Notebook

使用示例¶

一、引入依赖的包¶

需要安装baostock、pandas、ta-lib等

In [137]:

from bs_agent import bsAgent
from strategy import *
from indicator import *
import matplotlib.pyplot as plt
import baostock as bs
import backtrader as bt
import backtrader.feeds as btfeeds
import pandas as pd
import math
import datetime
from backtrader.indicators import EMA
import warnings
warnings.filterwarnings('ignore')

plt.rcParams['figure.figsize'] = (16.0, 4.0)

二、拉取股票数据¶

可以选择拉取k线数据的股票代码、起止时间、时间周期等
重放策略可以选择 Indicator.MACD_X、Indicator.KDJ_X 等

In [142]:

bs_a=bsAgent(stack_code='000001.sh',start_date='2019-01-01', end_date='2020-09-01',freq='d')
# bs_a.replay(Indicator.KDJ_X,start_date='2020-05-01', end_date='2020-10-13',view='true')
# bs_a.plot(Indicator.KDJ_X)

login success!

In [143]:

# Create a cerebro entity
cerebro = bt.Cerebro(stdstats=False)
            
# Add a Stratey
cerebro.addstrategy(KDJMACDStrategy)

# Pass it to the backtrader datafeed and add it to the cerebro
data = bt.feeds.PandasData(dataname=bs_a.k_data,
                           fromdate=datetime.datetime(2019, 5, 1),
                           todate=datetime.datetime(2020, 4, 12),)

cerebro.adddata(data)

cerebro.broker.setcash(100000.0)
cerebro.broker.setcommission(0.0017)

print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue())
# Run over everything
cerebro.run()
print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue())
return_all = cerebro.broker.getvalue()/100000.0
print('Total ROI: {0}%, Annual ROI{1}%'.format(
                             round((return_all - 1.0) * 100, 2),
                             round((pow(return_all, 1.0 / 10) - 1.0) * 100, 2)
                             ))

# Plot the result
cerebro.plot(style='bar')

Starting Portfolio Value: 100000.00
2019-06-21, Close, 3001.98
2019-06-24, Close, 3008.15
2019-06-25, Close, 2982.07
2019-06-26, Close, 2976.28
2019-06-27, Close, 2996.79
2019-06-28, Close, 2978.88
2019-07-01, Close, 3044.90
2019-07-02, Close, 3043.94
2019-07-03, Close, 3015.26
2019-07-04, Close, 3005.25
2019-07-05, Close, 3011.06
2019-07-08, Close, 2933.36
2019-07-09, Close, 2928.23
2019-07-10, Close, 2915.30
2019-07-11, Close, 2917.76
2019-07-12, Close, 2930.55
2019-07-15, Close, 2942.18
2019-07-16, BUY EXECUTED, Price: 2938.64, Cost: 2938.64, Comm 5.00
2019-07-16, Close, 2937.62
2019-07-17, Close, 2931.69
2019-07-18, Close, 2901.18
2019-07-19, Close, 2924.20
2019-07-19, K, 39.05
2019-07-19, J, 51.54
2019-07-19, D, 32.80
2019-07-19, SELL CREATE, 2924.20
2019-07-22, SELL EXECUTED, Price: 2925.79, Cost: 2938.64, Comm 4.97
2019-07-22, OPERATION PROFIT, GROSS -12.85, NET -22.82
2019-07-22, Close, 2886.97
2019-07-23, Close, 2899.94
2019-07-24, Close, 2923.28
2019-07-25, BUY EXECUTED, Price: 2923.19, Cost: 2923.19, Comm 4.97
2019-07-25, Close, 2937.36
2019-07-26, Close, 2944.54
2019-07-29, Close, 2941.01
2019-07-30, Close, 2952.34
2019-07-31, Close, 2932.51
2019-08-01, Close, 2908.77
2019-08-02, Close, 2867.84
2019-08-05, Close, 2821.49
2019-08-06, Close, 2777.55
2019-08-07, Close, 2768.68
2019-08-08, Close, 2794.55
2019-08-08, K, 21.30
2019-08-08, J, 21.67
2019-08-08, D, 21.11
2019-08-08, SELL CREATE, 2794.55
2019-08-09, SELL EXECUTED, Price: 2805.59, Cost: 2923.19, Comm 4.77
2019-08-09, OPERATION PROFIT, GROSS -117.60, NET -127.34
2019-08-09, Close, 2774.75
2019-08-12, Close, 2814.99
2019-08-13, BUY EXECUTED, Price: 2798.05, Cost: 2798.05, Comm 4.76
2019-08-13, Close, 2797.26
2019-08-14, Close, 2808.91
2019-08-15, Close, 2815.80
2019-08-16, Close, 2823.82
2019-08-19, Close, 2883.10
2019-08-20, Close, 2880.00
2019-08-21, Close, 2880.33
2019-08-22, Close, 2883.43
2019-08-23, Close, 2897.43
2019-08-26, Close, 2863.57
2019-08-27, Close, 2902.19
2019-08-28, Close, 2893.76
2019-08-29, Close, 2890.92
2019-08-30, Close, 2886.24
2019-09-02, Close, 2924.11
2019-09-02, K, 79.03
2019-09-02, J, 86.60
2019-09-02, D, 75.25
2019-09-02, SELL CREATE, 2924.11
2019-09-03, SELL EXECUTED, Price: 2925.94, Cost: 2798.05, Comm 4.97
2019-09-03, OPERATION PROFIT, GROSS 127.89, NET 118.16
2019-09-03, Close, 2930.15
2019-09-04, Close, 2957.41
2019-09-05, Close, 2985.86
2019-09-06, Close, 2999.60
2019-09-09, Close, 3024.74
2019-09-10, Close, 3021.20
2019-09-11, Close, 3008.81
2019-09-12, Close, 3031.24
2019-09-16, Close, 3030.75
2019-09-17, Close, 2978.12
2019-09-18, Close, 2985.66
2019-09-19, Close, 2999.28
2019-09-20, Close, 3006.45
2019-09-23, Close, 2977.08
2019-09-24, Close, 2985.34
2019-09-25, Close, 2955.43
2019-09-26, Close, 2929.09
2019-09-27, Close, 2932.17
2019-09-30, Close, 2905.19
2019-10-08, Close, 2913.57
2019-10-09, Close, 2924.86
2019-10-10, BUY EXECUTED, Price: 2923.71, Cost: 2923.71, Comm 4.97
2019-10-10, Close, 2947.71
2019-10-11, Close, 2973.66
2019-10-14, Close, 3007.88
2019-10-15, Close, 2991.05
2019-10-16, Close, 2978.71
2019-10-17, Close, 2977.33
2019-10-18, Close, 2938.14
2019-10-21, Close, 2939.62
2019-10-22, Close, 2954.38
2019-10-23, Close, 2941.62
2019-10-24, Close, 2940.92
2019-10-25, Close, 2954.93
2019-10-25, K, 32.97
2019-10-25, J, 34.40
2019-10-25, D, 32.26
2019-10-25, SELL CREATE, 2954.93
2019-10-28, SELL EXECUTED, Price: 2958.69, Cost: 2923.71, Comm 5.03
2019-10-28, OPERATION PROFIT, GROSS 34.98, NET 24.98
2019-10-28, Close, 2980.05
2019-10-29, Close, 2954.18
2019-10-30, Close, 2939.32
2019-10-31, Close, 2929.06
2019-11-01, Close, 2958.20
2019-11-04, BUY EXECUTED, Price: 2964.58, Cost: 2964.58, Comm 5.04
2019-11-04, Close, 2975.49
2019-11-05, Close, 2991.56
2019-11-06, Close, 2978.59
2019-11-07, Close, 2978.71
2019-11-08, Close, 2964.18
2019-11-11, Close, 2909.97
2019-11-12, Close, 2914.82
2019-11-13, Close, 2905.24
2019-11-14, Close, 2909.87
2019-11-15, Close, 2891.34
2019-11-18, Close, 2909.20
2019-11-19, Close, 2933.99
2019-11-19, K, 29.41
2019-11-19, J, 43.34
2019-11-19, D, 22.44
2019-11-19, SELL CREATE, 2933.99
2019-11-20, SELL EXECUTED, Price: 2928.11, Cost: 2964.58, Comm 4.98
2019-11-20, OPERATION PROFIT, GROSS -36.47, NET -46.49
2019-11-20, Close, 2911.05
2019-11-21, Close, 2903.64
2019-11-22, Close, 2885.29
2019-11-25, Close, 2906.17
2019-11-26, BUY EXECUTED, Price: 2912.52, Cost: 2912.52, Comm 4.95
2019-11-26, Close, 2907.06
2019-11-27, Close, 2903.19
2019-11-28, Close, 2889.69
2019-11-29, Close, 2871.98
2019-12-02, Close, 2875.81
2019-12-03, Close, 2884.70
2019-12-03, K, 33.05
2019-12-03, J, 36.37
2019-12-03, D, 31.39
2019-12-03, SELL CREATE, 2884.70
2019-12-04, SELL EXECUTED, Price: 2876.91, Cost: 2912.52, Comm 4.89
2019-12-04, OPERATION PROFIT, GROSS -35.61, NET -45.46
2019-12-04, Close, 2878.11
2019-12-05, Close, 2899.47
2019-12-06, Close, 2912.01
2019-12-09, Close, 2914.48
2019-12-10, Close, 2917.32
2019-12-11, Close, 2924.42
2019-12-12, Close, 2915.70
2019-12-13, Close, 2967.68
2019-12-16, Close, 2984.39
2019-12-17, Close, 3022.42
2019-12-18, Close, 3017.04
2019-12-19, Close, 3017.07
2019-12-20, Close, 3004.94
2019-12-23, Close, 2962.75
2019-12-24, Close, 2982.68
2019-12-25, Close, 2981.88
2019-12-26, Close, 3007.35
2019-12-27, Close, 3005.03
2019-12-30, Close, 3040.02
2019-12-31, Close, 3050.12
2020-01-02, Close, 3085.20
2020-01-03, Close, 3083.78
2020-01-06, Close, 3083.41
2020-01-07, Close, 3104.80
2020-01-08, Close, 3066.89
2020-01-09, Close, 3094.88
2020-01-10, Close, 3092.29
2020-01-13, Close, 3115.57
2020-01-14, Close, 3106.82
2020-01-15, Close, 3090.04
2020-01-16, Close, 3074.08
2020-01-17, Close, 3075.49
2020-01-20, Close, 3095.79
2020-01-21, Close, 3052.14
2020-01-22, Close, 3060.75
2020-01-23, Close, 2976.53
2020-02-03, Close, 2746.61
2020-02-04, Close, 2783.29
2020-02-05, Close, 2818.09
2020-02-06, Close, 2866.51
2020-02-07, Close, 2875.96
2020-02-10, Close, 2890.49
2020-02-11, Close, 2901.67
2020-02-12, Close, 2926.90
2020-02-13, Close, 2906.07
2020-02-14, Close, 2917.01
2020-02-17, Close, 2983.62
2020-02-18, Close, 2984.97
2020-02-19, Close, 2975.40
2020-02-20, Close, 3030.15
2020-02-21, Close, 3039.67
2020-02-24, Close, 3031.23
2020-02-25, Close, 3013.05
2020-02-26, Close, 2987.93
2020-02-27, Close, 2991.33
2020-02-28, Close, 2880.30
2020-03-02, Close, 2970.93
2020-03-03, Close, 2992.90
2020-03-04, Close, 3011.66
2020-03-05, Close, 3071.68
2020-03-06, Close, 3034.51
2020-03-09, Close, 2943.29
2020-03-10, Close, 2996.76
2020-03-11, Close, 2968.52
2020-03-12, Close, 2923.49
2020-03-13, Close, 2887.43
2020-03-16, Close, 2789.25
2020-03-17, Close, 2779.64
2020-03-18, Close, 2729.62
2020-03-19, Close, 2702.13
2020-03-20, Close, 2745.62
2020-03-23, BUY EXECUTED, Price: 2677.59, Cost: 2677.59, Comm 4.55
2020-03-23, Close, 2660.17
2020-03-24, Close, 2722.44
2020-03-24, K, 18.66
2020-03-24, J, 22.60
2020-03-24, D, 16.69
2020-03-24, SELL CREATE, 2722.44
2020-03-25, SELL EXECUTED, Price: 2775.30, Cost: 2677.59, Comm 4.72
2020-03-25, OPERATION PROFIT, GROSS 97.71, NET 88.44
2020-03-25, Close, 2781.59
2020-03-26, Close, 2764.91
2020-03-27, Close, 2772.20
2020-03-30, Close, 2747.21
2020-03-31, Close, 2750.30
2020-04-01, Close, 2734.52
2020-04-02, Close, 2780.64
2020-04-03, Close, 2763.99
2020-04-07, Close, 2820.76
2020-04-08, Close, 2815.37
2020-04-09, Close, 2825.90
2020-04-10, Close, 2796.63
Final Portfolio Value: 99989.48
Total ROI: -0.01%, Annual ROI-0.0%

Out[143]:

[[<matplotlib.figure.Figure at 0x137db8f28>]]

三、查看数据¶

In [145]:

bs_a.k_data

Out[145]:

	code	open	high	low	close	preclose	volume	amount	adjustflag	turn	tradestatus	pctChg	peTTM	pbMRQ	psTTM	pcfNcfTTM	isST
date
2019-01-02	sh.000001	2497.8800	2500.2780	2456.4230	2465.2910	2493.8960	1.099320e+10	97592573952.0000	3	0.328717	1	-1.147000	0.000000	0.000000	0.000000	0.000000	0
2019-01-03	sh.000001	2461.7820	2488.4790	2455.9250	2464.3620	2465.2910	1.243975e+10	106922790912.0000	3	0.371963	1	-0.037700	0.000000	0.000000	0.000000	0.000000	0
2019-01-04	sh.000001	2446.0190	2515.3160	2440.9060	2514.8680	2464.3620	1.688777e+10	139298676736.0000	3	0.504935	1	2.049400	0.000000	0.000000	0.000000	0.000000	0
2019-01-07	sh.000001	2528.6980	2536.9770	2515.5080	2533.0880	2514.8680	1.773050e+10	145513242624.0000	3	0.530082	1	0.724500	0.000000	0.000000	0.000000	0.000000	0
2019-01-08	sh.000001	2530.3000	2531.3450	2520.1640	2526.4620	2533.0880	1.580992e+10	123379040256.0000	3	0.472663	1	-0.261600	0.000000	0.000000	0.000000	0.000000	0
2019-01-09	sh.000001	2536.4170	2574.4070	2536.1570	2544.3440	2526.4620	1.918879e+10	160812527616.0000	3	0.573680	1	0.707800	0.000000	0.000000	0.000000	0.000000	0
2019-01-10	sh.000001	2543.8530	2551.8250	2531.6630	2535.0980	2544.3440	1.598743e+10	132692332544.0000	3	0.477903	1	-0.363400	0.000000	0.000000	0.000000	0.000000	0
2019-01-11	sh.000001	2539.5480	2554.7860	2533.3580	2553.8310	2535.0980	1.494441e+10	122375663616.0000	3	0.446693	1	0.739000	0.000000	0.000000	0.000000	0.000000	0
2019-01-14	sh.000001	2553.3280	2556.2930	2533.0100	2535.7650	2553.8310	1.448255e+10	116243415040.0000	3	0.432811	1	-0.707400	0.000000	0.000000	0.000000	0.000000	0
2019-01-15	sh.000001	2537.3690	2571.5010	2532.4330	2570.3440	2535.7650	1.602655e+10	137374982144.0000	3	0.478956	1	1.363700	0.000000	0.000000	0.000000	0.000000	0
2019-01-16	sh.000001	2569.0690	2574.2360	2563.0060	2570.4220	2570.3440	1.493015e+10	126876315648.0000	3	0.446119	1	0.003000	0.000000	0.000000	0.000000	0.000000	0
2019-01-17	sh.000001	2573.5750	2582.5560	2557.7110	2559.6370	2570.4220	1.624681e+10	127546126336.0000	3	0.485445	1	-0.419600	0.000000	0.000000	0.000000	0.000000	0
2019-01-18	sh.000001	2567.7380	2598.8830	2565.9040	2596.0050	2559.6370	1.907672e+10	151270432768.0000	3	0.569924	1	1.420800	0.000000	0.000000	0.000000	0.000000	0
2019-01-21	sh.000001	2599.0570	2618.9800	2599.0570	2610.5090	2596.0050	1.634251e+10	139915485184.0000	3	0.488057	1	0.558700	0.000000	0.000000	0.000000	0.000000	0
2019-01-22	sh.000001	2609.6420	2609.6420	2573.0610	2579.7040	2610.5090	1.525378e+10	122995437568.0000	3	0.455629	1	-1.180000	0.000000	0.000000	0.000000	0.000000	0
2019-01-23	sh.000001	2575.2580	2589.5120	2572.4050	2581.0040	2579.7040	1.314268e+10	105101324288.0000	3	0.392285	1	0.050400	0.000000	0.000000	0.000000	0.000000	0
2019-01-24	sh.000001	2584.6480	2597.2890	2569.7000	2591.6930	2581.0040	1.540420e+10	131575042048.0000	3	0.459787	1	0.414100	0.000000	0.000000	0.000000	0.000000	0
2019-01-25	sh.000001	2596.2610	2617.0020	2595.6290	2601.7230	2591.6930	1.593940e+10	135415169024.0000	3	0.475734	1	0.387000	0.000000	0.000000	0.000000	0.000000	0
2019-01-28	sh.000001	2615.7110	2630.3180	2591.1000	2596.9760	2601.7230	1.469818e+10	127465635840.0000	3	0.438618	1	-0.182400	0.000000	0.000000	0.000000	0.000000	0
2019-01-29	sh.000001	2592.3540	2601.7350	2559.9820	2594.2530	2596.9760	1.555811e+10	126749048832.0000	3	0.464280	1	-0.104900	0.000000	0.000000	0.000000	0.000000	0
2019-01-30	sh.000001	2584.7450	2598.8150	2575.4090	2575.5750	2594.2530	1.205026e+10	101103927296.0000	3	0.359597	1	-0.720000	0.000000	0.000000	0.000000	0.000000	0
2019-01-31	sh.000001	2581.3310	2606.6280	2571.5780	2584.5720	2575.5750	1.543039e+10	126013247488.0000	3	0.460461	1	0.349300	0.000000	0.000000	0.000000	0.000000	0
2019-02-01	sh.000001	2597.7770	2618.4760	2590.5540	2618.2320	2584.5720	1.319868e+10	111522627584.0000	3	0.393684	1	1.302300	0.000000	0.000000	0.000000	0.000000	0
2019-02-11	sh.000001	2613.1740	2654.0960	2613.1740	2653.8960	2618.2320	1.548989e+10	137307189248.0000	3	0.461971	1	1.362100	0.000000	0.000000	0.000000	0.000000	0
2019-02-12	sh.000001	2654.0340	2674.4770	2648.8290	2671.8930	2653.8960	1.841012e+10	156741541888.0000	3	0.548622	1	0.678100	0.000000	0.000000	0.000000	0.000000	0
2019-02-13	sh.000001	2674.5190	2727.0750	2666.5220	2721.0680	2671.8930	2.437940e+10	207125315584.0000	3	0.726602	1	1.840500	0.000000	0.000000	0.000000	0.000000	0
2019-02-14	sh.000001	2715.5350	2729.4550	2707.4860	2719.6990	2721.0680	1.970373e+10	170330836992.0000	3	0.587201	1	-0.050300	0.000000	0.000000	0.000000	0.000000	0
2019-02-15	sh.000001	2712.7860	2715.6320	2679.7840	2682.3850	2719.6990	1.960043e+10	169823260672.0000	3	0.584028	1	-1.372000	0.000000	0.000000	0.000000	0.000000	0
2019-02-18	sh.000001	2699.8170	2754.3560	2699.8170	2754.3560	2682.3850	2.604360e+10	224184078336.0000	3	0.776072	1	2.683100	0.000000	0.000000	0.000000	0.000000	0
2019-02-19	sh.000001	2759.4960	2780.7830	2737.5860	2755.6450	2754.3560	2.880463e+10	247121051648.0000	3	0.858027	1	0.046800	0.000000	0.000000	0.000000	0.000000	0
...	...	...	...	...	...	...	...	...	...	...	...	...	...	...	...	...	...
2020-07-22	sh.000001	3315.1816	3381.9757	3311.7862	3333.1635	3320.8947	3.933353e+10	540577040593.6000	3	1.090166	1	0.369443	0.000000	0.000000	0.000000	0.000000	0
2020-07-23	sh.000001	3306.1489	3336.3002	3257.8269	3325.1102	3333.1635	4.070425e+10	546887089707.7000	3	1.151218	1	-0.241611	0.000000	0.000000	0.000000	0.000000	0
2020-07-24	sh.000001	3310.6449	3319.1268	3184.9645	3196.7684	3325.1102	4.270540e+10	584311865016.6000	3	1.207739	1	-3.859776	0.000000	0.000000	0.000000	0.000000	0
2020-07-27	sh.000001	3210.3863	3221.9846	3174.6583	3205.2268	3196.7684	2.993190e+10	402231919288.9000	3	0.829119	1	0.264592	0.000000	0.000000	0.000000	0.000000	0
2020-07-28	sh.000001	3226.1329	3245.2967	3208.4939	3227.9604	3205.2268	2.893779e+10	389873696214.7000	3	0.817955	1	0.709267	0.000000	0.000000	0.000000	0.000000	0
2020-07-29	sh.000001	3221.9883	3294.5521	3209.9902	3294.5521	3227.9604	3.249241e+10	453094399515.5000	3	0.918285	1	2.062965	0.000000	0.000000	0.000000	0.000000	0
2020-07-30	sh.000001	3299.5718	3312.4508	3282.1617	3286.8220	3294.5521	3.407041e+10	476974005608.8000	3	0.962841	1	-0.234633	0.000000	0.000000	0.000000	0.000000	0
2020-07-31	sh.000001	3280.7959	3333.7859	3261.6135	3310.0065	3286.8220	3.537590e+10	495778040702.2000	3	0.999587	1	0.705377	0.000000	0.000000	0.000000	0.000000	0
2020-08-03	sh.000001	3332.1826	3368.1028	3327.6773	3367.9658	3310.0065	4.074609e+10	572430759824.7000	3	1.127570	1	1.751033	0.000000	0.000000	0.000000	0.000000	0
2020-08-04	sh.000001	3376.4402	3391.0743	3352.5017	3371.6875	3367.9658	4.423286e+10	604942141521.3000	3	1.249419	1	0.110503	0.000000	0.000000	0.000000	0.000000	0
2020-08-05	sh.000001	3363.3324	3383.6365	3333.8770	3377.5648	3371.6875	3.858230e+10	526515054657.5000	3	1.089812	1	0.174313	0.000000	0.000000	0.000000	0.000000	0
2020-08-06	sh.000001	3380.7621	3392.7048	3334.3341	3386.4631	3377.5648	4.153025e+10	570488248065.2000	3	1.172942	1	0.263453	0.000000	0.000000	0.000000	0.000000	0
2020-08-07	sh.000001	3370.5878	3374.1330	3307.7127	3354.0352	3386.4631	4.039296e+10	561435649551.0000	3	1.140678	1	-0.957574	0.000000	0.000000	0.000000	0.000000	0
2020-08-10	sh.000001	3341.5276	3399.9323	3335.0427	3379.2524	3354.0352	3.813796e+10	527083944584.7000	3	1.053404	1	0.751847	0.000000	0.000000	0.000000	0.000000	0
2020-08-11	sh.000001	3379.4874	3409.0589	3336.0945	3340.2900	3379.2524	4.004527e+10	514020764101.4000	3	1.130021	1	-1.152989	0.000000	0.000000	0.000000	0.000000	0
2020-08-12	sh.000001	3327.4929	3335.7290	3263.2653	3319.2656	3340.2900	3.783290e+10	480731246079.0000	3	1.067596	1	-0.629418	0.000000	0.000000	0.000000	0.000000	0
2020-08-13	sh.000001	3328.1754	3338.1518	3309.4629	3320.7261	3319.2656	3.242913e+10	387162288598.3000	3	0.915025	1	0.044001	0.000000	0.000000	0.000000	0.000000	0
2020-08-14	sh.000001	3315.6687	3362.0267	3302.7357	3360.0988	3320.7261	3.059984e+10	367467421740.0000	3	0.863395	1	1.185665	0.000000	0.000000	0.000000	0.000000	0
2020-08-17	sh.000001	3373.9018	3450.8987	3369.3742	3438.8010	3360.0988	4.345983e+10	537425075053.0000	3	1.199713	1	2.342259	0.000000	0.000000	0.000000	0.000000	0
2020-08-18	sh.000001	3441.9337	3456.7206	3432.6402	3451.0894	3438.8010	3.807293e+10	493052155326.1000	3	1.072958	1	0.357345	0.000000	0.000000	0.000000	0.000000	0
2020-08-19	sh.000001	3444.5646	3454.4613	3406.1642	3408.1288	3451.0894	4.057222e+10	498262158316.3000	3	1.143290	1	-1.244842	0.000000	0.000000	0.000000	0.000000	0
2020-08-20	sh.000001	3385.9645	3394.5570	3352.7767	3363.8988	3408.1288	3.356010e+10	401815550096.0000	3	0.945410	1	-1.297780	0.000000	0.000000	0.000000	0.000000	0
2020-08-21	sh.000001	3380.2269	3393.9175	3358.0005	3380.6825	3363.8988	2.874883e+10	361281752664.8000	3	0.809851	1	0.498936	0.000000	0.000000	0.000000	0.000000	0
2020-08-24	sh.000001	3391.1132	3396.5663	3368.0258	3385.6383	3380.6825	2.662278e+10	345683380014.8000	3	0.734262	1	0.146592	0.000000	0.000000	0.000000	0.000000	0
2020-08-25	sh.000001	3392.8797	3408.8697	3364.1602	3373.5781	3385.6383	2.771134e+10	355997790768.0000	3	0.780096	1	-0.356216	0.000000	0.000000	0.000000	0.000000	0
2020-08-26	sh.000001	3371.8083	3382.6032	3320.1355	3329.7388	3373.5781	2.944510e+10	381928906554.3000	3	0.828902	1	-1.299490	0.000000	0.000000	0.000000	0.000000	0
2020-08-27	sh.000001	3333.4909	3351.8324	3312.9859	3350.1128	3329.7388	2.370994e+10	317153391524.5000	3	0.667422	1	0.611880	0.000000	0.000000	0.000000	0.000000	0
2020-08-28	sh.000001	3346.2893	3405.8768	3339.6494	3403.8066	3350.1128	2.713255e+10	379367046371.3000	3	0.763806	1	1.602746	0.000000	0.000000	0.000000	0.000000	0
2020-08-31	sh.000001	3416.5497	3442.7363	3395.4675	3395.6775	3403.8066	3.234739e+10	436930125416.2000	3	0.892028	1	-0.238824	0.000000	0.000000	0.000000	0.000000	0
2020-09-01	sh.000001	3389.7424	3410.6068	3381.7108	3410.6068	3395.6775	2.469992e+10	326850955347.9000	3	0.695129	1	0.439656	0.000000	0.000000	0.000000	0.000000	0

406 rows × 17 columns