[trades]
DataFrame
{"shape":[2,13],"dtypes":{"datetime":"object","trading_datetime":"object","order_book_id":"object","symbol":"object","side":"object","position_effect":"object","exec_id":"int64","tax":"int64","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
2016-06-01 15:00:00,2016-06-01 15:00:00,2016-06-01 15:00:00,510050.XSHG,华夏上证50ETF,BUY,OPEN,17575569970081,0,565.488,330000,2.142,17575569970286,565.488
2016-06-01 15:00:00,2016-06-01 15:00:00,2016-06-01 15:00:00,IH88,上证期货主力连续,SELL,OPEN,17575569970082,0,16.139376000000002,1,2126.4,17575569970287,16.139376000000002

[stock_positions]
DataFrame
{"shape":[84,6],"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
2016-06-01 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.142,2.142,706860.0
2016-06-02 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.14,2.142,706200.0
2016-06-03 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.154,2.142,710820.0
2016-06-06 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.141,2.142,706530.0
2016-06-07 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.143,2.142,707190.0
2016-06-08 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.139,2.142,705870.0
2016-06-13 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.088,2.142,689040.0
2016-06-14 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.101,2.142,693330.0
2016-06-15 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.109,2.142,695970.0
2016-06-16 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.102,2.142,693660.0
2016-06-17 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.109,2.142,695970.0
2016-06-20 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.114,2.142,697620.0
2016-06-21 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.112,2.142,696960.0
2016-06-22 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.124,2.142,700920.0
2016-06-23 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.116,2.142,698280.0
2016-06-24 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.09,2.142,689700.0
2016-06-27 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.111,2.142,696630.0
2016-06-28 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.117,2.142,698610.0
2016-06-29 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.135,2.142,704550.0
2016-06-30 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.136,2.142,704880.0
2016-07-01 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.142,2.142,706860.0
2016-07-04 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.177,2.142,718410.0
2016-07-05 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.185,2.142,721050.0
2016-07-06 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.184,2.142,720720.0
2016-07-07 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.189,2.142,722370.0
2016-07-08 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.177,2.142,718410.0
2016-07-11 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.188,2.142,722040.0
2016-07-12 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.233,2.142,736890.0
2016-07-13 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.236,2.142,737880.0
2016-07-14 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.233,2.142,736890.0
2016-07-15 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.236,2.142,737880.0
2016-07-18 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.228,2.142,735240.0
2016-07-19 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.216,2.142,731280.0
2016-07-20 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.209,2.142,728970.0
2016-07-21 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.22,2.142,732600.0
2016-07-22 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.2,2.142,726000.0
2016-07-25 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.201,2.142,726330.0
2016-07-26 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.227,2.142,734910.0
2016-07-27 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.215,2.142,730950.0
2016-07-28 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.211,2.142,729630.0
2016-07-29 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.201,2.142,726330.0
2016-08-01 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.19,2.142,722700.0
2016-08-02 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.19,2.142,722700.0
2016-08-03 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.188,2.142,722040.0
2016-08-04 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.186,2.142,721380.0
2016-08-05 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.195,2.142,724350.0
2016-08-08 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.204,2.142,727320.0
2016-08-09 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.221,2.142,732930.0
2016-08-10 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.216,2.142,731280.0
2016-08-11 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.223,2.142,733590.0
2016-08-12 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.272,2.142,749760.0
2016-08-15 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.336,2.142,770880.0
2016-08-16 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.306,2.142,760980.0
2016-08-17 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.3,2.142,759000.0
2016-08-18 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.29,2.142,755700.0
2016-08-19 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.301,2.142,759330.0
2016-08-22 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.287,2.142,754710.0
2016-08-23 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.29,2.142,755700.0
2016-08-24 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.28,2.142,752400.0
2016-08-25 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.269,2.142,748770.0
2016-08-26 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.267,2.142,748110.0
2016-08-29 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.265,2.142,747450.0
2016-08-30 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.276,2.142,751080.0
2016-08-31 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.284,2.142,753720.0
2016-09-01 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.268,2.142,748440.0
2016-09-02 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.279,2.142,752070.0
2016-09-05 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.28,2.142,752400.0
2016-09-06 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.286,2.142,754380.0
2016-09-07 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.29,2.142,755700.0
2016-09-08 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.29,2.142,755700.0
2016-09-09 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.28,2.142,752400.0
2016-09-12 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.25,2.142,742500.0
2016-09-13 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.242,2.142,739860.0
2016-09-14 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.229,2.142,735570.0
2016-09-19 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.242,2.142,739860.0
2016-09-20 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.239,2.142,738870.0
2016-09-21 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.243,2.142,740190.0
2016-09-22 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.255,2.142,744150.0
2016-09-23 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.249,2.142,742170.0
2016-09-26 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.222,2.142,733260.0
2016-09-27 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.229,2.142,735570.0
2016-09-28 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.219,2.142,732270.0
2016-09-29 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.23,2.142,735900.0
2016-09-30 00:00:00,510050.XSHG,华夏上证50ETF,330000.0,2.235,2.142,737550.0

[future_positions]
DataFrame
{"shape":[84,10],"dtypes":{"order_book_id":"object","symbol":"object","margin":"float64","contract_multiplier":"float64","last_price":"float64","SHORT_pnl":"float64","SHORT_margin":"float64","SHORT_market_value":"float64","SHORT_quantity":"float64","SHORT_avg_open_price":"float64"},"index_dtype":"datetime64[ns]","index_name":"date","columns":["order_book_id","symbol","margin","contract_multiplier","last_price","SHORT_pnl","SHORT_margin","SHORT_market_value","SHORT_quantity","SHORT_avg_open_price"]}
,order_book_id,symbol,margin,contract_multiplier,last_price,SHORT_pnl,SHORT_margin,SHORT_market_value,SHORT_quantity,SHORT_avg_open_price
2016-06-01 00:00:00,IH88,上证期货主力连续,76550.4,300.0,2126.4,-0.0,76550.4,637920.0,1.0,2126.4
2016-06-02 00:00:00,IH88,上证期货主力连续,76557.6,300.0,2126.6,-0.0,76557.6,637980.0,1.0,2126.6
2016-06-03 00:00:00,IH88,上证期货主力连续,77140.8,300.0,2142.8,-0.0,77140.8,642840.0,1.0,2142.8
2016-06-06 00:00:00,IH88,上证期货主力连续,76672.8,300.0,2129.8,-0.0,76672.8,638940.0,1.0,2129.8
2016-06-07 00:00:00,IH88,上证期货主力连续,76773.6,300.0,2132.6,-0.0,76773.6,639780.0,1.0,2132.6
2016-06-08 00:00:00,IH88,上证期货主力连续,76586.4,300.0,2127.4,-0.0,76586.4,638220.0,1.0,2127.4
2016-06-13 00:00:00,IH88,上证期货主力连续,74181.6,300.0,2060.6,-0.0,74181.6,618180.0,1.0,2060.6
2016-06-14 00:00:00,IH88,上证期货主力连续,75024.0,300.0,2084.0,-0.0,75024.0,625200.0,1.0,2084.0
2016-06-15 00:00:00,IH88,上证期货主力连续,75333.6,300.0,2092.6,-0.0,75333.6,627780.0,1.0,2092.6
2016-06-16 00:00:00,IH88,上证期货主力连续,73929.6,300.0,2053.6,-0.0,73929.6,616080.0,1.0,2053.6
2016-06-17 00:00:00,IH88,上证期货主力连续,74340.0,300.0,2065.0,-0.0,74340.0,619500.0,1.0,2065.0
2016-06-20 00:00:00,IH88,上证期货主力连续,74484.0,300.0,2069.0,-0.0,74484.0,620700.0,1.0,2069.0
2016-06-21 00:00:00,IH88,上证期货主力连续,74476.8,300.0,2068.8,-0.0,74476.8,620640.0,1.0,2068.8
2016-06-22 00:00:00,IH88,上证期货主力连续,74880.0,300.0,2080.0,-0.0,74880.0,624000.0,1.0,2080.0
2016-06-23 00:00:00,IH88,上证期货主力连续,74671.2,300.0,2074.2,-0.0,74671.2,622260.0,1.0,2074.2
2016-06-24 00:00:00,IH88,上证期货主力连续,73692.0,300.0,2047.0,-0.0,73692.0,614100.0,1.0,2047.0
2016-06-27 00:00:00,IH88,上证期货主力连续,74613.6,300.0,2072.6,-0.0,74613.6,621780.0,1.0,2072.6
2016-06-28 00:00:00,IH88,上证期货主力连续,74829.6,300.0,2078.6,-0.0,74829.6,623580.0,1.0,2078.6
2016-06-29 00:00:00,IH88,上证期货主力连续,75592.8,300.0,2099.8,-0.0,75592.8,629940.0,1.0,2099.8
2016-06-30 00:00:00,IH88,上证期货主力连续,75628.8,300.0,2100.8,-0.0,75628.8,630240.0,1.0,2100.8
2016-07-01 00:00:00,IH88,上证期货主力连续,75780.0,300.0,2105.0,-0.0,75780.0,631500.0,1.0,2105.0
2016-07-04 00:00:00,IH88,上证期货主力连续,76996.8,300.0,2138.8,-0.0,76996.8,641640.0,1.0,2138.8
2016-07-05 00:00:00,IH88,上证期货主力连续,77241.6,300.0,2145.6,-0.0,77241.6,643680.0,1.0,2145.6
2016-07-06 00:00:00,IH88,上证期货主力连续,77191.2,300.0,2144.2,-0.0,77191.2,643260.0,1.0,2144.2
2016-07-07 00:00:00,IH88,上证期货主力连续,77248.8,300.0,2145.8,-0.0,77248.8,643740.0,1.0,2145.8
2016-07-08 00:00:00,IH88,上证期货主力连续,76960.8,300.0,2137.8,-0.0,76960.8,641340.0,1.0,2137.8
2016-07-11 00:00:00,IH88,上证期货主力连续,77256.0,300.0,2146.0,-0.0,77256.0,643800.0,1.0,2146.0
2016-07-12 00:00:00,IH88,上证期货主力连续,78962.4,300.0,2193.4,-0.0,78962.4,658020.0,1.0,2193.4
2016-07-13 00:00:00,IH88,上证期货主力连续,78912.0,300.0,2192.0,-0.0,78912.0,657600.0,1.0,2192.0
2016-07-14 00:00:00,IH88,上证期货主力连续,78926.4,300.0,2192.4,-0.0,78926.4,657720.0,1.0,2192.4
2016-07-15 00:00:00,IH88,上证期货主力连续,78724.8,300.0,2186.8,-0.0,78724.8,656040.0,1.0,2186.8
2016-07-18 00:00:00,IH88,上证期货主力连续,78386.4,300.0,2177.4,-0.0,78386.4,653220.0,1.0,2177.4
2016-07-19 00:00:00,IH88,上证期货主力连续,77760.0,300.0,2160.0,-0.0,77760.0,648000.0,1.0,2160.0
2016-07-20 00:00:00,IH88,上证期货主力连续,77522.4,300.0,2153.4,-0.0,77522.4,646020.0,1.0,2153.4
2016-07-21 00:00:00,IH88,上证期货主力连续,78026.4,300.0,2167.4,-0.0,78026.4,650220.0,1.0,2167.4
2016-07-22 00:00:00,IH88,上证期货主力连续,77234.4,300.0,2145.4,-0.0,77234.4,643620.0,1.0,2145.4
2016-07-25 00:00:00,IH88,上证期货主力连续,77342.4,300.0,2148.4,-0.0,77342.4,644520.0,1.0,2148.4
2016-07-26 00:00:00,IH88,上证期货主力连续,78321.6,300.0,2175.6,-0.0,78321.6,652680.0,1.0,2175.6
2016-07-27 00:00:00,IH88,上证期货主力连续,77508.0,300.0,2153.0,-0.0,77508.0,645900.0,1.0,2153.0
2016-07-28 00:00:00,IH88,上证期货主力连续,77752.8,300.0,2159.8,-0.0,77752.8,647940.0,1.0,2159.8
2016-07-29 00:00:00,IH88,上证期货主力连续,77472.0,300.0,2152.0,-0.0,77472.0,645600.0,1.0,2152.0
2016-08-01 00:00:00,IH88,上证期货主力连续,76960.8,300.0,2137.8,-0.0,76960.8,641340.0,1.0,2137.8
2016-08-02 00:00:00,IH88,上证期货主力连续,77004.0,300.0,2139.0,-0.0,77004.0,641700.0,1.0,2139.0
2016-08-03 00:00:00,IH88,上证期货主力连续,76924.8,300.0,2136.8,-0.0,76924.8,641040.0,1.0,2136.8
2016-08-04 00:00:00,IH88,上证期货主力连续,76917.6,300.0,2136.6,-0.0,76917.6,640980.0,1.0,2136.6
2016-08-05 00:00:00,IH88,上证期货主力连续,77133.6,300.0,2142.6,-0.0,77133.6,642780.0,1.0,2142.6
2016-08-08 00:00:00,IH88,上证期货主力连续,77472.0,300.0,2152.0,-0.0,77472.0,645600.0,1.0,2152.0
2016-08-09 00:00:00,IH88,上证期货主力连续,77983.2,300.0,2166.2,-0.0,77983.2,649860.0,1.0,2166.2
2016-08-10 00:00:00,IH88,上证期货主力连续,78012.0,300.0,2167.0,-0.0,78012.0,650100.0,1.0,2167.0
2016-08-11 00:00:00,IH88,上证期货主力连续,78220.8,300.0,2172.8,-0.0,78220.8,651840.0,1.0,2172.8
2016-08-12 00:00:00,IH88,上证期货主力连续,79732.8,300.0,2214.8,-0.0,79732.8,664440.0,1.0,2214.8
2016-08-15 00:00:00,IH88,上证期货主力连续,82087.2,300.0,2280.2,-0.0,82087.2,684060.0,1.0,2280.2
2016-08-16 00:00:00,IH88,上证期货主力连续,81309.6,300.0,2258.6,-0.0,81309.6,677580.0,1.0,2258.6
2016-08-17 00:00:00,IH88,上证期货主力连续,81007.2,300.0,2250.2,-0.0,81007.2,675060.0,1.0,2250.2
2016-08-18 00:00:00,IH88,上证期货主力连续,80604.0,300.0,2239.0,-0.0,80604.0,671700.0,1.0,2239.0
2016-08-19 00:00:00,IH88,上证期货主力连续,80776.8,300.0,2243.8,-0.0,80776.8,673140.0,1.0,2243.8
2016-08-22 00:00:00,IH88,上证期货主力连续,80388.0,300.0,2233.0,-0.0,80388.0,669900.0,1.0,2233.0
2016-08-23 00:00:00,IH88,上证期货主力连续,80460.0,300.0,2235.0,-0.0,80460.0,670500.0,1.0,2235.0
2016-08-24 00:00:00,IH88,上证期货主力连续,80107.2,300.0,2225.2,-0.0,80107.2,667560.0,1.0,2225.2
2016-08-25 00:00:00,IH88,上证期货主力连续,79639.2,300.0,2212.2,-0.0,79639.2,663660.0,1.0,2212.2
2016-08-26 00:00:00,IH88,上证期货主力连续,79596.0,300.0,2211.0,-0.0,79596.0,663300.0,1.0,2211.0
2016-08-29 00:00:00,IH88,上证期货主力连续,79387.2,300.0,2205.2,-0.0,79387.2,661560.0,1.0,2205.2
2016-08-30 00:00:00,IH88,上证期货主力连续,79891.2,300.0,2219.2,-0.0,79891.2,665760.0,1.0,2219.2
2016-08-31 00:00:00,IH88,上证期货主力连续,80143.2,300.0,2226.2,-0.0,80143.2,667860.0,1.0,2226.2
2016-09-01 00:00:00,IH88,上证期货主力连续,79617.6,300.0,2211.6,-0.0,79617.6,663480.0,1.0,2211.6
2016-09-02 00:00:00,IH88,上证期货主力连续,79876.8,300.0,2218.8,-0.0,79876.8,665640.0,1.0,2218.8
2016-09-05 00:00:00,IH88,上证期货主力连续,79941.6,300.0,2220.6,-0.0,79941.6,666180.0,1.0,2220.6
2016-09-06 00:00:00,IH88,上证期货主力连续,80280.0,300.0,2230.0,-0.0,80280.0,669000.0,1.0,2230.0
2016-09-07 00:00:00,IH88,上证期货主力连续,80424.0,300.0,2234.0,-0.0,80424.0,670200.0,1.0,2234.0
2016-09-08 00:00:00,IH88,上证期货主力连续,80301.6,300.0,2230.6,-0.0,80301.6,669180.0,1.0,2230.6
2016-09-09 00:00:00,IH88,上证期货主力连续,80092.8,300.0,2224.8,-0.0,80092.8,667440.0,1.0,2224.8
2016-09-12 00:00:00,IH88,上证期货主力连续,78753.6,300.0,2187.6,-0.0,78753.6,656280.0,1.0,2187.6
2016-09-13 00:00:00,IH88,上证期货主力连续,78696.0,300.0,2186.0,-0.0,78696.0,655800.0,1.0,2186.0
2016-09-14 00:00:00,IH88,上证期货主力连续,77544.0,300.0,2154.0,-0.0,77544.0,646200.0,1.0,2154.0
2016-09-19 00:00:00,IH88,上证期货主力连续,78220.8,300.0,2172.8,-0.0,78220.8,651840.0,1.0,2172.8
2016-09-20 00:00:00,IH88,上证期货主力连续,78206.4,300.0,2172.4,-0.0,78206.4,651720.0,1.0,2172.4
2016-09-21 00:00:00,IH88,上证期货主力连续,78357.6,300.0,2176.6,-0.0,78357.6,652980.0,1.0,2176.6
2016-09-22 00:00:00,IH88,上证期货主力连续,78825.6,300.0,2189.6,-0.0,78825.6,656880.0,1.0,2189.6
2016-09-23 00:00:00,IH88,上证期货主力连续,78638.4,300.0,2184.4,-0.0,78638.4,655320.0,1.0,2184.4
2016-09-26 00:00:00,IH88,上证期货主力连续,77788.8,300.0,2160.8,-0.0,77788.8,648240.0,1.0,2160.8
2016-09-27 00:00:00,IH88,上证期货主力连续,78055.2,300.0,2168.2,-0.0,78055.2,650460.0,1.0,2168.2
2016-09-28 00:00:00,IH88,上证期货主力连续,77896.8,300.0,2163.8,-0.0,77896.8,649140.0,1.0,2163.8
2016-09-29 00:00:00,IH88,上证期货主力连续,78242.4,300.0,2173.4,-0.0,78242.4,652020.0,1.0,2173.4
2016-09-30 00:00:00,IH88,上证期货主力连续,78314.4,300.0,2175.4,-0.0,78314.4,652620.0,1.0,2175.4

[stock_account]
DataFrame
{"shape":[84,4],"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
2016-06-01 00:00:00,292574.512,565.488,706860.0,999434.512
2016-06-02 00:00:00,292574.512,0.0,706200.0,998774.512
2016-06-03 00:00:00,292574.512,0.0,710820.0,1003394.512
2016-06-06 00:00:00,292574.512,0.0,706530.0,999104.512
2016-06-07 00:00:00,292574.512,0.0,707190.0,999764.512
2016-06-08 00:00:00,292574.512,0.0,705870.0,998444.512
2016-06-13 00:00:00,292574.512,0.0,689040.0,981614.512
2016-06-14 00:00:00,292574.512,0.0,693330.0,985904.512
2016-06-15 00:00:00,292574.512,0.0,695970.0,988544.512
2016-06-16 00:00:00,292574.512,0.0,693660.0,986234.512
2016-06-17 00:00:00,292574.512,0.0,695970.0,988544.512
2016-06-20 00:00:00,292574.512,0.0,697620.0,990194.512
2016-06-21 00:00:00,292574.512,0.0,696960.0,989534.512
2016-06-22 00:00:00,292574.512,0.0,700920.0,993494.512
2016-06-23 00:00:00,292574.512,0.0,698280.0,990854.512
2016-06-24 00:00:00,292574.512,0.0,689700.0,982274.512
2016-06-27 00:00:00,292574.512,0.0,696630.0,989204.512
2016-06-28 00:00:00,292574.512,0.0,698610.0,991184.512
2016-06-29 00:00:00,292574.512,0.0,704550.0,997124.512
2016-06-30 00:00:00,292574.512,0.0,704880.0,997454.512
2016-07-01 00:00:00,292574.512,0.0,706860.0,999434.512
2016-07-04 00:00:00,292574.512,0.0,718410.0,1010984.512
2016-07-05 00:00:00,292574.512,0.0,721050.0,1013624.512
2016-07-06 00:00:00,292574.512,0.0,720720.0,1013294.512
2016-07-07 00:00:00,292574.512,0.0,722370.0,1014944.512
2016-07-08 00:00:00,292574.512,0.0,718410.0,1010984.512
2016-07-11 00:00:00,292574.512,0.0,722040.0,1014614.512
2016-07-12 00:00:00,292574.512,0.0,736890.0,1029464.512
2016-07-13 00:00:00,292574.512,0.0,737880.0,1030454.512
2016-07-14 00:00:00,292574.512,0.0,736890.0,1029464.512
2016-07-15 00:00:00,292574.512,0.0,737880.0,1030454.512
2016-07-18 00:00:00,292574.512,0.0,735240.0,1027814.512
2016-07-19 00:00:00,292574.512,0.0,731280.0,1023854.512
2016-07-20 00:00:00,292574.512,0.0,728970.0,1021544.512
2016-07-21 00:00:00,292574.512,0.0,732600.0,1025174.512
2016-07-22 00:00:00,292574.512,0.0,726000.0,1018574.512
2016-07-25 00:00:00,292574.512,0.0,726330.0,1018904.512
2016-07-26 00:00:00,292574.512,0.0,734910.0,1027484.512
2016-07-27 00:00:00,292574.512,0.0,730950.0,1023524.512
2016-07-28 00:00:00,292574.512,0.0,729630.0,1022204.512
2016-07-29 00:00:00,292574.512,0.0,726330.0,1018904.512
2016-08-01 00:00:00,292574.512,0.0,722700.0,1015274.512
2016-08-02 00:00:00,292574.512,0.0,722700.0,1015274.512
2016-08-03 00:00:00,292574.512,0.0,722040.0,1014614.512
2016-08-04 00:00:00,292574.512,0.0,721380.0,1013954.512
2016-08-05 00:00:00,292574.512,0.0,724350.0,1016924.512
2016-08-08 00:00:00,292574.512,0.0,727320.0,1019894.512
2016-08-09 00:00:00,292574.512,0.0,732930.0,1025504.512
2016-08-10 00:00:00,292574.512,0.0,731280.0,1023854.512
2016-08-11 00:00:00,292574.512,0.0,733590.0,1026164.512
2016-08-12 00:00:00,292574.512,0.0,749760.0,1042334.512
2016-08-15 00:00:00,292574.512,0.0,770880.0,1063454.512
2016-08-16 00:00:00,292574.512,0.0,760980.0,1053554.512
2016-08-17 00:00:00,292574.512,0.0,759000.0,1051574.512
2016-08-18 00:00:00,292574.512,0.0,755700.0,1048274.512
2016-08-19 00:00:00,292574.512,0.0,759330.0,1051904.512
2016-08-22 00:00:00,292574.512,0.0,754710.0,1047284.512
2016-08-23 00:00:00,292574.512,0.0,755700.0,1048274.512
2016-08-24 00:00:00,292574.512,0.0,752400.0,1044974.512
2016-08-25 00:00:00,292574.512,0.0,748770.0,1041344.512
2016-08-26 00:00:00,292574.512,0.0,748110.0,1040684.512
2016-08-29 00:00:00,292574.512,0.0,747450.0,1040024.512
2016-08-30 00:00:00,292574.512,0.0,751080.0,1043654.512
2016-08-31 00:00:00,292574.512,0.0,753720.0,1046294.512
2016-09-01 00:00:00,292574.512,0.0,748440.0,1041014.512
2016-09-02 00:00:00,292574.512,0.0,752070.0,1044644.512
2016-09-05 00:00:00,292574.512,0.0,752400.0,1044974.512
2016-09-06 00:00:00,292574.512,0.0,754380.0,1046954.512
2016-09-07 00:00:00,292574.512,0.0,755700.0,1048274.512
2016-09-08 00:00:00,292574.512,0.0,755700.0,1048274.512
2016-09-09 00:00:00,292574.512,0.0,752400.0,1044974.512
2016-09-12 00:00:00,292574.512,0.0,742500.0,1035074.512
2016-09-13 00:00:00,292574.512,0.0,739860.0,1032434.512
2016-09-14 00:00:00,292574.512,0.0,735570.0,1028144.512
2016-09-19 00:00:00,292574.512,0.0,739860.0,1032434.512
2016-09-20 00:00:00,292574.512,0.0,738870.0,1031444.512
2016-09-21 00:00:00,292574.512,0.0,740190.0,1032764.512
2016-09-22 00:00:00,292574.512,0.0,744150.0,1036724.512
2016-09-23 00:00:00,292574.512,0.0,742170.0,1034744.512
2016-09-26 00:00:00,292574.512,0.0,733260.0,1025834.512
2016-09-27 00:00:00,292574.512,0.0,735570.0,1028144.512
2016-09-28 00:00:00,292574.512,0.0,732270.0,1024844.512
2016-09-29 00:00:00,292574.512,0.0,735900.0,1028474.512
2016-09-30 00:00:00,292574.512,0.0,737550.0,1030124.512

[future_account]
DataFrame
{"shape":[84,8],"dtypes":{"cash":"float64","transaction_cost":"float64","market_value":"float64","total_value":"float64","position_pnl":"float64","trading_pnl":"float64","daily_pnl":"float64","margin":"float64"},"index_dtype":"datetime64[ns]","index_name":"date","columns":["cash","transaction_cost","market_value","total_value","position_pnl","trading_pnl","daily_pnl","margin"]}
,cash,transaction_cost,market_value,total_value,position_pnl,trading_pnl,daily_pnl,margin
2016-06-01 00:00:00,923433.4606,16.1394,-637920.0,999983.8606,0.0,0.0,-16.1394,76550.4
2016-06-02 00:00:00,923366.2606,0.0,-637980.0,999923.8606,-60.0,0.0,-60.0,76557.6
2016-06-03 00:00:00,917923.0606,0.0,-642840.0,995063.8606,-4860.0,0.0,-4860.0,77140.8
2016-06-06 00:00:00,922291.0606,0.0,-638940.0,998963.8606,3900.0,0.0,3900.0,76672.8
2016-06-07 00:00:00,921350.2606,0.0,-639780.0,998123.8606,-840.0,0.0,-840.0,76773.6
2016-06-08 00:00:00,923097.4606,0.0,-638220.0,999683.8606,1560.0,0.0,1560.0,76586.4
2016-06-13 00:00:00,945542.2606,0.0,-618180.0,1019723.8606,20040.0,0.0,20040.0,74181.6
2016-06-14 00:00:00,937679.8606,0.0,-625200.0,1012703.8606,-7020.0,0.0,-7020.0,75024.0
2016-06-15 00:00:00,934790.2606,0.0,-627780.0,1010123.8606,-2580.0,0.0,-2580.0,75333.6
2016-06-16 00:00:00,947894.2606,0.0,-616080.0,1021823.8606,11700.0,0.0,11700.0,73929.6
2016-06-17 00:00:00,944063.8606,0.0,-619500.0,1018403.8606,-3420.0,0.0,-3420.0,74340.0
2016-06-20 00:00:00,942719.8606,0.0,-620700.0,1017203.8606,-1200.0,0.0,-1200.0,74484.0
2016-06-21 00:00:00,942787.0606,0.0,-620640.0,1017263.8606,60.0,0.0,60.0,74476.8
2016-06-22 00:00:00,939023.8606,0.0,-624000.0,1013903.8606,-3360.0,0.0,-3360.0,74880.0
2016-06-23 00:00:00,940972.6606,0.0,-622260.0,1015643.8606,1740.0,0.0,1740.0,74671.2
2016-06-24 00:00:00,950111.8606,0.0,-614100.0,1023803.8606,8160.0,0.0,8160.0,73692.0
2016-06-27 00:00:00,941510.2606,0.0,-621780.0,1016123.8606,-7680.0,0.0,-7680.0,74613.6
2016-06-28 00:00:00,939494.2606,0.0,-623580.0,1014323.8606,-1800.0,0.0,-1800.0,74829.6
2016-06-29 00:00:00,932371.0606,0.0,-629940.0,1007963.8606,-6360.0,0.0,-6360.0,75592.8
2016-06-30 00:00:00,932035.0606,0.0,-630240.0,1007663.8606,-300.0,0.0,-300.0,75628.8
2016-07-01 00:00:00,930623.8606,0.0,-631500.0,1006403.8606,-1260.0,0.0,-1260.0,75780.0
2016-07-04 00:00:00,919267.0606,0.0,-641640.0,996263.8606,-10140.0,0.0,-10140.0,76996.8
2016-07-05 00:00:00,916982.2606,0.0,-643680.0,994223.8606,-2040.0,0.0,-2040.0,77241.6
2016-07-06 00:00:00,917452.6606,0.0,-643260.0,994643.8606,420.0,0.0,420.0,77191.2
2016-07-07 00:00:00,916915.0606,0.0,-643740.0,994163.8606,-480.0,0.0,-480.0,77248.8
2016-07-08 00:00:00,919603.0606,0.0,-641340.0,996563.8606,2400.0,0.0,2400.0,76960.8
2016-07-11 00:00:00,916847.8606,0.0,-643800.0,994103.8606,-2460.0,0.0,-2460.0,77256.0
2016-07-12 00:00:00,900921.4606,0.0,-658020.0,979883.8606,-14220.0,0.0,-14220.0,78962.4
2016-07-13 00:00:00,901391.8606,0.0,-657600.0,980303.8606,420.0,0.0,420.0,78912.0
2016-07-14 00:00:00,901257.4606,0.0,-657720.0,980183.8606,-120.0,0.0,-120.0,78926.4
2016-07-15 00:00:00,903139.0606,0.0,-656040.0,981863.8606,1680.0,0.0,1680.0,78724.8
2016-07-18 00:00:00,906297.4606,0.0,-653220.0,984683.8606,2820.0,0.0,2820.0,78386.4
2016-07-19 00:00:00,912143.8606,0.0,-648000.0,989903.8606,5220.0,0.0,5220.0,77760.0
2016-07-20 00:00:00,914361.4606,0.0,-646020.0,991883.8606,1980.0,0.0,1980.0,77522.4
2016-07-21 00:00:00,909657.4606,0.0,-650220.0,987683.8606,-4200.0,0.0,-4200.0,78026.4
2016-07-22 00:00:00,917049.4606,0.0,-643620.0,994283.8606,6600.0,0.0,6600.0,77234.4
2016-07-25 00:00:00,916041.4606,0.0,-644520.0,993383.8606,-900.0,0.0,-900.0,77342.4
2016-07-26 00:00:00,906902.2606,0.0,-652680.0,985223.8606,-8160.0,0.0,-8160.0,78321.6
2016-07-27 00:00:00,914495.8606,0.0,-645900.0,992003.8606,6780.0,0.0,6780.0,77508.0
2016-07-28 00:00:00,912211.0606,0.0,-647940.0,989963.8606,-2040.0,0.0,-2040.0,77752.8
2016-07-29 00:00:00,914831.8606,0.0,-645600.0,992303.8606,2340.0,0.0,2340.0,77472.0
2016-08-01 00:00:00,919603.0606,0.0,-641340.0,996563.8606,4260.0,0.0,4260.0,76960.8
2016-08-02 00:00:00,919199.8606,0.0,-641700.0,996203.8606,-360.0,0.0,-360.0,77004.0
2016-08-03 00:00:00,919939.0606,0.0,-641040.0,996863.8606,660.0,0.0,660.0,76924.8
2016-08-04 00:00:00,920006.2606,0.0,-640980.0,996923.8606,60.0,0.0,60.0,76917.6
2016-08-05 00:00:00,917990.2606,0.0,-642780.0,995123.8606,-1800.0,0.0,-1800.0,77133.6
2016-08-08 00:00:00,914831.8606,0.0,-645600.0,992303.8606,-2820.0,0.0,-2820.0,77472.0
2016-08-09 00:00:00,910060.6606,0.0,-649860.0,988043.8606,-4260.0,0.0,-4260.0,77983.2
2016-08-10 00:00:00,909791.8606,0.0,-650100.0,987803.8606,-240.0,0.0,-240.0,78012.0
2016-08-11 00:00:00,907843.0606,0.0,-651840.0,986063.8606,-1740.0,0.0,-1740.0,78220.8
2016-08-12 00:00:00,893731.0606,0.0,-664440.0,973463.8606,-12600.0,0.0,-12600.0,79732.8
2016-08-15 00:00:00,871756.6606,0.0,-684060.0,953843.8606,-19620.0,0.0,-19620.0,82087.2
2016-08-16 00:00:00,879014.2606,0.0,-677580.0,960323.8606,6480.0,0.0,6480.0,81309.6
2016-08-17 00:00:00,881836.6606,0.0,-675060.0,962843.8606,2520.0,0.0,2520.0,81007.2
2016-08-18 00:00:00,885599.8606,0.0,-671700.0,966203.8606,3360.0,0.0,3360.0,80604.0
2016-08-19 00:00:00,883987.0606,0.0,-673140.0,964763.8606,-1440.0,0.0,-1440.0,80776.8
2016-08-22 00:00:00,887615.8606,0.0,-669900.0,968003.8606,3240.0,0.0,3240.0,80388.0
2016-08-23 00:00:00,886943.8606,0.0,-670500.0,967403.8606,-600.0,0.0,-600.0,80460.0
2016-08-24 00:00:00,890236.6606,0.0,-667560.0,970343.8606,2940.0,0.0,2940.0,80107.2
2016-08-25 00:00:00,894604.6606,0.0,-663660.0,974243.8606,3900.0,0.0,3900.0,79639.2
2016-08-26 00:00:00,895007.8606,0.0,-663300.0,974603.8606,360.0,0.0,360.0,79596.0
2016-08-29 00:00:00,896956.6606,0.0,-661560.0,976343.8606,1740.0,0.0,1740.0,79387.2
2016-08-30 00:00:00,892252.6606,0.0,-665760.0,972143.8606,-4200.0,0.0,-4200.0,79891.2
2016-08-31 00:00:00,889900.6606,0.0,-667860.0,970043.8606,-2100.0,0.0,-2100.0,80143.2
2016-09-01 00:00:00,894806.2606,0.0,-663480.0,974423.8606,4380.0,0.0,4380.0,79617.6
2016-09-02 00:00:00,892387.0606,0.0,-665640.0,972263.8606,-2160.0,0.0,-2160.0,79876.8
2016-09-05 00:00:00,891782.2606,0.0,-666180.0,971723.8606,-540.0,0.0,-540.0,79941.6
2016-09-06 00:00:00,888623.8606,0.0,-669000.0,968903.8606,-2820.0,0.0,-2820.0,80280.0
2016-09-07 00:00:00,887279.8606,0.0,-670200.0,967703.8606,-1200.0,0.0,-1200.0,80424.0
2016-09-08 00:00:00,888422.2606,0.0,-669180.0,968723.8606,1020.0,0.0,1020.0,80301.6
2016-09-09 00:00:00,890371.0606,0.0,-667440.0,970463.8606,1740.0,0.0,1740.0,80092.8
2016-09-12 00:00:00,902870.2606,0.0,-656280.0,981623.8606,11160.0,0.0,11160.0,78753.6
2016-09-13 00:00:00,903407.8606,0.0,-655800.0,982103.8606,480.0,0.0,480.0,78696.0
2016-09-14 00:00:00,914159.8606,0.0,-646200.0,991703.8606,9600.0,0.0,9600.0,77544.0
2016-09-19 00:00:00,907843.0606,0.0,-651840.0,986063.8606,-5640.0,0.0,-5640.0,78220.8
2016-09-20 00:00:00,907977.4606,0.0,-651720.0,986183.8606,120.0,0.0,120.0,78206.4
2016-09-21 00:00:00,906566.2606,0.0,-652980.0,984923.8606,-1260.0,0.0,-1260.0,78357.6
2016-09-22 00:00:00,902198.2606,0.0,-656880.0,981023.8606,-3900.0,0.0,-3900.0,78825.6
2016-09-23 00:00:00,903945.4606,0.0,-655320.0,982583.8606,1560.0,0.0,1560.0,78638.4
2016-09-26 00:00:00,911875.0606,0.0,-648240.0,989663.8606,7080.0,0.0,7080.0,77788.8
2016-09-27 00:00:00,909388.6606,0.0,-650460.0,987443.8606,-2220.0,0.0,-2220.0,78055.2
2016-09-28 00:00:00,910867.0606,0.0,-649140.0,988763.8606,1320.0,0.0,1320.0,77896.8
2016-09-29 00:00:00,907641.4606,0.0,-652020.0,985883.8606,-2880.0,0.0,-2880.0,78242.4
2016-09-30 00:00:00,906969.4606,0.0,-652620.0,985283.8606,-600.0,0.0,-600.0,78314.4

[portfolio]
DataFrame
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,cash,total_value,market_value,unit_net_value,units,static_unit_net_value
2016-06-01 00:00:00,1216007.9726,1999418.3726,68940.0,0.999709,2000000.0,1.0
2016-06-02 00:00:00,1215940.7726,1998698.3726,68220.0,0.999349,2000000.0,0.9997
2016-06-03 00:00:00,1210497.5726,1998458.3726,67980.0,0.999229,2000000.0,0.9993
2016-06-06 00:00:00,1214865.5726,1998068.3726,67590.0,0.999034,2000000.0,0.9992
2016-06-07 00:00:00,1213924.7726,1997888.3726,67410.0,0.998944,2000000.0,0.999
2016-06-08 00:00:00,1215671.9726,1998128.3726,67650.0,0.999064,2000000.0,0.9989
2016-06-13 00:00:00,1238116.7726,2001338.3726,70860.0,1.000669,2000000.0,0.9991
2016-06-14 00:00:00,1230254.3726,1998608.3726,68130.0,0.999304,2000000.0,1.0007
2016-06-15 00:00:00,1227364.7726,1998668.3726,68190.0,0.999334,2000000.0,0.9993
2016-06-16 00:00:00,1240468.7726,2008058.3726,77580.0,1.004029,2000000.0,0.9993
2016-06-17 00:00:00,1236638.3726,2006948.3726,76470.0,1.003474,2000000.0,1.004
2016-06-20 00:00:00,1235294.3726,2007398.3726,76920.0,1.003699,2000000.0,1.0035
2016-06-21 00:00:00,1235361.5726,2006798.3726,76320.0,1.003399,2000000.0,1.0037
2016-06-22 00:00:00,1231598.3726,2007398.3726,76920.0,1.003699,2000000.0,1.0034
2016-06-23 00:00:00,1233547.1726,2006498.3726,76020.0,1.003249,2000000.0,1.0037
2016-06-24 00:00:00,1242686.3726,2006078.3726,75600.0,1.003039,2000000.0,1.0032
2016-06-27 00:00:00,1234084.7726,2005328.3726,74850.0,1.002664,2000000.0,1.003
2016-06-28 00:00:00,1232068.7726,2005508.3726,75030.0,1.002754,2000000.0,1.0027
2016-06-29 00:00:00,1224945.5726,2005088.3726,74610.0,1.002544,2000000.0,1.0028
2016-06-30 00:00:00,1224609.5726,2005118.3726,74640.0,1.002559,2000000.0,1.0025
2016-07-01 00:00:00,1223198.3726,2005838.3726,75360.0,1.002919,2000000.0,1.0026
2016-07-04 00:00:00,1211841.5726,2007248.3726,76770.0,1.003624,2000000.0,1.0029
2016-07-05 00:00:00,1209556.7726,2007848.3726,77370.0,1.003924,2000000.0,1.0036
2016-07-06 00:00:00,1210027.1726,2007938.3726,77460.0,1.003969,2000000.0,1.0039
2016-07-07 00:00:00,1209489.5726,2009108.3726,78630.0,1.004554,2000000.0,1.004
2016-07-08 00:00:00,1212177.5726,2007548.3726,77070.0,1.003774,2000000.0,1.0046
2016-07-11 00:00:00,1209422.3726,2008718.3726,78240.0,1.004359,2000000.0,1.0038
2016-07-12 00:00:00,1193495.9726,2009348.3726,78870.0,1.004674,2000000.0,1.0044
2016-07-13 00:00:00,1193966.3726,2010758.3726,80280.0,1.005379,2000000.0,1.0047
2016-07-14 00:00:00,1193831.9726,2009648.3726,79170.0,1.004824,2000000.0,1.0054
2016-07-15 00:00:00,1195713.5726,2012318.3726,81840.0,1.006159,2000000.0,1.0048
2016-07-18 00:00:00,1198871.9726,2012498.3726,82020.0,1.006249,2000000.0,1.0062
2016-07-19 00:00:00,1204718.3726,2013758.3726,83280.0,1.006879,2000000.0,1.0062
2016-07-20 00:00:00,1206935.9726,2013428.3726,82950.0,1.006714,2000000.0,1.0069
2016-07-21 00:00:00,1202231.9726,2012858.3726,82380.0,1.006429,2000000.0,1.0067
2016-07-22 00:00:00,1209623.9726,2012858.3726,82380.0,1.006429,2000000.0,1.0064
2016-07-25 00:00:00,1208615.9726,2012288.3726,81810.0,1.006144,2000000.0,1.0064
2016-07-26 00:00:00,1199476.7726,2012708.3726,82230.0,1.006354,2000000.0,1.0061
2016-07-27 00:00:00,1207070.3726,2015528.3726,85050.0,1.007764,2000000.0,1.0064
2016-07-28 00:00:00,1204785.5726,2012168.3726,81690.0,1.006084,2000000.0,1.0078
2016-07-29 00:00:00,1207406.3726,2011208.3726,80730.0,1.005604,2000000.0,1.0061
2016-08-01 00:00:00,1212177.5726,2011838.3726,81360.0,1.005919,2000000.0,1.0056
2016-08-02 00:00:00,1211774.3726,2011478.3726,81000.0,1.005739,2000000.0,1.0059
2016-08-03 00:00:00,1212513.5726,2011478.3726,81000.0,1.005739,2000000.0,1.0057
2016-08-04 00:00:00,1212580.7726,2010878.3726,80400.0,1.005439,2000000.0,1.0057
2016-08-05 00:00:00,1210564.7726,2012048.3726,81570.0,1.006024,2000000.0,1.0054
2016-08-08 00:00:00,1207406.3726,2012198.3726,81720.0,1.006099,2000000.0,1.006
2016-08-09 00:00:00,1202635.1726,2013548.3726,83070.0,1.006774,2000000.0,1.0061
2016-08-10 00:00:00,1202366.3726,2011658.3726,81180.0,1.005829,2000000.0,1.0068
2016-08-11 00:00:00,1200417.5726,2012228.3726,81750.0,1.006114,2000000.0,1.0058
2016-08-12 00:00:00,1186305.5726,2015798.3726,85320.0,1.007899,2000000.0,1.0061
2016-08-15 00:00:00,1164331.1726,2017298.3726,86820.0,1.008649,2000000.0,1.0079
2016-08-16 00:00:00,1171588.7726,2013878.3726,83400.0,1.006939,2000000.0,1.0086
2016-08-17 00:00:00,1174411.1726,2014418.3726,83940.0,1.007209,2000000.0,1.0069
2016-08-18 00:00:00,1178174.3726,2014478.3726,84000.0,1.007239,2000000.0,1.0072
2016-08-19 00:00:00,1176561.5726,2016668.3726,86190.0,1.008334,2000000.0,1.0072
2016-08-22 00:00:00,1180190.3726,2015288.3726,84810.0,1.007644,2000000.0,1.0083
2016-08-23 00:00:00,1179518.3726,2015678.3726,85200.0,1.007839,2000000.0,1.0076
2016-08-24 00:00:00,1182811.1726,2015318.3726,84840.0,1.007659,2000000.0,1.0078
2016-08-25 00:00:00,1187179.1726,2015588.3726,85110.0,1.007794,2000000.0,1.0077
2016-08-26 00:00:00,1187582.3726,2015288.3726,84810.0,1.007644,2000000.0,1.0078
2016-08-29 00:00:00,1189531.1726,2016368.3726,85890.0,1.008184,2000000.0,1.0076
2016-08-30 00:00:00,1184827.1726,2015798.3726,85320.0,1.007899,2000000.0,1.0082
2016-08-31 00:00:00,1182475.1726,2016338.3726,85860.0,1.008169,2000000.0,1.0079
2016-09-01 00:00:00,1187380.7726,2015438.3726,84960.0,1.007719,2000000.0,1.0082
2016-09-02 00:00:00,1184961.5726,2016908.3726,86430.0,1.008454,2000000.0,1.0077
2016-09-05 00:00:00,1184356.7726,2016698.3726,86220.0,1.008349,2000000.0,1.0085
2016-09-06 00:00:00,1181198.3726,2015858.3726,85380.0,1.007929,2000000.0,1.0083
2016-09-07 00:00:00,1179854.3726,2015978.3726,85500.0,1.007989,2000000.0,1.0079
2016-09-08 00:00:00,1180996.7726,2016998.3726,86520.0,1.008499,2000000.0,1.008
2016-09-09 00:00:00,1182945.5726,2015438.3726,84960.0,1.007719,2000000.0,1.0085
2016-09-12 00:00:00,1195444.7726,2016698.3726,86220.0,1.008349,2000000.0,1.0077
2016-09-13 00:00:00,1195982.3726,2014538.3726,84060.0,1.007269,2000000.0,1.0083
2016-09-14 00:00:00,1206734.3726,2019848.3726,89370.0,1.009924,2000000.0,1.0073
2016-09-19 00:00:00,1200417.5726,2018498.3726,88020.0,1.009249,2000000.0,1.0099
2016-09-20 00:00:00,1200551.9726,2017628.3726,87150.0,1.008814,2000000.0,1.0092
2016-09-21 00:00:00,1199140.7726,2017688.3726,87210.0,1.008844,2000000.0,1.0088
2016-09-22 00:00:00,1194772.7726,2017748.3726,87270.0,1.008874,2000000.0,1.0088
2016-09-23 00:00:00,1196519.9726,2017328.3726,86850.0,1.008664,2000000.0,1.0089
2016-09-26 00:00:00,1204449.5726,2015498.3726,85020.0,1.007749,2000000.0,1.0087
2016-09-27 00:00:00,1201963.1726,2015588.3726,85110.0,1.007794,2000000.0,1.0077
2016-09-28 00:00:00,1203441.5726,2013608.3726,83130.0,1.006804,2000000.0,1.0078
2016-09-29 00:00:00,1200215.9726,2014358.3726,83880.0,1.007179,2000000.0,1.0068
2016-09-30 00:00:00,1199543.9726,2015408.3726,84930.0,1.007704,2000000.0,1.0072

[summary]
dict
{}
{
    "strategy_name":"strategy",
    "start_date":"2016-06-01",
    "end_date":"2016-09-30",
    "starting_cash":"STOCK:1000000.0,FUTURE:1000000.0",
    "alpha":NaN,
    "beta":NaN,
    "sharpe":0.10632282737611523,
    "excess_sharpe":NaN,
    "information_ratio":NaN,
    "tracking_error":NaN,
    "sortino":0.1861340905365356,
    "volatility":0.013640701522803948,
    "max_drawdown":0.0030893408062574474,
    "excess_max_drawdown":NaN,
    "excess_returns":NaN,
    "excess_annual_returns":NaN,
    "win_rate":0.5357142857142857,
    "total_value":2015408.372624,
    "cash":1199543.9726240002,
    "total_returns":0.007704186311999983,
    "annualized_returns":0.023291079674214288,
    "unit_net_value":1.007704186312
}