From ee9e7c29a8ab92a1d75a583cf77f5fac73cbebb6 Mon Sep 17 00:00:00 2001
From: ddrwode <34234@3来 34>
Date: Tue, 3 Feb 2026 17:49:34 +0800
Subject: [PATCH] =?UTF-8?q?=E5=8A=A0=E5=85=A5=20weex?=
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit
---
weex/1.html | 212 ----
weex/backtest_trades.html | 7 -
weex/database.db | Bin 147456 -> 0 bytes
weex/优化开仓方向版本.py | 398 -------
weex/分析开单数据.py | 789 -------------
weex/抓取数据_1.py | 83 --
weex/抓取数据_15.py | 83 --
weex/抓取数据_1小时.py | 83 --
weex/最大回撤计算.py | 866 --------------
weex/框架.py | 327 ++++++
weex/读取数据库分析数据.py | 237 ----
...读取数据库分析数据2.0-优化信号版-反向版.py | 331 ------
weex/读取数据库分析数据2.0-优化信号版.py | 409 -------
weex/读取数据库分析数据2.0-优化信号版2.0.py | 1011 -----------------
weex/读取数据库分析数据2.0.py | 312 -----
weex/读取数据库数据-1小时版.py | 259 -----
weex/读取数据库数据-1小时版，不判断信号.py | 265 -----
weex/读取文件分析.py | 244 ----
weex/调试信号检测.py | 90 --
19 files changed, 327 insertions(+), 5679 deletions(-)
delete mode 100644 weex/1.html
delete mode 100644 weex/backtest_trades.html
delete mode 100644 weex/database.db
delete mode 100644 weex/优化开仓方向版本.py
delete mode 100644 weex/分析开单数据.py
delete mode 100644 weex/抓取数据_1.py
delete mode 100644 weex/抓取数据_15.py
delete mode 100644 weex/抓取数据_1小时.py
delete mode 100644 weex/最大回撤计算.py
create mode 100644 weex/框架.py
delete mode 100644 weex/读取数据库分析数据.py
delete mode 100644 weex/读取数据库分析数据2.0-优化信号版-反向版.py
delete mode 100644 weex/读取数据库分析数据2.0-优化信号版.py
delete mode 100644 weex/读取数据库分析数据2.0-优化信号版2.0.py
delete mode 100644 weex/读取数据库分析数据2.0.py
delete mode 100644 weex/读取数据库数据-1小时版.py
delete mode 100644 weex/读取数据库数据-1小时版，不判断信号.py
delete mode 100644 weex/读取文件分析.py
delete mode 100644 weex/调试信号检测.py
diff --git a/weex/1.html b/weex/1.html
deleted file mode 100644
index 1d9a420..0000000
--- a/weex/1.html
+++ /dev/null
@@ -1,212 +0,0 @@
-
-
-
- Stock Details
-
-
-
-
- Ticker Tape
-
-
-
-
-
-
-
-
-
-
-
- Charts and financial information provided by TradingView, a popular
- charting & trading platform. Check out even more
- advanced features
- or grab charts for
- your website.
-
-
-
-
-
-
-
\ No newline at end of file
diff --git a/weex/backtest_trades.html b/weex/backtest_trades.html
deleted file mode 100644
index be18b0f..0000000
--- a/weex/backtest_trades.html
+++ /dev/null
@@ -1,7 +0,0 @@
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diff --git a/weex/优化开仓方向版本.py b/weex/优化开仓方向版本.py
deleted file mode 100644
index 66fd2b7..0000000
--- a/weex/优化开仓方向版本.py
+++ /dev/null
@@ -1,398 +0,0 @@
-"""
-量化交易回测系统 - 优化版
-功能：基于包住形态的交易信号识别和回测分析
-作者：量化交易团队
-版本：2.0
-"""
-
-import datetime
-from typing import List, Dict, Tuple, Optional, Any
-from dataclasses import dataclass
-from loguru import logger
-from peewee import fn
-from models.weex import Weex15, Weex1
-
-
-# ===============================================================
-# 📊 配置管理类
-# ===============================================================
-
-@dataclass
-class BacktestConfig:
- """回测配置类"""
- # 交易参数
- take_profit: float = 8.0 # 止盈点数
- stop_loss: float = -1.0 # 止损点数
- contract_size: float = 10000 # 合约规模
- open_fee: float = 5.0 # 开仓手续费
- close_fee_rate: float = 0.0005 # 平仓手续费率
-
- # 回测日期范围
- start_date: str = "2025-7-1"
- end_date: str = "2025-7-31"
-
- # 信号参数
- enable_bear_bull_engulf: bool = True # 涨包跌信号
- enable_bull_bear_engulf: bool = True # 跌包涨信号
-
- def __post_init__(self):
- """验证配置参数"""
- if self.take_profit <= 0:
- raise ValueError("止盈点数必须大于0")
- if self.stop_loss >= 0:
- raise ValueError("止损点数必须小于0")
-
-
-@dataclass
-class TradeRecord:
- """交易记录类"""
- entry_time: datetime.datetime
- exit_time: datetime.datetime
- signal_type: str
- direction: str
- entry_price: float
- exit_price: float
- profit_loss: float
- profit_amount: float
- total_fee: float
- net_profit: float
-
-
-@dataclass
-class SignalStats:
- """信号统计类"""
- signal_name: str
- count: int = 0
- wins: int = 0
- total_profit: float = 0.0
-
- @property
- def win_rate(self) -> float:
- """胜率计算"""
- return (self.wins / self.count * 100) if self.count > 0 else 0.0
-
- @property
- def avg_profit(self) -> float:
- """平均盈利"""
- return self.total_profit / self.count if self.count > 0 else 0.0
-
-
-# ===============================================================
-# 📊 数据获取模块
-# ===============================================================
-
-def get_data_by_date(model, date_str):
- """按天获取指定表的数据"""
- try:
- target_date = datetime.datetime.strptime(date_str, '%Y-%m-%d')
- except ValueError:
- logger.error("日期格式不正确，请使用 YYYY-MM-DD 格式。")
- return []
-
- start_ts = int(target_date.timestamp() * 1000)
- end_ts = int((target_date + datetime.timedelta(days=1)).timestamp() * 1000) - 1
-
- query = (model
- .select()
- .where(model.id.between(start_ts, end_ts))
- .order_by(model.id.asc()))
-
- return [
- {'id': i.id, 'open': i.open, 'high': i.high, 'low': i.low, 'close': i.close}
- for i in query
- ]
-
-
-def get_future_data_1min(start_ts, end_ts):
- """获取指定时间范围内的 1 分钟数据"""
- query = (Weex1
- .select()
- .where(Weex1.id.between(start_ts, end_ts))
- .order_by(Weex1.id.asc()))
- return [{'id': i.id, 'open': i.open, 'high': i.high, 'low': i.low, 'close': i.close} for i in query]
-
-
-# ===============================================================
-# 📈 信号判定模块
-# ===============================================================
-
-def is_bullish(c): return float(c['open']) < float(c['close'])
-
-
-def is_bearish(c): return float(c['open']) > float(c['close'])
-
-
-def check_signal(prev, curr):
- """判断是否出现包住形态"""
- p_open, p_close = float(prev['open']), float(prev['close'])
- c_open, c_close = float(curr['open']), float(curr['close'])
-
- # 前跌后涨包住 -> 做多
- if is_bullish(curr) and is_bearish(prev) and c_open <= p_close and c_close >= p_open:
- return "long", "bear_bull_engulf"
-
- # 前涨后跌包住 -> 做空
- if is_bearish(curr) and is_bullish(prev) and c_open >= p_close and c_close <= p_open:
- return "short", "bull_bear_engulf"
-
- return None, None
-
-
-# ===============================================================
-# 💹 回测模拟模块（使用 1 分钟数据）
-# ===============================================================
-
-# ---------- 替换后的 simulate_trade ----------
-def simulate_trade(direction, entry_price, entry_time, next_15min_time, tp=8, sl=-1):
- """
- 返回 (exit_price, profit_diff, exit_time, exit_reason)
- exit_reason: 'tp' (触及止盈并以tp价平仓),
- 'sl' (触及止损并以sl价平仓),
- 'open_tp' (开盘跳空并以开盘价止盈),
- 'open_sl' (开盘跳空并以开盘价止损),
- 'timeout' (到分析窗口末尾，用最后一根收盘价平仓)
- 注意：sl 参数为负数（你的设定），但在计算止损价时已处理方向
- """
- future_candles = get_future_data_1min(entry_time, next_15min_time)
- if not future_candles:
- return None, 0.0, None, None
-
- # 计算目标价位（数值）
- tp_price = entry_price + tp if direction == "long" else entry_price - tp
- sl_price = entry_price + sl if direction == "long" else entry_price - sl # sl 为负数，long 情况为 entry + (负数) -> 小于 entry
-
- for candle in future_candles:
- open_p = float(candle['open'])
- high = float(candle['high'])
- low = float(candle['low'])
- ts = candle['id']
-
- if direction == "long":
- # 开盘跳空（以开盘价直接触及止盈/止损）
- if open_p >= tp_price:
- return open_p, open_p - entry_price, ts, 'open_tp'
- if open_p <= sl_price:
- return open_p, open_p - entry_price, ts, 'open_sl'
- # 盘中触及
- if high >= tp_price:
- return tp_price, tp, ts, 'tp'
- if low <= sl_price:
- return sl_price, sl, ts, 'sl'
- else: # short
- if open_p <= tp_price:
- return open_p, entry_price - open_p, ts, 'open_tp'
- if open_p >= sl_price:
- return open_p, entry_price - open_p, ts, 'open_sl'
- if low <= tp_price:
- return tp_price, tp, ts, 'tp'
- if high >= sl_price:
- return sl_price, sl, ts, 'sl'
-
- # 未触发止盈止损，用最后一根收盘价平仓（视为 timeout）
- final = future_candles[-1]
- final_price = float(final['close'])
- diff = (final_price - entry_price) if direction == "long" else (entry_price - final_price)
- return final_price, diff, final['id'], 'timeout'
-
-
-# ---------- 替换后的 backtest_single_position ----------
-def backtest_single_position(dates, tp, sl):
- """
- 单笔持仓回测（增强版），加入连续3次止损触发反向开仓（转向单）逻辑
- - 只有当 exit_reason 属于 'sl' 或 'open_sl' 时才算“真实止损”
- - 当连续真实止损计数达到 3 时，**下一笔**信号反向开仓（且该转向单不计入连续止损统计）
- """
- all_data = []
- for date_str in dates:
- all_data.extend(get_data_by_date(Weex15, date_str))
- all_data.sort(key=lambda x: x['id'])
-
- stats = {
- "bear_bull_engulf": {"count": 0, "wins": 0, "total_profit": 0, "name": "涨包跌"},
- "bull_bear_engulf": {"count": 0, "wins": 0, "total_profit": 0, "name": "跌包涨"},
- }
-
- trades = []
- current_position = None # 当前持仓信息 dict or None
-
- consec_sl_count = 0 # 连续真实止损计数（只有 exit_reason 为 'sl' 或 'open_sl' 时 +1）
- reverse_next_signal = False # 是否需要将下一笔信号取反（由连续3次止损触发）
- ignore_next_result = False # 标记下一笔成交的结果是否要被忽略（用于转向单：转向单不计入连续止损计数，也不影响计数）
-
- for idx in range(1, len(all_data) - 1):
- prev, curr = all_data[idx - 1], all_data[idx]
- entry_candle = all_data[idx + 1]
-
- # 原始信号判定
- direction, signal = check_signal(prev, curr)
- if not direction:
- continue
-
- # 如果需要反向下一笔信号（由之前三次止损触发），则翻转 direction 并标记为转向单（只对这一次有效）
- is_reversal_trade = False
- if reverse_next_signal:
- direction = 'long' if direction == 'short' else 'short'
- is_reversal_trade = True
- reverse_next_signal = False
- ignore_next_result = True # 这笔成交的平仓结果不影响 consec_sl_count
-
- # 下一个 15 分钟K线的时间范围（用 idx+50 作为 15min 窗口近似）
- next_15min_time = all_data[idx + 50]['id'] if idx + 50 < len(all_data) else all_data[-1]['id']
- entry_price = float(entry_candle['open'])
-
- # 如果已有持仓
- if current_position:
- # 同向信号 -> 跳过（维持现有持仓）
- if current_position['direction'] == direction:
- continue
- # 反向信号 -> 先按当前位置止盈止损平仓，再根据规则决定是否开新仓
- else:
- exit_price, diff, exit_time, exit_reason = simulate_trade(
- current_position['direction'],
- current_position['entry_price'],
- current_position['entry_time'],
- entry_candle['id'],
- tp=tp,
- sl=sl
- )
- if exit_price is not None:
- trades.append({
- "entry_time": datetime.datetime.fromtimestamp(current_position['entry_time'] / 1000),
- "exit_time": datetime.datetime.fromtimestamp(exit_time / 1000),
- "signal": current_position['signal'],
- "direction": "做多" if current_position['direction'] == "long" else "做空",
- "entry": current_position['entry_price'],
- "exit": exit_price,
- "diff": diff,
- "exit_reason": exit_reason,
- "is_reversal_trade": current_position.get('is_reversal_trade', False)
- })
- # 更新统计（只有非转向单会计入统计？按你原逻辑计入）
- stats_key = 'bear_bull_engulf' if current_position['signal'] == '涨包跌' else 'bull_bear_engulf'
- stats[stats_key]['count'] += 1
- stats[stats_key]['total_profit'] += diff
- if diff > 0:
- stats[stats_key]['wins'] += 1
-
- # 根据 exit_reason 更新 consec_sl_count（但如果当时该仓为被标记为 ignore_result，则不变）
- if not current_position.get('ignore_result', False):
- if exit_reason in ('sl', 'open_sl'):
- consec_sl_count += 1
- else:
- consec_sl_count = 0
-
- # 如果累计达到 3 次真实止损 -> 标记下一笔反向
- if consec_sl_count >= 3:
- reverse_next_signal = True
- consec_sl_count = 0 # 触发后清零（下一笔为转向单）
- else:
- # 如果这笔被标记为 ignore（通常是前面是转向单），则不影响计数
- pass
-
- current_position = None # 清空持仓
-
- # 开新仓（注意：如果这笔是转向单，我们之前已经取反了 direction，并设置了 is_reversal_trade 和 ignore_next_result）
- current_position = {
- "direction": direction,
- "signal": stats[signal]['name'],
- "entry_price": entry_price,
- "entry_time": entry_candle['id'],
- "is_reversal_trade": is_reversal_trade,
- "ignore_result": ignore_next_result # 如果为 True，则本仓平仓结果不计入 consec_sl_count
- }
-
- # 如果我们标记了 ignore_next_result（说明这是转向单），只在刚开仓后清除标记，确保仅忽略这笔的**平仓**结果
- if ignore_next_result:
- # 清掉，只有这笔仓的平仓结果需要被忽略（记录在 current_position 中），
- # 后续在处理平仓时会读取 current_position['ignore_result'] 并决定是否影响计数
- ignore_next_result = False
-
- # 最后一笔持仓如果未平仓，用最后收盘价平掉
- if current_position:
- exit_price, diff, exit_time, exit_reason = simulate_trade(
- current_position['direction'],
- current_position['entry_price'],
- current_position['entry_time'],
- all_data[-1]['id'],
- tp=tp,
- sl=sl
- )
- if exit_price is not None:
- trades.append({
- "entry_time": datetime.datetime.fromtimestamp(current_position['entry_time'] / 1000),
- "exit_time": datetime.datetime.fromtimestamp(exit_time / 1000),
- "signal": current_position['signal'],
- "direction": "做多" if current_position['direction'] == "long" else "做空",
- "entry": current_position['entry_price'],
- "exit": exit_price,
- "diff": diff,
- "exit_reason": exit_reason,
- "is_reversal_trade": current_position.get('is_reversal_trade', False)
- })
- stats_key = 'bear_bull_engulf' if current_position['signal'] == '涨包跌' else 'bull_bear_engulf'
- stats[stats_key]['count'] += 1
- stats[stats_key]['total_profit'] += diff
- if diff > 0:
- stats[stats_key]['wins'] += 1
-
- # 最后一笔是否计入连续止损计数
- if not current_position.get('ignore_result', False):
- if exit_reason in ('sl', 'open_sl'):
- consec_sl_count += 1
- else:
- consec_sl_count = 0
- if consec_sl_count >= 3:
- # 可选择记录或告警，这里仅重置计数
- consec_sl_count = 0
-
- return trades, stats
-
-
-
-# ===============================================================
-# 🚀 启动主流程
-# ===============================================================
-
-if __name__ == '__main__':
- dates = [f"2025-9-{i}" for i in range(1, 31)]
-
- trades, stats = backtest_single_position(dates, tp=50, sl=-10)
-
- logger.info("===== 每笔交易详情 =====")
- for t in trades:
- logger.info(
- f"{t['entry_time']} {t['direction']}({t['signal']}) "
- f"入场={t['entry']:.2f} 出场={t['exit']:.2f} 出场时间={t['exit_time']} "
- f"差价={t['diff']:.2f}"
- )
-
- total_profit = sum(t['diff'] / t['entry'] * 10000 for t in trades)
- total_fee = sum(5 + 10000 / t['entry'] * t['exit'] * 0.0005 for t in trades)
-
- print(f"\n一共交易笔数：{len(trades)}")
- print(f"一共盈利：{total_profit:.2f}")
- print(f"一共手续费：{total_fee:.2f}")
- print(f"净利润：{total_profit - total_fee:.2f}")
- print("\n===== 信号统计 =====")
-
- # ===============================================================================================================================
-
- # for i in range(1, 16):
- # for i1 in range(1, 51):
- # trades, stats = backtest_single_position(dates, tp=i1, sl=-i)
- #
- # total_profit = sum(t['diff'] / t['entry'] * 10000 for t in trades)
- # total_fee = sum(5 + 10000 / t['entry'] * t['exit'] * 0.0005 for t in trades)
- #
- # if total_profit > total_fee * 0.1:
- # print("\n===== 信号统计 =====")
- # print(f"止盈：{i1}, 止损：{i}")
- # print(f"\n一共交易笔数：{len(trades)}")
- # print(f"一共盈利：{total_profit:.2f}")
- # print(f"一共手续费：{total_fee:.2f}")
- # print(f"净利润：{total_profit - total_fee * 0.1}")
-
-# 需要优化，目前有两种情况，第一种，同向，不如说上一单开单是涨，上一单还没有结束，当前信号来了，就不开单，等上一单到了上一单的止损位或者止盈位在平仓
-# 第二种，方向，上一单是涨，上一单还没有结束，当前信号来了，是跌，然后就按照现在这个信号要开仓的位置，平掉上一单，然后开一单方向的，
-# 一笔中可能有好几次信号，都按照上面的规则去判断，要保证同一时间，只会有一笔持仓，
-# 打印每笔的交易详细，如果一笔中同向，输入为一条交易记录
diff --git a/weex/分析开单数据.py b/weex/分析开单数据.py
deleted file mode 100644
index dc45408..0000000
--- a/weex/分析开单数据.py
+++ /dev/null
@@ -1,789 +0,0 @@
-import re
-from datetime import datetime
-
-log_data = """
-2025-10-11 14:00:27.364 | INFO | __main__::216 - 2025-09-01 02:00:00号 做空(跌包涨) 入场=4474.69 出场=4476.69 出场时间=1756664100000 差价=-2.00 盈利=-4.47 开仓手续费=5u 平仓手续费=5.00
-2025-10-11 14:00:27.364 | INFO | __main__::216 - 2025-09-01 03:15:00号 做空(跌包涨) 入场=4472.09 出场=4474.09 出场时间=1756668600000 差价=-2.00 盈利=-4.47 开仓手续费=5u 平仓手续费=5.00
-2025-10-11 14:00:27.364 | INFO | __main__::216 - 2025-09-01 03:45:00号 做多(涨包跌) 入场=4474.15 出场=4472.15 出场时间=1756670400000 差价=-2.00 盈利=-4.47 开仓手续费=5u 平仓手续费=5.00
-2025-10-11 14:00:27.364 | INFO | __main__::216 - 2025-09-01 04:00:00号 做空(跌包涨) 入场=4453.24 出场=4455.24 出场时间=1756671300000 差价=-2.00 盈利=-4.49 开仓手续费=5u 平仓手续费=5.00
-2025-10-11 14:00:27.364 | INFO | __main__::216 - 2025-09-01 05:45:00号 做多(涨包跌) 入场=4473.88 出场=4471.88 出场时间=1756677600000 差价=-2.00 盈利=-4.47 开仓手续费=5u 平仓手续费=5.00
-2025-10-11 14:00:27.364 | INFO | __main__::216 - 2025-09-01 06:45:00号 做空(跌包涨) 入场=4439.92 出场=4441.92 出场时间=1756681200000 差价=-2.00 盈利=-4.50 开仓手续费=5u 平仓手续费=5.00
-2025-10-11 14:00:27.364 | INFO | __main__::216 - 2025-09-01 07:15:00号 做空(跌包涨) 入场=4432.11 出场=4402.11 出场时间=1756683000000 差价=30.00 盈利=67.69 开仓手续费=5u 平仓手续费=4.97
-2025-10-11 14:00:27.364 | INFO | __main__::216 - 2025-09-01 08:15:00号 做空(跌包涨) 入场=4384.50 出场=4386.50 出场时间=1756686600000 差价=-2.00 盈利=-4.56 开仓手续费=5u 平仓手续费=5.00
-2025-10-11 14:00:27.364 | INFO | __main__::216 - 2025-09-01 08:45:00号 做多(涨包跌) 入场=4393.52 出场=4391.52 出场时间=1756688400000 差价=-2.00 盈利=-4.55 开仓手续费=5u 平仓手续费=5.00
-2025-10-11 14:00:27.364 | INFO | __main__::216 - 2025-09-01 09:15:00号 做空(跌包涨) 入场=4391.40 出场=4393.40 出场时间=1756690200000 差价=-2.00 盈利=-4.55 开仓手续费=5u 平仓手续费=5.00
-2025-10-11 14:00:27.364 | INFO | __main__::216 - 2025-09-01 09:30:00号 做多(涨包跌) 入场=4405.79 出场=4403.79 出场时间=1756692000000 差价=-2.00 盈利=-4.54 开仓手续费=5u 平仓手续费=5.00
-2025-10-11 14:00:27.364 | INFO | __main__::216 - 2025-09-01 12:30:00号 做空(跌包涨) 入场=4386.76 出场=4388.76 出场时间=1756702800000 差价=-2.00 盈利=-4.56 开仓手续费=5u 平仓手续费=5.00
-2025-10-11 14:00:27.364 | INFO | __main__::216 - 2025-09-01 13:15:00号 做空(跌包涨) 入场=4372.37 出场=4374.37 出场时间=1756704600000 差价=-2.00 盈利=-4.57 开仓手续费=5u 平仓手续费=5.00
-2025-10-11 14:00:27.364 | INFO | __main__::216 - 2025-09-01 13:30:00号 做多(涨包跌) 入场=4390.78 出场=4388.78 出场时间=1756706400000 差价=-2.00 盈利=-4.55 开仓手续费=5u 平仓手续费=5.00
-2025-10-11 14:00:27.364 | INFO | __main__::216 - 2025-09-01 14:30:00号 做多(涨包跌) 入场=4394.00 出场=4392.00 出场时间=1756710000000 差价=-2.00 盈利=-4.55 开仓手续费=5u 平仓手续费=5.00
-2025-10-11 14:00:27.365 | INFO | __main__::216 - 2025-09-01 15:30:00号 做多(涨包跌) 入场=4419.10 出场=4449.10 出场时间=1756712700000 差价=30.00 盈利=67.89 开仓手续费=5u 平仓手续费=5.03
-2025-10-11 14:00:27.365 | INFO | __main__::216 - 2025-09-01 18:30:00号 做空(跌包涨) 入场=4429.31 出场=4399.31 出场时间=1756723500000 差价=30.00 盈利=67.73 开仓手续费=5u 平仓手续费=4.97
-2025-10-11 14:00:27.365 | INFO | __main__::216 - 2025-09-01 19:15:00号 做空(跌包涨) 入场=4399.49 出场=4401.49 出场时间=1756728000000 差价=-2.00 盈利=-4.55 开仓手续费=5u 平仓手续费=5.00
-2025-10-11 14:00:27.365 | INFO | __main__::216 - 2025-09-01 20:45:00号 做空(跌包涨) 入场=4395.36 出场=4397.36 出场时间=1756731600000 差价=-2.00 盈利=-4.55 开仓手续费=5u 平仓手续费=5.00
-2025-10-11 14:00:27.365 | INFO | __main__::216 - 2025-09-01 21:45:00号 做空(跌包涨) 入场=4384.90 出场=4386.90 出场时间=1756735200000 差价=-2.00 盈利=-4.56 开仓手续费=5u 平仓手续费=5.00
-2025-10-11 14:00:27.365 | INFO | __main__::216 - 2025-09-01 22:15:00号 做多(涨包跌) 入场=4396.00 出场=4394.00 出场时间=1756737000000 差价=-2.00 盈利=-4.55 开仓手续费=5u 平仓手续费=5.00
-2025-10-11 14:00:27.365 | INFO | __main__::216 - 2025-09-01 22:45:00号 做空(跌包涨) 入场=4389.51 出场=4391.51 出场时间=1756738800000 差价=-2.00 盈利=-4.56 开仓手续费=5u 平仓手续费=5.00
-2025-10-11 14:00:27.365 | INFO | __main__::216 - 2025-09-01 23:15:00号 做空(跌包涨) 入场=4381.89 出场=4351.89 出场时间=1756741500000 差价=30.00 盈利=68.46 开仓手续费=5u 平仓手续费=4.97
-2025-10-11 14:00:27.365 | INFO | __main__::216 - 2025-09-02 00:30:00号 做空(跌包涨) 入场=4358.69 出场=4360.69 出场时间=1756745100000 差价=-2.00 盈利=-4.59 开仓手续费=5u 平仓手续费=5.00
-2025-10-11 14:00:27.365 | INFO | __main__::216 - 2025-09-02 01:00:00号 做空(跌包涨) 入场=4353.30 出场=4323.30 出场时间=1756746900000 差价=30.00 盈利=68.91 开仓手续费=5u 平仓手续费=4.97
-2025-10-11 14:00:27.365 | INFO | __main__::216 - 2025-09-02 02:15:00号 做多(涨包跌) 入场=4337.86 出场=4335.86 出场时间=1756751400000 差价=-2.00 盈利=-4.61 开仓手续费=5u 平仓手续费=5.00
-2025-10-11 14:00:27.365 | INFO | __main__::216 - 2025-09-02 03:00:00号 做多(涨包跌) 入场=4345.08 出场=4343.08 出场时间=1756757700000 差价=-2.00 盈利=-4.60 开仓手续费=5u 平仓手续费=5.00
-2025-10-11 14:00:27.365 | INFO | __main__::216 - 2025-09-02 03:45:00号 做多(涨包跌) 入场=4363.92 出场=4361.92 出场时间=1756756800000 差价=-2.00 盈利=-4.58 开仓手续费=5u 平仓手续费=5.00
-2025-10-11 14:00:27.365 | INFO | __main__::216 - 2025-09-02 04:15:00号 做空(跌包涨) 入场=4358.28 出场=4328.28 出场时间=1756758600000 差价=30.00 盈利=68.83 开仓手续费=5u 平仓手续费=4.97
-2025-10-11 14:00:27.365 | INFO | __main__::216 - 2025-09-02 07:00:00号 做多(涨包跌) 入场=4282.53 出场=4312.53 出场时间=1756770300000 差价=30.00 盈利=70.05 开仓手续费=5u 平仓手续费=5.04
-2025-10-11 14:00:27.365 | INFO | __main__::216 - 2025-09-02 08:45:00号 做空(跌包涨) 入场=4291.71 出场=4293.71 出场时间=1756774800000 差价=-2.00 盈利=-4.66 开仓手续费=5u 平仓手续费=5.00
-2025-10-11 14:00:27.365 | INFO | __main__::216 - 2025-09-02 09:00:00号 做多(涨包跌) 入场=4302.49 出场=4300.49 出场时间=1756775700000 差价=-2.00 盈利=-4.65 开仓手续费=5u 平仓手续费=5.00
-2025-10-11 14:00:27.365 | INFO | __main__::216 - 2025-09-02 09:30:00号 做多(涨包跌) 入场=4308.80 出场=4338.80 出场时间=1756777500000 差价=30.00 盈利=69.62 开仓手续费=5u 平仓手续费=5.03
-2025-10-11 14:00:27.365 | INFO | __main__::216 - 2025-09-02 11:00:00号 做多(涨包跌) 入场=4359.11 出场=4389.11 出场时间=1756782900000 差价=30.00 盈利=68.82 开仓手续费=5u 平仓手续费=5.03
-2025-10-11 14:00:27.366 | INFO | __main__::216 - 2025-09-02 12:00:00号 做空(跌包涨) 入场=4365.21 出场=4367.21 出场时间=1756786500000 差价=-2.00 盈利=-4.58 开仓手续费=5u 平仓手续费=5.00
-2025-10-11 14:00:27.366 | INFO | __main__::216 - 2025-09-02 12:15:00号 做多(涨包跌) 入场=4374.91 出场=4372.91 出场时间=1756789200000 差价=-2.00 盈利=-4.57 开仓手续费=5u 平仓手续费=5.00
-2025-10-11 14:00:27.366 | INFO | __main__::216 - 2025-09-02 13:15:00号 做空(跌包涨) 入场=4377.72 出场=4379.72 出场时间=1756791000000 差价=-2.00 盈利=-4.57 开仓手续费=5u 平仓手续费=5.00
-2025-10-11 14:00:27.366 | INFO | __main__::216 - 2025-09-02 14:45:00号 做多(涨包跌) 入场=4406.35 出场=4404.35 出场时间=1756796400000 差价=-2.00 盈利=-4.54 开仓手续费=5u 平仓手续费=5.00
-2025-10-11 14:00:27.366 | INFO | __main__::216 - 2025-09-02 15:15:00号 做空(跌包涨) 入场=4391.65 出场=4393.65 出场时间=1756798200000 差价=-2.00 盈利=-4.55 开仓手续费=5u 平仓手续费=5.00
-2025-10-11 14:00:27.366 | INFO | __main__::216 - 2025-09-02 15:45:00号 做空(跌包涨) 入场=4384.00 出场=4386.00 出场时间=1756800900000 差价=-2.00 盈利=-4.56 开仓手续费=5u 平仓手续费=5.00
-2025-10-11 14:00:27.366 | INFO | __main__::216 - 2025-09-02 16:30:00号 做多(涨包跌) 入场=4394.20 出场=4392.20 出场时间=1756802700000 差价=-2.00 盈利=-4.55 开仓手续费=5u 平仓手续费=5.00
-2025-10-11 14:00:27.366 | INFO | __main__::216 - 2025-09-02 17:00:00号 做空(跌包涨) 入场=4389.98 出场=4391.98 出场时间=1756804500000 差价=-2.00 盈利=-4.56 开仓手续费=5u 平仓手续费=5.00
-2025-10-11 14:00:27.366 | INFO | __main__::216 - 2025-09-02 18:15:00号 做空(跌包涨) 入场=4394.30 出场=4364.30 出场时间=1756812600000 差价=30.00 盈利=68.27 开仓手续费=5u 平仓手续费=4.97
-2025-10-11 14:00:27.366 | INFO | __main__::216 - 2025-09-02 19:00:00号 做多(涨包跌) 入场=4389.96 出场=4387.96 出场时间=1756811700000 差价=-2.00 盈利=-4.56 开仓手续费=5u 平仓手续费=5.00
-2025-10-11 14:00:27.366 | INFO | __main__::216 - 2025-09-02 19:15:00号 做空(跌包涨) 入场=4375.68 出场=4345.68 出场时间=1756813500000 差价=30.00 盈利=68.56 开仓手续费=5u 平仓手续费=4.97
-2025-10-11 14:00:27.366 | INFO | __main__::216 - 2025-09-02 20:00:00号 做空(跌包涨) 入场=4346.32 出场=4316.32 出场时间=1756816200000 差价=30.00 盈利=69.02 开仓手续费=5u 平仓手续费=4.97
-2025-10-11 14:00:27.366 | INFO | __main__::216 - 2025-09-02 20:45:00号 做空(跌包涨) 入场=4300.58 出场=4302.58 出场时间=1756818900000 差价=-2.00 盈利=-4.65 开仓手续费=5u 平仓手续费=5.00
-2025-10-11 14:00:27.366 | INFO | __main__::216 - 2025-09-03 00:30:00号 做空(跌包涨) 入场=4280.64 出场=4282.64 出场时间=1756831500000 差价=-2.00 盈利=-4.67 开仓手续费=5u 平仓手续费=5.00
-2025-10-11 14:00:27.367 | INFO | __main__::216 - 2025-09-03 01:15:00号 做空(跌包涨) 入场=4289.63 出场=4291.63 出场时间=1756834200000 差价=-2.00 盈利=-4.66 开仓手续费=5u 平仓手续费=5.00
-2025-10-11 14:00:27.368 | INFO | __main__::216 - 2025-09-03 01:30:00号 做多(涨包跌) 入场=4307.71 出场=4305.71 出场时间=1756835100000 差价=-2.00 盈利=-4.64 开仓手续费=5u 平仓手续费=5.00
-2025-10-11 14:00:27.368 | INFO | __main__::216 - 2025-09-03 02:00:00号 做多(涨包跌) 入场=4317.18 出场=4315.18 出场时间=1756836900000 差价=-2.00 盈利=-4.63 开仓手续费=5u 平仓手续费=5.00
-2025-10-11 14:00:27.368 | INFO | __main__::216 - 2025-09-03 02:15:00号 做空(跌包涨) 入场=4293.70 出场=4295.70 出场时间=1756837800000 差价=-2.00 盈利=-4.66 开仓手续费=5u 平仓手续费=5.00
-2025-10-11 14:00:27.368 | INFO | __main__::216 - 2025-09-03 03:00:00号 做多(涨包跌) 入场=4294.57 出场=4292.57 出场时间=1756840500000 差价=-2.00 盈利=-4.66 开仓手续费=5u 平仓手续费=5.00
-2025-10-11 14:00:27.368 | INFO | __main__::216 - 2025-09-03 03:15:00号 做空(跌包涨) 入场=4271.11 出场=4273.11 出场时间=1756841400000 差价=-2.00 盈利=-4.68 开仓手续费=5u 平仓手续费=5.00
-2025-10-11 14:00:27.368 | INFO | __main__: