接量化交易
回测框架
这里我们使用PyAlgoTrade框架.
代码语言：javascript复制pip install pyalgotrade
pip install pyalgotrade_tushare- 定义数据与策略
from pyalgotrade import strategy
from pyalgotrade.barfeed import quandlfeed
from pyalgotrade_tushare import tools, barfeed
class MyStrategy(strategy.BacktestingStrategy):
'''
定义一个自己的策略
'''
def __init__(self, feed, instrument):
'''
初始化
:param feed: 数据源
:param instrument: 股票代码
'''
super(MyStrategy, self).__init__(feed)
self.__instrument = instrument
def onBars(self, bars):
'''
在每个数据源的柱状图上调用
:param bars:
:return:
'''
bar = bars[self.__instrument]
# 获取收盘价
self.info(bar.getClose())
if __name__ == '__main__':
# 加载数据源，平安银行的历史数据
instruments = ['000001']
feeds = tools.build_feed(instruments, 2019, 2023, 'histdata')
# 用数据源提供的柱状图运行策略
mystrategy = MyStrategy(feeds, instruments[0])
mystrategy.run()运行结果(部分)
代码语言：javascript复制2024-08-31 10:18:48,061 tushare [INFO] Creating histdata directory
2024-08-31 10:18:48,062 tushare [INFO] Downloading 000001 2019 to histdata/000001-2019-tushare.csv
本接口即将停止更新，请尽快使用Pro版接口：https://tushare.pro/document/2
2024-08-31 10:18:48,446 tushare [INFO] Downloading 000001 2020 to histdata/000001-2020-tushare.csv
本接口即将停止更新，请尽快使用Pro版接口：https://tushare.pro/document/2
2024-08-31 10:18:48,748 tushare [INFO] Downloading 000001 2021 to histdata/000001-2021-tushare.csv
本接口即将停止更新，请尽快使用Pro版接口：https://tushare.pro/document/2
2024-08-31 10:18:49,100 tushare [INFO] Downloading 000001 2022 to histdata/000001-2022-tushare.csv
本接口即将停止更新，请尽快使用Pro版接口：https://tushare.pro/document/2
2024-08-31 10:18:49,396 tushare [INFO] Downloading 000001 2023 to histdata/000001-2023-tushare.csv
本接口即将停止更新，请尽快使用Pro版接口：https://tushare.pro/document/2
2019-01-02 00:00:00 strategy [INFO] 7.415
2019-01-03 00:00:00 strategy [INFO] 7.505
2019-01-04 00:00:00 strategy [INFO] 7.975
2019-01-07 00:00:00 strategy [INFO] 7.965
2019-01-08 00:00:00 strategy [INFO] 7.885
2019-01-09 00:00:00 strategy [INFO] 8.165
2019-01-10 00:00:00 strategy [INFO] 8.325
2019-01-11 00:00:00 strategy [INFO] 8.425
2019-01-14 00:00:00 strategy [INFO] 8.335
2019-01-15 00:00:00 strategy [INFO] 8.465
2019-01-16 00:00:00 strategy [INFO] 8.705
2019-01-17 00:00:00 strategy [INFO] 8.475
2019-01-18 00:00:00 strategy [INFO] 8.655
2019-01-21 00:00:00 strategy [INFO] 8.565
2019-01-22 00:00:00 strategy [INFO] 8.505
2019-01-23 00:00:00 strategy [INFO] 8.575
2019-01-24 00:00:00 strategy [INFO] 8.745
2019-01-25 00:00:00 strategy [INFO] 9.225
2019-01-28 00:00:00 strategy [INFO] 9.165
2019-01-29 00:00:00 strategy [INFO] 9.225
2019-01-30 00:00:00 strategy [INFO] 9.175
2019-01-31 00:00:00 strategy [INFO] 9.325
2019-02-01 00:00:00 strategy [INFO] 9.425
2019-02-11 00:00:00 strategy [INFO] 9.435
2019-02-12 00:00:00 strategy [INFO] 9.415
2019-02-13 00:00:00 strategy [INFO] 9.605
2019-02-14 00:00:00 strategy [INFO] 9.475
2019-02-15 00:00:00 strategy [INFO] 9.175
2019-02-18 00:00:00 strategy [INFO] 9.585
2019-02-19 00:00:00 strategy [INFO] 9.495
2019-02-20 00:00:00 strategy [INFO] 9.635
2019-02-21 00:00:00 strategy [INFO] 9.585
2019-02-22 00:00:00 strategy [INFO] 9.765
2019-02-25 00:00:00 strategy [INFO] 10.775
2019-02-26 00:00:00 strategy [INFO] 10.425
2019-02-27 00:00:00 strategy [INFO] 10.625
2019-02-28 00:00:00 strategy [INFO] 10.585
2019-03-01 00:00:00 strategy [INFO] 10.985
2019-03-04 00:00:00 strategy [INFO] 11.215
2019-03-05 00:00:00 strategy [INFO] 11.285
2019-03-06 00:00:00 strategy [INFO] 11.305
2019-03-07 00:00:00 strategy [INFO] 10.965
2019-03-08 00:00:00 strategy [INFO] 10.525
2019-03-11 00:00:00 strategy [INFO] 10.545
2019-03-12 00:00:00 strategy [INFO] 10.585
2019-03-13 00:00:00 strategy [INFO] 10.595
2019-03-14 00:00:00 strategy [INFO] 10.655
2019-03-15 00:00:00 strategy [INFO] 10.725
2019-03-18 00:00:00 strategy [INFO] 11.135
2019-03-19 00:00:00 strategy [INFO] 11.015
2019-03-20 00:00:00 strategy [INFO] 10.975
2019-03-21 00:00:00 strategy [INFO] 10.915
2019-03-22 00:00:00 strategy [INFO] 10.815
2019-03-25 00:00:00 strategy [INFO] 10.335
2019-03-26 00:00:00 strategy [INFO] 10.325
2019-03-27 00:00:00 strategy [INFO] 10.605
...现在我们来获取均线数据
代码语言：javascript复制from pyalgotrade import strategy
from pyalgotrade_tushare import tools, barfeed
from pyalgotrade.technical import ma
def safe_round(value, digits):
'''
保留小数位
:param value: 数据
:param digits: 位数
:return:
'''
if value is not None:
value = round(value, digits)
return value
class MyStrategy(strategy.BacktestingStrategy):
'''
定义一个自己的策略
'''
def __init__(self, feed, instrument):
'''
初始化
:param feed: 数据源
:param instrument: 股票代码
'''
super(MyStrategy, self).__init__(feed)
# 15日均价
self.__sma = ma.SMA(feed[instrument].getCloseDataSeries(), 15)
self.__instrument = instrument
def onBars(self, bars):
'''
在每个数据源的柱状图上调用
:param bars:
:return:
'''
bar = bars[self.__instrument]
# 获取收盘价和均价
self.info("%s %s" % (bar.getClose(), safe_round(self.__sma[-1], 2)))
if __name__ == '__main__':
# 加载数据源，平安银行的历史数据
instruments = ['000001']
feeds = tools.build_feed(instruments, 2019, 2023, 'histdata')
# 用数据源提供的柱状图运行策略
mystrategy = MyStrategy(feeds, instruments[0])
mystrategy.run()运行结果(部分)
代码语言：javascript复制2019-01-02 00:00:00 strategy [INFO] 7.415 None
2019-01-03 00:00:00 strategy [INFO] 7.505 None
2019-01-04 00:00:00 strategy [INFO] 7.975 None
2019-01-07 00:00:00 strategy [INFO] 7.965 None
2019-01-08 00:00:00 strategy [INFO] 7.885 None
2019-01-09 00:00:00 strategy [INFO] 8.165 None
2019-01-10 00:00:00 strategy [INFO] 8.325 None
2019-01-11 00:00:00 strategy [INFO] 8.425 None
2019-01-14 00:00:00 strategy [INFO] 8.335 None
2019-01-15 00:00:00 strategy [INFO] 8.465 None
2019-01-16 00:00:00 strategy [INFO] 8.705 None
2019-01-17 00:00:00 strategy [INFO] 8.475 None
2019-01-18 00:00:00 strategy [INFO] 8.655 None
2019-01-21 00:00:00 strategy [INFO] 8.565 None
2019-01-22 00:00:00 strategy [INFO] 8.505 8.22
2019-01-23 00:00:00 strategy [INFO] 8.575 8.3
2019-01-24 00:00:00 strategy [INFO] 8.745 8.38
2019-01-25 00:00:00 strategy [INFO] 9.225 8.47
2019-01-28 00:00:00 strategy [INFO] 9.165 8.55
2019-01-29 00:00:00 strategy [INFO] 9.225 8.64
2019-01-30 00:00:00 strategy [INFO] 9.175 8.7
2019-01-31 00:00:00 strategy [INFO] 9.325 8.77
2019-02-01 00:00:00 strategy [INFO] 9.425 8.84
2019-02-11 00:00:00 strategy [INFO] 9.435 8.91
2019-02-12 00:00:00 strategy [INFO] 9.415 8.97
2019-02-13 00:00:00 strategy [INFO] 9.605 9.03
2019-02-14 00:00:00 strategy [INFO] 9.475 9.1
2019-02-15 00:00:00 strategy [INFO] 9.175 9.14
2019-02-18 00:00:00 strategy [INFO] 9.585 9.2
2019-02-19 00:00:00 strategy [INFO] 9.495 9.27
2019-02-20 00:00:00 strategy [INFO] 9.635 9.34
2019-02-21 00:00:00 strategy [INFO] 9.585 9.4
2019-02-22 00:00:00 strategy [INFO] 9.765 9.43
2019-02-25 00:00:00 strategy [INFO] 10.775 9.54
2019-02-26 00:00:00 strategy [INFO] 10.425 9.62
2019-02-27 00:00:00 strategy [INFO] 10.625 9.72
2019-02-28 00:00:00 strategy [INFO] 10.585 9.8
2019-03-01 00:00:00 strategy [INFO] 10.985 9.9
2019-03-04 00:00:00 strategy [INFO] 11.215 10.02
2019-03-05 00:00:00 strategy [INFO] 11.285 10.15
2019-03-06 00:00:00 strategy [INFO] 11.305 10.26
2019-03-07 00:00:00 strategy [INFO] 10.965 10.36
2019-03-08 00:00:00 strategy [INFO] 10.525 10.45
2019-03-11 00:00:00 strategy [INFO] 10.545 10.51
2019-03-12 00:00:00 strategy [INFO] 10.585 10.59
2019-03-13 00:00:00 strategy [INFO] 10.595 10.65
2019-03-14 00:00:00 strategy [INFO] 10.655 10.72
2019-03-15 00:00:00 strategy [INFO] 10.725 10.79
2019-03-18 00:00:00 strategy [INFO] 11.135 10.81
2019-03-19 00:00:00 strategy [INFO] 11.015 10.85
2019-03-20 00:00:00 strategy [INFO] 10.975 10.87
2019-03-21 00:00:00 strategy [INFO] 10.915 10.89
2019-03-22 00:00:00 strategy [INFO] 10.815 10.88
2019-03-25 00:00:00 strategy [INFO] 10.335 10.82
...- 模拟交易与回测
from pyalgotrade import strategy
from pyalgotrade_tushare import tools, barfeed
from pyalgotrade.technical import ma
def safe_round(value, digits):
'''
保留小数位
:param value: 数据
:param digits: 位数
:return:
'''
if value is not None:
value = round(value, digits)
return value
class MyStrategy(strategy.BacktestingStrategy):
'''
定义一个自己的策略
'''
def __init__(self, feed, instrument, smaPeriod):
'''
初始化
:param feed: 数据源
:param instrument: 股票代码
:param smaPeriod: 均线周期时间
'''
# 添加行情数据以及买入金额
super(MyStrategy, self).__init__(feed, 10000)
self.__position = None
self.__instrument = instrument
# 使用调整后的收盘价而不是常规收盘价
# self.setUseAdjustedValues(True)
# smaPeriod日均价
self.__sma = ma.SMA(feed[instrument].getPriceDataSeries(), smaPeriod)
def onEnterOk(self, position):
'''
操作成功时执行
:param position:
:return:
'''
execInfo = position.getEntryOrder().getExecutionInfo()
self.info("BUY at ¥%.2f" % (execInfo.getPrice()))
def onEntryCanceled(self, position):
self.__position = None
def onExitOk(self, position):
execInfo = position.getExitOrder().getExecutionInfo()
self.info("SELL at ¥%.2f" % (execInfo.getPrice()))
self.__position = None
def onExitCanceled(self, position):
self.__position.exitMarket()
def onBars(self, bars):
'''
在每个数据源的柱状图上调用
:param bars:
:return:
'''
# 等待足够的日期数可以计算均价
if self.__sma[-1] is None:
return
bar = bars[self.__instrument]
# 如果头寸未开仓，检查我们是否应建立多头头寸。
if self.__position is None:
if bar.getPrice() > self.__sma[-1]:
# 输入买入100股的市场订单。该订单在取消前一直有效。
self.__position = self.enterLong(self.__instrument, 100, True)
# 检查我们是否必须退出该头寸。
elif bar.getPrice() < self.__sma[-1] and not self.__position.exitActive():
self.__position.exitMarket()
def run_strategy(smsPeriod):
instruments = ['000001']
feeds = tools.build_feed(instruments, 2019, 2023, 'histdata')
mystrategy = MyStrategy(feeds, instruments[0], smsPeriod)
mystrategy.run()
print('最终收益: ¥%.2f' % mystrategy.getBroker().getEquity())
if __name__ == '__main__':
run_strategy(15)运行结果
代码语言：javascript复制2019-01-23 00:00:00 strategy [INFO] BUY at ¥8.52
2019-03-13 00:00:00 strategy [INFO] SELL at ¥10.56
2019-03-19 00:00:00 strategy [INFO] BUY at ¥11.14
2019-03-25 00:00:00 strategy [INFO] SELL at ¥10.62
2019-04-01 00:00:00 strategy [INFO] BUY at ¥11.05
2019-04-29 00:00:00 strategy [INFO] SELL at ¥12.12
2019-04-30 00:00:00 strategy [INFO] BUY at ¥12.21
2019-05-06 00:00:00 strategy [INFO] SELL at ¥11.32
2019-05-29 00:00:00 strategy [INFO] BUY at ¥10.59
2019-05-30 00:00:00 strategy [INFO] SELL at ¥10.54
2019-06-11 00:00:00 strategy [INFO] BUY at ¥10.56
2019-07-09 00:00:00 strategy [INFO] SELL at ¥12.00
2019-07-15 00:00:00 strategy [INFO] BUY at ¥12.40
2019-07-17 00:00:00 strategy [INFO] SELL at ¥12.07
2019-07-22 00:00:00 strategy [INFO] BUY at ¥12.33
2019-07-24 00:00:00 strategy [INFO] SELL at ¥12.24
2019-07-25 00:00:00 strategy [INFO] BUY at ¥12.29
2019-08-05 00:00:00 strategy [INFO] SELL at ¥11.97
2019-08-09 00:00:00 strategy [INFO] BUY at ¥12.92
2019-08-23 00:00:00 strategy [INFO] SELL at ¥12.74
2019-08-26 00:00:00 strategy [INFO] BUY at ¥12.79
2019-08-27 00:00:00 strategy [INFO] SELL at ¥12.73
2019-09-06 00:00:00 strategy [INFO] BUY at ¥13.08
2019-09-18 00:00:00 strategy [INFO] SELL at ¥12.61
2019-09-20 00:00:00 strategy [INFO] BUY at ¥13.32
2019-10-24 00:00:00 strategy [INFO] SELL at ¥14.87
2019-10-25 00:00:00 strategy [INFO] BUY at ¥15.15
2019-10-29 00:00:00 strategy [INFO] SELL at ¥15.06
2019-10-30 00:00:00 strategy [INFO] BUY at ¥15.17
2019-10-31 00:00:00 strategy [INFO] SELL at ¥14.79
2019-11-04 00:00:00 strategy [INFO] BUY at ¥15.35
2019-11-11 00:00:00 strategy [INFO] SELL at ¥14.87
2019-12-12 00:00:00 strategy [INFO] BUY at ¥14.03
2020-01-16 00:00:00 strategy [INFO] SELL at ¥14.89
2020-02-18 00:00:00 strategy [INFO] BUY at ¥13.70
2020-02-27 00:00:00 strategy [INFO] SELL at ¥13.33
2020-02-28 00:00:00 strategy [INFO] BUY at ¥13.22
2020-03-02 00:00:00 strategy [INFO] SELL at ¥12.92
2020-03-06 00:00:00 strategy [INFO] BUY at ¥13.55
2020-03-09 00:00:00 strategy [INFO] SELL at ¥13.08
2020-04-08 00:00:00 strategy [INFO] BUY at ¥11.25
2020-04-10 00:00:00 strategy [INFO] SELL at ¥11.13
2020-04-13 00:00:00 strategy [INFO] BUY at ¥11.04
2020-04-14 00:00:00 strategy [INFO] SELL at ¥11.02
2020-04-15 00:00:00 strategy [INFO] BUY at ¥11.23
2020-04-17 00:00:00 strategy [INFO] SELL at ¥11.14
2020-04-20 00:00:00 strategy [INFO] BUY at ¥11.23
2020-05-15 00:00:00 strategy [INFO] SELL at ¥11.76
2020-06-02 00:00:00 strategy [INFO] BUY at ¥11.88
2020-06-12 00:00:00 strategy [INFO] SELL at ¥11.49
2020-07-02 00:00:00 strategy [INFO] BUY at ¥11.67
2020-07-17 00:00:00 strategy [INFO] SELL at ¥12.76
2020-07-21 00:00:00 strategy [INFO] BUY at ¥13.27
2020-07-22 00:00:00 strategy [INFO] SELL at ¥13.08
2020-08-05 00:00:00 strategy [INFO] BUY at ¥12.41
2020-08-06 00:00:00 strategy [INFO] SELL at ¥12.41
2020-08-07 00:00:00 strategy [INFO] BUY at ¥12.39
2020-08-10 00:00:00 strategy [INFO] SELL at ¥12.26
2020-08-11 00:00:00 strategy [INFO] BUY at ¥12.56
2020-08-27 00:00:00 strategy [INFO] SELL at ¥12.99
2020-08-31 00:00:00 strategy [INFO] BUY at ¥13.89
2020-09-25 00:00:00 strategy [INFO] SELL at ¥13.79
2020-10-13 00:00:00 strategy [INFO] BUY at ¥14.49
2020-11-06 00:00:00 strategy [INFO] SELL at ¥16.30
2020-11-10 00:00:00 strategy [INFO] BUY at ¥16.59
2020-11-12 00:00:00 strategy [INFO] SELL at ¥16.40
2020-11-18 00:00:00 strategy [INFO] BUY at ¥16.37
2020-12-08 00:00:00 strategy [INFO] SELL at ¥17.51
2020-12-29 00:00:00 strategy [INFO] BUY at ¥17.46
2021-01-05 00:00:00 strategy [INFO] SELL at ¥16.99
2021-01-07 00:00:00 strategy [INFO] BUY at ¥18.11
2021-02-23 00:00:00 strategy [INFO] SELL at ¥20.97
2021-03-19 00:00:00 strategy [INFO] BUY at ¥20.12
2021-03-22 00:00:00 strategy [INFO] SELL at ¥19.14
2021-03-30 00:00:00 strategy [INFO] BUY at ¥19.97
2021-04-12 00:00:00 strategy [INFO] SELL at ¥20.10
2021-04-21 00:00:00 strategy [INFO] BUY at ¥20.89
2021-05-14 00:00:00 strategy [INFO] SELL at ¥21.91
2021-05-17 00:00:00 strategy [INFO] BUY at ¥21.92
2021-05-25 00:00:00 strategy [INFO] SELL at ¥22.31
2021-05-26 00:00:00 strategy [INFO] BUY at ¥23.41
2021-06-03 00:00:00 strategy [INFO] SELL at ¥22.49
2021-06-07 00:00:00 strategy [INFO] BUY at ¥23.25
2021-06-11 00:00:00 strategy [INFO] SELL at ¥23.08
2021-07-02 00:00:00 strategy [INFO] BUY at ¥21.49
2021-07-05 00:00:00 strategy [INFO] SELL at ¥20.46
2021-07-07 00:00:00 strategy [INFO] BUY at ¥21.45
2021-07-08 00:00:00 strategy [INFO] SELL at ¥21.55
2021-08-10 00:00:00 strategy [INFO] BUY at ¥17.86
2021-08-26 00:00:00 strategy [INFO] SELL at ¥17.97
2021-09-08 00:00:00 strategy [INFO] BUY at ¥18.01
2021-09-22 00:00:00 strategy [INFO] SELL at ¥16.64
2021-10-11 00:00:00 strategy [INFO] BUY at ¥17.77
2021-11-01 00:00:00 strategy [INFO] SELL at ¥18.10
2021-11-22 00:00:00 strategy [INFO] BUY at ¥16.80
2021-11-24 00:00:00 strategy [INFO] SELL at ¥16.54
2021-12-07 00:00:00 strategy [INFO] BUY at ¥17.07
2021-12-15 00:00:00 strategy [INFO] SELL at ¥16.28
2022-01-10 00:00:00 strategy [INFO] BUY at ¥16.06
2022-01-13 00:00:00 strategy [INFO] SELL at ¥15.68
2022-01-21 00:00:00 strategy [INFO] BUY at ¥16.22
2022-01-26 00:00:00 strategy [INFO] SELL at ¥15.72
2022-02-09 00:00:00 strategy [INFO] BUY at ¥15.69
2022-02-15 00:00:00 strategy [INFO] SELL at ¥15.27
2022-02-21 00:00:00 strategy [INFO] BUY at ¥15.43
2022-02-22 00:00:00 strategy [INFO] SELL at ¥15.08
2022-03-23 00:00:00 strategy [INFO] BUY at ¥13.88
2022-04-21 00:00:00 strategy [INFO] SELL at ¥14.54
2022-04-25 00:00:00 strategy [INFO] BUY at ¥14.44
2022-04-26 00:00:00 strategy [INFO] SELL at ¥13.65
2022-05-23 00:00:00 strategy [INFO] BUY at ¥13.84
2022-05-25 00:00:00 strategy [INFO] SELL at ¥13.20
2022-06-10 00:00:00 strategy [INFO] BUY at ¥13.03
2022-06-14 00:00:00 strategy [INFO] SELL at ¥12.48
2022-06-16 00:00:00 strategy [INFO] BUY at ¥13.51
2022-06-23 00:00:00 strategy [INFO] SELL at ¥12.86
2022-06-28 00:00:00 strategy [INFO] BUY at ¥13.24
2022-07-07 00:00:00 strategy [INFO] SELL at ¥13.31
2022-08-18 00:00:00 strategy [INFO] BUY at ¥11.48
2022-08-19 00:00:00 strategy [INFO] SELL at ¥11.27
2022-08-22 00:00:00 strategy [INFO] BUY at ¥11.58
2022-09-07 00:00:00 strategy [INFO] SELL at ¥11.42
2022-09-13 00:00:00 strategy [INFO] BUY at ¥11.88
2022-09-19 00:00:00 strategy [INFO] SELL at ¥11.54
2022-11-08 00:00:00 strategy [INFO] BUY at ¥9.89
2022-12-20 00:00:00 strategy [INFO] SELL at ¥11.97
2022-12-29 00:00:00 strategy [INFO] BUY at ¥12.07
2022-12-30 00:00:00 strategy [INFO] SELL at ¥12.04
2023-01-03 00:00:00 strategy [INFO] BUY at ¥12.20
2023-02-02 00:00:00 strategy [INFO] SELL at ¥13.74
2023-02-21 00:00:00 strategy [INFO] BUY at ¥13.06
2023-02-27 00:00:00 strategy [INFO] SELL at ¥12.75
2023-03-02 00:00:00 strategy [INFO] BUY at ¥13.13
2023-03-07 00:00:00 strategy [INFO] SELL at ¥12.85
2023-04-11 00:00:00 strategy [INFO] BUY at ¥11.70
2023-04-12 00:00:00 strategy [INFO] SELL at ¥11.58
2023-04-17 00:00:00 strategy [INFO] BUY at ¥11.66
2023-04-24 00:00:00 strategy [INFO] SELL at ¥11.48
2023-05-05 00:00:00 strategy [INFO] BUY at ¥11.78
2023-05-15 00:00:00 strategy [INFO] SELL at ¥11.68
2023-05-16 00:00:00 strategy [INFO] BUY at ¥11.80
2023-05-17 00:00:00 strategy [INFO] SELL at ¥11.58
2023-06-09 00:00:00 strategy [INFO] BUY at ¥11.06
2023-06-12 00:00:00 strategy [INFO] SELL at ¥10.82
2023-06-16 00:00:00 strategy [INFO] BUY at ¥10.89
2023-06-20 00:00:00 strategy [INFO] SELL at ¥10.72
2023-07-04 00:00:00 strategy [INFO] BUY at ¥10.74
2023-07-06 00:00:00 strategy [INFO] SELL at ¥10.58
2023-07-14 00:00:00 strategy [INFO] BUY at ¥10.71
2023-07-19 00:00:00 strategy [INFO] SELL at ¥10.51
2023-07-20 00:00:00 strategy [INFO] BUY at ¥10.61
2023-07-25 00:00:00 strategy [INFO] SELL at ¥10.73
2023-07-26 00:00:00 strategy [INFO] BUY at ¥10.93
2023-08-14 00:00:00 strategy [INFO] SELL at ¥11.04
2023-09-05 00:00:00 strategy [INFO] BUY at ¥10.78
2023-09-08 00:00:00 strategy [INFO] SELL at ¥10.56
2023-09-12 00:00:00 strategy [INFO] BUY at ¥10.63
2023-09-13 00:00:00 strategy [INFO] SELL at ¥10.57
2023-11-07 00:00:00 strategy [INFO] BUY at ¥9.94
2023-11-09 00:00:00 strategy [INFO] SELL at ¥9.74
2023-12-29 00:00:00 strategy [INFO] BUY at ¥8.70
最终收益: ¥10176.50
