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  1. C:\ProgramData\Anaconda2\python.exe "C:\Program Files\JetBrains\PyCharm 2018.3.5\helpers\pydev\pydevd.py" --cmd-line --multiproc --client 127.0.0.1 --port 27316 --file C:/jihaifund/tdx_trader/lite_hfa_trader_1d_b1_or.py
  2. pydev debugger: process 11320 is connecting
  3.  
  4. Connected to pydev debugger (build 183.5912.18)
  5. C:\ProgramData\Anaconda2\lib\site-packages\google\protobuf\descriptor_pool.py:172: RuntimeWarning: Conflict register for file "GoogleFastMarketMessage.proto": lts.GoogleFastDataField is already defined in file "BasicData.proto"
  6. warnings.warn(warn_msg, RuntimeWarning)
  7. C:\ProgramData\Anaconda2\lib\site-packages\google\protobuf\descriptor_pool.py:172: RuntimeWarning: Conflict register for file "GoogleFastMarketMessage.proto": lts.GoogleFastDataField is already defined in file "BasicData.proto"
  8. warnings.warn(warn_msg, RuntimeWarning)
  9. main handler started tcp://192.168.1.201:9999
  10. md handler started tcp://192.168.1.201:9995
  11. C:\ProgramData\Anaconda2\lib\site-packages\google\protobuf\descriptor_pool.py:172: RuntimeWarning: Conflict register for file "GoogleFastMarketMessage.proto": lts.GoogleFastDataField is already defined in file "BasicData.proto"
  12. warnings.warn(warn_msg, RuntimeWarning)
  13. C:\ProgramData\Anaconda2\lib\site-packages\google\protobuf\descriptor_pool.py:172: RuntimeWarning: Conflict register for file "GoogleFastMarketMessage.proto": lts.GoogleFastDataField is already defined in file "BasicData.proto"
  14. warnings.warn(warn_msg, RuntimeWarning)
  15. C:\ProgramData\Anaconda2\lib\site-packages\google\protobuf\descriptor_pool.py:172: RuntimeWarning: Conflict register for file "GoogleFastMarketMessage.proto": lts.GoogleFastDataField is already defined in file "BasicData.proto"
  16. warnings.warn(warn_msg, RuntimeWarning)
  17. C:\ProgramData\Anaconda2\lib\site-packages\google\protobuf\descriptor_pool.py:172: RuntimeWarning: Conflict register for file "GoogleFastMarketMessage.proto": lts.GoogleFastDataField is already defined in file "BasicData.proto"
  18. warnings.warn(warn_msg, RuntimeWarning)
  19. C:\ProgramData\Anaconda2\lib\site-packages\google\protobuf\descriptor_pool.py:172: RuntimeWarning: Conflict register for file "GoogleFastMarketMessage.proto": lts.GoogleFastDataField is already defined in file "BasicData.proto"
  20. warnings.warn(warn_msg, RuntimeWarning)
  21. C:\ProgramData\Anaconda2\lib\site-packages\google\protobuf\descriptor_pool.py:172: RuntimeWarning: Conflict register for file "GoogleFastMarketMessage.proto": lts.GoogleFastDataField is already defined in file "BasicData.proto"
  22. warnings.warn(warn_msg, RuntimeWarning)
  23. C:\ProgramData\Anaconda2\lib\site-packages\google\protobuf\descriptor_pool.py:172: RuntimeWarning: Conflict register for file "GoogleFastMarketMessage.proto": lts.GoogleFastDataField is already defined in file "BasicData.proto"
  24. warnings.warn(warn_msg, RuntimeWarning)
  25. C:\ProgramData\Anaconda2\lib\site-packages\google\protobuf\descriptor_pool.py:172: RuntimeWarning: Conflict register for file "GoogleFastMarketMessage.proto": lts.GoogleFastDataField is already defined in file "BasicData.proto"
  26. warnings.warn(warn_msg, RuntimeWarning)
  27. C:\ProgramData\Anaconda2\lib\site-packages\google\protobuf\descriptor_pool.py:172: RuntimeWarning: Conflict register for file "GoogleFastMarketMessage.proto": lts.GoogleFastDataField is already defined in file "BasicData.proto"
  28. warnings.warn(warn_msg, RuntimeWarning)
  29. C:\ProgramData\Anaconda2\lib\site-packages\google\protobuf\descriptor_pool.py:172: RuntimeWarning: Conflict register for file "GoogleFastMarketMessage.proto": lts.GoogleFastDataField is already defined in file "BasicData.proto"
  30. warnings.warn(warn_msg, RuntimeWarning)
  31. C:\ProgramData\Anaconda2\lib\site-packages\google\protobuf\descriptor_pool.py:172: RuntimeWarning: Conflict register for file "GoogleFastMarketMessage.proto": lts.GoogleFastDataField is already defined in file "BasicData.proto"
  32. warnings.warn(warn_msg, RuntimeWarning)
  33. C:\ProgramData\Anaconda2\lib\site-packages\google\protobuf\descriptor_pool.py:172: RuntimeWarning: Conflict register for file "GoogleFastMarketMessage.proto": lts.GoogleFastDataField is already defined in file "BasicData.proto"
  34. warnings.warn(warn_msg, RuntimeWarning)
  35. C:\ProgramData\Anaconda2\lib\site-packages\google\protobuf\descriptor_pool.py:172: RuntimeWarning: Conflict register for file "GoogleFastMarketMessage.proto": lts.GoogleFastDataField is already defined in file "BasicData.proto"
  36. warnings.warn(warn_msg, RuntimeWarning)
  37. 56500512成功连接
  38. 56500512成功连接
  39. 56500512成功连接
  40. 56500512成功连接
  41. 可用资金:12179359.06, 总资产:21575507.06
  42. process_id: 201
  43. top_n: 50
  44. hang_switch: On
  45. hang_one_tick_switch: On
  46. sell_downlimit: On
  47. spread_rate_delta: 0.0005
  48. punish_thresh: 0.1
  49. ********************************开始信息，请仔细确认********************************
  50. test mode: True
  51. vwap_cycle_num * batch_num: 2 * 1
  52. batch time segments:['13:55:00', '13:58:00']
  53. ['jihai_hfa04']
  54. ********************************开始信息结束********************************
  55. 56500512成功连接
  56. 56500512成功连接
  57. 56500512成功连接
  58. 56500512成功连接
  59. 56500512成功连接
  60. current time: 13:54:02
  61. 56500512成功连接
  62. 56500512成功连接
  63. 56500512成功连接
  64. 56500512成功连接
  65. current time: 13:55:00
  66. **************** 13:55:00 get batch index: 0, end time: 13:58:00 ****************
  67. Batch 0, spread rate delta 0.0005
  68. ********$$$$$$$$$$$$$$$$ 13:55:00 start vwap trade batch 0 $$$$$$$$$$$$$$$$********
  69. read trade list data/trade/20190516/test/20190516_jihai_hfa04_trade_list_0.csv
  70. current slice time: 13:55:01, sys time: 13:55:01
  71. time segments:['13:55:01', '13:56:01', '13:57:01']
  72. end time:13:58:01
  73. ********VWAPVWAPVWAPVWAP 13:55:01 batch 0 get cycle index: 0, end time: 13:56:01 VWAPVWAPVWAPVWAP********
  74. **** 13:55:01 batch 0 vwap cycle 0 place order round 0 ****
  75. *************************** ERROR ERROR ERROR 000713 reach to up limit price! ap1:0.0 av1:0.0 bp1:14.59 bv1:4153200.0 ***************************
  76. [2019-05-16 13:55:01,602] 280| Send Order #jihai_hfa04_0000 002937 sell 71960.0
  77. [2019-05-16 13:55:01,605] 280| Send Order #jihai_hfa04_0001 000996 sell 67298.0
  78. [2019-05-16 13:55:01,605] 280| Send Order #jihai_hfa04_0002 002893 sell 33439.0
  79. [2019-05-16 13:55:01,607] 280| Send Order #jihai_hfa04_0003 000596 sell 72234.0
  80. [2019-05-16 13:55:01,608] 280| Send Order #jihai_hfa04_0004 002255 sell 107282.0
  81. [2019-05-16 13:55:01,609] 280| Send Order #jihai_hfa04_0005 603035 sell 32612.0
  82. [2019-05-16 13:55:01,611] 280| Send Order #jihai_hfa04_0006 300380 sell 2079.0
  83. [2019-05-16 13:55:01,611] 280| Send Order #jihai_hfa04_0007 300174 sell 36712.0
  84. [2019-05-16 13:55:01,612] 280| Send Order #jihai_hfa04_0008 300700 sell 21280.0
  85. [2019-05-16 13:55:01,614] 280| Send Order #jihai_hfa04_0009 300618 sell 68230.0
  86. [2019-05-16 13:55:01,615] 280| Send Order #jihai_hfa04_0010 603603 sell 30513.0
  87. [2019-05-16 13:55:01,617] 280| Send Order #jihai_hfa04_0011 300647 sell 35825.0
  88. [2019-05-16 13:55:01,618] 280| Send Order #jihai_hfa04_0012 600624 sell 36395.0
  89. [2019-05-16 13:55:01,619] 280| Send Order #jihai_hfa04_0013 300184 sell 26875.0
  90. [2019-05-16 13:55:01,621] 280| Send Order #jihai_hfa04_0014 300566 sell 61363.2
  91. [2019-05-16 13:55:01,621] 280| Send Order #jihai_hfa04_0015 000850 sell 78359.0
  92. [2019-05-16 13:55:01,624] 280| Send Order #jihai_hfa04_0016 600518 sell 80136.0
  93. [2019-05-16 13:55:01,625] 280| Send Order #jihai_hfa04_0017 603197 sell 28730.0
  94. [2019-05-16 13:55:01,625] 280| Send Order #jihai_hfa04_0018 002824 sell 27170.0
  95. [2019-05-16 13:55:01,627] 280| Send Order #jihai_hfa04_0019 300108 sell 31819.0
  96. [2019-05-16 13:55:01,628] 280| Send Order #jihai_hfa04_0020 601515 sell 39480.0
  97. [2019-05-16 13:55:01,630] 280| Send Order #jihai_hfa04_0021 600222 sell 77824.0
  98. [2019-05-16 13:55:01,631] 280| Send Order #jihai_hfa04_0022 000732 sell 36938.0
  99. [2019-05-16 13:55:01,632] 280| Send Order #jihai_hfa04_0023 600682 sell 118842.0
  100. [2019-05-16 13:55:01,634] 280| Send Order #jihai_hfa04_0024 002328 sell 36426.0
  101. *************************** ERROR ERROR ERROR 600368 reach to up limit price! ap1:0.0 av1:0.0 bp1:5.9 bv1:28607825.0 ***************************
  102. [2019-05-16 13:55:01,634] 280| Send Order #jihai_hfa04_0025 000913 sell 35904.0
  103. [2019-05-16 13:55:01,635] 280| Send Order #jihai_hfa04_0026 600099 sell 37872.0
  104. [2019-05-16 13:55:01,638] 280| Send Order #jihai_hfa04_0027 300510 sell 34306.0
  105. [2019-05-16 13:55:01,638] 280| Send Order #jihai_hfa04_0028 300432 sell 46150.0
  106. [2019-05-16 13:55:01,640] 280| Send Order #jihai_hfa04_0029 600975 sell 74340.0
  107. [2019-05-16 13:55:01,641] 280| Send Order #jihai_hfa04_0030 300539 sell 34000.0
  108. [2019-05-16 13:55:01,641] 280| Send Order #jihai_hfa04_0031 300740 sell 37206.0
  109. [2019-05-16 13:55:01,644] 280| Send Order #jihai_hfa04_0032 600587 sell 32657.0
  110. [2019-05-16 13:55:01,644] 280| Send Order #jihai_hfa04_0033 300414 sell 16856.0
  111. [2019-05-16 13:55:01,645] 280| Send Order #jihai_hfa04_0034 600530 sell 63100.0
  112. [2019-05-16 13:55:01,647] 280| Send Order #jihai_hfa04_0035 002034 sell 30723.0
  113. [2019-05-16 13:55:01,648] 280| Send Order #jihai_hfa04_0036 002748 sell 33891.0
  114. [2019-05-16 13:55:01,648] 280| Send Order #jihai_hfa04_0037 600179 sell 39960.0
  115. [2019-05-16 13:55:01,651] 280| Send Order #jihai_hfa04_0038 600677 sell 65216.0
  116. [2019-05-16 13:55:01,651] 280| Send Order #jihai_hfa04_0039 603533 sell 37620.0
  117. [2019-05-16 13:55:01,653] 280| Send Order #jihai_hfa04_0040 603508 sell 63840.0
  118. [2019-05-16 13:55:01,654] 280| Send Order #jihai_hfa04_0041 002581 sell 40916.0
  119. [2019-05-16 13:55:01,655] 280| Send Order #jihai_hfa04_0042 600719 sell 41832.0
  120. [2019-05-16 13:55:01,657] 280| Send Order #jihai_hfa04_0043 603990 sell 21265.0
  121. [2019-05-16 13:55:01,657] 280| Send Order #jihai_hfa04_0044 002606 sell 32860.0
  122. [2019-05-16 13:55:01,658] 280| Send Order #jihai_hfa04_0045 000802 sell 30480.0
  123. [2019-05-16 13:55:01,660] 280| Send Order #jihai_hfa04_0046 603679 sell 27648.0
  124. [2019-05-16 13:55:01,661] 280| Send Order #jihai_hfa04_0047 002765 sell 30528.0
  125. [2019-05-16 13:55:01,663] 280| Send Order #jihai_hfa04_0048 603289 sell 69967.0
  126. [2019-05-16 13:55:01,664] 280| Send Order #jihai_hfa04_0049 300374 sell 8982.0
  127. [2019-05-16 13:55:01,664] 280| Send Order #jihai_hfa04_0050 601700 sell 71997.0
  128. [2019-05-16 13:55:01,667] 280| Send Order #jihai_hfa04_0051 002806 sell 63566.0
  129. [2019-05-16 13:55:01,667] 280| Send Order #jihai_hfa04_0052 600148 sell 25584.0
  130. [2019-05-16 13:55:01,670] 280| Send Order #jihai_hfa04_0053 002347 sell 32208.0
  131. [2019-05-16 13:55:01,671] 280| Send Order #jihai_hfa04_0054 600626 sell 50138.0
  132. [2019-05-16 13:55:01,671] 280| Send Order #jihai_hfa04_0055 603305 sell 37440.0
  133. [2019-05-16 13:55:03,858] 280| Send Order #jihai_hfa04_0056 002274 buy 5224.0
  134. [2019-05-16 13:55:03,859] 280| Send Order #jihai_hfa04_0057 300220 buy 6256.0
  135. [2019-05-16 13:55:03,861] 280| Send Order #jihai_hfa04_0058 603178 buy 37332.0
  136. [2019-05-16 13:55:03,861] 280| Send Order #jihai_hfa04_0059 300508 buy 7414.0
  137. [2019-05-16 13:55:03,862] 280| Send Order #jihai_hfa04_0060 300638 buy 73552.0
  138. [2019-05-16 13:55:03,864] 280| Send Order #jihai_hfa04_0061 002371 buy 6675.0
  139. [2019-05-16 13:55:03,865] 280| Send Order #jihai_hfa04_0062 603079 buy 36998.0
  140. [2019-05-16 13:55:03,867] 280| Send Order #jihai_hfa04_0063 600557 buy 4509.0
  141. [2019-05-16 13:55:03,868] 280| Send Order #jihai_hfa04_0064 603232 buy 35760.0
  142. [2019-05-16 13:55:03,868] 280| Send Order #jihai_hfa04_0065 600287 buy 73358.0
  143. [2019-05-16 13:55:03,871] 280| Send Order #jihai_hfa04_0066 600410 buy 77784.0
  144. [2019-05-16 13:55:03,871] 280| Send Order #jihai_hfa04_0067 002568 buy 3340.0
  145. [2019-05-16 13:55:03,872] 280| Send Order #jihai_hfa04_0068 000505 buy 82360.0
  146. [2019-05-16 13:55:03,874] 280| Send Order #jihai_hfa04_0069 603383 buy 22653.0
  147. [2019-05-16 13:55:03,875] 280| Send Order #jihai_hfa04_0070 002118 buy 81466.0
  148. [2019-05-16 13:55:03,877] 280| Send Order #jihai_hfa04_0071 603028 buy 44187.0
  149. [2019-05-16 13:55:03,878] 280| Send Order #jihai_hfa04_0072 603020 buy 79130.0
  150. [2019-05-16 13:55:03,878] 280| Send Order #jihai_hfa04_0073 300099 buy 36326.0
  151. [2019-05-16 13:55:03,880] 280| Send Order #jihai_hfa04_0074 300317 buy 33120.0
  152. [2019-05-16 13:55:03,881] 280| Send Order #jihai_hfa04_0075 002810 buy 10780.0
  153. [2019-05-16 13:55:03,881] 280| Send Order #jihai_hfa04_0076 002449 buy 87685.0
  154. [2019-05-16 13:55:03,882] 280| Send Order #jihai_hfa04_0077 600860 buy 2433.0
  155. [2019-05-16 13:55:03,884] 280| Send Order #jihai_hfa04_0078 300552 buy 24160.0
  156. [2019-05-16 13:55:03,884] 280| Send Order #jihai_hfa04_0079 300598 buy 2655.0
  157. [2019-05-16 13:55:03,885] 280| Send Order #jihai_hfa04_0080 300014 buy 5484.0
  158. [2019-05-16 13:55:03,888] 280| Send Order #jihai_hfa04_0081 300290 buy 34534.0
  159. [2019-05-16 13:55:03,888] 280| Send Order #jihai_hfa04_0082 300353 buy 81540.0
  160. [2019-05-16 13:55:03,890] 280| Send Order #jihai_hfa04_0083 600756 buy 40680.0
  161. [2019-05-16 13:55:03,891] 280| Send Order #jihai_hfa04_0084 002211 buy 95040.0
  162. [2019-05-16 13:55:03,892] 280| Send Order #jihai_hfa04_0085 002214 buy 29977.0
  163. [2019-05-16 13:55:03,894] 280| Send Order #jihai_hfa04_0086 603696 buy 34200.0
  164. [2019-05-16 13:55:03,894] 280| Send Order #jihai_hfa04_0087 002216 buy 5646.0
  165. [2019-05-16 13:55:03,895] 280| Send Order #jihai_hfa04_0088 002316 buy 35258.0
  166. [2019-05-16 13:55:03,897] 280| Send Order #jihai_hfa04_0089 002674 buy 29620.0
  167. [2019-05-16 13:55:03,898] 280| Send Order #jihai_hfa04_0090 002702 buy 4123.0
  168. [2019-05-16 13:55:03,900] 280| Send Order #jihai_hfa04_0091 002750 buy 60828.0
  169. [2019-05-16 13:55:03,901] 280| Send Order #jihai_hfa04_0092 600095 buy 38784.0
  170. [2019-05-16 13:55:03,901] 280| Send Order #jihai_hfa04_0093 603396 buy 47460.0
  171. [2019-05-16 13:55:03,903] 280| Send Order #jihai_hfa04_0094 000576 buy 43472.0
  172. [2019-05-16 13:55:03,904] 280| Send Order #jihai_hfa04_0095 000766 buy 40275.0
  173. [2019-05-16 13:55:03,905] 280| Send Order #jihai_hfa04_0096 300526 buy 28140.0
  174. [2019-05-16 13:55:03,907] 280| Send Order #jihai_hfa04_0097 002512 buy 40369.0
  175. [2019-05-16 13:55:03,907] 280| Send Order #jihai_hfa04_0098 300405 buy 9200.0
  176. [2019-05-16 13:55:03,908] 280| Send Order #jihai_hfa04_0099 300480 buy 77112.0
  177. [2019-05-16 13:55:03,910] 280| Send Order #jihai_hfa04_0100 600146 buy 68056.0
  178. [2019-05-16 13:55:03,911] 280| Send Order #jihai_hfa04_0101 600703 buy 36785.0
  179. [2019-05-16 13:55:03,913] 280| Send Order #jihai_hfa04_0102 002869 buy 30684.0
  180. [2019-05-16 13:55:03,914] 280| Send Order #jihai_hfa04_0103 300659 buy 10629.0
  181. [2019-05-16 13:55:03,914] 280| Send Order #jihai_hfa04_0104 300123 buy 33600.0
  182. [2019-05-16 13:55:03,915] 280| Send Order #jihai_hfa04_0105 002098 buy 36344.0
  183. [2019-05-16 13:55:03,917] 280| Send Order #jihai_hfa04_0106 000813 buy 28130.0
  184. [2019-05-16 13:55:03,918] 280| Send Order #jihai_hfa04_0107 000565 buy 28305.0
  185. [2019-05-16 13:55:03,920] 280| Send Order #jihai_hfa04_0108 300536 buy 90900.0
  186. [2019-05-16 13:55:03,921] 280| Send Order #jihai_hfa04_0109 002077 buy 37126.0
  187. [2019-05-16 13:55:03,921] 280| Send Order #jihai_hfa04_0110 300644 buy 37466.0
  188. [2019-05-16 13:55:03,923] 280| Send Order #jihai_hfa04_0111 601008 buy 71919.0
  189. [2019-05-16 13:55:03,924] 280| Send Order #jihai_hfa04_0112 002708 buy 48076.0
  190. [2019-05-16 13:55:03,926] 280| Send Order #jihai_hfa04_0113 300234 buy 7488.0
  191. [2019-05-16 13:55:03,927] 280| Send Order #jihai_hfa04_0114 603329 buy 31305.0
  192. [2019-05-16 13:55:03,928] 280| Send Order #jihai_hfa04_0115 300375 buy 59718.0
  193. [2019-05-16 13:55:03,930] 280| Send Order #jihai_hfa04_0116 300139 buy 40902.0
  194. [2019-05-16 13:55:03,930] 280| Send Order #jihai_hfa04_0117 002835 buy 35598.0
  195. [2019-05-16 13:55:03,931] 280| Send Order #jihai_hfa04_0118 603611 buy 24882.0
  196. [2019-05-16 13:55:03,933] 280| Send Order #jihai_hfa04_0119 300333 buy 56340.0
  197. portfolio_name target_amount amount_to_trade up_limit down_limit
  198. jihai_hfa04 sell -2,614,520.6 -2,528,873.2 -222,806.0 0
  199. jihai_hfa04 buy 2,689,176.0 2,471,152.0 0 0
  200.  
  201. 可撤列表:
  202. 20190516 09:21:43 0899186011 0 002210 *ST飞马 已报 1 证券卖出 3.440 56400 14234 0 0 20190516
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  211. [2019-05-16 13:55:15,648] 280| Cancel Order #jihai_hfa04_0012 600624
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  214. [2019-05-16 13:55:15,658] 280| Cancel Order #jihai_hfa04_0011 300647
  215. [2019-05-16 13:55:15,670] 280| Cancel Order #jihai_hfa04_0010 603603
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  219. [2019-05-16 13:55:15,691] 280| Cancel Order #jihai_hfa04_0016 600518
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  222. [2019-05-16 13:55:15,703] 280| Cancel Order #jihai_hfa04_0015 000850
  223. [2019-05-16 13:55:15,713] 280| Cancel Order #jihai_hfa04_0014 300566
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  225. ('cancel', 'jihai_hfa04_0108', '300536', 90900.0)
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  227. [2019-05-16 13:55:15,736] 280| Cancel Order #jihai_hfa04_0108 300536
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  230. [2019-05-16 13:55:15,746] 280| Cancel Order #jihai_hfa04_0093 603396
  231. [2019-05-16 13:55:15,757] 280| Cancel Order #jihai_hfa04_0092 600095
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  234. [2019-05-16 13:55:15,769] 280| Cancel Order #jihai_hfa04_0091 002750
  235. [2019-05-16 13:55:15,779] 280| Cancel Order #jihai_hfa04_0090 002702
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  238. [2019-05-16 13:55:15,790] 280| Cancel Order #jihai_hfa04_0097 002512
  239. [2019-05-16 13:55:15,802] 280| Cancel Order #jihai_hfa04_0096 300526
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  242. [2019-05-16 13:55:15,812] 280| Cancel Order #jihai_hfa04_0095 000766
  243. [2019-05-16 13:55:15,823] 280| Cancel Order #jihai_hfa04_0094 000576
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  246. [2019-05-16 13:55:15,835] 280| Cancel Order #jihai_hfa04_0099 300480
  247. [2019-05-16 13:55:15,845] 280| Cancel Order #jihai_hfa04_0098 300405
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  250. [2019-05-16 13:55:15,857] 280| Cancel Order #jihai_hfa04_0028 300432
  251. [2019-05-16 13:55:15,868] 280| Cancel Order #jihai_hfa04_0029 600975
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  254. [2019-05-16 13:55:15,878] 280| Cancel Order #jihai_hfa04_0026 600099
  255. [2019-05-16 13:55:15,890] 280| Cancel Order #jihai_hfa04_0027 300510
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  258. [2019-05-16 13:55:15,901] 280| Cancel Order #jihai_hfa04_0024 002328
  259. [2019-05-16 13:55:15,911] 280| Cancel Order #jihai_hfa04_0025 000913
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  261. ('cancel', 'jihai_hfa04_0023', '600682', 118842.0)
  262. [2019-05-16 13:55:15,923] 280| Cancel Order #jihai_hfa04_0022 000732
  263. [2019-05-16 13:55:15,934] 280| Cancel Order #jihai_hfa04_0023 600682
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  266. [2019-05-16 13:55:15,944] 280| Cancel Order #jihai_hfa04_0020 601515
  267. [2019-05-16 13:55:15,956] 280| Cancel Order #jihai_hfa04_0021 600222
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  270. [2019-05-16 13:55:15,967] 280| Cancel Order #jihai_hfa04_0031 300740
  271. [2019-05-16 13:55:15,977] 280| Cancel Order #jihai_hfa04_0030 300539
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  274. [2019-05-16 13:55:15,989] 280| Cancel Order #jihai_hfa04_0033 300414
  275. [2019-05-16 13:55:16,000] 280| Cancel Order #jihai_hfa04_0032 600587
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  286. [2019-05-16 13:55:16,055] 280| Cancel Order #jihai_hfa04_0039 603533
  287. [2019-05-16 13:55:16,065] 280| Cancel Order #jihai_hfa04_0038 600677
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  290. [2019-05-16 13:55:16,076] 280| Cancel Order #jihai_hfa04_0044 002606
  291. [2019-05-16 13:55:16,088] 280| Cancel Order #jihai_hfa04_0045 000802
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  294. [2019-05-16 13:55:16,098] 280| Cancel Order #jihai_hfa04_0046 603679
  295. [2019-05-16 13:55:16,109] 280| Cancel Order #jihai_hfa04_0047 002765
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  298. [2019-05-16 13:55:16,121] 280| Cancel Order #jihai_hfa04_0040 603508
  299. [2019-05-16 13:55:16,131] 280| Cancel Order #jihai_hfa04_0041 002581
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  302. [2019-05-16 13:55:16,142] 280| Cancel Order #jihai_hfa04_0042 600719
  303. [2019-05-16 13:55:16,154] 280| Cancel Order #jihai_hfa04_0043 603990
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  306. [2019-05-16 13:55:16,164] 280| Cancel Order #jihai_hfa04_0048 603289
  307. [2019-05-16 13:55:16,176] 280| Cancel Order #jihai_hfa04_0049 300374
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  311. [2019-05-16 13:55:16,197] 280| Cancel Order #jihai_hfa04_0119 300333
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  318. [2019-05-16 13:55:16,230] 280| Cancel Order #jihai_hfa04_0114 603329
  319. [2019-05-16 13:55:16,242] 280| Cancel Order #jihai_hfa04_0115 300375
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  322. [2019-05-16 13:55:16,253] 280| Cancel Order #jihai_hfa04_0112 002708
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  331. [2019-05-16 13:55:16,308] 280| Cancel Order #jihai_hfa04_0056 002274
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  334. [2019-05-16 13:55:16,319] 280| Cancel Order #jihai_hfa04_0055 603305
  335. [2019-05-16 13:55:16,329] 280| Cancel Order #jihai_hfa04_0054 600626
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  338. [2019-05-16 13:55:16,341] 280| Cancel Order #jihai_hfa04_0053 002347
  339. [2019-05-16 13:55:16,351] 280| Cancel Order #jihai_hfa04_0052 600148
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  342. [2019-05-16 13:55:16,362] 280| Cancel Order #jihai_hfa04_0051 002806
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  359. [2019-05-16 13:55:16,461] 280| Cancel Order #jihai_hfa04_0104 300123
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  363. [2019-05-16 13:55:16,483] 280| Cancel Order #jihai_hfa04_0106 000813
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  366. [2019-05-16 13:55:16,494] 280| Cancel Order #jihai_hfa04_0062 603079
  367. [2019-05-16 13:55:16,506] 280| Cancel Order #jihai_hfa04_0063 600557
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  371. [2019-05-16 13:55:16,528] 280| Cancel Order #jihai_hfa04_0061 002371
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  375. [2019-05-16 13:55:16,549] 280| Cancel Order #jihai_hfa04_0067 002568
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  379. [2019-05-16 13:55:16,572] 280| Cancel Order #jihai_hfa04_0065 600287
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  411. [2019-05-16 13:55:16,747] 280| Cancel Order #jihai_hfa04_0002 002893
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  419. [2019-05-16 13:55:16,792] 280| Cancel Order #jihai_hfa04_0006 300380
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  422. [2019-05-16 13:55:16,802] 280| Cancel Order #jihai_hfa04_0007 300174
  423. [2019-05-16 13:55:16,813] 280| Cancel Order #jihai_hfa04_0103 300659
  424. ('cancel', 'jihai_hfa04_0080', '300014', 5484.0)
  425. [2019-05-16 13:55:16,825] 280| Cancel Order #jihai_hfa04_0080 300014
  426. ('cancel', 'jihai_hfa04_0081', '300290', 34534.0)
  427. [2019-05-16 13:55:16,835] 280| Cancel Order #jihai_hfa04_0081 300290
  428. ('cancel', 'jihai_hfa04_0082', '300353', 81540.0)
  429. ('cancel', 'jihai_hfa04_0083', '600756', 40680.0)
  430. [2019-05-16 13:55:16,846] 280| Cancel Order #jihai_hfa04_0082 300353
  431. [2019-05-16 13:55:16,858] 280| Cancel Order #jihai_hfa04_0083 600756
  432. ('cancel', 'jihai_hfa04_0084', '002211', 95040.0)
  433. ('cancel', 'jihai_hfa04_0085', '002214', 29977.0)
  434. [2019-05-16 13:55:16,868] 280| Cancel Order #jihai_hfa04_0084 002211
  435. [2019-05-16 13:55:16,880] 280| Cancel Order #jihai_hfa04_0085 002214
  436. ('cancel', 'jihai_hfa04_0086', '603696', 34200.0)
  437. ('cancel', 'jihai_hfa04_0087', '002216', 5646.0)
  438. [2019-05-16 13:55:16,891] 280| Cancel Order #jihai_hfa04_0086 603696
  439. [2019-05-16 13:55:16,901] 280| Cancel Order #jihai_hfa04_0087 002216
  440. ('cancel', 'jihai_hfa04_0088', '002316', 35258.0)
  441. ('cancel', 'jihai_hfa04_0089', '002674', 29620.0)
  442. [2019-05-16 13:55:16,913] 280| Cancel Order #jihai_hfa04_0088 002316
  443. **** 13:55:16 batch 0 vwap cycle 0 place order round 1 ****
  444. [2019-05-16 13:55:16,924] 280| Cancel Order #jihai_hfa04_0089 002674
  445. [2019-05-16 13:55:17,069] 280| Send Order #jihai_hfa04_0120 002937 sell 71960.0
  446. [2019-05-16 13:55:17,069] 280| Send Order #jihai_hfa04_0121 000996 sell 67252.0
  447. [2019-05-16 13:55:17,071] 280| Send Order #jihai_hfa04_0122 002893 sell 33456.0
  448. *************************** ERROR ERROR ERROR 000713 reach to up limit price! ap1:0.0 av1:0.0 bp1:14.59 bv1:4151600.0 ***************************
  449. [2019-05-16 13:55:17,072] 280| Send Order #jihai_hfa04_0123 002255 sell 107282.0
  450. [2019-05-16 13:55:17,073] 280| Send Order #jihai_hfa04_0124 603035 sell 32612.0
  451. [2019-05-16 13:55:17,075] 280| Send Order #jihai_hfa04_0125 300380 sell 31170.0
  452. [2019-05-16 13:55:17,076] 280| Send Order #jihai_hfa04_0126 300174 sell 36712.0
  453. [2019-05-16 13:55:17,078] 280| Send Order #jihai_hfa04_0127 300618 sell 68230.0
  454. [2019-05-16 13:55:17,079] 280| Send Order #jihai_hfa04_0128 603603 sell 30513.0
  455. [2019-05-16 13:55:17,081] 280| Send Order #jihai_hfa04_0129 300647 sell 35850.0
  456. [2019-05-16 13:55:17,082] 280| Send Order #jihai_hfa04_0130 600624 sell 36395.0
  457. [2019-05-16 13:55:17,082] 280| Send Order #jihai_hfa04_0131 300184 sell 26875.0
  458. [2019-05-16 13:55:17,085] 280| Send Order #jihai_hfa04_0132 300566 sell 61400.8
  459. [2019-05-16 13:55:17,085] 280| Send Order #jihai_hfa04_0133 000850 sell 78486.0
  460. [2019-05-16 13:55:17,086] 280| Send Order #jihai_hfa04_0134 600518 sell 80136.0
  461. [2019-05-16 13:55:17,088] 280| Send Order #jihai_hfa04_0135 002824 sell 27170.0
  462. *************************** ERROR ERROR ERROR 600368 reach to up limit price! ap1:0.0 av1:0.0 bp1:5.9 bv1:28573850.0 ***************************
  463. [2019-05-16 13:55:17,089] 280| Send Order #jihai_hfa04_0136 300108 sell 31866.0
  464. [2019-05-16 13:55:17,092] 280| Send Order #jihai_hfa04_0137 601515 sell 39480.0
  465. [2019-05-16 13:55:17,092] 280| Send Order #jihai_hfa04_0138 600222 sell 77824.0
  466. [2019-05-16 13:55:17,095] 280| Send Order #jihai_hfa04_0139 000732 sell 36938.0
  467. [2019-05-16 13:55:17,095] 280| Send Order #jihai_hfa04_0140 600682 sell 118320.0
  468. [2019-05-16 13:55:17,096] 280| Send Order #jihai_hfa04_0141 002328 sell 36426.0
  469. [2019-05-16 13:55:17,098] 280| Send Order #jihai_hfa04_0142 000913 sell 35904.0
  470. [2019-05-16 13:55:17,099] 280| Send Order #jihai_hfa04_0143 600099 sell 37872.0
  471. [2019-05-16 13:55:17,101] 280| Send Order #jihai_hfa04_0144 300510 sell 34306.0
  472. [2019-05-16 13:55:17,101] 280| Send Order #jihai_hfa04_0145 300432 sell 46150.0
  473. [2019-05-16 13:55:17,102] 280| Send Order #jihai_hfa04_0146 600975 sell 74340.0
  474. [2019-05-16 13:55:17,104] 280| Send Order #jihai_hfa04_0147 300539 sell 34000.0
  475. [2019-05-16 13:55:17,105] 280| Send Order #jihai_hfa04_0148 300740 sell 37206.0
  476. [2019-05-16 13:55:17,107] 280| Send Order #jihai_hfa04_0149 600587 sell 32674.0
  477. [2019-05-16 13:55:17,108] 280| Send Order #jihai_hfa04_0150 600530 sell 63100.0
  478. [2019-05-16 13:55:17,109] 280| Send Order #jihai_hfa04_0151 002034 sell 30723.0
  479. [2019-05-16 13:55:17,111] 280| Send Order #jihai_hfa04_0152 002748 sell 33924.0
  480. [2019-05-16 13:55:17,111] 280| Send Order #jihai_hfa04_0153 600179 sell 39960.0
  481. [2019-05-16 13:55:17,114] 280| Send Order #jihai_hfa04_0154 603533 sell 37620.0
  482. [2019-05-16 13:55:17,115] 280| Send Order #jihai_hfa04_0155 603508 sell 63928.0
  483. [2019-05-16 13:55:17,115] 280| Send Order #jihai_hfa04_0156 002581 sell 40916.0
  484. [2019-05-16 13:55:17,117] 280| Send Order #jihai_hfa04_0157 600719 sell 41832.0
  485. [2019-05-16 13:55:17,118] 280| Send Order #jihai_hfa04_0158 603990 sell 21265.0
  486. [2019-05-16 13:55:17,119] 280| Send Order #jihai_hfa04_0159 002606 sell 32860.0
  487. [2019-05-16 13:55:17,121] 280| Send Order #jihai_hfa04_0160 000802 sell 30510.0
  488. [2019-05-16 13:55:17,121] 280| Send Order #jihai_hfa04_0161 603679 sell 27666.0
  489. [2019-05-16 13:55:17,124] 280| Send Order #jihai_hfa04_0162 002765 sell 30528.0
  490. [2019-05-16 13:55:17,125] 280| Send Order #jihai_hfa04_0163 603289 sell 69967.0
  491. [2019-05-16 13:55:17,125] 280| Send Order #jihai_hfa04_0164 300374 sell 8982.0
  492. [2019-05-16 13:55:17,127] 280| Send Order #jihai_hfa04_0165 601700 sell 71997.0
  493. [2019-05-16 13:55:17,128] 280| Send Order #jihai_hfa04_0166 002806 sell 63455.0
  494. [2019-05-16 13:55:17,130] 280| Send Order #jihai_hfa04_0167 600148 sell 25584.0
  495. [2019-05-16 13:55:17,131] 280| Send Order #jihai_hfa04_0168 002347 sell 32208.0
  496. [2019-05-16 13:55:17,132] 280| Send Order #jihai_hfa04_0169 600626 sell 50085.0
  497. [2019-05-16 13:55:17,276] 280| Send Order #jihai_hfa04_0170 002274 buy 5220.0
  498. [2019-05-16 13:55:17,279] 280| Send Order #jihai_hfa04_0171 603178 buy 37332.0
  499. [2019-05-16 13:55:17,279] 280| Send Order #jihai_hfa04_0172 300508 buy 7406.0
  500. [2019-05-16 13:55:17,280] 280| Send Order #jihai_hfa04_0173 300638 buy 73584.0
  501. [2019-05-16 13:55:17,282] 280| Send Order #jihai_hfa04_0174 002371 buy 73381.0
  502. [2019-05-16 13:55:17,283] 280| Send Order #jihai_hfa04_0175 603079 buy 36998.0
  503. [2019-05-16 13:55:17,285] 280| Send Order #jihai_hfa04_0176 600557 buy 4509.0
  504. [2019-05-16 13:55:17,286] 280| Send Order #jihai_hfa04_0177 603232 buy 35760.0
  505. [2019-05-16 13:55:17,286] 280| Send Order #jihai_hfa04_0178 600287 buy 73444.0
  506. [2019-05-16 13:55:17,289] 280| Send Order #jihai_hfa04_0179 600410 buy 77784.0
  507. [2019-05-16 13:55:17,289] 280| Send Order #jihai_hfa04_0180 002568 buy 3340.0
  508. [2019-05-16 13:55:17,290] 280| Send Order #jihai_hfa04_0181 000505 buy 82360.0
  509. [2019-05-16 13:55:17,292] 280| Send Order #jihai_hfa04_0182 002118 buy 81466.0
  510. [2019-05-16 13:55:17,293] 280| Send Order #jihai_hfa04_0183 603028 buy 44187.0
  511. [2019-05-16 13:55:17,295] 280| Send Order #jihai_hfa04_0184 603020 buy 79130.0
  512. [2019-05-16 13:55:17,296] 280| Send Order #jihai_hfa04_0185 300099 buy 36326.0
  513. [2019-05-16 13:55:17,298] 280| Send Order #jihai_hfa04_0186 300317 buy 33168.0
  514. [2019-05-16 13:55:17,299] 280| Send Order #jihai_hfa04_0187 002449 buy 87620.0
  515. [2019-05-16 13:55:17,301] 280| Send Order #jihai_hfa04_0188 600860 buy 2433.0
  516. [2019-05-16 13:55:17,302] 280| Send Order #jihai_hfa04_0189 300290 buy 34534.0
  517. [2019-05-16 13:55:17,303] 280| Send Order #jihai_hfa04_0190 300353 buy 81540.0
  518. [2019-05-16 13:55:17,305] 280| Send Order #jihai_hfa04_0191 002211 buy 95445.0
  519. [2019-05-16 13:55:17,306] 280| Send Order #jihai_hfa04_0192 002214 buy 29977.0
  520. [2019-05-16 13:55:17,308] 280| Send Order #jihai_hfa04_0193 603696 buy 34200.0
  521. [2019-05-16 13:55:17,309] 280| Send Order #jihai_hfa04_0194 002216 buy 5646.0
  522. [2019-05-16 13:55:17,309] 280| Send Order #jihai_hfa04_0195 002316 buy 35224.0
  523. [2019-05-16 13:55:17,312] 280| Send Order #jihai_hfa04_0196 002674 buy 29580.0
  524. [2019-05-16 13:55:17,312] 280| Send Order #jihai_hfa04_0197 002702 buy 4130.0
  525. [2019-05-16 13:55:17,313] 280| Send Order #jihai_hfa04_0198 002750 buy 60791.0
  526. [2019-05-16 13:55:17,315] 280| Send Order #jihai_hfa04_0199 600095 buy 38784.0
  527. [2019-05-16 13:55:17,316] 280| Send Order #jihai_hfa04_0200 603396 buy 47460.0
  528. [2019-05-16 13:55:17,318] 280| Send Order #jihai_hfa04_0201 000576 buy 43648.0
  529. [2019-05-16 13:55:17,319] 280| Send Order #jihai_hfa04_0202 000766 buy 40230.0
  530. [2019-05-16 13:55:17,319] 280| Send Order #jihai_hfa04_0203 300526 buy 28100.0
  531. [2019-05-16 13:55:17,321] 280| Send Order #jihai_hfa04_0204 002512 buy 40369.0
  532. [2019-05-16 13:55:17,322] 280| Send Order #jihai_hfa04_0205 300405 buy 9205.0
  533. [2019-05-16 13:55:17,323] 280| Send Order #jihai_hfa04_0206 300480 buy 77301.0
  534. [2019-05-16 13:55:17,325] 280| Send Order #jihai_hfa04_0207 600146 buy 68009.0
  535. [2019-05-16 13:55:17,326] 280| Send Order #jihai_hfa04_0208 600703 buy 36785.0
  536. [2019-05-16 13:55:17,328] 280| Send Order #jihai_hfa04_0209 300659 buy 10629.0
  537. [2019-05-16 13:55:17,328] 280| Send Order #jihai_hfa04_0210 300123 buy 33620.0
  538. [2019-05-16 13:55:17,331] 280| Send Order #jihai_hfa04_0211 002098 buy 36344.0
  539. [2019-05-16 13:55:17,332] 280| Send Order #jihai_hfa04_0212 000813 buy 28130.0
  540. [2019-05-16 13:55:17,334] 280| Send Order #jihai_hfa04_0213 000565 buy 28305.0
  541. [2019-05-16 13:55:17,335] 280| Send Order #jihai_hfa04_0214 300536 buy 90900.0
  542. [2019-05-16 13:55:17,335] 280| Send Order #jihai_hfa04_0215 002077 buy 37202.0
  543. [2019-05-16 13:55:17,336] 280| Send Order #jihai_hfa04_0216 300644 buy 37518.0
  544. [2019-05-16 13:55:17,338] 280| Send Order #jihai_hfa04_0217 601008 buy 71788.0
  545. [2019-05-16 13:55:17,339] 280| Send Order #jihai_hfa04_0218 002708 buy 48076.0
  546. [2019-05-16 13:55:17,341] 280| Send Order #jihai_hfa04_0219 300234 buy 7494.0
  547. [2019-05-16 13:55:17,342] 280| Send Order #jihai_hfa04_0220 300375 buy 59718.0
  548. [2019-05-16 13:55:17,344] 280| Send Order #jihai_hfa04_0221 300139 buy 40868.0
  549. [2019-05-16 13:55:17,345] 280| Send Order #jihai_hfa04_0222 002835 buy 35598.0
  550. portfolio_name target_amount amount_to_trade up_limit down_limit
  551. jihai_hfa04 sell -2,507,912.2 -2,315,915.8 -222,806.0 0
  552. jihai_hfa04 buy 2,549,085.0 2,363,818.0 0 0
  553.  
  554. [2019-05-16 13:55:17,346] 280| Send Order #jihai_hfa04_0223 603611 buy 24882.0
  555. [2019-05-16 13:55:17,348] 280| Send Order #jihai_hfa04_0224 300333 buy 56340.0
  556. (1557986131.499, {'002274': 0, '300220': 200, '603035': 0, '300380': 100, '002371': 100, '600557': 0, '603232': 0, '600410': 0, '002568': 0, '000732': 0, '603533': 0, '002118': 0, '603028': 0, '300740': 0, '300414': 800, '603020': 0, '002606': 0, '300099': 0, '600099': 0, '300317': 0, '600719': 0, '002449': 0, '002765': 0, '600095': 0, '300552': 1000, '300014': 200, '603383': 300, '002211': 0, '002210': 0, '002214': 0, '603696': 0, '002216': 0, '002674': 0, '002750': 0, '600860': 0, '002512': 0, '300405': 0, '300618': 0, '300480': 0, '603508': 0, '600146': 0, '600703': 0, '002290': 0, '300566': 0, '603197': 1300, '601700': 0, '002824': 0, '002347': 0, '600368': 0, '600682': 0, '000913': 0, '002034': 0, '603289': 0, '000996': 0, '002748': 0, '600677': 0, '601008': 0, '002581': 0, '600179': 0, '300174': 0, '002937': 0, '300375': 0, '300374': 0, '002835': 0, '603611': 0, '002893': 0, '000596': 0, '603178': 0, '300508': 0, '300638': 0, '603079': 0, '603603': 0, '300184': 0, '000850': 0, '600518': 0, '600287': 0, '002806': 0, '601515': 0, '600222': 0, '002328': 0, '000505': 0, '603990': 0, '300510': 0, '600587': 0, '300700': 1000, '002810': 400, '603679': 0, '300598': 100, '300108': 0, '300290': 0, '300353': 0, '600756': 0, '603305': 1500, '002316': 0, '000802': 0, '603329': 1500, '002255': 0, '603396': 0, '000576': 0, '000766': 0, '300526': 0, '600530': 0, '600624': 0, '600626': 0, '002869': 1200, '300659': 0, '300123': 0, '002098': 0, '000813': 0, '300432': 0, '600975': 0, '300539': 0, '000565': 0, '000713': 0, '300536': 0, '002077': 0, '300644': 0, '300647': 0, '002708': 0, '300234': 0, '002702': 0, '300139': 0, '600148': 0, '300333': 0})
  557. 可撤列表:
  558. 20190516 09:21:43 0899186011 0 002210 *ST飞马 已报 1 证券卖出 3.440 56400 14234 0 0 20190516
  559. ('cancel', 'jihai_hfa04_0158', '603990', 21265.0)
  560. [2019-05-16 13:55:31,519] 280| Cancel Order #jihai_hfa04_0158 603990
  561. ('cancel', 'jihai_hfa04_0159', '002606', 32860.0)
  562. [2019-05-16 13:55:31,530] 280| Cancel Order #jihai_hfa04_0159 002606
  563. ('cancel', 'jihai_hfa04_0152', '002748', 33924.0)
  564. [2019-05-16 13:55:31,542] 280| Cancel Order #jihai_hfa04_0152 002748
  565. ('cancel', 'jihai_hfa04_0153', '600179', 39960.0)
  566. [2019-05-16 13:55:31,552] 280| Cancel Order #jihai_hfa04_0153 600179
  567. ('cancel', 'jihai_hfa04_0150', '600530', 63099.99999999999)
  568. [2019-05-16 13:55:31,563] 280| Cancel Order #jihai_hfa04_0150 600530
  569. ('cancel', 'jihai_hfa04_0151', '002034', 30722.999999999996)
  570. [2019-05-16 13:55:31,575] 280| Cancel Order #jihai_hfa04_0151 002034
  571. ('cancel', 'jihai_hfa04_0156', '002581', 40916.0)
  572. [2019-05-16 13:55:31,585] 280| Cancel Order #jihai_hfa04_0156 002581
  573. ('cancel', 'jihai_hfa04_0157', '600719', 41832.0)
  574. [2019-05-16 13:55:31,596] 280| Cancel Order #jihai_hfa04_0157 600719
  575. ('cancel', 'jihai_hfa04_0154', '603533', 37620.0)
  576. ('cancel', 'jihai_hfa04_0155', '603508', 63928.0)
  577. [2019-05-16 13:55:31,608] 280| Cancel Order #jihai_hfa04_0154 603533
  578. [2019-05-16 13:55:31,618] 280| Cancel Order #jihai_hfa04_0155 603508
  579. ('cancel', 'jihai_hfa04_0224', '300333', 56340.0)
  580. [2019-05-16 13:55:31,630] 280| Cancel Order #jihai_hfa04_0224 300333
  581. ('cancel', 'jihai_hfa04_0149', '600587', 32673.999999999996)
  582. [2019-05-16 13:55:31,641] 280| Cancel Order #jihai_hfa04_0149 600587
  583. ('cancel', 'jihai_hfa04_0148', '300740', 37206.0)
  584. [2019-05-16 13:55:31,651] 280| Cancel Order #jihai_hfa04_0148 300740
  585. ('cancel', 'jihai_hfa04_0222', '002835', 35598.0)
  586. [2019-05-16 13:55:31,663] 280| Cancel Order #jihai_hfa04_0222 002835
  587. ('cancel', 'jihai_hfa04_0223', '603611', 24882.0)
  588. [2019-05-16 13:55:31,674] 280| Cancel Order #jihai_hfa04_0223 603611
  589. ('cancel', 'jihai_hfa04_0145', '300432', 46150.0)
  590. [2019-05-16 13:55:31,684] 280| Cancel Order #jihai_hfa04_0145 300432
  591. ('cancel', 'jihai_hfa04_0144', '300510', 34306.0)
  592. [2019-05-16 13:55:31,696] 280| Cancel Order #jihai_hfa04_0144 300510
  593. ('cancel', 'jihai_hfa04_0147', '300539', 34000.0)
  594. [2019-05-16 13:55:31,707] 280| Cancel Order #jihai_hfa04_0147 300539
  595. ('cancel', 'jihai_hfa04_0146', '600975', 74340.0)
  596. [2019-05-16 13:55:31,717] 280| Cancel Order #jihai_hfa04_0146 600975
  597. ('cancel', 'jihai_hfa04_0141', '002328', 36426.0)
  598. [2019-05-16 13:55:31,729] 280| Cancel Order #jihai_hfa04_0141 002328
  599. ('cancel', 'jihai_hfa04_0140', '600682', 118320.0)
  600. [2019-05-16 13:55:31,740] 280| Cancel Order #jihai_hfa04_0140 600682
  601. ('cancel', 'jihai_hfa04_0143', '600099', 37872.0)
  602. [2019-05-16 13:55:31,750] 280| Cancel Order #jihai_hfa04_0143 600099
  603. ('cancel', 'jihai_hfa04_0142', '000913', 35904.0)
  604. [2019-05-16 13:55:31,762] 280| Cancel Order #jihai_hfa04_0142 000913
  605. ('cancel', 'jihai_hfa04_0138', '600222', 77824.0)
  606. [2019-05-16 13:55:31,773] 280| Cancel Order #jihai_hfa04_0138 600222
  607. ('cancel', 'jihai_hfa04_0139', '000732', 36938.0)
  608. [2019-05-16 13:55:31,783] 280| Cancel Order #jihai_hfa04_0139 000732
  609. ('cancel', 'jihai_hfa04_0130', '600624', 36395.0)
  610. [2019-05-16 13:55:31,795] 280| Cancel Order #jihai_hfa04_0130 600624
  611. ('cancel', 'jihai_hfa04_0131', '300184', 26875.0)
  612. [2019-05-16 13:55:31,805] 280| Cancel Order #jihai_hfa04_0131 300184
  613. ('cancel', 'jihai_hfa04_0132', '300566', 61400.799999999996)
  614. [2019-05-16 13:55:31,816] 280| Cancel Order #jihai_hfa04_0132 300566
  615. ('cancel', 'jihai_hfa04_0133', '000850', 78486.00000000001)
  616. [2019-05-16 13:55:31,828] 280| Cancel Order #jihai_hfa04_0133 000850
  617. ('cancel', 'jihai_hfa04_0134', '600518', 80136.0)
  618. [2019-05-16 13:55:31,838] 280| Cancel Order #jihai_hfa04_0134 600518
  619. ('cancel', 'jihai_hfa04_0135', '002824', 27170.0)
  620. [2019-05-16 13:55:31,849] 280| Cancel Order #jihai_hfa04_0135 002824
  621. ('cancel', 'jihai_hfa04_0136', '300108', 31866.0)
  622. [2019-05-16 13:55:31,861] 280| Cancel Order #jihai_hfa04_0136 300108
  623. ('cancel', 'jihai_hfa04_0137', '601515', 39480.0)
  624. [2019-05-16 13:55:31,871] 280| Cancel Order #jihai_hfa04_0137 601515
  625. ('cancel', 'jihai_hfa04_0129', '300647', 35850.0)
  626. [2019-05-16 13:55:31,882] 280| Cancel Order #jihai_hfa04_0129 300647
  627. ('cancel', 'jihai_hfa04_0128', '603603', 30513.0)
  628. ('cancel', 'jihai_hfa04_0123', '002255', 107282.0)
  629. [2019-05-16 13:55:31,894] 280| Cancel Order #jihai_hfa04_0128 603603
  630. [2019-05-16 13:55:31,904] 280| Cancel Order #jihai_hfa04_0123 002255
  631. ('cancel', 'jihai_hfa04_0122', '002893', 33456.0)
  632. [2019-05-16 13:55:31,915] 280| Cancel Order #jihai_hfa04_0122 002893
  633. ('cancel', 'jihai_hfa04_0121', '000996', 67252.0)
  634. [2019-05-16 13:55:31,927] 280| Cancel Order #jihai_hfa04_0121 000996
  635. ('cancel', 'jihai_hfa04_0120', '002937', 71960.0)
  636. ('cancel', 'jihai_hfa04_0127', '300618', 68229.99999999999)
  637. [2019-05-16 13:55:31,937] 280| Cancel Order #jihai_hfa04_0120 002937
  638. [2019-05-16 13:55:31,948] 280| Cancel Order #jihai_hfa04_0127 300618
  639. ('cancel', 'jihai_hfa04_0126', '300174', 36712.0)
  640. [2019-05-16 13:55:31,960] 280| Cancel Order #jihai_hfa04_0126 300174
  641. ('cancel', 'jihai_hfa04_0125', '300380', 31169.999999999996)
  642. [2019-05-16 13:55:31,970] 280| Cancel Order #jihai_hfa04_0125 300380
  643. ('cancel', 'jihai_hfa04_0124', '603035', 32612.0)
  644. [2019-05-16 13:55:31,982] 280| Cancel Order #jihai_hfa04_0124 603035
  645. ('cancel', 'jihai_hfa04_0208', '600703', 36785.0)
  646. [2019-05-16 13:55:31,993] 280| Cancel Order #jihai_hfa04_0208 600703
  647. ('cancel', 'jihai_hfa04_0209', '300659', 10629.0)
  648. [2019-05-16 13:55:32,003] 280| Cancel Order #jihai_hfa04_0209 300659
  649. ('cancel', 'jihai_hfa04_0202', '000766', 40230.0)
  650. [2019-05-16 13:55:32,015] 280| Cancel Order #jihai_hfa04_0202 000766
  651. ('cancel', 'jihai_hfa04_0203', '300526', 28099.999999999996)
  652. [2019-05-16 13:55:32,026] 280| Cancel Order #jihai_hfa04_0203 300526
  653. ('cancel', 'jihai_hfa04_0200', '603396', 47460.0)
  654. [2019-05-16 13:55:32,036] 280| Cancel Order #jihai_hfa04_0200 603396
  655. ('cancel', 'jihai_hfa04_0201', '000576', 43648.0)
  656. [2019-05-16 13:55:32,048] 280| Cancel Order #jihai_hfa04_0201 000576
  657. ('cancel', 'jihai_hfa04_0206', '300480', 77301.0)
  658. [2019-05-16 13:55:32,059] 280| Cancel Order #jihai_hfa04_0206 300480
  659. ('cancel', 'jihai_hfa04_0207', '600146', 68009.0)
  660. [2019-05-16 13:55:32,069] 280| Cancel Order #jihai_hfa04_0207 600146
  661. ('cancel', 'jihai_hfa04_0204', '002512', 40369.0)
  662. [2019-05-16 13:55:32,081] 280| Cancel Order #jihai_hfa04_0204 002512
  663. ('cancel', 'jihai_hfa04_0205', '300405', 9205.0)
  664. [2019-05-16 13:55:32,092] 280| Cancel Order #jihai_hfa04_0205 300405
  665. ('cancel', 'jihai_hfa04_0219', '300234', 7494.0)
  666. [2019-05-16 13:55:32,102] 280| Cancel Order #jihai_hfa04_0219 300234
  667. ('cancel', 'jihai_hfa04_0218', '002708', 48076.0)
  668. [2019-05-16 13:55:32,115] 280| Cancel Order #jihai_hfa04_0218 002708
  669. ('cancel', 'jihai_hfa04_0215', '002077', 37202.0)
  670. [2019-05-16 13:55:32,125] 280| Cancel Order #jihai_hfa04_0215 002077
  671. ('cancel', 'jihai_hfa04_0214', '300536', 90900.0)
  672. [2019-05-16 13:55:32,137] 280| Cancel Order #jihai_hfa04_0214 300536
  673. ('cancel', 'jihai_hfa04_0217', '601008', 71788.0)
  674. [2019-05-16 13:55:32,148] 280| Cancel Order #jihai_hfa04_0217 601008
  675. ('cancel', 'jihai_hfa04_0216', '300644', 37518.00000000001)
  676. [2019-05-16 13:55:32,158] 280| Cancel Order #jihai_hfa04_0216 300644
  677. ('cancel', 'jihai_hfa04_0211', '002098', 36344.0)
  678. [2019-05-16 13:55:32,170] 280| Cancel Order #jihai_hfa04_0211 002098
  679. ('cancel', 'jihai_hfa04_0210', '300123', 33620.0)
  680. [2019-05-16 13:55:32,180] 280| Cancel Order #jihai_hfa04_0210 300123
  681. ('cancel', 'jihai_hfa04_0213', '000565', 28305.0)
  682. [2019-05-16 13:55:32,191] 280| Cancel Order #jihai_hfa04_0213 000565
  683. ('cancel', 'jihai_hfa04_0212', '000813', 28129.999999999996)
  684. [2019-05-16 13:55:32,203] 280| Cancel Order #jihai_hfa04_0212 000813
  685. ('cancel', 'jihai_hfa04_0196', '002674', 29580.0)
  686. [2019-05-16 13:55:32,213] 280| Cancel Order #jihai_hfa04_0196 002674
  687. ('cancel', 'jihai_hfa04_0197', '002702', 4130.0)
  688. [2019-05-16 13:55:32,224] 280| Cancel Order #jihai_hfa04_0197 002702
  689. ('cancel', 'jihai_hfa04_0194', '002216', 5646.0)
  690. [2019-05-16 13:55:32,236] 280| Cancel Order #jihai_hfa04_0194 002216
  691. ('cancel', 'jihai_hfa04_0195', '002316', 35224.0)
  692. [2019-05-16 13:55:32,246] 280| Cancel Order #jihai_hfa04_0195 002316
  693. ('cancel', 'jihai_hfa04_0192', '002214', 29977.0)
  694. [2019-05-16 13:55:32,257] 280| Cancel Order #jihai_hfa04_0192 002214
  695. ('cancel', 'jihai_hfa04_0193', '603696', 34200.0)
  696. [2019-05-16 13:55:32,269] 280| Cancel Order #jihai_hfa04_0193 603696
  697. ('cancel', 'jihai_hfa04_0190', '300353', 81540.0)
  698. [2019-05-16 13:55:32,279] 280| Cancel Order #jihai_hfa04_0190 300353
  699. ('cancel', 'jihai_hfa04_0191', '002211', 95445.0)
  700. [2019-05-16 13:55:32,290] 280| Cancel Order #jihai_hfa04_0191 002211
  701. ('cancel', 'jihai_hfa04_0198', '002750', 60791.0)
  702. [2019-05-16 13:55:32,302] 280| Cancel Order #jihai_hfa04_0198 002750
  703. ('cancel', 'jihai_hfa04_0199', '600095', 38784.0)
  704. [2019-05-16 13:55:32,312] 280| Cancel Order #jihai_hfa04_0199 600095
  705. ('cancel', 'jihai_hfa04_0189', '300290', 34534.0)
  706. [2019-05-16 13:55:32,323] 280| Cancel Order #jihai_hfa04_0189 300290
  707. ('cancel', 'jihai_hfa04_0188', '600860', 2433.0)
  708. [2019-05-16 13:55:32,335] 280| Cancel Order #jihai_hfa04_0188 600860
  709. ('cancel', 'jihai_hfa04_0181', '000505', 82360.0)
  710. [2019-05-16 13:55:32,345] 280| Cancel Order #jihai_hfa04_0181 000505
  711. ('cancel', 'jihai_hfa04_0180', '002568', 3340.0)
  712. [2019-05-16 13:55:32,357] 280| Cancel Order #jihai_hfa04_0180 002568
  713. ('cancel', 'jihai_hfa04_0183', '603028', 44187.0)
  714. [2019-05-16 13:55:32,368] 280| Cancel Order #jihai_hfa04_0183 603028
  715. ('cancel', 'jihai_hfa04_0182', '002118', 81466.0)
  716. [2019-05-16 13:55:32,378] 280| Cancel Order #jihai_hfa04_0182 002118
  717. ('cancel', 'jihai_hfa04_0185', '300099', 36326.0)
  718. [2019-05-16 13:55:32,390] 280| Cancel Order #jihai_hfa04_0185 300099
  719. ('cancel', 'jihai_hfa04_0184', '603020', 79130.0)
  720. [2019-05-16 13:55:32,401] 280| Cancel Order #jihai_hfa04_0184 603020
  721. ('cancel', 'jihai_hfa04_0187', '002449', 87620.0)
  722. [2019-05-16 13:55:32,411] 280| Cancel Order #jihai_hfa04_0187 002449
  723. ('cancel', 'jihai_hfa04_0186', '300317', 33168.0)
  724. [2019-05-16 13:55:32,423] 280| Cancel Order #jihai_hfa04_0186 300317
  725. ('cancel', 'jihai_hfa04_0174', '002371', 73381.00000000001)
  726. [2019-05-16 13:55:32,434] 280| Cancel Order #jihai_hfa04_0174 002371
  727. ('cancel', 'jihai_hfa04_0175', '603079', 36998.0)
  728. [2019-05-16 13:55:32,444] 280| Cancel Order #jihai_hfa04_0175 603079
  729. ('cancel', 'jihai_hfa04_0176', '600557', 4509.0)
  730. [2019-05-16 13:55:32,456] 280| Cancel Order #jihai_hfa04_0176 600557
  731. ('cancel', 'jihai_hfa04_0177', '603232', 35760.0)
  732. [2019-05-16 13:55:32,467] 280| Cancel Order #jihai_hfa04_0177 603232
  733. ('cancel', 'jihai_hfa04_0170', '002274', 5220.0)
  734. [2019-05-16 13:55:32,477] 280| Cancel Order #jihai_hfa04_0170 002274
  735. ('cancel', 'jihai_hfa04_0171', '603178', 37332.0)
  736. [2019-05-16 13:55:32,489] 280| Cancel Order #jihai_hfa04_0171 603178
  737. ('cancel', 'jihai_hfa04_0172', '300508', 7406.0)
  738. [2019-05-16 13:55:32,500] 280| Cancel Order #jihai_hfa04_0172 300508
  739. ('cancel', 'jihai_hfa04_0173', '300638', 73583.99999999999)
  740. [2019-05-16 13:55:32,510] 280| Cancel Order #jihai_hfa04_0173 300638
  741. ('cancel', 'jihai_hfa04_0178', '600287', 73443.99999999999)
  742. [2019-05-16 13:55:32,522] 280| Cancel Order #jihai_hfa04_0178 600287
  743. ('cancel', 'jihai_hfa04_0179', '600410', 77784.0)
  744. [2019-05-16 13:55:32,532] 280| Cancel Order #jihai_hfa04_0179 600410
  745. ('cancel', 'jihai_hfa04_0167', '600148', 25584.0)
  746. [2019-05-16 13:55:32,543] 280| Cancel Order #jihai_hfa04_0167 600148
  747. ('cancel', 'jihai_hfa04_0166', '002806', 63454.99999999999)
  748. [2019-05-16 13:55:32,555] 280| Cancel Order #jihai_hfa04_0166 002806
  749. ('cancel', 'jihai_hfa04_0165', '601700', 71997.0)
  750. [2019-05-16 13:55:32,565] 280| Cancel Order #jihai_hfa04_0165 601700
  751. ('cancel', 'jihai_hfa04_0164', '300374', 8982.0)
  752. [2019-05-16 13:55:32,576] 280| Cancel Order #jihai_hfa04_0164 300374
  753. ('cancel', 'jihai_hfa04_0163', '603289', 69967.0)
  754. [2019-05-16 13:55:32,588] 280| Cancel Order #jihai_hfa04_0163 603289
  755. ('cancel', 'jihai_hfa04_0162', '002765', 30528.0)
  756. [2019-05-16 13:55:32,598] 280| Cancel Order #jihai_hfa04_0162 002765
  757. ('cancel', 'jihai_hfa04_0161', '603679', 27666.0)
  758. [2019-05-16 13:55:32,609] 280| Cancel Order #jihai_hfa04_0161 603679
  759. ('cancel', 'jihai_hfa04_0160', '000802', 30510.0)
  760. [2019-05-16 13:55:32,621] 280| Cancel Order #jihai_hfa04_0160 000802
  761. ('cancel', 'jihai_hfa04_0169', '600626', 50084.99999999999)
  762. [2019-05-16 13:55:32,631] 280| Cancel Order #jihai_hfa04_0169 600626
  763. ('cancel', 'jihai_hfa04_0168', '002347', 32208.0)
  764. [2019-05-16 13:55:32,642] 280| Cancel Order #jihai_hfa04_0168 002347
  765. ('cancel', 'jihai_hfa04_0220', '300375', 59718.0)
  766. [2019-05-16 13:55:32,654] 280| Cancel Order #jihai_hfa04_0220 300375
  767. ('cancel', 'jihai_hfa04_0221', '300139', 40868.0)
  768. [2019-05-16 13:55:32,664] 280| Cancel Order #jihai_hfa04_0221 300139
  769. **** 13:55:32 batch 0 vwap cycle 0 place order round 2 ****
  770. [2019-05-16 13:55:32,808] 280| Send Order #jihai_hfa04_0225 002937 sell 12593.0
  771. [2019-05-16 13:55:32,809] 280| Send Order #jihai_hfa04_0226 000996 sell 67206.0
  772. [2019-05-16 13:55:32,809] 280| Send Order #jihai_hfa04_0227 002893 sell 33439.0
  773. [2019-05-16 13:55:32,811] 280| Send Order #jihai_hfa04_0228 000596 sell 72270.0
  774. [2019-05-16 13:55:32,812] 280| Send Order #jihai_hfa04_0229 002255 sell 107088.0
  775. *************************** ERROR ERROR ERROR 000713 reach to up limit price! ap1:0.0 av1:0.0 bp1:14.59 bv1:4149500.0 ***************************
  776. [2019-05-16 13:55:32,812] 280| Send Order #jihai_hfa04_0230 603035 sell 32581.0
  777. [2019-05-16 13:55:32,815] 280| Send Order #jihai_hfa04_0231 300380 sell 4158.0
  778. [2019-05-16 13:55:32,815] 280| Send Order #jihai_hfa04_0232 300174 sell 36699.0
  779. [2019-05-16 13:55:32,816] 280| Send Order #jihai_hfa04_0233 300618 sell 40914.0
  780. [2019-05-16 13:55:32,818] 280| Send Order #jihai_hfa04_0234 603603 sell 30492.0
  781. [2019-05-16 13:55:32,819] 280| Send Order #jihai_hfa04_0235 300647 sell 5732.0
  782. [2019-05-16 13:55:32,819] 280| Send Order #jihai_hfa04_0236 600624 sell 36366.0
  783. [2019-05-16 13:55:32,821] 280| Send Order #jihai_hfa04_0237 300184 sell 26832.0
  784. [2019-05-16 13:55:32,822] 280| Send Order #jihai_hfa04_0238 300566 sell 22168.0
  785. [2019-05-16 13:55:32,822] 280| Send Order #jihai_hfa04_0239 000850 sell 8047.0
  786. [2019-05-16 13:55:32,822] 280| Send Order #jihai_hfa04_0240 600518 sell 80136.0
  787. [2019-05-16 13:55:32,823] 280| Send Order #jihai_hfa04_0241 603197 sell 6630.0
  788. [2019-05-16 13:55:32,825] 280| Send Order #jihai_hfa04_0242 002824 sell 27148.0
  789. [2019-05-16 13:55:32,825] 280| Send Order #jihai_hfa04_0243 300108 sell 31819.0
  790. [2019-05-16 13:55:32,826] 280| Send Order #jihai_hfa04_0244 601515 sell 39396.0
  791. *************************** ERROR ERROR ERROR 600368 reach to up limit price! ap1:0.0 av1:0.0 bp1:5.9 bv1:28519265.0 ***************************
  792. [2019-05-16 13:55:32,828] 280| Send Order #jihai_hfa04_0245 600222 sell 77672.0
  793. [2019-05-16 13:55:32,829] 280| Send Order #jihai_hfa04_0246 000732 sell 36916.0
  794. [2019-05-16 13:55:32,831] 280| Send Order #jihai_hfa04_0247 600682 sell 48996.0
  795. [2019-05-16 13:55:32,832] 280| Send Order #jihai_hfa04_0248 002328 sell 36387.0
  796. [2019-05-16 13:55:32,832] 280| Send Order #jihai_hfa04_0249 000913 sell 3162.0
  797. [2019-05-16 13:55:32,832] 280| Send Order #jihai_hfa04_0250 600099 sell 37824.0
  798. [2019-05-16 13:55:32,834] 280| Send Order #jihai_hfa04_0251 300510 sell 34238.0
  799. [2019-05-16 13:55:32,835] 280| Send Order #jihai_hfa04_0252 300432 sell 46085.0
  800. [2019-05-16 13:55:32,835] 280| Send Order #jihai_hfa04_0253 600975 sell 74277.0
  801. [2019-05-16 13:55:32,836] 280| Send Order #jihai_hfa04_0254 300539 sell 33966.0
  802. [2019-05-16 13:55:32,838] 280| Send Order #jihai_hfa04_0255 300740 sell 5528.0
  803. [2019-05-16 13:55:32,838] 280| Send Order #jihai_hfa04_0256 600587 sell 32657.0
  804. [2019-05-16 13:55:32,839] 280| Send Order #jihai_hfa04_0257 300414 sell 50592.0
  805. [2019-05-16 13:55:32,841] 280| Send Order #jihai_hfa04_0258 600530 sell 63000.0
  806. [2019-05-16 13:55:32,842] 280| Send Order #jihai_hfa04_0259 002034 sell 30685.0
  807. [2019-05-16 13:55:32,842] 280| Send Order #jihai_hfa04_0260 002748 sell 33891.0
  808. [2019-05-16 13:55:32,842] 280| Send Order #jihai_hfa04_0261 600179 sell 39888.0
  809. [2019-05-16 13:55:32,844] 280| Send Order #jihai_hfa04_0262 600677 sell 65376.0
  810. [2019-05-16 13:55:32,845] 280| Send Order #jihai_hfa04_0263 603533 sell 22217.0
  811. [2019-05-16 13:55:32,845] 280| Send Order #jihai_hfa04_0264 603508 sell 63848.0
  812. [2019-05-16 13:55:32,846] 280| Send Order #jihai_hfa04_0265 002581 sell 40863.0
  813. [2019-05-16 13:55:32,848] 280| Send Order #jihai_hfa04_0266 600719 sell 41760.0
  814. [2019-05-16 13:55:32,848] 280| Send Order #jihai_hfa04_0267 603990 sell 21250.0
  815. [2019-05-16 13:55:32,849] 280| Send Order #jihai_hfa04_0268 002606 sell 32807.0
  816. [2019-05-16 13:55:32,851] 280| Send Order #jihai_hfa04_0269 000802 sell 6102.0
  817. [2019-05-16 13:55:32,851] 280| Send Order #jihai_hfa04_0270 603679 sell 4600.0
  818. [2019-05-16 13:55:32,852] 280| Send Order #jihai_hfa04_0271 002765 sell 30480.0
  819. [2019-05-16 13:55:32,854] 280| Send Order #jihai_hfa04_0272 603289 sell 69906.0
  820. [2019-05-16 13:55:32,855] 280| Send Order #jihai_hfa04_0273 300374 sell 8973.0
  821. [2019-05-16 13:55:32,855] 280| Send Order #jihai_hfa04_0274 601700 sell 71196.0
  822. [2019-05-16 13:55:32,857] 280| Send Order #jihai_hfa04_0275 002806 sell 63418.0
  823. [2019-05-16 13:55:32,858] 280| Send Order #jihai_hfa04_0276 600148 sell 17578.0
  824. [2019-05-16 13:55:32,858] 280| Send Order #jihai_hfa04_0277 002347 sell 32147.0
  825. [2019-05-16 13:55:32,858] 280| Send Order #jihai_hfa04_0278 600626 sell 3772.0
  826. [2019-05-16 13:55:35,005] 280| Send Order #jihai_hfa04_0279 002274 buy 5228.0
  827. [2019-05-16 13:55:35,006] 280| Send Order #jihai_hfa04_0280 603178 buy 37368.0
  828. [2019-05-16 13:55:35,006] 280| Send Order #jihai_hfa04_0281 300508 buy 3702.0
  829. [2019-05-16 13:55:35,007] 280| Send Order #jihai_hfa04_0282 300638 buy 36856.0
  830. [2019-05-16 13:55:35,009] 280| Send Order #jihai_hfa04_0283 002371 buy 60111.0
  831. [2019-05-16 13:55:35,009] 280| Send Order #jihai_hfa04_0284 603079 buy 36985.0
  832. [2019-05-16 13:55:35,010] 280| Send Order #jihai_hfa04_0285 600557 buy 4515.0
  833. [2019-05-16 13:55:35,012] 280| Send Order #jihai_hfa04_0286 603232 buy 7162.0
  834. [2019-05-16 13:55:35,013] 280| Send Order #jihai_hfa04_0287 600287 buy 73530.0
  835. [2019-05-16 13:55:35,013] 280| Send Order #jihai_hfa04_0288 600410 buy 77840.0
  836. [2019-05-16 13:55:35,015] 280| Send Order #jihai_hfa04_0289 002568 buy 3342.0
  837. [2019-05-16 13:55:35,016] 280| Send Order #jihai_hfa04_0290 000505 buy 12087.0
  838. [2019-05-16 13:55:35,016] 280| Send Order #jihai_hfa04_0291 603383 buy 22656.0
  839. [2019-05-16 13:55:35,017] 280| Send Order #jihai_hfa04_0292 002118 buy 81543.0
  840. [2019-05-16 13:55:35,019] 280| Send Order #jihai_hfa04_0293 603028 buy 23814.0
  841. [2019-05-16 13:55:35,019] 280| Send Order #jihai_hfa04_0294 603020 buy 79294.0
  842. [2019-05-16 13:55:35,020] 280| Send Order #jihai_hfa04_0295 300099 buy 36367.0
  843. [2019-05-16 13:55:35,022] 280| Send Order #jihai_hfa04_0296 300317 buy 33216.0
  844. [2019-05-16 13:55:35,023] 280| Send Order #jihai_hfa04_0297 002810 buy 32340.0
  845. [2019-05-16 13:55:35,023] 280| Send Order #jihai_hfa04_0298 002449 buy 87685.0
  846. [2019-05-16 13:55:35,025] 280| Send Order #jihai_hfa04_0299 600860 buy 2436.0
  847. [2019-05-16 13:55:35,026] 280| Send Order #jihai_hfa04_0300 300552 buy 14496.0
  848. [2019-05-16 13:55:35,026] 280| Send Order #jihai_hfa04_0301 300598 buy 10628.0
  849. [2019-05-16 13:55:35,028] 280| Send Order #jihai_hfa04_0302 300290 buy 34565.0
  850. [2019-05-16 13:55:35,029] 280| Send Order #jihai_hfa04_0303 300353 buy 81648.0
  851. [2019-05-16 13:55:35,029] 280| Send Order #jihai_hfa04_0304 600756 buy 40662.0
  852. [2019-05-16 13:55:35,030] 280| Send Order #jihai_hfa04_0305 002211 buy 68967.0
  853. [2019-05-16 13:55:35,032] 280| Send Order #jihai_hfa04_0306 002214 buy 30008.0
  854. [2019-05-16 13:55:35,032] 280| Send Order #jihai_hfa04_0307 603696 buy 6848.0
  855. [2019-05-16 13:55:35,033] 280| Send Order #jihai_hfa04_0308 002216 buy 5652.0
  856. [2019-05-16 13:55:35,035] 280| Send Order #jihai_hfa04_0309 002316 buy 12456.0
  857. [2019-05-16 13:55:35,036] 280| Send Order #jihai_hfa04_0310 002674 buy 7400.0
  858. [2019-05-16 13:55:35,036] 280| Send Order #jihai_hfa04_0311 002702 buy 4137.0
  859. [2019-05-16 13:55:35,036] 280| Send Order #jihai_hfa04_0312 002750 buy 60865.0
  860. [2019-05-16 13:55:35,038] 280| Send Order #jihai_hfa04_0313 600095 buy 38784.0
  861. [2019-05-16 13:55:35,039] 280| Send Order #jihai_hfa04_0314 603396 buy 47558.0
  862. [2019-05-16 13:55:35,039] 280| Send Order #jihai_hfa04_0315 000576 buy 9910.0
  863. [2019-05-16 13:55:35,040] 280| Send Order #jihai_hfa04_0316 000766 buy 40320.0
  864. [2019-05-16 13:55:35,042] 280| Send Order #jihai_hfa04_0317 300526 buy 28120.0
  865. [2019-05-16 13:55:35,042] 280| Send Order #jihai_hfa04_0318 002512 buy 40527.0
  866. [2019-05-16 13:55:35,043] 280| Send Order #jihai_hfa04_0319 300405 buy 9210.0
  867. [2019-05-16 13:55:35,045] 280| Send Order #jihai_hfa04_0320 300480 buy 77364.0
  868. [2019-05-16 13:55:35,046] 280| Send Order #jihai_hfa04_0321 600146 buy 68056.0
  869. [2019-05-16 13:55:35,046] 280| Send Order #jihai_hfa04_0322 600703 buy 36820.0
  870. [2019-05-16 13:55:35,048] 280| Send Order #jihai_hfa04_0323 002869 buy 5116.0
  871. [2019-05-16 13:55:35,049] 280| Send Order #jihai_hfa04_0324 300659 buy 10632.0
  872. [2019-05-16 13:55:35,049] 280| Send Order #jihai_hfa04_0325 300123 buy 33700.0
  873. [2019-05-16 13:55:35,051] 280| Send Order #jihai_hfa04_0326 002098 buy 15713.0
  874. [2019-05-16 13:55:35,052] 280| Send Order #jihai_hfa04_0327 000813 buy 28188.0
  875. [2019-05-16 13:55:35,052] 280| Send Order #jihai_hfa04_0328 000565 buy 20160.0
  876. [2019-05-16 13:55:35,053] 280| Send Order #jihai_hfa04_0329 300536 buy 90950.0
  877. [2019-05-16 13:55:35,055] 280| Send Order #jihai_hfa04_0330 002077 buy 37316.0
  878. [2019-05-16 13:55:35,055] 280| Send Order #jihai_hfa04_0331 300644 buy 2885.0
  879. [2019-05-16 13:55:35,056] 280| Send Order #jihai_hfa04_0332 601008 buy 71788.0
  880. [2019-05-16 13:55:35,058] 280| Send Order #jihai_hfa04_0333 002708 buy 4245.0
  881. [2019-05-16 13:55:35,059] 280| Send Order #jihai_hfa04_0334 300234 buy 7500.0
  882. [2019-05-16 13:55:35,059] 280| Send Order #jihai_hfa04_0335 300375 buy 59829.0
  883. [2019-05-16 13:55:35,061] 280| Send Order #jihai_hfa04_0336 300139 buy 40902.0
  884. [2019-05-16 13:55:35,062] 280| Send Order #jihai_hfa04_0337 002835 buy 35666.0
  885. [2019-05-16 13:55:35,062] 280| Send Order #jihai_hfa04_0338 603611 buy 3834.0
  886. [2019-05-16 13:55:35,063] 280| Send Order #jihai_hfa04_0339 300333 buy 56400.0
  887. portfolio_name target_amount amount_to_trade up_limit down_limit
  888. jihai_hfa04 sell -2,508,775.0 -2,003,771.0 -222,806.0 0
  889. jihai_hfa04 buy 2,549,516.0 2,057,902.0 0 0
  890.  
  891. 可撤列表:
  892. 20190516 09:21:43 0899186011 0 002210 *ST飞马 已报 1 证券卖出 3.440 56400 14234 0 0 20190516
  893. (1557986146.605, {'002274': 400, '300220': 200, '603035': 3100, '300380': 300, '002371': 1000, '600557': 300, '603232': 200, '600410': 5600, '002568': 200, '000732': 2200, '603533': 1300, '002118': 7700, '603028': 2100, '300740': 400, '300414': 3200, '603020': 8200, '002606': 5300, '300099': 4100, '600099': 4800, '300317': 4800, '600719': 7200, '002449': 6500, '002765': 4800, '600095': 6400, '300552': 1600, '300014': 200, '603383': 600, '002211': 9700, '002210': 0, '002214': 3100, '603696': 400, '002216': 600, '002674': 500, '002750': 3700, '600860': 300, '002512': 7900, '300405': 500, '300618': 600, '300480': 6300, '603508': 800, '600146': 4700, '600703': 3500, '002290': 0, '300566': 1360, '603197': 1600, '601700': 10200, '002824': 2200, '002347': 6100, '600368': 0, '600682': 3600, '000913': 300, '002034': 1900, '603289': 6100, '000996': 4600, '002748': 3300, '600677': 3200, '601008': 13100, '002581': 5300, '600179': 7200, '300174': 1300, '002937': 700, '300375': 11100, '300374': 900, '002835': 3400, '603611': 200, '002893': 1700, '000596': 600, '603178': 3600, '300508': 100, '300638': 800, '603079': 1300, '603603': 2100, '300184': 4300, '000850': 1300, '600518': 12600, '600287': 8600, '002806': 3700, '601515': 4200, '600222': 15200, '002328': 3900, '000505': 1700, '603990': 500, '300510': 3400, '600587': 1700, '300700': 1000, '002810': 1600, '603679': 100, '300598': 500, '300108': 4700, '300290': 3100, '300353': 5400, '600756': 1800, '603305': 1500, '002316': 1200, '000802': 600, '603329': 1500, '002255': 19400, '603396': 1400, '000576': 1000, '000766': 4500, '300526': 2000, '600530': 10000, '600624': 2900, '600626': 400, '002869': 1400, '300659': 300, '300123': 2000, '002098': 1900, '000813': 2900, '300432': 6500, '600975': 6300, '300539': 3400, '000565': 3200, '000713': 0, '300536': 5000, '002077': 3800, '300644': 100, '300647': 400, '002708': 300, '300234': 600, '002702': 700, '300139': 3400, '600148': 1100, '300333': 6000})
  894. ('cancel', 'jihai_hfa04_0303', '300353', 81648.0)
  895. [2019-05-16 13:55:46,625] 280| Cancel Order #jihai_hfa04_0303 300353
  896. ('cancel', 'jihai_hfa04_0302', '300290', 34565.0)
  897. [2019-05-16 13:55:46,637] 280| Cancel Order #jihai_hfa04_0302 300290
  898. ('cancel', 'jihai_hfa04_0301', '300598', 10628.0)
  899. [2019-05-16 13:55:46,648] 280| Cancel Order #jihai_hfa04_0301 300598
  900. ('cancel', 'jihai_hfa04_0300', '300552', 14496.0)
  901. [2019-05-16 13:55:46,658] 280| Cancel Order #jihai_hfa04_0300 300552
  902. ('cancel', 'jihai_hfa04_0307', '603696', 6848.0)
  903. [2019-05-16 13:55:46,670] 280| Cancel Order #jihai_hfa04_0307 603696
  904. ('cancel', 'jihai_hfa04_0306', '002214', 30008.0)
  905. [2019-05-16 13:55:46,680] 280| Cancel Order #jihai_hfa04_0306 002214
  906. ('cancel', 'jihai_hfa04_0305', '002211', 68967.0)
  907. [2019-05-16 13:55:46,691] 280| Cancel Order #jihai_hfa04_0305 002211
  908. ('cancel', 'jihai_hfa04_0304', '600756', 40662.0)
  909. [2019-05-16 13:55:46,703] 280| Cancel Order #jihai_hfa04_0304 600756
  910. ('cancel', 'jihai_hfa04_0309', '002316', 12456.000000000002)
  911. [2019-05-16 13:55:46,713] 280| Cancel Order #jihai_hfa04_0309 002316
  912. ('cancel', 'jihai_hfa04_0308', '002216', 5652.0)
  913. [2019-05-16 13:55:46,724] 280| Cancel Order #jihai_hfa04_0308 002216
  914. ('cancel', 'jihai_hfa04_0251', '300510', 34238.0)
  915. [2019-05-16 13:55:46,736] 280| Cancel Order #jihai_hfa04_0251 300510
  916. ('cancel', 'jihai_hfa04_0250', '600099', 37824.0)
  917. [2019-05-16 13:55:46,746] 280| Cancel Order #jihai_hfa04_0250 600099
  918. ('cancel', 'jihai_hfa04_0253', '600975', 74277.0)
  919. [2019-05-16 13:55:46,757] 280| Cancel Order #jihai_hfa04_0253 600975
  920. ('cancel', 'jihai_hfa04_0252', '300432', 46085.0)
  921. [2019-05-16 13:55:46,769] 280| Cancel Order #jihai_hfa04_0252 300432
  922. ('cancel', 'jihai_hfa04_0255', '300740', 5528.0)
  923. [2019-05-16 13:55:46,779] 280| Cancel Order #jihai_hfa04_0255 300740
  924. ('cancel', 'jihai_hfa04_0254', '300539', 33966.0)
  925. [2019-05-16 13:55:46,790] 280| Cancel Order #jihai_hfa04_0254 300539
  926. ('cancel', 'jihai_hfa04_0257', '300414', 50591.99999999999)
  927. [2019-05-16 13:55:46,802] 280| Cancel Order #jihai_hfa04_0257 300414
  928. ('cancel', 'jihai_hfa04_0256', '600587', 32657.0)
  929. [2019-05-16 13:55:46,812] 280| Cancel Order #jihai_hfa04_0256 600587
  930. ('cancel', 'jihai_hfa04_0259', '002034', 30684.999999999996)
  931. [2019-05-16 13:55:46,823] 280| Cancel Order #jihai_hfa04_0259 002034
  932. ('cancel', 'jihai_hfa04_0258', '600530', 63000.0)
  933. [2019-05-16 13:55:46,835] 280| Cancel Order #jihai_hfa04_0258 600530
  934. ('cancel', 'jihai_hfa04_0336', '300139', 40902.0)
  935. [2019-05-16 13:55:46,845] 280| Cancel Order #jihai_hfa04_0336 300139
  936. ('cancel', 'jihai_hfa04_0337', '002835', 35666.0)
  937. [2019-05-16 13:55:46,857] 280| Cancel Order #jihai_hfa04_0337 002835
  938. ('cancel', 'jihai_hfa04_0334', '300234', 7500.0)
  939. [2019-05-16 13:55:46,868] 280| Cancel Order #jihai_hfa04_0334 300234
  940. ('cancel', 'jihai_hfa04_0335', '300375', 59829.0)
  941. [2019-05-16 13:55:46,878] 280| Cancel Order #jihai_hfa04_0335 300375
  942. ('cancel', 'jihai_hfa04_0332', '601008', 71788.0)
  943. [2019-05-16 13:55:46,890] 280| Cancel Order #jihai_hfa04_0332 601008
  944. ('cancel', 'jihai_hfa04_0333', '002708', 4245.0)
  945. [2019-05-16 13:55:46,901] 280| Cancel Order #jihai_hfa04_0333 002708
  946. ('cancel', 'jihai_hfa04_0330', '002077', 37316.0)
  947. [2019-05-16 13:55:46,911] 280| Cancel Order #jihai_hfa04_0330 002077
  948. ('cancel', 'jihai_hfa04_0331', '300644', 2885.0)
  949. [2019-05-16 13:55:46,923] 280| Cancel Order #jihai_hfa04_0331 300644
  950. ('cancel', 'jihai_hfa04_0338', '603611', 3834.0000000000005)
  951. [2019-05-16 13:55:46,934] 280| Cancel Order #jihai_hfa04_0338 603611
  952. ('cancel', 'jihai_hfa04_0339', '300333', 56400.0)
  953. [2019-05-16 13:55:46,944] 280| Cancel Order #jihai_hfa04_0339 300333
  954. ('cancel', 'jihai_hfa04_0225', '002937', 12592.999999999998)
  955. [2019-05-16 13:55:46,956] 280| Cancel Order #jihai_hfa04_0225 002937
  956. ('cancel', 'jihai_hfa04_0226', '000996', 67206.0)
  957. [2019-05-16 13:55:46,967] 280| Cancel Order #jihai_hfa04_0226 000996
  958. ('cancel', 'jihai_hfa04_0227', '002893', 33439.0)
  959. [2019-05-16 13:55:46,977] 280| Cancel Order #jihai_hfa04_0227 002893
  960. ('cancel', 'jihai_hfa04_0228', '000596', 72270.0)
  961. [2019-05-16 13:55:46,989] 280| Cancel Order #jihai_hfa04_0228 000596
  962. ('cancel', 'jihai_hfa04_0229', '002255', 107087.99999999999)
  963. [2019-05-16 13:55:47,000] 280| Cancel Order #jihai_hfa04_0229 002255
  964. ('cancel', 'jihai_hfa04_0329', '300536', 90950.0)
  965. [2019-05-16 13:55:47,010] 280| Cancel Order #jihai_hfa04_0329 300536
  966. ('cancel', 'jihai_hfa04_0328', '000565', 20160.0)
  967. [2019-05-16 13:55:47,022] 280| Cancel Order #jihai_hfa04_0328 000565
  968. ('cancel', 'jihai_hfa04_0321', '600146', 68056.0)
  969. [2019-05-16 13:55:47,032] 280| Cancel Order #jihai_hfa04_0321 600146
  970. ('cancel', 'jihai_hfa04_0320', '300480', 77364.0)
  971. [2019-05-16 13:55:47,043] 280| Cancel Order #jihai_hfa04_0320 300480
  972. ('cancel', 'jihai_hfa04_0323', '002869', 5116.0)
  973. [2019-05-16 13:55:47,055] 280| Cancel Order #jihai_hfa04_0323 002869
  974. ('cancel', 'jihai_hfa04_0322', '600703', 36820.0)
  975. [2019-05-16 13:55:47,065] 280| Cancel Order #jihai_hfa04_0322 600703
  976. ('cancel', 'jihai_hfa04_0325', '300123', 33700.0)
  977. [2019-05-16 13:55:47,076] 280| Cancel Order #jihai_hfa04_0325 300123
  978. ('cancel', 'jihai_hfa04_0324', '300659', 10632.0)
  979. [2019-05-16 13:55:47,088] 280| Cancel Order #jihai_hfa04_0324 300659
  980. ('cancel', 'jihai_hfa04_0327', '000813', 28188.000000000004)
  981. [2019-05-16 13:55:47,098] 280| Cancel Order #jihai_hfa04_0327 000813
  982. ('cancel', 'jihai_hfa04_0326', '002098', 15713.0)
  983. [2019-05-16 13:55:47,109] 280| Cancel Order #jihai_hfa04_0326 002098
  984. ('cancel', 'jihai_hfa04_0237', '300184', 26832.0)
  985. [2019-05-16 13:55:47,121] 280| Cancel Order #jihai_hfa04_0237 300184
  986. ('cancel', 'jihai_hfa04_0236', '600624', 36366.0)
  987. [2019-05-16 13:55:47,131] 280| Cancel Order #jihai_hfa04_0236 600624
  988. ('cancel', 'jihai_hfa04_0235', '300647', 5732.0)
  989. [2019-05-16 13:55:47,142] 280| Cancel Order #jihai_hfa04_0235 300647
  990. ('cancel', 'jihai_hfa04_0234', '603603', 30492.0)
  991. [2019-05-16 13:55:47,154] 280| Cancel Order #jihai_hfa04_0234 603603
  992. ('cancel', 'jihai_hfa04_0233', '300618', 40914.0)
  993. [2019-05-16 13:55:47,164] 280| Cancel Order #jihai_hfa04_0233 300618
  994. ('cancel', 'jihai_hfa04_0232', '300174', 36699.0)
  995. [2019-05-16 13:55:47,176] 280| Cancel Order #jihai_hfa04_0232 300174
  996. ('cancel', 'jihai_hfa04_0231', '300380', 4158.0)
  997. [2019-05-16 13:55:47,187] 280| Cancel Order #jihai_hfa04_0231 300380
  998. ('cancel', 'jihai_hfa04_0230', '603035', 32581.0)
  999. [2019-05-16 13:55:47,197] 280| Cancel Order #jihai_hfa04_0230 603035
  1000. ('cancel', 'jihai_hfa04_0239', '000850', 8047.000000000001)
  1001. [2019-05-16 13:55:47,209] 280| Cancel Order #jihai_hfa04_0239 000850
  1002. ('cancel', 'jihai_hfa04_0238', '300566', 22168.0)
  1003. [2019-05-16 13:55:47,220] 280| Cancel Order #jihai_hfa04_0238 300566
  1004. ('cancel', 'jihai_hfa04_0316', '000766', 40320.00000000001)
  1005. [2019-05-16 13:55:47,230] 280| Cancel Order #jihai_hfa04_0316 000766
  1006. ('cancel', 'jihai_hfa04_0317', '300526', 28120.0)
  1007. [2019-05-16 13:55:47,242] 280| Cancel Order #jihai_hfa04_0317 300526
  1008. ('cancel', 'jihai_hfa04_0318', '002512', 40527.0)
  1009. [2019-05-16 13:55:47,253] 280| Cancel Order #jihai_hfa04_0318 002512
  1010. ('cancel', 'jihai_hfa04_0319', '300405', 9210.0)
  1011. [2019-05-16 13:55:47,263] 280| Cancel Order #jihai_hfa04_0319 300405
  1012. ('cancel', 'jihai_hfa04_0282', '300638', 36856.0)
  1013. [2019-05-16 13:55:47,275] 280| Cancel Order #jihai_hfa04_0282 300638
  1014. ('cancel', 'jihai_hfa04_0283', '002371', 60111.00000000001)
  1015. [2019-05-16 13:55:47,286] 280| Cancel Order #jihai_hfa04_0283 002371
  1016. ('cancel', 'jihai_hfa04_0280', '603178', 37368.0)
  1017. [2019-05-16 13:55:47,296] 280| Cancel Order #jihai_hfa04_0280 603178
  1018. ('cancel', 'jihai_hfa04_0281', '300508', 3702.0000000000005)
  1019. [2019-05-16 13:55:47,308] 280| Cancel Order #jihai_hfa04_0281 300508
  1020. ('cancel', 'jihai_hfa04_0286', '603232', 7162.0)
  1021. [2019-05-16 13:55:47,319] 280| Cancel Order #jihai_hfa04_0286 603232
  1022. ('cancel', 'jihai_hfa04_0287', '600287', 73530.0)
  1023. [2019-05-16 13:55:47,329] 280| Cancel Order #jihai_hfa04_0287 600287
  1024. ('cancel', 'jihai_hfa04_0284', '603079', 36985.0)
  1025. [2019-05-16 13:55:47,341] 280| Cancel Order #jihai_hfa04_0284 603079
  1026. ('cancel', 'jihai_hfa04_0285', '600557', 4515.0)
  1027. [2019-05-16 13:55:47,351] 280| Cancel Order #jihai_hfa04_0285 600557
  1028. ('cancel', 'jihai_hfa04_0288', '600410', 77840.0)
  1029. [2019-05-16 13:55:47,362] 280| Cancel Order #jihai_hfa04_0288 600410
  1030. ('cancel', 'jihai_hfa04_0289', '002568', 3342.0)
  1031. [2019-05-16 13:55:47,374] 280| Cancel Order #jihai_hfa04_0289 002568
  1032. ('cancel', 'jihai_hfa04_0295', '300099', 36367.0)
  1033. [2019-05-16 13:55:47,384] 280| Cancel Order #jihai_hfa04_0295 300099
  1034. ('cancel', 'jihai_hfa04_0294', '603020', 79294.0)
  1035. [2019-05-16 13:55:47,395] 280| Cancel Order #jihai_hfa04_0294 603020
  1036. ('cancel', 'jihai_hfa04_0297', '002810', 32340.0)
  1037. [2019-05-16 13:55:47,407] 280| Cancel Order #jihai_hfa04_0297 002810
  1038. ('cancel', 'jihai_hfa04_0296', '300317', 33216.0)
  1039. [2019-05-16 13:55:47,417] 280| Cancel Order #jihai_hfa04_0296 300317
  1040. [2019-05-16 13:55:47,428] 280| Cancel Order #jihai_hfa04_0291 603383
  1041. ('cancel', 'jihai_hfa04_0291', '603383', 22656.0)
  1042. ('cancel', 'jihai_hfa04_0290', '000505', 12087.0)
  1043. [2019-05-16 13:55:47,440] 280| Cancel Order #jihai_hfa04_0290 000505
  1044. ('cancel', 'jihai_hfa04_0293', '603028', 23814.0)
  1045. [2019-05-16 13:55:47,450] 280| Cancel Order #jihai_hfa04_0293 603028
  1046. ('cancel', 'jihai_hfa04_0292', '002118', 81543.0)
  1047. [2019-05-16 13:55:47,461] 280| Cancel Order #jihai_hfa04_0292 002118
  1048. ('cancel', 'jihai_hfa04_0299', '600860', 2435.9999999999995)
  1049. [2019-05-16 13:55:47,473] 280| Cancel Order #jihai_hfa04_0299 600860
  1050. ('cancel', 'jihai_hfa04_0298', '002449', 87685.0)
  1051. [2019-05-16 13:55:47,483] 280| Cancel Order #jihai_hfa04_0298 002449
  1052. ('cancel', 'jihai_hfa04_0268', '002606', 32807.0)
  1053. [2019-05-16 13:55:47,494] 280| Cancel Order #jihai_hfa04_0268 002606
  1054. ('cancel', 'jihai_hfa04_0269', '000802', 6102.0)
  1055. [2019-05-16 13:55:47,506] 280| Cancel Order #jihai_hfa04_0269 000802
  1056. ('cancel', 'jihai_hfa04_0260', '002748', 33891.0)
  1057. [2019-05-16 13:55:47,516] 280| Cancel Order #jihai_hfa04_0260 002748
  1058. ('cancel', 'jihai_hfa04_0261', '600179', 39888.0)
  1059. [2019-05-16 13:55:47,528] 280| Cancel Order #jihai_hfa04_0261 600179
  1060. ('cancel', 'jihai_hfa04_0262', '600677', 65376.0)
  1061. [2019-05-16 13:55:47,539] 280| Cancel Order #jihai_hfa04_0262 600677
  1062. ('cancel', 'jihai_hfa04_0263', '603533', 22217.0)
  1063. [2019-05-16 13:55:47,549] 280| Cancel Order #jihai_hfa04_0263 603533
  1064. ('cancel', 'jihai_hfa04_0264', '603508', 63848.0)
  1065. [2019-05-16 13:55:47,561] 280| Cancel Order #jihai_hfa04_0264 603508
  1066. ('cancel', 'jihai_hfa04_0265', '002581', 40863.0)
  1067. [2019-05-16 13:55:47,572] 280| Cancel Order #jihai_hfa04_0265 002581
  1068. ('cancel', 'jihai_hfa04_0266', '600719', 41760.0)
  1069. [2019-05-16 13:55:47,582] 280| Cancel Order #jihai_hfa04_0266 600719
  1070. ('cancel', 'jihai_hfa04_0267', '603990', 21250.0)
  1071. [2019-05-16 13:55:47,594] 280| Cancel Order #jihai_hfa04_0267 603990
  1072. ('cancel', 'jihai_hfa04_0279', '002274', 5228.0)
  1073. [2019-05-16 13:55:47,605] 280| Cancel Order #jihai_hfa04_0279 002274
  1074. ('cancel', 'jihai_hfa04_0278', '600626', 3772.0)
  1075. [2019-05-16 13:55:47,615] 280| Cancel Order #jihai_hfa04_0278 600626
  1076. ('cancel', 'jihai_hfa04_0273', '300374', 8973.0)
  1077. [2019-05-16 13:55:47,627] 280| Cancel Order #jihai_hfa04_0273 300374
  1078. ('cancel', 'jihai_hfa04_0272', '603289', 69906.0)
  1079. [2019-05-16 13:55:47,638] 280| Cancel Order #jihai_hfa04_0272 603289
  1080. ('cancel', 'jihai_hfa04_0271', '002765', 30480.0)
  1081. [2019-05-16 13:55:47,648] 280| Cancel Order #jihai_hfa04_0271 002765
  1082. ('cancel', 'jihai_hfa04_0270', '603679', 4600.0)
  1083. [2019-05-16 13:55:47,660] 280| Cancel Order #jihai_hfa04_0270 603679
  1084. ('cancel', 'jihai_hfa04_0277', '002347', 32146.999999999996)
  1085. [2019-05-16 13:55:47,671] 280| Cancel Order #jihai_hfa04_0277 002347
  1086. ('cancel', 'jihai_hfa04_0276', '600148', 17578.0)
  1087. [2019-05-16 13:55:47,681] 280| Cancel Order #jihai_hfa04_0276 600148
  1088. ('cancel', 'jihai_hfa04_0275', '002806', 63418.0)
  1089. [2019-05-16 13:55:47,693] 280| Cancel Order #jihai_hfa04_0275 002806
  1090. ('cancel', 'jihai_hfa04_0274', '601700', 71196.0)
  1091. [2019-05-16 13:55:47,703] 280| Cancel Order #jihai_hfa04_0274 601700
  1092. ('cancel', 'jihai_hfa04_0310', '002674', 7400.0)
  1093. [2019-05-16 13:55:47,714] 280| Cancel Order #jihai_hfa04_0310 002674
  1094. ('cancel', 'jihai_hfa04_0311', '002702', 4137.0)
  1095. [2019-05-16 13:55:47,726] 280| Cancel Order #jihai_hfa04_0311 002702
  1096. ('cancel', 'jihai_hfa04_0312', '002750', 60865.0)
  1097. [2019-05-16 13:55:47,736] 280| Cancel Order #jihai_hfa04_0312 002750
  1098. ('cancel', 'jihai_hfa04_0313', '600095', 38784.0)
  1099. [2019-05-16 13:55:47,747] 280| Cancel Order #jihai_hfa04_0313 600095
  1100. ('cancel', 'jihai_hfa04_0314', '603396', 47558.0)
  1101. [2019-05-16 13:55:47,759] 280| Cancel Order #jihai_hfa04_0314 603396
  1102. ('cancel', 'jihai_hfa04_0315', '000576', 9910.0)
  1103. [2019-05-16 13:55:47,769] 280| Cancel Order #jihai_hfa04_0315 000576
  1104. ('cancel', 'jihai_hfa04_0248', '002328', 36387.0)
  1105. [2019-05-16 13:55:47,780] 280| Cancel Order #jihai_hfa04_0248 002328
  1106. ('cancel', 'jihai_hfa04_0249', '000913', 3161.9999999999995)
  1107. [2019-05-16 13:55:47,792] 280| Cancel Order #jihai_hfa04_0249 000913
  1108. ('cancel', 'jihai_hfa04_0246', '000732', 36916.0)
  1109. [2019-05-16 13:55:47,802] 280| Cancel Order #jihai_hfa04_0246 000732
  1110. ('cancel', 'jihai_hfa04_0247', '600682', 48996.0)
  1111. [2019-05-16 13:55:47,813] 280| Cancel Order #jihai_hfa04_0247 600682
  1112. ('cancel', 'jihai_hfa04_0244', '601515', 39396.0)
  1113. [2019-05-16 13:55:47,825] 280| Cancel Order #jihai_hfa04_0244 601515
  1114. ('cancel', 'jihai_hfa04_0245', '600222', 77672.0)
  1115. [2019-05-16 13:55:47,835] 280| Cancel Order #jihai_hfa04_0245 600222
  1116. ('cancel', 'jihai_hfa04_0242', '002824', 27148.0)
  1117. [2019-05-16 13:55:47,846] 280| Cancel Order #jihai_hfa04_0242 002824
  1118. ('cancel', 'jihai_hfa04_0243', '300108', 31818.999999999996)
  1119. [2019-05-16 13:55:47,858] 280| Cancel Order #jihai_hfa04_0243 300108
  1120. ('cancel', 'jihai_hfa04_0240', '600518', 80136.0)
  1121. [2019-05-16 13:55:47,868] 280| Cancel Order #jihai_hfa04_0240 600518
  1122. ('cancel', 'jihai_hfa04_0241', '603197', 6630.0)
  1123. [2019-05-16 13:55:47,880] 280| Cancel Order #jihai_hfa04_0241 603197
  1124. **** 13:55:47 batch 0 vwap cycle 0 place order round 3 ****
  1125. [2019-05-16 13:55:48,025] 280| Send Order #jihai_hfa04_0340 002937 sell 59466.0
  1126. *************************** ERROR ERROR ERROR 000713 reach to up limit price! ap1:0.0 av1:0.0 bp1:14.59 bv1:4161700.0 ***************************
  1127. [2019-05-16 13:55:48,029] 280| Send Order #jihai_hfa04_0341 300618 sell 27288.0
  1128. [2019-05-16 13:55:48,030] 280| Send Order #jihai_hfa04_0342 300647 sell 30114.0
  1129. [2019-05-16 13:55:48,032] 280| Send Order #jihai_hfa04_0343 300566 sell 39144.0
  1130. [2019-05-16 13:55:48,033] 280| Send Order #jihai_hfa04_0344 000850 sell 70566.0
  1131. [2019-05-16 13:55:48,038] 280| Send Order #jihai_hfa04_0345 600682 sell 69462.0
  1132. [2019-05-16 13:55:48,039] 280| Send Order #jihai_hfa04_0346 000913 sell 32705.0
  1133. *************************** ERROR ERROR ERROR 600368 reach to up limit price! ap1:0.0 av1:0.0 bp1:5.9 bv1:28127420.0 ***************************
  1134. [2019-05-16 13:55:48,042] 280| Send Order #jihai_hfa04_0347 300740 sell 31763.0
  1135. [2019-05-16 13:55:48,046] 280| Send Order #jihai_hfa04_0348 603533 sell 15390.0
  1136. [2019-05-16 13:55:48,049] 280| Send Order #jihai_hfa04_0349 000802 sell 24432.0
  1137. [2019-05-16 13:55:48,051] 280| Send Order #jihai_hfa04_0350 603679 sell 23090.0
  1138. [2019-05-16 13:55:48,052] 280| Send Order #jihai_hfa04_0351 601700 sell 699.0
  1139. [2019-05-16 13:55:48,053] 280| Send Order #jihai_hfa04_0352 600148 sell 7995.0
  1140. [2019-05-16 13:55:48,055] 280| Send Order #jihai_hfa04_0353 600626 sell 46354.0
  1141. [2019-05-16 13:55:48,200] 280| Send Order #jihai_hfa04_0354 300508 buy 3704.0
  1142. [2019-05-16 13:55:48,203] 280| Send Order #jihai_hfa04_0355 300638 buy 36792.0
  1143. [2019-05-16 13:55:48,204] 280| Send Order #jihai_hfa04_0356 603232 buy 28608.0
  1144. [2019-05-16 13:55:48,207] 280| Send Order #jihai_hfa04_0357 000505 buy 70290.0
  1145. [2019-05-16 13:55:48,209] 280| Send Order #jihai_hfa04_0358 603028 buy 20376.0
  1146. [2019-05-16 13:55:48,213] 280| Send Order #jihai_hfa04_0359 002211 buy 27056.0
  1147. [2019-05-16 13:55:48,216] 280| Send Order #jihai_hfa04_0360 603696 buy 27376.0
  1148. [2019-05-16 13:55:48,217] 280| Send Order #jihai_hfa04_0361 002316 buy 22836.0
  1149. [2019-05-16 13:55:48,219] 280| Send Order #jihai_hfa04_0362 002674 buy 22185.0
  1150. [2019-05-16 13:55:48,220] 280| Send Order #jihai_hfa04_0363 000576 buy 33660.0
  1151. [2019-05-16 13:55:48,226] 280| Send Order #jihai_hfa04_0364 002098 buy 20675.0
  1152. [2019-05-16 13:55:48,226] 280| Send Order #jihai_hfa04_0365 000565 buy 8177.0
  1153. [2019-05-16 13:55:48,229] 280| Send Order #jihai_hfa04_0366 300644 buy 34608.0
  1154. [2019-05-16 13:55:48,230] 280| Send Order #jihai_hfa04_0367 002708 buy 43865.0
  1155. [2019-05-16 13:55:48,233] 280| Send Order #jihai_hfa04_0368 603611 buy 21054.0
  1156. portfolio_name target_amount amount_to_trade up_limit down_limit
  1157. jihai_hfa04 sell -504,941.0 -478,468.0 -222,806.0 0
  1158. jihai_hfa04 buy 491,726.0 421,262.0 0 0
  1159.  
  1160. 可撤列表:
  1161. 20190516 09:21:43 0899186011 0 002210 *ST飞马 已报 1 证券卖出 3.440 56400 14234 0 0 20190516
  1162. (1557986160.895, {'002274': 400, '300220': 200, '603035': 3100, '300380': 300, '002371': 1000, '600557': 300, '603232': 200, '600410': 5600, '002568': 200, '000732': 2200, '603533': 1300, '002118': 7700, '603028': 2100, '300740': 400, '300414': 3200, '603020': 8200, '002606': 5300, '300099': 4100, '600099': 4800, '300317': 4800, '600719': 7200, '002449': 6500, '002765': 4800, '600095': 6400, '300552': 1600, '300014': 200, '603383': 600, '002211': 9700, '002210': 0, '002214': 3100, '603696': 400, '002216': 600, '002674': 500, '002750': 3700, '600860': 300, '002512': 7900, '300405': 500, '300618': 600, '300480': 6300, '603508': 800, '600146': 4700, '600703': 3500, '002290': 0, '300566': 1360, '603197': 1600, '601700': 10200, '002824': 2200, '002347': 6100, '600368': 0, '600682': 3600, '000913': 300, '002034': 1900, '603289': 6100, '000996': 4600, '002748': 3300, '600677': 3200, '601008': 13100, '002581': 5300, '600179': 7200, '300174': 1300, '002937': 700, '300375': 11100, '300374': 900, '002835': 3400, '603611': 200, '002893': 1700, '000596': 600, '603178': 3600, '300508': 100, '300638': 800, '603079': 1300, '603603': 2100, '300184': 4300, '000850': 1300, '600518': 12600, '600287': 8600, '002806': 3700, '601515': 4200, '600222': 15200, '002328': 3900, '000505': 1700, '603990': 500, '300510': 3400, '600587': 1700, '300700': 1000, '002810': 1600, '603679': 100, '300598': 500, '300108': 4700, '300290': 3100, '300353': 5400, '600756': 1800, '603305': 1500, '002316': 1200, '000802': 600, '603329': 1500, '002255': 19400, '603396': 1400, '000576': 1000, '000766': 4500, '300526': 2000, '600530': 10000, '600624': 2900, '600626': 400, '002869': 1400, '300659': 300, '300123': 2000, '002098': 1900, '000813': 2900, '300432': 6500, '600975': 6300, '300539': 3400, '000565': 3200, '000713': 0, '300536': 5000, '002077': 3800, '300644': 100, '300647': 400, '002708': 300, '300234': 600, '002702': 700, '300139': 3400, '600148': 1100, '300333': 6000})
  1163. ('cancel', 'jihai_hfa04_0358', '603028', 20376.0)
  1164. [2019-05-16 13:56:00,915] 280| Cancel Order #jihai_hfa04_0358 603028
  1165. ('cancel', 'jihai_hfa04_0359', '002211', 27056.0)
  1166. [2019-05-16 13:56:00,927] 280| Cancel Order #jihai_hfa04_0359 002211
  1167. ('cancel', 'jihai_hfa04_0354', '300508', 3704.0)
  1168. [2019-05-16 13:56:00,937] 280| Cancel Order #jihai_hfa04_0354 300508
  1169. ('cancel', 'jihai_hfa04_0355', '300638', 36791.99999999999)
  1170. [2019-05-16 13:56:00,948] 280| Cancel Order #jihai_hfa04_0355 300638
  1171. ('cancel', 'jihai_hfa04_0356', '603232', 28608.0)
  1172. [2019-05-16 13:56:00,960] 280| Cancel Order #jihai_hfa04_0356 603232
  1173. ('cancel', 'jihai_hfa04_0357', '000505', 70290.0)
  1174. [2019-05-16 13:56:00,970] 280| Cancel Order #jihai_hfa04_0357 000505
  1175. ('cancel', 'jihai_hfa04_0350', '603679', 23090.0)
  1176. [2019-05-16 13:56:00,982] 280| Cancel Order #jihai_hfa04_0350 603679
  1177. ('cancel', 'jihai_hfa04_0351', '601700', 699.0)
  1178. [2019-05-16 13:56:00,993] 280| Cancel Order #jihai_hfa04_0351 601700
  1179. ('cancel', 'jihai_hfa04_0352', '600148', 7995.0)
  1180. [2019-05-16 13:56:01,003] 280| Cancel Order #jihai_hfa04_0352 600148
  1181. ('cancel', 'jihai_hfa04_0353', '600626', 46354.00000000001)
  1182. [2019-05-16 13:56:01,015] 280| Cancel Order #jihai_hfa04_0353 600626
  1183. ('cancel', 'jihai_hfa04_0349', '000802', 24432.0)
  1184. [2019-05-16 13:56:01,026] 280| Cancel Order #jihai_hfa04_0349 000802
  1185. ('cancel', 'jihai_hfa04_0348', '603533', 15390.000000000002)
  1186. [2019-05-16 13:56:01,036] 280| Cancel Order #jihai_hfa04_0348 603533
  1187. ('cancel', 'jihai_hfa04_0347', '300740', 31763.0)
  1188. [2019-05-16 13:56:01,048] 280| Cancel Order #jihai_hfa04_0347 300740
  1189. ('cancel', 'jihai_hfa04_0346', '000913', 32705.000000000004)
  1190. [2019-05-16 13:56:01,059] 280| Cancel Order #jihai_hfa04_0346 000913
  1191. ('cancel', 'jihai_hfa04_0345', '600682', 69462.0)
  1192. [2019-05-16 13:56:01,069] 280| Cancel Order #jihai_hfa04_0345 600682
  1193. ('cancel', 'jihai_hfa04_0344', '000850', 70566.0)
  1194. [2019-05-16 13:56:01,081] 280| Cancel Order #jihai_hfa04_0344 000850
  1195. ('cancel', 'jihai_hfa04_0343', '300566', 39144.0)
  1196. [2019-05-16 13:56:01,092] 280| Cancel Order #jihai_hfa04_0343 300566
  1197. ('cancel', 'jihai_hfa04_0342', '300647', 30114.0)
  1198. [2019-05-16 13:56:01,102] 280| Cancel Order #jihai_hfa04_0342 300647
  1199. ('cancel', 'jihai_hfa04_0341', '300618', 27288.0)
  1200. [2019-05-16 13:56:01,114] 280| Cancel Order #jihai_hfa04_0341 300618
  1201. ('cancel', 'jihai_hfa04_0340', '002937', 59466.0)
  1202. [2019-05-16 13:56:01,125] 280| Cancel Order #jihai_hfa04_0340 002937
  1203. ('cancel', 'jihai_hfa04_0365', '000565', 8177.0)
  1204. [2019-05-16 13:56:01,135] 280| Cancel Order #jihai_hfa04_0365 000565
  1205. ('cancel', 'jihai_hfa04_0364', '002098', 20675.0)
  1206. [2019-05-16 13:56:01,147] 280| Cancel Order #jihai_hfa04_0364 002098
  1207. ('cancel', 'jihai_hfa04_0367', '002708', 43865.0)
  1208. [2019-05-16 13:56:01,157] 280| Cancel Order #jihai_hfa04_0367 002708
  1209. ('cancel', 'jihai_hfa04_0366', '300644', 34608.0)
  1210. [2019-05-16 13:56:01,168] 280| Cancel Order #jihai_hfa04_0366 300644
  1211. ('cancel', 'jihai_hfa04_0361', '002316', 22835.999999999996)
  1212. [2019-05-16 13:56:01,180] 280| Cancel Order #jihai_hfa04_0361 002316
  1213. ('cancel', 'jihai_hfa04_0360', '603696', 27376.0)
  1214. [2019-05-16 13:56:01,190] 280| Cancel Order #jihai_hfa04_0360 603696
  1215. ('cancel', 'jihai_hfa04_0363', '000576', 33660.0)
  1216. [2019-05-16 13:56:01,201] 280| Cancel Order #jihai_hfa04_0363 000576
  1217. ('cancel', 'jihai_hfa04_0362', '002674', 22185.0)
  1218. [2019-05-16 13:56:01,213] 280| Cancel Order #jihai_hfa04_0362 002674
  1219. ('cancel', 'jihai_hfa04_0368', '603611', 21054.0)
  1220. [2019-05-16 13:56:01,223] 280| Cancel Order #jihai_hfa04_0368 603611
  1221. ********VWAPVWAPVWAPVWAP 13:56:07 batch 0 get cycle index: 1, end time: 13:57:01 VWAPVWAPVWAPVWAP********
  1222. **** 13:56:07 batch 0 vwap cycle 1 place order round 0 ****
  1223. [2019-05-16 13:56:07,693] 280| Send Order #jihai_hfa04_0369 002937 sell 117260.0
  1224. [2019-05-16 13:56:07,694] 280| Send Order #jihai_hfa04_0370 000996 sell 67298.0
  1225. *************************** ERROR ERROR ERROR 000713 reach to up limit price! ap1:0.0 av1:0.0 bp1:14.59 bv1:4164400.0 ***************************
  1226. [2019-05-16 13:56:07,696] 280| Send Order #jihai_hfa04_0371 002893 sell 33456.0
  1227. [2019-05-16 13:56:07,696] 280| Send Order #jihai_hfa04_0372 000596 sell 36192.0
  1228. [2019-05-16 13:56:07,697] 280| Send Order #jihai_hfa04_0373 002255 sell 51336.0
  1229. [2019-05-16 13:56:07,700] 280| Send Order #jihai_hfa04_0374 603035 sell 32612.0
  1230. [2019-05-16 13:56:07,700] 280| Send Order #jihai_hfa04_0375 300380 sell 6237.0
  1231. [2019-05-16 13:56:07,701] 280| Send Order #jihai_hfa04_0376 300174 sell 28250.0
  1232. [2019-05-16 13:56:07,703] 280| Send Order #jihai_hfa04_0377 300700 sell 19116.0
  1233. [2019-05-16 13:56:07,703] 280| Send Order #jihai_hfa04_0378 300618 sell 95494.0
  1234. [2019-05-16 13:56:07,706] 280| Send Order #jihai_hfa04_0379 603603 sell 29060.0
  1235. [2019-05-16 13:56:07,707] 280| Send Order #jihai_hfa04_0380 300647 sell 60186.0
  1236. [2019-05-16 13:56:07,709] 280| Send Order #jihai_hfa04_0381 600624 sell 32630.0
  1237. [2019-05-16 13:56:07,710] 280| Send Order #jihai_hfa04_0382 300184 sell 36875.0
  1238. [2019-05-16 13:56:07,710] 280| Send Order #jihai_hfa04_0383 300566 sell 110976.0
  1239. [2019-05-16 13:56:07,711] 280| Send Order #jihai_hfa04_0384 000850 sell 132466.0
  1240. [2019-05-16 13:56:07,713] 280| Send Order #jihai_hfa04_0385 600518 sell 61886.0
  1241. [2019-05-16 13:56:07,714] 280| Send Order #jihai_hfa04_0386 603197 sell 30940.0
  1242. [2019-05-16 13:56:07,716] 280| Send Order #jihai_hfa04_0387 002824 sell 32136.0
  1243. [2019-05-16 13:56:07,717] 280| Send Order #jihai_hfa04_0388 300108 sell 23052.0
  1244. [2019-05-16 13:56:07,719] 280| Send Order #jihai_hfa04_0389 601515 sell 25380.0
  1245. *************************** ERROR ERROR ERROR 600368 reach to up limit price! ap1:0.0 av1:0.0 bp1:5.9 bv1:28069640.0 ***************************
  1246. [2019-05-16 13:56:07,720] 280| Send Order #jihai_hfa04_0390 600222 sell 54784.0
  1247. [2019-05-16 13:56:07,721] 280| Send Order #jihai_hfa04_0391 000732 sell 28543.0
  1248. [2019-05-16 13:56:07,723] 280| Send Order #jihai_hfa04_0392 600682 sell 149490.0
  1249. [2019-05-16 13:56:07,724] 280| Send Order #jihai_hfa04_0393 002328 sell 27057.0
  1250. [2019-05-16 13:56:07,726] 280| Send Order #jihai_hfa04_0394 000913 sell 64355.0
  1251. [2019-05-16 13:56:07,726] 280| Send Order #jihai_hfa04_0395 600099 sell 27650.0
  1252. [2019-05-16 13:56:07,727] 280| Send Order #jihai_hfa04_0396 300510 sell 30240.0
  1253. [2019-05-16 13:56:07,730] 280| Send Order #jihai_hfa04_0397 300432 sell 70389.0
  1254. [2019-05-16 13:56:07,732] 280| Send Order #jihai_hfa04_0398 600975 sell 54418.0
  1255. [2019-05-16 13:56:07,733] 280| Send Order #jihai_hfa04_0399 300539 sell 13000.0
  1256. [2019-05-16 13:56:07,734] 280| Send Order #jihai_hfa04_0400 300740 sell 71812.0
  1257. [2019-05-16 13:56:07,736] 280| Send Order #jihai_hfa04_0401 600587 sell 38460.0
  1258. [2019-05-16 13:56:07,736] 280| Send Order #jihai_hfa04_0402 300414 sell 2109.0
  1259. [2019-05-16 13:56:07,737] 280| Send Order #jihai_hfa04_0403 600530 sell 62370.0
  1260. [2019-05-16 13:56:07,739] 280| Send Order #jihai_hfa04_0404 002034 sell 19404.0
  1261. [2019-05-16 13:56:07,740] 280| Send Order #jihai_hfa04_0405 002748 sell 31868.0
  1262. [2019-05-16 13:56:07,742] 280| Send Order #jihai_hfa04_0406 600179 sell 25020.0
  1263. [2019-05-16 13:56:07,743] 280| Send Order #jihai_hfa04_0407 600677 sell 69666.0
  1264. [2019-05-16 13:56:07,743] 280| Send Order #jihai_hfa04_0408 603533 sell 44460.0
  1265. [2019-05-16 13:56:07,744] 280| Send Order #jihai_hfa04_0409 603508 sell 55965.0
  1266. [2019-05-16 13:56:07,746] 280| Send Order #jihai_hfa04_0410 002581 sell 25476.0
  1267. [2019-05-16 13:56:07,747] 280| Send Order #jihai_hfa04_0411 600719 sell 23240.0
  1268. [2019-05-16 13:56:07,749] 280| Send Order #jihai_hfa04_0412 603990 sell 21290.0
  1269. [2019-05-16 13:56:07,750] 280| Send Order #jihai_hfa04_0413 002606 sell 32860.0
  1270. [2019-05-16 13:56:07,750] 280| Send Order #jihai_hfa04_0414 000802 sell 59044.0
  1271. [2019-05-16 13:56:07,752] 280| Send Order #jihai_hfa04_0415 603679 sell 46180.0
  1272. [2019-05-16 13:56:07,753] 280| Send Order #jihai_hfa04_0416 002765 sell 31800.0
  1273. [2019-05-16 13:56:07,755] 280| Send Order #jihai_hfa04_0417 603289 sell 60844.0
  1274. [2019-05-16 13:56:07,756] 280| Send Order #jihai_hfa04_0418 300374 sell 12974.0
  1275. [2019-05-16 13:56:07,756] 280| Send Order #jihai_hfa04_0419 601700 sell 65007.0
  1276. [2019-05-16 13:56:07,759] 280| Send Order #jihai_hfa04_0420 002806 sell 54880.0
  1277. [2019-05-16 13:56:07,759] 280| Send Order #jihai_hfa04_0421 600148 sell 25600.0
  1278. [2019-05-16 13:56:07,760] 280| Send Order #jihai_hfa04_0422 002347 sell 32736.0
  1279. [2019-05-16 13:56:07,762] 280| Send Order #jihai_hfa04_0423 600626 sell 68766.0
  1280. [2019-05-16 13:56:07,763] 280| Send Order #jihai_hfa04_0424 603305 sell 29952.0
  1281. [2019-05-16 13:56:09,907] 280| Send Order #jihai_hfa04_0425 002274 buy 3927.0
  1282. [2019-05-16 13:56:09,907] 280| Send Order #jihai_hfa04_0426 300220 buy 3128.0
  1283. [2019-05-16 13:56:09,908] 280| Send Order #jihai_hfa04_0427 603178 buy 33152.0
  1284. [2019-05-16 13:56:09,911] 280| Send Order #jihai_hfa04_0428 300508 buy 7408.0
  1285. [2019-05-16 13:56:09,911] 280| Send Order #jihai_hfa04_0429 300638 buy 105731.0
  1286. [2019-05-16 13:56:09,911] 280| Send Order #jihai_hfa04_0430 002371 buy 80160.0
  1287. [2019-05-16 13:56:09,914] 280| Send Order #jihai_hfa04_0431 603079 buy 34152.0
  1288. [2019-05-16 13:56:09,914] 280| Send Order #jihai_hfa04_0432 600557 buy 1503.0
  1289. [2019-05-16 13:56:09,915] 280| Send Order #jihai_hfa04_0433 603232 buy 64368.0
  1290. [2019-05-16 13:56:09,917] 280| Send Order #jihai_hfa04_0434 600287 buy 77040.0
  1291. [2019-05-16 13:56:09,917] 280| Send Order #jihai_hfa04_0435 600410 buy 63894.0
  1292. [2019-05-16 13:56:09,920] 280| Send Order #jihai_hfa04_0436 002568 buy 3342.0
  1293. [2019-05-16 13:56:09,921] 280| Send Order #jihai_hfa04_0437 000505 buy 130456.0
  1294. [2019-05-16 13:56:09,921] 280| Send Order #jihai_hfa04_0438 603383 buy 7553.0
  1295. [2019-05-16 13:56:09,923] 280| Send Order #jihai_hfa04_0439 002118 buy 60306.0
  1296. [2019-05-16 13:56:09,924] 280| Send Order #jihai_hfa04_0440 603028 buy 50940.0
  1297. [2019-05-16 13:56:09,924] 280| Send Order #jihai_hfa04_0441 603020 buy 61824.0
  1298. [2019-05-16 13:56:09,927] 280| Send Order #jihai_hfa04_0442 300099 buy 35440.0
  1299. [2019-05-16 13:56:09,927] 280| Send Order #jihai_hfa04_0443 300317 buy 38752.0
  1300. [2019-05-16 13:56:09,928] 280| Send Order #jihai_hfa04_0444 002810 buy 8082.0
  1301. [2019-05-16 13:56:09,930] 280| Send Order #jihai_hfa04_0445 002449 buy 56616.0
  1302. [2019-05-16 13:56:09,931] 280| Send Order #jihai_hfa04_0446 600860 buy 811.0
  1303. [2019-05-16 13:56:09,933] 280| Send Order #jihai_hfa04_0447 300552 buy 21744.0
  1304. [2019-05-16 13:56:09,934] 280| Send Order #jihai_hfa04_0448 300598 buy 2656.0
  1305. [2019-05-16 13:56:09,934] 280| Send Order #jihai_hfa04_0449 300290 buy 37842.0
  1306. [2019-05-16 13:56:09,936] 280| Send Order #jihai_hfa04_0450 300353 buy 61951.0
  1307. [2019-05-16 13:56:09,937] 280| Send Order #jihai_hfa04_0451 600756 buy 31640.0
  1308. [2019-05-16 13:56:09,938] 280| Send Order #jihai_hfa04_0452 002211 buy 83421.0
  1309. [2019-05-16 13:56:09,940] 280| Send Order #jihai_hfa04_0453 002214 buy 42504.0
  1310. [2019-05-16 13:56:09,940] 280| Send Order #jihai_hfa04_0454 603696 buy 66807.0
  1311. [2019-05-16 13:56:09,941] 280| Send Order #jihai_hfa04_0455 002216 buy 2823.0
  1312. [2019-05-16 13:56:09,943] 280| Send Order #jihai_hfa04_0456 002316 buy 57960.0
  1313. [2019-05-16 13:56:09,944] 280| Send Order #jihai_hfa04_0457 002674 buy 63554.0
  1314. [2019-05-16 13:56:09,946] 280| Send Order #jihai_hfa04_0458 002702 buy 3540.0
  1315. [2019-05-16 13:56:09,947] 280| Send Order #jihai_hfa04_0459 002750 buy 82200.0
  1316. [2019-05-16 13:56:09,947] 280| Send Order #jihai_hfa04_0460 600095 buy 32778.0
  1317. [2019-05-16 13:56:09,948] 280| Send Order #jihai_hfa04_0461 603396 buy 23779.0
  1318. [2019-05-16 13:56:09,950] 280| Send Order #jihai_hfa04_0462 000576 buy 62496.0
  1319. [2019-05-16 13:56:09,950] 280| Send Order #jihai_hfa04_0463 000766 buy 31325.0
  1320. [2019-05-16 13:56:09,953] 280| Send Order #jihai_hfa04_0464 300526 buy 43493.0
  1321. [2019-05-16 13:56:09,953] 280| Send Order #jihai_hfa04_0465 002512 buy 32193.0
  1322. [2019-05-16 13:56:09,954] 280| Send Order #jihai_hfa04_0466 300405 buy 3686.0
  1323. [2019-05-16 13:56:09,956] 280| Send Order #jihai_hfa04_0467 300480 buy 65031.0
  1324. [2019-05-16 13:56:09,957] 280| Send Order #jihai_hfa04_0468 600146 buy 73746.0
  1325. [2019-05-16 13:56:09,959] 280| Send Order #jihai_hfa04_0469 600703 buy 33632.0
  1326. [2019-05-16 13:56:09,960] 280| Send Order #jihai_hfa04_0470 002869 buy 104837.0
  1327. [2019-05-16 13:56:09,960] 280| Send Order #jihai_hfa04_0471 300659 buy 3543.0
  1328. [2019-05-16 13:56:09,963] 280| Send Order #jihai_hfa04_0472 300123 buy 38617.0
  1329. [2019-05-16 13:56:09,963] 280| Send Order #jihai_hfa04_0473 002098 buy 56236.0
  1330. [2019-05-16 13:56:09,964] 280| Send Order #jihai_hfa04_0474 000813 buy 43785.0
  1331. [2019-05-16 13:56:09,966] 280| Send Order #jihai_hfa04_0475 000565 buy 51578.0
  1332. [2019-05-16 13:56:09,967] 280| Send Order #jihai_hfa04_0476 300536 buy 52635.0
  1333. [2019-05-16 13:56:09,967] 280| Send Order #jihai_hfa04_0477 002077 buy 37392.0
  1334. [2019-05-16 13:56:09,970] 280| Send Order #jihai_hfa04_0478 300644 buy 69216.0
  1335. [2019-05-16 13:56:09,970] 280| Send Order #jihai_hfa04_0479 601008 buy 77792.0
  1336. [2019-05-16 13:56:09,971] 280| Send Order #jihai_hfa04_0480 002708 buy 70750.0
  1337. [2019-05-16 13:56:09,973] 280| Send Order #jihai_hfa04_0481 300234 buy 4984.0
  1338. [2019-05-16 13:56:09,973] 280| Send Order #jihai_hfa04_0482 603329 buy 39653.0
  1339. [2019-05-16 13:56:09,976] 280| Send Order #jihai_hfa04_0483 300375 buy 86240.0
  1340. [2019-05-16 13:56:09,976] 280| Send Order #jihai_hfa04_0484 300139 buy 30025.0
  1341. [2019-05-16 13:56:09,977] 280| Send Order #jihai_hfa04_0485 002835 buy 35632.0
  1342. [2019-05-16 13:56:09,979] 280| Send Order #jihai_hfa04_0486 603611 buy 65178.0
  1343. portfolio_name target_amount amount_to_trade up_limit down_limit
  1344. [2019-05-16 13:56:09,980] 280| Send Order #jihai_hfa04_0487 300333 buy 88172.0
  1345. jihai_hfa04 sell -2,746,848.0 -2,594,547.0 -353,567.0 0
  1346. jihai_hfa04 buy 2,968,533.0 2,845,651.0 0 0
  1347.  
  1348. 可撤列表:
  1349. 20190516 09:21:43 0899186011 0 002210 *ST飞马 已报 1 证券卖出 3.440 56400 14234 0 0 20190516
  1350. (1557986181.484, {'002274': 400, '300220': 300, '603035': 3100, '300380': 600, '002371': 2200, '600557': 300, '603232': 200, '600410': 5600, '002568': 200, '000732': 2200, '603533': 1300, '002118': 7700, '603028': 2100, '300740': 400, '300414': 3300, '603020': 8200, '002606': 5300, '300099': 4100, '600099': 4800, '300317': 4800, '600719': 7200, '002449': 6500, '002765': 4800, '600095': 6400, '300552': 2500, '300014': 200, '603383': 700, '002211': 9700, '002210': 0, '002214': 3100, '603696': 400, '002216': 600, '002674': 500, '002750': 3700, '600860': 300, '002512': 7900, '300405': 500, '300618': 600, '300480': 6300, '603508': 1500, '600146': 4700, '600703': 3500, '002290': 0, '300566': 1360, '603197': 3000, '601700': 10200, '002824': 2200, '002347': 6100, '600368': 0, '600682': 3600, '000913': 300, '002034': 1900, '603289': 6100, '000996': 4600, '002748': 3300, '600677': 6600, '601008': 13100, '002581': 5300, '600179': 7200, '300174': 1300, '002937': 700, '300375': 11100, '300374': 900, '002835': 3400, '603611': 200, '002893': 1700, '000596': 900, '603178': 3600, '300508': 100, '300638': 3100, '603079': 1300, '603603': 2100, '300184': 4300, '000850': 1300, '600518': 12600, '600287': 8600, '002806': 3700, '601515': 4200, '600222': 15200, '002328': 3900, '000505': 1700, '603990': 500, '300510': 3400, '600587': 1700, '300700': 1000, '002810': 1900, '603679': 100, '300598': 600, '300108': 4700, '300290': 3100, '300353': 5400, '600756': 3200, '603305': 2700, '002316': 1200, '000802': 600, '603329': 3400, '002255': 19400, '603396': 2100, '000576': 1000, '000766': 4500, '300526': 2000, '600530': 10000, '600624': 2900, '600626': 400, '002869': 1400, '300659': 300, '300123': 2000, '002098': 1900, '000813': 2900, '300432': 6500, '600975': 6300, '300539': 3400, '000565': 3200, '000713': 0, '300536': 5000, '002077': 3800, '300644': 100, '300647': 400, '002708': 300, '300234': 600, '002702': 700, '300139': 3400, '600148': 1100, '300333': 6000})
  1351. ('cancel', 'jihai_hfa04_0422', '002347', 32736.0)
  1352. [2019-05-16 13:56:21,515] 280| Cancel Order #jihai_hfa04_0422 002347
  1353. ('cancel', 'jihai_hfa04_0423', '600626', 68766.0)
  1354. [2019-05-16 13:56:21,526] 280| Cancel Order #jihai_hfa04_0423 600626
  1355. ('cancel', 'jihai_hfa04_0389', '601515', 25380.0)
  1356. [2019-05-16 13:56:21,536] 280| Cancel Order #jihai_hfa04_0389 601515
  1357. ('cancel', 'jihai_hfa04_0388', '300108', 23052.0)
  1358. [2019-05-16 13:56:21,548] 280| Cancel Order #jihai_hfa04_0388 300108
  1359. ('cancel', 'jihai_hfa04_0426', '300220', 3128.0)
  1360. [2019-05-16 13:56:21,559] 280| Cancel Order #jihai_hfa04_0426 300220
  1361. ('cancel', 'jihai_hfa04_0427', '603178', 33152.0)
  1362. [2019-05-16 13:56:21,569] 280| Cancel Order #jihai_hfa04_0427 603178
  1363. ('cancel', 'jihai_hfa04_0424', '603305', 29952.0)
  1364. [2019-05-16 13:56:21,581] 280| Cancel Order #jihai_hfa04_0424 603305
  1365. ('cancel', 'jihai_hfa04_0425', '002274', 3927.0)
  1366. [2019-05-16 13:56:21,592] 280| Cancel Order #jihai_hfa04_0425 002274
  1367. ('cancel', 'jihai_hfa04_0383', '300566', 110976.0)
  1368. [2019-05-16 13:56:21,602] 280| Cancel Order #jihai_hfa04_0383 300566
  1369. ('cancel', 'jihai_hfa04_0382', '300184', 36875.0)
  1370. [2019-05-16 13:56:21,614] 280| Cancel Order #jihai_hfa04_0382 300184
  1371. ('cancel', 'jihai_hfa04_0381', '600624', 32630.000000000004)
  1372. [2019-05-16 13:56:21,625] 280| Cancel Order #jihai_hfa04_0381 600624
  1373. ('cancel', 'jihai_hfa04_0380', '300647', 60186.0)
  1374. [2019-05-16 13:56:21,635] 280| Cancel Order #jihai_hfa04_0380 300647
  1375. ('cancel', 'jihai_hfa04_0387', '002824', 32136.0)
  1376. [2019-05-16 13:56:21,647] 280| Cancel Order #jihai_hfa04_0387 002824
  1377. ('cancel', 'jihai_hfa04_0386', '603197', 30940.000000000004)
  1378. [2019-05-16 13:56:21,657] 280| Cancel Order #jihai_hfa04_0386 603197
  1379. ('cancel', 'jihai_hfa04_0385', '600518', 61886.0)
  1380. [2019-05-16 13:56:21,668] 280| Cancel Order #jihai_hfa04_0385 600518
  1381. ('cancel', 'jihai_hfa04_0384', '000850', 132466.0)
  1382. [2019-05-16 13:56:21,680] 280| Cancel Order #jihai_hfa04_0384 000850
  1383. ('cancel', 'jihai_hfa04_0435', '600410', 63894.0)
  1384. [2019-05-16 13:56:21,690] 280| Cancel Order #jihai_hfa04_0435 600410
  1385. ('cancel', 'jihai_hfa04_0434', '600287', 77040.0)
  1386. [2019-05-16 13:56:21,701] 280| Cancel Order #jihai_hfa04_0434 600287
  1387. ('cancel', 'jihai_hfa04_0437', '000505', 130456.0)
  1388. [2019-05-16 13:56:21,713] 280| Cancel Order #jihai_hfa04_0437 000505
  1389. ('cancel', 'jihai_hfa04_0436', '002568', 3342.0)
  1390. [2019-05-16 13:56:21,723] 280| Cancel Order #jihai_hfa04_0436 002568
  1391. ('cancel', 'jihai_hfa04_0431', '603079', 34152.0)
  1392. [2019-05-16 13:56:21,734] 280| Cancel Order #jihai_hfa04_0431 603079
  1393. ('cancel', 'jihai_hfa04_0430', '002371', 80160.0)
  1394. [2019-05-16 13:56:21,746] 280| Cancel Order #jihai_hfa04_0430 002371
  1395. ('cancel', 'jihai_hfa04_0433', '603232', 64368.0)
  1396. [2019-05-16 13:56:21,756] 280| Cancel Order #jihai_hfa04_0433 603232
  1397. ('cancel', 'jihai_hfa04_0432', '600557', 1503.0)
  1398. [2019-05-16 13:56:21,767] 280| Cancel Order #jihai_hfa04_0432 600557
  1399. ('cancel', 'jihai_hfa04_0439', '002118', 60306.0)
  1400. [2019-05-16 13:56:21,779] 280| Cancel Order #jihai_hfa04_0439 002118
  1401. ('cancel', 'jihai_hfa04_0438', '603383', 7553.0)
  1402. [2019-05-16 13:56:21,789] 280| Cancel Order #jihai_hfa04_0438 603383
  1403. ('cancel', 'jihai_hfa04_0420', '002806', 54879.99999999999)
  1404. [2019-05-16 13:56:21,801] 280| Cancel Order #jihai_hfa04_0420 002806
  1405. ('cancel', 'jihai_hfa04_0421', '600148', 25600.0)
  1406. [2019-05-16 13:56:21,812] 280| Cancel Order #jihai_hfa04_0421 600148
  1407. ('cancel', 'jihai_hfa04_0440', '603028', 50940.0)
  1408. [2019-05-16 13:56:21,822] 280| Cancel Order #jihai_hfa04_0440 603028
  1409. ('cancel', 'jihai_hfa04_0441', '603020', 61824.0)
  1410. [2019-05-16 13:56:21,834] 280| Cancel Order #jihai_hfa04_0441 603020
  1411. ('cancel', 'jihai_hfa04_0442', '300099', 35440.0)
  1412. [2019-05-16 13:56:21,845] 280| Cancel Order #jihai_hfa04_0442 300099
  1413. ('cancel', 'jihai_hfa04_0443', '300317', 38752.0)
  1414. [2019-05-16 13:56:21,855] 280| Cancel Order #jihai_hfa04_0443 300317
  1415. ('cancel', 'jihai_hfa04_0444', '002810', 8082.0)
  1416. [2019-05-16 13:56:21,867] 280| Cancel Order #jihai_hfa04_0444 002810
  1417. ('cancel', 'jihai_hfa04_0445', '002449', 56616.0)
  1418. [2019-05-16 13:56:21,878] 280| Cancel Order #jihai_hfa04_0445 002449
  1419. ('cancel', 'jihai_hfa04_0446', '600860', 811.0)
  1420. [2019-05-16 13:56:21,888] 280| Cancel Order #jihai_hfa04_0446 600860
  1421. ('cancel', 'jihai_hfa04_0447', '300552', 21744.0)
  1422. [2019-05-16 13:56:21,900] 280| Cancel Order #jihai_hfa04_0447 300552
  1423. ('cancel', 'jihai_hfa04_0448', '300598', 2656.0)
  1424. [2019-05-16 13:56:21,911] 280| Cancel Order #jihai_hfa04_0448 300598
  1425. ('cancel', 'jihai_hfa04_0449', '300290', 37842.0)
  1426. [2019-05-16 13:56:21,921] 280| Cancel Order #jihai_hfa04_0449 300290
  1427. ('cancel', 'jihai_hfa04_0428', '300508', 7408.0)
  1428. [2019-05-16 13:56:21,933] 280| Cancel Order #jihai_hfa04_0428 300508
  1429. ('cancel', 'jihai_hfa04_0429', '300638', 105731.0)
  1430. [2019-05-16 13:56:21,944] 280| Cancel Order #jihai_hfa04_0429 300638
  1431. ('cancel', 'jihai_hfa04_0453', '002214', 42504.0)
  1432. [2019-05-16 13:56:21,954] 280| Cancel Order #jihai_hfa04_0453 002214
  1433. ('cancel', 'jihai_hfa04_0452', '002211', 83421.0)
  1434. [2019-05-16 13:56:21,966] 280| Cancel Order #jihai_hfa04_0452 002211
  1435. ('cancel', 'jihai_hfa04_0451', '600756', 31640.000000000004)
  1436. [2019-05-16 13:56:21,976] 280| Cancel Order #jihai_hfa04_0451 600756
  1437. ('cancel', 'jihai_hfa04_0450', '300353', 61951.0)
  1438. [2019-05-16 13:56:21,987] 280| Cancel Order #jihai_hfa04_0450 300353
  1439. ('cancel', 'jihai_hfa04_0457', '002674', 63554.0)
  1440. [2019-05-16 13:56:21,999] 280| Cancel Order #jihai_hfa04_0457 002674
  1441. ('cancel', 'jihai_hfa04_0456', '002316', 57960.0)
  1442. [2019-05-16 13:56:22,009] 280| Cancel Order #jihai_hfa04_0456 002316
  1443. ('cancel', 'jihai_hfa04_0455', '002216', 2823.0)
  1444. [2019-05-16 13:56:22,020] 280| Cancel Order #jihai_hfa04_0455 002216
  1445. ('cancel', 'jihai_hfa04_0454', '603696', 66807.0)
  1446. [2019-05-16 13:56:22,032] 280| Cancel Order #jihai_hfa04_0454 603696
  1447. ('cancel', 'jihai_hfa04_0459', '002750', 82200.0)
  1448. [2019-05-16 13:56:22,042] 280| Cancel Order #jihai_hfa04_0459 002750
  1449. ('cancel', 'jihai_hfa04_0458', '002702', 3540.0)
  1450. [2019-05-16 13:56:22,053] 280| Cancel Order #jihai_hfa04_0458 002702
  1451. ('cancel', 'jihai_hfa04_0466', '300405', 3686.0000000000005)
  1452. [2019-05-16 13:56:22,065] 280| Cancel Order #jihai_hfa04_0466 300405
  1453. ('cancel', 'jihai_hfa04_0467', '300480', 65031.0)
  1454. [2019-05-16 13:56:22,075] 280| Cancel Order #jihai_hfa04_0467 300480
  1455. ('cancel', 'jihai_hfa04_0464', '300526', 43493.0)
  1456. [2019-05-16 13:56:22,086] 280| Cancel Order #jihai_hfa04_0464 300526
  1457. ('cancel', 'jihai_hfa04_0465', '002512', 32193.000000000004)
  1458. [2019-05-16 13:56:22,098] 280| Cancel Order #jihai_hfa04_0465 002512
  1459. ('cancel', 'jihai_hfa04_0462', '000576', 62496.0)
  1460. [2019-05-16 13:56:22,108] 280| Cancel Order #jihai_hfa04_0462 000576
  1461. ('cancel', 'jihai_hfa04_0463', '000766', 31324.999999999996)
  1462. [2019-05-16 13:56:22,119] 280| Cancel Order #jihai_hfa04_0463 000766
  1463. ('cancel', 'jihai_hfa04_0460', '600095', 32778.0)
  1464. [2019-05-16 13:56:22,131] 280| Cancel Order #jihai_hfa04_0460 600095
  1465. ('cancel', 'jihai_hfa04_0461', '603396', 23779.0)
  1466. [2019-05-16 13:56:22,141] 280| Cancel Order #jihai_hfa04_0461 603396
  1467. ('cancel', 'jihai_hfa04_0468', '600146', 73746.0)
  1468. [2019-05-16 13:56:22,153] 280| Cancel Order #jihai_hfa04_0468 600146
  1469. ('cancel', 'jihai_hfa04_0469', '600703', 33632.0)
  1470. [2019-05-16 13:56:22,164] 280| Cancel Order #jihai_hfa04_0469 600703
  1471. ('cancel', 'jihai_hfa04_0479', '601008', 77792.0)
  1472. [2019-05-16 13:56:22,174] 280| Cancel Order #jihai_hfa04_0479 601008
  1473. ('cancel', 'jihai_hfa04_0478', '300644', 69216.0)
  1474. [2019-05-16 13:56:22,186] 280| Cancel Order #jihai_hfa04_0478 300644
  1475. ('cancel', 'jihai_hfa04_0471', '300659', 3543.0)
  1476. [2019-05-16 13:56:22,197] 280| Cancel Order #jihai_hfa04_0471 300659
  1477. ('cancel', 'jihai_hfa04_0470', '002869', 104837.0)
  1478. [2019-05-16 13:56:22,207] 280| Cancel Order #jihai_hfa04_0470 002869
  1479. ('cancel', 'jihai_hfa04_0473', '002098', 56236.0)
  1480. [2019-05-16 13:56:22,219] 280| Cancel Order #jihai_hfa04_0473 002098
  1481. ('cancel', 'jihai_hfa04_0472', '300123', 38617.0)
  1482. [2019-05-16 13:56:22,230] 280| Cancel Order #jihai_hfa04_0472 300123
  1483. ('cancel', 'jihai_hfa04_0475', '000565', 51578.0)
  1484. [2019-05-16 13:56:22,240] 280| Cancel Order #jihai_hfa04_0475 000565
  1485. ('cancel', 'jihai_hfa04_0474', '000813', 43785.0)
  1486. [2019-05-16 13:56:22,252] 280| Cancel Order #jihai_hfa04_0474 000813
  1487. ('cancel', 'jihai_hfa04_0477', '002077', 37392.0)
  1488. [2019-05-16 13:56:22,263] 280| Cancel Order #jihai_hfa04_0477 002077
  1489. ('cancel', 'jihai_hfa04_0476', '300536', 52634.99999999999)
  1490. [2019-05-16 13:56:22,273] 280| Cancel Order #jihai_hfa04_0476 300536
  1491. ('cancel', 'jihai_hfa04_0372', '000596', 36192.0)
  1492. [2019-05-16 13:56:22,285] 280| Cancel Order #jihai_hfa04_0372 000596
  1493. ('cancel', 'jihai_hfa04_0373', '002255', 51335.99999999999)
  1494. [2019-05-16 13:56:22,296] 280| Cancel Order #jihai_hfa04_0373 002255
  1495. ('cancel', 'jihai_hfa04_0370', '000996', 67298.0)
  1496. [2019-05-16 13:56:22,306] 280| Cancel Order #jihai_hfa04_0370 000996
  1497. ('cancel', 'jihai_hfa04_0371', '002893', 33456.0)
  1498. [2019-05-16 13:56:22,318] 280| Cancel Order #jihai_hfa04_0371 002893
  1499. ('cancel', 'jihai_hfa04_0376', '300174', 28250.0)
  1500. [2019-05-16 13:56:22,328] 280| Cancel Order #jihai_hfa04_0376 300174
  1501. ('cancel', 'jihai_hfa04_0377', '300700', 19116.0)
  1502. [2019-05-16 13:56:22,339] 280| Cancel Order #jihai_hfa04_0377 300700
  1503. ('cancel', 'jihai_hfa04_0374', '603035', 32612.0)
  1504. [2019-05-16 13:56:22,351] 280| Cancel Order #jihai_hfa04_0374 603035
  1505. ('cancel', 'jihai_hfa04_0375', '300380', 6237.0)
  1506. [2019-05-16 13:56:22,361] 280| Cancel Order #jihai_hfa04_0375 300380
  1507. ('cancel', 'jihai_hfa04_0378', '300618', 95493.99999999999)
  1508. [2019-05-16 13:56:22,372] 280| Cancel Order #jihai_hfa04_0378 300618
  1509. ('cancel', 'jihai_hfa04_0379', '603603', 29060.0)
  1510. [2019-05-16 13:56:22,384] 280| Cancel Order #jihai_hfa04_0379 603603
  1511. ('cancel', 'jihai_hfa04_0408', '603533', 44460.00000000001)
  1512. [2019-05-16 13:56:22,394] 280| Cancel Order #jihai_hfa04_0408 603533
  1513. ('cancel', 'jihai_hfa04_0409', '603508', 55965.0)
  1514. [2019-05-16 13:56:22,405] 280| Cancel Order #jihai_hfa04_0409 603508
  1515. ('cancel', 'jihai_hfa04_0404', '002034', 19403.999999999996)
  1516. [2019-05-16 13:56:22,417] 280| Cancel Order #jihai_hfa04_0404 002034
  1517. ('cancel', 'jihai_hfa04_0405', '002748', 31867.999999999996)
  1518. [2019-05-16 13:56:22,427] 280| Cancel Order #jihai_hfa04_0405 002748
  1519. ('cancel', 'jihai_hfa04_0406', '600179', 25020.0)
  1520. [2019-05-16 13:56:22,438] 280| Cancel Order #jihai_hfa04_0406 600179
  1521. ('cancel', 'jihai_hfa04_0407', '600677', 69666.0)
  1522. [2019-05-16 13:56:22,450] 280| Cancel Order #jihai_hfa04_0407 600677
  1523. ('cancel', 'jihai_hfa04_0400', '300740', 71812.0)
  1524. [2019-05-16 13:56:22,460] 280| Cancel Order #jihai_hfa04_0400 300740
  1525. ('cancel', 'jihai_hfa04_0401', '600587', 38460.0)
  1526. [2019-05-16 13:56:22,471] 280| Cancel Order #jihai_hfa04_0401 600587
  1527. ('cancel', 'jihai_hfa04_0402', '300414', 2109.0)
  1528. [2019-05-16 13:56:22,483] 280| Cancel Order #jihai_hfa04_0402 300414
  1529. ('cancel', 'jihai_hfa04_0403', '600530', 62370.0)
  1530. [2019-05-16 13:56:22,493] 280| Cancel Order #jihai_hfa04_0403 600530
  1531. ('cancel', 'jihai_hfa04_0369', '002937', 117260.0)
  1532. [2019-05-16 13:56:22,505] 280| Cancel Order #jihai_hfa04_0369 002937
  1533. ('cancel', 'jihai_hfa04_0419', '601700', 65007.0)
  1534. [2019-05-16 13:56:22,516] 280| Cancel Order #jihai_hfa04_0419 601700
  1535. ('cancel', 'jihai_hfa04_0418', '300374', 12974.0)
  1536. [2019-05-16 13:56:22,526] 280| Cancel Order #jihai_hfa04_0418 300374
  1537. ('cancel', 'jihai_hfa04_0417', '603289', 60844.0)
  1538. [2019-05-16 13:56:22,538] 280| Cancel Order #jihai_hfa04_0417 603289
  1539. ('cancel', 'jihai_hfa04_0416', '002765', 31800.0)
  1540. [2019-05-16 13:56:22,549] 280| Cancel Order #jihai_hfa04_0416 002765
  1541. ('cancel', 'jihai_hfa04_0415', '603679', 46180.0)
  1542. [2019-05-16 13:56:22,559] 280| Cancel Order #jihai_hfa04_0415 603679
  1543. ('cancel', 'jihai_hfa04_0414', '000802', 59044.0)
  1544. [2019-05-16 13:56:22,571] 280| Cancel Order #jihai_hfa04_0414 000802
  1545. ('cancel', 'jihai_hfa04_0413', '002606', 32860.0)
  1546. [2019-05-16 13:56:22,582] 280| Cancel Order #jihai_hfa04_0413 002606
  1547. ('cancel', 'jihai_hfa04_0412', '603990', 21290.000000000004)
  1548. [2019-05-16 13:56:22,592] 280| Cancel Order #jihai_hfa04_0412 603990
  1549. ('cancel', 'jihai_hfa04_0411', '600719', 23240.0)
  1550. [2019-05-16 13:56:22,604] 280| Cancel Order #jihai_hfa04_0411 600719
  1551. ('cancel', 'jihai_hfa04_0410', '002581', 25476.0)
  1552. [2019-05-16 13:56:22,615] 280| Cancel Order #jihai_hfa04_0410 002581
  1553. ('cancel', 'jihai_hfa04_0398', '600975', 54418.0)
  1554. [2019-05-16 13:56:22,625] 280| Cancel Order #jihai_hfa04_0398 600975
  1555. ('cancel', 'jihai_hfa04_0399', '300539', 13000.0)
  1556. [2019-05-16 13:56:22,637] 280| Cancel Order #jihai_hfa04_0399 300539
  1557. ('cancel', 'jihai_hfa04_0390', '600222', 54784.0)
  1558. [2019-05-16 13:56:22,648] 280| Cancel Order #jihai_hfa04_0390 600222
  1559. ('cancel', 'jihai_hfa04_0391', '000732', 28543.0)
  1560. [2019-05-16 13:56:22,658] 280| Cancel Order #jihai_hfa04_0391 000732
  1561. ('cancel', 'jihai_hfa04_0392', '600682', 149490.0)
  1562. [2019-05-16 13:56:22,670] 280| Cancel Order #jihai_hfa04_0392 600682
  1563. ('cancel', 'jihai_hfa04_0393', '002328', 27057.0)
  1564. [2019-05-16 13:56:22,680] 280| Cancel Order #jihai_hfa04_0393 002328
  1565. ('cancel', 'jihai_hfa04_0394', '000913', 64355.00000000001)
  1566. [2019-05-16 13:56:22,691] 280| Cancel Order #jihai_hfa04_0394 000913
  1567. ('cancel', 'jihai_hfa04_0395', '600099', 27650.0)
  1568. [2019-05-16 13:56:22,703] 280| Cancel Order #jihai_hfa04_0395 600099
  1569. ('cancel', 'jihai_hfa04_0396', '300510', 30240.0)
  1570. [2019-05-16 13:56:22,713] 280| Cancel Order #jihai_hfa04_0396 300510
  1571. ('cancel', 'jihai_hfa04_0397', '300432', 70389.0)
  1572. [2019-05-16 13:56:22,724] 280| Cancel Order #jihai_hfa04_0397 300432
  1573. ('cancel', 'jihai_hfa04_0484', '300139', 30025.0)
  1574. [2019-05-16 13:56:22,736] 280| Cancel Order #jihai_hfa04_0484 300139
  1575. ('cancel', 'jihai_hfa04_0485', '002835', 35632.0)
  1576. [2019-05-16 13:56:22,746] 280| Cancel Order #jihai_hfa04_0485 002835
  1577. ('cancel', 'jihai_hfa04_0486', '603611', 65178.00000000001)
  1578. [2019-05-16 13:56:22,757] 280| Cancel Order #jihai_hfa04_0486 603611
  1579. ('cancel', 'jihai_hfa04_0487', '300333', 88172.00000000001)
  1580. [2019-05-16 13:56:22,769] 280| Cancel Order #jihai_hfa04_0487 300333
  1581. ('cancel', 'jihai_hfa04_0480', '002708', 70750.0)
  1582. [2019-05-16 13:56:22,779] 280| Cancel Order #jihai_hfa04_0480 002708
  1583. ('cancel', 'jihai_hfa04_0481', '300234', 4984.0)
  1584. [2019-05-16 13:56:22,790] 280| Cancel Order #jihai_hfa04_0481 300234
  1585. ('cancel', 'jihai_hfa04_0482', '603329', 39653.0)
  1586. [2019-05-16 13:56:22,802] 280| Cancel Order #jihai_hfa04_0482 603329
  1587. ('cancel', 'jihai_hfa04_0483', '300375', 86240.0)
  1588. [2019-05-16 13:56:22,812] 280| Cancel Order #jihai_hfa04_0483 300375
  1589. **** 13:56:22 batch 0 vwap cycle 1 place order round 1 ****
  1590. [2019-05-16 13:56:22,957] 280| Send Order #jihai_hfa04_0488 002937 sell 117325.0
  1591. [2019-05-16 13:56:22,959] 280| Send Order #jihai_hfa04_0489 000996 sell 67298.0
  1592. [2019-05-16 13:56:22,960] 280| Send Order #jihai_hfa04_0490 002893 sell 33473.0
  1593. [2019-05-16 13:56:22,961] 280| Send Order #jihai_hfa04_0491 002255 sell 51336.0
  1594. [2019-05-16 13:56:22,963] 280| Send Order #jihai_hfa04_0492 603035 sell 32643.0
  1595. *************************** ERROR ERROR ERROR 000713 reach to up limit price! ap1:0.0 av1:0.0 bp1:14.59 bv1:4161800.0 ***************************
  1596. [2019-05-16 13:56:22,963] 280| Send Order #jihai_hfa04_0493 300380 sell 49872.0
  1597. [2019-05-16 13:56:22,966] 280| Send Order #jihai_hfa04_0494 300174 sell 28250.0
  1598. [2019-05-16 13:56:22,967] 280| Send Order #jihai_hfa04_0495 603603 sell 29060.0
  1599. [2019-05-16 13:56:22,969] 280| Send Order #jihai_hfa04_0496 300647 sell 60186.0
  1600. [2019-05-16 13:56:22,970] 280| Send Order #jihai_hfa04_0497 600624 sell 32656.0
  1601. [2019-05-16 13:56:22,970] 280| Send Order #jihai_hfa04_0498 300184 sell 36875.0
  1602. [2019-05-16 13:56:22,971] 280| Send Order #jihai_hfa04_0499 300566 sell 110976.0
  1603. [2019-05-16 13:56:22,973] 280| Send Order #jihai_hfa04_0500 000850 sell 132466.0
  1604. [2019-05-16 13:56:22,974] 280| Send Order #jihai_hfa04_0501 600518 sell 61886.0
  1605. [2019-05-16 13:56:22,976] 280| Send Order #jihai_hfa04_0502 002824 sell 32136.0
  1606. [2019-05-16 13:56:22,977] 280| Send Order #jihai_hfa04_0503 300108 sell 23052.0
  1607. [2019-05-16 13:56:22,979] 280| Send Order #jihai_hfa04_0504 601515 sell 25353.0
  1608. *************************** ERROR ERROR ERROR 600368 reach to up limit price! ap1:0.0 av1:0.0 bp1:5.9 bv1:27435440.0 ***************************
  1609. [2019-05-16 13:56:22,980] 280| Send Order #jihai_hfa04_0505 600222 sell 54784.0
  1610. [2019-05-16 13:56:22,982] 280| Send Order #jihai_hfa04_0506 000732 sell 28543.0
  1611. [2019-05-16 13:56:22,983] 280| Send Order #jihai_hfa04_0507 600682 sell 149710.0
  1612. [2019-05-16 13:56:22,983] 280| Send Order #jihai_hfa04_0508 002328 sell 27057.0
  1613. [2019-05-16 13:56:22,984] 280| Send Order #jihai_hfa04_0509 000913 sell 64416.0
  1614. [2019-05-16 13:56:22,986] 280| Send Order #jihai_hfa04_0510 600099 sell 27650.0
  1615. [2019-05-16 13:56:22,987] 280| Send Order #jihai_hfa04_0511 300510 sell 30270.0
  1616. [2019-05-16 13:56:22,989] 280| Send Order #jihai_hfa04_0512 300432 sell 70389.0
  1617. [2019-05-16 13:56:22,990] 280| Send Order #jihai_hfa04_0513 600975 sell 54418.0
  1618. [2019-05-16 13:56:22,992] 280| Send Order #jihai_hfa04_0514 300539 sell 13000.0
  1619. [2019-05-16 13:56:22,993] 280| Send Order #jihai_hfa04_0515 300740 sell 71760.0
  1620. [2019-05-16 13:56:22,993] 280| Send Order #jihai_hfa04_0516 600587 sell 38460.0
  1621. [2019-05-16 13:56:22,996] 280| Send Order #jihai_hfa04_0517 300414 sell 56943.0
  1622. [2019-05-16 13:56:22,996] 280| Send Order #jihai_hfa04_0518 600530 sell 62370.0
  1623. [2019-05-16 13:56:22,997] 280| Send Order #jihai_hfa04_0519 002034 sell 19404.0
  1624. [2019-05-16 13:56:22,999] 280| Send Order #jihai_hfa04_0520 002748 sell 31899.0
  1625. [2019-05-16 13:56:23,000] 280| Send Order #jihai_hfa04_0521 600179 sell 25065.0
  1626. [2019-05-16 13:56:23,002] 280| Send Order #jihai_hfa04_0522 603533 sell 44460.0
  1627. [2019-05-16 13:56:23,003] 280| Send Order #jihai_hfa04_0523 002581 sell 25476.0
  1628. [2019-05-16 13:56:23,005] 280| Send Order #jihai_hfa04_0524 600719 sell 23240.0
  1629. [2019-05-16 13:56:23,006] 280| Send Order #jihai_hfa04_0525 603990 sell 21290.0
  1630. [2019-05-16 13:56:23,006] 280| Send Order #jihai_hfa04_0526 002606 sell 32860.0
  1631. [2019-05-16 13:56:23,009] 280| Send Order #jihai_hfa04_0527 000802 sell 59044.0
  1632. [2019-05-16 13:56:23,009] 280| Send Order #jihai_hfa04_0528 603679 sell 46180.0
  1633. [2019-05-16 13:56:23,010] 280| Send Order #jihai_hfa04_0529 002765 sell 31800.0
  1634. [2019-05-16 13:56:23,013] 280| Send Order #jihai_hfa04_0530 603289 sell 60844.0
  1635. [2019-05-16 13:56:23,013] 280| Send Order #jihai_hfa04_0531 300374 sell 12974.0
  1636. [2019-05-16 13:56:23,015] 280| Send Order #jihai_hfa04_0532 601700 sell 64914.0
  1637. [2019-05-16 13:56:23,016] 280| Send Order #jihai_hfa04_0533 002806 sell 54912.0
  1638. [2019-05-16 13:56:23,017] 280| Send Order #jihai_hfa04_0534 600148 sell 25600.0
  1639. [2019-05-16 13:56:23,019] 280| Send Order #jihai_hfa04_0535 002347 sell 32736.0
  1640. [2019-05-16 13:56:23,020] 280| Send Order #jihai_hfa04_0536 600626 sell 68766.0
  1641. [2019-05-16 13:56:23,164] 280| Send Order #jihai_hfa04_0537 002274 buy 3927.0
  1642. [2019-05-16 13:56:23,167] 280| Send Order #jihai_hfa04_0538 300220 buy 3128.0
  1643. [2019-05-16 13:56:23,167] 280| Send Order #jihai_hfa04_0539 603178 buy 33152.0
  1644. [2019-05-16 13:56:23,170] 280| Send Order #jihai_hfa04_0540 603079 buy 34164.0
  1645. [2019-05-16 13:56:23,171] 280| Send Order #jihai_hfa04_0541 600557 buy 1503.0
  1646. [2019-05-16 13:56:23,173] 280| Send Order #jihai_hfa04_0542 603232 buy 64368.0
  1647. [2019-05-16 13:56:23,174] 280| Send Order #jihai_hfa04_0543 600287 buy 76860.0
  1648. [2019-05-16 13:56:23,174] 280| Send Order #jihai_hfa04_0544 600410 buy 63802.0
  1649. [2019-05-16 13:56:23,176] 280| Send Order #jihai_hfa04_0545 002568 buy 3342.0
  1650. [2019-05-16 13:56:23,177] 280| Send Order #jihai_hfa04_0546 000505 buy 130640.0
  1651. [2019-05-16 13:56:23,178] 280| Send Order #jihai_hfa04_0547 002118 buy 60420.0
  1652. [2019-05-16 13:56:23,180] 280| Send Order #jihai_hfa04_0548 603028 buy 50895.0
  1653. [2019-05-16 13:56:23,181] 280| Send Order #jihai_hfa04_0549 603020 buy 61824.0
  1654. [2019-05-16 13:56:23,183] 280| Send Order #jihai_hfa04_0550 300099 buy 35480.0
  1655. [2019-05-16 13:56:23,184] 280| Send Order #jihai_hfa04_0551 300317 buy 38752.0
  1656. [2019-05-16 13:56:23,186] 280| Send Order #jihai_hfa04_0552 002449 buy 56616.0
  1657. [2019-05-16 13:56:23,187] 280| Send Order #jihai_hfa04_0553 600860 buy 811.0
  1658. [2019-05-16 13:56:23,188] 280| Send Order #jihai_hfa04_0554 300598 buy 55776.0
  1659. [2019-05-16 13:56:23,190] 280| Send Order #jihai_hfa04_0555 300290 buy 37808.0
  1660. [2019-05-16 13:56:23,191] 280| Send Order #jihai_hfa04_0556 300353 buy 62033.0
  1661. [2019-05-16 13:56:23,194] 280| Send Order #jihai_hfa04_0557 002211 buy 83421.0
  1662. [2019-05-16 13:56:23,194] 280| Send Order #jihai_hfa04_0558 002214 buy 42460.0
  1663. [2019-05-16 13:56:23,196] 280| Send Order #jihai_hfa04_0559 603696 buy 66807.0
  1664. [2019-05-16 13:56:23,197] 280| Send Order #jihai_hfa04_0560 002216 buy 2823.0
  1665. [2019-05-16 13:56:23,197] 280| Send Order #jihai_hfa04_0561 002316 buy 58016.0
  1666. [2019-05-16 13:56:23,200] 280| Send Order #jihai_hfa04_0562 002674 buy 63683.0
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  1668. [2019-05-16 13:56:23,201] 280| Send Order #jihai_hfa04_0564 002750 buy 82200.0
  1669. [2019-05-16 13:56:23,203] 280| Send Order #jihai_hfa04_0565 600095 buy 32778.0
  1670. [2019-05-16 13:56:23,204] 280| Send Order #jihai_hfa04_0566 000576 buy 62559.0
  1671. [2019-05-16 13:56:23,206] 280| Send Order #jihai_hfa04_0567 000766 buy 31290.0
  1672. [2019-05-16 13:56:23,207] 280| Send Order #jihai_hfa04_0568 300526 buy 43493.0
  1673. [2019-05-16 13:56:23,209] 280| Send Order #jihai_hfa04_0569 002512 buy 32193.0
  1674. [2019-05-16 13:56:23,210] 280| Send Order #jihai_hfa04_0570 300405 buy 3688.0
  1675. [2019-05-16 13:56:23,210] 280| Send Order #jihai_hfa04_0571 300480 buy 65031.0
  1676. [2019-05-16 13:56:23,213] 280| Send Order #jihai_hfa04_0572 600146 buy 73695.0
  1677. [2019-05-16 13:56:23,213] 280| Send Order #jihai_hfa04_0573 600703 buy 33600.0
  1678. [2019-05-16 13:56:23,214] 280| Send Order #jihai_hfa04_0574 002869 buy 104878.0
  1679. [2019-05-16 13:56:23,216] 280| Send Order #jihai_hfa04_0575 300659 buy 3543.0
  1680. [2019-05-16 13:56:23,217] 280| Send Order #jihai_hfa04_0576 300123 buy 38571.0
  1681. [2019-05-16 13:56:23,217] 280| Send Order #jihai_hfa04_0577 002098 buy 56236.0
  1682. [2019-05-16 13:56:23,220] 280| Send Order #jihai_hfa04_0578 000813 buy 43785.0
  1683. [2019-05-16 13:56:23,220] 280| Send Order #jihai_hfa04_0579 000565 buy 51578.0
  1684. [2019-05-16 13:56:23,221] 280| Send Order #jihai_hfa04_0580 300536 buy 52635.0
  1685. [2019-05-16 13:56:23,223] 280| Send Order #jihai_hfa04_0581 002077 buy 37354.0
  1686. [2019-05-16 13:56:23,224] 280| Send Order #jihai_hfa04_0582 300644 buy 69216.0
  1687. [2019-05-16 13:56:23,226] 280| Send Order #jihai_hfa04_0583 601008 buy 77792.0
  1688. [2019-05-16 13:56:23,227] 280| Send Order #jihai_hfa04_0584 002708 buy 70750.0
  1689. [2019-05-16 13:56:23,229] 280| Send Order #jihai_hfa04_0585 300234 buy 4980.0
  1690. [2019-05-16 13:56:23,230] 280| Send Order #jihai_hfa04_0586 300375 buy 86400.0
  1691. [2019-05-16 13:56:23,232] 280| Send Order #jihai_hfa04_0587 300139 buy 30000.0
  1692. [2019-05-16 13:56:23,233] 280| Send Order #jihai_hfa04_0588 002835 buy 35632.0
  1693. [2019-05-16 13:56:23,233] 280| Send Order #jihai_hfa04_0589 603611 buy 65178.0
  1694. [2019-05-16 13:56:23,234] 280| Send Order #jihai_hfa04_0590 300333 buy 88172.0
  1695. portfolio_name target_amount amount_to_trade up_limit down_limit
  1696. jihai_hfa04 sell -2,516,138.0 -2,356,077.0 -353,567.0 0
  1697. jihai_hfa04 buy 2,644,881.0 2,573,284.0 0 0
  1698.  
  1699. 可撤列表:
  1700. 20190516 09:21:43 0899186011 0 002210 *ST飞马 已报 1 证券卖出 3.440 56400 14234 0 0 20190516
  1701. (1557986195.342, {'002274': 400, '300220': 300, '603035': 3100, '300380': 600, '002371': 2200, '600557': 300, '603232': 200, '600410': 5600, '002568': 200, '000732': 2200, '603533': 1300, '002118': 7700, '603028': 2100, '300740': 400, '300414': 3300, '603020': 8200, '002606': 5300, '300099': 4100, '600099': 4800, '300317': 4800, '600719': 7200, '002449': 6500, '002765': 4800, '600095': 6400, '300552': 2500, '300014': 200, '603383': 700, '002211': 9700, '002210': 0, '002214': 3100, '603696': 400, '002216': 600, '002674': 500, '002750': 3700, '600860': 300, '002512': 7900, '300405': 500, '300618': 600, '300480': 6300, '603508': 1500, '600146': 4700, '600703': 3500, '002290': 0, '300566': 1360, '603197': 3000, '601700': 10200, '002824': 2200, '002347': 6100, '600368': 0, '600682': 3600, '000913': 300, '002034': 1900, '603289': 6100, '000996': 4600, '002748': 3300, '600677': 6600, '601008': 13100, '002581': 5300, '600179': 7200, '300174': 1300, '002937': 700, '300375': 11100, '300374': 900, '002835': 3400, '603611': 200, '002893': 1700, '000596': 900, '603178': 3600, '300508': 100, '300638': 3100, '603079': 1300, '603603': 2100, '300184': 4300, '000850': 1300, '600518': 12600, '600287': 8600, '002806': 3700, '601515': 4200, '600222': 15200, '002328': 3900, '000505': 1700, '603990': 500, '300510': 3400, '600587': 1700, '300700': 1000, '002810': 1900, '603679': 100, '300598': 600, '300108': 4700, '300290': 3100, '300353': 5400, '600756': 3200, '603305': 2700, '002316': 1200, '000802': 600, '603329': 3400, '002255': 19400, '603396': 2100, '000576': 1000, '000766': 4500, '300526': 2000, '600530': 10000, '600624': 2900, '600626': 400, '002869': 1400, '300659': 300, '300123': 2000, '002098': 1900, '000813': 2900, '300432': 6500, '600975': 6300, '300539': 3400, '000565': 3200, '000713': 0, '300536': 5000, '002077': 3800, '300644': 100, '300647': 400, '002708': 300, '300234': 600, '002702': 700, '300139': 3400, '600148': 1100, '300333': 6000})
  1702. ('cancel', 'jihai_hfa04_0549', '603020', 61824.0)
  1703. [2019-05-16 13:56:35,362] 280| Cancel Order #jihai_hfa04_0549 603020
  1704. ('cancel', 'jihai_hfa04_0548', '603028', 50895.0)
  1705. [2019-05-16 13:56:35,374] 280| Cancel Order #jihai_hfa04_0548 603028
  1706. ('cancel', 'jihai_hfa04_0541', '600557', 1503.0)
  1707. [2019-05-16 13:56:35,384] 280| Cancel Order #jihai_hfa04_0541 600557
  1708. ('cancel', 'jihai_hfa04_0540', '603079', 34164.0)
  1709. [2019-05-16 13:56:35,395] 280| Cancel Order #jihai_hfa04_0540 603079
  1710. ('cancel', 'jihai_hfa04_0543', '600287', 76859.99999999999)
  1711. [2019-05-16 13:56:35,407] 280| Cancel Order #jihai_hfa04_0543 600287
  1712. ('cancel', 'jihai_hfa04_0542', '603232', 64368.0)
  1713. [2019-05-16 13:56:35,417] 280| Cancel Order #jihai_hfa04_0542 603232
  1714. ('cancel', 'jihai_hfa04_0545', '002568', 3342.0)
  1715. [2019-05-16 13:56:35,428] 280| Cancel Order #jihai_hfa04_0545 002568
  1716. ('cancel', 'jihai_hfa04_0544', '600410', 63802.0)
  1717. [2019-05-16 13:56:35,440] 280| Cancel Order #jihai_hfa04_0544 600410
  1718. ('cancel', 'jihai_hfa04_0547', '002118', 60420.0)
  1719. [2019-05-16 13:56:35,450] 280| Cancel Order #jihai_hfa04_0547 002118
  1720. ('cancel', 'jihai_hfa04_0546', '000505', 130640.0)
  1721. [2019-05-16 13:56:35,461] 280| Cancel Order #jihai_hfa04_0546 000505
  1722. ('cancel', 'jihai_hfa04_0497', '600624', 32656.0)
  1723. [2019-05-16 13:56:35,473] 280| Cancel Order #jihai_hfa04_0497 600624
  1724. ('cancel', 'jihai_hfa04_0496', '300647', 60186.0)
  1725. [2019-05-16 13:56:35,483] 280| Cancel Order #jihai_hfa04_0496 300647
  1726. ('cancel', 'jihai_hfa04_0495', '603603', 29060.0)
  1727. [2019-05-16 13:56:35,494] 280| Cancel Order #jihai_hfa04_0495 603603
  1728. ('cancel', 'jihai_hfa04_0494', '300174', 28250.0)
  1729. [2019-05-16 13:56:35,506] 280| Cancel Order #jihai_hfa04_0494 300174
  1730. ('cancel', 'jihai_hfa04_0493', '300380', 49871.99999999999)
  1731. [2019-05-16 13:56:35,516] 280| Cancel Order #jihai_hfa04_0493 300380
  1732. ('cancel', 'jihai_hfa04_0492', '603035', 32642.999999999996)
  1733. [2019-05-16 13:56:35,528] 280| Cancel Order #jihai_hfa04_0492 603035
  1734. ('cancel', 'jihai_hfa04_0491', '002255', 51335.99999999999)
  1735. [2019-05-16 13:56:35,539] 280| Cancel Order #jihai_hfa04_0491 002255
  1736. ('cancel', 'jihai_hfa04_0490', '002893', 33473.0)
  1737. [2019-05-16 13:56:35,549] 280| Cancel Order #jihai_hfa04_0490 002893
  1738. ('cancel', 'jihai_hfa04_0499', '300566', 110976.0)
  1739. [2019-05-16 13:56:35,561] 280| Cancel Order #jihai_hfa04_0499 300566
  1740. ('cancel', 'jihai_hfa04_0498', '300184', 36875.0)
  1741. [2019-05-16 13:56:35,572] 280| Cancel Order #jihai_hfa04_0498 300184
  1742. ('cancel', 'jihai_hfa04_0538', '300220', 3128.0)
  1743. [2019-05-16 13:56:35,582] 280| Cancel Order #jihai_hfa04_0538 300220
  1744. ('cancel', 'jihai_hfa04_0539', '603178', 33152.0)
  1745. [2019-05-16 13:56:35,594] 280| Cancel Order #jihai_hfa04_0539 603178
  1746. ('cancel', 'jihai_hfa04_0534', '600148', 25600.0)
  1747. [2019-05-16 13:56:35,605] 280| Cancel Order #jihai_hfa04_0534 600148
  1748. ('cancel', 'jihai_hfa04_0535', '002347', 32736.0)
  1749. [2019-05-16 13:56:35,615] 280| Cancel Order #jihai_hfa04_0535 002347
  1750. ('cancel', 'jihai_hfa04_0536', '600626', 68766.0)
  1751. [2019-05-16 13:56:35,627] 280| Cancel Order #jihai_hfa04_0536 600626
  1752. ('cancel', 'jihai_hfa04_0537', '002274', 3927.0)
  1753. [2019-05-16 13:56:35,638] 280| Cancel Order #jihai_hfa04_0537 002274
  1754. ('cancel', 'jihai_hfa04_0530', '603289', 60844.0)
  1755. [2019-05-16 13:56:35,648] 280| Cancel Order #jihai_hfa04_0530 603289
  1756. ('cancel', 'jihai_hfa04_0531', '300374', 12974.0)
  1757. [2019-05-16 13:56:35,660] 280| Cancel Order #jihai_hfa04_0531 300374
  1758. ('cancel', 'jihai_hfa04_0532', '601700', 64914.00000000001)
  1759. [2019-05-16 13:56:35,671] 280| Cancel Order #jihai_hfa04_0532 601700
  1760. ('cancel', 'jihai_hfa04_0533', '002806', 54912.0)
  1761. [2019-05-16 13:56:35,681] 280| Cancel Order #jihai_hfa04_0533 002806
  1762. ('cancel', 'jihai_hfa04_0529', '002765', 31800.0)
  1763. [2019-05-16 13:56:35,693] 280| Cancel Order #jihai_hfa04_0529 002765
  1764. ('cancel', 'jihai_hfa04_0528', '603679', 46180.0)
  1765. [2019-05-16 13:56:35,703] 280| Cancel Order #jihai_hfa04_0528 603679
  1766. ('cancel', 'jihai_hfa04_0527', '000802', 59044.0)
  1767. ('cancel', 'jihai_hfa04_0526', '002606', 32860.0)
  1768. [2019-05-16 13:56:35,714] 280| Cancel Order #jihai_hfa04_0527 000802
  1769. [2019-05-16 13:56:35,726] 280| Cancel Order #jihai_hfa04_0526 002606
  1770. ('cancel', 'jihai_hfa04_0525', '603990', 21290.000000000004)
  1771. [2019-05-16 13:56:35,736] 280| Cancel Order #jihai_hfa04_0525 603990
  1772. ('cancel', 'jihai_hfa04_0524', '600719', 23240.0)
  1773. [2019-05-16 13:56:35,747] 280| Cancel Order #jihai_hfa04_0524 600719
  1774. ('cancel', 'jihai_hfa04_0523', '002581', 25476.0)
  1775. [2019-05-16 13:56:35,759] 280| Cancel Order #jihai_hfa04_0523 002581
  1776. ('cancel', 'jihai_hfa04_0522', '603533', 44460.00000000001)
  1777. [2019-05-16 13:56:35,769] 280| Cancel Order #jihai_hfa04_0522 603533
  1778. ('cancel', 'jihai_hfa04_0521', '600179', 25065.0)
  1779. [2019-05-16 13:56:35,780] 280| Cancel Order #jihai_hfa04_0521 600179
  1780. ('cancel', 'jihai_hfa04_0520', '002748', 31898.999999999996)
  1781. [2019-05-16 13:56:35,792] 280| Cancel Order #jihai_hfa04_0520 002748
  1782. ('cancel', 'jihai_hfa04_0512', '300432', 70389.0)
  1783. [2019-05-16 13:56:35,802] 280| Cancel Order #jihai_hfa04_0512 300432
  1784. ('cancel', 'jihai_hfa04_0513', '600975', 54418.0)
  1785. [2019-05-16 13:56:35,813] 280| Cancel Order #jihai_hfa04_0513 600975
  1786. ('cancel', 'jihai_hfa04_0510', '600099', 27650.0)
  1787. [2019-05-16 13:56:35,825] 280| Cancel Order #jihai_hfa04_0510 600099
  1788. ('cancel', 'jihai_hfa04_0511', '300510', 30270.0)
  1789. [2019-05-16 13:56:35,835] 280| Cancel Order #jihai_hfa04_0511 300510
  1790. ('cancel', 'jihai_hfa04_0516', '600587', 38460.0)
  1791. [2019-05-16 13:56:35,846] 280| Cancel Order #jihai_hfa04_0516 600587
  1792. ('cancel', 'jihai_hfa04_0517', '300414', 56943.0)
  1793. [2019-05-16 13:56:35,858] 280| Cancel Order #jihai_hfa04_0517 300414
  1794. ('cancel', 'jihai_hfa04_0514', '300539', 13000.0)
  1795. [2019-05-16 13:56:35,868] 280| Cancel Order #jihai_hfa04_0514 300539
  1796. ('cancel', 'jihai_hfa04_0515', '300740', 71760.0)
  1797. [2019-05-16 13:56:35,880] 280| Cancel Order #jihai_hfa04_0515 300740
  1798. ('cancel', 'jihai_hfa04_0518', '600530', 62370.0)
  1799. [2019-05-16 13:56:35,891] 280| Cancel Order #jihai_hfa04_0518 600530
  1800. ('cancel', 'jihai_hfa04_0519', '002034', 19403.999999999996)
  1801. [2019-05-16 13:56:35,901] 280| Cancel Order #jihai_hfa04_0519 002034
  1802. ('cancel', 'jihai_hfa04_0505', '600222', 54784.0)
  1803. [2019-05-16 13:56:35,913] 280| Cancel Order #jihai_hfa04_0505 600222
  1804. ('cancel', 'jihai_hfa04_0504', '601515', 25353.0)
  1805. [2019-05-16 13:56:35,924] 280| Cancel Order #jihai_hfa04_0504 601515
  1806. ('cancel', 'jihai_hfa04_0507', '600682', 149710.0)
  1807. [2019-05-16 13:56:35,934] 280| Cancel Order #jihai_hfa04_0507 600682
  1808. ('cancel', 'jihai_hfa04_0506', '000732', 28543.0)
  1809. [2019-05-16 13:56:35,946] 280| Cancel Order #jihai_hfa04_0506 000732
  1810. ('cancel', 'jihai_hfa04_0501', '600518', 61886.0)
  1811. [2019-05-16 13:56:35,957] 280| Cancel Order #jihai_hfa04_0501 600518
  1812. ('cancel', 'jihai_hfa04_0500', '000850', 132466.0)
  1813. [2019-05-16 13:56:35,967] 280| Cancel Order #jihai_hfa04_0500 000850
  1814. ('cancel', 'jihai_hfa04_0503', '300108', 23052.0)
  1815. [2019-05-16 13:56:35,979] 280| Cancel Order #jihai_hfa04_0503 300108
  1816. ('cancel', 'jihai_hfa04_0502', '002824', 32136.0)
  1817. [2019-05-16 13:56:35,990] 280| Cancel Order #jihai_hfa04_0502 002824
  1818. ('cancel', 'jihai_hfa04_0509', '000913', 64416.0)
  1819. [2019-05-16 13:56:36,000] 280| Cancel Order #jihai_hfa04_0509 000913
  1820. ('cancel', 'jihai_hfa04_0508', '002328', 27057.0)
  1821. [2019-05-16 13:56:36,012] 280| Cancel Order #jihai_hfa04_0508 002328
  1822. ('cancel', 'jihai_hfa04_0590', '300333', 88171.99999999999)
  1823. ('cancel', 'jihai_hfa04_0570', '300405', 3688.0000000000005)
  1824. [2019-05-16 13:56:36,023] 280| Cancel Order #jihai_hfa04_0590 300333
  1825. [2019-05-16 13:56:36,033] 280| Cancel Order #jihai_hfa04_0570 300405
  1826. ('cancel', 'jihai_hfa04_0571', '300480', 65031.0)
  1827. [2019-05-16 13:56:36,045] 280| Cancel Order #jihai_hfa04_0571 300480
  1828. ('cancel', 'jihai_hfa04_0572', '600146', 73695.0)
  1829. [2019-05-16 13:56:36,055] 280| Cancel Order #jihai_hfa04_0572 600146
  1830. ('cancel', 'jihai_hfa04_0573', '600703', 33600.0)
  1831. [2019-05-16 13:56:36,066] 280| Cancel Order #jihai_hfa04_0573 600703
  1832. ('cancel', 'jihai_hfa04_0574', '002869', 104878.00000000001)
  1833. [2019-05-16 13:56:36,078] 280| Cancel Order #jihai_hfa04_0574 002869
  1834. ('cancel', 'jihai_hfa04_0575', '300659', 3543.0)
  1835. [2019-05-16 13:56:36,088] 280| Cancel Order #jihai_hfa04_0575 300659
  1836. ('cancel', 'jihai_hfa04_0576', '300123', 38571.0)
  1837. [2019-05-16 13:56:36,099] 280| Cancel Order #jihai_hfa04_0576 300123
  1838. ('cancel', 'jihai_hfa04_0577', '002098', 56236.0)
  1839. ('cancel', 'jihai_hfa04_0578', '000813', 43785.0)
  1840. [2019-05-16 13:56:36,111] 280| Cancel Order #jihai_hfa04_0577 002098
  1841. [2019-05-16 13:56:36,121] 280| Cancel Order #jihai_hfa04_0578 000813
  1842. ('cancel', 'jihai_hfa04_0579', '000565', 51578.0)
  1843. [2019-05-16 13:56:36,132] 280| Cancel Order #jihai_hfa04_0579 000565
  1844. ('cancel', 'jihai_hfa04_0589', '603611', 65178.00000000001)
  1845. [2019-05-16 13:56:36,144] 280| Cancel Order #jihai_hfa04_0589 603611
  1846. ('cancel', 'jihai_hfa04_0588', '002835', 35632.0)
  1847. [2019-05-16 13:56:36,154] 280| Cancel Order #jihai_hfa04_0588 002835
  1848. ('cancel', 'jihai_hfa04_0585', '300234', 4980.0)
  1849. [2019-05-16 13:56:36,165] 280| Cancel Order #jihai_hfa04_0585 300234
  1850. ('cancel', 'jihai_hfa04_0584', '002708', 70750.0)
  1851. [2019-05-16 13:56:36,177] 280| Cancel Order #jihai_hfa04_0584 002708
  1852. ('cancel', 'jihai_hfa04_0587', '300139', 30000.0)
  1853. [2019-05-16 13:56:36,187] 280| Cancel Order #jihai_hfa04_0587 300139
  1854. ('cancel', 'jihai_hfa04_0586', '300375', 86400.0)
  1855. ('cancel', 'jihai_hfa04_0581', '002077', 37354.0)
  1856. [2019-05-16 13:56:36,198] 280| Cancel Order #jihai_hfa04_0586 300375
  1857. [2019-05-16 13:56:36,210] 280| Cancel Order #jihai_hfa04_0581 002077
  1858. ('cancel', 'jihai_hfa04_0580', '300536', 52635.00000000001)
  1859. [2019-05-16 13:56:36,220] 280| Cancel Order #jihai_hfa04_0580 300536
  1860. ('cancel', 'jihai_hfa04_0583', '601008', 77792.0)
  1861. [2019-05-16 13:56:36,232] 280| Cancel Order #jihai_hfa04_0583 601008
  1862. ('cancel', 'jihai_hfa04_0582', '300644', 69216.0)
  1863. [2019-05-16 13:56:36,243] 280| Cancel Order #jihai_hfa04_0582 300644
  1864. ('cancel', 'jihai_hfa04_0563', '002702', 3546.0)
  1865. [2019-05-16 13:56:36,253] 280| Cancel Order #jihai_hfa04_0563 002702
  1866. ('cancel', 'jihai_hfa04_0562', '002674', 63683.0)
  1867. [2019-05-16 13:56:36,265] 280| Cancel Order #jihai_hfa04_0562 002674
  1868. ('cancel', 'jihai_hfa04_0561', '002316', 58016.0)
  1869. [2019-05-16 13:56:36,276] 280| Cancel Order #jihai_hfa04_0561 002316
  1870. ('cancel', 'jihai_hfa04_0560', '002216', 2823.0)
  1871. [2019-05-16 13:56:36,286] 280| Cancel Order #jihai_hfa04_0560 002216
  1872. ('cancel', 'jihai_hfa04_0567', '000766', 31290.0)
  1873. [2019-05-16 13:56:36,298] 280| Cancel Order #jihai_hfa04_0567 000766
  1874. ('cancel', 'jihai_hfa04_0566', '000576', 62559.0)
  1875. [2019-05-16 13:56:36,309] 280| Cancel Order #jihai_hfa04_0566 000576
  1876. ('cancel', 'jihai_hfa04_0565', '600095', 32778.0)
  1877. [2019-05-16 13:56:36,319] 280| Cancel Order #jihai_hfa04_0565 600095
  1878. ('cancel', 'jihai_hfa04_0564', '002750', 82200.0)
  1879. [2019-05-16 13:56:36,331] 280| Cancel Order #jihai_hfa04_0564 002750
  1880. ('cancel', 'jihai_hfa04_0569', '002512', 32193.000000000004)
  1881. [2019-05-16 13:56:36,342] 280| Cancel Order #jihai_hfa04_0569 002512
  1882. ('cancel', 'jihai_hfa04_0568', '300526', 43493.0)
  1883. [2019-05-16 13:56:36,352] 280| Cancel Order #jihai_hfa04_0568 300526
  1884. ('cancel', 'jihai_hfa04_0556', '300353', 62032.99999999999)
  1885. [2019-05-16 13:56:36,364] 280| Cancel Order #jihai_hfa04_0556 300353
  1886. ('cancel', 'jihai_hfa04_0557', '002211', 83421.0)
  1887. [2019-05-16 13:56:36,375] 280| Cancel Order #jihai_hfa04_0557 002211
  1888. ('cancel', 'jihai_hfa04_0554', '300598', 55776.00000000001)
  1889. [2019-05-16 13:56:36,385] 280| Cancel Order #jihai_hfa04_0554 300598
  1890. ('cancel', 'jihai_hfa04_0555', '300290', 37808.0)
  1891. ('cancel', 'jihai_hfa04_0552', '002449', 56616.0)
  1892. [2019-05-16 13:56:36,397] 280| Cancel Order #jihai_hfa04_0555 300290
  1893. [2019-05-16 13:56:36,407] 280| Cancel Order #jihai_hfa04_0552 002449
  1894. ('cancel', 'jihai_hfa04_0553', '600860', 811.0)
  1895. [2019-05-16 13:56:36,418] 280| Cancel Order #jihai_hfa04_0553 600860
  1896. ('cancel', 'jihai_hfa04_0550', '300099', 35480.0)
  1897. [2019-05-16 13:56:36,430] 280| Cancel Order #jihai_hfa04_0550 300099
  1898. ('cancel', 'jihai_hfa04_0551', '300317', 38752.0)
  1899. [2019-05-16 13:56:36,440] 280| Cancel Order #jihai_hfa04_0551 300317
  1900. ('cancel', 'jihai_hfa04_0558', '002214', 42460.0)
  1901. [2019-05-16 13:56:36,451] 280| Cancel Order #jihai_hfa04_0558 002214
  1902. ('cancel', 'jihai_hfa04_0559', '603696', 66807.0)
  1903. [2019-05-16 13:56:36,463] 280| Cancel Order #jihai_hfa04_0559 603696
  1904. ('cancel', 'jihai_hfa04_0488', '002937', 117325.0)
  1905. [2019-05-16 13:56:36,473] 280| Cancel Order #jihai_hfa04_0488 002937
  1906. ('cancel', 'jihai_hfa04_0489', '000996', 67298.0)
  1907. [2019-05-16 13:56:36,484] 280| Cancel Order #jihai_hfa04_0489 000996
  1908. **** 13:56:36 batch 0 vwap cycle 1 place order round 2 ****
  1909. [2019-05-16 13:56:36,621] 280| Send Order #jihai_hfa04_0591 002937 sell 70317.0
  1910. [2019-05-16 13:56:36,621] 280| Send Order #jihai_hfa04_0592 000996 sell 7310.0
  1911. [2019-05-16 13:56:36,622] 280| Send Order #jihai_hfa04_0593 002893 sell 33439.0
  1912. [2019-05-16 13:56:36,624] 280| Send Order #jihai_hfa04_0594 000596 sell 24062.0
  1913. *************************** ERROR ERROR ERROR 000713 reach to up limit price! ap1:0.0 av1:0.0 bp1:14.59 bv1:4156200.0 ***************************
  1914. [2019-05-16 13:56:36,625] 280| Send Order #jihai_hfa04_0595 002255 sell 51057.0
  1915. [2019-05-16 13:56:36,627] 280| Send Order #jihai_hfa04_0596 603035 sell 32581.0
  1916. [2019-05-16 13:56:36,628] 280| Send Order #jihai_hfa04_0597 300380 sell 49872.0
  1917. [2019-05-16 13:56:36,628] 280| Send Order #jihai_hfa04_0598 300174 sell 16956.0
  1918. [2019-05-16 13:56:36,628] 280| Send Order #jihai_hfa04_0599 300700 sell 4244.0
  1919. [2019-05-16 13:56:36,630] 280| Send Order #jihai_hfa04_0600 300618 sell 27288.0
  1920. [2019-05-16 13:56:36,631] 280| Send Order #jihai_hfa04_0601 603603 sell 20328.0
  1921. [2019-05-16 13:56:36,631] 280| Send Order #jihai_hfa04_0602 300647 sell 60228.0
  1922. [2019-05-16 13:56:36,632] 280| Send Order #jihai_hfa04_0603 600624 sell 28888.0
  1923. [2019-05-16 13:56:36,634] 280| Send Order #jihai_hfa04_0604 300184 sell 36875.0
  1924. [2019-05-16 13:56:36,634] 280| Send Order #jihai_hfa04_0605 300566 sell 11417.0
  1925. [2019-05-16 13:56:36,635] 280| Send Order #jihai_hfa04_0606 000850 sell 132038.0
  1926. [2019-05-16 13:56:36,637] 280| Send Order #jihai_hfa04_0607 600518 sell 61789.0
  1927. [2019-05-16 13:56:36,638] 280| Send Order #jihai_hfa04_0608 002824 sell 32110.0
  1928. [2019-05-16 13:56:36,638] 280| Send Order #jihai_hfa04_0609 300108 sell 23018.0
  1929. [2019-05-16 13:56:36,640] 280| Send Order #jihai_hfa04_0610 601515 sell 3748.0
  1930. *************************** ERROR ERROR ERROR 600368 reach to up limit price! ap1:0.0 av1:0.0 bp1:5.9 bv1:27441940.0 ***************************
  1931. [2019-05-16 13:56:36,641] 280| Send Order #jihai_hfa04_0611 600222 sell 54677.0
  1932. [2019-05-16 13:56:36,641] 280| Send Order #jihai_hfa04_0612 000732 sell 28543.0
  1933. [2019-05-16 13:56:36,642] 280| Send Order #jihai_hfa04_0613 600682 sell 42253.0
  1934. [2019-05-16 13:56:36,644] 280| Send Order #jihai_hfa04_0614 002328 sell 27028.0
  1935. [2019-05-16 13:56:36,644] 280| Send Order #jihai_hfa04_0615 000913 sell 28485.0
  1936. [2019-05-16 13:56:36,645] 280| Send Order #jihai_hfa04_0616 600099 sell 27615.0
  1937. [2019-05-16 13:56:36,647] 280| Send Order #jihai_hfa04_0617 300510 sell 30300.0
  1938. [2019-05-16 13:56:36,648] 280| Send Order #jihai_hfa04_0618 300432 sell 14910.0
  1939. [2019-05-16 13:56:36,648] 280| Send Order #jihai_hfa04_0619 600975 sell 54418.0
  1940. [2019-05-16 13:56:36,650] 280| Send Order #jihai_hfa04_0620 300539 sell 12987.0
  1941. [2019-05-16 13:56:36,650] 280| Send Order #jihai_hfa04_0621 300740 sell 1379.0
  1942. [2019-05-16 13:56:36,651] 280| Send Order #jihai_hfa04_0622 600587 sell 24934.0
  1943. [2019-05-16 13:56:36,651] 280| Send Order #jihai_hfa04_0623 300414 sell 12654.0
  1944. [2019-05-16 13:56:36,653] 280| Send Order #jihai_hfa04_0624 600530 sell 54810.0
  1945. [2019-05-16 13:56:36,654] 280| Send Order #jihai_hfa04_0625 002034 sell 11312.0
  1946. [2019-05-16 13:56:36,654] 280| Send Order #jihai_hfa04_0626 002748 sell 1029.0
  1947. [2019-05-16 13:56:36,655] 280| Send Order #jihai_hfa04_0627 600179 sell 25020.0
  1948. [2019-05-16 13:56:36,657] 280| Send Order #jihai_hfa04_0628 603533 sell 17090.0
  1949. [2019-05-16 13:56:36,657] 280| Send Order #jihai_hfa04_0629 603508 sell 23991.0
  1950. [2019-05-16 13:56:36,658] 280| Send Order #jihai_hfa04_0630 002581 sell 25443.0
  1951. [2019-05-16 13:56:36,660] 280| Send Order #jihai_hfa04_0631 600719 sell 23200.0
  1952. [2019-05-16 13:56:36,660] 280| Send Order #jihai_hfa04_0632 603990 sell 4252.0
  1953. [2019-05-16 13:56:36,661] 280| Send Order #jihai_hfa04_0633 002606 sell 32807.0
  1954. [2019-05-16 13:56:36,661] 280| Send Order #jihai_hfa04_0634 000802 sell 24408.0
  1955. [2019-05-16 13:56:36,663] 280| Send Order #jihai_hfa04_0635 603679 sell 46030.0
  1956. [2019-05-16 13:56:36,664] 280| Send Order #jihai_hfa04_0636 002765 sell 31750.0
  1957. [2019-05-16 13:56:36,664] 280| Send Order #jihai_hfa04_0637 603289 sell 6882.0
  1958. [2019-05-16 13:56:36,665] 280| Send Order #jihai_hfa04_0638 300374 sell 12961.0
  1959. [2019-05-16 13:56:36,667] 280| Send Order #jihai_hfa04_0639 601700 sell 3490.0
  1960. [2019-05-16 13:56:36,667] 280| Send Order #jihai_hfa04_0640 002806 sell 5145.0
  1961. [2019-05-16 13:56:36,668] 280| Send Order #jihai_hfa04_0641 600148 sell 4803.0
  1962. [2019-05-16 13:56:36,670] 280| Send Order #jihai_hfa04_0642 002347 sell 32674.0
  1963. [2019-05-16 13:56:36,670] 280| Send Order #jihai_hfa04_0643 600626 sell 44133.0
  1964. [2019-05-16 13:56:38,812] 280| Send Order #jihai_hfa04_0644 002274 buy 3930.0
  1965. [2019-05-16 13:56:38,815] 280| Send Order #jihai_hfa04_0645 300220 buy 3129.0
  1966. [2019-05-16 13:56:38,815] 280| Send Order #jihai_hfa04_0646 603178 buy 33216.0
  1967. [2019-05-16 13:56:38,816] 280| Send Order #jihai_hfa04_0647 300508 buy 7408.0
  1968. [2019-05-16 13:56:38,818] 280| Send Order #jihai_hfa04_0648 603079 buy 34200.0
  1969. [2019-05-16 13:56:38,819] 280| Send Order #jihai_hfa04_0649 600557 buy 1504.0
  1970. [2019-05-16 13:56:38,821] 280| Send Order #jihai_hfa04_0650 603232 buy 3578.0
  1971. [2019-05-16 13:56:38,822] 280| Send Order #jihai_hfa04_0651 600287 buy 77040.0
  1972. [2019-05-16 13:56:38,822] 280| Send Order #jihai_hfa04_0652 600410 buy 63756.0
  1973. [2019-05-16 13:56:38,823] 280| Send Order #jihai_hfa04_0653 002568 buy 3344.0
  1974. [2019-05-16 13:56:38,823] 280| Send Order #jihai_hfa04_0654 000505 buy 14910.0
  1975. [2019-05-16 13:56:38,825] 280| Send Order #jihai_hfa04_0655 603383 buy 30212.0
  1976. [2019-05-16 13:56:38,826] 280| Send Order #jihai_hfa04_0656 002118 buy 60477.0
  1977. [2019-05-16 13:56:38,826] 280| Send Order #jihai_hfa04_0657 603028 buy 24860.0
  1978. [2019-05-16 13:56:38,828] 280| Send Order #jihai_hfa04_0658 603020 buy 61888.0
  1979. [2019-05-16 13:56:38,828] 280| Send Order #jihai_hfa04_0659 300099 buy 35480.0
  1980. [2019-05-16 13:56:38,829] 280| Send Order #jihai_hfa04_0660 300317 buy 38808.0
  1981. [2019-05-16 13:56:38,831] 280| Send Order #jihai_hfa04_0661 002810 buy 21552.0
  1982. [2019-05-16 13:56:38,832] 280| Send Order #jihai_hfa04_0662 002449 buy 18872.0
  1983. [2019-05-16 13:56:38,832] 280| Send Order #jihai_hfa04_0663 600860 buy 811.0
  1984. [2019-05-16 13:56:38,834] 280| Send Order #jihai_hfa04_0664 300552 buy 9648.0
  1985. [2019-05-16 13:56:38,835] 280| Send Order #jihai_hfa04_0665 300598 buy 31884.0
  1986. [2019-05-16 13:56:38,836] 280| Send Order #jihai_hfa04_0666 300290 buy 37876.0
  1987. [2019-05-16 13:56:38,836] 280| Send Order #jihai_hfa04_0667 300353 buy 62074.0
  1988. [2019-05-16 13:56:38,838] 280| Send Order #jihai_hfa04_0668 002211 buy 34176.0
  1989. [2019-05-16 13:56:38,839] 280| Send Order #jihai_hfa04_0669 002214 buy 42504.0
  1990. [2019-05-16 13:56:38,841] 280| Send Order #jihai_hfa04_0670 603696 buy 66846.0
  1991. [2019-05-16 13:56:38,842] 280| Send Order #jihai_hfa04_0671 002216 buy 2826.0
  1992. [2019-05-16 13:56:38,842] 280| Send Order #jihai_hfa04_0672 002316 buy 56106.0
  1993. [2019-05-16 13:56:38,844] 280| Send Order #jihai_hfa04_0673 002674 buy 31185.0
  1994. [2019-05-16 13:56:38,845] 280| Send Order #jihai_hfa04_0674 002702 buy 3546.0
  1995. [2019-05-16 13:56:38,845] 280| Send Order #jihai_hfa04_0675 002750 buy 54285.0
  1996. [2019-05-16 13:56:38,846] 280| Send Order #jihai_hfa04_0676 600095 buy 32832.0
  1997. [2019-05-16 13:56:38,848] 280| Send Order #jihai_hfa04_0677 000576 buy 62685.0
  1998. [2019-05-16 13:56:38,848] 280| Send Order #jihai_hfa04_0678 000766 buy 31360.0
  1999. [2019-05-16 13:56:38,849] 280| Send Order #jihai_hfa04_0679 300526 buy 43524.0
  2000. [2019-05-16 13:56:38,851] 280| Send Order #jihai_hfa04_0680 002512 buy 32256.0
  2001. [2019-05-16 13:56:38,851] 280| Send Order #jihai_hfa04_0681 300405 buy 3686.0
  2002. [2019-05-16 13:56:38,852] 280| Send Order #jihai_hfa04_0682 300480 buy 65084.0
  2003. [2019-05-16 13:56:38,854] 280| Send Order #jihai_hfa04_0683 600146 buy 73797.0
  2004. [2019-05-16 13:56:38,855] 280| Send Order #jihai_hfa04_0684 600703 buy 33664.0
  2005. [2019-05-16 13:56:38,855] 280| Send Order #jihai_hfa04_0685 002869 buy 104960.0
  2006. [2019-05-16 13:56:38,857] 280| Send Order #jihai_hfa04_0686 300659 buy 3545.0
  2007. [2019-05-16 13:56:38,858] 280| Send Order #jihai_hfa04_0687 300123 buy 38594.0
  2008. [2019-05-16 13:56:38,858] 280| Send Order #jihai_hfa04_0688 002098 buy 56304.0
  2009. [2019-05-16 13:56:38,859] 280| Send Order #jihai_hfa04_0689 000813 buy 43830.0
  2010. [2019-05-16 13:56:38,861] 280| Send Order #jihai_hfa04_0690 000565 buy 8820.0
  2011. [2019-05-16 13:56:38,861] 280| Send Order #jihai_hfa04_0691 300536 buy 50848.0
  2012. [2019-05-16 13:56:38,862] 280| Send Order #jihai_hfa04_0692 002077 buy 37430.0
  2013. [2019-05-16 13:56:38,862] 280| Send Order #jihai_hfa04_0693 300644 buy 20195.0
  2014. [2019-05-16 13:56:38,865] 280| Send Order #jihai_hfa04_0694 601008 buy 77935.0
  2015. [2019-05-16 13:56:38,865] 280| Send Order #jihai_hfa04_0695 002708 buy 22672.0
  2016. [2019-05-16 13:56:38,865] 280| Send Order #jihai_hfa04_0696 300234 buy 4980.0
  2017. [2019-05-16 13:56:38,868] 280| Send Order #jihai_hfa04_0697 300375 buy 86560.0
  2018. [2019-05-16 13:56:38,868] 280| Send Order #jihai_hfa04_0698 300139 buy 16814.0
  2019. [2019-05-16 13:56:38,869] 280| Send Order #jihai_hfa04_0699 002835 buy 35632.0
  2020. [2019-05-16 13:56:38,871] 280| Send Order #jihai_hfa04_0700 603611 buy 65212.0
  2021. [2019-05-16 13:56:38,871] 280| Send Order #jihai_hfa04_0701 300333 buy 45024.0
  2022. portfolio_name target_amount amount_to_trade up_limit down_limit
  2023. jihai_hfa04 sell -2,516,380.0 -1,518,978.0 -353,567.0 0
  2024. jihai_hfa04 buy 2,644,475.0 2,070,174.0 0 0
  2025.  
  2026. 可撤列表:
  2027. 20190516 09:21:43 0899186011 0 002210 *ST飞马 已报 1 证券卖出 3.440 56400 14234 0 0 20190516
  2028. (1557986210.429, {'002274': 700, '300220': 300, '603035': 6200, '300380': 600, '002371': 2200, '600557': 400, '603232': 300, '600410': 10200, '002568': 400, '000732': 3900, '603533': 2300, '002118': 13400, '603028': 4300, '300740': 500, '300414': 3900, '603020': 14600, '002606': 10600, '300099': 8100, '600099': 8300, '300317': 10400, '600719': 11200, '002449': 7900, '002765': 9800, '600095': 11800, '300552': 2500, '300014': 200, '603383': 1100, '002211': 14500, '002210': 0, '002214': 7500, '603696': 4300, '002216': 900, '002674': 2600, '002750': 7000, '600860': 400, '002512': 14200, '300405': 700, '300618': 1000, '300480': 11600, '603508': 1800, '600146': 9800, '600703': 6700, '002290': 0, '300566': 2060, '603197': 3000, '601700': 10700, '002824': 4800, '002347': 12300, '600368': 0, '600682': 6700, '000913': 3000, '002034': 2600, '603289': 6700, '000996': 5100, '002748': 3400, '600677': 6600, '601008': 27400, '002581': 8600, '600179': 11700, '300174': 1900, '002937': 4600, '300375': 27100, '300374': 2200, '002835': 6800, '603611': 3600, '002893': 3400, '000596': 1100, '603178': 6800, '300508': 100, '300638': 3100, '603079': 2500, '603603': 3500, '300184': 10200, '000850': 22700, '600518': 22300, '600287': 17600, '002806': 4000, '601515': 4600, '600222': 25900, '002328': 6800, '000505': 3800, '603990': 600, '300510': 6400, '600587': 3000, '300700': 1200, '002810': 2700, '603679': 1100, '300598': 1800, '300108': 8100, '300290': 6500, '300353': 9500, '600756': 3200, '603305': 2700, '002316': 6600, '000802': 3000, '603329': 3400, '002255': 28700, '603396': 2100, '000576': 7300, '000766': 8000, '300526': 5100, '600530': 18700, '600624': 5200, '600626': 5100, '002869': 5500, '300659': 400, '300123': 4300, '002098': 8700, '000813': 7400, '300432': 8600, '600975': 10900, '300539': 4700, '000565': 4600, '000713': 0, '300536': 7800, '002077': 7600, '300644': 800, '300647': 4600, '002708': 1900, '300234': 1000, '002702': 1300, '300139': 4800, '600148': 1400, '300333': 10800})
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  2030. ('cancel', 'jihai_hfa04_0651', '600287', 77040.0)
  2031. [2019-05-16 13:56:50,450] 280| Cancel Order #jihai_hfa04_0656 002118
  2032. [2019-05-16 13:56:50,460] 280| Cancel Order #jihai_hfa04_0651 600287
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  2034. ('cancel', 'jihai_hfa04_0628', '603533', 17090.0)
  2035. [2019-05-16 13:56:50,471] 280| Cancel Order #jihai_hfa04_0650 603232
  2036. [2019-05-16 13:56:50,483] 280| Cancel Order #jihai_hfa04_0628 603533
  2037. ('cancel', 'jihai_hfa04_0629', '603508', 23991.0)
  2038. ('cancel', 'jihai_hfa04_0701', '300333', 45024.00000000001)
  2039. [2019-05-16 13:56:50,493] 280| Cancel Order #jihai_hfa04_0629 603508
  2040. [2019-05-16 13:56:50,505] 280| Cancel Order #jihai_hfa04_0701 300333
  2041. ('cancel', 'jihai_hfa04_0653', '002568', 3344.0)
  2042. ('cancel', 'jihai_hfa04_0620', '300539', 12987.0)
  2043. [2019-05-16 13:56:50,516] 280| Cancel Order #jihai_hfa04_0653 002568
  2044. [2019-05-16 13:56:50,526] 280| Cancel Order #jihai_hfa04_0620 300539
  2045. ('cancel', 'jihai_hfa04_0621', '300740', 1379.0)
  2046. ('cancel', 'jihai_hfa04_0622', '600587', 24934.0)
  2047. [2019-05-16 13:56:50,538] 280| Cancel Order #jihai_hfa04_0621 300740
  2048. [2019-05-16 13:56:50,549] 280| Cancel Order #jihai_hfa04_0622 600587
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  2050. ('cancel', 'jihai_hfa04_0624', '600530', 54810.0)
  2051. [2019-05-16 13:56:50,559] 280| Cancel Order #jihai_hfa04_0623 300414
  2052. [2019-05-16 13:56:50,571] 280| Cancel Order #jihai_hfa04_0624 600530
  2053. ('cancel', 'jihai_hfa04_0625', '002034', 11312.0)
  2054. ('cancel', 'jihai_hfa04_0626', '002748', 1029.0)
  2055. [2019-05-16 13:56:50,582] 280| Cancel Order #jihai_hfa04_0625 002034
  2056. [2019-05-16 13:56:50,592] 280| Cancel Order #jihai_hfa04_0626 002748
  2057. ('cancel', 'jihai_hfa04_0627', '600179', 25020.0)
  2058. ('cancel', 'jihai_hfa04_0611', '600222', 54677.0)
  2059. [2019-05-16 13:56:50,604] 280| Cancel Order #jihai_hfa04_0627 600179
  2060. [2019-05-16 13:56:50,615] 280| Cancel Order #jihai_hfa04_0611 600222
  2061. ('cancel', 'jihai_hfa04_0610', '601515', 3747.9999999999995)
  2062. ('cancel', 'jihai_hfa04_0613', '600682', 42253.0)
  2063. [2019-05-16 13:56:50,625] 280| Cancel Order #jihai_hfa04_0610 601515
  2064. [2019-05-16 13:56:50,637] 280| Cancel Order #jihai_hfa04_0613 600682
  2065. ('cancel', 'jihai_hfa04_0612', '000732', 28543.0)
  2066. ('cancel', 'jihai_hfa04_0615', '000913', 28485.000000000004)
  2067. [2019-05-16 13:56:50,648] 280| Cancel Order #jihai_hfa04_0612 000732
  2068. [2019-05-16 13:56:50,658] 280| Cancel Order #jihai_hfa04_0615 000913
  2069. ('cancel', 'jihai_hfa04_0614', '002328', 27028.0)
  2070. ('cancel', 'jihai_hfa04_0617', '300510', 30300.0)
  2071. [2019-05-16 13:56:50,670] 280| Cancel Order #jihai_hfa04_0614 002328
  2072. [2019-05-16 13:56:50,680] 280| Cancel Order #jihai_hfa04_0617 300510
  2073. ('cancel', 'jihai_hfa04_0616', '600099', 27615.0)
  2074. ('cancel', 'jihai_hfa04_0592', '000996', 7310.0)
  2075. [2019-05-16 13:56:50,691] 280| Cancel Order #jihai_hfa04_0616 600099
  2076. [2019-05-16 13:56:50,703] 280| Cancel Order #jihai_hfa04_0592 000996
  2077. ('cancel', 'jihai_hfa04_0593', '002893', 33439.0)
  2078. ('cancel', 'jihai_hfa04_0657', '603028', 24860.0)
  2079. [2019-05-16 13:56:50,713] 280| Cancel Order #jihai_hfa04_0593 002893
  2080. [2019-05-16 13:56:50,724] 280| Cancel Order #jihai_hfa04_0657 603028
  2081. ('cancel', 'jihai_hfa04_0591', '002937', 70317.0)
  2082. ('cancel', 'jihai_hfa04_0596', '603035', 32581.0)
  2083. [2019-05-16 13:56:50,736] 280| Cancel Order #jihai_hfa04_0591 002937
  2084. [2019-05-16 13:56:50,746] 280| Cancel Order #jihai_hfa04_0596 603035
  2085. ('cancel', 'jihai_hfa04_0597', '300380', 49871.99999999999)
  2086. ('cancel', 'jihai_hfa04_0594', '000596', 24062.0)
  2087. [2019-05-16 13:56:50,757] 280| Cancel Order #jihai_hfa04_0597 300380
  2088. [2019-05-16 13:56:50,769] 280| Cancel Order #jihai_hfa04_0594 000596
  2089. ('cancel', 'jihai_hfa04_0595', '002255', 51057.0)
  2090. ('cancel', 'jihai_hfa04_0652', '600410', 63756.0)
  2091. [2019-05-16 13:56:50,779] 280| Cancel Order #jihai_hfa04_0595 002255
  2092. [2019-05-16 13:56:50,790] 280| Cancel Order #jihai_hfa04_0652 600410
  2093. ('cancel', 'jihai_hfa04_0639', '601700', 3490.0)
  2094. ('cancel', 'jihai_hfa04_0638', '300374', 12961.0)
  2095. [2019-05-16 13:56:50,802] 280| Cancel Order #jihai_hfa04_0639 601700
  2096. [2019-05-16 13:56:50,812] 280| Cancel Order #jihai_hfa04_0638 300374
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  2098. ('cancel', 'jihai_hfa04_0633', '002606', 32807.0)
  2099. [2019-05-16 13:56:50,823] 280| Cancel Order #jihai_hfa04_0655 603383
  2100. [2019-05-16 13:56:50,835] 280| Cancel Order #jihai_hfa04_0633 002606
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  2102. [2019-05-16 13:56:50,845] 280| Cancel Order #jihai_hfa04_0632 603990
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  2104. [2019-05-16 13:56:50,857] 280| Cancel Order #jihai_hfa04_0631 600719
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  2106. ('cancel', 'jihai_hfa04_0637', '603289', 6882.0)
  2107. [2019-05-16 13:56:50,868] 280| Cancel Order #jihai_hfa04_0630 002581
  2108. [2019-05-16 13:56:50,878] 280| Cancel Order #jihai_hfa04_0637 603289
  2109. ('cancel', 'jihai_hfa04_0636', '002765', 31750.0)
  2110. ('cancel', 'jihai_hfa04_0635', '603679', 46030.0)
  2111. [2019-05-16 13:56:50,890] 280| Cancel Order #jihai_hfa04_0636 002765
  2112. [2019-05-16 13:56:50,901] 280| Cancel Order #jihai_hfa04_0635 603679
  2113. ('cancel', 'jihai_hfa04_0634', '000802', 24408.0)
  2114. ('cancel', 'jihai_hfa04_0664', '300552', 9648.0)
  2115. [2019-05-16 13:56:50,911] 280| Cancel Order #jihai_hfa04_0634 000802
  2116. [2019-05-16 13:56:50,923] 280| Cancel Order #jihai_hfa04_0664 300552
  2117. ('cancel', 'jihai_hfa04_0665', '300598', 31884.0)
  2118. ('cancel', 'jihai_hfa04_0666', '300290', 37876.0)
  2119. [2019-05-16 13:56:50,934] 280| Cancel Order #jihai_hfa04_0665 300598
  2120. [2019-05-16 13:56:50,944] 280| Cancel Order #jihai_hfa04_0666 300290
  2121. ('cancel', 'jihai_hfa04_0667', '300353', 62074.0)
  2122. ('cancel', 'jihai_hfa04_0660', '300317', 38808.0)
  2123. [2019-05-16 13:56:50,956] 280| Cancel Order #jihai_hfa04_0667 300353
  2124. [2019-05-16 13:56:50,967] 280| Cancel Order #jihai_hfa04_0660 300317
  2125. ('cancel', 'jihai_hfa04_0661', '002810', 21552.0)
  2126. ('cancel', 'jihai_hfa04_0662', '002449', 18872.0)
  2127. [2019-05-16 13:56:50,977] 280| Cancel Order #jihai_hfa04_0661 002810
  2128. [2019-05-16 13:56:50,989] 280| Cancel Order #jihai_hfa04_0662 002449
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  2130. ('cancel', 'jihai_hfa04_0700', '603611', 65212.0)
  2131. [2019-05-16 13:56:51,000] 280| Cancel Order #jihai_hfa04_0663 600860
  2132. [2019-05-16 13:56:51,010] 280| Cancel Order #jihai_hfa04_0700 603611
  2133. ('cancel', 'jihai_hfa04_0668', '002211', 34176.0)
  2134. ('cancel', 'jihai_hfa04_0669', '002214', 42504.0)
  2135. [2019-05-16 13:56:51,022] 280| Cancel Order #jihai_hfa04_0668 002211
  2136. [2019-05-16 13:56:51,032] 280| Cancel Order #jihai_hfa04_0669 002214
  2137. ('cancel', 'jihai_hfa04_0654', '000505', 14910.0)
  2138. [2019-05-16 13:56:51,043] 280| Cancel Order #jihai_hfa04_0654 000505
  2139. ('cancel', 'jihai_hfa04_0686', '300659', 3545.0000000000005)
  2140. [2019-05-16 13:56:51,055] 280| Cancel Order #jihai_hfa04_0686 300659
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  2142. ('cancel', 'jihai_hfa04_0684', '600703', 33664.0)
  2143. [2019-05-16 13:56:51,065] 280| Cancel Order #jihai_hfa04_0687 300123
  2144. [2019-05-16 13:56:51,076] 280| Cancel Order #jihai_hfa04_0684 600703
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  2146. ('cancel', 'jihai_hfa04_0682', '300480', 65084.0)
  2147. [2019-05-16 13:56:51,088] 280| Cancel Order #jihai_hfa04_0685 002869
  2148. [2019-05-16 13:56:51,098] 280| Cancel Order #jihai_hfa04_0682 300480
  2149. ('cancel', 'jihai_hfa04_0683', '600146', 73797.0)
  2150. ('cancel', 'jihai_hfa04_0680', '002512', 32256.0)
  2151. [2019-05-16 13:56:51,109] 280| Cancel Order #jihai_hfa04_0683 600146
  2152. [2019-05-16 13:56:51,121] 280| Cancel Order #jihai_hfa04_0680 002512
  2153. ('cancel', 'jihai_hfa04_0681', '300405', 3686.0)
  2154. ('cancel', 'jihai_hfa04_0688', '002098', 56303.99999999999)
  2155. [2019-05-16 13:56:51,131] 280| Cancel Order #jihai_hfa04_0681 300405
  2156. [2019-05-16 13:56:51,142] 280| Cancel Order #jihai_hfa04_0688 002098
  2157. ('cancel', 'jihai_hfa04_0689', '000813', 43830.0)
  2158. ('cancel', 'jihai_hfa04_0608', '002824', 32110.0)
  2159. [2019-05-16 13:56:51,154] 280| Cancel Order #jihai_hfa04_0689 000813
  2160. [2019-05-16 13:56:51,164] 280| Cancel Order #jihai_hfa04_0608 002824
  2161. ('cancel', 'jihai_hfa04_0609', '300108', 23018.0)
  2162. ('cancel', 'jihai_hfa04_0606', '000850', 132038.0)
  2163. [2019-05-16 13:56:51,176] 280| Cancel Order #jihai_hfa04_0609 300108
  2164. [2019-05-16 13:56:51,187] 280| Cancel Order #jihai_hfa04_0606 000850
  2165. ('cancel', 'jihai_hfa04_0607', '600518', 61789.0)
  2166. ('cancel', 'jihai_hfa04_0604', '300184', 36875.0)
  2167. [2019-05-16 13:56:51,197] 280| Cancel Order #jihai_hfa04_0607 600518
  2168. [2019-05-16 13:56:51,209] 280| Cancel Order #jihai_hfa04_0604 300184
  2169. ('cancel', 'jihai_hfa04_0605', '300566', 11417.0)
  2170. ('cancel', 'jihai_hfa04_0602', '300647', 60228.0)
  2171. [2019-05-16 13:56:51,220] 280| Cancel Order #jihai_hfa04_0605 300566
  2172. [2019-05-16 13:56:51,230] 280| Cancel Order #jihai_hfa04_0602 300647
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  2174. ('cancel', 'jihai_hfa04_0600', '300618', 27288.0)
  2175. [2019-05-16 13:56:51,242] 280| Cancel Order #jihai_hfa04_0603 600624
  2176. [2019-05-16 13:56:51,253] 280| Cancel Order #jihai_hfa04_0600 300618
  2177. ('cancel', 'jihai_hfa04_0601', '603603', 20328.0)
  2178. ('cancel', 'jihai_hfa04_0677', '000576', 62684.99999999999)
  2179. [2019-05-16 13:56:51,263] 280| Cancel Order #jihai_hfa04_0601 603603
  2180. [2019-05-16 13:56:51,275] 280| Cancel Order #jihai_hfa04_0677 000576
  2181. ('cancel', 'jihai_hfa04_0676', '600095', 32832.0)
  2182. ('cancel', 'jihai_hfa04_0675', '002750', 54285.0)
  2183. [2019-05-16 13:56:51,286] 280| Cancel Order #jihai_hfa04_0676 600095
  2184. [2019-05-16 13:56:51,296] 280| Cancel Order #jihai_hfa04_0675 002750
  2185. ('cancel', 'jihai_hfa04_0674', '002702', 3546.0)
  2186. ('cancel', 'jihai_hfa04_0673', '002674', 31185.0)
  2187. [2019-05-16 13:56:51,308] 280| Cancel Order #jihai_hfa04_0674 002702
  2188. [2019-05-16 13:56:51,319] 280| Cancel Order #jihai_hfa04_0673 002674
  2189. ('cancel', 'jihai_hfa04_0672', '002316', 56106.0)
  2190. ('cancel', 'jihai_hfa04_0671', '002216', 2826.0)
  2191. [2019-05-16 13:56:51,329] 280| Cancel Order #jihai_hfa04_0672 002316
  2192. [2019-05-16 13:56:51,341] 280| Cancel Order #jihai_hfa04_0671 002216
  2193. ('cancel', 'jihai_hfa04_0670', '603696', 66846.0)
  2194. ('cancel', 'jihai_hfa04_0679', '300526', 43524.0)
  2195. [2019-05-16 13:56:51,351] 280| Cancel Order #jihai_hfa04_0670 603696
  2196. [2019-05-16 13:56:51,362] 280| Cancel Order #jihai_hfa04_0679 300526
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  2198. ('cancel', 'jihai_hfa04_0699', '002835', 35632.0)
  2199. [2019-05-16 13:56:51,374] 280| Cancel Order #jihai_hfa04_0678 000766
  2200. [2019-05-16 13:56:51,384] 280| Cancel Order #jihai_hfa04_0699 002835
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  2202. ('cancel', 'jihai_hfa04_0691', '300536', 50848.0)
  2203. [2019-05-16 13:56:51,395] 280| Cancel Order #jihai_hfa04_0698 300139
  2204. [2019-05-16 13:56:51,407] 280| Cancel Order #jihai_hfa04_0691 300536
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  2206. ('cancel', 'jihai_hfa04_0693', '300644', 20195.0)
  2207. [2019-05-16 13:56:51,417] 280| Cancel Order #jihai_hfa04_0690 000565
  2208. [2019-05-16 13:56:51,428] 280| Cancel Order #jihai_hfa04_0693 300644
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  2211. [2019-05-16 13:56:51,440] 280| Cancel Order #jihai_hfa04_0692 002077
  2212. [2019-05-16 13:56:51,450] 280| Cancel Order #jihai_hfa04_0695 002708
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  2214. [2019-05-16 13:56:51,461] 280| Cancel Order #jihai_hfa04_0598 300174
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  2216. [2019-05-16 13:56:51,473] 280| Cancel Order #jihai_hfa04_0697 300375
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  2219. [2019-05-16 13:56:51,483] 280| Cancel Order #jihai_hfa04_0694 601008
  2220. [2019-05-16 13:56:51,494] 280| Cancel Order #jihai_hfa04_0599 300700
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  2223. [2019-05-16 13:56:51,506] 280| Cancel Order #jihai_hfa04_0659 300099
  2224. [2019-05-16 13:56:51,516] 280| Cancel Order #jihai_hfa04_0696 300234
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  2226. ('cancel', 'jihai_hfa04_0648', '603079', 34200.0)
  2227. [2019-05-16 13:56:51,528] 280| Cancel Order #jihai_hfa04_0658 603020
  2228. [2019-05-16 13:56:51,539] 280| Cancel Order #jihai_hfa04_0648 603079
  2229. ('cancel', 'jihai_hfa04_0649', '600557', 1504.0)
  2230. ('cancel', 'jihai_hfa04_0642', '002347', 32673.999999999996)
  2231. [2019-05-16 13:56:51,549] 280| Cancel Order #jihai_hfa04_0649 600557
  2232. [2019-05-16 13:56:51,561] 280| Cancel Order #jihai_hfa04_0642 002347
  2233. ('cancel', 'jihai_hfa04_0643', '600626', 44133.0)
  2234. ('cancel', 'jihai_hfa04_0640', '002806', 5145.0)
  2235. [2019-05-16 13:56:51,572] 280| Cancel Order #jihai_hfa04_0643 600626
  2236. [2019-05-16 13:56:51,582] 280| Cancel Order #jihai_hfa04_0640 002806
  2237. ('cancel', 'jihai_hfa04_0641', '600148', 4803.000000000001)
  2238. ('cancel', 'jihai_hfa04_0646', '603178', 33216.0)
  2239. [2019-05-16 13:56:51,594] 280| Cancel Order #jihai_hfa04_0641 600148
  2240. [2019-05-16 13:56:51,605] 280| Cancel Order #jihai_hfa04_0646 603178
  2241. ('cancel', 'jihai_hfa04_0647', '300508', 7408.0)
  2242. ('cancel', 'jihai_hfa04_0644', '002274', 3930.0)
  2243. [2019-05-16 13:56:51,615] 280| Cancel Order #jihai_hfa04_0647 300508
  2244. [2019-05-16 13:56:51,627] 280| Cancel Order #jihai_hfa04_0644 002274
  2245. ('cancel', 'jihai_hfa04_0645', '300220', 3129.0000000000005)
  2246. ('cancel', 'jihai_hfa04_0619', '600975', 54418.0)
  2247. [2019-05-16 13:56:51,638] 280| Cancel Order #jihai_hfa04_0645 300220
  2248. [2019-05-16 13:56:51,648] 280| Cancel Order #jihai_hfa04_0619 600975
  2249. ('cancel', 'jihai_hfa04_0618', '300432', 14910.0)
  2250. **** 13:56:51 batch 0 vwap cycle 1 place order round 3 ****
  2251. [2019-05-16 13:56:51,660] 280| Cancel Order #jihai_hfa04_0618 300432
  2252. [2019-05-16 13:56:51,802] 280| Send Order #jihai_hfa04_0702 002937 sell 46904.0
  2253. [2019-05-16 13:56:51,802] 280| Send Order #jihai_hfa04_0703 000996 sell 59983.0
  2254. *************************** ERROR ERROR ERROR 000713 reach to up limit price! ap1:0.0 av1:0.0 bp1:14.59 bv1:4166400.0 ***************************
  2255. [2019-05-16 13:56:51,808] 280| Send Order #jihai_hfa04_0704 603603 sell 8712.0
  2256. [2019-05-16 13:56:51,809] 280| Send Order #jihai_hfa04_0705 600624 sell 3774.0
  2257. [2019-05-16 13:56:51,811] 280| Send Order #jihai_hfa04_0706 300566 sell 99552.0
  2258. [2019-05-16 13:56:51,813] 280| Send Order #jihai_hfa04_0707 601515 sell 21551.0
  2259. [2019-05-16 13:56:51,815] 280| Send Order #jihai_hfa04_0708 600682 sell 107677.0
  2260. [2019-05-16 13:56:51,816] 280| Send Order #jihai_hfa04_0709 000913 sell 35904.0
  2261. *************************** ERROR ERROR ERROR 600368 reach to up limit price! ap1:0.0 av1:0.0 bp1:5.9 bv1:27384440.0 ***************************
  2262. [2019-05-16 13:56:51,819] 280| Send Order #jihai_hfa04_0710 300432 sell 55458.0
  2263. [2019-05-16 13:56:51,821] 280| Send Order #jihai_hfa04_0711 300740 sell 70482.0
  2264. [2019-05-16 13:56:51,822] 280| Send Order #jihai_hfa04_0712 600587 sell 13412.0
  2265. [2019-05-16 13:56:51,823] 280| Send Order #jihai_hfa04_0713 600530 sell 7572.0
  2266. [2019-05-16 13:56:51,825] 280| Send Order #jihai_hfa04_0714 002034 sell 8090.0
  2267. [2019-05-16 13:56:51,825] 280| Send Order #jihai_hfa04_0715 002748 sell 30870.0
  2268. [2019-05-16 13:56:51,828] 280| Send Order #jihai_hfa04_0716 603533 sell 27360.0
  2269. [2019-05-16 13:56:51,829] 280| Send Order #jihai_hfa04_0717 603990 sell 17032.0
  2270. [2019-05-16 13:56:51,832] 280| Send Order #jihai_hfa04_0718 000802 sell 34612.0
  2271. [2019-05-16 13:56:51,834] 280| Send Order #jihai_hfa04_0719 603289 sell 53956.0
  2272. [2019-05-16 13:56:51,835] 280| Send Order #jihai_hfa04_0720 601700 sell 61512.0
  2273. [2019-05-16 13:56:51,836] 280| Send Order #jihai_hfa04_0721 002806 sell 49735.0
  2274. [2019-05-16 13:56:51,838] 280| Send Order #jihai_hfa04_0722 600148 sell 20839.0
  2275. [2019-05-16 13:56:51,839] 280| Send Order #jihai_hfa04_0723 600626 sell 24414.0
  2276. [2019-05-16 13:56:51,986] 280| Send Order #jihai_hfa04_0724 300220 buy 3124.0
  2277. [2019-05-16 13:56:51,990] 280| Send Order #jihai_hfa04_0725 000505 buy 115567.0
  2278. [2019-05-16 13:56:51,992] 280| Send Order #jihai_hfa04_0726 603028 buy 26013.0
  2279. [2019-05-16 13:56:51,994] 280| Send Order #jihai_hfa04_0727 002449 buy 37744.0
  2280. [2019-05-16 13:56:51,996] 280| Send Order #jihai_hfa04_0728 300552 buy 9648.0
  2281. [2019-05-16 13:56:51,999] 280| Send Order #jihai_hfa04_0729 002211 buy 49059.0
  2282. [2019-05-16 13:56:52,002] 280| Send Order #jihai_hfa04_0730 002316 buy 2072.0
  2283. [2019-05-16 13:56:52,003] 280| Send Order #jihai_hfa04_0731 002674 buy 32582.0
  2284. [2019-05-16 13:56:52,003] 280| Send Order #jihai_hfa04_0732 002750 buy 27965.0
  2285. [2019-05-16 13:56:52,010] 280| Send Order #jihai_hfa04_0733 000565 buy 42772.0
  2286. [2019-05-16 13:56:52,012] 280| Send Order #jihai_hfa04_0734 300536 buy 1815.0
  2287. [2019-05-16 13:56:52,013] 280| Send Order #jihai_hfa04_0735 002708 buy 48144.0
  2288. [2019-05-16 13:56:52,016] 280| Send Order #jihai_hfa04_0736 300139 buy 13211.0
  2289. portfolio_name target_amount amount_to_trade up_limit down_limit
  2290. jihai_hfa04 sell -1,047,248.0 -859,401.0 -353,567.0 0
  2291. jihai_hfa04 buy 594,587.0 452,864.0 0 0
  2292.  
  2293. [2019-05-16 13:56:52,017] 280| Send Order #jihai_hfa04_0737 300333 buy 43148.0
  2294. 可撤列表:
  2295. 20190516 09:21:43 0899186011 0 002210 *ST飞马 已报 1 证券卖出 3.440 56400 14234 0 0 20190516
  2296. (1557986222.847, {'002274': 700, '300220': 300, '603035': 6200, '300380': 600, '002371': 2200, '600557': 400, '603232': 300, '600410': 10200, '002568': 400, '000732': 3900, '603533': 2300, '002118': 13400, '603028': 4300, '300740': 500, '300414': 3900, '603020': 14600, '002606': 10600, '300099': 8100, '600099': 8300, '300317': 10400, '600719': 11200, '002449': 7900, '002765': 9800, '600095': 11800, '300552': 2500, '300014': 200, '603383': 1100, '002211': 14500, '002210': 0, '002214': 7500, '603696': 4300, '002216': 900, '002674': 2600, '002750': 7000, '600860': 400, '002512': 14200, '300405': 700, '300618': 1000, '300480': 11600, '603508': 1800, '600146': 9800, '600703': 6700, '002290': 0, '300566': 2060, '603197': 3000, '601700': 10700, '002824': 4800, '002347': 12300, '600368': 0, '600682': 6700, '000913': 3000, '002034': 2600, '603289': 6700, '000996': 5100, '002748': 3400, '600677': 6600, '601008': 27400, '002581': 8600, '600179': 11700, '300174': 1900, '002937': 4600, '300375': 27100, '300374': 2200, '002835': 6800, '603611': 3600, '002893': 3400, '000596': 1100, '603178': 6800, '300508': 100, '300638': 3100, '603079': 2500, '603603': 3500, '300184': 10200, '000850': 22700, '600518': 22300, '600287': 17600, '002806': 4000, '601515': 4600, '600222': 25900, '002328': 6800, '000505': 3800, '603990': 600, '300510': 6400, '600587': 3000, '300700': 1200, '002810': 2700, '603679': 1100, '300598': 1800, '300108': 8100, '300290': 6500, '300353': 9500, '600756': 3200, '603305': 2700, '002316': 6600, '000802': 3000, '603329': 3400, '002255': 28700, '603396': 2100, '000576': 7300, '000766': 8000, '300526': 5100, '600530': 18700, '600624': 5200, '600626': 5100, '002869': 5500, '300659': 400, '300123': 4300, '002098': 8700, '000813': 7400, '300432': 8600, '600975': 10900, '300539': 4700, '000565': 4600, '000713': 0, '300536': 7800, '002077': 7600, '300644': 800, '300647': 4600, '002708': 1900, '300234': 1000, '002702': 1300, '300139': 4800, '600148': 1400, '300333': 10800})
  2297. ('cancel', 'jihai_hfa04_0714', '002034', 8090.0)
  2298. [2019-05-16 13:57:02,868] 280| Cancel Order #jihai_hfa04_0714 002034
  2299. ('cancel', 'jihai_hfa04_0715', '002748', 30869.999999999996)
  2300. [2019-05-16 13:57:02,878] 280| Cancel Order #jihai_hfa04_0715 002748
  2301. ('cancel', 'jihai_hfa04_0716', '603533', 27360.000000000004)
  2302. [2019-05-16 13:57:02,890] 280| Cancel Order #jihai_hfa04_0716 603533
  2303. ('cancel', 'jihai_hfa04_0717', '603990', 17032.000000000004)
  2304. [2019-05-16 13:57:02,901] 280| Cancel Order #jihai_hfa04_0717 603990
  2305. [2019-05-16 13:57:02,911] 280| Cancel Order #jihai_hfa04_0710 300432
  2306. ('cancel', 'jihai_hfa04_0710', '300432', 55458.0)
  2307. [2019-05-16 13:57:02,923] 280| Cancel Order #jihai_hfa04_0711 300740
  2308. ('cancel', 'jihai_hfa04_0711', '300740', 70482.0)
  2309. [2019-05-16 13:57:02,934] 280| Cancel Order #jihai_hfa04_0712 600587
  2310. ('cancel', 'jihai_hfa04_0712', '600587', 13412.0)
  2311. ('cancel', 'jihai_hfa04_0713', '600530', 7571.999999999999)
  2312. [2019-05-16 13:57:02,944] 280| Cancel Order #jihai_hfa04_0713 600530
  2313. [2019-05-16 13:57:02,956] 280| Cancel Order #jihai_hfa04_0718 000802
  2314. ('cancel', 'jihai_hfa04_0718', '000802', 34612.0)
  2315. [2019-05-16 13:57:02,967] 280| Cancel Order #jihai_hfa04_0719 603289
  2316. ('cancel', 'jihai_hfa04_0719', '603289', 53956.0)
  2317. ('cancel', 'jihai_hfa04_0707', '601515', 21551.0)
  2318. [2019-05-16 13:57:02,977] 280| Cancel Order #jihai_hfa04_0707 601515
  2319. ('cancel', 'jihai_hfa04_0706', '300566', 99552.0)
  2320. [2019-05-16 13:57:02,989] 280| Cancel Order #jihai_hfa04_0706 300566
  2321. ('cancel', 'jihai_hfa04_0705', '600624', 3774.0)
  2322. [2019-05-16 13:57:03,000] 280| Cancel Order #jihai_hfa04_0705 600624
  2323. ('cancel', 'jihai_hfa04_0704', '603603', 8712.0)
  2324. [2019-05-16 13:57:03,010] 280| Cancel Order #jihai_hfa04_0704 603603
  2325. ('cancel', 'jihai_hfa04_0703', '000996', 59983.0)
  2326. [2019-05-16 13:57:03,022] 280| Cancel Order #jihai_hfa04_0703 000996
  2327. ('cancel', 'jihai_hfa04_0702', '002937', 46904.0)
  2328. [2019-05-16 13:57:03,032] 280| Cancel Order #jihai_hfa04_0702 002937
  2329. ('cancel', 'jihai_hfa04_0709', '000913', 35904.0)
  2330. [2019-05-16 13:57:03,043] 280| Cancel Order #jihai_hfa04_0709 000913
  2331. [2019-05-16 13:57:03,055] 280| Cancel Order #jihai_hfa04_0708 600682
  2332. ('cancel', 'jihai_hfa04_0708', '600682', 107677.0)
  2333. ('cancel', 'jihai_hfa04_0732', '002750', 27965.0)
  2334. [2019-05-16 13:57:03,065] 280| Cancel Order #jihai_hfa04_0732 002750
  2335. ('cancel', 'jihai_hfa04_0733', '000565', 42772.0)
  2336. [2019-05-16 13:57:03,086] 280| Cancel Order #jihai_hfa04_0733 000565
  2337. ('cancel', 'jihai_hfa04_0730', '002316', 2072.0)
  2338. [2019-05-16 13:57:03,098] 280| Cancel Order #jihai_hfa04_0730 002316
  2339. ('cancel', 'jihai_hfa04_0731', '002674', 32582.0)
  2340. [2019-05-16 13:57:03,109] 280| Cancel Order #jihai_hfa04_0731 002674
  2341. ('cancel', 'jihai_hfa04_0736', '300139', 13211.0)
  2342. [2019-05-16 13:57:03,121] 280| Cancel Order #jihai_hfa04_0736 300139
  2343. ('cancel', 'jihai_hfa04_0737', '300333', 43148.0)
  2344. [2019-05-16 13:57:03,131] 280| Cancel Order #jihai_hfa04_0737 300333
  2345. ('cancel', 'jihai_hfa04_0734', '300536', 1814.9999999999998)
  2346. [2019-05-16 13:57:03,142] 280| Cancel Order #jihai_hfa04_0734 300536
  2347. ('cancel', 'jihai_hfa04_0735', '002708', 48144.0)
  2348. [2019-05-16 13:57:03,154] 280| Cancel Order #jihai_hfa04_0735 002708
  2349. ('cancel', 'jihai_hfa04_0729', '002211', 49059.0)
  2350. [2019-05-16 13:57:03,164] 280| Cancel Order #jihai_hfa04_0729 002211
  2351. ('cancel', 'jihai_hfa04_0728', '300552', 9648.0)
  2352. [2019-05-16 13:57:03,176] 280| Cancel Order #jihai_hfa04_0728 300552
  2353. ('cancel', 'jihai_hfa04_0725', '000505', 115567.0)
  2354. [2019-05-16 13:57:03,187] 280| Cancel Order #jihai_hfa04_0725 000505
  2355. ('cancel', 'jihai_hfa04_0724', '300220', 3124.0)
  2356. [2019-05-16 13:57:03,197] 280| Cancel Order #jihai_hfa04_0724 300220
  2357. ('cancel', 'jihai_hfa04_0727', '002449', 37744.0)
  2358. [2019-05-16 13:57:03,209] 280| Cancel Order #jihai_hfa04_0727 002449
  2359. ('cancel', 'jihai_hfa04_0726', '603028', 26013.0)
  2360. [2019-05-16 13:57:03,220] 280| Cancel Order #jihai_hfa04_0726 603028
  2361. ('cancel', 'jihai_hfa04_0721', '002806', 49734.99999999999)
  2362. [2019-05-16 13:57:03,230] 280| Cancel Order #jihai_hfa04_0721 002806
  2363. ('cancel', 'jihai_hfa04_0720', '601700', 61512.0)
  2364. [2019-05-16 13:57:03,242] 280| Cancel Order #jihai_hfa04_0720 601700
  2365. ('cancel', 'jihai_hfa04_0723', '600626', 24414.0)
  2366. [2019-05-16 13:57:03,253] 280| Cancel Order #jihai_hfa04_0723 600626
  2367. ('cancel', 'jihai_hfa04_0722', '600148', 20838.999999999996)
  2368. [2019-05-16 13:57:03,263] 280| Cancel Order #jihai_hfa04_0722 600148
  2369. ********VWAPVWAPVWAPVWAP 13:57:12 batch 0 get cycle index: 2, end time: 13:58:01 VWAPVWAPVWAPVWAP********
  2370. **** 13:57:12 batch 0 vwap cycle 2 place order round 0 ****
  2371. [2019-05-16 13:57:12,875] 280| Send Order #jihai_hfa04_0738 002937 sell 46800.0
  2372. [2019-05-16 13:57:12,875] 280| Send Order #jihai_hfa04_0739 000996 sell 59860.0
  2373. [2019-05-16 13:57:12,878] 280| Send Order #jihai_hfa04_0740 300380 sell 49776.0
  2374. *************************** ERROR ERROR ERROR 000713 reach to up limit price! ap1:0.0 av1:0.0 bp1:14.59 bv1:4147500.0 ***************************
  2375. [2019-05-16 13:57:12,880] 280| Send Order #jihai_hfa04_0741 300174 sell 11316.0
  2376. [2019-05-16 13:57:12,881] 280| Send Order #jihai_hfa04_0742 300700 sell 14847.0
  2377. [2019-05-16 13:57:12,881] 280| Send Order #jihai_hfa04_0743 300618 sell 68190.0
  2378. [2019-05-16 13:57:12,882] 280| Send Order #jihai_hfa04_0744 603603 sell 8700.0
  2379. [2019-05-16 13:57:12,884] 280| Send Order #jihai_hfa04_0745 600624 sell 3768.0
  2380. [2019-05-16 13:57:12,884] 280| Send Order #jihai_hfa04_0746 300566 sell 99369.0
  2381. *************************** ERROR ERROR ERROR 600368 reach to up limit price! ap1:0.0 av1:0.0 bp1:5.9 bv1:25200800.0 ***************************
  2382. [2019-05-16 13:57:12,888] 280| Send Order #jihai_hfa04_0747 601515 sell 21505.0
  2383. [2019-05-16 13:57:12,890] 280| Send Order #jihai_hfa04_0748 600682 sell 107282.0
  2384. [2019-05-16 13:57:12,891] 280| Send Order #jihai_hfa04_0749 000913 sell 35802.0
  2385. [2019-05-16 13:57:12,892] 280| Send Order #jihai_hfa04_0750 300432 sell 55224.0
  2386. [2019-05-16 13:57:12,894] 280| Send Order #jihai_hfa04_0751 300740 sell 70278.0
  2387. [2019-05-16 13:57:12,894] 280| Send Order #jihai_hfa04_0752 600587 sell 13377.0
  2388. [2019-05-16 13:57:12,895] 280| Send Order #jihai_hfa04_0753 300414 sell 44268.0
  2389. [2019-05-16 13:57:12,897] 280| Send Order #jihai_hfa04_0754 600530 sell 7524.0
  2390. [2019-05-16 13:57:12,898] 280| Send Order #jihai_hfa04_0755 002034 sell 8075.0
  2391. [2019-05-16 13:57:12,898] 280| Send Order #jihai_hfa04_0756 002748 sell 30810.0
  2392. [2019-05-16 13:57:12,901] 280| Send Order #jihai_hfa04_0757 603533 sell 27312.0
  2393. [2019-05-16 13:57:12,903] 280| Send Order #jihai_hfa04_0758 603990 sell 17004.0
  2394. [2019-05-16 13:57:12,904] 280| Send Order #jihai_hfa04_0759 000802 sell 34476.0
  2395. [2019-05-16 13:57:12,905] 280| Send Order #jihai_hfa04_0760 603289 sell 53768.0
  2396. [2019-05-16 13:57:12,907] 280| Send Order #jihai_hfa04_0761 601700 sell 61248.0
  2397. [2019-05-16 13:57:12,907] 280| Send Order #jihai_hfa04_0762 002806 sell 49561.0
  2398. [2019-05-16 13:57:12,908] 280| Send Order #jihai_hfa04_0763 600148 sell 20813.0
  2399. [2019-05-16 13:57:12,911] 280| Send Order #jihai_hfa04_0764 600626 sell 24310.0
  2400. [2019-05-16 13:57:15,053] 280| Send Order #jihai_hfa04_0765 300220 buy 3133.0
  2401. [2019-05-16 13:57:15,055] 280| Send Order #jihai_hfa04_0766 300508 buy 7416.0
  2402. [2019-05-16 13:57:15,056] 280| Send Order #jihai_hfa04_0767 603232 buy 60928.0
  2403. [2019-05-16 13:57:15,059] 280| Send Order #jihai_hfa04_0768 000505 buy 116056.0
  2404. [2019-05-16 13:57:15,061] 280| Send Order #jihai_hfa04_0769 603028 buy 26059.0
  2405. [2019-05-16 13:57:15,062] 280| Send Order #jihai_hfa04_0770 002449 buy 37912.0
  2406. [2019-05-16 13:57:15,063] 280| Send Order #jihai_hfa04_0771 300552 buy 9672.0
  2407. [2019-05-16 13:57:15,065] 280| Send Order #jihai_hfa04_0772 300598 buy 23967.0
  2408. [2019-05-16 13:57:15,068] 280| Send Order #jihai_hfa04_0773 002211 buy 49197.0
  2409. [2019-05-16 13:57:15,069] 280| Send Order #jihai_hfa04_0774 002316 buy 2082.0
  2410. [2019-05-16 13:57:15,071] 280| Send Order #jihai_hfa04_0775 002674 buy 32714.0
  2411. [2019-05-16 13:57:15,072] 280| Send Order #jihai_hfa04_0776 002750 buy 28050.0
  2412. [2019-05-16 13:57:15,078] 280| Send Order #jihai_hfa04_0777 000565 buy 42908.0
  2413. [2019-05-16 13:57:15,078] 280| Send Order #jihai_hfa04_0778 300536 buy 1817.0
  2414. [2019-05-16 13:57:15,079] 280| Send Order #jihai_hfa04_0779 300644 buy 49147.0
  2415. [2019-05-16 13:57:15,082] 280| Send Order #jihai_hfa04_0780 002708 buy 48280.0
  2416. [2019-05-16 13:57:15,084] 280| Send Order #jihai_hfa04_0781 300139 buy 13233.0
  2417. [2019-05-16 13:57:15,085] 280| Send Order #jihai_hfa04_0782 300333 buy 43240.0
  2418. portfolio_name target_amount amount_to_trade up_limit down_limit
  2419. jihai_hfa04 sell -1,047,124.0 -1,045,263.0 -353,567.0 0
  2420. jihai_hfa04 buy 594,680.0 595,811.0 0 0
  2421.  
  2422. (1557986247.38, {'002274': 700, '300220': 400, '603035': 6200, '300380': 3000, '002371': 2200, '600557': 400, '603232': 2000, '600410': 10200, '002568': 400, '000732': 3900, '603533': 3900, '002118': 13400, '603028': 6600, '300740': 5600, '300414': 6000, '603020': 14600, '002606': 10600, '300099': 8100, '600099': 8300, '300317': 10400, '600719': 11200, '002449': 10700, '002765': 9800, '600095': 11800, '300552': 2900, '300014': 200, '603383': 1100, '002211': 21400, '002210': 0, '002214': 7500, '603696': 4300, '002216': 900, '002674': 4800, '002750': 8700, '600860': 400, '002512': 14200, '300405': 700, '300618': 2000, '300480': 11600, '603508': 1800, '600146': 9800, '600703': 6700, '002290': 0, '300566': 8160, '603197': 3000, '601700': 19500, '002824': 4800, '002347': 12300, '600368': 0, '600682': 14600, '000913': 6400, '002034': 3100, '603289': 11400, '000996': 9200, '002748': 6400, '600677': 6600, '601008': 27400, '002581': 8600, '600179': 11700, '300174': 2300, '002937': 7200, '300375': 27100, '300374': 2200, '002835': 6800, '603611': 3600, '002893': 3400, '000596': 1100, '603178': 6800, '300508': 300, '300638': 3100, '603079': 2500, '603603': 4100, '300184': 10200, '000850': 22700, '600518': 22300, '600287': 17600, '002806': 6900, '601515': 6900, '600222': 25900, '002328': 6800, '000505': 20100, '603990': 1000, '300510': 6400, '600587': 3700, '300700': 1900, '002810': 2700, '603679': 1100, '300598': 2700, '300108': 8100, '300290': 6500, '300353': 9500, '600756': 3200, '603305': 2700, '002316': 6800, '000802': 6400, '603329': 3400, '002255': 28700, '603396': 2100, '000576': 7300, '000766': 8000, '300526': 5100, '600530': 19900, '600624': 5500, '600626': 7700, '002869': 5500, '300659': 400, '300123': 4300, '002098': 8700, '000813': 7400, '300432': 16400, '600975': 10900, '300539': 4700, '000565': 11400, '000713': 0, '300536': 7900, '002077': 7600, '300644': 2500, '300647': 4600, '002708': 5300, '300234': 1000, '002702': 1300, '300139': 5900, '600148': 2700, '300333': 15400})
  2423. 可撤列表:
  2424. 20190516 09:21:43 0899186011 0 002210 *ST飞马 已报 1 证券卖出 3.440 56400 14234 0 0 20190516
  2425. ('cancel', 'jihai_hfa04_0782', '300333', 43240.0)
  2426. [2019-05-16 13:57:27,400] 280| Cancel Order #jihai_hfa04_0782 300333
  2427. ('cancel', 'jihai_hfa04_0781', '300139', 13233.0)
  2428. [2019-05-16 13:57:27,411] 280| Cancel Order #jihai_hfa04_0781 300139
  2429. ('cancel', 'jihai_hfa04_0780', '002708', 48280.0)
  2430. [2019-05-16 13:57:27,421] 280| Cancel Order #jihai_hfa04_0780 002708
  2431. ('cancel', 'jihai_hfa04_0749', '000913', 35802.0)
  2432. [2019-05-16 13:57:27,433] 280| Cancel Order #jihai_hfa04_0749 000913
  2433. ('cancel', 'jihai_hfa04_0748', '600682', 107282.0)
  2434. [2019-05-16 13:57:27,444] 280| Cancel Order #jihai_hfa04_0748 600682
  2435. ('cancel', 'jihai_hfa04_0743', '300618', 68190.0)
  2436. [2019-05-16 13:57:27,454] 280| Cancel Order #jihai_hfa04_0743 300618
  2437. ('cancel', 'jihai_hfa04_0742', '300700', 14847.0)
  2438. [2019-05-16 13:57:27,496] 280| Cancel Order #jihai_hfa04_0742 300700
  2439. ('cancel', 'jihai_hfa04_0741', '300174', 11316.0)
  2440. [2019-05-16 13:57:27,506] 280| Cancel Order #jihai_hfa04_0741 300174
  2441. ('cancel', 'jihai_hfa04_0740', '300380', 49775.99999999999)
  2442. [2019-05-16 13:57:27,517] 280| Cancel Order #jihai_hfa04_0740 300380
  2443. ('cancel', 'jihai_hfa04_0747', '601515', 21505.0)
  2444. [2019-05-16 13:57:27,529] 280| Cancel Order #jihai_hfa04_0747 601515
  2445. ('cancel', 'jihai_hfa04_0746', '300566', 99369.0)
  2446. [2019-05-16 13:57:27,539] 280| Cancel Order #jihai_hfa04_0746 300566
  2447. ('cancel', 'jihai_hfa04_0745', '600624', 3768.0)
  2448. [2019-05-16 13:57:27,551] 280| Cancel Order #jihai_hfa04_0745 600624
  2449. ('cancel', 'jihai_hfa04_0744', '603603', 8700.0)
  2450. [2019-05-16 13:57:27,562] 280| Cancel Order #jihai_hfa04_0744 603603
  2451. ('cancel', 'jihai_hfa04_0778', '300536', 1817.0000000000002)
  2452. [2019-05-16 13:57:27,572] 280| Cancel Order #jihai_hfa04_0778 300536
  2453. ('cancel', 'jihai_hfa04_0779', '300644', 49147.0)
  2454. [2019-05-16 13:57:27,584] 280| Cancel Order #jihai_hfa04_0779 300644
  2455. ('cancel', 'jihai_hfa04_0776', '002750', 28050.0)
  2456. [2019-05-16 13:57:27,595] 280| Cancel Order #jihai_hfa04_0776 002750
  2457. ('cancel', 'jihai_hfa04_0777', '000565', 42908.0)
  2458. [2019-05-16 13:57:27,605] 280| Cancel Order #jihai_hfa04_0777 000565
  2459. ('cancel', 'jihai_hfa04_0774', '002316', 2082.0)
  2460. [2019-05-16 13:57:27,617] 280| Cancel Order #jihai_hfa04_0774 002316
  2461. ('cancel', 'jihai_hfa04_0775', '002674', 32714.0)
  2462. [2019-05-16 13:57:27,628] 280| Cancel Order #jihai_hfa04_0775 002674
  2463. ('cancel', 'jihai_hfa04_0772', '300598', 23967.0)
  2464. [2019-05-16 13:57:27,638] 280| Cancel Order #jihai_hfa04_0772 300598
  2465. ('cancel', 'jihai_hfa04_0773', '002211', 49197.0)
  2466. [2019-05-16 13:57:27,650] 280| Cancel Order #jihai_hfa04_0773 002211
  2467. ('cancel', 'jihai_hfa04_0770', '002449', 37912.0)
  2468. [2019-05-16 13:57:27,661] 280| Cancel Order #jihai_hfa04_0770 002449
  2469. ('cancel', 'jihai_hfa04_0771', '300552', 9672.0)
  2470. [2019-05-16 13:57:27,671] 280| Cancel Order #jihai_hfa04_0771 300552
  2471. ('cancel', 'jihai_hfa04_0738', '002937', 46800.0)
  2472. [2019-05-16 13:57:27,683] 280| Cancel Order #jihai_hfa04_0738 002937
  2473. ('cancel', 'jihai_hfa04_0739', '000996', 59860.0)
  2474. [2019-05-16 13:57:27,694] 280| Cancel Order #jihai_hfa04_0739 000996
  2475. ('cancel', 'jihai_hfa04_0758', '603990', 17004.0)
  2476. [2019-05-16 13:57:27,704] 280| Cancel Order #jihai_hfa04_0758 603990
  2477. ('cancel', 'jihai_hfa04_0759', '000802', 34476.0)
  2478. [2019-05-16 13:57:27,716] 280| Cancel Order #jihai_hfa04_0759 000802
  2479. ('cancel', 'jihai_hfa04_0750', '300432', 55224.0)
  2480. [2019-05-16 13:57:27,726] 280| Cancel Order #jihai_hfa04_0750 300432
  2481. ('cancel', 'jihai_hfa04_0751', '300740', 70278.0)
  2482. [2019-05-16 13:57:27,737] 280| Cancel Order #jihai_hfa04_0751 300740
  2483. ('cancel', 'jihai_hfa04_0752', '600587', 13377.0)
  2484. [2019-05-16 13:57:27,749] 280| Cancel Order #jihai_hfa04_0752 600587
  2485. ('cancel', 'jihai_hfa04_0753', '300414', 44268.0)
  2486. [2019-05-16 13:57:27,759] 280| Cancel Order #jihai_hfa04_0753 300414
  2487. ('cancel', 'jihai_hfa04_0754', '600530', 7523.999999999999)
  2488. [2019-05-16 13:57:27,770] 280| Cancel Order #jihai_hfa04_0754 600530
  2489. ('cancel', 'jihai_hfa04_0755', '002034', 8074.999999999999)
  2490. [2019-05-16 13:57:27,782] 280| Cancel Order #jihai_hfa04_0755 002034
  2491. ('cancel', 'jihai_hfa04_0756', '002748', 30810.0)
  2492. [2019-05-16 13:57:27,792] 280| Cancel Order #jihai_hfa04_0756 002748
  2493. ('cancel', 'jihai_hfa04_0757', '603533', 27312.0)
  2494. [2019-05-16 13:57:27,803] 280| Cancel Order #jihai_hfa04_0757 603533
  2495. ('cancel', 'jihai_hfa04_0761', '601700', 61248.0)
  2496. [2019-05-16 13:57:27,815] 280| Cancel Order #jihai_hfa04_0761 601700
  2497. ('cancel', 'jihai_hfa04_0760', '603289', 53768.0)
  2498. [2019-05-16 13:57:27,825] 280| Cancel Order #jihai_hfa04_0760 603289
  2499. ('cancel', 'jihai_hfa04_0763', '600148', 20813.000000000004)
  2500. [2019-05-16 13:57:27,836] 280| Cancel Order #jihai_hfa04_0763 600148
  2501. ('cancel', 'jihai_hfa04_0762', '002806', 49561.0)
  2502. [2019-05-16 13:57:27,848] 280| Cancel Order #jihai_hfa04_0762 002806
  2503. ('cancel', 'jihai_hfa04_0765', '300220', 3133.0)
  2504. [2019-05-16 13:57:27,858] 280| Cancel Order #jihai_hfa04_0765 300220
  2505. ('cancel', 'jihai_hfa04_0764', '600626', 24310.0)
  2506. [2019-05-16 13:57:27,869] 280| Cancel Order #jihai_hfa04_0764 600626
  2507. ('cancel', 'jihai_hfa04_0767', '603232', 60928.00000000001)
  2508. [2019-05-16 13:57:27,881] 280| Cancel Order #jihai_hfa04_0767 603232
  2509. ('cancel', 'jihai_hfa04_0766', '300508', 7416.0)
  2510. [2019-05-16 13:57:27,891] 280| Cancel Order #jihai_hfa04_0766 300508
  2511. ('cancel', 'jihai_hfa04_0769', '603028', 26059.0)
  2512. [2019-05-16 13:57:27,903] 280| Cancel Order #jihai_hfa04_0769 603028
  2513. ('cancel', 'jihai_hfa04_0768', '000505', 116056.0)
  2514. [2019-05-16 13:57:27,914] 280| Cancel Order #jihai_hfa04_0768 000505
  2515. **** 13:57:27 batch 0 vwap cycle 2 place order round 1 ****
  2516. *************************** ERROR ERROR ERROR 000713 reach to up limit price! ap1:0.0 av1:0.0 bp1:14.59 bv1:4149000.0 ***************************
  2517. *************************** ERROR ERROR ERROR 600368 reach to up limit price! ap1:0.0 av1:0.0 bp1:5.9 bv1:25155000.0 ***************************
  2518. portfolio_name target_amount amount_to_trade up_limit down_limit
  2519. jihai_hfa04 sell 0 0 -353,567.0 0
  2520. jihai_hfa04 buy 0 0 0 0
  2521.  
  2522. ******** 13:57:28 Batch 0 Trade Finished, Exit! ********
  2523. **************** 13:57:36 All Batch Finished, Exit! ****************
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