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ETF套利小鸡吃米V2.1.1
雪球
原策略最大的优势是极低的回撤，但最大的陷阱就是流动性太小导致实际很难成交，我在上一版优化中增加了按权重买入的逻辑（即折价率越高买得越多），总收益比原博增加了将近一倍。今夜突发奇想：既然标的流动性太差买不进，试试看把持股数增加一倍，从概率上不是可以买更多的标的吗？于是有了这一版的优化（其实也不算优化，就是**改了改参数**），没想到总收益又大福增加了，最大回撤也有所缩窄。期待模拟运行的结果！
ps:已经克隆过的股友就不要再浪费积分克隆了，请自行修改相关参数。
评论
成交问题方面，策略在回测中可能假设所有订单都能以市价立即成交，但现实中，尤其是流动性较低的ETF，挂单可能无法全部成交。特别是当选择成交额较低的ETF时，实际成交价格可能与回测中的假设有较大偏差，甚至无法成交。此外，在收盘前下单（如14:59），可能会面临集合竞价阶段流动性不足的问题。
流动性陷阱
策略筛选成交额< 5000万的ETF，但这类品种实际流动性极差。以A股ETF为例，日成交额5000万以下的ETF盘口价差常超0.5%，大单冲击成本可能吞噬全部利润。回测中假设的0.1%滑点严重低估了现实冲击。
*例：若某ETF买一价2.0元/卖一价2.01元，当10万元订单需吃单到2.05元才能成交，实际滑点可达2%*
我看了回测的成交纪录。有些ETF一天成交额才20万左右……市价单滑点可能与设置的差了十倍不止。
25天前
@疯9527 您说的第一个问题我也想到了，所有这次我没有模拟，而是直接小规模实盘测试了，想看看一个月下来实盘和聚宽的模拟盘能差出多少。
至于您说的第二个问题，我的确没有想到，忽略了ETF普遍只有一块多甚至低至几毛，如此低的价格，成交价格每差一分钱最多都会带来百分之几的涨跌！这一点确实是我忽略的，谢谢你的指教。
25天前
检查了一下回测结果。
交易失败率比较高。某个日期不足50%。
BS CODE NAME 买入低% 买入后低 卖出后高 卖出高% 可买入 可卖出 失败交易 成交价格 收盘价 收盘价% 时间
0 买 510010.XSHG 治理ETF -5.820 1.200 1.212 6.878 0.0 0.0 1.0 1.134 1.206 6.349 2020/1/2 9:30:00
1 买 511280.XSHG 中期信用 -2.939 105.000 105.000 2.939 0.0 0.0 1.0 102.002 105.000 2.939 2020/1/2 9:30:00
2 买 511290.XSHG 国债十年 0.490 101.003 101.003 -0.490 1.0 0.0 0.0 101.500 101.003 -0.490 2020/1/2 9:30:00
3 买 513800.XSHG 东证ETF -0.634 1.111 1.130 2.355 0.0 0.0 1.0 1.104 1.119 1.359 2020/1/2 9:30:00
4 买 510430.XSHG 50等权 0.063 1.579 1.580 0.000 1.0 0.0 0.0 1.580 1.580 0.000 2020/1/2 9:30:00
5 卖 510010.XSHG 治理ETF 7.805 1.134 1.232 0.163 0.0 1.0 0.0 1.230 1.228 -0.163 2020/1/3 9:30:00
6 卖 513800.XSHG 东证ETF 2.216 1.103 1.128 0.000 0.0 1.0 0.0 1.128 1.128 0.000 2020/1/3 9:30:00
7 卖 510430.XSHG 50等权 4.126 1.580 1.604 -2.670 0.0 0.0 1.0 1.648 1.599 -2.973 2020/1/3 9:30:00
8 买 512600.XSHG 必选消费 -1.580 2.958 2.997 2.919 0.0 0.0 1.0 2.912 2.970 1.992 2020/1/3 9:30:00
9 买 515360.XSHG 方正300 0.224 4.017 4.095 1.714 1.0 0.0 0.0 4.026 4.051 0.621 2020/1/3 9:30:00 BS CODE NAME 买入低% 买入后低 卖出后高 卖出高% 可买入 可卖出 失败交易 成交价格 收盘价 收盘价% 时间
90 卖 159932.XSHE 中证500深ETF 2.083 1.504 1.567 2.018 0.0 1.0 0.0 1.536 1.536 0.000 2020/1/16 9:30:00
91 卖 159943.XSHE 深证成指ETF 0.881 11.701 11.947 1.203 0.0 1.0 0.0 11.805 11.900 0.805 2020/1/16 9:30:00
92 卖 512530.XSHG 300红利 2.523 1.043 1.073 0.280 0.0 1.0 0.0 1.070 1.054 -1.495 2020/1/16 9:30:00
93 卖 512600.XSHG 必选消费 1.638 3.002 3.085 1.081 0.0 1.0 0.0 3.052 3.053 0.033 2020/1/16 9:30:00
94 买 510020.XSHG 超大ETF -3.151 3.077 3.200 7.275 0.0 0.0 1.0 2.983 3.077 3.151 2020/1/16 9:30:00
95 买 515900.XSHG 央创ETF -1.805 0.959 0.968 2.760 0.0 0.0 1.0 0.942 0.964 2.335 2020/1/16 9:30:00
96 买 159935.XSHE 中证500ETF景顺 -0.066 1.512 1.545 2.250 0.0 0.0 1.0 1.511 1.518 0.463 2020/1/16 9:30:00
97 买 510120.XSHG 非周ETF -0.223 3.140 3.140 0.223 0.0 0.0 1.0 3.133 3.140 0.223 2020/1/16 9:30:00
98 买 512560.XSHG 中证军工 0.836 0.830 0.859 2.628 1.0 0.0 0.0 0.837 0.850 1.553 2020/1/16 9:30:00
99 卖 510020.XSHG 超大ETF 2.803 2.982 3.089 0.684 0.0 1.0 0.0 3.068 3.064 -0.130 2020/1/17 9:30:00
2025-05-08 23:51:37.256733
1
BS CODE NAME 买入低% 买入后低 卖出后高 卖出高% 可买入 可卖出 失败交易 成交价格 收盘价 收盘价% 时间
100 卖 515900.XSHG 央创ETF 2.282 0.942 0.966 0.207 0.0 1.0 0.0 0.964 0.965 0.104 2020/1/17 9:30:00
101 卖 159935.XSHE 中证500ETF景顺 0.592 1.511 1.544 1.579 0.0 1.0 0.0 1.520 1.521 0.066 2020/1/17 9:30:00
102 卖 510120.XSHG 非周ETF 1.136 3.132 3.155 -0.410 0.0 0.0 1.0 3.168 3.154 -0.442 2020/1/17 9:30:00
103 卖 512560.XSHG 中证军工 1.297 0.837 0.864 1.887 0.0 1.0 0.0 0.848 0.855 0.825 2020/1/17 9:30:00
104 买 512340.XSHG 原料ETF -4.638 0.767 0.796 8.595 0.0 0.0 1.0 0.733 0.792 8.049 2020/1/17 9:30:00
105 买 510880.XSHG 红利ETF 0.179 2.795 2.810 0.357 1.0 0.0 0.0 2.800 2.803 0.107 2020/1/17 9:30:00
106 买 159973.XSHE 民企ETF -2.215 1.200 1.239 5.537 0.0 0.0 1.0 1.174 1.200 2.215 2020/1/17 9:30:00
107 买 510680.XSHG 万家50 -1.617 2.577 2.644 4.259 0.0 0.0 1.0 2.536 2.587 2.011 2020/1/17 9:30:00
108 买 512790.XSHG 民企成长 -0.357 1.126 1.138 1.426 0.0 0.0 1.0 1.122 1.136 1.248 2020/1/17 9:30:00
109 卖 512340.XSHG 原料ETF 6.154 0.732 0.788 1.026 0.0 1.0 0.0 0.780 0.780 0.000 2020/1/20 9:30:00 BS CODE NAME 买入低% 买入后低 卖出后高 卖出高% 可买入 可卖出 失败交易 成交价格 收盘价 收盘价% 时间
190 卖 515010.XSHG 华夏证券 7.151 0.857 0.925 0.217 0.0 1.0 0.0 0.923 0.921 -0.217 2020/2/5 9:30:00
191 卖 515680.XSHG 创新央企 6.971 0.774 0.840 0.962 0.0 1.0 0.0 0.832 0.834 0.240 2020/2/5 9:30:00
192 卖 159951.XSHE 中关村ETF 9.472 0.755 0.810 -2.878 0.0 0.0 1.0 0.834 0.810 -2.878 2020/2/5 9:30:00
193 卖 159932.XSHE 中证500深ETF 11.020 1.300 1.470 0.616 0.0 1.0 0.0 1.461 1.400 -4.175 2020/2/5 9:30:00
194 卖 512780.XSHG 京津冀基 6.916 0.646 0.703 1.297 0.0 1.0 0.0 0.694 0.695 0.144 2020/2/5 9:30:00
195 卖 510110.XSHG 周期ETF 5.274 3.251 3.600 4.895 0.0 1.0 0.0 3.432 3.580 4.312 2020/2/5 9:30:00
196 买 511280.XSHG 中期信用 1.921 102.002 102.002 -1.921 1.0 0.0 0.0 104.000 102.002 -1.921 2020/2/5 9:30:00
197 卖 159973.XSHE 民企ETF 7.706 1.030 1.208 8.244 0.0 1.0 0.0 1.116 1.145 2.599 2020/2/5 9:30:00
198 买 159986.XSHE 消费100ETF 4.000 0.936 1.015 4.103 1.0 0.0 0.0 0.975 0.969 -0.615 2020/2/5 9:30:00
199 买 515110.XSHG 国企方达 1.261 0.861 0.930 6.651 1.0 0.0 0.0 0.872 0.882 1.147 2020/2/5 9:30:00
2025-05-08 23:56:12.000021
2
BS CODE NAME 买入低% 买入后低 卖出后高 卖出高% 可买入 可卖出 失败交易 成交价格 收盘价 收盘价% 时间
200 买 510510.XSHG 广发500 0.712 1.394 1.437 2.350 1.0 0.0 0.0 1.404 1.430 1.852 2020/2/5 9:30:00
201 买 159975.XSHE 深100ETF招商 5.089 4.159 4.447 1.483 1.0 0.0 0.0 4.382 4.437 1.255 2020/2/5 9:30:00
202 卖 510110.XSHG 周期ETF 4.772 3.432 3.900 8.213 0.0 1.0 0.0 3.604 3.800 5.438 2020/2/6 9:30:00
203 卖 159973.XSHE 民企ETF 6.689 1.116 1.225 2.425 0.0 1.0 0.0 1.196 1.152 -3.679 2020/2/6 9:30:00
204 卖 511280.XSHG 中期信用 2.713 104.000 107.000 0.094 0.0 1.0 0.0 106.900 107.000 0.094 2020/2/6 9:30:00
205 卖 159986.XSHE 消费100ETF 2.600 0.974 1.006 0.600 0.0 1.0 0.0 1.000 1.000 0.000 2020/2/6 9:30:00
206 卖 515110.XSHG 国企方达 1.802 0.872 0.899 1.239 0.0 1.0 0.0 0.888 0.888 0.000 2020/2/6 9:30:00
207 卖 510510.XSHG 广发500 4.684 1.404 1.480 0.475 0.0 1.0 0.0 1.473 1.462 -0.747 2020/2/6 9:30:00
208 卖 159975.XSHE 深100ETF招商 3.118 4.381 4.582 1.327 0.0 1.0 0.0 4.522 4.523 0.022 2020/2/6 9:30:00
209 买 510120.XSHG 非周ETF -4.947 2.949 2.999 6.726 0.0 0.0 1.0 2.810 2.999 6.726 2020/2/6 9:30:00 BS CODE NAME 买入低% 买入后低 卖出后高 卖出高% 可买入 可卖出 失败交易 成交价格 收盘价 收盘价% 时间
290 买 159913.XSHE 深价值ETF 0.669 1.931 1.992 2.469 1.0 0.0 0.0 1.944 1.991 2.418 2020/2/17 9:30:00
291 卖 515990.XSHG 添富国企 1.629 0.906 0.932 1.194 0.0 1.0 0.0 0.921 0.922 0.109 2020/2/17 9:30:00
292 买 159960.XSHE 恒生中国企业ETF -0.195 1.030 1.044 1.556 0.0 0.0 1.0 1.028 1.039 1.070 2020/2/17 9:30:00
293 卖 159986.XSHE 消费100ETF 1.060 1.027 1.034 -0.385 0.0 0.0 1.0 1.038 1.029 -0.867 2020/2/17 9:30:00
294 买 159979.XSHE 湾创100ETF 0.608 0.981 0.999 1.216 1.0 0.0 0.0 0.987 0.993 0.608 2020/2/17 9:30:00
295 买 512360.XSHG MSCI国际 -0.435 1.155 1.171 1.826 0.0 0.0 1.0 1.150 1.162 1.043 2020/2/17 9:30:00
296 卖 159913.XSHE 深价值ETF 3.091 1.944 2.021 0.748 0.0 1.0 0.0 2.006 2.006 0.000 2020/2/18 9:30:00
297 卖 159960.XSHE 恒生中国企业ETF 2.281 1.028 1.055 0.285 0.0 1.0 0.0 1.052 1.053 0.095 2020/2/18 9:30:00
298 卖 159979.XSHE 湾创100ETF 1.693 0.987 1.007 0.299 0.0 1.0 0.0 1.004 1.005 0.100 2020/2/18 9:30:00
299 卖 512360.XSHG MSCI国际 3.523 1.150 1.195 0.252 0.0 1.0 0.0 1.192 1.195 0.252 2020/2/18 9:30:00
2025-05-09 00:00:48.384865
3
BS CODE NAME 买入低% 买入后低 卖出后高 卖出高% 可买入 可卖出 失败交易 成交价格 收盘价 收盘价% 时间
300 买 515520.XSHG 价值100 -5.208 1.010 1.026 6.875 0.0 0.0 1.0 0.960 1.026 6.875 2020/2/18 9:30:00
301 买 510020.XSHG 超大ETF -0.446 2.925 3.010 3.365 0.0 0.0 1.0 2.912 2.987 2.576 2020/2/18 9:30:00
302 买 515060.XSHG 华夏地产 -0.761 0.927 0.960 4.348 0.0 0.0 1.0 0.920 0.959 4.239 2020/2/18 9:30:00
303 卖 515990.XSHG 添富国企 1.812 0.921 0.950 1.279 0.0 1.0 0.0 0.938 0.950 1.279 2020/2/18 9:30:00
304 买 510030.XSHG 价值ETF -0.341 5.302 5.384 1.893 0.0 0.0 1.0 5.284 5.380 1.817 2020/2/18 9:30:00
305 卖 159986.XSHE 消费100ETF 2.925 1.029 1.063 0.283 0.0 1.0 0.0 1.060 1.060 0.000 2020/2/18 9:30:00
306 卖 159986.XSHE 消费100ETF 1.852 1.060 1.076 -0.370 0.0 0.0 1.0 1.080 1.068 -1.111 2020/2/19 9:30:00
307 卖 515990.XSHG 添富国企 0.949 0.939 0.951 0.316 0.0 1.0 0.0 0.948 0.942 -0.633 2020/2/19 9:30:00
308 卖 515520.XSHG 价值100 5.882 0.960 1.026 0.588 0.0 1.0 0.0 1.020 1.023 0.294 2020/2/19 9:30:00
309 卖 510020.XSHG 超大ETF 1.987 2.911 2.984 0.471 0.0 1.0 0.0 2.970 2.960 -0.337 2020/2/19 9:30:00 BS CODE NAME 买入低% 买入后低 卖出后高 卖出高% 可买入 可卖出 失败交易 成交价格 收盘价 收盘价% 时间
390 买 511280.XSHG 中期信用 0.952 104.000 104.000 -0.952 1.0 0.0 0.0 105.000 104.000 -0.952 2020/2/27 9:30:00
391 买 510430.XSHG 50等权 -1.904 1.552 1.559 2.364 0.0 0.0 1.0 1.523 1.556 2.167 2020/2/27 9:30:00
392 买 510270.XSHG 国企ETF 0.463 1.075 1.102 2.037 1.0 0.0 0.0 1.080 1.102 2.037 2020/2/27 9:30:00
393 买 512860.XSHG MSCI中国 -1.690 1.324 1.343 3.149 0.0 0.0 1.0 1.302 1.324 1.690 2020/2/27 9:30:00
394 买 159936.XSHE 可选消费ETF 0.684 1.452 1.505 2.941 1.0 0.0 0.0 1.462 1.494 2.189 2020/2/27 9:30:00
395 买 513800.XSHG 东证ETF -0.490 1.025 1.035 1.471 0.0 0.0 1.0 1.020 1.031 1.078 2020/2/27 9:30:00
396 买 159935.XSHE 中证500ETF景顺 -0.763 1.584 1.632 3.817 0.0 0.0 1.0 1.572 1.592 1.272 2020/2/27 9:30:00
397 买 515200.XSHG 创新100 -0.079 1.262 1.311 3.965 0.0 0.0 1.0 1.261 1.269 0.634 2020/2/27 9:30:00
398 卖 511290.XSHG 国债十年 1.904 102.555 104.000 -0.522 0.0 0.0 1.0 104.546 103.980 -0.541 2020/2/28 9:30:00
399 卖 511310.XSHG 十年债 3.080 107.950 112.700 1.185 0.0 1.0 0.0 111.380 111.321 -0.053 2020/2/28 9:30:00
2025-05-09 00:05:22.915885
4
BS CODE NAME 买入低% 买入后低 卖出后高 卖出高% 可买入 可卖出 失败交易 成交价格 收盘价 收盘价% 时间
400 卖 159936.XSHE 可选消费ETF 1.149 1.462 1.525 3.110 0.0 1.0 0.0 1.479 1.500 1.420 2020/2/28 9:30:00
401 卖 510430.XSHG 50等权 -0.329 1.523 1.597 5.204 0.0 1.0 0.0 1.518 1.566 3.162 2020/2/28 9:30:00
402 卖 510270.XSHG 国企ETF -1.792 1.079 1.110 4.717 0.0 1.0 0.0 1.060 1.093 3.113 2020/2/28 9:30:00
403 卖 512860.XSHG MSCI中国 -0.618 1.302 1.336 3.246 0.0 1.0 0.0 1.294 1.329 2.705 2020/2/28 9:30:00
404 卖 513800.XSHG 东证ETF -1.403 1.012 1.025 2.705 0.0 1.0 0.0 0.998 1.015 1.703 2020/2/28 9:30:00
405 卖 159935.XSHE 中证500ETF景顺 -2.211 1.572 1.609 4.616 0.0 1.0 0.0 1.538 1.581 2.796 2020/2/28 9:30:00
406 卖 515200.XSHG 创新100 -1.694 1.261 1.311 5.726 0.0 1.0 0.0 1.240 1.283 3.468 2020/2/28 9:30:00
407 买 512790.XSHG 民企成长 -4.422 1.157 1.175 6.047 0.0 0.0 1.0 1.108 1.171 5.686 2020/2/28 9:30:00
408 买 512330.XSHG 信息ETF -3.640 1.196 1.263 9.445 0.0 0.0 1.0 1.154 1.227 6.326 2020/2/28 9:30:00
409 买 159911.XSHE 民营ETF -5.743 4.769 4.866 7.894 0.0 0.0 1.0 4.510 4.795 6.319 2020/2/28 9:30:00 BS CODE NAME 买入低% 买入后低 卖出后高 卖出高% 可买入 可卖出 失败交易 成交价格 收盘价 收盘价% 时间
490 卖 510110.XSHG 周期ETF 2.215 3.708 3.796 0.105 0.0 1.0 0.0 3.792 3.793 0.026 2020/3/9 9:30:00
491 卖 159943.XSHE 深证成指ETF 1.336 12.330 12.593 0.768 0.0 1.0 0.0 12.497 12.550 0.424 2020/3/9 9:30:00
492 卖 515150.XSHG 国企富国 0.306 0.977 0.996 1.633 0.0 1.0 0.0 0.980 0.982 0.204 2020/3/9 9:30:00
493 买 159906.XSHE 深成长龙头ETF -5.373 1.216 1.243 7.712 0.0 0.0 1.0 1.154 1.240 7.452 2020/3/9 9:30:00
494 买 159964.XSHE 创业板ETF平安 -0.805 1.252 1.305 5.072 0.0 0.0 1.0 1.242 1.290 3.865 2020/3/9 9:30:00
495 买 515660.XSHG 沪深300E -4.130 4.135 4.177 5.188 0.0 0.0 1.0 3.971 4.140 4.256 2020/3/9 9:30:00
496 买 159932.XSHE 中证500深ETF -0.697 1.589 1.659 5.133 0.0 0.0 1.0 1.578 1.627 3.105 2020/3/9 9:30:00
497 买 512280.XSHG 景顺MSCI -3.514 1.149 1.160 4.505 0.0 0.0 1.0 1.110 1.150 3.604 2020/3/9 9:30:00
498 买 510440.XSHG 500沪市 -1.557 1.631 1.660 3.362 0.0 0.0 1.0 1.606 1.646 2.491 2020/3/9 9:30:00
499 买 159986.XSHE 消费100ETF -3.084 1.103 1.119 4.579 0.0 0.0 1.0 1.070 1.110 3.738 2020/3/9 9:30:00
2025-05-09 00:09:55.613315
5
BS CODE NAME 买入低% 买入后低 卖出后高 卖出高% 可买入 可卖出 失败交易 成交价格 收盘价 收盘价% 时间
500 卖 511290.XSHG 国债十年 4.189 105.201 118.826 8.220 0.0 1.0 0.0 109.800 107.990 -1.648 2020/3/10 9:30:00
501 卖 159932.XSHE 中证500深ETF -0.064 1.563 1.611 3.137 0.0 1.0 0.0 1.562 1.563 0.064 2020/3/10 9:30:00
502 卖 159906.XSHE 深成长龙头ETF 1.789 1.153 1.239 5.537 0.0 1.0 0.0 1.174 1.178 0.341 2020/3/10 9:30:00
503 卖 159964.XSHE 创业板ETF平安 -2.477 1.241 1.268 4.707 0.0 1.0 0.0 1.211 1.241 2.477 2020/3/10 9:30:00
504 卖 515660.XSHG 沪深300E 2.217 3.970 4.150 2.217 0.0 1.0 0.0 4.060 4.061 0.025 2020/3/10 9:30:00
505 卖 512280.XSHG 景顺MSCI 0.000 1.110 1.150 3.604 0.0 1.0 0.0 1.110 1.112 0.180 2020/3/10 9:30:00
506 卖 510440.XSHG 500沪市 -0.694 1.597 1.635 3.090 0.0 1.0 0.0 1.586 1.597 0.694 2020/3/10 9:30:00
507 卖 159986.XSHE 消费100ETF -1.734 1.056 1.089 4.913 0.0 1.0 0.0 1.038 1.057 1.830 2020/3/10 9:30:00
508 卖 510430.XSHG 50等权 -6.580 1.555 1.556 6.648 0.0 1.0 0.0 1.459 1.555 6.580 2020/3/10 9:30:00
509 买 159981.XSHE 能源化工ETF 0.235 0.850 0.898 5.399 1.0 0.0 0.0 0.852 0.871 2.230 2020/3/10 9:30:00 BS CODE NAME 买入低% 买入后低 卖出后高 卖出高% 可买入 可卖出 失败交易 成交价格 收盘价 收盘价% 时间
590 卖 512260.XSHG 500低波 0.174 1.148 1.197 4.087 0.0 1.0 0.0 1.150 1.152 0.174 2020/3/17 9:30:00
591 卖 159963.XSHE 恒生中国 -0.346 0.869 0.896 3.464 0.0 1.0 0.0 0.866 0.870 0.462 2020/3/17 9:30:00
592 买 515110.XSHG 国企方达 -3.452 0.899 0.928 6.789 0.0 0.0 1.0 0.869 0.902 3.797 2020/3/17 9:30:00
593 买 510430.XSHG 50等权 -2.983 1.450 1.549 10.014 0.0 0.0 1.0 1.408 1.499 6.463 2020/3/17 9:30:00
594 买 510030.XSHG 价值ETF -2.015 5.064 5.200 4.754 0.0 0.0 1.0 4.964 5.064 2.015 2020/3/17 9:30:00
595 买 159981.XSHE 能源化工ETF -0.714 0.846 0.866 3.095 0.0 0.0 1.0 0.840 0.850 1.190 2020/3/17 9:30:00
596 买 512780.XSHG 京津冀基 0.763 0.780 0.842 7.125 1.0 0.0 0.0 0.786 0.798 1.527 2020/3/17 9:30:00
597 买 512190.XSHG 之江凤凰 -2.549 1.046 1.100 7.843 0.0 0.0 1.0 1.020 1.100 7.843 2020/3/17 9:30:00
598 买 159923.XSHE 中证A100ETF基金 -1.068 1.609 1.698 6.658 0.0 0.0 1.0 1.592 1.636 2.764 2020/3/17 9:30:00
599 卖 513680.XSHG 建信H股 2.732 0.819 0.879 4.394 0.0 1.0 0.0 0.842 0.846 0.475 2020/3/17 9:30:00
2025-05-09 00:14:25.107247
6
BS CODE NAME 买入低% 买入后低 卖出后高 卖出高% 可买入 可卖出 失败交易 成交价格 收盘价 收盘价% 时间
600 卖 513680.XSHG 建信H股 5.071 0.805 0.850 0.236 0.0 1.0 0.0 0.848 0.849 0.118 2020/3/18 9:30:00
601 卖 515110.XSHG 国企方达 3.659 0.869 0.921 2.106 0.0 1.0 0.0 0.902 0.891 -1.220 2020/3/18 9:30:00
602 卖 510030.XSHG 价值ETF 2.072 4.963 5.121 1.046 0.0 1.0 0.0 5.068 5.055 -0.257 2020/3/18 9:30:00
603 卖 159981.XSHE 能源化工ETF 0.357 0.837 0.864 2.857 0.0 1.0 0.0 0.840 0.843 0.357 2020/3/18 9:30:00
604 卖 512780.XSHG 京津冀基 2.405 0.771 0.798 1.013 0.0 1.0 0.0 0.790 0.793 0.380 2020/3/18 9:30:00
605 卖 512190.XSHG 之江凤凰 3.592 1.020 1.060 0.189 0.0 1.0 0.0 1.058 1.060 0.189 2020/3/18 9:30:00
606 卖 159923.XSHE 中证A100ETF基金 4.762 1.560 1.659 1.282 0.0 1.0 0.0 1.638 1.593 -2.747 2020/3/18 9:30:00
607 买 512790.XSHG 民企成长 -3.159 1.045 1.063 4.936 0.0 0.0 1.0 1.013 1.045 3.159 2020/3/18 9:30:00
608 买 513800.XSHG 东证ETF 3.488 0.830 0.850 -1.163 1.0 0.0 0.0 0.860 0.848 -1.395 2020/3/18 9:30:00
609 买 510550.XSHG 方正500 0.491 1.216 1.267 3.682 1.0 0.0 0.0 1.222 1.245 1.882 2020/3/18 9:30:00 BS CODE NAME 买入低% 买入后低 卖出后高 卖出高% 可买入 可卖出 失败交易 成交价格 收盘价 收盘价% 时间
690 买 512770.XSHG 战略新兴 -0.987 1.228 1.330 9.375 0.0 0.0 1.0 1.216 1.250 2.796 2020/3/26 9:30:00
691 买 159911.XSHE 民营ETF 0.457 4.142 4.280 2.860 1.0 0.0 0.0 4.161 4.280 2.860 2020/3/26 9:30:00
692 卖 511310.XSHG 十年债 1.338 110.018 112.400 0.798 0.0 1.0 0.0 111.510 112.000 0.439 2020/3/26 9:30:00
693 买 515990.XSHG 添富国企 1.570 0.878 0.933 4.596 1.0 0.0 0.0 0.892 0.920 3.139 2020/3/26 9:30:00
694 买 512780.XSHG 京津冀基 0.130 0.771 0.786 1.813 1.0 0.0 0.0 0.772 0.783 1.425 2020/3/26 9:30:00
695 卖 512920.XSHG MSCI新华 0.960 1.238 1.238 -0.960 0.0 0.0 1.0 1.250 1.238 -0.960 2020/3/27 9:30:00
696 卖 513000.XSHG 225ETF 3.352 0.865 0.884 -1.229 0.0 0.0 1.0 0.895 0.876 -2.123 2020/3/27 9:30:00
697 卖 513880.XSHG 日经225 2.189 0.849 0.869 0.115 0.0 1.0 0.0 0.868 0.854 -1.613 2020/3/27 9:30:00
698 卖 512790.XSHG 民企成长 3.409 1.020 1.020 -3.409 0.0 0.0 1.0 1.056 1.020 -3.409 2020/3/27 9:30:00
699 卖 513800.XSHG 东证ETF 4.659 0.880 0.907 -1.733 0.0 0.0 1.0 0.923 0.904 -2.059 2020/3/27 9:30:00
2025-05-09 00:18:55.059409
7
BS CODE NAME 买入低% 买入后低 卖出后高 卖出高% 可买入 可卖出 失败交易 成交价格 收盘价 收盘价% 时间
700 卖 512770.XSHG 战略新兴 2.955 1.215 1.260 0.639 0.0 1.0 0.0 1.252 1.249 -0.240 2020/3/27 9:30:00
701 卖 159911.XSHE 民营ETF 2.848 4.161 4.287 0.093 0.0 1.0 0.0 4.283 4.287 0.093 2020/3/27 9:30:00
702 卖 515990.XSHG 添富国企 4.194 0.891 0.916 -1.505 0.0 0.0 1.0 0.930 0.899 -3.333 2020/3/27 9:30:00
703 买 511310.XSHG 十年债 0.103 111.011 111.998 0.785 1.0 0.0 0.0 111.126 111.998 0.785 2020/3/27 9:30:00
704 买 511290.XSHG 国债十年 -0.716 107.988 108.138 0.856 0.0 0.0 1.0 107.220 107.988 0.716 2020/3/27 9:30:00
705 买 510430.XSHG 50等权 -0.636 1.425 1.449 2.331 0.0 0.0 1.0 1.416 1.425 0.636 2020/3/27 9:30:00
706 买 511030.XSHG 公司债 0.195 103.041 103.241 -0.001 1.0 0.0 0.0 103.242 103.241 -0.001 2020/3/27 9:30:00
707 卖 512780.XSHG 京津冀基 0.523 0.761 0.780 1.961 0.0 1.0 0.0 0.765 0.765 0.000 2020/3/27 9:30:00
708 买 159955.XSHE 创业板ETF嘉实 -0.580 1.041 1.054 1.836 0.0 0.0 1.0 1.035 1.042 0.676 2020/3/27 9:30:00
709 买 512190.XSHG 之江凤凰 0.385 1.036 1.060 1.923 1.0 0.0 0.0 1.040 1.038 -0.192 2020/3/27 9:30:00 BS CODE NAME 买入低% 买入后低 卖出后高 卖出高% 可买入 可卖出 失败交易 成交价格 收盘价 收盘价% 时间
790 卖 159976.XSHE 湾创ETF 1.489 0.926 0.938 -0.213 0.0 0.0 1.0 0.940 0.934 -0.638 2020/4/7 9:30:00
791 卖 510680.XSHG 万家50 1.751 2.301 2.336 -0.256 0.0 0.0 1.0 2.342 2.336 -0.256 2020/4/7 9:30:00
792 卖 159804.XSHE 创中盘88ETF 1.531 0.965 0.986 0.612 0.0 1.0 0.0 0.980 0.971 -0.918 2020/4/7 9:30:00
793 卖 512190.XSHG 之江凤凰 1.556 1.012 1.012 -1.556 0.0 0.0 1.0 1.028 1.012 -1.556 2020/4/7 9:30:00
794 卖 512970.XSHG 湾区ETF 1.959 0.951 0.962 -0.825 0.0 0.0 1.0 0.970 0.958 -1.237 2020/4/7 9:30:00
795 卖 510060.XSHG 央企ETF 2.301 1.656 1.688 -0.413 0.0 0.0 1.0 1.695 1.662 -1.947 2020/4/7 9:30:00
796 买 511280.XSHG 中期信用 0.315 105.666 105.666 -0.315 1.0 0.0 0.0 106.000 105.666 -0.315 2020/4/7 9:30:00
797 买 510120.XSHG 非周ETF -0.233 3.007 3.081 2.700 0.0 0.0 1.0 3.000 3.011 0.367 2020/4/7 9:30:00
798 买 511220.XSHG 城投ETF 0.136 98.166 98.396 0.098 1.0 0.0 0.0 98.300 98.287 -0.013 2020/4/7 9:30:00
799 买 512860.XSHG MSCI中国 -0.248 1.215 1.224 0.990 0.0 0.0 1.0 1.212 1.215 0.248 2020/4/7 9:30:00
2025-05-09 00:23:26.300185
8
BS CODE NAME 买入低% 买入后低 卖出后高 卖出高% 可买入 可卖出 失败交易 成交价格 收盘价 收盘价% 时间
800 买 159973.XSHE 民企ETF 0.086 1.165 1.175 0.772 1.0 0.0 0.0 1.166 1.165 -0.086 2020/4/7 9:30:00
801 买 512780.XSHG 京津冀基 0.398 0.751 0.757 0.398 1.0 0.0 0.0 0.754 0.751 -0.398 2020/4/7 9:30:00
802 买 510890.XSHG 红利低波 0.223 0.896 0.905 0.780 1.0 0.0 0.0 0.898 0.905 0.780 2020/4/7 9:30:00
803 买 159933.XSHE 国投金融地产ETF 0.104 1.930 1.942 0.518 1.0 0.0 0.0 1.932 1.935 0.155 2020/4/7 9:30:00
804 买 510030.XSHG 价值ETF -0.140 4.990 5.006 0.462 0.0 0.0 1.0 4.983 4.990 0.140 2020/4/7 9:30:00
805 卖 159973.XSHE 民企ETF 4.351 1.165 1.207 -0.903 0.0 0.0 1.0 1.218 1.187 -2.545 2020/4/8 9:30:00
806 卖 510120.XSHG 非周ETF 3.007 3.000 3.155 2.005 0.0 1.0 0.0 3.093 3.065 -0.905 2020/4/8 9:30:00
807 卖 511220.XSHG 城投ETF 0.602 97.629 98.330 0.112 0.0 1.0 0.0 98.220 98.228 0.008 2020/4/8 9:30:00
808 卖 512860.XSHG MSCI中国 2.181 1.211 1.250 0.969 0.0 1.0 0.0 1.238 1.247 0.727 2020/4/8 9:30:00
809 卖 512780.XSHG 京津冀基 1.697 0.753 0.779 1.697 0.0 1.0 0.0 0.766 0.773 0.914 2020/4/8 9:30:00 BS CODE NAME 买入低% 买入后低 卖出后高 卖出高% 可买入 可卖出 失败交易 成交价格 收盘价 收盘价% 时间
890 买 510110.XSHG 周期ETF 1.702 3.350 3.459 1.496 1.0 0.0 0.0 3.408 3.432 0.704 2020/4/15 9:30:00
891 买 512190.XSHG 之江凤凰 1.049 1.038 1.043 -0.572 1.0 0.0 0.0 1.049 1.043 -0.572 2020/4/15 9:30:00
892 买 159911.XSHE 民营ETF 1.313 4.285 4.360 0.415 1.0 0.0 0.0 4.342 4.315 -0.622 2020/4/15 9:30:00
893 卖 512300.XSHG 500医药 2.635 1.367 1.422 1.282 0.0 1.0 0.0 1.404 1.405 0.071 2020/4/16 9:30:00
894 卖 515990.XSHG 添富国企 0.220 0.906 0.918 1.101 0.0 1.0 0.0 0.908 0.910 0.220 2020/4/16 9:30:00
895 卖 159951.XSHE 中关村ETF 1.954 0.853 0.890 2.299 0.0 1.0 0.0 0.870 0.874 0.460 2020/4/16 9:30:00
896 卖 159941.XSHE 纳指ETF 1.471 1.876 1.926 1.155 0.0 1.0 0.0 1.904 1.926 1.155 2020/4/16 9:30:00
897 卖 159931.XSHE 金融ETF 0.130 1.532 1.550 1.043 0.0 1.0 0.0 1.534 1.540 0.391 2020/4/16 9:30:00
898 卖 510110.XSHG 周期ETF -0.265 3.408 3.449 1.471 0.0 1.0 0.0 3.399 3.409 0.294 2020/4/16 9:30:00
899 卖 512190.XSHG 之江凤凰 3.346 1.040 1.061 -1.394 0.0 0.0 1.0 1.076 1.045 -2.881 2020/4/16 9:30:00
2025-05-09 00:27:57.863282
9
BS CODE NAME 买入低% 买入后低 卖出后高 卖出高% 可买入 可卖出 失败交易 成交价格 收盘价 收盘价% 时间
900 买 159911.XSHE 民营ETF -2.357 4.342 4.411 3.984 0.0 0.0 1.0 4.242 4.394 3.583 2020/4/16 9:30:00
901 买 510660.XSHG 医药行业 -2.317 2.252 2.292 4.134 0.0 0.0 1.0 2.201 2.257 2.544 2020/4/16 9:30:00
902 买 512610.XSHG 医药卫生 -1.812 1.686 1.719 3.804 0.0 0.0 1.0 1.656 1.687 1.872 2020/4/16 9:30:00
903 买 159978.XSHE 大湾区ETF -0.818 0.986 1.002 2.454 0.0 0.0 1.0 0.978 0.988 1.022 2020/4/16 9:30:00
904 买 510190.XSHG 上证50基 -1.254 3.230 3.270 2.508 0.0 0.0 1.0 3.190 3.256 2.069 2020/4/16 9:30:00
905 买 159979.XSHE 湾创100ETF -1.099 0.920 0.933 2.527 0.0 0.0 1.0 0.910 0.928 1.978 2020/4/16 9:30:00
906 买 159932.XSHE 中证500深ETF -0.964 1.466 1.503 3.512 0.0 0.0 1.0 1.452 1.467 1.033 2020/4/16 9:30:00
907 买 159984.XSHE 湾区100ETF -0.766 0.921 0.935 2.298 0.0 0.0 1.0 0.914 0.927 1.422 2020/4/16 9:30:00
908 买 159956.XSHE 创业板ETF建信 -0.181 1.104 1.132 2.722 0.0 0.0 1.0 1.102 1.117 1.361 2020/4/16 9:30:00
909 卖 510110.XSHG 周期ETF 0.701 3.400 3.419 -0.146 0.0 0.0 1.0 3.424 3.419 -0.146 2020/4/17 9:30:00 BS CODE NAME 买入低% 买入后低 卖出后高 卖出高% 可买入 可卖出 失败交易 成交价格 收盘价 收盘价% 时间
990 买 159935.XSHE 中证500ETF景顺 0.067 1.483 1.483 -0.067 1.0 0.0 0.0 1.484 1.483 -0.067 2020/4/23 9:30:00
991 买 512790.XSHG 民企成长 0.730 1.088 1.096 0.000 1.0 0.0 0.0 1.096 1.096 0.000 2020/4/23 9:30:00
992 买 159911.XSHE 民营ETF 1.244 4.367 4.416 -0.136 1.0 0.0 0.0 4.422 4.415 -0.158 2020/4/23 9:30:00
993 卖 512310.XSHG 工业ETF 1.386 0.498 0.509 0.792 0.0 1.0 0.0 0.505 0.504 -0.198 2020/4/24 9:30:00
994 卖 159953.XSHE 工业ETF -0.405 0.743 0.750 1.351 0.0 1.0 0.0 0.740 0.745 0.676 2020/4/24 9:30:00
995 卖 512190.XSHG 之江凤凰 -0.569 1.060 1.060 0.569 0.0 1.0 0.0 1.054 1.060 0.569 2020/4/24 9:30:00
996 卖 510010.XSHG 治理ETF 0.917 1.080 1.091 0.092 0.0 1.0 0.0 1.090 1.091 0.092 2020/4/24 9:30:00
997 卖 159918.XSHE 中创400ETF 0.187 1.601 1.610 0.374 0.0 1.0 0.0 1.604 1.610 0.374 2020/4/24 9:30:00
998 买 512790.XSHG 民企成长 -2.350 1.089 1.100 3.383 0.0 0.0 1.0 1.064 1.089 2.350 2020/4/24 9:30:00
999 买 510070.XSHG 民企ETF -1.753 1.915 1.915 1.753 0.0 0.0 1.0 1.882 1.915 1.753 2020/4/24 9:30:00
2025-05-09 00:32:28.288335
10
BS CODE NAME 买入低% 买入后低 卖出后高 卖出高% 可买入 可卖出 失败交易 成交价格 收盘价 收盘价% 时间
1000 买 159964.XSHE 创业板ETF平安 -1.441 1.197 1.211 2.627 0.0 0.0 1.0 1.180 1.211 2.627 2020/4/24 9:30:00
1001 买 513030.XSHG 德国ETF -0.590 0.852 0.859 1.417 0.0 0.0 1.0 0.847 0.857 1.181 2020/4/24 9:30:00
1002 买 510270.XSHG 国企ETF -1.262 1.043 1.058 2.718 0.0 0.0 1.0 1.030 1.043 1.262 2020/4/24 9:30:00
1003 买 513800.XSHG 东证ETF 0.000 0.944 0.954 1.059 1.0 0.0 0.0 0.944 0.952 0.847 2020/4/24 9:30:00
1004 买 159979.XSHE 湾创100ETF -0.108 0.929 0.943 1.616 0.0 0.0 1.0 0.928 0.935 0.754 2020/4/24 9:30:00
1005 买 510440.XSHG 500沪市 -0.714 1.551 1.565 1.623 0.0 0.0 1.0 1.540 1.551 0.714 2020/4/24 9:30:00
1006 买 159935.XSHE 中证500ETF景顺 -0.679 1.482 1.483 0.747 0.0 0.0 1.0 1.472 1.482 0.679 2020/4/24 9:30:00
1007 卖 510070.XSHG 民企ETF 0.529 1.882 1.918 1.374 0.0 1.0 0.0 1.892 1.913 1.110 2020/4/27 9:30:00
1008 卖 159935.XSHE 中证500ETF景顺 -0.000 1.471 1.471 0.000 0.0 1.0 0.0 1.471 1.471 0.000 2020/4/27 9:30:00
1009 卖 159964.XSHE 创业板ETF平安 0.673 1.180 1.204 1.347 0.0 1.0 0.0 1.188 1.190 0.168 2020/4/27 9:30:00 BS CODE NAME 买入低% 买入后低 卖出后高 卖出高% 可买入 可卖出 失败交易 成交价格 收盘价 收盘价% 时间
1090 卖 513000.XSHG 225ETF 0.619 0.964 0.975 0.515 0.0 1.0 0.0 0.970 0.973 0.309 2020/5/7 9:30:00
1091 卖 159916.XSHE 深F60ETF 2.707 3.989 4.118 0.439 0.0 1.0 0.0 4.100 4.118 0.439 2020/5/7 9:30:00
1092 卖 510190.XSHG 上证50基 2.655 3.300 3.410 0.590 0.0 1.0 0.0 3.390 3.410 0.590 2020/5/7 9:30:00
1093 卖 512860.XSHG MSCI中国 2.407 1.257 1.287 -0.078 0.0 0.0 1.0 1.288 1.287 -0.078 2020/5/7 9:30:00
1094 买 512390.XSHG MSCI低波 -8.549 1.092 1.103 9.642 0.0 0.0 1.0 1.006 1.092 8.549 2020/5/7 9:30:00
1095 买 159933.XSHE 国投金融地产ETF -3.634 1.996 2.011 4.413 0.0 0.0 1.0 1.926 2.011 4.413 2020/5/7 9:30:00
1096 买 510680.XSHG 万家50 -0.753 2.409 2.449 2.426 0.0 0.0 1.0 2.391 2.442 2.133 2020/5/7 9:30:00
1097 买 159911.XSHE 民营ETF 1.035 4.492 4.604 1.432 1.0 0.0 0.0 4.539 4.604 1.432 2020/5/7 9:30:00
1098 买 512190.XSHG 之江凤凰 0.373 1.068 1.082 0.933 1.0 0.0 0.0 1.072 1.082 0.933 2020/5/7 9:30:00
1099 买 513520.XSHG 日经ETF 1.235 0.960 0.978 0.617 1.0 0.0 0.0 0.972 0.972 0.000 2020/5/7 9:30:00
2025-05-09 00:36:58.431722
11
BS CODE NAME 买入低% 买入后低 卖出后高 卖出高% 可买入 可卖出 失败交易 成交价格 收盘价 收盘价% 时间
1100 买 510440.XSHG 500沪市 1.213 1.547 1.570 0.255 1.0 0.0 0.0 1.566 1.565 -0.064 2020/5/7 9:30:00
1101 买 512560.XSHG 中证军工 1.810 0.868 0.899 1.697 1.0 0.0 0.0 0.884 0.887 0.339 2020/5/7 9:30:00
1102 卖 159973.XSHE 民企ETF 2.653 1.211 1.241 -0.241 0.0 0.0 1.0 1.244 1.241 -0.241 2020/5/7 9:30:00
1103 买 159923.XSHE 中证A100ETF基金 0.954 1.662 1.690 0.715 1.0 0.0 0.0 1.678 1.690 0.715 2020/5/7 9:30:00
1104 卖 513680.XSHG 建信H股 -1.538 0.924 0.924 1.538 0.0 1.0 0.0 0.910 0.924 1.538 2020/5/8 9:30:00
1105 卖 159973.XSHE 民企ETF 1.429 1.242 1.244 -1.270 0.0 0.0 1.0 1.260 1.244 -1.270 2020/5/8 9:30:00
1106 卖 159933.XSHE 国投金融地产ETF 4.084 1.926 2.009 0.050 0.0 1.0 0.0 2.008 1.995 -0.647 2020/5/8 9:30:00
1107 卖 159911.XSHE 民营ETF 2.328 4.531 4.603 -0.776 0.0 0.0 1.0 4.639 4.600 -0.841 2020/5/8 9:30:00
1108 卖 512190.XSHG 之江凤凰 2.110 1.067 1.090 0.000 0.0 1.0 0.0 1.090 1.090 0.000 2020/5/8 9:30:00
1109 卖 513520.XSHG 日经ETF 1.738 0.961 0.973 -0.511 0.0 0.0 1.0 0.978 0.967 -1.125 2020/5/8 9:30:00 BS CODE NAME 买入低% 买入后低 卖出后高 卖出高% 可买入 可卖出 失败交易 成交价格 收盘价 收盘价% 时间
1190 买 512790.XSHG 民企成长 -0.450 1.115 1.180 6.306 0.0 0.0 1.0 1.110 1.116 0.541 2020/5/15 9:30:00
1191 买 511220.XSHG 城投ETF 0.094 98.403 98.600 0.106 1.0 0.0 0.0 98.496 98.434 -0.063 2020/5/15 9:30:00
1192 买 159911.XSHE 民营ETF -0.263 4.575 4.637 1.622 0.0 0.0 1.0 4.563 4.616 1.162 2020/5/15 9:30:00
1193 买 159986.XSHE 消费100ETF 0.093 1.069 1.083 1.215 1.0 0.0 0.0 1.070 1.069 -0.093 2020/5/15 9:30:00
1194 买 159913.XSHE 深价值ETF 0.000 1.890 1.910 1.058 1.0 0.0 0.0 1.890 1.890 0.000 2020/5/15 9:30:00
1195 买 510120.XSHG 非周ETF 0.031 3.208 3.217 0.249 1.0 0.0 0.0 3.209 3.208 -0.031 2020/5/15 9:30:00
1196 卖 510130.XSHG 中盘ETF -1.144 3.977 3.977 1.144 0.0 1.0 0.0 3.932 3.977 1.144 2020/5/18 9:30:00
1197 卖 511310.XSHG 十年债 8.158 112.138 112.138 -8.158 0.0 0.0 1.0 122.099 112.138 -8.158 2020/5/18 9:30:00
1198 卖 159973.XSHE 民企ETF 3.052 1.239 1.248 -2.347 0.0 0.0 1.0 1.278 1.246 -2.504 2020/5/18 9:30:00
1199 卖 159911.XSHE 民营ETF 0.153 4.563 4.567 -0.066 0.0 0.0 1.0 4.570 4.567 -0.066 2020/5/18 9:30:00
2025-05-09 00:41:27.159351
12
BS CODE NAME 买入低% 买入后低 卖出后高 卖出高% 可买入 可卖出 失败交易 成交价格 收盘价 收盘价% 时间
1200 卖 159986.XSHE 消费100ETF 0.094 1.067 1.080 1.124 0.0 1.0 0.0 1.068 1.071 0.281 2020/5/18 9:30:00
1201 卖 159913.XSHE 深价值ETF 0.526 1.890 1.900 0.000 0.0 1.0 0.0 1.900 1.900 0.000 2020/5/18 9:30:00
1202 卖 510120.XSHG 非周ETF -0.438 3.208 3.224 0.939 0.0 1.0 0.0 3.194 3.224 0.939 2020/5/18 9:30:00
1203 卖 510430.XSHG 50等权 -2.743 1.461 1.461 2.743 0.0 1.0 0.0 1.422 1.461 2.743 2020/5/18 9:30:00
1204 卖 513800.XSHG 东证ETF 0.103 0.969 0.973 0.309 0.0 1.0 0.0 0.970 0.971 0.103 2020/5/18 9:30:00
1205 买 510440.XSHG 500沪市 -0.000 1.576 1.600 1.523 0.0 0.0 1.0 1.576 1.585 0.571 2020/5/18 9:30:00
1206 买 159932.XSHE 中证500深ETF -0.325 1.542 1.579 2.733 0.0 0.0 1.0 1.537 1.548 0.716 2020/5/18 9:30:00
1207 买 159951.XSHE 中关村ETF 0.000 0.904 0.917 1.438 1.0 0.0 0.0 0.904 0.915 1.217 2020/5/18 9:30:00
1208 卖 512790.XSHG 民企成长 0.000 1.110 1.111 0.090 0.0 1.0 0.0 1.110 1.110 0.000 2020/5/18 9:30:00
1209 买 512310.XSHG 工业ETF 0.000 0.512 0.519 1.367 1.0 0.0 0.0 0.512 0.517 0.977 2020/5/18 9:30:00 BS CODE NAME 买入低% 买入后低 卖出后高 卖出高% 可买入 可卖出 失败交易 成交价格 收盘价 收盘价% 时间
1290 卖 511290.XSHG 国债十年 1.940 106.002 106.002 -1.940 0.0 0.0 1.0 108.099 106.002 -1.940 2020/5/26 9:30:00
1291 卖 159955.XSHE 创业板ETF嘉实 3.136 1.081 1.127 0.986 0.0 1.0 0.0 1.116 1.109 -0.627 2020/5/26 9:30:00
1292 卖 159951.XSHE 中关村ETF 2.494 0.860 0.869 -1.474 0.0 0.0 1.0 0.882 0.869 -1.474 2020/5/26 9:30:00
1293 卖 159980.XSHE 有色ETF 0.664 0.898 0.905 0.111 0.0 1.0 0.0 0.904 0.903 -0.111 2020/5/26 9:30:00
1294 卖 159809.XSHE 大湾区ETF基金 1.440 0.958 0.972 0.000 0.0 1.0 0.0 0.972 0.972 0.000 2020/5/26 9:30:00
1295 买 510270.XSHG 国企ETF -3.000 1.030 1.041 4.100 0.0 0.0 1.0 1.000 1.041 4.100 2020/5/26 9:30:00
1296 买 159961.XSHE 深100ETF方正富邦 -0.881 1.489 1.583 7.249 0.0 0.0 1.0 1.476 1.507 2.100 2020/5/26 9:30:00
1297 买 510430.XSHG 50等权 1.050 1.413 1.434 0.420 1.0 0.0 0.0 1.428 1.413 -1.050 2020/5/26 9:30:00
1298 买 511220.XSHG 城投ETF 0.045 98.530 98.584 0.010 1.0 0.0 0.0 98.574 98.574 0.000 2020/5/26 9:30:00
1299 卖 512790.XSHG 民企成长 1.015 1.073 1.073 -1.015 0.0 0.0 1.0 1.084 1.073 -1.015 2020/5/26 9:30:00
2025-05-09 00:45:53.325700
13
BS CODE NAME 买入低% 买入后低 卖出后高 卖出高% 可买入 可卖出 失败交易 成交价格 收盘价 收盘价% 时间
1300 卖 513800.XSHG 东证ETF 2.083 0.987 1.003 -0.496 0.0 0.0 1.0 1.008 1.002 -0.595 2020/5/26 9:30:00
1301 买 512600.XSHG 必选消费 1.972 3.182 3.268 0.678 1.0 0.0 0.0 3.246 3.246 -0.000 2020/5/26 9:30:00
1302 买 510160.XSHG 产业升级 -0.389 0.516 0.524 1.946 0.0 0.0 1.0 0.514 0.524 1.946 2020/5/26 9:30:00
1303 卖 510270.XSHG 国企ETF 3.846 1.000 1.047 0.673 0.0 1.0 0.0 1.040 1.039 -0.096 2020/5/27 9:30:00
1304 卖 159961.XSHE 深100ETF方正富邦 6.593 1.431 1.536 0.261 0.0 1.0 0.0 1.532 1.535 0.196 2020/5/27 9:30:00
1305 卖 511220.XSHG 城投ETF 0.165 98.573 98.699 -0.037 0.0 0.0 1.0 98.736 98.650 -0.087 2020/5/27 9:30:00
1306 卖 512600.XSHG 必选消费 0.462 3.235 3.269 0.585 0.0 1.0 0.0 3.250 3.251 0.031 2020/5/27 9:30:00
1307 卖 510160.XSHG 产业升级 2.467 0.514 0.524 -0.569 0.0 0.0 1.0 0.527 0.522 -0.949 2020/5/27 9:30:00
1308 买 510680.XSHG 万家50 -2.363 2.426 2.440 2.954 0.0 0.0 1.0 2.370 2.440 2.954 2020/5/27 9:30:00
1309 买 510430.XSHG 50等权 0.210 1.427 1.427 -0.210 1.0 0.0 0.0 1.430 1.427 -0.210 2020/5/27 9:30:00 BS CODE NAME 买入低% 买入后低 卖出后高 卖出高% 可买入 可卖出 失败交易 成交价格 收盘价 收盘价% 时间
1390 买 159956.XSHE 创业板ETF建信 0.083 1.201 1.212 0.832 1.0 0.0 0.0 1.202 1.201 -0.083 2020/6/3 9:30:00
1391 卖 159911.XSHE 民营ETF 2.186 4.519 4.660 0.866 0.0 1.0 0.0 4.620 4.657 0.801 2020/6/4 9:30:00
1392 卖 513680.XSHG 建信H股 1.180 0.921 0.932 0.000 0.0 1.0 0.0 0.932 0.931 -0.107 2020/6/4 9:30:00
1393 卖 512310.XSHG 工业ETF 0.769 0.516 0.529 1.731 0.0 1.0 0.0 0.520 0.526 1.154 2020/6/4 9:30:00
1394 卖 510270.XSHG 国企ETF 1.210 1.061 1.084 0.931 0.0 1.0 0.0 1.074 1.074 0.000 2020/6/4 9:30:00
1395 卖 510160.XSHG 产业升级 1.495 0.527 0.539 0.748 0.0 1.0 0.0 0.535 0.535 0.000 2020/6/4 9:30:00
1396 卖 159956.XSHE 创业板ETF建信 -0.250 1.202 1.216 1.418 0.0 1.0 0.0 1.199 1.212 1.084 2020/6/4 9:30:00
1397 卖 159918.XSHE 中创400ETF 0.967 1.638 1.698 2.660 0.0 1.0 0.0 1.654 1.696 2.539 2020/6/4 9:30:00
1398 买 512790.XSHG 民企成长 -0.712 1.132 1.135 0.979 0.0 0.0 1.0 1.124 1.132 0.712 2020/6/4 9:30:00
1399 买 510440.XSHG 500沪市 -0.622 1.618 1.623 0.933 0.0 0.0 1.0 1.608 1.618 0.622 2020/6/4 9:30:00
2025-05-09 00:50:18.896857
14
BS CODE NAME 买入低% 买入后低 卖出后高 卖出高% 可买入 可卖出 失败交易 成交价格 收盘价 收盘价% 时间
1400 买 159926.XSHE 国债ETF 0.472 113.030 115.300 1.527 1.0 0.0 0.0 113.566 114.654 0.958 2020/6/4 9:30:00
1401 买 513800.XSHG 东证ETF -0.095 1.056 1.071 1.517 0.0 0.0 1.0 1.055 1.056 0.095 2020/6/4 9:30:00
1402 买 159990.XSHE 小盘价值ETF -1.579 0.965 0.972 2.316 0.0 0.0 1.0 0.950 0.967 1.789 2020/6/4 9:30:00
1403 买 512530.XSHG 300红利 -1.383 0.953 0.962 2.340 0.0 0.0 1.0 0.940 0.953 1.383 2020/6/4 9:30:00
1404 买 159951.XSHE 中关村ETF -0.447 0.898 0.904 1.119 0.0 0.0 1.0 0.894 0.898 0.447 2020/6/4 9:30:00
1405 卖 510120.XSHG 非周ETF 0.000 3.234 3.234 0.000 0.0 1.0 0.0 3.234 3.234 0.000 2020/6/4 9:30:00
1406 卖 510430.XSHG 50等权 3.372 1.490 1.490 -3.372 0.0 0.0 1.0 1.542 1.490 -3.372 2020/6/5 9:30:00
1407 卖 510120.XSHG 非周ETF 0.858 3.234 3.234 -0.858 0.0 0.0 1.0 3.262 3.234 -0.858 2020/6/5 9:30:00
1408 卖 510270.XSHG 国企ETF -0.094 1.061 1.074 1.321 0.0 1.0 0.0 1.060 1.073 1.226 2020/6/5 9:30:00
1409 卖 510440.XSHG 500沪市 1.832 1.608 1.608 -1.832 0.0 0.0 1.0 1.638 1.608 -1.832 2020/6/5 9:30:00 BS CODE NAME 买入低% 买入后低 卖出后高 卖出高% 可买入 可卖出 失败交易 成交价格 收盘价 收盘价% 时间
1490 卖 513800.XSHG 东证ETF -3.627 1.057 1.069 4.804 0.0 1.0 0.0 1.020 1.061 4.020 2020/6/12 9:30:00
1491 买 159951.XSHE 中关村ETF -2.602 0.907 0.926 4.751 0.0 0.0 1.0 0.884 0.909 2.828 2020/6/12 9:30:00
1492 买 515590.XSHG 500ETFEW -3.679 1.099 1.118 5.472 0.0 0.0 1.0 1.060 1.104 4.151 2020/6/12 9:30:00
1493 买 513880.XSHG 日经225 -3.596 1.066 1.084 5.345 0.0 0.0 1.0 1.029 1.072 4.179 2020/6/12 9:30:00
1494 买 513520.XSHG 日经ETF -2.176 1.080 1.116 5.582 0.0 0.0 1.0 1.057 1.087 2.838 2020/6/12 9:30:00
1495 买 515220.XSHG 煤炭ETF -3.000 0.927 0.939 4.333 0.0 0.0 1.0 0.900 0.930 3.333 2020/6/12 9:30:00
1496 买 159986.XSHE 消费100ETF -1.560 1.107 1.132 3.853 0.0 0.0 1.0 1.090 1.119 2.661 2020/6/12 9:30:00
1497 买 510440.XSHG 500沪市 -1.056 1.627 1.654 2.733 0.0 0.0 1.0 1.610 1.651 2.547 2020/6/12 9:30:00
1498 买 159918.XSHE 中创400ETF -1.749 1.687 1.708 3.016 0.0 0.0 1.0 1.658 1.687 1.749 2020/6/12 9:30:00
1499 买 513000.XSHG 225ETF -2.158 1.089 1.120 5.066 0.0 0.0 1.0 1.066 1.095 2.720 2020/6/12 9:30:00
2025-05-09 00:54:38.899244
23天前
**检查了一下回测结果。
交易失败率比较高。某些日期不足50%。**
BS CODE NAME 买入低% 买入后低 卖出后高 卖出高% 可买入 可卖出 **失败交易** 成交价格 收盘价 收盘价% 时间
1500 卖 510430.XSHG 50等权 0.135 1.478 1.478 -0.135 0.0 0.0 1.0 1.480 1.478 -0.135 2020/6/15 9:30:00
1501 卖 515590.XSHG 500ETFEW 8.636 1.005 1.108 0.727 0.0 1.0 0.0 1.100 1.103 0.273 2020/6/15 9:30:00
1502 卖 513880.XSHG 日经225 2.000 1.029 1.055 0.476 0.0 1.0 0.0 1.050 1.051 0.095 2020/6/15 9:30:00
1503 卖 513520.XSHG 日经ETF 1.030 1.057 1.080 1.124 0.0 1.0 0.0 1.068 1.072 0.375 2020/6/15 9:30:00
1504 卖 515220.XSHG 煤炭ETF 2.492 0.900 0.925 0.217 0.0 1.0 0.0 0.923 0.923 0.000 2020/6/15 9:30:00
1505 卖 159986.XSHE 消费100ETF 2.852 1.090 1.129 0.624 0.0 1.0 0.0 1.122 1.126 0.357 2020/6/15 9:30:00
1506 卖 159918.XSHE 中创400ETF 2.701 1.657 1.688 -0.881 0.0 0.0 1.0 1.703 1.688 -0.881 2020/6/15 9:30:00
1507 卖 513000.XSHG 225ETF 2.778 1.050 1.087 0.648 0.0 1.0 0.0 1.080 1.082 0.185 2020/6/15 9:30:00
1508 买 513800.XSHG 东证ETF 2.762 1.021 1.064 1.333 1.0 0.0 0.0 1.050 1.063 1.238 2020/6/15 9:30:00
1509 买 510070.XSHG 民企ETF -0.752 2.011 2.123 6.363 0.0 0.0 1.0 1.996 2.030 1.703 2020/6/15 9:30:00 BS CODE NAME 买入低% 买入后低 卖出后高 卖出高% 可买入 可卖出 失败交易 成交价格 收盘价 收盘价% 时间
1590 买 159933.XSHE 国投金融地产ETF 0.347 2.013 2.021 0.050 1.0 0.0 0.0 2.020 2.021 0.050 2020/6/22 9:30:00
1591 买 159951.XSHE 中关村ETF 0.108 0.921 0.928 0.651 1.0 0.0 0.0 0.922 0.928 0.651 2020/6/22 9:30:00
1592 买 510110.XSHG 周期ETF 0.086 3.473 3.530 1.554 1.0 0.0 0.0 3.476 3.520 1.266 2020/6/22 9:30:00
1593 买 512520.XSHG MSCIETF 0.082 1.225 1.243 1.387 1.0 0.0 0.0 1.226 1.228 0.163 2020/6/22 9:30:00
1594 买 510060.XSHG 央企ETF 0.059 1.701 1.716 0.823 1.0 0.0 0.0 1.702 1.710 0.470 2020/6/22 9:30:00
1595 买 159923.XSHE 中证A100ETF基金 0.342 1.747 1.760 0.399 1.0 0.0 0.0 1.753 1.754 0.057 2020/6/22 9:30:00
1596 卖 159951.XSHE 中关村ETF 1.812 0.921 0.941 0.320 0.0 1.0 0.0 0.938 0.940 0.213 2020/6/23 9:30:00
1597 卖 159918.XSHE 中创400ETF 0.226 1.766 1.766 -0.226 0.0 0.0 1.0 1.770 1.766 -0.226 2020/6/23 9:30:00
1598 卖 515660.XSHG 沪深300E 2.517 4.028 4.158 0.629 0.0 1.0 0.0 4.132 4.132 0.000 2020/6/23 9:30:00
1599 卖 159975.XSHE 深100ETF招商 2.358 5.093 5.235 0.364 0.0 1.0 0.0 5.216 5.212 -0.077 2020/6/23 9:30:00
2025-05-09 00:59:00.936820
16
BS CODE NAME 买入低% 买入后低 卖出后高 卖出高% 可买入 可卖出 失败交易 成交价格 收盘价 收盘价% 时间
1600 卖 510110.XSHG 周期ETF 0.771 3.475 3.561 1.685 0.0 1.0 0.0 3.502 3.534 0.914 2020/6/23 9:30:00
1601 卖 512520.XSHG MSCIETF 1.447 1.226 1.262 1.447 0.0 1.0 0.0 1.244 1.244 0.000 2020/6/23 9:30:00
1602 卖 510060.XSHG 央企ETF 0.468 1.702 1.729 1.111 0.0 1.0 0.0 1.710 1.727 0.994 2020/6/23 9:30:00
1603 卖 159923.XSHE 中证A100ETF基金 -0.171 1.753 1.770 1.143 0.0 1.0 0.0 1.750 1.769 1.086 2020/6/23 9:30:00
1604 买 159967.XSHE 创业板成长ETF -8.010 1.672 1.701 9.884 0.0 0.0 1.0 1.548 1.679 8.463 2020/6/23 9:30:00
1605 买 515870.XSHG 制造100 -2.028 1.006 1.015 2.941 0.0 0.0 1.0 0.986 1.008 2.231 2020/6/23 9:30:00
1606 买 513800.XSHG 东证ETF -0.095 1.053 1.064 1.141 0.0 0.0 1.0 1.052 1.059 0.665 2020/6/23 9:30:00
1607 买 159988.XSHE 粤债ETF -1.643 0.990 0.991 1.745 0.0 0.0 1.0 0.974 0.991 1.745 2020/6/23 9:30:00
1608 买 512530.XSHG 300红利 -1.609 0.947 0.960 3.004 0.0 0.0 1.0 0.932 0.952 2.146 2020/6/23 9:30:00
1609 买 512310.XSHG 工业ETF -1.107 0.548 0.565 4.244 0.0 0.0 1.0 0.542 0.552 1.845 2020/6/23 9:30:00 BS CODE NAME 买入低% 买入后低 卖出后高 卖出高% 可买入 可卖出 失败交易 成交价格 收盘价 收盘价% 时间
1690 买 159918.XSHE 中创400ETF 0.000 1.786 1.818 1.792 1.0 0.0 0.0 1.786 1.786 0.000 2020/7/2 9:30:00
1691 买 159916.XSHE 深F60ETF 1.889 4.362 4.500 1.215 1.0 0.0 0.0 4.446 4.499 1.192 2020/7/2 9:30:00
1692 买 510160.XSHG 产业升级 0.368 0.542 0.553 1.654 1.0 0.0 0.0 0.544 0.553 1.654 2020/7/2 9:30:00
1693 买 512640.XSHG 金融地产 2.179 1.841 1.900 0.956 1.0 0.0 0.0 1.882 1.900 0.956 2020/7/2 9:30:00
1694 买 159913.XSHE 深价值ETF 2.063 1.994 2.217 8.890 1.0 0.0 0.0 2.036 2.035 -0.049 2020/7/2 9:30:00
1695 买 512340.XSHG 原料ETF 0.262 0.760 0.767 0.656 1.0 0.0 0.0 0.762 0.766 0.525 2020/7/2 9:30:00
1696 买 159998.XSHE 计算机ETF 0.818 1.091 1.117 1.545 1.0 0.0 0.0 1.100 1.114 1.273 2020/7/2 9:30:00
1697 买 159812.XSHE 黄金基金ETF -0.683 3.981 3.998 1.113 0.0 0.0 1.0 3.954 3.994 1.012 2020/7/2 9:30:00
1698 卖 159918.XSHE 中创400ETF 2.191 1.786 1.824 -0.110 0.0 0.0 1.0 1.826 1.816 -0.548 2020/7/3 9:30:00
1699 卖 159916.XSHE 深F60ETF 3.095 4.446 4.630 0.915 0.0 1.0 0.0 4.588 4.591 0.065 2020/7/3 9:30:00
2025-05-09 01:03:31.199081
17
BS CODE NAME 买入低% 买入后低 卖出后高 卖出高% 可买入 可卖出 失败交易 成交价格 收盘价 收盘价% 时间
1700 卖 510160.XSHG 产业升级 3.887 0.544 0.565 -0.177 0.0 0.0 1.0 0.566 0.565 -0.177 2020/7/3 9:30:00
1701 卖 512640.XSHG 金融地产 12.870 1.882 2.090 -3.241 0.0 0.0 1.0 2.160 2.090 -3.241 2020/7/3 9:30:00
1702 卖 159913.XSHE 深价值ETF 5.705 2.000 2.130 0.424 0.0 1.0 0.0 2.121 2.093 -1.320 2020/7/3 9:30:00
1703 卖 512340.XSHG 原料ETF 3.299 0.762 0.788 0.000 0.0 1.0 0.0 0.788 0.783 -0.635 2020/7/3 9:30:00
1704 卖 159998.XSHE 计算机ETF 1.786 1.100 1.128 0.714 0.0 1.0 0.0 1.120 1.123 0.268 2020/7/3 9:30:00
1705 卖 159812.XSHE 黄金基金ETF 0.604 3.952 3.966 -0.252 0.0 0.0 1.0 3.976 3.956 -0.503 2020/7/3 9:30:00
1706 卖 511280.XSHG 中期信用 -4.476 104.900 104.900 4.476 0.0 1.0 0.0 100.406 104.900 4.476 2020/7/3 9:30:00
1707 买 515190.XSHG BOCI500 -2.552 1.085 1.111 5.009 0.0 0.0 1.0 1.058 1.108 4.726 2020/7/3 9:30:00
1708 买 510020.XSHG 超大ETF -1.619 3.075 3.136 3.635 0.0 0.0 1.0 3.026 3.136 3.635 2020/7/3 9:30:00
1709 买 511310.XSHG 十年债 -5.453 115.998 115.998 5.453 0.0 0.0 1.0 110.000 115.998 5.453 2020/7/3 9:30:00 BS CODE NAME 买入低% 买入后低 卖出后高 卖出高% 可买入 可卖出 失败交易 成交价格 收盘价 收盘价% 时间
1790 买 510200.XSHG 上证券商 -0.288 1.392 1.450 4.467 0.0 0.0 1.0 1.388 1.422 2.450 2020/7/10 9:30:00
1791 买 512600.XSHG 必选消费 0.398 4.000 4.100 2.092 1.0 0.0 0.0 4.016 4.099 2.067 2020/7/10 9:30:00
1792 卖 515130.XSHG HS300E 4.610 1.200 1.279 1.669 0.0 1.0 0.0 1.258 1.259 0.079 2020/7/13 9:30:00
1793 卖 515190.XSHG BOCI500 4.049 1.185 1.250 1.215 0.0 1.0 0.0 1.235 1.235 0.000 2020/7/13 9:30:00
1794 卖 512850.XSHG 北京50 1.926 1.375 1.425 1.641 0.0 1.0 0.0 1.402 1.408 0.428 2020/7/13 9:30:00
1795 卖 159979.XSHE 湾创100ETF 1.267 1.169 1.219 2.956 0.0 1.0 0.0 1.184 1.192 0.676 2020/7/13 9:30:00
1796 卖 515850.XSHG 证券龙头 -0.429 1.404 1.460 4.435 0.0 1.0 0.0 1.398 1.411 0.930 2020/7/13 9:30:00
1797 卖 510200.XSHG 上证券商 1.724 1.368 1.431 2.802 0.0 1.0 0.0 1.392 1.395 0.216 2020/7/13 9:30:00
1798 卖 512600.XSHG 必选消费 2.367 4.001 4.130 0.781 0.0 1.0 0.0 4.098 4.098 0.000 2020/7/13 9:30:00
1799 买 510130.XSHG 中盘ETF -2.148 4.802 4.923 4.722 0.0 0.0 1.0 4.701 4.802 2.148 2020/7/13 9:30:00
2025-05-09 01:07:57.700111
18
BS CODE NAME 买入低% 买入后低 卖出后高 卖出高% 可买入 可卖出 失败交易 成交价格 收盘价 收盘价% 时间
1800 买 511290.XSHG 国债十年 1.124 102.060 107.498 4.145 1.0 0.0 0.0 103.220 104.488 1.228 2020/7/13 9:30:00
1801 买 515670.XSHG 中银100 -2.041 1.200 1.310 11.395 0.0 0.0 1.0 1.176 1.205 2.466 2020/7/13 9:30:00
1802 买 512280.XSHG 景顺MSCI -1.802 1.356 1.379 3.529 0.0 0.0 1.0 1.332 1.360 2.102 2020/7/13 9:30:00
1803 买 159983.XSHE 粤港澳大湾区ETF -1.600 1.270 1.294 3.520 0.0 0.0 1.0 1.250 1.275 2.000 2020/7/13 9:30:00
1804 卖 512360.XSHG MSCI国际 1.331 1.409 1.580 10.644 0.0 1.0 0.0 1.428 1.457 2.031 2020/7/13 9:30:00
1805 买 512340.XSHG 原料ETF -0.352 0.855 0.894 4.930 0.0 0.0 1.0 0.852 0.858 0.704 2020/7/13 9:30:00
1806 买 512730.XSHG 银行FUND -0.710 0.993 1.033 4.767 0.0 0.0 1.0 0.986 0.996 1.014 2020/7/13 9:30:00
1807 卖 159962.XSHE 四川ETF 0.726 1.231 1.276 2.903 0.0 1.0 0.0 1.240 1.266 2.097 2020/7/13 9:30:00
1808 卖 512360.XSHG MSCI国际 5.298 1.412 1.499 0.537 0.0 1.0 0.0 1.491 1.498 0.469 2020/7/14 9:30:00
1809 卖 159962.XSHE 四川ETF 4.468 1.240 1.299 0.077 0.0 1.0 0.0 1.298 1.299 0.077 2020/7/14 9:30:00 BS CODE NAME 买入低% 买入后低 卖出后高 卖出高% 可买入 可卖出 失败交易 成交价格 收盘价 收盘价% 时间
1890 卖 513880.XSHG 日经225 0.849 1.051 1.056 -0.377 0.0 0.0 1.0 1.060 1.054 -0.566 2020/7/21 9:30:00
1891 卖 512960.XSHG 央调ETF 4.307 1.022 1.071 0.281 0.0 1.0 0.0 1.068 1.071 0.281 2020/7/21 9:30:00
1892 买 511280.XSHG 中期信用 -9.644 104.895 104.895 9.644 0.0 0.0 1.0 95.669 104.895 9.644 2020/7/21 9:30:00
1893 买 515360.XSHG 方正300 0.731 4.753 4.900 2.339 1.0 0.0 0.0 4.788 4.878 1.880 2020/7/21 9:30:00
1894 卖 511220.XSHG 城投ETF 0.209 94.900 95.400 0.317 0.0 1.0 0.0 95.099 95.129 0.032 2020/7/21 9:30:00
1895 买 512780.XSHG 京津冀基 4.079 0.823 0.870 1.399 1.0 0.0 0.0 0.858 0.855 -0.350 2020/7/21 9:30:00
1896 买 513800.XSHG 东证ETF 0.577 1.034 1.153 10.865 1.0 0.0 0.0 1.040 1.040 0.000 2020/7/21 9:30:00
1897 买 513080.XSHG 法国ETF 3.007 1.000 1.032 0.097 1.0 0.0 0.0 1.031 1.029 -0.194 2020/7/21 9:30:00
1898 买 512920.XSHG MSCI新华 0.124 1.606 1.606 -0.124 1.0 0.0 0.0 1.608 1.606 -0.124 2020/7/21 9:30:00
1899 买 510110.XSHG 周期ETF 3.123 3.846 4.120 3.778 1.0 0.0 0.0 3.970 3.969 -0.025 2020/7/21 9:30:00
2025-05-09 01:12:23.031798
19
BS CODE NAME 买入低% 买入后低 卖出后高 卖出高% 可买入 可卖出 失败交易 成交价格 收盘价 收盘价% 时间
1900 买 159941.XSHE 纳指ETF 2.881 2.292 2.308 -2.203 1.0 0.0 0.0 2.360 2.296 -2.712 2020/7/21 9:30:00
1901 买 510560.XSHG 国寿500 1.652 1.369 1.404 0.862 1.0 0.0 0.0 1.392 1.404 0.862 2020/7/21 9:30:00
1902 卖 159913.XSHE 深价值ETF 0.656 2.271 2.294 0.350 0.0 1.0 0.0 2.286 2.286 0.000 2020/7/22 9:30:00
1903 卖 515360.XSHG 方正300 3.215 4.787 4.954 0.162 0.0 1.0 0.0 4.946 4.927 -0.384 2020/7/22 9:30:00
1904 卖 512780.XSHG 京津冀基 1.152 0.858 0.875 0.806 0.0 1.0 0.0 0.868 0.865 -0.346 2020/7/22 9:30:00
1905 卖 513080.XSHG 法国ETF 0.865 1.031 1.042 0.192 0.0 1.0 0.0 1.040 1.042 0.192 2020/7/22 9:30:00
1906 卖 512920.XSHG MSCI新华 1.471 1.608 1.637 0.306 0.0 1.0 0.0 1.632 1.632 0.000 2020/7/22 9:30:00
1907 卖 510110.XSHG 周期ETF 5.503 3.778 4.130 3.302 0.0 1.0 0.0 3.998 3.963 -0.875 2020/7/22 9:30:00
1908 卖 159941.XSHE 纳指ETF 0.380 2.359 2.406 1.605 0.0 1.0 0.0 2.368 2.397 1.225 2020/7/22 9:30:00
1909 卖 510560.XSHG 国寿500 1.416 1.392 1.420 0.567 0.0 1.0 0.0 1.412 1.414 0.142 2020/7/22 9:30:00 BS CODE NAME 买入低% 买入后低 卖出后高 卖出高% 可买入 可卖出 失败交易 成交价格 收盘价 收盘价% 时间
1990 买 515330.XSHG 天弘300 -1.483 1.163 1.178 2.792 0.0 0.0 1.0 1.146 1.170 2.094 2020/7/29 9:30:00
1991 买 515960.XSHG 医药100 0.384 1.297 1.335 2.535 1.0 0.0 0.0 1.302 1.327 1.920 2020/7/29 9:30:00
1992 买 159803.XSHE 浙江新动能ETF -0.690 1.168 1.193 2.845 0.0 0.0 1.0 1.160 1.175 1.293 2020/7/29 9:30:00
1993 卖 515190.XSHG BOCI500 6.325 1.170 1.248 -0.080 0.0 0.0 1.0 1.249 1.243 -0.480 2020/7/30 9:30:00
1994 卖 515570.XSHG 山证红利 3.515 1.098 1.140 0.176 0.0 1.0 0.0 1.138 1.139 0.088 2020/7/30 9:30:00
1995 卖 515510.XSHG 500成长 5.045 1.280 1.350 0.148 0.0 1.0 0.0 1.348 1.348 0.000 2020/7/30 9:30:00
1996 卖 515330.XSHG 天弘300 4.580 1.146 1.201 0.000 0.0 1.0 0.0 1.201 1.200 -0.083 2020/7/30 9:30:00
1997 卖 515960.XSHG 医药100 5.725 1.301 1.388 0.580 0.0 1.0 0.0 1.380 1.380 0.000 2020/7/30 9:30:00
1998 卖 159803.XSHE 浙江新动能ETF 3.336 1.159 1.200 0.083 0.0 1.0 0.0 1.199 1.199 0.000 2020/7/30 9:30:00
1999 买 159935.XSHE 中证500ETF景顺 1.440 1.779 1.825 1.108 1.0 0.0 0.0 1.805 1.825 1.108 2020/7/30 9:30:00
2025-05-09 01:16:48.101136
20
BS CODE NAME 买入低% 买入后低 卖出后高 卖出高% 可买入 可卖出 失败交易 成交价格 收盘价 收盘价% 时间
2000 买 510010.XSHG 治理ETF 1.416 1.253 1.296 1.967 1.0 0.0 0.0 1.271 1.278 0.551 2020/7/30 9:30:00
2001 卖 510430.XSHG 50等权 3.030 1.664 1.730 0.816 0.0 1.0 0.0 1.716 1.730 0.816 2020/7/30 9:30:00
2002 买 159916.XSHE 深F60ETF 2.349 4.739 4.880 0.556 1.0 0.0 0.0 4.853 4.853 0.000 2020/7/30 9:30:00
2003 卖 510130.XSHG 中盘ETF 3.217 4.663 4.820 0.042 0.0 1.0 0.0 4.818 4.820 0.042 2020/7/30 9:30:00
2004 买 513800.XSHG 东证ETF 0.096 1.043 1.051 0.670 1.0 0.0 0.0 1.044 1.043 -0.096 2020/7/30 9:30:00
2005 买 512190.XSHG 之江凤凰 2.164 1.311 1.347 0.522 1.0 0.0 0.0 1.340 1.346 0.448 2020/7/30 9:30:00
2006 卖 510130.XSHG 中盘ETF 1.643 4.790 4.897 0.554 0.0 1.0 0.0 4.870 4.868 -0.041 2020/7/31 9:30:00
2007 卖 510430.XSHG 50等权 0.752 1.716 1.732 0.174 0.0 1.0 0.0 1.729 1.732 0.174 2020/7/31 9:30:00
2008 卖 159935.XSHE 中证500ETF景顺 1.042 1.805 1.834 0.548 0.0 1.0 0.0 1.824 1.825 0.055 2020/7/31 9:30:00
2009 卖 510010.XSHG 治理ETF 1.625 1.271 1.293 0.077 0.0 1.0 0.0 1.292 1.282 -0.774 2020/7/31 9:30:00 BS CODE NAME 买入低% 买入后低 卖出后高 卖出高% 可买入 可卖出 失败交易 成交价格 收盘价 收盘价% 时间
2090 买 510200.XSHG 上证券商 3.064 1.297 1.382 3.288 1.0 0.0 0.0 1.338 1.368 2.242 2020/8/7 9:30:00
2091 卖 515570.XSHG 山证红利 0.088 1.133 1.152 1.587 0.0 1.0 0.0 1.134 1.145 0.970 2020/8/7 9:30:00
2092 卖 515570.XSHG 山证红利 2.478 1.102 1.144 1.239 0.0 1.0 0.0 1.130 1.130 0.000 2020/8/10 9:30:00
2093 卖 515670.XSHG 中银100 6.515 1.148 1.242 1.140 0.0 1.0 0.0 1.228 1.176 -4.235 2020/8/10 9:30:00
2094 卖 512640.XSHG 金融地产 0.145 2.066 2.111 2.030 0.0 1.0 0.0 2.069 2.078 0.435 2020/8/10 9:30:00
2095 卖 515890.XSHG 红利博时 1.936 1.165 1.193 0.421 0.0 1.0 0.0 1.188 1.189 0.084 2020/8/10 9:30:00
2096 卖 515780.XSHG 浦银MSCI 1.567 1.256 1.287 0.862 0.0 1.0 0.0 1.276 1.277 0.078 2020/8/10 9:30:00
2097 卖 515620.XSHG ZZ800 1.401 1.196 1.222 0.742 0.0 1.0 0.0 1.213 1.213 0.000 2020/8/10 9:30:00
2098 卖 510200.XSHG 上证券商 2.112 1.298 1.367 3.092 0.0 1.0 0.0 1.326 1.328 0.151 2020/8/10 9:30:00
2099 买 511050.XSHG 兴业地债 -7.226 97.130 98.974 9.262 0.0 0.0 1.0 90.584 98.496 8.734 2020/8/10 9:30:00
2025-05-09 01:21:12.993284
21
BS CODE NAME 买入低% 买入后低 卖出后高 卖出高% 可买入 可卖出 失败交易 成交价格 收盘价 收盘价% 时间
2100 买 510440.XSHG 500沪市 -1.033 1.956 2.006 3.616 0.0 0.0 1.0 1.936 1.977 2.118 2020/8/10 9:30:00
2101 卖 511280.XSHG 中期信用 0.000 106.300 106.300 0.000 0.0 1.0 0.0 106.300 106.300 0.000 2020/8/10 9:30:00
2102 买 512300.XSHG 500医药 -0.340 1.771 1.847 4.646 0.0 0.0 1.0 1.765 1.809 2.493 2020/8/10 9:30:00
2103 卖 510430.XSHG 50等权 -0.517 1.750 1.781 2.298 0.0 1.0 0.0 1.741 1.770 1.666 2020/8/10 9:30:00
2104 卖 159916.XSHE 深F60ETF -0.062 4.819 4.900 1.744 0.0 1.0 0.0 4.816 4.882 1.370 2020/8/10 9:30:00
2105 买 159979.XSHE 湾创100ETF -0.769 1.179 1.204 2.906 0.0 0.0 1.0 1.170 1.190 1.709 2020/8/10 9:30:00
2106 买 159918.XSHE 中创400ETF 0.000 2.022 2.085 3.116 1.0 0.0 0.0 2.022 2.083 3.017 2020/8/10 9:30:00
2107 买 159955.XSHE 创业板ETF嘉实 -0.068 1.461 1.528 4.658 0.0 0.0 1.0 1.460 1.488 1.918 2020/8/10 9:30:00
2108 卖 510430.XSHG 50等权 2.410 1.741 1.779 -0.280 0.0 0.0 1.0 1.784 1.779 -0.280 2020/8/11 9:30:00
2109 卖 510440.XSHG 500沪市 5.977 1.935 2.017 -1.992 0.0 0.0 1.0 2.058 2.000 -2.818 2020/8/11 9:30:00 BS CODE NAME 买入低% 买入后低 卖出后高 卖出高% 可买入 可卖出 失败交易 成交价格 收盘价 收盘价% 时间
2190 卖 511280.XSHG 中期信用 1.166 102.200 106.000 2.509 0.0 1.0 0.0 103.406 105.990 2.499 2020/8/18 9:30:00
2191 买 511050.XSHG 兴业地债 -2.121 96.200 96.989 2.959 0.0 0.0 1.0 94.202 96.989 2.959 2020/8/18 9:30:00
2192 买 515670.XSHG 中银100 -1.695 1.200 1.226 3.898 0.0 0.0 1.0 1.180 1.218 3.220 2020/8/18 9:30:00
2193 买 159803.XSHE 浙江新动能ETF -0.330 1.216 1.251 3.218 0.0 0.0 1.0 1.212 1.245 2.723 2020/8/18 9:30:00
2194 买 513800.XSHG 东证ETF -0.474 1.059 1.083 2.751 0.0 0.0 1.0 1.054 1.060 0.569 2020/8/18 9:30:00
2195 买 159916.XSHE 深F60ETF 1.773 4.931 5.085 1.295 1.0 0.0 0.0 5.020 5.055 0.697 2020/8/18 9:30:00
2196 买 510220.XSHG 中小ETF 1.791 5.209 5.351 0.886 1.0 0.0 0.0 5.304 5.303 -0.019 2020/8/18 9:30:00
2197 买 159951.XSHE 中关村ETF 1.045 1.042 1.076 2.184 1.0 0.0 0.0 1.053 1.053 0.000 2020/8/18 9:30:00
2198 卖 515670.XSHG 中银100 3.223 1.171 1.218 0.661 0.0 1.0 0.0 1.210 1.217 0.579 2020/8/19 9:30:00
2199 卖 159916.XSHE 深F60ETF -0.020 5.009 5.057 0.978 0.0 1.0 0.0 5.008 5.045 0.739 2020/8/19 9:30:00
2025-05-09 01:25:35.185566
23天前
说明：原策略-风险控制--错误多，不起作用。10万本金买国债错误多。
~~~
调试完成，测试中。。。日志如下：
~~~
2020-01-02 09:30:00 - INFO - Selected funds: ['511220.XSHG', '510890.XSHG', '512890.XSHG', '159972.XSHE', '512520.XSHG', '513520.XSHG', '515650.XSHG', '159962.XSHE', '512040.XSHG', '515550.XSHG']
2020-01-03 09:30:00 - INFO - Selected funds: ['510210.XSHG', '515310.XSHG', '511060.XSHG', '515550.XSHG', '515010.XSHG', '512650.XSHG', '515810.XSHG', '159980.XSHE', '159962.XSHE', '159928.XSHE']
2020-01-06 09:30:00 - INFO - Selected funds: ['512330.XSHG', '515860.XSHG', '512480.XSHG', '515310.XSHG', '515550.XSHG', '510390.XSHG', '515330.XSHG', '515880.XSHG', '512160.XSHG', '512720.XSHG']
2020-01-07 09:30:00 - INFO - Selected funds: ['510410.XSHG', '159930.XSHE', '159958.XSHE', '512400.XSHG', '511060.XSHG', '518800.XSHG', '515520.XSHG', '515010.XSHG', '159972.XSHE', '512100.XSHG']
2020-01-08 09:30:00 - INFO - Selected funds: ['512530.XSHG', '159963.XSHE', '512720.XSHG', '515550.XSHG', '513050.XSHG', '512930.XSHG', '515200.XSHG', '512380.XSHG', '510580.XSHG', '510230.XSHG']
2020-01-09 09:30:00 - INFO - Selected funds: ['512680.XSHG', '510890.XSHG', '518800.XSHG', '510410.XSHG', '511220.XSHG', '159930.XSHE', '512710.XSHG', '512400.XSHG', '512670.XSHG', '511060.XSHG']
2020-01-10 09:30:00 - INFO - Selected funds: ['159974.XSHE', '515330.XSHG', '159913.XSHE', '512970.XSHG', '159962.XSHE', '512480.XSHG', '159972.XSHE', '159985.XSHE', '515060.XSHG', '512690.XSHG']
2020-01-13 09:30:00 - INFO - Selected funds: ['511030.XSHG', '510530.XSHG', '512680.XSHG', '512510.XSHG', '159972.XSHE', '159963.XSHE', '159970.XSHE', '510810.XSHG', '515300.XSHG', '512040.XSHG']
2020-01-14 09:30:00 - INFO - Selected funds: ['510290.XSHG', '515060.XSHG', '159955.XSHE', '513520.XSHG', '518800.XSHG', '515010.XSHG', '159972.XSHE', '159932.XSHE', '515310.XSHG', '515650.XSHG']
2020-01-14 09:30:00 - ERROR - 订单委托失败：StockOrder(entrust_id=1746732121 security=159972.XSHE mode=OrderTargetValue: _value=36077.95415881318 style=MarketOrderStyle: _limit_price=0.0 side=long action=close margin=False entrust_time=2020-01-14 09:30:00 cancel_time=None finish_time=None comment= error=平仓数量不能小于 100)
2020-01-14 09:35:00 - INFO - 止损触发：511030.XSHG @ 2020-01-14 09:35:00
2020-01-14 14:55:00 - INFO - 止损触发：511030.XSHG @ 2020-01-14 14:55:00
2020-01-15 09:30:00 - INFO - Selected funds: ['512530.XSHG', '515060.XSHG', '513520.XSHG', '512400.XSHG', '159909.XSHE', '512480.XSHG', '515310.XSHG', '159972.XSHE', '515200.XSHG', '512930.XSHG']
2020-01-15 09:35:00 - INFO - 止损触发：511030.XSHG @ 2020-01-15 09:35:00
2020-01-15 14:55:00 - INFO - 止损触发：511030.XSHG @ 2020-01-15 14:55:00
2020-01-16 09:30:00 - INFO - Selected funds: ['511220.XSHG', '515310.XSHG', '512680.XSHG', '512580.XSHG', '159957.XSHE', '159987.XSHE', '159972.XSHE', '515200.XSHG', '512970.XSHG', '515390.XSHG']
2020-01-16 09:35:00 - INFO - 止损触发：511030.XSHG @ 2020-01-16 09:35:00
2020-01-16 14:55:00 - INFO - 止损触发：511030.XSHG @ 2020-01-16 14:55:00
2020-01-17 09:30:00 - INFO - Selected funds: ['510880.XSHG', '510680.XSHG', '512290.XSHG', '159972.XSHE', '512970.XSHG', '512690.XSHG', '515860.XSHG', '515150.XSHG', '515520.XSHG', '512680.XSHG']
2020-01-17 09:35:00 - INFO - 止损触发：511030.XSHG @ 2020-01-17 09:35:00
2020-01-17 14:55:00 - INFO - 止损触发：511030.XSHG @ 2020-01-17 14:55:00
2020-01-20 09:30:00 - INFO - Selected funds: ['159984.XSHE', '510210.XSHG', '513660.XSHG', '159981.XSHE', '515150.XSHG', '515870.XSHG', '159980.XSHE', '515580.XSHG', '512710.XSHG', '512720.XSHG']
2020-01-20 09:35:00 - INFO - 止损触发：511030.XSHG @ 2020-01-20 09:35:00
2020-01-20 09:35:00 - INFO - 止损触发：510680.XSHG @ 2020-01-20 09:35:00
2020-01-20 14:55:00 - INFO - 止损触发：511030.XSHG @ 2020-01-20 14:55:00
2020-01-21 09:30:00 - INFO - Selected funds: ['159970.XSHE', '159976.XSHE', '159984.XSHE', '510800.XSHG', '512690.XSHG', '159975.XSHE', '512480.XSHG', '513660.XSHG', '515390.XSHG', '512960.XSHG']
2020-01-21 09:35:00 - INFO - 止损触发：511030.XSHG @ 2020-01-21 09:35:00
2020-01-21 14:55:00 - INFO - 止损触发：511030.XSHG @ 2020-01-21 14:55:00
2020-01-22 09:30:00 - INFO - Selected funds: ['159906.XSHE', '512980.XSHG', '510590.XSHG', '159981.XSHE', '515870.XSHG', '159976.XSHE', '510810.XSHG', '512590.XSHG', '159939.XSHE', '515860.XSHG']
2020-01-22 09:35:00 - INFO - 止损触发：511030.XSHG @ 2020-01-22 09:35:00
2020-01-22 14:55:00 - INFO - 止损触发：511030.XSHG @ 2020-01-22 14:55:00
2020-01-23 09:30:00 - INFO - Selected funds: ['159976.XSHE', '515860.XSHG', '510360.XSHG', '159984.XSHE', '511220.XSHG', '159922.XSHE', '515590.XSHG', '159966.XSHE', '159967.XSHE', '512900.XSHG']
2020-02-03 09:30:00 - INFO - Selected funds: ['159976.XSHE', '159990.XSHE', '515590.XSHG', '515520.XSHG', '512280.XSHG', '159984.XSHE', '512070.XSHG', '512040.XSHG', '159975.XSHE', '159902.XSHE']
2020-02-03 09:35:00 - INFO - 止损触发：159976.XSHE @ 2020-02-03 09:35:00
2020-02-03 09:35:00 - INFO - 止损触发：515860.XSHG @ 2020-02-03 09:35:00
2020-02-03 09:35:00 - INFO - 止损触发：159984.XSHE @ 2020-02-03 09:35:00
2020-02-03 09:35:00 - INFO - 止损触发：515590.XSHG @ 2020-02-03 09:35:00
2020-02-03 09:35:00 - INFO - 止损触发：512900.XSHG @ 2020-02-03 09:35:00
2020-02-03 14:55:00 - INFO - 止损触发：159984.XSHE @ 2020-02-03 14:55:00
2020-02-03 14:55:00 - INFO - 止损触发：515590.XSHG @ 2020-02-03 14:55:00
2020-02-04 09:30:00 - INFO - Selected funds: ['159981.XSHE', '515590.XSHG', '515520.XSHG', '159984.XSHE', '159976.XSHE', '512610.XSHG', '512120.XSHG', '159970.XSHE', '510660.XSHG', '515390.XSHG']
2020-02-04 09:35:00 - INFO - 止损触发：515590.XSHG @ 2020-02-04 09:35:00
2020-02-05 09:30:00 - INFO - Selected funds: ['510510.XSHG', '159975.XSHE', '515590.XSHG', '159976.XSHE', '159929.XSHE', '159972.XSHE', '518800.XSHG', '515060.XSHG', '515390.XSHG', '515680.XSHG']
2020-02-06 09:30:00 - INFO - Selected funds: ['511220.XSHG', '159970.XSHE', '512180.XSHG', '159967.XSHE', '159958.XSHE', '159987.XSHE', '515330.XSHG', '159990.XSHE', '515860.XSHG', '159976.XSHE']
2020-02-07 09:30:00 - INFO - Selected funds: ['159913.XSHE', '159976.XSHE', '159970.XSHE', '159922.XSHE', '159984.XSHE', '512820.XSHG', '159987.XSHE', '159963.XSHE', '512960.XSHG', '159969.XSHE']
2020-02-10 09:30:00 - INFO - Selected funds: ['159976.XSHE', '512910.XSHG', '159990.XSHE', '515200.XSHG', '512730.XSHG', '512180.XSHG', '159929.XSHE', '512100.XSHG', '515010.XSHG', '159984.XSHE']
2020-02-11 09:30:00 - INFO - Selected funds: ['159987.XSHE', '512300.XSHG', '159976.XSHE', '515800.XSHG', '512170.XSHG', '515590.XSHG', '159958.XSHE', '512280.XSHG', '512360.XSHG', '159938.XSHE']
2020-02-12 09:30:00 - INFO - Selected funds: ['159976.XSHE', '159987.XSHE', '512070.XSHG', '512090.XSHG', '510410.XSHG', '512300.XSHG', '159984.XSHE', '515750.XSHG', '512330.XSHG', '512720.XSHG']
2020-02-13 09:30:00 - INFO - Selected funds: ['159976.XSHE', '159984.XSHE', '512710.XSHG', '512180.XSHG', '515590.XSHG', '515520.XSHG', '515350.XSHG', '510230.XSHG', '159916.XSHE', '512100.XSHG']
2020-02-14 09:30:00 - INFO - Selected funds: ['159984.XSHE', '159976.XSHE', '515590.XSHG', '510590.XSHG', '512980.XSHG', '512160.XSHG', '512930.XSHG', '159990.XSHE', '512710.XSHG', '515750.XSHG']
2020-02-17 09:30:00 - INFO - Selected funds: ['159913.XSHE', '159979.XSHE', '159984.XSHE', '511220.XSHG', '159976.XSHE', '512670.XSHG', '515590.XSHG', '512580.XSHG', '515680.XSHG', '159990.XSHE']
2020-02-18 09:30:00 - INFO - Selected funds: ['515520.XSHG', '159976.XSHE', '159984.XSHE', '159913.XSHE', '159979.XSHE', '159968.XSHE', '515800.XSHG', '159916.XSHE', '515350.XSHG', '512380.XSHG']
2020-02-19 09:30:00 - INFO - Selected funds: ['512680.XSHG', '159984.XSHE', '159979.XSHE', '159974.XSHE', '512670.XSHG', '159976.XSHE', '512170.XSHG', '515590.XSHG', '159916.XSHE', '515350.XSHG']
2020-02-20 09:30:00 - INFO - Selected funds: ['511220.XSHG', '159984.XSHE', '159976.XSHE', '512200.XSHG', '159979.XSHE', '512930.XSHG', '512670.XSHG', '515870.XSHG', '513030.XSHG', '510230.XSHG']
2020-02-21 09:30:00 - INFO - Selected funds: ['515150.XSHG', '159984.XSHE', '515310.XSHG', '159916.XSHE', '159976.XSHE', '159979.XSHE', '512520.XSHG', '512530.XSHG', '515800.XSHG', '159990.XSHE']
2020-02-24 09:30:00 - INFO - Selected funds: ['513520.XSHG', '159984.XSHE', '512530.XSHG', '512580.XSHG', '512070.XSHG', '512200.XSHG', '512380.XSHG', '159979.XSHE', '515350.XSHG', '515590.XSHG']
2020-02-25 09:30:00 - INFO - Selected funds: ['159958.XSHE', '512680.XSHG', '159987.XSHE', '515580.XSHG', '510350.XSHG', '512380.XSHG', '513520.XSHG', '513000.XSHG', '515680.XSHG', '159968.XSHE']
2020-02-26 09:30:00 - INFO - Selected funds: ['512990.XSHG', '515870.XSHG', '515590.XSHG', '512930.XSHG', '515390.XSHG', '159939.XSHE', '512680.XSHG', '515850.XSHG', '512660.XSHG', '512330.XSHG']
2020-02-26 14:55:00 - INFO - 止损触发：159939.XSHE @ 2020-02-26 14:55:00
2020-02-26 14:55:00 - ERROR - 订单委托失败：StockOrder(entrust_id=1746732557 security=159939.XSHE mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle: _limit_price=0.0 side=long action=close margin=False entrust_time=2020-02-26 14:55:00 cancel_time=None finish_time=None comment= error=您当前可平仓证券数量不足，调整为 0)
2020-02-27 09:30:00 - INFO - Selected funds: ['515200.XSHG', '511220.XSHG', '512150.XSHG', '510810.XSHG', '159984.XSHE', '512970.XSHG', '159976.XSHE', '512670.XSHG', '159910.XSHE', '515860.XSHG']
2020-02-28 09:30:00 - INFO - Selected funds: ['512330.XSHG', '512220.XSHG', '512770.XSHG', '515980.XSHG', '159939.XSHE', '512930.XSHG', '512660.XSHG', '159967.XSHE', '159948.XSHE', '159966.XSHE']
2020-03-02 09:30:00 - INFO - Selected funds: ['518800.XSHG', '159976.XSHE', '159984.XSHE', '510530.XSHG', '512180.XSHG', '511270.XSHG', '512670.XSHG', '159930.XSHE', '512040.XSHG', '515800.XSHG']
2020-03-03 09:30:00 - INFO - Selected funds: ['515060.XSHG', '512530.XSHG', '511220.XSHG', '511270.XSHG', '515900.XSHG', '510530.XSHG', '515590.XSHG', '515160.XSHG', '515090.XSHG', '511010.XSHG']
2020-03-04 09:30:00 - INFO - Selected funds: ['515150.XSHG', '159939.XSHE', '512690.XSHG', '512930.XSHG', '512780.XSHG', '512710.XSHG', '515900.XSHG', '515980.XSHG', '159982.XSHE', '512100.XSHG']
2020-03-05 09:30:00 - INFO - Selected funds: ['512200.XSHG', '511270.XSHG', '510530.XSHG', '511260.XSHG', '511220.XSHG', '515300.XSHG', '512530.XSHG', '512730.XSHG', '159910.XSHE', '510350.XSHG']
2020-03-06 09:30:00 - INFO - Selected funds: ['515870.XSHG', '159979.XSHE', '512530.XSHG', '515580.XSHG', '515070.XSHG', '159967.XSHE', '515980.XSHG', '515160.XSHG', '159966.XSHE', '512580.XSHG']
2020-03-09 09:30:00 - INFO - Selected funds: ['512280.XSHG', '159986.XSHE', '159930.XSHE', '159940.XSHE', '512720.XSHG', '510410.XSHG', '513520.XSHG', '512200.XSHG', '512330.XSHG', '159966.XSHE']
23天前
回测完成 ，实际耗时146分29秒，积分-8。
修正风险控制错误，起作用了，回测慢。
考虑购买国债，策略加入限制最低买入2万元。回测初始资金50万。
成交额限制大于500万小于2亿
止损逻辑（跌至成本价97%） - 止盈止损时间关系无法最优化
止盈逻辑（涨至成本价103.1%）
~~~
df = df[df['money'] < 2e8]
df = df[df['money'] > 5e6]
# 止损逻辑（跌至成本价97%）
if current_price < cost_basis * 0.97 or fund not in g.buy_list:
log.info(f"止损触发：{fund} @ {context.current_dt}")
order_target(fund, 0, style=MarketOrderStyle()) # 市价单确保成交
# 止盈逻辑（涨至成本价103.1%）
elif current_price > cost_basis * 1.031 and fund not in g.buy_list:
log.info(f"止盈触发：{fund} @ {context.current_dt}")
order_target(fund, 0)
~~~
23天前
@tangying 交易这种超低流动性的品种，本来就不适合大资金。我现在用5万在跑，但问题是通过中转网址传递交易信号有延迟（我实验最多的能有几分钟），导致实盘和聚宽的模拟成本不一致，最要命的是两边持仓也不一样，第一天聚宽的模拟端只买入4支，而******实盘却买入了8支，后续的操作很难同步了。期待有大神把这个策略改写成******端直接跑。
23天前
@遥遥天路 我想改成盘中实时（每5分钟甚至tick级）监控持仓，达到止盈止损条件立即触发平仓，不过这样一来回测时间就更长了。您如果是编程高手，看能不能把这个策略移植到******上直接运行，毕竟资金曲线如此平滑，很诱人的。移植成功了别忘分享我一下。
23天前