D:\Python34\python.exe D:/CTP/PyCTP/PyCTP_Client/PyCTP_ClientCore/ClientMain.py ClientMin.'__main__' log文件夹存在,删除重建log文件夹 we are not frozen bundle dir is D:\CTP\PyCTP\PyCTP_Client\PyCTP_ClientCore sys.argv[0] is D:/CTP/PyCTP/PyCTP_Client/PyCTP_ClientCore/ClientMain.py sys.executable is D:\Python34\python.exe os.getcwd is D:\CTP\PyCTP\PyCTP_Client\PyCTP_ClientCore process_id = 9084 thread.getName()= MainThread , __main__ >>> StocketManager.read_ip_address() ip_address = 192.168.112.129 8888 SocketManager.connect() self.__ip_address 192.168.112.129 >>> QAccountWidget.on_pushButton_set_position_active() called >>> QAccountWidget.slot_tab_changed() self.__current_tab_name = 所有账户 int_tab_index = 0 QAccountWidget.slot_addTabBar() self.__dict_clicked_info = {'所有账户': {}} >>> StrategyDataModel.slot_set_data_list() 更新tableView整个区域, len(data_list) = 0 >>> StrategyDataModel.slot_set_data_list() 只需要设置一次tableView列宽 QLogin.on_pushButton_login_clicked() thread.getName()= MainThread SocketManager.slot_send_msg() b'gmqh_sh_2016\x00\x13{"MsgSrc": 0, "MsgSendFlag": 0, "Password": "123456", "MsgRef": 1, "TraderID": "1601", "MsgType": 1}\x00' SocketManager.receive_msg() MsgType=1,交易员登录 {'MsgSrc': 0, 'MsgSendFlag': 1, 'OnOff': 1, 'MsgResult': 0, 'MsgRef': 37, 'MsgErrorReason': '', 'TraderName': 'yuanpengfei', 'MsgType': 1, 'TraderID': '1601'} >>> SocketManager run() takes time = 5.3281731605529785 SocketManager.receive_msg() MsgType=4,查询行情配置 {'MsgSrc': 0, 'MsgSendFlag': 1, 'Info': [{'userid': '058176', 'frontaddress': 'tcp://180.168.146.187:10011', 'password': '123456', 'brokerid': '9999'}], 'MsgRef': 38, 'MsgErrorReason': '', 'TraderID': '1601', 'MsgType': 4, 'MsgResult': 0} process_id = 9084 , MarketManagerForUi.__init__() dict_arguments = {'userid': '058176', 'frontaddress': 'tcp://180.168.146.187:10011', 'password': '123456', 'brokerid': '9999'} MarketManagerForUi.__init__() 连接行情前置成功,broker_id = 9999 MarketManagerForUi.__init__() 登录行情账号成功,broker_id = 9999 MarketManagerForUi.__init__() 行情端口交易日: 20170523 >>> SocketManager run() takes time = 0.03008294105529785 SocketManager.receive_msg() MsgType=2,查询期货账户 {'MsgSrc': 0, 'MsgSendFlag': 1, 'Info': [{'userid': '091921', 'on_off': 1, 'traderid': '1601', 'frontaddress': 'tcp://180.168.146.187:10000', 'password': '123456', 'brokerid': '9999', 'positionflag': 1}], 'MsgRef': 39, 'MsgErrorReason': '', 'TraderID': '1601', 'MsgType': 2, 'MsgResult': 0} >>> self.__dict_user_on_off = {'所有账户': 1, '091921': 1} >>> SocketManager run() takes time = 0.002001047134399414 SocketManager.receive_msg() MsgType=11,查询下单算法 {'MsgSrc': 0, 'MsgSendFlag': 1, 'Info': [{'name': '01'}], 'MsgRef': 40, 'MsgErrorReason': '', 'TraderID': '1601', 'MsgType': 11, 'MsgResult': 0} >>> SocketManager run() takes time = 0.002004861831665039 SocketManager.receive_msg() MsgType=3,查询策略 {'StrategyID': '', 'MsgSendFlag': 1, 'Info': [{'a_order_action_limit': 100, 'buy_open': 20.0, 'only_close': 0, 'lots': 10, 'position_buy': 0, 'b_order_action_limit': 100, 'trade_model': '', 'list_instrument_id': ['cu1802', 'cu1805'], 'position_a_sell': 0, 'position_a_buy_yesterday': 0, 'amount': 0.0, 'buy_close_on_off': 1, 'hold_profit': 0.0, 'position_a_sell_yesterday': 0, 'position_a_sell_today': 0, 'commission': 0.0, 'user_id': '091921', 'position_b_sell': 10, 'a_limit_price_shift': 0, 'sell_close': 30.0, 'strategy_on_off': 0, 'lots_batch': 1, 'position_b_buy': 0, 'sell_close_on_off': 1, 'position_b_buy_yesterday': 0, 'b_limit_price_shift': 0, 'b_wait_price_tick': 0.0, 'position_a_buy_today': 10, 'update_position_detail_record_time': '2017052313:00:49', 'b_instrument_id': 'cu1805', 'buy_open_on_off': 1, 'position_sell': 0, 'stop_loss': 0.0, 'buy_close': 20.0, 'trader_id': '1601', 'average_shift': 0.0, 'sell_open': 30.0, 'close_profit': 0.0, 'a_instrument_id': 'cu1802', 'position': 10, 'order_algorithm': '01', 'sell_open_on_off': 1, 'position_a_buy': 10, 'trade_volume': 0, 'on_off': 0, 'position_b_sell_today': 10, 'spread_shift': 0.0, 'a_wait_price_tick': 0.0, 'strategy_id': '02', 'position_b_buy_today': 0, 'position_b_sell_yesterday': 0}, {'a_order_action_limit': 0, 'buy_open': 0.0, 'only_close': 0, 'lots': 0, 'position_buy': 0, 'b_order_action_limit': 0, 'trade_model': '', 'list_instrument_id': ['cu1707', 'cu1709'], 'position_a_sell': 0, 'position_a_buy_yesterday': 0, 'amount': 0.0, 'buy_close_on_off': 1, 'hold_profit': 0.0, 'position_a_sell_yesterday': 0, 'position_a_sell_today': 0, 'commission': 0.0, 'user_id': '091921', 'position_b_sell': 0, 'a_limit_price_shift': 0, 'sell_close': 0.0, 'strategy_on_off': 0, 'lots_batch': 0, 'position_b_buy': 0, 'sell_close_on_off': 1, 'position_b_buy_yesterday': 0, 'b_limit_price_shift': 0, 'b_wait_price_tick': 0.0, 'position_a_buy_today': 0, 'update_position_detail_record_time': '2017052313:10:42', 'b_instrument_id': 'cu1709', 'buy_open_on_off': 1, 'position_sell': 0, 'stop_loss': 0.0, 'buy_close': 0.0, 'trader_id': '1601', 'average_shift': 0.0, 'sell_open': 0.0, 'close_profit': 0.0, 'a_instrument_id': 'cu1707', 'position': 0, 'order_algorithm': '', 'sell_open_on_off': 1, 'position_a_buy': 0, 'trade_volume': 0, 'on_off': 0, 'position_b_sell_today': 0, 'spread_shift': 0.0, 'a_wait_price_tick': 0.0, 'strategy_id': '01', 'position_b_buy_today': 0, 'position_b_sell_yesterday': 0}], 'MsgRef': 41, 'MsgSrc': 0, 'MsgErrorReason': '', 'TraderID': '1601', 'MsgType': 3, 'MsgResult': 0} >>> ScoketManager.receive_msg() self.signal_init_tableWidget.emit(buff['Info']) >>> init_groupBox_order_algorithm() 初始化下单算法 [{'name': '01'}] >>> SocketManager run() takes time = 0.0030241012573242188 SocketManager.receive_msg() MsgType=15,查询昨持仓明细order {'MsgSrc': 0, 'MsgSendFlag': 1, 'Info': [{'StrategyID': '01', 'InsertTime': '10:06:35', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'cu1706', 'TradingDayRecord': '20170523', 'LimitPrice': 45850.0, 'VolumeTraded': 1, 'InsertDate': '20170522', 'Direction': 49, 'VolumeTradedBatch': 1, 'TradingDay': '20170522', 'CombHedgeFlag': 49, 'UserID': '091921', 'VolumeTotal': 0, 'OrderRef': '100000017301'}, {'StrategyID': '01', 'InsertTime': '10:06:35', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'cu1707', 'TradingDayRecord': '20170523', 'LimitPrice': 45920.0, 'VolumeTraded': 1, 'InsertDate': '20170522', 'Direction': 48, 'VolumeTradedBatch': 1, 'TradingDay': '20170522', 'CombHedgeFlag': 49, 'UserID': '091921', 'VolumeTotal': 0, 'OrderRef': '100000017401'}, {'StrategyID': '01', 'InsertTime': '10:06:36', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'cu1706', 'TradingDayRecord': '20170523', 'LimitPrice': 45850.0, 'VolumeTraded': 1, 'InsertDate': '20170522', 'Direction': 49, 'VolumeTradedBatch': 1, 'TradingDay': '20170522', 'CombHedgeFlag': 49, 'UserID': '091921', 'VolumeTotal': 0, 'OrderRef': '100000017501'}, {'StrategyID': '01', 'InsertTime': '10:06:36', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'cu1707', 'TradingDayRecord': '20170523', 'LimitPrice': 45920.0, 'VolumeTraded': 1, 'InsertDate': '20170522', 'Direction': 48, 'VolumeTradedBatch': 1, 'TradingDay': '20170522', 'CombHedgeFlag': 49, 'UserID': '091921', 'VolumeTotal': 0, 'OrderRef': '100000017601'}, {'StrategyID': '01', 'InsertTime': '10:06:36', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'cu1706', 'TradingDayRecord': '20170523', 'LimitPrice': 45850.0, 'VolumeTraded': 1, 'InsertDate': '20170522', 'Direction': 49, 'VolumeTradedBatch': 1, 'TradingDay': '20170522', 'CombHedgeFlag': 49, 'UserID': '091921', 'VolumeTotal': 0, 'OrderRef': '100000017701'}, {'StrategyID': '01', 'InsertTime': '10:06:36', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'cu1707', 'TradingDayRecord': '20170523', 'LimitPrice': 45920.0, 'VolumeTraded': 1, 'InsertDate': '20170522', 'Direction': 48, 'VolumeTradedBatch': 1, 'TradingDay': '20170522', 'CombHedgeFlag': 49, 'UserID': '091921', 'VolumeTotal': 0, 'OrderRef': '100000017801'}, {'StrategyID': '01', 'InsertTime': '10:06:37', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'cu1706', 'TradingDayRecord': '20170523', 'LimitPrice': 45850.0, 'VolumeTraded': 1, 'InsertDate': '20170522', 'Direction': 49, 'VolumeTradedBatch': 1, 'TradingDay': '20170522', 'CombHedgeFlag': 49, 'UserID': '091921', 'VolumeTotal': 0, 'OrderRef': '100000017901'}, {'StrategyID': '01', 'InsertTime': '10:06:37', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'cu1707', 'TradingDayRecord': '20170523', 'LimitPrice': 45920.0, 'VolumeTraded': 1, 'InsertDate': '20170522', 'Direction': 48, 'VolumeTradedBatch': 1, 'TradingDay': '20170522', 'CombHedgeFlag': 49, 'UserID': '091921', 'VolumeTotal': 0, 'OrderRef': '100000018001'}, {'StrategyID': '01', 'InsertTime': '10:06:38', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'cu1706', 'TradingDayRecord': '20170523', 'LimitPrice': 45850.0, 'VolumeTraded': 1, 'InsertDate': '20170522', 'Direction': 49, 'VolumeTradedBatch': 1, 'TradingDay': '20170522', 'CombHedgeFlag': 49, 'UserID': '091921', 'VolumeTotal': 0, 'OrderRef': '100000018101'}, {'StrategyID': '01', 'InsertTime': '10:06:38', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'cu1707', 'TradingDayRecord': '20170523', 'LimitPrice': 45920.0, 'VolumeTraded': 1, 'InsertDate': '20170522', 'Direction': 48, 'VolumeTradedBatch': 1, 'TradingDay': '20170522', 'CombHedgeFlag': 49, 'UserID': '091921', 'VolumeTotal': 0, 'OrderRef': '100000018201'}, {'StrategyID': '01', 'InsertTime': '10:06:38', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'cu1706', 'TradingDayRecord': '20170523', 'LimitPrice': 45850.0, 'VolumeTraded': 1, 'InsertDate': '20170522', 'Direction': 49, 'VolumeTradedBatch': 1, 'TradingDay': '20170522', 'CombHedgeFlag': 49, 'UserID': '091921', 'VolumeTotal': 0, 'OrderRef': '100000018301'}, {'StrategyID': '01', 'InsertTime': '10:06:38', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'cu1707', 'TradingDayRecord': '20170523', 'LimitPrice': 45920.0, 'VolumeTraded': 1, 'InsertDate': '20170522', 'Direction': 48, 'VolumeTradedBatch': 1, 'TradingDay': '20170522', 'CombHedgeFlag': 49, 'UserID': '091921', 'VolumeTotal': 0, 'OrderRef': '100000018401'}, {'StrategyID': '01', 'InsertTime': '10:06:39', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'cu1706', 'TradingDayRecord': '20170523', 'LimitPrice': 45850.0, 'VolumeTraded': 1, 'InsertDate': '20170522', 'Direction': 49, 'VolumeTradedBatch': 1, 'TradingDay': '20170522', 'CombHedgeFlag': 49, 'UserID': '091921', 'VolumeTotal': 0, 'OrderRef': '100000018501'}, {'StrategyID': '01', 'InsertTime': '10:06:39', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'cu1707', 'TradingDayRecord': '20170523', 'LimitPrice': 45920.0, 'VolumeTraded': 1, 'InsertDate': '20170522', 'Direction': 48, 'VolumeTradedBatch': 1, 'TradingDay': '20170522', 'CombHedgeFlag': 49, 'UserID': '091921', 'VolumeTotal': 0, 'OrderRef': '100000018601'}, {'StrategyID': '01', 'InsertTime': '10:06:39', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'cu1706', 'TradingDayRecord': '20170523', 'LimitPrice': 45850.0, 'VolumeTraded': 1, 'InsertDate': '20170522', 'Direction': 49, 'VolumeTradedBatch': 1, 'TradingDay': '20170522', 'CombHedgeFlag': 49, 'UserID': '091921', 'VolumeTotal': 0, 'OrderRef': '100000018701'}, {'StrategyID': '01', 'InsertTime': '10:06:39', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'cu1707', 'TradingDayRecord': '20170523', 'LimitPrice': 45920.0, 'VolumeTraded': 1, 'InsertDate': '20170522', 'Direction': 48, 'VolumeTradedBatch': 1, 'TradingDay': '20170522', 'CombHedgeFlag': 49, 'UserID': '091921', 'VolumeTotal': 0, 'OrderRef': '100000018801'}, {'StrategyID': '01', 'InsertTime': '10:06:39', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'cu1706', 'TradingDayRecord': '20170523', 'LimitPrice': 45850.0, 'VolumeTraded': 1, 'InsertDate': '20170522', 'Direction': 49, 'VolumeTradedBatch': 1, 'TradingDay': '20170522', 'CombHedgeFlag': 49, 'UserID': '091921', 'VolumeTotal': 0, 'OrderRef': '100000018901'}, {'StrategyID': '01', 'InsertTime': '10:06:39', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'cu1707', 'TradingDayRecord': '20170523', 'LimitPrice': 45920.0, 'VolumeTraded': 1, 'InsertDate': '20170522', 'Direction': 48, 'VolumeTradedBatch': 1, 'TradingDay': '20170522', 'CombHedgeFlag': 49, 'UserID': '091921', 'VolumeTotal': 0, 'OrderRef': '100000019001'}, {'StrategyID': '01', 'InsertTime': '10:06:40', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'cu1706', 'TradingDayRecord': '20170523', 'LimitPrice': 45850.0, 'VolumeTraded': 1, 'InsertDate': '20170522', 'Direction': 49, 'VolumeTradedBatch': 1, 'TradingDay': '20170522', 'CombHedgeFlag': 49, 'UserID': '091921', 'VolumeTotal': 0, 'OrderRef': '100000019101'}, {'StrategyID': '01', 'InsertTime': '10:06:40', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'cu1707', 'TradingDayRecord': '20170523', 'LimitPrice': 45920.0, 'VolumeTraded': 1, 'InsertDate': '20170522', 'Direction': 48, 'VolumeTradedBatch': 1, 'TradingDay': '20170522', 'CombHedgeFlag': 49, 'UserID': '091921', 'VolumeTotal': 0, 'OrderRef': '100000019201'}, {'StrategyID': '01', 'InsertTime': '10:06:42', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'cu1706', 'TradingDayRecord': '20170523', 'LimitPrice': 45850.0, 'VolumeTraded': 1, 'InsertDate': '20170522', 'Direction': 49, 'VolumeTradedBatch': 1, 'TradingDay': '20170522', 'CombHedgeFlag': 49, 'UserID': '091921', 'VolumeTotal': 0, 'OrderRef': '100000019301'}, {'StrategyID': '01', 'InsertTime': '10:06:42', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'cu1707', 'TradingDayRecord': '20170523', 'LimitPrice': 45920.0, 'VolumeTraded': 1, 'InsertDate': '20170522', 'Direction': 48, 'VolumeTradedBatch': 1, 'TradingDay': '20170522', 'CombHedgeFlag': 49, 'UserID': '091921', 'VolumeTotal': 0, 'OrderRef': '100000019401'}, {'StrategyID': '01', 'InsertTime': '10:06:42', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'cu1706', 'TradingDayRecord': '20170523', 'LimitPrice': 45850.0, 'VolumeTraded': 1, 'InsertDate': '20170522', 'Direction': 49, 'VolumeTradedBatch': 1, 'TradingDay': '20170522', 'CombHedgeFlag': 49, 'UserID': '091921', 'VolumeTotal': 0, 'OrderRef': '100000019501'}, {'StrategyID': '01', 'InsertTime': '10:06:42', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'cu1707', 'TradingDayRecord': '20170523', 'LimitPrice': 45920.0, 'VolumeTraded': 1, 'InsertDate': '20170522', 'Direction': 48, 'VolumeTradedBatch': 1, 'TradingDay': '20170522', 'CombHedgeFlag': 49, 'UserID': '091921', 'VolumeTotal': 0, 'OrderRef': '100000019601'}, {'StrategyID': '01', 'InsertTime': '10:06:46', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'cu1706', 'TradingDayRecord': '20170523', 'LimitPrice': 45850.0, 'VolumeTraded': 1, 'InsertDate': '20170522', 'Direction': 49, 'VolumeTradedBatch': 1, 'TradingDay': '20170522', 'CombHedgeFlag': 49, 'UserID': '091921', 'VolumeTotal': 0, 'OrderRef': '100000019701'}, {'StrategyID': '01', 'InsertTime': '10:06:46', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'cu1707', 'TradingDayRecord': '20170523', 'LimitPrice': 45920.0, 'VolumeTraded': 1, 'InsertDate': '20170522', 'Direction': 48, 'VolumeTradedBatch': 1, 'TradingDay': '20170522', 'CombHedgeFlag': 49, 'UserID': '091921', 'VolumeTotal': 0, 'OrderRef': '100000019801'}, {'StrategyID': '01', 'InsertTime': '10:06:47', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'cu1706', 'TradingDayRecord': '20170523', 'LimitPrice': 45850.0, 'VolumeTraded': 1, 'InsertDate': '20170522', 'Direction': 49, 'VolumeTradedBatch': 1, 'TradingDay': '20170522', 'CombHedgeFlag': 49, 'UserID': '091921', 'VolumeTotal': 0, 'OrderRef': '100000019901'}, {'StrategyID': '01', 'InsertTime': '10:06:47', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'cu1707', 'TradingDayRecord': '20170523', 'LimitPrice': 45920.0, 'VolumeTraded': 1, 'InsertDate': '20170522', 'Direction': 48, 'VolumeTradedBatch': 1, 'TradingDay': '20170522', 'CombHedgeFlag': 49, 'UserID': '091921', 'VolumeTotal': 0, 'OrderRef': '100000020001'}, {'StrategyID': '01', 'InsertTime': '10:06:47', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'cu1706', 'TradingDayRecord': '20170523', 'LimitPrice': 45850.0, 'VolumeTraded': 1, 'InsertDate': '20170522', 'Direction': 49, 'VolumeTradedBatch': 1, 'TradingDay': '20170522', 'CombHedgeFlag': 49, 'UserID': '091921', 'VolumeTotal': 0, 'OrderRef': '100000020101'}, {'StrategyID': '01', 'InsertTime': '10:06:47', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'cu1707', 'TradingDayRecord': '20170523', 'LimitPrice': 45920.0, 'VolumeTraded': 1, 'InsertDate': '20170522', 'Direction': 48, 'VolumeTradedBatch': 1, 'TradingDay': '20170522', 'CombHedgeFlag': 49, 'UserID': '091921', 'VolumeTotal': 0, 'OrderRef': '100000020201'}, {'StrategyID': '01', 'InsertTime': '10:06:48', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'cu1706', 'TradingDayRecord': '20170523', 'LimitPrice': 45850.0, 'VolumeTraded': 1, 'InsertDate': '20170522', 'Direction': 49, 'VolumeTradedBatch': 1, 'TradingDay': '20170522', 'CombHedgeFlag': 49, 'UserID': '091921', 'VolumeTotal': 0, 'OrderRef': '100000020301'}, {'StrategyID': '01', 'InsertTime': '10:06:48', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'cu1707', 'TradingDayRecord': '20170523', 'LimitPrice': 45910.0, 'VolumeTraded': 1, 'InsertDate': '20170522', 'Direction': 48, 'VolumeTradedBatch': 1, 'TradingDay': '20170522', 'CombHedgeFlag': 49, 'UserID': '091921', 'VolumeTotal': 0, 'OrderRef': '100000020401'}, {'StrategyID': '01', 'InsertTime': '10:06:48', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'cu1706', 'TradingDayRecord': '20170523', 'LimitPrice': 45850.0, 'VolumeTraded': 1, 'InsertDate': '20170522', 'Direction': 49, 'VolumeTradedBatch': 1, 'TradingDay': '20170522', 'CombHedgeFlag': 49, 'UserID': '091921', 'VolumeTotal': 0, 'OrderRef': '100000020501'}, {'StrategyID': '01', 'InsertTime': '10:06:49', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'cu1707', 'TradingDayRecord': '20170523', 'LimitPrice': 45920.0, 'VolumeTraded': 1, 'InsertDate': '20170522', 'Direction': 48, 'VolumeTradedBatch': 1, 'TradingDay': '20170522', 'CombHedgeFlag': 49, 'UserID': '091921', 'VolumeTotal': 0, 'OrderRef': '100000020701'}, {'StrategyID': '01', 'InsertTime': '10:06:49', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'cu1706', 'TradingDayRecord': '20170523', 'LimitPrice': 45850.0, 'VolumeTraded': 1, 'InsertDate': '20170522', 'Direction': 49, 'VolumeTradedBatch': 1, 'TradingDay': '20170522', 'CombHedgeFlag': 49, 'UserID': '091921', 'VolumeTotal': 0, 'OrderRef': '100000020801'}, {'StrategyID': '01', 'InsertTime': '10:06:49', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'cu1707', 'TradingDayRecord': '20170523', 'LimitPrice': 45920.0, 'VolumeTraded': 1, 'InsertDate': '20170522', 'Direction': 48, 'VolumeTradedBatch': 1, 'TradingDay': '20170522', 'CombHedgeFlag': 49, 'UserID': '091921', 'VolumeTotal': 0, 'OrderRef': '100000020901'}, {'StrategyID': '01', 'InsertTime': '10:06:50', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'cu1706', 'TradingDayRecord': '20170523', 'LimitPrice': 45850.0, 'VolumeTraded': 1, 'InsertDate': '20170522', 'Direction': 49, 'VolumeTradedBatch': 1, 'TradingDay': '20170522', 'CombHedgeFlag': 49, 'UserID': '091921', 'VolumeTotal': 0, 'OrderRef': '100000021001'}, {'StrategyID': '01', 'InsertTime': '10:06:50', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'cu1707', 'TradingDayRecord': '20170523', 'LimitPrice': 45920.0, 'VolumeTraded': 1, 'InsertDate': '20170522', 'Direction': 48, 'VolumeTradedBatch': 1, 'TradingDay': '20170522', 'CombHedgeFlag': 49, 'UserID': '091921', 'VolumeTotal': 0, 'OrderRef': '100000021101'}, {'StrategyID': '01', 'InsertTime': '10:06:50', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'cu1706', 'TradingDayRecord': '20170523', 'LimitPrice': 45850.0, 'VolumeTraded': 1, 'InsertDate': '20170522', 'Direction': 49, 'VolumeTradedBatch': 1, 'TradingDay': '20170522', 'CombHedgeFlag': 49, 'UserID': '091921', 'VolumeTotal': 0, 'OrderRef': '100000021201'}, {'StrategyID': '01', 'InsertTime': '10:06:50', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'cu1707', 'TradingDayRecord': '20170523', 'LimitPrice': 45920.0, 'VolumeTraded': 1, 'InsertDate': '20170522', 'Direction': 48, 'VolumeTradedBatch': 1, 'TradingDay': '20170522', 'CombHedgeFlag': 49, 'UserID': '091921', 'VolumeTotal': 0, 'OrderRef': '100000021301'}], 'MsgRef': 42, 'MsgErrorReason': '', 'UserID': '', 'TraderID': '1601', 'MsgType': 15, 'MsgResult': 0}>>> QAccountWidget.on_pushButton_set_position_active() called >>> SocketManager run() takes time = 0.010164976119995117 SocketManager.receive_msg() MsgType=17,查询昨持仓明细trade {'MsgSrc': 0, 'MsgSendFlag': 1, 'Info': [{'Price': 45850.0, 'StrategyID': '01', 'Volume': 1, 'ExchangeID': 'SHFE', 'InstrumentID': 'cu1706', 'TradingDayRecord': '20170523', 'OffsetFlag': 48, 'Direction': 49, 'TradeDate': '20170522', 'OrderRef': '100000017301', 'HedgeFlag': 49, 'UserID': '091921', 'TradingDay': '20170522'}, {'Price': 45920.0, 'StrategyID': '01', 'Volume': 1, 'ExchangeID': 'SHFE', 'InstrumentID': 'cu1707', 'TradingDayRecord': '20170523', 'OffsetFlag': 48, 'Direction': 48, 'TradeDate': '20170522', 'OrderRef': '100000017401', 'HedgeFlag': 49, 'UserID': '091921', 'TradingDay': '20170522'}, {'Price': 45850.0, 'StrategyID': '01', 'Volume': 1, 'ExchangeID': 'SHFE', 'InstrumentID': 'cu1706', 'TradingDayRecord': '20170523', 'OffsetFlag': 48, 'Direction': 49, 'TradeDate': '20170522', 'OrderRef': '100000017501', 'HedgeFlag': 49, 'UserID': '091921', 'TradingDay': '20170522'}, {'Price': 45920.0, 'StrategyID': '01', 'Volume': 1, 'ExchangeID': 'SHFE', 'InstrumentID': 'cu1707', 'TradingDayRecord': '20170523', 'OffsetFlag': 48, 'Direction': 48, 'TradeDate': '20170522', 'OrderRef': '100000017601', 'HedgeFlag': 49, 'UserID': '091921', 'TradingDay': '20170522'}, {'Price': 45850.0, 'StrategyID': '01', 'Volume': 1, 'ExchangeID': 'SHFE', 'InstrumentID': 'cu1706', 'TradingDayRecord': '20170523', 'OffsetFlag': 48, 'Direction': 49, 'TradeDate': '20170522', 'OrderRef': '100000017701', 'HedgeFlag': 49, 'UserID': '091921', 'TradingDay': '20170522'}, {'Price': 45920.0, 'StrategyID': '01', 'Volume': 1, 'ExchangeID': 'SHFE', 'InstrumentID': 'cu1707', 'TradingDayRecord': '20170523', 'OffsetFlag': 48, 'Direction': 48, 'TradeDate': '20170522', 'OrderRef': '100000017801', 'HedgeFlag': 49, 'UserID': '091921', 'TradingDay': '20170522'}, {'Price': 45850.0, 'StrategyID': '01', 'Volume': 1, 'ExchangeID': 'SHFE', 'InstrumentID': 'cu1706', 'TradingDayRecord': '20170523', 'OffsetFlag': 48, 'Direction': 49, 'TradeDate': '20170522', 'OrderRef': '100000017901', 'HedgeFlag': 49, 'UserID': '091921', 'TradingDay': '20170522'}, {'Price': 45920.0, 'StrategyID': '01', 'Volume': 1, 'ExchangeID': 'SHFE', 'InstrumentID': 'cu1707', 'TradingDayRecord': '20170523', 'OffsetFlag': 48, 'Direction': 48, 'TradeDate': '20170522', 'OrderRef': '100000018001', 'HedgeFlag': 49, 'UserID': '091921', 'TradingDay': '20170522'}, {'Price': 45850.0, 'StrategyID': '01', 'Volume': 1, 'ExchangeID': 'SHFE', 'InstrumentID': 'cu1706', 'TradingDayRecord': '20170523', 'OffsetFlag': 48, 'Direction': 49, 'TradeDate': '20170522', 'OrderRef': '100000018101', 'HedgeFlag': 49, 'UserID': '091921', 'TradingDay': '20170522'}, {'Price': 45920.0, 'StrategyID': '01', 'Volume': 1, 'ExchangeID': 'SHFE', 'InstrumentID': 'cu1707', 'TradingDayRecord': '20170523', 'OffsetFlag': 48, 'Direction': 48, 'TradeDate': '20170522', 'OrderRef': '100000018201', 'HedgeFlag': 49, 'UserID': '091921', 'TradingDay': '20170522'}, {'Price': 45850.0, 'StrategyID': '01', 'Volume': 1, 'ExchangeID': 'SHFE', 'InstrumentID': 'cu1706', 'TradingDayRecord': '20170523', 'OffsetFlag': 48, 'Direction': 49, 'TradeDate': '20170522', 'OrderRef': '100000018301', 'HedgeFlag': 49, 'UserID': '091921', 'TradingDay': '20170522'}, {'Price': 45920.0, 'StrategyID': '01', 'Volume': 1, 'ExchangeID': 'SHFE', 'InstrumentID': 'cu1707', 'TradingDayRecord': '20170523', 'OffsetFlag': 48, 'Direction': 48, 'TradeDate': '20170522', 'OrderRef': '100000018401', 'HedgeFlag': 49, 'UserID': '091921', 'TradingDay': '20170522'}, {'Price': 45850.0, 'StrategyID': '01', 'Volume': 1, 'ExchangeID': 'SHFE', 'InstrumentID': 'cu1706', 'TradingDayRecord': '20170523', 'OffsetFlag': 48, 'Direction': 49, 'TradeDate': '20170522', 'OrderRef': '100000018501', 'HedgeFlag': 49, 'UserID': '091921', 'TradingDay': '20170522'}, {'Price': 45920.0, 'StrategyID': '01', 'Volume': 1, 'ExchangeID': 'SHFE', 'InstrumentID': 'cu1707', 'TradingDayRecord': '20170523', 'OffsetFlag': 48, 'Direction': 48, 'TradeDate': '20170522', 'OrderRef': '100000018601', 'HedgeFlag': 49, 'UserID': '091921', 'TradingDay': '20170522'}, {'Price': 45850.0, 'StrategyID': '01', 'Volume': 1, 'ExchangeID': 'SHFE', 'InstrumentID': 'cu1706', 'TradingDayRecord': '20170523', 'OffsetFlag': 48, 'Direction': 49, 'TradeDate': '20170522', 'OrderRef': '100000018701', 'HedgeFlag': 49, 'UserID': '091921', 'TradingDay': '20170522'}, {'Price': 45920.0, 'StrategyID': '01', 'Volume': 1, 'ExchangeID': 'SHFE', 'InstrumentID': 'cu1707', 'TradingDayRecord': '20170523', 'OffsetFlag': 48, 'Direction': 48, 'TradeDate': '20170522', 'OrderRef': '100000018801', 'HedgeFlag': 49, 'UserID': '091921', 'TradingDay': '20170522'}, {'Price': 45850.0, 'StrategyID': '01', 'Volume': 1, 'ExchangeID': 'SHFE', 'InstrumentID': 'cu1706', 'TradingDayRecord': '20170523', 'OffsetFlag': 48, 'Direction': 49, 'TradeDate': '20170522', 'OrderRef': '100000018901', 'HedgeFlag': 49, 'UserID': '091921', 'TradingDay': '20170522'}, {'Price': 45920.0, 'StrategyID': '01', 'Volume': 1, 'ExchangeID': 'SHFE', 'InstrumentID': 'cu1707', 'TradingDayRecord': '20170523', 'OffsetFlag': 48, 'Direction': 48, 'TradeDate': '20170522', 'OrderRef': '100000019001', 'HedgeFlag': 49, 'UserID': '091921', 'TradingDay': '20170522'}, {'Price': 45850.0, 'StrategyID': '01', 'Volume': 1, 'ExchangeID': 'SHFE', 'InstrumentID': 'cu1706', 'TradingDayRecord': '20170523', 'OffsetFlag': 48, 'Direction': 49, 'TradeDate': '20170522', 'OrderRef': '100000019101', 'HedgeFlag': 49, 'UserID': '091921', 'TradingDay': '20170522'}, {'Price': 45920.0, 'StrategyID': '01', 'Volume': 1, 'ExchangeID': 'SHFE', 'InstrumentID': 'cu1707', 'TradingDayRecord': '20170523', 'OffsetFlag': 48, 'Direction': 48, 'TradeDate': '20170522', 'OrderRef': '100000019201', 'HedgeFlag': 49, 'UserID': '091921', 'TradingDay': '20170522'}, {'Price': 45850.0, 'StrategyID': '01', 'Volume': 1, 'ExchangeID': 'SHFE', 'InstrumentID': 'cu1706', 'TradingDayRecord': '20170523', 'OffsetFlag': 48, 'Direction': 49, 'TradeDate': '20170522', 'OrderRef': '100000019301', 'HedgeFlag': 49, 'UserID': '091921', 'TradingDay': '20170522'}, {'Price': 45920.0, 'StrategyID': '01', 'Volume': 1, 'ExchangeID': 'SHFE', 'InstrumentID': 'cu1707', 'TradingDayRecord': '20170523', 'OffsetFlag': 48, 'Direction': 48, 'TradeDate': '20170522', 'OrderRef': '100000019401', 'HedgeFlag': 49, 'UserID': '091921', 'TradingDay': '20170522'}, {'Price': 45850.0, 'StrategyID': '01', 'Volume': 1, 'ExchangeID': 'SHFE', 'InstrumentID': 'cu1706', 'TradingDayRecord': '20170523', 'OffsetFlag': 48, 'Direction': 49, 'TradeDate': '20170522', 'OrderRef': '100000019501', 'HedgeFlag': 49, 'UserID': '091921', 'TradingDay': '20170522'}, {'Price': 45920.0, 'StrategyID': '01', 'Volume': 1, 'ExchangeID': 'SHFE', 'InstrumentID': 'cu1707', 'TradingDayRecord': '20170523', 'OffsetFlag': 48, 'Direction': 48, 'TradeDate': '20170522', 'OrderRef': '100000019601', 'HedgeFlag': 49, 'UserID': '091921', 'TradingDay': '20170522'}, {'Price': 45850.0, 'StrategyID': '01', 'Volume': 1, 'ExchangeID': 'SHFE', 'InstrumentID': 'cu1706', 'TradingDayRecord': '20170523', 'OffsetFlag': 48, 'Direction': 49, 'TradeDate': '20170522', 'OrderRef': '100000019701', 'HedgeFlag': 49, 'UserID': '091921', 'TradingDay': '20170522'}, {'Price': 45920.0, 'StrategyID': '01', 'Volume': 1, 'ExchangeID': 'SHFE', 'InstrumentID': 'cu1707', 'TradingDayRecord': '20170523', 'OffsetFlag': 48, 'Direction': 48, 'TradeDate': '20170522', 'OrderRef': '100000019801', 'HedgeFlag': 49, 'UserID': '091921', 'TradingDay': '20170522'}, {'Price': 45850.0, 'StrategyID': '01', 'Volume': 1, 'ExchangeID': 'SHFE', 'InstrumentID': 'cu1706', 'TradingDayRecord': '20170523', 'OffsetFlag': 48, 'Direction': 49, 'TradeDate': '20170522', 'OrderRef': '100000019901', 'HedgeFlag': 49, 'UserID': '091921', 'TradingDay': '20170522'}, {'Price': 45920.0, 'StrategyID': '01', 'Volume': 1, 'ExchangeID': 'SHFE', 'InstrumentID': 'cu1707', 'TradingDayRecord': '20170523', 'OffsetFlag': 48, 'Direction': 48, 'TradeDate': '20170522', 'OrderRef': '100000020001', 'HedgeFlag': 49, 'UserID': '091921', 'TradingDay': '20170522'}, {'Price': 45850.0, 'StrategyID': '01', 'Volume': 1, 'ExchangeID': 'SHFE', 'InstrumentID': 'cu1706', 'TradingDayRecord': '20170523', 'OffsetFlag': 48, 'Direction': 49, 'TradeDate': '20170522', 'OrderRef': '100000020101', 'HedgeFlag': 49, 'UserID': '091921', 'TradingDay': '20170522'}, {'Price': 45910.0, 'StrategyID': '01', 'Volume': 1, 'ExchangeID': 'SHFE', 'InstrumentID': 'cu1707', 'TradingDayRecord': '20170523', 'OffsetFlag': 48, 'Direction': 48, 'TradeDate': '20170522', 'OrderRef': '100000020201', 'HedgeFlag': 49, 'UserID': '091921', 'TradingDay': '20170522'}, {'Price': 45850.0, 'StrategyID': '01', 'Volume': 1, 'ExchangeID': 'SHFE', 'InstrumentID': 'cu1706', 'TradingDayRecord': '20170523', 'OffsetFlag': 48, 'Direction': 49, 'TradeDate': '20170522', 'OrderRef': '100000020301', 'HedgeFlag': 49, 'UserID': '091921', 'TradingDay': '20170522'}, {'Price': 45910.0, 'StrategyID': '01', 'Volume': 1, 'ExchangeID': 'SHFE', 'InstrumentID': 'cu1707', 'TradingDayRecord': '20170523', 'OffsetFlag': 48, 'Direction': 48, 'TradeDate': '20170522', 'OrderRef': '100000020401', 'HedgeFlag': 49, 'UserID': '091921', 'TradingDay': '20170522'}, {'Price': 45850.0, 'StrategyID': '01', 'Volume': 1, 'ExchangeID': 'SHFE', 'InstrumentID': 'cu1706', 'TradingDayRecord': '20170523', 'OffsetFlag': 48, 'Direction': 49, 'TradeDate': '20170522', 'OrderRef': '100000020501', 'HedgeFlag': 49, 'UserID': '091921', 'TradingDay': '20170522'}, {'Price': 45920.0, 'StrategyID': '01', 'Volume': 1, 'ExchangeID': 'SHFE', 'InstrumentID': 'cu1707', 'TradingDayRecord': '20170523', 'OffsetFlag': 48, 'Direction': 48, 'TradeDate': '20170522', 'OrderRef': '100000020701', 'HedgeFlag': 49, 'UserID': '091921', 'TradingDay': '20170522'}, {'Price': 45850.0, 'StrategyID': '01', 'Volume': 1, 'ExchangeID': 'SHFE', 'InstrumentID': 'cu1706', 'TradingDayRecord': '20170523', 'OffsetFlag': 48, 'Direction': 49, 'TradeDate': '20170522', 'OrderRef': '100000020801', 'HedgeFlag': 49, 'UserID': '091921', 'TradingDay': '20170522'}, {'Price': 45920.0, 'StrategyID': '01', 'Volume': 1, 'ExchangeID': 'SHFE', 'InstrumentID': 'cu1707', 'TradingDayRecord': '20170523', 'OffsetFlag': 48, 'Direction': 48, 'TradeDate': '20170522', 'OrderRef': '100000020901', 'HedgeFlag': 49, 'UserID': '091921', 'TradingDay': '20170522'}, {'Price': 45850.0, 'StrategyID': '01', 'Volume': 1, 'ExchangeID': 'SHFE', 'InstrumentID': 'cu1706', 'TradingDayRecord': '20170523', 'OffsetFlag': 48, 'Direction': 49, 'TradeDate': '20170522', 'OrderRef': '100000021001', 'HedgeFlag': 49, 'UserID': '091921', 'TradingDay': '20170522'}, {'Price': 45920.0, 'StrategyID': '01', 'Volume': 1, 'ExchangeID': 'SHFE', 'InstrumentID': 'cu1707', 'TradingDayRecord': '20170523', 'OffsetFlag': 48, 'Direction': 48, 'TradeDate': '20170522', 'OrderRef': '100000021101', 'HedgeFlag': 49, 'UserID': '091921', 'TradingDay': '20170522'}, {'Price': 45850.0, 'StrategyID': '01', 'Volume': 1, 'ExchangeID': 'SHFE', 'InstrumentID': 'cu1706', 'TradingDayRecord': '20170523', 'OffsetFlag': 48, 'Direction': 49, 'TradeDate': '20170522', 'OrderRef': '100000021201', 'HedgeFlag': 49, 'UserID': '091921', 'TradingDay': '20170522'}, {'Price': 45920.0, 'StrategyID': '01', 'Volume': 1, 'ExchangeID': 'SHFE', 'InstrumentID': 'cu1707', 'TradingDayRecord': '20170523', 'OffsetFlag': 48, 'Direction': 48, 'TradeDate': '20170522', 'OrderRef': '100000021301', 'HedgeFlag': 49, 'UserID': '091921', 'TradingDay': '20170522'}], 'MsgRef': 43, 'MsgErrorReason': '', 'UserID': '', 'TraderID': '1601', 'MsgType': 17, 'MsgResult': 0}>>> QAccountWidget.slot_tab_changed() self.__current_tab_name = 所有账户 int_tab_index = 0 >>> SocketManager run() takes time = 0.0070269107818603516 SocketManager.receive_msg() MsgType=20,查询修改持仓时的策略持仓明细order {'MsgSrc': 0, 'MsgSendFlag': 1, 'Info': [{'StrategyID': '03', 'InsertTime': '09:14:37', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'zn1706', 'TradingDayRecord': '20170512', 'LimitPrice': 21795.0, 'VolumeTraded': 1, 'InsertDate': '20170512', 'Direction': 48, 'VolumeTradedBatch': 1, 'TradingDay': '20170512', 'CombHedgeFlag': 49, 'UserID': '058176', 'VolumeTotal': 0, 'OrderRef': '100000519503'}, {'StrategyID': '03', 'InsertTime': '09:14:38', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'zn1707', 'TradingDayRecord': '20170512', 'LimitPrice': 21500.0, 'VolumeTraded': 1, 'InsertDate': '20170512', 'Direction': 49, 'VolumeTradedBatch': 1, 'TradingDay': '20170512', 'CombHedgeFlag': 49, 'UserID': '058176', 'VolumeTotal': 0, 'OrderRef': '100000519703'}, {'StrategyID': '03', 'InsertTime': '09:16:57', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'zn1706', 'TradingDayRecord': '20170512', 'LimitPrice': 21865.0, 'VolumeTraded': 1, 'InsertDate': '20170512', 'Direction': 48, 'VolumeTradedBatch': 1, 'TradingDay': '20170512', 'CombHedgeFlag': 49, 'UserID': '058176', 'VolumeTotal': 0, 'OrderRef': '100000520503'}, {'StrategyID': '03', 'InsertTime': '09:16:57', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'zn1707', 'TradingDayRecord': '20170512', 'LimitPrice': 21575.0, 'VolumeTraded': 1, 'InsertDate': '20170512', 'Direction': 49, 'VolumeTradedBatch': 1, 'TradingDay': '20170512', 'CombHedgeFlag': 49, 'UserID': '058176', 'VolumeTotal': 0, 'OrderRef': '100000520603'}, {'StrategyID': '03', 'InsertTime': '09:34:17', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'zn1706', 'TradingDayRecord': '20170512', 'LimitPrice': 21850.0, 'VolumeTraded': 1, 'InsertDate': '20170512', 'Direction': 48, 'VolumeTradedBatch': 1, 'TradingDay': '20170512', 'CombHedgeFlag': 49, 'UserID': '058176', 'VolumeTotal': 0, 'OrderRef': '100000521303'}, {'StrategyID': '03', 'InsertTime': '09:34:17', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'zn1707', 'TradingDayRecord': '20170512', 'LimitPrice': 21560.0, 'VolumeTraded': 1, 'InsertDate': '20170512', 'Direction': 49, 'VolumeTradedBatch': 1, 'TradingDay': '20170512', 'CombHedgeFlag': 49, 'UserID': '058176', 'VolumeTotal': 0, 'OrderRef': '100000521403'}, {'StrategyID': '03', 'InsertTime': '09:57:58', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'zn1706', 'TradingDayRecord': '20170512', 'LimitPrice': 21810.0, 'VolumeTraded': 1, 'InsertDate': '20170512', 'Direction': 48, 'VolumeTradedBatch': 1, 'TradingDay': '20170512', 'CombHedgeFlag': 49, 'UserID': '058176', 'VolumeTotal': 0, 'OrderRef': '100000521803'}, {'StrategyID': '03', 'InsertTime': '09:57:58', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'zn1707', 'TradingDayRecord': '20170512', 'LimitPrice': 21515.0, 'VolumeTraded': 1, 'InsertDate': '20170512', 'Direction': 49, 'VolumeTradedBatch': 1, 'TradingDay': '20170512', 'CombHedgeFlag': 49, 'UserID': '058176', 'VolumeTotal': 0, 'OrderRef': '100000522003'}, {'StrategyID': '03', 'InsertTime': '10:02:48', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'zn1706', 'TradingDayRecord': '20170512', 'LimitPrice': 21785.0, 'VolumeTraded': 1, 'InsertDate': '20170512', 'Direction': 48, 'VolumeTradedBatch': 1, 'TradingDay': '20170512', 'CombHedgeFlag': 49, 'UserID': '058176', 'VolumeTotal': 0, 'OrderRef': '100000522403'}, {'StrategyID': '03', 'InsertTime': '10:02:48', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'zn1707', 'TradingDayRecord': '20170512', 'LimitPrice': 21490.0, 'VolumeTraded': 1, 'InsertDate': '20170512', 'Direction': 49, 'VolumeTradedBatch': 1, 'TradingDay': '20170512', 'CombHedgeFlag': 49, 'UserID': '058176', 'VolumeTotal': 0, 'OrderRef': '100000522603'}, {'StrategyID': '03', 'InsertTime': '10:04:49', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'zn1706', 'TradingDayRecord': '20170512', 'LimitPrice': 21800.0, 'VolumeTraded': 1, 'InsertDate': '20170512', 'Direction': 48, 'VolumeTradedBatch': 1, 'TradingDay': '20170512', 'CombHedgeFlag': 49, 'UserID': '058176', 'VolumeTotal': 0, 'OrderRef': '100000523003'}, {'StrategyID': '03', 'InsertTime': '10:04:49', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'zn1707', 'TradingDayRecord': '20170512', 'LimitPrice': 21510.0, 'VolumeTraded': 1, 'InsertDate': '20170512', 'Direction': 49, 'VolumeTradedBatch': 1, 'TradingDay': '20170512', 'CombHedgeFlag': 49, 'UserID': '058176', 'VolumeTotal': 0, 'OrderRef': '100000523103'}, {'StrategyID': '03', 'InsertTime': '10:53:02', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'zn1706', 'TradingDayRecord': '20170512', 'LimitPrice': 21820.0, 'VolumeTraded': 1, 'InsertDate': '20170512', 'Direction': 48, 'VolumeTradedBatch': 1, 'TradingDay': '20170512', 'CombHedgeFlag': 49, 'UserID': '058176', 'VolumeTotal': 0, 'OrderRef': '100000525203'}, {'StrategyID': '03', 'InsertTime': '10:53:02', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'zn1707', 'TradingDayRecord': '20170512', 'LimitPrice': 21525.0, 'VolumeTraded': 1, 'InsertDate': '20170512', 'Direction': 49, 'VolumeTradedBatch': 1, 'TradingDay': '20170512', 'CombHedgeFlag': 49, 'UserID': '058176', 'VolumeTotal': 0, 'OrderRef': '100000525403'}, {'StrategyID': '03', 'InsertTime': '10:53:06', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'zn1706', 'TradingDayRecord': '20170512', 'LimitPrice': 21820.0, 'VolumeTraded': 1, 'InsertDate': '20170512', 'Direction': 48, 'VolumeTradedBatch': 1, 'TradingDay': '20170512', 'CombHedgeFlag': 49, 'UserID': '058176', 'VolumeTotal': 0, 'OrderRef': '100000525503'}, {'StrategyID': '03', 'InsertTime': '10:53:09', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'zn1707', 'TradingDayRecord': '20170512', 'LimitPrice': 21530.0, 'VolumeTraded': 1, 'InsertDate': '20170512', 'Direction': 49, 'VolumeTradedBatch': 1, 'TradingDay': '20170512', 'CombHedgeFlag': 49, 'UserID': '058176', 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'VolumeTotal': 0, 'OrderRef': '100000010002'}, {'StrategyID': '02', 'InsertTime': '09:45:37', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'cu1802', 'TradingDayRecord': '20170523', 'LimitPrice': 46840.0, 'VolumeTraded': 1, 'InsertDate': '20170523', 'Direction': 48, 'VolumeTradedBatch': 1, 'TradingDay': '20170523', 'CombHedgeFlag': 49, 'UserID': '091921', 'VolumeTotal': 0, 'OrderRef': '100000010202'}, {'StrategyID': '02', 'InsertTime': '09:46:37', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'cu1805', 'TradingDayRecord': '20170523', 'LimitPrice': 47230.0, 'VolumeTraded': 1, 'InsertDate': '20170523', 'Direction': 49, 'VolumeTradedBatch': 1, 'TradingDay': '20170523', 'CombHedgeFlag': 49, 'UserID': '091921', 'VolumeTotal': 0, 'OrderRef': '100000017002'}, {'StrategyID': '02', 'InsertTime': '09:46:43', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'cu1802', 'TradingDayRecord': 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'OrderRef': '100000017402'}, {'StrategyID': '02', 'InsertTime': '09:46:43', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'cu1805', 'TradingDayRecord': '20170523', 'LimitPrice': 47180.0, 'VolumeTraded': 1, 'InsertDate': '20170523', 'Direction': 49, 'VolumeTradedBatch': 1, 'TradingDay': '20170523', 'CombHedgeFlag': 49, 'UserID': '091921', 'VolumeTotal': 0, 'OrderRef': '100000017502'}, {'StrategyID': '02', 'InsertTime': '09:46:43', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'cu1802', 'TradingDayRecord': '20170523', 'LimitPrice': 46870.0, 'VolumeTraded': 1, 'InsertDate': '20170523', 'Direction': 48, 'VolumeTradedBatch': 1, 'TradingDay': '20170523', 'CombHedgeFlag': 49, 'UserID': '091921', 'VolumeTotal': 0, 'OrderRef': '100000017602'}, {'StrategyID': '02', 'InsertTime': '09:46:43', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'cu1805', 'TradingDayRecord': '20170523', 'LimitPrice': 47180.0, 'VolumeTraded': 1, 'InsertDate': '20170523', 'Direction': 49, 'VolumeTradedBatch': 1, 'TradingDay': '20170523', 'CombHedgeFlag': 49, 'UserID': '091921', 'VolumeTotal': 0, 'OrderRef': '100000017702'}, {'StrategyID': '02', 'InsertTime': '09:46:44', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'cu1802', 'TradingDayRecord': '20170523', 'LimitPrice': 46860.0, 'VolumeTraded': 1, 'InsertDate': '20170523', 'Direction': 48, 'VolumeTradedBatch': 1, 'TradingDay': '20170523', 'CombHedgeFlag': 49, 'UserID': '091921', 'VolumeTotal': 0, 'OrderRef': '100000017802'}, {'StrategyID': '02', 'InsertTime': '09:46:44', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'cu1805', 'TradingDayRecord': '20170523', 'LimitPrice': 47190.0, 'VolumeTraded': 1, 'InsertDate': '20170523', 'Direction': 49, 'VolumeTradedBatch': 1, 'TradingDay': '20170523', 'CombHedgeFlag': 49, 'UserID': '091921', 'VolumeTotal': 0, 'OrderRef': '100000017902'}, {'StrategyID': '02', 'InsertTime': '09:46:44', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'cu1802', 'TradingDayRecord': '20170523', 'LimitPrice': 46850.0, 'VolumeTraded': 1, 'InsertDate': '20170523', 'Direction': 48, 'VolumeTradedBatch': 1, 'TradingDay': '20170523', 'CombHedgeFlag': 49, 'UserID': '091921', 'VolumeTotal': 0, 'OrderRef': '100000018002'}, {'StrategyID': '02', 'InsertTime': '09:46:44', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'cu1805', 'TradingDayRecord': '20170523', 'LimitPrice': 47190.0, 'VolumeTraded': 1, 'InsertDate': '20170523', 'Direction': 49, 'VolumeTradedBatch': 1, 'TradingDay': '20170523', 'CombHedgeFlag': 49, 'UserID': '091921', 'VolumeTotal': 0, 'OrderRef': '100000018102'}, {'StrategyID': '02', 'InsertTime': '09:46:45', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'cu1802', 'TradingDayRecord': '20170523', 'LimitPrice': 46850.0, 'VolumeTraded': 1, 'InsertDate': '20170523', 'Direction': 48, 'VolumeTradedBatch': 1, 'TradingDay': '20170523', 'CombHedgeFlag': 49, 'UserID': '091921', 'VolumeTotal': 0, 'OrderRef': '100000018202'}, {'StrategyID': '02', 'InsertTime': '09:46:45', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'cu1805', 'TradingDayRecord': '20170523', 'LimitPrice': 47190.0, 'VolumeTraded': 1, 'InsertDate': '20170523', 'Direction': 49, 'VolumeTradedBatch': 1, 'TradingDay': '20170523', 'CombHedgeFlag': 49, 'UserID': '091921', 'VolumeTotal': 0, 'OrderRef': '100000018302'}, {'StrategyID': '02', 'InsertTime': '09:46:45', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'cu1802', 'TradingDayRecord': '20170523', 'LimitPrice': 46850.0, 'VolumeTraded': 1, 'InsertDate': '20170523', 'Direction': 48, 'VolumeTradedBatch': 1, 'TradingDay': '20170523', 'CombHedgeFlag': 49, 'UserID': '091921', 'VolumeTotal': 0, 'OrderRef': '100000018402'}, {'StrategyID': '02', 'InsertTime': '09:46:45', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'cu1805', 'TradingDayRecord': '20170523', 'LimitPrice': 47190.0, 'VolumeTraded': 1, 'InsertDate': '20170523', 'Direction': 49, 'VolumeTradedBatch': 1, 'TradingDay': '20170523', 'CombHedgeFlag': 49, 'UserID': '091921', 'VolumeTotal': 0, 'OrderRef': '100000018502'}, {'StrategyID': '02', 'InsertTime': '09:46:46', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'cu1802', 'TradingDayRecord': '20170523', 'LimitPrice': 46850.0, 'VolumeTraded': 1, 'InsertDate': '20170523', 'Direction': 48, 'VolumeTradedBatch': 1, 'TradingDay': '20170523', 'CombHedgeFlag': 49, 'UserID': '091921', 'VolumeTotal': 0, 'OrderRef': '100000018602'}, {'StrategyID': '02', 'InsertTime': '09:46:46', 'CombOffsetFlag': 48, 'OrderStatus': 48, 'VolumeTotalOriginal': 1, 'InstrumentID': 'cu1805', 'TradingDayRecord': '20170523', 'LimitPrice': 47190.0, 'VolumeTraded': 1, 'InsertDate': '20170523', 'Direction': 49, 'VolumeTradedBatch': 1, 'TradingDay': '20170523', 'CombHedgeFlag': 49, 'UserID': '091921', 'VolumeTotal': 0, 'OrderRef': '100000018702'}], 'MsgRef': 44, 'MsgErrorReason': '', 'UserID': '', 'TraderID': '1601', 'MsgType': 20, 'MsgResult': 0} >>> SocketManager run() takes time = 0.011870145797729492 SocketManager.receive_msg() MsgType=21,查询修改持仓时的策略持仓明细trade {'MsgSrc': 0, 'MsgSendFlag': 1, 'Info': [{'Price': 21795.0, 'StrategyID': '03', 'Volume': 1, 'ExchangeID': 'SHFE', 'InstrumentID': 'zn1706', 'TradingDayRecord': '20170512', 'OffsetFlag': 48, 'Direction': 48, 'TradeDate': '20170512', 'OrderRef': '100000519503', 'HedgeFlag': 49, 'UserID': '058176', 'TradingDay': '20170512'}, {'Price': 21500.0, 'StrategyID': '03', 'Volume': 1, 'ExchangeID': 'SHFE', 'InstrumentID': 'zn1707', 'TradingDayRecord': '20170512', 'OffsetFlag': 48, 'Direction': 49, 'TradeDate': '20170512', 'OrderRef': '100000519703', 'HedgeFlag': 49, 'UserID': '058176', 'TradingDay': '20170512'}, {'Price': 21865.0, 'StrategyID': '03', 'Volume': 1, 'ExchangeID': 'SHFE', 'InstrumentID': 'zn1706', 'TradingDayRecord': '20170512', 'OffsetFlag': 48, 'Direction': 48, 'TradeDate': '20170512', 'OrderRef': '100000520503', 'HedgeFlag': 49, 'UserID': '058176', 'TradingDay': '20170512'}, {'Price': 21580.0, 'StrategyID': '03', 'Volume': 1, 'ExchangeID': 'SHFE', 'InstrumentID': 'zn1707', 'TradingDayRecord': '20170512', 'OffsetFlag': 48, 'Direction': 49, 'TradeDate': '20170512', 'OrderRef': '100000520603', 'HedgeFlag': 49, 'UserID': '058176', 'TradingDay': '20170512'}, {'Price': 21850.0, 'StrategyID': '03', 'Volume': 1, 'ExchangeID': 'SHFE', 'InstrumentID': 'zn1706', 'TradingDayRecord': '20170512', 'OffsetFlag': 48, 'Direction': 48, 'TradeDate': '20170512', 'OrderRef': '100000521303', 'HedgeFlag': 49, 'UserID': '058176', 'TradingDay': '20170512'}, {'Price': 21565.0, 'StrategyID': '03', 'Volume': 1, 'ExchangeID': 'SHFE', 'InstrumentID': 'zn1707', 'TradingDayRecord': '20170512', 'OffsetFlag': 48, 'Direction': 49, 'TradeDate': '20170512', 'OrderRef': '100000521403', 'HedgeFlag': 49, 'UserID': '058176', 'TradingDay': '20170512'}, {'Price': 21810.0, 'StrategyID': '03', 'Volume': 1, 'ExchangeID': 'SHFE', 'InstrumentID': 'zn1706', 'TradingDayRecord': '20170512', 'OffsetFlag': 48, 'Direction': 48, 'TradeDate': '20170512', 'OrderRef': '100000521803', 'HedgeFlag': 49, 'UserID': '058176', 'TradingDay': '20170512'}, {'Price': 21515.0, 'StrategyID': '03', 'Volume': 1, 'ExchangeID': 'SHFE', 'InstrumentID': 'zn1707', 'TradingDayRecord': '20170512', 'OffsetFlag': 48, 'Direction': 49, 'TradeDate': '20170512', 'OrderRef': '100000522003', 'HedgeFlag': 49, 'UserID': '058176', 'TradingDay': '20170512'}, {'Price': 21785.0, 'StrategyID': '03', 'Volume': 1, 'ExchangeID': 'SHFE', 'InstrumentID': 'zn1706', 'TradingDayRecord': '20170512', 'OffsetFlag': 48, 'Direction': 48, 'TradeDate': '20170512', 'OrderRef': '100000522403', 'HedgeFlag': 49, 'UserID': '058176', 'TradingDay': 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'20170523'}, {'Price': 46850.0, 'StrategyID': '02', 'Volume': 1, 'ExchangeID': 'SHFE', 'InstrumentID': 'cu1802', 'TradingDayRecord': '20170523', 'OffsetFlag': 48, 'Direction': 48, 'TradeDate': '20170523', 'OrderRef': '100000018202', 'HedgeFlag': 49, 'UserID': '091921', 'TradingDay': '20170523'}, {'Price': 47190.0, 'StrategyID': '02', 'Volume': 1, 'ExchangeID': 'SHFE', 'InstrumentID': 'cu1805', 'TradingDayRecord': '20170523', 'OffsetFlag': 48, 'Direction': 49, 'TradeDate': '20170523', 'OrderRef': '100000018302', 'HedgeFlag': 49, 'UserID': '091921', 'TradingDay': '20170523'}, {'Price': 46850.0, 'StrategyID': '02', 'Volume': 1, 'ExchangeID': 'SHFE', 'InstrumentID': 'cu1802', 'TradingDayRecord': '20170523', 'OffsetFlag': 48, 'Direction': 48, 'TradeDate': '20170523', 'OrderRef': '100000018402', 'HedgeFlag': 49, 'UserID': '091921', 'TradingDay': '20170523'}, {'Price': 47190.0, 'StrategyID': '02', 'Volume': 1, 'ExchangeID': 'SHFE', 'InstrumentID': 'cu1805', 'TradingDayRecord': '20170523', 'OffsetFlag': 48, 'Direction': 49, 'TradeDate': '20170523', 'OrderRef': '100000018502', 'HedgeFlag': 49, 'UserID': '091921', 'TradingDay': '20170523'}, {'Price': 46850.0, 'StrategyID': '02', 'Volume': 1, 'ExchangeID': 'SHFE', 'InstrumentID': 'cu1802', 'TradingDayRecord': '20170523', 'OffsetFlag': 48, 'Direction': 48, 'TradeDate': '20170523', 'OrderRef': '100000018602', 'HedgeFlag': 49, 'UserID': '091921', 'TradingDay': '20170523'}, {'Price': 47190.0, 'StrategyID': '02', 'Volume': 1, 'ExchangeID': 'SHFE', 'InstrumentID': 'cu1805', 'TradingDayRecord': '20170523', 'OffsetFlag': 48, 'Direction': 49, 'TradeDate': '20170523', 'OrderRef': '100000018702', 'HedgeFlag': 49, 'UserID': '091921', 'TradingDay': '20170523'}], 'MsgRef': 45, 'MsgErrorReason': '', 'UserID': '', 'TraderID': '1601', 'MsgType': 21, 'MsgResult': 0} QAccountWidget.slot_addTabBar() self.__dict_clicked_info = {'所有账户': {}, '091921': {}} >>> SocketManager run() takes time = 1.754667043685913 >>> slot_init_setTabIcon() process_id = 6828 , User.__init__() dict_arguments = {'server': {'market_info': {'password': '123456', 'userid': '058176', 'frontaddress': 'tcp://180.168.146.187:10011', 'brokerid': '9999'}, 'list_position_detail_for_trade_today': [{'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000017301', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45920.0, 'OrderRef': '100000017401', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 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'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000017901', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45920.0, 'OrderRef': '100000018001', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000018101', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 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1, 'InsertTime': '09:46:43', 'CombHedgeFlag': '1', 'OrderRef': '100000017402', 'Direction': '0', 'InsertDate': '20170523'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 47180.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1805', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '09:46:43', 'CombHedgeFlag': '1', 'OrderRef': '100000017502', 'Direction': '1', 'InsertDate': '20170523'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 46870.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1802', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '09:46:43', 'CombHedgeFlag': '1', 'OrderRef': '100000017602', 'Direction': '0', 'InsertDate': '20170523'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 47180.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1805', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '09:46:43', 'CombHedgeFlag': '1', 'OrderRef': '100000017702', 'Direction': '1', 'InsertDate': '20170523'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 46860.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1802', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '09:46:44', 'CombHedgeFlag': '1', 'OrderRef': '100000017802', 'Direction': '0', 'InsertDate': '20170523'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 47190.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1805', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '09:46:44', 'CombHedgeFlag': '1', 'OrderRef': '100000017902', 'Direction': '1', 'InsertDate': '20170523'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 46850.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1802', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '09:46:44', 'CombHedgeFlag': '1', 'OrderRef': '100000018002', 'Direction': '0', 'InsertDate': '20170523'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 47190.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1805', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '09:46:44', 'CombHedgeFlag': '1', 'OrderRef': '100000018102', 'Direction': '1', 'InsertDate': '20170523'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 46850.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1802', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '09:46:45', 'CombHedgeFlag': '1', 'OrderRef': '100000018202', 'Direction': '0', 'InsertDate': '20170523'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 47190.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1805', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '09:46:45', 'CombHedgeFlag': '1', 'OrderRef': '100000018302', 'Direction': '1', 'InsertDate': '20170523'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 46850.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1802', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '09:46:45', 'CombHedgeFlag': '1', 'OrderRef': '100000018402', 'Direction': '0', 'InsertDate': '20170523'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 47190.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1805', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '09:46:45', 'CombHedgeFlag': '1', 'OrderRef': '100000018502', 'Direction': '1', 'InsertDate': '20170523'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 46850.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1802', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '09:46:46', 'CombHedgeFlag': '1', 'OrderRef': '100000018602', 'Direction': '0', 'InsertDate': '20170523'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 47190.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1805', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '09:46:46', 'CombHedgeFlag': '1', 'OrderRef': '100000018702', 'Direction': '1', 'InsertDate': '20170523'}], 'strategy_info': [{'amount': 0.0, 'trade_volume': 0, 'position_b_buy_yesterday': 0, 'a_limit_price_shift': 0, 'b_order_action_limit': 100, 'position_a_sell': 0, 'average_shift': 0.0, 'a_instrument_id': 'cu1802', 'strategy_on_off': 0, 'a_wait_price_tick': 0.0, 'a_order_action_limit': 100, 'position_a_buy_today': 10, 'commission': 0.0, 'trade_model': '', 'b_wait_price_tick': 0.0, 'stop_loss': 0.0, 'lots_batch': 1, 'sell_open_on_off': 1, 'position_a_buy_yesterday': 0, 'on_off': 0, 'only_close': 0, 'strategy_id': '02', 'position_b_sell': 10, 'order_algorithm': '01', 'position_a_buy': 10, 'buy_close': 20.0, 'position_a_sell_today': 0, 'b_instrument_id': 'cu1805', 'position_sell': 0, 'lots': 10, 'buy_open': 20.0, 'sell_close_on_off': 1, 'hold_profit': 0.0, 'buy_close_on_off': 1, 'position': 10, 'list_instrument_id': ['cu1802', 'cu1805'], 'trader_id': '1601', 'position_b_buy_today': 0, 'position_buy': 0, 'buy_open_on_off': 1, 'update_position_detail_record_time': '2017052313:00:49', 'sell_close': 30.0, 'position_b_sell_today': 10, 'position_a_sell_yesterday': 0, 'spread_shift': 0.0, 'user_id': '091921', 'position_b_sell_yesterday': 0, 'sell_open': 30.0, 'position_b_buy': 0, 'close_profit': 0.0, 'b_limit_price_shift': 0}, {'amount': 0.0, 'trade_volume': 0, 'position_b_buy_yesterday': 0, 'a_limit_price_shift': 0, 'b_order_action_limit': 0, 'position_a_sell': 0, 'average_shift': 0.0, 'a_instrument_id': 'cu1707', 'strategy_on_off': 0, 'a_wait_price_tick': 0.0, 'a_order_action_limit': 0, 'position_a_buy_today': 0, 'commission': 0.0, 'trade_model': '', 'b_wait_price_tick': 0.0, 'stop_loss': 0.0, 'lots_batch': 0, 'sell_open_on_off': 1, 'position_a_buy_yesterday': 0, 'on_off': 0, 'only_close': 0, 'strategy_id': '01', 'position_b_sell': 0, 'order_algorithm': '', 'position_a_buy': 0, 'buy_close': 0.0, 'position_a_sell_today': 0, 'b_instrument_id': 'cu1709', 'position_sell': 0, 'lots': 0, 'buy_open': 0.0, 'sell_close_on_off': 1, 'hold_profit': 0.0, 'buy_close_on_off': 1, 'position': 0, 'list_instrument_id': ['cu1707', 'cu1709'], 'trader_id': '1601', 'position_b_buy_today': 0, 'position_buy': 0, 'buy_open_on_off': 1, 'update_position_detail_record_time': '2017052313:10:42', 'sell_close': 0.0, 'position_b_sell_today': 0, 'position_a_sell_yesterday': 0, 'spread_shift': 0.0, 'user_id': '091921', 'position_b_sell_yesterday': 0, 'sell_open': 0.0, 'position_b_buy': 0, 'close_profit': 0.0, 'b_limit_price_shift': 0}], 'user_info': {'userid': '091921', 'frontaddress': 'tcp://180.168.146.187:10000', 'password': '123456', 'positionflag': 1, 'traderid': '1601', 'brokerid': '9999', 'on_off': 1}}, 'running': {'strategy_statistics': {}, 'OnRtnOrder': [], 'strategy_arguments': {}, 'instrument_statistics': {}, 'strategy_position': {}, 'OnRtnTrade': []}, 'xml': {'list_user_instrument_statistics': [], 'dict_user_save_info': [], 'xml_exist': True, 'list_strategy_statistics': [], 'list_strategy_arguments': [], 'list_position_detail_for_trade': [], 'list_position_detail_for_order': []}} User.load_server_data() user_id = 091921 User.load_server_data() self.__server_dict_user_info = {'userid': '091921', 'frontaddress': 'tcp://180.168.146.187:10000', 'password': '123456', 'positionflag': 1, 'traderid': '1601', 'brokerid': '9999', 'on_off': 1} User.load_server_data() self.__server_dict_market_info = {'password': '123456', 'userid': '058176', 'frontaddress': 'tcp://180.168.146.187:10011', 'brokerid': '9999'} User.load_server_data() self.__server_list_strategy_info = [{'amount': 0.0, 'trade_volume': 0, 'position_b_buy_yesterday': 0, 'a_limit_price_shift': 0, 'b_order_action_limit': 100, 'position_a_sell': 0, 'average_shift': 0.0, 'a_instrument_id': 'cu1802', 'strategy_on_off': 0, 'a_wait_price_tick': 0.0, 'a_order_action_limit': 100, 'position_a_buy_today': 10, 'commission': 0.0, 'trade_model': '', 'b_wait_price_tick': 0.0, 'stop_loss': 0.0, 'lots_batch': 1, 'sell_open_on_off': 1, 'position_a_buy_yesterday': 0, 'on_off': 0, 'only_close': 0, 'strategy_id': '02', 'position_b_sell': 10, 'order_algorithm': '01', 'position_a_buy': 10, 'buy_close': 20.0, 'position_a_sell_today': 0, 'b_instrument_id': 'cu1805', 'position_sell': 0, 'lots': 10, 'buy_open': 20.0, 'sell_close_on_off': 1, 'hold_profit': 0.0, 'buy_close_on_off': 1, 'position': 10, 'list_instrument_id': ['cu1802', 'cu1805'], 'trader_id': '1601', 'position_b_buy_today': 0, 'position_buy': 0, 'buy_open_on_off': 1, 'update_position_detail_record_time': '2017052313:00:49', 'sell_close': 30.0, 'position_b_sell_today': 10, 'position_a_sell_yesterday': 0, 'spread_shift': 0.0, 'user_id': '091921', 'position_b_sell_yesterday': 0, 'sell_open': 30.0, 'position_b_buy': 0, 'close_profit': 0.0, 'b_limit_price_shift': 0}, {'amount': 0.0, 'trade_volume': 0, 'position_b_buy_yesterday': 0, 'a_limit_price_shift': 0, 'b_order_action_limit': 0, 'position_a_sell': 0, 'average_shift': 0.0, 'a_instrument_id': 'cu1707', 'strategy_on_off': 0, 'a_wait_price_tick': 0.0, 'a_order_action_limit': 0, 'position_a_buy_today': 0, 'commission': 0.0, 'trade_model': '', 'b_wait_price_tick': 0.0, 'stop_loss': 0.0, 'lots_batch': 0, 'sell_open_on_off': 1, 'position_a_buy_yesterday': 0, 'on_off': 0, 'only_close': 0, 'strategy_id': '01', 'position_b_sell': 0, 'order_algorithm': '', 'position_a_buy': 0, 'buy_close': 0.0, 'position_a_sell_today': 0, 'b_instrument_id': 'cu1709', 'position_sell': 0, 'lots': 0, 'buy_open': 0.0, 'sell_close_on_off': 1, 'hold_profit': 0.0, 'buy_close_on_off': 1, 'position': 0, 'list_instrument_id': ['cu1707', 'cu1709'], 'trader_id': '1601', 'position_b_buy_today': 0, 'position_buy': 0, 'buy_open_on_off': 1, 'update_position_detail_record_time': '2017052313:10:42', 'sell_close': 0.0, 'position_b_sell_today': 0, 'position_a_sell_yesterday': 0, 'spread_shift': 0.0, 'user_id': '091921', 'position_b_sell_yesterday': 0, 'sell_open': 0.0, 'position_b_buy': 0, 'close_profit': 0.0, 'b_limit_price_shift': 0}] User.load_server_data() self.__server_list_position_detail_for_order_yesterday = [{'VolumeTotalOriginal': 1, 'LimitPrice': 45850.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '10:06:35', 'CombHedgeFlag': '1', 'OrderRef': '100000017301', 'Direction': '1', 'InsertDate': '20170522'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 45920.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '10:06:35', 'CombHedgeFlag': '1', 'OrderRef': '100000017401', 'Direction': '0', 'InsertDate': '20170522'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 45850.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '10:06:36', 'CombHedgeFlag': '1', 'OrderRef': '100000017501', 'Direction': '1', 'InsertDate': '20170522'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 45920.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '10:06:36', 'CombHedgeFlag': '1', 'OrderRef': '100000017601', 'Direction': '0', 'InsertDate': '20170522'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 45850.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '10:06:36', 'CombHedgeFlag': '1', 'OrderRef': '100000017701', 'Direction': '1', 'InsertDate': '20170522'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 45920.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '10:06:36', 'CombHedgeFlag': '1', 'OrderRef': '100000017801', 'Direction': '0', 'InsertDate': '20170522'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 45850.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '10:06:37', 'CombHedgeFlag': '1', 'OrderRef': '100000017901', 'Direction': '1', 'InsertDate': '20170522'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 45920.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '10:06:37', 'CombHedgeFlag': '1', 'OrderRef': '100000018001', 'Direction': '0', 'InsertDate': '20170522'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 45850.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '10:06:38', 'CombHedgeFlag': '1', 'OrderRef': '100000018101', 'Direction': '1', 'InsertDate': '20170522'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 45920.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '10:06:38', 'CombHedgeFlag': '1', 'OrderRef': '100000018201', 'Direction': '0', 'InsertDate': '20170522'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 45850.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '10:06:38', 'CombHedgeFlag': '1', 'OrderRef': '100000018301', 'Direction': '1', 'InsertDate': '20170522'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 45920.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '10:06:38', 'CombHedgeFlag': '1', 'OrderRef': '100000018401', 'Direction': '0', 'InsertDate': '20170522'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 45850.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '10:06:39', 'CombHedgeFlag': '1', 'OrderRef': '100000018501', 'Direction': '1', 'InsertDate': '20170522'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 45920.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '10:06:39', 'CombHedgeFlag': '1', 'OrderRef': '100000018601', 'Direction': '0', 'InsertDate': '20170522'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 45850.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '10:06:39', 'CombHedgeFlag': '1', 'OrderRef': '100000018701', 'Direction': '1', 'InsertDate': '20170522'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 45920.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '10:06:39', 'CombHedgeFlag': '1', 'OrderRef': '100000018801', 'Direction': '0', 'InsertDate': '20170522'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 45850.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '10:06:39', 'CombHedgeFlag': '1', 'OrderRef': '100000018901', 'Direction': '1', 'InsertDate': '20170522'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 45920.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '10:06:39', 'CombHedgeFlag': '1', 'OrderRef': '100000019001', 'Direction': '0', 'InsertDate': '20170522'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 45850.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '10:06:40', 'CombHedgeFlag': '1', 'OrderRef': '100000019101', 'Direction': '1', 'InsertDate': '20170522'}, {'VolumeTotalOriginal': 1, 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'LimitPrice': 45920.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '10:06:50', 'CombHedgeFlag': '1', 'OrderRef': '100000021301', 'Direction': '0', 'InsertDate': '20170522'}] User.load_server_data() self.__server_list_position_detail_for_trade_yesterday = [{'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000017301', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45920.0, 'OrderRef': '100000017401', 'Direction': 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'1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45920.0, 'OrderRef': '100000020701', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000020801', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45920.0, 'OrderRef': '100000020901', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000021001', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45920.0, 'OrderRef': '100000021101', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000021201', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45920.0, 'OrderRef': '100000021301', 'Direction': '0', 'TradeDate': '20170522'}] User.load_server_data() 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'InstrumentID': 'cu1802', 'Price': 46860.0, 'OrderRef': '100000017202', 'Direction': '0', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1805', 'Price': 47190.0, 'OrderRef': '100000017302', 'Direction': '1', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1802', 'Price': 46860.0, 'OrderRef': '100000017402', 'Direction': '0', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1805', 'Price': 47190.0, 'OrderRef': '100000017502', 'Direction': '1', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1802', 'Price': 46850.0, 'OrderRef': '100000017602', 'Direction': '0', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1805', 'Price': 47190.0, 'OrderRef': '100000017702', 'Direction': '1', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1802', 'Price': 46850.0, 'OrderRef': '100000017802', 'Direction': '0', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1805', 'Price': 47190.0, 'OrderRef': '100000017902', 'Direction': '1', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1802', 'Price': 46850.0, 'OrderRef': '100000018002', 'Direction': '0', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1805', 'Price': 47190.0, 'OrderRef': '100000018102', 'Direction': '1', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1802', 'Price': 46850.0, 'OrderRef': '100000018202', 'Direction': '0', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1805', 'Price': 47190.0, 'OrderRef': '100000018302', 'Direction': '1', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1802', 'Price': 46850.0, 'OrderRef': '100000018402', 'Direction': '0', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1805', 'Price': 47190.0, 'OrderRef': '100000018502', 'Direction': '1', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1802', 'Price': 46850.0, 'OrderRef': '100000018602', 'Direction': '0', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1805', 'Price': 47190.0, 'OrderRef': '100000018702', 'Direction': '1', 'TradeDate': '20170523'}] User.load_xml_data() user_id = 091921 self.__xml_exist = True User.load_xml_data() self.__xml_dict_user_save_info = [] User.load_xml_data() self.__xml_list_strategy_arguments = [] User.load_xml_data() self.__xml_list_strategy_statistics = [] User.load_xml_data() self.__xml_list_user_instrument_statistics = [] User.load_xml_data() self.__xml_list_position_detail_for_order = [] User.load_xml_data() self.__xml_list_position_detail_for_trade = [] process_id = 6828 , MarketManager.__init__() dict_arguments = {'password': '123456', 'userid': '058176', 'frontaddress': 'tcp://180.168.146.187:10011', 'brokerid': '9999'} MarketManager.__init__() 连接行情前置成功,broker_id = 9999 MarketManager.__init__() 登录行情账号成功,broker_id = 9999 MarketManager.__init__() 行情端口交易日: 20170523 User.__init__() user_id = 091921 创建行情成功, self.__dict_create_user_status = {'result_market_connect': 0, 'get_result_market_login': 0} User.tdapi_start_model() user_id = 091921 , self.__TdApi_start_model = 0 , PyCTP.THOST_TERT_RESUME = 1 , PyCTP.THOST_TERT_RESTART = 0 User.__init__() user_id= 091921 连接交易前置成功 0 User.login_trade_account() user_id= 091921 self.__TradingDay = 20170523 User.login_trade_account() user_id= 091921 登录期货账号成功 0 User.__init__() user_id= 091921 查询资金账户成功 {'Commission': 1384.5399999999988, 'SpecProductPositionProfitByAlg': 0.0, 'PreCredit': 0.0, 'PreFundMortgageOut': 0.0, 'WithdrawQuota': 534419.4169999999, 'Credit': 0.0, 'Available': 763456.3099999999, 'PreBalance': 986640.85, 'AccountID': '091921', 'CurrencyID': 'CNY', 'CurrMargin': 212400.0, 'Reserve': 0.0, 'Interest': 0.0, 'DeliveryMargin': 0.0, 'SpecProductMargin': 0.0, 'PreMortgage': 0.0, 'ExchangeMargin': 212400.0, 'FundMortgageAvailable': 0.0, 'PreMargin': 412290.0, 'FundMortgageOut': 0.0, 'Deposit': 0.0, 'SpecProductExchangeMargin': 0.0, 'SpecProductFrozenCommission': 0.0, 'MortgageableFund': 763456.3099999999, 'BrokerID': '9999', 'ReserveBalance': 0.0, 'TradingDay': '20170523', 'Withdraw': 0.0, 'PositionProfit': -6600.0, 'CashIn': 0.0, 'FundMortgageIn': 0.0, 'SpecProductCommission': 0.0, 'ExchangeDeliveryMargin': 0.0, 'Balance': 975856.3099999999, 'PreFundMortgageIn': 0.0, 'Mortgage': 0.0, 'FrozenCash': 0.0, 'CloseProfit': -2800.0, 'FrozenMargin': 0.0, 'SpecProductCloseProfit': 0.0, 'SpecProductPositionProfit': 0.0, 'PreDeposit': 574350.85, 'FrozenCommission': 0.0, 'InterestBase': 0.0, 'SpecProductFrozenMargin': 0.0, 'SettlementID': 1} User.__init__() user_id= 091921 查询投资者持仓明细成功,长度 120 [{'PositionProfitByTrade': 0.0, 'OpenPrice': 45850.0, 'CloseProfitByDate': -1100.0, 'HedgeFlag': '1', 'Volume': 0, 'CloseAmount': 229900.0, 'InvestorID': '091921', 'TradingDay': '20170523', 'InstrumentID': 'cu1706', 'PositionProfitByDate': 0.0, 'CombInstrumentID': '', 'Margin': 0.0, 'MarginRateByVolume': 0.0, 'Direction': '1', 'ExchMargin': 0.0, 'OpenDate': '20170522', 'ExchangeID': 'SHFE', 'MarginRateByMoney': 0.09, 'BrokerID': '9999', 'SettlementPrice': 45980.0, 'TradeID': ' 71502', 'SettlementID': 1, 'LastSettlementPrice': 45760.0, 'CloseVolume': 1, 'TradeType': '0', 'CloseProfitByTrade': -650.0}, {'PositionProfitByTrade': -850.0, 'OpenPrice': 47190.0, 'CloseProfitByDate': 0.0, 'HedgeFlag': '1', 'Volume': 1, 'CloseAmount': 0.0, 'InvestorID': '091921', 'TradingDay': '20170523', 'InstrumentID': 'cu1805', 'PositionProfitByDate': -850.0, 'CombInstrumentID': '', 'Margin': 21235.499999999996, 'MarginRateByVolume': 0.0, 'Direction': '1', 'ExchMargin': 21235.499999999996, 'OpenDate': '20170523', 'ExchangeID': 'SHFE', 'MarginRateByMoney': 0.09, 'BrokerID': '9999', 'SettlementPrice': 47360.0, 'TradeID': ' 46926', 'SettlementID': 1, 'LastSettlementPrice': 47140.0, 'CloseVolume': 0, 'TradeType': '0', 'CloseProfitByTrade': 0.0}, {'PositionProfitByTrade': -250.0, 'OpenPrice': 46850.0, 'CloseProfitByDate': 0.0, 'HedgeFlag': '1', 'Volume': 1, 'CloseAmount': 0.0, 'InvestorID': '091921', 'TradingDay': '20170523', 'InstrumentID': 'cu1802', 'PositionProfitByDate': -250.0, 'CombInstrumentID': '', 'Margin': 21082.5, 'MarginRateByVolume': 0.0, 'Direction': '0', 'ExchMargin': 21082.5, 'OpenDate': '20170523', 'ExchangeID': 'SHFE', 'MarginRateByMoney': 0.09, 'BrokerID': '9999', 'SettlementPrice': 46800.0, 'TradeID': ' 46925', 'SettlementID': 1, 'LastSettlementPrice': 46760.0, 'CloseVolume': 0, 'TradeType': '0', 'CloseProfitByTrade': 0.0}, {'PositionProfitByTrade': -850.0, 'OpenPrice': 47190.0, 'CloseProfitByDate': 0.0, 'HedgeFlag': '1', 'Volume': 1, 'CloseAmount': 0.0, 'InvestorID': '091921', 'TradingDay': '20170523', 'InstrumentID': 'cu1805', 'PositionProfitByDate': -850.0, 'CombInstrumentID': '', 'Margin': 21235.499999999996, 'MarginRateByVolume': 0.0, 'Direction': '1', 'ExchMargin': 21235.499999999996, 'OpenDate': '20170523', 'ExchangeID': 'SHFE', 'MarginRateByMoney': 0.09, 'BrokerID': '9999', 'SettlementPrice': 47360.0, 'TradeID': ' 46923', 'SettlementID': 1, 'LastSettlementPrice': 47140.0, 'CloseVolume': 0, 'TradeType': '0', 'CloseProfitByTrade': 0.0}, {'PositionProfitByTrade': -250.0, 'OpenPrice': 46850.0, 'CloseProfitByDate': 0.0, 'HedgeFlag': '1', 'Volume': 1, 'CloseAmount': 0.0, 'InvestorID': '091921', 'TradingDay': '20170523', 'InstrumentID': 'cu1802', 'PositionProfitByDate': -250.0, 'CombInstrumentID': '', 'Margin': 21082.5, 'MarginRateByVolume': 0.0, 'Direction': '0', 'ExchMargin': 21082.5, 'OpenDate': '20170523', 'ExchangeID': 'SHFE', 'MarginRateByMoney': 0.09, 'BrokerID': '9999', 'SettlementPrice': 46800.0, 'TradeID': ' 46922', 'SettlementID': 1, 'LastSettlementPrice': 46760.0, 'CloseVolume': 0, 'TradeType': '0', 'CloseProfitByTrade': 0.0}, {'PositionProfitByTrade': -850.0, 'OpenPrice': 47190.0, 'CloseProfitByDate': 0.0, 'HedgeFlag': '1', 'Volume': 1, 'CloseAmount': 0.0, 'InvestorID': '091921', 'TradingDay': '20170523', 'InstrumentID': 'cu1805', 'PositionProfitByDate': -850.0, 'CombInstrumentID': '', 'Margin': 21235.499999999996, 'MarginRateByVolume': 0.0, 'Direction': '1', 'ExchMargin': 21235.499999999996, 'OpenDate': '20170523', 'ExchangeID': 'SHFE', 'MarginRateByMoney': 0.09, 'BrokerID': '9999', 'SettlementPrice': 47360.0, 'TradeID': ' 46921', 'SettlementID': 1, 'LastSettlementPrice': 47140.0, 'CloseVolume': 0, 'TradeType': '0', 'CloseProfitByTrade': 0.0}, {'PositionProfitByTrade': -250.0, 'OpenPrice': 46850.0, 'CloseProfitByDate': 0.0, 'HedgeFlag': '1', 'Volume': 1, 'CloseAmount': 0.0, 'InvestorID': '091921', 'TradingDay': '20170523', 'InstrumentID': 'cu1802', 'PositionProfitByDate': -250.0, 'CombInstrumentID': '', 'Margin': 21082.5, 'MarginRateByVolume': 0.0, 'Direction': '0', 'ExchMargin': 21082.5, 'OpenDate': '20170523', 'ExchangeID': 'SHFE', 'MarginRateByMoney': 0.09, 'BrokerID': '9999', 'SettlementPrice': 46800.0, 'TradeID': ' 46920', 'SettlementID': 1, 'LastSettlementPrice': 46760.0, 'CloseVolume': 0, 'TradeType': '0', 'CloseProfitByTrade': 0.0}, {'PositionProfitByTrade': -850.0, 'OpenPrice': 47190.0, 'CloseProfitByDate': 0.0, 'HedgeFlag': '1', 'Volume': 1, 'CloseAmount': 0.0, 'InvestorID': '091921', 'TradingDay': '20170523', 'InstrumentID': 'cu1805', 'PositionProfitByDate': -850.0, 'CombInstrumentID': '', 'Margin': 21235.499999999996, 'MarginRateByVolume': 0.0, 'Direction': '1', 'ExchMargin': 21235.499999999996, 'OpenDate': '20170523', 'ExchangeID': 'SHFE', 'MarginRateByMoney': 0.09, 'BrokerID': '9999', 'SettlementPrice': 47360.0, 'TradeID': ' 46918', 'SettlementID': 1, 'LastSettlementPrice': 47140.0, 'CloseVolume': 0, 'TradeType': '0', 'CloseProfitByTrade': 0.0}, {'PositionProfitByTrade': -250.0, 'OpenPrice': 46850.0, 'CloseProfitByDate': 0.0, 'HedgeFlag': '1', 'Volume': 1, 'CloseAmount': 0.0, 'InvestorID': '091921', 'TradingDay': '20170523', 'InstrumentID': 'cu1802', 'PositionProfitByDate': -250.0, 'CombInstrumentID': '', 'Margin': 21082.5, 'MarginRateByVolume': 0.0, 'Direction': '0', 'ExchMargin': 21082.5, 'OpenDate': '20170523', 'ExchangeID': 'SHFE', 'MarginRateByMoney': 0.09, 'BrokerID': '9999', 'SettlementPrice': 46800.0, 'TradeID': ' 46914', 'SettlementID': 1, 'LastSettlementPrice': 46760.0, 'CloseVolume': 0, 'TradeType': '0', 'CloseProfitByTrade': 0.0}, {'PositionProfitByTrade': -850.0, 'OpenPrice': 47190.0, 'CloseProfitByDate': 0.0, 'HedgeFlag': '1', 'Volume': 1, 'CloseAmount': 0.0, 'InvestorID': '091921', 'TradingDay': '20170523', 'InstrumentID': 'cu1805', 'PositionProfitByDate': -850.0, 'CombInstrumentID': '', 'Margin': 21235.499999999996, 'MarginRateByVolume': 0.0, 'Direction': '1', 'ExchMargin': 21235.499999999996, 'OpenDate': '20170523', 'ExchangeID': 'SHFE', 'MarginRateByMoney': 0.09, 'BrokerID': '9999', 'SettlementPrice': 47360.0, 'TradeID': ' 46911', 'SettlementID': 1, 'LastSettlementPrice': 47140.0, 'CloseVolume': 0, 'TradeType': '0', 'CloseProfitByTrade': 0.0}, {'PositionProfitByTrade': -250.0, 'OpenPrice': 46850.0, 'CloseProfitByDate': 0.0, 'HedgeFlag': '1', 'Volume': 1, 'CloseAmount': 0.0, 'InvestorID': '091921', 'TradingDay': '20170523', 'InstrumentID': 'cu1802', 'PositionProfitByDate': -250.0, 'CombInstrumentID': '', 'Margin': 21082.5, 'MarginRateByVolume': 0.0, 'Direction': '0', 'ExchMargin': 21082.5, 'OpenDate': '20170523', 'ExchangeID': 'SHFE', 'MarginRateByMoney': 0.09, 'BrokerID': '9999', 'SettlementPrice': 46800.0, 'TradeID': ' 46909', 'SettlementID': 1, 'LastSettlementPrice': 46760.0, 'CloseVolume': 0, 'TradeType': '0', 'CloseProfitByTrade': 0.0}, {'PositionProfitByTrade': -850.0, 'OpenPrice': 47190.0, 'CloseProfitByDate': 0.0, 'HedgeFlag': '1', 'Volume': 1, 'CloseAmount': 0.0, 'InvestorID': '091921', 'TradingDay': '20170523', 'InstrumentID': 'cu1805', 'PositionProfitByDate': -850.0, 'CombInstrumentID': '', 'Margin': 21235.499999999996, 'MarginRateByVolume': 0.0, 'Direction': '1', 'ExchMargin': 21235.499999999996, 'OpenDate': '20170523', 'ExchangeID': 'SHFE', 'MarginRateByMoney': 0.09, 'BrokerID': '9999', 'SettlementPrice': 47360.0, 'TradeID': ' 46908', 'SettlementID': 1, 'LastSettlementPrice': 47140.0, 'CloseVolume': 0, 'TradeType': '0', 'CloseProfitByTrade': 0.0}, {'PositionProfitByTrade': -250.0, 'OpenPrice': 46850.0, 'CloseProfitByDate': 0.0, 'HedgeFlag': '1', 'Volume': 1, 'CloseAmount': 0.0, 'InvestorID': '091921', 'TradingDay': '20170523', 'InstrumentID': 'cu1802', 'PositionProfitByDate': -250.0, 'CombInstrumentID': '', 'Margin': 21082.5, 'MarginRateByVolume': 0.0, 'Direction': '0', 'ExchMargin': 21082.5, 'OpenDate': '20170523', 'ExchangeID': 'SHFE', 'MarginRateByMoney': 0.09, 'BrokerID': '9999', 'SettlementPrice': 46800.0, 'TradeID': ' 46907', 'SettlementID': 1, 'LastSettlementPrice': 46760.0, 'CloseVolume': 0, 'TradeType': '0', 'CloseProfitByTrade': 0.0}, {'PositionProfitByTrade': -850.0, 'OpenPrice': 47190.0, 'CloseProfitByDate': 0.0, 'HedgeFlag': '1', 'Volume': 1, 'CloseAmount': 0.0, 'InvestorID': '091921', 'TradingDay': '20170523', 'InstrumentID': 'cu1805', 'PositionProfitByDate': -850.0, 'CombInstrumentID': '', 'Margin': 21235.499999999996, 'MarginRateByVolume': 0.0, 'Direction': '1', 'ExchMargin': 21235.499999999996, 'OpenDate': '20170523', 'ExchangeID': 'SHFE', 'MarginRateByMoney': 0.09, 'BrokerID': '9999', 'SettlementPrice': 47360.0, 'TradeID': ' 46904', 'SettlementID': 1, 'LastSettlementPrice': 47140.0, 'CloseVolume': 0, 'TradeType': '0', 'CloseProfitByTrade': 0.0}, {'PositionProfitByTrade': -300.0, 'OpenPrice': 46860.0, 'CloseProfitByDate': 0.0, 'HedgeFlag': '1', 'Volume': 1, 'CloseAmount': 0.0, 'InvestorID': '091921', 'TradingDay': '20170523', 'InstrumentID': 'cu1802', 'PositionProfitByDate': -300.0, 'CombInstrumentID': '', 'Margin': 21087.0, 'MarginRateByVolume': 0.0, 'Direction': '0', 'ExchMargin': 21087.0, 'OpenDate': '20170523', 'ExchangeID': 'SHFE', 'MarginRateByMoney': 0.09, 'BrokerID': '9999', 'SettlementPrice': 46800.0, 'TradeID': ' 46903', 'SettlementID': 1, 'LastSettlementPrice': 46760.0, 'CloseVolume': 0, 'TradeType': '0', 'CloseProfitByTrade': 0.0}, {'PositionProfitByTrade': -850.0, 'OpenPrice': 47190.0, 'CloseProfitByDate': 0.0, 'HedgeFlag': '1', 'Volume': 1, 'CloseAmount': 0.0, 'InvestorID': '091921', 'TradingDay': '20170523', 'InstrumentID': 'cu1805', 'PositionProfitByDate': -850.0, 'CombInstrumentID': '', 'Margin': 21235.499999999996, 'MarginRateByVolume': 0.0, 'Direction': '1', 'ExchMargin': 21235.499999999996, 'OpenDate': '20170523', 'ExchangeID': 'SHFE', 'MarginRateByMoney': 0.09, 'BrokerID': '9999', 'SettlementPrice': 47360.0, 'TradeID': ' 46902', 'SettlementID': 1, 'LastSettlementPrice': 47140.0, 'CloseVolume': 0, 'TradeType': '0', 'CloseProfitByTrade': 0.0}, {'PositionProfitByTrade': -300.0, 'OpenPrice': 46860.0, 'CloseProfitByDate': 0.0, 'HedgeFlag': '1', 'Volume': 1, 'CloseAmount': 0.0, 'InvestorID': '091921', 'TradingDay': '20170523', 'InstrumentID': 'cu1802', 'PositionProfitByDate': -300.0, 'CombInstrumentID': '', 'Margin': 21087.0, 'MarginRateByVolume': 0.0, 'Direction': '0', 'ExchMargin': 21087.0, 'OpenDate': '20170523', 'ExchangeID': 'SHFE', 'MarginRateByMoney': 0.09, 'BrokerID': '9999', 'SettlementPrice': 46800.0, 'TradeID': ' 46901', 'SettlementID': 1, 'LastSettlementPrice': 46760.0, 'CloseVolume': 0, 'TradeType': '0', 'CloseProfitByTrade': 0.0}, {'PositionProfitByTrade': -550.0, 'OpenPrice': 47250.0, 'CloseProfitByDate': 0.0, 'HedgeFlag': '1', 'Volume': 1, 'CloseAmount': 0.0, 'InvestorID': '091921', 'TradingDay': '20170523', 'InstrumentID': 'cu1805', 'PositionProfitByDate': -550.0, 'CombInstrumentID': '', 'Margin': 21262.5, 'MarginRateByVolume': 0.0, 'Direction': '1', 'ExchMargin': 21262.5, 'OpenDate': '20170523', 'ExchangeID': 'SHFE', 'MarginRateByMoney': 0.09, 'BrokerID': '9999', 'SettlementPrice': 47360.0, 'TradeID': ' 46885', 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'LastSettlementPrice': 45760.0, 'CloseVolume': 1, 'TradeType': '0', 'CloseProfitByTrade': -650.0}, {'PositionProfitByTrade': 0.0, 'OpenPrice': 45850.0, 'CloseProfitByDate': -1100.0, 'HedgeFlag': '1', 'Volume': 0, 'CloseAmount': 229900.0, 'InvestorID': '091921', 'TradingDay': '20170523', 'InstrumentID': 'cu1706', 'PositionProfitByDate': 0.0, 'CombInstrumentID': '', 'Margin': 0.0, 'MarginRateByVolume': 0.0, 'Direction': '1', 'ExchMargin': 0.0, 'OpenDate': '20170522', 'ExchangeID': 'SHFE', 'MarginRateByMoney': 0.09, 'BrokerID': '9999', 'SettlementPrice': 45980.0, 'TradeID': ' 71553', 'SettlementID': 1, 'LastSettlementPrice': 45760.0, 'CloseVolume': 1, 'TradeType': '0', 'CloseProfitByTrade': -650.0}, {'PositionProfitByTrade': 0.0, 'OpenPrice': 45850.0, 'CloseProfitByDate': -1100.0, 'HedgeFlag': '1', 'Volume': 0, 'CloseAmount': 229900.0, 'InvestorID': '091921', 'TradingDay': '20170523', 'InstrumentID': 'cu1706', 'PositionProfitByDate': 0.0, 'CombInstrumentID': '', 'Margin': 0.0, 'MarginRateByVolume': 0.0, 'Direction': '1', 'ExchMargin': 0.0, 'OpenDate': '20170522', 'ExchangeID': 'SHFE', 'MarginRateByMoney': 0.09, 'BrokerID': '9999', 'SettlementPrice': 45980.0, 'TradeID': ' 71542', 'SettlementID': 1, 'LastSettlementPrice': 45760.0, 'CloseVolume': 1, 'TradeType': '0', 'CloseProfitByTrade': -650.0}, {'PositionProfitByTrade': 0.0, 'OpenPrice': 45850.0, 'CloseProfitByDate': -1100.0, 'HedgeFlag': '1', 'Volume': 0, 'CloseAmount': 229900.0, 'InvestorID': '091921', 'TradingDay': '20170523', 'InstrumentID': 'cu1706', 'PositionProfitByDate': 0.0, 'CombInstrumentID': '', 'Margin': 0.0, 'MarginRateByVolume': 0.0, 'Direction': '1', 'ExchMargin': 0.0, 'OpenDate': '20170522', 'ExchangeID': 'SHFE', 'MarginRateByMoney': 0.09, 'BrokerID': '9999', 'SettlementPrice': 45980.0, 'TradeID': ' 71537', 'SettlementID': 1, 'LastSettlementPrice': 45760.0, 'CloseVolume': 1, 'TradeType': '0', 'CloseProfitByTrade': -650.0}, {'PositionProfitByTrade': 0.0, 'OpenPrice': 45850.0, 'CloseProfitByDate': -1100.0, 'HedgeFlag': '1', 'Volume': 0, 'CloseAmount': 229900.0, 'InvestorID': '091921', 'TradingDay': '20170523', 'InstrumentID': 'cu1706', 'PositionProfitByDate': 0.0, 'CombInstrumentID': '', 'Margin': 0.0, 'MarginRateByVolume': 0.0, 'Direction': '1', 'ExchMargin': 0.0, 'OpenDate': '20170522', 'ExchangeID': 'SHFE', 'MarginRateByMoney': 0.09, 'BrokerID': '9999', 'SettlementPrice': 45980.0, 'TradeID': ' 71534', 'SettlementID': 1, 'LastSettlementPrice': 45760.0, 'CloseVolume': 1, 'TradeType': '0', 'CloseProfitByTrade': -650.0}, {'PositionProfitByTrade': 0.0, 'OpenPrice': 45850.0, 'CloseProfitByDate': -1100.0, 'HedgeFlag': '1', 'Volume': 0, 'CloseAmount': 229900.0, 'InvestorID': '091921', 'TradingDay': '20170523', 'InstrumentID': 'cu1706', 'PositionProfitByDate': 0.0, 'CombInstrumentID': '', 'Margin': 0.0, 'MarginRateByVolume': 0.0, 'Direction': '1', 'ExchMargin': 0.0, 'OpenDate': '20170522', 'ExchangeID': 'SHFE', 'MarginRateByMoney': 0.09, 'BrokerID': '9999', 'SettlementPrice': 45980.0, 'TradeID': ' 71532', 'SettlementID': 1, 'LastSettlementPrice': 45760.0, 'CloseVolume': 1, 'TradeType': '0', 'CloseProfitByTrade': -650.0}, {'PositionProfitByTrade': 0.0, 'OpenPrice': 45850.0, 'CloseProfitByDate': -1100.0, 'HedgeFlag': '1', 'Volume': 0, 'CloseAmount': 229900.0, 'InvestorID': '091921', 'TradingDay': '20170523', 'InstrumentID': 'cu1706', 'PositionProfitByDate': 0.0, 'CombInstrumentID': '', 'Margin': 0.0, 'MarginRateByVolume': 0.0, 'Direction': '1', 'ExchMargin': 0.0, 'OpenDate': '20170522', 'ExchangeID': 'SHFE', 'MarginRateByMoney': 0.09, 'BrokerID': '9999', 'SettlementPrice': 45980.0, 'TradeID': ' 71530', 'SettlementID': 1, 'LastSettlementPrice': 45760.0, 'CloseVolume': 1, 'TradeType': '0', 'CloseProfitByTrade': -650.0}, {'PositionProfitByTrade': 0.0, 'OpenPrice': 45850.0, 'CloseProfitByDate': -1100.0, 'HedgeFlag': '1', 'Volume': 0, 'CloseAmount': 229900.0, 'InvestorID': '091921', 'TradingDay': '20170523', 'InstrumentID': 'cu1706', 'PositionProfitByDate': 0.0, 'CombInstrumentID': '', 'Margin': 0.0, 'MarginRateByVolume': 0.0, 'Direction': '1', 'ExchMargin': 0.0, 'OpenDate': '20170522', 'ExchangeID': 'SHFE', 'MarginRateByMoney': 0.09, 'BrokerID': '9999', 'SettlementPrice': 45980.0, 'TradeID': ' 71528', 'SettlementID': 1, 'LastSettlementPrice': 45760.0, 'CloseVolume': 1, 'TradeType': '0', 'CloseProfitByTrade': -650.0}, {'PositionProfitByTrade': 0.0, 'OpenPrice': 45850.0, 'CloseProfitByDate': -1100.0, 'HedgeFlag': '1', 'Volume': 0, 'CloseAmount': 229900.0, 'InvestorID': '091921', 'TradingDay': '20170523', 'InstrumentID': 'cu1706', 'PositionProfitByDate': 0.0, 'CombInstrumentID': '', 'Margin': 0.0, 'MarginRateByVolume': 0.0, 'Direction': '1', 'ExchMargin': 0.0, 'OpenDate': '20170522', 'ExchangeID': 'SHFE', 'MarginRateByMoney': 0.09, 'BrokerID': '9999', 'SettlementPrice': 45980.0, 'TradeID': ' 71513', 'SettlementID': 1, 'LastSettlementPrice': 45760.0, 'CloseVolume': 1, 'TradeType': '0', 'CloseProfitByTrade': -650.0}, {'PositionProfitByTrade': 0.0, 'OpenPrice': 45850.0, 'CloseProfitByDate': -1100.0, 'HedgeFlag': '1', 'Volume': 0, 'CloseAmount': 229900.0, 'InvestorID': '091921', 'TradingDay': '20170523', 'InstrumentID': 'cu1706', 'PositionProfitByDate': 0.0, 'CombInstrumentID': '', 'Margin': 0.0, 'MarginRateByVolume': 0.0, 'Direction': '1', 'ExchMargin': 0.0, 'OpenDate': '20170522', 'ExchangeID': 'SHFE', 'MarginRateByMoney': 0.09, 'BrokerID': '9999', 'SettlementPrice': 45980.0, 'TradeID': ' 71511', 'SettlementID': 1, 'LastSettlementPrice': 45760.0, 'CloseVolume': 1, 'TradeType': '0', 'CloseProfitByTrade': -650.0}, {'PositionProfitByTrade': 0.0, 'OpenPrice': 45850.0, 'CloseProfitByDate': -1100.0, 'HedgeFlag': '1', 'Volume': 0, 'CloseAmount': 229900.0, 'InvestorID': '091921', 'TradingDay': '20170523', 'InstrumentID': 'cu1706', 'PositionProfitByDate': 0.0, 'CombInstrumentID': '', 'Margin': 0.0, 'MarginRateByVolume': 0.0, 'Direction': '1', 'ExchMargin': 0.0, 'OpenDate': '20170522', 'ExchangeID': 'SHFE', 'MarginRateByMoney': 0.09, 'BrokerID': '9999', 'SettlementPrice': 45980.0, 'TradeID': ' 71505', 'SettlementID': 1, 'LastSettlementPrice': 45760.0, 'CloseVolume': 1, 'TradeType': '0', 'CloseProfitByTrade': -650.0}] User.__init__() user_id= 091921 self.__qry_investor_position_detail,长度 20 [{'ExchangeID': 'SHFE', 'CurrMargin': 21235.5, 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'TradingDay': '20170523', 'UserID': '091921', 'InstrumentID': 'cu1805', 'Price': 47190.0, 'LastSettlementPrice': 47140.0, 'Direction': '1', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'CurrMargin': 21082.5, 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'TradingDay': '20170523', 'UserID': '091921', 'InstrumentID': 'cu1802', 'Price': 46850.0, 'LastSettlementPrice': 46760.0, 'Direction': '0', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'CurrMargin': 21235.5, 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'TradingDay': '20170523', 'UserID': '091921', 'InstrumentID': 'cu1805', 'Price': 47190.0, 'LastSettlementPrice': 47140.0, 'Direction': '1', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'CurrMargin': 21082.5, 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'TradingDay': '20170523', 'UserID': '091921', 'InstrumentID': 'cu1802', 'Price': 46850.0, 'LastSettlementPrice': 46760.0, 'Direction': '0', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'CurrMargin': 21235.5, 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'TradingDay': '20170523', 'UserID': '091921', 'InstrumentID': 'cu1805', 'Price': 47190.0, 'LastSettlementPrice': 47140.0, 'Direction': '1', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'CurrMargin': 21082.5, 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'TradingDay': '20170523', 'UserID': '091921', 'InstrumentID': 'cu1802', 'Price': 46850.0, 'LastSettlementPrice': 46760.0, 'Direction': '0', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'CurrMargin': 21235.5, 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'TradingDay': '20170523', 'UserID': '091921', 'InstrumentID': 'cu1805', 'Price': 47190.0, 'LastSettlementPrice': 47140.0, 'Direction': '1', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'CurrMargin': 21082.5, 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'TradingDay': '20170523', 'UserID': '091921', 'InstrumentID': 'cu1802', 'Price': 46850.0, 'LastSettlementPrice': 46760.0, 'Direction': '0', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'CurrMargin': 21235.5, 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'TradingDay': '20170523', 'UserID': '091921', 'InstrumentID': 'cu1805', 'Price': 47190.0, 'LastSettlementPrice': 47140.0, 'Direction': '1', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'CurrMargin': 21082.5, 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'TradingDay': '20170523', 'UserID': '091921', 'InstrumentID': 'cu1802', 'Price': 46850.0, 'LastSettlementPrice': 46760.0, 'Direction': '0', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'CurrMargin': 21235.5, 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'TradingDay': '20170523', 'UserID': '091921', 'InstrumentID': 'cu1805', 'Price': 47190.0, 'LastSettlementPrice': 47140.0, 'Direction': '1', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'CurrMargin': 21082.5, 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'TradingDay': '20170523', 'UserID': '091921', 'InstrumentID': 'cu1802', 'Price': 46850.0, 'LastSettlementPrice': 46760.0, 'Direction': '0', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'CurrMargin': 21235.5, 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'TradingDay': '20170523', 'UserID': '091921', 'InstrumentID': 'cu1805', 'Price': 47190.0, 'LastSettlementPrice': 47140.0, 'Direction': '1', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'CurrMargin': 21087.0, 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'TradingDay': '20170523', 'UserID': '091921', 'InstrumentID': 'cu1802', 'Price': 46860.0, 'LastSettlementPrice': 46760.0, 'Direction': '0', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'CurrMargin': 21235.5, 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'TradingDay': '20170523', 'UserID': '091921', 'InstrumentID': 'cu1805', 'Price': 47190.0, 'LastSettlementPrice': 47140.0, 'Direction': '1', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'CurrMargin': 21087.0, 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'TradingDay': '20170523', 'UserID': '091921', 'InstrumentID': 'cu1802', 'Price': 46860.0, 'LastSettlementPrice': 46760.0, 'Direction': '0', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'CurrMargin': 21262.5, 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'TradingDay': '20170523', 'UserID': '091921', 'InstrumentID': 'cu1805', 'Price': 47250.0, 'LastSettlementPrice': 47140.0, 'Direction': '1', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'CurrMargin': 21060.0, 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'TradingDay': '20170523', 'UserID': '091921', 'InstrumentID': 'cu1802', 'Price': 46800.0, 'LastSettlementPrice': 46760.0, 'Direction': '0', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'CurrMargin': 21253.5, 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'TradingDay': '20170523', 'UserID': '091921', 'InstrumentID': 'cu1805', 'Price': 47230.0, 'LastSettlementPrice': 47140.0, 'Direction': '1', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'CurrMargin': 21105.0, 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'TradingDay': '20170523', 'UserID': '091921', 'InstrumentID': 'cu1802', 'Price': 46900.0, 'LastSettlementPrice': 46760.0, 'Direction': '0', 'TradeDate': '20170523'}] User.__init__() User创建成功 user_id = 091921 , self.__dict_create_user_status = {'result_market_connect': 0, 'QryInvestorPositionDetail': 0, 'connect_trade_front': 0, 'QryInstrument': 0, 'QryTradingAccount': 0, 'get_result_market_login': 0} Strategy.__init__() 创建策略,user_id= 091921 strategy_id= 02 Strategy.set_arguments() user_id = 091921 strategy_id = 02 dict_args = {'amount': 0.0, 'trade_volume': 0, 'position_b_buy_yesterday': 0, 'a_limit_price_shift': 0, 'b_order_action_limit': 100, 'position_a_sell': 0, 'average_shift': 0.0, 'a_instrument_id': 'cu1802', 'strategy_on_off': 0, 'a_wait_price_tick': 0.0, 'a_order_action_limit': 100, 'position_a_buy_today': 10, 'commission': 0.0, 'trade_model': '', 'b_wait_price_tick': 0.0, 'stop_loss': 0.0, 'lots_batch': 1, 'sell_open_on_off': 1, 'position_a_buy_yesterday': 0, 'on_off': 0, 'only_close': 0, 'strategy_id': '02', 'position_b_sell': 10, 'order_algorithm': '01', 'position_a_buy': 10, 'buy_close': 20.0, 'position_a_sell_today': 0, 'b_instrument_id': 'cu1805', 'position_sell': 0, 'lots': 10, 'buy_open': 20.0, 'sell_close_on_off': 1, 'hold_profit': 0.0, 'buy_close_on_off': 1, 'position': 10, 'list_instrument_id': ['cu1802', 'cu1805'], 'trader_id': '1601', 'position_b_buy_today': 0, 'position_buy': 0, 'buy_open_on_off': 1, 'update_position_detail_record_time': '2017052313:00:49', 'sell_close': 30.0, 'position_b_sell_today': 10, 'position_a_sell_yesterday': 0, 'spread_shift': 0.0, 'user_id': '091921', 'position_b_sell_yesterday': 0, 'sell_open': 30.0, 'position_b_buy': 0, 'close_profit': 0.0, 'b_limit_price_shift': 0} Strategy.set_arguments() user_id = 091921 strategy_id = 02 self.__update_position_detail_record_time = 2017052313:00:49 User.get_mmission() 获取手续费成功 user_id = 091921 instrument_id = cu1802 dict_commission = {'OpenRatioByMoney': 5e-05, 'BrokerID': '9999', 'InstrumentID': 'cu', 'CloseTodayRatioByMoney': 0.0, 'OpenRatioByVolume': 0.0, 'CloseTodayRatioByVolume': 0.0, 'CloseRatioByMoney': 5e-05, 'InvestorID': '00000000', 'CloseRatioByVolume': 0.0, 'InvestorRange': '1'} Strategy.init_position_detail() user_id = 091921 strategy_id = 02 len(self.__update_position_detail_record_time) = 16 Strategy.init_position_detail() user_id = 091921 strategy_id = 02 今持仓明细 为初始化持仓明细,order、trade持仓明细的长度分别为 20 20 Strategy.init_position_detail() user_id = 091921 strategy_id = 02 self.__list_position_detail_for_order = [{'VolumeTotalOriginal': 1, 'LimitPrice': 46910.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1802', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '09:43:55', 'CombHedgeFlag': '1', 'OrderRef': '100000004202', 'Direction': '0', 'InsertDate': '20170523'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 47230.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1805', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '09:45:37', 'CombHedgeFlag': '1', 'OrderRef': '100000010002', 'Direction': '1', 'InsertDate': '20170523'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 46840.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1802', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '09:45:37', 'CombHedgeFlag': '1', 'OrderRef': '100000010202', 'Direction': '0', 'InsertDate': '20170523'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 47230.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1805', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '09:46:37', 'CombHedgeFlag': '1', 'OrderRef': '100000017002', 'Direction': '1', 'InsertDate': '20170523'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 46870.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1802', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '09:46:43', 'CombHedgeFlag': '1', 'OrderRef': '100000017202', 'Direction': '0', 'InsertDate': '20170523'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 47180.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1805', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '09:46:43', 'CombHedgeFlag': '1', 'OrderRef': '100000017302', 'Direction': '1', 'InsertDate': '20170523'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 46870.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1802', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '09:46:43', 'CombHedgeFlag': '1', 'OrderRef': '100000017402', 'Direction': '0', 'InsertDate': '20170523'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 47180.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1805', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '09:46:43', 'CombHedgeFlag': '1', 'OrderRef': '100000017502', 'Direction': '1', 'InsertDate': '20170523'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 46870.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1802', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '09:46:43', 'CombHedgeFlag': '1', 'OrderRef': '100000017602', 'Direction': '0', 'InsertDate': '20170523'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 47180.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1805', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '09:46:43', 'CombHedgeFlag': '1', 'OrderRef': '100000017702', 'Direction': '1', 'InsertDate': '20170523'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 46860.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1802', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '09:46:44', 'CombHedgeFlag': '1', 'OrderRef': '100000017802', 'Direction': '0', 'InsertDate': '20170523'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 47190.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1805', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '09:46:44', 'CombHedgeFlag': '1', 'OrderRef': '100000017902', 'Direction': '1', 'InsertDate': '20170523'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 46850.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1802', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '09:46:44', 'CombHedgeFlag': '1', 'OrderRef': '100000018002', 'Direction': '0', 'InsertDate': '20170523'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 47190.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1805', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '09:46:44', 'CombHedgeFlag': '1', 'OrderRef': '100000018102', 'Direction': '1', 'InsertDate': '20170523'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 46850.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1802', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '09:46:45', 'CombHedgeFlag': '1', 'OrderRef': '100000018202', 'Direction': '0', 'InsertDate': '20170523'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 47190.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1805', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '09:46:45', 'CombHedgeFlag': '1', 'OrderRef': '100000018302', 'Direction': '1', 'InsertDate': '20170523'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 46850.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1802', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '09:46:45', 'CombHedgeFlag': '1', 'OrderRef': '100000018402', 'Direction': '0', 'InsertDate': '20170523'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 47190.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1805', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '09:46:45', 'CombHedgeFlag': '1', 'OrderRef': '100000018502', 'Direction': '1', 'InsertDate': '20170523'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 46850.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1802', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '09:46:46', 'CombHedgeFlag': '1', 'OrderRef': '100000018602', 'Direction': '0', 'InsertDate': '20170523'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 47190.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1805', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '09:46:46', 'CombHedgeFlag': '1', 'OrderRef': '100000018702', 'Direction': '1', 'InsertDate': '20170523'}] Strategy.init_position_detail() user_id = 091921 strategy_id = 02 self.__list_position_detail_for_trade = [{'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1802', 'Price': 46900.0, 'OrderRef': '100000004202', 'Direction': '0', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1805', 'Price': 47230.0, 'OrderRef': '100000010002', 'Direction': '1', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1802', 'Price': 46800.0, 'OrderRef': '100000010202', 'Direction': '0', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1805', 'Price': 47250.0, 'OrderRef': '100000017002', 'Direction': '1', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1802', 'Price': 46860.0, 'OrderRef': '100000017202', 'Direction': '0', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1805', 'Price': 47190.0, 'OrderRef': '100000017302', 'Direction': '1', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1802', 'Price': 46860.0, 'OrderRef': '100000017402', 'Direction': '0', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1805', 'Price': 47190.0, 'OrderRef': '100000017502', 'Direction': '1', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1802', 'Price': 46850.0, 'OrderRef': '100000017602', 'Direction': '0', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1805', 'Price': 47190.0, 'OrderRef': '100000017702', 'Direction': '1', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1802', 'Price': 46850.0, 'OrderRef': '100000017802', 'Direction': '0', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1805', 'Price': 47190.0, 'OrderRef': '100000017902', 'Direction': '1', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1802', 'Price': 46850.0, 'OrderRef': '100000018002', 'Direction': '0', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1805', 'Price': 47190.0, 'OrderRef': '100000018102', 'Direction': '1', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1802', 'Price': 46850.0, 'OrderRef': '100000018202', 'Direction': '0', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1805', 'Price': 47190.0, 'OrderRef': '100000018302', 'Direction': '1', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1802', 'Price': 46850.0, 'OrderRef': '100000018402', 'Direction': '0', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1805', 'Price': 47190.0, 'OrderRef': '100000018502', 'Direction': '1', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1802', 'Price': 46850.0, 'OrderRef': '100000018602', 'Direction': '0', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1805', 'Price': 47190.0, 'OrderRef': '100000018702', 'Direction': '1', 'TradeDate': '20170523'}] Strategy.update_position_for_position_detail() userid = 091921 strategy_id = 02 self.__list_position_detail_for_trade = [{'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1802', 'Price': 46900.0, 'OrderRef': '100000004202', 'Direction': '0', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1805', 'Price': 47230.0, 'OrderRef': '100000010002', 'Direction': '1', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1802', 'Price': 46800.0, 'OrderRef': '100000010202', 'Direction': '0', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1805', 'Price': 47250.0, 'OrderRef': '100000017002', 'Direction': '1', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1802', 'Price': 46860.0, 'OrderRef': '100000017202', 'Direction': '0', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1805', 'Price': 47190.0, 'OrderRef': '100000017302', 'Direction': '1', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1802', 'Price': 46860.0, 'OrderRef': '100000017402', 'Direction': '0', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1805', 'Price': 47190.0, 'OrderRef': '100000017502', 'Direction': '1', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1802', 'Price': 46850.0, 'OrderRef': '100000017602', 'Direction': '0', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1805', 'Price': 47190.0, 'OrderRef': '100000017702', 'Direction': '1', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1802', 'Price': 46850.0, 'OrderRef': '100000017802', 'Direction': '0', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1805', 'Price': 47190.0, 'OrderRef': '100000017902', 'Direction': '1', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1802', 'Price': 46850.0, 'OrderRef': '100000018002', 'Direction': '0', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1805', 'Price': 47190.0, 'OrderRef': '100000018102', 'Direction': '1', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1802', 'Price': 46850.0, 'OrderRef': '100000018202', 'Direction': '0', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1805', 'Price': 47190.0, 'OrderRef': '100000018302', 'Direction': '1', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1802', 'Price': 46850.0, 'OrderRef': '100000018402', 'Direction': '0', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1805', 'Price': 47190.0, 'OrderRef': '100000018502', 'Direction': '1', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1802', 'Price': 46850.0, 'OrderRef': '100000018602', 'Direction': '0', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1805', 'Price': 47190.0, 'OrderRef': '100000018702', 'Direction': '1', 'TradeDate': '20170523'}] Strategy.update_position_for_position_detail() userid = 091921 strategy_id = 02 A卖( 0 , 0 ) B买( 0 , 0 ) A买( 10 , 0 ) B卖( 10 , 0 ) Strategy.update_position_of_position_detail_for_order() userid = 091921 strategy_id = 02 self.__list_position_detail_for_trade = [{'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1802', 'Price': 46900.0, 'OrderRef': '100000004202', 'Direction': '0', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1805', 'Price': 47230.0, 'OrderRef': '100000010002', 'Direction': '1', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1802', 'Price': 46800.0, 'OrderRef': '100000010202', 'Direction': '0', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1805', 'Price': 47250.0, 'OrderRef': '100000017002', 'Direction': '1', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1802', 'Price': 46860.0, 'OrderRef': '100000017202', 'Direction': '0', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1805', 'Price': 47190.0, 'OrderRef': '100000017302', 'Direction': '1', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1802', 'Price': 46860.0, 'OrderRef': '100000017402', 'Direction': '0', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1805', 'Price': 47190.0, 'OrderRef': '100000017502', 'Direction': '1', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1802', 'Price': 46850.0, 'OrderRef': '100000017602', 'Direction': '0', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1805', 'Price': 47190.0, 'OrderRef': '100000017702', 'Direction': '1', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1802', 'Price': 46850.0, 'OrderRef': '100000017802', 'Direction': '0', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1805', 'Price': 47190.0, 'OrderRef': '100000017902', 'Direction': '1', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1802', 'Price': 46850.0, 'OrderRef': '100000018002', 'Direction': '0', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1805', 'Price': 47190.0, 'OrderRef': '100000018102', 'Direction': '1', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1802', 'Price': 46850.0, 'OrderRef': '100000018202', 'Direction': '0', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1805', 'Price': 47190.0, 'OrderRef': '100000018302', 'Direction': '1', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1802', 'Price': 46850.0, 'OrderRef': '100000018402', 'Direction': '0', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1805', 'Price': 47190.0, 'OrderRef': '100000018502', 'Direction': '1', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1802', 'Price': 46850.0, 'OrderRef': '100000018602', 'Direction': '0', 'TradeDate': '20170523'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '02', 'TradingDay': '20170523', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1805', 'Price': 47190.0, 'OrderRef': '100000018702', 'Direction': '1', 'TradeDate': '20170523'}] Strategy.update_position_of_position_detail_for_order() userid = 091921 strategy_id = 02 A卖( 0 , 0 ) B买( 0 , 0 ) A买( 10 , 0 ) B卖( 10 , 0 ) Strategy.__init__() 策略准备完成,user_id= 091921 strategy_id= 02 MarketManager.sub_market() 请求订阅行情 [{'InstrumentID': 'cu1802'}, {'InstrumentID': 'cu1805'}] MarketManager.sub_market() 已订阅行情详情 [{'cu1802': ['09192102']}, {'cu1805': ['09192102']}] Strategy.__init__() 创建策略,user_id= 091921 strategy_id= 01 Strategy.set_arguments() user_id = 091921 strategy_id = 01 dict_args = {'amount': 0.0, 'trade_volume': 0, 'position_b_buy_yesterday': 0, 'a_limit_price_shift': 0, 'b_order_action_limit': 0, 'position_a_sell': 0, 'average_shift': 0.0, 'a_instrument_id': 'cu1707', 'strategy_on_off': 0, 'a_wait_price_tick': 0.0, 'a_order_action_limit': 0, 'position_a_buy_today': 0, 'commission': 0.0, 'trade_model': '', 'b_wait_price_tick': 0.0, 'stop_loss': 0.0, 'lots_batch': 0, 'sell_open_on_off': 1, 'position_a_buy_yesterday': 0, 'on_off': 0, 'only_close': 0, 'strategy_id': '01', 'position_b_sell': 0, 'order_algorithm': '', 'position_a_buy': 0, 'buy_close': 0.0, 'position_a_sell_today': 0, 'b_instrument_id': 'cu1709', 'position_sell': 0, 'lots': 0, 'buy_open': 0.0, 'sell_close_on_off': 1, 'hold_profit': 0.0, 'buy_close_on_off': 1, 'position': 0, 'list_instrument_id': ['cu1707', 'cu1709'], 'trader_id': '1601', 'position_b_buy_today': 0, 'position_buy': 0, 'buy_open_on_off': 1, 'update_position_detail_record_time': '2017052313:10:42', 'sell_close': 0.0, 'position_b_sell_today': 0, 'position_a_sell_yesterday': 0, 'spread_shift': 0.0, 'user_id': '091921', 'position_b_sell_yesterday': 0, 'sell_open': 0.0, 'position_b_buy': 0, 'close_profit': 0.0, 'b_limit_price_shift': 0} Strategy.set_arguments() user_id = 091921 strategy_id = 01 self.__update_position_detail_record_time = 2017052313:10:42 Strategy.init_position_detail() user_id = 091921 strategy_id = 01 len(self.__update_position_detail_record_time) = 16 Strategy.init_position_detail() user_id = 091921 strategy_id = 01 今持仓明细 为初始化持仓明细,order、trade持仓明细的长度分别为 40 40 Strategy.init_position_detail() user_id = 091921 strategy_id = 01 self.__list_position_detail_for_order = [{'VolumeTotalOriginal': 1, 'LimitPrice': 45850.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '10:06:35', 'CombHedgeFlag': '1', 'OrderRef': '100000017301', 'Direction': '1', 'InsertDate': '20170522'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 45920.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '10:06:35', 'CombHedgeFlag': '1', 'OrderRef': '100000017401', 'Direction': '0', 'InsertDate': '20170522'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 45850.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '10:06:36', 'CombHedgeFlag': '1', 'OrderRef': '100000017501', 'Direction': '1', 'InsertDate': '20170522'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 45920.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '10:06:36', 'CombHedgeFlag': '1', 'OrderRef': '100000017601', 'Direction': '0', 'InsertDate': '20170522'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 45850.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '10:06:36', 'CombHedgeFlag': '1', 'OrderRef': '100000017701', 'Direction': '1', 'InsertDate': '20170522'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 45920.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '10:06:36', 'CombHedgeFlag': '1', 'OrderRef': '100000017801', 'Direction': '0', 'InsertDate': '20170522'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 45850.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '10:06:37', 'CombHedgeFlag': '1', 'OrderRef': '100000017901', 'Direction': '1', 'InsertDate': '20170522'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 45920.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '10:06:37', 'CombHedgeFlag': '1', 'OrderRef': '100000018001', 'Direction': '0', 'InsertDate': '20170522'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 45850.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '10:06:38', 'CombHedgeFlag': '1', 'OrderRef': '100000018101', 'Direction': '1', 'InsertDate': '20170522'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 45920.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '10:06:38', 'CombHedgeFlag': '1', 'OrderRef': '100000018201', 'Direction': '0', 'InsertDate': '20170522'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 45850.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '10:06:38', 'CombHedgeFlag': '1', 'OrderRef': '100000018301', 'Direction': '1', 'InsertDate': '20170522'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 45920.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '10:06:38', 'CombHedgeFlag': '1', 'OrderRef': '100000018401', 'Direction': '0', 'InsertDate': '20170522'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 45850.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '10:06:39', 'CombHedgeFlag': '1', 'OrderRef': '100000018501', 'Direction': '1', 'InsertDate': '20170522'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 45920.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '10:06:39', 'CombHedgeFlag': '1', 'OrderRef': '100000018601', 'Direction': '0', 'InsertDate': '20170522'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 45850.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '10:06:39', 'CombHedgeFlag': '1', 'OrderRef': '100000018701', 'Direction': '1', 'InsertDate': '20170522'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 45920.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '10:06:39', 'CombHedgeFlag': '1', 'OrderRef': '100000018801', 'Direction': '0', 'InsertDate': '20170522'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 45850.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '10:06:39', 'CombHedgeFlag': '1', 'OrderRef': '100000018901', 'Direction': '1', 'InsertDate': '20170522'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 45920.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '10:06:39', 'CombHedgeFlag': '1', 'OrderRef': '100000019001', 'Direction': '0', 'InsertDate': '20170522'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 45850.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '10:06:40', 'CombHedgeFlag': '1', 'OrderRef': '100000019101', 'Direction': '1', 'InsertDate': '20170522'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 45920.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '10:06:40', 'CombHedgeFlag': '1', 'OrderRef': '100000019201', 'Direction': '0', 'InsertDate': '20170522'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 45850.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '10:06:42', 'CombHedgeFlag': '1', 'OrderRef': '100000019301', 'Direction': '1', 'InsertDate': '20170522'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 45920.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '10:06:42', 'CombHedgeFlag': '1', 'OrderRef': '100000019401', 'Direction': '0', 'InsertDate': '20170522'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 45850.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '10:06:42', 'CombHedgeFlag': '1', 'OrderRef': '100000019501', 'Direction': '1', 'InsertDate': '20170522'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 45920.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '10:06:42', 'CombHedgeFlag': '1', 'OrderRef': '100000019601', 'Direction': '0', 'InsertDate': '20170522'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 45850.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '10:06:46', 'CombHedgeFlag': '1', 'OrderRef': '100000019701', 'Direction': '1', 'InsertDate': '20170522'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 45920.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '10:06:46', 'CombHedgeFlag': '1', 'OrderRef': '100000019801', 'Direction': '0', 'InsertDate': '20170522'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 45850.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '10:06:47', 'CombHedgeFlag': '1', 'OrderRef': '100000019901', 'Direction': '1', 'InsertDate': '20170522'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 45920.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '10:06:47', 'CombHedgeFlag': '1', 'OrderRef': '100000020001', 'Direction': '0', 'InsertDate': '20170522'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 45850.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '10:06:47', 'CombHedgeFlag': '1', 'OrderRef': '100000020101', 'Direction': '1', 'InsertDate': '20170522'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 45920.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '10:06:47', 'CombHedgeFlag': '1', 'OrderRef': '100000020201', 'Direction': '0', 'InsertDate': '20170522'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 45850.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '10:06:48', 'CombHedgeFlag': '1', 'OrderRef': '100000020301', 'Direction': '1', 'InsertDate': '20170522'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 45910.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '10:06:48', 'CombHedgeFlag': '1', 'OrderRef': '100000020401', 'Direction': '0', 'InsertDate': '20170522'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 45850.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '10:06:48', 'CombHedgeFlag': '1', 'OrderRef': '100000020501', 'Direction': '1', 'InsertDate': '20170522'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 45920.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '10:06:49', 'CombHedgeFlag': '1', 'OrderRef': '100000020701', 'Direction': '0', 'InsertDate': '20170522'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 45850.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '10:06:49', 'CombHedgeFlag': '1', 'OrderRef': '100000020801', 'Direction': '1', 'InsertDate': '20170522'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 45920.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '10:06:49', 'CombHedgeFlag': '1', 'OrderRef': '100000020901', 'Direction': '0', 'InsertDate': '20170522'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 45850.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '10:06:50', 'CombHedgeFlag': '1', 'OrderRef': '100000021001', 'Direction': '1', 'InsertDate': '20170522'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 45920.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '10:06:50', 'CombHedgeFlag': '1', 'OrderRef': '100000021101', 'Direction': '0', 'InsertDate': '20170522'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 45850.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '10:06:50', 'CombHedgeFlag': '1', 'OrderRef': '100000021201', 'Direction': '1', 'InsertDate': '20170522'}, {'VolumeTotalOriginal': 1, 'LimitPrice': 45920.0, 'CombOffsetFlag': '0', 'VolumeTotal': 0, 'OrderStatus': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'VolumeTradedBatch': 1, 'VolumeTraded': 1, 'InsertTime': '10:06:50', 'CombHedgeFlag': '1', 'OrderRef': '100000021301', 'Direction': '0', 'InsertDate': '20170522'}] Strategy.init_position_detail() user_id = 091921 strategy_id = 01 self.__list_position_detail_for_trade = [{'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000017301', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45920.0, 'OrderRef': '100000017401', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000017501', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45920.0, 'OrderRef': '100000017601', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000017701', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45920.0, 'OrderRef': '100000017801', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000017901', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45920.0, 'OrderRef': '100000018001', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000018101', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45920.0, 'OrderRef': '100000018201', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000018301', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45920.0, 'OrderRef': '100000018401', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000018501', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45920.0, 'OrderRef': '100000018601', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000018701', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45920.0, 'OrderRef': '100000018801', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000018901', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45920.0, 'OrderRef': '100000019001', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000019101', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45920.0, 'OrderRef': '100000019201', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000019301', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45920.0, 'OrderRef': '100000019401', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000019501', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45920.0, 'OrderRef': '100000019601', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000019701', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45920.0, 'OrderRef': '100000019801', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000019901', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45920.0, 'OrderRef': '100000020001', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000020101', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45910.0, 'OrderRef': '100000020201', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000020301', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45910.0, 'OrderRef': '100000020401', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000020501', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45920.0, 'OrderRef': '100000020701', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000020801', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45920.0, 'OrderRef': '100000020901', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000021001', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45920.0, 'OrderRef': '100000021101', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000021201', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45920.0, 'OrderRef': '100000021301', 'Direction': '0', 'TradeDate': '20170522'}] Strategy.update_position_for_position_detail() userid = 091921 strategy_id = 01 self.__list_position_detail_for_trade = [{'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000017301', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45920.0, 'OrderRef': '100000017401', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000017501', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45920.0, 'OrderRef': '100000017601', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000017701', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45920.0, 'OrderRef': '100000017801', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000017901', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45920.0, 'OrderRef': '100000018001', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000018101', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45920.0, 'OrderRef': '100000018201', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000018301', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45920.0, 'OrderRef': '100000018401', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000018501', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45920.0, 'OrderRef': '100000018601', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000018701', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45920.0, 'OrderRef': '100000018801', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000018901', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45920.0, 'OrderRef': '100000019001', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000019101', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45920.0, 'OrderRef': '100000019201', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000019301', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45920.0, 'OrderRef': '100000019401', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000019501', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45920.0, 'OrderRef': '100000019601', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000019701', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45920.0, 'OrderRef': '100000019801', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000019901', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45920.0, 'OrderRef': '100000020001', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000020101', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45910.0, 'OrderRef': '100000020201', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000020301', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45910.0, 'OrderRef': '100000020401', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000020501', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45920.0, 'OrderRef': '100000020701', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000020801', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45920.0, 'OrderRef': '100000020901', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000021001', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45920.0, 'OrderRef': '100000021101', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000021201', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45920.0, 'OrderRef': '100000021301', 'Direction': '0', 'TradeDate': '20170522'}] Strategy.update_position_for_position_detail() userid = 091921 strategy_id = 01 A卖( 0 , 0 ) B买( 0 , 0 ) A买( 20 , 20 ) B卖( 20 , 20 ) Strategy.update_position_of_position_detail_for_order() userid = 091921 strategy_id = 01 self.__list_position_detail_for_trade = [{'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000017301', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45920.0, 'OrderRef': '100000017401', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000017501', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45920.0, 'OrderRef': '100000017601', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000017701', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45920.0, 'OrderRef': '100000017801', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000017901', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45920.0, 'OrderRef': '100000018001', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000018101', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45920.0, 'OrderRef': '100000018201', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000018301', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45920.0, 'OrderRef': '100000018401', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000018501', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45920.0, 'OrderRef': '100000018601', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000018701', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45920.0, 'OrderRef': '100000018801', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000018901', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45920.0, 'OrderRef': '100000019001', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000019101', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45920.0, 'OrderRef': '100000019201', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000019301', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45920.0, 'OrderRef': '100000019401', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000019501', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45920.0, 'OrderRef': '100000019601', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000019701', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45920.0, 'OrderRef': '100000019801', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000019901', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45920.0, 'OrderRef': '100000020001', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000020101', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45910.0, 'OrderRef': '100000020201', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000020301', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45910.0, 'OrderRef': '100000020401', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000020501', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45920.0, 'OrderRef': '100000020701', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000020801', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45920.0, 'OrderRef': '100000020901', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000021001', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45920.0, 'OrderRef': '100000021101', 'Direction': '0', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1706', 'Price': 45850.0, 'OrderRef': '100000021201', 'Direction': '1', 'TradeDate': '20170522'}, {'ExchangeID': 'SHFE', 'HedgeFlag': '1', 'Volume': 1, 'OffsetFlag': '0', 'StrategyID': '01', 'TradingDay': '20170522', 'UserID': '091921', 'TradingDayRecord': '20170523', 'InstrumentID': 'cu1707', 'Price': 45920.0, 'OrderRef': '100000021301', 'Direction': '0', 'TradeDate': '20170522'}] Strategy.update_position_of_position_detail_for_order() userid = 091921 strategy_id = 01 A卖( 0 , 0 ) B买( 0 , 0 ) A买( 20 , 20 ) B卖( 0 , 0 ) Strategy.__init__() 策略准备完成,user_id= 091921 strategy_id= 01 MarketManager.sub_market() 请求订阅行情 [{'InstrumentID': 'cu1707'}, {'InstrumentID': 'cu1709'}] MarketManager.sub_market() 已订阅行情详情 [{'cu1802': ['09192102']}, {'cu1805': ['09192102']}, {'cu1707': ['09192101']}, {'cu1709': ['09192101']}] >>> User.threading_run_OnRtnOrder() user_id = 091921 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 20 , 20 ) B卖( 0 , 0 ) >>> User.threading_run_OnRtnTrade() user_id = 091921 >>> SocketManager.handle_Queue_get() data_flag == 'user_init_finished' >>> SocketManager.handle_Queue_get() 所有user子进程初始化完成,子进程数 = 1 Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 20 , 20 ) B卖( 0 , 0 ) Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 20 , 20 ) B卖( 0 , 0 ) Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Exception in thread Thread-4: Traceback (most recent call last): File "D:\Python34\lib\threading.py", line 920, in _bootstrap_inner self.run() File "D:\Python34\lib\threading.py", line 868, in run self._target(*self._args, **self._kwargs) File "D:\CTP\PyCTP\PyCTP_Client\PyCTP_ClientCore\User.py", line 908, in timer_queue_put 'DataMain': self.get_table_widget_data() # 进程通信:发送策略信息 File "D:\CTP\PyCTP\PyCTP_Client\PyCTP_ClientCore\User.py", line 772, in get_table_widget_data strategy_statistics = self.__dict_strategy[strategy_id].get_statistics() File "D:\CTP\PyCTP\PyCTP_Client\PyCTP_ClientCore\Strategy.py", line 1916, in get_statistics 'profit_position': self.count_profit_position(), # 持仓盈亏 File "D:\CTP\PyCTP\PyCTP_Client\PyCTP_ClientCore\Strategy.py", line 1890, in count_profit_position self.__profit_position += trade['ProfitPosition'] KeyError: 'ProfitPosition' Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 20 , 20 ) B卖( 0 , 0 ) Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 B买( 0 , 0 ) A买( 20 , 20 ) B卖( 0 , 0 ) Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 19 , 19 ) B卖( 0 , 0 ) Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 19 , 19 ) B卖( 0 , 0 ) Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade A买( 19 , 19 ) B卖( 0 , 0 ) Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 B买( 0 , 0 ) A买( 19 , 19 ) B卖( 0 , 0 ) Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 19 , 19 ) B卖( 0 , 0 ) Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 19 , 19 ) B卖( 0 , 0 ) Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 18 , 18 ) B卖( 0 , 0 ) Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 A卖( 0 , 0 ) B买( 0 , 0 ) Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 A买( 18 , 18 ) B卖( 0 , 0 ) Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 A卖( 0 , 0 ) B买( 0 , 0 ) A买( 18 , 18 ) B卖( 0 , 0 ) Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 18 , 18 ) B卖( 0 , 0 ) Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 18 , 18 ) B卖( 0 , 0 ) Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 18 , 18 ) B卖( 0 , 0 ) Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 17 , 17 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade B买( 0 , 0 ) A买( 17 , 17 ) B卖( 0 , 0 ) Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 17 , 17 ) B卖( 0 , 0 ) Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 A卖( 0 , 0 ) B买( 0 , 0 ) Strategy.OnRtnTrade() user_id = 091921 strategy_id = 02 时间过滤,跳过持仓量统计 A买( 17 , 17 ) B卖( 0 , 0 ) Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 17 , 17 ) B卖( 0 , 0 ) Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 17 , 17 ) B卖( 0 , 0 ) Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 B买( 0 , 0 ) A买( 16 , 16 ) B卖( 0 , 0 ) Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 16 , 16 ) B卖( 0 , 0 ) Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 A卖( 0 , 0 ) B买( 0 , 0 ) A买( 16 , 16 ) B卖( 0 , 0 ) Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 16 , 16 ) B卖( 0 , 0 ) Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 16 , 16 ) B卖( 0 , 0 ) Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 16 , 16 ) B卖( 0 , 0 ) Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 15 , 15 ) B卖( 0 , 0 ) Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 B买( 0 , 0 ) A买( 15 , 15 ) B卖( 0 , 0 ) Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 15 , 15 ) B卖( 0 , 0 ) Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 15 , 15 ) B卖( 0 , 0 ) Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 15 , 15 ) B卖( 0 , 0 ) Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 A卖( 0 , 0 ) B买( 0 , 0 ) A买( 15 , 15 ) B卖( 0 , 0 ) Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 14 , 14 ) B卖( 0 , 0 ) Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 14 , 14 ) B卖( 0 , 0 ) Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 A买( 14 , 14 ) B卖( 0 , 0 ) Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 A买( 14 , 14 ) B卖( 0 , 0 ) Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 14 , 14 ) B卖( 0 , 0 ) Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 14 , 14 ) B卖( 0 , 0 ) Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade A买( 13 , 13 ) Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 B卖( 0 , 0 ) Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 13 , 13 ) B卖( 0 , 0 ) Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 13 , 13 ) B卖( 0 , 0 ) Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 A卖( 0 , 0 ) B买( 0 , 0 ) A买( 13 , 13 ) B卖( 0 , 0 ) Strategy.OnRtnTrade() user_id = 091921 strategy_id = 02 时间过滤,跳过持仓量统计 Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 13 , 13 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 13 , 13 ) B卖( 0 , 0 ) Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 12 , 12 ) B卖( 0 , 0 ) Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 12 , 12 ) B卖( 0 , 0 ) Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 12 , 12 ) B卖( 0 , 0 ) Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 12 , 12 ) B卖( 0 , 0 ) Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 12 , 12 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 12 , 12 ) B卖( 0 , 0 ) Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 11 , 11 ) B卖( 0 , 0 ) Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 11 , 11 ) B卖( 0 , 0 ) Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 11 , 11 ) B卖( 0 , 0 ) Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 11 , 11 ) B卖( 0 , 0 ) Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 11 , 11 ) B卖( 0 , 0 ) Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 11 , 11 ) B卖( 0 , 0 ) Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 10 , 10 ) B卖( 0 , 0 ) Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade B买( 0 , 0 ) A买( 10 , 10 ) B卖( 0 , 0 ) Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade A卖( 0 , 0 ) B买( 0 , 0 ) A买( 10 , 10 ) B卖( 0 , 0 ) Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 10 , 10 ) B卖( 0 , 0 ) Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade A买( 10 , 10 ) Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 10 , 10 ) B卖( 0 , 0 ) Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 A卖( 0 , 0 ) B买( 0 , 0 ) A买( 9 , 9 ) B卖( 0 , 0 ) Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 9 , 9 ) B卖( 0 , 0 ) Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 9 , 9 ) B卖( 0 , 0 ) Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 9 , 9 ) B卖( 0 , 0 ) Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 A卖( 0 , 0 ) B买( 0 , 0 ) A买( 9 , 9 ) B卖( 0 , 0 ) Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 9 , 9 ) B卖( 0 , 0 ) Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 B买( 0 , 0 ) A买( 8 , 8 ) B卖( 0 , 0 ) Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 8 , 8 ) B卖( 0 , 0 ) Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 8 , 8 ) B卖( 0 , 0 ) Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 8 , 8 ) B卖( 0 , 0 ) Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.statistics_for_trade() user_id = 091921 strategy_id = 01 既不属于A也不属于B合约的trade Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.OnRtnTrade() user_id = 091921 strategy_id = 01 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: Strategy.OnRtnTrade() user_id = 091921 strategy_id = 02 时间过滤,跳过持仓量统计 A卖( 0 , 0 ) B买( 0 , 0 ) A买( 8 , 8 ) B卖( 0 , 0 ) Strategy.OnRtnTrade() user_id = 091921 strategy_id = 02 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 8 , 8 ) B卖( 0 , 0 ) Strategy.OnRtnTrade() user_id = 091921 strategy_id = 02 时间过滤,跳过持仓量统计 Strategy.OnRtnTrade() user_id = 091921 strategy_id = 02 时间过滤,跳过持仓量统计 Strategy.OnRtnTrade() user_id = 091921 strategy_id = 02 时间过滤,跳过持仓量统计 Strategy.OnRtnTrade() user_id = 091921 strategy_id = 02 时间过滤,跳过持仓量统计 Strategy.OnRtnTrade() user_id = 091921 strategy_id = 02 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 7 , 7 ) B卖( 0 , 0 ) Strategy.OnRtnTrade() user_id = 091921 strategy_id = 02 时间过滤,跳过持仓量统计 Strategy.OnRtnTrade() user_id = 091921 strategy_id = 02 时间过滤,跳过持仓量统计 Strategy.OnRtnTrade() user_id = 091921 strategy_id = 02 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: Strategy.OnRtnTrade() user_id = 091921 strategy_id = 02 时间过滤,跳过持仓量统计 Strategy.OnRtnTrade() user_id = 091921 strategy_id = 02 时间过滤,跳过持仓量统计 A卖( 0 , 0 ) B买( 0 , 0 ) A买( 7 , 7 ) B卖( 0 , 0 ) Strategy.OnRtnTrade() user_id = 091921 strategy_id = 02 时间过滤,跳过持仓量统计 Strategy.OnRtnTrade() user_id = 091921 strategy_id = 02 时间过滤,跳过持仓量统计 Strategy.OnRtnTrade() user_id = 091921 strategy_id = 02 时间过滤,跳过持仓量统计 Strategy.OnRtnTrade() user_id = 091921 strategy_id = 02 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 7 , 7 ) B卖( 0 , 0 ) Strategy.OnRtnTrade() user_id = 091921 strategy_id = 02 时间过滤,跳过持仓量统计 Strategy.OnRtnTrade() user_id = 091921 strategy_id = 02 时间过滤,跳过持仓量统计 Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 7 , 7 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 7 , 7 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 7 , 7 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 7 , 7 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 6 , 6 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 6 , 6 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 6 , 6 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 6 , 6 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 6 , 6 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 6 , 6 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 6 , 6 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 5 , 5 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 5 , 5 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 5 , 5 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 5 , 5 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 5 , 5 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 5 , 5 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 4 , 4 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 4 , 4 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 4 , 4 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 4 , 4 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 4 , 4 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 4 , 4 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 3 , 3 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 3 , 3 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 3 , 3 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 3 , 3 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 3 , 3 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 3 , 3 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 2 , 2 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 2 , 2 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 2 , 2 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 2 , 2 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 2 , 2 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 2 , 2 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 1 , 1 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 1 , 1 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 1 , 1 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 1 , 1 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 1 , 1 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 1 , 1 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 0 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 10 , 0 ) B卖( 10 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 10 , 0 ) B卖( 10 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 11 , 0 ) B卖( 10 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 11 , 0 ) B卖( 10 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 11 , 0 ) B卖( 10 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 0 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 0 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 0 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 0 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 0 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 0 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 0 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 0 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 0 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 0 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 0 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 0 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 1 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 1 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 1 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 1 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 1 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 1 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 2 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 2 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 2 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 2 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 2 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 2 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 3 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 3 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 3 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 3 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 3 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 3 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 4 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 4 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 4 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 4 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 4 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 4 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 5 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 5 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 5 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 5 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 5 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 5 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 6 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 6 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 6 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 6 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 6 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 6 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 7 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 7 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 7 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 7 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 7 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 7 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 8 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 8 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 8 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 8 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 8 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 8 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 9 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 9 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 9 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 9 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 9 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 9 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 10 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 10 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 10 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 10 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 10 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 10 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 11 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 11 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 11 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 11 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 11 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 11 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 12 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 12 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 12 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 12 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 12 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 12 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 13 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 13 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 13 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 13 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 13 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 13 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 14 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 14 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 14 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 14 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 14 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 14 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 15 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 15 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 15 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 15 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 15 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 15 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 16 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 16 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 16 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 16 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 16 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 16 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 17 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 17 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 17 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 17 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 17 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 17 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 18 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 18 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 18 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 18 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 18 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 18 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 19 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 19 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 19 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 19 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 19 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 19 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 20 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 20 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 20 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 20 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 20 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 20 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 21 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 21 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 21 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 21 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 21 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 21 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 22 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 22 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 22 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 22 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 22 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 22 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 22 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 22 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 22 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 22 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 23 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 23 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 23 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 23 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 23 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 23 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 24 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 24 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 24 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 24 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 24 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 24 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 25 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 25 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 25 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 25 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 25 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 25 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 26 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 26 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 26 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 26 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 11 , 0 ) B卖( 10 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 11 , 0 ) B卖( 10 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 26 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 26 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 27 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 11 , 0 ) B卖( 10 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 11 , 0 ) B卖( 10 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 11 , 0 ) B卖( 11 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 27 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 27 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 27 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 11 , 0 ) B卖( 11 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 11 , 0 ) B卖( 11 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 27 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 27 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 28 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 28 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 28 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 28 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 28 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 28 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 29 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 29 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 29 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 29 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 29 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 29 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 30 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 30 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 30 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 30 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 30 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 30 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 30 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 30 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 29 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 29 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 29 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 29 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 29 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 29 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 28 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 28 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 28 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 28 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 28 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 28 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 28 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 28 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 28 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 28 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 27 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 27 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 27 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 27 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 27 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 27 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 27 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 27 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 27 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 27 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 26 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 26 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 26 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 26 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 26 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 26 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 25 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 25 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 25 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 25 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 25 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 25 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 24 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 24 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 24 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 24 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 24 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 24 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 23 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 23 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 23 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 23 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 23 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 23 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 22 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 22 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 22 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 22 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 22 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 22 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 21 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 21 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 21 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 21 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 21 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 21 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 20 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 20 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 20 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 20 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 20 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 20 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 19 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 19 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 19 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 19 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 19 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 19 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 18 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 18 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 18 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 18 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 18 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 18 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 17 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 17 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 17 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 17 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 17 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 17 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 16 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 16 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 16 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 16 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 16 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 16 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 15 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 15 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 15 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 15 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 15 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 15 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 14 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 14 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 14 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 14 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 14 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 14 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 13 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 13 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 13 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 13 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 13 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 13 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 12 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 12 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 12 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 12 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 12 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 12 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 11 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 11 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 11 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 11 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 11 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 11 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 10 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 10 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 10 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 10 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 10 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 10 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 9 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 9 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 9 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 9 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 9 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 9 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 8 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 8 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 8 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 8 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 8 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 8 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 7 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 7 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 7 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 7 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 7 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 7 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 6 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 6 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 6 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 6 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 6 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 6 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 5 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 5 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 5 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 5 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 5 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 5 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 4 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 4 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 4 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 4 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 4 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 4 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 3 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 3 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 3 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 3 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 3 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 3 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 2 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 2 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 2 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 2 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 2 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 2 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 1 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 1 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 1 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 1 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 1 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 1 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 01 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 0 , 0 ) B卖( 0 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 11 , 0 ) B卖( 11 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 12 , 0 ) B卖( 11 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 12 , 0 ) B卖( 11 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 12 , 0 ) B卖( 11 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 12 , 0 ) B卖( 12 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 12 , 0 ) B卖( 12 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 12 , 0 ) B卖( 12 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 12 , 0 ) B卖( 12 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 12 , 0 ) B卖( 12 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 12 , 0 ) B卖( 12 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 12 , 0 ) B卖( 12 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 13 , 0 ) B卖( 12 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 13 , 0 ) B卖( 12 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 13 , 0 ) B卖( 12 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 13 , 0 ) B卖( 13 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 13 , 0 ) B卖( 13 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 13 , 0 ) B卖( 13 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 14 , 0 ) B卖( 13 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 14 , 0 ) B卖( 13 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 14 , 0 ) B卖( 13 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 14 , 0 ) B卖( 14 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 14 , 0 ) B卖( 14 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 14 , 0 ) B卖( 14 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 15 , 0 ) B卖( 14 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 15 , 0 ) B卖( 14 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 15 , 0 ) B卖( 14 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 15 , 0 ) B卖( 15 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 15 , 0 ) B卖( 15 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 15 , 0 ) B卖( 15 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 16 , 0 ) B卖( 15 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 16 , 0 ) B卖( 15 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 16 , 0 ) B卖( 15 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 16 , 0 ) B卖( 16 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 16 , 0 ) B卖( 16 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 16 , 0 ) B卖( 16 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 17 , 0 ) B卖( 16 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 17 , 0 ) B卖( 16 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 17 , 0 ) B卖( 16 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 17 , 0 ) B卖( 17 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 17 , 0 ) B卖( 17 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 17 , 0 ) B卖( 17 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 18 , 0 ) B卖( 17 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 18 , 0 ) B卖( 17 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 18 , 0 ) B卖( 17 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 18 , 0 ) B卖( 18 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 18 , 0 ) B卖( 18 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 18 , 0 ) B卖( 18 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 19 , 0 ) B卖( 18 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 19 , 0 ) B卖( 18 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 19 , 0 ) B卖( 18 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 19 , 0 ) B卖( 19 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 19 , 0 ) B卖( 19 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 19 , 0 ) B卖( 19 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 20 , 0 ) B卖( 19 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 20 , 0 ) B卖( 19 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 20 , 0 ) B卖( 19 , 0 ) Strategy.update_position_for_OnRtnOrder() userid = 091921 strategy_id = 02 更新持仓: A卖( 0 , 0 ) B买( 0 , 0 ) A买( 20 , 0 ) B卖( 20 , 0 ) Process finished with exit code 1