy(bkt000,): handle_trade data:[bkt000,86,300750.SZA,'2','1',100,373.3900146484375,60,20210506 10:32:06.000000,strategy] 
2022-12-28 12:04:20.224515 strategy(bkt000,): handle_trade data:[bkt000,87,300750.SZA,'1','0',100,383.69000244140625,61,20210506 14:07:12.000000,strategy] 
2022-12-28 12:04:20.523411 strategy(bkt000,): handle_trade data:[bkt000,88,300750.SZA,'2','1',100,384.0,62,20210507 09:15:12.000000,strategy] 
2022-12-28 12:04:20.660444 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:04:20.662704 strategy(bkt000,): handle_trade data:[bkt000,90,300750.SZA,'1','0',100,384.2300109863281,63,20210507 09:59:57.000000,strategy] 
2022-12-28 12:04:20.812676 strategy(bkt000,): handle_trade data:[bkt000,91,300750.SZA,'2','1',100,380.6600036621094,64,20210507 10:35:21.000000,strategy] 
2022-12-28 12:04:27.127176 strategy(bkt000,): handle_trade data:[bkt000,92,300750.SZA,'1','0',100,363.82000732421875,65,20210517 09:31:18.000000,strategy] 
2022-12-28 12:04:27.420456 strategy(bkt000,): handle_trade data:[bkt000,93,300750.SZA,'2','1',100,367.8900146484375,66,20210517 10:41:15.000000,strategy] 
2022-12-28 12:04:27.596752 strategy(bkt000,): handle_trade data:[bkt000,94,300750.SZA,'1','0',100,371.989990234375,67,20210517 11:23:15.000000,strategy] 
2022-12-28 12:04:29.120175 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:04:30.143776 strategy(bkt000,): handle_trade data:[bkt000,96,300750.SZA,'2','1',100,376.6000061035156,68,20210519 14:06:09.000000,strategy] 
2022-12-28 12:04:30.828252 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:04:30.831051 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:04:30.833527 strategy(bkt000,): handle_trade data:[bkt000,99,300750.SZA,'1','0',100,376.3999938964844,69,20210520 10:57:36.000000,strategy] 
2022-12-28 12:04:31.805444 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:04:31.808558 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:04:31.809614 strategy(bkt000,): handle_trade data:[bkt000,101,300750.SZA,'2','1',100,371.3299865722656,70,20210521 10:22:18.000000,strategy] 
2022-12-28 12:04:31.986850 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:04:31.989324 strategy(bkt000,): handle_trade data:[bkt000,103,300750.SZA,'1','0',100,375.989990234375,71,20210521 11:02:03.000000,strategy] 
2022-12-28 12:04:32.855849 strategy(bkt000,): handle_trade data:[bkt000,104,300750.SZA,'2','1',100,382.5,72,20210524 10:01:15.000000,strategy] 
2022-12-28 12:04:33.025814 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:04:33.027999 strategy(bkt000,): handle_trade data:[bkt000,106,300750.SZA,'1','0',100,384.5,73,20210524 10:39:51.000000,strategy] 
2022-12-28 12:04:39.813711 strategy(bkt000,): handle_trade data:[bkt000,107,300750.SZA,'2','1',100,417.0,74,20210601 10:26:03.000000,strategy] 
2022-12-28 12:04:42.437572 strategy(bkt000,): handle_trade data:[bkt000,108,300750.SZA,'1','0',100,423.0,75,20210603 13:19:54.000000,strategy] 
2022-12-28 12:04:43.495638 strategy(bkt000,): handle_trade data:[bkt000,109,300750.SZA,'2','1',100,429.4100036621094,76,20210604 11:22:09.000000,strategy] 
2022-12-28 12:04:43.588694 strategy(bkt000,): handle_trade data:[bkt000,110,300750.SZA,'1','0',100,437.9800109863281,77,20210604 13:13:51.000000,strategy] 
2022-12-28 12:04:43.706190 strategy(bkt000,): handle_trade data:[bkt000,111,300750.SZA,'2','1',100,436.5,78,20210604 13:40:06.000000,strategy] 
2022-12-28 12:04:45.327817 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:04:45.330559 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:04:45.332895 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:04:45.335420 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:04:45.337226 strategy(bkt000,): handle_trade data:[bkt000,116,300750.SZA,'1','0',100,424.6499938964844,79,20210608 09:51:30.000000,strategy] 
2022-12-28 12:04:45.620219 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:04:45.622744 strategy(bkt000,): handle_trade data:[bkt000,118,300750.SZA,'2','1',100,410.0299987792969,80,20210608 11:00:18.000000,strategy] 
2022-12-28 12:04:47.461480 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:04:47.463912 strategy(bkt000,): handle_trade data:[bkt000,120,300750.SZA,'1','0',100,420.8299865722656,81,20210610 09:34:03.000000,strategy] 
2022-12-28 12:04:47.778480 strategy(bkt000,): handle_trade data:[bkt000,121,300750.SZA,'2','1',100,435.0,82,20210610 10:49:03.000000,strategy] 
2022-12-28 12:04:48.804754 strategy(bkt000,): handle_trade data:[bkt000,122,300750.SZA,'1','0',100,439.0,83,20210611 10:20:54.000000,strategy] 
2022-12-28 12:04:49.437713 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:04:49.439998 strategy(bkt000,): handle_trade data:[bkt000,124,300750.SZA,'2','1',100,453.739990234375,84,20210611 14:17:09.000000,strategy] 
2022-12-28 12:04:50.227809 strategy(bkt000,): handle_trade data:[bkt000,125,300750.SZA,'1','0',100,449.3599853515625,85,20210615 11:27:33.000000,strategy] 
2022-12-28 12:04:51.232878 strategy(bkt000,): handle_trade data:[bkt000,126,300750.SZA,'2','1',100,430.54998779296875,86,20210616 11:04:24.000000,strategy] 
2022-12-28 12:04:53.138448 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:04:53.141837 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:04:53.144538 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:04:53.147280 strategy(bkt000,): handle_trade data:[bkt000,130,300750.SZA,'1','0',100,454.07000732421875,87,20210618 09:56:06.000000,strategy] 
2022-12-28 12:04:53.293638 strategy(bkt000,): handle_trade data:[bkt000,131,300750.SZA,'2','1',100,446.6000061035156,88,20210618 10:31:27.000000,strategy] 
2022-12-28 12:04:53.929133 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:04:53.931832 strategy(bkt000,): handle_trade data:[bkt000,133,300750.SZA,'1','0',100,454.8800048828125,89,20210618 14:19:12.000000,strategy] 
2022-12-28 12:04:58.087438 strategy(bkt000,): handle_trade data:[bkt000,134,300750.SZA,'2','1',100,465.04998779296875,90,20210624 13:01:21.000000,strategy] 
2022-12-28 12:04:59.126574 strategy(bkt000,): handle_trade data:[bkt000,135,300750.SZA,'1','0',100,466.489990234375,91,20210625 11:12:03.000000,strategy] 
2022-12-28 12:05:00.391070 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:05:00.392572 strategy(bkt000,): handle_trade data:[bkt000,136,300750.SZA,'2','1',100,498.3800048828125,92,20210628 13:10:21.000000,strategy] 
2022-12-28 12:05:01.475562 strategy(bkt000,): handle_trade data:[bkt000,137,300750.SZA,'1','0',100,508.8900146484375,93,20210629 11:14:06.000000,strategy] 
2022-12-28 12:05:02.898426 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:05:02.901600 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:05:02.904205 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:05:02.907089 strategy(bkt000,): handle_trade data:[bkt000,141,300750.SZA,'2','1',100,533.7100219726562,94,20210630 13:57:15.000000,strategy] 
2022-12-28 12:05:03.992953 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:05:03.995953 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:05:03.998950 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:05:04.000108 strategy(bkt000,): handle_trade data:[bkt000,144,300750.SZA,'1','0',100,532.489990234375,95,20210701 13:43:12.000000,strategy] 
2022-12-28 12:05:04.874303 strategy(bkt000,): handle_trade data:[bkt000,145,300750.SZA,'2','1',100,527.530029296875,96,20210702 10:55:48.000000,strategy] 
2022-12-28 12:05:06.958978 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:05:06.961336 strategy(bkt000,): handle_trade data:[bkt000,147,300750.SZA,'1','0',100,527.3499755859375,97,20210706 09:52:27.000000,strategy] 
2022-12-28 12:05:07.547441 strategy(bkt000,): handle_trade data:[bkt000,148,300750.SZA,'2','1',100,509.8500061035156,98,20210706 13:39:30.000000,strategy] 
2022-12-28 12:05:08.191069 strategy(bkt000,): handle_trade data:[bkt000,149,300750.SZA,'1','0',100,527.5700073242188,99,20210707 10:19:00.000000,strategy] 
2022-12-28 12:05:09.026996 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:05:09.029226 strategy(bkt000,): handle_trade data:[bkt000,151,300750.SZA,'2','1',100,539.1500244140625,100,20210707 14:44:39.000000,strategy] 
2022-12-28 12:05:11.211862 strategy(bkt000,): handle_trade data:[bkt000,152,300750.SZA,'1','0',100,547.969970703125,101,20210709 13:41:06.000000,strategy] 
2022-12-28 12:05:12.351367 strategy(bkt000,): handle_trade data:[bkt000,153,300750.SZA,'2','1',100,567.010009765625,102,20210712 13:30:00.000000,strategy] 
2022-12-28 12:05:13.822645 strategy(bkt000,): handle_trade data:[bkt000,154,300750.SZA,'1','0',100,561.489990234375,103,20210713 14:29:27.000000,strategy] 
2022-12-28 12:05:14.047990 strategy(bkt000,): handle_trade data:[bkt000,155,300750.SZA,'2','1',100,565.0,104,20210714 09:15:12.000000,strategy] 
2022-12-28 12:05:14.523805 strategy(bkt000,): handle_trade data:[bkt000,156,300750.SZA,'1','0',100,559.7999877929688,105,20210714 11:21:21.000000,strategy] 
2022-12-28 12:05:15.004357 strategy(bkt000,): handle_trade data:[bkt000,157,300750.SZA,'2','1',100,550.3400268554688,106,20210714 14:46:30.000000,strategy] 
2022-12-28 12:05:15.944444 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:05:15.947186 strategy(bkt000,): handle_trade data:[bkt000,159,300750.SZA,'1','0',100,561.27001953125,107,20210715 14:06:30.000000,strategy] 
2022-12-28 12:05:16.589755 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:05:16.598409 strategy(bkt000,): handle_trade data:[bkt000,161,300750.SZA,'2','1',100,553.5,108,20210716 10:48:45.000000,strategy] 
2022-12-28 12:05:20.104002 strategy(bkt000,): handle_trade data:[bkt000,162,300750.SZA,'1','0',100,543.5499877929688,109,20210721 13:06:21.000000,strategy] 
2022-12-28 12:05:21.215632 strategy(bkt000,): handle_trade data:[bkt000,163,300750.SZA,'2','1',100,546.5,110,20210722 13:10:27.000000,strategy] 
2022-12-28 12:05:21.305826 strategy(bkt000,): handle_trade data:[bkt000,164,300750.SZA,'1','0',100,552.97998046875,111,20210722 13:32:00.000000,strategy] 
2022-12-28 12:05:21.418964 strategy(bkt000,): handle_trade data:[bkt000,165,300750.SZA,'2','1',100,550.010009765625,112,20210722 13:58:24.000000,strategy] 
2022-12-28 12:05:21.520671 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:05:21.523316 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:05:21.525152 strategy(bkt000,): handle_trade data:[bkt000,168,300750.SZA,'1','0',100,556.0,113,20210722 14:20:30.000000,strategy] 
2022-12-28 12:05:22.278533 strategy(bkt000,): handle_trade data:[bkt000,169,300750.SZA,'2','1',100,550.6099853515625,114,20210723 11:28:36.000000,strategy] 
2022-12-28 12:05:22.899124 strategy(bkt000,): handle_trade data:[bkt000,170,300750.SZA,'1','0',100,549.989990234375,115,20210726 09:32:00.000000,strategy] 
2022-12-28 12:05:23.289733 strategy(bkt000,): handle_trade data:[bkt000,171,300750.SZA,'2','1',100,538.0,116,20210726 11:06:54.000000,strategy] 
2022-12-28 12:05:26.289875 strategy(bkt000,): handle_trade data:[bkt000,172,300750.SZA,'1','0',100,546.030029296875,117,20210729 09:26:03.000000,strategy] 
2022-12-28 12:05:27.900254 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:05:27.902805 strategy(bkt000,): handle_trade data:[bkt000,174,300750.SZA,'2','1',100,560.8900146484375,118,20210730 11:27:09.000000,strategy] 
2022-12-28 12:05:29.590341 strategy(bkt000,): handle_trade data:[bkt000,175,300750.SZA,'1','0',100,554.530029296875,119,20210802 14:33:45.000000,strategy] 
2022-12-28 12:05:30.290776 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:05:30.293164 strategy(bkt000,): handle_trade data:[bkt000,177,300750.SZA,'2','1',100,535.5499877929688,120,20210803 13:00:48.000000,strategy] 
2022-12-28 12:05:31.445364 strategy(bkt000,): handle_trade data:[bkt000,178,300750.SZA,'1','0',100,554.0,121,20210804 13:09:09.000000,strategy] 
2022-12-28 12:05:32.443978 strategy(bkt000,): handle_trade data:[bkt000,179,300750.SZA,'2','1',100,554.2999877929688,122,20210805 11:07:30.000000,strategy] 
2022-12-28 12:05:38.781651 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:05:38.785137 strategy(bkt000,): handle_trade data:[bkt000,181,300750.SZA,'1','0',100,512.7999877929688,123,20210813 09:36:42.000000,strategy] 
2022-12-28 12:05:39.413938 strategy(bkt000,): handle_trade data:[bkt000,182,300750.SZA,'2','1',100,502.0,124,20210813 13:36:42.000000,strategy] 
2022-12-28 12:05:42.592732 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:05:42.594994 strategy(bkt000,): handle_trade data:[bkt000,184,300750.SZA,'1','0',100,500.989990234375,125,20210818 13:03:51.000000,strategy] 
2022-12-28 12:05:42.654261 strategy(bkt000,): handle_trade data:[bkt000,185,300750.SZA,'2','1',100,496.8800048828125,126,20210818 13:17:36.000000,strategy] 
2022-12-28 12:05:43.866736 strategy(bkt000,): handle_trade data:[bkt000,186,300750.SZA,'1','0',100,505.0400085449219,127,20210819 13:35:06.000000,strategy] 
2022-12-28 12:05:43.993845 strategy(bkt000,): handle_trade data:[bkt000,187,300750.SZA,'2','1',100,504.6000061035156,128,20210819 14:04:18.000000,strategy] 
2022-12-28 12:05:45.106322 strategy(bkt000,): handle_trade data:[bkt000,188,300750.SZA,'1','0',100,491.9200134277344,129,20210820 13:58:00.000000,strategy] 
2022-12-28 12:05:46.341292 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:05:46.344104 strategy(bkt000,): handle_trade data:[bkt000,190,300750.SZA,'2','1',100,517.010009765625,130,20210823 14:07:33.000000,strategy] 
2022-12-28 12:05:48.346467 strategy(bkt000,): handle_trade data:[bkt000,191,300750.SZA,'1','0',100,516.5,131,20210825 11:11:54.000000,strategy] 
2022-12-28 12:05:49.016999 strategy(bkt000,): handle_trade data:[bkt000,192,300750.SZA,'2','1',100,530.239990234375,132,20210826 09:15:12.000000,strategy] 
2022-12-28 12:05:49.428335 strategy(bkt000,): handle_trade data:[bkt000,193,300750.SZA,'1','0',100,529.9500122070312,133,20210826 11:03:33.000000,strategy] 
2022-12-28 12:05:49.557877 strategy(bkt000,): handle_trade data:[bkt000,194,300750.SZA,'2','1',100,524.219970703125,134,20210826 13:03:27.000000,strategy] 
2022-12-28 12:05:49.834945 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:05:49.839932 strategy(bkt000,): handle_trade data:[bkt000,196,300750.SZA,'1','0',100,526.7000122070312,135,20210826 14:02:30.000000,strategy] 
2022-12-28 12:05:51.762023 strategy(bkt000,): handle_trade data:[bkt000,197,300750.SZA,'2','1',100,520.8099975585938,136,20210830 11:13:30.000000,strategy] 
2022-12-28 12:05:55.830946 strategy(bkt000,): handle_trade data:[bkt000,198,300750.SZA,'1','0',100,498.0,137,20210903 09:26:03.000000,strategy] 
2022-12-28 12:05:58.775996 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:05:58.779586 strategy(bkt000,): handle_trade data:[bkt000,200,300750.SZA,'2','1',100,512.0499877929688,138,20210907 13:24:54.000000,strategy] 
2022-12-28 12:06:03.897634 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:06:03.900179 strategy(bkt000,): handle_trade data:[bkt000,202,300750.SZA,'1','0',100,528.7999877929688,139,20210914 10:01:48.000000,strategy] 
2022-12-28 12:06:06.393009 strategy(bkt000,): handle_trade data:[bkt000,203,300750.SZA,'2','1',100,505.0,140,20210916 11:15:06.000000,strategy] 
2022-12-28 12:06:09.398165 strategy(bkt000,): handle_trade data:[bkt000,204,300750.SZA,'1','0',100,504.8599853515625,141,20210923 09:26:03.000000,strategy] 
2022-12-28 12:06:09.758448 strategy(bkt000,): handle_trade data:[bkt000,205,300750.SZA,'2','1',100,496.5899963378906,142,20210923 10:52:36.000000,strategy] 
2022-12-28 12:06:10.849285 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:06:10.853121 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:06:10.855587 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:06:10.857456 strategy(bkt000,): handle_trade data:[bkt000,209,300750.SZA,'1','0',100,509.989990234375,143,20210924 10:47:36.000000,strategy] 
2022-12-28 12:06:11.069267 strategy(bkt000,): handle_trade data:[bkt000,210,300750.SZA,'2','1',100,503.0,144,20210924 13:08:36.000000,strategy] 
2022-12-28 12:06:11.191266 strategy(bkt000,): handle_trade data:[bkt000,211,300750.SZA,'1','0',100,503.989990234375,145,20210924 13:37:09.000000,strategy] 
2022-12-28 12:06:12.492101 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:06:12.495272 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:06:12.497541 strategy(bkt000,): handle_trade data:[bkt000,214,300750.SZA,'2','1',100,512.0,146,20210927 14:27:36.000000,strategy] 
2022-12-28 12:06:12.614089 strategy(bkt000,): handle_trade data:[bkt000,215,300750.SZA,'1','0',100,513.2999877929688,147,20210927 14:55:00.000000,strategy] 
2022-12-28 12:06:13.300286 strategy(bkt000,): handle_trade data:[bkt000,216,300750.SZA,'2','1',100,506.0,148,20210928 13:15:15.000000,strategy] 
2022-12-28 12:06:13.893020 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:06:13.896347 strategy(bkt000,): handle_trade data:[bkt000,218,300750.SZA,'1','0',100,504.989990234375,149,20210929 09:44:21.000000,strategy] 
2022-12-28 12:06:14.499797 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:06:14.502269 strategy(bkt000,): handle_trade data:[bkt000,220,300750.SZA,'2','1',100,503.5,150,20210929 13:41:36.000000,strategy] 
2022-12-28 12:06:15.019718 strategy(bkt000,): handle_trade data:[bkt000,221,300750.SZA,'1','0',100,518.6699829101562,151,20210930 09:51:18.000000,strategy] 
2022-12-28 12:06:15.761457 strategy(bkt000,): handle_trade data:[bkt000,222,300750.SZA,'2','1',100,525.0,152,20210930 14:19:42.000000,strategy] 
2022-12-28 12:06:18.224591 strategy(bkt000,): handle_trade data:[bkt000,223,300750.SZA,'1','0',100,521.5800170898438,153,20211012 09:26:03.000000,strategy] 
2022-12-28 12:06:18.771815 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:06:18.774259 strategy(bkt000,): handle_trade data:[bkt000,225,300750.SZA,'2','1',100,514.0999755859375,154,20211012 13:10:42.000000,strategy] 
2022-12-28 12:06:20.439026 strategy(bkt000,): handle_trade data:[bkt000,226,300750.SZA,'1','0',100,525.5,155,20211014 09:26:03.000000,strategy] 
2022-12-28 12:06:21.527228 strategy(bkt000,): handle_trade data:[bkt000,227,300750.SZA,'2','1',100,530.0,156,20211015 09:15:12.000000,strategy] 
2022-12-28 12:06:21.803048 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:06:21.805735 strategy(bkt000,): handle_trade data:[bkt000,229,300750.SZA,'1','0',100,553.1199951171875,157,20211015 10:27:48.000000,strategy] 
2022-12-28 12:06:23.124419 strategy(bkt000,): handle_trade data:[bkt000,230,300750.SZA,'2','1',100,589.0,158,20211018 11:17:27.000000,strategy] 
2022-12-28 12:06:24.902960 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:06:24.905297 strategy(bkt000,): handle_trade data:[bkt000,232,300750.SZA,'1','0',100,605.0,159,20211020 09:35:24.000000,strategy] 
2022-12-28 12:06:25.544752 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:06:25.548529 strategy(bkt000,): handle_trade data:[bkt000,234,300750.SZA,'2','1',100,593.9299926757812,160,20211020 13:38:57.000000,strategy] 
2022-12-28 12:06:27.848415 strategy(bkt000,): handle_trade data:[bkt000,235,300750.SZA,'1','0',100,603.5700073242188,161,20211022 14:07:09.000000,strategy] 
2022-12-28 12:06:28.652610 strategy(bkt000,): handle_trade data:[bkt000,236,300750.SZA,'2','1',100,615.0499877929688,162,20211025 11:23:45.000000,strategy] 
2022-12-28 12:06:31.958705 strategy(bkt000,): handle_trade data:[bkt000,237,300750.SZA,'1','0',100,611.5,163,20211028 10:55:42.000000,strategy] 
2022-12-28 12:06:32.181678 strategy(bkt000,): handle_trade data:[bkt000,238,300750.SZA,'2','1',100,608.0499877929688,164,20211028 13:19:09.000000,strategy] 
2022-12-28 12:06:33.017666 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:06:33.020504 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:06:33.022472 strategy(bkt000,): handle_trade data:[bkt000,241,300750.SZA,'1','0',100,617.989990234375,165,20211029 10:52:03.000000,strategy] 
2022-12-28 12:06:34.524462 strategy(bkt000,): handle_trade data:[bkt000,242,300750.SZA,'2','1',100,654.8800048828125,166,20211101 13:57:33.000000,strategy] 
2022-12-28 12:06:36.857800 strategy(bkt000,): handle_trade data:[bkt000,243,300750.SZA,'1','0',100,641.0800170898438,167,20211103 14:15:18.000000,strategy] 
2022-12-28 12:06:38.598578 strategy(bkt000,): handle_trade data:[bkt000,244,300750.SZA,'2','1',100,638.010009765625,168,20211105 10:57:27.000000,strategy] 
2022-12-28 12:06:39.603977 strategy(bkt000,): handle_trade data:[bkt000,245,300750.SZA,'1','0',100,656.52001953125,169,20211108 10:27:51.000000,strategy] 
2022-12-28 12:06:41.852868 strategy(bkt000,): handle_trade data:[bkt000,246,300750.SZA,'2','1',100,644.02001953125,170,20211110 10:23:30.000000,strategy] 
2022-12-28 12:06:42.750363 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:06:42.751569 strategy(bkt000,): handle_trade data:[bkt000,247,300750.SZA,'1','0',100,654.7999877929688,171,20211111 09:30:36.000000,strategy] 
2022-12-28 12:06:43.562906 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:06:43.565644 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:06:43.566504 strategy(bkt000,): handle_trade data:[bkt000,249,300750.SZA,'2','1',100,656.8200073242188,172,20211111 14:19:15.000000,strategy] 
2022-12-28 12:06:48.727184 strategy(bkt000,): handle_trade data:[bkt000,250,300750.SZA,'1','0',100,628.1099853515625,173,20211118 11:06:39.000000,strategy] 
2022-12-28 12:06:49.192501 strategy(bkt000,): handle_trade data:[bkt000,251,300750.SZA,'2','1',100,621.5,174,20211118 14:26:42.000000,strategy] 
2022-12-28 12:06:50.194647 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:06:50.197014 strategy(bkt000,): handle_trade data:[bkt000,253,300750.SZA,'1','0',100,633.3599853515625,175,20211119 14:00:39.000000,strategy] 
2022-12-28 12:06:51.127453 strategy(bkt000,): handle_trade data:[bkt000,254,300750.SZA,'2','1',100,666.0599975585938,176,20211122 13:18:00.000000,strategy] 
2022-12-28 12:06:52.010985 strategy(bkt000,): handle_trade data:[bkt000,255,300750.SZA,'1','0',100,674.5900268554688,177,20211123 10:47:18.000000,strategy] 
2022-12-28 12:06:52.401501 strategy(bkt000,): handle_trade data:[bkt000,256,300750.SZA,'2','1',100,668.0,178,20211123 13:36:48.000000,strategy] 
2022-12-28 12:06:53.455300 strategy(bkt000,): handle_trade data:[bkt000,257,300750.SZA,'1','0',100,658.8099975585938,179,20211124 13:17:51.000000,strategy] 
2022-12-28 12:06:55.331838 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:06:55.334435 strategy(bkt000,): handle_trade data:[bkt000,259,300750.SZA,'2','1',100,660.0900268554688,180,20211126 10:13:15.000000,strategy] 
2022-12-28 12:06:56.274103 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:06:56.276920 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:06:56.279634 strategy(bkt000,): handle_trade data:[bkt000,262,300750.SZA,'1','0',100,670.0,181,20211129 09:34:54.000000,strategy] 
2022-12-28 12:06:57.938301 strategy(bkt000,): handle_trade data:[bkt000,263,300750.SZA,'2','1',100,676.2000122070312,182,20211130 13:07:03.000000,strategy] 
2022-12-28 12:06:58.749142 strategy(bkt000,): handle_trade data:[bkt000,264,300750.SZA,'1','0',100,678.760009765625,183,20211201 10:20:09.000000,strategy] 
2022-12-28 12:06:58.888255 strategy(bkt000,): handle_trade data:[bkt000,265,300750.SZA,'2','1',100,672.489990234375,184,20211201 10:51:39.000000,strategy] 
2022-12-28 12:06:59.470104 strategy(bkt000,): handle_trade data:[bkt000,266,300750.SZA,'1','0',100,671.5900268554688,185,20211201 14:32:21.000000,strategy] 
2022-12-28 12:07:00.186690 strategy(bkt000,): handle_trade data:[bkt000,267,300750.SZA,'2','1',100,677.989990234375,186,20211202 11:27:48.000000,strategy] 
2022-12-28 12:07:00.328068 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:07:00.330676 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:07:00.333280 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:07:00.335596 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:07:00.338116 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:07:00.340420 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:07:00.342682 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:07:00.344716 strategy(bkt000,): handle_trade data:[bkt000,275,300750.SZA,'1','0',100,685.7000122070312,187,20211202 13:33:03.000000,strategy] 
2022-12-28 12:07:00.969855 strategy(bkt000,): handle_trade data:[bkt000,276,300750.SZA,'2','1',100,684.5599975585938,188,20211203 10:06:00.000000,strategy] 
2022-12-28 12:07:01.650239 strategy(bkt000,): handle_trade data:[bkt000,277,300750.SZA,'1','0',100,684.0,189,20211203 14:07:42.000000,strategy] 
2022-12-28 12:07:02.187800 strategy(bkt000,): handle_trade data:[bkt000,278,300750.SZA,'2','1',100,672.6300048828125,190,20211206 10:18:36.000000,strategy] 
2022-12-28 12:07:07.328864 strategy(bkt000,): handle_trade data:[bkt000,279,300750.SZA,'1','0',100,650.0,191,20211210 14:42:51.000000,strategy] 
2022-12-28 12:07:09.275990 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:07:09.278644 strategy(bkt000,): handle_trade data:[bkt000,281,300750.SZA,'2','1',100,650.030029296875,192,20211214 13:41:00.000000,strategy] 
2022-12-28 12:07:10.365480 strategy(bkt000,): handle_trade data:[bkt000,282,300750.SZA,'1','0',100,654.8800048828125,193,20211215 13:35:57.000000,strategy] 
2022-12-28 12:07:14.025195 strategy(bkt000,): handle_trade data:[bkt000,283,300750.SZA,'2','1',100,611.7999877929688,194,20211220 14:27:18.000000,strategy] 
2022-12-28 12:07:16.575764 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:07:16.578314 strategy(bkt000,): handle_trade data:[bkt000,285,300750.SZA,'1','0',100,623.4000244140625,195,20211223 09:43:03.000000,strategy] 
2022-12-28 12:07:16.906639 strategy(bkt000,): handle_trade data:[bkt000,286,300750.SZA,'2','1',100,620.02001953125,196,20211223 10:59:48.000000,strategy] 
2022-12-28 12:07:17.368785 strategy(bkt000,): handle_trade data:[bkt000,287,300750.SZA,'1','0',100,621.969970703125,197,20211223 14:08:42.000000,strategy] 
2022-12-28 12:07:17.947299 strategy(bkt000,): handle_trade data:[bkt000,288,300750.SZA,'2','1',100,583.530029296875,198,20211224 10:35:36.000000,strategy] 
2022-12-28 12:07:22.183981 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:07:22.186812 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:07:22.188665 strategy(bkt000,): handle_trade data:[bkt000,291,300750.SZA,'1','0',100,584.8499755859375,199,20211230 09:47:27.000000,strategy] 
2022-12-28 12:07:25.825051 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:07:25.827700 strategy(bkt000,): handle_trade data:[bkt000,293,300750.SZA,'2','1',100,548.6699829101562,200,20220105 11:18:27.000000,strategy] 
2022-12-28 12:07:29.785128 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:07:31.421898 strategy(bkt000,): handle_trade data:[bkt000,295,300750.SZA,'1','0',100,559.989990234375,201,20220112 13:07:42.000000,strategy] 
2022-12-28 12:07:31.774979 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:07:31.795940 strategy(bkt000,): handle_trade data:[bkt000,297,300750.SZA,'2','1',100,564.25,202,20220112 14:35:12.000000,strategy] 
2022-12-28 12:07:32.353879 strategy(bkt000,): handle_trade data:[bkt000,298,300750.SZA,'1','0',100,581.97998046875,203,20220113 10:56:09.000000,strategy] 
2022-12-28 12:07:33.800690 strategy(bkt000,): handle_trade data:[bkt000,299,300750.SZA,'2','1',100,575.5900268554688,204,20220114 13:47:33.000000,strategy] 
2022-12-28 12:07:34.706102 strategy(bkt000,): handle_trade data:[bkt000,300,300750.SZA,'1','0',100,603.6799926757812,205,20220117 11:20:24.000000,strategy] 
2022-12-28 12:07:35.763930 strategy(bkt000,): handle_trade data:[bkt000,301,300750.SZA,'2','1',100,590.2999877929688,206,20220118 10:51:21.000000,strategy] 
2022-12-28 12:07:39.974125 strategy(bkt000,): handle_trade data:[bkt000,302,300750.SZA,'1','0',100,578.8800048828125,207,20220124 09:57:57.000000,strategy] 
2022-12-28 12:07:40.571788 strategy(bkt000,): handle_trade data:[bkt000,303,300750.SZA,'2','1',100,582.6599731445312,208,20220124 13:46:51.000000,strategy] 
2022-12-28 12:07:41.155082 strategy(bkt000,): handle_trade data:[bkt000,304,300750.SZA,'1','0',100,577.8499755859375,209,20220125 10:12:45.000000,strategy] 
2022-12-28 12:07:41.833420 strategy(bkt000,): handle_trade data:[bkt000,305,300750.SZA,'2','1',100,566.47998046875,210,20220125 14:21:48.000000,strategy] 
2022-12-28 12:07:42.251934 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:07:42.254720 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:07:42.256448 strategy(bkt000,): handle_trade data:[bkt000,308,300750.SZA,'1','0',100,583.0,211,20220126 10:10:57.000000,strategy] 
2022-12-28 12:07:43.465993 strategy(bkt000,): handle_trade data:[bkt000,309,300750.SZA,'2','1',100,587.52001953125,212,20220127 10:30:39.000000,strategy] 
2022-12-28 12:07:44.653863 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:07:44.664748 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:07:44.667046 strategy(bkt000,): handle_trade data:[bkt000,312,300750.SZA,'1','0',100,593.489990234375,213,20220128 10:48:06.000000,strategy] 
2022-12-28 12:07:44.935568 strategy(bkt000,): handle_trade data:[bkt000,313,300750.SZA,'2','1',100,598.8800048828125,214,20220128 13:15:54.000000,strategy] 
2022-12-28 12:07:46.196485 strategy(bkt000,): handle_trade data:[bkt000,314,300750.SZA,'1','0',100,582.6699829101562,215,20220207 13:46:15.000000,strategy] 
2022-12-28 12:07:46.373094 strategy(bkt000,): handle_trade data:[bkt000,315,300750.SZA,'2','1',100,578.3099975585938,216,20220207 14:29:09.000000,strategy] 
2022-12-28 12:07:52.412315 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:07:52.415309 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:07:52.441337 strategy(bkt000,): handle_trade data:[bkt000,318,300750.SZA,'1','0',100,528.0,217,20220215 10:58:45.000000,strategy] 
2022-12-28 12:07:53.743223 strategy(bkt000,): handle_trade data:[bkt000,319,300750.SZA,'2','1',100,535.5999755859375,218,20220216 13:16:18.000000,strategy] 
2022-12-28 12:07:54.494877 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:07:54.498010 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:07:54.500449 strategy(bkt000,): handle_trade data:[bkt000,322,300750.SZA,'1','0',100,541.5999755859375,219,20220217 10:18:48.000000,strategy] 
2022-12-28 12:07:55.782325 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:07:55.785138 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:07:55.787680 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:07:55.789669 strategy(bkt000,): handle_trade data:[bkt000,326,300750.SZA,'2','1',100,525.0800170898438,220,20220218 11:02:33.000000,strategy] 
2022-12-28 12:07:59.823714 strategy(bkt000,): handle_trade data:[bkt000,327,300750.SZA,'1','0',100,515.2999877929688,221,20220224 09:56:42.000000,strategy] 
2022-12-28 12:08:00.113170 strategy(bkt000,): handle_trade data:[bkt000,328,300750.SZA,'2','1',100,514.9000244140625,222,20220224 11:06:09.000000,strategy] 
2022-12-28 12:08:00.813091 strategy(bkt000,): handle_trade data:[bkt000,329,300750.SZA,'1','0',100,521.1799926757812,223,20220225 09:26:03.000000,strategy] 
2022-12-28 12:08:01.228597 strategy(bkt000,): handle_trade data:[bkt000,330,300750.SZA,'2','1',100,529.0599975585938,224,20220225 11:08:57.000000,strategy] 
2022-12-28 12:08:01.483594 strategy(bkt000,): handle_trade data:[bkt000,331,300750.SZA,'1','0',100,532.5800170898438,225,20220225 13:39:36.000000,strategy] 
2022-12-28 12:08:01.619183 strategy(bkt000,): handle_trade data:[bkt000,332,300750.SZA,'2','1',100,531.0,226,20220225 14:09:06.000000,strategy] 
2022-12-28 12:08:01.957216 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:08:01.960471 strategy(bkt000,): handle_trade data:[bkt000,334,300750.SZA,'1','0',100,532.7999877929688,227,20220228 09:31:09.000000,strategy] 
2022-12-28 12:08:04.581101 strategy(bkt000,): handle_trade data:[bkt000,335,300750.SZA,'2','1',100,514.0,228,20220302 11:12:48.000000,strategy] 
2022-12-28 12:08:10.769931 strategy(bkt000,): handle_trade data:[bkt000,336,300750.SZA,'1','0',100,490.0,229,20220310 09:26:03.000000,strategy] 
2022-12-28 12:08:11.326799 strategy(bkt000,): handle_trade data:[bkt000,337,300750.SZA,'2','1',100,494.6000061035156,230,20220310 13:11:39.000000,strategy] 
2022-12-28 12:08:11.588247 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:08:11.591108 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:08:11.593084 strategy(bkt000,): handle_trade data:[bkt000,340,300750.SZA,'1','0',100,494.0,231,20220310 14:14:33.000000,strategy] 
2022-12-28 12:08:12.388773 strategy(bkt000,): handle_trade data:[bkt000,341,300750.SZA,'2','1',100,476.0,232,20220311 13:06:00.000000,strategy] 
2022-12-28 12:08:12.509403 strategy(bkt000,): handle_trade data:[bkt000,342,300750.SZA,'1','0',100,480.79998779296875,233,20220311 13:34:30.000000,strategy] 
2022-12-28 12:08:13.178012 strategy(bkt000,): handle_trade data:[bkt000,343,300750.SZA,'2','1',100,481.0,234,20220314 10:22:54.000000,strategy] 
2022-12-28 12:08:14.287690 strategy(bkt000,): handle_trade data:[bkt000,344,300750.SZA,'1','0',100,478.3599853515625,235,20220315 10:16:30.000000,strategy] 
2022-12-28 12:08:15.552026 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:08:15.555151 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:08:15.559069 strategy(bkt000,): handle_trade data:[bkt000,347,300750.SZA,'2','1',100,476.55999755859375,236,20220316 10:55:18.000000,strategy] 
2022-12-28 12:08:15.852419 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:08:15.854815 strategy(bkt000,): handle_trade data:[bkt000,349,300750.SZA,'1','0',100,500.5400085449219,237,20220316 13:35:57.000000,strategy] 
2022-12-28 12:08:17.294608 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:08:17.297450 strategy(bkt000,): handle_trade data:[bkt000,351,300750.SZA,'2','1',100,526.6599731445312,238,20220317 14:47:36.000000,strategy] 
2022-12-28 12:08:18.561579 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:08:18.564640 strategy(bkt000,): handle_trade data:[bkt000,353,300750.SZA,'1','0',100,523.5999755859375,239,20220321 09:30:24.000000,strategy] 
2022-12-28 12:08:18.877150 strategy(bkt000,): handle_trade data:[bkt000,354,300750.SZA,'2','1',100,527.9099731445312,240,20220321 10:45:27.000000,strategy] 
2022-12-28 12:08:19.807482 strategy(bkt000,): handle_trade data:[bkt000,355,300750.SZA,'1','0',100,519.8800048828125,241,20220322 10:00:03.000000,strategy] 
2022-12-28 12:08:20.225531 strategy(bkt000,): handle_trade data:[bkt000,356,300750.SZA,'2','1',100,508.04998779296875,242,20220322 13:10:24.000000,strategy] 
2022-12-28 12:08:20.772531 strategy(bkt000,): handle_trade data:[bkt000,357,300750.SZA,'1','0',100,520.0,243,20220323 09:26:03.000000,strategy] 
2022-12-28 12:08:21.848108 strategy(bkt000,): handle_trade data:[bkt000,358,300750.SZA,'2','1',100,514.5499877929688,244,20220324 09:15:12.000000,strategy] 
2022-12-28 12:08:22.555768 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:08:24.038825 strategy(bkt000,): handle_trade data:[bkt000,360,300750.SZA,'1','0',100,508.9100036621094,245,20220328 09:26:03.000000,strategy] 
2022-12-28 12:08:27.842346 strategy(bkt000,): handle_trade data:[bkt000,361,300750.SZA,'2','1',100,503.4700012207031,246,20220331 11:15:48.000000,strategy] 
2022-12-28 12:08:27.956248 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:08:27.958845 strategy(bkt000,): handle_trade data:[bkt000,363,300750.SZA,'1','0',100,505.95001220703125,247,20220331 13:12:51.000000,strategy] 
2022-12-28 12:08:29.506759 strategy(bkt000,): handle_trade data:[bkt000,364,300750.SZA,'2','1',100,518.4299926757812,248,20220401 14:13:48.000000,strategy] 
2022-12-28 12:08:30.230439 strategy(bkt000,): handle_trade data:[bkt000,365,300750.SZA,'1','0',100,511.19000244140625,249,20220406 11:14:48.000000,strategy] 
2022-12-28 12:08:30.347639 strategy(bkt000,): handle_trade data:[bkt000,366,300750.SZA,'2','1',100,506.79998779296875,250,20220406 13:12:39.000000,strategy] 
2022-12-28 12:08:47.309765 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:08:47.313447 strategy(bkt000,): handle_trade data:[bkt000,368,300750.SZA,'1','0',100,402.5,251,20220427 14:13:57.000000,strategy] 
2022-12-28 12:08:48.073553 strategy(bkt000,): handle_trade data:[bkt000,369,300750.SZA,'2','1',100,395.239990234375,252,20220428 11:15:06.000000,strategy] 
2022-12-28 12:08:54.628044 strategy(bkt000,): handle_trade data:[bkt000,370,300750.SZA,'1','0',100,405.95001220703125,253,20220511 10:59:54.000000,strategy] 
2022-12-28 12:08:54.998445 strategy(bkt000,): handle_trade data:[bkt000,371,300750.SZA,'2','1',100,414.0,254,20220511 13:57:06.000000,strategy] 
2022-12-28 12:08:55.877687 strategy(bkt000,): handle_trade data:[bkt000,372,300750.SZA,'1','0',100,407.8800048828125,255,20220512 11:27:27.000000,strategy] 
2022-12-28 12:08:57.170630 strategy(bkt000,): handle_trade data:[bkt000,373,300750.SZA,'2','1',100,409.3399963378906,256,20220513 13:38:48.000000,strategy] 
2022-12-28 12:08:58.296952 strategy(bkt000,): handle_trade data:[bkt000,374,300750.SZA,'1','0',100,412.9700012207031,257,20220516 13:34:06.000000,strategy] 
2022-12-28 12:08:59.247801 strategy(bkt000,): handle_trade data:[bkt000,375,300750.SZA,'2','1',100,419.0,258,20220517 11:19:12.000000,strategy] 
2022-12-28 12:09:00.338446 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:09:00.340771 strategy(bkt000,): handle_trade data:[bkt000,377,300750.SZA,'1','0',100,420.1000061035156,259,20220518 11:11:45.000000,strategy] 
2022-12-28 12:09:00.732222 strategy(bkt000,): handle_trade data:[bkt000,378,300750.SZA,'2','1',100,420.04998779296875,260,20220518 14:09:12.000000,strategy] 
2022-12-28 12:09:01.582208 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:09:01.585175 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:09:01.587124 strategy(bkt000,): handle_trade data:[bkt000,381,300750.SZA,'1','0',100,421.8999938964844,261,20220519 13:06:33.000000,strategy] 
2022-12-28 12:09:04.871598 strategy(bkt000,): handle_trade data:[bkt000,382,300750.SZA,'2','1',100,408.489990234375,262,20220524 13:00:45.000000,strategy] 
2022-12-28 12:09:08.810606 strategy(bkt000,): handle_trade data:[bkt000,383,300750.SZA,'1','0',100,402.2900085449219,263,20220530 09:27:00.000000,strategy] 
2022-12-28 12:09:11.732199 strategy(bkt000,): handle_trade data:[bkt000,384,300750.SZA,'2','1',100,427.3900146484375,264,20220601 13:29:09.000000,strategy] 
2022-12-28 12:09:12.050823 strategy(bkt000,): handle_trade data:[bkt000,385,300750.SZA,'1','0',100,425.57000732421875,265,20220601 14:45:18.000000,strategy] 
2022-12-28 12:09:12.578221 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:09:12.580968 strategy(bkt000,): handle_trade data:[bkt000,387,300750.SZA,'2','1',100,437.8999938964844,266,20220602 10:58:27.000000,strategy] 
2022-12-28 12:09:12.931461 strategy(bkt000,): handle_trade data:[bkt000,388,300750.SZA,'1','0',100,435.8399963378906,267,20220602 13:50:24.000000,strategy] 
2022-12-28 12:09:14.968945 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:09:14.971285 strategy(bkt000,): handle_trade data:[bkt000,390,300750.SZA,'2','1',100,456.05999755859375,268,20220607 13:08:30.000000,strategy] 
2022-12-28 12:09:16.391095 strategy(bkt000,): handle_trade data:[bkt000,391,300750.SZA,'1','0',100,451.2799987792969,269,20220608 14:19:06.000000,strategy] 
2022-12-28 12:09:17.145043 strategy(bkt000,): handle_trade data:[bkt000,392,300750.SZA,'2','1',100,437.6199951171875,270,20220609 11:14:00.000000,strategy] 
2022-12-28 12:09:21.201077 strategy(bkt000,): handle_trade data:[bkt000,393,300750.SZA,'1','0',100,452.0,271,20220615 09:26:06.000000,strategy] 
2022-12-28 12:09:22.026679 strategy(bkt000,): handle_trade data:[bkt000,394,300750.SZA,'2','1',100,467.1000061035156,272,20220615 14:08:54.000000,strategy] 
2022-12-28 12:09:22.079954 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:09:22.657322 strategy(bkt000,): handle_trade data:[bkt000,396,300750.SZA,'1','0',100,459.6400146484375,273,20220616 10:42:00.000000,strategy] 
2022-12-28 12:09:23.498692 strategy(bkt000,): handle_trade data:[bkt000,397,300750.SZA,'2','1',100,457.8900146484375,274,20220617 09:15:12.000000,strategy] 
2022-12-28 12:09:23.659430 strategy(bkt000,): handle_trade data:[bkt000,398,300750.SZA,'1','0',100,485.0799865722656,275,20220617 10:01:36.000000,strategy] 
2022-12-28 12:09:23.851367 strategy(bkt000,): handle_trade data:[bkt000,399,300750.SZA,'2','1',100,482.0,276,20220617 10:39:45.000000,strategy] 
2022-12-28 12:09:25.007580 strategy(bkt000,): handle_trade data:[bkt000,400,300750.SZA,'1','0',100,516.0,277,20220620 10:47:27.000000,strategy] 
2022-12-28 12:09:25.179374 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:09:25.182330 strategy(bkt000,): handle_trade data:[bkt000,402,300750.SZA,'2','1',100,509.7300109863281,278,20220620 11:27:45.000000,strategy] 
2022-12-28 12:09:26.239796 strategy(bkt000,): handle_trade data:[bkt000,403,300750.SZA,'1','0',100,505.5,279,20220621 11:16:36.000000,strategy] 
2022-12-28 12:09:26.608693 strategy(bkt000,): handle_trade data:[bkt000,404,300750.SZA,'2','1',100,500.989990234375,280,20220621 14:13:12.000000,strategy] 
2022-12-28 12:09:28.539157 strategy(bkt000,): handle_trade data:[bkt000,405,300750.SZA,'1','0',100,521.9000244140625,281,20220623 11:17:18.000000,strategy] 
2022-12-28 12:09:30.848025 strategy(bkt000,): handle_trade data:[bkt000,406,300750.SZA,'2','1',100,555.010009765625,282,20220627 11:21:51.000000,strategy] 
2022-12-28 12:09:38.340133 strategy(bkt000,): handle_trade data:[bkt000,407,300750.SZA,'1','0',100,527.219970703125,283,20220706 09:26:03.000000,strategy] 
2022-12-28 12:09:38.770097 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:09:38.772532 strategy(bkt000,): handle_trade data:[bkt000,409,300750.SZA,'2','1',100,525.3300170898438,284,20220706 11:04:12.000000,strategy] 
2022-12-28 12:09:39.647849 strategy(bkt000,): handle_trade data:[bkt000,410,300750.SZA,'1','0',100,546.989990234375,285,20220707 10:02:15.000000,strategy] 
2022-12-28 12:09:40.802049 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:09:40.804399 strategy(bkt000,): handle_trade data:[bkt000,412,300750.SZA,'2','1',100,550.8400268554688,286,20220708 10:05:30.000000,strategy] 
2022-12-28 12:09:41.112901 strategy(bkt000,): handle_trade data:[bkt000,413,300750.SZA,'1','0',100,544.3900146484375,287,20220708 11:16:48.000000,strategy] 
2022-12-28 12:09:41.245792 strategy(bkt000,): handle_trade data:[bkt000,414,300750.SZA,'2','1',100,541.0,288,20220708 13:18:21.000000,strategy] 
2022-12-28 12:09:44.551341 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:09:44.554338 strategy(bkt000,): handle_trade data:[bkt000,416,300750.SZA,'1','0',100,533.1900024414062,289,20220713 13:03:36.000000,strategy] 
2022-12-28 12:09:44.702408 strategy(bkt000,): handle_trade data:[bkt000,417,300750.SZA,'2','1',100,533.8699951171875,290,20220713 13:37:00.000000,strategy] 
2022-12-28 12:09:44.776577 strategy(bkt000,): handle_trade data:[bkt000,418,300750.SZA,'1','0',100,539.1500244140625,291,20220713 13:53:51.000000,strategy] 
2022-12-28 12:09:44.923280 strategy(bkt000,): handle_trade data:[bkt000,419,300750.SZA,'2','1',100,537.5999755859375,292,20220713 14:27:36.000000,strategy] 
2022-12-28 12:09:45.525654 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:09:45.528182 strategy(bkt000,): handle_trade data:[bkt000,421,300750.SZA,'1','0',100,553.280029296875,293,20220714 10:58:48.000000,strategy] 
2022-12-28 12:09:45.895202 strategy(bkt000,): handle_trade data:[bkt000,422,300750.SZA,'2','1',100,553.469970703125,294,20220714 13:49:30.000000,strategy] 
2022-12-28 12:09:47.765929 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:09:47.769155 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:09:47.771301 strategy(bkt000,): handle_trade data:[bkt000,425,300750.SZA,'1','0',100,539.280029296875,295,20220718 10:48:27.000000,strategy] 
2022-12-28 12:09:49.071491 strategy(bkt000,): handle_trade data:[bkt000,426,300750.SZA,'2','1',100,528.010009765625,296,20220719 11:29:54.000000,strategy] 
2022-12-28 12:09:50.992304 strategy(bkt000,): handle_trade data:[bkt000,427,300750.SZA,'1','0',100,533.5,297,20220721 10:04:48.000000,strategy] 
2022-12-28 12:09:52.336192 strategy(bkt000,): handle_trade data:[bkt000,428,300750.SZA,'2','1',100,534.5499877929688,298,20220722 10:51:48.000000,strategy] 
2022-12-28 12:09:54.634694 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:09:54.638189 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:09:54.639305 strategy(bkt000,): handle_trade data:[bkt000,430,300750.SZA,'1','0',100,527.780029296875,299,20220726 10:50:12.000000,strategy] 
2022-12-28 12:09:55.001352 strategy(bkt000,): handle_trade data:[bkt000,431,300750.SZA,'2','1',100,522.6500244140625,300,20220726 13:37:39.000000,strategy] 
2022-12-28 12:09:56.827721 strategy(bkt000,): handle_trade data:[bkt000,432,300750.SZA,'1','0',100,523.5,301,20220728 10:25:45.000000,strategy] 
2022-12-28 12:09:57.368086 strategy(bkt000,): handle_trade data:[bkt000,433,300750.SZA,'2','1',100,519.5,302,20220728 13:52:54.000000,strategy] 
2022-12-28 12:09:59.458620 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:09:59.461507 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:09:59.464012 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:09:59.466428 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:09:59.468518 strategy(bkt000,): handle_trade data:[bkt000,438,300750.SZA,'1','0',100,522.3300170898438,303,20220801 10:48:45.000000,strategy] 
2022-12-28 12:10:00.107144 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:10:00.117560 strategy(bkt000,): handle_trade data:[bkt000,440,300750.SZA,'2','1',100,534.0,304,20220801 14:52:00.000000,strategy] 
2022-12-28 12:10:00.737984 strategy(bkt000,): handle_trade data:[bkt000,441,300750.SZA,'1','0',100,523.8499755859375,305,20220802 11:23:15.000000,strategy] 
2022-12-28 12:10:01.872090 strategy(bkt000,): handle_trade data:[bkt000,442,300750.SZA,'2','1',100,516.030029296875,306,20220803 11:17:51.000000,strategy] 
2022-12-28 12:10:06.085341 strategy(bkt000,): handle_trade data:[bkt000,443,300750.SZA,'1','0',100,515.5,307,20220809 10:20:18.000000,strategy] 
2022-12-28 12:10:06.269622 strategy(bkt000,): handle_trade data:[bkt000,444,300750.SZA,'2','1',100,513.4000244140625,308,20220809 11:03:51.000000,strategy] 
2022-12-28 12:10:06.527799 strategy(bkt000,): handle_trade data:[bkt000,445,300750.SZA,'1','0',100,514.0,309,20220809 13:34:30.000000,strategy] 
2022-12-28 12:10:07.512042 strategy(bkt000,): handle_trade data:[bkt000,446,300750.SZA,'2','1',100,501.510009765625,310,20220810 11:29:42.000000,strategy] 
2022-12-28 12:10:08.655264 strategy(bkt000,): handle_trade data:[bkt000,447,300750.SZA,'1','0',100,509.9599914550781,311,20220811 13:01:45.000000,strategy] 
2022-12-28 12:10:09.102954 strategy(bkt000,): handle_trade data:[bkt000,448,300750.SZA,'2','1',100,510.1499938964844,312,20220811 14:37:57.000000,strategy] 
2022-12-28 12:10:12.670053 strategy(bkt000,): handle_trade data:[bkt000,449,300750.SZA,'1','0',100,527.47998046875,313,20220817 09:26:45.000000,strategy] 
2022-12-28 12:10:13.771933 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:10:14.036810 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:10:14.039743 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:10:14.042423 strategy(bkt000,): handle_trade data:[bkt000,453,300750.SZA,'2','1',100,552.0599975585938,314,20220818 10:25:48.000000,strategy] 
2022-12-28 12:10:14.604703 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:10:14.607003 strategy(bkt000,): handle_trade data:[bkt000,455,300750.SZA,'1','0',100,548.02001953125,315,20220818 14:08:54.000000,strategy] 
2022-12-28 12:10:17.142454 send_order() order price is null for OrderReq(bkt000,300750.SZA,'2','1',100,nan,0,0,strategy,2022-08-23 09:15:00) 
2022-12-28 12:10:17.290466 strategy(bkt000,): handle_trade data:[bkt000,456,300750.SZA,'2','1',100,555.0,316,20220823 10:01:33.000000,strategy] 
2022-12-28 12:10:17.763150 strategy(bkt000,): handle_trade data:[bkt000,457,300750.SZA,'1','0',100,553.4400024414062,317,20220823 13:24:21.000000,strategy] 
2022-12-28 12:10:20.253549 strategy(bkt000,): handle_trade data:[bkt000,458,300750.SZA,'2','1',100,507.9800109863281,318,20220825 13:54:39.000000,strategy] 
2022-12-28 12:10:29.919105 strategy(bkt000,): handle_trade data:[bkt000,459,300750.SZA,'1','0',100,468.6099853515625,319,20220907 10:43:15.000000,strategy] 
2022-12-28 12:10:31.303601 strategy(bkt000,): handle_trade data:[bkt000,460,300750.SZA,'2','1',100,454.9800109863281,320,20220908 11:29:48.000000,strategy] 
2022-12-28 12:10:38.471814 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:10:38.474271 strategy(bkt000,): handle_trade data:[bkt000,462,300750.SZA,'1','0',100,421.5,321,20220920 09:32:09.000000,strategy] 
2022-12-28 12:10:40.062558 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:10:40.066025 strategy(bkt000,): handle_trade data:[bkt000,464,300750.SZA,'2','1',100,419.04998779296875,322,20220921 13:02:45.000000,strategy] 
2022-12-28 12:10:41.030195 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:10:41.032892 strategy(bkt000,): handle_trade data:[bkt000,466,300750.SZA,'1','0',100,418.1499938964844,323,20220922 11:02:00.000000,strategy] 
2022-12-28 12:10:41.523906 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:10:41.526837 strategy(bkt000,): handle_trade data:[bkt000,468,300750.SZA,'2','1',100,413.2300109863281,324,20220922 14:31:00.000000,strategy] 
2022-12-28 12:10:42.566426 strategy(bkt000,): handle_trade data:[bkt000,469,300750.SZA,'1','0',100,419.95001220703125,325,20220923 14:18:00.000000,strategy] 
2022-12-28 12:10:44.474946 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:10:44.476560 strategy(bkt000,): handle_trade data:[bkt000,470,300750.SZA,'2','1',100,424.5799865722656,326,20220927 13:10:30.000000,strategy] 
2022-12-28 12:10:44.789368 strategy(bkt000,): handle_trade data:[bkt000,471,300750.SZA,'1','0',100,427.94000244140625,327,20220927 14:26:33.000000,strategy] 
2022-12-28 12:10:45.003617 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:10:45.290239 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:10:45.293107 strategy(bkt000,): handle_trade data:[bkt000,474,300750.SZA,'2','1',97,414.1300048828125,328,20220928 10:36:42.000000,strategy] 
2022-12-28 12:10:45.293775 strategy(bkt000,): handle_trade data:[bkt000,474,300750.SZA,'2','1',3,414.0799865722656,329,20220928 10:36:42.000000,strategy] 
2022-12-28 12:10:50.127617 strategy(bkt000,): handle_trade data:[bkt000,475,300750.SZA,'1','0',100,411.5,330,20221011 11:19:03.000000,strategy] 
2022-12-28 12:10:51.146244 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:10:51.148911 strategy(bkt000,): handle_trade data:[bkt000,477,300750.SZA,'2','1',100,414.54998779296875,331,20221012 10:53:48.000000,strategy] 
2022-12-28 12:10:51.526157 strategy(bkt000,): handle_trade data:[bkt000,478,300750.SZA,'1','0',100,428.0,332,20221012 13:46:36.000000,strategy] 
2022-12-28 12:10:53.951819 strategy(bkt000,): handle_trade data:[bkt000,479,300750.SZA,'2','1',100,437.5199890136719,333,20221014 14:42:06.000000,strategy] 
2022-12-28 12:10:56.593653 strategy(bkt000,): handle_trade data:[bkt000,480,300750.SZA,'1','0',100,438.4800109863281,334,20221019 10:50:54.000000,strategy] 
2022-12-28 12:10:56.651088 strategy(bkt000,): handle_trade data:[bkt000,481,300750.SZA,'2','1',100,436.0299987792969,335,20221019 11:04:03.000000,strategy] 
2022-12-28 12:11:06.935081 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:11:06.937451 strategy(bkt000,): handle_trade data:[bkt000,483,300750.SZA,'1','0',100,385.7900085449219,336,20221101 14:23:42.000000,strategy] 
2022-12-28 12:11:08.182521 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:11:08.185705 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:11:08.188256 strategy(bkt000,): handle_trade data:[bkt000,486,300750.SZA,'2','1',100,391.3999938964844,337,20221102 14:56:54.000000,strategy] 
2022-12-28 12:11:08.699715 strategy(bkt000,): handle_trade data:[bkt000,487,300750.SZA,'1','0',100,385.1300048828125,338,20221103 11:06:30.000000,strategy] 
2022-12-28 12:11:10.239338 strategy(bkt000,): handle_trade data:[bkt000,488,300750.SZA,'2','1',100,403.7200012207031,339,20221104 14:18:09.000000,strategy] 
2022-12-28 12:11:10.854855 strategy(bkt000,): handle_trade data:[bkt000,489,300750.SZA,'1','0',100,409.8800048828125,340,20221107 10:53:51.000000,strategy] 
2022-12-28 12:11:11.136102 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:11:11.138578 strategy(bkt000,): handle_trade data:[bkt000,491,300750.SZA,'2','1',100,410.55999755859375,341,20221107 13:31:39.000000,strategy] 
2022-12-28 12:11:12.223625 strategy(bkt000,): handle_trade data:[bkt000,492,300750.SZA,'1','0',100,407.8800048828125,342,20221108 13:31:27.000000,strategy] 
2022-12-28 12:11:13.163083 strategy(bkt000,): handle_trade data:[bkt000,493,300750.SZA,'2','1',100,397.6099853515625,343,20221109 11:27:42.000000,strategy] 
2022-12-28 12:11:14.876441 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:11:14.880513 strategy(bkt000,): handle_trade data:[bkt000,495,300750.SZA,'1','0',100,403.989990234375,344,20221111 09:32:42.000000,strategy] 
2022-12-28 12:11:16.239738 strategy(bkt000,): handle_trade data:[bkt000,496,300750.SZA,'2','1',100,395.0,345,20221114 10:20:36.000000,strategy] 
2022-12-28 12:11:17.842676 strategy(bkt000,): handle_trade data:[bkt000,497,300750.SZA,'1','0',100,395.5,346,20221115 13:16:06.000000,strategy] 
2022-12-28 12:11:17.979598 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:11:17.983146 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:11:17.984069 strategy(bkt000,): handle_trade data:[bkt000,499,300750.SZA,'2','1',100,393.1000061035156,347,20221115 13:44:39.000000,strategy] 
2022-12-28 12:11:18.128107 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:11:18.130443 strategy(bkt000,): handle_trade data:[bkt000,501,300750.SZA,'1','0',100,396.0,348,20221115 14:15:03.000000,strategy] 
2022-12-28 12:11:18.289112 strategy(bkt000,): handle_trade data:[bkt000,502,300750.SZA,'2','1',100,394.19000244140625,349,20221115 14:48:30.000000,strategy] 
2022-12-28 12:11:24.621855 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:11:24.624630 strategy(bkt000,): handle_trade data:[bkt000,504,300750.SZA,'1','0',100,380.8999938964844,350,20221123 13:30:03.000000,strategy] 
2022-12-28 12:11:25.253575 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:11:25.256192 strategy(bkt000,): handle_trade data:[bkt000,506,300750.SZA,'2','1',100,375.3299865722656,351,20221124 10:08:03.000000,strategy] 
2022-12-28 12:11:28.929611 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:11:28.933251 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:11:28.936329 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:11:28.938622 strategy(bkt000,): handle_trade data:[bkt000,510,300750.SZA,'1','0',100,378.4100036621094,352,20221129 13:01:18.000000,strategy] 
2022-12-28 12:11:29.771836 strategy(bkt000,): handle_trade data:[bkt000,511,300750.SZA,'2','1',100,372.5,353,20221130 10:14:00.000000,strategy] 
2022-12-28 12:11:29.861904 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:11:29.865668 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:11:29.867968 strategy(bkt000,): handle_trade data:[bkt000,514,300750.SZA,'1','0',100,379.20001220703125,354,20221130 10:36:03.000000,strategy] 
2022-12-28 12:11:30.312949 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:11:30.315578 strategy(bkt000,): handle_trade data:[bkt000,516,300750.SZA,'2','1',100,380.9800109863281,355,20221130 13:53:12.000000,strategy] 
2022-12-28 12:11:31.009389 strategy(bkt000,): handle_trade data:[bkt000,517,300750.SZA,'1','0',100,399.6600036621094,356,20221201 10:42:03.000000,strategy] 
2022-12-28 12:11:31.607308 strategy(bkt000,): handle_trade data:[bkt000,518,300750.SZA,'2','1',100,397.6000061035156,357,20221201 14:35:48.000000,strategy] 
2022-12-28 12:11:32.650894 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:11:32.905610 strategy(bkt000,): handle_trade data:[bkt000,520,300750.SZA,'1','0',100,395.489990234375,358,20221205 09:30:51.000000,strategy] 
2022-12-28 12:11:33.288479 strategy(bkt000,): handle_trade data:[bkt000,521,300750.SZA,'2','1',100,393.07000732421875,359,20221205 11:03:09.000000,strategy] 
2022-12-28 12:11:34.208176 strategy(bkt000,): handle_trade data:[bkt000,522,300750.SZA,'1','0',100,395.2099914550781,360,20221206 10:24:21.000000,strategy] 
2022-12-28 12:11:36.399273 strategy(bkt000,): handle_trade data:[bkt000,523,300750.SZA,'2','1',100,420.30999755859375,361,20221208 10:20:15.000000,strategy] 
2022-12-28 12:11:36.546763 strategy(bkt000,): handle_trade data:[bkt000,524,300750.SZA,'1','0',100,421.4100036621094,362,20221208 10:51:12.000000,strategy] 
2022-12-28 12:11:36.752192 strategy(bkt000,): handle_trade data:[bkt000,525,300750.SZA,'2','1',100,418.8399963378906,363,20221208 13:08:48.000000,strategy] 
2022-12-28 12:11:37.678609 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:11:37.681119 strategy(bkt000,): handle_trade data:[bkt000,527,300750.SZA,'1','0',100,423.489990234375,364,20221209 10:59:03.000000,strategy] 
2022-12-28 12:11:38.925036 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:11:38.928057 strategy(bkt000,): handle_trade data:[bkt000,529,300750.SZA,'2','1',100,418.2300109863281,365,20221212 13:02:03.000000,strategy] 
2022-12-28 12:11:42.387330 strategy(bkt000,): handle_trade data:[bkt000,530,300750.SZA,'1','0',100,415.989990234375,366,20221215 13:04:48.000000,strategy] 
2022-12-28 12:11:43.515163 strategy(bkt000,): 超过10s，直接撤單 
2022-12-28 12:11:43.518589 strategy(bkt000,): handle_trade data:[bkt000,532,300750.SZA,'2','1',100,415.1099853515625,367,20221216 13:00:57.000000,strategy] 
2022-12-28 12:11:50.599732 strategy(bkt000,): handle_trade data:[bkt000,533,300750.SZA,'1','0',100,406.32000732421875,368,20221226 14:19:27.000000,strategy] 
2022-12-28 12:11:50.706980 strategy(bkt000,): handle_trade data:[bkt000,534,300750.SZA,'2','1',100,403.8800048828125,369,20221226 14:45:18.000000,strategy] 
2022-12-28 12:11:51.447171 strategy(bkt000,): handle_trade data:[bkt000,535,300750.SZA,'1','0',100,405.1499938964844,370,20221227 13:17:57.000000,strategy]

收益率-6.65%
年化收益率-3.39%
基准收益率-26.19%
阿尔法-0.02
贝塔0.23
夏普比率-0.42
胜率0.47
盈亏比1.19
收益波动率13.49%
信息比率0.03
最大回撤18.8%

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