一、什么是多因子选股
在股市中征战过的朋友们应该知道，股市之道无非三点。1择时，2选股，3 仓控。
精通这三点中的任何一点，都足以在股市中所向披靡。但是精通二字何其艰难！！！矫情的话多不多说，咱们进入正题。
在量化选股策略中。多因子策略作为一个主要方向，被各种公募基金和私募基金长期使用。在此我们为不熟悉多因子的各位朋友梳理一下不同风格的因子，以及他们的有效性。相信不熟悉多因子的各位读后必有一定的收获。
众所周知，股价是由资金推动的（上涨为正向推动，下跌为反向推动）。但是影响资金进入和推出的因子确实千千万万，有基本面的，有消息面的，有人看国家政策，有人看分析师预测，有人听朋友介绍，有人跟风大V等等不一二足。下面我将从9大类33个因子来给各位逐一分析。首先给出在长时间来看表现优秀的因子。
1。规模因子，小市值效应。（推荐指数5颗星）@狂龙十八段 貌似写过关于小市值的评论。在国内外不管是成熟市场还是我国的不成熟市场，小市值效应一直存在。并且小市值的逻辑也很清晰，市值越小被操纵的可能性就越来大，推动的估价上涨的资金需求就越小。试用注意事项（震荡市或牛市表现优秀，下跌市跌幅大幅快于大盘---牛市买小股，熊市进蓝筹）
2.动量反转因子，前一个月的涨跌幅度的反转效应明显，（推荐指数5颗星）。长得多了当然要跌，跌得多了当然要涨，均值回归远离。这个其实和我们所说的补跌补涨类似，从长期来看如果牛市来了，大家都会涨，只不过有的先涨，有的后涨；熊市来了大家一块跌（贪婪与恐惧的典型表现）
3 交投因子，即换手率因子（我们选取一个月日均换手率）（推荐指数4颗星）。换手率高的后面表现的貌似都不佳（但经过测算新股和次新股貌似并不适用）。逻辑依然很清晰，长期换手率高，总让人觉得有点出货的嫌疑，不是么？
4分析是预测因子，预测当年主营业务收入增长率（平均值）（推荐指数5颗星）。预测收入增长但是是利好了，预测收入增长越高，利好越高。不是么，逻辑依然清晰。这个因子在万德等软件上有统计，各位可能不太容易获得。
*我是分割线，下面是完全的因子策略分析结果注意为长文*********************************************************************************
#因子包括9类，规模因子，估值因子，成长因子，盈利因子，动量反转因子，交投因子，波动率因子，分析师预测因子。
1规模类因子包括，总市值，流通市值，自由流通市值
2估值类因子包括，市盈率（TTM），市净率，市销率，市现率，企业价值倍数
3成长类因子，营业收入同比增长率、营业利润同比增长率，归属于母公司的近利润同比增长率、经营活动产生的现金流金额同比增长率
4盈利类因子，净资产收益率ROE、总资产报酬率ROA、销售毛利率、销售净利率
5 动量反转因子，前一个月涨跌幅，前2个月涨跌幅、前3个月涨跌幅、前6个月涨跌幅
6交投因子、前一个月日均换手率
7波动因子，前一个月的波动率，前一个月的振幅
8股东因子、户均持股比例、、户均持股比例变化、机构持股比例变化、
9分析师，预测当年净利润增长率、主营业务收入增长率、最近一个月预测净利润上调幅度、最近一个月越策主营业务收入上调幅度，最近一个月上调评级占比
二、多因子选股策略代码
1、实现思路图
2、代码
import jqdata
def initialize(context):
set_benchmark('000002.XSHG')
set_option('use_real_price', True)
set_order_cost(OrderCost(close_tax=0.001, open_commission=0.0003, close_commission=0.0003, min_commission=5), type='stock')
g.security = get_index_stocks('000002.XSHG')
g.q = query(valuation,indicator).filter(valuation.code.in_(g.security))
g.N = 20
run_monthly(handle, 1)
def handle(context):
df = get_fundamentals(g.q)[['code','market_cap','roe']]
df['market_cap'] = (df['market_cap'] - df['market_cap'].max()-df['market_cap'].min())
df['roe'] = (df['roe']-df['roe'].min()) / (df['roe'].max()-df['roe'].min())
df['score'] = df['roe']-df['market_cap']
df = df.sort('score').iloc[-g.N:,:]
to_hold = df['code'].values
for stock in context.portfolio.positions:
if stock not in to_hold:
order_target(stock, 0)
to_buy = [stock for stock in to_hold if stock not in context.portfolio.positions]
if len(to_buy) > 0:
cash_per_stock = context.portfolio.available_cash / len(to_buy)
for stock in to_buy:
order_value(stock,cash_per_stock)
三、股灾时期策略测试
1、编译运行
2、输出日志
1 2016-06-01 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 100: Order(security=600137.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=None) 2 3 2016-06-01 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802644 security=600137.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=) 4 5 2016-06-01 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540802644 security=600137.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 100) 6 7 2016-06-01 09:30:00 - INFO - order StockOrder(entrust_id=1540802644 security=600137.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 100) trade price: 29.63, amount:100, commission: 5.0 8 9 2016-06-01 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802644 security=600137.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 100) 10 11 2016-06-01 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 900: Order(security=600853.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=None) 12 13 2016-06-01 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802645 security=600853.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=) 14 15 2016-06-01 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540802645 security=600853.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 900) 16 17 2016-06-01 09:30:00 - INFO - order StockOrder(entrust_id=1540802645 security=600853.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 900) trade price: 5.33, amount:900, commission: 5.0 18 19 2016-06-01 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802645 security=600853.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 900) 20 21 2016-06-01 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 600: Order(security=600302.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=None) 22 23 2016-06-01 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802646 security=600302.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=) 24 25 2016-06-01 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540802646 security=600302.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 600) 26 27 2016-06-01 09:30:00 - INFO - order StockOrder(entrust_id=1540802646 security=600302.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 600) trade price: 8.26, amount:600, commission: 5.0 28 29 2016-06-01 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802646 security=600302.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 600) 30 31 2016-06-01 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 200: Order(security=600148.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=None) 32 33 2016-06-01 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802647 security=600148.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=) 34 35 2016-06-01 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540802647 security=600148.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 200) 36 37 2016-06-01 09:30:00 - INFO - order StockOrder(entrust_id=1540802647 security=600148.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 200) trade price: 20.11, amount:200, commission: 5.0 38 39 2016-06-01 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802647 security=600148.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 200) 40 41 2016-06-01 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 700: Order(security=600448.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=None) 42 43 2016-06-01 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802648 security=600448.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=) 44 45 2016-06-01 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540802648 security=600448.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 700) 46 47 2016-06-01 09:30:00 - INFO - order StockOrder(entrust_id=1540802648 security=600448.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 700) trade price: 6.69, amount:700, commission: 5.0 48 49 2016-06-01 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802648 security=600448.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 700) 50 51 2016-06-01 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 500: Order(security=600152.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=None) 52 53 2016-06-01 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802649 security=600152.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=) 54 55 2016-06-01 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540802649 security=600152.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 500) 56 57 2016-06-01 09:30:00 - INFO - order StockOrder(entrust_id=1540802649 security=600152.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 500) trade price: 9.64, amount:500, commission: 5.0 58 59 2016-06-01 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802649 security=600152.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 500) 60 61 2016-06-01 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 200: Order(security=600605.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=None) 62 63 2016-06-01 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802650 security=600605.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=) 64 65 2016-06-01 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540802650 security=600605.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 200) 66 67 2016-06-01 09:30:00 - INFO - order StockOrder(entrust_id=1540802650 security=600605.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 200) trade price: 19.26, amount:200, commission: 5.0 68 69 2016-06-01 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802650 security=600605.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 200) 70 71 2016-06-01 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 500: Order(security=600746.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=None) 72 73 2016-06-01 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802651 security=600746.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=) 74 75 2016-06-01 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540802651 security=600746.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 500) 76 77 2016-06-01 09:30:00 - INFO - order StockOrder(entrust_id=1540802651 security=600746.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 500) trade price: 9.17, amount:500, commission: 5.0 78 79 2016-06-01 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802651 security=600746.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 500) 80 81 2016-06-01 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 400: Order(security=600561.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=None) 82 83 2016-06-01 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802652 security=600561.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=) 84 85 2016-06-01 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540802652 security=600561.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 400) 86 87 2016-06-01 09:30:00 - INFO - order StockOrder(entrust_id=1540802652 security=600561.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 400) trade price: 11.76, amount:400, commission: 5.0 88 89 2016-06-01 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802652 security=600561.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 400) 90 91 2016-06-01 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 600: Order(security=600145.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=None) 92 93 2016-06-01 09:30:00 - WARNING - 下单失败，证券(600145.XSHG)今日停牌: StockOrder: _locked_cash=0, _commission=0, _hold_cost=0, _order_id=1540802653, _margin=False, _side=long, _amount=600, _action=open, _mode=OrderValue: _value=5000.0, _style=MarketOrderStyle, _order_cost=0, _security=Security(code=600145.XSHG), _status=new, _filled_amount=0, _avg_cost=0 94 95 2016-06-01 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 400: Order(security=600985.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=None) 96 97 2016-06-01 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802654 security=600985.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=) 98 99 2016-06-01 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540802654 security=600985.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 400) 100 101 2016-06-01 09:30:00 - INFO - order StockOrder(entrust_id=1540802654 security=600985.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 400) trade price: 10.49, amount:400, commission: 5.0 102 103 2016-06-01 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802654 security=600985.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 400) 104 105 2016-06-01 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 300: Order(security=600234.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=None) 106 107 2016-06-01 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802655 security=600234.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=) 108 109 2016-06-01 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540802655 security=600234.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 300) 110 111 2016-06-01 09:30:00 - INFO - order StockOrder(entrust_id=1540802655 security=600234.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 300) trade price: 13.57, amount:300, commission: 5.0 112 113 2016-06-01 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802655 security=600234.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 300) 114 115 2016-06-01 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 200: Order(security=600444.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=None) 116 117 2016-06-01 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802656 security=600444.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=) 118 119 2016-06-01 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540802656 security=600444.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 200) 120 121 2016-06-01 09:30:00 - INFO - order StockOrder(entrust_id=1540802656 security=600444.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 200) trade price: 18.54, amount:200, commission: 5.0 122 123 2016-06-01 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802656 security=600444.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 200) 124 125 2016-06-01 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 400: Order(security=600213.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=None) 126 127 2016-06-01 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802657 security=600213.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=) 128 129 2016-06-01 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540802657 security=600213.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 400) 130 131 2016-06-01 09:30:00 - INFO - order StockOrder(entrust_id=1540802657 security=600213.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 400) trade price: 12.22, amount:400, commission: 5.0 132 133 2016-06-01 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802657 security=600213.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 400) 134 135 2016-06-01 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 400: Order(security=600228.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=None) 136 137 2016-06-01 09:30:00 - WARNING - 下单失败，证券(600228.XSHG)今日停牌: StockOrder: _locked_cash=0, _commission=0, _hold_cost=0, _order_id=1540802658, _margin=False, _side=long, _amount=400, _action=open, _mode=OrderValue: _value=5000.0, _style=MarketOrderStyle, _order_cost=0, _security=Security(code=600228.XSHG), _status=new, _filled_amount=0, _avg_cost=0 138 139 2016-06-01 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 400: Order(security=600099.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=None) 140 141 2016-06-01 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802659 security=600099.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=) 142 143 2016-06-01 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540802659 security=600099.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 400) 144 145 2016-06-01 09:30:00 - INFO - order StockOrder(entrust_id=1540802659 security=600099.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 400) trade price: 11.34, amount:400, commission: 5.0 146 147 2016-06-01 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802659 security=600099.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 400) 148 149 2016-06-01 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 300: Order(security=600817.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=None) 150 151 2016-06-01 09:30:00 - WARNING - 下单失败，证券(600817.XSHG)今日停牌: StockOrder: _locked_cash=0, _commission=0, _hold_cost=0, _order_id=1540802660, _margin=False, _side=long, _amount=300, _action=open, _mode=OrderValue: _value=5000.0, _style=MarketOrderStyle, _order_cost=0, _security=Security(code=600817.XSHG), _status=new, _filled_amount=0, _avg_cost=0 152 153 2016-06-01 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 400: Order(security=600539.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=None) 154 155 2016-06-01 09:30:00 - WARNING - 下单失败，证券(600539.XSHG)今日停牌: StockOrder: _locked_cash=0, _commission=0, _hold_cost=0, _order_id=1540802661, _margin=False, _side=long, _amount=400, _action=open, _mode=OrderValue: _value=5000.0, _style=MarketOrderStyle, _order_cost=0, _security=Security(code=600539.XSHG), _status=new, _filled_amount=0, _avg_cost=0 156 157 2016-06-01 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 300: Order(security=600306.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=None) 158 159 2016-06-01 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802662 security=600306.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=) 160 161 2016-06-01 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540802662 security=600306.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 300) 162 163 2016-06-01 09:30:00 - INFO - order StockOrder(entrust_id=1540802662 security=600306.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 300) trade price: 13.66, amount:300, commission: 5.0 164 165 2016-06-01 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802662 security=600306.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=2016-06-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 300) 166 167 2016-06-01 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 400: Order(security=600603.XSHG mode=OrderValue: _value=5000.0 style=MarketOrderStyle side=long margin=False entrust_time=None) 168 169 2016-06-01 09:30:00 - WARNING - 下单失败，证券(600603.XSHG)今日停牌: StockOrder: _locked_cash=0, _commission=0, _hold_cost=0, _order_id=1540802663, _margin=False, _side=long, _amount=400, _action=open, _mode=OrderValue: _value=5000.0, _style=MarketOrderStyle, _order_cost=0, _security=Security(code=600603.XSHG), _status=new, _filled_amount=0, _avg_cost=0 170 171 2016-06-21 09:29:00 - INFO - Security(code=600605.XSHG) 在 2016-06-21 发生了分红：每股税前分红0.021, 税后分红0.0168, 每股变成1.0股。 172 173 2016-06-21 09:29:00 - INFO - 分红前，price=18.5, avg_cost=19.26, acc_avg_cost=19.285, amount=200 174 175 2016-06-21 09:29:00 - INFO - 分红后，price=18.48, avg_cost=19.239, acc_avg_cost=19.264, amount=200 176 177 2016-07-01 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802664 security=600302.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-07-01 09:30:00 error=) 178 179 2016-07-01 09:30:00 - INFO - order StockOrder(entrust_id=1540802664 security=600302.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-07-01 09:30:00 error=) trade price: 8.43, amount:600, commission: 10.06 180 181 2016-07-01 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802664 security=600302.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-07-01 09:30:00 error=) 182 183 2016-07-01 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802665 security=600148.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-07-01 09:30:00 error=) 184 185 2016-07-01 09:30:00 - INFO - order StockOrder(entrust_id=1540802665 security=600148.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-07-01 09:30:00 error=) trade price: 22.07, amount:200, commission: 9.41 186 187 2016-07-01 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802665 security=600148.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-07-01 09:30:00 error=) 188 189 2016-07-01 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802666 security=600152.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-07-01 09:30:00 error=) 190 191 2016-07-01 09:30:00 - INFO - order StockOrder(entrust_id=1540802666 security=600152.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-07-01 09:30:00 error=) trade price: 10.84, amount:500, commission: 10.42 192 193 2016-07-01 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802666 security=600152.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-07-01 09:30:00 error=) 194 195 2016-07-01 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802667 security=600746.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-07-01 09:30:00 error=) 196 197 2016-07-01 09:30:00 - INFO - order StockOrder(entrust_id=1540802667 security=600746.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-07-01 09:30:00 error=) trade price: 9.85, amount:500, commission: 9.93 198 199 2016-07-01 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802667 security=600746.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-07-01 09:30:00 error=) 200 201 2016-07-01 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 100: Order(security=600593.XSHG mode=OrderValue: _value=6091.83777778 style=MarketOrderStyle side=long margin=False entrust_time=None) 202 203 2016-07-01 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802668 security=600593.XSHG mode=OrderValue: _value=6091.83777778 style=MarketOrderStyle side=long margin=False entrust_time=2016-07-01 09:30:00 error=) 204 205 2016-07-01 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540802668 security=600593.XSHG mode=OrderValue: _value=6091.83777778 style=MarketOrderStyle side=long margin=False entrust_time=2016-07-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 100) 206 207 2016-07-01 09:30:00 - INFO - order StockOrder(entrust_id=1540802668 security=600593.XSHG mode=OrderValue: _value=6091.83777778 style=MarketOrderStyle side=long margin=False entrust_time=2016-07-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 100) trade price: 30.82, amount:100, commission: 5.0 208 209 2016-07-01 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802668 security=600593.XSHG mode=OrderValue: _value=6091.83777778 style=MarketOrderStyle side=long margin=False entrust_time=2016-07-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 100) 210 211 2016-07-01 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 800: Order(security=600145.XSHG mode=OrderValue: _value=6091.83777778 style=MarketOrderStyle side=long margin=False entrust_time=None) 212 213 2016-07-01 09:30:00 - WARNING - 下单失败，证券(600145.XSHG)今日停牌: StockOrder: _locked_cash=0, _commission=0, _hold_cost=0, _order_id=1540802669, _margin=False, _side=long, _amount=800, _action=open, _mode=OrderValue: _value=6091.83777778, _style=MarketOrderStyle, _order_cost=0, _security=Security(code=600145.XSHG), _status=new, _filled_amount=0, _avg_cost=0 214 215 2016-07-01 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802670 security=600319.XSHG mode=OrderValue: _value=6091.83777778 style=MarketOrderStyle side=long margin=False entrust_time=2016-07-01 09:30:00 error=) 216 217 2016-07-01 09:30:00 - INFO - order StockOrder(entrust_id=1540802670 security=600319.XSHG mode=OrderValue: _value=6091.83777778 style=MarketOrderStyle side=long margin=False entrust_time=2016-07-01 09:30:00 error=) trade price: 8.71, amount:700, commission: 5.0 218 219 2016-07-01 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802670 security=600319.XSHG mode=OrderValue: _value=6091.83777778 style=MarketOrderStyle side=long margin=False entrust_time=2016-07-01 09:30:00 error=) 220 221 2016-07-01 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 200: Order(security=600793.XSHG mode=OrderValue: _value=6091.83777778 style=MarketOrderStyle side=long margin=False entrust_time=None) 222 223 2016-07-01 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802671 security=600793.XSHG mode=OrderValue: _value=6091.83777778 style=MarketOrderStyle side=long margin=False entrust_time=2016-07-01 09:30:00 error=) 224 225 2016-07-01 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540802671 security=600793.XSHG mode=OrderValue: _value=6091.83777778 style=MarketOrderStyle side=long margin=False entrust_time=2016-07-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 200) 226 227 2016-07-01 09:30:00 - INFO - order StockOrder(entrust_id=1540802671 security=600793.XSHG mode=OrderValue: _value=6091.83777778 style=MarketOrderStyle side=long margin=False entrust_time=2016-07-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 200) trade price: 24.26, amount:200, commission: 5.0 228 229 2016-07-01 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802671 security=600793.XSHG mode=OrderValue: _value=6091.83777778 style=MarketOrderStyle side=long margin=False entrust_time=2016-07-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 200) 230 231 2016-07-01 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 900: Order(security=600423.XSHG mode=OrderValue: _value=6091.83777778 style=MarketOrderStyle side=long margin=False entrust_time=None) 232 233 2016-07-01 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802672 security=600423.XSHG mode=OrderValue: _value=6091.83777778 style=MarketOrderStyle side=long margin=False entrust_time=2016-07-01 09:30:00 error=) 234 235 2016-07-01 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540802672 security=600423.XSHG mode=OrderValue: _value=6091.83777778 style=MarketOrderStyle side=long margin=False entrust_time=2016-07-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 900) 236 237 2016-07-01 09:30:00 - INFO - order StockOrder(entrust_id=1540802672 security=600423.XSHG mode=OrderValue: _value=6091.83777778 style=MarketOrderStyle side=long margin=False entrust_time=2016-07-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 900) trade price: 6.73, amount:900, commission: 5.0 238 239 2016-07-01 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802672 security=600423.XSHG mode=OrderValue: _value=6091.83777778 style=MarketOrderStyle side=long margin=False entrust_time=2016-07-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 900) 240 241 2016-07-01 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 500: Order(security=600228.XSHG mode=OrderValue: _value=6091.83777778 style=MarketOrderStyle side=long margin=False entrust_time=None) 242 243 2016-07-01 09:30:00 - WARNING - 下单失败，证券(600228.XSHG)今日停牌: StockOrder: _locked_cash=0, _commission=0, _hold_cost=0, _order_id=1540802673, _margin=False, _side=long, _amount=500, _action=open, _mode=OrderValue: _value=6091.83777778, _style=MarketOrderStyle, _order_cost=0, _security=Security(code=600228.XSHG), _status=new, _filled_amount=0, _avg_cost=0 244 245 2016-07-01 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 300: Order(security=600817.XSHG mode=OrderValue: _value=6091.83777778 style=MarketOrderStyle side=long margin=False entrust_time=None) 246 247 2016-07-01 09:30:00 - WARNING - 下单失败，证券(600817.XSHG)今日停牌: StockOrder: _locked_cash=0, _commission=0, _hold_cost=0, _order_id=1540802674, _margin=False, _side=long, _amount=300, _action=open, _mode=OrderValue: _value=6091.83777778, _style=MarketOrderStyle, _order_cost=0, _security=Security(code=600817.XSHG), _status=new, _filled_amount=0, _avg_cost=0 248 249 2016-07-01 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 500: Order(security=600539.XSHG mode=OrderValue: _value=6091.83777778 style=MarketOrderStyle side=long margin=False entrust_time=None) 250 251 2016-07-01 09:30:00 - WARNING - 下单失败，证券(600539.XSHG)今日停牌: StockOrder: _locked_cash=0, _commission=0, _hold_cost=0, _order_id=1540802675, _margin=False, _side=long, _amount=500, _action=open, _mode=OrderValue: _value=6091.83777778, _style=MarketOrderStyle, _order_cost=0, _security=Security(code=600539.XSHG), _status=new, _filled_amount=0, _avg_cost=0 252 253 2016-07-01 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 500: Order(security=600603.XSHG mode=OrderValue: _value=6091.83777778 style=MarketOrderStyle side=long margin=False entrust_time=None) 254 255 2016-07-01 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802676 security=600603.XSHG mode=OrderValue: _value=6091.83777778 style=MarketOrderStyle side=long margin=False entrust_time=2016-07-01 09:30:00 error=) 256 257 2016-07-01 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540802676 security=600603.XSHG mode=OrderValue: _value=6091.83777778 style=MarketOrderStyle side=long margin=False entrust_time=2016-07-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 500) 258 259 2016-07-01 09:30:00 - INFO - order StockOrder(entrust_id=1540802676 security=600603.XSHG mode=OrderValue: _value=6091.83777778 style=MarketOrderStyle side=long margin=False entrust_time=2016-07-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 500) trade price: 11.47, amount:500, commission: 5.0 260 261 2016-07-01 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802676 security=600603.XSHG mode=OrderValue: _value=6091.83777778 style=MarketOrderStyle side=long margin=False entrust_time=2016-07-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 500) 262 263 2016-07-18 09:29:00 - INFO - Security(code=600853.XSHG) 在 2016-07-18 发生了分红：每股税前分红0.012, 税后分红0.0096, 每股变成1.0股。 264 265 2016-07-18 09:29:00 - INFO - 分红前，price=5.43, avg_cost=5.33, acc_avg_cost=5.33555555556, amount=900 266 267 2016-07-18 09:29:00 - INFO - 分红后，price=5.42, avg_cost=5.318, acc_avg_cost=5.32355555556, amount=900 268 269 2016-07-22 09:29:00 - INFO - Security(code=600561.XSHG) 在 2016-07-22 发生了分红：每股税前分红0.1, 税后分红0.08, 每股变成1.0股。 270 271 2016-07-22 09:29:00 - INFO - 分红前，price=12.54, avg_cost=11.76, acc_avg_cost=11.7725, amount=400 272 273 2016-07-22 09:29:00 - INFO - 分红后，price=12.44, avg_cost=11.66, acc_avg_cost=11.6725, amount=400 274 275 2016-08-01 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802677 security=600234.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-08-01 09:30:00 error=) 276 277 2016-08-01 09:30:00 - INFO - order StockOrder(entrust_id=1540802677 security=600234.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-08-01 09:30:00 error=) trade price: 14.28, amount:300, commission: 9.28 278 279 2016-08-01 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802677 security=600234.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-08-01 09:30:00 error=) 280 281 2016-08-01 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802678 security=600593.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-08-01 09:30:00 error=) 282 283 2016-08-01 09:30:00 - INFO - order StockOrder(entrust_id=1540802678 security=600593.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-08-01 09:30:00 error=) trade price: 31.06, amount:100, commission: 8.11 284 285 2016-08-01 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802678 security=600593.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-08-01 09:30:00 error=) 286 287 2016-08-01 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 600: Order(security=600778.XSHG mode=OrderValue: _value=6065.29833333 style=MarketOrderStyle side=long margin=False entrust_time=None) 288 289 2016-08-01 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802679 security=600778.XSHG mode=OrderValue: _value=6065.29833333 style=MarketOrderStyle side=long margin=False entrust_time=2016-08-01 09:30:00 error=) 290 291 2016-08-01 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540802679 security=600778.XSHG mode=OrderValue: _value=6065.29833333 style=MarketOrderStyle side=long margin=False entrust_time=2016-08-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 600) 292 293 2016-08-01 09:30:00 - INFO - order StockOrder(entrust_id=1540802679 security=600778.XSHG mode=OrderValue: _value=6065.29833333 style=MarketOrderStyle side=long margin=False entrust_time=2016-08-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 600) trade price: 9.26, amount:600, commission: 5.0 294 295 2016-08-01 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802679 security=600778.XSHG mode=OrderValue: _value=6065.29833333 style=MarketOrderStyle side=long margin=False entrust_time=2016-08-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 600) 296 297 2016-08-01 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 500: Order(security=600301.XSHG mode=OrderValue: _value=6065.29833333 style=MarketOrderStyle side=long margin=False entrust_time=None) 298 299 2016-08-01 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802680 security=600301.XSHG mode=OrderValue: _value=6065.29833333 style=MarketOrderStyle side=long margin=False entrust_time=2016-08-01 09:30:00 error=) 300 301 2016-08-01 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540802680 security=600301.XSHG mode=OrderValue: _value=6065.29833333 style=MarketOrderStyle side=long margin=False entrust_time=2016-08-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 500) 302 303 2016-08-01 09:30:00 - INFO - order StockOrder(entrust_id=1540802680 security=600301.XSHG mode=OrderValue: _value=6065.29833333 style=MarketOrderStyle side=long margin=False entrust_time=2016-08-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 500) trade price: 12.11, amount:500, commission: 5.0 304 305 2016-08-01 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802680 security=600301.XSHG mode=OrderValue: _value=6065.29833333 style=MarketOrderStyle side=long margin=False entrust_time=2016-08-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 500) 306 307 2016-08-01 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 400: Order(security=600539.XSHG mode=OrderValue: _value=6065.29833333 style=MarketOrderStyle side=long margin=False entrust_time=None) 308 309 2016-08-01 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802681 security=600539.XSHG mode=OrderValue: _value=6065.29833333 style=MarketOrderStyle side=long margin=False entrust_time=2016-08-01 09:30:00 error=) 310 311 2016-08-01 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540802681 security=600539.XSHG mode=OrderValue: _value=6065.29833333 style=MarketOrderStyle side=long margin=False entrust_time=2016-08-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 400) 312 313 2016-08-01 09:30:00 - INFO - order StockOrder(entrust_id=1540802681 security=600539.XSHG mode=OrderValue: _value=6065.29833333 style=MarketOrderStyle side=long margin=False entrust_time=2016-08-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 400) trade price: 12.19, amount:400, commission: 5.0 314 315 2016-08-01 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802681 security=600539.XSHG mode=OrderValue: _value=6065.29833333 style=MarketOrderStyle side=long margin=False entrust_time=2016-08-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 400) 316 317 2016-08-01 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 800: Order(security=600145.XSHG mode=OrderValue: _value=6065.29833333 style=MarketOrderStyle side=long margin=False entrust_time=None) 318 319 2016-08-01 09:30:00 - WARNING - 下单失败，证券(600145.XSHG)今日停牌: StockOrder: _locked_cash=0, _commission=0, _hold_cost=0, _order_id=1540802682, _margin=False, _side=long, _amount=800, _action=open, _mode=OrderValue: _value=6065.29833333, _style=MarketOrderStyle, _order_cost=0, _security=Security(code=600145.XSHG), _status=new, _filled_amount=0, _avg_cost=0 320 321 2016-08-01 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 300: Order(security=600520.XSHG mode=OrderValue: _value=6065.29833333 style=MarketOrderStyle side=long margin=False entrust_time=None) 322 323 2016-08-01 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802683 security=600520.XSHG mode=OrderValue: _value=6065.29833333 style=MarketOrderStyle side=long margin=False entrust_time=2016-08-01 09:30:00 error=) 324 325 2016-08-01 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540802683 security=600520.XSHG mode=OrderValue: _value=6065.29833333 style=MarketOrderStyle side=long margin=False entrust_time=2016-08-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 300) 326 327 2016-08-01 09:30:00 - INFO - order StockOrder(entrust_id=1540802683 security=600520.XSHG mode=OrderValue: _value=6065.29833333 style=MarketOrderStyle side=long margin=False entrust_time=2016-08-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 300) trade price: 17.39, amount:300, commission: 5.0 328 329 2016-08-01 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802683 security=600520.XSHG mode=OrderValue: _value=6065.29833333 style=MarketOrderStyle side=long margin=False entrust_time=2016-08-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 300) 330 331 2016-08-01 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 300: Order(security=600817.XSHG mode=OrderValue: _value=6065.29833333 style=MarketOrderStyle side=long margin=False entrust_time=None) 332 333 2016-08-01 09:30:00 - WARNING - 下单失败，证券(600817.XSHG)今日停牌: StockOrder: _locked_cash=0, _commission=0, _hold_cost=0, _order_id=1540802684, _margin=False, _side=long, _amount=300, _action=open, _mode=OrderValue: _value=6065.29833333, _style=MarketOrderStyle, _order_cost=0, _security=Security(code=600817.XSHG), _status=new, _filled_amount=0, _avg_cost=0 334 335 2016-09-01 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802685 security=600137.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-09-01 09:30:00 error=) 336 337 2016-09-01 09:30:00 - INFO - order StockOrder(entrust_id=1540802685 security=600137.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-09-01 09:30:00 error=) trade price: 32.06, amount:100, commission: 8.21 338 339 2016-09-01 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802685 security=600137.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-09-01 09:30:00 error=) 340 341 2016-09-01 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802686 security=600853.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-09-01 09:30:00 error=) 342 343 2016-09-01 09:30:00 - INFO - order StockOrder(entrust_id=1540802686 security=600853.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-09-01 09:30:00 error=) trade price: 6.4, amount:900, commission: 10.76 344 345 2016-09-01 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802686 security=600853.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-09-01 09:30:00 error=) 346 347 2016-09-01 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802687 security=600985.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-09-01 09:30:00 error=) 348 349 2016-09-01 09:30:00 - INFO - order StockOrder(entrust_id=1540802687 security=600985.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-09-01 09:30:00 error=) trade price: 11.79, amount:400, commission: 9.72 350 351 2016-09-01 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802687 security=600985.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-09-01 09:30:00 error=) 352 353 2016-09-01 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802688 security=600213.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-09-01 09:30:00 error=) 354 355 2016-09-01 09:30:00 - INFO - order StockOrder(entrust_id=1540802688 security=600213.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-09-01 09:30:00 error=) trade price: 13.84, amount:400, commission: 10.54 356 357 2016-09-01 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802688 security=600213.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-09-01 09:30:00 error=) 358 359 2016-09-01 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802689 security=600778.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-09-01 09:30:00 error=) 360 361 2016-09-01 09:30:00 - INFO - order StockOrder(entrust_id=1540802689 security=600778.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-09-01 09:30:00 error=) trade price: 10.01, amount:600, commission: 11.01 362 363 2016-09-01 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802689 security=600778.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-09-01 09:30:00 error=) 364 365 2016-09-01 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802690 security=600301.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-09-01 09:30:00 error=) 366 367 2016-09-01 09:30:00 - INFO - order StockOrder(entrust_id=1540802690 security=600301.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-09-01 09:30:00 error=) trade price: 12.79, amount:500, commission: 11.4 368 369 2016-09-01 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802690 security=600301.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-09-01 09:30:00 error=) 370 371 2016-09-01 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802691 security=600539.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-09-01 09:30:00 error=) 372 373 2016-09-01 09:30:00 - INFO - order StockOrder(entrust_id=1540802691 security=600539.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-09-01 09:30:00 error=) trade price: 14.83, amount:400, commission: 10.93 374 375 2016-09-01 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802691 security=600539.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-09-01 09:30:00 error=) 376 377 2016-09-01 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 700: Order(security=600719.XSHG mode=OrderValue: _value=5794.02444444 style=MarketOrderStyle side=long margin=False entrust_time=None) 378 379 2016-09-01 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802692 security=600719.XSHG mode=OrderValue: _value=5794.02444444 style=MarketOrderStyle side=long margin=False entrust_time=2016-09-01 09:30:00 error=) 380 381 2016-09-01 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540802692 security=600719.XSHG mode=OrderValue: _value=5794.02444444 style=MarketOrderStyle side=long margin=False entrust_time=2016-09-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 700) 382 383 2016-09-01 09:30:00 - INFO - order StockOrder(entrust_id=1540802692 security=600719.XSHG mode=OrderValue: _value=5794.02444444 style=MarketOrderStyle side=long margin=False entrust_time=2016-09-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 700) trade price: 7.42, amount:700, commission: 5.0 384 385 2016-09-01 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802692 security=600719.XSHG mode=OrderValue: _value=5794.02444444 style=MarketOrderStyle side=long margin=False entrust_time=2016-09-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 700) 386 387 2016-09-01 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 200: Order(security=600385.XSHG mode=OrderValue: _value=5794.02444444 style=MarketOrderStyle side=long margin=False entrust_time=None) 388 389 2016-09-01 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802693 security=600385.XSHG mode=OrderValue: _value=5794.02444444 style=MarketOrderStyle side=long margin=False entrust_time=2016-09-01 09:30:00 error=) 390 391 2016-09-01 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540802693 security=600385.XSHG mode=OrderValue: _value=5794.02444444 style=MarketOrderStyle side=long margin=False entrust_time=2016-09-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 200) 392 393 2016-09-01 09:30:00 - INFO - order StockOrder(entrust_id=1540802693 security=600385.XSHG mode=OrderValue: _value=5794.02444444 style=MarketOrderStyle side=long margin=False entrust_time=2016-09-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 200) trade price: 20.1, amount:200, commission: 5.0 394 395 2016-09-01 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802693 security=600385.XSHG mode=OrderValue: _value=5794.02444444 style=MarketOrderStyle side=long margin=False entrust_time=2016-09-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 200) 396 397 2016-09-01 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 500: Order(security=600796.XSHG mode=OrderValue: _value=5794.02444444 style=MarketOrderStyle side=long margin=False entrust_time=None) 398 399 2016-09-01 09:30:00 - WARNING - 下单失败，证券(600796.XSHG)今日停牌: StockOrder: _locked_cash=0, _commission=0, _hold_cost=0, _order_id=1540802694, _margin=False, _side=long, _amount=500, _action=open, _mode=OrderValue: _value=5794.02444444, _style=MarketOrderStyle, _order_cost=0, _security=Security(code=600796.XSHG), _status=new, _filled_amount=0, _avg_cost=0 400 401 2016-09-01 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 700: Order(security=600145.XSHG mode=OrderValue: _value=5794.02444444 style=MarketOrderStyle side=long margin=False entrust_time=None) 402 403 2016-09-01 09:30:00 - WARNING - 下单失败，证券(600145.XSHG)今日停牌: StockOrder: _locked_cash=0, _commission=0, _hold_cost=0, _order_id=1540802695, _margin=False, _side=long, _amount=700, _action=open, _mode=OrderValue: _value=5794.02444444, _style=MarketOrderStyle, _order_cost=0, _security=Security(code=600145.XSHG), _status=new, _filled_amount=0, _avg_cost=0 404 405 2016-09-01 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 300: Order(security=600817.XSHG mode=OrderValue: _value=5794.02444444 style=MarketOrderStyle side=long margin=False entrust_time=None) 406 407 2016-09-01 09:30:00 - WARNING - 下单失败，证券(600817.XSHG)今日停牌: StockOrder: _locked_cash=0, _commission=0, _hold_cost=0, _order_id=1540802696, _margin=False, _side=long, _amount=300, _action=open, _mode=OrderValue: _value=5794.02444444, _style=MarketOrderStyle, _order_cost=0, _security=Security(code=600817.XSHG), _status=new, _filled_amount=0, _avg_cost=0 408 409 2016-09-01 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 600: Order(security=600295.XSHG mode=OrderValue: _value=5794.02444444 style=MarketOrderStyle side=long margin=False entrust_time=None) 410 411 2016-09-01 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802697 security=600295.XSHG mode=OrderValue: _value=5794.02444444 style=MarketOrderStyle side=long margin=False entrust_time=2016-09-01 09:30:00 error=) 412 413 2016-09-01 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540802697 security=600295.XSHG mode=OrderValue: _value=5794.02444444 style=MarketOrderStyle side=long margin=False entrust_time=2016-09-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 600) 414 415 2016-09-01 09:30:00 - INFO - order StockOrder(entrust_id=1540802697 security=600295.XSHG mode=OrderValue: _value=5794.02444444 style=MarketOrderStyle side=long margin=False entrust_time=2016-09-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 600) trade price: 9.19, amount:600, commission: 5.0 416 417 2016-09-01 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802697 security=600295.XSHG mode=OrderValue: _value=5794.02444444 style=MarketOrderStyle side=long margin=False entrust_time=2016-09-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 600) 418 419 2016-09-01 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 200: Order(security=600783.XSHG mode=OrderValue: _value=5794.02444444 style=MarketOrderStyle side=long margin=False entrust_time=None) 420 421 2016-09-01 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802698 security=600783.XSHG mode=OrderValue: _value=5794.02444444 style=MarketOrderStyle side=long margin=False entrust_time=2016-09-01 09:30:00 error=) 422 423 2016-09-01 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540802698 security=600783.XSHG mode=OrderValue: _value=5794.02444444 style=MarketOrderStyle side=long margin=False entrust_time=2016-09-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 200) 424 425 2016-09-01 09:30:00 - INFO - order StockOrder(entrust_id=1540802698 security=600783.XSHG mode=OrderValue: _value=5794.02444444 style=MarketOrderStyle side=long margin=False entrust_time=2016-09-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 200) trade price: 23.13, amount:200, commission: 5.0 426 427 2016-09-01 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802698 security=600783.XSHG mode=OrderValue: _value=5794.02444444 style=MarketOrderStyle side=long margin=False entrust_time=2016-09-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 200) 428 429 2016-09-01 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 800: Order(security=600806.XSHG mode=OrderValue: _value=5794.02444444 style=MarketOrderStyle side=long margin=False entrust_time=None) 430 431 2016-09-01 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802699 security=600806.XSHG mode=OrderValue: _value=5794.02444444 style=MarketOrderStyle side=long margin=False entrust_time=2016-09-01 09:30:00 error=) 432 433 2016-09-01 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540802699 security=600806.XSHG mode=OrderValue: _value=5794.02444444 style=MarketOrderStyle side=long margin=False entrust_time=2016-09-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 800) 434 435 2016-09-01 09:30:00 - INFO - order StockOrder(entrust_id=1540802699 security=600806.XSHG mode=OrderValue: _value=5794.02444444 style=MarketOrderStyle side=long margin=False entrust_time=2016-09-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 800) trade price: 7.03, amount:800, commission: 5.0 436 437 2016-09-01 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802699 security=600806.XSHG mode=OrderValue: _value=5794.02444444 style=MarketOrderStyle side=long margin=False entrust_time=2016-09-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 800) 438 439 2016-09-01 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 100: Order(security=603959.XSHG mode=OrderValue: _value=5794.02444444 style=MarketOrderStyle side=long margin=False entrust_time=None) 440 441 2016-09-01 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802700 security=603959.XSHG mode=OrderValue: _value=5794.02444444 style=MarketOrderStyle side=long margin=False entrust_time=2016-09-01 09:30:00 error=) 442 443 2016-09-01 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540802700 security=603959.XSHG mode=OrderValue: _value=5794.02444444 style=MarketOrderStyle side=long margin=False entrust_time=2016-09-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 100) 444 445 2016-09-01 09:30:00 - INFO - order StockOrder(entrust_id=1540802700 security=603959.XSHG mode=OrderValue: _value=5794.02444444 style=MarketOrderStyle side=long margin=False entrust_time=2016-09-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 100) trade price: 35.95, amount:100, commission: 5.0 446 447 2016-09-01 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802700 security=603959.XSHG mode=OrderValue: _value=5794.02444444 style=MarketOrderStyle side=long margin=False entrust_time=2016-09-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 100) 448 449 2016-10-10 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802701 security=600448.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-10-10 09:30:00 error=) 450 451 2016-10-10 09:30:00 - INFO - order StockOrder(entrust_id=1540802701 security=600448.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-10-10 09:30:00 error=) trade price: 7.61, amount:700, commission: 10.33 452 453 2016-10-10 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802701 security=600448.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-10-10 09:30:00 error=) 454 455 2016-10-10 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802702 security=600605.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-10-10 09:30:00 error=) 456 457 2016-10-10 09:30:00 - INFO - order StockOrder(entrust_id=1540802702 security=600605.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-10-10 09:30:00 error=) trade price: 21.61, amount:200, commission: 9.32 458 459 2016-10-10 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802702 security=600605.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-10-10 09:30:00 error=) 460 461 2016-10-10 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802703 security=600561.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-10-10 09:30:00 error=) 462 463 2016-10-10 09:30:00 - INFO - order StockOrder(entrust_id=1540802703 security=600561.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-10-10 09:30:00 error=) trade price: 13.73, amount:400, commission: 10.49 464 465 2016-10-10 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802703 security=600561.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-10-10 09:30:00 error=) 466 467 2016-10-10 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802704 security=600423.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-10-10 09:30:00 error=) 468 469 2016-10-10 09:30:00 - INFO - order StockOrder(entrust_id=1540802704 security=600423.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-10-10 09:30:00 error=) trade price: 8.61, amount:900, commission: 12.75 470 471 2016-10-10 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802704 security=600423.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-10-10 09:30:00 error=) 472 473 2016-10-10 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 500: Order(security=600985.XSHG mode=OrderValue: _value=6627.19 style=MarketOrderStyle side=long margin=False entrust_time=None) 474 475 2016-10-10 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802705 security=600985.XSHG mode=OrderValue: _value=6627.19 style=MarketOrderStyle side=long margin=False entrust_time=2016-10-10 09:30:00 error=) 476 477 2016-10-10 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540802705 security=600985.XSHG mode=OrderValue: _value=6627.19 style=MarketOrderStyle side=long margin=False entrust_time=2016-10-10 09:30:00 error=开仓数量必须是100的整数倍，调整为 500) 478 479 2016-10-10 09:30:00 - INFO - order StockOrder(entrust_id=1540802705 security=600985.XSHG mode=OrderValue: _value=6627.19 style=MarketOrderStyle side=long margin=False entrust_time=2016-10-10 09:30:00 error=开仓数量必须是100的整数倍，调整为 500) trade price: 12.16, amount:500, commission: 5.0 480 481 2016-10-10 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802705 security=600985.XSHG mode=OrderValue: _value=6627.19 style=MarketOrderStyle side=long margin=False entrust_time=2016-10-10 09:30:00 error=开仓数量必须是100的整数倍，调整为 500) 482 483 2016-10-10 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 300: Order(security=600781.XSHG mode=OrderValue: _value=6627.19 style=MarketOrderStyle side=long margin=False entrust_time=None) 484 485 2016-10-10 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802706 security=600781.XSHG mode=OrderValue: _value=6627.19 style=MarketOrderStyle side=long margin=False entrust_time=2016-10-10 09:30:00 error=) 486 487 2016-10-10 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540802706 security=600781.XSHG mode=OrderValue: _value=6627.19 style=MarketOrderStyle side=long margin=False entrust_time=2016-10-10 09:30:00 error=开仓数量必须是100的整数倍，调整为 300) 488 489 2016-10-10 09:30:00 - INFO - order StockOrder(entrust_id=1540802706 security=600781.XSHG mode=OrderValue: _value=6627.19 style=MarketOrderStyle side=long margin=False entrust_time=2016-10-10 09:30:00 error=开仓数量必须是100的整数倍，调整为 300) trade price: 18.07, amount:300, commission: 5.0 490 491 2016-10-10 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802706 security=600781.XSHG mode=OrderValue: _value=6627.19 style=MarketOrderStyle side=long margin=False entrust_time=2016-10-10 09:30:00 error=开仓数量必须是100的整数倍，调整为 300) 492 493 2016-10-10 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 400: Order(security=600213.XSHG mode=OrderValue: _value=6627.19 style=MarketOrderStyle side=long margin=False entrust_time=None) 494 495 2016-10-10 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802707 security=600213.XSHG mode=OrderValue: _value=6627.19 style=MarketOrderStyle side=long margin=False entrust_time=2016-10-10 09:30:00 error=) 496 497 2016-10-10 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540802707 security=600213.XSHG mode=OrderValue: _value=6627.19 style=MarketOrderStyle side=long margin=False entrust_time=2016-10-10 09:30:00 error=开仓数量必须是100的整数倍，调整为 400) 498 499 2016-10-10 09:30:00 - INFO - order StockOrder(entrust_id=1540802707 security=600213.XSHG mode=OrderValue: _value=6627.19 style=MarketOrderStyle side=long margin=False entrust_time=2016-10-10 09:30:00 error=开仓数量必须是100的整数倍，调整为 400) trade price: 14.52, amount:400, commission: 5.0 500 501 2016-10-10 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802707 security=600213.XSHG mode=OrderValue: _value=6627.19 style=MarketOrderStyle side=long margin=False entrust_time=2016-10-10 09:30:00 error=开仓数量必须是100的整数倍，调整为 400) 502 503 2016-10-10 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 400: Order(security=600301.XSHG mode=OrderValue: _value=6627.19 style=MarketOrderStyle side=long margin=False entrust_time=None) 504 505 2016-10-10 09:30:00 - WARNING - 下单失败，证券(600301.XSHG)今日停牌: StockOrder: _locked_cash=0, _commission=0, _hold_cost=0, _order_id=1540802708, _margin=False, _side=long, _amount=400, _action=open, _mode=OrderValue: _value=6627.19, _style=MarketOrderStyle, _order_cost=0, _security=Security(code=600301.XSHG), _status=new, _filled_amount=0, _avg_cost=0 506 507 2016-10-10 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 300: Order(security=600817.XSHG mode=OrderValue: _value=6627.19 style=MarketOrderStyle side=long margin=False entrust_time=None) 508 509 2016-10-10 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802709 security=600817.XSHG mode=OrderValue: _value=6627.19 style=MarketOrderStyle side=long margin=False entrust_time=2016-10-10 09:30:00 error=) 510 511 2016-10-10 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540802709 security=600817.XSHG mode=OrderValue: _value=6627.19 style=MarketOrderStyle side=long margin=False entrust_time=2016-10-10 09:30:00 error=开仓数量必须是100的整数倍，调整为 300) 512 513 2016-10-10 09:30:00 - INFO - order StockOrder(entrust_id=1540802709 security=600817.XSHG mode=OrderValue: _value=6627.19 style=MarketOrderStyle side=long margin=False entrust_time=2016-10-10 09:30:00 error=开仓数量必须是100的整数倍，调整为 300) trade price: 18.63, amount:300, commission: 5.0 514 515 2016-10-10 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802709 security=600817.XSHG mode=OrderValue: _value=6627.19 style=MarketOrderStyle side=long margin=False entrust_time=2016-10-10 09:30:00 error=开仓数量必须是100的整数倍，调整为 300) 516 517 2016-10-10 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 600: Order(security=600796.XSHG mode=OrderValue: _value=6627.19 style=MarketOrderStyle side=long margin=False entrust_time=None) 518 519 2016-10-10 09:30:00 - WARNING - 下单失败，证券(600796.XSHG)今日停牌: StockOrder: _locked_cash=0, _commission=0, _hold_cost=0, _order_id=1540802710, _margin=False, _side=long, _amount=600, _action=open, _mode=OrderValue: _value=6627.19, _style=MarketOrderStyle, _order_cost=0, _security=Security(code=600796.XSHG), _status=new, _filled_amount=0, _avg_cost=0 520 521 2016-10-10 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 800: Order(security=600145.XSHG mode=OrderValue: _value=6627.19 style=MarketOrderStyle side=long margin=False entrust_time=None) 522 523 2016-10-10 09:30:00 - WARNING - 下单失败，证券(600145.XSHG)今日停牌: StockOrder: _locked_cash=0, _commission=0, _hold_cost=0, _order_id=1540802711, _margin=False, _side=long, _amount=800, _action=open, _mode=OrderValue: _value=6627.19, _style=MarketOrderStyle, _order_cost=0, _security=Security(code=600145.XSHG), _status=new, _filled_amount=0, _avg_cost=0 524 525 2016-11-01 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802712 security=600295.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-11-01 09:30:00 error=) 526 527 2016-11-01 09:30:00 - INFO - order StockOrder(entrust_id=1540802712 security=600295.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-11-01 09:30:00 error=) trade price: 9.49, amount:600, commission: 10.69 528 529 2016-11-01 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802712 security=600295.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-11-01 09:30:00 error=) 530 531 2016-11-01 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802713 security=600783.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-11-01 09:30:00 error=) 532 533 2016-11-01 09:30:00 - INFO - order StockOrder(entrust_id=1540802713 security=600783.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-11-01 09:30:00 error=) trade price: 24.47, amount:200, commission: 9.89 534 535 2016-11-01 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802713 security=600783.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-11-01 09:30:00 error=) 536 537 2016-11-01 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802714 security=600806.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-11-01 09:30:00 error=) 538 539 2016-11-01 09:30:00 - INFO - order StockOrder(entrust_id=1540802714 security=600806.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-11-01 09:30:00 error=) trade price: 8.16, amount:800, commission: 11.53 540 541 2016-11-01 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802714 security=600806.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-11-01 09:30:00 error=) 542 543 2016-11-01 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802715 security=603959.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-11-01 09:30:00 error=) 544 545 2016-11-01 09:30:00 - INFO - order StockOrder(entrust_id=1540802715 security=603959.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-11-01 09:30:00 error=) trade price: 31.43, amount:100, commission: 8.14 546 547 2016-11-01 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802715 security=603959.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-11-01 09:30:00 error=) 548 549 2016-11-01 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802716 security=600985.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-11-01 09:30:00 error=) 550 551 2016-11-01 09:30:00 - INFO - order StockOrder(entrust_id=1540802716 security=600985.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-11-01 09:30:00 error=) trade price: 13.46, amount:500, commission: 11.73 552 553 2016-11-01 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802716 security=600985.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-11-01 09:30:00 error=) 554 555 2016-11-01 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802717 security=600213.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-11-01 09:30:00 error=) 556 557 2016-11-01 09:30:00 - INFO - order StockOrder(entrust_id=1540802717 security=600213.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-11-01 09:30:00 error=) trade price: 15.26, amount:400, commission: 11.1 558 559 2016-11-01 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802717 security=600213.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-11-01 09:30:00 error=) 560 561 2016-11-01 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 400: Order(security=600228.XSHG mode=OrderValue: _value=6278.02777778 style=MarketOrderStyle side=long margin=False entrust_time=None) 562 563 2016-11-01 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802718 security=600228.XSHG mode=OrderValue: _value=6278.02777778 style=MarketOrderStyle side=long margin=False entrust_time=2016-11-01 09:30:00 error=) 564 565 2016-11-01 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540802718 security=600228.XSHG mode=OrderValue: _value=6278.02777778 style=MarketOrderStyle side=long margin=False entrust_time=2016-11-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 400) 566 567 2016-11-01 09:30:00 - INFO - order StockOrder(entrust_id=1540802718 security=600228.XSHG mode=OrderValue: _value=6278.02777778 style=MarketOrderStyle side=long margin=False entrust_time=2016-11-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 400) trade price: 13.82, amount:400, commission: 5.0 568 569 2016-11-01 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802718 security=600228.XSHG mode=OrderValue: _value=6278.02777778 style=MarketOrderStyle side=long margin=False entrust_time=2016-11-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 400) 570 571 2016-11-01 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 400: Order(security=600561.XSHG mode=OrderValue: _value=6278.02777778 style=MarketOrderStyle side=long margin=False entrust_time=None) 572 573 2016-11-01 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802719 security=600561.XSHG mode=OrderValue: _value=6278.02777778 style=MarketOrderStyle side=long margin=False entrust_time=2016-11-01 09:30:00 error=) 574 575 2016-11-01 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540802719 security=600561.XSHG mode=OrderValue: _value=6278.02777778 style=MarketOrderStyle side=long margin=False entrust_time=2016-11-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 400) 576 577 2016-11-01 09:30:00 - INFO - order StockOrder(entrust_id=1540802719 security=600561.XSHG mode=OrderValue: _value=6278.02777778 style=MarketOrderStyle side=long margin=False entrust_time=2016-11-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 400) trade price: 13.98, amount:400, commission: 5.0 578 579 2016-11-01 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802719 security=600561.XSHG mode=OrderValue: _value=6278.02777778 style=MarketOrderStyle side=long margin=False entrust_time=2016-11-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 400) 580 581 2016-11-01 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 200: Order(security=600605.XSHG mode=OrderValue: _value=6278.02777778 style=MarketOrderStyle side=long margin=False entrust_time=None) 582 583 2016-11-01 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802720 security=600605.XSHG mode=OrderValue: _value=6278.02777778 style=MarketOrderStyle side=long margin=False entrust_time=2016-11-01 09:30:00 error=) 584 585 2016-11-01 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540802720 security=600605.XSHG mode=OrderValue: _value=6278.02777778 style=MarketOrderStyle side=long margin=False entrust_time=2016-11-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 200) 586 587 2016-11-01 09:30:00 - INFO - order StockOrder(entrust_id=1540802720 security=600605.XSHG mode=OrderValue: _value=6278.02777778 style=MarketOrderStyle side=long margin=False entrust_time=2016-11-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 200) trade price: 22.33, amount:200, commission: 5.0 588 589 2016-11-01 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802720 security=600605.XSHG mode=OrderValue: _value=6278.02777778 style=MarketOrderStyle side=long margin=False entrust_time=2016-11-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 200) 590 591 2016-11-01 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 200: Order(security=600768.XSHG mode=OrderValue: _value=6278.02777778 style=MarketOrderStyle side=long margin=False entrust_time=None) 592 593 2016-11-01 09:30:00 - WARNING - 下单失败，证券(600768.XSHG)今日停牌: StockOrder: _locked_cash=0, _commission=0, _hold_cost=0, _order_id=1540802721, _margin=False, _side=long, _amount=200, _action=open, _mode=OrderValue: _value=6278.02777778, _style=MarketOrderStyle, _order_cost=0, _security=Security(code=600768.XSHG), _status=new, _filled_amount=0, _avg_cost=0 594 595 2016-11-01 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 500: Order(security=600778.XSHG mode=OrderValue: _value=6278.02777778 style=MarketOrderStyle side=long margin=False entrust_time=None) 596 597 2016-11-01 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802722 security=600778.XSHG mode=OrderValue: _value=6278.02777778 style=MarketOrderStyle side=long margin=False entrust_time=2016-11-01 09:30:00 error=) 598 599 2016-11-01 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540802722 security=600778.XSHG mode=OrderValue: _value=6278.02777778 style=MarketOrderStyle side=long margin=False entrust_time=2016-11-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 500) 600 601 2016-11-01 09:30:00 - INFO - order StockOrder(entrust_id=1540802722 security=600778.XSHG mode=OrderValue: _value=6278.02777778 style=MarketOrderStyle side=long margin=False entrust_time=2016-11-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 500) trade price: 10.49, amount:500, commission: 5.0 602 603 2016-11-01 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802722 security=600778.XSHG mode=OrderValue: _value=6278.02777778 style=MarketOrderStyle side=long margin=False entrust_time=2016-11-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 500) 604 605 2016-11-01 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 800: Order(security=600448.XSHG mode=OrderValue: _value=6278.02777778 style=MarketOrderStyle side=long margin=False entrust_time=None) 606 607 2016-11-01 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802723 security=600448.XSHG mode=OrderValue: _value=6278.02777778 style=MarketOrderStyle side=long margin=False entrust_time=2016-11-01 09:30:00 error=) 608 609 2016-11-01 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540802723 security=600448.XSHG mode=OrderValue: _value=6278.02777778 style=MarketOrderStyle side=long margin=False entrust_time=2016-11-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 800) 610 611 2016-11-01 09:30:00 - INFO - order StockOrder(entrust_id=1540802723 security=600448.XSHG mode=OrderValue: _value=6278.02777778 style=MarketOrderStyle side=long margin=False entrust_time=2016-11-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 800) trade price: 7.53, amount:800, commission: 5.0 612 613 2016-11-01 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802723 security=600448.XSHG mode=OrderValue: _value=6278.02777778 style=MarketOrderStyle side=long margin=False entrust_time=2016-11-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 800) 614 615 2016-11-01 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 400: Order(security=600301.XSHG mode=OrderValue: _value=6278.02777778 style=MarketOrderStyle side=long margin=False entrust_time=None) 616 617 2016-11-01 09:30:00 - WARNING - 下单失败，证券(600301.XSHG)今日停牌: StockOrder: _locked_cash=0, _commission=0, _hold_cost=0, _order_id=1540802724, _margin=False, _side=long, _amount=400, _action=open, _mode=OrderValue: _value=6278.02777778, _style=MarketOrderStyle, _order_cost=0, _security=Security(code=600301.XSHG), _status=new, _filled_amount=0, _avg_cost=0 618 619 2016-11-01 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 500: Order(security=600796.XSHG mode=OrderValue: _value=6278.02777778 style=MarketOrderStyle side=long margin=False entrust_time=None) 620 621 2016-11-01 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802725 security=600796.XSHG mode=OrderValue: _value=6278.02777778 style=MarketOrderStyle side=long margin=False entrust_time=2016-11-01 09:30:00 error=) 622 623 2016-11-01 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540802725 security=600796.XSHG mode=OrderValue: _value=6278.02777778 style=MarketOrderStyle side=long margin=False entrust_time=2016-11-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 500) 624 625 2016-11-01 09:30:00 - WARNING - 已经涨停, 市价买单取消: StockOrder(entrust_id=1540802725 security=600796.XSHG mode=OrderValue: _value=6278.02777778 style=MarketOrderStyle side=long margin=False entrust_time=2016-11-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 500) 626 627 2016-11-01 09:30:00 - INFO - 订单取消完成：StockOrder(entrust_id=1540802725 security=600796.XSHG mode=OrderValue: _value=6278.02777778 style=MarketOrderStyle side=long margin=False entrust_time=2016-11-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 500) 628 629 2016-11-01 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802725 security=600796.XSHG mode=OrderValue: _value=6278.02777778 style=MarketOrderStyle side=long margin=False entrust_time=2016-11-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 500) 630 631 2016-11-01 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 800: Order(security=600145.XSHG mode=OrderValue: _value=6278.02777778 style=MarketOrderStyle side=long margin=False entrust_time=None) 632 633 2016-11-01 09:30:00 - WARNING - 下单失败，证券(600145.XSHG)今日停牌: StockOrder: _locked_cash=0, _commission=0, _hold_cost=0, _order_id=1540802726, _margin=False, _side=long, _amount=800, _action=open, _mode=OrderValue: _value=6278.02777778, _style=MarketOrderStyle, _order_cost=0, _security=Security(code=600145.XSHG), _status=new, _filled_amount=0, _avg_cost=0 634 635 2016-12-01 09:30:00 - WARNING - 下单失败，证券(600228.XSHG)今日停牌: StockOrder: _locked_cash=0, _commission=0, _hold_cost=0, _order_id=1540802727, _margin=False, _side=long, _amount=400, _action=close, _mode=OrderTargetAmount: _amount=0, _style=MarketOrderStyle, _order_cost=0, _security=Security(code=600228.XSHG), _status=new, _filled_amount=0, _avg_cost=0 636 637 2016-12-01 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802728 security=600778.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-12-01 09:30:00 error=) 638 639 2016-12-01 09:30:00 - INFO - order StockOrder(entrust_id=1540802728 security=600778.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-12-01 09:30:00 error=) trade price: 11.3, amount:500, commission: 10.65 640 641 2016-12-01 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802728 security=600778.XSHG mode=OrderTargetAmount: _amount=0 style=MarketOrderStyle side=long margin=False entrust_time=2016-12-01 09:30:00 error=) 642 643 2016-12-01 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 500: Order(security=600731.XSHG mode=OrderValue: _value=5876.93333333 style=MarketOrderStyle side=long margin=False entrust_time=None) 644 645 2016-12-01 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802729 security=600731.XSHG mode=OrderValue: _value=5876.93333333 style=MarketOrderStyle side=long margin=False entrust_time=2016-12-01 09:30:00 error=) 646 647 2016-12-01 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540802729 security=600731.XSHG mode=OrderValue: _value=5876.93333333 style=MarketOrderStyle side=long margin=False entrust_time=2016-12-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 500) 648 649 2016-12-01 09:30:00 - INFO - order StockOrder(entrust_id=1540802729 security=600731.XSHG mode=OrderValue: _value=5876.93333333 style=MarketOrderStyle side=long margin=False entrust_time=2016-12-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 500) trade price: 10.48, amount:500, commission: 5.0 650 651 2016-12-01 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802729 security=600731.XSHG mode=OrderValue: _value=5876.93333333 style=MarketOrderStyle side=long margin=False entrust_time=2016-12-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 500) 652 653 2016-12-01 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 300: Order(security=600213.XSHG mode=OrderValue: _value=5876.93333333 style=MarketOrderStyle side=long margin=False entrust_time=None) 654 655 2016-12-01 09:30:00 - INFO - 订单已提交: StockOrder(entrust_id=1540802730 security=600213.XSHG mode=OrderValue: _value=5876.93333333 style=MarketOrderStyle side=long margin=False entrust_time=2016-12-01 09:30:00 error=) 656 657 2016-12-01 09:30:00 - WARNING - 下单检查标的数量: StockOrder(entrust_id=1540802730 security=600213.XSHG mode=OrderValue: _value=5876.93333333 style=MarketOrderStyle side=long margin=False entrust_time=2016-12-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 300) 658 659 2016-12-01 09:30:00 - INFO - order StockOrder(entrust_id=1540802730 security=600213.XSHG mode=OrderValue: _value=5876.93333333 style=MarketOrderStyle side=long margin=False entrust_time=2016-12-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 300) trade price: 15.43, amount:300, commission: 5.0 660 661 2016-12-01 09:30:00 - INFO - 订单已委托: StockOrder(entrust_id=1540802730 security=600213.XSHG mode=OrderValue: _value=5876.93333333 style=MarketOrderStyle side=long margin=False entrust_time=2016-12-01 09:30:00 error=开仓数量必须是100的整数倍，调整为 300) 662 663 2016-12-01 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 600: Order(security=600760.XSHG mode=OrderValue: _value=5876.93333333 style=MarketOrderStyle side=long margin=False entrust_time=None) 664 665 2016-12-01 09:30:00 - WARNING - 下单失败，证券(600760.XSHG)今日停牌: StockOrder: _locked_cash=0, _commission=0, _hold_cost=0, _order_id=1540802731, _margin=False, _side=long, _amount=600, _action=open, _mode=OrderValue: _value=5876.93333333, _style=MarketOrderStyle, _order_cost=0, _security=Security(code=600760.XSHG), _status=new, _filled_amount=0, _avg_cost=0 666 667 2016-12-01 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 200: Order(security=600768.XSHG mode=OrderValue: _value=5876.93333333 style=MarketOrderStyle side=long margin=False entrust_time=None) 668 669 2016-12-01 09:30:00 - WARNING - 下单失败，证券(600768.XSHG)今日停牌: StockOrder: _locked_cash=0, _commission=0, _hold_cost=0, _order_id=1540802732, _margin=False, _side=long, _amount=200, _action=open, _mode=OrderValue: _value=5876.93333333, _style=MarketOrderStyle, _order_cost=0, _security=Security(code=600768.XSHG), _status=new, _filled_amount=0, _avg_cost=0 670 671 2016-12-01 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 400: Order(security=600301.XSHG mode=OrderValue: _value=5876.93333333 style=MarketOrderStyle side=long margin=False entrust_time=None) 672 673 2016-12-01 09:30:00 - WARNING - 下单失败，证券(600301.XSHG)今日停牌: StockOrder: _locked_cash=0, _commission=0, _hold_cost=0, _order_id=1540802733, _margin=False, _side=long, _amount=400, _action=open, _mode=OrderValue: _value=5876.93333333, _style=MarketOrderStyle, _order_cost=0, _security=Security(code=600301.XSHG), _status=new, _filled_amount=0, _avg_cost=0 674 675 2016-12-01 09:30:00 - WARNING - 开仓数量必须是100的整数倍，调整为 700: Order(security=600145.XSHG mode=OrderValue: _value=5876.93333333 style=MarketOrderStyle side=long margin=False entrust_time=None) 676 677 2016-12-01 09:30:00 - WARNING - 下单失败，证券(600145.XSHG)今日停牌: StockOrder: _locked_cash=0, _commission=0, _hold_cost=0, _order_id=1540802734, _margin=False, _side=long, _amount=700, _action=open, _mode=OrderValue: _value=5876.93333333, _style=MarketOrderStyle, _order_cost=0, _security=Security(code=600145.XSHG), _status=new, _filled_amount=0, _avg_cost=0