[trades]
DataFrame
{"shape":[37,13],"dtypes":{"datetime":"object","trading_datetime":"object","order_book_id":"object","symbol":"object","side":"object","position_effect":"object","exec_id":"int64","tax":"float64","commission":"float64","last_quantity":"int64","last_price":"float64","order_id":"int64","transaction_cost":"float64"},"index_dtype":"datetime64[ns]","index_name":"datetime","columns":["datetime","trading_datetime","order_book_id","symbol","side","position_effect","exec_id","tax","commission","last_quantity","last_price","order_id","transaction_cost"]}
,datetime,trading_datetime,order_book_id,symbol,side,position_effect,exec_id,tax,commission,last_quantity,last_price,order_id,transaction_cost
2023-08-15 15:00:00,2023-08-15 15:00:00,2023-08-15 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17581884490804,0.0,9.384,1000,11.73,17581884491013,9.384
2023-08-16 15:00:00,2023-08-16 15:00:00,2023-08-16 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17581884490805,0.0,9.384,1000,11.73,17581884491014,9.384
2023-08-16 15:00:00,2023-08-16 15:00:00,2023-08-16 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17581884490806,11.73,9.384,1000,11.73,17581884491015,21.114
2023-08-17 15:00:00,2023-08-17 15:00:00,2023-08-17 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17581884490807,0.0,9.256,1000,11.57,17581884491016,9.256
2023-08-17 15:00:00,2023-08-17 15:00:00,2023-08-17 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17581884490808,11.57,9.256,1000,11.57,17581884491017,20.826
2023-08-18 15:00:00,2023-08-18 15:00:00,2023-08-18 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17581884490809,0.0,9.248000000000001,1000,11.56,17581884491018,9.248000000000001
2023-08-18 15:00:00,2023-08-18 15:00:00,2023-08-18 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17581884490810,11.56,9.248000000000001,1000,11.56,17581884491019,20.808
2023-08-21 15:00:00,2023-08-21 15:00:00,2023-08-21 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17581884490811,0.0,9.056000000000001,1000,11.32,17581884491020,9.056000000000001
2023-08-21 15:00:00,2023-08-21 15:00:00,2023-08-21 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17581884490812,11.32,9.056000000000001,1000,11.32,17581884491021,20.376
2023-08-22 15:00:00,2023-08-22 15:00:00,2023-08-22 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17581884490813,0.0,9.096,1000,11.37,17581884491022,9.096
2023-08-22 15:00:00,2023-08-22 15:00:00,2023-08-22 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17581884490814,11.370000000000001,9.096,1000,11.37,17581884491023,20.466
2023-08-23 15:00:00,2023-08-23 15:00:00,2023-08-23 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17581884490815,0.0,9.0,1000,11.25,17581884491024,9.0
2023-08-23 15:00:00,2023-08-23 15:00:00,2023-08-23 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17581884490816,11.25,9.0,1000,11.25,17581884491025,20.25
2023-08-24 15:00:00,2023-08-24 15:00:00,2023-08-24 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17581884490817,0.0,8.904,1000,11.13,17581884491026,8.904
2023-08-24 15:00:00,2023-08-24 15:00:00,2023-08-24 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17581884490818,11.13,8.904,1000,11.13,17581884491027,20.034
2023-08-25 15:00:00,2023-08-25 15:00:00,2023-08-25 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17581884490819,0.0,8.984,1000,11.23,17581884491028,8.984
2023-08-25 15:00:00,2023-08-25 15:00:00,2023-08-25 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17581884490820,11.23,8.984,1000,11.23,17581884491029,20.214
2023-08-28 15:00:00,2023-08-28 15:00:00,2023-08-28 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17581884490821,0.0,9.216000000000001,1000,11.52,17581884491030,9.216000000000001
2023-08-28 15:00:00,2023-08-28 15:00:00,2023-08-28 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17581884490822,5.76,9.216000000000001,1000,11.52,17581884491031,14.976
2023-08-29 15:00:00,2023-08-29 15:00:00,2023-08-29 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17581884490823,0.0,9.048,1000,11.31,17581884491032,9.048
2023-08-29 15:00:00,2023-08-29 15:00:00,2023-08-29 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17581884490824,5.655,9.048,1000,11.31,17581884491033,14.703
2023-08-30 15:00:00,2023-08-30 15:00:00,2023-08-30 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17581884490825,0.0,8.904,1000,11.13,17581884491034,8.904
2023-08-30 15:00:00,2023-08-30 15:00:00,2023-08-30 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17581884490826,5.565,8.904,1000,11.13,17581884491035,14.469000000000001
2023-08-31 15:00:00,2023-08-31 15:00:00,2023-08-31 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17581884490827,0.0,8.904,1000,11.13,17581884491036,8.904
2023-08-31 15:00:00,2023-08-31 15:00:00,2023-08-31 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17581884490828,5.565,8.904,1000,11.13,17581884491037,14.469000000000001
2023-09-01 15:00:00,2023-09-01 15:00:00,2023-09-01 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17581884490829,0.0,9.056000000000001,1000,11.32,17581884491038,9.056000000000001
2023-09-01 15:00:00,2023-09-01 15:00:00,2023-09-01 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17581884490830,5.66,9.056000000000001,1000,11.32,17581884491039,14.716000000000001
2023-09-04 15:00:00,2023-09-04 15:00:00,2023-09-04 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17581884490831,0.0,9.248000000000001,1000,11.56,17581884491040,9.248000000000001
2023-09-04 15:00:00,2023-09-04 15:00:00,2023-09-04 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17581884490832,5.78,9.248000000000001,1000,11.56,17581884491041,15.028000000000002
2023-09-05 15:00:00,2023-09-05 15:00:00,2023-09-05 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17581884490833,0.0,9.112,1000,11.39,17581884491042,9.112
2023-09-05 15:00:00,2023-09-05 15:00:00,2023-09-05 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17581884490834,5.695,9.112,1000,11.39,17581884491043,14.807
2023-09-06 15:00:00,2023-09-06 15:00:00,2023-09-06 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17581884490835,0.0,9.144,1000,11.43,17581884491044,9.144
2023-09-06 15:00:00,2023-09-06 15:00:00,2023-09-06 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17581884490836,5.715,9.144,1000,11.43,17581884491045,14.859
2023-09-07 15:00:00,2023-09-07 15:00:00,2023-09-07 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17581884490837,0.0,9.064,1000,11.33,17581884491046,9.064
2023-09-07 15:00:00,2023-09-07 15:00:00,2023-09-07 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17581884490838,5.665,9.064,1000,11.33,17581884491047,14.729
2023-09-08 15:00:00,2023-09-08 15:00:00,2023-09-08 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17581884490839,0.0,9.016,1000,11.27,17581884491048,9.016
2023-09-08 15:00:00,2023-09-08 15:00:00,2023-09-08 15:00:00,000001.XSHE,平安银行,SELL,CLOSE,17581884490840,5.635,9.016,1000,11.27,17581884491049,14.651

[stock_positions]
DataFrame
{"shape":[19,6],"dtypes":{"order_book_id":"object","symbol":"object","quantity":"float64","last_price":"float64","avg_price":"float64","market_value":"float64"},"index_dtype":"datetime64[ns]","index_name":"date","columns":["order_book_id","symbol","quantity","last_price","avg_price","market_value"]}
,order_book_id,symbol,quantity,last_price,avg_price,market_value
2023-08-15 00:00:00,000001.XSHE,平安银行,1000.0,11.73,11.73,11730.0
2023-08-16 00:00:00,000001.XSHE,平安银行,1000.0,11.73,11.73,11730.0
2023-08-17 00:00:00,000001.XSHE,平安银行,1000.0,11.57,11.65,11570.0
2023-08-18 00:00:00,000001.XSHE,平安银行,1000.0,11.56,11.605,11560.0
2023-08-21 00:00:00,000001.XSHE,平安银行,1000.0,11.32,11.4625,11320.0
2023-08-22 00:00:00,000001.XSHE,平安银行,1000.0,11.37,11.4162,11370.0
2023-08-23 00:00:00,000001.XSHE,平安银行,1000.0,11.25,11.3331,11250.0
2023-08-24 00:00:00,000001.XSHE,平安银行,1000.0,11.13,11.2316,11130.0
2023-08-25 00:00:00,000001.XSHE,平安银行,1000.0,11.23,11.2308,11230.0
2023-08-28 00:00:00,000001.XSHE,平安银行,1000.0,11.52,11.3754,11520.0
2023-08-29 00:00:00,000001.XSHE,平安银行,1000.0,11.31,11.3427,11310.0
2023-08-30 00:00:00,000001.XSHE,平安银行,1000.0,11.13,11.2363,11130.0
2023-08-31 00:00:00,000001.XSHE,平安银行,1000.0,11.13,11.1832,11130.0
2023-09-01 00:00:00,000001.XSHE,平安银行,1000.0,11.32,11.2516,11320.0
2023-09-04 00:00:00,000001.XSHE,平安银行,1000.0,11.56,11.4058,11560.0
2023-09-05 00:00:00,000001.XSHE,平安银行,1000.0,11.39,11.3979,11390.0
2023-09-06 00:00:00,000001.XSHE,平安银行,1000.0,11.43,11.4139,11430.0
2023-09-07 00:00:00,000001.XSHE,平安银行,1000.0,11.33,11.372,11330.0
2023-09-08 00:00:00,000001.XSHE,平安银行,1000.0,11.27,11.321,11270.0

[stock_account]
DataFrame
{"shape":[19,4],"dtypes":{"cash":"float64","transaction_cost":"float64","market_value":"float64","total_value":"float64"},"index_dtype":"datetime64[ns]","index_name":"date","columns":["cash","transaction_cost","market_value","total_value"]}
,cash,transaction_cost,market_value,total_value
2023-08-15 00:00:00,988260.616,9.384,11730.0,999990.616
2023-08-16 00:00:00,988230.118,30.498,11730.0,999960.118
2023-08-17 00:00:00,988200.036,30.082,11570.0,999770.036
2023-08-18 00:00:00,988169.98,30.056,11560.0,999729.98
2023-08-21 00:00:00,988140.548,29.432,11320.0,999460.548
2023-08-22 00:00:00,988110.986,29.562,11370.0,999480.986
2023-08-23 00:00:00,988081.736,29.25,11250.0,999331.736
2023-08-24 00:00:00,988052.798,28.938,11130.0,999182.798
2023-08-25 00:00:00,988023.6,29.198,11230.0,999253.6
2023-08-28 00:00:00,987999.408,24.192,11520.0,999519.408
2023-08-29 00:00:00,987975.657,23.751,11310.0,999285.657
2023-08-30 00:00:00,987952.284,23.373,11130.0,999082.284
2023-08-31 00:00:00,987928.911,23.373,11130.0,999058.911
2023-09-01 00:00:00,987905.139,23.772,11320.0,999225.139
2023-09-04 00:00:00,987880.863,24.276,11560.0,999440.863
2023-09-05 00:00:00,987856.944,23.919,11390.0,999246.944
2023-09-06 00:00:00,987832.941,24.003,11430.0,999262.941
2023-09-07 00:00:00,987809.148,23.793,11330.0,999139.148
2023-09-08 00:00:00,987785.481,23.667,11270.0,999055.481

[portfolio]
DataFrame
{"shape":[19,6],"dtypes":{"cash":"float64","total_value":"float64","market_value":"float64","unit_net_value":"float64","units":"float64","static_unit_net_value":"float64"},"index_dtype":"datetime64[ns]","index_name":"date","columns":["cash","total_value","market_value","unit_net_value","units","static_unit_net_value"]}
,cash,total_value,market_value,unit_net_value,units,static_unit_net_value
2023-08-15 00:00:00,988260.616,999990.616,11730.0,0.999991,1000000.0,1.0
2023-08-16 00:00:00,988230.118,999960.118,11730.0,0.99996,1000000.0,1.0
2023-08-17 00:00:00,988200.036,999770.036,11570.0,0.99977,1000000.0,1.0
2023-08-18 00:00:00,988169.98,999729.98,11560.0,0.99973,1000000.0,0.9998
2023-08-21 00:00:00,988140.548,999460.548,11320.0,0.999461,1000000.0,0.9997
2023-08-22 00:00:00,988110.986,999480.986,11370.0,0.999481,1000000.0,0.9995
2023-08-23 00:00:00,988081.736,999331.736,11250.0,0.999332,1000000.0,0.9995
2023-08-24 00:00:00,988052.798,999182.798,11130.0,0.999183,1000000.0,0.9993
2023-08-25 00:00:00,988023.6,999253.6,11230.0,0.999254,1000000.0,0.9992
2023-08-28 00:00:00,987999.408,999519.408,11520.0,0.999519,1000000.0,0.9993
2023-08-29 00:00:00,987975.657,999285.657,11310.0,0.999286,1000000.0,0.9995
2023-08-30 00:00:00,987952.284,999082.284,11130.0,0.999082,1000000.0,0.9993
2023-08-31 00:00:00,987928.911,999058.911,11130.0,0.999059,1000000.0,0.9991
2023-09-01 00:00:00,987905.139,999225.139,11320.0,0.999225,1000000.0,0.9991
2023-09-04 00:00:00,987880.863,999440.863,11560.0,0.999441,1000000.0,0.9992
2023-09-05 00:00:00,987856.944,999246.944,11390.0,0.999247,1000000.0,0.9994
2023-09-06 00:00:00,987832.941,999262.941,11430.0,0.999263,1000000.0,0.9992
2023-09-07 00:00:00,987809.148,999139.148,11330.0,0.999139,1000000.0,0.9993
2023-09-08 00:00:00,987785.481,999055.481,11270.0,0.999055,1000000.0,0.9991

[summary]
dict
{}
{
    "strategy_name":"strategy",
    "start_date":"2023-08-15",
    "end_date":"2023-09-08",
    "starting_cash":"STOCK:1000000.0",
    "alpha":NaN,
    "beta":NaN,
    "sharpe":-10.744478380831326,
    "excess_sharpe":NaN,
    "information_ratio":NaN,
    "tracking_error":NaN,
    "sortino":-16.67614730369241,
    "volatility":0.0024142815164455854,
    "max_drawdown":0.0009445190000001435,
    "excess_max_drawdown":NaN,
    "excess_returns":NaN,
    "excess_annual_returns":NaN,
    "win_rate":0.3157894736842105,
    "total_value":999055.4809999999,
    "cash":987785.4809999999,
    "total_returns":-0.0009445190000000325,
    "annualized_returns":-0.012455010737815408,
    "unit_net_value":0.999055481
}