2015年第一季度（Q1）投资回报率为：-2.87%
2015年第二季度（Q2）投资回报率为：+12.6%
2015年第三季度（Q3）投资回报率为：-0.53%
{:7_317:}
{:7_317:}
成交汇总
品种汇总
成交明细
平仓明细
合约 买/卖 投机/套保 成交价 手数 成交额 开/平 手续费 平仓盈亏
CU1511买投机39,580.003593,700.00平89.06-4,800.00
TA601买投机4,760.0018428,400.00平108.00-18,720.00
合计211,022,100.00197.06-23,520.00
持仓汇总
持仓明细
合约 买持仓 买均价 卖持仓 卖均价 昨结算价 今结算价 浮动盈亏 交易保证金 投机/套保
AL15111511,789.66711,625.0011,545.0018,350.00129,881.25投机
RB1601241,872.001,826.001,833.009,360.0061,588.80投机
CF6011012,330.0012,240.0012,300.001,500.0049,200.00投机
FG60121836.00815.00826.004,200.0031,222.80投机
SR601135,421.005,574.005,712.0037,830.0066,830.40投机
TC60110373.22364.00366.4013,640.0065,952.00投机
C1605641,893.001,802.001,798.0060,800.0092,057.60投机
JD1601163,915.003,761.003,775.0022,400.0066,440.00投机
JM160114584.00568.50572.0010,080.0038,438.40投机
L1601118,430.008,250.008,415.00825.0037,026.00投机
PP1601117,420.0917,064.007,187.0012,820.0031,622.80投机
合计13196191,805.00670,260.05
Cassor 发表于 2015-9-25 21:32 static/image/common/back.gif
今年是半自动，基于KingTrader+Matlab。
计划明年实现全自动，切换到python平台。
python平台楼主是自已动手编程吗？
成交汇总
品种汇总
成交明细
平仓明细
合约 买/卖 投机/套保 成交价 手数 成交额 开/平 手续费 平仓盈亏
RM601卖投机1,962.0022431,640.00开132.00--
JM1601买投机580.5014487,620.00平97.522,940.00
L1601买投机8,485.0011466,675.00平66.00-3,025.00
PP1601买投机7,350.0011404,250.00平60.643,855.00
TF1512买投机99.88521,997,700.00开7.92--
合计603,787,885.00364.083,770.00
持仓汇总
持仓明细
合约 买持仓 买均价 卖持仓 卖均价 昨结算价 今结算价 浮动盈亏 交易保证金 投机/套保
AL15111511,789.66711,545.0011,495.0022,100.00129,318.75投机
RB1601241,872.001,833.001,844.006,720.0061,958.40投机
CF6011012,330.0012,300.0012,195.006,750.0048,780.00投机
FG60121836.00826.00835.00420.0031,563.00投机
RM601221,962.001,984.001,975.00-2,860.0039,105.00投机
SR601135,421.005,712.005,684.0034,190.0066,502.80投机
TC60110373.22366.40367.0012,440.0066,060.00投机
C1605641,893.001,798.001,807.0055,040.0092,518.40投机
JD1601163,915.003,775.003,774.0022,560.0066,422.40投机
TF1512299.88599.11599.77-2,300.0043,898.80投机
合计15182155,060.00646,127.55
本年度净值截至本周为1.01。
今年上半年到本周的资金曲线如图。
成交汇总
品种汇总
成交明细
平仓明细
合约 买/卖 投机/套保 成交价 手数 成交额 开/平 手续费 平仓盈亏
RM601买投机1,983.0022436,260.00平132.00-4,620.00
JM1601卖投机571.5014480,060.00开96.02--
合计36916,320.00228.02-4,620.00
持仓汇总
持仓明细
合约 买持仓 买均价 卖持仓 卖均价 昨结算价 今结算价 浮动盈亏 交易保证金 投机/套保
AL15111511,789.66711,495.0011,595.0014,600.00130,443.75投机
RB1601241,872.001,844.001,854.004,320.0062,294.40投机
CF6011012,330.0012,195.0012,220.005,500.0048,880.00投机
FG60121836.00835.00831.002,100.0031,411.80投机
SR601135,421.005,684.005,679.0033,540.0066,444.30投机
TC60110373.22367.00365.6015,240.0065,808.00投机
C1605641,893.001,807.001,791.0065,280.0091,699.20投机
JD1601163,915.003,774.003,708.0033,120.0065,260.80投机
JM160114571.50578.00573.50-1,680.0038,539.20投机
TF1512299.88599.7799.951,300.0043,978.00投机
合计15174173,320.00644,759.45
wanrj88888 发表于 2015-10-9 19:12 static/image/common/back.gif
python平台楼主是自已动手编程吗？
啥叫手动编程？难道还能自动编程？
无论用什么平台，我都是自己编程。
成交汇总
品种汇总
成交明细
平仓明细
合约 买/卖 投机/套保 成交价 手数 成交额 开/平 手续费 平仓盈亏
RB1601买投机1,836.0024440,640.00平39.668,640.00
PP1601卖投机7,262.00272,620.00开10.89--
PP1601卖投机7,261.009326,745.00开49.03--
合计35840,005.0099.588,640.00
持仓汇总
持仓明细
合约 买持仓 买均价 卖持仓 卖均价 昨结算价 今结算价 浮动盈亏 交易保证金 投机/套保
AL15111511,789.66711,595.0011,495.0022,100.00129,318.75投机
CF6011012,330.0012,220.0012,185.007,250.0048,740.00投机
FG60121836.00831.00826.004,200.0031,222.80投机
SR601135,421.005,679.005,656.0030,550.0066,175.20投机
TC60110373.22365.60364.6017,240.0065,628.00投机
C1605641,893.001,791.001,772.0077,440.0090,726.40投机
JD1601163,915.003,708.003,673.0038,720.0064,644.80投机
JM160114571.50573.50565.505,040.0038,001.60投机
PP1601117,261.1827,386.007,280.00-1,035.0032,032.00投机
TF1512299.88599.95100.1555,400.0044,068.20投机
合计15161206,905.00610,557.75
:xiaoweixiao:xiaoweixiao:xiaoweixiao:xiaoweixiao:xiaoweixiao
成交汇总
品种汇总
成交明细
平仓明细
合约 买/卖 投机/套保 成交价 手数 成交额 开/平 手续费 平仓盈亏
FG601卖投机820.0021344,400.00开252.00--
FG601买投机831.0021349,020.00平252.002,100.00
L1601卖投机8,510.0011468,050.00开66.00--
合计531,161,470.00570.002,100.00
持仓汇总
持仓明细
合约 买持仓 买均价 卖持仓 卖均价 昨结算价 今结算价 浮动盈亏 交易保证金 投机/套保
AL15111511,789.66711,495.0011,400.0029,225.00128,250.00投机
CF6011012,330.0012,185.0012,235.004,750.0048,940.00投机
FG60121820.00826.00823.00-1,260.0031,109.40投机
SR601135,421.005,656.005,648.0029,510.0066,081.60投机
TC60110373.22364.60359.6027,240.0064,728.00投机
C1605641,893.001,772.001,787.0067,840.0091,494.40投机
JD1601163,915.003,673.003,679.0037,760.0064,750.40投机
JM160114571.50565.50564.505,880.0037,934.40投机
L1601118,510.008,545.008,520.00-550.0037,488.00投机
PP1601117,261.1827,280.007,279.00-980.0032,027.60投机
TF1512299.885100.155100.1655,600.0044,072.60投机
合计15172205,015.00646,876.40
成交汇总
品种汇总
成交明细
平仓明细
合约 买/卖 投机/套保 成交价 手数 成交额 开/平 手续费 平仓盈亏
FG601买投机828.0021347,760.00平252.00-3,360.00
MA601买投机2,019.0017343,230.00平71.40-2,720.00
MA601卖投机2,003.0017340,510.00开71.40--
MA601卖投机2,002.0017340,340.00开71.40--
合计721,371,840.00466.20-6,080.00
持仓汇总
持仓明细
合约 买持仓 买均价 卖持仓 卖均价 昨结算价 今结算价 浮动盈亏 交易保证金 投机/套保
AL15111511,789.66711,400.0011,310.0035,975.00127,237.50投机
CF6011012,330.0012,235.0012,150.009,000.0048,600.00投机
MA601172,002.002,020.002,010.00-1,360.0037,587.00投机
SR601135,421.005,648.005,674.0032,890.0066,385.80投机
TC60110373.22359.60355.2036,040.0063,936.00投机
C1605641,893.001,787.001,802.0058,240.0092,262.40投机
JD1601163,915.003,679.003,679.0037,760.0064,750.40投机
JM160114571.50564.50565.005,460.0037,968.00投机
L1601118,510.008,520.008,460.002,750.0037,224.00投机
PP1601117,261.1827,279.007,244.00945.0031,873.60投机
TF1512299.885100.165100.0252,800.0044,011.00投机
合计15168220,500.00651,835.70
成交汇总
品种汇总
成交明细
平仓明细
合约 买/卖 投机/套保 成交价 手数 成交额 开/平 手续费 平仓盈亏
RU1601卖投机11,630.003348,900.00开78.51--
RU1601买投机11,740.003352,200.00平79.26-3,300.00
RM601卖投机2,003.0022440,660.00开132.00--
A1601卖投机3,950.0016632,000.00开96.00--
TF1512卖投机99.601996,000.00平3.96-2,850.00
TF1512卖投机99.5951995,950.00平3.96-2,900.00
合计463,765,710.00393.69-9,050.00
持仓汇总
持仓明细
合约 买持仓 买均价 卖持仓 卖均价 昨结算价 今结算价 浮动盈亏 交易保证金 投机/套保
AL15111511,789.66711,310.0011,215.0043,100.00126,168.75投机
CF6011012,330.0012,150.0012,005.0016,250.0048,020.00投机
MA601172,002.002,010.001,979.003,910.0037,007.30投机
RM601222,003.002,014.002,001.00440.0039,619.80投机
SR601135,421.005,674.005,614.0025,090.0065,683.80投机
TC60110373.22355.20352.8040,840.0063,504.00投机
A1601163,950.003,978.003,944.00960.0050,483.20投机
C1605641,893.001,802.001,802.0058,240.0092,262.40投机
JD1601163,915.003,679.003,684.0036,960.0064,838.40投机
JM160114571.50565.00564.006,300.0037,900.80投机
L1601118,510.008,460.008,425.004,675.0037,070.00投机
PP1601117,261.1827,244.007,176.004,685.0031,574.40投机
合计13206241,450.00694,132.85
本年度净值截至本周为1.08。
今年上半年到本周的资金曲线如图。
{:7_317:}{:7_317:}{:7_317:}
成交汇总
品种汇总
成交明细
平仓明细
合约 买/卖 投机/套保 成交价 手数 成交额 开/平 手续费 平仓盈亏
RB1601卖投机1,829.0024438,960.00开39.51--
RU1601卖投机11,585.003347,550.00开78.20--
SR601卖投机5,560.0013722,800.00平78.0018,070.00
M1601卖投机2,665.0020533,000.00开90.00--
合计602,042,310.00285.7118,070.00
持仓汇总
持仓明细
合约 买持仓 买均价 卖持仓 卖均价 昨结算价 今结算价 浮动盈亏 交易保证金 投机/套保
AL15111511,789.66711,215.0011,170.0046,475.00125,662.50投机
RB1601241,829.001,828.001,821.001,920.0061,185.60投机
RU1601311,585.0011,685.0011,480.003,150.0051,660.00投机
CF6011012,330.0012,005.0011,895.0021,750.0047,580.00投机
MA601172,002.001,979.001,965.006,290.0036,745.50投机
RM601222,003.002,001.001,977.005,720.0039,144.60投机
TC60110373.22352.80353.4039,640.0063,612.00投机
A1601163,950.003,944.003,936.002,240.0050,380.80投机
C1605641,893.001,802.001,806.0055,680.0092,467.20投机
JD1601163,915.003,684.003,650.0042,400.0064,240.00投机
JM160114571.50564.00569.002,100.0038,236.80投机
L1601118,510.008,425.008,360.008,250.0036,784.00投机
M1601202,665.002,689.002,667.00-400.0048,006.00投机
PP1601117,261.1827,176.007,109.008,370.0031,279.60投机
合计0253243,585.00786,984.60
成交汇总
品种汇总
成交明细
平仓明细
合约 买/卖 投机/套保 成交价 手数 成交额 开/平 手续费 平仓盈亏
L1601买投机8,395.0011461,725.00平66.006,325.00
TF1512买投机100.01522,000,300.00开7.92--
合计132,462,025.0073.926,325.00
持仓汇总
持仓明细
合约 买持仓 买均价 卖持仓 卖均价 昨结算价 今结算价 浮动盈亏 交易保证金 投机/套保
AL15111511,789.66711,170.0011,035.0056,600.00124,143.75投机
RB1601241,829.001,821.001,804.006,000.0060,614.40投机
RU1601311,585.0011,480.0011,365.006,600.0051,142.50投机
CF6011012,330.0011,895.0011,910.0021,000.0047,640.00投机
MA601172,002.001,965.001,935.0011,390.0036,184.50投机
RM601222,003.001,977.001,957.0010,120.0038,748.60投机
TC60110373.22353.40350.4045,640.0063,072.00投机
A1601163,950.003,936.003,928.003,520.0050,278.40投机
C1605641,893.001,806.001,794.0063,360.0091,852.80投机
JD1601163,915.003,650.003,638.0044,320.0064,028.80投机
JM160114571.50569.00568.502,520.0038,203.20投机
M1601202,665.002,667.002,640.005,000.0047,520.00投机
PP1601117,261.1827,109.007,093.009,250.0031,209.20投机
TF15122100.01599.685100.183,300.0044,079.20投机
合计2242288,620.00788,717.35
成交汇总
品种汇总
成交明细
平仓明细
合约 买/卖 投机/套保 成交价 手数 成交额 开/平 手续费 平仓盈亏
AG1512卖投机3,415.009461,025.00开55.33--
FG601卖投机835.0021350,700.00开252.00--
FG601买投机844.0021354,480.00平252.00-3,780.00
合计511,166,205.00559.33-3,780.00
持仓汇总
持仓明细
合约 买持仓 买均价 卖持仓 卖均价 昨结算价 今结算价 浮动盈亏 交易保证金 投机/套保
AG151293,415.003,429.003,435.00-2,700.0060,284.25投机
AL15111511,789.66711,035.0010,885.0067,850.00122,456.25投机
RB1601241,829.001,804.001,800.006,960.0060,480.00投机
RU1601311,585.0011,365.0011,300.008,550.0050,850.00投机
CF6011012,330.0011,910.0011,925.0020,250.0047,700.00投机
MA601172,002.001,935.001,929.0012,410.0036,072.30投机
RM601222,003.001,957.001,944.0012,980.0038,491.20投机
TC60110373.22350.40347.8050,840.0062,604.00投机
A1601163,950.003,928.003,925.004,000.0050,240.00投机
C1605641,893.001,794.001,801.0058,880.0092,211.20投机
JD1601163,915.003,638.003,648.0042,720.0064,204.80投机
JM160114571.50568.50569.501,680.0038,270.40投机
M1601202,665.002,640.002,622.008,600.0047,196.00投机
PP1601117,261.1827,093.007,097.009,030.0031,226.80投机
TF15122100.015100.18100.06900.0044,026.40投机
合计2251302,950.00846,313.60
成交汇总
品种汇总
成交明细
平仓明细
合约 买/卖 投机/套保 成交价 手数 成交额 开/平 手续费 平仓盈亏
ZN1512卖投机14,125.009635,625.00开108.00--
SR601买投机5,600.0013728,000.00开78.00--
A1601买投机3,950.0016632,000.00平96.000.00
JM1601买投机574.0014482,160.00平96.43-2,100.00
合计522,477,785.00378.43-2,100.00
持仓汇总
持仓明细
合约 买持仓 买均价 卖持仓 卖均价 昨结算价 今结算价 浮动盈亏 交易保证金 投机/套保
AG151293,415.003,435.003,414.00135.0059,915.70投机
AL15111511,789.66710,885.0010,780.0075,725.00121,275.00投机
RB1601241,829.001,800.001,808.005,040.0060,748.80投机
RU1601311,585.0011,300.0011,215.0011,100.0050,467.50投机
ZN1512914,125.0014,255.0013,985.006,300.0062,932.50投机
CF6011012,330.0011,925.0011,995.0016,750.0047,980.00投机
MA601172,002.001,929.001,927.0012,750.0036,034.90投机
RM601222,003.001,944.001,951.0011,440.0038,629.80投机
SR601135,600.005,566.005,595.00-650.0065,461.50投机
TC60110373.22347.80347.8050,840.0062,604.00投机
C1605641,893.001,801.001,801.0058,880.0092,211.20投机
JD1601163,915.003,648.003,665.0040,000.0064,504.00投机
M1601202,665.002,622.002,616.009,800.0047,088.00投机
PP1601117,261.1827,097.007,171.004,960.0031,552.40投机
TF15122100.015100.06100.162,900.0044,070.40投机
合计15230305,970.00885,475.70