策略里增加里sell时检查头寸的动作， 防止卖空
This commit is contained in:
zhangkun9038@dingtalk.com
parent
e0d5ac1e92
commit
29d44e174d
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Timestamp,Open,High,Low,Close,Volume,VolumeCcy
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2022-12-31 00:00:00,16559.1,16676.3,16520.1,16595,2553.33592867,42353159.23421032
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2022-12-30 00:00:00,16619.2,16656.1,16340.9,16558.8,4648.85092108,76762200.95542167
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2022-12-29 00:00:00,16579,16665.6,16471.3,16619.1,3844.60364434,63707829.25708289
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400
candle_test_asc.csv
Normal file
400
candle_test_asc.csv
Normal file
@ -0,0 +1,400 @@
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2021-12-04 00:00:00,55962.4,55965.5,41241.7,48191.1,48206.08471816,2382601007.11995147
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2021-12-05 00:00:00,48191.2,49701.5,47741.9,47952.5,11976.76194617,585286738.7680056
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2021-12-06 00:00:00,47957.8,49521.5,47118,48943.9,17820.86156439,864483663.2778138
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2021-12-07 00:00:00,48943.9,51936,48660,51736.5,13065.42599399,660855267.22449652
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2021-12-08 00:00:00,51736.6,51860.5,48600,50648,13651.90853739,685815496.80315615
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2021-12-09 00:00:00,50644.1,50860.2,48081.6,48464.9,9426.70030469,468200234.91588205
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2021-12-10 00:00:00,48465,50134.1,47312.6,47980.3,19394.85271729,942530142.46237274
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2021-12-11 00:00:00,47980.3,48919.9,46750.9,48757.2,14426.7253884,692698924.5865474
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2021-12-12 00:00:00,48752.4,49932.6,48385.2,49618.1,8606.78508701,422889069.80496912
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2021-12-13 00:00:00,49618.1,50773.1,47010.3,47251.7,9562.17564482,469231471.12573026
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2021-12-14 00:00:00,47251.8,48040.7,45680,46846.3,16670.84805619,781908259.14809345
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2021-12-15 00:00:00,46846.4,48775.1,46461.8,46633,17340.71886878,825905018.8762177
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2021-12-16 00:00:00,46632.9,49500,46544,48590,16939.00242722,822650443.52545087
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2021-12-17 00:00:00,48590,48707.4,45457.2,46520,13976.29418116,661140831.51769255
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2021-12-18 00:00:00,46523.6,47442.7,45500,46869.8,14051.88578569,652956416.55389608
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2021-12-19 00:00:00,46866.8,48325,46333.3,47240,14301.46233247,675442369.9172515
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2021-12-20 00:00:00,47241.1,47555.2,45566.6,45975.8,12196.79788794,567126253.94913686
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2021-12-21 00:00:00,45975.8,49315.9,45871.9,48413.8,15724.59399203,753404421.06093673
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2021-12-22 00:00:00,48413.7,49563.6,48333.4,48880.1,10476.83250672,513135516.84980778
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2021-12-23 00:00:00,48880.1,49242.7,48029.9,48806.5,9612.39245543,466442765.73665699
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2021-12-24 00:00:00,48806.5,51502.5,48684.5,50956.4,13731.65029819,696489689.51798121
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2021-12-25 00:00:00,50956.4,51815.6,50499.9,50666.3,8877.33994532,452247993.18437151
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2021-12-26 00:00:00,50666.4,51149.9,49410,50050.3,9620.00211048,483513720.31250143
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2021-12-27 00:00:00,50051.7,51680,49929.9,51447,9651.195881,490637710.25818253
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2021-12-28 00:00:00,51446.9,52095.7,48306.8,48947.2,14489.9640098,721410621.67609261
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2021-12-29 00:00:00,48947.1,48977,46600,47965.9,12463.2531437,594269877.20235735
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2021-12-30 00:00:00,47965.8,48049.4,45900,47175,11449.44482686,537634296.36726059
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2021-12-31 00:00:00,47175,48566,46735.9,47997,14355.23650594,683651203.57018991
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2022-01-01 00:00:00,47999,48114.2,45678,47217.3,12758.10713095,597155308.26771012
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2022-01-02 00:00:00,47218,47947.9,46761.8,47346,12994.38557808,615329999.4762934
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2022-01-03 00:00:00,47346,47994.1,46581.3,46687.2,11323.89947353,533597719.52897655
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2022-01-04 00:00:00,46687.1,47600,45688,46919.9,13685.02250922,636463146.52161405
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2022-01-05 00:00:00,46919.9,47058,45500,46615.4,12589.1580029,583306947.31006837
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2022-01-06 00:00:00,46615.5,46682.5,42416.4,42948.1,23245.96973206,1022693837.98028893
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2022-01-07 00:00:00,42948,43580.1,40565.8,41324,18091.92356886,759699136.85130508
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2022-01-08 00:00:00,41320,42433,40921.7,41615.9,21067.89644653,881343982.10820707
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2022-01-09 00:00:00,41615.8,42301.9,40515.9,41616.2,10201.56751641,424113191.65903716
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2022-01-10 00:00:00,41616.3,42780,39636.1,40975.6,12341.44170772,508781134.65340479
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2022-01-11 00:00:00,40975.7,42637.3,40544.3,41730.3,12412.6584878,518210467.41190349
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2022-01-12 00:00:00,41730.3,44074.5,41684.5,43553.3,11318.69023154,485985149.34332338
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2022-01-13 00:00:00,43556.7,44431.1,42882.5,43202.2,8780.95905639,384156547.37552585
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2022-01-14 00:00:00,43202.3,43500,41748,43104.1,9883.49120784,420367763.11000771
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2022-01-15 00:00:00,43104,43453.2,42566.4,43410.4,6448.59602403,277430567.37219164
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2022-01-16 00:00:00,43410.4,43799,42600,43225.4,6481.29437077,279531303.97045175
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2022-01-17 00:00:00,43225.5,43477.9,42317.6,42478.4,5750.17420408,245947418.97180845
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2022-01-18 00:00:00,42475.1,42536,41284.9,41585.5,6562.97962191,275357721.24741195
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2022-01-19 00:00:00,41585.6,42690,41140,41977.7,8317.55798133,347736381.30629395
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2022-01-20 00:00:00,41977.7,43447.6,41553.7,43295.5,7356.49086533,309936631.33808974
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2022-01-21 00:00:00,43299.9,43497,37688,38858.1,20843.46672721,830231432.60952829
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2022-01-22 00:00:00,38858.2,39057.3,34000,34840.1,30873.28554064,1114100556.72799017
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2022-01-22 00:00:00,38858.2,39057.3,34000,34840.1,30873.28554064,1114100556.72799017
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2022-01-23 00:00:00,34840,36145.3,34252.4,35300,13933.78508265,490790064.50267827
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2022-01-24 00:00:00,35300,36545.2,32928.1,34245.5,21228.60656431,730987405.95397982
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2022-01-25 00:00:00,34245.6,38300,33808,36548,18152.60802374,653315361.51443692
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2022-01-26 00:00:00,36551.9,38631.9,36430.6,37988,10829.74718478,405031869.48486378
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2022-01-27 00:00:00,37988.1,38900,35524.1,36644,18671.0880961,696572376.71133884
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2022-01-28 00:00:00,36644.1,37487,35546.3,37186.5,7870.33797268,288415510.99414241
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2022-01-29 00:00:00,37186.5,38194.5,36776.3,37562,3945.80753793,148399345.08560554
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2022-01-30 00:00:00,37560,38737.6,37300,37977.2,4271.80375774,162876907.12291892
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2022-01-31 00:00:00,37978,38242.5,36638,37720,4536.10522229,169257585.91932408
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2022-02-01 00:00:00,37720.9,39100,37682.6,38615,5783.55247115,222390512.15436275
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2022-02-02 00:00:00,38615.1,39300,37355.5,37427.5,4439.97016537,170266126.21273934
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2022-02-03 00:00:00,37426.5,37659.9,36254,36914.4,6240.46938133,230178351.08698798
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2022-02-04 00:00:00,36914.4,39833,36268.4,39486.8,8634.56815397,329256472.7999699
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2022-02-05 00:00:00,39486.9,41920,39448.1,41770,8121.20031019,332233437.31120595
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2022-02-06 00:00:00,41770,42222,40947.5,41514,3643.41577425,151326653.686076
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2022-02-07 00:00:00,41514,43887.8,41422.4,43832,6835.92328385,291001665.19250151
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2022-02-08 00:00:00,43832,45486,42888,43428.8,11258.34936001,496150679.56177458
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2022-02-09 00:00:00,43428.7,44440,42668.1,43874.6,6151.95802439,268669937.63587027
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2022-02-10 00:00:00,43874.6,45678,43166.4,44947.1,10952.76706068,485455120.73109713
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2022-02-11 00:00:00,44947.1,45832.2,42604.1,43672,8189.45052567,359727856.19035044
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2022-02-12 00:00:00,43671.9,43756,41741,42132,6160.98765497,261492938.3814719
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2022-02-13 00:00:00,42129.8,43000,41708.9,42562.6,3706.68208871,157173679.11763473
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2022-02-14 00:00:00,42562.6,42836.9,41555.5,42576.7,5011.40879482,211202736.47166288
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2022-02-15 00:00:00,42576.8,44500,41800.1,44196.2,6348.68093195,274997340.67580133
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2022-02-16 00:00:00,44196.2,44761.3,43318.1,43599.8,4544.66173326,200112172.9577822
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2022-02-17 00:00:00,43599.9,44368,41700,41912.8,5495.59740459,237203003.24961247
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2022-02-18 00:00:00,41914.3,42098,39638.3,39829.9,9161.52954784,372808010.7447103
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2022-02-19 00:00:00,39829.8,40450.3,39447.1,39972.1,4300.43134147,172095082.640747
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2022-02-20 00:00:00,39972.1,40350,37955.5,38340,4784.69846031,186470818.78840921
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2022-02-21 00:00:00,38339.5,39493.9,37199.9,38830,7863.47120248,302811523.07620789
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2022-02-22 00:00:00,38830,39150,36352,37766,11267.01165072,422607174.69542073
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2022-02-23 00:00:00,37765.9,39250,37390,38523.5,6545.22173303,250620419.02055339
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2022-02-24 00:00:00,38523.6,38779.3,34322,35920,17151.371111,613314952.02880887
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2022-02-25 00:00:00,35918.2,39871.3,35729.6,39416.9,16138.38355867,616484515.03001842
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2022-02-26 00:00:00,39417,40308,38526.8,39216.9,5782.26834636,227064801.54867102
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2022-02-27 00:00:00,39217,39860,38196.3,39361.5,6330.08990356,246853769.4641265
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2022-02-28 00:00:00,39355.2,40900,36965.8,40823.1,12356.44112283,477234623.32906322
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2022-03-01 00:00:00,40823.2,44949.6,40700,43639.7,15769.2456904,678493736.86274303
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2022-03-02 00:00:00,43640.1,45333,43226,44123.9,9162.02583877,404693061.29354075
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2022-03-03 00:00:00,44124,44482.6,42353,42545.3,5943.86263921,258305375.09608135
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2022-03-04 00:00:00,42545.3,42742.1,40556,40687.3,10165.2893417,421874746.71548339
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2022-03-05 00:00:00,40687.3,40963.1,38555,39156.1,5785.33025206,227753486.95919097
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2022-03-06 00:00:00,39156.1,39700,38092,38856,5233.43834756,204405470.51775927
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2022-03-07 00:00:00,38856.1,39360,37577.1,39073,7389.71378275,284493283.02183238
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2022-03-08 00:00:00,39073.1,39550,37158.8,38658,9076.58475356,349236681.90189813
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2022-03-09 00:00:00,38659,42583.5,38143.4,42520.6,12511.0549492,510627351.45382939
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2022-03-10 00:00:00,42520.7,42555,38550,39177.9,14522.29103776,579411172.6178874
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2022-03-11 00:00:00,39178,40239,38227.5,39078,9130.82216907,357771495.21759817
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2022-03-12 00:00:00,39078.8,39300,38306,39046.1,4135.05318079,160957963.40024171
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2022-03-12 00:00:00,39078.8,39300,38306,39046.1,4135.05318079,160957963.40024171
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2022-03-13 00:00:00,39046.1,39460.3,38378.1,38938.1,3704.96520454,144301135.13161822
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2022-03-14 00:00:00,38938.1,39309.8,37554.8,38968,7082.6843635,273228448.50889554
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2022-03-15 00:00:00,38967.9,39936,38111,39019.9,8456.11713717,329386878.63105172
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2022-03-16 00:00:00,39019.1,41738.1,38820,40617.9,17603.03053708,705772052.91481163
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2022-03-17 00:00:00,40617.9,41476.9,39320,40798,14111.34632365,572235728.63897983
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2022-03-18 00:00:00,40799,41065.9,40144.9,40929.9,6618.94277839,268937297.37035947
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2022-03-19 00:00:00,40930,42311,40906.6,41940.1,7289.9336976,303914479.45779802
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2022-03-20 00:00:00,41940.2,42398,41264.8,41345.1,6349.57815266,265631793.03440839
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2022-03-21 00:00:00,41345.1,41666.6,40480,41225.1,9716.50939277,399259783.05199473
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2022-03-22 00:00:00,41225.2,43370,40760,42580.7,14169.12958084,598383057.14464294
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2022-03-23 00:00:00,42580.8,42875,41756.1,42620.6,7632.02009829,322727089.50801039
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2022-03-24 00:00:00,42620.1,44020,42050,43984,9780.78669782,420899844.53094141
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2022-03-25 00:00:00,43984,45080,43584,44324,9299.93135895,411787468.0048253
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2022-03-26 00:00:00,44324.1,44605.7,44022.2,44210.9,3895.96933185,172782554.47217422
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2022-03-27 00:00:00,44210.9,44950,44145.7,44866,4248.5908017,189434407.83000239
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2022-03-28 00:00:00,44864.6,47888,44673.5,47421.7,12274.46409176,571957016.60323021
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2022-03-29 00:00:00,47421.7,48184.8,46886.6,47441.7,10434.07519687,497196445.61538874
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2022-03-30 00:00:00,47441.7,47868,46544,47160,9236.04776817,436269011.69709531
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2022-03-31 00:00:00,47160,47690,46222,46453.4,9015.45121632,423799759.96059669
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2022-04-01 00:00:00,46453.4,46707.8,44219.6,46529.6,12171.84648751,552130220.58234713
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2022-04-02 00:00:00,46531.9,47204.3,45906,46290,6499.79015122,302329383.15372531
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2022-04-03 00:00:00,46290,46716.5,45520,46409.9,5126.90697725,236563832.33199615
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2022-04-04 00:00:00,46409.9,47440,45561.5,45630,7122.41764971,329774794.68548726
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2022-04-05 00:00:00,45630,47189.5,45120,45762.1,8160.62512988,377326563.49977752
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2022-04-06 00:00:00,45762.2,46190,43716.8,44166,10134.78827143,455724410.04374857
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2022-04-07 00:00:00,44168,44287.2,42726.6,43327.3,11802.57429253,513292025.77390489
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2022-04-08 00:00:00,43326.7,43980,42755.1,43649.3,6691.20871852,291160733.43645544
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2022-04-09 00:00:00,43649.3,43716,42112,42280,8077.89556463,344070398.43612475
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2022-04-10 00:00:00,42280,42885.1,42187.3,42740,4175.48767093,177960638.47855479
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2022-04-11 00:00:00,42740,43408.5,40560,40580.1,10720.13623255,449599798.66441134
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2022-04-12 00:00:00,40580.1,40890,39190,40180,15992.29342547,640988973.64479232
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2022-04-13 00:00:00,40180,41410,39261.1,41152.3,10136.63025718,406914238.59103229
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2022-04-14 00:00:00,41152.4,41555,39926.2,39973.5,8245.7507522,337952512.82869539
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2022-04-15 00:00:00,39973.4,40863.1,39497.5,40414.9,6192.2278012,248181518.76927408
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2022-04-16 00:00:00,40414.9,40700,40000,40062.8,3092.25313921,124916403.60209476
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2022-04-17 00:00:00,40064,40694.7,40010.5,40440.8,2428.56319361,98052365.46489871
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2022-04-18 00:00:00,40440.9,40477.9,38519.4,39254.4,6835.41001726,269159770.43966128
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2022-04-19 00:00:00,39254.6,41754.3,39045.5,41452.9,7038.61412718,286534583.89640034
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2022-04-20 00:00:00,41447.1,42207.4,41058,41266.1,5179.72113177,215420587.02586965
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2022-04-21 00:00:00,41262.7,42970,40855,42142.1,5767.43047994,241676421.26679732
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2022-04-22 00:00:00,42142.2,42179.9,39330,39432.6,7866.27089373,319027936.7732307
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2022-04-23 00:00:00,39432.7,39880.8,39172.1,39787.5,3680.81455804,145630201.98211794
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2022-04-24 00:00:00,39787.5,40000,39333.6,39659.7,3316.49742187,131620918.04411708
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2022-04-25 00:00:00,39659.7,39803.5,38166,38982.7,8782.40636752,342628086.91684128
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2022-04-30 00:00:00,39006.8,39079.3,38154,38469.1,4064.36254332,156636657.6467181
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||||
2022-09-19 00:00:00,19814.2,19877.4,18235.2,19080.7,19001.93746208,360732931.18726946
|
||||
2022-09-20 00:00:00,19081.2,19684,18781.4,19236,11327.45179752,218421159.12868068
|
||||
2022-09-21 00:00:00,19236.1,19475.1,18727.3,19194.5,7200.36514574,137167255.61985443
|
||||
2022-09-22 00:00:00,19193.7,19995,18144.5,18986.2,30757.02896593,583361034.48038962
|
||||
2022-09-23 00:00:00,18987,19526.8,18533.4,18716.3,9596.24470852,183381598.69683589
|
||||
2022-09-24 00:00:00,18714.9,19404.3,18571.1,19121.8,6438.18622199,122530286.50413097
|
||||
2022-09-24 00:00:00,18714.9,19404.3,18571.1,19121.8,6438.18622199,122530286.50413097
|
||||
2022-09-25 00:00:00,19122.7,19192.7,18810.2,18990.2,3906.10845372,74285682.2431237
|
||||
2022-09-26 00:00:00,18990.1,19318.9,18635,19114.3,8445.5150359,160222996.52220918
|
||||
2022-09-27 00:00:00,19114.4,20380.3,18971.7,19886.6,12238.96739608,243283124.69953285
|
||||
2022-09-28 00:00:00,19887.7,19950,18461.9,19488.9,15385.42834845,292442028.57396757
|
||||
2022-09-29 00:00:00,19488.9,19777,18842.4,19291.1,11496.00347707,222705839.46035343
|
||||
2022-09-30 00:00:00,19291,20176.8,19122,19750.6,11971.28369533,233803926.27106036
|
||||
2022-10-01 00:00:00,19751.7,19869.8,19160.1,19333.5,5609.08043819,109157485.20483714
|
||||
2022-10-02 00:00:00,19333.1,19396.7,19041.5,19143.9,3007.16726189,57859245.80694441
|
||||
2022-10-03 00:00:00,19144.7,19492.7,18920,19335.2,6168.56038262,118490772.58149096
|
||||
2022-10-04 00:00:00,19335.3,20270,19312.2,20097.8,16131.31903682,320878771.39160305
|
||||
2022-10-05 00:00:00,20098,20462.4,19731.2,19999.1,9050.07142152,182228665.39086097
|
||||
2022-10-06 00:00:00,20000.1,20447.9,19881,20016.1,8015.70416115,161892289.58456413
|
||||
2022-10-07 00:00:00,20014.1,20256.5,19473.6,19579,11893.93121175,236739034.4508518
|
||||
2022-10-08 00:00:00,19579,19640.4,19320.5,19488.8,6724.5556375,131014084.95990063
|
||||
2022-10-09 00:00:00,19488.9,19549.5,19215.9,19536.2,3013.35426773,58521448.69744107
|
||||
2022-10-10 00:00:00,19536.2,19558.9,19127.3,19271.4,6156.90773444,119354896.71780501
|
||||
2022-10-11 00:00:00,19270.1,19356.6,18849.5,19145.2,11817.5679375,225192215.06640868
|
||||
2022-10-12 00:00:00,19146.9,19199.9,18921.7,19140.1,4671.88363777,89138884.99411046
|
||||
2022-10-13 00:00:00,19140.1,19233.7,18155,18955.1,20536.31492032,382521933.96372167
|
||||
2022-10-14 00:00:00,18957.8,19954.8,18904.4,19357.6,12241.18175708,238829027.95848171
|
||||
2022-10-15 00:00:00,19357.1,19403.9,19035.5,19129.3,3959.40471433,75971604.79653775
|
||||
2022-10-16 00:00:00,19129.3,19193.3,18975.7,19158,2320.59912194,44350206.50478805
|
||||
2022-10-17 00:00:00,19158.1,19675.2,19105,19532.7,8423.81329304,163431381.1959056
|
||||
2022-10-18 00:00:00,19532.6,19709.2,19278,19372.1,7474.79390523,145883920.19203555
|
||||
2022-10-19 00:00:00,19372.1,19438,19069.1,19267.3,6387.81098146,123264977.3586664
|
||||
2022-10-20 00:00:00,19267.2,19346.2,18902.1,19255.9,4930.76661712,94405980.81259924
|
||||
2022-10-21 00:00:00,19256,19256,18648.9,19165,6136.56221305,116510679.87665625
|
||||
2022-10-22 00:00:00,19165.1,19252,19093.3,19235.3,2575.00288123,49373089.77335447
|
||||
2022-10-23 00:00:00,19235.3,19247.3,19070.1,19193,1374.74643845,26357036.75538343
|
||||
2022-10-24 00:00:00,19193.1,19691.9,19161,19303.6,7576.3371059,147028550.51996068
|
||||
2022-10-25 00:00:00,19303.7,19807.9,19224.2,19747.5,3836.18250656,74623939.9571815
|
||||
2022-10-26 00:00:00,19747.6,21020.5,19721.1,20845,21096.30485236,429389465.25259319
|
||||
2022-10-27 00:00:00,20845.1,20989.9,20435.3,20562.2,12307.83169132,254669504.53047965
|
||||
2022-10-28 00:00:00,20562.1,20675,20000,20481.5,13023.38599865,264132627.97472212
|
||||
2022-10-29 00:00:00,20482.2,21080,20450.8,20923.1,10643.05486986,221281737.90291327
|
||||
2022-10-30 00:00:00,20923.1,20979.5,20608.8,20679,7126.54726271,148282043.92480521
|
||||
2022-10-31 00:00:00,20679.1,20846,20241.1,20400,6011.1241364,123456607.74564538
|
||||
2022-11-01 00:00:00,20400,20694.6,20331,20447.5,4435.88039142,90928085.18368988
|
||||
2022-11-02 00:00:00,20447.4,20559.7,20334.6,20407.6,3020.33819134,61744188.50672243
|
||||
2022-11-03 00:00:00,20407.5,20800,20032.2,20252.4,10247.6961562,208725431.54888672
|
||||
2022-11-04 00:00:00,20252.4,21300,20162.8,20836.2,9519.29334851,197254717.74883022
|
||||
2022-11-05 00:00:00,20836.3,21475.9,20675.2,21301.9,5453.41078439,115514101.07025342
|
||||
2022-11-06 00:00:00,21302.8,21379,21148.7,21244.2,2781.36779951,59141434.459111
|
||||
2022-11-07 00:00:00,21244.3,21280,20548.2,20767.6,5842.9883237,122062026.52189979
|
||||
2022-11-08 00:00:00,20767.5,20897,19220,19526,14573.88604539,288570286.19659329
|
||||
2022-11-09 00:00:00,19526,20690.8,16888,17124,71720.86146865,1322480818.9093404
|
||||
2022-11-10 00:00:00,17123.9,17965.8,15511.1,17553.3,43200.81098394,713265316.95898276
|
||||
2022-11-11 00:00:00,17557.2,18193.4,16366,16873.5,20657.32599971,357570426.33004211
|
||||
2022-11-12 00:00:00,16873.6,17144,16540,16931.6,7231.73661257,121719246.40625548
|
||||
2022-11-12 00:00:00,16873.6,17144,16540,16931.6,7231.73661257,121719246.40625548
|
||||
2022-11-13 00:00:00,16932.2,16963.2,16437.7,16575.7,4090.22613391,68349554.46582862
|
||||
2022-11-14 00:00:00,16575.8,17198.7,15820,16592.1,12716.41025764,209829806.528158
|
||||
2022-11-15 00:00:00,16592.1,17125.5,16189.6,16984.3,8807.33440306,147813768.63718406
|
||||
2022-11-16 00:00:00,16984.2,17068,16381.3,16436.3,8664.38194526,145410624.02552838
|
||||
2022-11-17 00:00:00,16438.6,16778,16408.2,16536.6,4930.72691619,81718723.47806928
|
||||
2022-11-18 00:00:00,16538.7,16988.8,16520.7,16694.7,7149.44210097,119928394.58454119
|
||||
2022-11-19 00:00:00,16695.5,16733.9,16555.1,16658.2,3136.17302978,52174319.3384849
|
||||
2022-11-20 00:00:00,16657.8,16818.6,16458,16581.8,3047.80346362,50674281.22726376
|
||||
2022-11-21 00:00:00,16580.9,16610.8,15901.5,16133.8,8907.25463912,144176800.31932181
|
||||
2022-11-22 00:00:00,16133.8,16315.3,15450,16237.4,11991.83502206,190236347.49745909
|
||||
2022-11-23 00:00:00,16240.4,16673.3,16052.5,16426.1,8283.07475186,135990308.20732439
|
||||
2022-11-24 00:00:00,16426.2,16810.8,16325,16558.1,5807.1620048,96415367.14253435
|
||||
2022-11-25 00:00:00,16558.1,16674.4,16350.1,16511.1,4294.9429473,70912103.63947039
|
||||
2022-11-26 00:00:00,16513.2,16700,16461.9,16513.2,3604.72641846,59773626.95004815
|
||||
2022-11-27 00:00:00,16513.6,16598.3,16382.9,16575,2633.6394537,43516669.80920774
|
||||
2022-11-28 00:00:00,16575,16597.2,16055.1,16145.8,4989.72912581,81149078.71958957
|
||||
2022-11-29 00:00:00,16146.9,16546.2,16000,16392.7,5993.36466624,98032212.14599717
|
||||
2022-11-30 00:00:00,16392.6,17091.6,16347.3,16865.4,10933.04989373,183726421.14627349
|
||||
2022-12-01 00:00:00,16865.7,17335.5,16712.7,16978.2,8436.48119311,144004545.34594857
|
||||
2022-12-02 00:00:00,16980.6,17104.1,16776.8,16942,7030.96775604,119106315.70956193
|
||||
2022-12-03 00:00:00,16940.9,17169.2,16891.5,16962.6,3764.11174324,63981508.37402299
|
||||
2022-12-04 00:00:00,16962.6,17087.2,16865,17030.5,3921.57603471,66646751.4009235
|
||||
2022-12-05 00:00:00,17030.6,17420.1,16972.9,17084.7,10275.73855615,176757260.2163676
|
||||
2022-12-06 00:00:00,17084.7,17128.6,16870.7,16984.1,5911.88405954,100560504.42142493
|
||||
2022-12-07 00:00:00,16984.2,17141.4,16686,16838.2,5564.48275452,94011407.04531987
|
||||
2022-12-08 00:00:00,16838.3,16957,16733.3,16918.6,3024.2395773,50926474.16858934
|
||||
2022-12-09 00:00:00,16918.7,17353.9,16912.4,17179.2,5833.18042552,100160225.43858862
|
||||
2022-12-10 00:00:00,17179.3,17229.4,17063.8,17212.3,2065.88712229,35439391.9761443
|
||||
2022-12-11 00:00:00,17212.3,17230,17092,17154.9,1783.46377723,30609189.57957228
|
||||
2022-12-12 00:00:00,17155,17269.3,16870.6,17008,4468.8754543,76075320.83160665
|
||||
2022-12-13 00:00:00,17008,17999,16982.3,17753.1,11615.15771716,204192500.16919672
|
||||
2022-12-14 00:00:00,17753.2,18110.9,17622.2,18061,5956.41025778,106355438.89841326
|
||||
2022-12-15 00:00:00,18061.8,18377.1,17377.1,17428.2,16390.42753436,293697287.44984971
|
||||
2022-12-16 00:00:00,17428.1,17527.5,16882.5,16971.5,8197.41164308,141052918.89089575
|
||||
2022-12-17 00:00:00,16971.4,16977.6,16530,16700.7,10047.0831334,168334039.49273387
|
||||
2022-12-18 00:00:00,16700.6,16900,16650.1,16742.6,1138.39986501,19036169.31810051
|
||||
2022-12-19 00:00:00,16749,16869.3,16624.7,16670.1,2640.59882153,44193539.20813609
|
||||
2022-12-20 00:00:00,16670,17061.4,16248.6,16919.8,10099.44920595,168618216.09269125
|
||||
2022-12-21 00:00:00,16920.3,16935.2,16725.5,16860.7,2905.05104648,48928314.03690911
|
||||
2022-12-22 00:00:00,16860.7,16866.6,16614.4,16637.2,2620.02455057,43945781.53486027
|
||||
2022-12-23 00:00:00,16637.5,16965.7,16568.2,16835.8,5059.36087283,85028061.34314256
|
||||
2022-12-24 00:00:00,16835,16859.7,16771.3,16838.3,1746.14490088,29375139.25848022
|
||||
2022-12-25 00:00:00,16838.4,16864,16717.9,16795.2,1464.60855239,24622819.78447152
|
||||
2022-12-26 00:00:00,16795.3,16922.9,16731.3,16810.5,2100.00652798,35375775.53626005
|
||||
2022-12-27 00:00:00,16810.6,16968.9,16738.4,16802,2315.73543498,39013197.15203506
|
||||
2022-12-28 00:00:00,16801.9,16805.3,16560.8,16579,4293.7400112,71572862.10174069
|
||||
2022-12-29 00:00:00,16579,16665.6,16471.3,16619.1,3844.60364434,63707829.25708289
|
||||
2022-12-30 00:00:00,16619.2,16656.1,16340.9,16558.8,4648.85092108,76762200.95542167
|
||||
2022-12-31 00:00:00,16559.1,16676.3,16520.1,16595,2553.33592867,42353159.23421032
|
||||
|
@ -1,22 +1,3 @@
|
||||
<<<<<<< HEAD
|
||||
=======
|
||||
import pandas as pd
|
||||
|
||||
# Read the original CSV
|
||||
df = pd.read_csv('candle_test.csv')
|
||||
|
||||
# Convert timestamp to datetime
|
||||
df['DateTime'] = pd.to_datetime(df['Timestamp'], unit='ms')
|
||||
|
||||
# Drop the original timestamp column
|
||||
df = df.drop(columns=['Timestamp'])
|
||||
|
||||
# Reorder columns
|
||||
df = df[['DateTime', 'Open', 'High', 'Low', 'Close', 'Volume', 'VolumeCcy']]
|
||||
|
||||
# Save the new CSV
|
||||
df.to_csv('candle_test_converted.csv', index=False)
|
||||
>>>>>>> Snippet
|
||||
import pandas as pd
|
||||
|
||||
# Read the original CSV
|
||||
@ -34,3 +15,4 @@ df = df[['DateTime', 'Open', 'High', 'Low', 'Close', 'Volume', 'VolumeCcy']]
|
||||
# Save the new CSV
|
||||
df.to_csv('candle_test_converted.csv', index=False)
|
||||
|
||||
|
||||
|
||||
85
main.py
85
main.py
@ -7,43 +7,72 @@ import sys # To find out the script name (in argv[0])
|
||||
|
||||
# Import the backtrader platform
|
||||
import backtrader as bt
|
||||
# Create a Stratey
|
||||
class TestStrategy(bt.Strategy):
|
||||
|
||||
def log(self, txt, dt=None):
|
||||
''' Logging function for this strategy'''
|
||||
if dt is None:
|
||||
dt = self.datas[0].datetime.date(0) if len(self) > 0 else 'No Data'
|
||||
print('%s, %s' % (dt, txt))
|
||||
|
||||
def __init__(self):
|
||||
# Keep a reference to the "close" line in the data[0] dataseries
|
||||
self.dataclose = self.datas[0].close
|
||||
self.log('Strategy initialized', dt='Initialization')
|
||||
|
||||
def next(self):
|
||||
# Log the current date and close price
|
||||
self.log('Date: %s, Close: %.2f' % (self.datas[0].datetime.date(0), self.dataclose[0]))
|
||||
self.log('High: %.2f, Low: %.2f' % (self.datas[0].high[0], self.datas[0].low[0]))
|
||||
|
||||
# Simple trading logic
|
||||
if self.dataclose[0] < 30000:
|
||||
self.log('BUY CREATE, Date: %s, Price: %.2f, Position: %d' % (self.datas[0].datetime.date(0), self.dataclose[0], self.position.size))
|
||||
self.buy()
|
||||
elif self.dataclose[0] > 30000 and self.position.size > 0:
|
||||
self.log('SELL CREATE, Date: %s, Price: %.2f, Position: %d' % (self.datas[0].datetime.date(0), self.dataclose[0], self.position.size))
|
||||
self.sell()
|
||||
if __name__ == '__main__':
|
||||
# Create a cerebro entity
|
||||
cerebro = bt.Cerebro()
|
||||
|
||||
# Datas are in a subfolder of the samples. Need to find where the script is
|
||||
# because it could have been called from anywhere
|
||||
modpath = os.path.dirname(os.path.abspath(sys.argv[0]))
|
||||
datapath = os.path.join(modpath, 'candle_test.csv')
|
||||
# Add a strategy
|
||||
cerebro.addstrategy(TestStrategy)
|
||||
|
||||
# Create a Data Feed
|
||||
data = bt.feeds.GenericCSVData(
|
||||
dataname=datapath,
|
||||
fromdate=datetime.datetime(2023, 1, 1),
|
||||
todate=datetime.datetime(2023, 12, 31),
|
||||
dtformat=('%Y-%m-%d %H:%M:%S'),
|
||||
timeframe=bt.TimeFrame.Days,
|
||||
compression=1,
|
||||
datetime=0,
|
||||
open=1,
|
||||
high=2,
|
||||
low=3,
|
||||
close=4,
|
||||
volume=5,
|
||||
openinterest=-1)
|
||||
|
||||
# Datas are in a subfolder of the samples. Need to find where the script is
|
||||
# because it could have been called from anywhere
|
||||
modpath = os.path.dirname(os.path.abspath(sys.argv[0]))
|
||||
datapath = os.path.join(modpath, 'candle_test_asc.csv')
|
||||
|
||||
# Create a Data Feed
|
||||
data = bt.feeds.GenericCSVData(
|
||||
dataname=datapath,
|
||||
fromdate=datetime.datetime(2022, 1, 1),
|
||||
todate=datetime.datetime(2022, 5, 31),
|
||||
dtformat=('%Y-%m-%d %H:%M:%S'),
|
||||
timeframe=bt.TimeFrame.Days,
|
||||
compression=1,
|
||||
datetime=0,
|
||||
open=1,
|
||||
high=2,
|
||||
low=3,
|
||||
close=4,
|
||||
volume=5,
|
||||
openinterest=-1)
|
||||
|
||||
# Add the Data Feed to Cerebro
|
||||
cerebro.adddata(data)
|
||||
cerebro.adddata(data)
|
||||
|
||||
# Set our desired cash start
|
||||
cerebro.broker.setcash(100000.0)
|
||||
# Set our desired cash start
|
||||
cerebro.broker.setcash(100000.0)
|
||||
|
||||
# Print out the starting conditions
|
||||
print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue())
|
||||
# Print out the starting conditions
|
||||
print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue())
|
||||
|
||||
# Run over everything
|
||||
cerebro.run()
|
||||
# Run over everything
|
||||
cerebro.run()
|
||||
|
||||
# Print out the final result
|
||||
print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue())
|
||||
# Print out the final result
|
||||
print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue())
|
||||
|
||||
328
out.txt
Normal file
328
out.txt
Normal file
@ -0,0 +1,328 @@
|
||||
Starting Portfolio Value: 100000.00
|
||||
Initialization, Strategy initialized
|
||||
2022-01-01, Date: 2022-01-01, Close: 47217.30
|
||||
2022-01-01, High: 48114.20, Low: 45678.00
|
||||
2022-01-02, Date: 2022-01-02, Close: 47346.00
|
||||
2022-01-02, High: 47947.90, Low: 46761.80
|
||||
2022-01-03, Date: 2022-01-03, Close: 46687.20
|
||||
2022-01-03, High: 47994.10, Low: 46581.30
|
||||
2022-01-04, Date: 2022-01-04, Close: 46919.90
|
||||
2022-01-04, High: 47600.00, Low: 45688.00
|
||||
2022-01-05, Date: 2022-01-05, Close: 46615.40
|
||||
2022-01-05, High: 47058.00, Low: 45500.00
|
||||
2022-01-06, Date: 2022-01-06, Close: 42948.10
|
||||
2022-01-06, High: 46682.50, Low: 42416.40
|
||||
2022-01-07, Date: 2022-01-07, Close: 41324.00
|
||||
2022-01-07, High: 43580.10, Low: 40565.80
|
||||
2022-01-08, Date: 2022-01-08, Close: 41615.90
|
||||
2022-01-08, High: 42433.00, Low: 40921.70
|
||||
2022-01-09, Date: 2022-01-09, Close: 41616.20
|
||||
2022-01-09, High: 42301.90, Low: 40515.90
|
||||
2022-01-10, Date: 2022-01-10, Close: 40975.60
|
||||
2022-01-10, High: 42780.00, Low: 39636.10
|
||||
2022-01-11, Date: 2022-01-11, Close: 41730.30
|
||||
2022-01-11, High: 42637.30, Low: 40544.30
|
||||
2022-01-12, Date: 2022-01-12, Close: 43553.30
|
||||
2022-01-12, High: 44074.50, Low: 41684.50
|
||||
2022-01-13, Date: 2022-01-13, Close: 43202.20
|
||||
2022-01-13, High: 44431.10, Low: 42882.50
|
||||
2022-01-14, Date: 2022-01-14, Close: 43104.10
|
||||
2022-01-14, High: 43500.00, Low: 41748.00
|
||||
2022-01-15, Date: 2022-01-15, Close: 43410.40
|
||||
2022-01-15, High: 43453.20, Low: 42566.40
|
||||
2022-01-16, Date: 2022-01-16, Close: 43225.40
|
||||
2022-01-16, High: 43799.00, Low: 42600.00
|
||||
2022-01-17, Date: 2022-01-17, Close: 42478.40
|
||||
2022-01-17, High: 43477.90, Low: 42317.60
|
||||
2022-01-18, Date: 2022-01-18, Close: 41585.50
|
||||
2022-01-18, High: 42536.00, Low: 41284.90
|
||||
2022-01-19, Date: 2022-01-19, Close: 41977.70
|
||||
2022-01-19, High: 42690.00, Low: 41140.00
|
||||
2022-01-20, Date: 2022-01-20, Close: 43295.50
|
||||
2022-01-20, High: 43447.60, Low: 41553.70
|
||||
2022-01-21, Date: 2022-01-21, Close: 38858.10
|
||||
2022-01-21, High: 43497.00, Low: 37688.00
|
||||
2022-01-22, Date: 2022-01-22, Close: 34840.10
|
||||
2022-01-22, High: 39057.30, Low: 34000.00
|
||||
2022-01-22, Date: 2022-01-22, Close: 34840.10
|
||||
2022-01-22, High: 39057.30, Low: 34000.00
|
||||
2022-01-23, Date: 2022-01-23, Close: 35300.00
|
||||
2022-01-23, High: 36145.30, Low: 34252.40
|
||||
2022-01-24, Date: 2022-01-24, Close: 34245.50
|
||||
2022-01-24, High: 36545.20, Low: 32928.10
|
||||
2022-01-25, Date: 2022-01-25, Close: 36548.00
|
||||
2022-01-25, High: 38300.00, Low: 33808.00
|
||||
2022-01-26, Date: 2022-01-26, Close: 37988.00
|
||||
2022-01-26, High: 38631.90, Low: 36430.60
|
||||
2022-01-27, Date: 2022-01-27, Close: 36644.00
|
||||
2022-01-27, High: 38900.00, Low: 35524.10
|
||||
2022-01-28, Date: 2022-01-28, Close: 37186.50
|
||||
2022-01-28, High: 37487.00, Low: 35546.30
|
||||
2022-01-29, Date: 2022-01-29, Close: 37562.00
|
||||
2022-01-29, High: 38194.50, Low: 36776.30
|
||||
2022-01-30, Date: 2022-01-30, Close: 37977.20
|
||||
2022-01-30, High: 38737.60, Low: 37300.00
|
||||
2022-01-31, Date: 2022-01-31, Close: 37720.00
|
||||
2022-01-31, High: 38242.50, Low: 36638.00
|
||||
2022-02-01, Date: 2022-02-01, Close: 38615.00
|
||||
2022-02-01, High: 39100.00, Low: 37682.60
|
||||
2022-02-02, Date: 2022-02-02, Close: 37427.50
|
||||
2022-02-02, High: 39300.00, Low: 37355.50
|
||||
2022-02-03, Date: 2022-02-03, Close: 36914.40
|
||||
2022-02-03, High: 37659.90, Low: 36254.00
|
||||
2022-02-04, Date: 2022-02-04, Close: 39486.80
|
||||
2022-02-04, High: 39833.00, Low: 36268.40
|
||||
2022-02-05, Date: 2022-02-05, Close: 41770.00
|
||||
2022-02-05, High: 41920.00, Low: 39448.10
|
||||
2022-02-06, Date: 2022-02-06, Close: 41514.00
|
||||
2022-02-06, High: 42222.00, Low: 40947.50
|
||||
2022-02-07, Date: 2022-02-07, Close: 43832.00
|
||||
2022-02-07, High: 43887.80, Low: 41422.40
|
||||
2022-02-08, Date: 2022-02-08, Close: 43428.80
|
||||
2022-02-08, High: 45486.00, Low: 42888.00
|
||||
2022-02-09, Date: 2022-02-09, Close: 43874.60
|
||||
2022-02-09, High: 44440.00, Low: 42668.10
|
||||
2022-02-10, Date: 2022-02-10, Close: 44947.10
|
||||
2022-02-10, High: 45678.00, Low: 43166.40
|
||||
2022-02-11, Date: 2022-02-11, Close: 43672.00
|
||||
2022-02-11, High: 45832.20, Low: 42604.10
|
||||
2022-02-12, Date: 2022-02-12, Close: 42132.00
|
||||
2022-02-12, High: 43756.00, Low: 41741.00
|
||||
2022-02-13, Date: 2022-02-13, Close: 42562.60
|
||||
2022-02-13, High: 43000.00, Low: 41708.90
|
||||
2022-02-14, Date: 2022-02-14, Close: 42576.70
|
||||
2022-02-14, High: 42836.90, Low: 41555.50
|
||||
2022-02-15, Date: 2022-02-15, Close: 44196.20
|
||||
2022-02-15, High: 44500.00, Low: 41800.10
|
||||
2022-02-16, Date: 2022-02-16, Close: 43599.80
|
||||
2022-02-16, High: 44761.30, Low: 43318.10
|
||||
2022-02-17, Date: 2022-02-17, Close: 41912.80
|
||||
2022-02-17, High: 44368.00, Low: 41700.00
|
||||
2022-02-18, Date: 2022-02-18, Close: 39829.90
|
||||
2022-02-18, High: 42098.00, Low: 39638.30
|
||||
2022-02-19, Date: 2022-02-19, Close: 39972.10
|
||||
2022-02-19, High: 40450.30, Low: 39447.10
|
||||
2022-02-20, Date: 2022-02-20, Close: 38340.00
|
||||
2022-02-20, High: 40350.00, Low: 37955.50
|
||||
2022-02-21, Date: 2022-02-21, Close: 38830.00
|
||||
2022-02-21, High: 39493.90, Low: 37199.90
|
||||
2022-02-22, Date: 2022-02-22, Close: 37766.00
|
||||
2022-02-22, High: 39150.00, Low: 36352.00
|
||||
2022-02-23, Date: 2022-02-23, Close: 38523.50
|
||||
2022-02-23, High: 39250.00, Low: 37390.00
|
||||
2022-02-24, Date: 2022-02-24, Close: 35920.00
|
||||
2022-02-24, High: 38779.30, Low: 34322.00
|
||||
2022-02-25, Date: 2022-02-25, Close: 39416.90
|
||||
2022-02-25, High: 39871.30, Low: 35729.60
|
||||
2022-02-26, Date: 2022-02-26, Close: 39216.90
|
||||
2022-02-26, High: 40308.00, Low: 38526.80
|
||||
2022-02-27, Date: 2022-02-27, Close: 39361.50
|
||||
2022-02-27, High: 39860.00, Low: 38196.30
|
||||
2022-02-28, Date: 2022-02-28, Close: 40823.10
|
||||
2022-02-28, High: 40900.00, Low: 36965.80
|
||||
2022-03-01, Date: 2022-03-01, Close: 43639.70
|
||||
2022-03-01, High: 44949.60, Low: 40700.00
|
||||
2022-03-02, Date: 2022-03-02, Close: 44123.90
|
||||
2022-03-02, High: 45333.00, Low: 43226.00
|
||||
2022-03-03, Date: 2022-03-03, Close: 42545.30
|
||||
2022-03-03, High: 44482.60, Low: 42353.00
|
||||
2022-03-04, Date: 2022-03-04, Close: 40687.30
|
||||
2022-03-04, High: 42742.10, Low: 40556.00
|
||||
2022-03-05, Date: 2022-03-05, Close: 39156.10
|
||||
2022-03-05, High: 40963.10, Low: 38555.00
|
||||
2022-03-06, Date: 2022-03-06, Close: 38856.00
|
||||
2022-03-06, High: 39700.00, Low: 38092.00
|
||||
2022-03-07, Date: 2022-03-07, Close: 39073.00
|
||||
2022-03-07, High: 39360.00, Low: 37577.10
|
||||
2022-03-08, Date: 2022-03-08, Close: 38658.00
|
||||
2022-03-08, High: 39550.00, Low: 37158.80
|
||||
2022-03-09, Date: 2022-03-09, Close: 42520.60
|
||||
2022-03-09, High: 42583.50, Low: 38143.40
|
||||
2022-03-10, Date: 2022-03-10, Close: 39177.90
|
||||
2022-03-10, High: 42555.00, Low: 38550.00
|
||||
2022-03-11, Date: 2022-03-11, Close: 39078.00
|
||||
2022-03-11, High: 40239.00, Low: 38227.50
|
||||
2022-03-12, Date: 2022-03-12, Close: 39046.10
|
||||
2022-03-12, High: 39300.00, Low: 38306.00
|
||||
2022-03-12, Date: 2022-03-12, Close: 39046.10
|
||||
2022-03-12, High: 39300.00, Low: 38306.00
|
||||
2022-03-13, Date: 2022-03-13, Close: 38938.10
|
||||
2022-03-13, High: 39460.30, Low: 38378.10
|
||||
2022-03-14, Date: 2022-03-14, Close: 38968.00
|
||||
2022-03-14, High: 39309.80, Low: 37554.80
|
||||
2022-03-15, Date: 2022-03-15, Close: 39019.90
|
||||
2022-03-15, High: 39936.00, Low: 38111.00
|
||||
2022-03-16, Date: 2022-03-16, Close: 40617.90
|
||||
2022-03-16, High: 41738.10, Low: 38820.00
|
||||
2022-03-17, Date: 2022-03-17, Close: 40798.00
|
||||
2022-03-17, High: 41476.90, Low: 39320.00
|
||||
2022-03-18, Date: 2022-03-18, Close: 40929.90
|
||||
2022-03-18, High: 41065.90, Low: 40144.90
|
||||
2022-03-19, Date: 2022-03-19, Close: 41940.10
|
||||
2022-03-19, High: 42311.00, Low: 40906.60
|
||||
2022-03-20, Date: 2022-03-20, Close: 41345.10
|
||||
2022-03-20, High: 42398.00, Low: 41264.80
|
||||
2022-03-21, Date: 2022-03-21, Close: 41225.10
|
||||
2022-03-21, High: 41666.60, Low: 40480.00
|
||||
2022-03-22, Date: 2022-03-22, Close: 42580.70
|
||||
2022-03-22, High: 43370.00, Low: 40760.00
|
||||
2022-03-23, Date: 2022-03-23, Close: 42620.60
|
||||
2022-03-23, High: 42875.00, Low: 41756.10
|
||||
2022-03-24, Date: 2022-03-24, Close: 43984.00
|
||||
2022-03-24, High: 44020.00, Low: 42050.00
|
||||
2022-03-25, Date: 2022-03-25, Close: 44324.00
|
||||
2022-03-25, High: 45080.00, Low: 43584.00
|
||||
2022-03-26, Date: 2022-03-26, Close: 44210.90
|
||||
2022-03-26, High: 44605.70, Low: 44022.20
|
||||
2022-03-27, Date: 2022-03-27, Close: 44866.00
|
||||
2022-03-27, High: 44950.00, Low: 44145.70
|
||||
2022-03-28, Date: 2022-03-28, Close: 47421.70
|
||||
2022-03-28, High: 47888.00, Low: 44673.50
|
||||
2022-03-29, Date: 2022-03-29, Close: 47441.70
|
||||
2022-03-29, High: 48184.80, Low: 46886.60
|
||||
2022-03-30, Date: 2022-03-30, Close: 47160.00
|
||||
2022-03-30, High: 47868.00, Low: 46544.00
|
||||
2022-03-31, Date: 2022-03-31, Close: 46453.40
|
||||
2022-03-31, High: 47690.00, Low: 46222.00
|
||||
2022-04-01, Date: 2022-04-01, Close: 46529.60
|
||||
2022-04-01, High: 46707.80, Low: 44219.60
|
||||
2022-04-02, Date: 2022-04-02, Close: 46290.00
|
||||
2022-04-02, High: 47204.30, Low: 45906.00
|
||||
2022-04-03, Date: 2022-04-03, Close: 46409.90
|
||||
2022-04-03, High: 46716.50, Low: 45520.00
|
||||
2022-04-04, Date: 2022-04-04, Close: 45630.00
|
||||
2022-04-04, High: 47440.00, Low: 45561.50
|
||||
2022-04-05, Date: 2022-04-05, Close: 45762.10
|
||||
2022-04-05, High: 47189.50, Low: 45120.00
|
||||
2022-04-06, Date: 2022-04-06, Close: 44166.00
|
||||
2022-04-06, High: 46190.00, Low: 43716.80
|
||||
2022-04-07, Date: 2022-04-07, Close: 43327.30
|
||||
2022-04-07, High: 44287.20, Low: 42726.60
|
||||
2022-04-08, Date: 2022-04-08, Close: 43649.30
|
||||
2022-04-08, High: 43980.00, Low: 42755.10
|
||||
2022-04-09, Date: 2022-04-09, Close: 42280.00
|
||||
2022-04-09, High: 43716.00, Low: 42112.00
|
||||
2022-04-10, Date: 2022-04-10, Close: 42740.00
|
||||
2022-04-10, High: 42885.10, Low: 42187.30
|
||||
2022-04-11, Date: 2022-04-11, Close: 40580.10
|
||||
2022-04-11, High: 43408.50, Low: 40560.00
|
||||
2022-04-12, Date: 2022-04-12, Close: 40180.00
|
||||
2022-04-12, High: 40890.00, Low: 39190.00
|
||||
2022-04-13, Date: 2022-04-13, Close: 41152.30
|
||||
2022-04-13, High: 41410.00, Low: 39261.10
|
||||
2022-04-14, Date: 2022-04-14, Close: 39973.50
|
||||
2022-04-14, High: 41555.00, Low: 39926.20
|
||||
2022-04-15, Date: 2022-04-15, Close: 40414.90
|
||||
2022-04-15, High: 40863.10, Low: 39497.50
|
||||
2022-04-16, Date: 2022-04-16, Close: 40062.80
|
||||
2022-04-16, High: 40700.00, Low: 40000.00
|
||||
2022-04-17, Date: 2022-04-17, Close: 40440.80
|
||||
2022-04-17, High: 40694.70, Low: 40010.50
|
||||
2022-04-18, Date: 2022-04-18, Close: 39254.40
|
||||
2022-04-18, High: 40477.90, Low: 38519.40
|
||||
2022-04-19, Date: 2022-04-19, Close: 41452.90
|
||||
2022-04-19, High: 41754.30, Low: 39045.50
|
||||
2022-04-20, Date: 2022-04-20, Close: 41266.10
|
||||
2022-04-20, High: 42207.40, Low: 41058.00
|
||||
2022-04-21, Date: 2022-04-21, Close: 42142.10
|
||||
2022-04-21, High: 42970.00, Low: 40855.00
|
||||
2022-04-22, Date: 2022-04-22, Close: 39432.60
|
||||
2022-04-22, High: 42179.90, Low: 39330.00
|
||||
2022-04-23, Date: 2022-04-23, Close: 39787.50
|
||||
2022-04-23, High: 39880.80, Low: 39172.10
|
||||
2022-04-24, Date: 2022-04-24, Close: 39659.70
|
||||
2022-04-24, High: 40000.00, Low: 39333.60
|
||||
2022-04-25, Date: 2022-04-25, Close: 38982.70
|
||||
2022-04-25, High: 39803.50, Low: 38166.00
|
||||
2022-04-26, Date: 2022-04-26, Close: 38562.40
|
||||
2022-04-26, High: 40801.00, Low: 38533.40
|
||||
2022-04-27, Date: 2022-04-27, Close: 39009.90
|
||||
2022-04-27, High: 39472.60, Low: 37700.00
|
||||
2022-04-28, Date: 2022-04-28, Close: 39450.40
|
||||
2022-04-28, High: 40423.40, Low: 38676.70
|
||||
2022-04-29, Date: 2022-04-29, Close: 39009.40
|
||||
2022-04-29, High: 40374.90, Low: 38623.30
|
||||
2022-04-30, Date: 2022-04-30, Close: 38469.10
|
||||
2022-04-30, High: 39079.30, Low: 38154.00
|
||||
2022-04-30, Date: 2022-04-30, Close: 38469.10
|
||||
2022-04-30, High: 39079.30, Low: 38154.00
|
||||
2022-05-01, Date: 2022-05-01, Close: 38490.70
|
||||
2022-05-01, High: 38642.80, Low: 37386.00
|
||||
2022-05-02, Date: 2022-05-02, Close: 38693.40
|
||||
2022-05-02, High: 39168.40, Low: 37682.70
|
||||
2022-05-03, Date: 2022-05-03, Close: 38330.90
|
||||
2022-05-03, High: 38914.80, Low: 38061.60
|
||||
2022-05-04, Date: 2022-05-04, Close: 38972.60
|
||||
2022-05-04, High: 39172.70, Low: 37520.00
|
||||
2022-05-05, Date: 2022-05-05, Close: 36906.20
|
||||
2022-05-05, High: 40033.30, Low: 36380.30
|
||||
2022-05-06, Date: 2022-05-06, Close: 36002.50
|
||||
2022-05-06, High: 37319.30, Low: 35257.50
|
||||
2022-05-07, Date: 2022-05-07, Close: 35966.50
|
||||
2022-05-07, High: 36238.70, Low: 35725.40
|
||||
2022-05-08, Date: 2022-05-08, Close: 34369.80
|
||||
2022-05-08, High: 35999.40, Low: 34199.00
|
||||
2022-05-09, Date: 2022-05-09, Close: 32359.20
|
||||
2022-05-09, High: 34752.00, Low: 32055.00
|
||||
2022-05-10, Date: 2022-05-10, Close: 31320.00
|
||||
2022-05-10, High: 32650.00, Low: 29735.70
|
||||
2022-05-11, Date: 2022-05-11, Close: 30976.50
|
||||
2022-05-11, High: 32167.90, Low: 29055.00
|
||||
2022-05-12, Date: 2022-05-12, Close: 29026.60
|
||||
2022-05-12, High: 31125.00, Low: 26700.00
|
||||
2022-05-12, BUY CREATE, Date: 2022-05-12, Price: 29026.60, Position: 0
|
||||
2022-05-13, Date: 2022-05-13, Close: 30337.70
|
||||
2022-05-13, High: 31073.00, Low: 28020.30
|
||||
2022-05-13, SELL CREATE, Date: 2022-05-13, Price: 30337.70, Position: 1
|
||||
2022-05-14, Date: 2022-05-14, Close: 28825.30
|
||||
2022-05-14, High: 30529.80, Low: 28669.50
|
||||
2022-05-14, BUY CREATE, Date: 2022-05-14, Price: 28825.30, Position: 0
|
||||
2022-05-15, Date: 2022-05-15, Close: 30009.80
|
||||
2022-05-15, High: 30567.90, Low: 28635.00
|
||||
2022-05-15, SELL CREATE, Date: 2022-05-15, Price: 30009.80, Position: 1
|
||||
2022-05-16, Date: 2022-05-16, Close: 29673.20
|
||||
2022-05-16, High: 31455.00, Low: 29306.70
|
||||
2022-05-16, BUY CREATE, Date: 2022-05-16, Price: 29673.20, Position: 0
|
||||
2022-05-17, Date: 2022-05-17, Close: 30150.90
|
||||
2022-05-17, High: 30788.00, Low: 29082.90
|
||||
2022-05-17, SELL CREATE, Date: 2022-05-17, Price: 30150.90, Position: 1
|
||||
2022-05-18, Date: 2022-05-18, Close: 28985.00
|
||||
2022-05-18, High: 30715.00, Low: 28877.90
|
||||
2022-05-18, BUY CREATE, Date: 2022-05-18, Price: 28985.00, Position: 0
|
||||
2022-05-19, Date: 2022-05-19, Close: 30386.30
|
||||
2022-05-19, High: 30539.50, Low: 28650.60
|
||||
2022-05-19, SELL CREATE, Date: 2022-05-19, Price: 30386.30, Position: 1
|
||||
2022-05-20, Date: 2022-05-20, Close: 29155.30
|
||||
2022-05-20, High: 30777.70, Low: 29079.60
|
||||
2022-05-20, BUY CREATE, Date: 2022-05-20, Price: 29155.30, Position: 0
|
||||
2022-05-21, Date: 2022-05-21, Close: 29550.70
|
||||
2022-05-21, High: 29650.00, Low: 28732.60
|
||||
2022-05-21, BUY CREATE, Date: 2022-05-21, Price: 29550.70, Position: 1
|
||||
2022-05-22, Date: 2022-05-22, Close: 29846.60
|
||||
2022-05-22, High: 30315.00, Low: 29255.50
|
||||
2022-05-22, BUY CREATE, Date: 2022-05-22, Price: 29846.60, Position: 2
|
||||
2022-05-23, Date: 2022-05-23, Close: 30374.80
|
||||
2022-05-23, High: 30671.30, Low: 29742.50
|
||||
2022-05-23, SELL CREATE, Date: 2022-05-23, Price: 30374.80, Position: 3
|
||||
2022-05-24, Date: 2022-05-24, Close: 29389.10
|
||||
2022-05-24, High: 30529.40, Low: 28666.60
|
||||
2022-05-24, BUY CREATE, Date: 2022-05-24, Price: 29389.10, Position: 2
|
||||
2022-05-25, Date: 2022-05-25, Close: 29623.30
|
||||
2022-05-25, High: 30225.00, Low: 29108.60
|
||||
2022-05-25, BUY CREATE, Date: 2022-05-25, Price: 29623.30, Position: 3
|
||||
2022-05-26, Date: 2022-05-26, Close: 29397.00
|
||||
2022-05-26, High: 30045.00, Low: 28006.00
|
||||
2022-05-26, BUY CREATE, Date: 2022-05-26, Price: 29397.00, Position: 3
|
||||
2022-05-27, Date: 2022-05-27, Close: 28850.60
|
||||
2022-05-27, High: 29800.00, Low: 28630.40
|
||||
2022-05-27, BUY CREATE, Date: 2022-05-27, Price: 28850.60, Position: 3
|
||||
2022-05-28, Date: 2022-05-28, Close: 28987.40
|
||||
2022-05-28, High: 29260.90, Low: 28290.00
|
||||
2022-05-28, BUY CREATE, Date: 2022-05-28, Price: 28987.40, Position: 3
|
||||
2022-05-29, Date: 2022-05-29, Close: 29212.80
|
||||
2022-05-29, High: 29496.50, Low: 28769.00
|
||||
2022-05-29, BUY CREATE, Date: 2022-05-29, Price: 29212.80, Position: 3
|
||||
2022-05-30, Date: 2022-05-30, Close: 30633.80
|
||||
2022-05-30, High: 30950.00, Low: 29077.20
|
||||
2022-05-30, SELL CREATE, Date: 2022-05-30, Price: 30633.80, Position: 3
|
||||
Final Portfolio Value: 108715.40
|
||||
Loading…
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Reference in New Issue
Block a user