金融量化分析【day112】：双均线策略
一、双均线策略
1、什么是双均线策略？
2、实现代码
def initialize(context):
set_benchmark('601318.XSHG')
set_option('use_real_price',True)
set_order_cost(OrderCost(open_tax=0, close_tax=0.001, open_commission=0.0003, close_commission=0.0003,close_today_commission=0, min_commission=5),type='stock')
g.security = ['601318.XSHG']
g.p1 = 5
g.p2 = 60
def handle_data(context, data):
for stock in g.security:
# 金叉：如果5日均线大于10日均线并且不持仓
# 死叉：如果5日均线小于10日均线并且持仓
df = attribute_history(stock, g.p2)
ma10 = df['close'].mean()
ma5 = df['close'][-5:].mean()
if ma10 > ma5 and stock in context.portfolio.positions:
# 死叉
order_target(stock, 0)
if ma10 < ma5 and stock not in context.portfolio.positions:
# 金叉
order_value(stock, context.portfolio.available_cash * 0.8)
二、非股灾时期测试
1、编译运行
2、日志输出
日志 错误 2014-06-03 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 2002000: Order(security=601318.XSHG mode=OrderValue: _value=80000000.0 style=MarketOrderStyle side=long margin=False entrust_time=None) 2014-06-03 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540533202 security=601318.XSHG mode=OrderValue: _value=80000000.0 style=MarketOrderStyle side=long margin=False entrust_time=2014-06-03 09:30:00 error=) 2014-06-03 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540533202 security=601318.XSHG mode=OrderValue: _value=80000000.0 style=MarketOrderStyle side=long margin=False entrust_time=2014-06-03 09:30:00 error=开仓数量必须是100的整数倍，调整为 2002000) 2014-06-03 09:30:00 - INFO - order StockOrder(entrust_id=1540533202 security=601318.XSHG mode=OrderValue: _value=80000000.0 style=MarketOrderStyle side=long margin=False entrust_time=2014-06-03 09:30:00 error=开仓数量必须是100的整数倍，调整为 2002000) trade price: 40.01, amount:2002000, commission: 24030.01 2014-06-03 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540533202 security=601318.XSHG mode=OrderValue: _value=80000000.0 style=MarketOrderStyle side=long margin=False entrust_time=2014-06-03 09:30:00 error=开仓数量必须是100的整数倍，调整为 2002000) 2014-06-27 09:29:00 - INFO - Security(code=601318.XSHG) 在 2014-06-27 发生了分红：每股税前分红0.45, 税后分红0.36, 每股变成1.0股。 2014-06-27 09:29:00 - INFO - 分红前，price=39.26, avg_cost=40.01, acc_avg_cost=40.022003002, amount=2002000 2014-06-27 09:29:00 - INFO - 分红后，price=38.81, avg_cost=39.56, acc_avg_cost=39.572003002, amount=2002000 2014-06-30 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540533203 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2014-06-30 09:30:00 error=) 2014-06-30 09:30:00 - INFO - order StockOrder(entrust_id=1540533203 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2014-06-30 09:30:00 error=) trade price: 38.86, amount:2002000, commission: 101137.04 2014-06-30 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540533203 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2014-06-30 09:30:00 error=) 2014-07-04 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 1988200: Order(security=601318.XSHG mode=OrderValue: _value=78634602.36 style=MarketOrderStyle side=long margin=False entrust_time=None) 2014-07-04 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540533204 security=601318.XSHG mode=OrderValue: _value=78634602.36 style=MarketOrderStyle side=long margin=False entrust_time=2014-07-04 09:30:00 error=) 2014-07-04 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540533204 security=601318.XSHG mode=OrderValue: _value=78634602.36 style=MarketOrderStyle side=long margin=False entrust_time=2014-07-04 09:30:00 error=开仓数量必须是100的整数倍，调整为 1988200) 2014-07-04 09:30:00 - INFO - order StockOrder(entrust_id=1540533204 security=601318.XSHG mode=OrderValue: _value=78634602.36 style=MarketOrderStyle side=long margin=False entrust_time=2014-07-04 09:30:00 error=开仓数量必须是100的整数倍，调整为 1988200) trade price: 39.6, amount:1988200, commission: 23619.82 2014-07-04 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540533204 security=601318.XSHG mode=OrderValue: _value=78634602.36 style=MarketOrderStyle side=long margin=False entrust_time=2014-07-04 09:30:00 error=开仓数量必须是100的整数倍，调整为 1988200) 2014-09-12 09:29:00 - INFO - Security(code=601318.XSHG) 在 2014-09-12 发生了分红：每股税前分红0.25, 税后分红0.2, 每股变成1.0股。 2014-09-12 09:29:00 - INFO - 分红前，price=42.74, avg_cost=39.6, acc_avg_cost=39.611880002, amount=1988200 2014-09-12 09:29:00 - INFO - 分红后，price=42.49, avg_cost=39.35, acc_avg_cost=39.361880002, amount=1988200 2014-09-23 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540533205 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2014-09-23 09:30:00 error=) 2014-09-23 09:30:00 - INFO - order StockOrder(entrust_id=1540533205 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2014-09-23 09:30:00 error=) trade price: 41.02, amount:1988200, commission: 106022.75 2014-09-23 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540533205 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2014-09-23 09:30:00 error=) 2014-11-04 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 1888800: Order(security=601318.XSHG mode=OrderValue: _value=81107595.504 style=MarketOrderStyle side=long margin=False entrust_time=None) 2014-11-04 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540533206 security=601318.XSHG mode=OrderValue: _value=81107595.504 style=MarketOrderStyle side=long margin=False entrust_time=2014-11-04 09:30:00 error=) 2014-11-04 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540533206 security=601318.XSHG mode=OrderValue: _value=81107595.504 style=MarketOrderStyle side=long margin=False entrust_time=2014-11-04 09:30:00 error=开仓数量必须是100的整数倍，调整为 1888800) 2014-11-04 09:30:00 - INFO - order StockOrder(entrust_id=1540533206 security=601318.XSHG mode=OrderValue: _value=81107595.504 style=MarketOrderStyle side=long margin=False entrust_time=2014-11-04 09:30:00 error=开仓数量必须是100的整数倍，调整为 1888800) trade price: 42.99, amount:1888800, commission: 24359.85 2014-11-04 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540533206 security=601318.XSHG mode=OrderValue: _value=81107595.504 style=MarketOrderStyle side=long margin=False entrust_time=2014-11-04 09:30:00 error=开仓数量必须是100的整数倍，调整为 1888800) 2015-03-06 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540533207 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2015-03-06 09:30:00 error=) 2015-03-06 09:30:00 - INFO - order StockOrder(entrust_id=1540533207 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2015-03-06 09:30:00 error=) trade price: 65.17, amount:1888800, commission: 160021.02 2015-03-06 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540533207 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2015-03-06 09:30:00 error=) 2015-03-18 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 1513600: Order(security=601318.XSHG mode=OrderValue: _value=114474958.008 style=MarketOrderStyle side=long margin=False entrust_time=None) 2015-03-18 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540533208 security=601318.XSHG mode=OrderValue: _value=114474958.008 style=MarketOrderStyle side=long margin=False entrust_time=2015-03-18 09:30:00 error=) 2015-03-18 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540533208 security=601318.XSHG mode=OrderValue: _value=114474958.008 style=MarketOrderStyle side=long margin=False entrust_time=2015-03-18 09:30:00 error=开仓数量必须是100的整数倍，调整为 1513600) 2015-03-18 09:30:00 - INFO - order StockOrder(entrust_id=1540533208 security=601318.XSHG mode=OrderValue: _value=114474958.008 style=MarketOrderStyle side=long margin=False entrust_time=2015-03-18 09:30:00 error=开仓数量必须是100的整数倍，调整为 1513600) trade price: 75.72, amount:1513600, commission: 34382.94 2015-03-18 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540533208 security=601318.XSHG mode=OrderValue: _value=114474958.008 style=MarketOrderStyle side=long margin=False entrust_time=2015-03-18 09:30:00 error=开仓数量必须是100的整数倍，调整为 1513600)
3、运行回测
4、最大回撤
三、股灾时期的
1、编译运行
2、日志输出
1 2015-06-10 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 906000: Order(security=601318.XSHG mode=OrderValue: _value=80000000.0 style=MarketOrderStyle side=long margin=False entrust_time=None) 2 3 2015-06-10 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540533744 security=601318.XSHG mode=OrderValue: _value=80000000.0 style=MarketOrderStyle side=long margin=False entrust_time=2015-06-10 09:30:00 error=) 4 5 2015-06-10 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540533744 security=601318.XSHG mode=OrderValue: _value=80000000.0 style=MarketOrderStyle side=long margin=False entrust_time=2015-06-10 09:30:00 error=开仓数量必须是100的整数倍，调整为 906000) 6 7 2015-06-10 09:30:00 - INFO - order StockOrder(entrust_id=1540533744 security=601318.XSHG mode=OrderValue: _value=80000000.0 style=MarketOrderStyle side=long margin=False entrust_time=2015-06-10 09:30:00 error=开仓数量必须是100的整数倍，调整为 906000) trade price: 88.41, amount:906000, commission: 24029.84 8 9 2015-06-10 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540533744 security=601318.XSHG mode=OrderValue: _value=80000000.0 style=MarketOrderStyle side=long margin=False entrust_time=2015-06-10 09:30:00 error=开仓数量必须是100的整数倍，调整为 906000) 10 11 2015-06-23 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540533745 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2015-06-23 09:30:00 error=) 12 13 2015-06-23 09:30:00 - INFO - order StockOrder(entrust_id=1540533745 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2015-06-23 09:30:00 error=) trade price: 80.9, amount:906000, commission: 95284.02 14 15 2015-06-23 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540533745 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2015-06-23 09:30:00 error=) 16 17 2015-10-19 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 2270100: Order(security=601318.XSHG mode=OrderValue: _value=74461300.912 style=MarketOrderStyle side=long margin=False entrust_time=None) 18 19 2015-10-19 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540533746 security=601318.XSHG mode=OrderValue: _value=74461300.912 style=MarketOrderStyle side=long margin=False entrust_time=2015-10-19 09:30:00 error=) 20 21 2015-10-19 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540533746 security=601318.XSHG mode=OrderValue: _value=74461300.912 style=MarketOrderStyle side=long margin=False entrust_time=2015-10-19 09:30:00 error=开仓数量必须是100的整数倍，调整为 2270100) 22 23 2015-10-19 09:30:00 - INFO - order StockOrder(entrust_id=1540533746 security=601318.XSHG mode=OrderValue: _value=74461300.912 style=MarketOrderStyle side=long margin=False entrust_time=2015-10-19 09:30:00 error=开仓数量必须是100的整数倍，调整为 2270100) trade price: 32.84, amount:2270100, commission: 22365.03 24 25 2015-10-19 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540533746 security=601318.XSHG mode=OrderValue: _value=74461300.912 style=MarketOrderStyle side=long margin=False entrust_time=2015-10-19 09:30:00 error=开仓数量必须是100的整数倍，调整为 2270100) 26 27 2016-01-08 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540533747 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-01-08 09:30:00 error=) 28 29 2016-01-08 09:30:00 - INFO - order StockOrder(entrust_id=1540533747 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-01-08 09:30:00 error=) trade price: 33.96, amount:2270100, commission: 100220.37 30 31 2016-01-08 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540533747 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-01-08 09:30:00 error=) 32 33 2016-03-22 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 2339800: Order(security=601318.XSHG mode=OrderValue: _value=76397242.192 style=MarketOrderStyle side=long margin=False entrust_time=None) 34 35 2016-03-22 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540533748 security=601318.XSHG mode=OrderValue: _value=76397242.192 style=MarketOrderStyle side=long margin=False entrust_time=2016-03-22 09:30:00 error=) 36 37 2016-03-22 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540533748 security=601318.XSHG mode=OrderValue: _value=76397242.192 style=MarketOrderStyle side=long margin=False entrust_time=2016-03-22 09:30:00 error=开仓数量必须是100的整数倍，调整为 2339800) 38 39 2016-03-22 09:30:00 - INFO - order StockOrder(entrust_id=1540533748 security=601318.XSHG mode=OrderValue: _value=76397242.192 style=MarketOrderStyle side=long margin=False entrust_time=2016-03-22 09:30:00 error=开仓数量必须是100的整数倍，调整为 2339800) trade price: 32.69, amount:2339800, commission: 22946.42 40 41 2016-03-22 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540533748 security=601318.XSHG mode=OrderValue: _value=76397242.192 style=MarketOrderStyle side=long margin=False entrust_time=2016-03-22 09:30:00 error=开仓数量必须是100的整数倍，调整为 2339800) 42 43 2016-05-13 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540533749 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-05-13 09:30:00 error=) 44 45 2016-05-13 09:30:00 - INFO - order StockOrder(entrust_id=1540533749 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-05-13 09:30:00 error=) trade price: 31.51, amount:2339800, commission: 95845.23 46 47 2016-05-13 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540533749 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-05-13 09:30:00 error=) 48 49 2016-05-17 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 2344700: Order(security=601318.XSHG mode=OrderValue: _value=74093437.672 style=MarketOrderStyle side=long margin=False entrust_time=None) 50 51 2016-05-17 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540533750 security=601318.XSHG mode=OrderValue: _value=74093437.672 style=MarketOrderStyle side=long margin=False entrust_time=2016-05-17 09:30:00 error=) 52 53 2016-05-17 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540533750 security=601318.XSHG mode=OrderValue: _value=74093437.672 style=MarketOrderStyle side=long margin=False entrust_time=2016-05-17 09:30:00 error=开仓数量必须是100的整数倍，调整为 2344700) 54 55 2016-05-17 09:30:00 - INFO - order StockOrder(entrust_id=1540533750 security=601318.XSHG mode=OrderValue: _value=74093437.672 style=MarketOrderStyle side=long margin=False entrust_time=2016-05-17 09:30:00 error=开仓数量必须是100的整数倍，调整为 2344700) trade price: 31.64, amount:2344700, commission: 22255.89 56 57 2016-05-17 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540533750 security=601318.XSHG mode=OrderValue: _value=74093437.672 style=MarketOrderStyle side=long margin=False entrust_time=2016-05-17 09:30:00 error=开仓数量必须是100的整数倍，调整为 2344700) 58 59 2016-05-30 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540533751 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-05-30 09:30:00 error=) 60 61 2016-05-30 09:30:00 - INFO - order StockOrder(entrust_id=1540533751 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-05-30 09:30:00 error=) trade price: 31.71, amount:2344700, commission: 96655.57 62 63 2016-05-30 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540533751 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-05-30 09:30:00 error=) 64 65 2016-06-01 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 2267600: Order(security=601318.XSHG mode=OrderValue: _value=74129611.704 style=MarketOrderStyle side=long margin=False entrust_time=None) 66 67 2016-06-01 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540533752 security=601318.XSHG mode=OrderValue: _value=74129611.704 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=) 68 69 2016-06-01 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540533752 security=601318.XSHG mode=OrderValue: _value=74129611.704 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 2267600) 70 71 2016-06-01 09:30:00 - INFO - order StockOrder(entrust_id=1540533752 security=601318.XSHG mode=OrderValue: _value=74129611.704 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 2267600) trade price: 32.73, amount:2267600, commission: 22265.56 72 73 2016-06-01 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540533752 security=601318.XSHG mode=OrderValue: _value=74129611.704 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 2267600)
3、运行回测
4、最大回撤
四、长线
1、编译运行
2、日志输出
1 2014-06-03 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 2002000: Order(security=601318.XSHG mode=OrderValue: _value=80000000.0 style=MarketOrderStyle side=long margin=False entrust_time=None) 2 3 2014-06-03 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540534196 security=601318.XSHG mode=OrderValue: _value=80000000.0 style=MarketOrderStyle side=long margin=False entrust_time=2014-06-03 09:30:00 error=) 4 5 2014-06-03 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540534196 security=601318.XSHG mode=OrderValue: _value=80000000.0 style=MarketOrderStyle side=long margin=False entrust_time=2014-06-03 09:30:00 error=开仓数量必须是100的整数倍，调整为 2002000) 6 7 2014-06-03 09:30:00 - INFO - order StockOrder(entrust_id=1540534196 security=601318.XSHG mode=OrderValue: _value=80000000.0 style=MarketOrderStyle side=long margin=False entrust_time=2014-06-03 09:30:00 error=开仓数量必须是100的整数倍，调整为 2002000) trade price: 40.01, amount:2002000, commission: 24030.01 8 9 2014-06-03 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540534196 security=601318.XSHG mode=OrderValue: _value=80000000.0 style=MarketOrderStyle side=long margin=False entrust_time=2014-06-03 09:30:00 error=开仓数量必须是100的整数倍，调整为 2002000) 10 11 2014-06-27 09:29:00 - INFO - Security(code=601318.XSHG) 在 2014-06-27 发生了分红：每股税前分红0.45, 税后分红0.36, 每股变成1.0股。 12 13 2014-06-27 09:29:00 - INFO - 分红前，price=39.26, avg_cost=40.01, acc_avg_cost=40.022003002, amount=2002000 14 15 2014-06-27 09:29:00 - INFO - 分红后，price=38.81, avg_cost=39.56, acc_avg_cost=39.572003002, amount=2002000 16 17 2014-06-30 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540534197 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2014-06-30 09:30:00 error=) 18 19 2014-06-30 09:30:00 - INFO - order StockOrder(entrust_id=1540534197 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2014-06-30 09:30:00 error=) trade price: 38.86, amount:2002000, commission: 101137.04 20 21 2014-06-30 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540534197 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2014-06-30 09:30:00 error=) 22 23 2014-07-04 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 1988200: Order(security=601318.XSHG mode=OrderValue: _value=78634602.36 style=MarketOrderStyle side=long margin=False entrust_time=None) 24 25 2014-07-04 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540534198 security=601318.XSHG mode=OrderValue: _value=78634602.36 style=MarketOrderStyle side=long margin=False entrust_time=2014-07-04 09:30:00 error=) 26 27 2014-07-04 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540534198 security=601318.XSHG mode=OrderValue: _value=78634602.36 style=MarketOrderStyle side=long margin=False entrust_time=2014-07-04 09:30:00 error=开仓数量必须是100的整数倍，调整为 1988200) 28 29 2014-07-04 09:30:00 - INFO - order StockOrder(entrust_id=1540534198 security=601318.XSHG mode=OrderValue: _value=78634602.36 style=MarketOrderStyle side=long margin=False entrust_time=2014-07-04 09:30:00 error=开仓数量必须是100的整数倍，调整为 1988200) trade price: 39.6, amount:1988200, commission: 23619.82 30 31 2014-07-04 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540534198 security=601318.XSHG mode=OrderValue: _value=78634602.36 style=MarketOrderStyle side=long margin=False entrust_time=2014-07-04 09:30:00 error=开仓数量必须是100的整数倍，调整为 1988200) 32 33 2014-09-12 09:29:00 - INFO - Security(code=601318.XSHG) 在 2014-09-12 发生了分红：每股税前分红0.25, 税后分红0.2, 每股变成1.0股。 34 35 2014-09-12 09:29:00 - INFO - 分红前，price=42.74, avg_cost=39.6, acc_avg_cost=39.611880002, amount=1988200 36 37 2014-09-12 09:29:00 - INFO - 分红后，price=42.49, avg_cost=39.35, acc_avg_cost=39.361880002, amount=1988200 38 39 2014-09-23 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540534199 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2014-09-23 09:30:00 error=) 40 41 2014-09-23 09:30:00 - INFO - order StockOrder(entrust_id=1540534199 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2014-09-23 09:30:00 error=) trade price: 41.02, amount:1988200, commission: 106022.75 42 43 2014-09-23 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540534199 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2014-09-23 09:30:00 error=) 44 45 2014-11-04 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 1888800: Order(security=601318.XSHG mode=OrderValue: _value=81107595.504 style=MarketOrderStyle side=long margin=False entrust_time=None) 46 47 2014-11-04 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540534200 security=601318.XSHG mode=OrderValue: _value=81107595.504 style=MarketOrderStyle side=long margin=False entrust_time=2014-11-04 09:30:00 error=) 48 49 2014-11-04 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540534200 security=601318.XSHG mode=OrderValue: _value=81107595.504 style=MarketOrderStyle side=long margin=False entrust_time=2014-11-04 09:30:00 error=开仓数量必须是100的整数倍，调整为 1888800) 50 51 2014-11-04 09:30:00 - INFO - order StockOrder(entrust_id=1540534200 security=601318.XSHG mode=OrderValue: _value=81107595.504 style=MarketOrderStyle side=long margin=False entrust_time=2014-11-04 09:30:00 error=开仓数量必须是100的整数倍，调整为 1888800) trade price: 42.99, amount:1888800, commission: 24359.85 52 53 2014-11-04 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540534200 security=601318.XSHG mode=OrderValue: _value=81107595.504 style=MarketOrderStyle side=long margin=False entrust_time=2014-11-04 09:30:00 error=开仓数量必须是100的整数倍，调整为 1888800) 54 55 2015-03-06 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540534201 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2015-03-06 09:30:00 error=) 56 57 2015-03-06 09:30:00 - INFO - order StockOrder(entrust_id=1540534201 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2015-03-06 09:30:00 error=) trade price: 65.17, amount:1888800, commission: 160021.02 58 59 2015-03-06 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540534201 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2015-03-06 09:30:00 error=) 60 61 2015-03-18 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 1513600: Order(security=601318.XSHG mode=OrderValue: _value=114474958.008 style=MarketOrderStyle side=long margin=False entrust_time=None) 62 63 2015-03-18 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540534202 security=601318.XSHG mode=OrderValue: _value=114474958.008 style=MarketOrderStyle side=long margin=False entrust_time=2015-03-18 09:30:00 error=) 64 65 2015-03-18 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540534202 security=601318.XSHG mode=OrderValue: _value=114474958.008 style=MarketOrderStyle side=long margin=False entrust_time=2015-03-18 09:30:00 error=开仓数量必须是100的整数倍，调整为 1513600) 66 67 2015-03-18 09:30:00 - INFO - order StockOrder(entrust_id=1540534202 security=601318.XSHG mode=OrderValue: _value=114474958.008 style=MarketOrderStyle side=long margin=False entrust_time=2015-03-18 09:30:00 error=开仓数量必须是100的整数倍，调整为 1513600) trade price: 75.72, amount:1513600, commission: 34382.94 68 69 2015-03-18 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540534202 security=601318.XSHG mode=OrderValue: _value=114474958.008 style=MarketOrderStyle side=long margin=False entrust_time=2015-03-18 09:30:00 error=开仓数量必须是100的整数倍，调整为 1513600) 70 71 2015-06-23 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540534203 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2015-06-23 09:30:00 error=) 72 73 2015-06-23 09:30:00 - INFO - order StockOrder(entrust_id=1540534203 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2015-06-23 09:30:00 error=) trade price: 80.9, amount:1513600, commission: 159185.31 74 75 2015-06-23 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540534203 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2015-06-23 09:30:00 error=) 76 77 2015-10-19 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 3676500: Order(security=601318.XSHG mode=OrderValue: _value=120592461.808 style=MarketOrderStyle side=long margin=False entrust_time=None) 78 79 2015-10-19 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540534204 security=601318.XSHG mode=OrderValue: _value=120592461.808 style=MarketOrderStyle side=long margin=False entrust_time=2015-10-19 09:30:00 error=) 80 81 2015-10-19 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540534204 security=601318.XSHG mode=OrderValue: _value=120592461.808 style=MarketOrderStyle side=long margin=False entrust_time=2015-10-19 09:30:00 error=开仓数量必须是100的整数倍，调整为 3676500) 82 83 2015-10-19 09:30:00 - INFO - order StockOrder(entrust_id=1540534204 security=601318.XSHG mode=OrderValue: _value=120592461.808 style=MarketOrderStyle side=long margin=False entrust_time=2015-10-19 09:30:00 error=开仓数量必须是100的整数倍，调整为 3676500) trade price: 32.84, amount:3676500, commission: 36220.88 84 85 2015-10-19 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540534204 security=601318.XSHG mode=OrderValue: _value=120592461.808 style=MarketOrderStyle side=long margin=False entrust_time=2015-10-19 09:30:00 error=开仓数量必须是100的整数倍，调整为 3676500) 86 87 2016-01-08 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540534205 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-01-08 09:30:00 error=) 88 89 2016-01-08 09:30:00 - INFO - order StockOrder(entrust_id=1540534205 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-01-08 09:30:00 error=) trade price: 33.96, amount:3676500, commission: 162310.12 90 91 2016-01-08 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540534205 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-01-08 09:30:00 error=) 92 93 2016-03-22 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 3789500: Order(security=601318.XSHG mode=OrderValue: _value=123727781.008 style=MarketOrderStyle side=long margin=False entrust_time=None) 94 95 2016-03-22 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540534206 security=601318.XSHG mode=OrderValue: _value=123727781.008 style=MarketOrderStyle side=long margin=False entrust_time=2016-03-22 09:30:00 error=) 96 97 2016-03-22 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540534206 security=601318.XSHG mode=OrderValue: _value=123727781.008 style=MarketOrderStyle side=long margin=False entrust_time=2016-03-22 09:30:00 error=开仓数量必须是100的整数倍，调整为 3789500) 98 99 2016-03-22 09:30:00 - INFO - order StockOrder(entrust_id=1540534206 security=601318.XSHG mode=OrderValue: _value=123727781.008 style=MarketOrderStyle side=long margin=False entrust_time=2016-03-22 09:30:00 error=开仓数量必须是100的整数倍，调整为 3789500) trade price: 32.69, amount:3789500, commission: 37163.63 100 101 2016-03-22 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540534206 security=601318.XSHG mode=OrderValue: _value=123727781.008 style=MarketOrderStyle side=long margin=False entrust_time=2016-03-22 09:30:00 error=开仓数量必须是100的整数倍，调整为 3789500) 102 103 2016-05-13 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540534207 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-05-13 09:30:00 error=) 104 105 2016-05-13 09:30:00 - INFO - order StockOrder(entrust_id=1540534207 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-05-13 09:30:00 error=) trade price: 31.51, amount:3789500, commission: 155229.29 106 107 2016-05-13 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540534207 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-05-13 09:30:00 error=) 108 109 2016-05-17 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 3797300: Order(security=601318.XSHG mode=OrderValue: _value=119996578.672 style=MarketOrderStyle side=long margin=False entrust_time=None) 110 111 2016-05-17 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540534208 security=601318.XSHG mode=OrderValue: _value=119996578.672 style=MarketOrderStyle side=long margin=False entrust_time=2016-05-17 09:30:00 error=) 112 113 2016-05-17 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540534208 security=601318.XSHG mode=OrderValue: _value=119996578.672 style=MarketOrderStyle side=long margin=False entrust_time=2016-05-17 09:30:00 error=开仓数量必须是100的整数倍，调整为 3797300) 114 115 2016-05-17 09:30:00 - INFO - order StockOrder(entrust_id=1540534208 security=601318.XSHG mode=OrderValue: _value=119996578.672 style=MarketOrderStyle side=long margin=False entrust_time=2016-05-17 09:30:00 error=开仓数量必须是100的整数倍，调整为 3797300) trade price: 31.64, amount:3797300, commission: 36043.97 116 117 2016-05-17 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540534208 security=601318.XSHG mode=OrderValue: _value=119996578.672 style=MarketOrderStyle side=long margin=False entrust_time=2016-05-17 09:30:00 error=开仓数量必须是100的整数倍，调整为 3797300) 118 119 2016-05-30 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540534209 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-05-30 09:30:00 error=) 120 121 2016-05-30 09:30:00 - INFO - order StockOrder(entrust_id=1540534209 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-05-30 09:30:00 error=) trade price: 31.71, amount:3797300, commission: 156536.1 122 123 2016-05-30 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540534209 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-05-30 09:30:00 error=) 124 125 2016-06-01 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 3672500: Order(security=601318.XSHG mode=OrderValue: _value=120055163.416 style=MarketOrderStyle side=long margin=False entrust_time=None) 126 127 2016-06-01 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540534210 security=601318.XSHG mode=OrderValue: _value=120055163.416 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=) 128 129 2016-06-01 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540534210 security=601318.XSHG mode=OrderValue: _value=120055163.416 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 3672500) 130 131 2016-06-01 09:30:00 - INFO - order StockOrder(entrust_id=1540534210 security=601318.XSHG mode=OrderValue: _value=120055163.416 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 3672500) trade price: 32.73, amount:3672500, commission: 36060.28 132 133 2016-06-01 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540534210 security=601318.XSHG mode=OrderValue: _value=120055163.416 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 3672500) 134 135 2016-06-28 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540534211 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-28 09:30:00 error=) 136 137 2016-06-28 09:30:00 - INFO - order StockOrder(entrust_id=1540534211 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-28 09:30:00 error=) trade price: 31.53, amount:3672500, commission: 150532.1 138 139 2016-06-28 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540534211 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-28 09:30:00 error=) 140 141 2016-07-04 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 3623200: Order(security=601318.XSHG mode=OrderValue: _value=116380289.512 style=MarketOrderStyle side=long margin=False entrust_time=None) 142 143 2016-07-04 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540534212 security=601318.XSHG mode=OrderValue: _value=116380289.512 style=MarketOrderStyle side=long margin=False entrust_time=2016-07-04 09:30:00 error=) 144 145 2016-07-04 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540534212 security=601318.XSHG mode=OrderValue: _value=116380289.512 style=MarketOrderStyle side=long margin=False entrust_time=2016-07-04 09:30:00 error=开仓数量必须是100的整数倍，调整为 3623200) 146 147 2016-07-04 09:30:00 - INFO - order StockOrder(entrust_id=1540534212 security=601318.XSHG mode=OrderValue: _value=116380289.512 style=MarketOrderStyle side=long margin=False entrust_time=2016-07-04 09:30:00 error=开仓数量必须是100的整数倍，调整为 3623200) trade price: 32.16, amount:3623200, commission: 34956.63 148 149 2016-07-04 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540534212 security=601318.XSHG mode=OrderValue: _value=116380289.512 style=MarketOrderStyle side=long margin=False entrust_time=2016-07-04 09:30:00 error=开仓数量必须是100的整数倍，调整为 3623200) 150 151 2016-07-05 09:29:00 - INFO - Security(code=601318.XSHG) 在 2016-07-05 发生了分红：每股税前分红0.35, 税后分红0.28, 每股变成1.0股。 152 153 2016-07-05 09:29:00 - INFO - 分红前，price=32.09, avg_cost=32.16, acc_avg_cost=32.169647999, amount=3623200 154 155 2016-07-05 09:29:00 - INFO - 分红后，price=31.74, avg_cost=31.81, acc_avg_cost=31.819647999, amount=3623200 156 157 2016-09-05 09:29:00 - INFO - Security(code=601318.XSHG) 在 2016-09-05 发生了分红：每股税前分红0.2, 税后分红0.16, 每股变成1.0股。 158 159 2016-09-05 09:29:00 - INFO - 分红前，price=34.66, avg_cost=31.81, acc_avg_cost=31.819647999, amount=3623200 160 161 2016-09-05 09:29:00 - INFO - 分红后，price=34.46, avg_cost=31.61, acc_avg_cost=31.619647999, amount=3623200 162 163 2016-12-22 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540534213 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-12-22 09:30:00 error=) 164 165 2016-12-22 09:30:00 - INFO - order StockOrder(entrust_id=1540534213 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-12-22 09:30:00 error=) trade price: 34.62, amount:3623200, commission: 163065.74 166 167 2016-12-22 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540534213 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-12-22 09:30:00 error=) 168 169 2017-01-04 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 3491900: Order(security=601318.XSHG mode=OrderValue: _value=124627695.616 style=MarketOrderStyle side=long margin=False entrust_time=None) 170 171 2017-01-04 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540534214 security=601318.XSHG mode=OrderValue: _value=124627695.616 style=MarketOrderStyle side=long margin=False entrust_time=2017-01-04 09:30:00 error=) 172 173 2017-01-04 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540534214 security=601318.XSHG mode=OrderValue: _value=124627695.616 style=MarketOrderStyle side=long margin=False entrust_time=2017-01-04 09:30:00 error=开仓数量必须是100的整数倍，调整为 3491900) 174 175 2017-01-04 09:30:00 - INFO - order StockOrder(entrust_id=1540534214 security=601318.XSHG mode=OrderValue: _value=124627695.616 style=MarketOrderStyle side=long margin=False entrust_time=2017-01-04 09:30:00 error=开仓数量必须是100的整数倍，调整为 3491900) trade price: 35.73, amount:3491900, commission: 37429.68 176 177 2017-01-04 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540534214 security=601318.XSHG mode=OrderValue: _value=124627695.616 style=MarketOrderStyle side=long margin=False entrust_time=2017-01-04 09:30:00 error=开仓数量必须是100的整数倍，调整为 3491900) 178 179 2017-01-12 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540534215 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2017-01-12 09:30:00 error=) 180 181 2017-01-12 09:30:00 - INFO - order StockOrder(entrust_id=1540534215 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2017-01-12 09:30:00 error=) trade price: 35.26, amount:3491900, commission: 160061.71 182 183 2017-01-12 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540534215 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2017-01-12 09:30:00 error=) 184 185 2017-01-18 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 3414300: Order(security=601318.XSHG mode=OrderValue: _value=123156748.104 style=MarketOrderStyle side=long margin=False entrust_time=None) 186 187 2017-01-18 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540534216 security=601318.XSHG mode=OrderValue: _value=123156748.104 style=MarketOrderStyle side=long margin=False entrust_time=2017-01-18 09:30:00 error=) 188 189 2017-01-18 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540534216 security=601318.XSHG mode=OrderValue: _value=123156748.104 style=MarketOrderStyle side=long margin=False entrust_time=2017-01-18 09:30:00 error=开仓数量必须是100的整数倍，调整为 3414300) 190 191 2017-01-18 09:30:00 - INFO - order StockOrder(entrust_id=1540534216 security=601318.XSHG mode=OrderValue: _value=123156748.104 style=MarketOrderStyle side=long margin=False entrust_time=2017-01-18 09:30:00 error=开仓数量必须是100的整数倍，调整为 3414300) trade price: 36.11, amount:3414300, commission: 36987.11 192 193 2017-01-18 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540534216 security=601318.XSHG mode=OrderValue: _value=123156748.104 style=MarketOrderStyle side=long margin=False entrust_time=2017-01-18 09:30:00 error=开仓数量必须是100的整数倍，调整为 3414300) 194 195 2017-03-08 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540534217 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2017-03-08 09:30:00 error=) 196 197 2017-03-08 09:30:00 - INFO - order StockOrder(entrust_id=1540534217 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2017-03-08 09:30:00 error=) trade price: 35.86, amount:3414300, commission: 159167.84 198 199 2017-03-08 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540534217 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2017-03-08 09:30:00 error=) 200 201 2017-03-17 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 3386400: Order(security=601318.XSHG mode=OrderValue: _value=122316964.144 style=MarketOrderStyle side=long margin=False entrust_time=None) 202 203 2017-03-17 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540534218 security=601318.XSHG mode=OrderValue: _value=122316964.144 style=MarketOrderStyle side=long margin=False entrust_time=2017-03-17 09:30:00 error=) 204 205 2017-03-17 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540534218 security=601318.XSHG mode=OrderValue: _value=122316964.144 style=MarketOrderStyle side=long margin=False entrust_time=2017-03-17 09:30:00 error=开仓数量必须是100的整数倍，调整为 3386400) 206 207 2017-03-17 09:30:00 - INFO - order StockOrder(entrust_id=1540534218 security=601318.XSHG mode=OrderValue: _value=122316964.144 style=MarketOrderStyle side=long margin=False entrust_time=2017-03-17 09:30:00 error=开仓数量必须是100的整数倍，调整为 3386400) trade price: 36.16, amount:3386400, commission: 36735.67 208 209 2017-03-17 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540534218 security=601318.XSHG mode=OrderValue: _value=122316964.144 style=MarketOrderStyle side=long margin=False entrust_time=2017-03-17 09:30:00 error=开仓数量必须是100的整数倍，调整为 3386400) 210 211 2017-04-17 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540534219 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2017-04-17 09:30:00 error=) 212 213 2017-04-17 09:30:00 - INFO - order StockOrder(entrust_id=1540534219 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2017-04-17 09:30:00 error=) trade price: 35.77, amount:3386400, commission: 157470.99 214 215 2017-04-17 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540534219 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2017-04-17 09:30:00 error=) 216 217 2017-04-27 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 3230300: Order(security=601318.XSHG mode=OrderValue: _value=121105042.016 style=MarketOrderStyle side=long margin=False entrust_time=None) 218 219 2017-04-27 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540534220 security=601318.XSHG mode=OrderValue: _value=121105042.016 style=MarketOrderStyle side=long margin=False entrust_time=2017-04-27 09:30:00 error=) 220 221 2017-04-27 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540534220 security=601318.XSHG mode=OrderValue: _value=121105042.016 style=MarketOrderStyle side=long margin=False entrust_time=2017-04-27 09:30:00 error=开仓数量必须是100的整数倍，调整为 3230300) 222 223 2017-04-27 09:30:00 - INFO - order StockOrder(entrust_id=1540534220 security=601318.XSHG mode=OrderValue: _value=121105042.016 style=MarketOrderStyle side=long margin=False entrust_time=2017-04-27 09:30:00 error=开仓数量必须是100的整数倍，调整为 3230300) trade price: 37.54, amount:3230300, commission: 36379.64 224 225 2017-04-27 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540534220 security=601318.XSHG mode=OrderValue: _value=121105042.016 style=MarketOrderStyle side=long margin=False entrust_time=2017-04-27 09:30:00 error=开仓数量必须是100的整数倍，调整为 3230300) 226 227 2017-07-11 09:29:00 - INFO - Security(code=601318.XSHG) 在 2017-07-11 发生了分红：每股税前分红0.55, 税后分红0.44, 每股变成1.0股。 228 229 2017-07-11 09:29:00 - INFO - 分红前，price=50.59, avg_cost=37.54, acc_avg_cost=37.5512620004, amount=3230300 230 231 2017-07-11 09:29:00 - INFO - 分红后，price=50.04, avg_cost=36.99, acc_avg_cost=37.0012620004, amount=3230300 232 233 2017-09-04 09:29:00 - INFO - Security(code=601318.XSHG) 在 2017-09-04 发生了分红：每股税前分红0.5, 税后分红0.4, 每股变成1.0股。 234 235 2017-09-04 09:29:00 - INFO - 分红前，price=55.66, avg_cost=36.99, acc_avg_cost=37.0012620004, amount=3230300 236 237 2017-09-04 09:29:00 - INFO - 分红后，price=55.16, avg_cost=36.49, acc_avg_cost=36.5012620004, amount=3230300 238 239 2018-02-09 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540534221 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2018-02-09 09:30:00 error=) 240 241 2018-02-09 09:30:00 - INFO - order StockOrder(entrust_id=1540534221 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2018-02-09 09:30:00 error=) trade price: 66.42, amount:3230300, commission: 278923.48 242 243 2018-02-09 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540534221 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2018-02-09 09:30:00 error=) 244 245 2018-03-22 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 2688800: Order(security=601318.XSHG mode=OrderValue: _value=197656412.32 style=MarketOrderStyle side=long margin=False entrust_time=None) 246 247 2018-03-22 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540534222 security=601318.XSHG mode=OrderValue: _value=197656412.32 style=MarketOrderStyle side=long margin=False entrust_time=2018-03-22 09:30:00 error=) 248 249 2018-03-22 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540534222 security=601318.XSHG mode=OrderValue: _value=197656412.32 style=MarketOrderStyle side=long margin=False entrust_time=2018-03-22 09:30:00 error=开仓数量必须是100的整数倍，调整为 2688800) 250 251 2018-03-22 09:30:00 - INFO - order StockOrder(entrust_id=1540534222 security=601318.XSHG mode=OrderValue: _value=197656412.32 style=MarketOrderStyle side=long margin=False entrust_time=2018-03-22 09:30:00 error=开仓数量必须是100的整数倍，调整为 2688800) trade price: 73.6, amount:2688800, commission: 59368.7 252 253 2018-03-22 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540534222 security=601318.XSHG mode=OrderValue: _value=197656412.32 style=MarketOrderStyle side=long margin=False entrust_time=2018-03-22 09:30:00 error=开仓数量必须是100的整数倍，调整为 2688800) 254 255 2018-03-27 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540534223 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2018-03-27 09:30:00 error=) 256 257 2018-03-27 09:30:00 - INFO - order StockOrder(entrust_id=1540534223 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2018-03-27 09:30:00 error=) trade price: 69.49, amount:2688800, commission: 242898.13 258 259 2018-03-27 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540534223 security=601318.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2018-03-27 09:30:00 error=)
3、运行回测
4、最大回撤
作者：罗阿红
出处：http://www.cnblogs.com/luoahong/
本文版权归作者和博客园共有，欢迎转载，但未经作者同意必须保留此段声明，且在文章页面明显位置给出原文连接。
