[trades]
DataFrame
{"shape":[1,13],"dtypes":{"datetime":"object","trading_datetime":"object","order_book_id":"object","symbol":"object","side":"object","position_effect":"object","exec_id":"int64","tax":"int64","commission":"int64","last_quantity":"int64","last_price":"float64","order_id":"int64","transaction_cost":"int64"},"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
2016-07-04 15:00:00,2016-07-04 15:00:00,2016-07-04 15:00:00,000001.XSHE,平安银行,BUY,OPEN,17612770310487,0,5,100,8.91,17612770310688,5

[stock_positions]
DataFrame
{"shape":[264,6],"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
2016-07-04 00:00:00,000001.XSHE,平安银行,100.0,8.81,8.91,881.0
2016-07-05 00:00:00,000001.XSHE,平安银行,100.0,8.81,8.91,881.0
2016-07-06 00:00:00,000001.XSHE,平安银行,100.0,8.79,8.91,879.0
2016-07-07 00:00:00,000001.XSHE,平安银行,100.0,8.78,8.91,878.0
2016-07-08 00:00:00,000001.XSHE,平安银行,100.0,8.74,8.91,874.0
2016-07-11 00:00:00,000001.XSHE,平安银行,100.0,8.75,8.91,875.0
2016-07-12 00:00:00,000001.XSHE,平安银行,100.0,8.88,8.91,888.0
2016-07-13 00:00:00,000001.XSHE,平安银行,100.0,8.99,8.91,899.0
2016-07-14 00:00:00,000001.XSHE,平安银行,100.0,8.94,8.91,894.0
2016-07-15 00:00:00,000001.XSHE,平安银行,100.0,8.99,8.91,899.0
2016-07-18 00:00:00,000001.XSHE,平安银行,100.0,9.04,8.91,904.0
2016-07-19 00:00:00,000001.XSHE,平安银行,100.0,8.97,8.91,897.0
2016-07-20 00:00:00,000001.XSHE,平安银行,100.0,8.96,8.91,896.0
2016-07-21 00:00:00,000001.XSHE,平安银行,100.0,8.99,8.91,899.0
2016-07-22 00:00:00,000001.XSHE,平安银行,100.0,8.94,8.91,894.0
2016-07-25 00:00:00,000001.XSHE,平安银行,100.0,8.98,8.91,898.0
2016-07-26 00:00:00,000001.XSHE,平安银行,100.0,9.11,8.91,911.0
2016-07-27 00:00:00,000001.XSHE,平安银行,100.0,9.01,8.91,901.0
2016-07-28 00:00:00,000001.XSHE,平安银行,100.0,9.08,8.91,908.0
2016-07-29 00:00:00,000001.XSHE,平安银行,100.0,9.2,8.91,920.0
2016-08-01 00:00:00,000001.XSHE,平安银行,100.0,9.28,8.91,928.0
2016-08-02 00:00:00,000001.XSHE,平安银行,100.0,9.25,8.91,925.0
2016-08-03 00:00:00,000001.XSHE,平安银行,100.0,9.18,8.91,918.0
2016-08-04 00:00:00,000001.XSHE,平安银行,100.0,8.99,8.91,899.0
2016-08-05 00:00:00,000001.XSHE,平安银行,100.0,9.04,8.91,904.0
2016-08-08 00:00:00,000001.XSHE,平安银行,100.0,9.11,8.91,911.0
2016-08-09 00:00:00,000001.XSHE,平安银行,100.0,9.15,8.91,915.0
2016-08-10 00:00:00,000001.XSHE,平安银行,100.0,9.14,8.91,914.0
2016-08-11 00:00:00,000001.XSHE,平安银行,100.0,9.22,8.91,922.0
2016-08-12 00:00:00,000001.XSHE,平安银行,100.0,9.5,8.91,950.0
2016-08-15 00:00:00,000001.XSHE,平安银行,100.0,9.68,8.91,968.0
2016-08-16 00:00:00,000001.XSHE,平安银行,100.0,9.52,8.91,952.0
2016-08-17 00:00:00,000001.XSHE,平安银行,100.0,9.55,8.91,955.0
2016-08-18 00:00:00,000001.XSHE,平安银行,100.0,9.5,8.91,950.0
2016-08-19 00:00:00,000001.XSHE,平安银行,100.0,9.51,8.91,951.0
2016-08-22 00:00:00,000001.XSHE,平安银行,100.0,9.4,8.91,940.0
2016-08-23 00:00:00,000001.XSHE,平安银行,100.0,9.4,8.91,940.0
2016-08-24 00:00:00,000001.XSHE,平安银行,100.0,9.43,8.91,943.0
2016-08-25 00:00:00,000001.XSHE,平安银行,100.0,9.44,8.91,944.0
2016-08-26 00:00:00,000001.XSHE,平安银行,100.0,9.45,8.91,945.0
2016-08-29 00:00:00,000001.XSHE,平安银行,100.0,9.42,8.91,942.0
2016-08-30 00:00:00,000001.XSHE,平安银行,100.0,9.47,8.91,947.0
2016-08-31 00:00:00,000001.XSHE,平安银行,100.0,9.49,8.91,949.0
2016-09-01 00:00:00,000001.XSHE,平安银行,100.0,9.45,8.91,945.0
2016-09-02 00:00:00,000001.XSHE,平安银行,100.0,9.45,8.91,945.0
2016-09-05 00:00:00,000001.XSHE,平安银行,100.0,9.42,8.91,942.0
2016-09-06 00:00:00,000001.XSHE,平安银行,100.0,9.41,8.91,941.0
2016-09-07 00:00:00,000001.XSHE,平安银行,100.0,9.4,8.91,940.0
2016-09-08 00:00:00,000001.XSHE,平安银行,100.0,9.4,8.91,940.0
2016-09-09 00:00:00,000001.XSHE,平安银行,100.0,9.38,8.91,938.0
2016-09-12 00:00:00,000001.XSHE,平安银行,100.0,9.16,8.91,916.0
2016-09-13 00:00:00,000001.XSHE,平安银行,100.0,9.19,8.91,919.0
2016-09-14 00:00:00,000001.XSHE,平安银行,100.0,9.06,8.91,906.0
2016-09-19 00:00:00,000001.XSHE,平安银行,100.0,9.12,8.91,912.0
2016-09-20 00:00:00,000001.XSHE,平安银行,100.0,9.08,8.91,908.0
2016-09-21 00:00:00,000001.XSHE,平安银行,100.0,9.08,8.91,908.0
2016-09-22 00:00:00,000001.XSHE,平安银行,100.0,9.16,8.91,916.0
2016-09-23 00:00:00,000001.XSHE,平安银行,100.0,9.15,8.91,915.0
2016-09-26 00:00:00,000001.XSHE,平安银行,100.0,9.04,8.91,904.0
2016-09-27 00:00:00,000001.XSHE,平安银行,100.0,9.06,8.91,906.0
2016-09-28 00:00:00,000001.XSHE,平安银行,100.0,9.05,8.91,905.0
2016-09-29 00:00:00,000001.XSHE,平安银行,100.0,9.06,8.91,906.0
2016-09-30 00:00:00,000001.XSHE,平安银行,100.0,9.07,8.91,907.0
2016-10-10 00:00:00,000001.XSHE,平安银行,100.0,9.12,8.91,912.0
2016-10-11 00:00:00,000001.XSHE,平安银行,100.0,9.15,8.91,915.0
2016-10-12 00:00:00,000001.XSHE,平安银行,100.0,9.13,8.91,913.0
2016-10-13 00:00:00,000001.XSHE,平安银行,100.0,9.07,8.91,907.0
2016-10-14 00:00:00,000001.XSHE,平安银行,100.0,9.09,8.91,909.0
2016-10-17 00:00:00,000001.XSHE,平安银行,100.0,9.05,8.91,905.0
2016-10-18 00:00:00,000001.XSHE,平安银行,100.0,9.09,8.91,909.0
2016-10-19 00:00:00,000001.XSHE,平安银行,100.0,9.08,8.91,908.0
2016-10-20 00:00:00,000001.XSHE,平安银行,100.0,9.07,8.91,907.0
2016-10-21 00:00:00,000001.XSHE,平安银行,100.0,9.13,8.91,913.0
2016-10-24 00:00:00,000001.XSHE,平安银行,100.0,9.24,8.91,924.0
2016-10-25 00:00:00,000001.XSHE,平安银行,100.0,9.21,8.91,921.0
2016-10-26 00:00:00,000001.XSHE,平安银行,100.0,9.15,8.91,915.0
2016-10-27 00:00:00,000001.XSHE,平安银行,100.0,9.16,8.91,916.0
2016-10-28 00:00:00,000001.XSHE,平安银行,100.0,9.17,8.91,917.0
2016-10-31 00:00:00,000001.XSHE,平安银行,100.0,9.15,8.91,915.0
2016-11-01 00:00:00,000001.XSHE,平安银行,100.0,9.14,8.91,914.0
2016-11-02 00:00:00,000001.XSHE,平安银行,100.0,9.07,8.91,907.0
2016-11-03 00:00:00,000001.XSHE,平安银行,100.0,9.13,8.91,913.0
2016-11-04 00:00:00,000001.XSHE,平安银行,100.0,9.11,8.91,911.0
2016-11-07 00:00:00,000001.XSHE,平安银行,100.0,9.12,8.91,912.0
2016-11-08 00:00:00,000001.XSHE,平安银行,100.0,9.15,8.91,915.0
2016-11-09 00:00:00,000001.XSHE,平安银行,100.0,9.07,8.91,907.0
2016-11-10 00:00:00,000001.XSHE,平安银行,100.0,9.14,8.91,914.0
2016-11-11 00:00:00,000001.XSHE,平安银行,100.0,9.18,8.91,918.0
2016-11-14 00:00:00,000001.XSHE,平安银行,100.0,9.22,8.91,922.0
2016-11-15 00:00:00,000001.XSHE,平安银行,100.0,9.23,8.91,923.0
2016-11-16 00:00:00,000001.XSHE,平安银行,100.0,9.23,8.91,923.0
2016-11-17 00:00:00,000001.XSHE,平安银行,100.0,9.21,8.91,921.0
2016-11-18 00:00:00,000001.XSHE,平安银行,100.0,9.18,8.91,918.0
2016-11-21 00:00:00,000001.XSHE,平安银行,100.0,9.24,8.91,924.0
2016-11-22 00:00:00,000001.XSHE,平安银行,100.0,9.36,8.91,936.0
2016-11-23 00:00:00,000001.XSHE,平安银行,100.0,9.45,8.91,945.0
2016-11-24 00:00:00,000001.XSHE,平安银行,100.0,9.47,8.91,947.0
2016-11-25 00:00:00,000001.XSHE,平安银行,100.0,9.62,8.91,962.0
2016-11-28 00:00:00,000001.XSHE,平安银行,100.0,9.63,8.91,963.0
2016-11-29 00:00:00,000001.XSHE,平安银行,100.0,9.62,8.91,962.0
2016-11-30 00:00:00,000001.XSHE,平安银行,100.0,9.55,8.91,955.0
2016-12-01 00:00:00,000001.XSHE,平安银行,100.0,9.6,8.91,960.0
2016-12-02 00:00:00,000001.XSHE,平安银行,100.0,9.55,8.91,955.0
2016-12-05 00:00:00,000001.XSHE,平安银行,100.0,9.46,8.91,946.0
2016-12-06 00:00:00,000001.XSHE,平安银行,100.0,9.49,8.91,949.0
2016-12-07 00:00:00,000001.XSHE,平安银行,100.0,9.48,8.91,948.0
2016-12-08 00:00:00,000001.XSHE,平安银行,100.0,9.52,8.91,952.0
2016-12-09 00:00:00,000001.XSHE,平安银行,100.0,9.65,8.91,965.0
2016-12-12 00:00:00,000001.XSHE,平安银行,100.0,9.5,8.91,950.0
2016-12-13 00:00:00,000001.XSHE,平安银行,100.0,9.42,8.91,942.0
2016-12-14 00:00:00,000001.XSHE,平安银行,100.0,9.4,8.91,940.0
2016-12-15 00:00:00,000001.XSHE,平安银行,100.0,9.25,8.91,925.0
2016-12-16 00:00:00,000001.XSHE,平安银行,100.0,9.25,8.91,925.0
2016-12-19 00:00:00,000001.XSHE,平安银行,100.0,9.2,8.91,920.0
2016-12-20 00:00:00,000001.XSHE,平安银行,100.0,9.11,8.91,911.0
2016-12-21 00:00:00,000001.XSHE,平安银行,100.0,9.16,8.91,916.0
2016-12-22 00:00:00,000001.XSHE,平安银行,100.0,9.14,8.91,914.0
2016-12-23 00:00:00,000001.XSHE,平安银行,100.0,9.08,8.91,908.0
2016-12-26 00:00:00,000001.XSHE,平安银行,100.0,9.12,8.91,912.0
2016-12-27 00:00:00,000001.XSHE,平安银行,100.0,9.08,8.91,908.0
2016-12-28 00:00:00,000001.XSHE,平安银行,100.0,9.06,8.91,906.0
2016-12-29 00:00:00,000001.XSHE,平安银行,100.0,9.08,8.91,908.0
2016-12-30 00:00:00,000001.XSHE,平安银行,100.0,9.1,8.91,910.0
2017-01-03 00:00:00,000001.XSHE,平安银行,100.0,9.16,8.91,916.0
2017-01-04 00:00:00,000001.XSHE,平安银行,100.0,9.16,8.91,916.0
2017-01-05 00:00:00,000001.XSHE,平安银行,100.0,9.17,8.91,917.0
2017-01-06 00:00:00,000001.XSHE,平安银行,100.0,9.13,8.91,913.0
2017-01-09 00:00:00,000001.XSHE,平安银行,100.0,9.15,8.91,915.0
2017-01-10 00:00:00,000001.XSHE,平安银行,100.0,9.15,8.91,915.0
2017-01-11 00:00:00,000001.XSHE,平安银行,100.0,9.14,8.91,914.0
2017-01-12 00:00:00,000001.XSHE,平安银行,100.0,9.15,8.91,915.0
2017-01-13 00:00:00,000001.XSHE,平安银行,100.0,9.16,8.91,916.0
2017-01-16 00:00:00,000001.XSHE,平安银行,100.0,9.14,8.91,914.0
2017-01-17 00:00:00,000001.XSHE,平安银行,100.0,9.15,8.91,915.0
2017-01-18 00:00:00,000001.XSHE,平安银行,100.0,9.17,8.91,917.0
2017-01-19 00:00:00,000001.XSHE,平安银行,100.0,9.18,8.91,918.0
2017-01-20 00:00:00,000001.XSHE,平安银行,100.0,9.22,8.91,922.0
2017-01-23 00:00:00,000001.XSHE,平安银行,100.0,9.22,8.91,922.0
2017-01-24 00:00:00,000001.XSHE,平安银行,100.0,9.27,8.91,927.0
2017-01-25 00:00:00,000001.XSHE,平安银行,100.0,9.26,8.91,926.0
2017-01-26 00:00:00,000001.XSHE,平安银行,100.0,9.33,8.91,933.0
2017-02-03 00:00:00,000001.XSHE,平安银行,100.0,9.26,8.91,926.0
2017-02-06 00:00:00,000001.XSHE,平安银行,100.0,9.31,8.91,931.0
2017-02-07 00:00:00,000001.XSHE,平安银行,100.0,9.3,8.91,930.0
2017-02-08 00:00:00,000001.XSHE,平安银行,100.0,9.3,8.91,930.0
2017-02-09 00:00:00,000001.XSHE,平安银行,100.0,9.31,8.91,931.0
2017-02-10 00:00:00,000001.XSHE,平安银行,100.0,9.33,8.91,933.0
2017-02-13 00:00:00,000001.XSHE,平安银行,100.0,9.41,8.91,941.0
2017-02-14 00:00:00,000001.XSHE,平安银行,100.0,9.4,8.91,940.0
2017-02-15 00:00:00,000001.XSHE,平安银行,100.0,9.45,8.91,945.0
2017-02-16 00:00:00,000001.XSHE,平安银行,100.0,9.46,8.91,946.0
2017-02-17 00:00:00,000001.XSHE,平安银行,100.0,9.39,8.91,939.0
2017-02-20 00:00:00,000001.XSHE,平安银行,100.0,9.56,8.91,956.0
2017-02-21 00:00:00,000001.XSHE,平安银行,100.0,9.57,8.91,957.0
2017-02-22 00:00:00,000001.XSHE,平安银行,100.0,9.57,8.91,957.0
2017-02-23 00:00:00,000001.XSHE,平安银行,100.0,9.51,8.91,951.0
2017-02-24 00:00:00,000001.XSHE,平安银行,100.0,9.5,8.91,950.0
2017-02-27 00:00:00,000001.XSHE,平安银行,100.0,9.43,8.91,943.0
2017-02-28 00:00:00,000001.XSHE,平安银行,100.0,9.48,8.91,948.0
2017-03-01 00:00:00,000001.XSHE,平安银行,100.0,9.49,8.91,949.0
2017-03-02 00:00:00,000001.XSHE,平安银行,100.0,9.43,8.91,943.0
2017-03-03 00:00:00,000001.XSHE,平安银行,100.0,9.4,8.91,940.0
2017-03-06 00:00:00,000001.XSHE,平安银行,100.0,9.45,8.91,945.0
2017-03-07 00:00:00,000001.XSHE,平安银行,100.0,9.45,8.91,945.0
2017-03-08 00:00:00,000001.XSHE,平安银行,100.0,9.42,8.91,942.0
2017-03-09 00:00:00,000001.XSHE,平安银行,100.0,9.38,8.91,938.0
2017-03-10 00:00:00,000001.XSHE,平安银行,100.0,9.4,8.91,940.0
2017-03-13 00:00:00,000001.XSHE,平安银行,100.0,9.44,8.91,944.0
2017-03-14 00:00:00,000001.XSHE,平安银行,100.0,9.44,8.91,944.0
2017-03-15 00:00:00,000001.XSHE,平安银行,100.0,9.48,8.91,948.0
2017-03-16 00:00:00,000001.XSHE,平安银行,100.0,9.52,8.91,952.0
2017-03-17 00:00:00,000001.XSHE,平安银行,100.0,9.31,8.91,931.0
2017-03-20 00:00:00,000001.XSHE,平安银行,100.0,9.25,8.91,925.0
2017-03-21 00:00:00,000001.XSHE,平安银行,100.0,9.24,8.91,924.0
2017-03-22 00:00:00,000001.XSHE,平安银行,100.0,9.16,8.91,916.0
2017-03-23 00:00:00,000001.XSHE,平安银行,100.0,9.2,8.91,920.0
2017-03-24 00:00:00,000001.XSHE,平安银行,100.0,9.19,8.91,919.0
2017-03-27 00:00:00,000001.XSHE,平安银行,100.0,9.14,8.91,914.0
2017-03-28 00:00:00,000001.XSHE,平安银行,100.0,9.12,8.91,912.0
2017-03-29 00:00:00,000001.XSHE,平安银行,100.0,9.11,8.91,911.0
2017-03-30 00:00:00,000001.XSHE,平安银行,100.0,9.08,8.91,908.0
2017-03-31 00:00:00,000001.XSHE,平安银行,100.0,9.17,8.91,917.0
2017-04-05 00:00:00,000001.XSHE,平安银行,100.0,9.21,8.91,921.0
2017-04-06 00:00:00,000001.XSHE,平安银行,100.0,9.2,8.91,920.0
2017-04-07 00:00:00,000001.XSHE,平安银行,100.0,9.2,8.91,920.0
2017-04-10 00:00:00,000001.XSHE,平安银行,100.0,9.18,8.91,918.0
2017-04-11 00:00:00,000001.XSHE,平安银行,100.0,9.15,8.91,915.0
2017-04-12 00:00:00,000001.XSHE,平安银行,100.0,9.12,8.91,912.0
2017-04-13 00:00:00,000001.XSHE,平安银行,100.0,9.12,8.91,912.0
2017-04-14 00:00:00,000001.XSHE,平安银行,100.0,9.08,8.91,908.0
2017-04-17 00:00:00,000001.XSHE,平安银行,100.0,9.1,8.91,910.0
2017-04-18 00:00:00,000001.XSHE,平安银行,100.0,9.05,8.91,905.0
2017-04-19 00:00:00,000001.XSHE,平安银行,100.0,8.91,8.91,891.0
2017-04-20 00:00:00,000001.XSHE,平安银行,100.0,8.92,8.91,892.0
2017-04-21 00:00:00,000001.XSHE,平安银行,100.0,8.97,8.91,897.0
2017-04-24 00:00:00,000001.XSHE,平安银行,100.0,8.93,8.91,893.0
2017-04-25 00:00:00,000001.XSHE,平安银行,100.0,9.0,8.91,900.0
2017-04-26 00:00:00,000001.XSHE,平安银行,100.0,8.99,8.91,899.0
2017-04-27 00:00:00,000001.XSHE,平安银行,100.0,8.97,8.91,897.0
2017-04-28 00:00:00,000001.XSHE,平安银行,100.0,8.99,8.91,899.0
2017-05-02 00:00:00,000001.XSHE,平安银行,100.0,8.94,8.91,894.0
2017-05-03 00:00:00,000001.XSHE,平安银行,100.0,8.91,8.91,891.0
2017-05-04 00:00:00,000001.XSHE,平安银行,100.0,8.74,8.91,874.0
2017-05-05 00:00:00,000001.XSHE,平安银行,100.0,8.63,8.91,863.0
2017-05-08 00:00:00,000001.XSHE,平安银行,100.0,8.57,8.91,857.0
2017-05-09 00:00:00,000001.XSHE,平安银行,100.0,8.64,8.91,864.0
2017-05-10 00:00:00,000001.XSHE,平安银行,100.0,8.67,8.91,867.0
2017-05-11 00:00:00,000001.XSHE,平安银行,100.0,8.7,8.91,870.0
2017-05-12 00:00:00,000001.XSHE,平安银行,100.0,8.9,8.91,890.0
2017-05-15 00:00:00,000001.XSHE,平安银行,100.0,8.86,8.91,886.0
2017-05-16 00:00:00,000001.XSHE,平安银行,100.0,8.84,8.91,884.0
2017-05-17 00:00:00,000001.XSHE,平安银行,100.0,8.77,8.91,877.0
2017-05-18 00:00:00,000001.XSHE,平安银行,100.0,8.73,8.91,873.0
2017-05-19 00:00:00,000001.XSHE,平安银行,100.0,8.69,8.91,869.0
2017-05-22 00:00:00,000001.XSHE,平安银行,100.0,8.68,8.91,868.0
2017-05-23 00:00:00,000001.XSHE,平安银行,100.0,8.79,8.91,879.0
2017-05-24 00:00:00,000001.XSHE,平安银行,100.0,8.81,8.91,881.0
2017-05-25 00:00:00,000001.XSHE,平安银行,100.0,9.1,8.91,910.0
2017-05-26 00:00:00,000001.XSHE,平安银行,100.0,9.1,8.91,910.0
2017-05-31 00:00:00,000001.XSHE,平安银行,100.0,9.2,8.91,920.0
2017-06-01 00:00:00,000001.XSHE,平安银行,100.0,9.19,8.91,919.0
2017-06-02 00:00:00,000001.XSHE,平安银行,100.0,9.17,8.91,917.0
2017-06-05 00:00:00,000001.XSHE,平安银行,100.0,9.03,8.91,903.0
2017-06-06 00:00:00,000001.XSHE,平安银行,100.0,9.04,8.91,904.0
2017-06-07 00:00:00,000001.XSHE,平安银行,100.0,9.13,8.91,913.0
2017-06-08 00:00:00,000001.XSHE,平安银行,100.0,9.13,8.91,913.0
2017-06-09 00:00:00,000001.XSHE,平安银行,100.0,9.15,8.91,915.0
2017-06-12 00:00:00,000001.XSHE,平安银行,100.0,9.11,8.91,911.0
2017-06-13 00:00:00,000001.XSHE,平安银行,100.0,9.12,8.91,912.0
2017-06-14 00:00:00,000001.XSHE,平安银行,100.0,9.08,8.91,908.0
2017-06-15 00:00:00,000001.XSHE,平安银行,100.0,9.04,8.91,904.0
2017-06-16 00:00:00,000001.XSHE,平安银行,100.0,9.02,8.91,902.0
2017-06-19 00:00:00,000001.XSHE,平安银行,100.0,9.13,8.91,913.0
2017-06-20 00:00:00,000001.XSHE,平安银行,100.0,9.12,8.91,912.0
2017-06-21 00:00:00,000001.XSHE,平安银行,100.0,9.15,8.91,915.0
2017-06-22 00:00:00,000001.XSHE,平安银行,100.0,9.25,8.91,925.0
2017-06-23 00:00:00,000001.XSHE,平安银行,100.0,9.25,8.91,925.0
2017-06-26 00:00:00,000001.XSHE,平安银行,100.0,9.3,8.91,930.0
2017-06-27 00:00:00,000001.XSHE,平安银行,100.0,9.36,8.91,936.0
2017-06-28 00:00:00,000001.XSHE,平安银行,100.0,9.43,8.91,943.0
2017-06-29 00:00:00,000001.XSHE,平安银行,100.0,9.43,8.91,943.0
2017-06-30 00:00:00,000001.XSHE,平安银行,100.0,9.39,8.91,939.0
2017-07-03 00:00:00,000001.XSHE,平安银行,100.0,9.4,8.91,940.0
2017-07-04 00:00:00,000001.XSHE,平安银行,100.0,9.34,8.91,934.0
2017-07-05 00:00:00,000001.XSHE,平安银行,100.0,9.37,8.91,937.0
2017-07-06 00:00:00,000001.XSHE,平安银行,100.0,9.4,8.91,940.0
2017-07-07 00:00:00,000001.XSHE,平安银行,100.0,9.47,8.91,947.0
2017-07-10 00:00:00,000001.XSHE,平安银行,100.0,9.59,8.91,959.0
2017-07-11 00:00:00,000001.XSHE,平安银行,100.0,10.25,8.91,1025.0
2017-07-12 00:00:00,000001.XSHE,平安银行,100.0,10.34,8.91,1034.0
2017-07-13 00:00:00,000001.XSHE,平安银行,100.0,10.9,8.91,1090.0
2017-07-14 00:00:00,000001.XSHE,平安银行,100.0,10.9,8.91,1090.0
2017-07-17 00:00:00,000001.XSHE,平安银行,100.0,10.81,8.91,1081.0
2017-07-18 00:00:00,000001.XSHE,平安银行,100.0,11.05,8.91,1105.0
2017-07-19 00:00:00,000001.XSHE,平安银行,100.0,11.09,8.91,1109.0
2017-07-20 00:00:00,000001.XSHE,平安银行,100.0,10.97,8.91,1097.0
2017-07-21 00:00:00,000001.XSHE,平安银行,100.0,10.89,8.752,1089.0
2017-07-24 00:00:00,000001.XSHE,平安银行,100.0,10.95,8.752,1095.0
2017-07-25 00:00:00,000001.XSHE,平安银行,100.0,11.0,8.752,1100.0
2017-07-26 00:00:00,000001.XSHE,平安银行,100.0,10.74,8.752,1074.0
2017-07-27 00:00:00,000001.XSHE,平安银行,100.0,10.59,8.752,1059.0
2017-07-28 00:00:00,000001.XSHE,平安银行,100.0,10.74,8.752,1074.0
2017-07-31 00:00:00,000001.XSHE,平安银行,100.0,10.67,8.752,1067.0
2017-08-01 00:00:00,000001.XSHE,平安银行,100.0,11.04,8.752,1104.0

[stock_account]
DataFrame
{"shape":[265,4],"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
2016-07-01 00:00:00,1000000.0,0.0,0.0,1000000.0
2016-07-04 00:00:00,999104.0,5.0,881.0,999985.0
2016-07-05 00:00:00,999104.0,0.0,881.0,999985.0
2016-07-06 00:00:00,999104.0,0.0,879.0,999983.0
2016-07-07 00:00:00,999104.0,0.0,878.0,999982.0
2016-07-08 00:00:00,999104.0,0.0,874.0,999978.0
2016-07-11 00:00:00,999104.0,0.0,875.0,999979.0
2016-07-12 00:00:00,999104.0,0.0,888.0,999992.0
2016-07-13 00:00:00,999104.0,0.0,899.0,1000003.0
2016-07-14 00:00:00,999104.0,0.0,894.0,999998.0
2016-07-15 00:00:00,999104.0,0.0,899.0,1000003.0
2016-07-18 00:00:00,999104.0,0.0,904.0,1000008.0
2016-07-19 00:00:00,999104.0,0.0,897.0,1000001.0
2016-07-20 00:00:00,999104.0,0.0,896.0,1000000.0
2016-07-21 00:00:00,999104.0,0.0,899.0,1000003.0
2016-07-22 00:00:00,999104.0,0.0,894.0,999998.0
2016-07-25 00:00:00,999104.0,0.0,898.0,1000002.0
2016-07-26 00:00:00,999104.0,0.0,911.0,1000015.0
2016-07-27 00:00:00,999104.0,0.0,901.0,1000005.0
2016-07-28 00:00:00,999104.0,0.0,908.0,1000012.0
2016-07-29 00:00:00,999104.0,0.0,920.0,1000024.0
2016-08-01 00:00:00,999104.0,0.0,928.0,1000032.0
2016-08-02 00:00:00,999104.0,0.0,925.0,1000029.0
2016-08-03 00:00:00,999104.0,0.0,918.0,1000022.0
2016-08-04 00:00:00,999104.0,0.0,899.0,1000003.0
2016-08-05 00:00:00,999104.0,0.0,904.0,1000008.0
2016-08-08 00:00:00,999104.0,0.0,911.0,1000015.0
2016-08-09 00:00:00,999104.0,0.0,915.0,1000019.0
2016-08-10 00:00:00,999104.0,0.0,914.0,1000018.0
2016-08-11 00:00:00,999104.0,0.0,922.0,1000026.0
2016-08-12 00:00:00,999104.0,0.0,950.0,1000054.0
2016-08-15 00:00:00,999104.0,0.0,968.0,1000072.0
2016-08-16 00:00:00,999104.0,0.0,952.0,1000056.0
2016-08-17 00:00:00,999104.0,0.0,955.0,1000059.0
2016-08-18 00:00:00,999104.0,0.0,950.0,1000054.0
2016-08-19 00:00:00,999104.0,0.0,951.0,1000055.0
2016-08-22 00:00:00,999104.0,0.0,940.0,1000044.0
2016-08-23 00:00:00,999104.0,0.0,940.0,1000044.0
2016-08-24 00:00:00,999104.0,0.0,943.0,1000047.0
2016-08-25 00:00:00,999104.0,0.0,944.0,1000048.0
2016-08-26 00:00:00,999104.0,0.0,945.0,1000049.0
2016-08-29 00:00:00,999104.0,0.0,942.0,1000046.0
2016-08-30 00:00:00,999104.0,0.0,947.0,1000051.0
2016-08-31 00:00:00,999104.0,0.0,949.0,1000053.0
2016-09-01 00:00:00,999104.0,0.0,945.0,1000049.0
2016-09-02 00:00:00,999104.0,0.0,945.0,1000049.0
2016-09-05 00:00:00,999104.0,0.0,942.0,1000046.0
2016-09-06 00:00:00,999104.0,0.0,941.0,1000045.0
2016-09-07 00:00:00,999104.0,0.0,940.0,1000044.0
2016-09-08 00:00:00,999104.0,0.0,940.0,1000044.0
2016-09-09 00:00:00,999104.0,0.0,938.0,1000042.0
2016-09-12 00:00:00,999104.0,0.0,916.0,1000020.0
2016-09-13 00:00:00,999104.0,0.0,919.0,1000023.0
2016-09-14 00:00:00,999104.0,0.0,906.0,1000010.0
2016-09-19 00:00:00,999104.0,0.0,912.0,1000016.0
2016-09-20 00:00:00,999104.0,0.0,908.0,1000012.0
2016-09-21 00:00:00,999104.0,0.0,908.0,1000012.0
2016-09-22 00:00:00,999104.0,0.0,916.0,1000020.0
2016-09-23 00:00:00,999104.0,0.0,915.0,1000019.0
2016-09-26 00:00:00,999104.0,0.0,904.0,1000008.0
2016-09-27 00:00:00,999104.0,0.0,906.0,1000010.0
2016-09-28 00:00:00,999104.0,0.0,905.0,1000009.0
2016-09-29 00:00:00,999104.0,0.0,906.0,1000010.0
2016-09-30 00:00:00,999104.0,0.0,907.0,1000011.0
2016-10-10 00:00:00,999104.0,0.0,912.0,1000016.0
2016-10-11 00:00:00,999104.0,0.0,915.0,1000019.0
2016-10-12 00:00:00,999104.0,0.0,913.0,1000017.0
2016-10-13 00:00:00,999104.0,0.0,907.0,1000011.0
2016-10-14 00:00:00,999104.0,0.0,909.0,1000013.0
2016-10-17 00:00:00,999104.0,0.0,905.0,1000009.0
2016-10-18 00:00:00,999104.0,0.0,909.0,1000013.0
2016-10-19 00:00:00,999104.0,0.0,908.0,1000012.0
2016-10-20 00:00:00,999104.0,0.0,907.0,1000011.0
2016-10-21 00:00:00,999104.0,0.0,913.0,1000017.0
2016-10-24 00:00:00,999104.0,0.0,924.0,1000028.0
2016-10-25 00:00:00,999104.0,0.0,921.0,1000025.0
2016-10-26 00:00:00,999104.0,0.0,915.0,1000019.0
2016-10-27 00:00:00,999104.0,0.0,916.0,1000020.0
2016-10-28 00:00:00,999104.0,0.0,917.0,1000021.0
2016-10-31 00:00:00,999104.0,0.0,915.0,1000019.0
2016-11-01 00:00:00,999104.0,0.0,914.0,1000018.0
2016-11-02 00:00:00,999104.0,0.0,907.0,1000011.0
2016-11-03 00:00:00,999104.0,0.0,913.0,1000017.0
2016-11-04 00:00:00,999104.0,0.0,911.0,1000015.0
2016-11-07 00:00:00,999104.0,0.0,912.0,1000016.0
2016-11-08 00:00:00,999104.0,0.0,915.0,1000019.0
2016-11-09 00:00:00,999104.0,0.0,907.0,1000011.0
2016-11-10 00:00:00,999104.0,0.0,914.0,1000018.0
2016-11-11 00:00:00,999104.0,0.0,918.0,1000022.0
2016-11-14 00:00:00,999104.0,0.0,922.0,1000026.0
2016-11-15 00:00:00,999104.0,0.0,923.0,1000027.0
2016-11-16 00:00:00,999104.0,0.0,923.0,1000027.0
2016-11-17 00:00:00,999104.0,0.0,921.0,1000025.0
2016-11-18 00:00:00,999104.0,0.0,918.0,1000022.0
2016-11-21 00:00:00,999104.0,0.0,924.0,1000028.0
2016-11-22 00:00:00,999104.0,0.0,936.0,1000040.0
2016-11-23 00:00:00,999104.0,0.0,945.0,1000049.0
2016-11-24 00:00:00,999104.0,0.0,947.0,1000051.0
2016-11-25 00:00:00,999104.0,0.0,962.0,1000066.0
2016-11-28 00:00:00,999104.0,0.0,963.0,1000067.0
2016-11-29 00:00:00,999104.0,0.0,962.0,1000066.0
2016-11-30 00:00:00,999104.0,0.0,955.0,1000059.0
2016-12-01 00:00:00,999104.0,0.0,960.0,1000064.0
2016-12-02 00:00:00,999104.0,0.0,955.0,1000059.0
2016-12-05 00:00:00,999104.0,0.0,946.0,1000050.0
2016-12-06 00:00:00,999104.0,0.0,949.0,1000053.0
2016-12-07 00:00:00,999104.0,0.0,948.0,1000052.0
2016-12-08 00:00:00,999104.0,0.0,952.0,1000056.0
2016-12-09 00:00:00,999104.0,0.0,965.0,1000069.0
2016-12-12 00:00:00,999104.0,0.0,950.0,1000054.0
2016-12-13 00:00:00,999104.0,0.0,942.0,1000046.0
2016-12-14 00:00:00,999104.0,0.0,940.0,1000044.0
2016-12-15 00:00:00,999104.0,0.0,925.0,1000029.0
2016-12-16 00:00:00,999104.0,0.0,925.0,1000029.0
2016-12-19 00:00:00,999104.0,0.0,920.0,1000024.0
2016-12-20 00:00:00,999104.0,0.0,911.0,1000015.0
2016-12-21 00:00:00,999104.0,0.0,916.0,1000020.0
2016-12-22 00:00:00,999104.0,0.0,914.0,1000018.0
2016-12-23 00:00:00,999104.0,0.0,908.0,1000012.0
2016-12-26 00:00:00,999104.0,0.0,912.0,1000016.0
2016-12-27 00:00:00,999104.0,0.0,908.0,1000012.0
2016-12-28 00:00:00,999104.0,0.0,906.0,1000010.0
2016-12-29 00:00:00,999104.0,0.0,908.0,1000012.0
2016-12-30 00:00:00,999104.0,0.0,910.0,1000014.0
2017-01-03 00:00:00,999104.0,0.0,916.0,1000020.0
2017-01-04 00:00:00,999104.0,0.0,916.0,1000020.0
2017-01-05 00:00:00,999104.0,0.0,917.0,1000021.0
2017-01-06 00:00:00,999104.0,0.0,913.0,1000017.0
2017-01-09 00:00:00,999104.0,0.0,915.0,1000019.0
2017-01-10 00:00:00,999104.0,0.0,915.0,1000019.0
2017-01-11 00:00:00,999104.0,0.0,914.0,1000018.0
2017-01-12 00:00:00,999104.0,0.0,915.0,1000019.0
2017-01-13 00:00:00,999104.0,0.0,916.0,1000020.0
2017-01-16 00:00:00,999104.0,0.0,914.0,1000018.0
2017-01-17 00:00:00,999104.0,0.0,915.0,1000019.0
2017-01-18 00:00:00,999104.0,0.0,917.0,1000021.0
2017-01-19 00:00:00,999104.0,0.0,918.0,1000022.0
2017-01-20 00:00:00,999104.0,0.0,922.0,1000026.0
2017-01-23 00:00:00,999104.0,0.0,922.0,1000026.0
2017-01-24 00:00:00,999104.0,0.0,927.0,1000031.0
2017-01-25 00:00:00,999104.0,0.0,926.0,1000030.0
2017-01-26 00:00:00,999104.0,0.0,933.0,1000037.0
2017-02-03 00:00:00,999104.0,0.0,926.0,1000030.0
2017-02-06 00:00:00,999104.0,0.0,931.0,1000035.0
2017-02-07 00:00:00,999104.0,0.0,930.0,1000034.0
2017-02-08 00:00:00,999104.0,0.0,930.0,1000034.0
2017-02-09 00:00:00,999104.0,0.0,931.0,1000035.0
2017-02-10 00:00:00,999104.0,0.0,933.0,1000037.0
2017-02-13 00:00:00,999104.0,0.0,941.0,1000045.0
2017-02-14 00:00:00,999104.0,0.0,940.0,1000044.0
2017-02-15 00:00:00,999104.0,0.0,945.0,1000049.0
2017-02-16 00:00:00,999104.0,0.0,946.0,1000050.0
2017-02-17 00:00:00,999104.0,0.0,939.0,1000043.0
2017-02-20 00:00:00,999104.0,0.0,956.0,1000060.0
2017-02-21 00:00:00,999104.0,0.0,957.0,1000061.0
2017-02-22 00:00:00,999104.0,0.0,957.0,1000061.0
2017-02-23 00:00:00,999104.0,0.0,951.0,1000055.0
2017-02-24 00:00:00,999104.0,0.0,950.0,1000054.0
2017-02-27 00:00:00,999104.0,0.0,943.0,1000047.0
2017-02-28 00:00:00,999104.0,0.0,948.0,1000052.0
2017-03-01 00:00:00,999104.0,0.0,949.0,1000053.0
2017-03-02 00:00:00,999104.0,0.0,943.0,1000047.0
2017-03-03 00:00:00,999104.0,0.0,940.0,1000044.0
2017-03-06 00:00:00,999104.0,0.0,945.0,1000049.0
2017-03-07 00:00:00,999104.0,0.0,945.0,1000049.0
2017-03-08 00:00:00,999104.0,0.0,942.0,1000046.0
2017-03-09 00:00:00,999104.0,0.0,938.0,1000042.0
2017-03-10 00:00:00,999104.0,0.0,940.0,1000044.0
2017-03-13 00:00:00,999104.0,0.0,944.0,1000048.0
2017-03-14 00:00:00,999104.0,0.0,944.0,1000048.0
2017-03-15 00:00:00,999104.0,0.0,948.0,1000052.0
2017-03-16 00:00:00,999104.0,0.0,952.0,1000056.0
2017-03-17 00:00:00,999104.0,0.0,931.0,1000035.0
2017-03-20 00:00:00,999104.0,0.0,925.0,1000029.0
2017-03-21 00:00:00,999104.0,0.0,924.0,1000028.0
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2017-03-23 00:00:00,999104.0,0.0,920.0,1000024.0
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2017-03-27 00:00:00,999104.0,0.0,914.0,1000018.0
2017-03-28 00:00:00,999104.0,0.0,912.0,1000016.0
2017-03-29 00:00:00,999104.0,0.0,911.0,1000015.0
2017-03-30 00:00:00,999104.0,0.0,908.0,1000012.0
2017-03-31 00:00:00,999104.0,0.0,917.0,1000021.0
2017-04-05 00:00:00,999104.0,0.0,921.0,1000025.0
2017-04-06 00:00:00,999104.0,0.0,920.0,1000024.0
2017-04-07 00:00:00,999104.0,0.0,920.0,1000024.0
2017-04-10 00:00:00,999104.0,0.0,918.0,1000022.0
2017-04-11 00:00:00,999104.0,0.0,915.0,1000019.0
2017-04-12 00:00:00,999104.0,0.0,912.0,1000016.0
2017-04-13 00:00:00,999104.0,0.0,912.0,1000016.0
2017-04-14 00:00:00,999104.0,0.0,908.0,1000012.0
2017-04-17 00:00:00,999104.0,0.0,910.0,1000014.0
2017-04-18 00:00:00,999104.0,0.0,905.0,1000009.0
2017-04-19 00:00:00,999104.0,0.0,891.0,999995.0
2017-04-20 00:00:00,999104.0,0.0,892.0,999996.0
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2017-04-25 00:00:00,999104.0,0.0,900.0,1000004.0
2017-04-26 00:00:00,999104.0,0.0,899.0,1000003.0
2017-04-27 00:00:00,999104.0,0.0,897.0,1000001.0
2017-04-28 00:00:00,999104.0,0.0,899.0,1000003.0
2017-05-02 00:00:00,999104.0,0.0,894.0,999998.0
2017-05-03 00:00:00,999104.0,0.0,891.0,999995.0
2017-05-04 00:00:00,999104.0,0.0,874.0,999978.0
2017-05-05 00:00:00,999104.0,0.0,863.0,999967.0
2017-05-08 00:00:00,999104.0,0.0,857.0,999961.0
2017-05-09 00:00:00,999104.0,0.0,864.0,999968.0
2017-05-10 00:00:00,999104.0,0.0,867.0,999971.0
2017-05-11 00:00:00,999104.0,0.0,870.0,999974.0
2017-05-12 00:00:00,999104.0,0.0,890.0,999994.0
2017-05-15 00:00:00,999104.0,0.0,886.0,999990.0
2017-05-16 00:00:00,999104.0,0.0,884.0,999988.0
2017-05-17 00:00:00,999104.0,0.0,877.0,999981.0
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2017-05-22 00:00:00,999104.0,0.0,868.0,999972.0
2017-05-23 00:00:00,999104.0,0.0,879.0,999983.0
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2017-05-25 00:00:00,999104.0,0.0,910.0,1000014.0
2017-05-26 00:00:00,999104.0,0.0,910.0,1000014.0
2017-05-31 00:00:00,999104.0,0.0,920.0,1000024.0
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2017-06-05 00:00:00,999104.0,0.0,903.0,1000007.0
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2017-06-07 00:00:00,999104.0,0.0,913.0,1000017.0
2017-06-08 00:00:00,999104.0,0.0,913.0,1000017.0
2017-06-09 00:00:00,999104.0,0.0,915.0,1000019.0
2017-06-12 00:00:00,999104.0,0.0,911.0,1000015.0
2017-06-13 00:00:00,999104.0,0.0,912.0,1000016.0
2017-06-14 00:00:00,999104.0,0.0,908.0,1000012.0
2017-06-15 00:00:00,999104.0,0.0,904.0,1000008.0
2017-06-16 00:00:00,999104.0,0.0,902.0,1000006.0
2017-06-19 00:00:00,999104.0,0.0,913.0,1000017.0
2017-06-20 00:00:00,999104.0,0.0,912.0,1000016.0
2017-06-21 00:00:00,999104.0,0.0,915.0,1000019.0
2017-06-22 00:00:00,999104.0,0.0,925.0,1000029.0
2017-06-23 00:00:00,999104.0,0.0,925.0,1000029.0
2017-06-26 00:00:00,999104.0,0.0,930.0,1000034.0
2017-06-27 00:00:00,999104.0,0.0,936.0,1000040.0
2017-06-28 00:00:00,999104.0,0.0,943.0,1000047.0
2017-06-29 00:00:00,999104.0,0.0,943.0,1000047.0
2017-06-30 00:00:00,999104.0,0.0,939.0,1000043.0
2017-07-03 00:00:00,999104.0,0.0,940.0,1000044.0
2017-07-04 00:00:00,999104.0,0.0,934.0,1000038.0
2017-07-05 00:00:00,999104.0,0.0,937.0,1000041.0
2017-07-06 00:00:00,999104.0,0.0,940.0,1000044.0
2017-07-07 00:00:00,999104.0,0.0,947.0,1000051.0
2017-07-10 00:00:00,999104.0,0.0,959.0,1000063.0
2017-07-11 00:00:00,999104.0,0.0,1025.0,1000129.0
2017-07-12 00:00:00,999104.0,0.0,1034.0,1000138.0
2017-07-13 00:00:00,999104.0,0.0,1090.0,1000194.0
2017-07-14 00:00:00,999104.0,0.0,1090.0,1000194.0
2017-07-17 00:00:00,999104.0,0.0,1081.0,1000185.0
2017-07-18 00:00:00,999104.0,0.0,1105.0,1000209.0
2017-07-19 00:00:00,999104.0,0.0,1109.0,1000213.0
2017-07-20 00:00:00,999104.0,0.0,1097.0,1000201.0
2017-07-21 00:00:00,999119.8,0.0,1089.0,1000208.8
2017-07-24 00:00:00,999119.8,0.0,1095.0,1000214.8
2017-07-25 00:00:00,999119.8,0.0,1100.0,1000219.8
2017-07-26 00:00:00,999119.8,0.0,1074.0,1000193.8
2017-07-27 00:00:00,999119.8,0.0,1059.0,1000178.8
2017-07-28 00:00:00,999119.8,0.0,1074.0,1000193.8
2017-07-31 00:00:00,999119.8,0.0,1067.0,1000186.8
2017-08-01 00:00:00,999119.8,0.0,1104.0,1000223.8

[portfolio]
DataFrame
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,cash,total_value,market_value,unit_net_value,units,static_unit_net_value,benchmark_unit_net_value,arithmetic_excess_unit_net_value,geometric_excess_unit_net_value
2016-07-01 00:00:00,1000000.0,1000000.0,0.0,1.0,1000000.0,1.0,1.00008855643499,-8.855643498995036e-05,-8.854859344220589e-05
2016-07-04 00:00:00,999104.0,999985.0,881.0,0.999985,1000000.0,1.0,1.016099071600081,-0.016114071600081048,-0.015858760282799755
2016-07-05 00:00:00,999104.0,999985.0,881.0,0.999985,1000000.0,1.0,1.0169508684586581,-0.016965868458658107,-0.016683075834698302
2016-07-06 00:00:00,999104.0,999983.0,879.0,0.999983,1000000.0,1.0,1.019937880498592,-0.019954880498591954,-0.019564799857062942
2016-07-07 00:00:00,999104.0,999982.0,878.0,0.999982,1000000.0,1.0,1.0177662027679195,-0.017784202767919477,-0.017473760397578086
2016-07-08 00:00:00,999104.0,999978.0,874.0,0.999978,1000000.0,1.0,1.0121624479497107,-0.01218444794971063,-0.012038035963883198
2016-07-11 00:00:00,999104.0,999979.0,875.0,0.999979,1000000.0,1.0,1.0156658331010824,-0.01568683310108243,-0.015444876247521888
2016-07-12 00:00:00,999104.0,999992.0,888.0,0.999992,1000000.0,1.0,1.0378136611538458,-0.037821661153845776,-0.03644359538666653
2016-07-13 00:00:00,999104.0,1000003.0,899.0,1.000003,1000000.0,1.0,1.0408846955900286,-0.04088169559002863,-0.03927591188844859
2016-07-14 00:00:00,999104.0,999998.0,894.0,0.999998,1000000.0,1.0,1.0389492000592273,-0.03895120005922725,-0.03749095726432705
2016-07-15 00:00:00,999104.0,1000003.0,899.0,1.000003,1000000.0,1.0,1.0387950427420338,-0.03879204274203385,-0.037343307530268155
2016-07-18 00:00:00,999104.0,1000008.0,904.0,1.000008,1000000.0,1.0,1.0342751768354368,-0.034267176835436786,-0.03313158587087417
2016-07-19 00:00:00,999104.0,1000001.0,897.0,1.000001,1000000.0,1.0,1.029903443998755,-0.02990244399875519,-0.02903422080292739
2016-07-20 00:00:00,999104.0,1000000.0,896.0,1.0,1000000.0,1.0,1.0265333532450551,-0.026533353245055125,-0.02584753155966968
2016-07-21 00:00:00,999104.0,1000003.0,899.0,1.000003,1000000.0,1.0,1.0312632117291451,-0.03126021172914517,-0.030312544240505224
2016-07-22 00:00:00,999104.0,999998.0,894.0,0.999998,1000000.0,1.0,1.0225881054091073,-0.02259010540910722,-0.022091109107972295
2016-07-25 00:00:00,999104.0,1000002.0,898.0,1.000002,1000000.0,1.0,1.0244026403958746,-0.02440064039587453,-0.023819384520958553
2016-07-26 00:00:00,999104.0,1000015.0,911.0,1.000015,1000000.0,1.0,1.0366740955147566,-0.036659095514756546,-0.0353622181487554
2016-07-27 00:00:00,999104.0,1000005.0,901.0,1.000005,1000000.0,1.0,1.0203942964963284,-0.02038929649632837,-0.0199817821075029
2016-07-28 00:00:00,999104.0,1000012.0,908.0,1.000012,1000000.0,1.0,1.0213117259436735,-0.021299725943673575,-0.02085526426712958
2016-07-29 00:00:00,999104.0,1000024.0,920.0,1.000024,1000000.0,1.0,1.015856262728203,-0.01583226272820304,-0.015585140643503692
2016-08-01 00:00:00,999104.0,1000032.0,928.0,1.000032,1000000.0,1.0,1.0072570302173063,-0.00722503021730625,-0.0071729757157887875
2016-08-02 00:00:00,999104.0,1000029.0,925.0,1.000029,1000000.0,1.0,1.0111391185765266,-0.011110118576526551,-0.01098772500481171
2016-08-03 00:00:00,999104.0,1000022.0,918.0,1.000022,1000000.0,1.0,1.0125514557910604,-0.012529455791060462,-0.012374142291140866
2016-08-04 00:00:00,999104.0,1000003.0,899.0,1.000003,1000000.0,1.0,1.0150187021171413,-0.015015702117141316,-0.014793522607831067
2016-08-05 00:00:00,999104.0,1000008.0,904.0,1.000008,1000000.0,1.0,1.0162303050710517,-0.016222305071051712,-0.015963217186204193
2016-08-08 00:00:00,999104.0,1000015.0,911.0,1.000015,1000000.0,1.0,1.0254484180168104,-0.025433418016810316,-0.02480224023944355
2016-08-09 00:00:00,999104.0,1000019.0,915.0,1.000019,1000000.0,1.0,1.032676880619393,-0.0326578806193929,-0.03162449090542718
2016-08-10 00:00:00,999104.0,1000018.0,914.0,1.000018,1000000.0,1.0,1.0283519783786583,-0.028333978378658253,-0.027552801933955262
2016-08-11 00:00:00,999104.0,1000026.0,922.0,1.000026,1000000.0,1.0,1.0251875046965337,-0.025161504696533665,-0.024543319715920386
2016-08-12 00:00:00,999104.0,1000054.0,950.0,1.000054,1000000.0,1.0,1.0444883368987354,-0.04443433689873544,-0.042541726249111234
2016-08-15 00:00:00,999104.0,1000072.0,968.0,1.000072,1000000.0,1.0001,1.0759381417606833,-0.07586614176068318,-0.07051162033956204
2016-08-16 00:00:00,999104.0,1000056.0,952.0,1.000056,1000000.0,1.0001,1.0711254657298,-0.07106946572979989,-0.06635027175026365
2016-08-17 00:00:00,999104.0,1000059.0,955.0,1.000059,1000000.0,1.0001,1.069477517033558,-0.06941851703355795,-0.06490881381602687
2016-08-18 00:00:00,999104.0,1000054.0,950.0,1.000054,1000000.0,1.0001,1.066762642437777,-0.06670864243777697,-0.06253372567053317
2016-08-19 00:00:00,999104.0,1000055.0,951.0,1.000055,1000000.0,1.0001,1.0669321457322474,-0.06687714573224746,-0.0626817234814393
2016-08-22 00:00:00,999104.0,1000044.0,940.0,1.000044,1000000.0,1.0001,1.0579830312807441,-0.05793903128074418,-0.054763667816681294
2016-08-23 00:00:00,999104.0,1000044.0,940.0,1.000044,1000000.0,1.0,1.0595794251029103,-0.05953542510291032,-0.05618778894005805
2016-08-24 00:00:00,999104.0,1000047.0,943.0,1.000047,1000000.0,1.0,1.0557851956342583,-0.055738195634258414,-0.052793121048428704
2016-08-25 00:00:00,999104.0,1000048.0,944.0,1.000048,1000000.0,1.0,1.0491613772190223,-0.0491133772190222,-0.04681203319665217
2016-08-26 00:00:00,999104.0,1000049.0,945.0,1.000049,1000000.0,1.0,1.048564691379396,-0.04851569137939604,-0.04626866780682193
2016-08-29 00:00:00,999104.0,1000046.0,942.0,1.000046,1000000.0,1.0,1.0487837837409357,-0.048737783740935736,-0.046470764037837786
2016-08-30 00:00:00,999104.0,1000051.0,947.0,1.000051,1000000.0,1.0,1.0501173618489479,-0.05006636184894786,-0.04767692037849536
2016-08-31 00:00:00,999104.0,1000053.0,949.0,1.000053,1000000.0,1.0001,1.05512909169253,-0.055076091692529916,-0.052198439154191534
2016-09-01 00:00:00,999104.0,1000049.0,945.0,1.000049,1000000.0,1.0001,1.0468165499389477,-0.04676754993894772,-0.044675974927675055
2016-09-02 00:00:00,999104.0,1000049.0,945.0,1.000049,1000000.0,1.0,1.0507917604784633,-0.05074276047846338,-0.04829002509056446
2016-09-05 00:00:00,999104.0,1000046.0,942.0,1.000046,1000000.0,1.0,1.0525565795719027,-0.05251057957190275,-0.04988860512682358
2016-09-06 00:00:00,999104.0,1000045.0,941.0,1.000045,1000000.0,1.0,1.0598318410638679,-0.05978684106386778,-0.05641162941835498
2016-09-07 00:00:00,999104.0,1000044.0,940.0,1.000044,1000000.0,1.0,1.059258364429545,-0.059214364429545085,-0.05590171993726434
2016-09-08 00:00:00,999104.0,1000044.0,940.0,1.000044,1000000.0,1.0,1.0588610177616993,-0.05881701776169934,-0.05554743896987657
2016-09-09 00:00:00,999104.0,1000042.0,938.0,1.000042,1000000.0,1.0,1.0520377650549892,-0.05199576505498915,-0.049423857947030414
2016-09-12 00:00:00,999104.0,1000020.0,916.0,1.00002,1000000.0,1.0,1.0344597407481022,-0.0344397407481023,-0.03329249016805247
2016-09-13 00:00:00,999104.0,1000023.0,919.0,1.000023,1000000.0,1.0,1.033739589545837,-0.033716589545836895,-0.03261613455343226
2016-09-14 00:00:00,999104.0,1000010.0,906.0,1.00001,1000000.0,1.0,1.0268899886839258,-0.026879988683925715,-0.026176113293669756
2016-09-19 00:00:00,999104.0,1000016.0,912.0,1.000016,1000000.0,1.0,1.0346245831775736,-0.03460858317757354,-0.03345037778948046
2016-09-20 00:00:00,999104.0,1000012.0,908.0,1.000012,1000000.0,1.0,1.0328107140286633,-0.03279871402866341,-0.031756752310136416
2016-09-21 00:00:00,999104.0,1000012.0,908.0,1.000012,1000000.0,1.0,1.0357381494336717,-0.035726149433671806,-0.03449341848922571
2016-09-22 00:00:00,999104.0,1000020.0,916.0,1.00002,1000000.0,1.0,1.0435014383683023,-0.04348143836830243,-0.041668786232142874
2016-09-23 00:00:00,999104.0,1000019.0,915.0,1.000019,1000000.0,1.0,1.0386013156321907,-0.03858231563219072,-0.03714834080361806
2016-09-26 00:00:00,999104.0,1000008.0,904.0,1.000008,1000000.0,1.0,1.021041364067139,-0.02103336406713896,-0.020599913781510493
2016-09-27 00:00:00,999104.0,1000010.0,906.0,1.00001,1000000.0,1.0,1.0275319514978323,-0.02752195149783221,-0.026784521354993873
2016-09-28 00:00:00,999104.0,1000009.0,905.0,1.000009,1000000.0,1.0,1.0244043525503634,-0.024395352550363514,-0.023814182836717435
2016-09-29 00:00:00,999104.0,1000010.0,906.0,1.00001,1000000.0,1.0,1.0286837875774297,-0.028673787577429666,-0.027874248553053427
2016-09-30 00:00:00,999104.0,1000011.0,907.0,1.000011,1000000.0,1.0,1.0315048474581308,-0.031493847458130775,-0.030531943243639614
2016-10-10 00:00:00,999104.0,1000016.0,912.0,1.000016,1000000.0,1.0,1.044372671350993,-0.04435667135099308,-0.04247207205605408
2016-10-11 00:00:00,999104.0,1000019.0,915.0,1.000019,1000000.0,1.0,1.0483957270965238,-0.04837672709652385,-0.04614357522278412
2016-10-12 00:00:00,999104.0,1000017.0,913.0,1.000017,1000000.0,1.0,1.046319771484446,-0.04630277148444617,-0.044252983405594026
2016-10-13 00:00:00,999104.0,1000011.0,907.0,1.000011,1000000.0,1.0,1.0471554297016303,-0.04714442970163035,-0.0450214250572748
2016-10-14 00:00:00,999104.0,1000013.0,909.0,1.000013,1000000.0,1.0,1.0481708641402228,-0.04815786414022272,-0.045944669698222196
2016-10-17 00:00:00,999104.0,1000009.0,905.0,1.000009,1000000.0,1.0,1.0393027282547647,-0.03929372825476474,-0.03780777937603241
2016-10-18 00:00:00,999104.0,1000013.0,909.0,1.000013,1000000.0,1.0,1.053080403726027,-0.05306740372602703,-0.05039254698716544
2016-10-19 00:00:00,999104.0,1000012.0,908.0,1.000012,1000000.0,1.0,1.0514660005751555,-0.05145400057515559,-0.0489354867841757
2016-10-20 00:00:00,999104.0,1000011.0,907.0,1.000011,1000000.0,1.0,1.0522154486431319,-0.052204448643131895,-0.049613839742090216
2016-10-21 00:00:00,999104.0,1000017.0,913.0,1.000017,1000000.0,1.0,1.0551120335607629,-0.05509503356076295,-0.05221723552410806
2016-10-24 00:00:00,999104.0,1000028.0,924.0,1.000028,1000000.0,1.0,1.0677432313618493,-0.06771523136184943,-0.06341902188926285
2016-10-25 00:00:00,999104.0,1000025.0,921.0,1.000025,1000000.0,1.0,1.0677042005807993,-0.06767920058079935,-0.06338759418946172
2016-10-26 00:00:00,999104.0,1000019.0,915.0,1.000019,1000000.0,1.0,1.06369192506724,-0.0636729250672401,-0.059860306886521775
2016-10-27 00:00:00,999104.0,1000020.0,916.0,1.00002,1000000.0,1.0,1.0608049472386896,-0.06078494723868966,-0.05730077654418453
2016-10-28 00:00:00,999104.0,1000021.0,917.0,1.000021,1000000.0,1.0,1.0590392720680053,-0.05901827206800525,-0.05572812418255202
2016-10-31 00:00:00,999104.0,1000019.0,915.0,1.000019,1000000.0,1.0,1.0578190766350821,-0.05780007663508213,-0.05464079624933971
2016-11-01 00:00:00,999104.0,1000018.0,914.0,1.000018,1000000.0,1.0,1.0650398345424616,-0.06502183454246158,-0.06105108225402178
2016-11-02 00:00:00,999104.0,1000011.0,907.0,1.000011,1000000.0,1.0,1.0568915327936228,-0.05688053279362282,-0.05381870421771062
2016-11-03 00:00:00,999104.0,1000017.0,913.0,1.000017,1000000.0,1.0,1.0669528501189456,-0.06693585011894565,-0.06273552773347346
2016-11-04 00:00:00,999104.0,1000015.0,911.0,1.000015,1000000.0,1.0,1.0634936322120925,-0.06347863221209238,-0.059688775079974166
2016-11-07 00:00:00,999104.0,1000016.0,912.0,1.000016,1000000.0,1.0,1.0642598847593188,-0.06424388475931875,-0.06036484666886366
2016-11-08 00:00:00,999104.0,1000019.0,915.0,1.000019,1000000.0,1.0,1.0688656120429125,-0.06884661204291254,-0.06441091496182261
2016-11-09 00:00:00,999104.0,1000011.0,907.0,1.000011,1000000.0,1.0,1.063138455275194,-0.06312745527519392,-0.059378395129967676
2016-11-10 00:00:00,999104.0,1000018.0,914.0,1.000018,1000000.0,1.0,1.075046553163505,-0.07502855316350487,-0.06979098062564892
2016-11-11 00:00:00,999104.0,1000022.0,918.0,1.000022,1000000.0,1.0,1.0834834163569713,-0.08346141635697135,-0.07703063572269164
2016-11-14 00:00:00,999104.0,1000026.0,922.0,1.000026,1000000.0,1.0,1.0876138622368774,-0.08758786223687731,-0.08053213118922264
2016-11-15 00:00:00,999104.0,1000027.0,923.0,1.000027,1000000.0,1.0,1.0874938528897822,-0.08746685288978218,-0.08042974464394237
2016-11-16 00:00:00,999104.0,1000027.0,923.0,1.000027,1000000.0,1.0,1.0874058354663907,-0.08737883546639069,-0.08035531226380965
2016-11-17 00:00:00,999104.0,1000025.0,921.0,1.000025,1000000.0,1.0,1.0896071905415494,-0.08958219054154948,-0.08221512423851196
2016-11-18 00:00:00,999104.0,1000022.0,918.0,1.000022,1000000.0,1.0,1.0835577048378808,-0.08353570483788086,-0.07709391430184998
2016-11-21 00:00:00,999104.0,1000028.0,924.0,1.000028,1000000.0,1.0,1.0910579561124056,-0.09102995611240572,-0.08343274122371869
2016-11-22 00:00:00,999104.0,1000040.0,936.0,1.00004,1000000.0,1.0,1.0996989778754744,-0.0996589778754744,-0.0906238706050333
2016-11-23 00:00:00,999104.0,1000049.0,945.0,1.000049,1000000.0,1.0,1.1017171641268106,-0.10166816412681068,-0.09228154687722412
2016-11-24 00:00:00,999104.0,1000051.0,947.0,1.000051,1000000.0,1.0,1.1061596660157291,-0.1061086660157291,-0.0959252712566544
2016-11-25 00:00:00,999104.0,1000066.0,962.0,1.000066,1000000.0,1.0001,1.1164827527385734,-0.11641675273857355,-0.10427098175320648
2016-11-28 00:00:00,999104.0,1000067.0,963.0,1.000067,1000000.0,1.0001,1.120852646594507,-0.12078564659450697,-0.10776228879102945
2016-11-29 00:00:00,999104.0,1000066.0,962.0,1.000066,1000000.0,1.0001,1.1300347725894193,-0.1299687725894194,-0.11501307370533598
2016-11-30 00:00:00,999104.0,1000059.0,955.0,1.000059,1000000.0,1.0001,1.1217785734011707,-0.12171957340117068,-0.1085058818979967
2016-12-01 00:00:00,999104.0,1000064.0,960.0,1.000064,1000000.0,1.0001,1.1303504431467983,-0.13028644314679827,-0.11526199147946725
2016-12-02 00:00:00,999104.0,1000059.0,955.0,1.000059,1000000.0,1.0001,1.1189103024457472,-0.11885130244574715,-0.10622058102955922
2016-12-05 00:00:00,999104.0,1000050.0,946.0,1.00005,1000000.0,1.0001,1.100029867583872,-0.0999798675838719,-0.09088832088120458
2016-12-06 00:00:00,999104.0,1000053.0,949.0,1.000053,1000000.0,1.0001,1.0967786764475056,-0.09672567644750552,-0.08819069747125508
2016-12-07 00:00:00,999104.0,1000052.0,948.0,1.000052,1000000.0,1.0001,1.1020400637809233,-0.1019880637809234,-0.0925447877375879
2016-12-08 00:00:00,999104.0,1000056.0,952.0,1.000056,1000000.0,1.0001,1.1002630059535397,-0.1002070059535396,-0.09107550232200667
2016-12-09 00:00:00,999104.0,1000069.0,965.0,1.000069,1000000.0,1.0001,1.1077323750341221,-0.10766337503412204,-0.09719258682026477
2016-12-12 00:00:00,999104.0,1000054.0,950.0,1.000054,1000000.0,1.0001,1.0809336695497425,-0.08087966954974246,-0.0748238969958559
2016-12-13 00:00:00,999104.0,1000046.0,942.0,1.000046,1000000.0,1.0001,1.0796197812183606,-0.07957378121836056,-0.07370537535775867
2016-12-14 00:00:00,999104.0,1000044.0,940.0,1.000044,1000000.0,1.0,1.0713474750952838,-0.0713034750952839,-0.06655494762699865
2016-12-15 00:00:00,999104.0,1000029.0,925.0,1.000029,1000000.0,1.0,1.0591368014607825,-0.05910780146078243,-0.0558075230501478
2016-12-16 00:00:00,999104.0,1000029.0,925.0,1.000029,1000000.0,1.0,1.0609113227629965,-0.06088232276299643,-0.057386815897521815
2016-12-19 00:00:00,999104.0,1000024.0,920.0,1.000024,1000000.0,1.0,1.055506051039323,-0.05548205103932302,-0.05256440830887854
2016-12-20 00:00:00,999104.0,1000015.0,911.0,1.000015,1000000.0,1.0,1.0491905472584737,-0.04917554725847362,-0.04686998695038658
2016-12-21 00:00:00,999104.0,1000020.0,916.0,1.00002,1000000.0,1.0,1.0585350742773811,-0.05851507427738123,-0.05527929654794583
2016-12-22 00:00:00,999104.0,1000018.0,914.0,1.000018,1000000.0,1.0,1.0576269982665998,-0.05760899826659971,-0.05447005263766724
2016-12-23 00:00:00,999104.0,1000012.0,908.0,1.000012,1000000.0,1.0,1.0487260460867576,-0.04871404608675767,-0.04645068773540095
2016-12-26 00:00:00,999104.0,1000016.0,912.0,1.000016,1000000.0,1.0,1.0534190932493213,-0.05340309324932124,-0.050695011692446945
2016-12-27 00:00:00,999104.0,1000012.0,908.0,1.000012,1000000.0,1.0,1.051511816561034,-0.051499816561034084,-0.04897692612667359
2016-12-28 00:00:00,999104.0,1000010.0,906.0,1.00001,1000000.0,1.0,1.0469154744205682,-0.04690547442056814,-0.04480349709849185
2016-12-29 00:00:00,999104.0,1000012.0,908.0,1.000012,1000000.0,1.0,1.0456079274021108,-0.045595927402110936,-0.0436070980404647
2016-12-30 00:00:00,999104.0,1000014.0,910.0,1.000014,1000000.0,1.0,1.0495129079009884,-0.04949890790098843,-0.047163696156901525
2017-01-03 00:00:00,999104.0,1000020.0,916.0,1.00002,1000000.0,1.0,1.0597054269907182,-0.05968542699071833,-0.05632265860920338
2017-01-04 00:00:00,999104.0,1000020.0,916.0,1.00002,1000000.0,1.0,1.0679759258396115,-0.06795592583961163,-0.06363057836363373
2017-01-05 00:00:00,999104.0,1000021.0,917.0,1.000021,1000000.0,1.0,1.0678102590394603,-0.0677892590394602,-0.06348436762579845
2017-01-06 00:00:00,999104.0,1000017.0,913.0,1.000017,1000000.0,1.0,1.0614300421602167,-0.06141304216021681,-0.05785877516263749
2017-01-09 00:00:00,999104.0,1000019.0,915.0,1.000019,1000000.0,1.0,1.066577571220076,-0.06655857122007602,-0.06240387292594063
2017-01-10 00:00:00,999104.0,1000019.0,915.0,1.000019,1000000.0,1.0,1.064792555044972,-0.06477355504497195,-0.060832088596108
2017-01-11 00:00:00,999104.0,1000018.0,914.0,1.000018,1000000.0,1.0,1.0572539388272544,-0.05723593882725431,-0.05413641578932549
2017-01-12 00:00:00,999104.0,1000019.0,915.0,1.000019,1000000.0,1.0,1.0519046291901393,-0.05188562919013928,-0.04932541197207774
2017-01-13 00:00:00,999104.0,1000020.0,916.0,1.00002,1000000.0,1.0,1.0526301070952613,-0.05261010709526137,-0.049979671625049016
2017-01-16 00:00:00,999104.0,1000018.0,914.0,1.000018,1000000.0,1.0,1.052482132558169,-0.05246413255816895,-0.049848003054122514
2017-01-17 00:00:00,999104.0,1000019.0,915.0,1.000019,1000000.0,1.0,1.054673309826084,-0.0546543098260841,-0.051821079870786324
2017-01-18 00:00:00,999104.0,1000021.0,917.0,1.000021,1000000.0,1.0,1.0587980168177937,-0.05877701681779368,-0.05551296459210164
2017-01-19 00:00:00,999104.0,1000022.0,918.0,1.000022,1000000.0,1.0,1.0556031999533257,-0.05558119995332578,-0.052653497029739316
2017-01-20 00:00:00,999104.0,1000026.0,922.0,1.000026,1000000.0,1.0,1.063720080496624,-0.06369408049662395,-0.05987861060861688
2017-01-23 00:00:00,999104.0,1000026.0,922.0,1.000026,1000000.0,1.0,1.0666344527970082,-0.06660845279700811,-0.062447310437369175
2017-01-24 00:00:00,999104.0,1000031.0,927.0,1.000031,1000000.0,1.0,1.0667517987926751,-0.06672079879267523,-0.06254575700569553
2017-01-25 00:00:00,999104.0,1000030.0,926.0,1.00003,1000000.0,1.0,1.0703832467585563,-0.07035324675855636,-0.0657271561112408
2017-01-26 00:00:00,999104.0,1000037.0,933.0,1.000037,1000000.0,1.0,1.0742059170156744,-0.0741689170156743,-0.06904534395204975
2017-02-03 00:00:00,999104.0,1000030.0,926.0,1.00003,1000000.0,1.0,1.0667649253104288,-0.0667349253104288,-0.06255822977213932
2017-02-06 00:00:00,999104.0,1000035.0,931.0,1.000035,1000000.0,1.0,1.069527454872837,-0.06949245487283706,-0.06497491444116266
2017-02-07 00:00:00,999104.0,1000034.0,930.0,1.000034,1000000.0,1.0,1.067143057800114,-0.06710905780011389,-0.06288665545785155
2017-02-08 00:00:00,999104.0,1000034.0,930.0,1.000034,1000000.0,1.0,1.0727243326640055,-0.07269033266400537,-0.06776236023609727
2017-02-09 00:00:00,999104.0,1000035.0,931.0,1.000035,1000000.0,1.0,1.0768476445668715,-0.07681264456687154,-0.07133102343160813
2017-02-10 00:00:00,999104.0,1000037.0,933.0,1.000037,1000000.0,1.0,1.0822993981142812,-0.08226239811428115,-0.07600706260911638
2017-02-13 00:00:00,999104.0,1000045.0,941.0,1.000045,1000000.0,1.0,1.0895247534735308,-0.08947975347353077,-0.08212732495361763
2017-02-14 00:00:00,999104.0,1000044.0,940.0,1.000044,1000000.0,1.0,1.0893754789672891,-0.08933147896728921,-0.08200246902195196
2017-02-15 00:00:00,999104.0,1000049.0,945.0,1.000049,1000000.0,1.0,1.084907675239802,-0.08485867523980195,-0.0782174162617526
2017-02-16 00:00:00,999104.0,1000050.0,946.0,1.00005,1000000.0,1.0,1.0910016769602,-0.0909516769601999,-0.08336529528865044
2017-02-17 00:00:00,999104.0,1000043.0,939.0,1.000043,1000000.0,1.0001,1.0848216870365461,-0.08477868703654612,-0.07814988218767982
2017-02-20 00:00:00,999104.0,1000060.0,956.0,1.00006,1000000.0,1.0,1.100659338011317,-0.10059933801131704,-0.0913991591558938
2017-02-21 00:00:00,999104.0,1000061.0,957.0,1.000061,1000000.0,1.0001,1.1042835251738996,-0.10422252517389952,-0.09438022283044278
2017-02-22 00:00:00,999104.0,1000061.0,957.0,1.000061,1000000.0,1.0001,1.106481963245113,-0.10642096324511297,-0.09617957344103412
2017-02-23 00:00:00,999104.0,1000055.0,951.0,1.000055,1000000.0,1.0001,1.1012715917741727,-0.10121659177417275,-0.09190883750221013
2017-02-24 00:00:00,999104.0,1000054.0,950.0,1.000054,1000000.0,1.0001,1.1014390341419429,-0.10138503414194289,-0.09204779474782743
2017-02-27 00:00:00,999104.0,1000047.0,943.0,1.000047,1000000.0,1.0001,1.0926788591090235,-0.0926318591090236,-0.08477500807927785
2017-02-28 00:00:00,999104.0,1000052.0,948.0,1.000052,1000000.0,1.0,1.094767529053515,-0.0947155290535151,-0.08651656770949512
2017-03-01 00:00:00,999104.0,1000053.0,949.0,1.000053,1000000.0,1.0001,1.0965517525645034,-0.09649875256450335,-0.08800200477435005
2017-03-02 00:00:00,999104.0,1000047.0,943.0,1.000047,1000000.0,1.0001,1.0891510281963281,-0.08910402819632823,-0.08181053489329904
2017-03-03 00:00:00,999104.0,1000044.0,940.0,1.000044,1000000.0,1.0,1.0868575338443769,-0.08681353384437696,-0.07987572532832754
2017-03-06 00:00:00,999104.0,1000049.0,945.0,1.000049,1000000.0,1.0,1.0927616766558172,-0.09271267665581728,-0.08484254036026062
2017-03-07 00:00:00,999104.0,1000049.0,945.0,1.000049,1000000.0,1.0,1.0951309496972153,-0.09508194969721528,-0.08682244778444426
2017-03-08 00:00:00,999104.0,1000046.0,942.0,1.000046,1000000.0,1.0,1.093474218282573,-0.09342821828257297,-0.08544162881984796
2017-03-09 00:00:00,999104.0,1000042.0,938.0,1.000042,1000000.0,1.0,1.0865661505154984,-0.08652415051549833,-0.07963081720744636
2017-03-10 00:00:00,999104.0,1000044.0,940.0,1.000044,1000000.0,1.0,1.086866665334988,-0.08682266533498817,-0.07988345590507939
2017-03-13 00:00:00,999104.0,1000048.0,944.0,1.000048,1000000.0,1.0,1.0964440770710462,-0.09639607707104614,-0.08791700287036164
2017-03-14 00:00:00,999104.0,1000048.0,944.0,1.000048,1000000.0,1.0,1.0959987266643618,-0.09595072666436177,-0.08754638516450186
2017-03-15 00:00:00,999104.0,1000052.0,948.0,1.000052,1000000.0,1.0,1.098202396318738,-0.09815039631873801,-0.08937368616909414
2017-03-16 00:00:00,999104.0,1000056.0,952.0,1.000056,1000000.0,1.0001,1.1038661399572123,-0.10381013995721222,-0.09404232651002054
2017-03-17 00:00:00,999104.0,1000035.0,931.0,1.000035,1000000.0,1.0001,1.0925464207885964,-0.09251142078859642,-0.08467504815202453
2017-03-20 00:00:00,999104.0,1000029.0,925.0,1.000029,1000000.0,1.0,1.0937536482365888,-0.09372464823658877,-0.08569082113481119
2017-03-21 00:00:00,999104.0,1000028.0,924.0,1.000028,1000000.0,1.0,1.0990594881736069,-0.09903148817360696,-0.09010566692634203
2017-03-22 00:00:00,999104.0,1000020.0,916.0,1.00002,1000000.0,1.0,1.093892396163376,-0.09387239616337606,-0.08581501845393202
2017-03-23 00:00:00,999104.0,1000024.0,920.0,1.000024,1000000.0,1.0,1.097674355191519,-0.09765035519151888,-0.08896113380956339
2017-03-24 00:00:00,999104.0,1000023.0,919.0,1.000023,1000000.0,1.0,1.1064321839386564,-0.10640918393865628,-0.09617325443287705
2017-03-27 00:00:00,999104.0,1000018.0,914.0,1.000018,1000000.0,1.0,1.1027665245895477,-0.10274852458954764,-0.09317341640179988
2017-03-28 00:00:00,999104.0,1000016.0,912.0,1.000016,1000000.0,1.0,1.1001573279736527,-0.10014132797365272,-0.09102455205938598
2017-03-29 00:00:00,999104.0,1000015.0,911.0,1.000015,1000000.0,1.0,1.0986937529506893,-0.09867875295068917,-0.08981461183853479
2017-03-30 00:00:00,999104.0,1000012.0,908.0,1.000012,1000000.0,1.0,1.0896778961806561,-0.08966589618065623,-0.0822866064319897
2017-03-31 00:00:00,999104.0,1000021.0,917.0,1.000021,1000000.0,1.0,1.0957932998321744,-0.09577229983217439,-0.08739996844919784
2017-04-05 00:00:00,999104.0,1000025.0,921.0,1.000025,1000000.0,1.0,1.1109641617529389,-0.11093916175293894,-0.09985845229957124
2017-04-06 00:00:00,999104.0,1000024.0,920.0,1.000024,1000000.0,1.0,1.1141835512049894,-0.11415955120498933,-0.1024602733378408
2017-04-07 00:00:00,999104.0,1000024.0,920.0,1.000024,1000000.0,1.0,1.115266805985309,-0.115242805985309,-0.10333205056120631
2017-04-10 00:00:00,999104.0,1000022.0,918.0,1.000022,1000000.0,1.0,1.1113592255481326,-0.11133722554813263,-0.10018113224661462
2017-04-11 00:00:00,999104.0,1000019.0,915.0,1.000019,1000000.0,1.0,1.1152238752968104,-0.11520487529681045,-0.10330201661630434
2017-04-12 00:00:00,999104.0,1000016.0,912.0,1.000016,1000000.0,1.0,1.1127224492940666,-0.11270644929406659,-0.10128891473841461
2017-04-13 00:00:00,999104.0,1000016.0,912.0,1.000016,1000000.0,1.0,1.114348203395073,-0.11433220339507288,-0.10260006975085356
2017-04-14 00:00:00,999104.0,1000012.0,908.0,1.000012,1000000.0,1.0,1.1054508023504683,-0.10543880235046843,-0.09538081850976887
2017-04-17 00:00:00,999104.0,1000014.0,910.0,1.000014,1000000.0,1.0,1.1033699639274386,-0.10335596392743862,-0.0936729902992317
2017-04-18 00:00:00,999104.0,1000009.0,905.0,1.000009,1000000.0,1.0,1.0979168152911856,-0.09790781529118564,-0.089175986675474
2017-04-19 00:00:00,999104.0,999995.0,891.0,0.999995,1000000.0,1.0,1.0925689324494783,-0.09257393244947831,-0.08473051878011284
2017-04-20 00:00:00,999104.0,999996.0,892.0,0.999996,1000000.0,1.0,1.0975379852570788,-0.0975419852570788,-0.08887344817886311
2017-04-21 00:00:00,999104.0,1000001.0,897.0,1.000001,1000000.0,1.0,1.0991989019382513,-0.0991979019382514,-0.09024563412802966
2017-04-24 00:00:00,999104.0,999997.0,893.0,0.999997,1000000.0,1.0,1.0879342570723842,-0.0879372570723842,-0.08082956897507954
2017-04-25 00:00:00,999104.0,1000004.0,900.0,1.000004,1000000.0,1.0,1.0910147400648245,-0.09101074006482457,-0.08341843306298224
2017-04-26 00:00:00,999104.0,1000003.0,899.0,1.000003,1000000.0,1.0,1.092349237663211,-0.09234623766321093,-0.08453911485374499
2017-04-27 00:00:00,999104.0,1000001.0,897.0,1.000001,1000000.0,1.0,1.092836567561455,-0.09283556756145517,-0.08494917750474584
2017-04-28 00:00:00,999104.0,1000003.0,899.0,1.000003,1000000.0,1.0,1.090627507791093,-0.09062450779109299,-0.08309391349814721
2017-05-02 00:00:00,999104.0,999998.0,894.0,0.999998,1000000.0,1.0,1.0864497240102058,-0.08645172401020573,-0.07957268716595822
2017-05-03 00:00:00,999104.0,999995.0,891.0,0.999995,1000000.0,1.0,1.0821856983735458,-0.08219069837354587,-0.07594879372096042
2017-05-04 00:00:00,999104.0,999978.0,874.0,0.999978,1000000.0,1.0,1.0794139739073971,-0.0794359739073971,-0.07359175981374866
2017-05-05 00:00:00,999104.0,999967.0,863.0,0.999967,1000000.0,1.0,1.0724904650433515,-0.0725234650433515,-0.06762154761014127
2017-05-08 00:00:00,999104.0,999961.0,857.0,0.999961,1000000.0,1.0,1.0649640558530136,-0.06500305585301358,-0.06103779324359215
2017-05-09 00:00:00,999104.0,999968.0,864.0,0.999968,1000000.0,1.0,1.0629728518881711,-0.06300485188817118,-0.05927230575668507
2017-05-10 00:00:00,999104.0,999971.0,867.0,0.999971,1000000.0,1.0,1.0582702293430915,-0.0582992293430914,-0.05508917073031516
2017-05-11 00:00:00,999104.0,999974.0,870.0,0.999974,1000000.0,1.0,1.0642771014239079,-0.06430310142390783,-0.06041951042437732
2017-05-12 00:00:00,999104.0,999994.0,890.0,0.999994,1000000.0,1.0,1.0733872852236923,-0.07339328522369226,-0.06837540022508948
2017-05-15 00:00:00,999104.0,999990.0,886.0,0.99999,1000000.0,1.0,1.0777675471262573,-0.07777754712625728,-0.0721654194669733
2017-05-16 00:00:00,999104.0,999988.0,884.0,0.999988,1000000.0,1.0,1.0871068425620023,-0.08711884256200231,-0.08013825242483796
2017-05-17 00:00:00,999104.0,999981.0,877.0,0.999981,1000000.0,1.0,1.0811829465608025,-0.08120194656080248,-0.07510472378342858
2017-05-18 00:00:00,999104.0,999977.0,873.0,0.999977,1000000.0,1.0,1.0774247991626908,-0.07744779916269084,-0.07188232461595334
2017-05-19 00:00:00,999104.0,999973.0,869.0,0.999973,1000000.0,1.0,1.0792436462422468,-0.07927064624224678,-0.07345018570945905
2017-05-22 00:00:00,999104.0,999972.0,868.0,0.999972,1000000.0,1.0,1.0815866028350085,-0.08161460283500854,-0.07545822278223846
2017-05-23 00:00:00,999104.0,999983.0,879.0,0.999983,1000000.0,1.0,1.0856942834015162,-0.08571128340151624,-0.07894605757062656
2017-05-24 00:00:00,999104.0,999985.0,881.0,0.999985,1000000.0,1.0,1.0856856909225034,-0.08570069092250343,-0.07893692588845291
2017-05-25 00:00:00,999104.0,1000014.0,910.0,1.000014,1000000.0,1.0,1.105182437987506,-0.10516843798750597,-0.09515934598002984
2017-05-26 00:00:00,999104.0,1000014.0,910.0,1.000014,1000000.0,1.0,1.1035262138778974,-0.10351221387789744,-0.09380131851525808
2017-05-31 00:00:00,999104.0,1000024.0,920.0,1.000024,1000000.0,1.0,1.1074736811733688,-0.10744968117336873,-0.09702233380347758
2017-06-01 00:00:00,999104.0,1000023.0,919.0,1.000023,1000000.0,1.0,1.1090126227004393,-0.10898962270043921,-0.09827626888055618
2017-06-02 00:00:00,999104.0,1000021.0,917.0,1.000021,1000000.0,1.0,1.1054517218408426,-0.10543072184084257,-0.09537342948389926
2017-06-05 00:00:00,999104.0,1000007.0,903.0,1.000007,1000000.0,1.0,1.0998226651840652,-0.09981566518406515,-0.09075614491665351
2017-06-06 00:00:00,999104.0,1000008.0,904.0,1.000008,1000000.0,1.0,1.1074727616829947,-0.10746476168299468,-0.09703603140512784
2017-06-07 00:00:00,999104.0,1000017.0,913.0,1.000017,1000000.0,1.0,1.1204693459347876,-0.12045234593478771,-0.10750168790588055
2017-06-08 00:00:00,999104.0,1000017.0,913.0,1.000017,1000000.0,1.0,1.129063980993814,-0.12904698099381418,-0.1142955431810212
2017-06-09 00:00:00,999104.0,1000019.0,915.0,1.000019,1000000.0,1.0,1.1338807471715338,-0.13386174717153376,-0.11805628370130805
2017-06-12 00:00:00,999104.0,1000015.0,911.0,1.000015,1000000.0,1.0,1.133316084962176,-0.13330108496217585,-0.11762039446093697
2017-06-13 00:00:00,999104.0,1000016.0,912.0,1.000016,1000000.0,1.0,1.1358139281231174,-0.13579792812311742,-0.11956001309784736
2017-06-14 00:00:00,999104.0,1000012.0,908.0,1.000012,1000000.0,1.0,1.1209217669053824,-0.12090976690538247,-0.10786637433153579
2017-06-15 00:00:00,999104.0,1000008.0,904.0,1.000008,1000000.0,1.0,1.1188589061044936,-0.11885090610449356,-0.10622510618277525
2017-06-16 00:00:00,999104.0,1000006.0,902.0,1.000006,1000000.0,1.0,1.1156782620744117,-0.11567226207441172,-0.10367887051894253
2017-06-19 00:00:00,999104.0,1000017.0,913.0,1.000017,1000000.0,1.0,1.1267451848032943,-0.1267281848032944,-0.11247279909646868
2017-06-20 00:00:00,999104.0,1000016.0,912.0,1.000016,1000000.0,1.0,1.1244714119345383,-0.12445541193453824,-0.11067903604630147
2017-06-21 00:00:00,999104.0,1000019.0,915.0,1.000019,1000000.0,1.0,1.137617270692573,-0.1375982706925729,-0.12095304302896537
2017-06-22 00:00:00,999104.0,1000029.0,925.0,1.000029,1000000.0,1.0,1.1383742649229294,-0.1383452649229293,-0.12152880575905822
2017-06-23 00:00:00,999104.0,1000029.0,925.0,1.000029,1000000.0,1.0,1.1486917712904001,-0.14866277129040006,-0.12941920104763827
2017-06-26 00:00:00,999104.0,1000034.0,930.0,1.000034,1000000.0,1.0,1.1630259286773479,-0.1629919286773478,-0.14014470757561737
2017-06-27 00:00:00,999104.0,1000040.0,936.0,1.00004,1000000.0,1.0,1.165125949571974,-0.16508594957197387,-0.14168935953458128
2017-06-28 00:00:00,999104.0,1000047.0,943.0,1.000047,1000000.0,1.0,1.1560741692642236,-0.15602716926422366,-0.1349629404517586
2017-06-29 00:00:00,999104.0,1000047.0,943.0,1.000047,1000000.0,1.0,1.1632592889929676,-0.1632122889929677,-0.1403060268139018
2017-06-30 00:00:00,999104.0,1000043.0,939.0,1.000043,1000000.0,1.0,1.1626155823180064,-0.16257258231800642,-0.13983347960455816
2017-07-03 00:00:00,999104.0,1000044.0,940.0,1.000044,1000000.0,1.0,1.1575579413688515,-0.15751394136885155,-0.1360743473303686
2017-07-04 00:00:00,999104.0,1000038.0,934.0,1.000038,1000000.0,1.0,1.1477725979820008,-0.14773459798200084,-0.12871417059594026
2017-07-05 00:00:00,999104.0,1000041.0,937.0,1.000041,1000000.0,1.0,1.160358645635065,-0.160317645635065,-0.1381621503301017
2017-07-06 00:00:00,999104.0,1000044.0,940.0,1.000044,1000000.0,1.0,1.160490925422669,-0.16044692542266903,-0.13825780271761434
2017-07-07 00:00:00,999104.0,1000051.0,947.0,1.000051,1000000.0,1.0,1.1591695860486009,-0.15911858604860085,-0.13726946252187933
2017-07-10 00:00:00,999104.0,1000063.0,959.0,1.000063,1000000.0,1.0001,1.1584585663369469,-0.15839556633694696,-0.1367295913204688
2017-07-11 00:00:00,999104.0,1000129.0,1025.0,1.000129,1000000.0,1.0001,1.1638873009184407,-0.16375830091844068,-0.1406994481245878
2017-07-12 00:00:00,999104.0,1000138.0,1034.0,1.000138,1000000.0,1.0001,1.1600872691484632,-0.1599492691484632,-0.13787692822960684
2017-07-13 00:00:00,999104.0,1000194.0,1090.0,1.000194,1000000.0,1.0001,1.1689958309038146,-0.16880183090381462,-0.1443990016399842
2017-07-14 00:00:00,999104.0,1000194.0,1090.0,1.000194,1000000.0,1.0002,1.1741238921329957,-0.1739298921329957,-0.14813589374884661
2017-07-17 00:00:00,999104.0,1000185.0,1081.0,1.000185,1000000.0,1.0002,1.1615882262111163,-0.16140322621111625,-0.1389504667566952
2017-07-18 00:00:00,999104.0,1000209.0,1105.0,1.000209,1000000.0,1.0002,1.1627370184605101,-0.16252801846051024,-0.13978054872261736
2017-07-19 00:00:00,999104.0,1000213.0,1109.0,1.000213,1000000.0,1.0002,1.1825745159755081,-0.1823615159755081,-0.15420720936564214
2017-07-20 00:00:00,999104.0,1000201.0,1097.0,1.000201,1000000.0,1.0002,1.1883253575469996,-0.18812435754699974,-0.15831047982964486
2017-07-21 00:00:00,999119.8,1000208.8,1089.0,1.000209,1000000.0,1.0002,1.1822102075479983,-0.18200120754799842,-0.15394995440403447
2017-07-24 00:00:00,999119.8,1000214.8,1095.0,1.000215,1000000.0,1.0002,1.1869252907729746,-0.18671029077297452,-0.1573058491755459
2017-07-25 00:00:00,999119.8,1000219.8,1100.0,1.00022,1000000.0,1.0002,1.179344377998051,-0.17912437799805092,-0.15188470928408238
2017-07-26 00:00:00,999119.8,1000193.8,1074.0,1.000194,1000000.0,1.0002,1.174851367551689,-0.17465736755168892,-0.148663373406683
2017-07-27 00:00:00,999119.8,1000178.8,1059.0,1.000179,1000000.0,1.0002,1.1770094114595737,-0.1768304114595738,-0.15023704121472725
2017-07-28 00:00:00,999119.8,1000193.8,1074.0,1.000194,1000000.0,1.0002,1.1800839019113003,-0.17988990191130028,-0.15243823055288275
2017-07-31 00:00:00,999119.8,1000186.8,1067.0,1.000187,1000000.0,1.0002,1.1851511816561004,-0.1849641816561005,-0.15606800593797343
2017-08-01 00:00:00,999119.8,1000223.8,1104.0,1.000224,1000000.0,1.0002,1.1954588589885384,-0.19523485898853843,-0.16331374143123922

[summary]
dict
{}
{
    "strategy_name":"strategy",
    "start_date":"2016-07-01",
    "end_date":"2017-08-01",
    "starting_cash":"STOCK:1000000.0",
    "alpha":-0.02351340741584541,
    "beta":0.0007138196930890951,
    "sharpe":-158.1081376010138,
    "excess_sharpe":-1.653663592338878,
    "information_ratio":0.6451054364833204,
    "tracking_error":0.10595012726572048,
    "sortino":-272.39329525125873,
    "volatility":0.00014625967072822213,
    "max_drawdown":0.00011099200857435567,
    "excess_max_drawdown":0.1633139087310156,
    "excess_returns":-0.1633139087310157,
    "excess_annual_returns":-0.15596322806296992,
    "win_rate":0.47547169811320755,
    "total_value":1000223.8,
    "cash":999119.8,
    "total_returns":0.00022380000000010725,
    "annualized_returns":0.0002128199638995465,
    "unit_net_value":1.0002238
}