[ { "path": ".github/workflows/pythonpackage.yml", "content": "name: Python package\n\non: [push]\n\njobs:\n build:\n\n runs-on: ubuntu-latest\n strategy:\n max-parallel: 4\n matrix:\n python-version: [3.5, 3.6, 3.7]\n\n steps:\n - uses: actions/checkout@v1\n - name: Set up Python ${{ matrix.python-version }}\n uses: actions/setup-python@v1\n with:\n python-version: ${{ matrix.python-version }}\n - name: Install dependencies\n run: |\n python -m pip install --upgrade pip\n\n pip install quantaxis\n - name: Lint with flake8\n run: |\n pip install flake8\n # stop the build if there are Python syntax errors or undefined names\n flake8 . --count --select=E9,F63,F7,F82 --show-source --statistics\n # exit-zero treats all errors as warnings. The GitHub editor is 127 chars wide\n flake8 . --count --exit-zero --max-complexity=10 --max-line-length=127 --statistics\n - name: Test with pytest\n run: |\n pip install pytest\n pytest\n" }, { "path": ".gitignore", "content": "# Byte-compiled / optimized / DLL files\n__pycache__/\n*.py[cod]\n*$py.class\n\n# C extensions\n*.so\n.vscode/settings.json\n\n# Distribution / packaging\n.Python\nbuild/\ndevelop-eggs/\ndist/\ndownloads/\neggs/\n.eggs/\nlib/\nlib64/\nparts/\nsdist/\nvar/\nwheels/\n*.egg-info/\n.installed.cfg\n*.egg\nMANIFEST\nreal/*\n.idea/*\n# PyInstaller\n# Usually these files are written by a python script from a template\n# before PyInstaller builds the exe, so as to inject date/other infos into it.\n*.manifest\n*.spec\n\n# Installer logs\npip-log.txt\npip-delete-this-directory.txt\n\n# Unit test / coverage reports\nhtmlcov/\n.tox/\n.coverage\n.coverage.*\n.cache\nnosetests.xml\ncoverage.xml\n*.cover\n.hypothesis/\n.pytest_cache/\n\n# Translations\n*.mo\n*.pot\n\n# Django stuff:\n*.log\nlocal_settings.py\ndb.sqlite3\n\n# Flask stuff:\ninstance/\n.webassets-cache\n\n# Scrapy stuff:\n.scrapy\n\n# Sphinx documentation\ndocs/_build/\n\n# PyBuilder\ntarget/\n\n# Jupyter Notebook\n.ipynb_checkpoints\n\n# pyenv\n.python-version\n\n# celery beat schedule file\ncelerybeat-schedule\n\n# SageMath parsed files\n*.sage.py\n\n# Environments\n.env\n.venv\nenv/\nvenv/\nENV/\nenv.bak/\nvenv.bak/\n\n# Spyder project settings\n.spyderproject\n.spyproject\n\n# Rope project settings\n.ropeproject\n\n# mkdocs documentation\n/site\n\n# mypy\n.mypy_cache/\n" }, { "path": "LICENSE", "content": "MIT License\n\nCopyright (c) 2019 Vincent yu\n\nPermission is hereby granted, free of charge, to any person obtaining a copy\nof this software and associated documentation files (the \"Software\"), to deal\nin the Software without restriction, including without limitation the rights\nto use, copy, modify, merge, publish, distribute, sublicense, and/or sell\ncopies of the Software, and to permit persons to whom the Software is\nfurnished to do so, subject to the following conditions:\n\nThe above copyright notice and this permission notice shall be included in all\ncopies or substantial portions of the Software.\n\nTHE SOFTWARE IS PROVIDED \"AS IS\", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR\nIMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,\nFITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE\nAUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER\nLIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,\nOUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE\nSOFTWARE.\n" }, { "path": "QAStrategy/__init__.py", "content": "__version__ = '0.0.25'\n__author__ = 'yutiansut'\n\n\nfrom QAStrategy.util import QA_data_futuremin_resample\nfrom QAStrategy.qactabase import QAStrategyCTABase\n" }, { "path": "QAStrategy/qactabase.py", "content": "import copy\nimport datetime\nimport json\nimport os\nimport re\nimport sys\nimport threading\nimport time\nimport uuid\n\nimport pandas as pd\nimport pymongo\nimport requests\nfrom qaenv import (eventmq_amqp, eventmq_ip, eventmq_password, eventmq_port,\n eventmq_username, mongo_ip, mongo_uri)\nfrom QAPUBSUB.consumer import subscriber, subscriber_routing, subscriber_topic\nfrom QAPUBSUB.producer import publisher_routing, publisher_topic\n\nimport QUANTAXIS as QA\nfrom QAStrategy.util import QA_data_futuremin_resample\nfrom QIFIAccount import ORDER_DIRECTION, QIFI_Account\nfrom QUANTAXIS.QAARP import QA_Risk, QA_User\nfrom QUANTAXIS.QAEngine.QAThreadEngine import QA_Thread\nfrom QUANTAXIS.QAUtil.QAParameter import MARKET_TYPE, RUNNING_ENVIRONMENT\n\n\nclass QAStrategyCTABase():\n def __init__(self, code='rb2005', frequence='1min', strategy_id='QA_STRATEGY', risk_check_gap=1, portfolio='default',\n start='2020-01-01', end='2020-05-21', init_cash=1000000, send_wx=False,\n data_host=eventmq_ip, data_port=eventmq_port, data_user=eventmq_username, data_password=eventmq_password,\n trade_host=eventmq_ip, trade_port=eventmq_port, trade_user=eventmq_username, trade_password=eventmq_password,\n taskid=None, mongo_ip=mongo_ip, model='py'):\n \"\"\"\n code 可以传入单个标的 也可以传入一组标的(list)\n 会自动基于code来判断是什么市场\n TODO: 支持多个市场同时存在\n\n self.trade_host 交易所在的eventmq的ip [挂ORDER_ROUTER的]\n\n /\n\n\n\n \"\"\"\n self.username = 'admin'\n self.password = 'admin'\n\n self.trade_host = trade_host\n self.code = code\n self.frequence = frequence\n self.strategy_id = strategy_id\n\n self.portfolio = portfolio\n\n self.data_host = data_host\n self.data_port = data_port\n self.data_user = data_user\n self.data_password = data_password\n self.trade_host = trade_host\n self.trade_port = trade_port\n self.trade_user = trade_user\n self.trade_password = trade_password\n\n self.start = start\n self.end = end\n self.init_cash = init_cash\n self.taskid = taskid\n\n self.running_time = ''\n\n self.market_preset = QA.QAARP.MARKET_PRESET()\n self._market_data = []\n self.risk_check_gap = risk_check_gap\n self.latest_price = {}\n\n self.isupdate = False\n self.model = model\n self.new_data = {}\n self._systemvar = {}\n self._signal = []\n self.send_wx = send_wx\n if isinstance(self.code, str):\n\n self.last_order_towards = {self.code: {'BUY': '', 'SELL': ''}}\n else:\n self.last_order_towards = dict(\n zip(self.code, [{'BUY': '', 'SELL': ''} for i in range(len(self.code))]))\n self.dt = ''\n if isinstance(self.code, str):\n self.market_type = MARKET_TYPE.FUTURE_CN if re.search(\n r'[a-zA-z]+', self.code) else MARKET_TYPE.STOCK_CN\n else:\n self.market_type = MARKET_TYPE.FUTURE_CN if re.search(\n r'[a-zA-z]+', self.code[0]) else MARKET_TYPE.STOCK_CN\n\n self.bar_order = {'BUY_OPEN': 0, 'SELL_OPEN': 0,\n 'BUY_CLOSE': 0, 'SELL_CLOSE': 0}\n\n self._num_cached = 120\n self._cached_data = []\n self.user_init()\n\n @property\n def bar_id(self):\n return len(self._market_data)\n\n\n @property\n def BarsSinceEntryLong(self):\n return self.bar_id - self.bar_order.get('BUY_OPEN', self.bar_id)\n\n @property\n def BarsSinceEntryShort(self):\n return self.bar_id - self.bar_order.get('SELL_OPEN', self.bar_id)\n\n\n @property\n def EntryPriceLong(self):\n code = self.get_code()\n return self.get_positions(code).open_price_long\n @property\n def EntryPriceShort(self):\n code = self.get_code()\n return self.get_positions(code).open_price_short\n\n\n def on_sync(self):\n if self.running_mode != 'backtest':\n self.pubacc.pub(json.dumps(self.acc.message),\n routing_key=self.strategy_id)\n\n def _debug_sim(self):\n\n self.running_mode = 'sim'\n\n if self.frequence.endswith('min'):\n\n if isinstance(self.code, str):\n self._old_data = QA.QA_fetch_get_future_min('tdx', self.code.upper(), QA.QA_util_get_last_day(\n QA.QA_util_get_real_date(str(datetime.date.today()))), str(datetime.datetime.now()), self.frequence)[:-1].set_index(['datetime', 'code'])\n self._old_data = self._old_data.assign(volume=self._old_data.trade).loc[:, [\n 'open', 'high', 'low', 'close', 'volume']]\n else:\n\n self._old_data = pd.concat([QA.QA_fetch_get_future_min('tdx', item.upper(), QA.QA_util_get_last_day(\n QA.QA_util_get_real_date(str(datetime.date.today()))), str(datetime.datetime.now()), self.frequence)[:-1].set_index(['datetime', 'code']) for item in self.code], sort=False)\n self._old_data = self._old_data.assign(volume=self._old_data.trade).loc[:, [\n 'open', 'high', 'low', 'close', 'volume']]\n else:\n self._old_data = pd.DataFrame()\n\n self.database = pymongo.MongoClient(mongo_ip).QAREALTIME\n\n self.client = self.database.account\n self.subscriber_client = self.database.subscribe\n\n self.acc = QIFI_Account(\n username=self.strategy_id, password=self.strategy_id, trade_host=mongo_ip, init_cash=self.init_cash)\n self.acc.initial()\n self.acc.on_sync = self.on_sync\n\n self.pub = publisher_routing(exchange='QAORDER_ROUTER', host=self.trade_host,\n port=self.trade_port, user=self.trade_user, password=self.trade_password)\n self.pubacc = publisher_topic(exchange='QAAccount', host=self.trade_host,\n port=self.trade_port, user=self.trade_user, password=self.trade_password)\n\n if isinstance(self.code, str):\n self.subscribe_data(self.code.lower(), self.frequence, self.data_host,\n self.data_port, self.data_user, self.data_password, self.model)\n else:\n self.subscribe_multi(self.code, self.frequence, self.data_host,\n self.data_port, self.data_user, self.data_password, self.model)\n print('account {} start sim'.format(self.strategy_id))\n self.database.strategy_schedule.job_control.update(\n {'strategy_id': self.strategy_id},\n {'strategy_id': self.strategy_id, 'taskid': self.taskid,\n 'filepath': os.path.abspath(__file__), 'status': 200}, upsert=True)\n\n def debug_sim(self):\n self._debug_sim()\n threading.Thread(target=self.sub.start, daemon=True).start()\n\n def run_sim(self):\n self._debug_sim()\n\n self.sub.start()\n\n def run_backtest(self):\n self.debug()\n self.acc.save()\n\n risk = QA_Risk(self.acc)\n risk.save()\n\n try:\n \"\"\"add rank flow if exist\n\n QARank是我们内部用于评价策略ELO的库 此处并不影响正常使用\n \"\"\"\n from QARank import QA_Rank\n QA_Rank(self.acc).send()\n except:\n pass\n\n def user_init(self):\n \"\"\"\n 用户自定义的init过程\n \"\"\"\n pass\n\n def debug(self):\n self.running_mode = 'backtest'\n self.database = pymongo.MongoClient(mongo_ip).QUANTAXIS\n user = QA_User(username=self.username, password=self.password)\n port = user.new_portfolio(self.portfolio)\n self.acc = port.new_accountpro(\n account_cookie=self.strategy_id, init_cash=self.init_cash, market_type=self.market_type, frequence=self.frequence)\n self.positions = self.acc.get_position(self.code)\n\n print(self.acc)\n print(self.acc.market_type)\n data = QA.QA_quotation(self.code.upper(), self.start, self.end, source=QA.DATASOURCE.MONGO,\n frequence=self.frequence, market=self.market_type, output=QA.OUTPUT_FORMAT.DATASTRUCT)\n\n data.data.apply(self.x1, axis=1)\n\n def x1(self, item):\n self.latest_price[item.name[1]] = item['close']\n if str(item.name[0])[0:10] != str(self.running_time)[0:10]:\n self.on_dailyclose()\n self.on_dailyopen()\n if self.market_type == QA.MARKET_TYPE.STOCK_CN:\n print('backtest: Settle!')\n self.acc.settle()\n self._on_1min_bar()\n self._market_data.append(copy.deepcopy(item))\n self.running_time = str(item.name[0])\n self.on_bar(item)\n\n def debug_t0(self):\n self.running_mode = 'backtest'\n self.database = pymongo.MongoClient(mongo_ip).QUANTAXIS\n user = QA_User(username=self.username, password=self.password)\n port = user.new_portfolio(self.portfolio)\n self.acc = port.new_accountpro(\n account_cookie=self.strategy_id, init_cash=self.init_cash, init_hold={\n self.code: 100000},\n market_type=self.market_type, running_environment=RUNNING_ENVIRONMENT.TZERO)\n self.positions = self.acc.get_position(self.code)\n data = QA.QA_quotation(self.code.upper(), self.start, self.end, source=QA.DATASOURCE.MONGO,\n frequence=self.frequence, market=self.market_type, output=QA.OUTPUT_FORMAT.DATASTRUCT)\n\n def x1(item):\n self.latest_price[item.name[1]] = item['close']\n if str(item.name[0])[0:10] != str(self.running_time)[0:10]:\n self.on_dailyclose()\n for order in self.acc.close_positions_order:\n order.trade('closebySys', order.price,\n order.amount, order.datetime)\n self.on_dailyopen()\n if self.market_type == QA.MARKET_TYPE.STOCK_CN:\n print('backtest: Settle!')\n self.acc.settle()\n self._on_1min_bar()\n self._market_data.append(copy.deepcopy(item))\n self.running_time = str(item.name[0])\n self.on_bar(item)\n\n data.data.apply(x1, axis=1)\n\n def debug_currenttick(self, freq):\n data = QA.QA_fetch_get_future_transaction_realtime(\n 'tdx', self.code.upper())\n self.running_mode = 'backtest'\n self.database = pymongo.MongoClient(mongo_ip).QUANTAXIS\n user = QA_User(username=self.username, password=self.password)\n port = user.new_portfolio(self.portfolio)\n self.strategy_id = self.strategy_id + \\\n 'currenttick_{}_{}'.format(str(datetime.date.today()), freq)\n self.acc = port.new_accountpro(\n account_cookie=self.strategy_id, init_cash=self.init_cash, market_type=self.market_type)\n self.positions = self.acc.get_position(self.code)\n data = data.assign(price=data.price/1000).loc[:, ['code', 'price', 'volume']].resample(\n freq).apply({'code': 'last', 'price': 'ohlc', 'volume': 'sum'}).dropna()\n data.columns = data.columns.droplevel(0)\n data = data.reset_index().set_index(['datetime', 'code'])\n\n def x1(item):\n self.latest_price[item.name[1]] = item['close']\n if str(item.name[0])[0:10] != str(self.running_time)[0:10]:\n self.on_dailyclose()\n self.on_dailyopen()\n self._on_1min_bar()\n self._market_data.append(copy.deepcopy(item))\n self.running_time = str(item.name[0])\n self.on_bar(item)\n\n data.apply(x1, axis=1)\n\n def debug_histick(self, freq):\n data = QA.QA_fetch_get_future_transaction(\n 'tdx', self.code.upper(), self.start, self.end)\n self.running_mode = 'backtest'\n self.database = pymongo.MongoClient(mongo_ip).QUANTAXIS\n user = QA_User(username=self.username, password=self.password)\n port = user.new_portfolio(self.portfolio)\n self.strategy_id = self.strategy_id + \\\n 'histick_{}_{}_{}'.format(self.start, self.end, freq)\n self.acc = port.new_accountpro(\n account_cookie=self.strategy_id, init_cash=self.init_cash, market_type=self.market_type)\n self.positions = self.acc.get_position(self.code)\n data = data.assign(price=data.price/1000).loc[:, ['code', 'price', 'volume']].resample(\n freq).apply({'code': 'last', 'price': 'ohlc', 'volume': 'sum'}).dropna()\n data.columns = data.columns.droplevel(0)\n data = data.reset_index().set_index(['datetime', 'code'])\n\n def x1(item):\n self.latest_price[item.name[1]] = item['close']\n if str(item.name[0])[0:10] != str(self.running_time)[0:10]:\n self.on_dailyclose()\n self.on_dailyopen()\n self._on_1min_bar()\n self._market_data.append(copy.deepcopy(item))\n self.running_time = str(item.name[0])\n self.on_bar(item)\n\n data.apply(x1, axis=1)\n\n def subscribe_data(self, code, frequence, data_host, data_port, data_user, data_password, model='py'):\n \"\"\"[summary]\n\n Arguments:\n code {[type]} -- [description]\n frequence {[type]} -- [description]\n \"\"\"\n\n if frequence.endswith('min'):\n if model == 'py':\n self.sub = subscriber(exchange='realtime_{}_{}'.format(\n frequence, code), host=data_host, port=data_port, user=data_user, password=data_password)\n elif model == 'rust':\n self.sub = subscriber_routing(exchange='realtime_{}'.format(\n code), routing_key=frequence, host=data_host, port=data_port, user=data_user, password=data_password)\n self.sub.callback = self.callback\n elif frequence.endswith('s'):\n\n import re\n self._num_cached = 2*int(re.findall(r'\\d+', self.frequence)[0])\n self.sub = subscriber_routing(\n exchange='CTPX', routing_key=code, host=data_host, port=data_port, user=data_user, password=data_password)\n self.sub.callback = self.second_callback\n elif frequence.endswith('tick'):\n self._num_cached = 1\n self.sub = subscriber_routing(\n exchange='CTPX', routing_key=code, host=data_host, port=data_port, user=data_user, password=data_password)\n self.sub.callback = self.tick_callback\n\n def subscribe_multi(self, codelist, frequence, data_host, data_port, data_user, data_password, model='py'):\n if frequence.endswith('min'):\n if model == 'rust':\n self.sub = subscriber_routing(exchange='realtime_{}'.format(\n codelist[0]), routing_key=frequence, host=data_host, port=data_port, user=data_user, password=data_password)\n for item in codelist[1:]:\n self.sub.add_sub(exchange='realtime_{}'.format(\n item), routing_key=frequence)\n elif model == 'py':\n self.sub = subscriber_routing(exchange='realtime_{}'.format(\n codelist[0].lower()), routing_key=frequence, host=data_host, port=data_port, user=data_user, password=data_password)\n for item in codelist[1:]:\n self.sub.add_sub(exchange='realtime_{}'.format(\n item.lower()), routing_key=frequence)\n self.sub.callback = self.callback\n elif frequence.endswith('tick'):\n\n self._num_cached = 1\n self.sub = subscriber_routing(exchange='CTPX', routing_key=codelist[0].lower(\n ), host=data_host, port=data_port, user=data_user, password=data_password)\n for item in codelist[1:]:\n self.sub.add_sub(exchange='CTPX', routing_key=item.lower())\n\n self.sub.callback = self.tick_callback\n\n @property\n def old_data(self):\n return self._old_data\n\n def update(self):\n \"\"\"\n 此处是切换bar的时候的节点\n \"\"\"\n self._old_data = self._market_data\n self._on_1min_bar()\n\n @property\n def market_datetime(self):\n \"\"\"计算的market时间点 此api慎用 因为会惰性计算全市场的值\n\n Returns:\n [type] -- [description]\n \"\"\"\n return self.market_data.index.levels[0]\n\n @property\n def market_data(self):\n\n if self.running_mode == 'sim':\n return self._market_data\n elif self.running_mode == 'backtest':\n return pd.concat(self._market_data[-100:], axis=1, sort=False).T\n\n def force_close(self):\n # 强平\n if self.positions.volume_long > 0:\n self.send_order('SELL', 'CLOSE', price=self.positions.last_price,\n volume=self.positions.volume_long)\n if self.positions.volume_short > 0:\n self.send_order('BUY', 'CLOSE', price=self.positions.last_price,\n volume=self.positions.volume_short)\n\n def upcoming_data(self, new_bar):\n \"\"\"upcoming_bar :\n\n 在这一步中, 我们主要进行的是\n\n 1. 更新self._market_data\n 2. 更新账户\n 3. 更新持仓\n\n 4. 通知on_bar\n\n\n Arguments:\n new_bar {pd.DataFrame} -- [description]\n \"\"\"\n code = new_bar.index.levels[1][0]\n if len(self._old_data) > 0:\n self._market_data = pd.concat(\n [self._old_data, new_bar], sort=False)\n else:\n self._market_data = new_bar\n # QA.QA_util_log_info(self._market_data)\n\n if self.isupdate:\n self.update()\n self.isupdate = False\n\n self.update_account()\n if isinstance(self.code, str):\n self.positions.on_price_change(float(self.latest_price[code]))\n else:\n for item in self.code:\n self.acc.get_position(item).on_price_change(\n float(self.latest_price[code]))\n self.on_bar(json.loads(\n new_bar.reset_index().to_json(orient='records'))[0])\n\n def ind2str(self, ind, ind_type):\n z = ind.tail(1).reset_index().to_dict(orient='records')[0]\n return json.dumps({'topic': ind_type, 'code': self.code, 'type': self.frequence, 'data': z})\n\n def second_callback(self, a, b, c, body):\n \"\"\"在strategy的callback中,我们需要的是\n\n 1. 更新数据\n 2. 更新bar\n 3. 更新策略状态\n 4. 推送事件\n\n Arguments:\n a {[type]} -- [description]\n b {[type]} -- [description]\n c {[type]} -- [description]\n body {[type]} -- [description]\n\n second ==> 2*second tick\n\n b'{\"ask_price_1\": 4145.0, \"ask_price_2\": 0, \"ask_price_3\": 0, \"ask_price_4\": 0, \"ask_price_5\": 0, \n \"ask_volume_1\": 69, \"ask_volume_2\": 0, \"ask_volume_3\": 0, \"ask_volume_4\": 0, \"ask_volume_5\": 0, \n \"average_price\": 61958.14258714826, \n \"bid_price_1\": 4143.0, \"bid_price_2\": 0, \"bid_price_3\": 0, \"bid_price_4\": 0, \"bid_price_5\": 0, \n \"bid_volume_1\": 30, \"bid_volume_2\": 0, \"bid_volume_3\": 0, \"bid_volume_4\": 0, \"bid_volume_5\": 0, \n \"datetime\": \"2019-11-20 01:57:08\", \"exchange\": \"SHFE\", \"gateway_name\": \"ctp\", \n \"high_price\": 4152.0, \"last_price\": 4144.0, \"last_volume\": 0,\n \"limit_down\": 3872.0, \"limit_up\": 4367.0, \"local_symbol\": \"ag1912.SHFE\", \n \"low_price\": 4105.0, \"name\": \"\", \"open_interest\": 277912.0, \"open_price\": 4140.0, \n \"preSettlementPrice\": 4120.0, \"pre_close\": 4155.0, \n \"symbol\": \"ag1912\", \n \"volume\": 114288}'\n\n\n tick 会基于热数据的量 self._num_cached 来判断更新/重采样\n\n \"\"\"\n\n self.new_data = json.loads(str(body, encoding='utf-8'))\n\n self._cached_data.append(self.new_data)\n self.latest_price[self.new_data['symbol']\n ] = self.new_data['last_price']\n\n # if len(self._cached_data) == self._num_cached:\n # self.isupdate = True\n\n\n if len(self._cached_data) > 3*self._num_cached:\n # 控制缓存数据量\n self._cached_data = self._cached_data[self._num_cached:]\n\n data = pd.DataFrame(self._cached_data).loc[:, [\n 'datetime', 'last_price', 'volume']]\n data = data.assign(datetime=pd.to_datetime(data.datetime)).set_index('datetime').resample(\n self.frequence).apply({'last_price': 'ohlc', 'volume': 'last'}).dropna()\n data.columns = data.columns.droplevel(0)\n\n data = data.assign(volume=data.volume.diff(),\n code=self.new_data['symbol'])\n data = data.reset_index().set_index(['datetime', 'code'])\n\n self.acc.on_price_change(\n self.new_data['symbol'], self.latest_price[self.new_data['symbol']])\n # .loc[:, ['open', 'high', 'low', 'close', 'volume', 'tradetime']]\n now = datetime.datetime.now()\n if now.hour == 20 and now.minute == 59 and now.second < 10:\n self.daily_func()\n time.sleep(10)\n\n self.running_time = self.new_data['datetime']\n # print(data.iloc[-1].index[0])\n if self.dt != data.index[-1][0]:\n self.isupdate = True\n self.dt = data.index[-1][0]\n self.upcoming_data(data.tail(1))\n\n def tick_callback(self, a, b, c, body):\n self.new_data = json.loads(str(body, encoding='utf-8'))\n self.latest_price[self.new_data['symbol']\n ] = self.new_data['last_price']\n self.running_time = self.new_data['datetime']\n self.on_tick(self.new_data)\n\n def get_code_marketdata(self, code):\n return self.market_data.loc[(slice(None), code), :]\n\n def get_current_marketdata(self):\n return self.market_data.loc[(self.running_time, slice(None)), :]\n\n def callback(self, a, b, c, body):\n \"\"\"在strategy的callback中,我们需要的是\n\n 1. 更新数据\n 2. 更新bar\n 3. 更新策略状态\n 4. 推送事件\n\n Arguments:\n a {[type]} -- [description]\n b {[type]} -- [description]\n c {[type]} -- [description]\n body {[type]} -- [description]\n \"\"\"\n\n self.new_data = json.loads(str(body, encoding='utf-8'))\n self.latest_price[self.new_data['code']] = self.new_data['close']\n\n if self.dt != str(self.new_data['datetime'])[0:16]:\n # [0:16]是分钟线位数\n self.dt = str(self.new_data['datetime'])[0:16]\n self.isupdate = True\n\n self.acc.on_price_change(self.new_data['code'], self.new_data['close'])\n # .loc[:, ['open', 'high', 'low', 'close', 'volume', 'tradetime']]\n\n bar = pd.DataFrame([self.new_data]).set_index(['datetime', 'code'])\n\n now = datetime.datetime.now()\n if now.hour == 20 and now.minute == 59 and now.second < 10:\n self.daily_func()\n time.sleep(10)\n\n # res = self.job_control.find_one(\n # {'strategy_id': self.strategy_id, 'strategy_id': self.strategy_id})\n # self.control_status(res)\n self.running_time = self.new_data['datetime']\n self.upcoming_data(bar)\n\n def control_status(self, res):\n print(res)\n\n def add_subscriber(self, qaproid):\n \"\"\"Add a subscriber\n 增加订阅者的QAPRO_ID\n\n \"\"\"\n self.subscriber_client.insert_one(\n {'strategy_id': self.strategy_id, 'user_id': qaproid})\n\n @property\n def subscriber_list(self):\n \"\"\"订阅者\n\n Returns:\n [type] -- [description]\n \"\"\"\n\n return list(set([item['user_id'] for item in self.subscriber_client.find({'strategy_id': self.strategy_id})]))\n\n def load_strategy(self):\n raise NotImplementedError\n\n def on_dailyopen(self):\n pass\n\n def on_dailyclose(self):\n pass\n\n def on_bar(self, bar):\n raise NotImplementedError\n\n def on_tick(self, tick):\n raise NotImplementedError\n\n def _on_1min_bar(self):\n #raise NotImplementedError\n if len(self._systemvar.keys()) > 0:\n self._signal.append(copy.deepcopy(self._systemvar))\n try:\n self.on_1min_bar()\n except:\n pass\n\n def on_deal(self, order):\n \"\"\"\n\n order is a dict type\n \"\"\"\n print('------this is on deal message ------')\n print(order)\n\n def on_1min_bar(self):\n raise NotImplementedError\n\n def on_5min_bar(self):\n raise NotImplementedError\n\n def on_15min_bar(self):\n raise NotImplementedError\n\n def on_30min_bar(self):\n raise NotImplementedError\n\n def order_handler(self):\n self._orders = {}\n\n def daily_func(self):\n QA.QA_util_log_info('DAILY FUNC')\n\n def risk_check(self):\n pass\n\n def plot(self, name, data, format):\n \"\"\" plot是可以存储你的临时信息的接口, 后期会接入可视化\n\n\n\n Arguments:\n name {[type]} -- [description]\n data {[type]} -- [description]\n format {[type]} -- [description]\n \"\"\"\n self._systemvar[name] = {'datetime': copy.deepcopy(str(\n self.running_time)), 'value': data, 'format': format}\n\n def get_code(self):\n if isinstance(self.code, str):\n return self.code\n else:\n return self.code[0]\n\n def check_order(self, direction, offset, code=None):\n \"\"\"[summary]\n 同方向不开仓 只对期货市场做限制\n\n buy - open\n sell - close\n \"\"\"\n if code == None:\n code = self.get_code()\n\n if self.market_type == QA.MARKET_TYPE.FUTURE_CN:\n\n if self.last_order_towards[code][direction] == str(offset):\n return False\n else:\n return True\n else:\n return True\n\n def on_ordererror(self, direction, offset, price, volume):\n print('order Error ')\n\n def receive_simpledeal(self,\n code: str,\n trade_time,\n trade_amount,\n direction,\n offset,\n trade_price,\n message='sell_open'):\n self.send_order(direction=direction, offset=offset,\n volume=trade_amount, price=trade_price, order_id=QA.QA_util_random_with_topic(self.strategy_id))\n\n def send_order(self, direction='BUY', offset='OPEN', price=3925, volume=10, order_id='', code=None):\n if code == None:\n code = self.get_code()\n\n towards = eval('ORDER_DIRECTION.{}_{}'.format(direction, offset))\n order_id = str(uuid.uuid4()) if order_id == '' else order_id\n\n if isinstance(price, float):\n pass\n elif isinstance(price, pd.Series):\n price = price.values[0]\n\n if self.running_mode == 'sim':\n # 在此处拦截无法下单的订单\n if (direction == 'BUY' and self.latest_price[code] <= price) or (direction == 'SELL' and self.latest_price[code] >= price):\n QA.QA_util_log_info(\n '============ {} SEND ORDER =================='.format(order_id))\n QA.QA_util_log_info('direction{} offset {} price{} volume{}'.format(\n direction, offset, price, volume))\n\n if self.check_order(direction, offset, code=code):\n #self.last_order_towards = {'BUY': '', 'SELL': ''}\n self.last_order_towards[code][direction] = offset\n now = str(datetime.datetime.now())\n\n order = self.acc.send_order(\n code=code, towards=towards, price=price, amount=volume, order_id=order_id)\n print(order)\n order['topic'] = 'send_order'\n self.pub.pub(\n json.dumps(order), routing_key=self.strategy_id)\n\n self.acc.make_deal(order)\n self.on_deal(order)\n self.bar_order['{}_{}'.format(\n direction, offset)] = self.bar_id\n if self.send_wx:\n for user in self.subscriber_list:\n QA.QA_util_log_info(self.subscriber_list)\n try:\n requests.post('http://www.yutiansut.com/signal?user_id={}&template={}&strategy_id={}&realaccount={}&code={}&order_direction={}&order_offset={}&price={}&volume={}&order_time={}'.format(\n user, \"xiadan_report\", self.strategy_id, self.acc.user_id, code.lower(), direction, offset, price, volume, now))\n except Exception as e:\n QA.QA_util_log_info(e)\n\n else:\n QA.QA_util_log_info('failed in ORDER_CHECK')\n else:\n self.on_ordererror(direction, offset, price, volume)\n elif self.running_mode == 'backtest':\n\n self.bar_order['{}_{}'.format(direction, offset)] = self.bar_id\n\n if self.market_type == 'stock_cn':\n order = self.acc.send_order(\n code=code, amount=volume, time=self.running_time, towards=towards, price=price)\n order.trade(order.order_id, order.price,\n order.amount, order.datetime)\n self.on_deal(order.to_dict())\n else:\n self.acc.receive_simpledeal(\n code=code, trade_time=self.running_time, trade_towards=towards, trade_amount=volume, trade_price=price, order_id=order_id, realorder_id=order_id, trade_id=order_id)\n\n self.on_deal({\n 'code': code,\n 'trade_time': self.running_time,\n 'trade_towards': towards,\n 'trade_amount': volume,\n 'trade_price': price,\n 'order_id': order_id,\n 'realorder_id': order_id,\n 'trade_id': order_id\n })\n self.positions = self.acc.get_position(code)\n\n def update_account(self):\n if self.running_mode == 'sim':\n QA.QA_util_log_info('{} UPDATE ACCOUNT'.format(\n str(datetime.datetime.now())))\n\n self.accounts = self.acc.account_msg\n self.orders = self.acc.orders\n if isinstance(self.code, str):\n self.positions = self.acc.get_position(self.code)\n else:\n pass\n self.trades = self.acc.trades\n self.updatetime = self.acc.dtstr\n\n self.on_sync()\n elif self.running_mode == 'backtest':\n if isinstance(self.code, str):\n self.positions = self.acc.get_position(self.code)\n else:\n pass\n\n def get_exchange(self, code):\n return self.market_preset.get_exchange(code)\n\n def get_positions(self, code):\n if self.running_mode == 'sim':\n self.update_account()\n return self.acc.get_position(code)\n elif self.running_mode == 'backtest':\n return self.acc.get_position(code)\n\n def get_cash(self):\n if self.running_mode == 'sim':\n self.update_account()\n return self.accounts.get('available', '')\n elif self.running_mode == 'backtest':\n return self.acc.cash_available\n\n def run(self):\n\n while True:\n time.sleep(self.risk_check_gap)\n self.risk_check()\n\n\nif __name__ == '__main__':\n QAStrategyCTABase(code='rb2005').run()\n" }, { "path": "QAStrategy/qahedgebase.py", "content": "\n" }, { "path": "QAStrategy/qastockbase.py", "content": "#\n\n\n\"\"\"\nstock_base\n\"\"\"\nimport uuid\nimport datetime\nimport json\nimport os\nimport threading\nimport requests\nimport pandas as pd\nimport pymongo\nfrom qaenv import (eventmq_ip, eventmq_password, eventmq_port,\n eventmq_username, mongo_ip)\n\nimport QUANTAXIS as QA\nfrom QUANTAXIS.QAARP import QA_Risk, QA_User\nfrom QUANTAXIS.QAEngine.QAThreadEngine import QA_Thread\nfrom QUANTAXIS.QAUtil.QAParameter import MARKET_TYPE, RUNNING_ENVIRONMENT, ORDER_DIRECTION\nfrom QAPUBSUB.consumer import subscriber_topic, subscriber_routing\nfrom QAPUBSUB.producer import publisher_routing\nfrom QAStrategy.qactabase import QAStrategyCTABase\nfrom QIFIAccount import QIFI_Account\n\n\nclass QAStrategyStockBase(QAStrategyCTABase):\n\n def __init__(self, code=['000001'], frequence='1min', strategy_id='QA_STRATEGY', risk_check_gap=1, portfolio='default',\n start='2019-01-01', end='2019-10-21', send_wx=False, market_type='stock_cn',\n data_host=eventmq_ip, data_port=eventmq_port, data_user=eventmq_username, data_password=eventmq_password,\n trade_host=eventmq_ip, trade_port=eventmq_port, trade_user=eventmq_username, trade_password=eventmq_password,\n taskid=None, mongo_ip=mongo_ip):\n super().__init__(code=code, frequence=frequence, strategy_id=strategy_id, risk_check_gap=risk_check_gap, portfolio=portfolio,\n start=start, end=end, send_wx=send_wx,\n data_host=eventmq_ip, data_port=eventmq_port, data_user=eventmq_username, data_password=eventmq_password,\n trade_host=eventmq_ip, trade_port=eventmq_port, trade_user=eventmq_username, trade_password=eventmq_password,\n taskid=taskid, mongo_ip=mongo_ip)\n\n self.code = code\n self.send_wx = send_wx\n\n def subscribe_data(self, code, frequence, data_host, data_port, data_user, data_password):\n \"\"\"[summary]\n\n Arguments:\n code {[type]} -- [description]\n frequence {[type]} -- [description]\n \"\"\"\n \n self.sub = subscriber_topic(exchange='realtime_stock_{}'.format(\n frequence), host=data_host, port=data_port, user=data_user, password=data_password, routing_key='')\n for item in code:\n self.sub.add_sub(exchange='realtime_stock_{}'.format(\n frequence), routing_key=item)\n self.sub.callback = self.callback\n\n def upcoming_data(self, new_bar):\n \"\"\"upcoming_bar :\n\n Arguments:\n new_bar {json} -- [description]\n \"\"\"\n self._market_data = pd.concat([self._old_data, new_bar])\n # QA.QA_util_log_info(self._market_data)\n\n if self.isupdate:\n self.update()\n self.isupdate = False\n\n self.update_account()\n # self.positions.on_price_change(float(new_bar['close']))\n self.on_bar(new_bar)\n\n def ind2str(self, ind, ind_type):\n z = ind.tail(1).reset_index().to_dict(orient='records')[0]\n return json.dumps({'topic': ind_type, 'code': self.code, 'type': self.frequence, 'data': z})\n\n def callback(self, a, b, c, body):\n \"\"\"在strategy的callback中,我们需要的是\n\n 1. 更新数据\n 2. 更新bar\n 3. 更新策略状态\n 4. 推送事件\n\n Arguments:\n a {[type]} -- [description]\n b {[type]} -- [description]\n c {[type]} -- [description]\n body {[type]} -- [description]\n \"\"\"\n\n self.new_data = json.loads(str(body, encoding='utf-8'))\n\n self.latest_price[self.new_data['code']] = self.new_data['close']\n\n self.running_time = self.new_data['datetime']\n if self.dt != str(self.new_data['datetime'])[0:16]:\n # [0:16]是分钟线位数\n print('update!!!!!!!!!!!!')\n self.dt = str(self.new_data['datetime'])[0:16]\n self.isupdate = True\n\n \n self.acc.on_price_change(self.new_data['code'], self.new_data['close'])\n bar = pd.DataFrame([self.new_data]).set_index(['datetime', 'code']\n ).loc[:, ['open', 'high', 'low', 'close', 'volume']]\n self.upcoming_data(bar)\n\n def _debug_sim(self):\n self.running_mode = 'sim'\n\n self._old_data = QA.QA_fetch_stock_min(self.code, QA.QA_util_get_last_day(\n QA.QA_util_get_real_date(str(datetime.date.today()))), str(datetime.datetime.now()), format='pd', frequence=self.frequence).set_index(['datetime', 'code'])\n\n self._old_data = self._old_data.loc[:, [\n 'open', 'high', 'low', 'close', 'volume']]\n\n self.database = pymongo.MongoClient(mongo_ip).QAREALTIME\n\n self.client = self.database.account\n self.subscriber_client = self.database.subscribe\n\n self.acc = QIFI_Account(\n username=self.strategy_id, password=self.strategy_id, trade_host=mongo_ip)\n self.acc.initial()\n\n self.pub = publisher_routing(exchange='QAORDER_ROUTER', host=self.trade_host,\n port=self.trade_port, user=self.trade_user, password=self.trade_password)\n\n self.subscribe_data(self.code, self.frequence, self.data_host,\n self.data_port, self.data_user, self.data_password)\n\n self.database.strategy_schedule.job_control.update(\n {'strategy_id': self.strategy_id},\n {'strategy_id': self.strategy_id, 'taskid': self.taskid,\n 'filepath': os.path.abspath(__file__), 'status': 200}, upsert=True)\n\n # threading.Thread(target=, daemon=True).start()\n self.sub.start()\n\n def run(self):\n while True:\n pass\n\n\n def debug(self):\n self.running_mode = 'backtest'\n self.database = pymongo.MongoClient(mongo_ip).QUANTAXIS\n user = QA_User(username=\"admin\", password='admin')\n port = user.new_portfolio(self.portfolio)\n self.acc = port.new_accountpro(\n account_cookie=self.strategy_id, init_cash=self.init_cash, market_type=self.market_type, frequence= self.frequence)\n #self.positions = self.acc.get_position(self.code)\n\n print(self.acc)\n\n print(self.acc.market_type)\n data = QA.QA_quotation(self.code, self.start, self.end, source=QA.DATASOURCE.MONGO,\n frequence=self.frequence, market=self.market_type, output=QA.OUTPUT_FORMAT.DATASTRUCT)\n\n data.data.apply(self.x1, axis=1)\n\n def update_account(self):\n if self.running_mode == 'sim':\n QA.QA_util_log_info('{} UPDATE ACCOUNT'.format(\n str(datetime.datetime.now())))\n\n self.accounts = self.acc.account_msg\n self.orders = self.acc.orders\n self.positions = self.acc.positions\n\n self.trades = self.acc.trades\n self.updatetime = self.acc.dtstr\n elif self.running_mode == 'backtest':\n #self.positions = self.acc.get_position(self.code)\n self.positions = self.acc.positions\n\n def send_order(self, direction='BUY', offset='OPEN', code=None, price=3925, volume=10, order_id='',):\n\n towards = eval('ORDER_DIRECTION.{}_{}'.format(direction, offset))\n order_id = str(uuid.uuid4()) if order_id == '' else order_id\n\n if self.market_type == QA.MARKET_TYPE.STOCK_CN:\n \"\"\"\n 在此对于股票的部分做一些转换\n \"\"\"\n if towards == ORDER_DIRECTION.SELL_CLOSE:\n towards = ORDER_DIRECTION.SELL\n elif towards == ORDER_DIRECTION.BUY_OPEN:\n towards = ORDER_DIRECTION.BUY\n\n if isinstance(price, float):\n pass\n elif isinstance(price, pd.Series):\n price = price.values[0]\n\n if self.running_mode == 'sim':\n\n QA.QA_util_log_info(\n '============ {} SEND ORDER =================='.format(order_id))\n QA.QA_util_log_info('direction{} offset {} price{} volume{}'.format(\n direction, offset, price, volume))\n\n if self.check_order(direction, offset):\n self.last_order_towards = {'BUY': '', 'SELL': ''}\n self.last_order_towards[direction] = offset\n now = str(datetime.datetime.now())\n\n order = self.acc.send_order(\n code=code, towards=towards, price=price, amount=volume, order_id=order_id)\n order['topic'] = 'send_order'\n self.pub.pub(\n json.dumps(order), routing_key=self.strategy_id)\n\n self.acc.make_deal(order)\n self.bar_order['{}_{}'.format(direction, offset)] = self.bar_id\n\n\n else:\n QA.QA_util_log_info('failed in ORDER_CHECK')\n\n elif self.running_mode == 'backtest':\n\n self.bar_order['{}_{}'.format(direction, offset)] = self.bar_id\n\n self.acc.receive_simpledeal(\n code=code, trade_time=self.running_time, trade_towards=towards, trade_amount=volume, trade_price=price, order_id=order_id)\n #self.positions = self.acc.get_position(self.code)\n\n\nif __name__ == '__main__':\n QAStrategyStockBase(code=['000001', '000002']).run_sim()\n" }, { "path": "QAStrategy/qastrategybase.py", "content": "import datetime\nimport json\nimport os\nimport re\nimport sys\nimport threading\nimport time\nimport copy\nimport uuid\n\nimport pandas as pd\nimport pymongo\nimport requests\nfrom qaenv import (eventmq_amqp, eventmq_ip, eventmq_password, eventmq_port,\n eventmq_username, mongo_ip, mongo_uri)\n\nimport QUANTAXIS as QA\nfrom QAPUBSUB.consumer import subscriber, subscriber_routing, subscriber_topic\nfrom QAPUBSUB.producer import publisher_routing, publisher_topic\nfrom QAStrategy.util import QA_data_futuremin_resample\nfrom QIFIAccount import ORDER_DIRECTION, QIFI_Account\nfrom QUANTAXIS.QAARP import QA_Risk, QA_User\nfrom QUANTAXIS.QAEngine.QAThreadEngine import QA_Thread\nfrom QUANTAXIS.QAUtil.QAParameter import MARKET_TYPE, RUNNING_ENVIRONMENT\n\n\nclass QAStrategyCTABase():\n def __init__(self, code='rb1905', frequence='1min', strategy_id='QA_STRATEGY', risk_check_gap=1, portfolio='default',\n start='2019-01-01', end='2019-10-21', init_cash=1000000, send_wx=False,\n data_host=eventmq_ip, data_port=eventmq_port, data_user=eventmq_username, data_password=eventmq_password,\n trade_host=eventmq_ip, trade_port=eventmq_port, trade_user=eventmq_username, trade_password=eventmq_password,\n taskid=None, mongo_ip=mongo_ip):\n\n self.trade_host = trade_host\n\n self.code = code\n self.frequence = frequence\n self.strategy_id = strategy_id\n\n self.portfolio = portfolio\n\n self.data_host = data_host\n self.data_port = data_port\n self.data_user = data_user\n self.data_password = data_password\n self.trade_host = trade_host\n self.trade_port = trade_port\n self.trade_user = trade_user\n self.trade_password = trade_password\n\n self.start = start\n self.end = end\n self.init_cash = init_cash\n self.taskid = taskid\n\n self.running_time = ''\n\n self.market_preset = QA.QAARP.MARKET_PRESET()\n self._market_data = []\n self.risk_check_gap = risk_check_gap\n\n self.isupdate = False\n self.new_data = {}\n self._systemvar = {}\n self._signal = []\n self.send_wx = send_wx\n self.last_order_towards = {'BUY': '', 'SELL': ''}\n self.dt = ''\n if isinstance(self.code, str):\n self.market_type = MARKET_TYPE.FUTURE_CN if re.search(\n r'[a-zA-z]+', self.code) else MARKET_TYPE.STOCK_CN\n else:\n self.market_type = MARKET_TYPE.FUTURE_CN if re.search(\n r'[a-zA-z]+', self.code[0]) else MARKET_TYPE.STOCK_CN\n\n self.bar_order = {'BUY_OPEN': 0, 'SELL_OPEN': 0,\n 'BUY_CLOSE': 0, 'SELL_CLOSE': 0}\n\n @property\n def bar_id(self):\n return len(self._market_data)\n\n def _debug_sim(self):\n\n self.running_mode = 'sim'\n if self.frequence.endswith('min'):\n self._old_data = QA.QA_fetch_get_future_min('tdx', self.code.upper(), QA.QA_util_get_last_day(\n QA.QA_util_get_real_date(str(datetime.date.today()))), str(datetime.datetime.now()), self.frequence)[:-1].set_index(['datetime', 'code'])\n self._old_data = self._old_data.assign(volume=self._old_data.trade).loc[:, [\n 'open', 'high', 'low', 'close', 'volume']]\n else:\n pass\n\n self.database = pymongo.MongoClient(mongo_ip).QAREALTIME\n\n self.client = self.database.account\n self.subscriber_client = self.database.subscribe\n\n self.acc = QIFI_Account(\n username=self.strategy_id, password=self.strategy_id, trade_host=mongo_ip, init_cash=self.init_cash)\n self.acc.initial()\n\n self.pub = publisher_routing(exchange='QAORDER_ROUTER', host=self.trade_host,\n port=self.trade_port, user=self.trade_user, password=self.trade_password)\n\n self.pubacc = publisher_topic(exchange='QAAccount', host=self.trade_host,\n port=self.trade_port, user=self.trade_user, password=self.trade_password)\n\n self.subscribe_data(self.code.lower(), self.frequence, self.data_host,\n self.data_port, self.data_user, self.data_password)\n\n self.database.strategy_schedule.job_control.update(\n {'strategy_id': self.strategy_id},\n {'strategy_id': self.strategy_id, 'taskid': self.taskid,\n 'filepath': os.path.abspath(__file__), 'status': 200}, upsert=True)\n\n def debug_sim(self):\n self._debug_sim()\n threading.Thread(target=self.sub.start, daemon=True).start()\n\n def run_sim(self):\n self._debug_sim()\n\n self.sub.start()\n\n def run_backtest(self):\n self.debug()\n self.acc.save()\n\n risk = QA_Risk(self.acc)\n risk.save()\n\n try:\n \"\"\"add rank flow if exist\n\n QARank是我们内部用于评价策略ELO的库 此处并不影响正常使用\n \"\"\"\n from QARank import QA_Rank\n QA_Rank(self.acc).send()\n except:\n pass\n\n def on_sync(self):\n if self.running_mode != 'backtest':\n self.pubacc.pub(json.dumps(self.acc.message),\n routing_key=self.strategy_id)\n\n def debug(self):\n self.running_mode = 'backtest'\n self.database = pymongo.MongoClient(mongo_ip).QUANTAXIS\n user = QA_User(username=\"admin\", password='admin')\n port = user.new_portfolio(self.portfolio)\n self.acc = port.new_accountpro(\n account_cookie=self.strategy_id, init_cash=self.init_cash, market_type=self.market_type)\n self.positions = self.acc.get_position(self.code)\n\n print(self.acc)\n\n print(self.acc.market_type)\n data = QA.QA_quotation(self.code.upper(), self.start, self.end, source=QA.DATASOURCE.MONGO,\n frequence=self.frequence, market=self.market_type, output=QA.OUTPUT_FORMAT.DATASTRUCT)\n\n def x1(item):\n # print(data)\n\n if str(item.name[0])[0:10] != str(self.running_time)[0:10]:\n self.on_dailyclose()\n self.on_dailyopen()\n if self.market_type == QA.MARKET_TYPE.STOCK_CN:\n print('backtest: Settle!')\n self.acc.settle()\n self._on_1min_bar()\n self._market_data.append(item)\n self.running_time = str(item.name[0])\n self.on_bar(item)\n\n data.data.apply(x1, axis=1)\n\n def subscribe_data(self, code, frequence, data_host, data_port, data_user, data_password):\n \"\"\"[summary]\n\n Arguments:\n code {[type]} -- [description]\n frequence {[type]} -- [description]\n \"\"\"\n\n self.sub = subscriber(exchange='realtime_{}_{}'.format(\n frequence, code), host=data_host, port=data_port, user=data_user, password=data_password)\n self.sub.callback = self.callback\n\n def subscribe_multi(self, codelist, frequence, data_host, data_port, data_user, data_password):\n\n self.sub = subscriber_topic(exchange='realtime_{}'.format(\n frequence), host=data_host, port=data_port, user=data_user, password=data_password)\n for item in codelist:\n self.sub.add_sub(exchange='realtime_{}'.format(\n frequence), routing_key=item)\n self.sub.callback = self.callback\n\n @property\n def old_data(self):\n return self._old_data\n\n def update(self):\n \"\"\"\n 此处是切换bar的时候的节点\n \"\"\"\n self._old_data = self._market_data\n self._on_1min_bar()\n\n @property\n def market_datetime(self):\n return self.market_data.index.levels[0]\n\n @property\n def market_data(self):\n\n if self.running_mode == 'sim':\n return self._market_data\n elif self.running_mode == 'backtest':\n return pd.concat(self._market_data[-100:], axis=1, sort=False).T\n\n def force_close(self):\n # 强平\n if self.positions.volume_long > 0:\n self.send_order('SELL', 'CLOSE', price=self.positions.last_price,\n volume=self.positions.volume_long)\n if self.positions.volume_short > 0:\n self.send_order('BUY', 'CLOSE', price=self.positions.last_price,\n volume=self.positions.volume_short)\n\n def upcoming_data(self, new_bar):\n \"\"\"upcoming_bar :\n\n Arguments:\n new_bar {json} -- [description]\n \"\"\"\n self._market_data = pd.concat([self._old_data, new_bar])\n # QA.QA_util_log_info(self._market_data)\n\n if self.isupdate:\n self.update()\n self.isupdate = False\n\n self.update_account()\n self.positions.on_price_change(float(self.new_data['close']))\n self.on_bar(self.new_data)\n\n def ind2str(self, ind, ind_type):\n z = ind.tail(1).reset_index().to_dict(orient='records')[0]\n return json.dumps({'topic': ind_type, 'code': self.code, 'type': self.frequence, 'data': z})\n\n def callback(self, a, b, c, body):\n \"\"\"在strategy的callback中,我们需要的是\n\n 1. 更新数据\n 2. 更新bar\n 3. 更新策略状态\n 4. 推送事件\n\n Arguments:\n a {[type]} -- [description]\n b {[type]} -- [description]\n c {[type]} -- [description]\n body {[type]} -- [description]\n \"\"\"\n\n self.new_data = json.loads(str(body, encoding='utf-8'))\n\n if self.dt != str(self.new_data['datetime'])[0:16]:\n print('update!!!!!!!!!!!!')\n self.dt = str(self.new_data['datetime'])[0:16]\n self.isupdate = True\n\n self.acc.on_price_change(self.code, self.new_data['close'])\n # .loc[:, ['open', 'high', 'low', 'close', 'volume', 'tradetime']]\n bar = pd.DataFrame([self.new_data]).set_index(['datetime', 'code'])\n now = datetime.datetime.now()\n if now.hour == 20 and now.minute == 59 and now.second < 10:\n self.daily_func()\n time.sleep(10)\n\n # res = self.job_control.find_one(\n # {'strategy_id': self.strategy_id, 'strategy_id': self.strategy_id})\n # self.control_status(res)\n self.running_time = self.new_data['datetime']\n self.upcoming_data(bar)\n\n def control_status(self, res):\n print(res)\n\n def add_subscriber(self, qaproid):\n \"\"\"Add a subscriber\n 增加订阅者的QAPRO_ID\n\n \"\"\"\n self.subscriber_client.insert_one(\n {'strategy_id': self.strategy_id, 'user_id': qaproid})\n\n @property\n def subscriber_list(self):\n \"\"\"订阅者\n\n Returns:\n [type] -- [description]\n \"\"\"\n\n return list(set([item['user_id'] for item in self.subscriber_client.find({'strategy_id': self.strategy_id})]))\n\n def load_strategy(self):\n raise NotImplementedError\n\n def on_dailyopen(self):\n pass\n\n def on_dailyclose(self):\n pass\n\n def on_bar(self, bar):\n raise NotImplementedError\n\n def _on_1min_bar(self):\n #raise NotImplementedError\n if len(self._systemvar.keys()) > 0:\n self._signal.append(copy.deepcopy(self._systemvar))\n\n def on_1min_bar(self):\n raise NotImplementedError\n\n def on_5min_bar(self):\n raise NotImplementedError\n\n def on_15min_bar(self):\n raise NotImplementedError\n\n def on_30min_bar(self):\n raise NotImplementedError\n\n def order_handler(self):\n self._orders = {}\n\n def daily_func(self):\n QA.QA_util_log_info('DAILY FUNC')\n\n def risk_check(self):\n pass\n\n def plot(self, name, data, format):\n \"\"\" plot是可以存储你的临时信息的接口, 后期会接入可视化\n\n\n\n Arguments:\n name {[type]} -- [description]\n data {[type]} -- [description]\n format {[type]} -- [description]\n \"\"\"\n self._systemvar[name] = {'datetime': copy.deepcopy(str(\n self.running_time)), 'value': data, 'format': format}\n\n def check_order(self, direction, offset):\n \"\"\"[summary]\n 同方向不开仓 只对期货市场做限制\n\n buy - open\n sell - close\n \"\"\"\n if self.market_type == QA.MARKET_TYPE.FUTURE_CN:\n if self.last_order_towards[direction] == str(offset):\n return False\n else:\n return True\n else:\n return True\n\n def receive_simpledeal(self,\n code: str,\n trade_time,\n trade_amount,\n direction,\n offset,\n trade_price,\n message='sell_open'):\n self.send_order(direction=direction, offset=offset,\n volume=trade_amount, price=trade_price, order_id=QA.QA_util_random_with_topic(self.strategy_id))\n\n def send_order(self, direction='BUY', offset='OPEN', price=3925, volume=10, order_id='',):\n\n towards = eval('ORDER_DIRECTION.{}_{}'.format(direction, offset))\n order_id = str(uuid.uuid4()) if order_id == '' else order_id\n\n if isinstance(price, float):\n pass\n elif isinstance(price, pd.Series):\n price = price.values[0]\n\n if self.running_mode == 'sim':\n\n QA.QA_util_log_info(\n '============ {} SEND ORDER =================='.format(order_id))\n QA.QA_util_log_info('direction{} offset {} price{} volume{}'.format(\n direction, offset, price, volume))\n\n if self.check_order(direction, offset):\n self.last_order_towards = {'BUY': '', 'SELL': ''}\n self.last_order_towards[direction] = offset\n now = str(datetime.datetime.now())\n\n order = self.acc.send_order(\n code=self.code, towards=towards, price=price, amount=volume, order_id=order_id)\n order['topic'] = 'send_order'\n self.pub.pub(\n json.dumps(order), routing_key=self.strategy_id)\n\n self.acc.make_deal(order)\n self.bar_order['{}_{}'.format(direction, offset)] = self.bar_id\n if self.send_wx:\n for user in self.subscriber_list:\n QA.QA_util_log_info(self.subscriber_list)\n try:\n \"oL-C4w2WlfyZ1vHSAHLXb2gvqiMI\"\n \"\"\"http://www.yutiansut.com/signal?user_id=oL-C4w1HjuPRqTIRcZUyYR0QcLzo&template=xiadan_report&\\\n strategy_id=test1&realaccount=133496&code=rb1910&order_direction=BUY&\\\n order_offset=OPEN&price=3600&volume=1&order_time=20190909\n \"\"\"\n\n requests.post('http://www.yutiansut.com/signal?user_id={}&template={}&strategy_id={}&realaccount={}&code={}&order_direction={}&order_offset={}&price={}&volume={}&order_time={}'.format(\n user, \"xiadan_report\", self.strategy_id, self.acc.user_id, self.code.lower(), direction, offset, price, volume, now))\n except Exception as e:\n QA.QA_util_log_info(e)\n\n else:\n QA.QA_util_log_info('failed in ORDER_CHECK')\n\n elif self.running_mode == 'backtest':\n\n self.bar_order['{}_{}'.format(direction, offset)] = self.bar_id\n\n self.acc.receive_simpledeal(\n code=self.code, trade_time=self.running_time, trade_towards=towards, trade_amount=volume, trade_price=price, order_id=order_id)\n self.positions = self.acc.get_position(self.code)\n\n def update_account(self):\n if self.running_mode == 'sim':\n QA.QA_util_log_info('{} UPDATE ACCOUNT'.format(\n str(datetime.datetime.now())))\n\n self.accounts = self.acc.account_msg\n self.orders = self.acc.orders\n self.positions = self.acc.get_position(self.code)\n self.trades = self.acc.trades\n self.updatetime = self.acc.dtstr\n elif self.running_mode == 'backtest':\n self.positions = self.acc.get_position(self.code)\n\n def get_exchange(self, code):\n return self.market_preset.get_exchange(code)\n\n def get_positions(self, code):\n if self.running_mode == 'sim':\n self.update_account()\n return self.positions\n elif self.running_mode == 'backtest':\n return self.acc.get_position(code)\n\n def get_cash(self):\n if self.running_mode == 'sim':\n self.update_account()\n return self.accounts.get('available', '')\n elif self.running_mode == 'backtest':\n return self.acc.cash_available\n\n def run(self):\n\n while True:\n time.sleep(self.risk_check_gap)\n self.risk_check()\n\n\nif __name__ == '__main__':\n QAStrategyCTABase(code='rb2005').run()\n" }, { "path": "QAStrategy/strategywithreal.py", "content": "from QAPUBSUB.consumer import subscriber_routing\nfrom QAPUBSUB.producer import publisher_routing\nfrom qaenv import eventmq_ip\nimport json\n\n\nclass QAStrategySyncOrders():\n \"\"\"\n\n 订单同步器\n\n 如何挂实盘账户请看 QATrader\n\n http://www.yutiansut.com:3000/topic/5dc865e8c466af76e9e3bdd1\n\n 你可以理解成这是一个流处理的过程\n\n simid 被跟单的策略的id\n realid 实盘账户id\n realamount 实盘账户的订单数量\n \"\"\"\n\n def __init__(self, simid, realid, realamount=1):\n self.sub = subscriber_routing(\n exchange='QAORDER_ROUTER', host=eventmq_ip, routing_key=simid)\n self.pub = publisher_routing(\n exchange='QAORDER_ROUTER', host=eventmq_ip, routing_key=realid)\n self.realamount = realamount\n self.realid = realid\n self.simid = simid\n\n def add_subscriber(self, simid):\n self.sub.add_sub('QAORDER_ROUTER', simid)\n\n def callback(self, a, b, c, data):\n d = json.loads(data, encoding='utf-8')\n\n\n if d['topic'] == 'send_order':\n\n self.on_order(d)\n\n def on_order(self, order):\n \"\"\"在此处理你的订单逻辑\n\n 如果你订阅了多个策略账户 则order['account_cookie']不相同\n \n Arguments:\n order {[type]} -- [description]\n \"\"\"\n self.send_order(order)\n\n\n def send_order(self, order):\n\n\n order['topic'] = 'sendorder'\n order['code'] = order['instrument_id']\n order['account_cookie'] = self.realid\n order['user_id'] = self.realid\n order['volume'] = self.realamount\n order['order_direction'] = order['direction']\n order['order_offset'] = order['offset']\n self.pub.pub(json.dumps(order), routing_key=self.realid)\n\n\n def start(self):\n self.sub.callback = self.callback\n self.sub.start()\n" }, { "path": "QAStrategy/util.py", "content": "import pandas as pd\n\ndef QA_data_futuremin_resample(min_data, type_='5min'):\n \"\"\"期货分钟线采样成大周期\n\n\n 分钟线采样成子级别的分钟线\n\n future:\n\n vol ==> trade\n amount X\n \"\"\"\n\n min_data.tradeime = pd.to_datetime(min_data.tradetime)\n\n CONVERSION = {'code': 'first', 'open': 'first', 'high': 'max', 'low': 'min',\n 'close': 'last', 'trade': 'sum', 'tradetime': 'last', 'date': 'last'}\n resx = min_data.resample(type_, closed='right',\n loffset=type_).apply(CONVERSION)\n return resx.dropna().reset_index().set_index(['datetime', 'code'])\n\n\n" }, { "path": "README.md", "content": "# QAStrategy\n策略基类/ 基于QAAccount/QACEPEnging/QASPMS/QAREALTIMECollector/QATRADER\n\n_QAStrategy支持[```QIFI```](http://github.com/quantaxis/qifi)协议_\n\n> QAStrategy 的实盘使用天勤的下单网关(Open-Trade-Gateway) 如果是天勤的用户 你可以理解为这是另一个版本的tqsdk\n\n> QAStrategy 的回测也兼容QUANTAXIS的QAAccount 以及QACommunity的可视化内容\n\n\nQAStrategy 是QUANTAXIS 第一个面向交易员/策略开发者的 用户友好型项目, 致力于降低使用门槛和成本,\n```快速编写/测试/模拟你的策略```\n\n当你用QAStrategy写完一个回测 你可以无缝的把他直接改成一个实时模拟策略\n\n\n\nQAStrategy 面向场景, 主要有3个策略基类\n\n\n(PS: 股票日内回转(有底仓的情况) QAStrategy也一并支持, 默认给予10万股, 使用debug_t0()/run_backtestt0())\n\n- QAStrategyCTABase cta模板/ 单标的模板 支持股票/期货\n\n- QAStrategyStockBase 股票池模板/ 多标的模板 支持股票/期货\n\n- QAStrategyHedgeBase 对冲模板/ 双标的模板 (目前没写完)\n\n\n策略开发者/交易员 只需要面向你自己的主要方向, 选择一个你想要的模板, 继承并开发即可快速在2分钟内完成一个简单策略\n\n\n## 为什么使用QAStrategy\n\n1. 你们根本不会用quantaxis 大部分人还停留在pandas都不会用的阶段 \n\n2. quantaxis 项目过于灵活, 并且文档缺失较多 除非二次开发人员和我自己 都不推荐直接使用quantaxis\n\n3. 你应该专注在策略开发上 而不是先学个python\n\n4. QAStrategy是 无缝兼容回测/模拟/实盘的 你可以较为快速的直接上手\n\n5. 支持QAStrategy的周边手机APP即将上线, QACommunity桌面端也是无缝兼容的\n\n\n> 书生造反 十年不成 不要总是在想这个难那个不好用了 just do it 现在开始比什么都重要 !#\n\n> 如果你在QAStrategy的过程中遇到了任何问题 都可以直接发issue要求群主给你解决!\n\n\n## 如何使用QAStrategy\n\n我们推荐你使用QUANTAXIS的docker环境来直接上手\n\n如果你希望手动部署 可以参考QUANTAXIS项目中的issue 部署好行情网关 数据更新以及相应其他的设置(mq/db)\n\n\n当你通过QUANTAXIS DOCKER打开了 81界面, 即可进入研究选项\n\nQAStrategy是内置在本docker环境中的, 直接调用即可\n\n\n\n\n在每个策略基类中 有一些是 大家共享的公共变量 还有一些是基类自己的变量\n\n=====================================================================================\n\n## varibles 一些变量\n\n- self.market_data 此变量为公共变量 记录策略的历史数据 [回测/实时均可用]\n- self.send_order 此函数为公共函数 但是在不同的基类中, 参数不同\n- self.running_time 当前运行时间\n- self.acc 此变量为公共变量 代表了账户\n- self.market_datetime \n- self.bar_id 在回测中使用, 及bar的id数\n- self.latest_price 一个json格式的最新价格变量 一般在实时模拟中使用\n- self.isupdate\n- self.dt 当前时间(datetime的缩写)\n\n\n[可以在user_init中重写的变量]\n- self.username 此为回测的时候的账户名\n- self.password 此为回测的时候的密码 \n\n## 一些比较重要的变量[篇幅较长 在首页我就不展开讲 可以移步链接中的教程]\n\n### [持仓Position](doc/Position.md)\n\n### [账户 Account](doc/Account.md)\n\n### [数据 MarketData](doc/MarketData.md)\n\n### [订单 Order](doc/Order.md)\n\n\n\n\n\n\n\n\n\n\n## functions 常用函数\n\n- 画图函数 self.plot(name, data, format)\n- 获取当前code self.get_code()\n- self.ind2str(ind, ind_type)\n- 获取品种所在的交易所 self.get_exchange(code)\n- 获取品种持仓 self.get_positions(code)\n- 获取当前现金 self.get_cash()\n- 获取某个品种的marketdata self.get_code_marketdata(code)\n- 获取当前的maretdata切片 self.get_current_marketdata()\n\n\n- 订阅数据 (实时模拟用/ 回测不需要) self.subscribe_data(code, frequence, data_host, data_port, data_user, data_password, model='py')\n- 用当日tick数据进行回测(期货) self.debug_currenttick(freq)\n- 用历史tick数据进行回测(期货) self.debug_histick(freq)\n- 使用t0模式进行回测 self.debug_t0()\n- 回测(不存储账户数据的模式) self.debug()\n- 回测(存储账户数据的模式) self.run_backtest()\n- 实时模拟(阻塞形式 不能同时多开很多个) self.run_sim()\n- 实时模拟(非阻塞模式 可以同时开很多个) self.debug_sim()\n\n## inherit functions 常用继承函数 (一般来说 就是你需要自定义的函数)\n\n用户初始化函数\n\n```python\ndef user_init(self):\n```\n\n每日开盘前运行的函数 默认是自带的 你可以改写\n```python\ndef on_dailyopen(self):\n pass\n```\n\n每日收盘后运行的函数 默认是自带的 你可以改写\n```python\ndef on_dailyclose(self):\n pass\n```\n\n在你订阅分钟级别的数据的时候, 你需要继承并改写on_bar函数\n\n```python\ndef on_bar(self, bar):\n\n print(bar)\n```\n\n\n在你订阅tick级别的数据的时候, 你需要继承并改写on_tick函数\n\n```python\ndef on_tick(self, tick):\n pass\n```\n\n\n强制平仓函数 默认是自带的 你可以改写\n\n```python\ndef force_close(self):\n pass\n```\n\n\n在发单后会运行的函数 默认是自带的 你可以改写\n```python\ndef check_order(self, direction, offset, code= None):\n pass\n```\n\n当发单失败的时候运行的函数 默认是自带的 你可以改写\n\n```python\ndef on_ordererror(self, direction, offset, price, volume):\n pass\n```\n=====================================================================================\n\n\n一个常见的示例如下 更多的示例可以参考 /example 中的例子\n\n\n```python\n\nfrom QAStrategy import QAStrategyCTABase\nimport QUANTAXIS as QA\n\nclass CCI(QAStrategyCTABase):\n def on_bar(self, bar):\n \"\"\"你的大部分策略逻辑都是在此写的\n \"\"\"\n res = self.cci() \n print(res.iloc[-1])\n if res.CCI[-1] < -100:\n print('LONG')\n if self.positions.volume_long == 0:\n self.send_order('BUY', 'OPEN', price=bar['close'], volume=1)\n if self.positions.volume_short > 0:\n self.send_order('BUY', 'CLOSE', price=bar['close'], volume=1)\n\n elif res.CCI[-1] > 100:\n print('SHORT')\n if self.positions.volume_short == 0:\n self.send_order('SELL', 'OPEN', price=bar['close'], volume=1)\n if self.positions.volume_long > 0:\n self.send_order('SELL', 'CLOSE', price=bar['close'], volume=1)\n\n def cci(self,):\n \"\"\"你可以自定义你想要的函数\n \"\"\"\n return QA.QA_indicator_CCI(self.market_data, 61)\n\n\nstrategy = CCI(code='rb2005', frequence='1min',\n strategy_id='a3916de0-bd28-4b9c-bea1-94d91f1744ac')\nstrategy.run_backtest()\n\n```\n\n更多详细信息参考教程\n" }, { "path": "doc/Account.md", "content": "你需要注意的是, self.acc 在不同的模式下是不一样的\n\n在回测模式: self.acc是一个实例化的 QUANTAXIS.QAAccountPro 类\n\n在模拟模式: self.acc是一个实例化的 qifiaccount 账户\n\n\n实时的账户的历史成交 self.acc.trade\n回测的账户的历史成交 self.acc.history_table" }, { "path": "doc/MarketData.md", "content": "" }, { "path": "doc/Order.md", "content": "" }, { "path": "doc/Position.md", "content": "# Postions 关于你的持仓的一切\n\n当我们开始写策略的时候, 必不可少的, 我们会跟持仓打交道, \n\n- 当行情变化的时候, 持仓的盈亏的计算(成本的统计视角)\n- 当我们要平仓的时候, 持仓(今仓/昨仓)的判断\n- 我们预估浮盈浮亏的时候, 对于仓位开仓的信号点进行的判断\n- 我们进行对冲/对锁操作时, 对于双向开仓的需求\n\n等等, 因此, QAPositions 就是面向这个需求来解决问题的, 我们把对于一个品种的持仓成为一个positions, 在一个position中你可以有开多和开空两种独立的状态\n\n## 如何获取到持仓?\n\n 你可以用\n \n ```python\n positions = self.get_position(code)\n ```\n\n 在单标的基类中, 你可以直接调用 positions, 如果是多标的基类 会需要使用 self.acc.get_position(code)\n\n position 在回测/模拟中都是一样的 属于 QAPostion类\n\n\n## 如何使用QAPosition?\n\n 如果你需要查询当前的仓位: positions.cur_vol / positions.hold_detail\n\n 如果你需要查询仓位的全部信息: self.positons.static_message\n\n 如果你需要知道详细的基于当前价格的动态信息: self.position.realtime_message\n\n 以下列出了一些你可以直接调用的信息, 这些信息在行情更新/下单成交的时候都已经自动计算好了\n\n ```python\n positions.volume_long #当前持的多单\n\n positions.volume_short #当前持仓的空单数量\n\n positions.volume_long_today #今日多单数量\n\n positions.volume_long_his #今日多单数量\n\n positions.volume_short_today #今日空单数量\n\n positions.volume_short_his #今日空单数量\n\n positions.position_price_long # 基于结算价计算的多头成本价\n\n positions.position_cost_long # 基于结算价计算的多头总成本(总市值)\n\n positions.position_price_short # 基于结算价计算的空头开仓均价\n\n positions.position_cost_short # 基于结算价计算的空头成本\n\n positions.open_price_long # 基于开仓价计算的多头开仓价\n\n positions.open_cost_long # 基于开仓价计算的多头开仓价\n\n positions.open_price_short # 基于开仓价计算的多头开仓价空头开仓价\n\n positions.open_cost_short # 基于开仓价计算的多头开仓价空头成本\n\n ```\n\n\n## Position 原理是什么\n\n 本质是QAPosition 属于 ```QUANTAXIS.QAMarket.QAPosition```\n\n\n" }, { "path": "doc/QAStrategyCTA.md", "content": "## 1. QAStrategyCTABase\n\nQAStrategy是被设计成(起码我是这么想的)成 \"\"\"支持股票期货/ 支持一个函数切换回测/模拟/SIM/实盘\"\"\"的基类\n\nQAStrategyCTABase 是面向常见cta场景\n\n 一般是期货场景/ 兼容股票\n\n - 单标的\n - 事件驱动\n - 不进行选股/ 大量的择时操作\n\n\n### 1.1 如何使用QAStrategyCTABase:\n\n\n1. docker用户需要先拉起期货/股票的docker, 具体的区别见之前的教程:\n\thttp://www.yutiansut.com:3000/topic/5dc5da7dc466af76e9e3bc5d\n\t\n2. 非docker用户需要自行部署, 具体部署流程参见之前的教程\n\thttps://github.com/QUANTAXIS/QUANTAXIS/issues/1349\n\n简单来说, 使用QAStrategy 你需要两步\n\n - 搭建本地的行情推送服务器\n \t \t回测环境 由QUANTAXIS 自身项目提供, 需要先手动save数据\n \t\t模拟环境/实盘环境 由QAREALTIME_COllECTOR项目提供, 内置在docker\n\t\tSIM环境(随机tick/ 真实tick) 由QAREALTIME_COLLECTOR/ QARANDOM_PRICE 提供, 内置在docker\n\n- 使用QAStrategy 提供行情流推送来的数据处理节点(策略)\n\n### 1.2 一个简单的示例\n\n```python\nfrom QAStrategy import QAStrategyCTABase\nimport QUANTAXIS as QA\n\nclass Strategy(QAStrategyCTABase):\n\n def on_bar(self, bar):\n\t\tprint(bar)\n\ns = Strategy(code='rb2005', frequence='1min', strategy_id= 'xxx1' ) \ns.debug_sim()\n\n```\n你可以看到 由这几行代码 你就可以实现一个realtime的实时模拟策略 当然 这个策略只干了一个事情, 就是当行情来的时候, 打印行情价格\n\n当然, 如果这是个回测代码, 你需要继续指定下开始和结束时间\n\n\n```python\nfrom QAStrategy import QAStrategyCTABase\nimport QUANTAXIS as QA\n\nclass Strategy(QAStrategyCTABase):\n\n def on_bar(self, bar):\n\t\tprint(bar)\n\ns = Strategy(code='rb2005', frequence='1min', strategy_id= 'xxx1', start='2019-10-01', end='2019-11-01') \ns.run_backtest()\n```\n\n你可以看到 当我们切换模式的时候, 策略主体并没有发生任何改变 如果当你已经理解了这个代码 我们可以逐步的往下介绍新的API给你\n\n\n\n### 1.3 下单/行情/账户/指标 的常见API\n\n为了降低理解难度, 方便你一步一步的理解这个QAStrategy, 我在最开始的时候, 并不会考虑介绍太多的api给你, 也不会讲述底层实现过程, 我希望你可以只知道5个函数你也能一样的写策略\n\n\n- 当前策略时间点: ```self.running_time```\n\n- 下单: ```self.send_order```\n\n- 接受到的数据: ```self.market_data```\n\n- 账户: ```self.acc``\n\n 在这里, 账户的内容是非常多的, 此处并不细讲, 在后面逐步展开\n\n - 实时的账户的历史成交 ```self.acc.trade```\n - 回测的账户的历史成交 ```self.acc.history_table```\n\n- 持仓: ```self.poistions```\n\n- 指标: 你可以直接使用QA_Indicator系列, 加载到self.market_data上\n\n\n\n#### 1.3.1 下单函数 send_order\n\n下单函数被设计的非常简单:\n\n```self.send_order('BUY', 'OPEN', price=bar['close'], volume=1)```\n\n只需要4个函数你就可以下单了, 当然 这个场景是CTABase的, 在多标的的stockbase中, 你还需要带上你的code 这个在当前不讨论\n\n\n\n#### 1.3.2 接受到的行情数据 self.market_data\n\nself.market_data 是一个惰性计算的函数(@property), 因此当你收到这个数据, 你需要先复制一份来使用\n\n这是一个multiindex的 dataframe, 如果你熟悉QUANTAXIS的 QADataStruct, 你会非常熟悉, 因为multiindex可以方便的承载多个时间/多个标的的数据\n\n```python\n\ndef on_bar(self, bar):\n market_data = self.market_data\n\n print(market_data)\n```\n\n#### 1.3.3 账户 self.acc\n\n你需要注意的是, self.acc 在不同的模式下是不一样的\n\n在回测模式: self.acc是一个实例化的 QUANTAXIS.QAAccountPro 类\n\n在模拟模式: self.acc是一个实例化的 qifiaccount 账户\n\n\n\n#### 1.3.4 持仓 self.positions\n\n在单标的基类中, 你可以直接调用 self.positions, 如果是多标的基类 会需要使用 self.acc.get_position(code)\n\nposition 在回测/模拟中都是一样的 属于 QAPostion类\n\n\n如果你需要查询当前的仓位: self.positions.cur_vol / self.positions.hold_detail\n\n如果你需要查询仓位的全部信息: self.positons.static_message\n\n如果你需要知道详细的基于当前价格的动态信息: self.position.realtime_message\n\n以下列出了一些你可以直接调用的信息, 这些信息在行情更新/下单成交的时候都已经自动计算好了\n\n```python\nself.positions.volume_long #当前持的多单\n\nself.positions.volume_short #当前持仓的空单数量\n\nself.positions.volume_long_today #今日多单数量\n\nself.positions.volume_long_his #今日多单数量\n\nself.positions.volume_short_today #今日空单数量\n\nself.positions.volume_short_his #今日空单数量\n\nself.positions.position_price_long # 基于结算价计算的多头成本价\n\nself.positions.position_cost_long # 基于结算价计算的多头总成本(总市值)\n\nself.positions.position_price_short # 基于结算价计算的空头开仓均价\n\nself.positions.position_cost_short # 基于结算价计算的空头成本\n\nself.positions.open_price_long # 基于开仓价计算的多头开仓价\n\nself.positions.open_cost_long # 基于开仓价计算的多头开仓价\n\nself.positions.self.open_price_short # 基于开仓价计算的多头开仓价空头开仓价\n\nself.positions.open_cost_short # 基于开仓价计算的多头开仓价空头成本\n\n```\n\n\n### 1.3.5 指标\n\n让我们回归到上面的market_data, 我们来计算一个指标\n\n```python\n\nimport QUANTAXIS as QA\n\ndef on_bar(self, bar):\n market_data = self.market_data\n\n print(market_data)\n\n print(QA.QA_Indicator_MACD(market_data, 12, 26, 9))\n```" }, { "path": "example/CCI_EXample.py", "content": "from QAStrategy import QAStrategyCTABase\nimport QUANTAXIS as QA\nimport pprint\n\nclass CCI(QAStrategyCTABase):\n\n\n\n def on_bar(self, bar):\n\n res = self.cci()\n\n #print(res.iloc[-1])\n\n if res.CCI[-1] < -100:\n\n #print('LONG')\n\n if self.positions.volume_long == 0:\n self.send_order('BUY', 'OPEN', price=bar['close'], volume=1)\n\n if self.positions.volume_short > 0:\n self.send_order('BUY', 'CLOSE', price=bar['close'], volume=1)\n\n else:\n #print('SHORT')\n if self.positions.volume_short == 0:\n self.send_order('SELL', 'OPEN', price=bar['close'], volume=1)\n if self.positions.volume_long > 0:\n self.send_order('SELL', 'CLOSE', price=bar['close'], volume=1)\n\n def cci(self,):\n return QA.QA_indicator_CCI(self.market_data, 61)\n\n def risk_check(self):\n pass\n # pprint.pprint(self.qifiacc.message)\n\n\nif __name__ == '__main__':\n\n strategy = CCI(code='RBL8', frequence='1min',\n strategy_id='a3916de0-bx8-4b19c-bxxax1-94d91f1744ac', start='2020-01-01', end='2020-02-05') \n\n \"\"\"测试 一般在jupyter中用\n\n \n \"\"\"\n import datetime\n t1 = datetime.datetime.now()\n strategy.debug()\n print(datetime.datetime.now() - t1)\n \"\"\"\n \n 之后你可以用strategy.acc.history_table 这些以前qa回测的东西来查看\n \"\"\"\n\n \"\"\" 回测\n \"\"\"\n # strategy.run_backtest()\n\n # \"\"\" 模拟\n # \"\"\"\n # strategy = CCI(code='rb2005', frequence='1min',\n # strategy_id='a3916de0-bd28-4b9c-bea1-94d91f1744ac', send_wx=True,)\n # strategy.debug_sim()\n # strategy.add_subscriber(\"你的wechatid 在QARPO中获取\")\n\n \"\"\"debugsim是非阻塞的\n \n 在进程中 用run_sim\n \"\"\"\n\n" }, { "path": "example/DoubleMA_Example.py", "content": "from QAStrategy import QAStrategyCTABase\nimport QUANTAXIS as QA\nimport pprint\n\n\nclass DMA(QAStrategyCTABase):\n\n def on_bar(self, bar):\n\n res = self.ma()\n\n print(res.iloc[-1])\n\n if res.MA2[-1] > res.MA5[-1]:\n\n print('LONG')\n\n if self.positions.volume_long == 0:\n self.send_order('BUY', 'OPEN', price=bar['close'], volume=1)\n\n if self.positions.volume_short > 0:\n self.send_order('BUY', 'CLOSE', price=bar['close'], volume=1)\n\n else:\n print('SHORT')\n if self.positions.volume_short == 0:\n self.send_order('SELL', 'OPEN', price=bar['close'], volume=1)\n if self.positions.volume_long > 0:\n self.send_order('SELL', 'CLOSE', price=bar['close'], volume=1)\n\n def ma(self,):\n return QA.QA_indicator_MA(self.market_data, 2, 5)\n\n def risk_check(self):\n pass\n # pprint.pprint(self.qifiacc.message)\n\n\nif __name__ == '__main__':\n DMA = DMA(code='rb2005', frequence='1min',\n strategy_id='1dd8b22d-7902-4a85-adb2-fbac4bb977fe', start='2019-10-01', end='2019-11-01') \n DMA.run_backtest()\n" }, { "path": "example/MACD_Example.py", "content": "import pprint\n\nimport QUANTAXIS as QA\nfrom QAStrategy import QAStrategyCTABase\n\n\nclass MACD(QAStrategyCTABase):\n\n def on_bar(self, bar):\n\n res = self.macd()\n\n print(res.iloc[-1])\n\n if res.DIF[-1] > res.DEA[-1]:\n\n print('LONG')\n\n if self.positions.volume_long == 0:\n self.send_order('BUY', 'OPEN', price=bar['close'], volume=1)\n if self.positions.volume_short > 0:\n self.send_order('BUY', 'CLOSE', price=bar['close'], volume=1)\n\n else:\n print('SHORT')\n if self.positions.volume_short == 0:\n self.send_order('SELL', 'OPEN', price=bar['close'], volume=1)\n if self.positions.volume_long > 0:\n self.send_order('SELL', 'CLOSE', price=bar['close'], volume=1)\n\n def macd(self,):\n return QA.QA_indicator_MACD(self.market_data)\n\n def risk_check(self):\n pass\n # pprint.pprint(self.qifiacc.message)\n\n\nif __name__ == '__main__':\n MACD = MACD(code='rb2005', frequence='1min', data_host='192.168.2.118', mongo_ip='192.168.2.118', trade_host='192.168.2.118', send_wx=True,\n strategy_id='1dds1s2d-7902-4a85-adb2-fbac4bb977fe', start='2019-10-01', end='2019-11-01', model= 'rust')\n MACD.run_sim()\n" }, { "path": "example/Stock_Example.py", "content": "import QUANTAXIS as QA\nfrom QAStrategy.qastockbase import QAStrategyStockBase\n\n\n\nclass strategy(QAStrategyStockBase):\n def on_bar(self, data):\n print(data)\n print(self.get_positions('000001'))\n print(self.market_data)\n \n code = data.name[1]\n print('---------------under is 当前全市场的market_data --------------')\n \n print(self.get_current_marketdata())\n print('---------------under is 当前品种的market_data --------------')\n print(self.get_code_marketdata(code))\n print(code)\n #print(self.running_time)\n input()\n\nif __name__ == '__main__':\n s = strategy(code=['000001', '000002'], frequence='day', start='2019-01-01', end='2019-02-01', strategy_id='x')\n s.debug()\n \"\"\"\n \n portfolio with user_cookie USER_QoZ8TDrF already exist!!\n < QA_AccountPRO x market: stock_cn>\n stock_cn\n backtest: Settle!\n open 9.390000e+00\n high 9.420000e+00\n low 9.160000e+00\n close 9.190000e+00\n volume 5.393860e+05\n amount 4.986951e+08\n Name: (2019-01-02 00:00:00, 000001), dtype: float64\n < QAPOSITION 000001 amount 0/0 >\n open high low close volume amount\n 2019-01-02 000001 9.39 9.42 9.16 9.19 539386.0 498695104.0\n ---------------under is 当前全市场的market_data --------------\n open high low close volume amount\n 2019-01-02 000001 9.39 9.42 9.16 9.19 539386.0 498695104.0\n ---------------under is 当前品种的market_data --------------\n open high low close volume amount\n 2019-01-02 000001 9.39 9.42 9.16 9.19 539386.0 498695104.0\n 000001\n \n open 2.383000e+01\n high 2.409000e+01\n low 2.367000e+01\n close 2.390000e+01\n volume 2.470100e+05\n amount 5.893846e+08\n Name: (2019-01-02 00:00:00, 000002), dtype: float64\n < QAPOSITION 000001 amount 0/0 >\n open high low close volume amount\n 2019-01-02 000001 9.39 9.42 9.16 9.19 539386.0 498695104.0\n 000002 23.83 24.09 23.67 23.90 247010.0 589384576.0\n ---------------under is 当前全市场的market_data --------------\n open high low close volume amount\n 2019-01-02 000001 9.39 9.42 9.16 9.19 539386.0 498695104.0\n 000002 23.83 24.09 23.67 23.90 247010.0 589384576.0\n ---------------under is 当前品种的market_data --------------\n open high low close volume amount\n 2019-01-02 000002 23.83 24.09 23.67 23.9 247010.0 589384576.0\n 000002\n \n backtest: Settle!\n open 9.180000e+00\n high 9.330000e+00\n low 9.150000e+00\n close 9.280000e+00\n volume 4.155370e+05\n amount 3.844577e+08\n Name: (2019-01-03 00:00:00, 000001), dtype: float64\n < QAPOSITION 000001 amount 0/0 >\n open high low close volume amount\n 2019-01-02 000001 9.39 9.42 9.16 9.19 539386.0 498695104.0\n 000002 23.83 24.09 23.67 23.90 247010.0 589384576.0\n 2019-01-03 000001 9.18 9.33 9.15 9.28 415537.0 384457696.0\n ---------------under is 当前全市场的market_data --------------\n open high low close volume amount\n 2019-01-03 000001 9.18 9.33 9.15 9.28 415537.0 384457696.0\n ---------------under is 当前品种的market_data --------------\n open high low close volume amount\n 2019-01-02 000001 9.39 9.42 9.16 9.19 539386.0 498695104.0\n 2019-01-03 000001 9.18 9.33 9.15 9.28 415537.0 384457696.0\n 000001\n \n open 2.379000e+01\n high 2.450000e+01\n low 2.371000e+01\n close 2.407000e+01\n volume 2.223530e+05\n amount 5.363333e+08\n Name: (2019-01-03 00:00:00, 000002), dtype: float64\n < QAPOSITION 000001 amount 0/0 >\n open high low close volume amount\n 2019-01-02 000001 9.39 9.42 9.16 9.19 539386.0 498695104.0\n 000002 23.83 24.09 23.67 23.90 247010.0 589384576.0\n 2019-01-03 000001 9.18 9.33 9.15 9.28 415537.0 384457696.0\n 000002 23.79 24.50 23.71 24.07 222353.0 536333280.0\n ---------------under is 当前全市场的market_data --------------\n open high low close volume amount\n 2019-01-03 000001 9.18 9.33 9.15 9.28 415537.0 384457696.0\n 000002 23.79 24.50 23.71 24.07 222353.0 536333280.0\n ---------------under is 当前品种的market_data --------------\n open high low close volume amount\n 2019-01-02 000002 23.83 24.09 23.67 23.90 247010.0 589384576.0\n 2019-01-03 000002 23.79 24.50 23.71 24.07 222353.0 536333280.0\n 000002\n \n backtest: Settle!\n open 9.240000e+00\n high 9.820000e+00\n low 9.220000e+00\n close 9.750000e+00\n volume 1.481159e+06\n amount 1.422150e+09\n Name: (2019-01-04 00:00:00, 000001), dtype: float64\n < QAPOSITION 000001 amount 0/0 >\n open high low close volume amount\n 2019-01-02 000001 9.39 9.42 9.16 9.19 539386.0 4.986951e+08\n 000002 23.83 24.09 23.67 23.90 247010.0 5.893846e+08\n 2019-01-03 000001 9.18 9.33 9.15 9.28 415537.0 3.844577e+08\n 000002 23.79 24.50 23.71 24.07 222353.0 5.363333e+08\n 2019-01-04 000001 9.24 9.82 9.22 9.75 1481159.0 1.422150e+09\n ---------------under is 当前全市场的market_data --------------\n open high low close volume amount\n 2019-01-04 000001 9.24 9.82 9.22 9.75 1481159.0 1.422150e+09\n ---------------under is 当前品种的market_data --------------\n open high low close volume amount\n 2019-01-02 000001 9.39 9.42 9.16 9.19 539386.0 4.986951e+08\n 2019-01-03 000001 9.18 9.33 9.15 9.28 415537.0 3.844577e+08\n 2019-01-04 000001 9.24 9.82 9.22 9.75 1481159.0 1.422150e+09\n 000001\n \n open 2.391000e+01\n high 2.500000e+01\n low 2.385000e+01\n close 2.493000e+01\n volume 3.777270e+05\n amount 9.270117e+08\n Name: (2019-01-04 00:00:00, 000002), dtype: float64\n < QAPOSITION 000001 amount 0/0 >\n open high low close volume amount\n 2019-01-02 000001 9.39 9.42 9.16 9.19 539386.0 4.986951e+08\n 000002 23.83 24.09 23.67 23.90 247010.0 5.893846e+08\n 2019-01-03 000001 9.18 9.33 9.15 9.28 415537.0 3.844577e+08\n 000002 23.79 24.50 23.71 24.07 222353.0 5.363333e+08\n 2019-01-04 000001 9.24 9.82 9.22 9.75 1481159.0 1.422150e+09\n 000002 23.91 25.00 23.85 24.93 377727.0 9.270117e+08\n ---------------under is 当前全市场的market_data --------------\n open high low close volume amount\n 2019-01-04 000001 9.24 9.82 9.22 9.75 1481159.0 1.422150e+09\n 000002 23.91 25.00 23.85 24.93 377727.0 9.270117e+08\n ---------------under is 当前品种的market_data --------------\n open high low close volume amount\n 2019-01-02 000002 23.83 24.09 23.67 23.90 247010.0 589384576.0\n 2019-01-03 000002 23.79 24.50 23.71 24.07 222353.0 536333280.0\n 2019-01-04 000002 23.91 25.00 23.85 24.93 377727.0 927011712.0\n 000002\n \n backtest: Settle!\n open 9.840000e+00\n high 9.850000e+00\n low 9.630000e+00\n close 9.740000e+00\n volume 8.656870e+05\n amount 8.411664e+08\n Name: (2019-01-07 00:00:00, 000001), dtype: float64\n < QAPOSITION 000001 amount 0/0 >\n open high low close volume amount\n 2019-01-02 000001 9.39 9.42 9.16 9.19 539386.0 4.986951e+08\n 000002 23.83 24.09 23.67 23.90 247010.0 5.893846e+08\n 2019-01-03 000001 9.18 9.33 9.15 9.28 415537.0 3.844577e+08\n 000002 23.79 24.50 23.71 24.07 222353.0 5.363333e+08\n 2019-01-04 000001 9.24 9.82 9.22 9.75 1481159.0 1.422150e+09\n 000002 23.91 25.00 23.85 24.93 377727.0 9.270117e+08\n 2019-01-07 000001 9.84 9.85 9.63 9.74 865687.0 8.411664e+08\n ---------------under is 当前全市场的market_data --------------\n open high low close volume amount\n 2019-01-07 000001 9.84 9.85 9.63 9.74 865687.0 841166400.0\n ---------------under is 当前品种的market_data --------------\n open high low close volume amount\n 2019-01-02 000001 9.39 9.42 9.16 9.19 539386.0 4.986951e+08\n 2019-01-03 000001 9.18 9.33 9.15 9.28 415537.0 3.844577e+08\n 2019-01-04 000001 9.24 9.82 9.22 9.75 1481159.0 1.422150e+09\n 2019-01-07 000001 9.84 9.85 9.63 9.74 865687.0 8.411664e+08\n 000001\n \n open 2.529000e+01\n high 2.553000e+01\n low 2.499000e+01\n close 2.505000e+01\n volume 4.271540e+05\n amount 1.077909e+09\n Name: (2019-01-07 00:00:00, 000002), dtype: float64\n < QAPOSITION 000001 amount 0/0 >\n open high low close volume amount\n 2019-01-02 000001 9.39 9.42 9.16 9.19 539386.0 4.986951e+08\n 000002 23.83 24.09 23.67 23.90 247010.0 5.893846e+08\n 2019-01-03 000001 9.18 9.33 9.15 9.28 415537.0 3.844577e+08\n 000002 23.79 24.50 23.71 24.07 222353.0 5.363333e+08\n 2019-01-04 000001 9.24 9.82 9.22 9.75 1481159.0 1.422150e+09\n 000002 23.91 25.00 23.85 24.93 377727.0 9.270117e+08\n 2019-01-07 000001 9.84 9.85 9.63 9.74 865687.0 8.411664e+08\n 000002 25.29 25.53 24.99 25.05 427154.0 1.077909e+09\n ---------------under is 当前全市场的market_data --------------\n open high low close volume amount\n 2019-01-07 000001 9.84 9.85 9.63 9.74 865687.0 8.411664e+08\n 000002 25.29 25.53 24.99 25.05 427154.0 1.077909e+09\n ---------------under is 当前品种的market_data --------------\n open high low close volume amount\n 2019-01-02 000002 23.83 24.09 23.67 23.90 247010.0 5.893846e+08\n 2019-01-03 000002 23.79 24.50 23.71 24.07 222353.0 5.363333e+08\n 2019-01-04 000002 23.91 25.00 23.85 24.93 377727.0 9.270117e+08\n 2019-01-07 000002 25.29 25.53 24.99 25.05 427154.0 1.077909e+09\n 000002\n \n backtest: Settle!\n open 9.730000e+00\n high 9.740000e+00\n low 9.620000e+00\n close 9.660000e+00\n volume 4.023880e+05\n amount 3.892478e+08\n Name: (2019-01-08 00:00:00, 000001), dtype: float64\n < QAPOSITION 000001 amount 0/0 >\n open high low close volume amount\n 2019-01-02 000001 9.39 9.42 9.16 9.19 539386.0 4.986951e+08\n 000002 23.83 24.09 23.67 23.90 247010.0 5.893846e+08\n 2019-01-03 000001 9.18 9.33 9.15 9.28 415537.0 3.844577e+08\n 000002 23.79 24.50 23.71 24.07 222353.0 5.363333e+08\n 2019-01-04 000001 9.24 9.82 9.22 9.75 1481159.0 1.422150e+09\n 000002 23.91 25.00 23.85 24.93 377727.0 9.270117e+08\n 2019-01-07 000001 9.84 9.85 9.63 9.74 865687.0 8.411664e+08\n 000002 25.29 25.53 24.99 25.05 427154.0 1.077909e+09\n 2019-01-08 000001 9.73 9.74 9.62 9.66 402388.0 3.892478e+08\n ---------------under is 当前全市场的market_data --------------\n open high low close volume amount\n 2019-01-08 000001 9.73 9.74 9.62 9.66 402388.0 389247808.0\n ---------------under is 当前品种的market_data --------------\n open high low close volume amount\n 2019-01-02 000001 9.39 9.42 9.16 9.19 539386.0 4.986951e+08\n 2019-01-03 000001 9.18 9.33 9.15 9.28 415537.0 3.844577e+08\n 2019-01-04 000001 9.24 9.82 9.22 9.75 1481159.0 1.422150e+09\n 2019-01-07 000001 9.84 9.85 9.63 9.74 865687.0 8.411664e+08\n 2019-01-08 000001 9.73 9.74 9.62 9.66 402388.0 3.892478e+08\n 000001\n \n open 2.505000e+01\n high 2.520000e+01\n low 2.463000e+01\n close 2.500000e+01\n volume 2.143820e+05\n amount 5.336044e+08\n Name: (2019-01-08 00:00:00, 000002), dtype: float64\n < QAPOSITION 000001 amount 0/0 >\n open high low close volume amount\n 2019-01-02 000001 9.39 9.42 9.16 9.19 539386.0 4.986951e+08\n 000002 23.83 24.09 23.67 23.90 247010.0 5.893846e+08\n 2019-01-03 000001 9.18 9.33 9.15 9.28 415537.0 3.844577e+08\n 000002 23.79 24.50 23.71 24.07 222353.0 5.363333e+08\n 2019-01-04 000001 9.24 9.82 9.22 9.75 1481159.0 1.422150e+09\n 000002 23.91 25.00 23.85 24.93 377727.0 9.270117e+08\n 2019-01-07 000001 9.84 9.85 9.63 9.74 865687.0 8.411664e+08\n 000002 25.29 25.53 24.99 25.05 427154.0 1.077909e+09\n 2019-01-08 000001 9.73 9.74 9.62 9.66 402388.0 3.892478e+08\n 000002 25.05 25.20 24.63 25.00 214382.0 5.336044e+08\n ---------------under is 当前全市场的market_data --------------\n open high low close volume amount\n 2019-01-08 000001 9.73 9.74 9.62 9.66 402388.0 389247808.0\n 000002 25.05 25.20 24.63 25.00 214382.0 533604352.0\n ---------------under is 当前品种的market_data --------------\n open high low close volume amount\n 2019-01-02 000002 23.83 24.09 23.67 23.90 247010.0 5.893846e+08\n 2019-01-03 000002 23.79 24.50 23.71 24.07 222353.0 5.363333e+08\n 2019-01-04 000002 23.91 25.00 23.85 24.93 377727.0 9.270117e+08\n 2019-01-07 000002 25.29 25.53 24.99 25.05 427154.0 1.077909e+09\n 2019-01-08 000002 25.05 25.20 24.63 25.00 214382.0 5.336044e+08\n 000002\n \n backtest: Settle!\n open 9.740000e+00\n high 1.008000e+01\n low 9.700000e+00\n close 9.940000e+00\n volume 1.233486e+06\n amount 1.229465e+09\n Name: (2019-01-09 00:00:00, 000001), dtype: float64\n < QAPOSITION 000001 amount 0/0 >\n open high low close volume amount\n 2019-01-02 000001 9.39 9.42 9.16 9.19 539386.0 4.986951e+08\n 000002 23.83 24.09 23.67 23.90 247010.0 5.893846e+08\n 2019-01-03 000001 9.18 9.33 9.15 9.28 415537.0 3.844577e+08\n 000002 23.79 24.50 23.71 24.07 222353.0 5.363333e+08\n 2019-01-04 000001 9.24 9.82 9.22 9.75 1481159.0 1.422150e+09\n 000002 23.91 25.00 23.85 24.93 377727.0 9.270117e+08\n 2019-01-07 000001 9.84 9.85 9.63 9.74 865687.0 8.411664e+08\n 000002 25.29 25.53 24.99 25.05 427154.0 1.077909e+09\n 2019-01-08 000001 9.73 9.74 9.62 9.66 402388.0 3.892478e+08\n 000002 25.05 25.20 24.63 25.00 214382.0 5.336044e+08\n 2019-01-09 000001 9.74 10.08 9.70 9.94 1233486.0 1.229465e+09\n ---------------under is 当前全市场的market_data --------------\n open high low close volume amount\n 2019-01-09 000001 9.74 10.08 9.7 9.94 1233486.0 1.229465e+09\n ---------------under is 当前品种的market_data --------------\n open high low close volume amount\n 2019-01-02 000001 9.39 9.42 9.16 9.19 539386.0 4.986951e+08\n 2019-01-03 000001 9.18 9.33 9.15 9.28 415537.0 3.844577e+08\n 2019-01-04 000001 9.24 9.82 9.22 9.75 1481159.0 1.422150e+09\n 2019-01-07 000001 9.84 9.85 9.63 9.74 865687.0 8.411664e+08\n 2019-01-08 000001 9.73 9.74 9.62 9.66 402388.0 3.892478e+08\n 2019-01-09 000001 9.74 10.08 9.70 9.94 1233486.0 1.229465e+09\n 000001\n \n open 2.540000e+01\n high 2.588000e+01\n low 2.511000e+01\n close 2.533000e+01\n volume 3.401400e+05\n amount 8.670814e+08\n Name: (2019-01-09 00:00:00, 000002), dtype: float64\n < QAPOSITION 000001 amount 0/0 >\n open high low close volume amount\n 2019-01-02 000001 9.39 9.42 9.16 9.19 539386.0 4.986951e+08\n 000002 23.83 24.09 23.67 23.90 247010.0 5.893846e+08\n 2019-01-03 000001 9.18 9.33 9.15 9.28 415537.0 3.844577e+08\n 000002 23.79 24.50 23.71 24.07 222353.0 5.363333e+08\n 2019-01-04 000001 9.24 9.82 9.22 9.75 1481159.0 1.422150e+09\n 000002 23.91 25.00 23.85 24.93 377727.0 9.270117e+08\n 2019-01-07 000001 9.84 9.85 9.63 9.74 865687.0 8.411664e+08\n 000002 25.29 25.53 24.99 25.05 427154.0 1.077909e+09\n 2019-01-08 000001 9.73 9.74 9.62 9.66 402388.0 3.892478e+08\n 000002 25.05 25.20 24.63 25.00 214382.0 5.336044e+08\n 2019-01-09 000001 9.74 10.08 9.70 9.94 1233486.0 1.229465e+09\n 000002 25.40 25.88 25.11 25.33 340140.0 8.670814e+08\n ---------------under is 当前全市场的market_data --------------\n open high low close volume amount\n 2019-01-09 000001 9.74 10.08 9.70 9.94 1233486.0 1.229465e+09\n 000002 25.40 25.88 25.11 25.33 340140.0 8.670814e+08\n ---------------under is 当前品种的market_data --------------\n open high low close volume amount\n 2019-01-02 000002 23.83 24.09 23.67 23.90 247010.0 5.893846e+08\n 2019-01-03 000002 23.79 24.50 23.71 24.07 222353.0 5.363333e+08\n 2019-01-04 000002 23.91 25.00 23.85 24.93 377727.0 9.270117e+08\n 2019-01-07 000002 25.29 25.53 24.99 25.05 427154.0 1.077909e+09\n 2019-01-08 000002 25.05 25.20 24.63 25.00 214382.0 5.336044e+08\n 2019-01-09 000002 25.40 25.88 25.11 25.33 340140.0 8.670814e+08\n 000002\n \n backtest: Settle!\n open 9.870000e+00\n high 1.020000e+01\n low 9.860000e+00\n close 1.010000e+01\n volume 1.071817e+06\n amount 1.079711e+09\n Name: (2019-01-10 00:00:00, 000001), dtype: float64\n < QAPOSITION 000001 amount 0/0 >\n open high low close volume amount\n 2019-01-02 000001 9.39 9.42 9.16 9.19 539386.0 4.986951e+08\n 000002 23.83 24.09 23.67 23.90 247010.0 5.893846e+08\n 2019-01-03 000001 9.18 9.33 9.15 9.28 415537.0 3.844577e+08\n 000002 23.79 24.50 23.71 24.07 222353.0 5.363333e+08\n 2019-01-04 000001 9.24 9.82 9.22 9.75 1481159.0 1.422150e+09\n 000002 23.91 25.00 23.85 24.93 377727.0 9.270117e+08\n 2019-01-07 000001 9.84 9.85 9.63 9.74 865687.0 8.411664e+08\n 000002 25.29 25.53 24.99 25.05 427154.0 1.077909e+09\n 2019-01-08 000001 9.73 9.74 9.62 9.66 402388.0 3.892478e+08\n 000002 25.05 25.20 24.63 25.00 214382.0 5.336044e+08\n 2019-01-09 000001 9.74 10.08 9.70 9.94 1233486.0 1.229465e+09\n 000002 25.40 25.88 25.11 25.33 340140.0 8.670814e+08\n 2019-01-10 000001 9.87 10.20 9.86 10.10 1071817.0 1.079711e+09\n ---------------under is 当前全市场的market_data --------------\n open high low close volume amount\n 2019-01-10 000001 9.87 10.2 9.86 10.1 1071817.0 1.079711e+09\n ---------------under is 当前品种的market_data --------------\n open high low close volume amount\n 2019-01-02 000001 9.39 9.42 9.16 9.19 539386.0 4.986951e+08\n 2019-01-03 000001 9.18 9.33 9.15 9.28 415537.0 3.844577e+08\n 2019-01-04 000001 9.24 9.82 9.22 9.75 1481159.0 1.422150e+09\n 2019-01-07 000001 9.84 9.85 9.63 9.74 865687.0 8.411664e+08\n 2019-01-08 000001 9.73 9.74 9.62 9.66 402388.0 3.892478e+08\n 2019-01-09 000001 9.74 10.08 9.70 9.94 1233486.0 1.229465e+09\n 2019-01-10 000001 9.87 10.20 9.86 10.10 1071817.0 1.079711e+09\n 000001\n \n open 2.522000e+01\n high 2.556000e+01\n low 2.503000e+01\n close 2.511000e+01\n volume 2.246490e+05\n amount 5.689526e+08\n Name: (2019-01-10 00:00:00, 000002), dtype: float64\n < QAPOSITION 000001 amount 0/0 >\n open high low close volume amount\n 2019-01-02 000001 9.39 9.42 9.16 9.19 539386.0 4.986951e+08\n 000002 23.83 24.09 23.67 23.90 247010.0 5.893846e+08\n 2019-01-03 000001 9.18 9.33 9.15 9.28 415537.0 3.844577e+08\n 000002 23.79 24.50 23.71 24.07 222353.0 5.363333e+08\n 2019-01-04 000001 9.24 9.82 9.22 9.75 1481159.0 1.422150e+09\n 000002 23.91 25.00 23.85 24.93 377727.0 9.270117e+08\n 2019-01-07 000001 9.84 9.85 9.63 9.74 865687.0 8.411664e+08\n 000002 25.29 25.53 24.99 25.05 427154.0 1.077909e+09\n 2019-01-08 000001 9.73 9.74 9.62 9.66 402388.0 3.892478e+08\n 000002 25.05 25.20 24.63 25.00 214382.0 5.336044e+08\n 2019-01-09 000001 9.74 10.08 9.70 9.94 1233486.0 1.229465e+09\n 000002 25.40 25.88 25.11 25.33 340140.0 8.670814e+08\n 2019-01-10 000001 9.87 10.20 9.86 10.10 1071817.0 1.079711e+09\n 000002 25.22 25.56 25.03 25.11 224649.0 5.689526e+08\n ---------------under is 当前全市场的market_data --------------\n open high low close volume amount\n 2019-01-10 000001 9.87 10.20 9.86 10.10 1071817.0 1.079711e+09\n 000002 25.22 25.56 25.03 25.11 224649.0 5.689526e+08\n ---------------under is 当前品种的market_data --------------\n open high low close volume amount\n 2019-01-02 000002 23.83 24.09 23.67 23.90 247010.0 5.893846e+08\n 2019-01-03 000002 23.79 24.50 23.71 24.07 222353.0 5.363333e+08\n 2019-01-04 000002 23.91 25.00 23.85 24.93 377727.0 9.270117e+08\n 2019-01-07 000002 25.29 25.53 24.99 25.05 427154.0 1.077909e+09\n 2019-01-08 000002 25.05 25.20 24.63 25.00 214382.0 5.336044e+08\n 2019-01-09 000002 25.40 25.88 25.11 25.33 340140.0 8.670814e+08\n 2019-01-10 000002 25.22 25.56 25.03 25.11 224649.0 5.689526e+08\n 000002\n \n backtest: Settle!\n open 1.011000e+01\n high 1.022000e+01\n low 1.005000e+01\n close 1.020000e+01\n volume 6.963640e+05\n amount 7.080018e+08\n Name: (2019-01-11 00:00:00, 000001), dtype: float64\n < QAPOSITION 000001 amount 0/0 >\n open high low close volume amount\n 2019-01-02 000001 9.39 9.42 9.16 9.19 539386.0 4.986951e+08\n 000002 23.83 24.09 23.67 23.90 247010.0 5.893846e+08\n 2019-01-03 000001 9.18 9.33 9.15 9.28 415537.0 3.844577e+08\n 000002 23.79 24.50 23.71 24.07 222353.0 5.363333e+08\n 2019-01-04 000001 9.24 9.82 9.22 9.75 1481159.0 1.422150e+09\n 000002 23.91 25.00 23.85 24.93 377727.0 9.270117e+08\n 2019-01-07 000001 9.84 9.85 9.63 9.74 865687.0 8.411664e+08\n 000002 25.29 25.53 24.99 25.05 427154.0 1.077909e+09\n 2019-01-08 000001 9.73 9.74 9.62 9.66 402388.0 3.892478e+08\n 000002 25.05 25.20 24.63 25.00 214382.0 5.336044e+08\n 2019-01-09 000001 9.74 10.08 9.70 9.94 1233486.0 1.229465e+09\n 000002 25.40 25.88 25.11 25.33 340140.0 8.670814e+08\n 2019-01-10 000001 9.87 10.20 9.86 10.10 1071817.0 1.079711e+09\n 000002 25.22 25.56 25.03 25.11 224649.0 5.689526e+08\n 2019-01-11 000001 10.11 10.22 10.05 10.20 696364.0 7.080018e+08\n ---------------under is 当前全市场的market_data --------------\n open high low close volume amount\n 2019-01-11 000001 10.11 10.22 10.05 10.2 696364.0 708001792.0\n ---------------under is 当前品种的market_data --------------\n open high low close volume amount\n 2019-01-02 000001 9.39 9.42 9.16 9.19 539386.0 4.986951e+08\n 2019-01-03 000001 9.18 9.33 9.15 9.28 415537.0 3.844577e+08\n 2019-01-04 000001 9.24 9.82 9.22 9.75 1481159.0 1.422150e+09\n 2019-01-07 000001 9.84 9.85 9.63 9.74 865687.0 8.411664e+08\n 2019-01-08 000001 9.73 9.74 9.62 9.66 402388.0 3.892478e+08\n 2019-01-09 000001 9.74 10.08 9.70 9.94 1233486.0 1.229465e+09\n 2019-01-10 000001 9.87 10.20 9.86 10.10 1071817.0 1.079711e+09\n 2019-01-11 000001 10.11 10.22 10.05 10.20 696364.0 7.080018e+08\n \"\"\"" }, { "path": "example/realtime_hedge.py", "content": "from QAStrategy import QAStrategyCTABase\nimport QUANTAXIS as QA\n\nclass CCI(QAStrategyCTABase):\n\n\n\n def on_bar(self, bar):\n print(bar)\n current_code = bar['code']\n res = self.cci(current_code)\n\n\n if res.CCI[-1] < -100:\n if self.get_positions(current_code).volume_long == 0:\n self.send_order('BUY', 'OPEN', price=bar['close'], volume=1, code= current_code)\n if self.get_positions(current_code).volume_short > 0:\n self.send_order('BUY', 'CLOSE', price=bar['close'], volume=1, code= current_code)\n\n else:\n #print('SHORT')\n if self.get_positions(current_code).volume_short == 0:\n self.send_order('SELL', 'OPEN', price=bar['close'], volume=1, code= current_code)\n if self.get_positions(current_code).volume_long > 0:\n self.send_order('SELL', 'CLOSE', price=bar['close'], volume=1, code= current_code)\n\n def cci(self, code):\n\n\n market_data = self.get_code_marketdata(code)\n return QA.QA_indicator_CCI(market_data, 61)\n\n\nif __name__ == '__main__':\n\n strategy = CCI(code=['rb2005', 'j2005'], frequence='1min', model='rust',\n strategy_id='a3916de0-bx8-4b19c-bxxax1-94d91f1744ac', start='2019-10-01', end='2019-11-01')\n strategy.run_sim()" }, { "path": "example/realtime_hedge_tick.py", "content": "from QAStrategy import QAStrategyCTABase\nimport QUANTAXIS as QA\n\nclass CCI(QAStrategyCTABase):\n\n\n\n def on_tick(self, tick):\n print(tick)\n\n def cci(self, code):\n\n\n market_data = self.get_code_marketdata(code)\n return QA.QA_indicator_CCI(market_data, 61)\n\n\nif __name__ == '__main__':\n\n strategy = CCI(code=['au2006', 'ag2002'], frequence='tick', model='rust',\n strategy_id='a3916de0-bx8-4b19c-bxxax1-94d91f1744ac', start='2019-10-01', end='2019-11-01')\n strategy.run_sim()" }, { "path": "jupytertest/debug_for_sendorder.ipynb", "content": "{\"cells\":[{\"cell_type\":\"code\",\"execution_count\":1,\"metadata\":{},\"outputs\":[],\"source\":\"import QAStrategy\"},{\"cell_type\":\"code\",\"execution_count\":2,\"metadata\":{},\"outputs\":[],\"source\":\"from QAStrategy.qactabase import QAStrategyCTABase\"},{\"cell_type\":\"code\",\"execution_count\":3,\"metadata\":{},\"outputs\":[],\"source\":\"class x(QAStrategyCTABase):\\n def on_bar(self, data):\\n \\n print(data)\"},{\"cell_type\":\"code\",\"execution_count\":32,\"metadata\":{},\"outputs\":[{\"name\":\"stdout\",\"output_type\":\"stream\",\"text\":\"Create new Account\\n\"}],\"source\":\"account = x(code= 'rb2005',frequence='1min', strategy_id='testfordebug4')\\n\\n\\n\"},{\"cell_type\":\"code\",\"execution_count\":null,\"metadata\":{},\"outputs\":[],\"source\":\"\"},{\"cell_type\":\"code\",\"execution_count\":16,\"metadata\":{},\"outputs\":[{\"name\":\"stdout\",\"output_type\":\"stream\",\"text\":\"\\nQUANTAXIS>> ============ c91378f9-f987-4736-838b-bad3329e269b SEND ORDER ==================\\nQUANTAXIS>> directionBUY offset OPEN price3350 volume1\\n{'volume_long': 0, 'volume_short': 0, 'volume_long_frozen': 0, 'volume_short_frozen': 0}\\n{'volume_long': 0, 'volume_short': 0}\\n下单成功 c91378f9-f987-4736-838b-bad3329e269b\\n全部成交 c91378f9-f987-4736-838b-bad3329e269b\\nQUANTAXIS>> ['oL-C4w1HjuPRqTIRcZUyYR0QcLzo']\\n\"}],\"source\":\"account.send_order('BUY','OPEN',3350, 1)\"},{\"cell_type\":\"code\",\"execution_count\":17,\"metadata\":{},\"outputs\":[],\"source\":\"import json\\n\\n\"},{\"cell_type\":\"code\",\"execution_count\":9,\"metadata\":{},\"outputs\":[{\"data\":{\"text/plain\":\"b'{\\\"code\\\": \\\"rb2005\\\", \\\"open\\\": 3341, \\\"high\\\": 3351, \\\"low\\\": 3341, \\\"close\\\": 3351, \\\"datetime\\\": \\\"2019-10-14 09:00:00:000000\\\"}'\"},\"execution_count\":9,\"metadata\":{},\"output_type\":\"execute_result\"}],\"source\":\"bytes(json.dumps({'code':'rb2005','open': 3341, 'high': 3351, 'low': 3341, 'close': 3351, 'datetime':'2019-10-14 09:00:00:000000'}), encoding='utf-8')\"},{\"cell_type\":\"code\",\"execution_count\":null,\"metadata\":{},\"outputs\":[],\"source\":\"\"},{\"cell_type\":\"code\",\"execution_count\":18,\"metadata\":{},\"outputs\":[{\"name\":\"stderr\",\"output_type\":\"stream\",\"text\":\"C:\\\\ProgramData\\\\Anaconda3\\\\lib\\\\site-packages\\\\pandas\\\\core\\\\indexing.py:969: FutureWarning: \\nPassing list-likes to .loc or [] with any missing label will raise\\nKeyError in the future, you can use .reindex() as an alternative.\\n\\nSee the documentation here:\\nhttps://pandas.pydata.org/pandas-docs/stable/indexing.html#deprecate-loc-reindex-listlike\\n return self._getitem_nested_tuple(tup)\\nQUANTAXIS>> 2019-10-13 10:12:09.197626 UPDATE ACCOUNT\\n open high low close volume\\ndatetime code \\n2019-10-14 09:00:00:000000 rb2005 3341 3351 3341 3351 NaN\\n\"}],\"source\":\"account.callback('a','b', 'c',b'{\\\"code\\\": \\\"rb2005\\\", \\\"open\\\": 3341, \\\"high\\\": 3351, \\\"low\\\": 3341, \\\"close\\\": 3351, \\\"datetime\\\": \\\"2019-10-14 09:00:00:000000\\\"}')\\n\\n\\n\"},{\"cell_type\":\"code\",\"execution_count\":19,\"metadata\":{},\"outputs\":[{\"name\":\"stdout\",\"output_type\":\"stream\",\"text\":\"\\nQUANTAXIS>> ============ c2b95936-585e-48ef-9170-d4621b8bc203 SEND ORDER ==================\\nQUANTAXIS>> directionSELL offset CLOSE price3352 volume1\\n{'volume_long': 1.0, 'volume_short': 0, 'volume_long_frozen': 0, 'volume_short_frozen': 0}\\n{'volume_long': 1.0, 'volume_short': 0}\\n下单成功 c2b95936-585e-48ef-9170-d4621b8bc203\\n全部成交 c2b95936-585e-48ef-9170-d4621b8bc203\\n{'volume_long': 2.0, 'volume_short': 0, 'volume_long_frozen': 1, 'volume_short_frozen': 0}\\nQUANTAXIS>> ['oL-C4w1HjuPRqTIRcZUyYR0QcLzo']\\n\"}],\"source\":\"account.send_order('SELL', 'CLOSE', 3352, 1)\"},{\"cell_type\":\"code\",\"execution_count\":12,\"metadata\":{},\"outputs\":[{\"data\":{\"text/plain\":\"{'code': 'rb2005',\\n 'instrument_id': 'rb2005',\\n 'user_id': 'quantaxis',\\n 'portfolio_cookie': 'portfolio',\\n 'username': 'quantaxis',\\n 'position_id': 'dd63df35-724d-4694-9985-1ed474132c89',\\n 'account_cookie': 'quantaxis',\\n 'frozen': {},\\n 'name': None,\\n 'spms_id': None,\\n 'oms_id': None,\\n 'market_type': 'future_cn',\\n 'exchange_id': None,\\n 'moneypreset': 100000,\\n 'moneypresetLeft': 100020.0,\\n 'lastupdatetime': '',\\n 'volume_long_today': 0.0,\\n 'volume_long_his': 0,\\n 'volume_long': 0.0,\\n 'volume_short_today': 0,\\n 'volume_short_his': 0,\\n 'volume_short': 0,\\n 'volume_long_frozen_today': 0.0,\\n 'volume_long_frozen_his': 0,\\n 'volume_long_frozen': 0.0,\\n 'volume_short_frozen_today': 0,\\n 'volume_short_frozen_his': 0,\\n 'volume_short_frozen': 0,\\n 'margin_long': 0.0,\\n 'margin_short': 0,\\n 'margin': 0.0,\\n 'position_price_long': 3350.0,\\n 'position_cost_long': 16750.0,\\n 'position_price_short': 0,\\n 'position_cost_short': 0,\\n 'open_price_long': 3350.0,\\n 'open_cost_long': 16750.0,\\n 'open_price_short': 0,\\n 'open_cost_short': 0,\\n 'trades': [],\\n 'orders': {},\\n 'last_price': 3352.0,\\n 'float_profit_long': -16750.0,\\n 'float_profit_short': 0.0,\\n 'float_profit': -16750.0,\\n 'position_profit_long': -16750.0,\\n 'position_profit_short': 0.0,\\n 'position_profit': -16750.0}\"},\"execution_count\":12,\"metadata\":{},\"output_type\":\"execute_result\"}],\"source\":\"account.positions.message\"},{\"cell_type\":\"code\",\"execution_count\":13,\"metadata\":{},\"outputs\":[{\"data\":{\"text/plain\":\"{'ba2c5fc0-8bf7-4ebf-b6db-64abd1527325': {'account_cookie': 'testfordebug2',\\n 'user_id': 'testfordebug2',\\n 'instrument_id': 'rb2005',\\n 'towards': 2,\\n 'exchange_id': 'SHFE',\\n 'order_time': '2019-10-13 10:10:34.308027',\\n 'volume': 1.0,\\n 'price': 3350.0,\\n 'order_id': 'ba2c5fc0-8bf7-4ebf-b6db-64abd1527325',\\n 'seqno': 1,\\n 'direction': 'BUY',\\n 'offset': 'OPEN',\\n 'volume_orign': 1.0,\\n 'price_type': 'LIMIT',\\n 'limit_price': 3350.0,\\n 'time_condition': 'GFD',\\n 'volume_condition': 'ANY',\\n 'insert_date_time': '2019-10-13 10:10:34.308027',\\n 'exchange_order_id': 'ac8b8a3d-30cb-4871-b870-91f1b23a5bcb',\\n 'status': 300,\\n 'volume_left': 0.0,\\n 'last_msg': '全部成交',\\n 'topic': 'send_order'},\\n '9ee1e41c-6ee7-4229-b6ed-29e3d57c51c2': {'account_cookie': 'testfordebug2',\\n 'user_id': 'testfordebug2',\\n 'instrument_id': 'rb2005',\\n 'towards': -3,\\n 'exchange_id': 'SHFE',\\n 'order_time': '2019-10-13 10:10:44.753856',\\n 'volume': 1.0,\\n 'price': 3352.0,\\n 'order_id': '9ee1e41c-6ee7-4229-b6ed-29e3d57c51c2',\\n 'seqno': 3,\\n 'direction': 'SELL',\\n 'offset': 'CLOSE',\\n 'volume_orign': 1.0,\\n 'price_type': 'LIMIT',\\n 'limit_price': 3352.0,\\n 'time_condition': 'GFD',\\n 'volume_condition': 'ANY',\\n 'insert_date_time': '2019-10-13 10:10:44.753856',\\n 'exchange_order_id': 'b5e98a10-0078-4ccc-b364-d62ab90bf8ad',\\n 'status': 300,\\n 'volume_left': 0.0,\\n 'last_msg': '全部成交',\\n 'topic': 'send_order'}}\"},\"execution_count\":13,\"metadata\":{},\"output_type\":\"execute_result\"}],\"source\":\"account.orders\"},{\"cell_type\":\"code\",\"execution_count\":14,\"metadata\":{},\"outputs\":[{\"data\":{\"text/plain\":\"20.0\"},\"execution_count\":14,\"metadata\":{},\"output_type\":\"execute_result\"}],\"source\":\"account.qifiacc.close_profit\"},{\"cell_type\":\"code\",\"execution_count\":35,\"metadata\":{},\"outputs\":[{\"ename\":\"AttributeError\",\"evalue\":\"'x' object has no attribute 'bank_id'\",\"output_type\":\"error\",\"traceback\":[\"\\u001b[1;31m---------------------------------------------------------------------------\\u001b[0m\",\"\\u001b[1;31mAttributeError\\u001b[0m Traceback (most recent call last)\",\"\\u001b[1;32m\\u001b[0m in \\u001b[0;36m\\u001b[1;34m\\u001b[0m\\n\\u001b[1;32m----> 1\\u001b[1;33m \\u001b[0macc\\u001b[0m\\u001b[1;33m.\\u001b[0m\\u001b[0mbank_id\\u001b[0m\\u001b[1;33m\\u001b[0m\\u001b[1;33m\\u001b[0m\\u001b[0m\\n\\u001b[0m\",\"\\u001b[1;31mAttributeError\\u001b[0m: 'x' object has no attribute 'bank_id'\"]}],\"source\":\"acc.bank_id\"},{\"cell_type\":\"code\",\"execution_count\":33,\"metadata\":{},\"outputs\":[{\"name\":\"stdout\",\"output_type\":\"stream\",\"text\":\"{'volume_long': 0, 'volume_short': 0, 'volume_long_frozen': 0, 'volume_short_frozen': 0}\\n{'volume_long': 0, 'volume_short': 0}\\n下单成功 orx1\\n\"}],\"source\":\"order = account.qifiacc.send_order(\\n code=account.code, towards=-2, price=3850, amount=1, order_id='orx1')\"},{\"cell_type\":\"code\",\"execution_count\":null,\"metadata\":{},\"outputs\":[],\"source\":\"\"},{\"cell_type\":\"code\",\"execution_count\":34,\"metadata\":{},\"outputs\":[{\"name\":\"stdout\",\"output_type\":\"stream\",\"text\":\"全部成交 orx1\\n\"}],\"source\":\"account.qifiacc.make_deal(order)\"},{\"cell_type\":\"code\",\"execution_count\":35,\"metadata\":{},\"outputs\":[{\"data\":{\"text/plain\":\"1000000.0\"},\"execution_count\":35,\"metadata\":{},\"output_type\":\"execute_result\"}],\"source\":\"account.qifiacc.balance\\n\"},{\"cell_type\":\"code\",\"execution_count\":41,\"metadata\":{},\"outputs\":[{\"name\":\"stderr\",\"output_type\":\"stream\",\"text\":\"QUANTAXIS>> 2019-10-13 10:32:15.482087 UPDATE ACCOUNT\\n\"}],\"source\":\"account.update_account()\"},{\"cell_type\":\"code\",\"execution_count\":44,\"metadata\":{},\"outputs\":[{\"data\":{\"text/plain\":\"{'code': 'rb2005',\\n 'instrument_id': 'rb2005',\\n 'user_id': 'quantaxis',\\n 'portfolio_cookie': 'portfolio',\\n 'username': 'quantaxis',\\n 'position_id': '35bc79fc-6ac1-439b-a03f-c391a78b37a3',\\n 'account_cookie': 'quantaxis',\\n 'frozen': {},\\n 'name': None,\\n 'spms_id': None,\\n 'oms_id': None,\\n 'market_type': 'future_cn',\\n 'exchange_id': None,\\n 'moneypreset': 100000,\\n 'moneypresetLeft': 96535.0,\\n 'lastupdatetime': '',\\n 'volume_long_today': 0,\\n 'volume_long_his': 0,\\n 'volume_long': 0,\\n 'volume_short_today': 1.0,\\n 'volume_short_his': 0,\\n 'volume_short': 1.0,\\n 'volume_long_frozen_today': 0,\\n 'volume_long_frozen_his': 0,\\n 'volume_long_frozen': 0,\\n 'volume_short_frozen_today': 0,\\n 'volume_short_frozen_his': 0,\\n 'volume_short_frozen': 0,\\n 'margin_long': 0,\\n 'margin_short': 3465.0,\\n 'margin': 3465.0,\\n 'position_price_long': 0,\\n 'position_cost_long': 0,\\n 'position_price_short': 3850.0,\\n 'position_cost_short': 38500.0,\\n 'open_price_long': 0,\\n 'open_cost_long': 0,\\n 'open_price_short': 3850.0,\\n 'open_cost_short': 38500.0,\\n 'trades': [],\\n 'orders': {},\\n 'last_price': 3850.0,\\n 'float_profit_long': 0.0,\\n 'float_profit_short': 0.0,\\n 'float_profit': 0.0,\\n 'position_profit_long': 0.0,\\n 'position_profit_short': 0.0,\\n 'position_profit': 0.0}\"},\"execution_count\":44,\"metadata\":{},\"output_type\":\"execute_result\"}],\"source\":\"account.positions.message\"},{\"cell_type\":\"code\",\"execution_count\":null,\"metadata\":{},\"outputs\":[],\"source\":\"account.update_account()\"},{\"cell_type\":\"code\",\"execution_count\":46,\"metadata\":{},\"outputs\":[{\"data\":{\"text/plain\":\"{'code': 'rb2005',\\n 'instrument_id': 'rb2005',\\n 'user_id': 'quantaxis',\\n 'portfolio_cookie': 'portfolio',\\n 'username': 'quantaxis',\\n 'position_id': '35bc79fc-6ac1-439b-a03f-c391a78b37a3',\\n 'account_cookie': 'quantaxis',\\n 'frozen': {},\\n 'name': None,\\n 'spms_id': None,\\n 'oms_id': None,\\n 'market_type': 'future_cn',\\n 'exchange_id': None,\\n 'moneypreset': 100000,\\n 'moneypresetLeft': 96535.0,\\n 'lastupdatetime': '',\\n 'volume_long_today': 0,\\n 'volume_long_his': 0,\\n 'volume_long': 0,\\n 'volume_short_today': 1.0,\\n 'volume_short_his': 0,\\n 'volume_short': 2.0,\\n 'volume_long_frozen_today': 0,\\n 'volume_long_frozen_his': 0,\\n 'volume_long_frozen': 0,\\n 'volume_short_frozen_today': 1,\\n 'volume_short_frozen_his': 0,\\n 'volume_short_frozen': 1,\\n 'margin_long': 0,\\n 'margin_short': 3465.0,\\n 'margin': 3465.0,\\n 'position_price_long': 0,\\n 'position_cost_long': 0,\\n 'position_price_short': 3850.0,\\n 'position_cost_short': 38500.0,\\n 'open_price_long': 0,\\n 'open_cost_long': 0,\\n 'open_price_short': 3850.0,\\n 'open_cost_short': 38500.0,\\n 'trades': [],\\n 'orders': {},\\n 'last_price': 3850.0,\\n 'float_profit_long': 0.0,\\n 'float_profit_short': -38500.0,\\n 'float_profit': -38500.0,\\n 'position_profit_long': 0.0,\\n 'position_profit_short': -38500.0,\\n 'position_profit': -38500.0}\"},\"execution_count\":46,\"metadata\":{},\"output_type\":\"execute_result\"}],\"source\":\"account.positions.message\"},{\"cell_type\":\"code\",\"execution_count\":45,\"metadata\":{},\"outputs\":[{\"name\":\"stdout\",\"output_type\":\"stream\",\"text\":\"{'volume_long': 0, 'volume_short': 1.0, 'volume_long_frozen': 0, 'volume_short_frozen': 0}\\n{'volume_long': 0, 'volume_short': 1.0}\\n下单成功 orx1\\n\"}],\"source\":\"order = account.qifiacc.send_order(\\n code=account.code, towards=3, price=3840, amount=1, order_id='orx1')\"},{\"cell_type\":\"code\",\"execution_count\":null,\"metadata\":{},\"outputs\":[],\"source\":\"\"},{\"cell_type\":\"code\",\"execution_count\":25,\"metadata\":{},\"outputs\":[{\"data\":{\"text/plain\":\"944770.0\"},\"execution_count\":25,\"metadata\":{},\"output_type\":\"execute_result\"}],\"source\":\"account.qifiacc.balance\"},{\"cell_type\":\"code\",\"execution_count\":29,\"metadata\":{},\"outputs\":[{\"data\":{\"text/plain\":\"-16750.0\"},\"execution_count\":29,\"metadata\":{},\"output_type\":\"execute_result\"}],\"source\":\"account.positions.float_profit_long\"},{\"cell_type\":\"code\",\"execution_count\":30,\"metadata\":{},\"outputs\":[{\"data\":{\"text/plain\":\"-38500.0\"},\"execution_count\":30,\"metadata\":{},\"output_type\":\"execute_result\"}],\"source\":\"account.positions.float_profit_short\"}],\"nbformat\":4,\"nbformat_minor\":2,\"metadata\":{\"language_info\":{\"name\":\"python\",\"codemirror_mode\":{\"name\":\"ipython\",\"version\":3}},\"orig_nbformat\":2,\"file_extension\":\".py\",\"mimetype\":\"text/x-python\",\"name\":\"python\",\"npconvert_exporter\":\"python\",\"pygments_lexer\":\"ipython3\",\"version\":3}}" }, { "path": "jupytertest/test_stock.ipynb", "content": "{\n \"cells\": [\n {\n \"cell_type\": \"code\",\n \"execution_count\": 1,\n \"metadata\": {},\n \"outputs\": [\n {\n \"name\": \"stdout\",\n \"output_type\": \"stream\",\n \"text\": [\n \"no display found. Using non-interactive Agg backend\\n\",\n \"if you use ssh, you can use ssh with -X parmas to avoid this issue\\n\"\n ]\n }\n ],\n \"source\": [\n \"import QUANTAXIS as QA\"\n ]\n },\n {\n \"cell_type\": \"code\",\n \"execution_count\": 2,\n \"metadata\": {},\n \"outputs\": [],\n \"source\": [\n \"from QAStrategy import QAStrategyCTABase\\n\",\n \"from QAStrategy.qastockbase import QAStrategyStockBase\"\n ]\n },\n {\n \"cell_type\": \"code\",\n \"execution_count\": 3,\n \"metadata\": {},\n \"outputs\": [],\n \"source\": [\n \"import random\\n\",\n \"class strategy(QAStrategyStockBase):\\n\",\n \" def on_bar(self, data):\\n\",\n \" print(data)\\n\",\n \"\\n\",\n \" \\n\",\n \" code = data.name[1]\\n\",\n \" pos = self.get_positions(code)\\n\",\n \" print('---------------under is 当前全市场的market_data --------------')\\n\",\n \" \\n\",\n \" print(self.get_current_marketdata())\\n\",\n \" print('---------------under is 当前品种的market_data --------------')\\n\",\n \" print(self.get_code_marketdata(code))\\n\",\n \" print(code)\\n\",\n \" \\n\",\n \" \\n\",\n \" \\n\",\n \" if random.random() > 0.5:\\n\",\n \" self.send_order('BUY', 'OPEN', code, price=data['close'], volume=1000)\\n\",\n \" else:\\n\",\n \" if pos.volume_long > 0:\\n\",\n \" self.send_order('SELL', 'CLOSE', code, price=data['close'], volume=pos.volume_long)\\n\",\n \" \\n\",\n \" print('---------------under is 账户情况和持仓情况 -------------------')\\n\",\n \" print(self.get_positions(code).message)\\n\",\n \" print(self.acc.history_table)\\n\",\n \" \\n\",\n \" #print(self.running_time)\\n\",\n \" input()\\n\",\n \" \\n\",\n \" \\n\",\n \" \"\n ]\n },\n {\n \"cell_type\": \"code\",\n \"execution_count\": null,\n \"metadata\": {},\n \"outputs\": [],\n \"source\": []\n },\n {\n \"cell_type\": \"code\",\n \"execution_count\": null,\n \"metadata\": {},\n \"outputs\": [],\n \"source\": []\n },\n {\n \"cell_type\": \"code\",\n \"execution_count\": null,\n \"metadata\": {},\n \"outputs\": [],\n \"source\": []\n },\n {\n \"cell_type\": \"code\",\n \"execution_count\": null,\n \"metadata\": {},\n \"outputs\": [],\n \"source\": []\n },\n {\n \"cell_type\": \"code\",\n \"execution_count\": 4,\n \"metadata\": {},\n \"outputs\": [],\n \"source\": [\n \"s = strategy(code=['000001', '000002'], frequence='day', start='2019-01-01', end='2019-02-01', strategy_id='x')\"\n ]\n },\n {\n \"cell_type\": \"code\",\n \"execution_count\": 5,\n \"metadata\": {},\n \"outputs\": [\n {\n \"name\": \"stdout\",\n \"output_type\": \"stream\",\n \"text\": [\n \" prortfolio with user_cookie USER_QoZ8TDrF already exist!!\\n\",\n \"< QA_AccountPRO x market: stock_cn>\\n\",\n \"stock_cn\\n\",\n \"backtest: Settle!\\n\",\n \"open 9.390000e+00\\n\",\n \"high 9.420000e+00\\n\",\n \"low 9.160000e+00\\n\",\n \"close 9.190000e+00\\n\",\n \"volume 5.393860e+05\\n\",\n \"amount 4.986951e+08\\n\",\n \"Name: (2019-01-02 00:00:00, 000001), dtype: float64\\n\",\n \"---------------under is 当前全市场的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-02 000001 9.39 9.42 9.16 9.19 539386.0 498695104.0\\n\",\n \"---------------under is 当前品种的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-02 000001 9.39 9.42 9.16 9.19 539386.0 498695104.0\\n\",\n \"000001\\n\",\n \"---------------under is 账户情况和持仓情况 -------------------\\n\",\n \"{'code': '000001', 'instrument_id': '000001', 'user_id': 'x', 'portfolio_cookie': 'default', 'username': 'quantaxis', 'position_id': 'd2b24d5c-fb1e-4a2e-97eb-f19b04f544ec', 'account_cookie': 'x', 'frozen': {}, 'name': None, 'spms_id': None, 'oms_id': None, 'market_type': 'stock_cn', 'exchange_id': None, 'moneypreset': 100000, 'moneypresetLeft': 100000, 'lastupdatetime': '', 'volume_long_today': 1000, 'volume_long_his': 0, 'volume_long': 1000, 'volume_short_today': 0, 'volume_short_his': 0, 'volume_short': 0, 'volume_long_frozen_today': 0, 'volume_long_frozen_his': 0, 'volume_long_frozen': 0, 'volume_short_frozen_today': 0, 'volume_short_frozen_his': 0, 'volume_short_frozen': 0, 'margin_long': 9190.0, 'margin_short': 0, 'margin': 9190.0, 'position_price_long': 9.19, 'position_cost_long': 9190.0, 'position_price_short': 0, 'position_cost_short': 0, 'open_price_long': 9.19, 'open_cost_long': 9190.0, 'open_price_short': 0, 'open_cost_short': 0, 'trades': [], 'orders': {}, 'last_price': 9.19, 'float_profit_long': 0.0, 'float_profit_short': 0.0, 'float_profit': 0.0, 'position_profit_long': 0.0, 'position_profit_short': 0.0, 'position_profit': 0.0}\\n\",\n \" datetime code price amount cash \\\\\\n\",\n \"0 2019-01-02 00:00:00 000001 9.19 1000 990805.0 \\n\",\n \"\\n\",\n \" order_id realorder_id trade_id account_cookie \\\\\\n\",\n \"0 e23f9e01-e8d2-4a05-93ef-9163ce7a83ee None None x \\n\",\n \"\\n\",\n \" commission tax message frozen direction total_frozen \\n\",\n \"0 5 0 None 0 1 0 \\n\"\n ]\n },\n {\n \"name\": \"stdin\",\n \"output_type\": \"stream\",\n \"text\": [\n \" \\n\"\n ]\n },\n {\n \"name\": \"stdout\",\n \"output_type\": \"stream\",\n \"text\": [\n \"open 2.383000e+01\\n\",\n \"high 2.409000e+01\\n\",\n \"low 2.367000e+01\\n\",\n \"close 2.390000e+01\\n\",\n \"volume 2.470100e+05\\n\",\n \"amount 5.893846e+08\\n\",\n \"Name: (2019-01-02 00:00:00, 000002), dtype: float64\\n\",\n \"---------------under is 当前全市场的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-02 000001 9.39 9.42 9.16 9.19 539386.0 498695104.0\\n\",\n \" 000002 23.83 24.09 23.67 23.90 247010.0 589384576.0\\n\",\n \"---------------under is 当前品种的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-02 000002 23.83 24.09 23.67 23.9 247010.0 589384576.0\\n\",\n \"000002\\n\",\n \"---------------under is 账户情况和持仓情况 -------------------\\n\",\n \"{'code': '000002', 'instrument_id': '000002', 'user_id': 'x', 'portfolio_cookie': 'default', 'username': 'quantaxis', 'position_id': '5aa694d0-3861-43a8-9efc-84f380138bea', 'account_cookie': 'x', 'frozen': {}, 'name': None, 'spms_id': None, 'oms_id': None, 'market_type': 'stock_cn', 'exchange_id': None, 'moneypreset': 100000, 'moneypresetLeft': 100000, 'lastupdatetime': '', 'volume_long_today': 1000, 'volume_long_his': 0, 'volume_long': 1000, 'volume_short_today': 0, 'volume_short_his': 0, 'volume_short': 0, 'volume_long_frozen_today': 0, 'volume_long_frozen_his': 0, 'volume_long_frozen': 0, 'volume_short_frozen_today': 0, 'volume_short_frozen_his': 0, 'volume_short_frozen': 0, 'margin_long': 23900.0, 'margin_short': 0, 'margin': 23900.0, 'position_price_long': 23.9, 'position_cost_long': 23900.0, 'position_price_short': 0, 'position_cost_short': 0, 'open_price_long': 23.9, 'open_cost_long': 23900.0, 'open_price_short': 0, 'open_cost_short': 0, 'trades': [], 'orders': {}, 'last_price': 23.9, 'float_profit_long': 0.0, 'float_profit_short': 0.0, 'float_profit': 0.0, 'position_profit_long': 0.0, 'position_profit_short': 0.0, 'position_profit': 0.0}\\n\",\n \" datetime code price amount cash \\\\\\n\",\n \"0 2019-01-02 00:00:00 000001 9.19 1000 990805.000 \\n\",\n \"1 2019-01-02 00:00:00 000002 23.90 1000 966899.025 \\n\",\n \"\\n\",\n \" order_id realorder_id trade_id account_cookie \\\\\\n\",\n \"0 e23f9e01-e8d2-4a05-93ef-9163ce7a83ee None None x \\n\",\n \"1 1f430faa-86d1-440b-abf7-a7feddc17954 None None x \\n\",\n \"\\n\",\n \" commission tax message frozen direction total_frozen \\n\",\n \"0 5.000 0 None 0 1 0 \\n\",\n \"1 5.975 0 None 0 1 0 \\n\"\n ]\n },\n {\n \"name\": \"stdin\",\n \"output_type\": \"stream\",\n \"text\": [\n \" \\n\"\n ]\n },\n {\n \"name\": \"stdout\",\n \"output_type\": \"stream\",\n \"text\": [\n \"backtest: Settle!\\n\",\n \"open 9.180000e+00\\n\",\n \"high 9.330000e+00\\n\",\n \"low 9.150000e+00\\n\",\n \"close 9.280000e+00\\n\",\n \"volume 4.155370e+05\\n\",\n \"amount 3.844577e+08\\n\",\n \"Name: (2019-01-03 00:00:00, 000001), dtype: float64\\n\",\n \"---------------under is 当前全市场的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-03 000001 9.18 9.33 9.15 9.28 415537.0 384457696.0\\n\",\n \"---------------under is 当前品种的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-02 000001 9.39 9.42 9.16 9.19 539386.0 498695104.0\\n\",\n \"2019-01-03 000001 9.18 9.33 9.15 9.28 415537.0 384457696.0\\n\",\n \"000001\\n\",\n \"---------------under is 账户情况和持仓情况 -------------------\\n\",\n \"{'code': '000001', 'instrument_id': '000001', 'user_id': 'x', 'portfolio_cookie': 'default', 'username': 'quantaxis', 'position_id': 'd2b24d5c-fb1e-4a2e-97eb-f19b04f544ec', 'account_cookie': 'x', 'frozen': {}, 'name': None, 'spms_id': None, 'oms_id': None, 'market_type': 'stock_cn', 'exchange_id': None, 'moneypreset': 100000, 'moneypresetLeft': 100000, 'lastupdatetime': '', 'volume_long_today': 2000, 'volume_long_his': 0, 'volume_long': 2000, 'volume_short_today': 0, 'volume_short_his': 0, 'volume_short': 0, 'volume_long_frozen_today': 0, 'volume_long_frozen_his': 0, 'volume_long_frozen': 0, 'volume_short_frozen_today': 0, 'volume_short_frozen_his': 0, 'volume_short_frozen': 0, 'margin_long': 18470.0, 'margin_short': 0, 'margin': 18470.0, 'position_price_long': 9.235, 'position_cost_long': 18470.0, 'position_price_short': 0, 'position_cost_short': 0, 'open_price_long': 9.235, 'open_cost_long': 18470.0, 'open_price_short': 0, 'open_cost_short': 0, 'trades': [], 'orders': {}, 'last_price': 9.28, 'float_profit_long': 90.0, 'float_profit_short': 0.0, 'float_profit': 90.0, 'position_profit_long': 90.0, 'position_profit_short': 0.0, 'position_profit': 90.0}\\n\",\n \" datetime code price amount cash \\\\\\n\",\n \"0 2019-01-02 00:00:00 000001 9.19 1000 990805.000 \\n\",\n \"1 2019-01-02 00:00:00 000002 23.90 1000 966899.025 \\n\",\n \"2 2019-01-03 00:00:00 000001 9.28 1000 957614.025 \\n\",\n \"\\n\",\n \" order_id realorder_id trade_id account_cookie \\\\\\n\",\n \"0 e23f9e01-e8d2-4a05-93ef-9163ce7a83ee None None x \\n\",\n \"1 1f430faa-86d1-440b-abf7-a7feddc17954 None None x \\n\",\n \"2 0230d608-91cc-422e-8deb-218f4faef3d7 None None x \\n\",\n \"\\n\",\n \" commission tax message frozen direction total_frozen \\n\",\n \"0 5.000 0 None 0 1 0 \\n\",\n \"1 5.975 0 None 0 1 0 \\n\",\n \"2 5.000 0 None 0 1 0 \\n\"\n ]\n },\n {\n \"name\": \"stdin\",\n \"output_type\": \"stream\",\n \"text\": [\n \" \\n\"\n ]\n },\n {\n \"name\": \"stdout\",\n \"output_type\": \"stream\",\n \"text\": [\n \"open 2.379000e+01\\n\",\n \"high 2.450000e+01\\n\",\n \"low 2.371000e+01\\n\",\n \"close 2.407000e+01\\n\",\n \"volume 2.223530e+05\\n\",\n \"amount 5.363333e+08\\n\",\n \"Name: (2019-01-03 00:00:00, 000002), dtype: float64\\n\",\n \"---------------under is 当前全市场的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-03 000001 9.18 9.33 9.15 9.28 415537.0 384457696.0\\n\",\n \" 000002 23.79 24.50 23.71 24.07 222353.0 536333280.0\\n\",\n \"---------------under is 当前品种的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-02 000002 23.83 24.09 23.67 23.90 247010.0 589384576.0\\n\",\n \"2019-01-03 000002 23.79 24.50 23.71 24.07 222353.0 536333280.0\\n\",\n \"000002\\n\",\n \"---------------under is 账户情况和持仓情况 -------------------\\n\",\n \"{'code': '000002', 'instrument_id': '000002', 'user_id': 'x', 'portfolio_cookie': 'default', 'username': 'quantaxis', 'position_id': '5aa694d0-3861-43a8-9efc-84f380138bea', 'account_cookie': 'x', 'frozen': {}, 'name': None, 'spms_id': None, 'oms_id': None, 'market_type': 'stock_cn', 'exchange_id': None, 'moneypreset': 100000, 'moneypresetLeft': 100000, 'lastupdatetime': '', 'volume_long_today': 1000, 'volume_long_his': 0, 'volume_long': 1000, 'volume_short_today': 0, 'volume_short_his': 0, 'volume_short': 0, 'volume_long_frozen_today': 0, 'volume_long_frozen_his': 0, 'volume_long_frozen': 0, 'volume_short_frozen_today': 0, 'volume_short_frozen_his': 0, 'volume_short_frozen': 0, 'margin_long': 23900.0, 'margin_short': 0, 'margin': 23900.0, 'position_price_long': 23.9, 'position_cost_long': 23900.0, 'position_price_short': 0, 'position_cost_short': 0, 'open_price_long': 23.9, 'open_cost_long': 23900.0, 'open_price_short': 0, 'open_cost_short': 0, 'trades': [], 'orders': {}, 'last_price': 24.07, 'float_profit_long': 170.0, 'float_profit_short': 0.0, 'float_profit': 170.0, 'position_profit_long': 170.0, 'position_profit_short': 0.0, 'position_profit': 170.0}\\n\",\n \" datetime code price amount cash \\\\\\n\",\n \"0 2019-01-02 00:00:00 000001 9.19 1000 990805.0000 \\n\",\n \"1 2019-01-02 00:00:00 000002 23.90 1000 966899.0250 \\n\",\n \"2 2019-01-03 00:00:00 000001 9.28 1000 957614.0250 \\n\",\n \"3 2019-01-03 00:00:00 000002 24.07 -1000 981653.9375 \\n\",\n \"\\n\",\n \" order_id realorder_id trade_id account_cookie \\\\\\n\",\n \"0 e23f9e01-e8d2-4a05-93ef-9163ce7a83ee None None x \\n\",\n \"1 1f430faa-86d1-440b-abf7-a7feddc17954 None None x \\n\",\n \"2 0230d608-91cc-422e-8deb-218f4faef3d7 None None x \\n\",\n \"3 427f1eed-b3bd-4078-94e3-156bf3ae21a6 None None x \\n\",\n \"\\n\",\n \" commission tax message frozen direction total_frozen \\n\",\n \"0 5.0000 0.00 None 0 1 0 \\n\",\n \"1 5.9750 0.00 None 0 1 0 \\n\",\n \"2 5.0000 0.00 None 0 1 0 \\n\",\n \"3 6.0175 24.07 None 0 -1 0 \\n\"\n ]\n },\n {\n \"name\": \"stdin\",\n \"output_type\": \"stream\",\n \"text\": [\n \" \\n\"\n ]\n },\n {\n \"name\": \"stdout\",\n \"output_type\": \"stream\",\n \"text\": [\n \"backtest: Settle!\\n\",\n \"open 9.240000e+00\\n\",\n \"high 9.820000e+00\\n\",\n \"low 9.220000e+00\\n\",\n \"close 9.750000e+00\\n\",\n \"volume 1.481159e+06\\n\",\n \"amount 1.422150e+09\\n\",\n \"Name: (2019-01-04 00:00:00, 000001), dtype: float64\\n\",\n \"---------------under is 当前全市场的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-04 000001 9.24 9.82 9.22 9.75 1481159.0 1.422150e+09\\n\",\n \"---------------under is 当前品种的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-02 000001 9.39 9.42 9.16 9.19 539386.0 4.986951e+08\\n\",\n \"2019-01-03 000001 9.18 9.33 9.15 9.28 415537.0 3.844577e+08\\n\",\n \"2019-01-04 000001 9.24 9.82 9.22 9.75 1481159.0 1.422150e+09\\n\",\n \"000001\\n\",\n \"---------------under is 账户情况和持仓情况 -------------------\\n\",\n \"{'code': '000001', 'instrument_id': '000001', 'user_id': 'x', 'portfolio_cookie': 'default', 'username': 'quantaxis', 'position_id': 'd2b24d5c-fb1e-4a2e-97eb-f19b04f544ec', 'account_cookie': 'x', 'frozen': {}, 'name': None, 'spms_id': None, 'oms_id': None, 'market_type': 'stock_cn', 'exchange_id': None, 'moneypreset': 100000, 'moneypresetLeft': 100000, 'lastupdatetime': '', 'volume_long_today': 2000, 'volume_long_his': 0, 'volume_long': 2000, 'volume_short_today': 0, 'volume_short_his': 0, 'volume_short': 0, 'volume_long_frozen_today': 0, 'volume_long_frozen_his': 0, 'volume_long_frozen': 0, 'volume_short_frozen_today': 0, 'volume_short_frozen_his': 0, 'volume_short_frozen': 0, 'margin_long': 18470.0, 'margin_short': 0, 'margin': 18470.0, 'position_price_long': 9.235, 'position_cost_long': 18470.0, 'position_price_short': 0, 'position_cost_short': 0, 'open_price_long': 9.235, 'open_cost_long': 18470.0, 'open_price_short': 0, 'open_cost_short': 0, 'trades': [], 'orders': {}, 'last_price': 9.75, 'float_profit_long': 1030.0, 'float_profit_short': 0.0, 'float_profit': 1030.0, 'position_profit_long': 1030.0, 'position_profit_short': 0.0, 'position_profit': 1030.0}\\n\",\n \" datetime code price amount cash \\\\\\n\",\n \"0 2019-01-02 00:00:00 000001 9.19 1000 9.908050e+05 \\n\",\n \"1 2019-01-02 00:00:00 000002 23.90 1000 9.668990e+05 \\n\",\n \"2 2019-01-03 00:00:00 000001 9.28 1000 9.576140e+05 \\n\",\n \"3 2019-01-03 00:00:00 000002 24.07 -1000 9.816539e+05 \\n\",\n \"4 2019-01-04 00:00:00 000001 9.75 -2000 1.001129e+06 \\n\",\n \"\\n\",\n \" order_id realorder_id trade_id account_cookie \\\\\\n\",\n \"0 e23f9e01-e8d2-4a05-93ef-9163ce7a83ee None None x \\n\",\n \"1 1f430faa-86d1-440b-abf7-a7feddc17954 None None x \\n\",\n \"2 0230d608-91cc-422e-8deb-218f4faef3d7 None None x \\n\",\n \"3 427f1eed-b3bd-4078-94e3-156bf3ae21a6 None None x \\n\",\n \"4 48fd88b8-e3c0-4df5-94ef-62b936345bd9 None None x \\n\",\n \"\\n\",\n \" commission tax message frozen direction total_frozen \\n\",\n \"0 5.0000 0.00 None 0 1 0 \\n\",\n \"1 5.9750 0.00 None 0 1 0 \\n\",\n \"2 5.0000 0.00 None 0 1 0 \\n\",\n \"3 6.0175 24.07 None 0 -1 0 \\n\",\n \"4 5.0000 19.50 None 0 -1 0 \\n\"\n ]\n },\n {\n \"name\": \"stdin\",\n \"output_type\": \"stream\",\n \"text\": [\n \" \\n\"\n ]\n },\n {\n \"name\": \"stdout\",\n \"output_type\": \"stream\",\n \"text\": [\n \"open 2.391000e+01\\n\",\n \"high 2.500000e+01\\n\",\n \"low 2.385000e+01\\n\",\n \"close 2.493000e+01\\n\",\n \"volume 3.777270e+05\\n\",\n \"amount 9.270117e+08\\n\",\n \"Name: (2019-01-04 00:00:00, 000002), dtype: float64\\n\",\n \"---------------under is 当前全市场的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-04 000001 9.24 9.82 9.22 9.75 1481159.0 1.422150e+09\\n\",\n \" 000002 23.91 25.00 23.85 24.93 377727.0 9.270117e+08\\n\",\n \"---------------under is 当前品种的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-02 000002 23.83 24.09 23.67 23.90 247010.0 589384576.0\\n\",\n \"2019-01-03 000002 23.79 24.50 23.71 24.07 222353.0 536333280.0\\n\",\n \"2019-01-04 000002 23.91 25.00 23.85 24.93 377727.0 927011712.0\\n\",\n \"000002\\n\",\n \"---------------under is 账户情况和持仓情况 -------------------\\n\",\n \"{'code': '000002', 'instrument_id': '000002', 'user_id': 'x', 'portfolio_cookie': 'default', 'username': 'quantaxis', 'position_id': '5aa694d0-3861-43a8-9efc-84f380138bea', 'account_cookie': 'x', 'frozen': {}, 'name': None, 'spms_id': None, 'oms_id': None, 'market_type': 'stock_cn', 'exchange_id': None, 'moneypreset': 100000, 'moneypresetLeft': 100000, 'lastupdatetime': '', 'volume_long_today': 2000, 'volume_long_his': 0, 'volume_long': 2000, 'volume_short_today': 0, 'volume_short_his': 0, 'volume_short': 0, 'volume_long_frozen_today': 0, 'volume_long_frozen_his': 0, 'volume_long_frozen': 0, 'volume_short_frozen_today': 0, 'volume_short_frozen_his': 0, 'volume_short_frozen': 0, 'margin_long': 48830.0, 'margin_short': 0, 'margin': 48830.0, 'position_price_long': 24.415, 'position_cost_long': 48830.0, 'position_price_short': 0, 'position_cost_short': 0, 'open_price_long': 24.415, 'open_cost_long': 48830.0, 'open_price_short': 0, 'open_cost_short': 0, 'trades': [], 'orders': {}, 'last_price': 24.93, 'float_profit_long': 1030.0, 'float_profit_short': 0.0, 'float_profit': 1030.0, 'position_profit_long': 1030.0, 'position_profit_short': 0.0, 'position_profit': 1030.0}\\n\",\n \" datetime code price amount cash \\\\\\n\",\n \"0 2019-01-02 00:00:00 000001 9.19 1000 9.908050e+05 \\n\",\n \"1 2019-01-02 00:00:00 000002 23.90 1000 9.668990e+05 \\n\",\n \"2 2019-01-03 00:00:00 000001 9.28 1000 9.576140e+05 \\n\",\n \"3 2019-01-03 00:00:00 000002 24.07 -1000 9.816539e+05 \\n\",\n \"4 2019-01-04 00:00:00 000001 9.75 -2000 1.001129e+06 \\n\",\n \"5 2019-01-04 00:00:00 000002 24.93 1000 9.761932e+05 \\n\",\n \"\\n\",\n \" order_id realorder_id trade_id account_cookie \\\\\\n\",\n \"0 e23f9e01-e8d2-4a05-93ef-9163ce7a83ee None None x \\n\",\n \"1 1f430faa-86d1-440b-abf7-a7feddc17954 None None x \\n\",\n \"2 0230d608-91cc-422e-8deb-218f4faef3d7 None None x \\n\",\n \"3 427f1eed-b3bd-4078-94e3-156bf3ae21a6 None None x \\n\",\n \"4 48fd88b8-e3c0-4df5-94ef-62b936345bd9 None None x \\n\",\n \"5 d9aff179-9bc3-4268-b2d5-37eee8de309f None None x \\n\",\n \"\\n\",\n \" commission tax message frozen direction total_frozen \\n\",\n \"0 5.0000 0.00 None 0 1 0 \\n\",\n \"1 5.9750 0.00 None 0 1 0 \\n\",\n \"2 5.0000 0.00 None 0 1 0 \\n\",\n \"3 6.0175 24.07 None 0 -1 0 \\n\",\n \"4 5.0000 19.50 None 0 -1 0 \\n\",\n \"5 6.2325 0.00 None 0 1 0 \\n\"\n ]\n },\n {\n \"name\": \"stdin\",\n \"output_type\": \"stream\",\n \"text\": [\n \" \\n\"\n ]\n },\n {\n \"name\": \"stdout\",\n \"output_type\": \"stream\",\n \"text\": [\n \"backtest: Settle!\\n\",\n \"open 9.840000e+00\\n\",\n \"high 9.850000e+00\\n\",\n \"low 9.630000e+00\\n\",\n \"close 9.740000e+00\\n\",\n \"volume 8.656870e+05\\n\",\n \"amount 8.411664e+08\\n\",\n \"Name: (2019-01-07 00:00:00, 000001), dtype: float64\\n\",\n \"---------------under is 当前全市场的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-07 000001 9.84 9.85 9.63 9.74 865687.0 841166400.0\\n\",\n \"---------------under is 当前品种的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-02 000001 9.39 9.42 9.16 9.19 539386.0 4.986951e+08\\n\",\n \"2019-01-03 000001 9.18 9.33 9.15 9.28 415537.0 3.844577e+08\\n\",\n \"2019-01-04 000001 9.24 9.82 9.22 9.75 1481159.0 1.422150e+09\\n\",\n \"2019-01-07 000001 9.84 9.85 9.63 9.74 865687.0 8.411664e+08\\n\",\n \"000001\\n\",\n \"---------------under is 账户情况和持仓情况 -------------------\\n\",\n \"{'code': '000001', 'instrument_id': '000001', 'user_id': 'x', 'portfolio_cookie': 'default', 'username': 'quantaxis', 'position_id': 'd2b24d5c-fb1e-4a2e-97eb-f19b04f544ec', 'account_cookie': 'x', 'frozen': {}, 'name': None, 'spms_id': None, 'oms_id': None, 'market_type': 'stock_cn', 'exchange_id': None, 'moneypreset': 100000, 'moneypresetLeft': 100000, 'lastupdatetime': '', 'volume_long_today': 3000, 'volume_long_his': 0, 'volume_long': 3000, 'volume_short_today': 0, 'volume_short_his': 0, 'volume_short': 0, 'volume_long_frozen_today': 0, 'volume_long_frozen_his': 0, 'volume_long_frozen': 0, 'volume_short_frozen_today': 0, 'volume_short_frozen_his': 0, 'volume_short_frozen': 0, 'margin_long': 28210.0, 'margin_short': 0, 'margin': 28210.0, 'position_price_long': 9.403333333333334, 'position_cost_long': 28210.0, 'position_price_short': 0, 'position_cost_short': 0, 'open_price_long': 9.403333333333334, 'open_cost_long': 28210.0, 'open_price_short': 0, 'open_cost_short': 0, 'trades': [], 'orders': {}, 'last_price': 9.74, 'float_profit_long': 1010.0, 'float_profit_short': 0.0, 'float_profit': 1010.0, 'position_profit_long': 1010.0, 'position_profit_short': 0.0, 'position_profit': 1010.0}\\n\",\n \" datetime code price amount cash \\\\\\n\",\n \"0 2019-01-02 00:00:00 000001 9.19 1000 9.908050e+05 \\n\",\n \"1 2019-01-02 00:00:00 000002 23.90 1000 9.668990e+05 \\n\",\n \"2 2019-01-03 00:00:00 000001 9.28 1000 9.576140e+05 \\n\",\n \"3 2019-01-03 00:00:00 000002 24.07 -1000 9.816539e+05 \\n\",\n \"4 2019-01-04 00:00:00 000001 9.75 -2000 1.001129e+06 \\n\",\n \"5 2019-01-04 00:00:00 000002 24.93 1000 9.761932e+05 \\n\",\n \"6 2019-01-07 00:00:00 000001 9.74 1000 9.664482e+05 \\n\",\n \"\\n\",\n \" order_id realorder_id trade_id account_cookie \\\\\\n\",\n \"0 e23f9e01-e8d2-4a05-93ef-9163ce7a83ee None None x \\n\",\n \"1 1f430faa-86d1-440b-abf7-a7feddc17954 None None x \\n\",\n \"2 0230d608-91cc-422e-8deb-218f4faef3d7 None None x \\n\",\n \"3 427f1eed-b3bd-4078-94e3-156bf3ae21a6 None None x \\n\",\n \"4 48fd88b8-e3c0-4df5-94ef-62b936345bd9 None None x \\n\",\n \"5 d9aff179-9bc3-4268-b2d5-37eee8de309f None None x \\n\",\n \"6 41f23955-b920-4f04-bcb7-ca1cd960aa45 None None x \\n\",\n \"\\n\",\n \" commission tax message frozen direction total_frozen \\n\",\n \"0 5.0000 0.00 None 0 1 0 \\n\",\n \"1 5.9750 0.00 None 0 1 0 \\n\",\n \"2 5.0000 0.00 None 0 1 0 \\n\",\n \"3 6.0175 24.07 None 0 -1 0 \\n\",\n \"4 5.0000 19.50 None 0 -1 0 \\n\",\n \"5 6.2325 0.00 None 0 1 0 \\n\",\n \"6 5.0000 0.00 None 0 1 0 \\n\"\n ]\n },\n {\n \"name\": \"stdin\",\n \"output_type\": \"stream\",\n \"text\": [\n \" \\n\"\n ]\n },\n {\n \"name\": \"stdout\",\n \"output_type\": \"stream\",\n \"text\": [\n \"open 2.529000e+01\\n\",\n \"high 2.553000e+01\\n\",\n \"low 2.499000e+01\\n\",\n \"close 2.505000e+01\\n\",\n \"volume 4.271540e+05\\n\",\n \"amount 1.077909e+09\\n\",\n \"Name: (2019-01-07 00:00:00, 000002), dtype: float64\\n\",\n \"---------------under is 当前全市场的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-07 000001 9.84 9.85 9.63 9.74 865687.0 8.411664e+08\\n\",\n \" 000002 25.29 25.53 24.99 25.05 427154.0 1.077909e+09\\n\",\n \"---------------under is 当前品种的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-02 000002 23.83 24.09 23.67 23.90 247010.0 5.893846e+08\\n\",\n \"2019-01-03 000002 23.79 24.50 23.71 24.07 222353.0 5.363333e+08\\n\",\n \"2019-01-04 000002 23.91 25.00 23.85 24.93 377727.0 9.270117e+08\\n\",\n \"2019-01-07 000002 25.29 25.53 24.99 25.05 427154.0 1.077909e+09\\n\",\n \"000002\\n\",\n \"---------------under is 账户情况和持仓情况 -------------------\\n\",\n \"{'code': '000002', 'instrument_id': '000002', 'user_id': 'x', 'portfolio_cookie': 'default', 'username': 'quantaxis', 'position_id': '5aa694d0-3861-43a8-9efc-84f380138bea', 'account_cookie': 'x', 'frozen': {}, 'name': None, 'spms_id': None, 'oms_id': None, 'market_type': 'stock_cn', 'exchange_id': None, 'moneypreset': 100000, 'moneypresetLeft': 100000, 'lastupdatetime': '', 'volume_long_today': 2000, 'volume_long_his': 0, 'volume_long': 2000, 'volume_short_today': 0, 'volume_short_his': 0, 'volume_short': 0, 'volume_long_frozen_today': 0, 'volume_long_frozen_his': 0, 'volume_long_frozen': 0, 'volume_short_frozen_today': 0, 'volume_short_frozen_his': 0, 'volume_short_frozen': 0, 'margin_long': 48830.0, 'margin_short': 0, 'margin': 48830.0, 'position_price_long': 24.415, 'position_cost_long': 48830.0, 'position_price_short': 0, 'position_cost_short': 0, 'open_price_long': 24.415, 'open_cost_long': 48830.0, 'open_price_short': 0, 'open_cost_short': 0, 'trades': [], 'orders': {}, 'last_price': 25.05, 'float_profit_long': 1270.0, 'float_profit_short': 0.0, 'float_profit': 1270.0, 'position_profit_long': 1270.0, 'position_profit_short': 0.0, 'position_profit': 1270.0}\\n\",\n \" datetime code price amount cash \\\\\\n\",\n \"0 2019-01-02 00:00:00 000001 9.19 1000 9.908050e+05 \\n\",\n \"1 2019-01-02 00:00:00 000002 23.90 1000 9.668990e+05 \\n\",\n \"2 2019-01-03 00:00:00 000001 9.28 1000 9.576140e+05 \\n\",\n \"3 2019-01-03 00:00:00 000002 24.07 -1000 9.816539e+05 \\n\",\n \"4 2019-01-04 00:00:00 000001 9.75 -2000 1.001129e+06 \\n\",\n \"5 2019-01-04 00:00:00 000002 24.93 1000 9.761932e+05 \\n\",\n \"6 2019-01-07 00:00:00 000001 9.74 1000 9.664482e+05 \\n\",\n \"7 2019-01-07 00:00:00 000002 25.05 -2000 1.016486e+06 \\n\",\n \"\\n\",\n \" order_id realorder_id trade_id account_cookie \\\\\\n\",\n \"0 e23f9e01-e8d2-4a05-93ef-9163ce7a83ee None None x \\n\",\n \"1 1f430faa-86d1-440b-abf7-a7feddc17954 None None x \\n\",\n \"2 0230d608-91cc-422e-8deb-218f4faef3d7 None None x \\n\",\n \"3 427f1eed-b3bd-4078-94e3-156bf3ae21a6 None None x \\n\",\n \"4 48fd88b8-e3c0-4df5-94ef-62b936345bd9 None None x \\n\",\n \"5 d9aff179-9bc3-4268-b2d5-37eee8de309f None None x \\n\",\n \"6 41f23955-b920-4f04-bcb7-ca1cd960aa45 None None x \\n\",\n \"7 cb2fdd74-7326-41d9-812f-9d88da447741 None None x \\n\",\n \"\\n\",\n \" commission tax message frozen direction total_frozen \\n\",\n \"0 5.0000 0.00 None 0 1 0 \\n\",\n \"1 5.9750 0.00 None 0 1 0 \\n\",\n \"2 5.0000 0.00 None 0 1 0 \\n\",\n \"3 6.0175 24.07 None 0 -1 0 \\n\",\n \"4 5.0000 19.50 None 0 -1 0 \\n\",\n \"5 6.2325 0.00 None 0 1 0 \\n\",\n \"6 5.0000 0.00 None 0 1 0 \\n\",\n \"7 12.5250 50.10 None 0 -1 0 \\n\"\n ]\n },\n {\n \"name\": \"stdin\",\n \"output_type\": \"stream\",\n \"text\": [\n \" \\n\"\n ]\n },\n {\n \"name\": \"stdout\",\n \"output_type\": \"stream\",\n \"text\": [\n \"backtest: Settle!\\n\",\n \"open 9.730000e+00\\n\",\n \"high 9.740000e+00\\n\",\n \"low 9.620000e+00\\n\",\n \"close 9.660000e+00\\n\",\n \"volume 4.023880e+05\\n\",\n \"amount 3.892478e+08\\n\",\n \"Name: (2019-01-08 00:00:00, 000001), dtype: float64\\n\",\n \"---------------under is 当前全市场的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-08 000001 9.73 9.74 9.62 9.66 402388.0 389247808.0\\n\",\n \"---------------under is 当前品种的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-02 000001 9.39 9.42 9.16 9.19 539386.0 4.986951e+08\\n\",\n \"2019-01-03 000001 9.18 9.33 9.15 9.28 415537.0 3.844577e+08\\n\",\n \"2019-01-04 000001 9.24 9.82 9.22 9.75 1481159.0 1.422150e+09\\n\",\n \"2019-01-07 000001 9.84 9.85 9.63 9.74 865687.0 8.411664e+08\\n\",\n \"2019-01-08 000001 9.73 9.74 9.62 9.66 402388.0 3.892478e+08\\n\",\n \"000001\\n\",\n \"---------------under is 账户情况和持仓情况 -------------------\\n\",\n \"{'code': '000001', 'instrument_id': '000001', 'user_id': 'x', 'portfolio_cookie': 'default', 'username': 'quantaxis', 'position_id': 'd2b24d5c-fb1e-4a2e-97eb-f19b04f544ec', 'account_cookie': 'x', 'frozen': {}, 'name': None, 'spms_id': None, 'oms_id': None, 'market_type': 'stock_cn', 'exchange_id': None, 'moneypreset': 100000, 'moneypresetLeft': 100000, 'lastupdatetime': '', 'volume_long_today': 3000, 'volume_long_his': 0, 'volume_long': 3000, 'volume_short_today': 0, 'volume_short_his': 0, 'volume_short': 0, 'volume_long_frozen_today': 0, 'volume_long_frozen_his': 0, 'volume_long_frozen': 0, 'volume_short_frozen_today': 0, 'volume_short_frozen_his': 0, 'volume_short_frozen': 0, 'margin_long': 28210.0, 'margin_short': 0, 'margin': 28210.0, 'position_price_long': 9.403333333333334, 'position_cost_long': 28210.0, 'position_price_short': 0, 'position_cost_short': 0, 'open_price_long': 9.403333333333334, 'open_cost_long': 28210.0, 'open_price_short': 0, 'open_cost_short': 0, 'trades': [], 'orders': {}, 'last_price': 9.66, 'float_profit_long': 770.0, 'float_profit_short': 0.0, 'float_profit': 770.0, 'position_profit_long': 770.0, 'position_profit_short': 0.0, 'position_profit': 770.0}\\n\",\n \" datetime code price amount cash \\\\\\n\",\n \"0 2019-01-02 00:00:00 000001 9.19 1000 9.908050e+05 \\n\",\n \"1 2019-01-02 00:00:00 000002 23.90 1000 9.668990e+05 \\n\",\n \"2 2019-01-03 00:00:00 000001 9.28 1000 9.576140e+05 \\n\",\n \"3 2019-01-03 00:00:00 000002 24.07 -1000 9.816539e+05 \\n\",\n \"4 2019-01-04 00:00:00 000001 9.75 -2000 1.001129e+06 \\n\",\n \"5 2019-01-04 00:00:00 000002 24.93 1000 9.761932e+05 \\n\",\n \"6 2019-01-07 00:00:00 000001 9.74 1000 9.664482e+05 \\n\",\n \"7 2019-01-07 00:00:00 000002 25.05 -2000 1.016486e+06 \\n\",\n \"8 2019-01-08 00:00:00 000001 9.66 -3000 1.045429e+06 \\n\",\n \"\\n\",\n \" order_id realorder_id trade_id account_cookie \\\\\\n\",\n \"0 e23f9e01-e8d2-4a05-93ef-9163ce7a83ee None None x \\n\",\n \"1 1f430faa-86d1-440b-abf7-a7feddc17954 None None x \\n\",\n \"2 0230d608-91cc-422e-8deb-218f4faef3d7 None None x \\n\",\n \"3 427f1eed-b3bd-4078-94e3-156bf3ae21a6 None None x \\n\",\n \"4 48fd88b8-e3c0-4df5-94ef-62b936345bd9 None None x \\n\",\n \"5 d9aff179-9bc3-4268-b2d5-37eee8de309f None None x \\n\",\n \"6 41f23955-b920-4f04-bcb7-ca1cd960aa45 None None x \\n\",\n \"7 cb2fdd74-7326-41d9-812f-9d88da447741 None None x \\n\",\n \"8 8ef82ee7-87b8-4f7d-8a01-374f52b60cbb None None x \\n\",\n \"\\n\",\n \" commission tax message frozen direction total_frozen \\n\",\n \"0 5.0000 0.00 None 0 1 0 \\n\",\n \"1 5.9750 0.00 None 0 1 0 \\n\",\n \"2 5.0000 0.00 None 0 1 0 \\n\",\n \"3 6.0175 24.07 None 0 -1 0 \\n\",\n \"4 5.0000 19.50 None 0 -1 0 \\n\",\n \"5 6.2325 0.00 None 0 1 0 \\n\",\n \"6 5.0000 0.00 None 0 1 0 \\n\",\n \"7 12.5250 50.10 None 0 -1 0 \\n\",\n \"8 7.2450 28.98 None 0 -1 0 \\n\"\n ]\n },\n {\n \"name\": \"stdin\",\n \"output_type\": \"stream\",\n \"text\": [\n \" \\n\"\n ]\n },\n {\n \"name\": \"stdout\",\n \"output_type\": \"stream\",\n \"text\": [\n \"open 2.505000e+01\\n\",\n \"high 2.520000e+01\\n\",\n \"low 2.463000e+01\\n\",\n \"close 2.500000e+01\\n\",\n \"volume 2.143820e+05\\n\",\n \"amount 5.336044e+08\\n\",\n \"Name: (2019-01-08 00:00:00, 000002), dtype: float64\\n\",\n \"---------------under is 当前全市场的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-08 000001 9.73 9.74 9.62 9.66 402388.0 389247808.0\\n\",\n \" 000002 25.05 25.20 24.63 25.00 214382.0 533604352.0\\n\",\n \"---------------under is 当前品种的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-02 000002 23.83 24.09 23.67 23.90 247010.0 5.893846e+08\\n\",\n \"2019-01-03 000002 23.79 24.50 23.71 24.07 222353.0 5.363333e+08\\n\",\n \"2019-01-04 000002 23.91 25.00 23.85 24.93 377727.0 9.270117e+08\\n\",\n \"2019-01-07 000002 25.29 25.53 24.99 25.05 427154.0 1.077909e+09\\n\",\n \"2019-01-08 000002 25.05 25.20 24.63 25.00 214382.0 5.336044e+08\\n\",\n \"000002\\n\",\n \"---------------under is 账户情况和持仓情况 -------------------\\n\",\n \"{'code': '000002', 'instrument_id': '000002', 'user_id': 'x', 'portfolio_cookie': 'default', 'username': 'quantaxis', 'position_id': '5aa694d0-3861-43a8-9efc-84f380138bea', 'account_cookie': 'x', 'frozen': {}, 'name': None, 'spms_id': None, 'oms_id': None, 'market_type': 'stock_cn', 'exchange_id': None, 'moneypreset': 100000, 'moneypresetLeft': 100000, 'lastupdatetime': '', 'volume_long_today': 2000, 'volume_long_his': 0, 'volume_long': 2000, 'volume_short_today': 0, 'volume_short_his': 0, 'volume_short': 0, 'volume_long_frozen_today': 0, 'volume_long_frozen_his': 0, 'volume_long_frozen': 0, 'volume_short_frozen_today': 0, 'volume_short_frozen_his': 0, 'volume_short_frozen': 0, 'margin_long': 48830.0, 'margin_short': 0, 'margin': 48830.0, 'position_price_long': 24.415, 'position_cost_long': 48830.0, 'position_price_short': 0, 'position_cost_short': 0, 'open_price_long': 24.415, 'open_cost_long': 48830.0, 'open_price_short': 0, 'open_cost_short': 0, 'trades': [], 'orders': {}, 'last_price': 25.0, 'float_profit_long': 1170.0, 'float_profit_short': 0.0, 'float_profit': 1170.0, 'position_profit_long': 1170.0, 'position_profit_short': 0.0, 'position_profit': 1170.0}\\n\",\n \" datetime code price amount cash \\\\\\n\",\n \"0 2019-01-02 00:00:00 000001 9.19 1000 9.908050e+05 \\n\",\n \"1 2019-01-02 00:00:00 000002 23.90 1000 9.668990e+05 \\n\",\n \"2 2019-01-03 00:00:00 000001 9.28 1000 9.576140e+05 \\n\",\n \"3 2019-01-03 00:00:00 000002 24.07 -1000 9.816539e+05 \\n\",\n \"4 2019-01-04 00:00:00 000001 9.75 -2000 1.001129e+06 \\n\",\n \"5 2019-01-04 00:00:00 000002 24.93 1000 9.761932e+05 \\n\",\n \"6 2019-01-07 00:00:00 000001 9.74 1000 9.664482e+05 \\n\",\n \"7 2019-01-07 00:00:00 000002 25.05 -2000 1.016486e+06 \\n\",\n \"8 2019-01-08 00:00:00 000001 9.66 -3000 1.045429e+06 \\n\",\n \"9 2019-01-08 00:00:00 000002 25.00 -2000 1.095367e+06 \\n\",\n \"\\n\",\n \" order_id realorder_id trade_id account_cookie \\\\\\n\",\n \"0 e23f9e01-e8d2-4a05-93ef-9163ce7a83ee None None x \\n\",\n \"1 1f430faa-86d1-440b-abf7-a7feddc17954 None None x \\n\",\n \"2 0230d608-91cc-422e-8deb-218f4faef3d7 None None x \\n\",\n \"3 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\"stdout\",\n \"output_type\": \"stream\",\n \"text\": [\n \"backtest: Settle!\\n\",\n \"open 9.740000e+00\\n\",\n \"high 1.008000e+01\\n\",\n \"low 9.700000e+00\\n\",\n \"close 9.940000e+00\\n\",\n \"volume 1.233486e+06\\n\",\n \"amount 1.229465e+09\\n\",\n \"Name: (2019-01-09 00:00:00, 000001), dtype: float64\\n\",\n \"---------------under is 当前全市场的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-09 000001 9.74 10.08 9.7 9.94 1233486.0 1.229465e+09\\n\",\n \"---------------under is 当前品种的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-02 000001 9.39 9.42 9.16 9.19 539386.0 4.986951e+08\\n\",\n \"2019-01-03 000001 9.18 9.33 9.15 9.28 415537.0 3.844577e+08\\n\",\n \"2019-01-04 000001 9.24 9.82 9.22 9.75 1481159.0 1.422150e+09\\n\",\n \"2019-01-07 000001 9.84 9.85 9.63 9.74 865687.0 8.411664e+08\\n\",\n \"2019-01-08 000001 9.73 9.74 9.62 9.66 402388.0 3.892478e+08\\n\",\n \"2019-01-09 000001 9.74 10.08 9.70 9.94 1233486.0 1.229465e+09\\n\",\n \"000001\\n\",\n \"---------------under is 账户情况和持仓情况 -------------------\\n\",\n \"{'code': '000001', 'instrument_id': '000001', 'user_id': 'x', 'portfolio_cookie': 'default', 'username': 'quantaxis', 'position_id': 'd2b24d5c-fb1e-4a2e-97eb-f19b04f544ec', 'account_cookie': 'x', 'frozen': {}, 'name': None, 'spms_id': None, 'oms_id': None, 'market_type': 'stock_cn', 'exchange_id': None, 'moneypreset': 100000, 'moneypresetLeft': 100000, 'lastupdatetime': '', 'volume_long_today': 4000, 'volume_long_his': 0, 'volume_long': 4000, 'volume_short_today': 0, 'volume_short_his': 0, 'volume_short': 0, 'volume_long_frozen_today': 0, 'volume_long_frozen_his': 0, 'volume_long_frozen': 0, 'volume_short_frozen_today': 0, 'volume_short_frozen_his': 0, 'volume_short_frozen': 0, 'margin_long': 38150.0, 'margin_short': 0, 'margin': 38150.0, 'position_price_long': 9.5375, 'position_cost_long': 38150.0, 'position_price_short': 0, 'position_cost_short': 0, 'open_price_long': 9.5375, 'open_cost_long': 38150.0, 'open_price_short': 0, 'open_cost_short': 0, 'trades': [], 'orders': {}, 'last_price': 9.94, 'float_profit_long': 1610.0, 'float_profit_short': 0.0, 'float_profit': 1610.0, 'position_profit_long': 1610.0, 'position_profit_short': 0.0, 'position_profit': 1610.0}\\n\",\n \" datetime code price amount cash \\\\\\n\",\n \"0 2019-01-02 00:00:00 000001 9.19 1000 9.908050e+05 \\n\",\n \"1 2019-01-02 00:00:00 000002 23.90 1000 9.668990e+05 \\n\",\n \"2 2019-01-03 00:00:00 000001 9.28 1000 9.576140e+05 \\n\",\n \"3 2019-01-03 00:00:00 000002 24.07 -1000 9.816539e+05 \\n\",\n \"4 2019-01-04 00:00:00 000001 9.75 -2000 1.001129e+06 \\n\",\n \"5 2019-01-04 00:00:00 000002 24.93 1000 9.761932e+05 \\n\",\n \"6 2019-01-07 00:00:00 000001 9.74 1000 9.664482e+05 \\n\",\n \"7 2019-01-07 00:00:00 000002 25.05 -2000 1.016486e+06 \\n\",\n \"8 2019-01-08 00:00:00 000001 9.66 -3000 1.045429e+06 \\n\",\n \"9 2019-01-08 00:00:00 000002 25.00 -2000 1.095367e+06 \\n\",\n \"10 2019-01-09 00:00:00 000001 9.94 1000 1.085422e+06 \\n\",\n \"\\n\",\n \" order_id realorder_id trade_id account_cookie \\\\\\n\",\n \"0 e23f9e01-e8d2-4a05-93ef-9163ce7a83ee None None x \\n\",\n \"1 1f430faa-86d1-440b-abf7-a7feddc17954 None None x \\n\",\n \"2 0230d608-91cc-422e-8deb-218f4faef3d7 None None x \\n\",\n \"3 427f1eed-b3bd-4078-94e3-156bf3ae21a6 None None x \\n\",\n \"4 48fd88b8-e3c0-4df5-94ef-62b936345bd9 None None x \\n\",\n \"5 d9aff179-9bc3-4268-b2d5-37eee8de309f None None x \\n\",\n \"6 41f23955-b920-4f04-bcb7-ca1cd960aa45 None None x \\n\",\n \"7 cb2fdd74-7326-41d9-812f-9d88da447741 None None x \\n\",\n \"8 8ef82ee7-87b8-4f7d-8a01-374f52b60cbb None None x \\n\",\n \"9 1f63fa52-f56b-4814-8eb3-5e4de849f3cb None None x \\n\",\n \"10 13e77d45-9e2c-4ef3-89f5-7fa63cc3b808 None None x \\n\",\n \"\\n\",\n \" commission tax message frozen direction total_frozen \\n\",\n \"0 5.0000 0.00 None 0 1 0 \\n\",\n \"1 5.9750 0.00 None 0 1 0 \\n\",\n \"2 5.0000 0.00 None 0 1 0 \\n\",\n \"3 6.0175 24.07 None 0 -1 0 \\n\",\n \"4 5.0000 19.50 None 0 -1 0 \\n\",\n \"5 6.2325 0.00 None 0 1 0 \\n\",\n \"6 5.0000 0.00 None 0 1 0 \\n\",\n \"7 12.5250 50.10 None 0 -1 0 \\n\",\n \"8 7.2450 28.98 None 0 -1 0 \\n\",\n \"9 12.5000 50.00 None 0 -1 0 \\n\",\n \"10 5.0000 0.00 None 0 1 0 \\n\"\n ]\n },\n {\n \"name\": \"stdin\",\n \"output_type\": \"stream\",\n \"text\": [\n \" \\n\"\n ]\n },\n {\n \"name\": \"stdout\",\n \"output_type\": \"stream\",\n \"text\": [\n \"open 2.540000e+01\\n\",\n \"high 2.588000e+01\\n\",\n \"low 2.511000e+01\\n\",\n \"close 2.533000e+01\\n\",\n \"volume 3.401400e+05\\n\",\n \"amount 8.670814e+08\\n\",\n \"Name: (2019-01-09 00:00:00, 000002), dtype: float64\\n\",\n \"---------------under is 当前全市场的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-09 000001 9.74 10.08 9.70 9.94 1233486.0 1.229465e+09\\n\",\n \" 000002 25.40 25.88 25.11 25.33 340140.0 8.670814e+08\\n\",\n \"---------------under is 当前品种的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-02 000002 23.83 24.09 23.67 23.90 247010.0 5.893846e+08\\n\",\n \"2019-01-03 000002 23.79 24.50 23.71 24.07 222353.0 5.363333e+08\\n\",\n \"2019-01-04 000002 23.91 25.00 23.85 24.93 377727.0 9.270117e+08\\n\",\n \"2019-01-07 000002 25.29 25.53 24.99 25.05 427154.0 1.077909e+09\\n\",\n \"2019-01-08 000002 25.05 25.20 24.63 25.00 214382.0 5.336044e+08\\n\",\n \"2019-01-09 000002 25.40 25.88 25.11 25.33 340140.0 8.670814e+08\\n\",\n \"000002\\n\",\n \"---------------under is 账户情况和持仓情况 -------------------\\n\",\n \"{'code': '000002', 'instrument_id': '000002', 'user_id': 'x', 'portfolio_cookie': 'default', 'username': 'quantaxis', 'position_id': '5aa694d0-3861-43a8-9efc-84f380138bea', 'account_cookie': 'x', 'frozen': {}, 'name': None, 'spms_id': None, 'oms_id': None, 'market_type': 'stock_cn', 'exchange_id': None, 'moneypreset': 100000, 'moneypresetLeft': 100000, 'lastupdatetime': '', 'volume_long_today': 3000, 'volume_long_his': 0, 'volume_long': 3000, 'volume_short_today': 0, 'volume_short_his': 0, 'volume_short': 0, 'volume_long_frozen_today': 0, 'volume_long_frozen_his': 0, 'volume_long_frozen': 0, 'volume_short_frozen_today': 0, 'volume_short_frozen_his': 0, 'volume_short_frozen': 0, 'margin_long': 74160.0, 'margin_short': 0, 'margin': 74160.0, 'position_price_long': 24.72, 'position_cost_long': 74160.0, 'position_price_short': 0, 'position_cost_short': 0, 'open_price_long': 24.72, 'open_cost_long': 74160.0, 'open_price_short': 0, 'open_cost_short': 0, 'trades': [], 'orders': {}, 'last_price': 25.33, 'float_profit_long': 1830.0, 'float_profit_short': 0.0, 'float_profit': 1830.0, 'position_profit_long': 1830.0, 'position_profit_short': 0.0, 'position_profit': 1830.0}\\n\",\n \" datetime code price amount cash \\\\\\n\",\n \"0 2019-01-02 00:00:00 000001 9.19 1000 9.908050e+05 \\n\",\n \"1 2019-01-02 00:00:00 000002 23.90 1000 9.668990e+05 \\n\",\n \"2 2019-01-03 00:00:00 000001 9.28 1000 9.576140e+05 \\n\",\n \"3 2019-01-03 00:00:00 000002 24.07 -1000 9.816539e+05 \\n\",\n \"4 2019-01-04 00:00:00 000001 9.75 -2000 1.001129e+06 \\n\",\n \"5 2019-01-04 00:00:00 000002 24.93 1000 9.761932e+05 \\n\",\n \"6 2019-01-07 00:00:00 000001 9.74 1000 9.664482e+05 \\n\",\n \"7 2019-01-07 00:00:00 000002 25.05 -2000 1.016486e+06 \\n\",\n \"8 2019-01-08 00:00:00 000001 9.66 -3000 1.045429e+06 \\n\",\n \"9 2019-01-08 00:00:00 000002 25.00 -2000 1.095367e+06 \\n\",\n \"10 2019-01-09 00:00:00 000001 9.94 1000 1.085422e+06 \\n\",\n \"11 2019-01-09 00:00:00 000002 25.33 1000 1.060086e+06 \\n\",\n \"\\n\",\n \" order_id realorder_id trade_id account_cookie \\\\\\n\",\n \"0 e23f9e01-e8d2-4a05-93ef-9163ce7a83ee None None x \\n\",\n \"1 1f430faa-86d1-440b-abf7-a7feddc17954 None None x \\n\",\n \"2 0230d608-91cc-422e-8deb-218f4faef3d7 None None x \\n\",\n \"3 427f1eed-b3bd-4078-94e3-156bf3ae21a6 None None x \\n\",\n \"4 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0 1 0 \\n\"\n ]\n },\n {\n \"name\": \"stdin\",\n \"output_type\": \"stream\",\n \"text\": [\n \" \\n\"\n ]\n },\n {\n \"name\": \"stdout\",\n \"output_type\": \"stream\",\n \"text\": [\n \"backtest: Settle!\\n\",\n \"open 9.870000e+00\\n\",\n \"high 1.020000e+01\\n\",\n \"low 9.860000e+00\\n\",\n \"close 1.010000e+01\\n\",\n \"volume 1.071817e+06\\n\",\n \"amount 1.079711e+09\\n\",\n \"Name: (2019-01-10 00:00:00, 000001), dtype: float64\\n\",\n \"---------------under is 当前全市场的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-10 000001 9.87 10.2 9.86 10.1 1071817.0 1.079711e+09\\n\",\n \"---------------under is 当前品种的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-02 000001 9.39 9.42 9.16 9.19 539386.0 4.986951e+08\\n\",\n \"2019-01-03 000001 9.18 9.33 9.15 9.28 415537.0 3.844577e+08\\n\",\n \"2019-01-04 000001 9.24 9.82 9.22 9.75 1481159.0 1.422150e+09\\n\",\n \"2019-01-07 000001 9.84 9.85 9.63 9.74 865687.0 8.411664e+08\\n\",\n \"2019-01-08 000001 9.73 9.74 9.62 9.66 402388.0 3.892478e+08\\n\",\n \"2019-01-09 000001 9.74 10.08 9.70 9.94 1233486.0 1.229465e+09\\n\",\n \"2019-01-10 000001 9.87 10.20 9.86 10.10 1071817.0 1.079711e+09\\n\",\n \"000001\\n\",\n \"---------------under is 账户情况和持仓情况 -------------------\\n\",\n \"{'code': '000001', 'instrument_id': '000001', 'user_id': 'x', 'portfolio_cookie': 'default', 'username': 'quantaxis', 'position_id': 'd2b24d5c-fb1e-4a2e-97eb-f19b04f544ec', 'account_cookie': 'x', 'frozen': {}, 'name': None, 'spms_id': None, 'oms_id': None, 'market_type': 'stock_cn', 'exchange_id': None, 'moneypreset': 100000, 'moneypresetLeft': 100000, 'lastupdatetime': '', 'volume_long_today': 5000, 'volume_long_his': 0, 'volume_long': 5000, 'volume_short_today': 0, 'volume_short_his': 0, 'volume_short': 0, 'volume_long_frozen_today': 0, 'volume_long_frozen_his': 0, 'volume_long_frozen': 0, 'volume_short_frozen_today': 0, 'volume_short_frozen_his': 0, 'volume_short_frozen': 0, 'margin_long': 48250.0, 'margin_short': 0, 'margin': 48250.0, 'position_price_long': 9.65, 'position_cost_long': 48250.0, 'position_price_short': 0, 'position_cost_short': 0, 'open_price_long': 9.65, 'open_cost_long': 48250.0, 'open_price_short': 0, 'open_cost_short': 0, 'trades': [], 'orders': {}, 'last_price': 10.1, 'float_profit_long': 2250.0, 'float_profit_short': 0.0, 'float_profit': 2250.0, 'position_profit_long': 2250.0, 'position_profit_short': 0.0, 'position_profit': 2250.0}\\n\",\n \" datetime code price amount cash \\\\\\n\",\n \"0 2019-01-02 00:00:00 000001 9.19 1000 9.908050e+05 \\n\",\n \"1 2019-01-02 00:00:00 000002 23.90 1000 9.668990e+05 \\n\",\n \"2 2019-01-03 00:00:00 000001 9.28 1000 9.576140e+05 \\n\",\n \"3 2019-01-03 00:00:00 000002 24.07 -1000 9.816539e+05 \\n\",\n \"4 2019-01-04 00:00:00 000001 9.75 -2000 1.001129e+06 \\n\",\n \"5 2019-01-04 00:00:00 000002 24.93 1000 9.761932e+05 \\n\",\n \"6 2019-01-07 00:00:00 000001 9.74 1000 9.664482e+05 \\n\",\n \"7 2019-01-07 00:00:00 000002 25.05 -2000 1.016486e+06 \\n\",\n \"8 2019-01-08 00:00:00 000001 9.66 -3000 1.045429e+06 \\n\",\n \"9 2019-01-08 00:00:00 000002 25.00 -2000 1.095367e+06 \\n\",\n \"10 2019-01-09 00:00:00 000001 9.94 1000 1.085422e+06 \\n\",\n \"11 2019-01-09 00:00:00 000002 25.33 1000 1.060086e+06 \\n\",\n \"12 2019-01-10 00:00:00 000001 10.10 1000 1.049981e+06 \\n\",\n \"\\n\",\n \" order_id realorder_id trade_id account_cookie \\\\\\n\",\n \"0 e23f9e01-e8d2-4a05-93ef-9163ce7a83ee None None x \\n\",\n \"1 1f430faa-86d1-440b-abf7-a7feddc17954 None None x \\n\",\n \"2 0230d608-91cc-422e-8deb-218f4faef3d7 None None x \\n\",\n \"3 427f1eed-b3bd-4078-94e3-156bf3ae21a6 None None x \\n\",\n \"4 48fd88b8-e3c0-4df5-94ef-62b936345bd9 None None x \\n\",\n \"5 d9aff179-9bc3-4268-b2d5-37eee8de309f None None x \\n\",\n \"6 41f23955-b920-4f04-bcb7-ca1cd960aa45 None None x \\n\",\n \"7 cb2fdd74-7326-41d9-812f-9d88da447741 None None x \\n\",\n \"8 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\"output_type\": \"stream\",\n \"text\": [\n \"open 2.522000e+01\\n\",\n \"high 2.556000e+01\\n\",\n \"low 2.503000e+01\\n\",\n \"close 2.511000e+01\\n\",\n \"volume 2.246490e+05\\n\",\n \"amount 5.689526e+08\\n\",\n \"Name: (2019-01-10 00:00:00, 000002), dtype: float64\\n\",\n \"---------------under is 当前全市场的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-10 000001 9.87 10.20 9.86 10.10 1071817.0 1.079711e+09\\n\",\n \" 000002 25.22 25.56 25.03 25.11 224649.0 5.689526e+08\\n\",\n \"---------------under is 当前品种的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-02 000002 23.83 24.09 23.67 23.90 247010.0 5.893846e+08\\n\",\n \"2019-01-03 000002 23.79 24.50 23.71 24.07 222353.0 5.363333e+08\\n\",\n \"2019-01-04 000002 23.91 25.00 23.85 24.93 377727.0 9.270117e+08\\n\",\n \"2019-01-07 000002 25.29 25.53 24.99 25.05 427154.0 1.077909e+09\\n\",\n \"2019-01-08 000002 25.05 25.20 24.63 25.00 214382.0 5.336044e+08\\n\",\n \"2019-01-09 000002 25.40 25.88 25.11 25.33 340140.0 8.670814e+08\\n\",\n \"2019-01-10 000002 25.22 25.56 25.03 25.11 224649.0 5.689526e+08\\n\",\n \"000002\\n\",\n \"---------------under is 账户情况和持仓情况 -------------------\\n\",\n \"{'code': '000002', 'instrument_id': '000002', 'user_id': 'x', 'portfolio_cookie': 'default', 'username': 'quantaxis', 'position_id': '5aa694d0-3861-43a8-9efc-84f380138bea', 'account_cookie': 'x', 'frozen': {}, 'name': None, 'spms_id': None, 'oms_id': None, 'market_type': 'stock_cn', 'exchange_id': None, 'moneypreset': 100000, 'moneypresetLeft': 100000, 'lastupdatetime': '', 'volume_long_today': 4000, 'volume_long_his': 0, 'volume_long': 4000, 'volume_short_today': 0, 'volume_short_his': 0, 'volume_short': 0, 'volume_long_frozen_today': 0, 'volume_long_frozen_his': 0, 'volume_long_frozen': 0, 'volume_short_frozen_today': 0, 'volume_short_frozen_his': 0, 'volume_short_frozen': 0, 'margin_long': 99270.0, 'margin_short': 0, 'margin': 99270.0, 'position_price_long': 24.8175, 'position_cost_long': 99270.0, 'position_price_short': 0, 'position_cost_short': 0, 'open_price_long': 24.8175, 'open_cost_long': 99270.0, 'open_price_short': 0, 'open_cost_short': 0, 'trades': [], 'orders': {}, 'last_price': 25.11, 'float_profit_long': 1170.0, 'float_profit_short': 0.0, 'float_profit': 1170.0, 'position_profit_long': 1170.0, 'position_profit_short': 0.0, 'position_profit': 1170.0}\\n\",\n \" datetime code price amount cash \\\\\\n\",\n \"0 2019-01-02 00:00:00 000001 9.19 1000 9.908050e+05 \\n\",\n \"1 2019-01-02 00:00:00 000002 23.90 1000 9.668990e+05 \\n\",\n \"2 2019-01-03 00:00:00 000001 9.28 1000 9.576140e+05 \\n\",\n \"3 2019-01-03 00:00:00 000002 24.07 -1000 9.816539e+05 \\n\",\n \"4 2019-01-04 00:00:00 000001 9.75 -2000 1.001129e+06 \\n\",\n \"5 2019-01-04 00:00:00 000002 24.93 1000 9.761932e+05 \\n\",\n \"6 2019-01-07 00:00:00 000001 9.74 1000 9.664482e+05 \\n\",\n \"7 2019-01-07 00:00:00 000002 25.05 -2000 1.016486e+06 \\n\",\n 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\"text\": [\n \" \\n\"\n ]\n },\n {\n \"name\": \"stdout\",\n \"output_type\": \"stream\",\n \"text\": [\n \"backtest: Settle!\\n\",\n \"open 1.011000e+01\\n\",\n \"high 1.022000e+01\\n\",\n \"low 1.005000e+01\\n\",\n \"close 1.020000e+01\\n\",\n \"volume 6.963640e+05\\n\",\n \"amount 7.080018e+08\\n\",\n \"Name: (2019-01-11 00:00:00, 000001), dtype: float64\\n\",\n \"---------------under is 当前全市场的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-11 000001 10.11 10.22 10.05 10.2 696364.0 708001792.0\\n\",\n \"---------------under is 当前品种的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-02 000001 9.39 9.42 9.16 9.19 539386.0 4.986951e+08\\n\",\n \"2019-01-03 000001 9.18 9.33 9.15 9.28 415537.0 3.844577e+08\\n\",\n \"2019-01-04 000001 9.24 9.82 9.22 9.75 1481159.0 1.422150e+09\\n\",\n \"2019-01-07 000001 9.84 9.85 9.63 9.74 865687.0 8.411664e+08\\n\",\n \"2019-01-08 000001 9.73 9.74 9.62 9.66 402388.0 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1000 9.761932e+05 \\n\",\n \"6 2019-01-07 00:00:00 000001 9.74 1000 9.664482e+05 \\n\",\n \"7 2019-01-07 00:00:00 000002 25.05 -2000 1.016486e+06 \\n\",\n \"8 2019-01-08 00:00:00 000001 9.66 -3000 1.045429e+06 \\n\",\n \"9 2019-01-08 00:00:00 000002 25.00 -2000 1.095367e+06 \\n\",\n \"10 2019-01-09 00:00:00 000001 9.94 1000 1.085422e+06 \\n\",\n \"11 2019-01-09 00:00:00 000002 25.33 1000 1.060086e+06 \\n\",\n \"12 2019-01-10 00:00:00 000001 10.10 1000 1.049981e+06 \\n\",\n \"13 2019-01-10 00:00:00 000002 25.11 1000 1.024864e+06 \\n\",\n \"14 2019-01-11 00:00:00 000001 10.20 1000 1.014659e+06 \\n\",\n \"\\n\",\n \" order_id realorder_id trade_id account_cookie \\\\\\n\",\n \"0 e23f9e01-e8d2-4a05-93ef-9163ce7a83ee None None x \\n\",\n \"1 1f430faa-86d1-440b-abf7-a7feddc17954 None None x \\n\",\n \"2 0230d608-91cc-422e-8deb-218f4faef3d7 None None x \\n\",\n \"3 427f1eed-b3bd-4078-94e3-156bf3ae21a6 None None x \\n\",\n \"4 48fd88b8-e3c0-4df5-94ef-62b936345bd9 None None x \\n\",\n \"5 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7.2450 28.98 None 0 -1 0 \\n\",\n \"9 12.5000 50.00 None 0 -1 0 \\n\",\n \"10 5.0000 0.00 None 0 1 0 \\n\",\n \"11 6.3325 0.00 None 0 1 0 \\n\",\n \"12 5.0000 0.00 None 0 1 0 \\n\",\n \"13 6.2775 0.00 None 0 1 0 \\n\",\n \"14 5.0000 0.00 None 0 1 0 \\n\"\n ]\n },\n {\n \"name\": \"stdin\",\n \"output_type\": \"stream\",\n \"text\": [\n \" \\n\"\n ]\n },\n {\n \"name\": \"stdout\",\n \"output_type\": \"stream\",\n \"text\": [\n \"open 2.510000e+01\\n\",\n \"high 2.554000e+01\\n\",\n \"low 2.501000e+01\\n\",\n \"close 2.530000e+01\\n\",\n \"volume 2.406940e+05\\n\",\n \"amount 6.069947e+08\\n\",\n \"Name: (2019-01-11 00:00:00, 000002), dtype: float64\\n\",\n \"---------------under is 当前全市场的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-11 000001 10.11 10.22 10.05 10.2 696364.0 708001792.0\\n\",\n \" 000002 25.10 25.54 25.01 25.3 240694.0 606994688.0\\n\",\n \"---------------under is 当前品种的market_data --------------\\n\",\n \" open high low close 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None, 'moneypreset': 100000, 'moneypresetLeft': 100000, 'lastupdatetime': '', 'volume_long_today': 4000, 'volume_long_his': 0, 'volume_long': 4000, 'volume_short_today': 0, 'volume_short_his': 0, 'volume_short': 0, 'volume_long_frozen_today': 0, 'volume_long_frozen_his': 0, 'volume_long_frozen': 0, 'volume_short_frozen_today': 0, 'volume_short_frozen_his': 0, 'volume_short_frozen': 0, 'margin_long': 99270.0, 'margin_short': 0, 'margin': 99270.0, 'position_price_long': 24.8175, 'position_cost_long': 99270.0, 'position_price_short': 0, 'position_cost_short': 0, 'open_price_long': 24.8175, 'open_cost_long': 99270.0, 'open_price_short': 0, 'open_cost_short': 0, 'trades': [], 'orders': {}, 'last_price': 25.3, 'float_profit_long': 1930.0, 'float_profit_short': 0.0, 'float_profit': 1930.0, 'position_profit_long': 1930.0, 'position_profit_short': 0.0, 'position_profit': 1930.0}\\n\",\n \" datetime code price amount cash \\\\\\n\",\n \"0 2019-01-02 00:00:00 000001 9.19 1000 9.908050e+05 \\n\",\n \"1 2019-01-02 00:00:00 000002 23.90 1000 9.668990e+05 \\n\",\n \"2 2019-01-03 00:00:00 000001 9.28 1000 9.576140e+05 \\n\",\n \"3 2019-01-03 00:00:00 000002 24.07 -1000 9.816539e+05 \\n\",\n \"4 2019-01-04 00:00:00 000001 9.75 -2000 1.001129e+06 \\n\",\n \"5 2019-01-04 00:00:00 000002 24.93 1000 9.761932e+05 \\n\",\n \"6 2019-01-07 00:00:00 000001 9.74 1000 9.664482e+05 \\n\",\n \"7 2019-01-07 00:00:00 000002 25.05 -2000 1.016486e+06 \\n\",\n \"8 2019-01-08 00:00:00 000001 9.66 -3000 1.045429e+06 \\n\",\n \"9 2019-01-08 00:00:00 000002 25.00 -2000 1.095367e+06 \\n\",\n \"10 2019-01-09 00:00:00 000001 9.94 1000 1.085422e+06 \\n\",\n \"11 2019-01-09 00:00:00 000002 25.33 1000 1.060086e+06 \\n\",\n \"12 2019-01-10 00:00:00 000001 10.10 1000 1.049981e+06 \\n\",\n \"13 2019-01-10 00:00:00 000002 25.11 1000 1.024864e+06 \\n\",\n \"14 2019-01-11 00:00:00 000001 10.20 1000 1.014659e+06 \\n\",\n \"15 2019-01-11 00:00:00 000002 25.30 -4000 1.115733e+06 \\n\",\n \"\\n\",\n \" order_id realorder_id trade_id account_cookie \\\\\\n\",\n \"0 e23f9e01-e8d2-4a05-93ef-9163ce7a83ee None None x \\n\",\n \"1 1f430faa-86d1-440b-abf7-a7feddc17954 None None x \\n\",\n \"2 0230d608-91cc-422e-8deb-218f4faef3d7 None None x \\n\",\n \"3 427f1eed-b3bd-4078-94e3-156bf3ae21a6 None None x \\n\",\n \"4 48fd88b8-e3c0-4df5-94ef-62b936345bd9 None None x \\n\",\n \"5 d9aff179-9bc3-4268-b2d5-37eee8de309f None None x \\n\",\n \"6 41f23955-b920-4f04-bcb7-ca1cd960aa45 None None x \\n\",\n \"7 cb2fdd74-7326-41d9-812f-9d88da447741 None None x \\n\",\n \"8 8ef82ee7-87b8-4f7d-8a01-374f52b60cbb None None x \\n\",\n \"9 1f63fa52-f56b-4814-8eb3-5e4de849f3cb None None x \\n\",\n \"10 13e77d45-9e2c-4ef3-89f5-7fa63cc3b808 None None x \\n\",\n \"11 7e714c35-83a4-4cb4-8ab5-d4fb2b31ccb7 None None x \\n\",\n \"12 380f932e-7871-4c72-94d3-5077861c9f53 None None x \\n\",\n \"13 3966e418-9017-4565-b24f-ed9455ef5593 None None x \\n\",\n \"14 99048106-f032-45a2-92c6-5a076f899a8a None None x \\n\",\n \"15 3529f52a-3c09-46fc-944d-b3c619af7cd7 None None x \\n\",\n \"\\n\",\n \" commission tax message frozen direction total_frozen \\n\",\n \"0 5.0000 0.00 None 0 1 0 \\n\",\n \"1 5.9750 0.00 None 0 1 0 \\n\",\n \"2 5.0000 0.00 None 0 1 0 \\n\",\n \"3 6.0175 24.07 None 0 -1 0 \\n\",\n \"4 5.0000 19.50 None 0 -1 0 \\n\",\n \"5 6.2325 0.00 None 0 1 0 \\n\",\n \"6 5.0000 0.00 None 0 1 0 \\n\",\n \"7 12.5250 50.10 None 0 -1 0 \\n\",\n \"8 7.2450 28.98 None 0 -1 0 \\n\",\n \"9 12.5000 50.00 None 0 -1 0 \\n\",\n \"10 5.0000 0.00 None 0 1 0 \\n\",\n \"11 6.3325 0.00 None 0 1 0 \\n\",\n \"12 5.0000 0.00 None 0 1 0 \\n\",\n \"13 6.2775 0.00 None 0 1 0 \\n\",\n \"14 5.0000 0.00 None 0 1 0 \\n\",\n \"15 25.3000 101.20 None 0 -1 0 \\n\"\n ]\n },\n {\n \"name\": \"stdin\",\n \"output_type\": \"stream\",\n \"text\": [\n \" \\n\"\n ]\n },\n {\n \"name\": \"stdout\",\n \"output_type\": \"stream\",\n \"text\": [\n \"backtest: Settle!\\n\",\n \"open 1.022000e+01\\n\",\n \"high 1.025000e+01\\n\",\n \"low 1.007000e+01\\n\",\n \"close 1.011000e+01\\n\",\n \"volume 5.004430e+05\\n\",\n \"amount 5.078629e+08\\n\",\n \"Name: (2019-01-14 00:00:00, 000001), dtype: float64\\n\",\n \"---------------under is 当前全市场的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-14 000001 10.22 10.25 10.07 10.11 500443.0 507862880.0\\n\",\n \"---------------under is 当前品种的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-02 000001 9.39 9.42 9.16 9.19 539386.0 4.986951e+08\\n\",\n \"2019-01-03 000001 9.18 9.33 9.15 9.28 415537.0 3.844577e+08\\n\",\n \"2019-01-04 000001 9.24 9.82 9.22 9.75 1481159.0 1.422150e+09\\n\",\n \"2019-01-07 000001 9.84 9.85 9.63 9.74 865687.0 8.411664e+08\\n\",\n \"2019-01-08 000001 9.73 9.74 9.62 9.66 402388.0 3.892478e+08\\n\",\n \"2019-01-09 000001 9.74 10.08 9.70 9.94 1233486.0 1.229465e+09\\n\",\n \"2019-01-10 000001 9.87 10.20 9.86 10.10 1071817.0 1.079711e+09\\n\",\n \"2019-01-11 000001 10.11 10.22 10.05 10.20 696364.0 7.080018e+08\\n\",\n \"2019-01-14 000001 10.22 10.25 10.07 10.11 500443.0 5.078629e+08\\n\",\n \"000001\\n\",\n \"---------------under is 账户情况和持仓情况 -------------------\\n\",\n \"{'code': '000001', 'instrument_id': '000001', 'user_id': 'x', 'portfolio_cookie': 'default', 'username': 'quantaxis', 'position_id': 'd2b24d5c-fb1e-4a2e-97eb-f19b04f544ec', 'account_cookie': 'x', 'frozen': {}, 'name': None, 'spms_id': None, 'oms_id': None, 'market_type': 'stock_cn', 'exchange_id': None, 'moneypreset': 100000, 'moneypresetLeft': 100000, 'lastupdatetime': '', 'volume_long_today': 6000, 'volume_long_his': 0, 'volume_long': 6000, 'volume_short_today': 0, 'volume_short_his': 0, 'volume_short': 0, 'volume_long_frozen_today': 0, 'volume_long_frozen_his': 0, 'volume_long_frozen': 0, 'volume_short_frozen_today': 0, 'volume_short_frozen_his': 0, 'volume_short_frozen': 0, 'margin_long': 58450.0, 'margin_short': 0, 'margin': 58450.0, 'position_price_long': 9.741666666666667, 'position_cost_long': 58450.0, 'position_price_short': 0, 'position_cost_short': 0, 'open_price_long': 9.741666666666667, 'open_cost_long': 58450.0, 'open_price_short': 0, 'open_cost_short': 0, 'trades': [], 'orders': {}, 'last_price': 10.11, 'float_profit_long': 2210.0, 'float_profit_short': 0.0, 'float_profit': 2210.0, 'position_profit_long': 2210.0, 'position_profit_short': 0.0, 'position_profit': 2210.0}\\n\",\n \" datetime code price amount cash \\\\\\n\",\n \"0 2019-01-02 00:00:00 000001 9.19 1000 9.908050e+05 \\n\",\n \"1 2019-01-02 00:00:00 000002 23.90 1000 9.668990e+05 \\n\",\n \"2 2019-01-03 00:00:00 000001 9.28 1000 9.576140e+05 \\n\",\n \"3 2019-01-03 00:00:00 000002 24.07 -1000 9.816539e+05 \\n\",\n \"4 2019-01-04 00:00:00 000001 9.75 -2000 1.001129e+06 \\n\",\n \"5 2019-01-04 00:00:00 000002 24.93 1000 9.761932e+05 \\n\",\n \"6 2019-01-07 00:00:00 000001 9.74 1000 9.664482e+05 \\n\",\n \"7 2019-01-07 00:00:00 000002 25.05 -2000 1.016486e+06 \\n\",\n \"8 2019-01-08 00:00:00 000001 9.66 -3000 1.045429e+06 \\n\",\n \"9 2019-01-08 00:00:00 000002 25.00 -2000 1.095367e+06 \\n\",\n \"10 2019-01-09 00:00:00 000001 9.94 1000 1.085422e+06 \\n\",\n \"11 2019-01-09 00:00:00 000002 25.33 1000 1.060086e+06 \\n\",\n \"12 2019-01-10 00:00:00 000001 10.10 1000 1.049981e+06 \\n\",\n \"13 2019-01-10 00:00:00 000002 25.11 1000 1.024864e+06 \\n\",\n \"14 2019-01-11 00:00:00 000001 10.20 1000 1.014659e+06 \\n\",\n \"15 2019-01-11 00:00:00 000002 25.30 -4000 1.115733e+06 \\n\",\n \"16 2019-01-14 00:00:00 000001 10.11 -6000 1.176317e+06 \\n\",\n \"\\n\",\n \" order_id realorder_id trade_id account_cookie \\\\\\n\",\n \"0 e23f9e01-e8d2-4a05-93ef-9163ce7a83ee None None x \\n\",\n \"1 1f430faa-86d1-440b-abf7-a7feddc17954 None None x \\n\",\n \"2 0230d608-91cc-422e-8deb-218f4faef3d7 None None x \\n\",\n \"3 427f1eed-b3bd-4078-94e3-156bf3ae21a6 None None x \\n\",\n \"4 48fd88b8-e3c0-4df5-94ef-62b936345bd9 None None x \\n\",\n \"5 d9aff179-9bc3-4268-b2d5-37eee8de309f None None x \\n\",\n \"6 41f23955-b920-4f04-bcb7-ca1cd960aa45 None None x \\n\",\n \"7 cb2fdd74-7326-41d9-812f-9d88da447741 None None x \\n\",\n \"8 8ef82ee7-87b8-4f7d-8a01-374f52b60cbb None None x \\n\",\n \"9 1f63fa52-f56b-4814-8eb3-5e4de849f3cb None None x \\n\",\n \"10 13e77d45-9e2c-4ef3-89f5-7fa63cc3b808 None None x \\n\",\n \"11 7e714c35-83a4-4cb4-8ab5-d4fb2b31ccb7 None None x \\n\",\n \"12 380f932e-7871-4c72-94d3-5077861c9f53 None None x \\n\",\n \"13 3966e418-9017-4565-b24f-ed9455ef5593 None None x \\n\",\n \"14 99048106-f032-45a2-92c6-5a076f899a8a None None x \\n\",\n \"15 3529f52a-3c09-46fc-944d-b3c619af7cd7 None None x \\n\",\n \"16 650c29d4-459c-412a-8000-c881af3c662a None None x \\n\",\n \"\\n\",\n \" commission tax message frozen direction total_frozen \\n\",\n \"0 5.0000 0.00 None 0 1 0 \\n\",\n \"1 5.9750 0.00 None 0 1 0 \\n\",\n \"2 5.0000 0.00 None 0 1 0 \\n\",\n \"3 6.0175 24.07 None 0 -1 0 \\n\",\n \"4 5.0000 19.50 None 0 -1 0 \\n\",\n \"5 6.2325 0.00 None 0 1 0 \\n\",\n \"6 5.0000 0.00 None 0 1 0 \\n\",\n \"7 12.5250 50.10 None 0 -1 0 \\n\",\n \"8 7.2450 28.98 None 0 -1 0 \\n\",\n \"9 12.5000 50.00 None 0 -1 0 \\n\",\n \"10 5.0000 0.00 None 0 1 0 \\n\",\n \"11 6.3325 0.00 None 0 1 0 \\n\",\n \"12 5.0000 0.00 None 0 1 0 \\n\",\n \"13 6.2775 0.00 None 0 1 0 \\n\",\n \"14 5.0000 0.00 None 0 1 0 \\n\",\n \"15 25.3000 101.20 None 0 -1 0 \\n\",\n \"16 15.1650 60.66 None 0 -1 0 \\n\"\n ]\n },\n {\n \"name\": \"stdin\",\n \"output_type\": \"stream\",\n \"text\": [\n \" \\n\"\n ]\n },\n {\n \"name\": \"stdout\",\n \"output_type\": \"stream\",\n \"text\": [\n \"open 2.513000e+01\\n\",\n \"high 2.530000e+01\\n\",\n \"low 2.492000e+01\\n\",\n \"close 2.502000e+01\\n\",\n \"volume 1.832810e+05\\n\",\n \"amount 4.591518e+08\\n\",\n \"Name: (2019-01-14 00:00:00, 000002), dtype: float64\\n\",\n \"---------------under is 当前全市场的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-14 000001 10.22 10.25 10.07 10.11 500443.0 507862880.0\\n\",\n \" 000002 25.13 25.30 24.92 25.02 183281.0 459151840.0\\n\",\n \"---------------under is 当前品种的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-02 000002 23.83 24.09 23.67 23.90 247010.0 5.893846e+08\\n\",\n \"2019-01-03 000002 23.79 24.50 23.71 24.07 222353.0 5.363333e+08\\n\",\n \"2019-01-04 000002 23.91 25.00 23.85 24.93 377727.0 9.270117e+08\\n\",\n \"2019-01-07 000002 25.29 25.53 24.99 25.05 427154.0 1.077909e+09\\n\",\n \"2019-01-08 000002 25.05 25.20 24.63 25.00 214382.0 5.336044e+08\\n\",\n \"2019-01-09 000002 25.40 25.88 25.11 25.33 340140.0 8.670814e+08\\n\",\n \"2019-01-10 000002 25.22 25.56 25.03 25.11 224649.0 5.689526e+08\\n\",\n \"2019-01-11 000002 25.10 25.54 25.01 25.30 240694.0 6.069947e+08\\n\",\n \"2019-01-14 000002 25.13 25.30 24.92 25.02 183281.0 4.591518e+08\\n\",\n \"000002\\n\",\n \"---------------under is 账户情况和持仓情况 -------------------\\n\",\n \"{'code': '000002', 'instrument_id': '000002', 'user_id': 'x', 'portfolio_cookie': 'default', 'username': 'quantaxis', 'position_id': '5aa694d0-3861-43a8-9efc-84f380138bea', 'account_cookie': 'x', 'frozen': {}, 'name': None, 'spms_id': None, 'oms_id': None, 'market_type': 'stock_cn', 'exchange_id': None, 'moneypreset': 100000, 'moneypresetLeft': 100000, 'lastupdatetime': '', 'volume_long_today': 5000, 'volume_long_his': 0, 'volume_long': 5000, 'volume_short_today': 0, 'volume_short_his': 0, 'volume_short': 0, 'volume_long_frozen_today': 0, 'volume_long_frozen_his': 0, 'volume_long_frozen': 0, 'volume_short_frozen_today': 0, 'volume_short_frozen_his': 0, 'volume_short_frozen': 0, 'margin_long': 124290.0, 'margin_short': 0, 'margin': 124290.0, 'position_price_long': 24.858, 'position_cost_long': 124290.0, 'position_price_short': 0, 'position_cost_short': 0, 'open_price_long': 24.858, 'open_cost_long': 124290.0, 'open_price_short': 0, 'open_cost_short': 0, 'trades': [], 'orders': {}, 'last_price': 25.02, 'float_profit_long': 810.0, 'float_profit_short': 0.0, 'float_profit': 810.0, 'position_profit_long': 810.0, 'position_profit_short': 0.0, 'position_profit': 810.0}\\n\",\n \" datetime code price amount cash \\\\\\n\",\n \"0 2019-01-02 00:00:00 000001 9.19 1000 9.908050e+05 \\n\",\n \"1 2019-01-02 00:00:00 000002 23.90 1000 9.668990e+05 \\n\",\n \"2 2019-01-03 00:00:00 000001 9.28 1000 9.576140e+05 \\n\",\n \"3 2019-01-03 00:00:00 000002 24.07 -1000 9.816539e+05 \\n\",\n \"4 2019-01-04 00:00:00 000001 9.75 -2000 1.001129e+06 \\n\",\n \"5 2019-01-04 00:00:00 000002 24.93 1000 9.761932e+05 \\n\",\n \"6 2019-01-07 00:00:00 000001 9.74 1000 9.664482e+05 \\n\",\n \"7 2019-01-07 00:00:00 000002 25.05 -2000 1.016486e+06 \\n\",\n \"8 2019-01-08 00:00:00 000001 9.66 -3000 1.045429e+06 \\n\",\n \"9 2019-01-08 00:00:00 000002 25.00 -2000 1.095367e+06 \\n\",\n \"10 2019-01-09 00:00:00 000001 9.94 1000 1.085422e+06 \\n\",\n \"11 2019-01-09 00:00:00 000002 25.33 1000 1.060086e+06 \\n\",\n \"12 2019-01-10 00:00:00 000001 10.10 1000 1.049981e+06 \\n\",\n \"13 2019-01-10 00:00:00 000002 25.11 1000 1.024864e+06 \\n\",\n \"14 2019-01-11 00:00:00 000001 10.20 1000 1.014659e+06 \\n\",\n \"15 2019-01-11 00:00:00 000002 25.30 -4000 1.115733e+06 \\n\",\n \"16 2019-01-14 00:00:00 000001 10.11 -6000 1.176317e+06 \\n\",\n \"17 2019-01-14 00:00:00 000002 25.02 1000 1.151291e+06 \\n\",\n \"\\n\",\n \" order_id realorder_id trade_id account_cookie \\\\\\n\",\n \"0 e23f9e01-e8d2-4a05-93ef-9163ce7a83ee None None x \\n\",\n \"1 1f430faa-86d1-440b-abf7-a7feddc17954 None None x \\n\",\n \"2 0230d608-91cc-422e-8deb-218f4faef3d7 None None x \\n\",\n \"3 427f1eed-b3bd-4078-94e3-156bf3ae21a6 None None x \\n\",\n \"4 48fd88b8-e3c0-4df5-94ef-62b936345bd9 None None x \\n\",\n \"5 d9aff179-9bc3-4268-b2d5-37eee8de309f None None x \\n\",\n \"6 41f23955-b920-4f04-bcb7-ca1cd960aa45 None None x \\n\",\n \"7 cb2fdd74-7326-41d9-812f-9d88da447741 None None x \\n\",\n \"8 8ef82ee7-87b8-4f7d-8a01-374f52b60cbb None None x \\n\",\n \"9 1f63fa52-f56b-4814-8eb3-5e4de849f3cb None None x \\n\",\n \"10 13e77d45-9e2c-4ef3-89f5-7fa63cc3b808 None None x \\n\",\n \"11 7e714c35-83a4-4cb4-8ab5-d4fb2b31ccb7 None None x \\n\",\n \"12 380f932e-7871-4c72-94d3-5077861c9f53 None None x \\n\",\n \"13 3966e418-9017-4565-b24f-ed9455ef5593 None None x \\n\",\n \"14 99048106-f032-45a2-92c6-5a076f899a8a None None x \\n\",\n \"15 3529f52a-3c09-46fc-944d-b3c619af7cd7 None None x \\n\",\n \"16 650c29d4-459c-412a-8000-c881af3c662a None None x \\n\",\n \"17 9d0b7e50-53ac-42df-9175-c3f303387629 None None x \\n\",\n \"\\n\",\n \" commission tax message frozen direction total_frozen \\n\",\n \"0 5.0000 0.00 None 0 1 0 \\n\",\n \"1 5.9750 0.00 None 0 1 0 \\n\",\n \"2 5.0000 0.00 None 0 1 0 \\n\",\n \"3 6.0175 24.07 None 0 -1 0 \\n\",\n \"4 5.0000 19.50 None 0 -1 0 \\n\",\n \"5 6.2325 0.00 None 0 1 0 \\n\",\n \"6 5.0000 0.00 None 0 1 0 \\n\",\n \"7 12.5250 50.10 None 0 -1 0 \\n\",\n \"8 7.2450 28.98 None 0 -1 0 \\n\",\n \"9 12.5000 50.00 None 0 -1 0 \\n\",\n \"10 5.0000 0.00 None 0 1 0 \\n\",\n \"11 6.3325 0.00 None 0 1 0 \\n\",\n \"12 5.0000 0.00 None 0 1 0 \\n\",\n \"13 6.2775 0.00 None 0 1 0 \\n\",\n \"14 5.0000 0.00 None 0 1 0 \\n\",\n \"15 25.3000 101.20 None 0 -1 0 \\n\",\n \"16 15.1650 60.66 None 0 -1 0 \\n\",\n \"17 6.2550 0.00 None 0 1 0 \\n\"\n ]\n },\n {\n \"name\": \"stdin\",\n \"output_type\": \"stream\",\n \"text\": [\n \" \\n\"\n ]\n },\n {\n \"name\": \"stdout\",\n \"output_type\": \"stream\",\n \"text\": [\n \"backtest: Settle!\\n\",\n \"open 1.011000e+01\\n\",\n \"high 1.028000e+01\\n\",\n \"low 1.009000e+01\\n\",\n \"close 1.024000e+01\\n\",\n \"volume 5.421600e+05\\n\",\n \"amount 5.530273e+08\\n\",\n \"Name: (2019-01-15 00:00:00, 000001), dtype: float64\\n\",\n \"---------------under is 当前全市场的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-15 000001 10.11 10.28 10.09 10.24 542160.0 553027328.0\\n\",\n \"---------------under is 当前品种的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-02 000001 9.39 9.42 9.16 9.19 539386.0 4.986951e+08\\n\",\n \"2019-01-03 000001 9.18 9.33 9.15 9.28 415537.0 3.844577e+08\\n\",\n \"2019-01-04 000001 9.24 9.82 9.22 9.75 1481159.0 1.422150e+09\\n\",\n \"2019-01-07 000001 9.84 9.85 9.63 9.74 865687.0 8.411664e+08\\n\",\n \"2019-01-08 000001 9.73 9.74 9.62 9.66 402388.0 3.892478e+08\\n\",\n \"2019-01-09 000001 9.74 10.08 9.70 9.94 1233486.0 1.229465e+09\\n\",\n \"2019-01-10 000001 9.87 10.20 9.86 10.10 1071817.0 1.079711e+09\\n\",\n \"2019-01-11 000001 10.11 10.22 10.05 10.20 696364.0 7.080018e+08\\n\",\n \"2019-01-14 000001 10.22 10.25 10.07 10.11 500443.0 5.078629e+08\\n\",\n \"2019-01-15 000001 10.11 10.28 10.09 10.24 542160.0 5.530273e+08\\n\",\n \"000001\\n\",\n \"---------------under is 账户情况和持仓情况 -------------------\\n\",\n \"{'code': '000001', 'instrument_id': '000001', 'user_id': 'x', 'portfolio_cookie': 'default', 'username': 'quantaxis', 'position_id': 'd2b24d5c-fb1e-4a2e-97eb-f19b04f544ec', 'account_cookie': 'x', 'frozen': {}, 'name': None, 'spms_id': None, 'oms_id': None, 'market_type': 'stock_cn', 'exchange_id': None, 'moneypreset': 100000, 'moneypresetLeft': 100000, 'lastupdatetime': '', 'volume_long_today': 7000, 'volume_long_his': 0, 'volume_long': 7000, 'volume_short_today': 0, 'volume_short_his': 0, 'volume_short': 0, 'volume_long_frozen_today': 0, 'volume_long_frozen_his': 0, 'volume_long_frozen': 0, 'volume_short_frozen_today': 0, 'volume_short_frozen_his': 0, 'volume_short_frozen': 0, 'margin_long': 68690.0, 'margin_short': 0, 'margin': 68690.0, 'position_price_long': 9.812857142857142, 'position_cost_long': 68690.0, 'position_price_short': 0, 'position_cost_short': 0, 'open_price_long': 9.812857142857142, 'open_cost_long': 68690.0, 'open_price_short': 0, 'open_cost_short': 0, 'trades': [], 'orders': {}, 'last_price': 10.24, 'float_profit_long': 2990.0, 'float_profit_short': 0.0, 'float_profit': 2990.0, 'position_profit_long': 2990.0, 'position_profit_short': 0.0, 'position_profit': 2990.0}\\n\",\n \" datetime code price amount cash \\\\\\n\",\n \"0 2019-01-02 00:00:00 000001 9.19 1000 9.908050e+05 \\n\",\n \"1 2019-01-02 00:00:00 000002 23.90 1000 9.668990e+05 \\n\",\n \"2 2019-01-03 00:00:00 000001 9.28 1000 9.576140e+05 \\n\",\n \"3 2019-01-03 00:00:00 000002 24.07 -1000 9.816539e+05 \\n\",\n \"4 2019-01-04 00:00:00 000001 9.75 -2000 1.001129e+06 \\n\",\n \"5 2019-01-04 00:00:00 000002 24.93 1000 9.761932e+05 \\n\",\n \"6 2019-01-07 00:00:00 000001 9.74 1000 9.664482e+05 \\n\",\n \"7 2019-01-07 00:00:00 000002 25.05 -2000 1.016486e+06 \\n\",\n \"8 2019-01-08 00:00:00 000001 9.66 -3000 1.045429e+06 \\n\",\n \"9 2019-01-08 00:00:00 000002 25.00 -2000 1.095367e+06 \\n\",\n \"10 2019-01-09 00:00:00 000001 9.94 1000 1.085422e+06 \\n\",\n \"11 2019-01-09 00:00:00 000002 25.33 1000 1.060086e+06 \\n\",\n \"12 2019-01-10 00:00:00 000001 10.10 1000 1.049981e+06 \\n\",\n \"13 2019-01-10 00:00:00 000002 25.11 1000 1.024864e+06 \\n\",\n \"14 2019-01-11 00:00:00 000001 10.20 1000 1.014659e+06 \\n\",\n \"15 2019-01-11 00:00:00 000002 25.30 -4000 1.115733e+06 \\n\",\n \"16 2019-01-14 00:00:00 000001 10.11 -6000 1.176317e+06 \\n\",\n \"17 2019-01-14 00:00:00 000002 25.02 1000 1.151291e+06 \\n\",\n \"18 2019-01-15 00:00:00 000001 10.24 1000 1.141046e+06 \\n\",\n \"\\n\",\n \" order_id realorder_id trade_id account_cookie \\\\\\n\",\n \"0 e23f9e01-e8d2-4a05-93ef-9163ce7a83ee None None x \\n\",\n \"1 1f430faa-86d1-440b-abf7-a7feddc17954 None None x \\n\",\n \"2 0230d608-91cc-422e-8deb-218f4faef3d7 None None x \\n\",\n \"3 427f1eed-b3bd-4078-94e3-156bf3ae21a6 None None x \\n\",\n \"4 48fd88b8-e3c0-4df5-94ef-62b936345bd9 None None x \\n\",\n \"5 d9aff179-9bc3-4268-b2d5-37eee8de309f None None x \\n\",\n \"6 41f23955-b920-4f04-bcb7-ca1cd960aa45 None None x \\n\",\n \"7 cb2fdd74-7326-41d9-812f-9d88da447741 None None x \\n\",\n \"8 8ef82ee7-87b8-4f7d-8a01-374f52b60cbb None None x 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\\n\",\n \"8 7.2450 28.98 None 0 -1 0 \\n\",\n \"9 12.5000 50.00 None 0 -1 0 \\n\",\n \"10 5.0000 0.00 None 0 1 0 \\n\",\n \"11 6.3325 0.00 None 0 1 0 \\n\",\n \"12 5.0000 0.00 None 0 1 0 \\n\",\n \"13 6.2775 0.00 None 0 1 0 \\n\",\n \"14 5.0000 0.00 None 0 1 0 \\n\",\n \"15 25.3000 101.20 None 0 -1 0 \\n\",\n \"16 15.1650 60.66 None 0 -1 0 \\n\",\n \"17 6.2550 0.00 None 0 1 0 \\n\",\n \"18 5.0000 0.00 None 0 1 0 \\n\"\n ]\n },\n {\n \"name\": \"stdin\",\n \"output_type\": \"stream\",\n \"text\": [\n \" \\n\"\n ]\n },\n {\n \"name\": \"stdout\",\n \"output_type\": \"stream\",\n \"text\": [\n \"open 2.500000e+01\\n\",\n \"high 2.516000e+01\\n\",\n \"low 2.432000e+01\\n\",\n \"close 2.516000e+01\\n\",\n \"volume 3.687580e+05\\n\",\n \"amount 9.149835e+08\\n\",\n \"Name: (2019-01-15 00:00:00, 000002), dtype: float64\\n\",\n \"---------------under is 当前全市场的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-15 000001 10.11 10.28 10.09 10.24 542160.0 553027328.0\\n\",\n \" 000002 25.00 25.16 24.32 25.16 368758.0 914983488.0\\n\",\n \"---------------under is 当前品种的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-02 000002 23.83 24.09 23.67 23.90 247010.0 5.893846e+08\\n\",\n \"2019-01-03 000002 23.79 24.50 23.71 24.07 222353.0 5.363333e+08\\n\",\n \"2019-01-04 000002 23.91 25.00 23.85 24.93 377727.0 9.270117e+08\\n\",\n \"2019-01-07 000002 25.29 25.53 24.99 25.05 427154.0 1.077909e+09\\n\",\n \"2019-01-08 000002 25.05 25.20 24.63 25.00 214382.0 5.336044e+08\\n\",\n \"2019-01-09 000002 25.40 25.88 25.11 25.33 340140.0 8.670814e+08\\n\",\n \"2019-01-10 000002 25.22 25.56 25.03 25.11 224649.0 5.689526e+08\\n\",\n \"2019-01-11 000002 25.10 25.54 25.01 25.30 240694.0 6.069947e+08\\n\",\n \"2019-01-14 000002 25.13 25.30 24.92 25.02 183281.0 4.591518e+08\\n\",\n \"2019-01-15 000002 25.00 25.16 24.32 25.16 368758.0 9.149835e+08\\n\",\n \"000002\\n\",\n \"---------------under is 账户情况和持仓情况 -------------------\\n\",\n \"{'code': '000002', 'instrument_id': '000002', 'user_id': 'x', 'portfolio_cookie': 'default', 'username': 'quantaxis', 'position_id': '5aa694d0-3861-43a8-9efc-84f380138bea', 'account_cookie': 'x', 'frozen': {}, 'name': None, 'spms_id': None, 'oms_id': None, 'market_type': 'stock_cn', 'exchange_id': None, 'moneypreset': 100000, 'moneypresetLeft': 100000, 'lastupdatetime': '', 'volume_long_today': 5000, 'volume_long_his': 0, 'volume_long': 5000, 'volume_short_today': 0, 'volume_short_his': 0, 'volume_short': 0, 'volume_long_frozen_today': 0, 'volume_long_frozen_his': 0, 'volume_long_frozen': 0, 'volume_short_frozen_today': 0, 'volume_short_frozen_his': 0, 'volume_short_frozen': 0, 'margin_long': 124290.0, 'margin_short': 0, 'margin': 124290.0, 'position_price_long': 24.858, 'position_cost_long': 124290.0, 'position_price_short': 0, 'position_cost_short': 0, 'open_price_long': 24.858, 'open_cost_long': 124290.0, 'open_price_short': 0, 'open_cost_short': 0, 'trades': [], 'orders': {}, 'last_price': 25.16, 'float_profit_long': 1510.0, 'float_profit_short': 0.0, 'float_profit': 1510.0, 'position_profit_long': 1510.0, 'position_profit_short': 0.0, 'position_profit': 1510.0}\\n\",\n \" datetime code price amount cash \\\\\\n\",\n \"0 2019-01-02 00:00:00 000001 9.19 1000 9.908050e+05 \\n\",\n \"1 2019-01-02 00:00:00 000002 23.90 1000 9.668990e+05 \\n\",\n \"2 2019-01-03 00:00:00 000001 9.28 1000 9.576140e+05 \\n\",\n \"3 2019-01-03 00:00:00 000002 24.07 -1000 9.816539e+05 \\n\",\n \"4 2019-01-04 00:00:00 000001 9.75 -2000 1.001129e+06 \\n\",\n \"5 2019-01-04 00:00:00 000002 24.93 1000 9.761932e+05 \\n\",\n \"6 2019-01-07 00:00:00 000001 9.74 1000 9.664482e+05 \\n\",\n \"7 2019-01-07 00:00:00 000002 25.05 -2000 1.016486e+06 \\n\",\n \"8 2019-01-08 00:00:00 000001 9.66 -3000 1.045429e+06 \\n\",\n \"9 2019-01-08 00:00:00 000002 25.00 -2000 1.095367e+06 \\n\",\n \"10 2019-01-09 00:00:00 000001 9.94 1000 1.085422e+06 \\n\",\n \"11 2019-01-09 00:00:00 000002 25.33 1000 1.060086e+06 \\n\",\n \"12 2019-01-10 00:00:00 000001 10.10 1000 1.049981e+06 \\n\",\n \"13 2019-01-10 00:00:00 000002 25.11 1000 1.024864e+06 \\n\",\n \"14 2019-01-11 00:00:00 000001 10.20 1000 1.014659e+06 \\n\",\n \"15 2019-01-11 00:00:00 000002 25.30 -4000 1.115733e+06 \\n\",\n \"16 2019-01-14 00:00:00 000001 10.11 -6000 1.176317e+06 \\n\",\n \"17 2019-01-14 00:00:00 000002 25.02 1000 1.151291e+06 \\n\",\n \"18 2019-01-15 00:00:00 000001 10.24 1000 1.141046e+06 \\n\",\n \"19 2019-01-15 00:00:00 000002 25.16 -5000 1.266688e+06 \\n\",\n \"\\n\",\n \" order_id realorder_id trade_id account_cookie \\\\\\n\",\n \"0 e23f9e01-e8d2-4a05-93ef-9163ce7a83ee None None x \\n\",\n \"1 1f430faa-86d1-440b-abf7-a7feddc17954 None None x \\n\",\n \"2 0230d608-91cc-422e-8deb-218f4faef3d7 None None x \\n\",\n \"3 427f1eed-b3bd-4078-94e3-156bf3ae21a6 None None x \\n\",\n \"4 48fd88b8-e3c0-4df5-94ef-62b936345bd9 None None x \\n\",\n \"5 d9aff179-9bc3-4268-b2d5-37eee8de309f None 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1.023000e+01\\n\",\n \"close 1.048000e+01\\n\",\n \"volume 9.776990e+05\\n\",\n \"amount 1.017495e+09\\n\",\n \"Name: (2019-01-16 00:00:00, 000001), dtype: float64\\n\",\n \"---------------under is 当前全市场的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-16 000001 10.24 10.5 10.23 10.48 977699.0 1.017495e+09\\n\",\n \"---------------under is 当前品种的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-02 000001 9.39 9.42 9.16 9.19 539386.0 4.986951e+08\\n\",\n \"2019-01-03 000001 9.18 9.33 9.15 9.28 415537.0 3.844577e+08\\n\",\n \"2019-01-04 000001 9.24 9.82 9.22 9.75 1481159.0 1.422150e+09\\n\",\n \"2019-01-07 000001 9.84 9.85 9.63 9.74 865687.0 8.411664e+08\\n\",\n \"2019-01-08 000001 9.73 9.74 9.62 9.66 402388.0 3.892478e+08\\n\",\n \"2019-01-09 000001 9.74 10.08 9.70 9.94 1233486.0 1.229465e+09\\n\",\n \"2019-01-10 000001 9.87 10.20 9.86 10.10 1071817.0 1.079711e+09\\n\",\n \"2019-01-11 000001 10.11 10.22 10.05 10.20 696364.0 7.080018e+08\\n\",\n \"2019-01-14 000001 10.22 10.25 10.07 10.11 500443.0 5.078629e+08\\n\",\n \"2019-01-15 000001 10.11 10.28 10.09 10.24 542160.0 5.530273e+08\\n\",\n \"2019-01-16 000001 10.24 10.50 10.23 10.48 977699.0 1.017495e+09\\n\",\n \"000001\\n\",\n \"---------------under is 账户情况和持仓情况 -------------------\\n\",\n \"{'code': '000001', 'instrument_id': '000001', 'user_id': 'x', 'portfolio_cookie': 'default', 'username': 'quantaxis', 'position_id': 'd2b24d5c-fb1e-4a2e-97eb-f19b04f544ec', 'account_cookie': 'x', 'frozen': {}, 'name': None, 'spms_id': None, 'oms_id': None, 'market_type': 'stock_cn', 'exchange_id': None, 'moneypreset': 100000, 'moneypresetLeft': 100000, 'lastupdatetime': '', 'volume_long_today': 7000, 'volume_long_his': 0, 'volume_long': 7000, 'volume_short_today': 0, 'volume_short_his': 0, 'volume_short': 0, 'volume_long_frozen_today': 0, 'volume_long_frozen_his': 0, 'volume_long_frozen': 0, 'volume_short_frozen_today': 0, 'volume_short_frozen_his': 0, 'volume_short_frozen': 0, 'margin_long': 68690.0, 'margin_short': 0, 'margin': 68690.0, 'position_price_long': 9.812857142857142, 'position_cost_long': 68690.0, 'position_price_short': 0, 'position_cost_short': 0, 'open_price_long': 9.812857142857142, 'open_cost_long': 68690.0, 'open_price_short': 0, 'open_cost_short': 0, 'trades': [], 'orders': {}, 'last_price': 10.48, 'float_profit_long': 4670.0, 'float_profit_short': 0.0, 'float_profit': 4670.0, 'position_profit_long': 4670.0, 'position_profit_short': 0.0, 'position_profit': 4670.0}\\n\",\n \" datetime code price amount cash \\\\\\n\",\n \"0 2019-01-02 00:00:00 000001 9.19 1000 9.908050e+05 \\n\",\n \"1 2019-01-02 00:00:00 000002 23.90 1000 9.668990e+05 \\n\",\n \"2 2019-01-03 00:00:00 000001 9.28 1000 9.576140e+05 \\n\",\n \"3 2019-01-03 00:00:00 000002 24.07 -1000 9.816539e+05 \\n\",\n \"4 2019-01-04 00:00:00 000001 9.75 -2000 1.001129e+06 \\n\",\n \"5 2019-01-04 00:00:00 000002 24.93 1000 9.761932e+05 \\n\",\n \"6 2019-01-07 00:00:00 000001 9.74 1000 9.664482e+05 \\n\",\n \"7 2019-01-07 00:00:00 000002 25.05 -2000 1.016486e+06 \\n\",\n \"8 2019-01-08 00:00:00 000001 9.66 -3000 1.045429e+06 \\n\",\n \"9 2019-01-08 00:00:00 000002 25.00 -2000 1.095367e+06 \\n\",\n \"10 2019-01-09 00:00:00 000001 9.94 1000 1.085422e+06 \\n\",\n \"11 2019-01-09 00:00:00 000002 25.33 1000 1.060086e+06 \\n\",\n \"12 2019-01-10 00:00:00 000001 10.10 1000 1.049981e+06 \\n\",\n \"13 2019-01-10 00:00:00 000002 25.11 1000 1.024864e+06 \\n\",\n \"14 2019-01-11 00:00:00 000001 10.20 1000 1.014659e+06 \\n\",\n \"15 2019-01-11 00:00:00 000002 25.30 -4000 1.115733e+06 \\n\",\n \"16 2019-01-14 00:00:00 000001 10.11 -6000 1.176317e+06 \\n\",\n \"17 2019-01-14 00:00:00 000002 25.02 1000 1.151291e+06 \\n\",\n \"18 2019-01-15 00:00:00 000001 10.24 1000 1.141046e+06 \\n\",\n \"19 2019-01-15 00:00:00 000002 25.16 -5000 1.266688e+06 \\n\",\n \"20 2019-01-16 00:00:00 000001 10.48 -7000 1.339957e+06 \\n\",\n 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None 0 1 0 \\n\",\n \"15 25.3000 101.20 None 0 -1 0 \\n\",\n \"16 15.1650 60.66 None 0 -1 0 \\n\",\n \"17 6.2550 0.00 None 0 1 0 \\n\",\n \"18 5.0000 0.00 None 0 1 0 \\n\",\n \"19 31.4500 125.80 None 0 -1 0 \\n\",\n \"20 18.3400 73.36 None 0 -1 0 \\n\"\n ]\n },\n {\n \"name\": \"stdin\",\n \"output_type\": \"stream\",\n \"text\": [\n \" \\n\"\n ]\n },\n {\n \"name\": \"stdout\",\n \"output_type\": \"stream\",\n \"text\": [\n \"open 2.515000e+01\\n\",\n \"high 2.550000e+01\\n\",\n \"low 2.483000e+01\\n\",\n \"close 2.542000e+01\\n\",\n \"volume 2.674660e+05\\n\",\n \"amount 6.766856e+08\\n\",\n \"Name: (2019-01-16 00:00:00, 000002), dtype: float64\\n\",\n \"---------------under is 当前全市场的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-16 000001 10.24 10.5 10.23 10.48 977699.0 1.017495e+09\\n\",\n \" 000002 25.15 25.5 24.83 25.42 267466.0 6.766856e+08\\n\",\n \"---------------under is 当前品种的market_data --------------\\n\",\n \" open high low close 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'default', 'username': 'quantaxis', 'position_id': '5aa694d0-3861-43a8-9efc-84f380138bea', 'account_cookie': 'x', 'frozen': {}, 'name': None, 'spms_id': None, 'oms_id': None, 'market_type': 'stock_cn', 'exchange_id': None, 'moneypreset': 100000, 'moneypresetLeft': 100000, 'lastupdatetime': '', 'volume_long_today': 6000, 'volume_long_his': 0, 'volume_long': 6000, 'volume_short_today': 0, 'volume_short_his': 0, 'volume_short': 0, 'volume_long_frozen_today': 0, 'volume_long_frozen_his': 0, 'volume_long_frozen': 0, 'volume_short_frozen_today': 0, 'volume_short_frozen_his': 0, 'volume_short_frozen': 0, 'margin_long': 149710.0, 'margin_short': 0, 'margin': 149710.0, 'position_price_long': 24.951666666666668, 'position_cost_long': 149710.0, 'position_price_short': 0, 'position_cost_short': 0, 'open_price_long': 24.951666666666668, 'open_cost_long': 149710.0, 'open_price_short': 0, 'open_cost_short': 0, 'trades': [], 'orders': {}, 'last_price': 25.42, 'float_profit_long': 2810.0, 'float_profit_short': 0.0, 'float_profit': 2810.0, 'position_profit_long': 2810.0, 'position_profit_short': 0.0, 'position_profit': 2810.0}\\n\",\n \" datetime code price amount cash \\\\\\n\",\n \"0 2019-01-02 00:00:00 000001 9.19 1000 9.908050e+05 \\n\",\n \"1 2019-01-02 00:00:00 000002 23.90 1000 9.668990e+05 \\n\",\n \"2 2019-01-03 00:00:00 000001 9.28 1000 9.576140e+05 \\n\",\n \"3 2019-01-03 00:00:00 000002 24.07 -1000 9.816539e+05 \\n\",\n \"4 2019-01-04 00:00:00 000001 9.75 -2000 1.001129e+06 \\n\",\n \"5 2019-01-04 00:00:00 000002 24.93 1000 9.761932e+05 \\n\",\n \"6 2019-01-07 00:00:00 000001 9.74 1000 9.664482e+05 \\n\",\n \"7 2019-01-07 00:00:00 000002 25.05 -2000 1.016486e+06 \\n\",\n \"8 2019-01-08 00:00:00 000001 9.66 -3000 1.045429e+06 \\n\",\n \"9 2019-01-08 00:00:00 000002 25.00 -2000 1.095367e+06 \\n\",\n \"10 2019-01-09 00:00:00 000001 9.94 1000 1.085422e+06 \\n\",\n \"11 2019-01-09 00:00:00 000002 25.33 1000 1.060086e+06 \\n\",\n \"12 2019-01-10 00:00:00 000001 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'moneypresetLeft': 100000, 'lastupdatetime': '', 'volume_long_today': 7000, 'volume_long_his': 0, 'volume_long': 7000, 'volume_short_today': 0, 'volume_short_his': 0, 'volume_short': 0, 'volume_long_frozen_today': 0, 'volume_long_frozen_his': 0, 'volume_long_frozen': 0, 'volume_short_frozen_today': 0, 'volume_short_frozen_his': 0, 'volume_short_frozen': 0, 'margin_long': 68690.0, 'margin_short': 0, 'margin': 68690.0, 'position_price_long': 9.812857142857142, 'position_cost_long': 68690.0, 'position_price_short': 0, 'position_cost_short': 0, 'open_price_long': 9.812857142857142, 'open_cost_long': 68690.0, 'open_price_short': 0, 'open_cost_short': 0, 'trades': [], 'orders': {}, 'last_price': 10.25, 'float_profit_long': 3060.0, 'float_profit_short': 0.0, 'float_profit': 3060.0, 'position_profit_long': 3060.0, 'position_profit_short': 0.0, 'position_profit': 3060.0}\\n\",\n \" datetime code price amount cash \\\\\\n\",\n \"0 2019-01-02 00:00:00 000001 9.19 1000 9.908050e+05 \\n\",\n \"1 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\"name\": \"stdout\",\n \"output_type\": \"stream\",\n \"text\": [\n \"open 2.550000e+01\\n\",\n \"high 2.550000e+01\\n\",\n \"low 2.494000e+01\\n\",\n \"close 2.497000e+01\\n\",\n \"volume 2.458950e+05\\n\",\n \"amount 6.188767e+08\\n\",\n \"Name: (2019-01-17 00:00:00, 000002), dtype: float64\\n\",\n \"---------------under is 当前全市场的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-17 000001 10.54 10.57 10.17 10.25 882811.0 910212096.0\\n\",\n \" 000002 25.50 25.50 24.94 24.97 245895.0 618876736.0\\n\",\n \"---------------under is 当前品种的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-02 000002 23.83 24.09 23.67 23.90 247010.0 5.893846e+08\\n\",\n \"2019-01-03 000002 23.79 24.50 23.71 24.07 222353.0 5.363333e+08\\n\",\n \"2019-01-04 000002 23.91 25.00 23.85 24.93 377727.0 9.270117e+08\\n\",\n \"2019-01-07 000002 25.29 25.53 24.99 25.05 427154.0 1.077909e+09\\n\",\n \"2019-01-08 000002 25.05 25.20 24.63 25.00 214382.0 5.336044e+08\\n\",\n \"2019-01-09 000002 25.40 25.88 25.11 25.33 340140.0 8.670814e+08\\n\",\n \"2019-01-10 000002 25.22 25.56 25.03 25.11 224649.0 5.689526e+08\\n\",\n \"2019-01-11 000002 25.10 25.54 25.01 25.30 240694.0 6.069947e+08\\n\",\n \"2019-01-14 000002 25.13 25.30 24.92 25.02 183281.0 4.591518e+08\\n\",\n \"2019-01-15 000002 25.00 25.16 24.32 25.16 368758.0 9.149835e+08\\n\",\n \"2019-01-16 000002 25.15 25.50 24.83 25.42 267466.0 6.766856e+08\\n\",\n \"2019-01-17 000002 25.50 25.50 24.94 24.97 245895.0 6.188767e+08\\n\",\n \"000002\\n\",\n \"---------------under is 账户情况和持仓情况 -------------------\\n\",\n \"{'code': '000002', 'instrument_id': '000002', 'user_id': 'x', 'portfolio_cookie': 'default', 'username': 'quantaxis', 'position_id': '5aa694d0-3861-43a8-9efc-84f380138bea', 'account_cookie': 'x', 'frozen': {}, 'name': None, 'spms_id': None, 'oms_id': None, 'market_type': 'stock_cn', 'exchange_id': None, 'moneypreset': 100000, 'moneypresetLeft': 100000, 'lastupdatetime': '', 'volume_long_today': 7000, 'volume_long_his': 0, 'volume_long': 7000, 'volume_short_today': 0, 'volume_short_his': 0, 'volume_short': 0, 'volume_long_frozen_today': 0, 'volume_long_frozen_his': 0, 'volume_long_frozen': 0, 'volume_short_frozen_today': 0, 'volume_short_frozen_his': 0, 'volume_short_frozen': 0, 'margin_long': 174680.0, 'margin_short': 0, 'margin': 174680.0, 'position_price_long': 24.954285714285714, 'position_cost_long': 174680.0, 'position_price_short': 0, 'position_cost_short': 0, 'open_price_long': 24.954285714285714, 'open_cost_long': 174680.0, 'open_price_short': 0, 'open_cost_short': 0, 'trades': [], 'orders': {}, 'last_price': 24.97, 'float_profit_long': 110.0, 'float_profit_short': 0.0, 'float_profit': 110.0, 'position_profit_long': 110.0, 'position_profit_short': 0.0, 'position_profit': 110.0}\\n\",\n \" datetime code price amount cash \\\\\\n\",\n \"0 2019-01-02 00:00:00 000001 9.19 1000 9.908050e+05 \\n\",\n \"1 2019-01-02 00:00:00 000002 23.90 1000 9.668990e+05 \\n\",\n \"2 2019-01-03 00:00:00 000001 9.28 1000 9.576140e+05 \\n\",\n \"3 2019-01-03 00:00:00 000002 24.07 -1000 9.816539e+05 \\n\",\n \"4 2019-01-04 00:00:00 000001 9.75 -2000 1.001129e+06 \\n\",\n \"5 2019-01-04 00:00:00 000002 24.93 1000 9.761932e+05 \\n\",\n \"6 2019-01-07 00:00:00 000001 9.74 1000 9.664482e+05 \\n\",\n \"7 2019-01-07 00:00:00 000002 25.05 -2000 1.016486e+06 \\n\",\n \"8 2019-01-08 00:00:00 000001 9.66 -3000 1.045429e+06 \\n\",\n \"9 2019-01-08 00:00:00 000002 25.00 -2000 1.095367e+06 \\n\",\n \"10 2019-01-09 00:00:00 000001 9.94 1000 1.085422e+06 \\n\",\n \"11 2019-01-09 00:00:00 000002 25.33 1000 1.060086e+06 \\n\",\n \"12 2019-01-10 00:00:00 000001 10.10 1000 1.049981e+06 \\n\",\n \"13 2019-01-10 00:00:00 000002 25.11 1000 1.024864e+06 \\n\",\n \"14 2019-01-11 00:00:00 000001 10.20 1000 1.014659e+06 \\n\",\n \"15 2019-01-11 00:00:00 000002 25.30 -4000 1.115733e+06 \\n\",\n \"16 2019-01-14 00:00:00 000001 10.11 -6000 1.176317e+06 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000001 9.84 9.85 9.63 9.74 865687.0 8.411664e+08\\n\",\n \"2019-01-08 000001 9.73 9.74 9.62 9.66 402388.0 3.892478e+08\\n\",\n \"2019-01-09 000001 9.74 10.08 9.70 9.94 1233486.0 1.229465e+09\\n\",\n \"2019-01-10 000001 9.87 10.20 9.86 10.10 1071817.0 1.079711e+09\\n\",\n \"2019-01-11 000001 10.11 10.22 10.05 10.20 696364.0 7.080018e+08\\n\",\n \"2019-01-14 000001 10.22 10.25 10.07 10.11 500443.0 5.078629e+08\\n\",\n \"2019-01-15 000001 10.11 10.28 10.09 10.24 542160.0 5.530273e+08\\n\",\n \"2019-01-16 000001 10.24 10.50 10.23 10.48 977699.0 1.017495e+09\\n\",\n \"2019-01-17 000001 10.54 10.57 10.17 10.25 882811.0 9.102121e+08\\n\",\n \"2019-01-18 000001 10.34 10.49 10.28 10.43 738793.0 7.699736e+08\\n\",\n \"000001\\n\",\n \"---------------under is 账户情况和持仓情况 -------------------\\n\",\n \"{'code': '000001', 'instrument_id': '000001', 'user_id': 'x', 'portfolio_cookie': 'default', 'username': 'quantaxis', 'position_id': 'd2b24d5c-fb1e-4a2e-97eb-f19b04f544ec', 'account_cookie': 'x', 'frozen': {}, 'name': None, 'spms_id': None, 'oms_id': None, 'market_type': 'stock_cn', 'exchange_id': None, 'moneypreset': 100000, 'moneypresetLeft': 100000, 'lastupdatetime': '', 'volume_long_today': 8000, 'volume_long_his': 0, 'volume_long': 8000, 'volume_short_today': 0, 'volume_short_his': 0, 'volume_short': 0, 'volume_long_frozen_today': 0, 'volume_long_frozen_his': 0, 'volume_long_frozen': 0, 'volume_short_frozen_today': 0, 'volume_short_frozen_his': 0, 'volume_short_frozen': 0, 'margin_long': 79120.0, 'margin_short': 0, 'margin': 79120.0, 'position_price_long': 9.89, 'position_cost_long': 79120.0, 'position_price_short': 0, 'position_cost_short': 0, 'open_price_long': 9.89, 'open_cost_long': 79120.0, 'open_price_short': 0, 'open_cost_short': 0, 'trades': [], 'orders': {}, 'last_price': 10.43, 'float_profit_long': 4320.0, 'float_profit_short': 0.0, 'float_profit': 4320.0, 'position_profit_long': 4320.0, 'position_profit_short': 0.0, 'position_profit': 4320.0}\\n\",\n \" datetime code price amount cash \\\\\\n\",\n \"0 2019-01-02 00:00:00 000001 9.19 1000 9.908050e+05 \\n\",\n \"1 2019-01-02 00:00:00 000002 23.90 1000 9.668990e+05 \\n\",\n \"2 2019-01-03 00:00:00 000001 9.28 1000 9.576140e+05 \\n\",\n \"3 2019-01-03 00:00:00 000002 24.07 -1000 9.816539e+05 \\n\",\n \"4 2019-01-04 00:00:00 000001 9.75 -2000 1.001129e+06 \\n\",\n \"5 2019-01-04 00:00:00 000002 24.93 1000 9.761932e+05 \\n\",\n \"6 2019-01-07 00:00:00 000001 9.74 1000 9.664482e+05 \\n\",\n \"7 2019-01-07 00:00:00 000002 25.05 -2000 1.016486e+06 \\n\",\n \"8 2019-01-08 00:00:00 000001 9.66 -3000 1.045429e+06 \\n\",\n \"9 2019-01-08 00:00:00 000002 25.00 -2000 1.095367e+06 \\n\",\n \"10 2019-01-09 00:00:00 000001 9.94 1000 1.085422e+06 \\n\",\n \"11 2019-01-09 00:00:00 000002 25.33 1000 1.060086e+06 \\n\",\n \"12 2019-01-10 00:00:00 000001 10.10 1000 1.049981e+06 \\n\",\n \"13 2019-01-10 00:00:00 000002 25.11 1000 1.024864e+06 \\n\",\n \"14 2019-01-11 00:00:00 000001 10.20 1000 1.014659e+06 \\n\",\n 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\"20 4977e6e3-e6ee-4d8c-8c43-9b1f027e07b1 None None x \\n\",\n \"21 16d8792c-b2f0-400d-b2a6-aa5c2e473728 None None x \\n\",\n \"22 eff96ddf-6dbb-4af3-a7bd-1f170e632dbc None None x \\n\",\n \"23 7b21c653-d1d1-44d8-9772-790585915ae4 None None x \\n\",\n \"24 dfe8fbac-ff27-4746-a53a-f6220f3c63a6 None None x \\n\",\n \"\\n\",\n \" commission tax message frozen direction total_frozen \\n\",\n \"0 5.0000 0.00 None 0 1 0 \\n\",\n \"1 5.9750 0.00 None 0 1 0 \\n\",\n \"2 5.0000 0.00 None 0 1 0 \\n\",\n \"3 6.0175 24.07 None 0 -1 0 \\n\",\n \"4 5.0000 19.50 None 0 -1 0 \\n\",\n \"5 6.2325 0.00 None 0 1 0 \\n\",\n \"6 5.0000 0.00 None 0 1 0 \\n\",\n \"7 12.5250 50.10 None 0 -1 0 \\n\",\n \"8 7.2450 28.98 None 0 -1 0 \\n\",\n \"9 12.5000 50.00 None 0 -1 0 \\n\",\n \"10 5.0000 0.00 None 0 1 0 \\n\",\n \"11 6.3325 0.00 None 0 1 0 \\n\",\n \"12 5.0000 0.00 None 0 1 0 \\n\",\n \"13 6.2775 0.00 None 0 1 0 \\n\",\n \"14 5.0000 0.00 None 0 1 0 \\n\",\n \"15 25.3000 101.20 None 0 -1 0 \\n\",\n \"16 15.1650 60.66 None 0 -1 0 \\n\",\n \"17 6.2550 0.00 None 0 1 0 \\n\",\n \"18 5.0000 0.00 None 0 1 0 \\n\",\n \"19 31.4500 125.80 None 0 -1 0 \\n\",\n \"20 18.3400 73.36 None 0 -1 0 \\n\",\n \"21 6.3550 0.00 None 0 1 0 \\n\",\n \"22 17.9375 71.75 None 0 -1 0 \\n\",\n \"23 6.2425 0.00 None 0 1 0 \\n\",\n \"24 5.0000 0.00 None 0 1 0 \\n\"\n ]\n },\n {\n \"name\": \"stdin\",\n \"output_type\": \"stream\",\n \"text\": [\n \" \\n\"\n ]\n },\n {\n \"name\": \"stdout\",\n \"output_type\": \"stream\",\n \"text\": [\n \"open 2.500000e+01\\n\",\n \"high 2.576000e+01\\n\",\n \"low 2.499000e+01\\n\",\n \"close 2.576000e+01\\n\",\n \"volume 3.657230e+05\\n\",\n \"amount 9.334642e+08\\n\",\n \"Name: (2019-01-18 00:00:00, 000002), dtype: float64\\n\",\n \"---------------under is 当前全市场的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-18 000001 10.34 10.49 10.28 10.43 738793.0 769973632.0\\n\",\n \" 000002 25.00 25.76 24.99 25.76 365723.0 933464192.0\\n\",\n \"---------------under is 当前品种的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-02 000002 23.83 24.09 23.67 23.90 247010.0 5.893846e+08\\n\",\n \"2019-01-03 000002 23.79 24.50 23.71 24.07 222353.0 5.363333e+08\\n\",\n \"2019-01-04 000002 23.91 25.00 23.85 24.93 377727.0 9.270117e+08\\n\",\n \"2019-01-07 000002 25.29 25.53 24.99 25.05 427154.0 1.077909e+09\\n\",\n \"2019-01-08 000002 25.05 25.20 24.63 25.00 214382.0 5.336044e+08\\n\",\n \"2019-01-09 000002 25.40 25.88 25.11 25.33 340140.0 8.670814e+08\\n\",\n \"2019-01-10 000002 25.22 25.56 25.03 25.11 224649.0 5.689526e+08\\n\",\n \"2019-01-11 000002 25.10 25.54 25.01 25.30 240694.0 6.069947e+08\\n\",\n \"2019-01-14 000002 25.13 25.30 24.92 25.02 183281.0 4.591518e+08\\n\",\n \"2019-01-15 000002 25.00 25.16 24.32 25.16 368758.0 9.149835e+08\\n\",\n \"2019-01-16 000002 25.15 25.50 24.83 25.42 267466.0 6.766856e+08\\n\",\n \"2019-01-17 000002 25.50 25.50 24.94 24.97 245895.0 6.188767e+08\\n\",\n \"2019-01-18 000002 25.00 25.76 24.99 25.76 365723.0 9.334642e+08\\n\",\n \"000002\\n\",\n \"---------------under is 账户情况和持仓情况 -------------------\\n\",\n \"{'code': '000002', 'instrument_id': '000002', 'user_id': 'x', 'portfolio_cookie': 'default', 'username': 'quantaxis', 'position_id': '5aa694d0-3861-43a8-9efc-84f380138bea', 'account_cookie': 'x', 'frozen': {}, 'name': None, 'spms_id': None, 'oms_id': None, 'market_type': 'stock_cn', 'exchange_id': None, 'moneypreset': 100000, 'moneypresetLeft': 100000, 'lastupdatetime': '', 'volume_long_today': 8000, 'volume_long_his': 0, 'volume_long': 8000, 'volume_short_today': 0, 'volume_short_his': 0, 'volume_short': 0, 'volume_long_frozen_today': 0, 'volume_long_frozen_his': 0, 'volume_long_frozen': 0, 'volume_short_frozen_today': 0, 'volume_short_frozen_his': 0, 'volume_short_frozen': 0, 'margin_long': 200440.0, 'margin_short': 0, 'margin': 200440.0, 'position_price_long': 25.055, 'position_cost_long': 200440.0, 'position_price_short': 0, 'position_cost_short': 0, 'open_price_long': 25.055, 'open_cost_long': 200440.0, 'open_price_short': 0, 'open_cost_short': 0, 'trades': [], 'orders': {}, 'last_price': 25.76, 'float_profit_long': 5640.0, 'float_profit_short': 0.0, 'float_profit': 5640.0, 'position_profit_long': 5640.0, 'position_profit_short': 0.0, 'position_profit': 5640.0}\\n\",\n \" datetime code price amount cash \\\\\\n\",\n \"0 2019-01-02 00:00:00 000001 9.19 1000 9.908050e+05 \\n\",\n \"1 2019-01-02 00:00:00 000002 23.90 1000 9.668990e+05 \\n\",\n \"2 2019-01-03 00:00:00 000001 9.28 1000 9.576140e+05 \\n\",\n \"3 2019-01-03 00:00:00 000002 24.07 -1000 9.816539e+05 \\n\",\n \"4 2019-01-04 00:00:00 000001 9.75 -2000 1.001129e+06 \\n\",\n \"5 2019-01-04 00:00:00 000002 24.93 1000 9.761932e+05 \\n\",\n \"6 2019-01-07 00:00:00 000001 9.74 1000 9.664482e+05 \\n\",\n \"7 2019-01-07 00:00:00 000002 25.05 -2000 1.016486e+06 \\n\",\n \"8 2019-01-08 00:00:00 000001 9.66 -3000 1.045429e+06 \\n\",\n \"9 2019-01-08 00:00:00 000002 25.00 -2000 1.095367e+06 \\n\",\n \"10 2019-01-09 00:00:00 000001 9.94 1000 1.085422e+06 \\n\",\n \"11 2019-01-09 00:00:00 000002 25.33 1000 1.060086e+06 \\n\",\n \"12 2019-01-10 00:00:00 000001 10.10 1000 1.049981e+06 \\n\",\n \"13 2019-01-10 00:00:00 000002 25.11 1000 1.024864e+06 \\n\",\n \"14 2019-01-11 00:00:00 000001 10.20 1000 1.014659e+06 \\n\",\n \"15 2019-01-11 00:00:00 000002 25.30 -4000 1.115733e+06 \\n\",\n \"16 2019-01-14 00:00:00 000001 10.11 -6000 1.176317e+06 \\n\",\n \"17 2019-01-14 00:00:00 000002 25.02 1000 1.151291e+06 \\n\",\n \"18 2019-01-15 00:00:00 000001 10.24 1000 1.141046e+06 \\n\",\n \"19 2019-01-15 00:00:00 000002 25.16 -5000 1.266688e+06 \\n\",\n \"20 2019-01-16 00:00:00 000001 10.48 -7000 1.339957e+06 \\n\",\n \"21 2019-01-16 00:00:00 000002 25.42 1000 1.314530e+06 \\n\",\n \"22 2019-01-17 00:00:00 000001 10.25 -7000 1.386191e+06 \\n\",\n \"23 2019-01-17 00:00:00 000002 24.97 1000 1.361214e+06 \\n\",\n \"24 2019-01-18 00:00:00 000001 10.43 1000 1.350779e+06 \\n\",\n \"25 2019-01-18 00:00:00 000002 25.76 1000 1.325013e+06 \\n\",\n \"\\n\",\n \" order_id realorder_id trade_id account_cookie \\\\\\n\",\n \"0 e23f9e01-e8d2-4a05-93ef-9163ce7a83ee None None x \\n\",\n \"1 1f430faa-86d1-440b-abf7-a7feddc17954 None None x \\n\",\n \"2 0230d608-91cc-422e-8deb-218f4faef3d7 None None x \\n\",\n \"3 427f1eed-b3bd-4078-94e3-156bf3ae21a6 None None x \\n\",\n \"4 48fd88b8-e3c0-4df5-94ef-62b936345bd9 None None x \\n\",\n \"5 d9aff179-9bc3-4268-b2d5-37eee8de309f None None x \\n\",\n \"6 41f23955-b920-4f04-bcb7-ca1cd960aa45 None None x \\n\",\n \"7 cb2fdd74-7326-41d9-812f-9d88da447741 None None x \\n\",\n \"8 8ef82ee7-87b8-4f7d-8a01-374f52b60cbb None None x \\n\",\n \"9 1f63fa52-f56b-4814-8eb3-5e4de849f3cb None None x \\n\",\n \"10 13e77d45-9e2c-4ef3-89f5-7fa63cc3b808 None None x \\n\",\n \"11 7e714c35-83a4-4cb4-8ab5-d4fb2b31ccb7 None None x \\n\",\n \"12 380f932e-7871-4c72-94d3-5077861c9f53 None None x \\n\",\n \"13 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\"3 6.0175 24.07 None 0 -1 0 \\n\",\n \"4 5.0000 19.50 None 0 -1 0 \\n\",\n \"5 6.2325 0.00 None 0 1 0 \\n\",\n \"6 5.0000 0.00 None 0 1 0 \\n\",\n \"7 12.5250 50.10 None 0 -1 0 \\n\",\n \"8 7.2450 28.98 None 0 -1 0 \\n\",\n \"9 12.5000 50.00 None 0 -1 0 \\n\",\n \"10 5.0000 0.00 None 0 1 0 \\n\",\n \"11 6.3325 0.00 None 0 1 0 \\n\",\n \"12 5.0000 0.00 None 0 1 0 \\n\",\n \"13 6.2775 0.00 None 0 1 0 \\n\",\n \"14 5.0000 0.00 None 0 1 0 \\n\",\n \"15 25.3000 101.20 None 0 -1 0 \\n\",\n \"16 15.1650 60.66 None 0 -1 0 \\n\",\n \"17 6.2550 0.00 None 0 1 0 \\n\",\n \"18 5.0000 0.00 None 0 1 0 \\n\",\n \"19 31.4500 125.80 None 0 -1 0 \\n\",\n \"20 18.3400 73.36 None 0 -1 0 \\n\",\n \"21 6.3550 0.00 None 0 1 0 \\n\",\n \"22 17.9375 71.75 None 0 -1 0 \\n\",\n \"23 6.2425 0.00 None 0 1 0 \\n\",\n \"24 5.0000 0.00 None 0 1 0 \\n\",\n \"25 6.4400 0.00 None 0 1 0 \\n\"\n ]\n },\n {\n \"name\": \"stdin\",\n \"output_type\": \"stream\",\n \"text\": [\n \" \\n\"\n ]\n },\n {\n \"name\": \"stdout\",\n \"output_type\": \"stream\",\n \"text\": [\n \"backtest: Settle!\\n\",\n \"open 1.034000e+01\\n\",\n \"high 1.047000e+01\\n\",\n \"low 1.032000e+01\\n\",\n \"close 1.034000e+01\\n\",\n \"volume 6.593550e+05\\n\",\n \"amount 6.844657e+08\\n\",\n \"Name: (2019-01-21 00:00:00, 000001), dtype: float64\\n\",\n \"---------------under is 当前全市场的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-21 000001 10.34 10.47 10.32 10.34 659355.0 684465664.0\\n\",\n \"---------------under is 当前品种的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-02 000001 9.39 9.42 9.16 9.19 539386.0 4.986951e+08\\n\",\n \"2019-01-03 000001 9.18 9.33 9.15 9.28 415537.0 3.844577e+08\\n\",\n \"2019-01-04 000001 9.24 9.82 9.22 9.75 1481159.0 1.422150e+09\\n\",\n \"2019-01-07 000001 9.84 9.85 9.63 9.74 865687.0 8.411664e+08\\n\",\n \"2019-01-08 000001 9.73 9.74 9.62 9.66 402388.0 3.892478e+08\\n\",\n \"2019-01-09 000001 9.74 10.08 9.70 9.94 1233486.0 1.229465e+09\\n\",\n \"2019-01-10 000001 9.87 10.20 9.86 10.10 1071817.0 1.079711e+09\\n\",\n \"2019-01-11 000001 10.11 10.22 10.05 10.20 696364.0 7.080018e+08\\n\",\n \"2019-01-14 000001 10.22 10.25 10.07 10.11 500443.0 5.078629e+08\\n\",\n \"2019-01-15 000001 10.11 10.28 10.09 10.24 542160.0 5.530273e+08\\n\",\n \"2019-01-16 000001 10.24 10.50 10.23 10.48 977699.0 1.017495e+09\\n\",\n \"2019-01-17 000001 10.54 10.57 10.17 10.25 882811.0 9.102121e+08\\n\",\n \"2019-01-18 000001 10.34 10.49 10.28 10.43 738793.0 7.699736e+08\\n\",\n \"2019-01-21 000001 10.34 10.47 10.32 10.34 659355.0 6.844657e+08\\n\",\n \"000001\\n\",\n \"---------------under is 账户情况和持仓情况 -------------------\\n\",\n \"{'code': '000001', 'instrument_id': '000001', 'user_id': 'x', 'portfolio_cookie': 'default', 'username': 'quantaxis', 'position_id': 'd2b24d5c-fb1e-4a2e-97eb-f19b04f544ec', 'account_cookie': 'x', 'frozen': {}, 'name': None, 'spms_id': None, 'oms_id': None, 'market_type': 'stock_cn', 'exchange_id': None, 'moneypreset': 100000, 'moneypresetLeft': 100000, 'lastupdatetime': '', 'volume_long_today': 8000, 'volume_long_his': 0, 'volume_long': 8000, 'volume_short_today': 0, 'volume_short_his': 0, 'volume_short': 0, 'volume_long_frozen_today': 0, 'volume_long_frozen_his': 0, 'volume_long_frozen': 0, 'volume_short_frozen_today': 0, 'volume_short_frozen_his': 0, 'volume_short_frozen': 0, 'margin_long': 79120.0, 'margin_short': 0, 'margin': 79120.0, 'position_price_long': 9.89, 'position_cost_long': 79120.0, 'position_price_short': 0, 'position_cost_short': 0, 'open_price_long': 9.89, 'open_cost_long': 79120.0, 'open_price_short': 0, 'open_cost_short': 0, 'trades': [], 'orders': {}, 'last_price': 10.34, 'float_profit_long': 3600.0, 'float_profit_short': 0.0, 'float_profit': 3600.0, 'position_profit_long': 3600.0, 'position_profit_short': 0.0, 'position_profit': 3600.0}\\n\",\n \" datetime code price amount cash \\\\\\n\",\n \"0 2019-01-02 00:00:00 000001 9.19 1000 9.908050e+05 \\n\",\n \"1 2019-01-02 00:00:00 000002 23.90 1000 9.668990e+05 \\n\",\n \"2 2019-01-03 00:00:00 000001 9.28 1000 9.576140e+05 \\n\",\n \"3 2019-01-03 00:00:00 000002 24.07 -1000 9.816539e+05 \\n\",\n \"4 2019-01-04 00:00:00 000001 9.75 -2000 1.001129e+06 \\n\",\n \"5 2019-01-04 00:00:00 000002 24.93 1000 9.761932e+05 \\n\",\n \"6 2019-01-07 00:00:00 000001 9.74 1000 9.664482e+05 \\n\",\n \"7 2019-01-07 00:00:00 000002 25.05 -2000 1.016486e+06 \\n\",\n \"8 2019-01-08 00:00:00 000001 9.66 -3000 1.045429e+06 \\n\",\n \"9 2019-01-08 00:00:00 000002 25.00 -2000 1.095367e+06 \\n\",\n \"10 2019-01-09 00:00:00 000001 9.94 1000 1.085422e+06 \\n\",\n \"11 2019-01-09 00:00:00 000002 25.33 1000 1.060086e+06 \\n\",\n \"12 2019-01-10 00:00:00 000001 10.10 1000 1.049981e+06 \\n\",\n \"13 2019-01-10 00:00:00 000002 25.11 1000 1.024864e+06 \\n\",\n \"14 2019-01-11 00:00:00 000001 10.20 1000 1.014659e+06 \\n\",\n \"15 2019-01-11 00:00:00 000002 25.30 -4000 1.115733e+06 \\n\",\n \"16 2019-01-14 00:00:00 000001 10.11 -6000 1.176317e+06 \\n\",\n \"17 2019-01-14 00:00:00 000002 25.02 1000 1.151291e+06 \\n\",\n \"18 2019-01-15 00:00:00 000001 10.24 1000 1.141046e+06 \\n\",\n \"19 2019-01-15 00:00:00 000002 25.16 -5000 1.266688e+06 \\n\",\n \"20 2019-01-16 00:00:00 000001 10.48 -7000 1.339957e+06 \\n\",\n \"21 2019-01-16 00:00:00 000002 25.42 1000 1.314530e+06 \\n\",\n \"22 2019-01-17 00:00:00 000001 10.25 -7000 1.386191e+06 \\n\",\n \"23 2019-01-17 00:00:00 000002 24.97 1000 1.361214e+06 \\n\",\n \"24 2019-01-18 00:00:00 000001 10.43 1000 1.350779e+06 \\n\",\n \"25 2019-01-18 00:00:00 000002 25.76 1000 1.325013e+06 \\n\",\n \"26 2019-01-21 00:00:00 000001 10.34 -8000 1.407630e+06 \\n\",\n \"\\n\",\n \" order_id realorder_id trade_id account_cookie \\\\\\n\",\n \"0 e23f9e01-e8d2-4a05-93ef-9163ce7a83ee None None x \\n\",\n \"1 1f430faa-86d1-440b-abf7-a7feddc17954 None None x \\n\",\n \"2 0230d608-91cc-422e-8deb-218f4faef3d7 None None x \\n\",\n \"3 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0.00 None 0 1 0 \\n\",\n \"12 5.0000 0.00 None 0 1 0 \\n\",\n \"13 6.2775 0.00 None 0 1 0 \\n\",\n \"14 5.0000 0.00 None 0 1 0 \\n\",\n \"15 25.3000 101.20 None 0 -1 0 \\n\",\n \"16 15.1650 60.66 None 0 -1 0 \\n\",\n \"17 6.2550 0.00 None 0 1 0 \\n\",\n \"18 5.0000 0.00 None 0 1 0 \\n\",\n \"19 31.4500 125.80 None 0 -1 0 \\n\",\n \"20 18.3400 73.36 None 0 -1 0 \\n\",\n \"21 6.3550 0.00 None 0 1 0 \\n\",\n \"22 17.9375 71.75 None 0 -1 0 \\n\",\n \"23 6.2425 0.00 None 0 1 0 \\n\",\n \"24 5.0000 0.00 None 0 1 0 \\n\",\n \"25 6.4400 0.00 None 0 1 0 \\n\",\n \"26 20.6800 82.72 None 0 -1 0 \\n\"\n ]\n },\n {\n \"name\": \"stdin\",\n \"output_type\": \"stream\",\n \"text\": [\n \" \\n\"\n ]\n },\n {\n \"name\": \"stdout\",\n \"output_type\": \"stream\",\n \"text\": [\n \"open 2.571000e+01\\n\",\n \"high 2.595000e+01\\n\",\n \"low 2.540000e+01\\n\",\n \"close 2.565000e+01\\n\",\n \"volume 2.554990e+05\\n\",\n \"amount 6.558207e+08\\n\",\n \"Name: (2019-01-21 00:00:00, 000002), dtype: float64\\n\",\n \"---------------under is 当前全市场的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-21 000001 10.34 10.47 10.32 10.34 659355.0 684465664.0\\n\",\n \" 000002 25.71 25.95 25.40 25.65 255499.0 655820672.0\\n\",\n \"---------------under is 当前品种的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-02 000002 23.83 24.09 23.67 23.90 247010.0 5.893846e+08\\n\",\n \"2019-01-03 000002 23.79 24.50 23.71 24.07 222353.0 5.363333e+08\\n\",\n \"2019-01-04 000002 23.91 25.00 23.85 24.93 377727.0 9.270117e+08\\n\",\n \"2019-01-07 000002 25.29 25.53 24.99 25.05 427154.0 1.077909e+09\\n\",\n \"2019-01-08 000002 25.05 25.20 24.63 25.00 214382.0 5.336044e+08\\n\",\n \"2019-01-09 000002 25.40 25.88 25.11 25.33 340140.0 8.670814e+08\\n\",\n \"2019-01-10 000002 25.22 25.56 25.03 25.11 224649.0 5.689526e+08\\n\",\n \"2019-01-11 000002 25.10 25.54 25.01 25.30 240694.0 6.069947e+08\\n\",\n \"2019-01-14 000002 25.13 25.30 24.92 25.02 183281.0 4.591518e+08\\n\",\n \"2019-01-15 000002 25.00 25.16 24.32 25.16 368758.0 9.149835e+08\\n\",\n \"2019-01-16 000002 25.15 25.50 24.83 25.42 267466.0 6.766856e+08\\n\",\n \"2019-01-17 000002 25.50 25.50 24.94 24.97 245895.0 6.188767e+08\\n\",\n \"2019-01-18 000002 25.00 25.76 24.99 25.76 365723.0 9.334642e+08\\n\",\n \"2019-01-21 000002 25.71 25.95 25.40 25.65 255499.0 6.558207e+08\\n\",\n \"000002\\n\",\n \"---------------under is 账户情况和持仓情况 -------------------\\n\",\n \"{'code': '000002', 'instrument_id': '000002', 'user_id': 'x', 'portfolio_cookie': 'default', 'username': 'quantaxis', 'position_id': '5aa694d0-3861-43a8-9efc-84f380138bea', 'account_cookie': 'x', 'frozen': {}, 'name': None, 'spms_id': None, 'oms_id': None, 'market_type': 'stock_cn', 'exchange_id': None, 'moneypreset': 100000, 'moneypresetLeft': 100000, 'lastupdatetime': '', 'volume_long_today': 8000, 'volume_long_his': 0, 'volume_long': 8000, 'volume_short_today': 0, 'volume_short_his': 0, 'volume_short': 0, 'volume_long_frozen_today': 0, 'volume_long_frozen_his': 0, 'volume_long_frozen': 0, 'volume_short_frozen_today': 0, 'volume_short_frozen_his': 0, 'volume_short_frozen': 0, 'margin_long': 200440.0, 'margin_short': 0, 'margin': 200440.0, 'position_price_long': 25.055, 'position_cost_long': 200440.0, 'position_price_short': 0, 'position_cost_short': 0, 'open_price_long': 25.055, 'open_cost_long': 200440.0, 'open_price_short': 0, 'open_cost_short': 0, 'trades': [], 'orders': {}, 'last_price': 25.65, 'float_profit_long': 4760.0, 'float_profit_short': 0.0, 'float_profit': 4760.0, 'position_profit_long': 4760.0, 'position_profit_short': 0.0, 'position_profit': 4760.0}\\n\",\n \" datetime code price amount cash \\\\\\n\",\n \"0 2019-01-02 00:00:00 000001 9.19 1000 9.908050e+05 \\n\",\n \"1 2019-01-02 00:00:00 000002 23.90 1000 9.668990e+05 \\n\",\n \"2 2019-01-03 00:00:00 000001 9.28 1000 9.576140e+05 \\n\",\n \"3 2019-01-03 00:00:00 000002 24.07 -1000 9.816539e+05 \\n\",\n 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None x \\n\",\n \"22 eff96ddf-6dbb-4af3-a7bd-1f170e632dbc None None x \\n\",\n \"23 7b21c653-d1d1-44d8-9772-790585915ae4 None None x \\n\",\n \"24 dfe8fbac-ff27-4746-a53a-f6220f3c63a6 None None x \\n\",\n \"25 98e05d3a-cdf5-4cac-bd41-fa747e29a2a4 None None x \\n\",\n \"26 23cd8f74-342a-4796-aeeb-07441bed75e1 None None x \\n\",\n \"27 3f7dad60-3de4-4ca9-ba5e-af87d33594e6 None None x \\n\",\n \"\\n\",\n \" commission tax message frozen direction total_frozen \\n\",\n \"0 5.0000 0.00 None 0 1 0 \\n\",\n \"1 5.9750 0.00 None 0 1 0 \\n\",\n \"2 5.0000 0.00 None 0 1 0 \\n\",\n \"3 6.0175 24.07 None 0 -1 0 \\n\",\n \"4 5.0000 19.50 None 0 -1 0 \\n\",\n \"5 6.2325 0.00 None 0 1 0 \\n\",\n \"6 5.0000 0.00 None 0 1 0 \\n\",\n \"7 12.5250 50.10 None 0 -1 0 \\n\",\n \"8 7.2450 28.98 None 0 -1 0 \\n\",\n \"9 12.5000 50.00 None 0 -1 0 \\n\",\n \"10 5.0000 0.00 None 0 1 0 \\n\",\n \"11 6.3325 0.00 None 0 1 0 \\n\",\n \"12 5.0000 0.00 None 0 1 0 \\n\",\n \"13 6.2775 0.00 None 0 1 0 \\n\",\n \"14 5.0000 0.00 None 0 1 0 \\n\",\n \"15 25.3000 101.20 None 0 -1 0 \\n\",\n \"16 15.1650 60.66 None 0 -1 0 \\n\",\n \"17 6.2550 0.00 None 0 1 0 \\n\",\n \"18 5.0000 0.00 None 0 1 0 \\n\",\n \"19 31.4500 125.80 None 0 -1 0 \\n\",\n \"20 18.3400 73.36 None 0 -1 0 \\n\",\n \"21 6.3550 0.00 None 0 1 0 \\n\",\n \"22 17.9375 71.75 None 0 -1 0 \\n\",\n \"23 6.2425 0.00 None 0 1 0 \\n\",\n \"24 5.0000 0.00 None 0 1 0 \\n\",\n \"25 6.4400 0.00 None 0 1 0 \\n\",\n \"26 20.6800 82.72 None 0 -1 0 \\n\",\n \"27 51.3000 205.20 None 0 -1 0 \\n\"\n ]\n },\n {\n \"name\": \"stdin\",\n \"output_type\": \"stream\",\n \"text\": [\n \" \\n\"\n ]\n },\n {\n \"name\": \"stdout\",\n \"output_type\": \"stream\",\n \"text\": [\n \"backtest: Settle!\\n\",\n \"open 1.034000e+01\\n\",\n \"high 1.044000e+01\\n\",\n \"low 1.026000e+01\\n\",\n \"close 1.028000e+01\\n\",\n \"volume 4.244130e+05\\n\",\n \"amount 4.389915e+08\\n\",\n \"Name: (2019-01-22 00:00:00, 000001), dtype: float64\\n\",\n \"---------------under is 当前全市场的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-22 000001 10.34 10.44 10.26 10.28 424413.0 438991456.0\\n\",\n \"---------------under is 当前品种的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-02 000001 9.39 9.42 9.16 9.19 539386.0 4.986951e+08\\n\",\n \"2019-01-03 000001 9.18 9.33 9.15 9.28 415537.0 3.844577e+08\\n\",\n \"2019-01-04 000001 9.24 9.82 9.22 9.75 1481159.0 1.422150e+09\\n\",\n \"2019-01-07 000001 9.84 9.85 9.63 9.74 865687.0 8.411664e+08\\n\",\n \"2019-01-08 000001 9.73 9.74 9.62 9.66 402388.0 3.892478e+08\\n\",\n \"2019-01-09 000001 9.74 10.08 9.70 9.94 1233486.0 1.229465e+09\\n\",\n \"2019-01-10 000001 9.87 10.20 9.86 10.10 1071817.0 1.079711e+09\\n\",\n \"2019-01-11 000001 10.11 10.22 10.05 10.20 696364.0 7.080018e+08\\n\",\n \"2019-01-14 000001 10.22 10.25 10.07 10.11 500443.0 5.078629e+08\\n\",\n \"2019-01-15 000001 10.11 10.28 10.09 10.24 542160.0 5.530273e+08\\n\",\n \"2019-01-16 000001 10.24 10.50 10.23 10.48 977699.0 1.017495e+09\\n\",\n \"2019-01-17 000001 10.54 10.57 10.17 10.25 882811.0 9.102121e+08\\n\",\n \"2019-01-18 000001 10.34 10.49 10.28 10.43 738793.0 7.699736e+08\\n\",\n \"2019-01-21 000001 10.34 10.47 10.32 10.34 659355.0 6.844657e+08\\n\",\n \"2019-01-22 000001 10.34 10.44 10.26 10.28 424413.0 4.389915e+08\\n\",\n \"000001\\n\",\n \"---------------under is 账户情况和持仓情况 -------------------\\n\",\n \"{'code': '000001', 'instrument_id': '000001', 'user_id': 'x', 'portfolio_cookie': 'default', 'username': 'quantaxis', 'position_id': 'd2b24d5c-fb1e-4a2e-97eb-f19b04f544ec', 'account_cookie': 'x', 'frozen': {}, 'name': None, 'spms_id': None, 'oms_id': None, 'market_type': 'stock_cn', 'exchange_id': None, 'moneypreset': 100000, 'moneypresetLeft': 100000, 'lastupdatetime': '', 'volume_long_today': 8000, 'volume_long_his': 0, 'volume_long': 8000, 'volume_short_today': 0, 'volume_short_his': 0, 'volume_short': 0, 'volume_long_frozen_today': 0, 'volume_long_frozen_his': 0, 'volume_long_frozen': 0, 'volume_short_frozen_today': 0, 'volume_short_frozen_his': 0, 'volume_short_frozen': 0, 'margin_long': 79120.0, 'margin_short': 0, 'margin': 79120.0, 'position_price_long': 9.89, 'position_cost_long': 79120.0, 'position_price_short': 0, 'position_cost_short': 0, 'open_price_long': 9.89, 'open_cost_long': 79120.0, 'open_price_short': 0, 'open_cost_short': 0, 'trades': [], 'orders': {}, 'last_price': 10.28, 'float_profit_long': 3120.0, 'float_profit_short': 0.0, 'float_profit': 3120.0, 'position_profit_long': 3120.0, 'position_profit_short': 0.0, 'position_profit': 3120.0}\\n\",\n \" datetime code price amount cash \\\\\\n\",\n \"0 2019-01-02 00:00:00 000001 9.19 1000 9.908050e+05 \\n\",\n \"1 2019-01-02 00:00:00 000002 23.90 1000 9.668990e+05 \\n\",\n \"2 2019-01-03 00:00:00 000001 9.28 1000 9.576140e+05 \\n\",\n \"3 2019-01-03 00:00:00 000002 24.07 -1000 9.816539e+05 \\n\",\n \"4 2019-01-04 00:00:00 000001 9.75 -2000 1.001129e+06 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None 0 1 0 \\n\",\n \"12 5.0000 0.00 None 0 1 0 \\n\",\n \"13 6.2775 0.00 None 0 1 0 \\n\",\n \"14 5.0000 0.00 None 0 1 0 \\n\",\n \"15 25.3000 101.20 None 0 -1 0 \\n\",\n \"16 15.1650 60.66 None 0 -1 0 \\n\",\n \"17 6.2550 0.00 None 0 1 0 \\n\",\n \"18 5.0000 0.00 None 0 1 0 \\n\",\n \"19 31.4500 125.80 None 0 -1 0 \\n\",\n \"20 18.3400 73.36 None 0 -1 0 \\n\",\n \"21 6.3550 0.00 None 0 1 0 \\n\",\n \"22 17.9375 71.75 None 0 -1 0 \\n\",\n \"23 6.2425 0.00 None 0 1 0 \\n\",\n \"24 5.0000 0.00 None 0 1 0 \\n\",\n \"25 6.4400 0.00 None 0 1 0 \\n\",\n \"26 20.6800 82.72 None 0 -1 0 \\n\",\n \"27 51.3000 205.20 None 0 -1 0 \\n\",\n \"28 20.5600 82.24 None 0 -1 0 \\n\"\n ]\n },\n {\n \"name\": \"stdin\",\n \"output_type\": \"stream\",\n \"text\": [\n \" \\n\"\n ]\n },\n {\n \"name\": \"stdout\",\n \"output_type\": \"stream\",\n \"text\": [\n \"open 2.550000e+01\\n\",\n \"high 2.617000e+01\\n\",\n \"low 2.523000e+01\\n\",\n \"close 2.540000e+01\\n\",\n \"volume 3.793360e+05\\n\",\n \"amount 9.748227e+08\\n\",\n \"Name: (2019-01-22 00:00:00, 000002), dtype: float64\\n\",\n \"---------------under is 当前全市场的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-22 000001 10.34 10.44 10.26 10.28 424413.0 438991456.0\\n\",\n \" 000002 25.50 26.17 25.23 25.40 379336.0 974822720.0\\n\",\n \"---------------under is 当前品种的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-02 000002 23.83 24.09 23.67 23.90 247010.0 5.893846e+08\\n\",\n \"2019-01-03 000002 23.79 24.50 23.71 24.07 222353.0 5.363333e+08\\n\",\n \"2019-01-04 000002 23.91 25.00 23.85 24.93 377727.0 9.270117e+08\\n\",\n \"2019-01-07 000002 25.29 25.53 24.99 25.05 427154.0 1.077909e+09\\n\",\n \"2019-01-08 000002 25.05 25.20 24.63 25.00 214382.0 5.336044e+08\\n\",\n \"2019-01-09 000002 25.40 25.88 25.11 25.33 340140.0 8.670814e+08\\n\",\n \"2019-01-10 000002 25.22 25.56 25.03 25.11 224649.0 5.689526e+08\\n\",\n \"2019-01-11 000002 25.10 25.54 25.01 25.30 240694.0 6.069947e+08\\n\",\n \"2019-01-14 000002 25.13 25.30 24.92 25.02 183281.0 4.591518e+08\\n\",\n \"2019-01-15 000002 25.00 25.16 24.32 25.16 368758.0 9.149835e+08\\n\",\n \"2019-01-16 000002 25.15 25.50 24.83 25.42 267466.0 6.766856e+08\\n\",\n \"2019-01-17 000002 25.50 25.50 24.94 24.97 245895.0 6.188767e+08\\n\",\n \"2019-01-18 000002 25.00 25.76 24.99 25.76 365723.0 9.334642e+08\\n\",\n \"2019-01-21 000002 25.71 25.95 25.40 25.65 255499.0 6.558207e+08\\n\",\n \"2019-01-22 000002 25.50 26.17 25.23 25.40 379336.0 9.748227e+08\\n\",\n \"000002\\n\",\n \"---------------under is 账户情况和持仓情况 -------------------\\n\",\n \"{'code': '000002', 'instrument_id': '000002', 'user_id': 'x', 'portfolio_cookie': 'default', 'username': 'quantaxis', 'position_id': '5aa694d0-3861-43a8-9efc-84f380138bea', 'account_cookie': 'x', 'frozen': {}, 'name': None, 'spms_id': None, 'oms_id': None, 'market_type': 'stock_cn', 'exchange_id': None, 'moneypreset': 100000, 'moneypresetLeft': 100000, 'lastupdatetime': '', 'volume_long_today': 8000, 'volume_long_his': 0, 'volume_long': 8000, 'volume_short_today': 0, 'volume_short_his': 0, 'volume_short': 0, 'volume_long_frozen_today': 0, 'volume_long_frozen_his': 0, 'volume_long_frozen': 0, 'volume_short_frozen_today': 0, 'volume_short_frozen_his': 0, 'volume_short_frozen': 0, 'margin_long': 200440.0, 'margin_short': 0, 'margin': 200440.0, 'position_price_long': 25.055, 'position_cost_long': 200440.0, 'position_price_short': 0, 'position_cost_short': 0, 'open_price_long': 25.055, 'open_cost_long': 200440.0, 'open_price_short': 0, 'open_cost_short': 0, 'trades': [], 'orders': {}, 'last_price': 25.4, 'float_profit_long': 2760.0, 'float_profit_short': 0.0, 'float_profit': 2760.0, 'position_profit_long': 2760.0, 'position_profit_short': 0.0, 'position_profit': 2760.0}\\n\",\n \" datetime code price amount cash \\\\\\n\",\n \"0 2019-01-02 00:00:00 000001 9.19 1000 9.908050e+05 \\n\",\n \"1 2019-01-02 00:00:00 000002 23.90 1000 9.668990e+05 \\n\",\n \"2 2019-01-03 00:00:00 000001 9.28 1000 9.576140e+05 \\n\",\n \"3 2019-01-03 00:00:00 000002 24.07 -1000 9.816539e+05 \\n\",\n \"4 2019-01-04 00:00:00 000001 9.75 -2000 1.001129e+06 \\n\",\n \"5 2019-01-04 00:00:00 000002 24.93 1000 9.761932e+05 \\n\",\n \"6 2019-01-07 00:00:00 000001 9.74 1000 9.664482e+05 \\n\",\n \"7 2019-01-07 00:00:00 000002 25.05 -2000 1.016486e+06 \\n\",\n \"8 2019-01-08 00:00:00 000001 9.66 -3000 1.045429e+06 \\n\",\n \"9 2019-01-08 00:00:00 000002 25.00 -2000 1.095367e+06 \\n\",\n \"10 2019-01-09 00:00:00 000001 9.94 1000 1.085422e+06 \\n\",\n \"11 2019-01-09 00:00:00 000002 25.33 1000 1.060086e+06 \\n\",\n \"12 2019-01-10 00:00:00 000001 10.10 1000 1.049981e+06 \\n\",\n \"13 2019-01-10 00:00:00 000002 25.11 1000 1.024864e+06 \\n\",\n \"14 2019-01-11 00:00:00 000001 10.20 1000 1.014659e+06 \\n\",\n \"15 2019-01-11 00:00:00 000002 25.30 -4000 1.115733e+06 \\n\",\n \"16 2019-01-14 00:00:00 000001 10.11 -6000 1.176317e+06 \\n\",\n \"17 2019-01-14 00:00:00 000002 25.02 1000 1.151291e+06 \\n\",\n \"18 2019-01-15 00:00:00 000001 10.24 1000 1.141046e+06 \\n\",\n \"19 2019-01-15 00:00:00 000002 25.16 -5000 1.266688e+06 \\n\",\n \"20 2019-01-16 00:00:00 000001 10.48 -7000 1.339957e+06 \\n\",\n \"21 2019-01-16 00:00:00 000002 25.42 1000 1.314530e+06 \\n\",\n \"22 2019-01-17 00:00:00 000001 10.25 -7000 1.386191e+06 \\n\",\n \"23 2019-01-17 00:00:00 000002 24.97 1000 1.361214e+06 \\n\",\n \"24 2019-01-18 00:00:00 000001 10.43 1000 1.350779e+06 \\n\",\n \"25 2019-01-18 00:00:00 000002 25.76 1000 1.325013e+06 \\n\",\n \"26 2019-01-21 00:00:00 000001 10.34 -8000 1.407630e+06 \\n\",\n \"27 2019-01-21 00:00:00 000002 25.65 -8000 1.612573e+06 \\n\",\n \"28 2019-01-22 00:00:00 000001 10.28 -8000 1.694710e+06 \\n\",\n \"29 2019-01-22 00:00:00 000002 25.40 -8000 1.897656e+06 \\n\",\n \"\\n\",\n \" order_id realorder_id trade_id account_cookie \\\\\\n\",\n \"0 e23f9e01-e8d2-4a05-93ef-9163ce7a83ee None None x \\n\",\n \"1 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\"3 6.0175 24.07 None 0 -1 0 \\n\",\n \"4 5.0000 19.50 None 0 -1 0 \\n\",\n \"5 6.2325 0.00 None 0 1 0 \\n\",\n \"6 5.0000 0.00 None 0 1 0 \\n\",\n \"7 12.5250 50.10 None 0 -1 0 \\n\",\n \"8 7.2450 28.98 None 0 -1 0 \\n\",\n \"9 12.5000 50.00 None 0 -1 0 \\n\",\n \"10 5.0000 0.00 None 0 1 0 \\n\",\n \"11 6.3325 0.00 None 0 1 0 \\n\",\n \"12 5.0000 0.00 None 0 1 0 \\n\",\n \"13 6.2775 0.00 None 0 1 0 \\n\",\n \"14 5.0000 0.00 None 0 1 0 \\n\",\n \"15 25.3000 101.20 None 0 -1 0 \\n\",\n \"16 15.1650 60.66 None 0 -1 0 \\n\",\n \"17 6.2550 0.00 None 0 1 0 \\n\",\n \"18 5.0000 0.00 None 0 1 0 \\n\",\n \"19 31.4500 125.80 None 0 -1 0 \\n\",\n \"20 18.3400 73.36 None 0 -1 0 \\n\",\n \"21 6.3550 0.00 None 0 1 0 \\n\",\n \"22 17.9375 71.75 None 0 -1 0 \\n\",\n \"23 6.2425 0.00 None 0 1 0 \\n\",\n \"24 5.0000 0.00 None 0 1 0 \\n\",\n \"25 6.4400 0.00 None 0 1 0 \\n\",\n \"26 20.6800 82.72 None 0 -1 0 \\n\",\n \"27 51.3000 205.20 None 0 -1 0 \\n\",\n \"28 20.5600 82.24 None 0 -1 0 \\n\",\n \"29 50.8000 203.20 None 0 -1 0 \\n\"\n ]\n },\n {\n \"name\": \"stdin\",\n \"output_type\": \"stream\",\n \"text\": [\n \" \\n\"\n ]\n },\n {\n \"name\": \"stdout\",\n \"output_type\": \"stream\",\n \"text\": [\n \"backtest: Settle!\\n\",\n \"open 1.029000e+01\\n\",\n \"high 1.047000e+01\\n\",\n \"low 1.029000e+01\\n\",\n \"close 1.035000e+01\\n\",\n \"volume 5.378760e+05\\n\",\n \"amount 5.593844e+08\\n\",\n \"Name: (2019-01-23 00:00:00, 000001), dtype: float64\\n\",\n \"---------------under is 当前全市场的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-23 000001 10.29 10.47 10.29 10.35 537876.0 559384384.0\\n\",\n \"---------------under is 当前品种的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-02 000001 9.39 9.42 9.16 9.19 539386.0 4.986951e+08\\n\",\n \"2019-01-03 000001 9.18 9.33 9.15 9.28 415537.0 3.844577e+08\\n\",\n \"2019-01-04 000001 9.24 9.82 9.22 9.75 1481159.0 1.422150e+09\\n\",\n \"2019-01-07 000001 9.84 9.85 9.63 9.74 865687.0 8.411664e+08\\n\",\n \"2019-01-08 000001 9.73 9.74 9.62 9.66 402388.0 3.892478e+08\\n\",\n \"2019-01-09 000001 9.74 10.08 9.70 9.94 1233486.0 1.229465e+09\\n\",\n \"2019-01-10 000001 9.87 10.20 9.86 10.10 1071817.0 1.079711e+09\\n\",\n \"2019-01-11 000001 10.11 10.22 10.05 10.20 696364.0 7.080018e+08\\n\",\n \"2019-01-14 000001 10.22 10.25 10.07 10.11 500443.0 5.078629e+08\\n\",\n \"2019-01-15 000001 10.11 10.28 10.09 10.24 542160.0 5.530273e+08\\n\",\n \"2019-01-16 000001 10.24 10.50 10.23 10.48 977699.0 1.017495e+09\\n\",\n \"2019-01-17 000001 10.54 10.57 10.17 10.25 882811.0 9.102121e+08\\n\",\n \"2019-01-18 000001 10.34 10.49 10.28 10.43 738793.0 7.699736e+08\\n\",\n \"2019-01-21 000001 10.34 10.47 10.32 10.34 659355.0 6.844657e+08\\n\",\n \"2019-01-22 000001 10.34 10.44 10.26 10.28 424413.0 4.389915e+08\\n\",\n \"2019-01-23 000001 10.29 10.47 10.29 10.35 537876.0 5.593844e+08\\n\",\n \"000001\\n\",\n \"---------------under is 账户情况和持仓情况 -------------------\\n\",\n \"{'code': '000001', 'instrument_id': '000001', 'user_id': 'x', 'portfolio_cookie': 'default', 'username': 'quantaxis', 'position_id': 'd2b24d5c-fb1e-4a2e-97eb-f19b04f544ec', 'account_cookie': 'x', 'frozen': {}, 'name': None, 'spms_id': None, 'oms_id': None, 'market_type': 'stock_cn', 'exchange_id': None, 'moneypreset': 100000, 'moneypresetLeft': 100000, 'lastupdatetime': '', 'volume_long_today': 8000, 'volume_long_his': 0, 'volume_long': 8000, 'volume_short_today': 0, 'volume_short_his': 0, 'volume_short': 0, 'volume_long_frozen_today': 0, 'volume_long_frozen_his': 0, 'volume_long_frozen': 0, 'volume_short_frozen_today': 0, 'volume_short_frozen_his': 0, 'volume_short_frozen': 0, 'margin_long': 79120.0, 'margin_short': 0, 'margin': 79120.0, 'position_price_long': 9.89, 'position_cost_long': 79120.0, 'position_price_short': 0, 'position_cost_short': 0, 'open_price_long': 9.89, 'open_cost_long': 79120.0, 'open_price_short': 0, 'open_cost_short': 0, 'trades': [], 'orders': {}, 'last_price': 10.35, 'float_profit_long': 3680.0, 'float_profit_short': 0.0, 'float_profit': 3680.0, 'position_profit_long': 3680.0, 'position_profit_short': 0.0, 'position_profit': 3680.0}\\n\",\n \" datetime code price amount cash \\\\\\n\",\n \"0 2019-01-02 00:00:00 000001 9.19 1000 9.908050e+05 \\n\",\n \"1 2019-01-02 00:00:00 000002 23.90 1000 9.668990e+05 \\n\",\n \"2 2019-01-03 00:00:00 000001 9.28 1000 9.576140e+05 \\n\",\n \"3 2019-01-03 00:00:00 000002 24.07 -1000 9.816539e+05 \\n\",\n \"4 2019-01-04 00:00:00 000001 9.75 -2000 1.001129e+06 \\n\",\n \"5 2019-01-04 00:00:00 000002 24.93 1000 9.761932e+05 \\n\",\n \"6 2019-01-07 00:00:00 000001 9.74 1000 9.664482e+05 \\n\",\n \"7 2019-01-07 00:00:00 000002 25.05 -2000 1.016486e+06 \\n\",\n \"8 2019-01-08 00:00:00 000001 9.66 -3000 1.045429e+06 \\n\",\n \"9 2019-01-08 00:00:00 000002 25.00 -2000 1.095367e+06 \\n\",\n \"10 2019-01-09 00:00:00 000001 9.94 1000 1.085422e+06 \\n\",\n \"11 2019-01-09 00:00:00 000002 25.33 1000 1.060086e+06 \\n\",\n \"12 2019-01-10 00:00:00 000001 10.10 1000 1.049981e+06 \\n\",\n \"13 2019-01-10 00:00:00 000002 25.11 1000 1.024864e+06 \\n\",\n \"14 2019-01-11 00:00:00 000001 10.20 1000 1.014659e+06 \\n\",\n \"15 2019-01-11 00:00:00 000002 25.30 -4000 1.115733e+06 \\n\",\n \"16 2019-01-14 00:00:00 000001 10.11 -6000 1.176317e+06 \\n\",\n \"17 2019-01-14 00:00:00 000002 25.02 1000 1.151291e+06 \\n\",\n \"18 2019-01-15 00:00:00 000001 10.24 1000 1.141046e+06 \\n\",\n \"19 2019-01-15 00:00:00 000002 25.16 -5000 1.266688e+06 \\n\",\n \"20 2019-01-16 00:00:00 000001 10.48 -7000 1.339957e+06 \\n\",\n \"21 2019-01-16 00:00:00 000002 25.42 1000 1.314530e+06 \\n\",\n \"22 2019-01-17 00:00:00 000001 10.25 -7000 1.386191e+06 \\n\",\n \"23 2019-01-17 00:00:00 000002 24.97 1000 1.361214e+06 \\n\",\n \"24 2019-01-18 00:00:00 000001 10.43 1000 1.350779e+06 \\n\",\n \"25 2019-01-18 00:00:00 000002 25.76 1000 1.325013e+06 \\n\",\n \"26 2019-01-21 00:00:00 000001 10.34 -8000 1.407630e+06 \\n\",\n \"27 2019-01-21 00:00:00 000002 25.65 -8000 1.612573e+06 \\n\",\n \"28 2019-01-22 00:00:00 000001 10.28 -8000 1.694710e+06 \\n\",\n \"29 2019-01-22 00:00:00 000002 25.40 -8000 1.897656e+06 \\n\",\n \"30 2019-01-23 00:00:00 000001 10.35 -8000 1.980353e+06 \\n\",\n \"\\n\",\n \" order_id realorder_id trade_id account_cookie \\\\\\n\",\n \"0 e23f9e01-e8d2-4a05-93ef-9163ce7a83ee None None x \\n\",\n \"1 1f430faa-86d1-440b-abf7-a7feddc17954 None None x \\n\",\n \"2 0230d608-91cc-422e-8deb-218f4faef3d7 None None x \\n\",\n \"3 427f1eed-b3bd-4078-94e3-156bf3ae21a6 None None x \\n\",\n \"4 48fd88b8-e3c0-4df5-94ef-62b936345bd9 None None x \\n\",\n \"5 d9aff179-9bc3-4268-b2d5-37eee8de309f None None x \\n\",\n \"6 41f23955-b920-4f04-bcb7-ca1cd960aa45 None None x \\n\",\n \"7 cb2fdd74-7326-41d9-812f-9d88da447741 None None x \\n\",\n \"8 8ef82ee7-87b8-4f7d-8a01-374f52b60cbb None None x \\n\",\n \"9 1f63fa52-f56b-4814-8eb3-5e4de849f3cb None None x \\n\",\n \"10 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\\n\",\n \"26 23cd8f74-342a-4796-aeeb-07441bed75e1 None None x \\n\",\n \"27 3f7dad60-3de4-4ca9-ba5e-af87d33594e6 None None x \\n\",\n \"28 f2b9cae9-b1d9-4a00-ba62-ce81baec3d72 None None x \\n\",\n \"29 de5fce65-5a39-42c6-8d6e-914060c5f971 None None x \\n\",\n \"30 3d763d03-c042-4312-a7e3-ffae8fb877b4 None None x \\n\",\n \"\\n\",\n \" commission tax message frozen direction total_frozen \\n\",\n \"0 5.0000 0.00 None 0 1 0 \\n\",\n \"1 5.9750 0.00 None 0 1 0 \\n\",\n \"2 5.0000 0.00 None 0 1 0 \\n\",\n \"3 6.0175 24.07 None 0 -1 0 \\n\",\n \"4 5.0000 19.50 None 0 -1 0 \\n\",\n \"5 6.2325 0.00 None 0 1 0 \\n\",\n \"6 5.0000 0.00 None 0 1 0 \\n\",\n \"7 12.5250 50.10 None 0 -1 0 \\n\",\n \"8 7.2450 28.98 None 0 -1 0 \\n\",\n \"9 12.5000 50.00 None 0 -1 0 \\n\",\n \"10 5.0000 0.00 None 0 1 0 \\n\",\n \"11 6.3325 0.00 None 0 1 0 \\n\",\n \"12 5.0000 0.00 None 0 1 0 \\n\",\n \"13 6.2775 0.00 None 0 1 0 \\n\",\n \"14 5.0000 0.00 None 0 1 0 \\n\",\n \"15 25.3000 101.20 None 0 -1 0 \\n\",\n \"16 15.1650 60.66 None 0 -1 0 \\n\",\n \"17 6.2550 0.00 None 0 1 0 \\n\",\n \"18 5.0000 0.00 None 0 1 0 \\n\",\n \"19 31.4500 125.80 None 0 -1 0 \\n\",\n \"20 18.3400 73.36 None 0 -1 0 \\n\",\n \"21 6.3550 0.00 None 0 1 0 \\n\",\n \"22 17.9375 71.75 None 0 -1 0 \\n\",\n \"23 6.2425 0.00 None 0 1 0 \\n\",\n \"24 5.0000 0.00 None 0 1 0 \\n\",\n \"25 6.4400 0.00 None 0 1 0 \\n\",\n \"26 20.6800 82.72 None 0 -1 0 \\n\",\n \"27 51.3000 205.20 None 0 -1 0 \\n\",\n \"28 20.5600 82.24 None 0 -1 0 \\n\",\n \"29 50.8000 203.20 None 0 -1 0 \\n\",\n \"30 20.7000 82.80 None 0 -1 0 \\n\"\n ]\n },\n {\n \"name\": \"stdin\",\n \"output_type\": \"stream\",\n \"text\": [\n \" \\n\"\n ]\n },\n {\n \"name\": \"stdout\",\n \"output_type\": \"stream\",\n \"text\": [\n \"open 2.535000e+01\\n\",\n \"high 2.549000e+01\\n\",\n \"low 2.520000e+01\\n\",\n \"close 2.531000e+01\\n\",\n \"volume 1.468470e+05\\n\",\n \"amount 3.718901e+08\\n\",\n \"Name: (2019-01-23 00:00:00, 000002), dtype: float64\\n\",\n \"---------------under is 当前全市场的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-23 000001 10.29 10.47 10.29 10.35 537876.0 559384384.0\\n\",\n \" 000002 25.35 25.49 25.20 25.31 146847.0 371890080.0\\n\",\n \"---------------under is 当前品种的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-02 000002 23.83 24.09 23.67 23.90 247010.0 5.893846e+08\\n\",\n \"2019-01-03 000002 23.79 24.50 23.71 24.07 222353.0 5.363333e+08\\n\",\n \"2019-01-04 000002 23.91 25.00 23.85 24.93 377727.0 9.270117e+08\\n\",\n \"2019-01-07 000002 25.29 25.53 24.99 25.05 427154.0 1.077909e+09\\n\",\n \"2019-01-08 000002 25.05 25.20 24.63 25.00 214382.0 5.336044e+08\\n\",\n \"2019-01-09 000002 25.40 25.88 25.11 25.33 340140.0 8.670814e+08\\n\",\n \"2019-01-10 000002 25.22 25.56 25.03 25.11 224649.0 5.689526e+08\\n\",\n \"2019-01-11 000002 25.10 25.54 25.01 25.30 240694.0 6.069947e+08\\n\",\n \"2019-01-14 000002 25.13 25.30 24.92 25.02 183281.0 4.591518e+08\\n\",\n \"2019-01-15 000002 25.00 25.16 24.32 25.16 368758.0 9.149835e+08\\n\",\n \"2019-01-16 000002 25.15 25.50 24.83 25.42 267466.0 6.766856e+08\\n\",\n \"2019-01-17 000002 25.50 25.50 24.94 24.97 245895.0 6.188767e+08\\n\",\n \"2019-01-18 000002 25.00 25.76 24.99 25.76 365723.0 9.334642e+08\\n\",\n \"2019-01-21 000002 25.71 25.95 25.40 25.65 255499.0 6.558207e+08\\n\",\n \"2019-01-22 000002 25.50 26.17 25.23 25.40 379336.0 9.748227e+08\\n\",\n \"2019-01-23 000002 25.35 25.49 25.20 25.31 146847.0 3.718901e+08\\n\",\n \"000002\\n\",\n \"---------------under is 账户情况和持仓情况 -------------------\\n\",\n \"{'code': '000002', 'instrument_id': '000002', 'user_id': 'x', 'portfolio_cookie': 'default', 'username': 'quantaxis', 'position_id': '5aa694d0-3861-43a8-9efc-84f380138bea', 'account_cookie': 'x', 'frozen': {}, 'name': None, 'spms_id': None, 'oms_id': None, 'market_type': 'stock_cn', 'exchange_id': None, 'moneypreset': 100000, 'moneypresetLeft': 100000, 'lastupdatetime': '', 'volume_long_today': 9000, 'volume_long_his': 0, 'volume_long': 9000, 'volume_short_today': 0, 'volume_short_his': 0, 'volume_short': 0, 'volume_long_frozen_today': 0, 'volume_long_frozen_his': 0, 'volume_long_frozen': 0, 'volume_short_frozen_today': 0, 'volume_short_frozen_his': 0, 'volume_short_frozen': 0, 'margin_long': 225750.0, 'margin_short': 0, 'margin': 225750.0, 'position_price_long': 25.083333333333332, 'position_cost_long': 225750.0, 'position_price_short': 0, 'position_cost_short': 0, 'open_price_long': 25.083333333333332, 'open_cost_long': 225750.0, 'open_price_short': 0, 'open_cost_short': 0, 'trades': [], 'orders': {}, 'last_price': 25.31, 'float_profit_long': 2040.0, 'float_profit_short': 0.0, 'float_profit': 2040.0, 'position_profit_long': 2040.0, 'position_profit_short': 0.0, 'position_profit': 2040.0}\\n\",\n \" datetime code price amount cash \\\\\\n\",\n \"0 2019-01-02 00:00:00 000001 9.19 1000 9.908050e+05 \\n\",\n \"1 2019-01-02 00:00:00 000002 23.90 1000 9.668990e+05 \\n\",\n \"2 2019-01-03 00:00:00 000001 9.28 1000 9.576140e+05 \\n\",\n \"3 2019-01-03 00:00:00 000002 24.07 -1000 9.816539e+05 \\n\",\n \"4 2019-01-04 00:00:00 000001 9.75 -2000 1.001129e+06 \\n\",\n \"5 2019-01-04 00:00:00 000002 24.93 1000 9.761932e+05 \\n\",\n \"6 2019-01-07 00:00:00 000001 9.74 1000 9.664482e+05 \\n\",\n \"7 2019-01-07 00:00:00 000002 25.05 -2000 1.016486e+06 \\n\",\n \"8 2019-01-08 00:00:00 000001 9.66 -3000 1.045429e+06 \\n\",\n \"9 2019-01-08 00:00:00 000002 25.00 -2000 1.095367e+06 \\n\",\n \"10 2019-01-09 00:00:00 000001 9.94 1000 1.085422e+06 \\n\",\n \"11 2019-01-09 00:00:00 000002 25.33 1000 1.060086e+06 \\n\",\n \"12 2019-01-10 00:00:00 000001 10.10 1000 1.049981e+06 \\n\",\n \"13 2019-01-10 00:00:00 000002 25.11 1000 1.024864e+06 \\n\",\n \"14 2019-01-11 00:00:00 000001 10.20 1000 1.014659e+06 \\n\",\n \"15 2019-01-11 00:00:00 000002 25.30 -4000 1.115733e+06 \\n\",\n \"16 2019-01-14 00:00:00 000001 10.11 -6000 1.176317e+06 \\n\",\n \"17 2019-01-14 00:00:00 000002 25.02 1000 1.151291e+06 \\n\",\n \"18 2019-01-15 00:00:00 000001 10.24 1000 1.141046e+06 \\n\",\n \"19 2019-01-15 00:00:00 000002 25.16 -5000 1.266688e+06 \\n\",\n \"20 2019-01-16 00:00:00 000001 10.48 -7000 1.339957e+06 \\n\",\n \"21 2019-01-16 00:00:00 000002 25.42 1000 1.314530e+06 \\n\",\n \"22 2019-01-17 00:00:00 000001 10.25 -7000 1.386191e+06 \\n\",\n \"23 2019-01-17 00:00:00 000002 24.97 1000 1.361214e+06 \\n\",\n \"24 2019-01-18 00:00:00 000001 10.43 1000 1.350779e+06 \\n\",\n \"25 2019-01-18 00:00:00 000002 25.76 1000 1.325013e+06 \\n\",\n \"26 2019-01-21 00:00:00 000001 10.34 -8000 1.407630e+06 \\n\",\n \"27 2019-01-21 00:00:00 000002 25.65 -8000 1.612573e+06 \\n\",\n \"28 2019-01-22 00:00:00 000001 10.28 -8000 1.694710e+06 \\n\",\n \"29 2019-01-22 00:00:00 000002 25.40 -8000 1.897656e+06 \\n\",\n \"30 2019-01-23 00:00:00 000001 10.35 -8000 1.980353e+06 \\n\",\n \"31 2019-01-23 00:00:00 000002 25.31 1000 1.955036e+06 \\n\",\n \"\\n\",\n \" order_id realorder_id trade_id account_cookie \\\\\\n\",\n \"0 e23f9e01-e8d2-4a05-93ef-9163ce7a83ee None None x \\n\",\n \"1 1f430faa-86d1-440b-abf7-a7feddc17954 None None x \\n\",\n \"2 0230d608-91cc-422e-8deb-218f4faef3d7 None None x \\n\",\n \"3 427f1eed-b3bd-4078-94e3-156bf3ae21a6 None None x \\n\",\n \"4 48fd88b8-e3c0-4df5-94ef-62b936345bd9 None None x \\n\",\n \"5 d9aff179-9bc3-4268-b2d5-37eee8de309f None None x \\n\",\n \"6 41f23955-b920-4f04-bcb7-ca1cd960aa45 None None x \\n\",\n \"7 cb2fdd74-7326-41d9-812f-9d88da447741 None None x \\n\",\n \"8 8ef82ee7-87b8-4f7d-8a01-374f52b60cbb None None x \\n\",\n \"9 1f63fa52-f56b-4814-8eb3-5e4de849f3cb None None x \\n\",\n \"10 13e77d45-9e2c-4ef3-89f5-7fa63cc3b808 None None x \\n\",\n \"11 7e714c35-83a4-4cb4-8ab5-d4fb2b31ccb7 None None x \\n\",\n \"12 380f932e-7871-4c72-94d3-5077861c9f53 None None x \\n\",\n \"13 3966e418-9017-4565-b24f-ed9455ef5593 None None x \\n\",\n \"14 99048106-f032-45a2-92c6-5a076f899a8a None None x 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None x \\n\",\n \"31 d41375b6-70c1-4b71-9eab-0ae5f1763fd2 None None x \\n\",\n \"\\n\",\n \" commission tax message frozen direction total_frozen \\n\",\n \"0 5.0000 0.00 None 0 1 0 \\n\",\n \"1 5.9750 0.00 None 0 1 0 \\n\",\n \"2 5.0000 0.00 None 0 1 0 \\n\",\n \"3 6.0175 24.07 None 0 -1 0 \\n\",\n \"4 5.0000 19.50 None 0 -1 0 \\n\",\n \"5 6.2325 0.00 None 0 1 0 \\n\",\n \"6 5.0000 0.00 None 0 1 0 \\n\",\n \"7 12.5250 50.10 None 0 -1 0 \\n\",\n \"8 7.2450 28.98 None 0 -1 0 \\n\",\n \"9 12.5000 50.00 None 0 -1 0 \\n\",\n \"10 5.0000 0.00 None 0 1 0 \\n\",\n \"11 6.3325 0.00 None 0 1 0 \\n\",\n \"12 5.0000 0.00 None 0 1 0 \\n\",\n \"13 6.2775 0.00 None 0 1 0 \\n\",\n \"14 5.0000 0.00 None 0 1 0 \\n\",\n \"15 25.3000 101.20 None 0 -1 0 \\n\",\n \"16 15.1650 60.66 None 0 -1 0 \\n\",\n \"17 6.2550 0.00 None 0 1 0 \\n\",\n \"18 5.0000 0.00 None 0 1 0 \\n\",\n \"19 31.4500 125.80 None 0 -1 0 \\n\",\n \"20 18.3400 73.36 None 0 -1 0 \\n\",\n \"21 6.3550 0.00 None 0 1 0 \\n\",\n \"22 17.9375 71.75 None 0 -1 0 \\n\",\n \"23 6.2425 0.00 None 0 1 0 \\n\",\n \"24 5.0000 0.00 None 0 1 0 \\n\",\n \"25 6.4400 0.00 None 0 1 0 \\n\",\n \"26 20.6800 82.72 None 0 -1 0 \\n\",\n \"27 51.3000 205.20 None 0 -1 0 \\n\",\n \"28 20.5600 82.24 None 0 -1 0 \\n\",\n \"29 50.8000 203.20 None 0 -1 0 \\n\",\n \"30 20.7000 82.80 None 0 -1 0 \\n\",\n \"31 6.3275 0.00 None 0 1 0 \\n\"\n ]\n },\n {\n \"name\": \"stdin\",\n \"output_type\": \"stream\",\n \"text\": [\n \" \\n\"\n ]\n },\n {\n \"name\": \"stdout\",\n \"output_type\": \"stream\",\n \"text\": [\n \"backtest: Settle!\\n\",\n \"open 1.040000e+01\\n\",\n \"high 1.055000e+01\\n\",\n \"low 1.037000e+01\\n\",\n \"close 1.052000e+01\\n\",\n \"volume 6.792400e+05\\n\",\n \"amount 7.114957e+08\\n\",\n \"Name: (2019-01-24 00:00:00, 000001), dtype: float64\\n\",\n \"---------------under is 当前全市场的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-24 000001 10.4 10.55 10.37 10.52 679240.0 711495744.0\\n\",\n \"---------------under is 当前品种的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-02 000001 9.39 9.42 9.16 9.19 539386.0 4.986951e+08\\n\",\n \"2019-01-03 000001 9.18 9.33 9.15 9.28 415537.0 3.844577e+08\\n\",\n \"2019-01-04 000001 9.24 9.82 9.22 9.75 1481159.0 1.422150e+09\\n\",\n \"2019-01-07 000001 9.84 9.85 9.63 9.74 865687.0 8.411664e+08\\n\",\n \"2019-01-08 000001 9.73 9.74 9.62 9.66 402388.0 3.892478e+08\\n\",\n \"2019-01-09 000001 9.74 10.08 9.70 9.94 1233486.0 1.229465e+09\\n\",\n \"2019-01-10 000001 9.87 10.20 9.86 10.10 1071817.0 1.079711e+09\\n\",\n \"2019-01-11 000001 10.11 10.22 10.05 10.20 696364.0 7.080018e+08\\n\",\n \"2019-01-14 000001 10.22 10.25 10.07 10.11 500443.0 5.078629e+08\\n\",\n \"2019-01-15 000001 10.11 10.28 10.09 10.24 542160.0 5.530273e+08\\n\",\n \"2019-01-16 000001 10.24 10.50 10.23 10.48 977699.0 1.017495e+09\\n\",\n \"2019-01-17 000001 10.54 10.57 10.17 10.25 882811.0 9.102121e+08\\n\",\n \"2019-01-18 000001 10.34 10.49 10.28 10.43 738793.0 7.699736e+08\\n\",\n \"2019-01-21 000001 10.34 10.47 10.32 10.34 659355.0 6.844657e+08\\n\",\n \"2019-01-22 000001 10.34 10.44 10.26 10.28 424413.0 4.389915e+08\\n\",\n \"2019-01-23 000001 10.29 10.47 10.29 10.35 537876.0 5.593844e+08\\n\",\n \"2019-01-24 000001 10.40 10.55 10.37 10.52 679240.0 7.114957e+08\\n\",\n \"000001\\n\",\n \"---------------under is 账户情况和持仓情况 -------------------\\n\",\n \"{'code': '000001', 'instrument_id': '000001', 'user_id': 'x', 'portfolio_cookie': 'default', 'username': 'quantaxis', 'position_id': 'd2b24d5c-fb1e-4a2e-97eb-f19b04f544ec', 'account_cookie': 'x', 'frozen': {}, 'name': None, 'spms_id': None, 'oms_id': None, 'market_type': 'stock_cn', 'exchange_id': None, 'moneypreset': 100000, 'moneypresetLeft': 100000, 'lastupdatetime': '', 'volume_long_today': 8000, 'volume_long_his': 0, 'volume_long': 8000, 'volume_short_today': 0, 'volume_short_his': 0, 'volume_short': 0, 'volume_long_frozen_today': 0, 'volume_long_frozen_his': 0, 'volume_long_frozen': 0, 'volume_short_frozen_today': 0, 'volume_short_frozen_his': 0, 'volume_short_frozen': 0, 'margin_long': 79120.0, 'margin_short': 0, 'margin': 79120.0, 'position_price_long': 9.89, 'position_cost_long': 79120.0, 'position_price_short': 0, 'position_cost_short': 0, 'open_price_long': 9.89, 'open_cost_long': 79120.0, 'open_price_short': 0, 'open_cost_short': 0, 'trades': [], 'orders': {}, 'last_price': 10.52, 'float_profit_long': 5040.0, 'float_profit_short': 0.0, 'float_profit': 5040.0, 'position_profit_long': 5040.0, 'position_profit_short': 0.0, 'position_profit': 5040.0}\\n\",\n \" datetime code price amount cash \\\\\\n\",\n \"0 2019-01-02 00:00:00 000001 9.19 1000 9.908050e+05 \\n\",\n \"1 2019-01-02 00:00:00 000002 23.90 1000 9.668990e+05 \\n\",\n \"2 2019-01-03 00:00:00 000001 9.28 1000 9.576140e+05 \\n\",\n \"3 2019-01-03 00:00:00 000002 24.07 -1000 9.816539e+05 \\n\",\n \"4 2019-01-04 00:00:00 000001 9.75 -2000 1.001129e+06 \\n\",\n \"5 2019-01-04 00:00:00 000002 24.93 1000 9.761932e+05 \\n\",\n \"6 2019-01-07 00:00:00 000001 9.74 1000 9.664482e+05 \\n\",\n \"7 2019-01-07 00:00:00 000002 25.05 -2000 1.016486e+06 \\n\",\n \"8 2019-01-08 00:00:00 000001 9.66 -3000 1.045429e+06 \\n\",\n \"9 2019-01-08 00:00:00 000002 25.00 -2000 1.095367e+06 \\n\",\n \"10 2019-01-09 00:00:00 000001 9.94 1000 1.085422e+06 \\n\",\n \"11 2019-01-09 00:00:00 000002 25.33 1000 1.060086e+06 \\n\",\n \"12 2019-01-10 00:00:00 000001 10.10 1000 1.049981e+06 \\n\",\n \"13 2019-01-10 00:00:00 000002 25.11 1000 1.024864e+06 \\n\",\n \"14 2019-01-11 00:00:00 000001 10.20 1000 1.014659e+06 \\n\",\n \"15 2019-01-11 00:00:00 000002 25.30 -4000 1.115733e+06 \\n\",\n \"16 2019-01-14 00:00:00 000001 10.11 -6000 1.176317e+06 \\n\",\n \"17 2019-01-14 00:00:00 000002 25.02 1000 1.151291e+06 \\n\",\n \"18 2019-01-15 00:00:00 000001 10.24 1000 1.141046e+06 \\n\",\n \"19 2019-01-15 00:00:00 000002 25.16 -5000 1.266688e+06 \\n\",\n \"20 2019-01-16 00:00:00 000001 10.48 -7000 1.339957e+06 \\n\",\n \"21 2019-01-16 00:00:00 000002 25.42 1000 1.314530e+06 \\n\",\n \"22 2019-01-17 00:00:00 000001 10.25 -7000 1.386191e+06 \\n\",\n \"23 2019-01-17 00:00:00 000002 24.97 1000 1.361214e+06 \\n\",\n \"24 2019-01-18 00:00:00 000001 10.43 1000 1.350779e+06 \\n\",\n \"25 2019-01-18 00:00:00 000002 25.76 1000 1.325013e+06 \\n\",\n \"26 2019-01-21 00:00:00 000001 10.34 -8000 1.407630e+06 \\n\",\n \"27 2019-01-21 00:00:00 000002 25.65 -8000 1.612573e+06 \\n\",\n \"28 2019-01-22 00:00:00 000001 10.28 -8000 1.694710e+06 \\n\",\n \"29 2019-01-22 00:00:00 000002 25.40 -8000 1.897656e+06 \\n\",\n \"30 2019-01-23 00:00:00 000001 10.35 -8000 1.980353e+06 \\n\",\n \"31 2019-01-23 00:00:00 000002 25.31 1000 1.955036e+06 \\n\",\n \"32 2019-01-24 00:00:00 000001 10.52 -8000 2.039091e+06 \\n\",\n \"\\n\",\n \" order_id realorder_id trade_id account_cookie \\\\\\n\",\n \"0 e23f9e01-e8d2-4a05-93ef-9163ce7a83ee None None x \\n\",\n \"1 1f430faa-86d1-440b-abf7-a7feddc17954 None None x \\n\",\n \"2 0230d608-91cc-422e-8deb-218f4faef3d7 None None x \\n\",\n \"3 427f1eed-b3bd-4078-94e3-156bf3ae21a6 None None x \\n\",\n \"4 48fd88b8-e3c0-4df5-94ef-62b936345bd9 None None x \\n\",\n \"5 d9aff179-9bc3-4268-b2d5-37eee8de309f None None x \\n\",\n \"6 41f23955-b920-4f04-bcb7-ca1cd960aa45 None None x \\n\",\n \"7 cb2fdd74-7326-41d9-812f-9d88da447741 None None x \\n\",\n \"8 8ef82ee7-87b8-4f7d-8a01-374f52b60cbb None None x \\n\",\n \"9 1f63fa52-f56b-4814-8eb3-5e4de849f3cb None None x \\n\",\n \"10 13e77d45-9e2c-4ef3-89f5-7fa63cc3b808 None None x \\n\",\n \"11 7e714c35-83a4-4cb4-8ab5-d4fb2b31ccb7 None None x \\n\",\n \"12 380f932e-7871-4c72-94d3-5077861c9f53 None None x \\n\",\n \"13 3966e418-9017-4565-b24f-ed9455ef5593 None None x \\n\",\n \"14 99048106-f032-45a2-92c6-5a076f899a8a None None x \\n\",\n \"15 3529f52a-3c09-46fc-944d-b3c619af7cd7 None None x \\n\",\n \"16 650c29d4-459c-412a-8000-c881af3c662a None None x \\n\",\n \"17 9d0b7e50-53ac-42df-9175-c3f303387629 None None x \\n\",\n \"18 80ac049d-602e-44ff-a799-3be84acdfe55 None None x \\n\",\n \"19 e354ff47-4298-4d5a-a22e-794e327dee61 None None x \\n\",\n \"20 4977e6e3-e6ee-4d8c-8c43-9b1f027e07b1 None None x \\n\",\n \"21 16d8792c-b2f0-400d-b2a6-aa5c2e473728 None None x \\n\",\n \"22 eff96ddf-6dbb-4af3-a7bd-1f170e632dbc None None x \\n\",\n \"23 7b21c653-d1d1-44d8-9772-790585915ae4 None None x \\n\",\n \"24 dfe8fbac-ff27-4746-a53a-f6220f3c63a6 None None x \\n\",\n \"25 98e05d3a-cdf5-4cac-bd41-fa747e29a2a4 None None x \\n\",\n \"26 23cd8f74-342a-4796-aeeb-07441bed75e1 None None x \\n\",\n \"27 3f7dad60-3de4-4ca9-ba5e-af87d33594e6 None None x \\n\",\n \"28 f2b9cae9-b1d9-4a00-ba62-ce81baec3d72 None None x \\n\",\n \"29 de5fce65-5a39-42c6-8d6e-914060c5f971 None None x \\n\",\n \"30 3d763d03-c042-4312-a7e3-ffae8fb877b4 None None x \\n\",\n \"31 d41375b6-70c1-4b71-9eab-0ae5f1763fd2 None None x \\n\",\n \"32 3fc5cbfd-354e-4f68-9248-a0853a763435 None None x \\n\",\n \"\\n\",\n \" commission tax message frozen direction total_frozen \\n\",\n \"0 5.0000 0.00 None 0 1 0 \\n\",\n \"1 5.9750 0.00 None 0 1 0 \\n\",\n \"2 5.0000 0.00 None 0 1 0 \\n\",\n \"3 6.0175 24.07 None 0 -1 0 \\n\",\n \"4 5.0000 19.50 None 0 -1 0 \\n\",\n \"5 6.2325 0.00 None 0 1 0 \\n\",\n \"6 5.0000 0.00 None 0 1 0 \\n\",\n \"7 12.5250 50.10 None 0 -1 0 \\n\",\n \"8 7.2450 28.98 None 0 -1 0 \\n\",\n \"9 12.5000 50.00 None 0 -1 0 \\n\",\n \"10 5.0000 0.00 None 0 1 0 \\n\",\n \"11 6.3325 0.00 None 0 1 0 \\n\",\n \"12 5.0000 0.00 None 0 1 0 \\n\",\n \"13 6.2775 0.00 None 0 1 0 \\n\",\n \"14 5.0000 0.00 None 0 1 0 \\n\",\n \"15 25.3000 101.20 None 0 -1 0 \\n\",\n \"16 15.1650 60.66 None 0 -1 0 \\n\",\n \"17 6.2550 0.00 None 0 1 0 \\n\",\n \"18 5.0000 0.00 None 0 1 0 \\n\",\n \"19 31.4500 125.80 None 0 -1 0 \\n\",\n \"20 18.3400 73.36 None 0 -1 0 \\n\",\n \"21 6.3550 0.00 None 0 1 0 \\n\",\n \"22 17.9375 71.75 None 0 -1 0 \\n\",\n \"23 6.2425 0.00 None 0 1 0 \\n\",\n \"24 5.0000 0.00 None 0 1 0 \\n\",\n \"25 6.4400 0.00 None 0 1 0 \\n\",\n \"26 20.6800 82.72 None 0 -1 0 \\n\",\n \"27 51.3000 205.20 None 0 -1 0 \\n\",\n \"28 20.5600 82.24 None 0 -1 0 \\n\",\n \"29 50.8000 203.20 None 0 -1 0 \\n\",\n \"30 20.7000 82.80 None 0 -1 0 \\n\",\n \"31 6.3275 0.00 None 0 1 0 \\n\",\n \"32 21.0400 84.16 None 0 -1 0 \\n\"\n ]\n },\n {\n \"name\": \"stdin\",\n \"output_type\": \"stream\",\n \"text\": [\n \" \\n\"\n ]\n },\n {\n \"name\": \"stdout\",\n \"output_type\": \"stream\",\n \"text\": [\n \"open 2.542000e+01\\n\",\n \"high 2.554000e+01\\n\",\n \"low 2.493000e+01\\n\",\n \"close 2.541000e+01\\n\",\n \"volume 2.349310e+05\\n\",\n \"amount 5.928229e+08\\n\",\n \"Name: (2019-01-24 00:00:00, 000002), dtype: float64\\n\",\n \"---------------under is 当前全市场的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-24 000001 10.40 10.55 10.37 10.52 679240.0 711495744.0\\n\",\n \" 000002 25.42 25.54 24.93 25.41 234931.0 592822912.0\\n\",\n \"---------------under is 当前品种的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-02 000002 23.83 24.09 23.67 23.90 247010.0 5.893846e+08\\n\",\n \"2019-01-03 000002 23.79 24.50 23.71 24.07 222353.0 5.363333e+08\\n\",\n \"2019-01-04 000002 23.91 25.00 23.85 24.93 377727.0 9.270117e+08\\n\",\n \"2019-01-07 000002 25.29 25.53 24.99 25.05 427154.0 1.077909e+09\\n\",\n \"2019-01-08 000002 25.05 25.20 24.63 25.00 214382.0 5.336044e+08\\n\",\n \"2019-01-09 000002 25.40 25.88 25.11 25.33 340140.0 8.670814e+08\\n\",\n \"2019-01-10 000002 25.22 25.56 25.03 25.11 224649.0 5.689526e+08\\n\",\n \"2019-01-11 000002 25.10 25.54 25.01 25.30 240694.0 6.069947e+08\\n\",\n \"2019-01-14 000002 25.13 25.30 24.92 25.02 183281.0 4.591518e+08\\n\",\n \"2019-01-15 000002 25.00 25.16 24.32 25.16 368758.0 9.149835e+08\\n\",\n \"2019-01-16 000002 25.15 25.50 24.83 25.42 267466.0 6.766856e+08\\n\",\n \"2019-01-17 000002 25.50 25.50 24.94 24.97 245895.0 6.188767e+08\\n\",\n \"2019-01-18 000002 25.00 25.76 24.99 25.76 365723.0 9.334642e+08\\n\",\n \"2019-01-21 000002 25.71 25.95 25.40 25.65 255499.0 6.558207e+08\\n\",\n \"2019-01-22 000002 25.50 26.17 25.23 25.40 379336.0 9.748227e+08\\n\",\n \"2019-01-23 000002 25.35 25.49 25.20 25.31 146847.0 3.718901e+08\\n\",\n \"2019-01-24 000002 25.42 25.54 24.93 25.41 234931.0 5.928229e+08\\n\",\n \"000002\\n\",\n \"---------------under is 账户情况和持仓情况 -------------------\\n\",\n \"{'code': '000002', 'instrument_id': '000002', 'user_id': 'x', 'portfolio_cookie': 'default', 'username': 'quantaxis', 'position_id': '5aa694d0-3861-43a8-9efc-84f380138bea', 'account_cookie': 'x', 'frozen': {}, 'name': None, 'spms_id': None, 'oms_id': None, 'market_type': 'stock_cn', 'exchange_id': None, 'moneypreset': 100000, 'moneypresetLeft': 100000, 'lastupdatetime': '', 'volume_long_today': 9000, 'volume_long_his': 0, 'volume_long': 9000, 'volume_short_today': 0, 'volume_short_his': 0, 'volume_short': 0, 'volume_long_frozen_today': 0, 'volume_long_frozen_his': 0, 'volume_long_frozen': 0, 'volume_short_frozen_today': 0, 'volume_short_frozen_his': 0, 'volume_short_frozen': 0, 'margin_long': 225750.0, 'margin_short': 0, 'margin': 225750.0, 'position_price_long': 25.083333333333332, 'position_cost_long': 225750.0, 'position_price_short': 0, 'position_cost_short': 0, 'open_price_long': 25.083333333333332, 'open_cost_long': 225750.0, 'open_price_short': 0, 'open_cost_short': 0, 'trades': [], 'orders': {}, 'last_price': 25.41, 'float_profit_long': 2940.0, 'float_profit_short': 0.0, 'float_profit': 2940.0, 'position_profit_long': 2940.0, 'position_profit_short': 0.0, 'position_profit': 2940.0}\\n\",\n \" datetime code price amount cash \\\\\\n\",\n \"0 2019-01-02 00:00:00 000001 9.19 1000 9.908050e+05 \\n\",\n \"1 2019-01-02 00:00:00 000002 23.90 1000 9.668990e+05 \\n\",\n \"2 2019-01-03 00:00:00 000001 9.28 1000 9.576140e+05 \\n\",\n \"3 2019-01-03 00:00:00 000002 24.07 -1000 9.816539e+05 \\n\",\n \"4 2019-01-04 00:00:00 000001 9.75 -2000 1.001129e+06 \\n\",\n \"5 2019-01-04 00:00:00 000002 24.93 1000 9.761932e+05 \\n\",\n \"6 2019-01-07 00:00:00 000001 9.74 1000 9.664482e+05 \\n\",\n \"7 2019-01-07 00:00:00 000002 25.05 -2000 1.016486e+06 \\n\",\n \"8 2019-01-08 00:00:00 000001 9.66 -3000 1.045429e+06 \\n\",\n \"9 2019-01-08 00:00:00 000002 25.00 -2000 1.095367e+06 \\n\",\n \"10 2019-01-09 00:00:00 000001 9.94 1000 1.085422e+06 \\n\",\n \"11 2019-01-09 00:00:00 000002 25.33 1000 1.060086e+06 \\n\",\n \"12 2019-01-10 00:00:00 000001 10.10 1000 1.049981e+06 \\n\",\n \"13 2019-01-10 00:00:00 000002 25.11 1000 1.024864e+06 \\n\",\n \"14 2019-01-11 00:00:00 000001 10.20 1000 1.014659e+06 \\n\",\n \"15 2019-01-11 00:00:00 000002 25.30 -4000 1.115733e+06 \\n\",\n \"16 2019-01-14 00:00:00 000001 10.11 -6000 1.176317e+06 \\n\",\n \"17 2019-01-14 00:00:00 000002 25.02 1000 1.151291e+06 \\n\",\n \"18 2019-01-15 00:00:00 000001 10.24 1000 1.141046e+06 \\n\",\n \"19 2019-01-15 00:00:00 000002 25.16 -5000 1.266688e+06 \\n\",\n \"20 2019-01-16 00:00:00 000001 10.48 -7000 1.339957e+06 \\n\",\n \"21 2019-01-16 00:00:00 000002 25.42 1000 1.314530e+06 \\n\",\n \"22 2019-01-17 00:00:00 000001 10.25 -7000 1.386191e+06 \\n\",\n \"23 2019-01-17 00:00:00 000002 24.97 1000 1.361214e+06 \\n\",\n \"24 2019-01-18 00:00:00 000001 10.43 1000 1.350779e+06 \\n\",\n \"25 2019-01-18 00:00:00 000002 25.76 1000 1.325013e+06 \\n\",\n \"26 2019-01-21 00:00:00 000001 10.34 -8000 1.407630e+06 \\n\",\n \"27 2019-01-21 00:00:00 000002 25.65 -8000 1.612573e+06 \\n\",\n \"28 2019-01-22 00:00:00 000001 10.28 -8000 1.694710e+06 \\n\",\n \"29 2019-01-22 00:00:00 000002 25.40 -8000 1.897656e+06 \\n\",\n \"30 2019-01-23 00:00:00 000001 10.35 -8000 1.980353e+06 \\n\",\n \"31 2019-01-23 00:00:00 000002 25.31 1000 1.955036e+06 \\n\",\n \"32 2019-01-24 00:00:00 000001 10.52 -8000 2.039091e+06 \\n\",\n \"33 2019-01-24 00:00:00 000002 25.41 -9000 2.267495e+06 \\n\",\n \"\\n\",\n \" order_id 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\\n\",\n \"31 d41375b6-70c1-4b71-9eab-0ae5f1763fd2 None None x \\n\",\n \"32 3fc5cbfd-354e-4f68-9248-a0853a763435 None None x \\n\",\n \"33 2b065a3c-e510-4f64-ab30-c94a93a0dc51 None None x \\n\",\n \"\\n\",\n \" commission tax message frozen direction total_frozen \\n\",\n \"0 5.0000 0.00 None 0 1 0 \\n\",\n \"1 5.9750 0.00 None 0 1 0 \\n\",\n \"2 5.0000 0.00 None 0 1 0 \\n\",\n \"3 6.0175 24.07 None 0 -1 0 \\n\",\n \"4 5.0000 19.50 None 0 -1 0 \\n\",\n \"5 6.2325 0.00 None 0 1 0 \\n\",\n \"6 5.0000 0.00 None 0 1 0 \\n\",\n \"7 12.5250 50.10 None 0 -1 0 \\n\",\n \"8 7.2450 28.98 None 0 -1 0 \\n\",\n \"9 12.5000 50.00 None 0 -1 0 \\n\",\n \"10 5.0000 0.00 None 0 1 0 \\n\",\n \"11 6.3325 0.00 None 0 1 0 \\n\",\n \"12 5.0000 0.00 None 0 1 0 \\n\",\n \"13 6.2775 0.00 None 0 1 0 \\n\",\n \"14 5.0000 0.00 None 0 1 0 \\n\",\n \"15 25.3000 101.20 None 0 -1 0 \\n\",\n \"16 15.1650 60.66 None 0 -1 0 \\n\",\n \"17 6.2550 0.00 None 0 1 0 \\n\",\n \"18 5.0000 0.00 None 0 1 0 \\n\",\n \"19 31.4500 125.80 None 0 -1 0 \\n\",\n \"20 18.3400 73.36 None 0 -1 0 \\n\",\n \"21 6.3550 0.00 None 0 1 0 \\n\",\n \"22 17.9375 71.75 None 0 -1 0 \\n\",\n \"23 6.2425 0.00 None 0 1 0 \\n\",\n \"24 5.0000 0.00 None 0 1 0 \\n\",\n \"25 6.4400 0.00 None 0 1 0 \\n\",\n \"26 20.6800 82.72 None 0 -1 0 \\n\",\n \"27 51.3000 205.20 None 0 -1 0 \\n\",\n \"28 20.5600 82.24 None 0 -1 0 \\n\",\n \"29 50.8000 203.20 None 0 -1 0 \\n\",\n \"30 20.7000 82.80 None 0 -1 0 \\n\",\n \"31 6.3275 0.00 None 0 1 0 \\n\",\n \"32 21.0400 84.16 None 0 -1 0 \\n\",\n \"33 57.1725 228.69 None 0 -1 0 \\n\"\n ]\n },\n {\n \"name\": \"stdin\",\n \"output_type\": \"stream\",\n \"text\": [\n \" \\n\"\n ]\n },\n {\n \"name\": \"stdout\",\n \"output_type\": \"stream\",\n \"text\": [\n \"backtest: Settle!\\n\",\n \"open 1.056000e+01\\n\",\n \"high 1.104000e+01\\n\",\n \"low 1.055000e+01\\n\",\n \"close 1.100000e+01\\n\",\n \"volume 2.108362e+06\\n\",\n \"amount 2.299718e+09\\n\",\n \"Name: (2019-01-25 00:00:00, 000001), dtype: float64\\n\",\n \"---------------under is 当前全市场的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-25 000001 10.56 11.04 10.55 11.0 2108362.0 2.299718e+09\\n\",\n \"---------------under is 当前品种的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-02 000001 9.39 9.42 9.16 9.19 539386.0 4.986951e+08\\n\",\n \"2019-01-03 000001 9.18 9.33 9.15 9.28 415537.0 3.844577e+08\\n\",\n \"2019-01-04 000001 9.24 9.82 9.22 9.75 1481159.0 1.422150e+09\\n\",\n \"2019-01-07 000001 9.84 9.85 9.63 9.74 865687.0 8.411664e+08\\n\",\n \"2019-01-08 000001 9.73 9.74 9.62 9.66 402388.0 3.892478e+08\\n\",\n \"2019-01-09 000001 9.74 10.08 9.70 9.94 1233486.0 1.229465e+09\\n\",\n \"2019-01-10 000001 9.87 10.20 9.86 10.10 1071817.0 1.079711e+09\\n\",\n \"2019-01-11 000001 10.11 10.22 10.05 10.20 696364.0 7.080018e+08\\n\",\n \"2019-01-14 000001 10.22 10.25 10.07 10.11 500443.0 5.078629e+08\\n\",\n \"2019-01-15 000001 10.11 10.28 10.09 10.24 542160.0 5.530273e+08\\n\",\n \"2019-01-16 000001 10.24 10.50 10.23 10.48 977699.0 1.017495e+09\\n\",\n \"2019-01-17 000001 10.54 10.57 10.17 10.25 882811.0 9.102121e+08\\n\",\n \"2019-01-18 000001 10.34 10.49 10.28 10.43 738793.0 7.699736e+08\\n\",\n \"2019-01-21 000001 10.34 10.47 10.32 10.34 659355.0 6.844657e+08\\n\",\n \"2019-01-22 000001 10.34 10.44 10.26 10.28 424413.0 4.389915e+08\\n\",\n \"2019-01-23 000001 10.29 10.47 10.29 10.35 537876.0 5.593844e+08\\n\",\n \"2019-01-24 000001 10.40 10.55 10.37 10.52 679240.0 7.114957e+08\\n\",\n \"2019-01-25 000001 10.56 11.04 10.55 11.00 2108362.0 2.299718e+09\\n\",\n \"000001\\n\",\n \"---------------under is 账户情况和持仓情况 -------------------\\n\",\n \"{'code': '000001', 'instrument_id': '000001', 'user_id': 'x', 'portfolio_cookie': 'default', 'username': 'quantaxis', 'position_id': 'd2b24d5c-fb1e-4a2e-97eb-f19b04f544ec', 'account_cookie': 'x', 'frozen': {}, 'name': None, 'spms_id': None, 'oms_id': None, 'market_type': 'stock_cn', 'exchange_id': None, 'moneypreset': 100000, 'moneypresetLeft': 100000, 'lastupdatetime': '', 'volume_long_today': 9000, 'volume_long_his': 0, 'volume_long': 9000, 'volume_short_today': 0, 'volume_short_his': 0, 'volume_short': 0, 'volume_long_frozen_today': 0, 'volume_long_frozen_his': 0, 'volume_long_frozen': 0, 'volume_short_frozen_today': 0, 'volume_short_frozen_his': 0, 'volume_short_frozen': 0, 'margin_long': 90120.0, 'margin_short': 0, 'margin': 90120.0, 'position_price_long': 10.013333333333334, 'position_cost_long': 90120.0, 'position_price_short': 0, 'position_cost_short': 0, 'open_price_long': 10.013333333333334, 'open_cost_long': 90120.0, 'open_price_short': 0, 'open_cost_short': 0, 'trades': [], 'orders': {}, 'last_price': 11.0, 'float_profit_long': 8880.0, 'float_profit_short': 0.0, 'float_profit': 8880.0, 'position_profit_long': 8880.0, 'position_profit_short': 0.0, 'position_profit': 8880.0}\\n\",\n \" datetime code price amount cash \\\\\\n\",\n \"0 2019-01-02 00:00:00 000001 9.19 1000 9.908050e+05 \\n\",\n \"1 2019-01-02 00:00:00 000002 23.90 1000 9.668990e+05 \\n\",\n \"2 2019-01-03 00:00:00 000001 9.28 1000 9.576140e+05 \\n\",\n \"3 2019-01-03 00:00:00 000002 24.07 -1000 9.816539e+05 \\n\",\n \"4 2019-01-04 00:00:00 000001 9.75 -2000 1.001129e+06 \\n\",\n \"5 2019-01-04 00:00:00 000002 24.93 1000 9.761932e+05 \\n\",\n \"6 2019-01-07 00:00:00 000001 9.74 1000 9.664482e+05 \\n\",\n \"7 2019-01-07 00:00:00 000002 25.05 -2000 1.016486e+06 \\n\",\n \"8 2019-01-08 00:00:00 000001 9.66 -3000 1.045429e+06 \\n\",\n \"9 2019-01-08 00:00:00 000002 25.00 -2000 1.095367e+06 \\n\",\n \"10 2019-01-09 00:00:00 000001 9.94 1000 1.085422e+06 \\n\",\n \"11 2019-01-09 00:00:00 000002 25.33 1000 1.060086e+06 \\n\",\n \"12 2019-01-10 00:00:00 000001 10.10 1000 1.049981e+06 \\n\",\n \"13 2019-01-10 00:00:00 000002 25.11 1000 1.024864e+06 \\n\",\n \"14 2019-01-11 00:00:00 000001 10.20 1000 1.014659e+06 \\n\",\n \"15 2019-01-11 00:00:00 000002 25.30 -4000 1.115733e+06 \\n\",\n \"16 2019-01-14 00:00:00 000001 10.11 -6000 1.176317e+06 \\n\",\n \"17 2019-01-14 00:00:00 000002 25.02 1000 1.151291e+06 \\n\",\n \"18 2019-01-15 00:00:00 000001 10.24 1000 1.141046e+06 \\n\",\n \"19 2019-01-15 00:00:00 000002 25.16 -5000 1.266688e+06 \\n\",\n \"20 2019-01-16 00:00:00 000001 10.48 -7000 1.339957e+06 \\n\",\n \"21 2019-01-16 00:00:00 000002 25.42 1000 1.314530e+06 \\n\",\n \"22 2019-01-17 00:00:00 000001 10.25 -7000 1.386191e+06 \\n\",\n \"23 2019-01-17 00:00:00 000002 24.97 1000 1.361214e+06 \\n\",\n \"24 2019-01-18 00:00:00 000001 10.43 1000 1.350779e+06 \\n\",\n \"25 2019-01-18 00:00:00 000002 25.76 1000 1.325013e+06 \\n\",\n \"26 2019-01-21 00:00:00 000001 10.34 -8000 1.407630e+06 \\n\",\n \"27 2019-01-21 00:00:00 000002 25.65 -8000 1.612573e+06 \\n\",\n \"28 2019-01-22 00:00:00 000001 10.28 -8000 1.694710e+06 \\n\",\n \"29 2019-01-22 00:00:00 000002 25.40 -8000 1.897656e+06 \\n\",\n \"30 2019-01-23 00:00:00 000001 10.35 -8000 1.980353e+06 \\n\",\n \"31 2019-01-23 00:00:00 000002 25.31 1000 1.955036e+06 \\n\",\n \"32 2019-01-24 00:00:00 000001 10.52 -8000 2.039091e+06 \\n\",\n \"33 2019-01-24 00:00:00 000002 25.41 -9000 2.267495e+06 \\n\",\n \"34 2019-01-25 00:00:00 000001 11.00 1000 2.256490e+06 \\n\",\n \"\\n\",\n \" order_id realorder_id trade_id account_cookie \\\\\\n\",\n \"0 e23f9e01-e8d2-4a05-93ef-9163ce7a83ee None None x \\n\",\n \"1 1f430faa-86d1-440b-abf7-a7feddc17954 None None x \\n\",\n \"2 0230d608-91cc-422e-8deb-218f4faef3d7 None None x \\n\",\n \"3 427f1eed-b3bd-4078-94e3-156bf3ae21a6 None None x \\n\",\n \"4 48fd88b8-e3c0-4df5-94ef-62b936345bd9 None None x \\n\",\n \"5 d9aff179-9bc3-4268-b2d5-37eee8de309f None None x \\n\",\n \"6 41f23955-b920-4f04-bcb7-ca1cd960aa45 None None x \\n\",\n \"7 cb2fdd74-7326-41d9-812f-9d88da447741 None None x \\n\",\n \"8 8ef82ee7-87b8-4f7d-8a01-374f52b60cbb None None x \\n\",\n \"9 1f63fa52-f56b-4814-8eb3-5e4de849f3cb None None x \\n\",\n \"10 13e77d45-9e2c-4ef3-89f5-7fa63cc3b808 None None x \\n\",\n \"11 7e714c35-83a4-4cb4-8ab5-d4fb2b31ccb7 None None x \\n\",\n \"12 380f932e-7871-4c72-94d3-5077861c9f53 None None x \\n\",\n \"13 3966e418-9017-4565-b24f-ed9455ef5593 None None x \\n\",\n \"14 99048106-f032-45a2-92c6-5a076f899a8a None None x \\n\",\n \"15 3529f52a-3c09-46fc-944d-b3c619af7cd7 None None x \\n\",\n \"16 650c29d4-459c-412a-8000-c881af3c662a None None x \\n\",\n \"17 9d0b7e50-53ac-42df-9175-c3f303387629 None None x \\n\",\n \"18 80ac049d-602e-44ff-a799-3be84acdfe55 None None x \\n\",\n \"19 e354ff47-4298-4d5a-a22e-794e327dee61 None None x \\n\",\n \"20 4977e6e3-e6ee-4d8c-8c43-9b1f027e07b1 None None x \\n\",\n \"21 16d8792c-b2f0-400d-b2a6-aa5c2e473728 None None x \\n\",\n \"22 eff96ddf-6dbb-4af3-a7bd-1f170e632dbc None None x \\n\",\n \"23 7b21c653-d1d1-44d8-9772-790585915ae4 None None x \\n\",\n \"24 dfe8fbac-ff27-4746-a53a-f6220f3c63a6 None None x \\n\",\n \"25 98e05d3a-cdf5-4cac-bd41-fa747e29a2a4 None None x \\n\",\n \"26 23cd8f74-342a-4796-aeeb-07441bed75e1 None None x \\n\",\n \"27 3f7dad60-3de4-4ca9-ba5e-af87d33594e6 None None x \\n\",\n \"28 f2b9cae9-b1d9-4a00-ba62-ce81baec3d72 None None x \\n\",\n \"29 de5fce65-5a39-42c6-8d6e-914060c5f971 None None x \\n\",\n \"30 3d763d03-c042-4312-a7e3-ffae8fb877b4 None None x \\n\",\n \"31 d41375b6-70c1-4b71-9eab-0ae5f1763fd2 None None x \\n\",\n \"32 3fc5cbfd-354e-4f68-9248-a0853a763435 None None x \\n\",\n \"33 2b065a3c-e510-4f64-ab30-c94a93a0dc51 None None x \\n\",\n \"34 3c140a72-da07-443f-9386-04440fecb9a4 None None x \\n\",\n \"\\n\",\n \" commission tax message frozen direction total_frozen \\n\",\n \"0 5.0000 0.00 None 0 1 0 \\n\",\n \"1 5.9750 0.00 None 0 1 0 \\n\",\n \"2 5.0000 0.00 None 0 1 0 \\n\",\n \"3 6.0175 24.07 None 0 -1 0 \\n\",\n \"4 5.0000 19.50 None 0 -1 0 \\n\",\n \"5 6.2325 0.00 None 0 1 0 \\n\",\n \"6 5.0000 0.00 None 0 1 0 \\n\",\n \"7 12.5250 50.10 None 0 -1 0 \\n\",\n \"8 7.2450 28.98 None 0 -1 0 \\n\",\n \"9 12.5000 50.00 None 0 -1 0 \\n\",\n \"10 5.0000 0.00 None 0 1 0 \\n\",\n \"11 6.3325 0.00 None 0 1 0 \\n\",\n \"12 5.0000 0.00 None 0 1 0 \\n\",\n \"13 6.2775 0.00 None 0 1 0 \\n\",\n \"14 5.0000 0.00 None 0 1 0 \\n\",\n \"15 25.3000 101.20 None 0 -1 0 \\n\",\n \"16 15.1650 60.66 None 0 -1 0 \\n\",\n \"17 6.2550 0.00 None 0 1 0 \\n\",\n \"18 5.0000 0.00 None 0 1 0 \\n\",\n \"19 31.4500 125.80 None 0 -1 0 \\n\",\n \"20 18.3400 73.36 None 0 -1 0 \\n\",\n \"21 6.3550 0.00 None 0 1 0 \\n\",\n \"22 17.9375 71.75 None 0 -1 0 \\n\",\n \"23 6.2425 0.00 None 0 1 0 \\n\",\n \"24 5.0000 0.00 None 0 1 0 \\n\",\n \"25 6.4400 0.00 None 0 1 0 \\n\",\n \"26 20.6800 82.72 None 0 -1 0 \\n\",\n \"27 51.3000 205.20 None 0 -1 0 \\n\",\n \"28 20.5600 82.24 None 0 -1 0 \\n\",\n \"29 50.8000 203.20 None 0 -1 0 \\n\",\n \"30 20.7000 82.80 None 0 -1 0 \\n\",\n \"31 6.3275 0.00 None 0 1 0 \\n\",\n \"32 21.0400 84.16 None 0 -1 0 \\n\",\n \"33 57.1725 228.69 None 0 -1 0 \\n\",\n \"34 5.0000 0.00 None 0 1 0 \\n\"\n ]\n },\n {\n \"name\": \"stdin\",\n \"output_type\": \"stream\",\n \"text\": [\n \" \\n\"\n ]\n },\n {\n \"name\": \"stdout\",\n \"output_type\": \"stream\",\n \"text\": [\n \"open 2.551000e+01\\n\",\n \"high 2.635000e+01\\n\",\n \"low 2.549000e+01\\n\",\n \"close 2.610000e+01\\n\",\n \"volume 4.517560e+05\\n\",\n \"amount 1.176480e+09\\n\",\n \"Name: (2019-01-25 00:00:00, 000002), dtype: float64\\n\",\n \"---------------under is 当前全市场的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-25 000001 10.56 11.04 10.55 11.0 2108362.0 2.299718e+09\\n\",\n \" 000002 25.51 26.35 25.49 26.1 451756.0 1.176480e+09\\n\",\n \"---------------under is 当前品种的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-02 000002 23.83 24.09 23.67 23.90 247010.0 5.893846e+08\\n\",\n \"2019-01-03 000002 23.79 24.50 23.71 24.07 222353.0 5.363333e+08\\n\",\n \"2019-01-04 000002 23.91 25.00 23.85 24.93 377727.0 9.270117e+08\\n\",\n \"2019-01-07 000002 25.29 25.53 24.99 25.05 427154.0 1.077909e+09\\n\",\n \"2019-01-08 000002 25.05 25.20 24.63 25.00 214382.0 5.336044e+08\\n\",\n \"2019-01-09 000002 25.40 25.88 25.11 25.33 340140.0 8.670814e+08\\n\",\n \"2019-01-10 000002 25.22 25.56 25.03 25.11 224649.0 5.689526e+08\\n\",\n \"2019-01-11 000002 25.10 25.54 25.01 25.30 240694.0 6.069947e+08\\n\",\n \"2019-01-14 000002 25.13 25.30 24.92 25.02 183281.0 4.591518e+08\\n\",\n \"2019-01-15 000002 25.00 25.16 24.32 25.16 368758.0 9.149835e+08\\n\",\n \"2019-01-16 000002 25.15 25.50 24.83 25.42 267466.0 6.766856e+08\\n\",\n \"2019-01-17 000002 25.50 25.50 24.94 24.97 245895.0 6.188767e+08\\n\",\n \"2019-01-18 000002 25.00 25.76 24.99 25.76 365723.0 9.334642e+08\\n\",\n \"2019-01-21 000002 25.71 25.95 25.40 25.65 255499.0 6.558207e+08\\n\",\n \"2019-01-22 000002 25.50 26.17 25.23 25.40 379336.0 9.748227e+08\\n\",\n \"2019-01-23 000002 25.35 25.49 25.20 25.31 146847.0 3.718901e+08\\n\",\n \"2019-01-24 000002 25.42 25.54 24.93 25.41 234931.0 5.928229e+08\\n\",\n \"2019-01-25 000002 25.51 26.35 25.49 26.10 451756.0 1.176480e+09\\n\",\n \"000002\\n\",\n \"---------------under is 账户情况和持仓情况 -------------------\\n\",\n \"{'code': '000002', 'instrument_id': '000002', 'user_id': 'x', 'portfolio_cookie': 'default', 'username': 'quantaxis', 'position_id': '5aa694d0-3861-43a8-9efc-84f380138bea', 'account_cookie': 'x', 'frozen': {}, 'name': None, 'spms_id': None, 'oms_id': None, 'market_type': 'stock_cn', 'exchange_id': None, 'moneypreset': 100000, 'moneypresetLeft': 100000, 'lastupdatetime': '', 'volume_long_today': 10000, 'volume_long_his': 0, 'volume_long': 10000, 'volume_short_today': 0, 'volume_short_his': 0, 'volume_short': 0, 'volume_long_frozen_today': 0, 'volume_long_frozen_his': 0, 'volume_long_frozen': 0, 'volume_short_frozen_today': 0, 'volume_short_frozen_his': 0, 'volume_short_frozen': 0, 'margin_long': 251850.0, 'margin_short': 0, 'margin': 251850.0, 'position_price_long': 25.185, 'position_cost_long': 251850.0, 'position_price_short': 0, 'position_cost_short': 0, 'open_price_long': 25.185, 'open_cost_long': 251850.0, 'open_price_short': 0, 'open_cost_short': 0, 'trades': [], 'orders': {}, 'last_price': 26.1, 'float_profit_long': 9150.0, 'float_profit_short': 0.0, 'float_profit': 9150.0, 'position_profit_long': 9150.0, 'position_profit_short': 0.0, 'position_profit': 9150.0}\\n\",\n \" datetime code price amount cash \\\\\\n\",\n \"0 2019-01-02 00:00:00 000001 9.19 1000 9.908050e+05 \\n\",\n \"1 2019-01-02 00:00:00 000002 23.90 1000 9.668990e+05 \\n\",\n \"2 2019-01-03 00:00:00 000001 9.28 1000 9.576140e+05 \\n\",\n \"3 2019-01-03 00:00:00 000002 24.07 -1000 9.816539e+05 \\n\",\n \"4 2019-01-04 00:00:00 000001 9.75 -2000 1.001129e+06 \\n\",\n \"5 2019-01-04 00:00:00 000002 24.93 1000 9.761932e+05 \\n\",\n \"6 2019-01-07 00:00:00 000001 9.74 1000 9.664482e+05 \\n\",\n \"7 2019-01-07 00:00:00 000002 25.05 -2000 1.016486e+06 \\n\",\n \"8 2019-01-08 00:00:00 000001 9.66 -3000 1.045429e+06 \\n\",\n \"9 2019-01-08 00:00:00 000002 25.00 -2000 1.095367e+06 \\n\",\n \"10 2019-01-09 00:00:00 000001 9.94 1000 1.085422e+06 \\n\",\n \"11 2019-01-09 00:00:00 000002 25.33 1000 1.060086e+06 \\n\",\n \"12 2019-01-10 00:00:00 000001 10.10 1000 1.049981e+06 \\n\",\n \"13 2019-01-10 00:00:00 000002 25.11 1000 1.024864e+06 \\n\",\n \"14 2019-01-11 00:00:00 000001 10.20 1000 1.014659e+06 \\n\",\n \"15 2019-01-11 00:00:00 000002 25.30 -4000 1.115733e+06 \\n\",\n \"16 2019-01-14 00:00:00 000001 10.11 -6000 1.176317e+06 \\n\",\n \"17 2019-01-14 00:00:00 000002 25.02 1000 1.151291e+06 \\n\",\n \"18 2019-01-15 00:00:00 000001 10.24 1000 1.141046e+06 \\n\",\n \"19 2019-01-15 00:00:00 000002 25.16 -5000 1.266688e+06 \\n\",\n \"20 2019-01-16 00:00:00 000001 10.48 -7000 1.339957e+06 \\n\",\n \"21 2019-01-16 00:00:00 000002 25.42 1000 1.314530e+06 \\n\",\n \"22 2019-01-17 00:00:00 000001 10.25 -7000 1.386191e+06 \\n\",\n \"23 2019-01-17 00:00:00 000002 24.97 1000 1.361214e+06 \\n\",\n \"24 2019-01-18 00:00:00 000001 10.43 1000 1.350779e+06 \\n\",\n \"25 2019-01-18 00:00:00 000002 25.76 1000 1.325013e+06 \\n\",\n \"26 2019-01-21 00:00:00 000001 10.34 -8000 1.407630e+06 \\n\",\n \"27 2019-01-21 00:00:00 000002 25.65 -8000 1.612573e+06 \\n\",\n \"28 2019-01-22 00:00:00 000001 10.28 -8000 1.694710e+06 \\n\",\n \"29 2019-01-22 00:00:00 000002 25.40 -8000 1.897656e+06 \\n\",\n \"30 2019-01-23 00:00:00 000001 10.35 -8000 1.980353e+06 \\n\",\n \"31 2019-01-23 00:00:00 000002 25.31 1000 1.955036e+06 \\n\",\n \"32 2019-01-24 00:00:00 000001 10.52 -8000 2.039091e+06 \\n\",\n \"33 2019-01-24 00:00:00 000002 25.41 -9000 2.267495e+06 \\n\",\n \"34 2019-01-25 00:00:00 000001 11.00 1000 2.256490e+06 \\n\",\n \"35 2019-01-25 00:00:00 000002 26.10 1000 2.230384e+06 \\n\",\n \"\\n\",\n \" order_id realorder_id trade_id account_cookie \\\\\\n\",\n \"0 e23f9e01-e8d2-4a05-93ef-9163ce7a83ee None None x \\n\",\n \"1 1f430faa-86d1-440b-abf7-a7feddc17954 None None x \\n\",\n \"2 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\\n\",\n \"34 3c140a72-da07-443f-9386-04440fecb9a4 None None x \\n\",\n \"35 0002bf5f-e6ec-433b-b8bd-841e76c93483 None None x \\n\",\n \"\\n\",\n \" commission tax message frozen direction total_frozen \\n\",\n \"0 5.0000 0.00 None 0 1 0 \\n\",\n \"1 5.9750 0.00 None 0 1 0 \\n\",\n \"2 5.0000 0.00 None 0 1 0 \\n\",\n \"3 6.0175 24.07 None 0 -1 0 \\n\",\n \"4 5.0000 19.50 None 0 -1 0 \\n\",\n \"5 6.2325 0.00 None 0 1 0 \\n\",\n \"6 5.0000 0.00 None 0 1 0 \\n\",\n \"7 12.5250 50.10 None 0 -1 0 \\n\",\n \"8 7.2450 28.98 None 0 -1 0 \\n\",\n \"9 12.5000 50.00 None 0 -1 0 \\n\",\n \"10 5.0000 0.00 None 0 1 0 \\n\",\n \"11 6.3325 0.00 None 0 1 0 \\n\",\n \"12 5.0000 0.00 None 0 1 0 \\n\",\n \"13 6.2775 0.00 None 0 1 0 \\n\",\n \"14 5.0000 0.00 None 0 1 0 \\n\",\n \"15 25.3000 101.20 None 0 -1 0 \\n\",\n \"16 15.1650 60.66 None 0 -1 0 \\n\",\n \"17 6.2550 0.00 None 0 1 0 \\n\",\n \"18 5.0000 0.00 None 0 1 0 \\n\",\n \"19 31.4500 125.80 None 0 -1 0 \\n\",\n \"20 18.3400 73.36 None 0 -1 0 \\n\",\n \"21 6.3550 0.00 None 0 1 0 \\n\",\n \"22 17.9375 71.75 None 0 -1 0 \\n\",\n \"23 6.2425 0.00 None 0 1 0 \\n\",\n \"24 5.0000 0.00 None 0 1 0 \\n\",\n \"25 6.4400 0.00 None 0 1 0 \\n\",\n \"26 20.6800 82.72 None 0 -1 0 \\n\",\n \"27 51.3000 205.20 None 0 -1 0 \\n\",\n \"28 20.5600 82.24 None 0 -1 0 \\n\",\n \"29 50.8000 203.20 None 0 -1 0 \\n\",\n \"30 20.7000 82.80 None 0 -1 0 \\n\",\n \"31 6.3275 0.00 None 0 1 0 \\n\",\n \"32 21.0400 84.16 None 0 -1 0 \\n\",\n \"33 57.1725 228.69 None 0 -1 0 \\n\",\n \"34 5.0000 0.00 None 0 1 0 \\n\",\n \"35 6.5250 0.00 None 0 1 0 \\n\"\n ]\n },\n {\n \"name\": \"stdin\",\n \"output_type\": \"stream\",\n \"text\": [\n \" \\n\"\n ]\n },\n {\n \"name\": \"stdout\",\n \"output_type\": \"stream\",\n \"text\": [\n \"backtest: Settle!\\n\",\n \"open 1.104000e+01\\n\",\n \"high 1.114000e+01\\n\",\n \"low 1.088000e+01\\n\",\n \"close 1.094000e+01\\n\",\n \"volume 1.035909e+06\\n\",\n \"amount 1.141854e+09\\n\",\n \"Name: (2019-01-28 00:00:00, 000001), dtype: float64\\n\",\n \"---------------under is 当前全市场的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-28 000001 11.04 11.14 10.88 10.94 1035909.0 1.141854e+09\\n\",\n \"---------------under is 当前品种的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-02 000001 9.39 9.42 9.16 9.19 539386.0 4.986951e+08\\n\",\n \"2019-01-03 000001 9.18 9.33 9.15 9.28 415537.0 3.844577e+08\\n\",\n \"2019-01-04 000001 9.24 9.82 9.22 9.75 1481159.0 1.422150e+09\\n\",\n \"2019-01-07 000001 9.84 9.85 9.63 9.74 865687.0 8.411664e+08\\n\",\n \"2019-01-08 000001 9.73 9.74 9.62 9.66 402388.0 3.892478e+08\\n\",\n \"2019-01-09 000001 9.74 10.08 9.70 9.94 1233486.0 1.229465e+09\\n\",\n \"2019-01-10 000001 9.87 10.20 9.86 10.10 1071817.0 1.079711e+09\\n\",\n \"2019-01-11 000001 10.11 10.22 10.05 10.20 696364.0 7.080018e+08\\n\",\n \"2019-01-14 000001 10.22 10.25 10.07 10.11 500443.0 5.078629e+08\\n\",\n \"2019-01-15 000001 10.11 10.28 10.09 10.24 542160.0 5.530273e+08\\n\",\n \"2019-01-16 000001 10.24 10.50 10.23 10.48 977699.0 1.017495e+09\\n\",\n \"2019-01-17 000001 10.54 10.57 10.17 10.25 882811.0 9.102121e+08\\n\",\n \"2019-01-18 000001 10.34 10.49 10.28 10.43 738793.0 7.699736e+08\\n\",\n \"2019-01-21 000001 10.34 10.47 10.32 10.34 659355.0 6.844657e+08\\n\",\n \"2019-01-22 000001 10.34 10.44 10.26 10.28 424413.0 4.389915e+08\\n\",\n \"2019-01-23 000001 10.29 10.47 10.29 10.35 537876.0 5.593844e+08\\n\",\n \"2019-01-24 000001 10.40 10.55 10.37 10.52 679240.0 7.114957e+08\\n\",\n \"2019-01-25 000001 10.56 11.04 10.55 11.00 2108362.0 2.299718e+09\\n\",\n \"2019-01-28 000001 11.04 11.14 10.88 10.94 1035909.0 1.141854e+09\\n\",\n \"000001\\n\",\n \"---------------under is 账户情况和持仓情况 -------------------\\n\",\n \"{'code': '000001', 'instrument_id': '000001', 'user_id': 'x', 'portfolio_cookie': 'default', 'username': 'quantaxis', 'position_id': 'd2b24d5c-fb1e-4a2e-97eb-f19b04f544ec', 'account_cookie': 'x', 'frozen': {}, 'name': None, 'spms_id': None, 'oms_id': None, 'market_type': 'stock_cn', 'exchange_id': None, 'moneypreset': 100000, 'moneypresetLeft': 100000, 'lastupdatetime': '', 'volume_long_today': 9000, 'volume_long_his': 0, 'volume_long': 9000, 'volume_short_today': 0, 'volume_short_his': 0, 'volume_short': 0, 'volume_long_frozen_today': 0, 'volume_long_frozen_his': 0, 'volume_long_frozen': 0, 'volume_short_frozen_today': 0, 'volume_short_frozen_his': 0, 'volume_short_frozen': 0, 'margin_long': 90120.0, 'margin_short': 0, 'margin': 90120.0, 'position_price_long': 10.013333333333334, 'position_cost_long': 90120.0, 'position_price_short': 0, 'position_cost_short': 0, 'open_price_long': 10.013333333333334, 'open_cost_long': 90120.0, 'open_price_short': 0, 'open_cost_short': 0, 'trades': [], 'orders': {}, 'last_price': 10.94, 'float_profit_long': 8340.0, 'float_profit_short': 0.0, 'float_profit': 8340.0, 'position_profit_long': 8340.0, 'position_profit_short': 0.0, 'position_profit': 8340.0}\\n\",\n \" datetime code price amount cash \\\\\\n\",\n \"0 2019-01-02 00:00:00 000001 9.19 1000 9.908050e+05 \\n\",\n \"1 2019-01-02 00:00:00 000002 23.90 1000 9.668990e+05 \\n\",\n \"2 2019-01-03 00:00:00 000001 9.28 1000 9.576140e+05 \\n\",\n \"3 2019-01-03 00:00:00 000002 24.07 -1000 9.816539e+05 \\n\",\n \"4 2019-01-04 00:00:00 000001 9.75 -2000 1.001129e+06 \\n\",\n \"5 2019-01-04 00:00:00 000002 24.93 1000 9.761932e+05 \\n\",\n \"6 2019-01-07 00:00:00 000001 9.74 1000 9.664482e+05 \\n\",\n \"7 2019-01-07 00:00:00 000002 25.05 -2000 1.016486e+06 \\n\",\n \"8 2019-01-08 00:00:00 000001 9.66 -3000 1.045429e+06 \\n\",\n \"9 2019-01-08 00:00:00 000002 25.00 -2000 1.095367e+06 \\n\",\n \"10 2019-01-09 00:00:00 000001 9.94 1000 1.085422e+06 \\n\",\n \"11 2019-01-09 00:00:00 000002 25.33 1000 1.060086e+06 \\n\",\n \"12 2019-01-10 00:00:00 000001 10.10 1000 1.049981e+06 \\n\",\n \"13 2019-01-10 00:00:00 000002 25.11 1000 1.024864e+06 \\n\",\n \"14 2019-01-11 00:00:00 000001 10.20 1000 1.014659e+06 \\n\",\n \"15 2019-01-11 00:00:00 000002 25.30 -4000 1.115733e+06 \\n\",\n \"16 2019-01-14 00:00:00 000001 10.11 -6000 1.176317e+06 \\n\",\n \"17 2019-01-14 00:00:00 000002 25.02 1000 1.151291e+06 \\n\",\n \"18 2019-01-15 00:00:00 000001 10.24 1000 1.141046e+06 \\n\",\n \"19 2019-01-15 00:00:00 000002 25.16 -5000 1.266688e+06 \\n\",\n \"20 2019-01-16 00:00:00 000001 10.48 -7000 1.339957e+06 \\n\",\n \"21 2019-01-16 00:00:00 000002 25.42 1000 1.314530e+06 \\n\",\n \"22 2019-01-17 00:00:00 000001 10.25 -7000 1.386191e+06 \\n\",\n \"23 2019-01-17 00:00:00 000002 24.97 1000 1.361214e+06 \\n\",\n \"24 2019-01-18 00:00:00 000001 10.43 1000 1.350779e+06 \\n\",\n \"25 2019-01-18 00:00:00 000002 25.76 1000 1.325013e+06 \\n\",\n \"26 2019-01-21 00:00:00 000001 10.34 -8000 1.407630e+06 \\n\",\n \"27 2019-01-21 00:00:00 000002 25.65 -8000 1.612573e+06 \\n\",\n \"28 2019-01-22 00:00:00 000001 10.28 -8000 1.694710e+06 \\n\",\n \"29 2019-01-22 00:00:00 000002 25.40 -8000 1.897656e+06 \\n\",\n \"30 2019-01-23 00:00:00 000001 10.35 -8000 1.980353e+06 \\n\",\n \"31 2019-01-23 00:00:00 000002 25.31 1000 1.955036e+06 \\n\",\n \"32 2019-01-24 00:00:00 000001 10.52 -8000 2.039091e+06 \\n\",\n \"33 2019-01-24 00:00:00 000002 25.41 -9000 2.267495e+06 \\n\",\n \"34 2019-01-25 00:00:00 000001 11.00 1000 2.256490e+06 \\n\",\n \"35 2019-01-25 00:00:00 000002 26.10 1000 2.230384e+06 \\n\",\n \"36 2019-01-28 00:00:00 000001 10.94 -9000 2.328721e+06 \\n\",\n \"\\n\",\n \" order_id realorder_id trade_id account_cookie \\\\\\n\",\n \"0 e23f9e01-e8d2-4a05-93ef-9163ce7a83ee None None x \\n\",\n \"1 1f430faa-86d1-440b-abf7-a7feddc17954 None None x \\n\",\n \"2 0230d608-91cc-422e-8deb-218f4faef3d7 None None x \\n\",\n \"3 427f1eed-b3bd-4078-94e3-156bf3ae21a6 None None x \\n\",\n \"4 48fd88b8-e3c0-4df5-94ef-62b936345bd9 None None x \\n\",\n \"5 d9aff179-9bc3-4268-b2d5-37eee8de309f None None x \\n\",\n \"6 41f23955-b920-4f04-bcb7-ca1cd960aa45 None None x \\n\",\n \"7 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5.9750 0.00 None 0 1 0 \\n\",\n \"2 5.0000 0.00 None 0 1 0 \\n\",\n \"3 6.0175 24.07 None 0 -1 0 \\n\",\n \"4 5.0000 19.50 None 0 -1 0 \\n\",\n \"5 6.2325 0.00 None 0 1 0 \\n\",\n \"6 5.0000 0.00 None 0 1 0 \\n\",\n \"7 12.5250 50.10 None 0 -1 0 \\n\",\n \"8 7.2450 28.98 None 0 -1 0 \\n\",\n \"9 12.5000 50.00 None 0 -1 0 \\n\",\n \"10 5.0000 0.00 None 0 1 0 \\n\",\n \"11 6.3325 0.00 None 0 1 0 \\n\",\n \"12 5.0000 0.00 None 0 1 0 \\n\",\n \"13 6.2775 0.00 None 0 1 0 \\n\",\n \"14 5.0000 0.00 None 0 1 0 \\n\",\n \"15 25.3000 101.20 None 0 -1 0 \\n\",\n \"16 15.1650 60.66 None 0 -1 0 \\n\",\n \"17 6.2550 0.00 None 0 1 0 \\n\",\n \"18 5.0000 0.00 None 0 1 0 \\n\",\n \"19 31.4500 125.80 None 0 -1 0 \\n\",\n \"20 18.3400 73.36 None 0 -1 0 \\n\",\n \"21 6.3550 0.00 None 0 1 0 \\n\",\n \"22 17.9375 71.75 None 0 -1 0 \\n\",\n \"23 6.2425 0.00 None 0 1 0 \\n\",\n \"24 5.0000 0.00 None 0 1 0 \\n\",\n \"25 6.4400 0.00 None 0 1 0 \\n\",\n \"26 20.6800 82.72 None 0 -1 0 \\n\",\n \"27 51.3000 205.20 None 0 -1 0 \\n\",\n \"28 20.5600 82.24 None 0 -1 0 \\n\",\n \"29 50.8000 203.20 None 0 -1 0 \\n\",\n \"30 20.7000 82.80 None 0 -1 0 \\n\",\n \"31 6.3275 0.00 None 0 1 0 \\n\",\n \"32 21.0400 84.16 None 0 -1 0 \\n\",\n \"33 57.1725 228.69 None 0 -1 0 \\n\",\n \"34 5.0000 0.00 None 0 1 0 \\n\",\n \"35 6.5250 0.00 None 0 1 0 \\n\",\n \"36 24.6150 98.46 None 0 -1 0 \\n\"\n ]\n },\n {\n \"name\": \"stdin\",\n \"output_type\": \"stream\",\n \"text\": [\n \" \\n\"\n ]\n },\n {\n \"name\": \"stdout\",\n \"output_type\": \"stream\",\n \"text\": [\n \"open 2.620000e+01\\n\",\n \"high 2.662000e+01\\n\",\n \"low 2.586000e+01\\n\",\n \"close 2.606000e+01\\n\",\n \"volume 3.089060e+05\\n\",\n \"amount 8.102888e+08\\n\",\n \"Name: (2019-01-28 00:00:00, 000002), dtype: float64\\n\",\n \"---------------under is 当前全市场的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-28 000001 11.04 11.14 10.88 10.94 1035909.0 1.141854e+09\\n\",\n \" 000002 26.20 26.62 25.86 26.06 308906.0 8.102888e+08\\n\",\n \"---------------under is 当前品种的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-02 000002 23.83 24.09 23.67 23.90 247010.0 5.893846e+08\\n\",\n \"2019-01-03 000002 23.79 24.50 23.71 24.07 222353.0 5.363333e+08\\n\",\n \"2019-01-04 000002 23.91 25.00 23.85 24.93 377727.0 9.270117e+08\\n\",\n \"2019-01-07 000002 25.29 25.53 24.99 25.05 427154.0 1.077909e+09\\n\",\n \"2019-01-08 000002 25.05 25.20 24.63 25.00 214382.0 5.336044e+08\\n\",\n \"2019-01-09 000002 25.40 25.88 25.11 25.33 340140.0 8.670814e+08\\n\",\n \"2019-01-10 000002 25.22 25.56 25.03 25.11 224649.0 5.689526e+08\\n\",\n \"2019-01-11 000002 25.10 25.54 25.01 25.30 240694.0 6.069947e+08\\n\",\n \"2019-01-14 000002 25.13 25.30 24.92 25.02 183281.0 4.591518e+08\\n\",\n \"2019-01-15 000002 25.00 25.16 24.32 25.16 368758.0 9.149835e+08\\n\",\n \"2019-01-16 000002 25.15 25.50 24.83 25.42 267466.0 6.766856e+08\\n\",\n \"2019-01-17 000002 25.50 25.50 24.94 24.97 245895.0 6.188767e+08\\n\",\n \"2019-01-18 000002 25.00 25.76 24.99 25.76 365723.0 9.334642e+08\\n\",\n \"2019-01-21 000002 25.71 25.95 25.40 25.65 255499.0 6.558207e+08\\n\",\n \"2019-01-22 000002 25.50 26.17 25.23 25.40 379336.0 9.748227e+08\\n\",\n \"2019-01-23 000002 25.35 25.49 25.20 25.31 146847.0 3.718901e+08\\n\",\n \"2019-01-24 000002 25.42 25.54 24.93 25.41 234931.0 5.928229e+08\\n\",\n \"2019-01-25 000002 25.51 26.35 25.49 26.10 451756.0 1.176480e+09\\n\",\n \"2019-01-28 000002 26.20 26.62 25.86 26.06 308906.0 8.102888e+08\\n\",\n \"000002\\n\",\n \"---------------under is 账户情况和持仓情况 -------------------\\n\",\n \"{'code': '000002', 'instrument_id': '000002', 'user_id': 'x', 'portfolio_cookie': 'default', 'username': 'quantaxis', 'position_id': '5aa694d0-3861-43a8-9efc-84f380138bea', 'account_cookie': 'x', 'frozen': {}, 'name': None, 'spms_id': None, 'oms_id': None, 'market_type': 'stock_cn', 'exchange_id': None, 'moneypreset': 100000, 'moneypresetLeft': 100000, 'lastupdatetime': '', 'volume_long_today': 11000, 'volume_long_his': 0, 'volume_long': 11000, 'volume_short_today': 0, 'volume_short_his': 0, 'volume_short': 0, 'volume_long_frozen_today': 0, 'volume_long_frozen_his': 0, 'volume_long_frozen': 0, 'volume_short_frozen_today': 0, 'volume_short_frozen_his': 0, 'volume_short_frozen': 0, 'margin_long': 277910.0, 'margin_short': 0, 'margin': 277910.0, 'position_price_long': 25.264545454545456, 'position_cost_long': 277910.0, 'position_price_short': 0, 'position_cost_short': 0, 'open_price_long': 25.264545454545456, 'open_cost_long': 277910.0, 'open_price_short': 0, 'open_cost_short': 0, 'trades': [], 'orders': {}, 'last_price': 26.06, 'float_profit_long': 8750.0, 'float_profit_short': 0.0, 'float_profit': 8750.0, 'position_profit_long': 8750.0, 'position_profit_short': 0.0, 'position_profit': 8750.0}\\n\",\n \" datetime code price amount cash \\\\\\n\",\n \"0 2019-01-02 00:00:00 000001 9.19 1000 9.908050e+05 \\n\",\n \"1 2019-01-02 00:00:00 000002 23.90 1000 9.668990e+05 \\n\",\n \"2 2019-01-03 00:00:00 000001 9.28 1000 9.576140e+05 \\n\",\n \"3 2019-01-03 00:00:00 000002 24.07 -1000 9.816539e+05 \\n\",\n \"4 2019-01-04 00:00:00 000001 9.75 -2000 1.001129e+06 \\n\",\n \"5 2019-01-04 00:00:00 000002 24.93 1000 9.761932e+05 \\n\",\n \"6 2019-01-07 00:00:00 000001 9.74 1000 9.664482e+05 \\n\",\n \"7 2019-01-07 00:00:00 000002 25.05 -2000 1.016486e+06 \\n\",\n \"8 2019-01-08 00:00:00 000001 9.66 -3000 1.045429e+06 \\n\",\n \"9 2019-01-08 00:00:00 000002 25.00 -2000 1.095367e+06 \\n\",\n \"10 2019-01-09 00:00:00 000001 9.94 1000 1.085422e+06 \\n\",\n \"11 2019-01-09 00:00:00 000002 25.33 1000 1.060086e+06 \\n\",\n \"12 2019-01-10 00:00:00 000001 10.10 1000 1.049981e+06 \\n\",\n \"13 2019-01-10 00:00:00 000002 25.11 1000 1.024864e+06 \\n\",\n \"14 2019-01-11 00:00:00 000001 10.20 1000 1.014659e+06 \\n\",\n \"15 2019-01-11 00:00:00 000002 25.30 -4000 1.115733e+06 \\n\",\n \"16 2019-01-14 00:00:00 000001 10.11 -6000 1.176317e+06 \\n\",\n \"17 2019-01-14 00:00:00 000002 25.02 1000 1.151291e+06 \\n\",\n \"18 2019-01-15 00:00:00 000001 10.24 1000 1.141046e+06 \\n\",\n \"19 2019-01-15 00:00:00 000002 25.16 -5000 1.266688e+06 \\n\",\n \"20 2019-01-16 00:00:00 000001 10.48 -7000 1.339957e+06 \\n\",\n \"21 2019-01-16 00:00:00 000002 25.42 1000 1.314530e+06 \\n\",\n \"22 2019-01-17 00:00:00 000001 10.25 -7000 1.386191e+06 \\n\",\n \"23 2019-01-17 00:00:00 000002 24.97 1000 1.361214e+06 \\n\",\n \"24 2019-01-18 00:00:00 000001 10.43 1000 1.350779e+06 \\n\",\n \"25 2019-01-18 00:00:00 000002 25.76 1000 1.325013e+06 \\n\",\n \"26 2019-01-21 00:00:00 000001 10.34 -8000 1.407630e+06 \\n\",\n \"27 2019-01-21 00:00:00 000002 25.65 -8000 1.612573e+06 \\n\",\n \"28 2019-01-22 00:00:00 000001 10.28 -8000 1.694710e+06 \\n\",\n \"29 2019-01-22 00:00:00 000002 25.40 -8000 1.897656e+06 \\n\",\n \"30 2019-01-23 00:00:00 000001 10.35 -8000 1.980353e+06 \\n\",\n \"31 2019-01-23 00:00:00 000002 25.31 1000 1.955036e+06 \\n\",\n \"32 2019-01-24 00:00:00 000001 10.52 -8000 2.039091e+06 \\n\",\n \"33 2019-01-24 00:00:00 000002 25.41 -9000 2.267495e+06 \\n\",\n \"34 2019-01-25 00:00:00 000001 11.00 1000 2.256490e+06 \\n\",\n \"35 2019-01-25 00:00:00 000002 26.10 1000 2.230384e+06 \\n\",\n \"36 2019-01-28 00:00:00 000001 10.94 -9000 2.328721e+06 \\n\",\n \"37 2019-01-28 00:00:00 000002 26.06 1000 2.302654e+06 \\n\",\n \"\\n\",\n \" order_id realorder_id trade_id account_cookie \\\\\\n\",\n \"0 e23f9e01-e8d2-4a05-93ef-9163ce7a83ee None None x \\n\",\n \"1 1f430faa-86d1-440b-abf7-a7feddc17954 None None x \\n\",\n \"2 0230d608-91cc-422e-8deb-218f4faef3d7 None None x \\n\",\n \"3 427f1eed-b3bd-4078-94e3-156bf3ae21a6 None None x \\n\",\n \"4 48fd88b8-e3c0-4df5-94ef-62b936345bd9 None None x \\n\",\n \"5 d9aff179-9bc3-4268-b2d5-37eee8de309f None None x \\n\",\n \"6 41f23955-b920-4f04-bcb7-ca1cd960aa45 None None x \\n\",\n \"7 cb2fdd74-7326-41d9-812f-9d88da447741 None None x \\n\",\n \"8 8ef82ee7-87b8-4f7d-8a01-374f52b60cbb None None x \\n\",\n \"9 1f63fa52-f56b-4814-8eb3-5e4de849f3cb None None x \\n\",\n \"10 13e77d45-9e2c-4ef3-89f5-7fa63cc3b808 None None x \\n\",\n \"11 7e714c35-83a4-4cb4-8ab5-d4fb2b31ccb7 None None x \\n\",\n \"12 380f932e-7871-4c72-94d3-5077861c9f53 None None x \\n\",\n \"13 3966e418-9017-4565-b24f-ed9455ef5593 None None x \\n\",\n \"14 99048106-f032-45a2-92c6-5a076f899a8a None None x \\n\",\n \"15 3529f52a-3c09-46fc-944d-b3c619af7cd7 None None x \\n\",\n \"16 650c29d4-459c-412a-8000-c881af3c662a None None x \\n\",\n \"17 9d0b7e50-53ac-42df-9175-c3f303387629 None None x \\n\",\n \"18 80ac049d-602e-44ff-a799-3be84acdfe55 None None x \\n\",\n \"19 e354ff47-4298-4d5a-a22e-794e327dee61 None None x \\n\",\n \"20 4977e6e3-e6ee-4d8c-8c43-9b1f027e07b1 None None x \\n\",\n \"21 16d8792c-b2f0-400d-b2a6-aa5c2e473728 None None x \\n\",\n \"22 eff96ddf-6dbb-4af3-a7bd-1f170e632dbc None None x \\n\",\n \"23 7b21c653-d1d1-44d8-9772-790585915ae4 None None x \\n\",\n \"24 dfe8fbac-ff27-4746-a53a-f6220f3c63a6 None None x \\n\",\n \"25 98e05d3a-cdf5-4cac-bd41-fa747e29a2a4 None None x \\n\",\n \"26 23cd8f74-342a-4796-aeeb-07441bed75e1 None None x \\n\",\n \"27 3f7dad60-3de4-4ca9-ba5e-af87d33594e6 None None x \\n\",\n \"28 f2b9cae9-b1d9-4a00-ba62-ce81baec3d72 None None x \\n\",\n \"29 de5fce65-5a39-42c6-8d6e-914060c5f971 None None x \\n\",\n \"30 3d763d03-c042-4312-a7e3-ffae8fb877b4 None None x \\n\",\n \"31 d41375b6-70c1-4b71-9eab-0ae5f1763fd2 None None x \\n\",\n \"32 3fc5cbfd-354e-4f68-9248-a0853a763435 None None x \\n\",\n \"33 2b065a3c-e510-4f64-ab30-c94a93a0dc51 None None x \\n\",\n \"34 3c140a72-da07-443f-9386-04440fecb9a4 None None x \\n\",\n \"35 0002bf5f-e6ec-433b-b8bd-841e76c93483 None None x \\n\",\n \"36 306a25f0-fc21-4eee-b0bb-9d5a0a57694d None None x \\n\",\n \"37 a4d75c37-d330-4400-9298-f19665f0043e None None x \\n\",\n \"\\n\",\n \" commission tax message frozen direction total_frozen \\n\",\n \"0 5.0000 0.00 None 0 1 0 \\n\",\n \"1 5.9750 0.00 None 0 1 0 \\n\",\n \"2 5.0000 0.00 None 0 1 0 \\n\",\n \"3 6.0175 24.07 None 0 -1 0 \\n\",\n \"4 5.0000 19.50 None 0 -1 0 \\n\",\n \"5 6.2325 0.00 None 0 1 0 \\n\",\n \"6 5.0000 0.00 None 0 1 0 \\n\",\n \"7 12.5250 50.10 None 0 -1 0 \\n\",\n \"8 7.2450 28.98 None 0 -1 0 \\n\",\n \"9 12.5000 50.00 None 0 -1 0 \\n\",\n \"10 5.0000 0.00 None 0 1 0 \\n\",\n \"11 6.3325 0.00 None 0 1 0 \\n\",\n \"12 5.0000 0.00 None 0 1 0 \\n\",\n \"13 6.2775 0.00 None 0 1 0 \\n\",\n \"14 5.0000 0.00 None 0 1 0 \\n\",\n \"15 25.3000 101.20 None 0 -1 0 \\n\",\n \"16 15.1650 60.66 None 0 -1 0 \\n\",\n \"17 6.2550 0.00 None 0 1 0 \\n\",\n \"18 5.0000 0.00 None 0 1 0 \\n\",\n \"19 31.4500 125.80 None 0 -1 0 \\n\",\n \"20 18.3400 73.36 None 0 -1 0 \\n\",\n \"21 6.3550 0.00 None 0 1 0 \\n\",\n \"22 17.9375 71.75 None 0 -1 0 \\n\",\n \"23 6.2425 0.00 None 0 1 0 \\n\",\n \"24 5.0000 0.00 None 0 1 0 \\n\",\n \"25 6.4400 0.00 None 0 1 0 \\n\",\n \"26 20.6800 82.72 None 0 -1 0 \\n\",\n \"27 51.3000 205.20 None 0 -1 0 \\n\",\n \"28 20.5600 82.24 None 0 -1 0 \\n\",\n \"29 50.8000 203.20 None 0 -1 0 \\n\",\n \"30 20.7000 82.80 None 0 -1 0 \\n\",\n \"31 6.3275 0.00 None 0 1 0 \\n\",\n \"32 21.0400 84.16 None 0 -1 0 \\n\",\n \"33 57.1725 228.69 None 0 -1 0 \\n\",\n \"34 5.0000 0.00 None 0 1 0 \\n\",\n \"35 6.5250 0.00 None 0 1 0 \\n\",\n \"36 24.6150 98.46 None 0 -1 0 \\n\",\n \"37 6.5150 0.00 None 0 1 0 \\n\"\n ]\n },\n {\n \"name\": \"stdin\",\n \"output_type\": \"stream\",\n \"text\": [\n \" \\n\"\n ]\n },\n {\n \"name\": \"stdout\",\n \"output_type\": \"stream\",\n \"text\": [\n \"backtest: Settle!\\n\",\n \"open 1.096000e+01\\n\",\n \"high 1.107000e+01\\n\",\n \"low 1.077000e+01\\n\",\n \"close 1.100000e+01\\n\",\n \"volume 8.266310e+05\\n\",\n \"amount 9.048479e+08\\n\",\n \"Name: (2019-01-29 00:00:00, 000001), dtype: float64\\n\",\n \"---------------under is 当前全市场的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-29 000001 10.96 11.07 10.77 11.0 826631.0 904847872.0\\n\",\n \"---------------under is 当前品种的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-02 000001 9.39 9.42 9.16 9.19 539386.0 4.986951e+08\\n\",\n \"2019-01-03 000001 9.18 9.33 9.15 9.28 415537.0 3.844577e+08\\n\",\n \"2019-01-04 000001 9.24 9.82 9.22 9.75 1481159.0 1.422150e+09\\n\",\n \"2019-01-07 000001 9.84 9.85 9.63 9.74 865687.0 8.411664e+08\\n\",\n \"2019-01-08 000001 9.73 9.74 9.62 9.66 402388.0 3.892478e+08\\n\",\n \"2019-01-09 000001 9.74 10.08 9.70 9.94 1233486.0 1.229465e+09\\n\",\n \"2019-01-10 000001 9.87 10.20 9.86 10.10 1071817.0 1.079711e+09\\n\",\n \"2019-01-11 000001 10.11 10.22 10.05 10.20 696364.0 7.080018e+08\\n\",\n \"2019-01-14 000001 10.22 10.25 10.07 10.11 500443.0 5.078629e+08\\n\",\n \"2019-01-15 000001 10.11 10.28 10.09 10.24 542160.0 5.530273e+08\\n\",\n \"2019-01-16 000001 10.24 10.50 10.23 10.48 977699.0 1.017495e+09\\n\",\n \"2019-01-17 000001 10.54 10.57 10.17 10.25 882811.0 9.102121e+08\\n\",\n \"2019-01-18 000001 10.34 10.49 10.28 10.43 738793.0 7.699736e+08\\n\",\n \"2019-01-21 000001 10.34 10.47 10.32 10.34 659355.0 6.844657e+08\\n\",\n \"2019-01-22 000001 10.34 10.44 10.26 10.28 424413.0 4.389915e+08\\n\",\n \"2019-01-23 000001 10.29 10.47 10.29 10.35 537876.0 5.593844e+08\\n\",\n \"2019-01-24 000001 10.40 10.55 10.37 10.52 679240.0 7.114957e+08\\n\",\n \"2019-01-25 000001 10.56 11.04 10.55 11.00 2108362.0 2.299718e+09\\n\",\n \"2019-01-28 000001 11.04 11.14 10.88 10.94 1035909.0 1.141854e+09\\n\",\n \"2019-01-29 000001 10.96 11.07 10.77 11.00 826631.0 9.048479e+08\\n\",\n \"000001\\n\",\n \"---------------under is 账户情况和持仓情况 -------------------\\n\",\n \"{'code': '000001', 'instrument_id': '000001', 'user_id': 'x', 'portfolio_cookie': 'default', 'username': 'quantaxis', 'position_id': 'd2b24d5c-fb1e-4a2e-97eb-f19b04f544ec', 'account_cookie': 'x', 'frozen': {}, 'name': None, 'spms_id': None, 'oms_id': None, 'market_type': 'stock_cn', 'exchange_id': None, 'moneypreset': 100000, 'moneypresetLeft': 100000, 'lastupdatetime': '', 'volume_long_today': 10000, 'volume_long_his': 0, 'volume_long': 10000, 'volume_short_today': 0, 'volume_short_his': 0, 'volume_short': 0, 'volume_long_frozen_today': 0, 'volume_long_frozen_his': 0, 'volume_long_frozen': 0, 'volume_short_frozen_today': 0, 'volume_short_frozen_his': 0, 'volume_short_frozen': 0, 'margin_long': 101120.0, 'margin_short': 0, 'margin': 101120.0, 'position_price_long': 10.112, 'position_cost_long': 101120.0, 'position_price_short': 0, 'position_cost_short': 0, 'open_price_long': 10.112, 'open_cost_long': 101120.0, 'open_price_short': 0, 'open_cost_short': 0, 'trades': [], 'orders': {}, 'last_price': 11.0, 'float_profit_long': 8880.0, 'float_profit_short': 0.0, 'float_profit': 8880.0, 'position_profit_long': 8880.0, 'position_profit_short': 0.0, 'position_profit': 8880.0}\\n\",\n \" datetime code price amount cash \\\\\\n\",\n \"0 2019-01-02 00:00:00 000001 9.19 1000 9.908050e+05 \\n\",\n \"1 2019-01-02 00:00:00 000002 23.90 1000 9.668990e+05 \\n\",\n \"2 2019-01-03 00:00:00 000001 9.28 1000 9.576140e+05 \\n\",\n \"3 2019-01-03 00:00:00 000002 24.07 -1000 9.816539e+05 \\n\",\n \"4 2019-01-04 00:00:00 000001 9.75 -2000 1.001129e+06 \\n\",\n \"5 2019-01-04 00:00:00 000002 24.93 1000 9.761932e+05 \\n\",\n \"6 2019-01-07 00:00:00 000001 9.74 1000 9.664482e+05 \\n\",\n \"7 2019-01-07 00:00:00 000002 25.05 -2000 1.016486e+06 \\n\",\n \"8 2019-01-08 00:00:00 000001 9.66 -3000 1.045429e+06 \\n\",\n \"9 2019-01-08 00:00:00 000002 25.00 -2000 1.095367e+06 \\n\",\n \"10 2019-01-09 00:00:00 000001 9.94 1000 1.085422e+06 \\n\",\n \"11 2019-01-09 00:00:00 000002 25.33 1000 1.060086e+06 \\n\",\n \"12 2019-01-10 00:00:00 000001 10.10 1000 1.049981e+06 \\n\",\n \"13 2019-01-10 00:00:00 000002 25.11 1000 1.024864e+06 \\n\",\n \"14 2019-01-11 00:00:00 000001 10.20 1000 1.014659e+06 \\n\",\n \"15 2019-01-11 00:00:00 000002 25.30 -4000 1.115733e+06 \\n\",\n \"16 2019-01-14 00:00:00 000001 10.11 -6000 1.176317e+06 \\n\",\n \"17 2019-01-14 00:00:00 000002 25.02 1000 1.151291e+06 \\n\",\n \"18 2019-01-15 00:00:00 000001 10.24 1000 1.141046e+06 \\n\",\n \"19 2019-01-15 00:00:00 000002 25.16 -5000 1.266688e+06 \\n\",\n \"20 2019-01-16 00:00:00 000001 10.48 -7000 1.339957e+06 \\n\",\n \"21 2019-01-16 00:00:00 000002 25.42 1000 1.314530e+06 \\n\",\n \"22 2019-01-17 00:00:00 000001 10.25 -7000 1.386191e+06 \\n\",\n \"23 2019-01-17 00:00:00 000002 24.97 1000 1.361214e+06 \\n\",\n \"24 2019-01-18 00:00:00 000001 10.43 1000 1.350779e+06 \\n\",\n \"25 2019-01-18 00:00:00 000002 25.76 1000 1.325013e+06 \\n\",\n \"26 2019-01-21 00:00:00 000001 10.34 -8000 1.407630e+06 \\n\",\n \"27 2019-01-21 00:00:00 000002 25.65 -8000 1.612573e+06 \\n\",\n \"28 2019-01-22 00:00:00 000001 10.28 -8000 1.694710e+06 \\n\",\n \"29 2019-01-22 00:00:00 000002 25.40 -8000 1.897656e+06 \\n\",\n \"30 2019-01-23 00:00:00 000001 10.35 -8000 1.980353e+06 \\n\",\n \"31 2019-01-23 00:00:00 000002 25.31 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\\n\",\n \"\\n\",\n \" commission tax message frozen direction total_frozen \\n\",\n \"0 5.0000 0.00 None 0 1 0 \\n\",\n \"1 5.9750 0.00 None 0 1 0 \\n\",\n \"2 5.0000 0.00 None 0 1 0 \\n\",\n \"3 6.0175 24.07 None 0 -1 0 \\n\",\n \"4 5.0000 19.50 None 0 -1 0 \\n\",\n \"5 6.2325 0.00 None 0 1 0 \\n\",\n \"6 5.0000 0.00 None 0 1 0 \\n\",\n \"7 12.5250 50.10 None 0 -1 0 \\n\",\n \"8 7.2450 28.98 None 0 -1 0 \\n\",\n \"9 12.5000 50.00 None 0 -1 0 \\n\",\n \"10 5.0000 0.00 None 0 1 0 \\n\",\n \"11 6.3325 0.00 None 0 1 0 \\n\",\n \"12 5.0000 0.00 None 0 1 0 \\n\",\n \"13 6.2775 0.00 None 0 1 0 \\n\",\n \"14 5.0000 0.00 None 0 1 0 \\n\",\n \"15 25.3000 101.20 None 0 -1 0 \\n\",\n \"16 15.1650 60.66 None 0 -1 0 \\n\",\n \"17 6.2550 0.00 None 0 1 0 \\n\",\n \"18 5.0000 0.00 None 0 1 0 \\n\",\n \"19 31.4500 125.80 None 0 -1 0 \\n\",\n \"20 18.3400 73.36 None 0 -1 0 \\n\",\n \"21 6.3550 0.00 None 0 1 0 \\n\",\n \"22 17.9375 71.75 None 0 -1 0 \\n\",\n \"23 6.2425 0.00 None 0 1 0 \\n\",\n \"24 5.0000 0.00 None 0 1 0 \\n\",\n \"25 6.4400 0.00 None 0 1 0 \\n\",\n \"26 20.6800 82.72 None 0 -1 0 \\n\",\n \"27 51.3000 205.20 None 0 -1 0 \\n\",\n \"28 20.5600 82.24 None 0 -1 0 \\n\",\n \"29 50.8000 203.20 None 0 -1 0 \\n\",\n \"30 20.7000 82.80 None 0 -1 0 \\n\",\n \"31 6.3275 0.00 None 0 1 0 \\n\",\n \"32 21.0400 84.16 None 0 -1 0 \\n\",\n \"33 57.1725 228.69 None 0 -1 0 \\n\",\n \"34 5.0000 0.00 None 0 1 0 \\n\",\n \"35 6.5250 0.00 None 0 1 0 \\n\",\n \"36 24.6150 98.46 None 0 -1 0 \\n\",\n \"37 6.5150 0.00 None 0 1 0 \\n\",\n \"38 5.0000 0.00 None 0 1 0 \\n\"\n ]\n },\n {\n \"name\": \"stdin\",\n \"output_type\": \"stream\",\n \"text\": [\n \" \\n\"\n ]\n },\n {\n \"name\": \"stdout\",\n \"output_type\": \"stream\",\n \"text\": [\n \"open 2.591000e+01\\n\",\n \"high 2.688000e+01\\n\",\n \"low 2.587000e+01\\n\",\n \"close 2.688000e+01\\n\",\n \"volume 3.680710e+05\\n\",\n \"amount 9.742794e+08\\n\",\n \"Name: (2019-01-29 00:00:00, 000002), dtype: float64\\n\",\n \"---------------under is 当前全市场的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-29 000001 10.96 11.07 10.77 11.00 826631.0 904847872.0\\n\",\n \" 000002 25.91 26.88 25.87 26.88 368071.0 974279360.0\\n\",\n \"---------------under is 当前品种的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-02 000002 23.83 24.09 23.67 23.90 247010.0 5.893846e+08\\n\",\n \"2019-01-03 000002 23.79 24.50 23.71 24.07 222353.0 5.363333e+08\\n\",\n \"2019-01-04 000002 23.91 25.00 23.85 24.93 377727.0 9.270117e+08\\n\",\n \"2019-01-07 000002 25.29 25.53 24.99 25.05 427154.0 1.077909e+09\\n\",\n \"2019-01-08 000002 25.05 25.20 24.63 25.00 214382.0 5.336044e+08\\n\",\n \"2019-01-09 000002 25.40 25.88 25.11 25.33 340140.0 8.670814e+08\\n\",\n \"2019-01-10 000002 25.22 25.56 25.03 25.11 224649.0 5.689526e+08\\n\",\n \"2019-01-11 000002 25.10 25.54 25.01 25.30 240694.0 6.069947e+08\\n\",\n \"2019-01-14 000002 25.13 25.30 24.92 25.02 183281.0 4.591518e+08\\n\",\n \"2019-01-15 000002 25.00 25.16 24.32 25.16 368758.0 9.149835e+08\\n\",\n \"2019-01-16 000002 25.15 25.50 24.83 25.42 267466.0 6.766856e+08\\n\",\n \"2019-01-17 000002 25.50 25.50 24.94 24.97 245895.0 6.188767e+08\\n\",\n \"2019-01-18 000002 25.00 25.76 24.99 25.76 365723.0 9.334642e+08\\n\",\n \"2019-01-21 000002 25.71 25.95 25.40 25.65 255499.0 6.558207e+08\\n\",\n \"2019-01-22 000002 25.50 26.17 25.23 25.40 379336.0 9.748227e+08\\n\",\n \"2019-01-23 000002 25.35 25.49 25.20 25.31 146847.0 3.718901e+08\\n\",\n \"2019-01-24 000002 25.42 25.54 24.93 25.41 234931.0 5.928229e+08\\n\",\n \"2019-01-25 000002 25.51 26.35 25.49 26.10 451756.0 1.176480e+09\\n\",\n \"2019-01-28 000002 26.20 26.62 25.86 26.06 308906.0 8.102888e+08\\n\",\n \"2019-01-29 000002 25.91 26.88 25.87 26.88 368071.0 9.742794e+08\\n\",\n \"000002\\n\",\n \"---------------under is 账户情况和持仓情况 -------------------\\n\",\n \"{'code': '000002', 'instrument_id': '000002', 'user_id': 'x', 'portfolio_cookie': 'default', 'username': 'quantaxis', 'position_id': '5aa694d0-3861-43a8-9efc-84f380138bea', 'account_cookie': 'x', 'frozen': {}, 'name': None, 'spms_id': None, 'oms_id': None, 'market_type': 'stock_cn', 'exchange_id': None, 'moneypreset': 100000, 'moneypresetLeft': 100000, 'lastupdatetime': '', 'volume_long_today': 11000, 'volume_long_his': 0, 'volume_long': 11000, 'volume_short_today': 0, 'volume_short_his': 0, 'volume_short': 0, 'volume_long_frozen_today': 0, 'volume_long_frozen_his': 0, 'volume_long_frozen': 0, 'volume_short_frozen_today': 0, 'volume_short_frozen_his': 0, 'volume_short_frozen': 0, 'margin_long': 277910.0, 'margin_short': 0, 'margin': 277910.0, 'position_price_long': 25.264545454545456, 'position_cost_long': 277910.0, 'position_price_short': 0, 'position_cost_short': 0, 'open_price_long': 25.264545454545456, 'open_cost_long': 277910.0, 'open_price_short': 0, 'open_cost_short': 0, 'trades': [], 'orders': {}, 'last_price': 26.88, 'float_profit_long': 17770.0, 'float_profit_short': 0.0, 'float_profit': 17770.0, 'position_profit_long': 17770.0, 'position_profit_short': 0.0, 'position_profit': 17770.0}\\n\",\n \" datetime code price amount cash \\\\\\n\",\n \"0 2019-01-02 00:00:00 000001 9.19 1000 9.908050e+05 \\n\",\n \"1 2019-01-02 00:00:00 000002 23.90 1000 9.668990e+05 \\n\",\n \"2 2019-01-03 00:00:00 000001 9.28 1000 9.576140e+05 \\n\",\n \"3 2019-01-03 00:00:00 000002 24.07 -1000 9.816539e+05 \\n\",\n \"4 2019-01-04 00:00:00 000001 9.75 -2000 1.001129e+06 \\n\",\n \"5 2019-01-04 00:00:00 000002 24.93 1000 9.761932e+05 \\n\",\n \"6 2019-01-07 00:00:00 000001 9.74 1000 9.664482e+05 \\n\",\n \"7 2019-01-07 00:00:00 000002 25.05 -2000 1.016486e+06 \\n\",\n \"8 2019-01-08 00:00:00 000001 9.66 -3000 1.045429e+06 \\n\",\n \"9 2019-01-08 00:00:00 000002 25.00 -2000 1.095367e+06 \\n\",\n \"10 2019-01-09 00:00:00 000001 9.94 1000 1.085422e+06 \\n\",\n \"11 2019-01-09 00:00:00 000002 25.33 1000 1.060086e+06 \\n\",\n \"12 2019-01-10 00:00:00 000001 10.10 1000 1.049981e+06 \\n\",\n \"13 2019-01-10 00:00:00 000002 25.11 1000 1.024864e+06 \\n\",\n \"14 2019-01-11 00:00:00 000001 10.20 1000 1.014659e+06 \\n\",\n \"15 2019-01-11 00:00:00 000002 25.30 -4000 1.115733e+06 \\n\",\n \"16 2019-01-14 00:00:00 000001 10.11 -6000 1.176317e+06 \\n\",\n \"17 2019-01-14 00:00:00 000002 25.02 1000 1.151291e+06 \\n\",\n \"18 2019-01-15 00:00:00 000001 10.24 1000 1.141046e+06 \\n\",\n \"19 2019-01-15 00:00:00 000002 25.16 -5000 1.266688e+06 \\n\",\n \"20 2019-01-16 00:00:00 000001 10.48 -7000 1.339957e+06 \\n\",\n \"21 2019-01-16 00:00:00 000002 25.42 1000 1.314530e+06 \\n\",\n \"22 2019-01-17 00:00:00 000001 10.25 -7000 1.386191e+06 \\n\",\n \"23 2019-01-17 00:00:00 000002 24.97 1000 1.361214e+06 \\n\",\n \"24 2019-01-18 00:00:00 000001 10.43 1000 1.350779e+06 \\n\",\n \"25 2019-01-18 00:00:00 000002 25.76 1000 1.325013e+06 \\n\",\n \"26 2019-01-21 00:00:00 000001 10.34 -8000 1.407630e+06 \\n\",\n \"27 2019-01-21 00:00:00 000002 25.65 -8000 1.612573e+06 \\n\",\n \"28 2019-01-22 00:00:00 000001 10.28 -8000 1.694710e+06 \\n\",\n \"29 2019-01-22 00:00:00 000002 25.40 -8000 1.897656e+06 \\n\",\n \"30 2019-01-23 00:00:00 000001 10.35 -8000 1.980353e+06 \\n\",\n \"31 2019-01-23 00:00:00 000002 25.31 1000 1.955036e+06 \\n\",\n \"32 2019-01-24 00:00:00 000001 10.52 -8000 2.039091e+06 \\n\",\n \"33 2019-01-24 00:00:00 000002 25.41 -9000 2.267495e+06 \\n\",\n \"34 2019-01-25 00:00:00 000001 11.00 1000 2.256490e+06 \\n\",\n \"35 2019-01-25 00:00:00 000002 26.10 1000 2.230384e+06 \\n\",\n \"36 2019-01-28 00:00:00 000001 10.94 -9000 2.328721e+06 \\n\",\n \"37 2019-01-28 00:00:00 000002 26.06 1000 2.302654e+06 \\n\",\n \"38 2019-01-29 00:00:00 000001 11.00 1000 2.291649e+06 \\n\",\n \"39 2019-01-29 00:00:00 000002 26.88 -11000 2.586960e+06 \\n\",\n \"\\n\",\n \" order_id realorder_id trade_id account_cookie \\\\\\n\",\n \"0 e23f9e01-e8d2-4a05-93ef-9163ce7a83ee None None x \\n\",\n \"1 1f430faa-86d1-440b-abf7-a7feddc17954 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None None x \\n\",\n \"18 80ac049d-602e-44ff-a799-3be84acdfe55 None None x \\n\",\n \"19 e354ff47-4298-4d5a-a22e-794e327dee61 None None x \\n\",\n \"20 4977e6e3-e6ee-4d8c-8c43-9b1f027e07b1 None None x \\n\",\n \"21 16d8792c-b2f0-400d-b2a6-aa5c2e473728 None None x \\n\",\n \"22 eff96ddf-6dbb-4af3-a7bd-1f170e632dbc None None x \\n\",\n \"23 7b21c653-d1d1-44d8-9772-790585915ae4 None None x \\n\",\n \"24 dfe8fbac-ff27-4746-a53a-f6220f3c63a6 None None x \\n\",\n \"25 98e05d3a-cdf5-4cac-bd41-fa747e29a2a4 None None x \\n\",\n \"26 23cd8f74-342a-4796-aeeb-07441bed75e1 None None x \\n\",\n \"27 3f7dad60-3de4-4ca9-ba5e-af87d33594e6 None None x \\n\",\n \"28 f2b9cae9-b1d9-4a00-ba62-ce81baec3d72 None None x \\n\",\n \"29 de5fce65-5a39-42c6-8d6e-914060c5f971 None None x \\n\",\n \"30 3d763d03-c042-4312-a7e3-ffae8fb877b4 None None x \\n\",\n \"31 d41375b6-70c1-4b71-9eab-0ae5f1763fd2 None None x \\n\",\n \"32 3fc5cbfd-354e-4f68-9248-a0853a763435 None None x \\n\",\n \"33 2b065a3c-e510-4f64-ab30-c94a93a0dc51 None None x \\n\",\n \"34 3c140a72-da07-443f-9386-04440fecb9a4 None None x \\n\",\n \"35 0002bf5f-e6ec-433b-b8bd-841e76c93483 None None x \\n\",\n \"36 306a25f0-fc21-4eee-b0bb-9d5a0a57694d None None x \\n\",\n \"37 a4d75c37-d330-4400-9298-f19665f0043e None None x \\n\",\n \"38 4ea50c6e-dc9a-4372-a9a5-86ce216c2199 None None x \\n\",\n \"39 9ca9217d-a510-4344-8def-9be6e67ab42f None None x \\n\",\n \"\\n\",\n \" commission tax message frozen direction total_frozen \\n\",\n \"0 5.0000 0.00 None 0 1 0 \\n\",\n \"1 5.9750 0.00 None 0 1 0 \\n\",\n \"2 5.0000 0.00 None 0 1 0 \\n\",\n \"3 6.0175 24.07 None 0 -1 0 \\n\",\n \"4 5.0000 19.50 None 0 -1 0 \\n\",\n \"5 6.2325 0.00 None 0 1 0 \\n\",\n \"6 5.0000 0.00 None 0 1 0 \\n\",\n \"7 12.5250 50.10 None 0 -1 0 \\n\",\n \"8 7.2450 28.98 None 0 -1 0 \\n\",\n \"9 12.5000 50.00 None 0 -1 0 \\n\",\n \"10 5.0000 0.00 None 0 1 0 \\n\",\n \"11 6.3325 0.00 None 0 1 0 \\n\",\n \"12 5.0000 0.00 None 0 1 0 \\n\",\n \"13 6.2775 0.00 None 0 1 0 \\n\",\n \"14 5.0000 0.00 None 0 1 0 \\n\",\n \"15 25.3000 101.20 None 0 -1 0 \\n\",\n \"16 15.1650 60.66 None 0 -1 0 \\n\",\n \"17 6.2550 0.00 None 0 1 0 \\n\",\n \"18 5.0000 0.00 None 0 1 0 \\n\",\n \"19 31.4500 125.80 None 0 -1 0 \\n\",\n \"20 18.3400 73.36 None 0 -1 0 \\n\",\n \"21 6.3550 0.00 None 0 1 0 \\n\",\n \"22 17.9375 71.75 None 0 -1 0 \\n\",\n \"23 6.2425 0.00 None 0 1 0 \\n\",\n \"24 5.0000 0.00 None 0 1 0 \\n\",\n \"25 6.4400 0.00 None 0 1 0 \\n\",\n \"26 20.6800 82.72 None 0 -1 0 \\n\",\n \"27 51.3000 205.20 None 0 -1 0 \\n\",\n \"28 20.5600 82.24 None 0 -1 0 \\n\",\n \"29 50.8000 203.20 None 0 -1 0 \\n\",\n \"30 20.7000 82.80 None 0 -1 0 \\n\",\n \"31 6.3275 0.00 None 0 1 0 \\n\",\n \"32 21.0400 84.16 None 0 -1 0 \\n\",\n \"33 57.1725 228.69 None 0 -1 0 \\n\",\n \"34 5.0000 0.00 None 0 1 0 \\n\",\n \"35 6.5250 0.00 None 0 1 0 \\n\",\n \"36 24.6150 98.46 None 0 -1 0 \\n\",\n \"37 6.5150 0.00 None 0 1 0 \\n\",\n \"38 5.0000 0.00 None 0 1 0 \\n\",\n \"39 73.9200 295.68 None 0 -1 0 \\n\"\n ]\n },\n {\n \"name\": \"stdin\",\n \"output_type\": \"stream\",\n \"text\": [\n \" \\n\"\n ]\n },\n {\n \"name\": \"stdout\",\n \"output_type\": \"stream\",\n \"text\": [\n \"backtest: Settle!\\n\",\n \"open 1.095000e+01\\n\",\n \"high 1.118000e+01\\n\",\n \"low 1.086000e+01\\n\",\n \"close 1.095000e+01\\n\",\n \"volume 7.120010e+05\\n\",\n \"amount 7.852045e+08\\n\",\n \"Name: (2019-01-30 00:00:00, 000001), dtype: float64\\n\",\n \"---------------under is 当前全市场的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-30 000001 10.95 11.18 10.86 10.95 712001.0 785204544.0\\n\",\n \"---------------under is 当前品种的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-02 000001 9.39 9.42 9.16 9.19 539386.0 4.986951e+08\\n\",\n \"2019-01-03 000001 9.18 9.33 9.15 9.28 415537.0 3.844577e+08\\n\",\n \"2019-01-04 000001 9.24 9.82 9.22 9.75 1481159.0 1.422150e+09\\n\",\n \"2019-01-07 000001 9.84 9.85 9.63 9.74 865687.0 8.411664e+08\\n\",\n \"2019-01-08 000001 9.73 9.74 9.62 9.66 402388.0 3.892478e+08\\n\",\n \"2019-01-09 000001 9.74 10.08 9.70 9.94 1233486.0 1.229465e+09\\n\",\n \"2019-01-10 000001 9.87 10.20 9.86 10.10 1071817.0 1.079711e+09\\n\",\n \"2019-01-11 000001 10.11 10.22 10.05 10.20 696364.0 7.080018e+08\\n\",\n \"2019-01-14 000001 10.22 10.25 10.07 10.11 500443.0 5.078629e+08\\n\",\n \"2019-01-15 000001 10.11 10.28 10.09 10.24 542160.0 5.530273e+08\\n\",\n \"2019-01-16 000001 10.24 10.50 10.23 10.48 977699.0 1.017495e+09\\n\",\n \"2019-01-17 000001 10.54 10.57 10.17 10.25 882811.0 9.102121e+08\\n\",\n \"2019-01-18 000001 10.34 10.49 10.28 10.43 738793.0 7.699736e+08\\n\",\n \"2019-01-21 000001 10.34 10.47 10.32 10.34 659355.0 6.844657e+08\\n\",\n \"2019-01-22 000001 10.34 10.44 10.26 10.28 424413.0 4.389915e+08\\n\",\n \"2019-01-23 000001 10.29 10.47 10.29 10.35 537876.0 5.593844e+08\\n\",\n \"2019-01-24 000001 10.40 10.55 10.37 10.52 679240.0 7.114957e+08\\n\",\n \"2019-01-25 000001 10.56 11.04 10.55 11.00 2108362.0 2.299718e+09\\n\",\n \"2019-01-28 000001 11.04 11.14 10.88 10.94 1035909.0 1.141854e+09\\n\",\n \"2019-01-29 000001 10.96 11.07 10.77 11.00 826631.0 9.048479e+08\\n\",\n \"2019-01-30 000001 10.95 11.18 10.86 10.95 712001.0 7.852045e+08\\n\",\n \"000001\\n\",\n \"---------------under is 账户情况和持仓情况 -------------------\\n\",\n \"{'code': '000001', 'instrument_id': '000001', 'user_id': 'x', 'portfolio_cookie': 'default', 'username': 'quantaxis', 'position_id': 'd2b24d5c-fb1e-4a2e-97eb-f19b04f544ec', 'account_cookie': 'x', 'frozen': {}, 'name': None, 'spms_id': None, 'oms_id': None, 'market_type': 'stock_cn', 'exchange_id': None, 'moneypreset': 100000, 'moneypresetLeft': 100000, 'lastupdatetime': '', 'volume_long_today': 10000, 'volume_long_his': 0, 'volume_long': 10000, 'volume_short_today': 0, 'volume_short_his': 0, 'volume_short': 0, 'volume_long_frozen_today': 0, 'volume_long_frozen_his': 0, 'volume_long_frozen': 0, 'volume_short_frozen_today': 0, 'volume_short_frozen_his': 0, 'volume_short_frozen': 0, 'margin_long': 101120.0, 'margin_short': 0, 'margin': 101120.0, 'position_price_long': 10.112, 'position_cost_long': 101120.0, 'position_price_short': 0, 'position_cost_short': 0, 'open_price_long': 10.112, 'open_cost_long': 101120.0, 'open_price_short': 0, 'open_cost_short': 0, 'trades': [], 'orders': {}, 'last_price': 10.95, 'float_profit_long': 8380.0, 'float_profit_short': 0.0, 'float_profit': 8380.0, 'position_profit_long': 8380.0, 'position_profit_short': 0.0, 'position_profit': 8380.0}\\n\",\n \" datetime code price amount cash \\\\\\n\",\n \"0 2019-01-02 00:00:00 000001 9.19 1000 9.908050e+05 \\n\",\n \"1 2019-01-02 00:00:00 000002 23.90 1000 9.668990e+05 \\n\",\n \"2 2019-01-03 00:00:00 000001 9.28 1000 9.576140e+05 \\n\",\n \"3 2019-01-03 00:00:00 000002 24.07 -1000 9.816539e+05 \\n\",\n \"4 2019-01-04 00:00:00 000001 9.75 -2000 1.001129e+06 \\n\",\n \"5 2019-01-04 00:00:00 000002 24.93 1000 9.761932e+05 \\n\",\n \"6 2019-01-07 00:00:00 000001 9.74 1000 9.664482e+05 \\n\",\n \"7 2019-01-07 00:00:00 000002 25.05 -2000 1.016486e+06 \\n\",\n \"8 2019-01-08 00:00:00 000001 9.66 -3000 1.045429e+06 \\n\",\n \"9 2019-01-08 00:00:00 000002 25.00 -2000 1.095367e+06 \\n\",\n \"10 2019-01-09 00:00:00 000001 9.94 1000 1.085422e+06 \\n\",\n \"11 2019-01-09 00:00:00 000002 25.33 1000 1.060086e+06 \\n\",\n \"12 2019-01-10 00:00:00 000001 10.10 1000 1.049981e+06 \\n\",\n \"13 2019-01-10 00:00:00 000002 25.11 1000 1.024864e+06 \\n\",\n \"14 2019-01-11 00:00:00 000001 10.20 1000 1.014659e+06 \\n\",\n \"15 2019-01-11 00:00:00 000002 25.30 -4000 1.115733e+06 \\n\",\n \"16 2019-01-14 00:00:00 000001 10.11 -6000 1.176317e+06 \\n\",\n \"17 2019-01-14 00:00:00 000002 25.02 1000 1.151291e+06 \\n\",\n \"18 2019-01-15 00:00:00 000001 10.24 1000 1.141046e+06 \\n\",\n \"19 2019-01-15 00:00:00 000002 25.16 -5000 1.266688e+06 \\n\",\n \"20 2019-01-16 00:00:00 000001 10.48 -7000 1.339957e+06 \\n\",\n \"21 2019-01-16 00:00:00 000002 25.42 1000 1.314530e+06 \\n\",\n \"22 2019-01-17 00:00:00 000001 10.25 -7000 1.386191e+06 \\n\",\n \"23 2019-01-17 00:00:00 000002 24.97 1000 1.361214e+06 \\n\",\n \"24 2019-01-18 00:00:00 000001 10.43 1000 1.350779e+06 \\n\",\n \"25 2019-01-18 00:00:00 000002 25.76 1000 1.325013e+06 \\n\",\n \"26 2019-01-21 00:00:00 000001 10.34 -8000 1.407630e+06 \\n\",\n \"27 2019-01-21 00:00:00 000002 25.65 -8000 1.612573e+06 \\n\",\n \"28 2019-01-22 00:00:00 000001 10.28 -8000 1.694710e+06 \\n\",\n \"29 2019-01-22 00:00:00 000002 25.40 -8000 1.897656e+06 \\n\",\n \"30 2019-01-23 00:00:00 000001 10.35 -8000 1.980353e+06 \\n\",\n \"31 2019-01-23 00:00:00 000002 25.31 1000 1.955036e+06 \\n\",\n \"32 2019-01-24 00:00:00 000001 10.52 -8000 2.039091e+06 \\n\",\n \"33 2019-01-24 00:00:00 000002 25.41 -9000 2.267495e+06 \\n\",\n \"34 2019-01-25 00:00:00 000001 11.00 1000 2.256490e+06 \\n\",\n \"35 2019-01-25 00:00:00 000002 26.10 1000 2.230384e+06 \\n\",\n \"36 2019-01-28 00:00:00 000001 10.94 -9000 2.328721e+06 \\n\",\n \"37 2019-01-28 00:00:00 000002 26.06 1000 2.302654e+06 \\n\",\n \"38 2019-01-29 00:00:00 000001 11.00 1000 2.291649e+06 \\n\",\n \"39 2019-01-29 00:00:00 000002 26.88 -11000 2.586960e+06 \\n\",\n \"40 2019-01-30 00:00:00 000001 10.95 -10000 2.696323e+06 \\n\",\n \"\\n\",\n \" order_id realorder_id trade_id account_cookie \\\\\\n\",\n \"0 e23f9e01-e8d2-4a05-93ef-9163ce7a83ee None None x \\n\",\n \"1 1f430faa-86d1-440b-abf7-a7feddc17954 None None x \\n\",\n \"2 0230d608-91cc-422e-8deb-218f4faef3d7 None None x \\n\",\n \"3 427f1eed-b3bd-4078-94e3-156bf3ae21a6 None None x \\n\",\n \"4 48fd88b8-e3c0-4df5-94ef-62b936345bd9 None None x \\n\",\n \"5 d9aff179-9bc3-4268-b2d5-37eee8de309f None None x \\n\",\n \"6 41f23955-b920-4f04-bcb7-ca1cd960aa45 None None x \\n\",\n \"7 cb2fdd74-7326-41d9-812f-9d88da447741 None None x \\n\",\n \"8 8ef82ee7-87b8-4f7d-8a01-374f52b60cbb None None x \\n\",\n \"9 1f63fa52-f56b-4814-8eb3-5e4de849f3cb None None x \\n\",\n \"10 13e77d45-9e2c-4ef3-89f5-7fa63cc3b808 None None x \\n\",\n \"11 7e714c35-83a4-4cb4-8ab5-d4fb2b31ccb7 None None x \\n\",\n \"12 380f932e-7871-4c72-94d3-5077861c9f53 None None x \\n\",\n \"13 3966e418-9017-4565-b24f-ed9455ef5593 None None x \\n\",\n \"14 99048106-f032-45a2-92c6-5a076f899a8a None None x \\n\",\n \"15 3529f52a-3c09-46fc-944d-b3c619af7cd7 None None x \\n\",\n \"16 650c29d4-459c-412a-8000-c881af3c662a None None x \\n\",\n \"17 9d0b7e50-53ac-42df-9175-c3f303387629 None None x \\n\",\n \"18 80ac049d-602e-44ff-a799-3be84acdfe55 None None x \\n\",\n \"19 e354ff47-4298-4d5a-a22e-794e327dee61 None None x \\n\",\n \"20 4977e6e3-e6ee-4d8c-8c43-9b1f027e07b1 None None x \\n\",\n \"21 16d8792c-b2f0-400d-b2a6-aa5c2e473728 None None x \\n\",\n \"22 eff96ddf-6dbb-4af3-a7bd-1f170e632dbc None None x \\n\",\n \"23 7b21c653-d1d1-44d8-9772-790585915ae4 None None x \\n\",\n \"24 dfe8fbac-ff27-4746-a53a-f6220f3c63a6 None None x \\n\",\n \"25 98e05d3a-cdf5-4cac-bd41-fa747e29a2a4 None None x \\n\",\n \"26 23cd8f74-342a-4796-aeeb-07441bed75e1 None None x \\n\",\n \"27 3f7dad60-3de4-4ca9-ba5e-af87d33594e6 None None x \\n\",\n \"28 f2b9cae9-b1d9-4a00-ba62-ce81baec3d72 None None x \\n\",\n \"29 de5fce65-5a39-42c6-8d6e-914060c5f971 None None x \\n\",\n \"30 3d763d03-c042-4312-a7e3-ffae8fb877b4 None None x \\n\",\n \"31 d41375b6-70c1-4b71-9eab-0ae5f1763fd2 None None x \\n\",\n \"32 3fc5cbfd-354e-4f68-9248-a0853a763435 None None x \\n\",\n \"33 2b065a3c-e510-4f64-ab30-c94a93a0dc51 None None x \\n\",\n \"34 3c140a72-da07-443f-9386-04440fecb9a4 None None x \\n\",\n \"35 0002bf5f-e6ec-433b-b8bd-841e76c93483 None None x \\n\",\n \"36 306a25f0-fc21-4eee-b0bb-9d5a0a57694d None None x \\n\",\n \"37 a4d75c37-d330-4400-9298-f19665f0043e None None x \\n\",\n \"38 4ea50c6e-dc9a-4372-a9a5-86ce216c2199 None None x \\n\",\n \"39 9ca9217d-a510-4344-8def-9be6e67ab42f None None x \\n\",\n \"40 a577bff0-f7d2-4b60-a31c-bcee0cf7dc8f None None x \\n\",\n \"\\n\",\n \" commission tax message frozen direction total_frozen \\n\",\n \"0 5.0000 0.00 None 0 1 0 \\n\",\n \"1 5.9750 0.00 None 0 1 0 \\n\",\n \"2 5.0000 0.00 None 0 1 0 \\n\",\n \"3 6.0175 24.07 None 0 -1 0 \\n\",\n \"4 5.0000 19.50 None 0 -1 0 \\n\",\n \"5 6.2325 0.00 None 0 1 0 \\n\",\n \"6 5.0000 0.00 None 0 1 0 \\n\",\n \"7 12.5250 50.10 None 0 -1 0 \\n\",\n \"8 7.2450 28.98 None 0 -1 0 \\n\",\n \"9 12.5000 50.00 None 0 -1 0 \\n\",\n \"10 5.0000 0.00 None 0 1 0 \\n\",\n \"11 6.3325 0.00 None 0 1 0 \\n\",\n \"12 5.0000 0.00 None 0 1 0 \\n\",\n \"13 6.2775 0.00 None 0 1 0 \\n\",\n \"14 5.0000 0.00 None 0 1 0 \\n\",\n \"15 25.3000 101.20 None 0 -1 0 \\n\",\n \"16 15.1650 60.66 None 0 -1 0 \\n\",\n \"17 6.2550 0.00 None 0 1 0 \\n\",\n \"18 5.0000 0.00 None 0 1 0 \\n\",\n \"19 31.4500 125.80 None 0 -1 0 \\n\",\n \"20 18.3400 73.36 None 0 -1 0 \\n\",\n \"21 6.3550 0.00 None 0 1 0 \\n\",\n \"22 17.9375 71.75 None 0 -1 0 \\n\",\n \"23 6.2425 0.00 None 0 1 0 \\n\",\n \"24 5.0000 0.00 None 0 1 0 \\n\",\n \"25 6.4400 0.00 None 0 1 0 \\n\",\n \"26 20.6800 82.72 None 0 -1 0 \\n\",\n \"27 51.3000 205.20 None 0 -1 0 \\n\",\n \"28 20.5600 82.24 None 0 -1 0 \\n\",\n \"29 50.8000 203.20 None 0 -1 0 \\n\",\n \"30 20.7000 82.80 None 0 -1 0 \\n\",\n \"31 6.3275 0.00 None 0 1 0 \\n\",\n \"32 21.0400 84.16 None 0 -1 0 \\n\",\n \"33 57.1725 228.69 None 0 -1 0 \\n\",\n \"34 5.0000 0.00 None 0 1 0 \\n\",\n \"35 6.5250 0.00 None 0 1 0 \\n\",\n \"36 24.6150 98.46 None 0 -1 0 \\n\",\n \"37 6.5150 0.00 None 0 1 0 \\n\",\n \"38 5.0000 0.00 None 0 1 0 \\n\",\n \"39 73.9200 295.68 None 0 -1 0 \\n\",\n \"40 27.3750 109.50 None 0 -1 0 \\n\"\n ]\n },\n {\n \"name\": \"stdin\",\n \"output_type\": \"stream\",\n \"text\": [\n \" \\n\"\n ]\n },\n {\n \"name\": \"stdout\",\n \"output_type\": \"stream\",\n \"text\": [\n \"open 2.670000e+01\\n\",\n \"high 2.782000e+01\\n\",\n \"low 2.663000e+01\\n\",\n \"close 2.721000e+01\\n\",\n \"volume 5.923030e+05\\n\",\n \"amount 1.615187e+09\\n\",\n \"Name: (2019-01-30 00:00:00, 000002), dtype: float64\\n\",\n \"---------------under is 当前全市场的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-30 000001 10.95 11.18 10.86 10.95 712001.0 7.852045e+08\\n\",\n \" 000002 26.70 27.82 26.63 27.21 592303.0 1.615187e+09\\n\",\n \"---------------under is 当前品种的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-02 000002 23.83 24.09 23.67 23.90 247010.0 5.893846e+08\\n\",\n \"2019-01-03 000002 23.79 24.50 23.71 24.07 222353.0 5.363333e+08\\n\",\n \"2019-01-04 000002 23.91 25.00 23.85 24.93 377727.0 9.270117e+08\\n\",\n \"2019-01-07 000002 25.29 25.53 24.99 25.05 427154.0 1.077909e+09\\n\",\n \"2019-01-08 000002 25.05 25.20 24.63 25.00 214382.0 5.336044e+08\\n\",\n \"2019-01-09 000002 25.40 25.88 25.11 25.33 340140.0 8.670814e+08\\n\",\n \"2019-01-10 000002 25.22 25.56 25.03 25.11 224649.0 5.689526e+08\\n\",\n \"2019-01-11 000002 25.10 25.54 25.01 25.30 240694.0 6.069947e+08\\n\",\n \"2019-01-14 000002 25.13 25.30 24.92 25.02 183281.0 4.591518e+08\\n\",\n \"2019-01-15 000002 25.00 25.16 24.32 25.16 368758.0 9.149835e+08\\n\",\n \"2019-01-16 000002 25.15 25.50 24.83 25.42 267466.0 6.766856e+08\\n\",\n \"2019-01-17 000002 25.50 25.50 24.94 24.97 245895.0 6.188767e+08\\n\",\n \"2019-01-18 000002 25.00 25.76 24.99 25.76 365723.0 9.334642e+08\\n\",\n \"2019-01-21 000002 25.71 25.95 25.40 25.65 255499.0 6.558207e+08\\n\",\n \"2019-01-22 000002 25.50 26.17 25.23 25.40 379336.0 9.748227e+08\\n\",\n \"2019-01-23 000002 25.35 25.49 25.20 25.31 146847.0 3.718901e+08\\n\",\n \"2019-01-24 000002 25.42 25.54 24.93 25.41 234931.0 5.928229e+08\\n\",\n \"2019-01-25 000002 25.51 26.35 25.49 26.10 451756.0 1.176480e+09\\n\",\n \"2019-01-28 000002 26.20 26.62 25.86 26.06 308906.0 8.102888e+08\\n\",\n \"2019-01-29 000002 25.91 26.88 25.87 26.88 368071.0 9.742794e+08\\n\",\n \"2019-01-30 000002 26.70 27.82 26.63 27.21 592303.0 1.615187e+09\\n\",\n \"000002\\n\",\n \"---------------under is 账户情况和持仓情况 -------------------\\n\",\n \"{'code': '000002', 'instrument_id': '000002', 'user_id': 'x', 'portfolio_cookie': 'default', 'username': 'quantaxis', 'position_id': '5aa694d0-3861-43a8-9efc-84f380138bea', 'account_cookie': 'x', 'frozen': {}, 'name': None, 'spms_id': None, 'oms_id': None, 'market_type': 'stock_cn', 'exchange_id': None, 'moneypreset': 100000, 'moneypresetLeft': 100000, 'lastupdatetime': '', 'volume_long_today': 12000, 'volume_long_his': 0, 'volume_long': 12000, 'volume_short_today': 0, 'volume_short_his': 0, 'volume_short': 0, 'volume_long_frozen_today': 0, 'volume_long_frozen_his': 0, 'volume_long_frozen': 0, 'volume_short_frozen_today': 0, 'volume_short_frozen_his': 0, 'volume_short_frozen': 0, 'margin_long': 305120.0, 'margin_short': 0, 'margin': 305120.0, 'position_price_long': 25.426666666666666, 'position_cost_long': 305120.0, 'position_price_short': 0, 'position_cost_short': 0, 'open_price_long': 25.426666666666666, 'open_cost_long': 305120.0, 'open_price_short': 0, 'open_cost_short': 0, 'trades': [], 'orders': {}, 'last_price': 27.21, 'float_profit_long': 21400.0, 'float_profit_short': 0.0, 'float_profit': 21400.0, 'position_profit_long': 21400.0, 'position_profit_short': 0.0, 'position_profit': 21400.0}\\n\",\n \" datetime code price amount cash \\\\\\n\",\n \"0 2019-01-02 00:00:00 000001 9.19 1000 9.908050e+05 \\n\",\n \"1 2019-01-02 00:00:00 000002 23.90 1000 9.668990e+05 \\n\",\n \"2 2019-01-03 00:00:00 000001 9.28 1000 9.576140e+05 \\n\",\n \"3 2019-01-03 00:00:00 000002 24.07 -1000 9.816539e+05 \\n\",\n \"4 2019-01-04 00:00:00 000001 9.75 -2000 1.001129e+06 \\n\",\n \"5 2019-01-04 00:00:00 000002 24.93 1000 9.761932e+05 \\n\",\n \"6 2019-01-07 00:00:00 000001 9.74 1000 9.664482e+05 \\n\",\n \"7 2019-01-07 00:00:00 000002 25.05 -2000 1.016486e+06 \\n\",\n \"8 2019-01-08 00:00:00 000001 9.66 -3000 1.045429e+06 \\n\",\n \"9 2019-01-08 00:00:00 000002 25.00 -2000 1.095367e+06 \\n\",\n \"10 2019-01-09 00:00:00 000001 9.94 1000 1.085422e+06 \\n\",\n \"11 2019-01-09 00:00:00 000002 25.33 1000 1.060086e+06 \\n\",\n \"12 2019-01-10 00:00:00 000001 10.10 1000 1.049981e+06 \\n\",\n \"13 2019-01-10 00:00:00 000002 25.11 1000 1.024864e+06 \\n\",\n \"14 2019-01-11 00:00:00 000001 10.20 1000 1.014659e+06 \\n\",\n \"15 2019-01-11 00:00:00 000002 25.30 -4000 1.115733e+06 \\n\",\n \"16 2019-01-14 00:00:00 000001 10.11 -6000 1.176317e+06 \\n\",\n \"17 2019-01-14 00:00:00 000002 25.02 1000 1.151291e+06 \\n\",\n \"18 2019-01-15 00:00:00 000001 10.24 1000 1.141046e+06 \\n\",\n \"19 2019-01-15 00:00:00 000002 25.16 -5000 1.266688e+06 \\n\",\n \"20 2019-01-16 00:00:00 000001 10.48 -7000 1.339957e+06 \\n\",\n \"21 2019-01-16 00:00:00 000002 25.42 1000 1.314530e+06 \\n\",\n \"22 2019-01-17 00:00:00 000001 10.25 -7000 1.386191e+06 \\n\",\n \"23 2019-01-17 00:00:00 000002 24.97 1000 1.361214e+06 \\n\",\n \"24 2019-01-18 00:00:00 000001 10.43 1000 1.350779e+06 \\n\",\n \"25 2019-01-18 00:00:00 000002 25.76 1000 1.325013e+06 \\n\",\n \"26 2019-01-21 00:00:00 000001 10.34 -8000 1.407630e+06 \\n\",\n \"27 2019-01-21 00:00:00 000002 25.65 -8000 1.612573e+06 \\n\",\n \"28 2019-01-22 00:00:00 000001 10.28 -8000 1.694710e+06 \\n\",\n \"29 2019-01-22 00:00:00 000002 25.40 -8000 1.897656e+06 \\n\",\n \"30 2019-01-23 00:00:00 000001 10.35 -8000 1.980353e+06 \\n\",\n \"31 2019-01-23 00:00:00 000002 25.31 1000 1.955036e+06 \\n\",\n \"32 2019-01-24 00:00:00 000001 10.52 -8000 2.039091e+06 \\n\",\n \"33 2019-01-24 00:00:00 000002 25.41 -9000 2.267495e+06 \\n\",\n \"34 2019-01-25 00:00:00 000001 11.00 1000 2.256490e+06 \\n\",\n \"35 2019-01-25 00:00:00 000002 26.10 1000 2.230384e+06 \\n\",\n \"36 2019-01-28 00:00:00 000001 10.94 -9000 2.328721e+06 \\n\",\n \"37 2019-01-28 00:00:00 000002 26.06 1000 2.302654e+06 \\n\",\n \"38 2019-01-29 00:00:00 000001 11.00 1000 2.291649e+06 \\n\",\n \"39 2019-01-29 00:00:00 000002 26.88 -11000 2.586960e+06 \\n\",\n \"40 2019-01-30 00:00:00 000001 10.95 -10000 2.696323e+06 \\n\",\n \"41 2019-01-30 00:00:00 000002 27.21 1000 2.669106e+06 \\n\",\n \"\\n\",\n \" order_id realorder_id trade_id account_cookie \\\\\\n\",\n \"0 e23f9e01-e8d2-4a05-93ef-9163ce7a83ee None None x \\n\",\n \"1 1f430faa-86d1-440b-abf7-a7feddc17954 None None x \\n\",\n \"2 0230d608-91cc-422e-8deb-218f4faef3d7 None None x \\n\",\n \"3 427f1eed-b3bd-4078-94e3-156bf3ae21a6 None None x \\n\",\n \"4 48fd88b8-e3c0-4df5-94ef-62b936345bd9 None None x \\n\",\n \"5 d9aff179-9bc3-4268-b2d5-37eee8de309f None None x \\n\",\n \"6 41f23955-b920-4f04-bcb7-ca1cd960aa45 None None x \\n\",\n \"7 cb2fdd74-7326-41d9-812f-9d88da447741 None None x \\n\",\n \"8 8ef82ee7-87b8-4f7d-8a01-374f52b60cbb None None x \\n\",\n \"9 1f63fa52-f56b-4814-8eb3-5e4de849f3cb None None x \\n\",\n \"10 13e77d45-9e2c-4ef3-89f5-7fa63cc3b808 None None x \\n\",\n \"11 7e714c35-83a4-4cb4-8ab5-d4fb2b31ccb7 None None x \\n\",\n \"12 380f932e-7871-4c72-94d3-5077861c9f53 None None x \\n\",\n \"13 3966e418-9017-4565-b24f-ed9455ef5593 None None x \\n\",\n \"14 99048106-f032-45a2-92c6-5a076f899a8a None None x \\n\",\n \"15 3529f52a-3c09-46fc-944d-b3c619af7cd7 None None x \\n\",\n \"16 650c29d4-459c-412a-8000-c881af3c662a None None x \\n\",\n \"17 9d0b7e50-53ac-42df-9175-c3f303387629 None None x \\n\",\n \"18 80ac049d-602e-44ff-a799-3be84acdfe55 None None x \\n\",\n \"19 e354ff47-4298-4d5a-a22e-794e327dee61 None None x \\n\",\n \"20 4977e6e3-e6ee-4d8c-8c43-9b1f027e07b1 None None x \\n\",\n \"21 16d8792c-b2f0-400d-b2a6-aa5c2e473728 None None x \\n\",\n \"22 eff96ddf-6dbb-4af3-a7bd-1f170e632dbc None None x \\n\",\n \"23 7b21c653-d1d1-44d8-9772-790585915ae4 None None x \\n\",\n \"24 dfe8fbac-ff27-4746-a53a-f6220f3c63a6 None None x \\n\",\n \"25 98e05d3a-cdf5-4cac-bd41-fa747e29a2a4 None None x \\n\",\n \"26 23cd8f74-342a-4796-aeeb-07441bed75e1 None None x \\n\",\n \"27 3f7dad60-3de4-4ca9-ba5e-af87d33594e6 None None x \\n\",\n \"28 f2b9cae9-b1d9-4a00-ba62-ce81baec3d72 None None x \\n\",\n \"29 de5fce65-5a39-42c6-8d6e-914060c5f971 None None x \\n\",\n \"30 3d763d03-c042-4312-a7e3-ffae8fb877b4 None None x \\n\",\n \"31 d41375b6-70c1-4b71-9eab-0ae5f1763fd2 None None x \\n\",\n \"32 3fc5cbfd-354e-4f68-9248-a0853a763435 None None x \\n\",\n \"33 2b065a3c-e510-4f64-ab30-c94a93a0dc51 None None x \\n\",\n \"34 3c140a72-da07-443f-9386-04440fecb9a4 None None x \\n\",\n \"35 0002bf5f-e6ec-433b-b8bd-841e76c93483 None None x \\n\",\n \"36 306a25f0-fc21-4eee-b0bb-9d5a0a57694d None None x \\n\",\n \"37 a4d75c37-d330-4400-9298-f19665f0043e None None x \\n\",\n \"38 4ea50c6e-dc9a-4372-a9a5-86ce216c2199 None None x \\n\",\n \"39 9ca9217d-a510-4344-8def-9be6e67ab42f None None x \\n\",\n \"40 a577bff0-f7d2-4b60-a31c-bcee0cf7dc8f None None x \\n\",\n \"41 b0a91950-bcc3-4a3e-89d2-eaf5258d4c0c None None x \\n\",\n \"\\n\",\n \" commission tax message frozen direction total_frozen \\n\",\n \"0 5.0000 0.00 None 0 1 0 \\n\",\n \"1 5.9750 0.00 None 0 1 0 \\n\",\n \"2 5.0000 0.00 None 0 1 0 \\n\",\n \"3 6.0175 24.07 None 0 -1 0 \\n\",\n \"4 5.0000 19.50 None 0 -1 0 \\n\",\n \"5 6.2325 0.00 None 0 1 0 \\n\",\n \"6 5.0000 0.00 None 0 1 0 \\n\",\n \"7 12.5250 50.10 None 0 -1 0 \\n\",\n \"8 7.2450 28.98 None 0 -1 0 \\n\",\n \"9 12.5000 50.00 None 0 -1 0 \\n\",\n \"10 5.0000 0.00 None 0 1 0 \\n\",\n \"11 6.3325 0.00 None 0 1 0 \\n\",\n \"12 5.0000 0.00 None 0 1 0 \\n\",\n \"13 6.2775 0.00 None 0 1 0 \\n\",\n \"14 5.0000 0.00 None 0 1 0 \\n\",\n \"15 25.3000 101.20 None 0 -1 0 \\n\",\n \"16 15.1650 60.66 None 0 -1 0 \\n\",\n \"17 6.2550 0.00 None 0 1 0 \\n\",\n \"18 5.0000 0.00 None 0 1 0 \\n\",\n \"19 31.4500 125.80 None 0 -1 0 \\n\",\n \"20 18.3400 73.36 None 0 -1 0 \\n\",\n \"21 6.3550 0.00 None 0 1 0 \\n\",\n \"22 17.9375 71.75 None 0 -1 0 \\n\",\n \"23 6.2425 0.00 None 0 1 0 \\n\",\n \"24 5.0000 0.00 None 0 1 0 \\n\",\n \"25 6.4400 0.00 None 0 1 0 \\n\",\n \"26 20.6800 82.72 None 0 -1 0 \\n\",\n \"27 51.3000 205.20 None 0 -1 0 \\n\",\n \"28 20.5600 82.24 None 0 -1 0 \\n\",\n \"29 50.8000 203.20 None 0 -1 0 \\n\",\n \"30 20.7000 82.80 None 0 -1 0 \\n\",\n \"31 6.3275 0.00 None 0 1 0 \\n\",\n \"32 21.0400 84.16 None 0 -1 0 \\n\",\n \"33 57.1725 228.69 None 0 -1 0 \\n\",\n \"34 5.0000 0.00 None 0 1 0 \\n\",\n \"35 6.5250 0.00 None 0 1 0 \\n\",\n \"36 24.6150 98.46 None 0 -1 0 \\n\",\n \"37 6.5150 0.00 None 0 1 0 \\n\",\n \"38 5.0000 0.00 None 0 1 0 \\n\",\n \"39 73.9200 295.68 None 0 -1 0 \\n\",\n \"40 27.3750 109.50 None 0 -1 0 \\n\",\n \"41 6.8025 0.00 None 0 1 0 \\n\"\n ]\n },\n {\n \"name\": \"stdin\",\n \"output_type\": \"stream\",\n \"text\": [\n \" \\n\"\n ]\n },\n {\n \"name\": \"stdout\",\n \"output_type\": \"stream\",\n \"text\": [\n \"backtest: Settle!\\n\",\n \"open 1.098000e+01\\n\",\n \"high 1.120000e+01\\n\",\n \"low 1.094000e+01\\n\",\n \"close 1.110000e+01\\n\",\n \"volume 8.316220e+05\\n\",\n \"amount 9.226029e+08\\n\",\n \"Name: (2019-01-31 00:00:00, 000001), dtype: float64\\n\",\n \"---------------under is 当前全市场的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-31 000001 10.98 11.2 10.94 11.1 831622.0 922602880.0\\n\",\n \"---------------under is 当前品种的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-02 000001 9.39 9.42 9.16 9.19 539386.0 4.986951e+08\\n\",\n \"2019-01-03 000001 9.18 9.33 9.15 9.28 415537.0 3.844577e+08\\n\",\n \"2019-01-04 000001 9.24 9.82 9.22 9.75 1481159.0 1.422150e+09\\n\",\n \"2019-01-07 000001 9.84 9.85 9.63 9.74 865687.0 8.411664e+08\\n\",\n \"2019-01-08 000001 9.73 9.74 9.62 9.66 402388.0 3.892478e+08\\n\",\n \"2019-01-09 000001 9.74 10.08 9.70 9.94 1233486.0 1.229465e+09\\n\",\n \"2019-01-10 000001 9.87 10.20 9.86 10.10 1071817.0 1.079711e+09\\n\",\n \"2019-01-11 000001 10.11 10.22 10.05 10.20 696364.0 7.080018e+08\\n\",\n \"2019-01-14 000001 10.22 10.25 10.07 10.11 500443.0 5.078629e+08\\n\",\n \"2019-01-15 000001 10.11 10.28 10.09 10.24 542160.0 5.530273e+08\\n\",\n \"2019-01-16 000001 10.24 10.50 10.23 10.48 977699.0 1.017495e+09\\n\",\n \"2019-01-17 000001 10.54 10.57 10.17 10.25 882811.0 9.102121e+08\\n\",\n \"2019-01-18 000001 10.34 10.49 10.28 10.43 738793.0 7.699736e+08\\n\",\n \"2019-01-21 000001 10.34 10.47 10.32 10.34 659355.0 6.844657e+08\\n\",\n \"2019-01-22 000001 10.34 10.44 10.26 10.28 424413.0 4.389915e+08\\n\",\n \"2019-01-23 000001 10.29 10.47 10.29 10.35 537876.0 5.593844e+08\\n\",\n \"2019-01-24 000001 10.40 10.55 10.37 10.52 679240.0 7.114957e+08\\n\",\n \"2019-01-25 000001 10.56 11.04 10.55 11.00 2108362.0 2.299718e+09\\n\",\n \"2019-01-28 000001 11.04 11.14 10.88 10.94 1035909.0 1.141854e+09\\n\",\n \"2019-01-29 000001 10.96 11.07 10.77 11.00 826631.0 9.048479e+08\\n\",\n \"2019-01-30 000001 10.95 11.18 10.86 10.95 712001.0 7.852045e+08\\n\",\n \"2019-01-31 000001 10.98 11.20 10.94 11.10 831622.0 9.226029e+08\\n\",\n \"000001\\n\",\n \"---------------under is 账户情况和持仓情况 -------------------\\n\",\n \"{'code': '000001', 'instrument_id': '000001', 'user_id': 'x', 'portfolio_cookie': 'default', 'username': 'quantaxis', 'position_id': 'd2b24d5c-fb1e-4a2e-97eb-f19b04f544ec', 'account_cookie': 'x', 'frozen': {}, 'name': None, 'spms_id': None, 'oms_id': None, 'market_type': 'stock_cn', 'exchange_id': None, 'moneypreset': 100000, 'moneypresetLeft': 100000, 'lastupdatetime': '', 'volume_long_today': 11000, 'volume_long_his': 0, 'volume_long': 11000, 'volume_short_today': 0, 'volume_short_his': 0, 'volume_short': 0, 'volume_long_frozen_today': 0, 'volume_long_frozen_his': 0, 'volume_long_frozen': 0, 'volume_short_frozen_today': 0, 'volume_short_frozen_his': 0, 'volume_short_frozen': 0, 'margin_long': 112220.0, 'margin_short': 0, 'margin': 112220.0, 'position_price_long': 10.201818181818181, 'position_cost_long': 112220.0, 'position_price_short': 0, 'position_cost_short': 0, 'open_price_long': 10.201818181818181, 'open_cost_long': 112220.0, 'open_price_short': 0, 'open_cost_short': 0, 'trades': [], 'orders': {}, 'last_price': 11.1, 'float_profit_long': 9880.0, 'float_profit_short': 0.0, 'float_profit': 9880.0, 'position_profit_long': 9880.0, 'position_profit_short': 0.0, 'position_profit': 9880.0}\\n\",\n \" datetime code price amount cash \\\\\\n\",\n \"0 2019-01-02 00:00:00 000001 9.19 1000 9.908050e+05 \\n\",\n \"1 2019-01-02 00:00:00 000002 23.90 1000 9.668990e+05 \\n\",\n \"2 2019-01-03 00:00:00 000001 9.28 1000 9.576140e+05 \\n\",\n \"3 2019-01-03 00:00:00 000002 24.07 -1000 9.816539e+05 \\n\",\n \"4 2019-01-04 00:00:00 000001 9.75 -2000 1.001129e+06 \\n\",\n \"5 2019-01-04 00:00:00 000002 24.93 1000 9.761932e+05 \\n\",\n \"6 2019-01-07 00:00:00 000001 9.74 1000 9.664482e+05 \\n\",\n \"7 2019-01-07 00:00:00 000002 25.05 -2000 1.016486e+06 \\n\",\n \"8 2019-01-08 00:00:00 000001 9.66 -3000 1.045429e+06 \\n\",\n \"9 2019-01-08 00:00:00 000002 25.00 -2000 1.095367e+06 \\n\",\n \"10 2019-01-09 00:00:00 000001 9.94 1000 1.085422e+06 \\n\",\n \"11 2019-01-09 00:00:00 000002 25.33 1000 1.060086e+06 \\n\",\n \"12 2019-01-10 00:00:00 000001 10.10 1000 1.049981e+06 \\n\",\n \"13 2019-01-10 00:00:00 000002 25.11 1000 1.024864e+06 \\n\",\n \"14 2019-01-11 00:00:00 000001 10.20 1000 1.014659e+06 \\n\",\n \"15 2019-01-11 00:00:00 000002 25.30 -4000 1.115733e+06 \\n\",\n \"16 2019-01-14 00:00:00 000001 10.11 -6000 1.176317e+06 \\n\",\n \"17 2019-01-14 00:00:00 000002 25.02 1000 1.151291e+06 \\n\",\n \"18 2019-01-15 00:00:00 000001 10.24 1000 1.141046e+06 \\n\",\n \"19 2019-01-15 00:00:00 000002 25.16 -5000 1.266688e+06 \\n\",\n \"20 2019-01-16 00:00:00 000001 10.48 -7000 1.339957e+06 \\n\",\n \"21 2019-01-16 00:00:00 000002 25.42 1000 1.314530e+06 \\n\",\n \"22 2019-01-17 00:00:00 000001 10.25 -7000 1.386191e+06 \\n\",\n \"23 2019-01-17 00:00:00 000002 24.97 1000 1.361214e+06 \\n\",\n \"24 2019-01-18 00:00:00 000001 10.43 1000 1.350779e+06 \\n\",\n \"25 2019-01-18 00:00:00 000002 25.76 1000 1.325013e+06 \\n\",\n \"26 2019-01-21 00:00:00 000001 10.34 -8000 1.407630e+06 \\n\",\n \"27 2019-01-21 00:00:00 000002 25.65 -8000 1.612573e+06 \\n\",\n \"28 2019-01-22 00:00:00 000001 10.28 -8000 1.694710e+06 \\n\",\n \"29 2019-01-22 00:00:00 000002 25.40 -8000 1.897656e+06 \\n\",\n \"30 2019-01-23 00:00:00 000001 10.35 -8000 1.980353e+06 \\n\",\n \"31 2019-01-23 00:00:00 000002 25.31 1000 1.955036e+06 \\n\",\n \"32 2019-01-24 00:00:00 000001 10.52 -8000 2.039091e+06 \\n\",\n \"33 2019-01-24 00:00:00 000002 25.41 -9000 2.267495e+06 \\n\",\n \"34 2019-01-25 00:00:00 000001 11.00 1000 2.256490e+06 \\n\",\n \"35 2019-01-25 00:00:00 000002 26.10 1000 2.230384e+06 \\n\",\n \"36 2019-01-28 00:00:00 000001 10.94 -9000 2.328721e+06 \\n\",\n \"37 2019-01-28 00:00:00 000002 26.06 1000 2.302654e+06 \\n\",\n \"38 2019-01-29 00:00:00 000001 11.00 1000 2.291649e+06 \\n\",\n \"39 2019-01-29 00:00:00 000002 26.88 -11000 2.586960e+06 \\n\",\n \"40 2019-01-30 00:00:00 000001 10.95 -10000 2.696323e+06 \\n\",\n \"41 2019-01-30 00:00:00 000002 27.21 1000 2.669106e+06 \\n\",\n \"42 2019-01-31 00:00:00 000001 11.10 1000 2.658001e+06 \\n\",\n \"\\n\",\n \" order_id realorder_id trade_id account_cookie \\\\\\n\",\n \"0 e23f9e01-e8d2-4a05-93ef-9163ce7a83ee None None x \\n\",\n \"1 1f430faa-86d1-440b-abf7-a7feddc17954 None None x \\n\",\n \"2 0230d608-91cc-422e-8deb-218f4faef3d7 None None x \\n\",\n \"3 427f1eed-b3bd-4078-94e3-156bf3ae21a6 None None x \\n\",\n \"4 48fd88b8-e3c0-4df5-94ef-62b936345bd9 None None x \\n\",\n \"5 d9aff179-9bc3-4268-b2d5-37eee8de309f None None x \\n\",\n \"6 41f23955-b920-4f04-bcb7-ca1cd960aa45 None None x \\n\",\n \"7 cb2fdd74-7326-41d9-812f-9d88da447741 None None x \\n\",\n \"8 8ef82ee7-87b8-4f7d-8a01-374f52b60cbb None None x \\n\",\n \"9 1f63fa52-f56b-4814-8eb3-5e4de849f3cb None None x \\n\",\n \"10 13e77d45-9e2c-4ef3-89f5-7fa63cc3b808 None None x \\n\",\n \"11 7e714c35-83a4-4cb4-8ab5-d4fb2b31ccb7 None None x \\n\",\n \"12 380f932e-7871-4c72-94d3-5077861c9f53 None None x \\n\",\n \"13 3966e418-9017-4565-b24f-ed9455ef5593 None None x \\n\",\n \"14 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\\n\",\n \"29 50.8000 203.20 None 0 -1 0 \\n\",\n \"30 20.7000 82.80 None 0 -1 0 \\n\",\n \"31 6.3275 0.00 None 0 1 0 \\n\",\n \"32 21.0400 84.16 None 0 -1 0 \\n\",\n \"33 57.1725 228.69 None 0 -1 0 \\n\",\n \"34 5.0000 0.00 None 0 1 0 \\n\",\n \"35 6.5250 0.00 None 0 1 0 \\n\",\n \"36 24.6150 98.46 None 0 -1 0 \\n\",\n \"37 6.5150 0.00 None 0 1 0 \\n\",\n \"38 5.0000 0.00 None 0 1 0 \\n\",\n \"39 73.9200 295.68 None 0 -1 0 \\n\",\n \"40 27.3750 109.50 None 0 -1 0 \\n\",\n \"41 6.8025 0.00 None 0 1 0 \\n\",\n \"42 5.0000 0.00 None 0 1 0 \\n\"\n ]\n },\n {\n \"name\": \"stdin\",\n \"output_type\": \"stream\",\n \"text\": [\n \" \\n\"\n ]\n },\n {\n \"name\": \"stdout\",\n \"output_type\": \"stream\",\n \"text\": [\n \"open 2.739000e+01\\n\",\n \"high 2.815000e+01\\n\",\n \"low 2.700000e+01\\n\",\n \"close 2.775000e+01\\n\",\n \"volume 4.118570e+05\\n\",\n \"amount 1.138512e+09\\n\",\n \"Name: (2019-01-31 00:00:00, 000002), dtype: float64\\n\",\n \"---------------under is 当前全市场的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-31 000001 10.98 11.20 10.94 11.10 831622.0 9.226029e+08\\n\",\n \" 000002 27.39 28.15 27.00 27.75 411857.0 1.138512e+09\\n\",\n \"---------------under is 当前品种的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-02 000002 23.83 24.09 23.67 23.90 247010.0 5.893846e+08\\n\",\n \"2019-01-03 000002 23.79 24.50 23.71 24.07 222353.0 5.363333e+08\\n\",\n \"2019-01-04 000002 23.91 25.00 23.85 24.93 377727.0 9.270117e+08\\n\",\n \"2019-01-07 000002 25.29 25.53 24.99 25.05 427154.0 1.077909e+09\\n\",\n \"2019-01-08 000002 25.05 25.20 24.63 25.00 214382.0 5.336044e+08\\n\",\n \"2019-01-09 000002 25.40 25.88 25.11 25.33 340140.0 8.670814e+08\\n\",\n \"2019-01-10 000002 25.22 25.56 25.03 25.11 224649.0 5.689526e+08\\n\",\n \"2019-01-11 000002 25.10 25.54 25.01 25.30 240694.0 6.069947e+08\\n\",\n \"2019-01-14 000002 25.13 25.30 24.92 25.02 183281.0 4.591518e+08\\n\",\n \"2019-01-15 000002 25.00 25.16 24.32 25.16 368758.0 9.149835e+08\\n\",\n \"2019-01-16 000002 25.15 25.50 24.83 25.42 267466.0 6.766856e+08\\n\",\n \"2019-01-17 000002 25.50 25.50 24.94 24.97 245895.0 6.188767e+08\\n\",\n \"2019-01-18 000002 25.00 25.76 24.99 25.76 365723.0 9.334642e+08\\n\",\n \"2019-01-21 000002 25.71 25.95 25.40 25.65 255499.0 6.558207e+08\\n\",\n \"2019-01-22 000002 25.50 26.17 25.23 25.40 379336.0 9.748227e+08\\n\",\n \"2019-01-23 000002 25.35 25.49 25.20 25.31 146847.0 3.718901e+08\\n\",\n \"2019-01-24 000002 25.42 25.54 24.93 25.41 234931.0 5.928229e+08\\n\",\n \"2019-01-25 000002 25.51 26.35 25.49 26.10 451756.0 1.176480e+09\\n\",\n \"2019-01-28 000002 26.20 26.62 25.86 26.06 308906.0 8.102888e+08\\n\",\n \"2019-01-29 000002 25.91 26.88 25.87 26.88 368071.0 9.742794e+08\\n\",\n \"2019-01-30 000002 26.70 27.82 26.63 27.21 592303.0 1.615187e+09\\n\",\n \"2019-01-31 000002 27.39 28.15 27.00 27.75 411857.0 1.138512e+09\\n\",\n \"000002\\n\",\n \"---------------under is 账户情况和持仓情况 -------------------\\n\",\n \"{'code': '000002', 'instrument_id': '000002', 'user_id': 'x', 'portfolio_cookie': 'default', 'username': 'quantaxis', 'position_id': '5aa694d0-3861-43a8-9efc-84f380138bea', 'account_cookie': 'x', 'frozen': {}, 'name': None, 'spms_id': None, 'oms_id': None, 'market_type': 'stock_cn', 'exchange_id': None, 'moneypreset': 100000, 'moneypresetLeft': 100000, 'lastupdatetime': '', 'volume_long_today': 13000, 'volume_long_his': 0, 'volume_long': 13000, 'volume_short_today': 0, 'volume_short_his': 0, 'volume_short': 0, 'volume_long_frozen_today': 0, 'volume_long_frozen_his': 0, 'volume_long_frozen': 0, 'volume_short_frozen_today': 0, 'volume_short_frozen_his': 0, 'volume_short_frozen': 0, 'margin_long': 332870.0, 'margin_short': 0, 'margin': 332870.0, 'position_price_long': 25.605384615384615, 'position_cost_long': 332870.0, 'position_price_short': 0, 'position_cost_short': 0, 'open_price_long': 25.605384615384615, 'open_cost_long': 332870.0, 'open_price_short': 0, 'open_cost_short': 0, 'trades': [], 'orders': {}, 'last_price': 27.75, 'float_profit_long': 27880.0, 'float_profit_short': 0.0, 'float_profit': 27880.0, 'position_profit_long': 27880.0, 'position_profit_short': 0.0, 'position_profit': 27880.0}\\n\",\n \" datetime code price amount cash \\\\\\n\",\n \"0 2019-01-02 00:00:00 000001 9.19 1000 9.908050e+05 \\n\",\n \"1 2019-01-02 00:00:00 000002 23.90 1000 9.668990e+05 \\n\",\n \"2 2019-01-03 00:00:00 000001 9.28 1000 9.576140e+05 \\n\",\n \"3 2019-01-03 00:00:00 000002 24.07 -1000 9.816539e+05 \\n\",\n \"4 2019-01-04 00:00:00 000001 9.75 -2000 1.001129e+06 \\n\",\n \"5 2019-01-04 00:00:00 000002 24.93 1000 9.761932e+05 \\n\",\n \"6 2019-01-07 00:00:00 000001 9.74 1000 9.664482e+05 \\n\",\n \"7 2019-01-07 00:00:00 000002 25.05 -2000 1.016486e+06 \\n\",\n \"8 2019-01-08 00:00:00 000001 9.66 -3000 1.045429e+06 \\n\",\n \"9 2019-01-08 00:00:00 000002 25.00 -2000 1.095367e+06 \\n\",\n \"10 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None x \\n\",\n \"43 3c7c4429-8fae-4684-b917-c99f1c6a2ba4 None None x \\n\",\n \"\\n\",\n \" commission tax message frozen direction total_frozen \\n\",\n \"0 5.0000 0.00 None 0 1 0 \\n\",\n \"1 5.9750 0.00 None 0 1 0 \\n\",\n \"2 5.0000 0.00 None 0 1 0 \\n\",\n \"3 6.0175 24.07 None 0 -1 0 \\n\",\n \"4 5.0000 19.50 None 0 -1 0 \\n\",\n \"5 6.2325 0.00 None 0 1 0 \\n\",\n \"6 5.0000 0.00 None 0 1 0 \\n\",\n \"7 12.5250 50.10 None 0 -1 0 \\n\",\n \"8 7.2450 28.98 None 0 -1 0 \\n\",\n \"9 12.5000 50.00 None 0 -1 0 \\n\",\n \"10 5.0000 0.00 None 0 1 0 \\n\",\n \"11 6.3325 0.00 None 0 1 0 \\n\",\n \"12 5.0000 0.00 None 0 1 0 \\n\",\n \"13 6.2775 0.00 None 0 1 0 \\n\",\n \"14 5.0000 0.00 None 0 1 0 \\n\",\n \"15 25.3000 101.20 None 0 -1 0 \\n\",\n \"16 15.1650 60.66 None 0 -1 0 \\n\",\n \"17 6.2550 0.00 None 0 1 0 \\n\",\n \"18 5.0000 0.00 None 0 1 0 \\n\",\n \"19 31.4500 125.80 None 0 -1 0 \\n\",\n \"20 18.3400 73.36 None 0 -1 0 \\n\",\n \"21 6.3550 0.00 None 0 1 0 \\n\",\n \"22 17.9375 71.75 None 0 -1 0 \\n\",\n \"23 6.2425 0.00 None 0 1 0 \\n\",\n \"24 5.0000 0.00 None 0 1 0 \\n\",\n \"25 6.4400 0.00 None 0 1 0 \\n\",\n \"26 20.6800 82.72 None 0 -1 0 \\n\",\n \"27 51.3000 205.20 None 0 -1 0 \\n\",\n \"28 20.5600 82.24 None 0 -1 0 \\n\",\n \"29 50.8000 203.20 None 0 -1 0 \\n\",\n \"30 20.7000 82.80 None 0 -1 0 \\n\",\n \"31 6.3275 0.00 None 0 1 0 \\n\",\n \"32 21.0400 84.16 None 0 -1 0 \\n\",\n \"33 57.1725 228.69 None 0 -1 0 \\n\",\n \"34 5.0000 0.00 None 0 1 0 \\n\",\n \"35 6.5250 0.00 None 0 1 0 \\n\",\n \"36 24.6150 98.46 None 0 -1 0 \\n\",\n \"37 6.5150 0.00 None 0 1 0 \\n\",\n \"38 5.0000 0.00 None 0 1 0 \\n\",\n \"39 73.9200 295.68 None 0 -1 0 \\n\",\n \"40 27.3750 109.50 None 0 -1 0 \\n\",\n \"41 6.8025 0.00 None 0 1 0 \\n\",\n \"42 5.0000 0.00 None 0 1 0 \\n\",\n \"43 6.9375 0.00 None 0 1 0 \\n\"\n ]\n },\n {\n \"name\": \"stdin\",\n \"output_type\": \"stream\",\n \"text\": [\n \" \\n\"\n ]\n },\n {\n \"name\": \"stdout\",\n \"output_type\": \"stream\",\n \"text\": [\n \"backtest: Settle!\\n\",\n \"open 1.120000e+01\\n\",\n \"high 1.125000e+01\\n\",\n \"low 1.096000e+01\\n\",\n \"close 1.120000e+01\\n\",\n \"volume 1.014270e+06\\n\",\n \"amount 1.127216e+09\\n\",\n \"Name: (2019-02-01 00:00:00, 000001), dtype: float64\\n\",\n \"---------------under is 当前全市场的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-02-01 000001 11.2 11.25 10.96 11.2 1014270.0 1.127216e+09\\n\",\n \"---------------under is 当前品种的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-02 000001 9.39 9.42 9.16 9.19 539386.0 4.986951e+08\\n\",\n \"2019-01-03 000001 9.18 9.33 9.15 9.28 415537.0 3.844577e+08\\n\",\n \"2019-01-04 000001 9.24 9.82 9.22 9.75 1481159.0 1.422150e+09\\n\",\n \"2019-01-07 000001 9.84 9.85 9.63 9.74 865687.0 8.411664e+08\\n\",\n \"2019-01-08 000001 9.73 9.74 9.62 9.66 402388.0 3.892478e+08\\n\",\n \"2019-01-09 000001 9.74 10.08 9.70 9.94 1233486.0 1.229465e+09\\n\",\n \"2019-01-10 000001 9.87 10.20 9.86 10.10 1071817.0 1.079711e+09\\n\",\n \"2019-01-11 000001 10.11 10.22 10.05 10.20 696364.0 7.080018e+08\\n\",\n \"2019-01-14 000001 10.22 10.25 10.07 10.11 500443.0 5.078629e+08\\n\",\n \"2019-01-15 000001 10.11 10.28 10.09 10.24 542160.0 5.530273e+08\\n\",\n \"2019-01-16 000001 10.24 10.50 10.23 10.48 977699.0 1.017495e+09\\n\",\n \"2019-01-17 000001 10.54 10.57 10.17 10.25 882811.0 9.102121e+08\\n\",\n \"2019-01-18 000001 10.34 10.49 10.28 10.43 738793.0 7.699736e+08\\n\",\n \"2019-01-21 000001 10.34 10.47 10.32 10.34 659355.0 6.844657e+08\\n\",\n \"2019-01-22 000001 10.34 10.44 10.26 10.28 424413.0 4.389915e+08\\n\",\n \"2019-01-23 000001 10.29 10.47 10.29 10.35 537876.0 5.593844e+08\\n\",\n \"2019-01-24 000001 10.40 10.55 10.37 10.52 679240.0 7.114957e+08\\n\",\n \"2019-01-25 000001 10.56 11.04 10.55 11.00 2108362.0 2.299718e+09\\n\",\n \"2019-01-28 000001 11.04 11.14 10.88 10.94 1035909.0 1.141854e+09\\n\",\n \"2019-01-29 000001 10.96 11.07 10.77 11.00 826631.0 9.048479e+08\\n\",\n \"2019-01-30 000001 10.95 11.18 10.86 10.95 712001.0 7.852045e+08\\n\",\n \"2019-01-31 000001 10.98 11.20 10.94 11.10 831622.0 9.226029e+08\\n\",\n \"2019-02-01 000001 11.20 11.25 10.96 11.20 1014270.0 1.127216e+09\\n\",\n \"000001\\n\",\n \"---------------under is 账户情况和持仓情况 -------------------\\n\",\n \"{'code': '000001', 'instrument_id': '000001', 'user_id': 'x', 'portfolio_cookie': 'default', 'username': 'quantaxis', 'position_id': 'd2b24d5c-fb1e-4a2e-97eb-f19b04f544ec', 'account_cookie': 'x', 'frozen': {}, 'name': None, 'spms_id': None, 'oms_id': None, 'market_type': 'stock_cn', 'exchange_id': None, 'moneypreset': 100000, 'moneypresetLeft': 100000, 'lastupdatetime': '', 'volume_long_today': 12000, 'volume_long_his': 0, 'volume_long': 12000, 'volume_short_today': 0, 'volume_short_his': 0, 'volume_short': 0, 'volume_long_frozen_today': 0, 'volume_long_frozen_his': 0, 'volume_long_frozen': 0, 'volume_short_frozen_today': 0, 'volume_short_frozen_his': 0, 'volume_short_frozen': 0, 'margin_long': 123420.0, 'margin_short': 0, 'margin': 123420.0, 'position_price_long': 10.285, 'position_cost_long': 123420.0, 'position_price_short': 0, 'position_cost_short': 0, 'open_price_long': 10.285, 'open_cost_long': 123420.0, 'open_price_short': 0, 'open_cost_short': 0, 'trades': [], 'orders': {}, 'last_price': 11.2, 'float_profit_long': 10980.0, 'float_profit_short': 0.0, 'float_profit': 10980.0, 'position_profit_long': 10980.0, 'position_profit_short': 0.0, 'position_profit': 10980.0}\\n\",\n \" datetime code price amount cash \\\\\\n\",\n \"0 2019-01-02 00:00:00 000001 9.19 1000 9.908050e+05 \\n\",\n \"1 2019-01-02 00:00:00 000002 23.90 1000 9.668990e+05 \\n\",\n \"2 2019-01-03 00:00:00 000001 9.28 1000 9.576140e+05 \\n\",\n \"3 2019-01-03 00:00:00 000002 24.07 -1000 9.816539e+05 \\n\",\n \"4 2019-01-04 00:00:00 000001 9.75 -2000 1.001129e+06 \\n\",\n \"5 2019-01-04 00:00:00 000002 24.93 1000 9.761932e+05 \\n\",\n \"6 2019-01-07 00:00:00 000001 9.74 1000 9.664482e+05 \\n\",\n \"7 2019-01-07 00:00:00 000002 25.05 -2000 1.016486e+06 \\n\",\n \"8 2019-01-08 00:00:00 000001 9.66 -3000 1.045429e+06 \\n\",\n \"9 2019-01-08 00:00:00 000002 25.00 -2000 1.095367e+06 \\n\",\n \"10 2019-01-09 00:00:00 000001 9.94 1000 1.085422e+06 \\n\",\n \"11 2019-01-09 00:00:00 000002 25.33 1000 1.060086e+06 \\n\",\n \"12 2019-01-10 00:00:00 000001 10.10 1000 1.049981e+06 \\n\",\n \"13 2019-01-10 00:00:00 000002 25.11 1000 1.024864e+06 \\n\",\n \"14 2019-01-11 00:00:00 000001 10.20 1000 1.014659e+06 \\n\",\n \"15 2019-01-11 00:00:00 000002 25.30 -4000 1.115733e+06 \\n\",\n \"16 2019-01-14 00:00:00 000001 10.11 -6000 1.176317e+06 \\n\",\n \"17 2019-01-14 00:00:00 000002 25.02 1000 1.151291e+06 \\n\",\n \"18 2019-01-15 00:00:00 000001 10.24 1000 1.141046e+06 \\n\",\n \"19 2019-01-15 00:00:00 000002 25.16 -5000 1.266688e+06 \\n\",\n \"20 2019-01-16 00:00:00 000001 10.48 -7000 1.339957e+06 \\n\",\n \"21 2019-01-16 00:00:00 000002 25.42 1000 1.314530e+06 \\n\",\n \"22 2019-01-17 00:00:00 000001 10.25 -7000 1.386191e+06 \\n\",\n \"23 2019-01-17 00:00:00 000002 24.97 1000 1.361214e+06 \\n\",\n \"24 2019-01-18 00:00:00 000001 10.43 1000 1.350779e+06 \\n\",\n \"25 2019-01-18 00:00:00 000002 25.76 1000 1.325013e+06 \\n\",\n \"26 2019-01-21 00:00:00 000001 10.34 -8000 1.407630e+06 \\n\",\n \"27 2019-01-21 00:00:00 000002 25.65 -8000 1.612573e+06 \\n\",\n \"28 2019-01-22 00:00:00 000001 10.28 -8000 1.694710e+06 \\n\",\n \"29 2019-01-22 00:00:00 000002 25.40 -8000 1.897656e+06 \\n\",\n \"30 2019-01-23 00:00:00 000001 10.35 -8000 1.980353e+06 \\n\",\n \"31 2019-01-23 00:00:00 000002 25.31 1000 1.955036e+06 \\n\",\n \"32 2019-01-24 00:00:00 000001 10.52 -8000 2.039091e+06 \\n\",\n \"33 2019-01-24 00:00:00 000002 25.41 -9000 2.267495e+06 \\n\",\n \"34 2019-01-25 00:00:00 000001 11.00 1000 2.256490e+06 \\n\",\n \"35 2019-01-25 00:00:00 000002 26.10 1000 2.230384e+06 \\n\",\n \"36 2019-01-28 00:00:00 000001 10.94 -9000 2.328721e+06 \\n\",\n \"37 2019-01-28 00:00:00 000002 26.06 1000 2.302654e+06 \\n\",\n \"38 2019-01-29 00:00:00 000001 11.00 1000 2.291649e+06 \\n\",\n \"39 2019-01-29 00:00:00 000002 26.88 -11000 2.586960e+06 \\n\",\n \"40 2019-01-30 00:00:00 000001 10.95 -10000 2.696323e+06 \\n\",\n \"41 2019-01-30 00:00:00 000002 27.21 1000 2.669106e+06 \\n\",\n \"42 2019-01-31 00:00:00 000001 11.10 1000 2.658001e+06 \\n\",\n \"43 2019-01-31 00:00:00 000002 27.75 1000 2.630244e+06 \\n\",\n \"44 2019-02-01 00:00:00 000001 11.20 1000 2.619039e+06 \\n\",\n \"\\n\",\n \" order_id realorder_id trade_id account_cookie \\\\\\n\",\n \"0 e23f9e01-e8d2-4a05-93ef-9163ce7a83ee None None x \\n\",\n \"1 1f430faa-86d1-440b-abf7-a7feddc17954 None None x \\n\",\n \"2 0230d608-91cc-422e-8deb-218f4faef3d7 None None x \\n\",\n \"3 427f1eed-b3bd-4078-94e3-156bf3ae21a6 None None x \\n\",\n \"4 48fd88b8-e3c0-4df5-94ef-62b936345bd9 None None x \\n\",\n \"5 d9aff179-9bc3-4268-b2d5-37eee8de309f None None x \\n\",\n \"6 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\\n\",\n \"38 4ea50c6e-dc9a-4372-a9a5-86ce216c2199 None None x \\n\",\n \"39 9ca9217d-a510-4344-8def-9be6e67ab42f None None x \\n\",\n \"40 a577bff0-f7d2-4b60-a31c-bcee0cf7dc8f None None x \\n\",\n \"41 b0a91950-bcc3-4a3e-89d2-eaf5258d4c0c None None x \\n\",\n \"42 da320f16-b546-4972-891d-5ce1fc4e1ac7 None None x \\n\",\n \"43 3c7c4429-8fae-4684-b917-c99f1c6a2ba4 None None x \\n\",\n \"44 6bd6d067-1afd-4337-ac1e-a312bb67b83c None None x \\n\",\n \"\\n\",\n \" commission tax message frozen direction total_frozen \\n\",\n \"0 5.0000 0.00 None 0 1 0 \\n\",\n \"1 5.9750 0.00 None 0 1 0 \\n\",\n \"2 5.0000 0.00 None 0 1 0 \\n\",\n \"3 6.0175 24.07 None 0 -1 0 \\n\",\n \"4 5.0000 19.50 None 0 -1 0 \\n\",\n \"5 6.2325 0.00 None 0 1 0 \\n\",\n \"6 5.0000 0.00 None 0 1 0 \\n\",\n \"7 12.5250 50.10 None 0 -1 0 \\n\",\n \"8 7.2450 28.98 None 0 -1 0 \\n\",\n \"9 12.5000 50.00 None 0 -1 0 \\n\",\n \"10 5.0000 0.00 None 0 1 0 \\n\",\n \"11 6.3325 0.00 None 0 1 0 \\n\",\n \"12 5.0000 0.00 None 0 1 0 \\n\",\n \"13 6.2775 0.00 None 0 1 0 \\n\",\n \"14 5.0000 0.00 None 0 1 0 \\n\",\n \"15 25.3000 101.20 None 0 -1 0 \\n\",\n \"16 15.1650 60.66 None 0 -1 0 \\n\",\n \"17 6.2550 0.00 None 0 1 0 \\n\",\n \"18 5.0000 0.00 None 0 1 0 \\n\",\n \"19 31.4500 125.80 None 0 -1 0 \\n\",\n \"20 18.3400 73.36 None 0 -1 0 \\n\",\n \"21 6.3550 0.00 None 0 1 0 \\n\",\n \"22 17.9375 71.75 None 0 -1 0 \\n\",\n \"23 6.2425 0.00 None 0 1 0 \\n\",\n \"24 5.0000 0.00 None 0 1 0 \\n\",\n \"25 6.4400 0.00 None 0 1 0 \\n\",\n \"26 20.6800 82.72 None 0 -1 0 \\n\",\n \"27 51.3000 205.20 None 0 -1 0 \\n\",\n \"28 20.5600 82.24 None 0 -1 0 \\n\",\n \"29 50.8000 203.20 None 0 -1 0 \\n\",\n \"30 20.7000 82.80 None 0 -1 0 \\n\",\n \"31 6.3275 0.00 None 0 1 0 \\n\",\n \"32 21.0400 84.16 None 0 -1 0 \\n\",\n \"33 57.1725 228.69 None 0 -1 0 \\n\",\n \"34 5.0000 0.00 None 0 1 0 \\n\",\n \"35 6.5250 0.00 None 0 1 0 \\n\",\n \"36 24.6150 98.46 None 0 -1 0 \\n\",\n \"37 6.5150 0.00 None 0 1 0 \\n\",\n \"38 5.0000 0.00 None 0 1 0 \\n\",\n \"39 73.9200 295.68 None 0 -1 0 \\n\",\n \"40 27.3750 109.50 None 0 -1 0 \\n\",\n \"41 6.8025 0.00 None 0 1 0 \\n\",\n \"42 5.0000 0.00 None 0 1 0 \\n\",\n \"43 6.9375 0.00 None 0 1 0 \\n\",\n \"44 5.0000 0.00 None 0 1 0 \\n\"\n ]\n },\n {\n \"name\": \"stdin\",\n \"output_type\": \"stream\",\n \"text\": [\n \" \\n\"\n ]\n },\n {\n \"name\": \"stdout\",\n \"output_type\": \"stream\",\n \"text\": [\n \"open 2.815000e+01\\n\",\n \"high 2.822000e+01\\n\",\n \"low 2.698000e+01\\n\",\n \"close 2.768000e+01\\n\",\n \"volume 5.185430e+05\\n\",\n \"amount 1.415838e+09\\n\",\n \"Name: (2019-02-01 00:00:00, 000002), dtype: float64\\n\",\n \"---------------under is 当前全市场的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-02-01 000001 11.20 11.25 10.96 11.20 1014270.0 1.127216e+09\\n\",\n \" 000002 28.15 28.22 26.98 27.68 518543.0 1.415838e+09\\n\",\n \"---------------under is 当前品种的market_data --------------\\n\",\n \" open high low close volume amount\\n\",\n \"2019-01-02 000002 23.83 24.09 23.67 23.90 247010.0 5.893846e+08\\n\",\n \"2019-01-03 000002 23.79 24.50 23.71 24.07 222353.0 5.363333e+08\\n\",\n \"2019-01-04 000002 23.91 25.00 23.85 24.93 377727.0 9.270117e+08\\n\",\n \"2019-01-07 000002 25.29 25.53 24.99 25.05 427154.0 1.077909e+09\\n\",\n \"2019-01-08 000002 25.05 25.20 24.63 25.00 214382.0 5.336044e+08\\n\",\n \"2019-01-09 000002 25.40 25.88 25.11 25.33 340140.0 8.670814e+08\\n\",\n \"2019-01-10 000002 25.22 25.56 25.03 25.11 224649.0 5.689526e+08\\n\",\n \"2019-01-11 000002 25.10 25.54 25.01 25.30 240694.0 6.069947e+08\\n\",\n \"2019-01-14 000002 25.13 25.30 24.92 25.02 183281.0 4.591518e+08\\n\",\n \"2019-01-15 000002 25.00 25.16 24.32 25.16 368758.0 9.149835e+08\\n\",\n \"2019-01-16 000002 25.15 25.50 24.83 25.42 267466.0 6.766856e+08\\n\",\n \"2019-01-17 000002 25.50 25.50 24.94 24.97 245895.0 6.188767e+08\\n\",\n \"2019-01-18 000002 25.00 25.76 24.99 25.76 365723.0 9.334642e+08\\n\",\n \"2019-01-21 000002 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'frozen': {}, 'name': None, 'spms_id': None, 'oms_id': None, 'market_type': 'stock_cn', 'exchange_id': None, 'moneypreset': 100000, 'moneypresetLeft': 100000, 'lastupdatetime': '', 'volume_long_today': 14000, 'volume_long_his': 0, 'volume_long': 14000, 'volume_short_today': 0, 'volume_short_his': 0, 'volume_short': 0, 'volume_long_frozen_today': 0, 'volume_long_frozen_his': 0, 'volume_long_frozen': 0, 'volume_short_frozen_today': 0, 'volume_short_frozen_his': 0, 'volume_short_frozen': 0, 'margin_long': 360550.0, 'margin_short': 0, 'margin': 360550.0, 'position_price_long': 25.75357142857143, 'position_cost_long': 360550.0, 'position_price_short': 0, 'position_cost_short': 0, 'open_price_long': 25.75357142857143, 'open_cost_long': 360550.0, 'open_price_short': 0, 'open_cost_short': 0, 'trades': [], 'orders': {}, 'last_price': 27.68, 'float_profit_long': 26970.0, 'float_profit_short': 0.0, 'float_profit': 26970.0, 'position_profit_long': 26970.0, 'position_profit_short': 0.0, 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datetimecodepriceamountcashorder_idrealorder_idtrade_idaccount_cookiecommissiontaxmessagefrozendirectiontotal_frozen
02019-01-02 00:00:000000019.1910009.908050e+05e23f9e01-e8d2-4a05-93ef-9163ce7a83eeNoneNonex5.00000.00None010
12019-01-02 00:00:0000000223.9010009.668990e+051f430faa-86d1-440b-abf7-a7feddc17954NoneNonex5.97500.00None010
22019-01-03 00:00:000000019.2810009.576140e+050230d608-91cc-422e-8deb-218f4faef3d7NoneNonex5.00000.00None010
32019-01-03 00:00:0000000224.07-10009.816539e+05427f1eed-b3bd-4078-94e3-156bf3ae21a6NoneNonex6.017524.07None0-10
42019-01-04 00:00:000000019.75-20001.001129e+0648fd88b8-e3c0-4df5-94ef-62b936345bd9NoneNonex5.000019.50None0-10
52019-01-04 00:00:0000000224.9310009.761932e+05d9aff179-9bc3-4268-b2d5-37eee8de309fNoneNonex6.23250.00None010
62019-01-07 00:00:000000019.7410009.664482e+0541f23955-b920-4f04-bcb7-ca1cd960aa45NoneNonex5.00000.00None010
72019-01-07 00:00:0000000225.05-20001.016486e+06cb2fdd74-7326-41d9-812f-9d88da447741NoneNonex12.525050.10None0-10
82019-01-08 00:00:000000019.66-30001.045429e+068ef82ee7-87b8-4f7d-8a01-374f52b60cbbNoneNonex7.245028.98None0-10
92019-01-08 00:00:0000000225.00-20001.095367e+061f63fa52-f56b-4814-8eb3-5e4de849f3cbNoneNonex12.500050.00None0-10
102019-01-09 00:00:000000019.9410001.085422e+0613e77d45-9e2c-4ef3-89f5-7fa63cc3b808NoneNonex5.00000.00None010
112019-01-09 00:00:0000000225.3310001.060086e+067e714c35-83a4-4cb4-8ab5-d4fb2b31ccb7NoneNonex6.33250.00None010
122019-01-10 00:00:0000000110.1010001.049981e+06380f932e-7871-4c72-94d3-5077861c9f53NoneNonex5.00000.00None010
132019-01-10 00:00:0000000225.1110001.024864e+063966e418-9017-4565-b24f-ed9455ef5593NoneNonex6.27750.00None010
142019-01-11 00:00:0000000110.2010001.014659e+0699048106-f032-45a2-92c6-5a076f899a8aNoneNonex5.00000.00None010
152019-01-11 00:00:0000000225.30-40001.115733e+063529f52a-3c09-46fc-944d-b3c619af7cd7NoneNonex25.3000101.20None0-10
162019-01-14 00:00:0000000110.11-60001.176317e+06650c29d4-459c-412a-8000-c881af3c662aNoneNonex15.165060.66None0-10
172019-01-14 00:00:0000000225.0210001.151291e+069d0b7e50-53ac-42df-9175-c3f303387629NoneNonex6.25500.00None010
182019-01-15 00:00:0000000110.2410001.141046e+0680ac049d-602e-44ff-a799-3be84acdfe55NoneNonex5.00000.00None010
192019-01-15 00:00:0000000225.16-50001.266688e+06e354ff47-4298-4d5a-a22e-794e327dee61NoneNonex31.4500125.80None0-10
202019-01-16 00:00:0000000110.48-70001.339957e+064977e6e3-e6ee-4d8c-8c43-9b1f027e07b1NoneNonex18.340073.36None0-10
212019-01-16 00:00:0000000225.4210001.314530e+0616d8792c-b2f0-400d-b2a6-aa5c2e473728NoneNonex6.35500.00None010
222019-01-17 00:00:0000000110.25-70001.386191e+06eff96ddf-6dbb-4af3-a7bd-1f170e632dbcNoneNonex17.937571.75None0-10
232019-01-17 00:00:0000000224.9710001.361214e+067b21c653-d1d1-44d8-9772-790585915ae4NoneNonex6.24250.00None010
242019-01-18 00:00:0000000110.4310001.350779e+06dfe8fbac-ff27-4746-a53a-f6220f3c63a6NoneNonex5.00000.00None010
252019-01-18 00:00:0000000225.7610001.325013e+0698e05d3a-cdf5-4cac-bd41-fa747e29a2a4NoneNonex6.44000.00None010
262019-01-21 00:00:0000000110.34-80001.407630e+0623cd8f74-342a-4796-aeeb-07441bed75e1NoneNonex20.680082.72None0-10
272019-01-21 00:00:0000000225.65-80001.612573e+063f7dad60-3de4-4ca9-ba5e-af87d33594e6NoneNonex51.3000205.20None0-10
282019-01-22 00:00:0000000110.28-80001.694710e+06f2b9cae9-b1d9-4a00-ba62-ce81baec3d72NoneNonex20.560082.24None0-10
292019-01-22 00:00:0000000225.40-80001.897656e+06de5fce65-5a39-42c6-8d6e-914060c5f971NoneNonex50.8000203.20None0-10
302019-01-23 00:00:0000000110.35-80001.980353e+063d763d03-c042-4312-a7e3-ffae8fb877b4NoneNonex20.700082.80None0-10
312019-01-23 00:00:0000000225.3110001.955036e+06d41375b6-70c1-4b71-9eab-0ae5f1763fd2NoneNonex6.32750.00None010
322019-01-24 00:00:0000000110.52-80002.039091e+063fc5cbfd-354e-4f68-9248-a0853a763435NoneNonex21.040084.16None0-10
332019-01-24 00:00:0000000225.41-90002.267495e+062b065a3c-e510-4f64-ab30-c94a93a0dc51NoneNonex57.1725228.69None0-10
342019-01-25 00:00:0000000111.0010002.256490e+063c140a72-da07-443f-9386-04440fecb9a4NoneNonex5.00000.00None010
352019-01-25 00:00:0000000226.1010002.230384e+060002bf5f-e6ec-433b-b8bd-841e76c93483NoneNonex6.52500.00None010
362019-01-28 00:00:0000000110.94-90002.328721e+06306a25f0-fc21-4eee-b0bb-9d5a0a57694dNoneNonex24.615098.46None0-10
372019-01-28 00:00:0000000226.0610002.302654e+06a4d75c37-d330-4400-9298-f19665f0043eNoneNonex6.51500.00None010
382019-01-29 00:00:0000000111.0010002.291649e+064ea50c6e-dc9a-4372-a9a5-86ce216c2199NoneNonex5.00000.00None010
392019-01-29 00:00:0000000226.88-110002.586960e+069ca9217d-a510-4344-8def-9be6e67ab42fNoneNonex73.9200295.68None0-10
402019-01-30 00:00:0000000110.95-100002.696323e+06a577bff0-f7d2-4b60-a31c-bcee0cf7dc8fNoneNonex27.3750109.50None0-10
412019-01-30 00:00:0000000227.2110002.669106e+06b0a91950-bcc3-4a3e-89d2-eaf5258d4c0cNoneNonex6.80250.00None010
422019-01-31 00:00:0000000111.1010002.658001e+06da320f16-b546-4972-891d-5ce1fc4e1ac7NoneNonex5.00000.00None010
432019-01-31 00:00:0000000227.7510002.630244e+063c7c4429-8fae-4684-b917-c99f1c6a2ba4NoneNonex6.93750.00None010
442019-02-01 00:00:0000000111.2010002.619039e+066bd6d067-1afd-4337-ac1e-a312bb67b83cNoneNonex5.00000.00None010
452019-02-01 00:00:0000000227.6810002.591352e+068da82eda-4b0c-4a00-a362-e397de44295bNoneNonex6.92000.00None010
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00:00:00 000001 10.20 1000 1.014659e+06 \\n\",\n \"15 2019-01-11 00:00:00 000002 25.30 -4000 1.115733e+06 \\n\",\n \"16 2019-01-14 00:00:00 000001 10.11 -6000 1.176317e+06 \\n\",\n \"17 2019-01-14 00:00:00 000002 25.02 1000 1.151291e+06 \\n\",\n \"18 2019-01-15 00:00:00 000001 10.24 1000 1.141046e+06 \\n\",\n \"19 2019-01-15 00:00:00 000002 25.16 -5000 1.266688e+06 \\n\",\n \"20 2019-01-16 00:00:00 000001 10.48 -7000 1.339957e+06 \\n\",\n \"21 2019-01-16 00:00:00 000002 25.42 1000 1.314530e+06 \\n\",\n \"22 2019-01-17 00:00:00 000001 10.25 -7000 1.386191e+06 \\n\",\n \"23 2019-01-17 00:00:00 000002 24.97 1000 1.361214e+06 \\n\",\n \"24 2019-01-18 00:00:00 000001 10.43 1000 1.350779e+06 \\n\",\n \"25 2019-01-18 00:00:00 000002 25.76 1000 1.325013e+06 \\n\",\n \"26 2019-01-21 00:00:00 000001 10.34 -8000 1.407630e+06 \\n\",\n \"27 2019-01-21 00:00:00 000002 25.65 -8000 1.612573e+06 \\n\",\n \"28 2019-01-22 00:00:00 000001 10.28 -8000 1.694710e+06 \\n\",\n \"29 2019-01-22 00:00:00 000002 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71.75 None 0 -1 0 \\n\",\n \"23 6.2425 0.00 None 0 1 0 \\n\",\n \"24 5.0000 0.00 None 0 1 0 \\n\",\n \"25 6.4400 0.00 None 0 1 0 \\n\",\n \"26 20.6800 82.72 None 0 -1 0 \\n\",\n \"27 51.3000 205.20 None 0 -1 0 \\n\",\n \"28 20.5600 82.24 None 0 -1 0 \\n\",\n \"29 50.8000 203.20 None 0 -1 0 \\n\",\n \"30 20.7000 82.80 None 0 -1 0 \\n\",\n \"31 6.3275 0.00 None 0 1 0 \\n\",\n \"32 21.0400 84.16 None 0 -1 0 \\n\",\n \"33 57.1725 228.69 None 0 -1 0 \\n\",\n \"34 5.0000 0.00 None 0 1 0 \\n\",\n \"35 6.5250 0.00 None 0 1 0 \\n\",\n \"36 24.6150 98.46 None 0 -1 0 \\n\",\n \"37 6.5150 0.00 None 0 1 0 \\n\",\n \"38 5.0000 0.00 None 0 1 0 \\n\",\n \"39 73.9200 295.68 None 0 -1 0 \\n\",\n \"40 27.3750 109.50 None 0 -1 0 \\n\",\n \"41 6.8025 0.00 None 0 1 0 \\n\",\n \"42 5.0000 0.00 None 0 1 0 \\n\",\n \"43 6.9375 0.00 None 0 1 0 \\n\",\n \"44 5.0000 0.00 None 0 1 0 \\n\",\n \"45 6.9200 0.00 None 0 1 0 \"\n ]\n },\n \"execution_count\": 7,\n \"metadata\": {},\n \"output_type\": \"execute_result\"\n }\n ],\n \"source\": [\n \"s.acc.history_table\"\n ]\n },\n {\n \"cell_type\": \"code\",\n \"execution_count\": null,\n \"metadata\": {},\n \"outputs\": [],\n \"source\": []\n }\n ],\n \"metadata\": {\n \"kernelspec\": {\n \"display_name\": \"Python 3\",\n \"language\": \"python\",\n \"name\": \"python3\"\n },\n \"language_info\": {\n \"codemirror_mode\": {\n \"name\": \"ipython\",\n \"version\": 3\n },\n \"file_extension\": \".py\",\n \"mimetype\": \"text/x-python\",\n \"name\": \"python\",\n \"nbconvert_exporter\": \"python\",\n \"pygments_lexer\": \"ipython3\",\n \"version\": \"3.7.3\"\n }\n },\n \"nbformat\": 4,\n \"nbformat_minor\": 4\n}\n" }, { "path": "setup.py", "content": "\n# coding=utf-8\n#\n# The MIT License (MIT)\n#\n# Copyright (c) 2016-2017 yutiansut/QUANTAXIS\n#\n# Permission is hereby granted, free of charge, to any person obtaining a copy\n# of this software and associated documentation files (the \"Software\"), to deal\n# in the Software without restriction, including without limitation the rights\n# to use, copy, modify, merge, publish, distribute, sublicense, and/or sell\n# copies of the Software, and to permit persons to whom the Software is\n# furnished to do so, subject to the following conditions:\n#\n# The above copyright notice and this permission notice shall be included in all\n# copies or substantial portions of the Software.\n#\n# THE SOFTWARE IS PROVIDED \"AS IS\", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR\n# IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,\n# FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE\n# AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER\n# LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,\n# OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE\n# SOFTWARE.\n\nimport codecs\nimport io\nimport os\nimport re\nimport sys\nimport webbrowser\nimport platform\nimport configparser\ntry:\n from setuptools import setup\nexcept:\n from distutils.core import setup\n\"\"\"\n\"\"\"\n\nif sys.version_info.major != 3 or sys.version_info.minor not in [4, 5, 6, 7, 8]:\n print('wrong version, should be 3.4/3.5/3.6/3.7/3.8 version')\n sys.exit()\n\nwith io.open('QAStrategy/__init__.py', 'rt', encoding='utf8') as f:\n context = f.read()\n VERSION = re.search(r'__version__ = \\'(.*?)\\'', context).group(1)\n AUTHOR = re.search(r'__author__ = \\'(.*?)\\'', context).group(1)\n\n\ndef read(fname):\n\n return codecs.open(os.path.join(os.path.dirname(__file__), fname)).read()\n\n\nNAME = \"QAStrategy\"\n\"\"\"\n\"\"\"\nPACKAGES = [\"QAStrategy\"]\n\"\"\"\n\"\"\"\n\nDESCRIPTION = \"QUANTAXIS:Quantitative Financial Strategy Framework\"\n\n\n\"\"\"\n\"\"\"\n\nKEYWORDS = [\"quantaxis\", \"quant\", \"finance\", \"Backtest\", 'Framework']\n\"\"\"\n\"\"\"\n\nAUTHOR_EMAIL = \"yutiansut@qq.com\"\n\nURL = \"https://github.com/yutiansut/QAStrategy\"\n\n\nLICENSE = \"MIT\"\n\n\nsetup(\n name=NAME,\n version=VERSION,\n description=DESCRIPTION,\n long_description='QAStrategyBase',\n classifiers=[\n 'License :: OSI Approved :: MIT License',\n 'Programming Language :: Python',\n 'Intended Audience :: Developers',\n 'Operating System :: OS Independent',\n ],\n install_requires=['quantaxis', 'qaenv', 'qifiaccount','quantaxis_pubsub'],\n entry_points={\n },\n # install_requires=requirements,\n keywords=KEYWORDS,\n author=AUTHOR,\n author_email=AUTHOR_EMAIL,\n url=URL,\n license=LICENSE,\n packages=PACKAGES,\n include_package_data=True,\n zip_safe=True\n)\n" } ]