zhoujie/Quant_Code
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

20250408修改

Browse Source
This commit is contained in:
zhoujie2104231
2025-04-09 17:18:30 +08:00
parent f925dff46b
commit aaf2224484
146 changed files with 157794 additions and 5718 deletions
Download Patch File Download Diff File Expand all files Collapse all files

32
999.账户相关/simnow_trader/ofdata/rb2505_ofdata.csv
View File

@@ -1,25 +1,9 @@
price,Ask,Bid,symbol,datetime,delta,close,open,high,low,volume,dj,dayma,5_MA,10_MA,delta累计
['3243.0'],[3],[0],rb2505,2025-03-13 22:34:00,3.0,3243.0,3243.0,3243.0,3243.0,3,0,3243.0,3243.0,3243.0,3.0
"['3243.0', '3244.0']","[300, 620]","[634, 0]",rb2505,2025-03-13 22:36:00,286.0,3244.0,3244.0,3244.0,3243.0,1554,0,3244.0,3244.0,3244.0,286.0
"['3243.0', '3244.0']","[0, 780]","[200, 0]",rb2505,2025-03-13 22:37:00,580.0,3244.0,3244.0,3244.0,3243.0,980,0,3244.0,3244.0,3244.0,866.0
"['3243.0', '3244.0']","[0, 734]","[254, 0]",rb2505,2025-03-13 22:38:00,480.0,3244.0,3244.0,3244.0,3243.0,988,0,3244.0,3244.0,3244.0,1346.0
"['3244.0', '3245.0']","[1561, 602]","[1501, 0]",rb2505,2025-03-13 22:39:00,662.0,3244.0,3244.0,3245.0,3244.0,3879,0,3244.0,3244.0,3244.0,2008.0
"['3244.0', '3245.0', '3246.0']","[0, 2015, 1]","[143, 111, 0]",rb2505,2025-03-13 22:40:00,1762.0,3245.0,3245.0,3246.0,3244.0,2270,0,3244.2,3244.2,3244.2,3770.0
"['3244.0', '3245.0', '3246.0']","[0, 644, 792]","[10, 801, 0]",rb2505,2025-03-13 22:41:00,625.0,3245.0,3245.0,3246.0,3244.0,2247,0,3244.3333333333335,3244.4,3244.3333333333335,4395.0
"['3245.0', '3246.0']","[0, 427]","[82, 0]",rb2505,2025-03-13 22:43:00,345.0,3246.0,3246.0,3246.0,3245.0,509,0,3246.0,3246.0,3246.0,345.0
"['3245.0', '3246.0', '3247.0']","[0, 1265, 764]","[84, 277, 0]",rb2505,2025-03-13 22:44:00,1668.0,3247.0,3246.0,3247.0,3245.0,2390,0,3246.5,3246.5,3246.5,2013.0
"['3246.0', '3247.0']","[821, 851]","[1473, 0]",rb2505,2025-03-13 22:45:00,199.0,3246.0,3247.0,3247.0,3246.0,3145,0,3246.3333333333335,3246.3333333333335,3246.3333333333335,2212.0
"['3246.0', '3247.0', '3248.0', '3249.0']","[0, 892, 2414, 943]","[4, 629, 221, 0]",rb2505,2025-03-13 22:46:00,3395.0,3248.0,3246.0,3249.0,3246.0,5103,1,3246.75,3246.75,3246.75,5607.0
"['3246.0', '3247.0', '3248.0']","[0, 713, 106]","[148, 1170, 0]",rb2505,2025-03-13 22:47:00,-499.0,3246.0,3247.0,3248.0,3246.0,2137,0,3246.6,3246.6,3246.6,5108.0
"['3246.0', '3247.0']","[0, 255]","[372, 0]",rb2505,2025-03-13 22:48:00,-117.0,3246.0,3247.0,3247.0,3246.0,627,0,3246.5,3246.6,3246.5,4991.0
"['3245.0', '3246.0', '3247.0']","[0, 98, 923]","[13, 336, 0]",rb2505,2025-03-13 22:49:00,672.0,3247.0,3247.0,3247.0,3245.0,1370,0,3246.5714285714284,3246.6,3246.5714285714284,5663.0
"['3245.0', '3246.0', '3247.0']","[0, 500, 78]","[536, 351, 0]",rb2505,2025-03-13 22:50:00,-309.0,3245.0,3246.0,3247.0,3245.0,1465,0,3246.375,3246.4,3246.375,5354.0
"['3245.0', '3246.0', '3247.0', '3248.0', '3249.0']","[0, 40, 135, 1330, 171]","[180, 753, 33, 0, 0]",rb2505,2025-03-13 22:51:00,710.0,3249.0,3245.0,3249.0,3245.0,2814,0,3246.6666666666665,3246.6,3246.6666666666665,6064.0
"['3248.0', '3249.0', '3250.0']","[0, 1208, 2330]","[1003, 858, 0]",rb2505,2025-03-13 22:52:00,1677.0,3249.0,3248.0,3250.0,3248.0,5633,0,3246.9,3247.2,3246.9,7741.0
"['3249.0', '3250.0', '3251.0']","[0, 1863, 216]","[661, 445, 0]",rb2505,2025-03-13 22:53:00,973.0,3249.0,3250.0,3251.0,3249.0,3199,0,3247.090909090909,3247.8,3247.2,8714.0
"['3247.0', '3248.0', '3249.0', '3250.0']","[0, 177, 161, 1381]","[384, 722, 270, 0]",rb2505,2025-03-13 22:54:00,343.0,3248.0,3250.0,3250.0,3247.0,3095,0,3247.1666666666665,3248.0,3247.3,9057.0
"['3245.0', '3246.0', '3247.0', '3248.0']","[0, 420, 49, 158]","[856, 791, 657, 0]",rb2505,2025-03-13 22:55:00,-1677.0,3246.0,3248.0,3248.0,3245.0,2931,0,3247.076923076923,3248.2,3247.3,7380.0
"['3244.0', '3245.0', '3246.0']","[0, 790, 469]","[493, 1626, 466]",rb2505,2025-03-13 22:56:00,-1326.0,3245.0,3245.0,3246.0,3244.0,3844,0,3246.9285714285716,3247.4,3247.0,6054.0
"['3245.0', '3246.0']","[118, 1158]","[1018, 1180]",rb2505,2025-03-13 22:57:00,-922.0,3245.0,3245.0,3246.0,3245.0,3474,0,3246.8,3246.6,3246.9,5132.0
"['3246.0', '3247.0', '3248.0']","[0, 642, 40]","[1274, 0, 0]",rb2505,2025-03-13 22:58:00,-592.0,3248.0,3246.0,3248.0,3246.0,1956,0,3246.875,3246.4,3247.1,4540.0
"['3246.0', '3247.0', '3248.0']","[0, 871, 15]","[640, 551, 0]",rb2505,2025-03-13 22:59:00,-305.0,3246.0,3248.0,3248.0,3246.0,2083,0,3246.823529411765,3246.0,3247.0,4235.0
"['3155.0', '3156.0', '3157.0', '3158.0']","[0, 543, 1495, 129]","[69, 2783, 171, 0]",rb2505,2025-03-19 22:20:00,-856.0,3157.0,3158.0,3158.0,3155.0,5190,0,3157.0,3157.0,3157.0,-856.0
"['3156.0', '3157.0', '3158.0']","[0, 2598, 1813]","[981, 1131, 0]",rb2505,2025-03-19 22:25:00,2299.0,3157.0,3156.0,3158.0,3156.0,6523,0,3157.0,3157.0,3157.0,1443.0
"['3153.0', '3154.0', '3155.0', '3156.0', '3157.0']","[0, 2496, 2181, 768, 146]","[2826, 3600, 2851, 1147, 0]",rb2505,2025-03-19 22:30:00,-4833.0,3153.0,3157.0,3157.0,3153.0,16015,0,3155.6666666666665,3155.6666666666665,3155.6666666666665,-3390.0
"['3153.0', '3154.0', '3155.0', '3156.0', '3157.0']","[545, 780, 1388, 2383, 307]","[1401, 882, 863, 357, 0]",rb2505,2025-03-19 22:35:00,1900.0,3156.0,3153.0,3157.0,3153.0,8906,0,3155.75,3155.75,3155.75,-1490.0
"['3155.0', '3156.0', '3157.0']","[0, 2127, 860]","[538, 1822, 0]",rb2505,2025-03-19 22:40:00,627.0,3156.0,3156.0,3157.0,3155.0,5347,0,3155.8,3155.8,3155.8,-863.0
"['3155.0', '3156.0', '3157.0']","[0, 1442, 3436]","[380, 3297, 31]",rb2505,2025-03-19 22:45:00,1170.0,3157.0,3155.0,3157.0,3155.0,8598,0,3156.0,3155.8,3156.0,307.0
"['3155.0', '3156.0', '3157.0']","[0, 1100, 1976]","[1052, 1590, 0]",rb2505,2025-03-19 22:50:00,434.0,3156.0,3156.0,3157.0,3155.0,5718,0,3156.0,3155.6,3156.0,741.0
"['3154.0', '3155.0', '3156.0', '3157.0']","[0, 1502, 1415, 226]","[2202, 2410, 879, 0]",rb2505,2025-03-19 22:55:00,-2348.0,3156.0,3156.0,3157.0,3154.0,8634,0,3156.0,3156.2,3156.0,-1607.0
1 price Ask Bid symbol datetime delta close open high low volume dj dayma 5_MA 10_MA delta累计
2 ['3243.0'] ['3155.0', '3156.0', '3157.0', '3158.0'] [3] [0, 543, 1495, 129] [0] [69, 2783, 171, 0] rb2505 2025-03-13 22:34:00 2025-03-19 22:20:00 3.0 -856.0 3243.0 3157.0 3243.0 3158.0 3243.0 3158.0 3243.0 3155.0 3 5190 0 3243.0 3157.0 3243.0 3157.0 3243.0 3157.0 3.0 -856.0
3 ['3243.0', '3244.0'] ['3156.0', '3157.0', '3158.0'] [300, 620] [0, 2598, 1813] [634, 0] [981, 1131, 0] rb2505 2025-03-13 22:36:00 2025-03-19 22:25:00 286.0 2299.0 3244.0 3157.0 3244.0 3156.0 3244.0 3158.0 3243.0 3156.0 1554 6523 0 3244.0 3157.0 3244.0 3157.0 3244.0 3157.0 286.0 1443.0
4 ['3243.0', '3244.0'] ['3153.0', '3154.0', '3155.0', '3156.0', '3157.0'] [0, 780] [0, 2496, 2181, 768, 146] [200, 0] [2826, 3600, 2851, 1147, 0] rb2505 2025-03-13 22:37:00 2025-03-19 22:30:00 580.0 -4833.0 3244.0 3153.0 3244.0 3157.0 3244.0 3157.0 3243.0 3153.0 980 16015 0 3244.0 3155.6666666666665 3244.0 3155.6666666666665 3244.0 3155.6666666666665 866.0 -3390.0
5 ['3243.0', '3244.0'] ['3153.0', '3154.0', '3155.0', '3156.0', '3157.0'] [0, 734] [545, 780, 1388, 2383, 307] [254, 0] [1401, 882, 863, 357, 0] rb2505 2025-03-13 22:38:00 2025-03-19 22:35:00 480.0 1900.0 3244.0 3156.0 3244.0 3153.0 3244.0 3157.0 3243.0 3153.0 988 8906 0 3244.0 3155.75 3244.0 3155.75 3244.0 3155.75 1346.0 -1490.0
6 ['3244.0', '3245.0'] ['3155.0', '3156.0', '3157.0'] [1561, 602] [0, 2127, 860] [1501, 0] [538, 1822, 0] rb2505 2025-03-13 22:39:00 2025-03-19 22:40:00 662.0 627.0 3244.0 3156.0 3244.0 3156.0 3245.0 3157.0 3244.0 3155.0 3879 5347 0 3244.0 3155.8 3244.0 3155.8 3244.0 3155.8 2008.0 -863.0
7 ['3244.0', '3245.0', '3246.0'] ['3155.0', '3156.0', '3157.0'] [0, 2015, 1] [0, 1442, 3436] [143, 111, 0] [380, 3297, 31] rb2505 2025-03-13 22:40:00 2025-03-19 22:45:00 1762.0 1170.0 3245.0 3157.0 3245.0 3155.0 3246.0 3157.0 3244.0 3155.0 2270 8598 0 3244.2 3156.0 3244.2 3155.8 3244.2 3156.0 3770.0 307.0
8 ['3244.0', '3245.0', '3246.0'] ['3155.0', '3156.0', '3157.0'] [0, 644, 792] [0, 1100, 1976] [10, 801, 0] [1052, 1590, 0] rb2505 2025-03-13 22:41:00 2025-03-19 22:50:00 625.0 434.0 3245.0 3156.0 3245.0 3156.0 3246.0 3157.0 3244.0 3155.0 2247 5718 0 3244.3333333333335 3156.0 3244.4 3155.6 3244.3333333333335 3156.0 4395.0 741.0
9 ['3245.0', '3246.0'] ['3154.0', '3155.0', '3156.0', '3157.0'] [0, 427] [0, 1502, 1415, 226] [82, 0] [2202, 2410, 879, 0] rb2505 2025-03-13 22:43:00 2025-03-19 22:55:00 345.0 -2348.0 3246.0 3156.0 3246.0 3156.0 3246.0 3157.0 3245.0 3154.0 509 8634 0 3246.0 3156.0 3246.0 3156.2 3246.0 3156.0 345.0 -1607.0
['3245.0', '3246.0', '3247.0'] [0, 1265, 764] [84, 277, 0] rb2505 2025-03-13 22:44:00 1668.0 3247.0 3246.0 3247.0 3245.0 2390 0 3246.5 3246.5 3246.5 2013.0
['3246.0', '3247.0'] [821, 851] [1473, 0] rb2505 2025-03-13 22:45:00 199.0 3246.0 3247.0 3247.0 3246.0 3145 0 3246.3333333333335 3246.3333333333335 3246.3333333333335 2212.0
['3246.0', '3247.0', '3248.0', '3249.0'] [0, 892, 2414, 943] [4, 629, 221, 0] rb2505 2025-03-13 22:46:00 3395.0 3248.0 3246.0 3249.0 3246.0 5103 1 3246.75 3246.75 3246.75 5607.0
['3246.0', '3247.0', '3248.0'] [0, 713, 106] [148, 1170, 0] rb2505 2025-03-13 22:47:00 -499.0 3246.0 3247.0 3248.0 3246.0 2137 0 3246.6 3246.6 3246.6 5108.0
['3246.0', '3247.0'] [0, 255] [372, 0] rb2505 2025-03-13 22:48:00 -117.0 3246.0 3247.0 3247.0 3246.0 627 0 3246.5 3246.6 3246.5 4991.0
['3245.0', '3246.0', '3247.0'] [0, 98, 923] [13, 336, 0] rb2505 2025-03-13 22:49:00 672.0 3247.0 3247.0 3247.0 3245.0 1370 0 3246.5714285714284 3246.6 3246.5714285714284 5663.0
['3245.0', '3246.0', '3247.0'] [0, 500, 78] [536, 351, 0] rb2505 2025-03-13 22:50:00 -309.0 3245.0 3246.0 3247.0 3245.0 1465 0 3246.375 3246.4 3246.375 5354.0
['3245.0', '3246.0', '3247.0', '3248.0', '3249.0'] [0, 40, 135, 1330, 171] [180, 753, 33, 0, 0] rb2505 2025-03-13 22:51:00 710.0 3249.0 3245.0 3249.0 3245.0 2814 0 3246.6666666666665 3246.6 3246.6666666666665 6064.0
['3248.0', '3249.0', '3250.0'] [0, 1208, 2330] [1003, 858, 0] rb2505 2025-03-13 22:52:00 1677.0 3249.0 3248.0 3250.0 3248.0 5633 0 3246.9 3247.2 3246.9 7741.0
['3249.0', '3250.0', '3251.0'] [0, 1863, 216] [661, 445, 0] rb2505 2025-03-13 22:53:00 973.0 3249.0 3250.0 3251.0 3249.0 3199 0 3247.090909090909 3247.8 3247.2 8714.0
['3247.0', '3248.0', '3249.0', '3250.0'] [0, 177, 161, 1381] [384, 722, 270, 0] rb2505 2025-03-13 22:54:00 343.0 3248.0 3250.0 3250.0 3247.0 3095 0 3247.1666666666665 3248.0 3247.3 9057.0
['3245.0', '3246.0', '3247.0', '3248.0'] [0, 420, 49, 158] [856, 791, 657, 0] rb2505 2025-03-13 22:55:00 -1677.0 3246.0 3248.0 3248.0 3245.0 2931 0 3247.076923076923 3248.2 3247.3 7380.0
['3244.0', '3245.0', '3246.0'] [0, 790, 469] [493, 1626, 466] rb2505 2025-03-13 22:56:00 -1326.0 3245.0 3245.0 3246.0 3244.0 3844 0 3246.9285714285716 3247.4 3247.0 6054.0
['3245.0', '3246.0'] [118, 1158] [1018, 1180] rb2505 2025-03-13 22:57:00 -922.0 3245.0 3245.0 3246.0 3245.0 3474 0 3246.8 3246.6 3246.9 5132.0
['3246.0', '3247.0', '3248.0'] [0, 642, 40] [1274, 0, 0] rb2505 2025-03-13 22:58:00 -592.0 3248.0 3246.0 3248.0 3246.0 1956 0 3246.875 3246.4 3247.1 4540.0
['3246.0', '3247.0', '3248.0'] [0, 871, 15] [640, 551, 0] rb2505 2025-03-13 22:59:00 -305.0 3246.0 3248.0 3248.0 3246.0 2083 0 3246.823529411765 3246.0 3247.0 4235.0