date total_asset cash market_value daily_return benchmark_close positions
2022/5/5 16:00 985961.9832 9732.9832 976229 -0.014038017 3908.815 {‘600519.SH’: {‘volume’: 300, ‘price’: np.float64(1642.0099999999998), ‘avg_price’: 1643.19, ‘market_value’: np.float64(492602.99999999994), ‘profit’: np.float64(-354.0000000000873), ‘profit_ratio’: np.float64(-0.0007181153731463136)}, ‘600887.SH’: {‘volume’: 14300, ‘price’: np.float64(33.82), ‘avg_price’: 34.77, ‘market_value’: np.float64(483626.0), ‘profit’: np.float64(-13585.00000000004), ‘profit_ratio’: np.float64(-0.02732240437158478)}}
2022/5/6 16:00 959066.9832 634.9832 958432 -0.027277928 {‘600519.SH’: {‘volume’: 300, ‘price’: np.float64(1598.0099999999998), ‘avg_price’: 1643.19, ‘market_value’: np.float64(479402.99999999994), ‘profit’: np.float64(-13554.000000000087), ‘profit_ratio’: np.float64(-0.02749529877859547)}, ‘600887.SH’: {‘volume’: 14300, ‘price’: np.float64(32.870000000000005), ‘avg_price’: 34.77, ‘market_value’: np.float64(470041.00000000006), ‘profit’: np.float64(-27169.999999999978), ‘profit_ratio’: np.float64(-0.054644808743169355)}, ‘002415.SZ’: {‘volume’: 100, ‘price’: np.float64(31.200000000000006), ‘avg_price’: 32.47, ‘market_value’: np.float64(3120.0000000000005), ‘profit’: np.float64(-126.99999999999925), ‘profit_ratio’: np.float64(-0.039113027409916616)}, ‘600585.SH’: {‘volume’: 100, ‘price’: np.float64(33.16), ‘avg_price’: 33.9, ‘market_value’: np.float64(3315.9999999999995), ‘profit’: np.float64(-74.0000000000002), ‘profit_ratio’: np.float64(-0.02182890855457233)}, ‘000895.SZ’: {‘volume’: 100, ‘price’: np.float64(25.520000000000003), ‘avg_price’: 24.46, ‘market_value’: np.float64(2552.0000000000005), ‘profit’: np.float64(106.00000000000023), ‘profit_ratio’: np.float64(0.04333605887162724)}}
2022/5/9 16:00 947787.4707 3653.4707 944134 -0.011760923 3919.869 {‘600519.SH’: {‘volume’: 300, ‘price’: np.float64(1557.0099999999998), ‘avg_price’: 1643.19, ‘market_value’: np.float64(467102.99999999994), ‘profit’: np.float64(-25854.000000000087), ‘profit_ratio’: np.float64(-0.05244676513367309)}, ‘600887.SH’: {‘volume’: 14300, ‘price’: np.float64(32.940000000000005), ‘avg_price’: 34.77, ‘market_value’: np.float64(471042.00000000006), ‘profit’: np.float64(-26168.999999999975), ‘profit_ratio’: np.float64(-0.05263157894736837)}, ‘600585.SH’: {‘volume’: 100, ‘price’: np.float64(32.96), ‘avg_price’: 33.9, ‘market_value’: np.float64(3296.0), ‘profit’: np.float64(-93.99999999999977), ‘profit_ratio’: np.float64(-0.027728613569321468)}, ‘000895.SZ’: {‘volume’: 100, ‘price’: np.float64(26.93), ‘avg_price’: 24.46, ‘market_value’: np.float64(2693.0), ‘profit’: np.float64(246.9999999999999), ‘profit_ratio’: np.float64(0.10098119378577264)}}
这是 daily_stats.csv
datetime code action price volume amount commission stamp_tax transfer_fee flow_fee total_asset cash market_value
2022/5/5 600519.SH buy 1643.19 300 492957 49.2957 0 0 0 985961.9832 9732.9832 976229
2022/5/5 600887.SH buy 34.77 14300 497211 49.7211 0 0 0 985961.9832 9732.9832 976229
2022/5/5 002415.SZ buy 34.81 14300 497783 49.7783 0 0 0 985961.9832 9732.9832 976229
2022/5/5 601888.SH buy 174.62 2800 488936 48.8936 0 0 0 985961.9832 9732.9832 976229
2022/5/5 000568.SZ buy 189.36 2600 492336 49.2336 0 0 0 985961.9832 9732.9832 976229
2022/5/5 002304.SZ buy 142.66 3500 499310 49.931 0 0 0 985961.9832 9732.9832 976229
这是trades.csv
为什么5月5日的交易记录对不上，官方的双均线多股票_使用MA函数.py策略
