策略
简单YY了一个追涨策略，核心思路是维护一个仓位池，每10天调整一次仓位，每次出一只股票，入一只股票。出股票的依据是选择（前日收盘-购买前日收盘价格）即预期获利最高的一只，入股票的一句是抓取每日涨停强度最高的股票。
class Trend:
def __init__(self):
self.pool = {}
self.last_change = 0
def keep_pool(self, info: PortfolioInfo):
codes = list(self.pool.keys())
avail_cash = info.avail_cash
if len(codes) > 10:
codes.sort(key=lambda k: Util.get_price(k).close(info.date)-self.pool[k], reverse=True)
logging.info('选出池子：%s' % codes[0])
info.order_by_cash(codes[0], -99999999)
avail_cash += info.position[codes[0]]['value']
del(self.pool[codes[0]])
stop = Stop(info.date)
stop.df.sort_values(by='strth', ascending=False)
df = stop.df
code_list = list(df.loc[df['limit'] == 'U']['ts_code'])
for code in code_list:
if code not in self.pool:
p = Util.get_price(code)
self.pool[code] = p.close(info.date)
logging.info('选入池子：%s' % code)
info.order_by_cash(code, avail_cash*0.2)
return
return
def on_close(self, info: PortfolioInfo):
self.last_change += 1
if self.last_change == 10:
self.keep_pool(info)
self.last_change = 1
回测表现
/Users/lizile/PycharmProjects/quant/venv/bin/python /Users/lizile/PycharmProjects/quant/main.py
2021-02-14 23:02:01,041 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200103', 'cash': 1000000, 'stock': 0, 'total': 1000000, 'rate': 0.0, 'base': 0.02206148282097664}
2021-02-14 23:02:01,046 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200106', 'cash': 1000000, 'stock': 0, 'total': 1000000, 'rate': 0.0, 'base': 0.034358047016274984}
2021-02-14 23:02:01,051 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200107', 'cash': 1000000, 'stock': 0, 'total': 1000000, 'rate': 0.0, 'base': 0.04448462929475583}
2021-02-14 23:02:01,055 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200108', 'cash': 1000000, 'stock': 0, 'total': 1000000, 'rate': 0.0, 'base': 0.04376130198915007}
2021-02-14 23:02:01,059 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200109', 'cash': 1000000, 'stock': 0, 'total': 1000000, 'rate': 0.0, 'base': 0.05063291139240511}
2021-02-14 23:02:01,064 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200110', 'cash': 1000000, 'stock': 0, 'total': 1000000, 'rate': 0.0, 'base': 0.04846292947558761}
2021-02-14 23:02:01,068 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200113', 'cash': 1000000, 'stock': 0, 'total': 1000000, 'rate': 0.0, 'base': 0.07450271247739604}
2021-02-14 23:02:01,072 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200114', 'cash': 1000000, 'stock': 0, 'total': 1000000, 'rate': 0.0, 'base': 0.06618444846292948}
2021-02-14 23:02:01,077 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200115', 'cash': 1000000, 'stock': 0, 'total': 1000000, 'rate': 0.0, 'base': 0.06075949367088618}
2021-02-14 23:02:01,309 - /Users/lizile/PycharmProjects/quant/main.py[line:248] - INFO: 选入池子：002971.SZ
2021-02-14 23:02:01,310 - /Users/lizile/PycharmProjects/quant/main.py[line:137] - INFO: {'code': '002971.SZ', 'cash': 200000.0}交易成功,买入106手,花去199859.952500
2021-02-14 23:02:01,316 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200116', 'cash': 800140.0475, 'stock': 219844.0, 'total': 1019984.0475, 'rate': 0.019984047499999935, 'base': 0.06690777576853524}
2021-02-14 23:02:01,322 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200117', 'cash': 800140.0475, 'stock': 241785.99999999997, 'total': 1041926.0475, 'rate': 0.04192604750000006, 'base': 0.06654611211573247}
2021-02-14 23:02:01,328 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200120', 'cash': 800140.0475, 'stock': 265954.0, 'total': 1066094.0474999999, 'rate': 0.06609404749999981, 'base': 0.06654611211573247}
2021-02-14 23:02:01,334 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200121', 'cash': 800140.0475, 'stock': 292560.00000000006, 'total': 1092700.0475, 'rate': 0.09270004750000016, 'base': 0.04665461121157333}
2021-02-14 23:02:01,340 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200122', 'cash': 800140.0475, 'stock': 267756.0, 'total': 1067896.0474999999, 'rate': 0.06789604749999989, 'base': 0.04954792043399636}
2021-02-14 23:02:01,345 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200123', 'cash': 800140.0475, 'stock': 267862.0, 'total': 1068002.0474999999, 'rate': 0.06800204749999983, 'base': 0.023869801084990927}
2021-02-14 23:02:01,350 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200203', 'cash': 800140.0475, 'stock': 285458.0, 'total': 1085598.0474999999, 'rate': 0.08559804749999977, 'base': -0.09113924050632916}
2021-02-14 23:02:01,355 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200204', 'cash': 800140.0475, 'stock': 313972.0, 'total': 1114112.0474999999, 'rate': 0.11411204749999992, 'base': -0.04810126582278473}
2021-02-14 23:02:01,361 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200205', 'cash': 800140.0475, 'stock': 315032.0, 'total': 1115172.0474999999, 'rate': 0.11517204749999976, 'base': -0.033273056057866124}
2021-02-14 23:02:01,879 - /Users/lizile/PycharmProjects/quant/main.py[line:248] - INFO: 选入池子：000652.SZ
2021-02-14 23:02:01,880 - /Users/lizile/PycharmProjects/quant/main.py[line:137] - INFO: {'code': '000652.SZ', 'cash': 160028.00950000001}交易成功,买入236手,花去159811.943000
2021-02-14 23:02:01,886 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200206', 'cash': 640328.1045, 'stock': 492336.0, 'total': 1132664.1045, 'rate': 0.13266410449999988, 'base': -0.027486437613019832}
2021-02-14 23:02:01,893 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200207', 'cash': 640328.1045, 'stock': 522332.0, 'total': 1162660.1045, 'rate': 0.1626601044999998, 'base': -0.018444846292947514}
2021-02-14 23:02:01,900 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200210', 'cash': 640328.1045, 'stock': 574544.0, 'total': 1214872.1045, 'rate': 0.21487210449999994, 'base': 0.006509945750452051}
2021-02-14 23:02:01,907 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200211', 'cash': 640328.1045, 'stock': 559964.0, 'total': 1200292.1045, 'rate': 0.2002921044999999, 'base': 0.008318264014466559}
2021-02-14 23:02:01,913 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200212', 'cash': 640328.1045, 'stock': 532570.0, 'total': 1172898.1045, 'rate': 0.17289810449999998, 'base': 0.027848101265822933}
2021-02-14 23:02:01,920 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200213', 'cash': 640328.1045, 'stock': 521908.0, 'total': 1162236.1045, 'rate': 0.1622361044999998, 'base': 0.009041591320072317}
2021-02-14 23:02:01,926 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200214', 'cash': 640328.1045, 'stock': 486274.0, 'total': 1126602.1045, 'rate': 0.12660210449999987, 'base': 0.0075949367088608}
2021-02-14 23:02:01,932 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200217', 'cash': 640328.1045, 'stock': 486106.0, 'total': 1126434.1045, 'rate': 0.12643410449999992, 'base': 0.0075949367088608}
2021-02-14 23:02:01,937 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200218', 'cash': 640328.1045, 'stock': 503300.0, 'total': 1143628.1045, 'rate': 0.14362810449999985, 'base': 0.05280289330922239}
2021-02-14 23:02:02,205 - /Users/lizile/PycharmProjects/quant/main.py[line:248] - INFO: 选入池子：000953.SZ
2021-02-14 23:02:02,206 - /Users/lizile/PycharmProjects/quant/main.py[line:137] - INFO: {'code': '000953.SZ', 'cash': 128065.62090000001}交易成功,买入262手,花去127625.898500
2021-02-14 23:02:02,213 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200219', 'cash': 512702.206, 'stock': 613100.0, 'total': 1125802.206, 'rate': 0.12580220599999992, 'base': 0.04412296564195306}
2021-02-14 23:02:02,222 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200220', 'cash': 512702.206, 'stock': 603052.0, 'total': 1115754.206, 'rate': 0.11575420600000008, 'base': 0.04846292947558761}
2021-02-14 23:02:02,230 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200221', 'cash': 512702.206, 'stock': 618916.0, 'total': 1131618.206, 'rate': 0.13161820599999996, 'base': 0.07088607594936702}
2021-02-14 23:02:02,238 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200224', 'cash': 512702.206, 'stock': 652466.0, 'total': 1165168.206, 'rate': 0.16516820599999993, 'base': 0.05895117540687167}
2021-02-14 23:02:02,245 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200225', 'cash': 512702.206, 'stock': 665614.0, 'total': 1178316.206, 'rate': 0.1783162060000001, 'base': 0.07920433996383358}
2021-02-14 23:02:02,253 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200226', 'cash': 512702.206, 'stock': 664244.0, 'total': 1176946.206, 'rate': 0.176946206, 'base': 0.06835443037974676}
2021-02-14 23:02:02,260 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200227', 'cash': 512702.206, 'stock': 652912.0, 'total': 1165614.206, 'rate': 0.1656142060000001, 'base': 0.06546112115732372}
2021-02-14 23:02:02,266 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200228', 'cash': 512702.206, 'stock': 645712.0, 'total': 1158414.206, 'rate': 0.158414206, 'base': 0.024593128390596686}
2021-02-14 23:02:02,272 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200302', 'cash': 512702.206, 'stock': 676616.0, 'total': 1189318.206, 'rate': 0.18931820600000004, 'base': 0.07305605786618452}
2021-02-14 23:02:02,584 - /Users/lizile/PycharmProjects/quant/main.py[line:248] - INFO: 选入池子：300683.SZ
2021-02-14 23:02:02,585 - /Users/lizile/PycharmProjects/quant/main.py[line:137] - INFO: {'code': '300683.SZ', 'cash': 102540.4412}交易成功,买入26手,花去102439.603500
2021-02-14 23:02:02,594 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200303', 'cash': 410262.60250000004, 'stock': 794728.0, 'total': 1204990.6025, 'rate': 0.20499060250000012, 'base': 0.07016274864376126}
2021-02-14 23:02:02,606 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200304', 'cash': 410262.60250000004, 'stock': 834602.0, 'total': 1244864.6025, 'rate': 0.24486460250000008, 'base': 0.08969258589511764}
2021-02-14 23:02:02,618 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200305', 'cash': 410262.60250000004, 'stock': 837264.0, 'total': 1247526.6025, 'rate': 0.24752660250000003, 'base': 0.08245931283905983}
2021-02-14 23:02:02,629 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200306', 'cash': 410262.60250000004, 'stock': 878236.0, 'total': 1288498.6025, 'rate': 0.28849860250000003, 'base': 0.06835443037974676}
2021-02-14 23:02:02,641 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200309', 'cash': 410262.60250000004, 'stock': 911760.0, 'total': 1322022.6025, 'rate': 0.32202260250000014, 'base': 0.032188065099457486}
2021-02-14 23:02:02,653 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200310', 'cash': 410262.60250000004, 'stock': 911628.0, 'total': 1321890.6025, 'rate': 0.3218906025000001, 'base': 0.08788426763110313}
2021-02-14 23:02:02,664 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200311', 'cash': 410262.60250000004, 'stock': 920094.0, 'total': 1330356.6025, 'rate': 0.3303566025, 'base': 0.0433996383363473}
2021-02-14 23:02:02,675 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200312', 'cash': 410262.60250000004, 'stock': 906648.0, 'total': 1316910.6025, 'rate': 0.31691060250000014, 'base': -0.016274864376130127}
2021-02-14 23:02:02,684 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200313', 'cash': 410262.60250000004, 'stock': 839486.0, 'total': 1249748.6025, 'rate': 0.24974860249999997, 'base': 0.027486437613019943}
2021-02-14 23:02:02,908 - /Users/lizile/PycharmProjects/quant/main.py[line:248] - INFO: 选入池子：300821.SZ
2021-02-14 23:02:02,909 - /Users/lizile/PycharmProjects/quant/main.py[line:137] - INFO: {'code': '300821.SZ', 'cash': 82052.52050000001}交易成功,买入75手,花去81995.493750
2021-02-14 23:02:02,917 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200316', 'cash': 328267.10875, 'stock': 949390.0, 'total': 1277657.1087500001, 'rate': 0.27765710875000016, 'base': -0.07920433996383358}
2021-02-14 23:02:02,928 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200317', 'cash': 328267.10875, 'stock': 935546.0, 'total': 1263813.1087500001, 'rate': 0.2638131087500002, 'base': -0.02857142857142858}
2021-02-14 23:02:02,940 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200318', 'cash': 328267.10875, 'stock': 946176.0, 'total': 1274443.1087500001, 'rate': 0.2744431087500001, 'base': -0.07811934900542494}
2021-02-14 23:02:02,950 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200319', 'cash': 328267.10875, 'stock': 907743.0, 'total': 1236010.1087500001, 'rate': 0.23601010875000017, 'base': -0.040144665461121165}
2021-02-14 23:02:02,960 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200320', 'cash': 328267.10875, 'stock': 901687.0, 'total': 1229954.1087500001, 'rate': 0.2299541087500001, 'base': -0.07341772151898729}
2021-02-14 23:02:02,970 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200323', 'cash': 328267.10875, 'stock': 850632.0, 'total': 1178899.1087500001, 'rate': 0.17889910875000004, 'base': -0.08318264014466537}
2021-02-14 23:02:02,978 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200324', 'cash': 328267.10875, 'stock': 856467.0, 'total': 1184734.1087500001, 'rate': 0.18473410875000007, 'base': -0.050632911392405}
2021-02-14 23:02:02,986 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200325', 'cash': 328267.10875, 'stock': 887790.0, 'total': 1216057.1087500001, 'rate': 0.21605710875000006, 'base': -0.04267631103074143}
2021-02-14 23:02:02,994 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200326', 'cash': 328267.10875, 'stock': 861993.0, 'total': 1190260.1087500001, 'rate': 0.1902601087500002, 'base': -0.032188065099457375}
2021-02-14 23:02:03,362 - /Users/lizile/PycharmProjects/quant/main.py[line:248] - INFO: 选入池子：002696.SZ
2021-02-14 23:02:03,363 - /Users/lizile/PycharmProjects/quant/main.py[line:137] - INFO: {'code': '002696.SZ', 'cash': 65653.42175000001}交易成功,买入91手,花去65263.311750
2021-02-14 23:02:03,372 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200327', 'cash': 263003.797, 'stock': 911854.0, 'total': 1174857.797, 'rate': 0.17485779700000004, 'base': -0.07016274864376126}
2021-02-14 23:02:03,385 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200330', 'cash': 263003.797, 'stock': 922126.0, 'total': 1185129.797, 'rate': 0.1851297970000001, 'base': -0.0694394213381555}
2021-02-14 23:02:03,397 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200331', 'cash': 263003.797, 'stock': 894650.0, 'total': 1157653.797, 'rate': 0.15765379700000004, 'base': -0.07594936708860756}
2021-02-14 23:02:03,408 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200401', 'cash': 263003.797, 'stock': 874107.0, 'total': 1137110.797, 'rate': 0.13711079700000006, 'base': -0.0900542495479204}
2021-02-14 23:02:03,419 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200402', 'cash': 263003.797, 'stock': 896258.0, 'total': 1159261.797, 'rate': 0.1592617970000001, 'base': -0.054972875226039775}
2021-02-14 23:02:03,429 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200403', 'cash': 263003.797, 'stock': 914862.0, 'total': 1177865.797, 'rate': 0.17786579699999994, 'base': -0.06401446654611209}
2021-02-14 23:02:03,438 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200407', 'cash': 263003.797, 'stock': 954474.0, 'total': 1217477.797, 'rate': 0.21747779699999992, 'base': -0.03688969258589514}
2021-02-14 23:02:03,446 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200408', 'cash': 263003.797, 'stock': 941336.0, 'total': 1204339.797, 'rate': 0.20433979700000005, 'base': -0.019168173598553273}
2021-02-14 23:02:03,455 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200409', 'cash': 263003.797, 'stock': 954394.0, 'total': 1217397.797, 'rate': 0.21739779700000006, 'base': -0.017721518987341756}
2021-02-14 23:02:03,673 - /Users/lizile/PycharmProjects/quant/main.py[line:248] - INFO: 选入池子：002979.SZ
2021-02-14 23:02:03,674 - /Users/lizile/PycharmProjects/quant/main.py[line:137] - INFO: {'code': '002979.SZ', 'cash': 52600.75940000001}交易成功,买入33手,花去51228.804000
2021-02-14 23:02:03,685 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200410', 'cash': 211774.99300000002, 'stock': 993668.0, 'total': 1205442.993, 'rate': 0.2054429929999999, 'base': -0.017721518987341756}
2021-02-14 23:02:03,700 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200413', 'cash': 211774.99300000002, 'stock': 983640.0, 'total': 1195414.993, 'rate': 0.19541499299999998, 'base': -0.03869801084990965}
2021-02-14 23:02:03,713 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200414', 'cash': 211774.99300000002, 'stock': 1013064.0, 'total': 1224838.993, 'rate': 0.2248389930000001, 'base': -0.016998191681735997}
2021-02-14 23:02:03,726 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200415', 'cash': 211774.99300000002, 'stock': 1000910.0, 'total': 1212684.993, 'rate': 0.2126849930000001, 'base': -0.03616636528028938}
2021-02-14 23:02:03,738 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200416', 'cash': 211774.99300000002, 'stock': 1005844.0, 'total': 1217618.993, 'rate': 0.2176189930000001, 'base': -0.02820976491862559}
2021-02-14 23:02:03,748 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200417', 'cash': 211774.99300000002, 'stock': 1003760.0, 'total': 1215534.993, 'rate': 0.21553499300000012, 'base': -0.025316455696202556}
2021-02-14 23:02:03,758 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200420', 'cash': 211774.99300000002, 'stock': 1004818.0, 'total': 1216592.993, 'rate': 0.21659299300000012, 'base': -0.009403254972875197}
2021-02-14 23:02:03,768 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200421', 'cash': 211774.99300000002, 'stock': 1004095.0, 'total': 1215869.993, 'rate': 0.2158699930000001, 'base': -0.025316455696202556}
2021-02-14 23:02:03,778 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200422', 'cash': 211774.99300000002, 'stock': 994614.0, 'total': 1206388.993, 'rate': 0.20638899300000002, 'base': -0.00687160940325493}
2021-02-14 23:02:04,027 - /Users/lizile/PycharmProjects/quant/main.py[line:248] - INFO: 选入池子：002480.SZ
2021-02-14 23:02:04,028 - /Users/lizile/PycharmProjects/quant/main.py[line:137] - INFO: {'code': '002480.SZ', 'cash': 42354.998600000006}交易成功,买入60手,花去42010.500000
2021-02-14 23:02:04,038 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200423', 'cash': 169764.49300000002, 'stock': 1024529.0, 'total': 1194293.493, 'rate': 0.19429349299999998, 'base': -0.011211573236889594}
2021-02-14 23:02:04,053 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200424', 'cash': 169764.49300000002, 'stock': 980067.0, 'total': 1149831.493, 'rate': 0.14983149299999998, 'base': -0.018806509945750394}
2021-02-14 23:02:04,067 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200427', 'cash': 169764.49300000002, 'stock': 968603.0, 'total': 1138367.493, 'rate': 0.13836749300000006, 'base': -0.0224231464737793}
2021-02-14 23:02:04,080 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200428', 'cash': 169764.49300000002, 'stock': 933096.0, 'total': 1102860.493, 'rate': 0.10286049300000011, 'base': -0.031103074141048848}
2021-02-14 23:02:04,092 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200429', 'cash': 169764.49300000002, 'stock': 908486.0, 'total': 1078250.493, 'rate': 0.07825049300000009, 'base': -0.025316455696202556}
2021-02-14 23:02:04,103 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200430', 'cash': 169764.49300000002, 'stock': 916196.0, 'total': 1085960.493, 'rate': 0.08596049299999997, 'base': -0.032911392405063244}
2021-02-14 23:02:04,115 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200506', 'cash': 169764.49300000002, 'stock': 938124.0, 'total': 1107888.493, 'rate': 0.10788849299999992, 'base': -0.012296564195298343}
2021-02-14 23:02:04,127 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200507', 'cash': 169764.49300000002, 'stock': 945725.0, 'total': 1115489.493, 'rate': 0.11548949300000011, 'base': 0.0014466546112117395}
2021-02-14 23:02:04,138 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200508', 'cash': 169764.49300000002, 'stock': 946500.0, 'total': 1116264.493, 'rate': 0.11626449300000008, 'base': 0.019891500904159143}
2021-02-14 23:02:04,391 - /Users/lizile/PycharmProjects/quant/main.py[line:248] - INFO: 选入池子：002983.SZ
2021-02-14 23:02:04,392 - /Users/lizile/PycharmProjects/quant/main.py[line:137] - INFO: {'code': '002983.SZ', 'cash': 33952.89860000001}交易成功,买入11手,花去33118.277500
2021-02-14 23:02:04,403 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200511', 'cash': 136646.21550000002, 'stock': 988702.0, 'total': 1125348.2155, 'rate': 0.12534821549999986, 'base': 0.00795660036166379}
2021-02-14 23:02:04,420 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200512', 'cash': 136646.21550000002, 'stock': 1017113.0, 'total': 1153759.2155, 'rate': 0.15375921549999982, 'base': 0.010488245931284057}
2021-02-14 23:02:04,435 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200513', 'cash': 136646.21550000002, 'stock': 1025016.0, 'total': 1161662.2155, 'rate': 0.16166221550000004, 'base': 0.013019891500904324}
2021-02-14 23:02:04,450 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200514', 'cash': 136646.21550000002, 'stock': 1026562.0, 'total': 1163208.2155, 'rate': 0.16320821549999986, 'base': 0.012658227848101333}
2021-02-14 23:02:04,462 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200515', 'cash': 136646.21550000002, 'stock': 1014670.0, 'total': 1151316.2155, 'rate': 0.15131621549999985, 'base': 0.00795660036166379}
2021-02-14 23:02:04,474 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200518', 'cash': 136646.21550000002, 'stock': 998238.0, 'total': 1134884.2155, 'rate': 0.13488421549999985, 'base': 0.018083182640144635}
2021-02-14 23:02:04,485 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200519', 'cash': 136646.21550000002, 'stock': 1015580.0, 'total': 1152226.2155, 'rate': 0.15222621550000004, 'base': 0.011934900542495575}
2021-02-14 23:02:04,497 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200520', 'cash': 136646.21550000002, 'stock': 998886.0, 'total': 1135532.2155, 'rate': 0.13553221549999983, 'base': 0.015551537070524368}
2021-02-14 23:02:04,509 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200521', 'cash': 136646.21550000002, 'stock': 979891.0, 'total': 1116537.2155, 'rate': 0.11653721549999996, 'base': -0.005424954792043302}
2021-02-14 23:02:04,728 - /Users/lizile/PycharmProjects/quant/main.py[line:248] - INFO: 选入池子：002988.SZ
2021-02-14 23:02:04,729 - /Users/lizile/PycharmProjects/quant/main.py[line:137] - INFO: {'code': '002988.SZ', 'cash': 27329.243100000007}交易成功,买入13手,花去27267.815250
2021-02-14 23:02:04,740 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200522', 'cash': 109378.40025000002, 'stock': 991293.0, 'total': 1100671.40025, 'rate': 0.10067140024999999, 'base': -0.018806509945750394}
2021-02-14 23:02:04,758 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200525', 'cash': 109378.40025000002, 'stock': 986669.0, 'total': 1096047.40025, 'rate': 0.09604740025000003, 'base': -0.018806509945750394}
2021-02-14 23:02:04,774 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200526', 'cash': 109378.40025000002, 'stock': 1023491.0, 'total': 1132869.40025, 'rate': 0.13286940024999994, 'base': -0.010488245931283835}
2021-02-14 23:02:04,788 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200527', 'cash': 109378.40025000002, 'stock': 1012458.0, 'total': 1121836.40025, 'rate': 0.12183640024999987, 'base': -0.02133815551537066}
2021-02-14 23:02:04,801 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200528', 'cash': 109378.40025000002, 'stock': 990535.0, 'total': 1099913.40025, 'rate': 0.09991340024999995, 'base': -0.026039783001808314}
2021-02-14 23:02:04,813 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200529', 'cash': 109378.40025000002, 'stock': 987698.0, 'total': 1097076.40025, 'rate': 0.09707640024999997, 'base': -0.007594936708860689}
2021-02-14 23:02:04,826 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200601', 'cash': 109378.40025000002, 'stock': 1013619.0, 'total': 1122997.40025, 'rate': 0.12299740025000006, 'base': 0.020976491862567892}
2021-02-14 23:02:04,838 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200602', 'cash': 109378.40025000002, 'stock': 1023601.0, 'total': 1132979.40025, 'rate': 0.13297940025, 'base': 0.03001808318264021}
2021-02-14 23:02:04,851 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200603', 'cash': 109378.40025000002, 'stock': 1013437.0, 'total': 1122815.40025, 'rate': 0.12281540024999993, 'base': 0.03688969258589525}
2021-02-14 23:02:05,126 - /Users/lizile/PycharmProjects/quant/main.py[line:248] - INFO: 选入池子：000679.SZ
2021-02-14 23:02:05,127 - /Users/lizile/PycharmProjects/quant/main.py[line:137] - INFO: {'code': '000679.SZ', 'cash': 21875.680050000006}交易成功,买入59手,花去21599.398500
2021-02-14 23:02:05,139 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200604', 'cash': 87779.00175000002, 'stock': 1029973.0, 'total': 1117752.00175, 'rate': 0.11775200175, 'base': 0.019891500904159143}
2021-02-14 23:02:05,158 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200605', 'cash': 87779.00175000002, 'stock': 1037192.0, 'total': 1124971.00175, 'rate': 0.12497100175000009, 'base': 0.03725135623869802}
2021-02-14 23:02:05,176 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200608', 'cash': 87779.00175000002, 'stock': 1031537.0, 'total': 1119316.00175, 'rate': 0.11931600175000012, 'base': 0.03544303797468351}
2021-02-14 23:02:05,191 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200609', 'cash': 87779.00175000002, 'stock': 1024931.0, 'total': 1112710.00175, 'rate': 0.11271000175000001, 'base': 0.03471971066907775}
2021-02-14 23:02:05,205 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200610', 'cash': 87779.00175000002, 'stock': 1019024.0, 'total': 1106803.00175, 'rate': 0.10680300175000013, 'base': 0.040144665461121276}
2021-02-14 23:02:05,218 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200611', 'cash': 87779.00175000002, 'stock': 1020553.0, 'total': 1108332.00175, 'rate': 0.10833200175000002, 'base': 0.024593128390596686}
2021-02-14 23:02:05,232 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200612', 'cash': 87779.00175000002, 'stock': 1031485.0, 'total': 1119264.00175, 'rate': 0.11926400174999996, 'base': 0.0358047016274865}
2021-02-14 23:02:05,245 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200615', 'cash': 87779.00175000002, 'stock': 1048759.0, 'total': 1136538.00175, 'rate': 0.13653800174999997, 'base': 0.04484629294755882}
2021-02-14 23:02:05,259 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200616', 'cash': 87779.00175000002, 'stock': 1059000.0, 'total': 1146779.00175, 'rate': 0.14677900175000014, 'base': 0.04484629294755882}
2021-02-14 23:02:05,269 - /Users/lizile/PycharmProjects/quant/main.py[line:236] - INFO: 选出池子：300683.SZ
2021-02-14 23:02:05,492 - /Users/lizile/PycharmProjects/quant/main.py[line:248] - INFO: 选入池子：300837.SZ
2021-02-14 23:02:05,493 - /Users/lizile/PycharmProjects/quant/main.py[line:144] - INFO: {'code': '300683.SZ', 'cash': -99999999}交易成功,卖出26手,得到151947.900000
2021-02-14 23:02:05,494 - /Users/lizile/PycharmProjects/quant/main.py[line:137] - INFO: {'code': '300837.SZ', 'cash': 47975.800350000005}交易成功,买入9手,花去44372.090250
2021-02-14 23:02:05,507 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200617', 'cash': 195354.8115, 'stock': 962127.0, 'total': 1157481.8115, 'rate': 0.15748181150000007, 'base': 0.061482820976491936}
2021-02-14 23:02:05,527 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200618', 'cash': 195354.8115, 'stock': 943377.0, 'total': 1138731.8115, 'rate': 0.13873181150000002, 'base': 0.06329113924050622}
2021-02-14 23:02:05,545 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200619', 'cash': 195354.8115, 'stock': 929367.0, 'total': 1124721.8115, 'rate': 0.12472181150000017, 'base': 0.06365280289330921}
2021-02-14 23:02:05,559 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200622', 'cash': 195354.8115, 'stock': 937736.0, 'total': 1133090.8115, 'rate': 0.13309081150000002, 'base': 0.07848101265822782}
2021-02-14 23:02:05,574 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200623', 'cash': 195354.8115, 'stock': 936140.0, 'total': 1131494.8115, 'rate': 0.13149481150000009, 'base': 0.07956600361663657}
2021-02-14 23:02:05,588 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200624', 'cash': 195354.8115, 'stock': 935421.0, 'total': 1130775.8115, 'rate': 0.13077581150000017, 'base': 0.06582278481012649}
2021-02-14 23:02:05,603 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200629', 'cash': 195354.8115, 'stock': 938835.0, 'total': 1134189.8115, 'rate': 0.13418981149999998, 'base': 0.07124773960217001}
2021-02-14 23:02:05,619 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200630', 'cash': 195354.8115, 'stock': 950836.0, 'total': 1146190.8115, 'rate': 0.14619081150000013, 'base': 0.07124773960217001}
2021-02-14 23:02:05,635 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200701', 'cash': 195354.8115, 'stock': 958690.0, 'total': 1154044.8115, 'rate': 0.15404481150000016, 'base': 0.09113924050632916}
2021-02-14 23:02:05,646 - /Users/lizile/PycharmProjects/quant/main.py[line:236] - INFO: 选出池子：002983.SZ
2021-02-14 23:02:05,874 - /Users/lizile/PycharmProjects/quant/main.py[line:248] - INFO: 选入池子：300839.SZ
2021-02-14 23:02:05,875 - /Users/lizile/PycharmProjects/quant/main.py[line:144] - INFO: {'code': '002983.SZ', 'cash': -99999999}交易成功,卖出11手,得到52955.991000
2021-02-14 23:02:05,876 - /Users/lizile/PycharmProjects/quant/main.py[line:137] - INFO: {'code': '300839.SZ', 'cash': 50273.36230000001}交易成功,买入19手,花去48937.231250
2021-02-14 23:02:05,890 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200702', 'cash': 199373.57125000004, 'stock': 956269.0, 'total': 1155642.57125, 'rate': 0.15564257125000003, 'base': 0.11898734177215209}
2021-02-14 23:02:05,911 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200703', 'cash': 199373.57125000004, 'stock': 969199.0, 'total': 1168572.57125, 'rate': 0.16857257125000014, 'base': 0.11898734177215209}
2021-02-14 23:02:05,930 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200706', 'cash': 199373.57125000004, 'stock': 1006057.0, 'total': 1205430.57125, 'rate': 0.20543057124999997, 'base': 0.22278481012658236}
2021-02-14 23:02:05,946 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200707', 'cash': 199373.57125000004, 'stock': 1025748.0, 'total': 1225121.57125, 'rate': 0.2251215712500001, 'base': 0.21157323688969254}
2021-02-14 23:02:05,961 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200708', 'cash': 199373.57125000004, 'stock': 1051257.0, 'total': 1250630.57125, 'rate': 0.2506305712500001, 'base': 0.25063291139240507}
2021-02-14 23:02:05,977 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200709', 'cash': 199373.57125000004, 'stock': 1099540.0, 'total': 1298913.57125, 'rate': 0.29891357124999995, 'base': 0.2694394213381557}
2021-02-14 23:02:05,992 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200710', 'cash': 199373.57125000004, 'stock': 1124513.0, 'total': 1323886.57125, 'rate': 0.3238865712500001, 'base': 0.26835443037974693}
2021-02-14 23:02:06,009 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200713', 'cash': 199373.57125000004, 'stock': 1168845.0, 'total': 1368218.57125, 'rate': 0.3682185712500001, 'base': 0.3052441229656422}
2021-02-14 23:02:06,024 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200714', 'cash': 199373.57125000004, 'stock': 1156317.0, 'total': 1355690.57125, 'rate': 0.35569057125000003, 'base': 0.2936708860759496}
2021-02-14 23:02:06,036 - /Users/lizile/PycharmProjects/quant/main.py[line:236] - INFO: 选出池子：002979.SZ
2021-02-14 23:02:06,377 - /Users/lizile/PycharmProjects/quant/main.py[line:248] - INFO: 选入池子：002164.SZ
2021-02-14 23:02:06,378 - /Users/lizile/PycharmProjects/quant/main.py[line:144] - INFO: {'code': '002979.SZ', 'cash': -99999999}交易成功,卖出33手,得到130219.650000
2021-02-14 23:02:06,379 - /Users/lizile/PycharmProjects/quant/main.py[line:137] - INFO: {'code': '002164.SZ', 'cash': 66254.91425000002}交易成功,买入130手,花去65796.445000
2021-02-14 23:02:06,393 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200715', 'cash': 263796.77625000005, 'stock': 1052257.0, 'total': 1316053.77625, 'rate': 0.3160537762500002, 'base': 0.26835443037974693}
2021-02-14 23:02:06,416 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200716', 'cash': 263796.77625000005, 'stock': 983811.0, 'total': 1247607.77625, 'rate': 0.2476077762500002, 'base': 0.20759493670886076}
2021-02-14 23:02:06,437 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200717', 'cash': 263796.77625000005, 'stock': 964615.0, 'total': 1228411.77625, 'rate': 0.2284117762500002, 'base': 0.21012658227848102}
2021-02-14 23:02:06,456 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200720', 'cash': 263796.77625000005, 'stock': 995430.0, 'total': 1259226.77625, 'rate': 0.25922677625, 'base': 0.24520795660036176}
2021-02-14 23:02:06,472 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200721', 'cash': 263796.77625000005, 'stock': 990159.0, 'total': 1253955.77625, 'rate': 0.2539557762500002, 'base': 0.24737793851717926}
2021-02-14 23:02:06,489 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200722', 'cash': 263796.77625000005, 'stock': 994996.0, 'total': 1258792.77625, 'rate': 0.2587927762500002, 'base': 0.24665461121157328}
2021-02-14 23:02:06,505 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200723', 'cash': 263796.77625000005, 'stock': 985122.0, 'total': 1248918.77625, 'rate': 0.24891877625000003, 'base': 0.23978300180831846}
2021-02-14 23:02:06,522 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200724', 'cash': 263796.77625000005, 'stock': 949988.0, 'total': 1213784.77625, 'rate': 0.21378477625000003, 'base': 0.19602169981916817}
2021-02-14 23:02:06,538 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200727', 'cash': 263796.77625000005, 'stock': 956199.0, 'total': 1219995.77625, 'rate': 0.21999577625000022, 'base': 0.19783001808318268}
2021-02-14 23:02:06,550 - /Users/lizile/PycharmProjects/quant/main.py[line:236] - INFO: 选出池子：300837.SZ
2021-02-14 23:02:07,201 - /Users/lizile/PycharmProjects/quant/main.py[line:248] - INFO: 选入池子：002691.SZ
2021-02-14 23:02:07,202 - /Users/lizile/PycharmProjects/quant/main.py[line:144] - INFO: {'code': '300837.SZ', 'cash': -99999999}交易成功,卖出9手,得到59340.600000
2021-02-14 23:02:07,202 - /Users/lizile/PycharmProjects/quant/main.py[line:137] - INFO: {'code': '002691.SZ', 'cash': 65071.355250000015}交易成功,买入101手,花去65060.261000
2021-02-14 23:02:07,218 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200728', 'cash': 258077.11525000003, 'stock': 992647.0, 'total': 1250724.11525, 'rate': 0.25072411524999993, 'base': 0.1996383363471972}
2021-02-14 23:02:07,241 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200729', 'cash': 258077.11525000003, 'stock': 1001627.0, 'total': 1259704.11525, 'rate': 0.2597041152499999, 'base': 0.24376130198915025}
2021-02-14 23:02:07,262 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200730', 'cash': 258077.11525000003, 'stock': 997149.0, 'total': 1255226.11525, 'rate': 0.25522611524999994, 'base': 0.23218806509945766}
2021-02-14 23:02:07,279 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200731', 'cash': 258077.11525000003, 'stock': 1006202.0, 'total': 1264279.11525, 'rate': 0.26427911525000014, 'base': 0.24376130198915025}
2021-02-14 23:02:07,296 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200803', 'cash': 258077.11525000003, 'stock': 1021412.0, 'total': 1279489.11525, 'rate': 0.2794891152500001, 'base': 0.2907775768535261}
2021-02-14 23:02:07,314 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200804', 'cash': 258077.11525000003, 'stock': 1001436.0, 'total': 1259513.11525, 'rate': 0.2595131152500001, 'base': 0.27920433996383354}
2021-02-14 23:02:07,331 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200805', 'cash': 258077.11525000003, 'stock': 1008754.0, 'total': 1266831.11525, 'rate': 0.26683111525000003, 'base': 0.29728752260397817}
2021-02-14 23:02:07,349 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200806', 'cash': 258077.11525000003, 'stock': 1025932.0, 'total': 1284009.11525, 'rate': 0.28400911524999994, 'base': 0.30018083182640165}
2021-02-14 23:02:07,366 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200807', 'cash': 258077.11525000003, 'stock': 1008248.0, 'total': 1266325.11525, 'rate': 0.26632511525000013, 'base': 0.2745027124773962}
2021-02-14 23:02:07,379 - /Users/lizile/PycharmProjects/quant/main.py[line:236] - INFO: 选出池子：002971.SZ
2021-02-14 23:02:07,622 - /Users/lizile/PycharmProjects/quant/main.py[line:248] - INFO: 选入池子：002991.SZ
2021-02-14 23:02:07,624 - /Users/lizile/PycharmProjects/quant/main.py[line:144] - INFO: {'code': '002971.SZ', 'cash': -99999999}交易成功,卖出106手,得到284854.860000
2021-02-14 23:02:07,625 - /Users/lizile/PycharmProjects/quant/main.py[line:137] - INFO: {'code': '002991.SZ', 'cash': 108643.42305000001}交易成功,买入12手,花去107882.964000
2021-02-14 23:02:07,641 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200810', 'cash': 435049.01125, 'stock': 852121.0, 'total': 1287170.01125, 'rate': 0.28717001124999997, 'base': 0.2875226039783003}
2021-02-14 23:02:07,670 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200811', 'cash': 435049.01125, 'stock': 846073.0, 'total': 1281122.01125, 'rate': 0.2811220112499999, 'base': 0.25822784810126587}
2021-02-14 23:02:07,693 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200812', 'cash': 435049.01125, 'stock': 860608.0, 'total': 1295657.01125, 'rate': 0.2956570112499999, 'base': 0.2538878842676313}
2021-02-14 23:02:07,713 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200813', 'cash': 435049.01125, 'stock': 876803.0, 'total': 1311852.01125, 'rate': 0.31185201125000006, 'base': 0.2535262206148281}
2021-02-14 23:02:07,731 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200814', 'cash': 435049.01125, 'stock': 895674.0, 'total': 1330723.01125, 'rate': 0.3307230112499999, 'base': 0.2632911392405064}
2021-02-14 23:02:07,750 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200817', 'cash': 435049.01125, 'stock': 905787.0, 'total': 1340836.01125, 'rate': 0.34083601124999996, 'base': 0.29620253164556987}
2021-02-14 23:02:07,768 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200818', 'cash': 435049.01125, 'stock': 911324.0, 'total': 1346373.01125, 'rate': 0.3463730112500001, 'base': 0.29656419529837263}
2021-02-14 23:02:07,787 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200819', 'cash': 435049.01125, 'stock': 886715.0, 'total': 1321764.01125, 'rate': 0.32176401125, 'base': 0.27341772151898747}
2021-02-14 23:02:07,805 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200820', 'cash': 435049.01125, 'stock': 879119.0, 'total': 1314168.01125, 'rate': 0.31416801125000005, 'base': 0.27341772151898747}
2021-02-14 23:02:07,818 - /Users/lizile/PycharmProjects/quant/main.py[line:236] - INFO: 选出池子：002991.SZ
2021-02-14 23:02:08,058 - /Users/lizile/PycharmProjects/quant/main.py[line:248] - INFO: 选入池子：002993.SZ
2021-02-14 23:02:08,059 - /Users/lizile/PycharmProjects/quant/main.py[line:144] - INFO: {'code': '002991.SZ', 'cash': -99999999}交易成功,卖出12手,得到169042.788000
2021-02-14 23:02:08,059 - /Users/lizile/PycharmProjects/quant/main.py[line:137] - INFO: {'code': '002993.SZ', 'cash': 120053.00225}交易成功,买入23手,花去118525.624000
2021-02-14 23:02:08,076 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200821', 'cash': 485566.1752499999, 'stock': 850880.0, 'total': 1336446.1752499999, 'rate': 0.33644617524999987, 'base': 0.27124773960216997}
2021-02-14 23:02:08,102 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200824', 'cash': 485566.1752499999, 'stock': 869144.0, 'total': 1354710.1752499999, 'rate': 0.3547101752499999, 'base': 0.2817359855334538}
2021-02-14 23:02:08,125 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200825', 'cash': 485566.1752499999, 'stock': 883172.0, 'total': 1368738.1752499999, 'rate': 0.36873817524999986, 'base': 0.27811934900542523}
2021-02-14 23:02:08,147 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200826', 'cash': 485566.1752499999, 'stock': 867175.0, 'total': 1352741.1752499999, 'rate': 0.3527411752499998, 'base': 0.25099457504520806}
2021-02-14 23:02:08,167 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200827', 'cash': 485566.1752499999, 'stock': 882602.0, 'total': 1368168.1752499999, 'rate': 0.3681681752499999, 'base': 0.25099457504520806}
2021-02-14 23:02:08,186 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200828', 'cash': 485566.1752499999, 'stock': 888823.0, 'total': 1374389.1752499999, 'rate': 0.37438917524999993, 'base': 0.2915009041591321}
2021-02-14 23:02:08,205 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200831', 'cash': 485566.1752499999, 'stock': 910120.0, 'total': 1395686.1752499999, 'rate': 0.3956861752499998, 'base': 0.2817359855334538}
2021-02-14 23:02:08,224 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200901', 'cash': 485566.1752499999, 'stock': 900680.0, 'total': 1386246.1752499999, 'rate': 0.38624617524999993, 'base': 0.29945750452079567}
2021-02-14 23:02:08,244 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200902', 'cash': 485566.1752499999, 'stock': 917238.0, 'total': 1402804.1752499999, 'rate': 0.4028041752499998, 'base': 0.2976491862567814}
2021-02-14 23:02:08,257 - /Users/lizile/PycharmProjects/quant/main.py[line:236] - INFO: 选出池子：002993.SZ
2021-02-14 23:02:08,521 - /Users/lizile/PycharmProjects/quant/main.py[line:248] - INFO: 选入池子：600301.SH
2021-02-14 23:02:08,522 - /Users/lizile/PycharmProjects/quant/main.py[line:144] - INFO: {'code': '002993.SZ', 'cash': -99999999}交易成功,卖出23手,得到209067.723000
2021-02-14 23:02:08,523 - /Users/lizile/PycharmProjects/quant/main.py[line:137] - INFO: {'code': '600301.SH', 'cash': 140344.03504999998}交易成功,买入200手,花去140235.050000
2021-02-14 23:02:08,540 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200903', 'cash': 554398.8482499998, 'stock': 832705.0, 'total': 1387103.8482499998, 'rate': 0.38710384824999977, 'base': 0.2730560578661847}
2021-02-14 23:02:08,567 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200904', 'cash': 554398.8482499998, 'stock': 835021.0, 'total': 1389419.8482499998, 'rate': 0.38941984824999976, 'base': 0.28137432188065103}
2021-02-14 23:02:08,589 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200907', 'cash': 554398.8482499998, 'stock': 824243.0, 'total': 1378641.8482499998, 'rate': 0.3786418482499998, 'base': 0.28137432188065103}
2021-02-14 23:02:08,610 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200908', 'cash': 554398.8482499998, 'stock': 828122.0, 'total': 1382520.8482499998, 'rate': 0.38252084824999977, 'base': 0.2502712477396023}
2021-02-14 23:02:08,631 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200909', 'cash': 554398.8482499998, 'stock': 839872.0, 'total': 1394270.8482499998, 'rate': 0.3942708482499999, 'base': 0.23616636528028945}
2021-02-14 23:02:08,653 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200910', 'cash': 554398.8482499998, 'stock': 787513.0, 'total': 1341911.8482499998, 'rate': 0.3419118482499999, 'base': 0.1938517179023509}
2021-02-14 23:02:08,673 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200911', 'cash': 554398.8482499998, 'stock': 802536.0, 'total': 1356934.8482499998, 'rate': 0.3569348482499999, 'base': 0.21084990958408678}
2021-02-14 23:02:08,693 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200914', 'cash': 554398.8482499998, 'stock': 816560.0, 'total': 1370958.8482499998, 'rate': 0.3709588482499997, 'base': 0.2220614828209766}
2021-02-14 23:02:08,713 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200915', 'cash': 554398.8482499998, 'stock': 813319.0, 'total': 1367717.8482499998, 'rate': 0.36771784824999987, 'base': 0.2426763110307415}
2021-02-14 23:02:08,727 - /Users/lizile/PycharmProjects/quant/main.py[line:236] - INFO: 选出池子：300839.SZ
2021-02-14 23:02:08,958 - /Users/lizile/PycharmProjects/quant/main.py[line:248] - INFO: 选入池子：000572.SZ
2021-02-14 23:02:08,960 - /Users/lizile/PycharmProjects/quant/main.py[line:144] - INFO: {'code': '300839.SZ', 'cash': -99999999}交易成功,卖出19手,得到56829.114000
2021-02-14 23:02:08,961 - /Users/lizile/PycharmProjects/quant/main.py[line:137] - INFO: {'code': '000572.SZ', 'cash': 122424.16964999997}交易成功,买入453手,花去122340.577500
2021-02-14 23:02:08,979 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200916', 'cash': 488887.38474999985, 'stock': 872015.0, 'total': 1360902.3847499997, 'rate': 0.3609023847499997, 'base': 0.23797468354430373}
2021-02-14 23:02:09,007 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200917', 'cash': 488887.38474999985, 'stock': 880512.0, 'total': 1369399.3847499997, 'rate': 0.36939938474999967, 'base': 0.24412296564195302}
2021-02-14 23:02:09,030 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200918', 'cash': 488887.38474999985, 'stock': 878812.0, 'total': 1367699.3847499997, 'rate': 0.36769938474999964, 'base': 0.2578661844484631}
2021-02-14 23:02:09,051 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200921', 'cash': 488887.38474999985, 'stock': 871440.0, 'total': 1360327.3847499997, 'rate': 0.3603273847499997, 'base': 0.2575045207956601}
2021-02-14 23:02:09,072 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200922', 'cash': 488887.38474999985, 'stock': 865825.0, 'total': 1354712.3847499997, 'rate': 0.3547123847499998, 'base': 0.23869801084990971}
2021-02-14 23:02:09,093 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200923', 'cash': 488887.38474999985, 'stock': 863628.0, 'total': 1352515.3847499997, 'rate': 0.35251538474999977, 'base': 0.2220614828209766}
2021-02-14 23:02:09,115 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200924', 'cash': 488887.38474999985, 'stock': 841489.0, 'total': 1330376.3847499997, 'rate': 0.33037638474999964, 'base': 0.2086799276672695}
2021-02-14 23:02:09,137 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200925', 'cash': 488887.38474999985, 'stock': 848160.0, 'total': 1337047.3847499997, 'rate': 0.33704738474999973, 'base': 0.20470162748643772}
2021-02-14 23:02:09,159 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200928', 'cash': 488887.38474999985, 'stock': 847512.0, 'total': 1336399.3847499997, 'rate': 0.33639938474999975, 'base': 0.1996383363471972}
2021-02-14 23:02:09,174 - /Users/lizile/PycharmProjects/quant/main.py[line:236] - INFO: 选出池子：300821.SZ
2021-02-14 23:02:09,427 - /Users/lizile/PycharmProjects/quant/main.py[line:248] - INFO: 选入池子：002998.SZ
2021-02-14 23:02:09,428 - /Users/lizile/PycharmProjects/quant/main.py[line:144] - INFO: {'code': '300821.SZ', 'cash': -99999999}交易成功,卖出75手,得到89010.900000
2021-02-14 23:02:09,429 - /Users/lizile/PycharmProjects/quant/main.py[line:137] - INFO: {'code': '002998.SZ', 'cash': 114757.47694999998}交易成功,买入123手,花去113926.474500
2021-02-14 23:02:09,449 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200929', 'cash': 463971.81024999986, 'stock': 891379.0, 'total': 1355350.8102499999, 'rate': 0.3553508102499998, 'base': 0.21121157323688977}
2021-02-14 23:02:09,479 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20200930', 'cash': 463971.81024999986, 'stock': 887379.0, 'total': 1351350.8102499999, 'rate': 0.3513508102499998, 'base': 0.21121157323688977}
2021-02-14 23:02:09,504 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20201009', 'cash': 463971.81024999986, 'stock': 911641.0, 'total': 1375612.8102499999, 'rate': 0.3756128102499998, 'base': 0.2611211573236889}
2021-02-14 23:02:09,526 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20201012', 'cash': 463971.81024999986, 'stock': 936114.0, 'total': 1400085.8102499999, 'rate': 0.4000858102499998, 'base': 0.2802893309222423}
2021-02-14 23:02:09,548 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20201013', 'cash': 463971.81024999986, 'stock': 925560.0, 'total': 1389531.8102499999, 'rate': 0.38953181024999983, 'base': 0.28065099457504505}
2021-02-14 23:02:09,570 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20201014', 'cash': 463971.81024999986, 'stock': 914568.0, 'total': 1378539.8102499999, 'rate': 0.37853981024999994, 'base': 0.2770343580470165}
2021-02-14 23:02:09,592 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20201015', 'cash': 463971.81024999986, 'stock': 901995.0, 'total': 1365966.8102499999, 'rate': 0.3659668102499998, 'base': 0.2600361663652804}
2021-02-14 23:02:09,617 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20201016', 'cash': 463971.81024999986, 'stock': 909089.0, 'total': 1373060.8102499999, 'rate': 0.37306081024999993, 'base': 0.26365280289330917}
2021-02-14 23:02:09,640 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20201019', 'cash': 463971.81024999986, 'stock': 901771.0, 'total': 1365742.8102499999, 'rate': 0.3657428102499998, 'base': 0.24556962025316453}
2021-02-14 23:02:09,657 - /Users/lizile/PycharmProjects/quant/main.py[line:236] - INFO: 选出池子：002998.SZ
2021-02-14 23:02:09,872 - /Users/lizile/PycharmProjects/quant/main.py[line:248] - INFO: 选入池子：003009.SZ
2021-02-14 23:02:09,873 - /Users/lizile/PycharmProjects/quant/main.py[line:144] - INFO: {'code': '002998.SZ', 'cash': -99999999}交易成功,卖出123手,得到130249.620000
2021-02-14 23:02:09,874 - /Users/lizile/PycharmProjects/quant/main.py[line:137] - INFO: {'code': '003009.SZ', 'cash': 118771.96204999997}交易成功,买入24手,花去115972.986000
2021-02-14 23:02:09,893 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20201020', 'cash': 478248.4442499998, 'stock': 900503.0, 'total': 1378751.4442499997, 'rate': 0.37875144424999974, 'base': 0.2690777576853529}
2021-02-14 23:02:09,922 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20201021', 'cash': 478248.4442499998, 'stock': 905725.0, 'total': 1383973.4442499997, 'rate': 0.3839734442499998, 'base': 0.2575045207956601}
2021-02-14 23:02:09,945 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20201022', 'cash': 478248.4442499998, 'stock': 916398.0, 'total': 1394646.4442499997, 'rate': 0.39464644424999973, 'base': 0.2524412296564198}
2021-02-14 23:02:09,969 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20201023', 'cash': 478248.4442499998, 'stock': 928902.0, 'total': 1407150.4442499997, 'rate': 0.4071504442499998, 'base': 0.2350813743218807}
2021-02-14 23:02:09,992 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20201026', 'cash': 478248.4442499998, 'stock': 957245.0, 'total': 1435493.4442499997, 'rate': 0.4354934442499998, 'base': 0.21916817359855334}
2021-02-14 23:02:10,015 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20201027', 'cash': 478248.4442499998, 'stock': 974174.0, 'total': 1452422.4442499997, 'rate': 0.4524224442499998, 'base': 0.22423146473779387}
2021-02-14 23:02:10,038 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20201028', 'cash': 478248.4442499998, 'stock': 954374.0, 'total': 1432622.4442499997, 'rate': 0.43262244424999974, 'base': 0.21338155515370705}
2021-02-14 23:02:10,062 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20201029', 'cash': 478248.4442499998, 'stock': 937018.0, 'total': 1415266.4442499997, 'rate': 0.4152664442499998, 'base': 0.2274864376130199}
2021-02-14 23:02:10,086 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20201030', 'cash': 478248.4442499998, 'stock': 919584.0, 'total': 1397832.4442499997, 'rate': 0.39783244424999964, 'base': 0.2086799276672695}
2021-02-14 23:02:10,104 - /Users/lizile/PycharmProjects/quant/main.py[line:236] - INFO: 选出池子：003009.SZ
2021-02-14 23:02:10,325 - /Users/lizile/PycharmProjects/quant/main.py[line:248] - INFO: 选入池子：605169.SH
2021-02-14 23:02:10,326 - /Users/lizile/PycharmProjects/quant/main.py[line:144] - INFO: {'code': '003009.SZ', 'cash': -99999999}交易成功,卖出24手,得到151048.800000
2021-02-14 23:02:10,327 - /Users/lizile/PycharmProjects/quant/main.py[line:137] - INFO: {'code': '605169.SH', 'cash': 129028.88884999997}交易成功,买入48手,花去127999.992000
2021-02-14 23:02:10,347 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20201102', 'cash': 501297.2522499998, 'stock': 876970.0, 'total': 1378267.25225, 'rate': 0.3782672522499999, 'base': 0.22097649186256785}
2021-02-14 23:02:10,377 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20201103', 'cash': 501297.2522499998, 'stock': 877873.0, 'total': 1379170.25225, 'rate': 0.37917025225, 'base': 0.22097649186256785}
2021-02-14 23:02:10,402 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20201104', 'cash': 501297.2522499998, 'stock': 874474.0, 'total': 1375771.25225, 'rate': 0.37577125224999985, 'base': 0.2640144665461124}
2021-02-14 23:02:10,427 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20201105', 'cash': 501297.2522499998, 'stock': 888956.0, 'total': 1390253.25225, 'rate': 0.39025325224999996, 'base': 0.2875226039783003}
2021-02-14 23:02:10,451 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20201106', 'cash': 501297.2522499998, 'stock': 881147.0, 'total': 1382444.25225, 'rate': 0.38244425225, 'base': 0.26365280289330917}
2021-02-14 23:02:10,476 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20201109', 'cash': 501297.2522499998, 'stock': 894401.0, 'total': 1395698.25225, 'rate': 0.3956982522499999, 'base': 0.26365280289330917}
2021-02-14 23:02:10,500 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20201110', 'cash': 501297.2522499998, 'stock': 888504.0, 'total': 1389801.25225, 'rate': 0.38980125224999984, 'base': 0.27197106690777595}
2021-02-14 23:02:10,524 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20201111', 'cash': 501297.2522499998, 'stock': 894014.0, 'total': 1395311.25225, 'rate': 0.39531125224999997, 'base': 0.25461121157323685}
2021-02-14 23:02:10,553 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20201112', 'cash': 501297.2522499998, 'stock': 888985.0, 'total': 1390282.25225, 'rate': 0.3902822522499998, 'base': 0.2517179023508138}
2021-02-14 23:02:10,575 - /Users/lizile/PycharmProjects/quant/main.py[line:236] - INFO: 选出池子：002164.SZ
2021-02-14 23:02:10,815 - /Users/lizile/PycharmProjects/quant/main.py[line:248] - INFO: 选入池子：003018.SZ
2021-02-14 23:02:10,816 - /Users/lizile/PycharmProjects/quant/main.py[line:144] - INFO: {'code': '002164.SZ', 'cash': -99999999}交易成功,卖出130手,得到78181.740000
2021-02-14 23:02:10,817 - /Users/lizile/PycharmProjects/quant/main.py[line:137] - INFO: {'code': '003018.SZ', 'cash': 115547.45044999996}交易成功,买入61手,花去114952.731000
2021-02-14 23:02:10,838 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20201113', 'cash': 464526.26124999975, 'stock': 912943.0, 'total': 1377469.2612499997, 'rate': 0.3774692612499997, 'base': 0.25822784810126587}
2021-02-14 23:02:10,870 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20201116', 'cash': 464526.26124999975, 'stock': 919305.0, 'total': 1383831.2612499997, 'rate': 0.38383126124999967, 'base': 0.2831826401446653}
2021-02-14 23:02:10,896 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20201117', 'cash': 464526.26124999975, 'stock': 907545.0, 'total': 1372071.2612499997, 'rate': 0.3720712612499997, 'base': 0.278481012658228}
2021-02-14 23:02:10,922 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20201118', 'cash': 464526.26124999975, 'stock': 911330.0, 'total': 1375856.2612499997, 'rate': 0.3758562612499998, 'base': 0.27558770343580496}
2021-02-14 23:02:10,947 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20201119', 'cash': 464526.26124999975, 'stock': 909227.0, 'total': 1373753.2612499997, 'rate': 0.37375326124999986, 'base': 0.27197106690777595}
2021-02-14 23:02:10,972 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20201120', 'cash': 464526.26124999975, 'stock': 918933.0, 'total': 1383459.2612499997, 'rate': 0.38345926124999985, 'base': 0.29258589511754085}
2021-02-14 23:02:10,997 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20201123', 'cash': 464526.26124999975, 'stock': 914664.0, 'total': 1379190.2612499997, 'rate': 0.37919026124999977, 'base': 0.29258589511754085}
2021-02-14 23:02:11,023 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20201124', 'cash': 464526.26124999975, 'stock': 925103.0, 'total': 1389629.2612499997, 'rate': 0.38962926124999986, 'base': 0.29041591320072335}
2021-02-14 23:02:11,051 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20201125', 'cash': 464526.26124999975, 'stock': 915730.0, 'total': 1380256.2612499997, 'rate': 0.3802562612499998, 'base': 0.2745027124773962}
2021-02-14 23:02:11,074 - /Users/lizile/PycharmProjects/quant/main.py[line:236] - INFO: 选出池子：000572.SZ
2021-02-14 23:02:11,302 - /Users/lizile/PycharmProjects/quant/main.py[line:248] - INFO: 选入池子：605177.SH
2021-02-14 23:02:11,303 - /Users/lizile/PycharmProjects/quant/main.py[line:144] - INFO: {'code': '000572.SZ', 'cash': -99999999}交易成功,卖出453手,得到136216.647000
2021-02-14 23:02:11,304 - /Users/lizile/PycharmProjects/quant/main.py[line:137] - INFO: {'code': '605177.SH', 'cash': 120810.05224999995}交易成功,买入32手,花去119581.888000
2021-02-14 23:02:11,325 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20201126', 'cash': 481161.0202499997, 'stock': 928189.0, 'total': 1409350.0202499996, 'rate': 0.40935002024999956, 'base': 0.2745027124773962}
2021-02-14 23:02:11,359 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20201127', 'cash': 481161.0202499997, 'stock': 944446.0, 'total': 1425607.0202499996, 'rate': 0.4256070202499995, 'base': 0.27811934900542523}
2021-02-14 23:02:11,385 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20201130', 'cash': 481161.0202499997, 'stock': 931924.0, 'total': 1413085.0202499996, 'rate': 0.4130850202499996, 'base': 0.2611211573236889}
2021-02-14 23:02:11,411 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20201201', 'cash': 481161.0202499997, 'stock': 930714.0, 'total': 1411875.0202499996, 'rate': 0.41187502024999967, 'base': 0.2611211573236889}
2021-02-14 23:02:11,436 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20201202', 'cash': 481161.0202499997, 'stock': 939418.0, 'total': 1420579.0202499996, 'rate': 0.4205790202499995, 'base': 0.3027124773960219}
2021-02-14 23:02:11,462 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20201203', 'cash': 481161.0202499997, 'stock': 950548.0, 'total': 1431709.0202499996, 'rate': 0.4317090202499996, 'base': 0.29620253164556987}
2021-02-14 23:02:11,488 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20201204', 'cash': 481161.0202499997, 'stock': 939098.0, 'total': 1420259.0202499996, 'rate': 0.4202590202499996, 'base': 0.30379746835443044}
2021-02-14 23:02:11,514 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20201207', 'cash': 481161.0202499997, 'stock': 933277.0, 'total': 1414438.0202499996, 'rate': 0.41443802024999954, 'base': 0.2976491862567814}
2021-02-14 23:02:11,542 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20201208', 'cash': 481161.0202499997, 'stock': 926417.0, 'total': 1407578.0202499996, 'rate': 0.4075780202499997, 'base': 0.3005424954792044}
2021-02-14 23:02:11,563 - /Users/lizile/PycharmProjects/quant/main.py[line:236] - INFO: 选出池子：605177.SH
2021-02-14 23:02:11,781 - /Users/lizile/PycharmProjects/quant/main.py[line:248] - INFO: 选入池子：003022.SZ
2021-02-14 23:02:11,782 - /Users/lizile/PycharmProjects/quant/main.py[line:144] - INFO: {'code': '605177.SH', 'cash': -99999999}交易成功,卖出32手,得到146317.536000
2021-02-14 23:02:11,783 - /Users/lizile/PycharmProjects/quant/main.py[line:137] - INFO: {'code': '003022.SZ', 'cash': 125275.40404999995}交易成功,买入91手,花去125156.281250
2021-02-14 23:02:11,805 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20201209', 'cash': 502322.2749999997, 'stock': 940225.0, 'total': 1442547.2749999997, 'rate': 0.4425472749999997, 'base': 0.26075949367088613}
2021-02-14 23:02:11,839 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20201210', 'cash': 502322.2749999997, 'stock': 947819.0, 'total': 1450141.2749999997, 'rate': 0.45014127499999956, 'base': 0.27558770343580496}
2021-02-14 23:02:11,866 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20201211', 'cash': 502322.2749999997, 'stock': 928546.0, 'total': 1430868.2749999997, 'rate': 0.4308682749999997, 'base': 0.24412296564195302}
2021-02-14 23:02:11,893 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20201214', 'cash': 502322.2749999997, 'stock': 916912.0, 'total': 1419234.2749999997, 'rate': 0.41923427499999977, 'base': 0.2600361663652804}
2021-02-14 23:02:11,920 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20201215', 'cash': 502322.2749999997, 'stock': 915727.0, 'total': 1418049.2749999997, 'rate': 0.4180492749999998, 'base': 0.2669077757685354}
2021-02-14 23:02:11,947 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20201216', 'cash': 502322.2749999997, 'stock': 888523.0, 'total': 1390845.2749999997, 'rate': 0.39084527499999977, 'base': 0.26039783001808336}
2021-02-14 23:02:11,974 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20201217', 'cash': 502322.2749999997, 'stock': 893677.0, 'total': 1395999.2749999997, 'rate': 0.39599927499999965, 'base': 0.2730560578661847}
2021-02-14 23:02:12,002 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20201218', 'cash': 502322.2749999997, 'stock': 893046.0, 'total': 1395368.2749999997, 'rate': 0.3953682749999996, 'base': 0.2600361663652804}
2021-02-14 23:02:12,033 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20201221', 'cash': 502322.2749999997, 'stock': 897547.0, 'total': 1399869.2749999997, 'rate': 0.3998692749999997, 'base': 0.27377938517179023}
2021-02-14 23:02:12,055 - /Users/lizile/PycharmProjects/quant/main.py[line:236] - INFO: 选出池子：000953.SZ
2021-02-14 23:02:12,257 - /Users/lizile/PycharmProjects/quant/main.py[line:248] - INFO: 选入池子：003026.SZ
2021-02-14 23:02:12,258 - /Users/lizile/PycharmProjects/quant/main.py[line:144] - INFO: {'code': '000953.SZ', 'cash': -99999999}交易成功,卖出262手,得到121969.908000
2021-02-14 23:02:12,259 - /Users/lizile/PycharmProjects/quant/main.py[line:137] - INFO: {'code': '003026.SZ', 'cash': 124935.25499999995}交易成功,买入56手,花去123230.800000
2021-02-14 23:02:12,282 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20201222', 'cash': 501061.38299999974, 'stock': 901200.0, 'total': 1402261.3829999997, 'rate': 0.4022613829999997, 'base': 0.2484629294755878}
2021-02-14 23:02:12,316 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20201223', 'cash': 501061.38299999974, 'stock': 922684.0, 'total': 1423745.3829999997, 'rate': 0.42374538299999975, 'base': 0.26075949367088613}
2021-02-14 23:02:12,344 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20201224', 'cash': 501061.38299999974, 'stock': 936162.0, 'total': 1437223.3829999997, 'rate': 0.43722338299999963, 'base': 0.24448462929475578}
2021-02-14 23:02:12,372 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20201225', 'cash': 501061.38299999974, 'stock': 954495.0, 'total': 1455556.3829999997, 'rate': 0.4555563829999998, 'base': 0.24448462929475578}
2021-02-14 23:02:12,400 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20201228', 'cash': 501061.38299999974, 'stock': 974311.0, 'total': 1475372.3829999997, 'rate': 0.4753723829999996, 'base': 0.2484629294755878}
2021-02-14 23:02:12,428 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20201229', 'cash': 501061.38299999974, 'stock': 986436.0, 'total': 1487497.3829999997, 'rate': 0.4874973829999998, 'base': 0.24520795660036176}
2021-02-14 23:02:12,456 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20201230', 'cash': 501061.38299999974, 'stock': 1003511.0, 'total': 1504572.3829999997, 'rate': 0.5045723829999997, 'base': 0.26039783001808336}
2021-02-14 23:02:12,487 - /Users/lizile/PycharmProjects/quant/main.py[line:170] - INFO: {'date': '20201231', 'cash': 501061.38299999974, 'stock': 1020465.0, 'total': 1521526.3829999997, 'rate': 0.5215263829999996, 'base': 0.27667269439421327}
2021-02-14 23:07:17.854 Python[10380:314416] WARNING: <NSSavePanel: 0x7f948d9a1710> found it necessary to prepare implicitly; please prepare panels using NSSavePanel rather than NSApplication or NSWindow.
2021-02-14 23:07:18.855 Python[10380:314416] WARNING: <NSSavePanel: 0x7f948d9a1710> found it necessary to start implicitly; please start panels using NSSavePanel rather than NSApplication or NSWindow.
2021-02-14 23:07:18.855 Python[10380:314416] WARNING: <NSSavePanel: 0x7f948d9a1710> running implicitly; please run panels using NSSavePanel rather than NSApplication.
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