Add backtest outputs and trade analysis artifacts

kalman-filter/v2/kalman_trade_diagnostics.csv

@@ -0,0 +1,19 @@
+buy_date,sell_date,signal_date,return,price_return,holding_days,mae,mfe,price_mae,price_mfe,time_to_mae_days,time_to_mfe_days,price_time_to_mae_days,price_time_to_mfe_days,exit_efficiency,price_exit_efficiency,exit_reason,exit_signal_date,exit_trigger_price,exit_trigger_pnl,exit_trigger_holding_days,entry_trend,entry_trend_raw,entry_confidence,entry_strength,entry_volatility,entry_type
+2019-02-11,2019-03-27,2019-02-01,0.49853652667546555,0.24149077861120763,32,0.0,0.9806087752271242,0.0,0.33079374122760696,0,29,0,29,0.5083949269778835,0.7300343038988961,趋势衰减,2019-03-26,1309.683,0.23538217449704946,31,0.10609817329741744,0.10609817329741744,0.03327828190274255,0.0004586838185407218,0.2294105413109952,primary
+2019-07-25,2019-08-06,2019-07-24,-0.04704678018740405,-0.04704678018740426,8,-0.04704678018740405,0.011809013252319422,-0.04704678018740427,0.0118090132523192,12,5,12,5,-3.9839721729640307,-3.983972172964124,早期止损,2019-08-05,1201.534,-0.03226497550729139,7,0.025137849499755727,0.025137849499755727,0.00788462624833852,8.481755157666575e-05,0.2434619011135576,primary
+2019-08-19,2019-09-02,2019-08-16,0.018303881864533356,0.01830388186453326,10,-0.01738903430447325,0.018303881864533356,-0.01738903430447325,0.018303881864533356,7,14,7,14,1.0,0.9999999999999947,weak_trade_abort,2019-08-30,1279.98,-0.014321060668716587,9,0.25449431821460955,0.25449431821460955,0.07982355775769226,0.0010355531461662716,0.20209271424939354,primary
+2019-10-29,2019-11-29,2019-10-28,-0.016905374254971295,0.01542535044129645,23,-0.042432766651567366,0.08872185864475979,-0.004625825113105275,0.053221093228509986,14,21,2,21,-0.19054350881737062,0.2898352796900694,趋势衰减,2019-11-28,1378.11,0.022109322850997513,22,0.3152604550344468,0.3152604550344468,0.09888319439783023,0.0010828714397583359,0.21822382430719692,primary
+2019-12-06,2020-03-10,2019-12-05,0.810519164492999,0.2794325536693682,60,-0.029907126436333642,1.5201426667881632,-0.004965610055167935,0.37329370544748186,17,81,3,81,0.5331862477128585,0.7485595111613291,趋势衰减,2020-03-09,1772.257,0.23965870961288668,59,0.627719669042581,0.627719669042581,0.19688776397438446,0.0021913207761194704,0.206326636795782,primary
+2020-05-27,2020-08-12,2020-05-26,1.2358065111296357,0.3363745312345115,53,-0.0065507436205012315,2.284459389946151,-0.0065507436205012315,0.4704205774544823,1,47,1,68,0.5409623460887024,0.7150506320422579,趋势衰减,2020-08-11,2446.63,0.3625134629114194,52,0.08863021434276669,0.08863021434276669,0.027799359464286636,0.00021294368305049548,0.228315287229799,primary
+2020-12-07,2021-02-08,2020-12-04,0.9203233541128952,0.2682750751121457,44,-0.010142825388627985,1.058059582834801,-0.010142825388627985,0.28355963011736285,4,46,4,46,0.8698218597927382,0.946097563327717,趋势衰减,2021-02-05,3152.063,0.23135204987501173,43,0.8878809816247211,0.8878809816247211,0.27848880602085213,0.0012991841883456922,0.2717934858863099,primary
+2021-09-28,2021-12-08,2021-09-27,0.07790802284329423,0.07284581006207252,46,-0.027034575297045893,0.20172905902157479,-0.027034575297046115,0.10267293666287514,14,55,14,55,0.3862012900925792,0.7094937812216331,趋势衰减,2021-12-07,3419.05,0.05513012875547084,45,1.0996596107732977,1.0996596107732977,0.344914350427037,0.0013217078211393875,0.2578576890599948,primary
+2021-12-15,2021-12-21,2021-12-14,-0.03742473377847799,-0.037424733778478145,4,-0.040865800668628105,0.009535808958160752,-0.040865800668628216,0.009535808958160752,5,1,5,1,-3.9246522180427994,-3.9246522180428154,早期止损,2021-12-20,3369.308,-0.04086580066862823,3,0.30874284682115904,0.30874284682115904,0.09683891034738373,0.0004704779046344097,0.18626405874345586,primary
+2022-08-17,2022-08-25,2022-08-16,-0.04243340016470931,-0.042433400164709464,6,-0.04243340016470931,0.0019799420159840597,-0.04243340016470942,0.0019799420159838377,8,6,8,6,-21.43163780663511,-21.43163780663759,早期止损,2022-08-24,2697.693,-0.03656642912600405,5,0.6163740273564755,0.6163740273564755,0.19332914038395438,0.0010509386260860564,0.2179498495909916,primary
+2022-12-07,2022-12-21,2022-12-06,-0.04520654424394788,-0.045206544243947946,10,-0.04520654424394788,0.0052406407791407705,-0.04520654424394799,0.0052406407791407705,14,2,14,2,-8.626148242001758,-8.62614824200177,weak_trade_abort,2022-12-20,2308.852,-0.041822620826691595,9,0.1679832536490462,0.1679832536490462,0.05268888140234302,0.000325378769798485,0.21976116897719505,primary
+2023-01-06,2023-02-13,2023-01-05,0.09555242962434618,0.05787297217449576,21,0.0,0.1817096716643003,0.0,0.08617299049486449,0,24,0,24,0.5258521945979552,0.6715906207055066,趋势衰减,2023-02-10,2538.494,0.047435726039515874,20,0.29685400391218275,0.29685400391218275,0.09310990867349757,0.0006176839274931634,0.20555393094036503,primary
+2023-08-01,2023-08-15,2023-07-31,-0.03333933149337853,-0.033339331493378324,10,-0.03333933149337853,0.023347487433075687,-0.03333933149337831,0.023347487433075687,14,3,14,3,-1.4279622845474884,-1.4279622845474795,weak_trade_abort,2023-08-14,2084.967,-0.025509161994723164,9,0.7995013622863685,0.7995013622863685,0.2507680470728716,0.001990667762976187,0.19046202986194222,primary
+2024-09-13,2024-11-04,2024-09-12,1.1579608435535005,0.46188684833925614,29,0.0,2.471106622598509,0.0,0.7062315668410275,0,25,0,25,0.4686001133920474,0.6540161471474224,趋势衰减,2024-11-01,2125.801,0.4181489355882632,28,0.17056947234674208,0.17056947234674208,0.0535000632748415,0.0006061393871053972,0.1874450943268222,primary
+2025-06-12,2025-10-15,2025-06-11,2.706463853141815,0.5532169680377583,83,-0.02309663399528783,4.21219249237832,-0.023096633995287608,0.6873052961413468,8,119,8,119,0.6425309047577905,0.804907180467859,趋势衰减,2025-10-14,3081.557,0.5129797662645383,82,0.7077045181739613,0.7077045181739613,0.2219754565766019,0.0020040080042675306,0.1758700233122866,primary
+2025-12-08,2025-12-17,2025-12-05,-0.006417487948824463,-0.006417487948824771,7,-0.04191311504970907,0.008228363261117089,-0.04191311504970929,0.008228363261117089,8,1,8,1,-0.7799227799227255,-0.7799227799227629,早期止损,2025-12-16,3256.979,-0.04191311504970935,6,1.1132599248092339,1.1132599248092339,0.34918016453474066,0.0012545833845302545,0.27554945226550775,primary
+2026-02-26,2026-03-04,2026-02-25,-0.05432031337258025,-0.0543203133725802,4,-0.05432031337258025,0.0,-0.05432031337258025,0.0,6,0,6,0,,,早期止损,2026-03-03,3362.899,-0.03937838516456324,3,0.7462336542354215,0.7462336542354215,0.2340603343032725,0.0009556970235550512,0.22550333858114457,primary
+2026-03-13,2026-03-27,2026-03-12,0.0009593459843240115,0.0009593459843241409,10,-0.012665500154221965,0.022350628273609452,-0.012665500154221854,0.022350628273609674,10,7,10,7,0.042922551105946366,0.04292255110595173,weak_trade_abort,2026-03-26,3458.022,-0.0031732213327645667,9,0.48541426939519194,0.48541426939519194,0.15225288423453198,0.000539726762439531,0.26255318930920024,primary

kalman-filter/v2/trade_15_daily_path.csv

@@ -0,0 +1,85 @@
+seq,entry_type,trade_day_no,date,buy_date,sell_date,is_buy_signal_day,is_entry_execution_day,is_exit_signal_day,is_exit_execution_day,price,daily_price_return_pct,position_x,position_change_x,daily_strategy_return_pct,trade_cum_return_pct,capital_open,capital_close,capital_change,exit_reason,milestone,running_peak_trade_return_pct,drawdown_from_trade_peak_pct
+15,primary,1,2025-06-12,2025-06-12,2025-10-15,False,True,False,False,2036.747,0.3767181853262302,0.0,0.0,0.0,0.0,2409178.3021158865,2409178.3021158865,0.0,趋势衰减,entry_exec,0.0,0.0
+15,primary,2,2025-06-13,2025-06-12,2025-10-15,False,False,False,False,2016.449,-0.9965891689051264,1.0,1.0,-0.9965891689051264,-0.9965891689051154,2409178.3021158865,2385168.6920973877,-24009.6100184992,趋势衰减,,0.0,-0.9965891689051154
+15,primary,3,2025-06-16,2025-06-12,2025-10-15,False,False,False,False,2037.085,1.023383184994997,1.0,0.0,1.023383184994997,0.0165950901118261,2385168.6920973877,2409578.107426077,24409.41532868985,趋势衰减,,0.0165950901118261,0.0
+15,primary,4,2025-06-17,2025-06-12,2025-10-15,False,False,False,False,2027.713,-0.4600691674623292,1.0,0.0,-0.4600691674623292,-0.443550426243422,2409578.107426077,2398492.381487888,-11085.725938189777,趋势衰减,,0.0165950901118261,-0.4601455163552481
+15,primary,5,2025-06-18,2025-06-12,2025-10-15,False,False,False,False,2036.236,0.4203257561597784,1.0,0.0,0.4203257561597784,-0.0250890267667114,2398492.381487888,2408573.862726811,10081.4812389235,趋势衰减,,0.0165950901118261,-0.0416841168785375
+15,primary,6,2025-06-19,2025-06-12,2025-10-15,False,False,False,False,2008.012,-1.3860868779453916,1.0,0.0,-1.3860868779453916,-1.410828149004284,2408573.862726811,2375188.936469932,-33384.92625687877,趋势衰减,,0.0165950901118261,-1.4274232391161101
+15,primary,7,2025-06-20,2025-06-12,2025-10-15,False,False,False,False,1989.705,-0.9116977388581304,1.0,0.0,-0.9116977388581304,-2.3096633995287608,2375188.936469932,2353534.392642528,-21654.543827404734,趋势衰减,,0.0165950901118261,-2.326258489640587
+15,primary,8,2025-06-23,2025-06-12,2025-10-15,False,False,False,False,1996.128,0.3228116730872088,1.0,0.0,0.3228116730872088,-1.9943075895042628,2353534.392642528,2361131.8763920995,7597.483749572188,趋势衰减,,0.0165950901118261,-2.010902679616089
+15,primary,9,2025-06-24,2025-06-12,2025-10-15,False,False,False,False,2044.78,2.4373186489042853,1.0,0.0,2.4373186489042853,0.3944034286045283,2361131.8763920995,2418680.183940628,57548.30754852854,趋势衰减,,0.3944034286045283,0.0
+15,primary,10,2025-06-25,2025-06-12,2025-10-15,False,False,False,False,2117.867,3.574320953843446,1.0,0.0,3.574320953843446,3.982821626839272,2418680.183940628,2505131.5765616773,86451.39262104919,趋势衰减,,3.982821626839272,0.0
+15,primary,11,2025-06-26,2025-06-12,2025-10-15,False,False,False,False,2104.147,-0.6478216054171648,2.75,1.75,-1.7815094148972033,2.130357869681365,2505131.5765616773,2460502.421669668,-44629.15489200922,趋势衰减,stage2_effective,3.982821626839272,-1.8524637571579068
+15,primary,12,2025-06-27,2025-06-12,2025-10-15,False,False,False,False,2113.777,0.4576676439431271,2.75,0.0,1.2585860208435995,3.4157562768667216,2460502.421669668,2491469.961191321,30967.53952165274,趋势衰减,,3.982821626839272,-0.5670653499725504
+15,primary,13,2025-06-30,2025-06-12,2025-10-15,False,False,False,False,2143.906,1.4253632242190228,2.75,0.0,3.919748866602313,7.469394211417413,2491469.961191321,2589129.3267568545,97659.36556553376,趋势衰减,,7.469394211417413,0.0
+15,primary,14,2025-07-01,2025-06-12,2025-10-15,False,False,False,False,2135.275,-0.402582949065855,2.75,0.0,-1.1071031099311013,6.279597205878695,2589129.3267568545,2560464.9954601917,-28664.331296663266,趋势衰减,,7.469394211417413,-1.1897970055387175
+15,primary,15,2025-07-02,2025-06-12,2025-10-15,False,False,False,False,2111.036,-1.1351699429815842,2.75,0.0,-3.121717343199357,2.961848587620341,2560464.9954601917,2480534.5156303616,-79930.47982982965,趋势衰减,,7.469394211417413,-4.507545623797071
+15,primary,16,2025-07-03,2025-06-12,2025-10-15,False,False,False,False,2160.613,2.348467766537365,2.75,0.0,6.458286357977755,9.611419608876348,2480534.5156303616,2640734.537858247,160200.0222278852,趋势衰减,,9.611419608876348,0.0
+15,primary,17,2025-07-04,2025-06-12,2025-10-15,False,False,False,False,2154.528,-0.2816330365502772,2.75,0.0,-0.7744908505132625,8.762489192887891,2640734.537858247,2620282.290476191,-20452.247382055968,趋势衰减,,9.611419608876348,-0.8489304159884572
+15,primary,18,2025-07-07,2025-06-12,2025-10-15,False,False,False,False,2123.864,-1.4232351586983216,2.75,0.0,-3.913896686420384,4.505637732299128,2620282.290476191,2517727.1487343838,-102555.14174180756,趋势衰减,,9.611419608876348,-5.10578187657722
+15,primary,19,2025-07-08,2025-06-12,2025-10-15,False,False,False,False,2180.144,2.649887186750166,2.75,0.0,7.287189763562957,12.121161867473408,2517727.1487343838,2701198.7037914004,183471.55505701716,趋势衰减,,12.121161867473408,0.0
+15,primary,20,2025-07-09,2025-06-12,2025-10-15,False,False,False,False,2186.503,0.291677980904037,2.75,0.0,0.802114447486102,13.02050190550168,2701198.7037914004,2722865.4088498186,21666.70505841821,趋势衰减,,13.02050190550168,0.0
+15,primary,21,2025-07-10,2025-06-12,2025-10-15,False,False,False,False,2193.712,0.3297045556305944,2.75,0.0,0.9066875279841348,14.04524470034394,2722865.4088498186,2747553.289915654,24687.881065835245,趋势衰减,,14.04524470034394,0.0
+15,primary,22,2025-07-11,2025-06-12,2025-10-15,False,False,False,False,2211.664,0.8183389615409986,2.75,0.0,2.250432144237746,16.611755546055072,2747553.289915654,2809385.1123319776,61831.8224163237,趋势衰减,,16.611755546055072,0.0
+15,primary,23,2025-07-14,2025-06-12,2025-10-15,False,False,False,False,2197.58,-0.6368055907226555,2.75,0.0,-1.7512153744873027,14.56963255447301,2809385.1123319776,2760186.728316263,-49198.38401571475,趋势衰减,,16.611755546055072,-2.042122991582062
+15,primary,24,2025-07-15,2025-06-12,2025-10-15,False,False,False,False,2244.431,2.1319360387335173,2.75,0.0,5.862824106517173,21.28664859062481,2760186.728316263,2922011.6212088764,161824.89289261354,趋势衰减,,21.28664859062481,0.0
+15,primary,25,2025-07-16,2025-06-12,2025-10-15,False,False,False,False,2237.102,-0.3265415599766785,3.75,1.0,-1.2245308499125445,19.80145616180757,2922011.6212088764,2886230.687469144,-35780.933739732485,趋势衰减,stage3_effective,21.28664859062481,-1.4851924288172391
+15,primary,26,2025-07-17,2025-06-12,2025-10-15,False,False,False,False,2282.115,2.012112098598995,3.75,0.0,7.545420369746231,28.84097963829322,2886230.687469144,3104008.9256793074,217778.23821016357,趋势衰减,,28.84097963829322,0.0
+15,primary,27,2025-07-18,2025-06-12,2025-10-15,False,False,False,False,2288.858,0.2954715253175477,3.75,0.0,1.108018219940804,30.268561167435728,3104008.9256793074,3138401.910124423,34392.98444511555,趋势衰减,,30.268561167435728,0.0
+15,primary,28,2025-07-21,2025-06-12,2025-10-15,False,False,False,False,2308.218,0.8458366574072951,3.75,0.0,3.1718874652773565,34.40053333030277,3138401.910124423,3237948.4869216844,99546.57679726135,趋势衰减,,34.40053333030277,0.0
+15,primary,29,2025-07-22,2025-06-12,2025-10-15,False,False,False,False,2320.617,0.5371676332131647,3.75,0.0,2.014378624549368,37.10786894498872,3237948.4869216844,3303173.029116154,65224.54219446983,趋势衰减,,37.10786894498872,0.0
+15,primary,30,2025-07-23,2025-06-12,2025-10-15,False,False,False,False,2321.914,0.055890308482609,3.75,0.0,0.2095886568097837,37.39523148589103,3303173.029116154,3310096.1050999817,6923.075983827468,趋势衰减,,37.39523148589103,0.0
+15,primary,31,2025-07-24,2025-06-12,2025-10-15,False,False,False,False,2352.64,1.3233048252432988,3.75,0.0,4.962393094662371,44.213322965542304,3310096.1050999817,3474356.085646152,164259.9805461699,趋势衰减,,44.213322965542304,0.0
+15,primary,32,2025-07-25,2025-06-12,2025-10-15,False,False,False,False,2345.457,-0.3053165805223079,3.75,0.0,-1.1449371769586547,42.56217101678234,3474356.085646152,3434576.8911616635,-39779.19448448811,趋势衰减,,44.213322965542304,-1.651151948759967
+15,primary,33,2025-07-28,2025-06-12,2025-10-15,False,False,False,False,2375.7,1.2894288831558187,3.75,0.0,4.83535831183432,49.4555628025738,3434576.8911616635,3600650.99034479,166074.09918312635,趋势衰减,,49.4555628025738,0.0
+15,primary,34,2025-07-29,2025-06-12,2025-10-15,False,False,False,False,2428.114,2.2062549985267577,3.75,0.0,8.27345624447534,61.820703395979095,3600650.99034479,3898549.2745472337,297898.2842024439,趋势衰减,,61.820703395979095,0.0
+15,primary,35,2025-07-30,2025-06-12,2025-10-15,False,False,False,False,2382.565,-1.8759003901793747,3.75,0.0,-7.034626463172655,50.437221371993424,3898549.2745472337,3624300.895600109,-274248.3789471253,趋势衰减,,61.820703395979095,-11.383482023985671
+15,primary,36,2025-07-31,2025-06-12,2025-10-15,False,False,False,False,2339.342,-1.8141372848169968,3.75,0.0,-6.803014818063738,40.20295491017336,3624300.895600109,3377739.1686212164,-246561.726978892,趋势衰减,,61.820703395979095,-21.617748485805734
+15,primary,37,2025-08-01,2025-06-12,2025-10-15,False,False,False,False,2329.839,-0.4062253402880023,3.75,0.0,-1.5233450260800083,38.06718017013204,3377739.1686212164,3326284.547002069,-51454.62161914725,趋势衰减,,61.820703395979095,-23.753523225847054
+15,primary,38,2025-08-04,2025-06-12,2025-10-15,False,False,False,False,2341.14,0.4850549759017664,3.75,0.0,1.818956159631624,40.57856164826634,3326284.547002069,3386788.2046566377,60503.65765456855,趋势衰减,,61.820703395979095,-21.242141747712758
+15,primary,39,2025-08-05,2025-06-12,2025-10-15,False,False,False,False,2350.437,0.3971142264025173,3.75,0.0,1.48917834900944,42.67202715168119,3386788.2046566377,3437223.5213271896,50435.316670551896,趋势衰减,,61.820703395979095,-19.148676244297903
+15,primary,40,2025-08-06,2025-06-12,2025-10-15,False,False,False,False,2366.973,0.7035287480583463,3.75,0.0,2.6382328052187987,46.43604737586753,3437223.5213271896,3527905.47985554,90681.95852835056,趋势衰减,,61.820703395979095,-15.384656020111564
+15,primary,41,2025-08-07,2025-06-12,2025-10-15,False,False,False,False,2348.455,-0.7823494395584607,3.75,0.0,-2.933810398344228,42.13989139103005,3527905.47985554,3424403.4220437827,-103502.05781175756,趋势衰减,,61.820703395979095,-19.680812004949047
+15,primary,42,2025-08-08,2025-06-12,2025-10-15,False,False,False,False,2340.796,-0.3261293062886028,3.75,0.0,-1.2229848985822604,40.401541984456514,3424403.4220437827,3382523.485325653,-41879.93671812955,趋势衰减,,61.820703395979095,-21.41916141152258
+15,primary,43,2025-08-11,2025-06-12,2025-10-15,False,False,False,False,2390.151,2.108470793695827,3.75,0.0,7.906765476359351,51.50276263435971,3382523.485325653,3649971.684493129,267448.19916747604,趋势衰减,,61.820703395979095,-10.317940761619383
+15,primary,44,2025-08-12,2025-06-12,2025-10-15,False,False,False,False,2426.9,1.537517922507825,3.75,0.0,5.765692209404344,60.237945616601365,3649971.684493129,3860417.817551414,210446.13305828488,趋势衰减,,61.820703395979095,-1.5827577793777294
+15,primary,45,2025-08-13,2025-06-12,2025-10-15,False,False,False,False,2527.303,4.137088466768302,3.75,0.0,15.51408175038113,85.09739149469215,3860417.817551414,4459326.19367262,598908.3761212057,趋势衰减,,85.09739149469215,0.0
+15,primary,46,2025-08-14,2025-06-12,2025-10-15,False,False,False,False,2504.544,-0.9005251843566042,3.75,0.0,-3.3769694413372657,78.84670914720402,4459326.19367262,4308736.110822747,-150590.0828498723,趋势衰减,,85.09739149469215,-6.250682347488123
+15,primary,47,2025-08-15,2025-06-12,2025-10-15,False,False,False,False,2572.642,2.718977985613358,3.75,0.0,10.196167446050092,97.0822190836031,4308736.110822747,4748062.059490661,439325.9486679137,趋势衰减,,97.0822190836031,0.0
+15,primary,48,2025-08-18,2025-06-12,2025-10-15,False,False,False,False,2650.781,3.037305618115549,3.75,0.0,11.389896067933307,119.52967900560208,4748062.059490661,5288861.393307621,540799.3338169595,趋势衰减,,119.52967900560208,0.0
+15,primary,49,2025-08-19,2025-06-12,2025-10-15,False,False,False,False,2652.181,0.0528146233129023,3.75,0.0,0.1980548374233837,119.96446815445272,5288861.393307621,5299336.239141684,10474.845834063366,趋势衰减,,119.96446815445272,0.0
+15,primary,50,2025-08-20,2025-06-12,2025-10-15,False,False,False,False,2654.449,0.0855145255923339,3.75,0.0,0.3206794709712524,120.66984904725516,5299336.239141684,5316330.122558352,16993.88341666758,趋势衰减,,120.66984904725516,0.0
+15,primary,51,2025-08-21,2025-06-12,2025-10-15,False,False,False,False,2639.553,-0.5611710754284682,3.75,0.0,-2.104391532856756,116.02609142833695,5316330.122558352,5204453.72160052,-111876.40095783118,趋势衰减,,120.66984904725516,-4.643757618918201
+15,primary,52,2025-08-22,2025-06-12,2025-10-15,False,False,False,False,2734.855,3.6105355717426457,3.75,0.0,13.539508394034922,145.27496221058215,5204453.72160052,5909111.170100286,704657.4484997652,趋势衰减,,145.27496221058215,0.0
+15,primary,53,2025-08-25,2025-06-12,2025-10-15,False,False,False,False,2821.239,3.1586318104616096,3.75,0.0,11.844869289231037,174.32746088363643,5909111.170100286,6609037.664354015,699926.4942537295,趋势衰减,,174.32746088363643,0.0
+15,primary,54,2025-08-26,2025-06-12,2025-10-15,False,False,False,False,2797.348,-0.8468265184197521,3.75,0.0,-3.1755994440740705,165.61591956087315,6609037.664354015,6399161.101026143,-209876.5633278722,趋势衰减,,174.32746088363643,-8.711541322763281
+15,primary,55,2025-08-27,2025-06-12,2025-10-15,False,False,False,False,2785.784,-0.4133915408451094,3.75,0.0,-1.5502182781691602,161.49829302611343,6399161.101026143,6299960.135988545,-99200.96503759827,趋势衰减,,174.32746088363643,-12.829167857523004
+15,primary,56,2025-08-28,2025-06-12,2025-10-15,False,False,False,False,2906.291,4.325784052173476,3.75,0.0,16.221690195650535,203.917735987724,6299960.135988545,7321920.151698091,1021960.0157095464,趋势衰减,,203.917735987724,0.0
+15,primary,57,2025-08-29,2025-06-12,2025-10-15,False,False,False,False,2988.247,2.8199516153062376,3.75,0.0,10.574818557398393,236.0564851321789,7321920.151698091,8096199.922657753,774279.7709596623,趋势衰减,,236.0564851321789,0.0
+15,primary,58,2025-09-01,2025-06-12,2025-10-15,False,False,False,False,3065.488,2.5848264885734107,3.75,0.0,9.69309933215029,268.63077404817386,8096199.922657753,8880972.623290444,784772.7006326905,趋势衰减,,268.63077404817386,0.0
+15,primary,59,2025-09-02,2025-06-12,2025-10-15,False,False,False,False,2977.561,-2.868287202559583,3.75,0.0,-10.756077009598435,228.9805641104734,8880972.623290444,7925728.368727969,-955244.2545624748,趋势衰减,,268.63077404817386,-39.65020993770045
+15,primary,60,2025-09-03,2025-06-12,2025-10-15,False,False,False,False,3023.768,1.5518405836185911,3.75,0.0,5.8194021885697165,248.1252662582873,7925728.368727969,8386958.378877815,461230.01014984585,趋势衰减,,268.63077404817386,-20.505507789886565
+15,primary,61,2025-09-04,2025-06-12,2025-10-15,False,False,False,False,2878.754,-4.795804440023177,3.75,0.0,-17.984266650086912,185.51749009807187,8386958.378877815,6878625.420188623,-1508332.9586891923,趋势衰减,,268.63077404817386,-83.11328395010199
+15,primary,62,2025-09-05,2025-06-12,2025-10-15,False,False,False,False,3090.349,7.350228605848241,3.75,0.0,27.563357271930904,264.2156959676534,6878625.420188623,8774605.520153072,1895980.0999644487,趋势衰减,,268.63077404817386,-4.415078080520459
+15,primary,63,2025-09-08,2025-06-12,2025-10-15,False,False,False,False,3049.295,-1.3284583715302056,3.75,0.0,-4.981718893238271,246.07149382949356,8774605.520153072,8337479.339148478,-437126.1810045941,趋势衰减,,268.63077404817386,-22.5592802186803
+15,primary,64,2025-09-09,2025-06-12,2025-10-15,False,False,False,False,2974.271,-2.4603719876233665,3.75,0.0,-9.226394953587624,214.14157098700383,8337479.339148478,7568230.566144871,-769248.7730036061,趋势衰减,,268.63077404817386,-54.48920306117003
+15,primary,65,2025-09-10,2025-06-12,2025-10-15,False,False,False,False,3018.649,1.4920630971421156,3.75,0.0,5.595236614282934,231.71853518755228,7568230.566144871,7991690.973835162,423460.4076902904,趋势衰减,,268.63077404817386,-36.912238860621585
+15,primary,66,2025-09-11,2025-06-12,2025-10-15,False,False,False,False,3190.611,5.696654364253684,3.75,0.0,21.362453865951316,302.5817542318027,7991690.973835162,9698912.271230094,1707221.2973949322,趋势衰减,,302.5817542318027,0.0
+15,primary,67,2025-09-12,2025-06-12,2025-10-15,False,False,False,False,3150.535,-1.2560603595988318,3.75,0.0,-4.71022634849562,283.61924236974045,9698912.271230094,9242071.54991314,-456840.7213169541,趋势衰减,,302.5817542318027,-18.96251186206223
+15,primary,68,2025-09-15,2025-06-12,2025-10-15,False,False,False,False,3203.074,1.6676215309463285,3.75,0.0,6.253580741048731,307.60918142953153,9242071.54991314,9820031.956432452,577960.4065193124,趋势衰减,,307.60918142953153,0.0
+15,primary,69,2025-09-16,2025-06-12,2025-10-15,False,False,False,False,3231.336,0.8823399022314105,3.75,0.0,3.308774633367789,321.09605062795004,9820031.956432452,10144954.6827955,324922.726363048,趋势衰减,,321.09605062795004,0.0
+15,primary,70,2025-09-17,2025-06-12,2025-10-15,False,False,False,False,3300.438,2.138496275224866,3.75,0.0,8.019361032093247,354.8652632196915,10144954.6827955,10958515.22535112,813560.5425556209,趋势衰减,,354.8652632196915,0.0
+15,primary,71,2025-09-18,2025-06-12,2025-10-15,False,False,False,False,3242.194,-1.7647354684438898,3.75,0.0,-6.617758006664587,324.7633808434344,10958515.22535112,10233307.206613887,-725208.0187372323,趋势衰减,,354.8652632196915,-30.101882376257095
+15,primary,72,2025-09-19,2025-06-12,2025-10-15,False,False,False,False,3240.003,-0.0675776958442231,3.75,0.0,-0.2534163594158367,323.68696094756933,10233307.206613887,10207374.33204305,-25932.874570839107,趋势衰减,,354.8652632196915,-31.178302272122153
+15,primary,73,2025-09-22,2025-06-12,2025-10-15,False,False,False,False,3261.832,0.6737339440735068,3.75,0.0,2.5265022902756504,334.3914217195089,10207374.33204305,10465263.878319126,257889.54627607577,趋势衰减,,354.8652632196915,-20.473841500182573
+15,primary,74,2025-09-23,2025-06-12,2025-10-15,False,False,False,False,3279.773,0.550028327639196,3.75,0.0,2.0626062286469846,343.3512062406037,10465263.878319126,10681121.062917678,215857.1845985521,趋势衰减,,354.8652632196915,-11.514056979087798
+15,primary,75,2025-09-24,2025-06-12,2025-10-15,False,False,False,False,3352.469,2.2164948610772672,3.75,0.0,8.311855729039753,380.20191887628016,10681121.062917678,11568920.435911473,887799.3729937952,趋势衰减,,380.20191887628016,0.0
+15,primary,76,2025-09-25,2025-06-12,2025-10-15,False,False,False,False,3417.661,1.9445966539884507,3.75,0.0,7.29223745245669,415.2193830519919,11568920.435911473,12412553.584783925,843633.1488724519,趋势衰减,,415.2193830519919,0.0
+15,primary,77,2025-09-26,2025-06-12,2025-10-15,False,False,False,False,3321.069,-2.8262604161150007,3.75,0.0,-10.598476560431251,360.6139775044281,12412553.584783925,11097012.002549632,-1315541.5822342932,趋势衰减,,415.2193830519919,-54.605405547563805
+15,primary,78,2025-09-29,2025-06-12,2025-10-15,False,False,False,False,3423.741,3.0915346835612256,3.75,0.0,11.593255063354595,414.0141307739792,11097012.002549632,12383516.908416284,1286504.9058666527,趋势衰减,,415.2193830519919,-1.205252278012665
+15,primary,79,2025-09-30,2025-06-12,2025-10-15,False,False,False,False,3418.563,-0.1512380755436804,3.75,0.0,-0.5671427832888015,411.0989367262099,12383516.908416284,12313284.685952852,-70232.22246343084,趋势衰减,,415.2193830519919,-4.120446325781984
+15,primary,80,2025-10-09,2025-06-12,2025-10-15,False,False,False,False,3436.614,0.5280288823110713,3.75,0.0,1.9801083086665168,421.21924923783183,12313284.685952852,12557101.059089169,243816.3731363155,趋势衰减,,421.21924923783183,0.0
+15,primary,81,2025-10-10,2025-06-12,2025-10-15,False,False,False,False,3262.837,-5.056634233579915,3.75,0.0,-18.962378375924683,322.38368302920026,12557101.059089169,10175976.043217435,-2381125.0158717334,趋势衰减,,421.21924923783183,-98.83556620863158
+15,primary,82,2025-10-13,2025-06-12,2025-10-15,False,False,False,False,3214.953,-1.467557220909288,3.75,0.0,-5.50333957840983,299.1384746283092,10175976.043217435,9615957.526141549,-560018.517075887,趋势衰减,,421.21924923783183,-122.08077460952262
+15,primary,83,2025-10-14,2025-06-12,2025-10-15,False,False,True,False,3081.557,-4.149236396301914,3.75,0.0,-15.559636486132176,237.0339788998514,9615957.526141549,8119749.490413055,-1496208.0357284937,趋势衰减,,421.21924923783183,-184.18527033798043
+15,primary,84,2025-10-15,2025-06-12,2025-10-15,False,False,False,True,3163.51,2.659467275795979,3.75,0.0,9.973002284234925,270.6463853141814,8119749.490413055,8929532.292566102,809782.8021530472,趋势衰减,,421.21924923783183,-150.57286392365046

kalman-filter/v2/trade_daily_detail_2019_to_present.csv

@@ -0,0 +1,479 @@
+seq,entry_type,trade_day_no,date,buy_date,sell_date,is_buy_signal_day,is_entry_execution_day,is_exit_signal_day,is_exit_execution_day,price,daily_price_return_pct,position_x,position_change_x,daily_strategy_return_pct,trade_cum_return_pct,capital_open,capital_close,capital_change,exit_reason
+1,primary,1,2019-02-11,2019-02-11,2019-03-27,False,True,False,False,1060.144,3.202744430729232,0.0,0.0,0.0,0.0,100000.0,100000.0,0.0,趋势衰减
+1,primary,2,2019-02-12,2019-02-11,2019-03-27,False,False,False,False,1072.476,1.163238201602801,1.0,1.0,1.163238201602801,1.163238201602801,100000.0,101163.2382016028,1163.2382016027987,趋势衰减
+1,primary,3,2019-02-13,2019-02-11,2019-03-27,False,False,False,False,1095.883,2.1825197020725717,1.0,0.0,2.1825197020725717,3.3711458066073785,101163.2382016028,103371.14580660738,2207.907605004584,趋势衰减
+1,primary,4,2019-02-14,2019-02-11,2019-03-27,False,False,False,False,1103.592,0.7034510070874411,1.0,0.0,0.7034510070874411,4.0983111728218,103371.14580660738,104098.31117282179,727.165366214409,趋势衰减
+1,primary,5,2019-02-15,2019-02-11,2019-03-27,False,False,False,False,1090.462,-1.1897512848951575,1.0,0.0,-1.1897512848951575,2.8598001780890003,104098.31117282179,102859.80017808899,-1238.510994732802,趋势衰减
+1,primary,6,2019-02-18,2019-02-11,2019-03-27,False,False,False,False,1140.641,4.601627567031219,1.0,0.0,4.601627567031219,7.593025098477146,102859.80017808899,107593.02509847716,4733.224920388166,趋势衰减
+1,primary,7,2019-02-19,2019-02-11,2019-03-27,False,False,False,False,1133.691,-0.6093065215085236,2.75,1.75,-1.67559293414844,5.7902039722905085,107593.02509847716,105790.20397229052,-1802.8211261866381,趋势衰减
+1,primary,8,2019-02-20,2019-02-11,2019-03-27,False,False,False,False,1129.854,-0.3384520120561896,2.75,0.0,-0.9307430331545213,4.805569019058464,105790.20397229052,104805.56901905846,-984.6349532320601,趋势衰减
+1,primary,9,2019-02-21,2019-02-11,2019-03-27,False,False,False,False,1134.544,0.41509787990308133,2.75,0.0,1.1415191697334737,6.0019446803592835,104805.56901905846,106001.94468035927,1196.3756613008154,趋势衰减
+1,primary,10,2019-02-22,2019-02-11,2019-03-27,False,False,False,False,1179.864,3.9945564032774383,2.75,0.0,10.985030109012955,17.646290219635997,106001.94468035927,117646.290219636,11644.345539276721,趋势衰减
+1,primary,11,2019-02-25,2019-02-11,2019-03-27,False,False,False,False,1260.876,6.866215089196714,2.75,0.0,18.882091495290965,39.86037037972321,117646.290219636,139860.3703797232,22214.080160087207,趋势衰减
+1,primary,12,2019-02-26,2019-02-11,2019-03-27,False,False,False,False,1265.562,0.37164637918398746,2.75,0.0,1.0220275427559655,41.289781886404484,139860.3703797232,141289.7818864045,1429.4115066812956,趋势衰减
+1,primary,13,2019-02-27,2019-02-11,2019-03-27,False,False,False,False,1243.565,-1.738121087706479,2.75,0.0,-4.7798329911928175,34.53636627861374,141289.7818864045,134536.36627861374,-6753.415607790754,趋势衰减
+1,primary,14,2019-02-28,2019-02-11,2019-03-27,False,False,False,False,1262.101,1.4905533687422867,2.75,0.0,4.0990217640412885,40.051041212924446,134536.36627861374,140051.04121292444,5514.674934310693,趋势衰减
+1,primary,15,2019-03-01,2019-02-11,2019-03-27,False,False,False,False,1292.536,2.4114551846484478,2.75,0.0,6.631501757783232,49.33852847275324,140051.04121292444,149338.52847275324,9287.487259828806,趋势衰减
+1,primary,16,2019-03-04,2019-02-11,2019-03-27,False,False,False,False,1324.78,2.49463071047924,2.75,0.0,6.86023445381791,59.583501655865724,149338.52847275324,159583.50165586572,10244.973183112481,趋势衰减
+1,primary,17,2019-03-05,2019-02-11,2019-03-27,False,False,False,False,1364.299,2.9830613384863813,3.75,1.0,11.18648001932393,77.43527818273664,159583.50165586572,177435.27818273663,17851.776526870904,趋势衰减
+1,primary,18,2019-03-06,2019-02-11,2019-03-27,False,False,False,False,1385.75,1.5723092958361828,3.75,0.0,5.896159859385685,87.89714583133643,177435.27818273663,187897.14583133644,10461.867648599815,趋势衰减
+1,primary,19,2019-03-07,2019-02-11,2019-03-27,False,False,False,False,1379.54,-0.4481327800829882,3.75,0.0,-1.6804979253112058,84.73953819392186,187897.14583133644,184739.53819392185,-3157.6076374145923,趋势衰减
+1,primary,20,2019-03-08,2019-02-11,2019-03-27,False,False,False,False,1336.0,-3.156124505269875,3.75,0.0,-11.835466894762032,62.874751309444,184739.53819392185,162874.751309444,-21864.786884477857,趋势衰减
+1,primary,21,2019-03-11,2019-02-11,2019-03-27,False,False,False,False,1391.343,4.142440119760482,3.75,0.0,15.534150449101809,88.17596022145342,162874.751309444,188175.96022145342,25301.20891200943,趋势衰减
+1,primary,22,2019-03-12,2019-02-11,2019-03-27,False,False,False,False,1410.833,1.400804833890712,3.75,0.0,5.25301812709017,98.06087752271237,188175.96022145342,198060.87752271237,9884.917301258945,趋势衰减
+1,primary,23,2019-03-13,2019-02-11,2019-03-27,False,False,False,False,1358.051,-3.7411940321781634,3.75,0.0,-14.029477620668112,70.27397103536457,198060.87752271237,170273.97103536458,-27786.90648734779,趋势衰减
+1,primary,24,2019-03-14,2019-02-11,2019-03-27,False,False,False,False,1340.82,-1.2688036016320403,3.75,0.0,-4.758013506120151,62.172312496094825,170273.97103536458,162172.31249609482,-8101.65853926976,趋势衰减
+1,primary,25,2019-03-15,2019-02-11,2019-03-27,False,False,False,False,1343.365,0.1898092212228475,3.75,0.0,0.7117845795856781,63.326630008799526,162172.31249609482,163326.63000879952,1154.3175127046998,趋势衰减
+1,primary,26,2019-03-18,2019-02-11,2019-03-27,False,False,False,False,1375.198,2.369646373100398,3.75,0.0,8.886173899126494,77.84011837496436,163326.63000879952,177840.11837496437,14513.48836616485,趋势衰减
+1,primary,27,2019-03-19,2019-02-11,2019-03-27,False,False,False,False,1374.526,-0.048865690613275614,3.75,0.0,-0.18324633979978355,77.51423286734665,177840.11837496437,177514.23286734664,-325.88550761772785,趋势衰减
+1,primary,28,2019-03-20,2019-02-11,2019-03-27,False,False,False,False,1369.414,-0.37191002571068665,3.75,0.0,-1.394662596415075,75.03850825823261,177514.23286734664,175038.5082582326,-2475.724609114026,趋势衰减
+1,primary,29,2019-03-21,2019-02-11,2019-03-27,False,False,False,False,1380.376,0.8004883840825316,3.75,0.0,3.001831440309494,80.29286923177696,175038.5082582326,180292.86923177697,5254.360973544361,趋势衰减
+1,primary,30,2019-03-22,2019-02-11,2019-03-27,False,False,False,False,1370.665,-0.7035039728305881,3.75,0.0,-2.638139898114705,75.53649111511771,180292.86923177697,175536.4911151177,-4756.378116659267,趋势衰减
+1,primary,31,2019-03-25,2019-02-11,2019-03-27,False,False,False,False,1346.263,-1.780303721186438,3.75,0.0,-6.676138954449143,63.81743105250819,175536.4911151177,163817.43105250818,-11719.060062609526,趋势衰减
+1,primary,32,2019-03-26,2019-02-11,2019-03-27,False,False,True,False,1309.683,-2.7171511064331355,3.75,0.0,-10.189316649124258,47.125554276107316,163817.43105250818,147125.55427610732,-16691.876776400866,趋势衰减
+1,primary,33,2019-03-27,2019-02-11,2019-03-27,False,False,False,True,1316.159,0.49447079942246397,3.75,0.0,1.8542654978342399,49.853652667546555,147125.55427610732,149853.65266754656,2728.098391439242,趋势衰减
+2,primary,1,2019-07-25,2019-07-25,2019-08-06,False,True,False,False,1241.594,0.8372553876641042,0.0,0.0,0.0,0.0,149853.65266754656,149853.65266754656,0.0,早期止损
+2,primary,2,2019-07-26,2019-07-25,2019-08-06,False,False,False,False,1244.006,0.19426640270492346,1.0,1.0,0.19426640270492346,0.19426640270492346,149853.65266754656,150144.76796790573,291.1153003591753,早期止损
+2,primary,3,2019-07-29,2019-07-25,2019-08-06,False,False,False,False,1240.758,-0.26109198830230884,1.0,0.0,-0.26109198830230884,-0.06733279961080862,150144.76796790573,149752.75200788645,-392.01596001928556,早期止损
+2,primary,4,2019-07-30,2019-07-25,2019-08-06,False,False,False,False,1256.256,1.2490751621186513,1.0,0.0,1.2490751621186513,1.1809013252319644,149752.75200788645,151623.2764378061,1870.5244299196638,早期止损
+2,primary,5,2019-07-31,2019-07-25,2019-08-06,False,False,False,False,1247.119,-0.7273199093178584,1.0,0.0,-0.7273199093178584,0.4449924854663001,151623.2764378061,150520.4901611139,-1102.7862766922044,早期止损
+2,primary,6,2019-08-01,2019-07-25,2019-08-06,False,False,False,False,1244.583,-0.20334867803312173,1.0,0.0,-0.20334867803312173,0.2407389210966171,150520.4901611139,150214.4087342023,-306.081426911609,早期止损
+2,primary,7,2019-08-02,2019-07-25,2019-08-06,False,False,False,False,1228.193,-1.3169069479496476,1.0,0.0,-1.3169069479496476,-1.0793383344313567,150214.4087342023,148236.2247487601,-1978.183985442185,早期止损
+2,primary,8,2019-08-05,2019-07-25,2019-08-06,False,False,True,False,1201.534,-2.1705871959862844,1.0,0.0,-2.1705871959862844,-3.2264975507291016,148236.2247487601,145018.62823455007,-3217.5965142100467,早期止损
+2,primary,9,2019-08-06,2019-07-25,2019-08-06,False,False,False,True,1183.181,-1.5274640584452936,1.0,0.0,-1.5274640584452936,-4.704678018740383,145018.62823455007,142803.52081021693,-2215.1074243331386,早期止损
+3,primary,1,2019-08-19,2019-08-19,2019-09-02,False,True,False,False,1298.577,4.480108520919734,0.0,0.0,0.0,0.0,142803.5208102169,142803.5208102169,0.0,weak_trade_abort
+3,primary,2,2019-08-20,2019-08-19,2019-09-02,False,False,False,False,1288.384,-0.7849361262366461,1.0,1.0,-0.7849361262366461,-0.7849361262366572,142803.5208102169,141682.60438583963,-1120.9164243772684,weak_trade_abort
+3,primary,3,2019-08-21,2019-08-19,2019-09-02,False,False,False,False,1282.919,-0.4241747801897455,1.0,0.0,-0.4241747801897455,-1.2057814053383131,141682.60438583963,141081.62251011888,-600.981875720754,weak_trade_abort
+3,primary,4,2019-08-22,2019-08-19,2019-09-02,False,False,False,False,1285.953,0.23649193752683928,1.0,0.0,0.23649193752683928,-0.9721410436193012,141081.62251011888,141415.26917268735,333.64666256846976,weak_trade_abort
+3,primary,5,2019-08-23,2019-08-19,2019-09-02,False,False,False,False,1290.323,0.33982579456637296,1.0,0.0,0.33982579456637296,-0.6356188350787217,141415.26917268735,141895.8347347916,480.56556210425333,weak_trade_abort
+3,primary,6,2019-08-26,2019-08-19,2019-09-02,False,False,False,False,1275.996,-1.110342139138809,1.0,0.0,-1.110342139138809,-1.7389034304473472,141895.8347347916,140320.30548804844,-1575.5292467431573,weak_trade_abort
+3,primary,7,2019-08-27,2019-08-19,2019-09-02,False,False,False,False,1294.201,1.4267286104345134,1.0,0.0,1.4267286104345134,-0.3369842527628619,140320.30548804844,142322.29543269554,2001.9899446470954,weak_trade_abort
+3,primary,8,2019-08-28,2019-08-19,2019-09-02,False,False,False,False,1287.624,-0.5081899952171232,1.0,0.0,-0.5081899952171232,-0.8434617277219725,142322.29543269554,141599.02776634324,-723.2676663523016,weak_trade_abort
+3,primary,9,2019-08-29,2019-08-19,2019-09-02,False,False,False,False,1283.769,-0.29938864140462984,1.0,0.0,-0.29938864140462984,-1.140325140519205,141599.02776634324,141175.09636087142,-423.93140547181247,weak_trade_abort
+3,primary,10,2019-08-30,2019-08-19,2019-09-02,False,False,True,False,1279.98,-0.2951465567403444,1.0,0.0,-0.2951465567403444,-1.4321060668716634,141175.09636087142,140758.42292498745,-416.6734358839749,weak_trade_abort
+3,primary,11,2019-09-02,2019-08-19,2019-09-02,False,False,False,True,1322.346,3.3098954671166636,1.0,0.0,3.3098954671166636,1.8303881864533134,140758.42292498745,145417.37958496652,4658.9566599790705,weak_trade_abort
+4,primary,1,2019-10-29,2019-10-29,2019-11-29,False,True,False,False,1348.3,-1.3143930355760114,0.0,0.0,-0.0,0.0,145417.37958496655,145417.37958496655,0.0,趋势衰减
+4,primary,2,2019-10-30,2019-10-29,2019-11-29,False,False,False,False,1348.711,0.03048283023066034,1.0,1.0,0.03048283023066034,0.03048283023066034,145417.37958496655,145461.7069179113,44.327332944754744,趋势衰减
+4,primary,3,2019-10-31,2019-10-29,2019-11-29,False,False,False,False,1342.063,-0.49291508707202114,1.0,0.0,-0.49291508707202114,-0.4625825113105275,145461.7069179113,144744.70421860044,-717.0026993108622,趋势衰减
+4,primary,4,2019-11-01,2019-10-29,2019-11-29,False,False,False,False,1361.88,1.476607282966591,1.0,0.0,1.476607282966591,1.0071942446043147,144744.70421860044,146882.01506280075,2137.310844200314,趋势衰减
+4,primary,5,2019-11-04,2019-10-29,2019-11-29,False,False,False,False,1370.763,0.6522601110229731,1.0,0.0,0.6522601110229731,1.6660238819253825,146882.01506280075,147840.06785732217,958.0527945214126,趋势衰减
+4,primary,6,2019-11-05,2019-10-29,2019-11-29,False,False,False,False,1385.227,1.055178758107722,1.0,0.0,1.055178758107722,2.738782170140186,147840.06785732217,149400.04484932468,1559.9769920025137,趋势衰减
+4,primary,7,2019-11-06,2019-10-29,2019-11-29,False,False,False,False,1380.975,-0.30695330079475447,1.0,0.0,-0.30695330079475447,2.423422087072602,149400.04484932468,148941.45648027083,-458.5883690538467,趋势衰减
+4,primary,8,2019-11-07,2019-10-29,2019-11-29,False,False,False,False,1388.367,0.5352739912018789,1.0,0.0,0.5352739912018789,2.9716680264036066,148941.45648027083,149738.70135892698,797.2448786561436,趋势衰减
+4,primary,9,2019-11-08,2019-10-29,2019-11-29,False,False,False,False,1389.843,0.1063119477775043,1.0,0.0,0.1063119477775043,3.081139212341477,149738.70135892698,149897.8914889184,159.19012999141705,趋势衰减
+4,primary,10,2019-11-11,2019-10-29,2019-11-29,False,False,False,False,1358.468,-2.2574492226819842,2.75,1.75,-6.207985362375457,-3.3181228213305602,149897.8914889184,140592.25232677688,-9305.63916214151,趋势衰减
+4,primary,11,2019-11-12,2019-10-29,2019-11-29,False,False,False,False,1353.741,-0.3479655023158501,2.75,0.0,-0.9569051313685878,-4.243276665156714,140592.25232677688,139246.9178499553,-1345.3344768215902,趋势衰减
+4,primary,12,2019-11-13,2019-10-29,2019-11-29,False,False,False,False,1366.282,0.9263958172205822,2.75,0.0,2.547588497356601,-1.8037893960326512,139246.9178499553,142794.35631202438,3547.4384620690835,趋势衰减
+4,primary,13,2019-11-14,2019-10-29,2019-11-29,False,False,False,False,1376.942,0.7802196032737019,2.75,0.0,2.14560390900268,0.30311233717859043,142794.35631202438,145858.1576028904,3063.8012908660166,趋势衰减
+4,primary,14,2019-11-15,2019-10-29,2019-11-29,False,False,False,False,1364.641,-0.8933564376712999,2.75,0.0,-2.4567302035960745,-2.161064518755762,145858.1576028904,142274.81619065144,-3583.3414122389513,趋势衰减
+4,primary,15,2019-11-18,2019-10-29,2019-11-29,False,False,False,False,1373.87,0.6762950842016169,2.75,0.0,1.8598114815544464,-0.3414447632449358,142274.81619065144,144920.85955752566,2646.043366874219,趋势衰减
+4,primary,16,2019-11-19,2019-10-29,2019-11-29,False,False,False,False,1420.058,3.361890135165635,2.75,0.0,9.245197871705496,8.872185864476002,144920.85955752566,158319.07978099535,13398.220223469689,趋势衰减
+4,primary,17,2019-11-20,2019-10-29,2019-11-29,False,False,False,False,1412.891,-0.5046976954462323,2.75,0.0,-1.387918662477139,7.361128478616141,158319.07978099535,156121.73972645286,-2197.3400545424956,趋势衰减
+4,primary,18,2019-11-21,2019-10-29,2019-11-29,False,False,False,False,1405.077,-0.5530504476283116,2.75,0.0,-1.5208887309778567,5.728285174134218,156121.73972645286,153747.30178034666,-2374.437946106191,趋势衰减
+4,primary,19,2019-11-22,2019-10-29,2019-11-29,False,False,False,False,1380.232,-1.7682304955529138,2.75,0.0,-4.862633862770513,0.587105776730179,153747.30178034666,146271.13342087955,-7476.168359467119,趋势衰减
+4,primary,20,2019-11-25,2019-10-29,2019-11-29,False,False,False,False,1367.935,-0.8909371757791495,2.75,0.0,-2.450077233392661,-1.8773560016340674,146271.13342087955,142687.3776819092,-3583.755738970358,趋势衰减
+4,primary,21,2019-11-26,2019-10-29,2019-11-29,False,False,False,False,1383.682,1.1511511877391856,2.75,0.0,3.1656657662827605,1.228878948393719,142687.3776819092,147204.38314999198,4517.005468082789,趋势衰减
+4,primary,22,2019-11-27,2019-10-29,2019-11-29,False,False,False,False,1380.36,-0.24008406555842132,2.75,0.0,-0.6602311802856586,0.5605343261227747,147204.38314999198,146232.49391368855,-971.8892363034247,趋势衰减
+4,primary,23,2019-11-28,2019-10-29,2019-11-29,False,False,True,False,1378.11,-0.1630009562722745,2.75,0.0,-0.4482526297487549,0.10976908651652018,146232.49391368855,145577.00291417324,-655.4909995153139,趋势衰减
+4,primary,24,2019-11-29,2019-10-29,2019-11-29,False,False,False,True,1369.098,-0.6539390904934939,2.75,0.0,-1.798332498857108,-1.6905374254971073,145577.00291417324,142959.0443599055,-2617.958554267738,趋势衰减
+5,primary,1,2019-12-06,2019-12-06,2020-03-10,False,True,False,False,1429.633,0.9878868193223367,0.0,0.0,0.0,0.0,142959.04435990547,142959.04435990547,0.0,趋势衰减
+5,primary,2,2019-12-09,2019-12-06,2020-03-10,False,False,False,False,1422.534,-0.4965610055167935,1.0,1.0,-0.4965610055167935,-0.4965610055168046,142959.04435990547,142249.1654917547,-709.8788681507576,趋势衰减
+5,primary,3,2019-12-10,2019-12-06,2020-03-10,False,False,False,False,1443.026,1.4405279592614173,1.0,0.0,1.4405279592614173,0.9368138536253623,142249.1654917547,144298.30449247948,2049.1390007247683,趋势衰减
+5,primary,4,2019-12-11,2019-12-06,2020-03-10,False,False,False,False,1427.757,-1.0581236928509985,1.0,0.0,-1.0581236928509985,-0.13122248856876073,144298.30449247948,142771.44994426228,-1526.8545482172049,趋势衰减
+5,primary,5,2019-12-12,2019-12-06,2020-03-10,False,False,False,False,1428.335,0.04048307940356377,1.0,0.0,0.04048307940356377,-0.09079253206945026,142771.44994426228,142829.24822370883,57.798279446549714,趋势衰减
+5,primary,6,2019-12-13,2019-12-06,2020-03-10,False,False,False,False,1463.506,2.4623775234801304,1.0,0.0,2.4623775234801304,2.3693493365080087,142829.24822370883,146346.2435289251,3516.99530521626,趋势衰减
+5,primary,7,2019-12-16,2019-12-06,2020-03-10,False,False,False,False,1486.116,1.544920212148071,1.0,0.0,1.544920212148071,3.9508741054521845,146346.2435289251,148607.17622492288,2260.9326959977916,趋势衰减
+5,primary,8,2019-12-17,2019-12-06,2020-03-10,False,False,False,False,1505.519,1.3056181347889328,2.75,1.75,3.5904498706695653,7.683178130331281,148607.17622492288,153942.84239149632,5335.666166573443,趋势衰减
+5,primary,9,2019-12-18,2019-12-06,2020-03-10,False,False,False,False,1499.065,-0.42868937555753384,2.75,0.0,-1.178895782783218,6.41370568458588,153942.84239149632,152128.01671464636,-1814.825676849956,趋势衰减
+5,primary,10,2019-12-19,2019-12-06,2020-03-10,False,False,False,False,1496.188,-0.1919196299026371,2.75,0.0,-0.5277789822322521,5.852076511768156,152128.01671464636,151325.1170163397,-802.8996983066609,趋势衰减
+5,primary,11,2019-12-20,2019-12-06,2020-03-10,False,False,False,False,1476.675,-1.3041810253791697,2.75,0.0,-3.586497819792717,2.0556940954682634,151325.1170163397,145897.8449937499,-5427.272022589808,趋势衰减
+5,primary,12,2019-12-23,2019-12-06,2020-03-10,False,False,False,False,1450.123,-1.7980936902161848,2.75,0.0,-4.944757648094508,-2.990712643633342,145897.8449937499,138683.55014501637,-7214.294848733523,趋势衰减
+5,primary,13,2019-12-24,2019-12-06,2020-03-10,False,False,False,False,1485.527,2.441448070267138,2.75,0.0,6.71398219323463,3.5224736352569286,138683.55014501637,147994.7390066984,9311.188861682022,趋势衰减
+5,primary,14,2019-12-25,2019-12-06,2020-03-10,False,False,False,False,1500.64,1.0173493985636162,2.75,0.0,2.7977108460499442,6.418733108249697,147994.7390066984,152135.2038714721,4140.464864773705,趋势衰减
+5,primary,15,2019-12-26,2019-12-06,2020-03-10,False,False,False,False,1510.049,0.6269991470305936,2.75,0.0,1.7242476543341323,8.253655617640776,152135.2038714721,154758.3915556424,2623.1876841702906,趋势衰减
+5,primary,16,2019-12-27,2019-12-06,2020-03-10,False,False,False,False,1481.358,-1.9000045693881473,2.75,0.0,-5.225012565817405,2.5973885086623794,154758.3915556424,146672.2461502032,-8086.145405439194,趋势衰减
+5,primary,17,2019-12-30,2019-12-06,2020-03-10,False,False,False,False,1507.022,1.7324644009078183,2.75,0.0,4.7642771024965,7.4854123971399344,146672.2461502032,153660.1183892546,6987.872239051416,趋势衰减
+5,primary,18,2019-12-31,2019-12-06,2020-03-10,False,False,False,False,1511.73,0.31240419847886614,2.75,0.0,0.8591115458168819,8.408831985112641,153660.1183892546,154980.23020765258,1320.1118183979706,趋势衰减
+5,primary,19,2020-01-02,2019-12-06,2020-03-10,False,False,False,False,1537.158,1.6820463971740862,2.75,0.0,4.625627592228737,13.423420829828903,154980.23020765258,162149.03849863735,7168.808290984773,趋势衰减
+5,primary,20,2020-01-03,2019-12-06,2020-03-10,False,False,False,False,1538.397,0.08060329517201037,2.75,0.0,0.22165906172302852,13.674834120214463,162149.03849863735,162508.45653596634,359.4180373289855,趋势衰减
+5,primary,21,2020-01-06,2019-12-06,2020-03-10,False,False,False,False,1554.224,1.0287981580827221,2.75,0.0,2.829194934727486,16.89091676920342,162508.45653596634,167106.13755678572,4597.681020819378,趋势衰减
+5,primary,22,2020-01-07,2019-12-06,2020-03-10,False,False,False,False,1571.377,1.1036375709035484,2.75,0.0,3.0350033199847584,20.438559973909378,167106.13755678572,172177.81437953247,5071.676822746755,趋势衰减
+5,primary,23,2020-01-08,2019-12-06,2020-03-10,False,False,False,False,1548.462,-1.4582751306656538,3.75,1.0,-5.468531739996202,13.852339094541799,172177.81437953247,162762.21595095602,-9415.598428576457,趋势衰减
+5,primary,24,2020-01-09,2019-12-06,2020-03-10,False,False,False,False,1595.633,3.0463130512728087,3.75,0.0,11.423673942273032,26.858459088353314,162762.21595095602,181355.64080241154,18593.424851455522,趋势衰减
+5,primary,25,2020-01-10,2019-12-06,2020-03-10,False,False,False,False,1590.541,-0.3191210008817835,3.75,0.0,-1.1967037533066882,25.340339147055936,181355.64080241154,179185.35104209566,-2170.289760315878,趋势衰减
+5,primary,26,2020-01-13,2019-12-06,2020-03-10,False,False,False,False,1615.604,1.5757531556872761,3.75,0.0,5.909074333827285,32.746792957526694,179185.35104209566,189773.54663050245,10588.195588406787,趋势衰减
+5,primary,27,2020-01-14,2019-12-06,2020-03-10,False,False,False,False,1607.367,-0.5098402826435255,3.75,0.0,-1.911901059913221,30.208805615970924,189773.54663050245,186145.26418103895,-3628.282449463499,趋势衰减
+5,primary,28,2020-01-15,2019-12-06,2020-03-10,False,False,False,False,1607.782,0.025818621385154117,3.75,0.0,0.09681983019432794,30.334873560466335,186145.26418103895,186325.48970973378,180.2255286948348,趋势衰减
+5,primary,29,2020-01-16,2019-12-06,2020-03-10,False,False,False,False,1612.504,0.2936965334852548,3.75,0.0,1.1013620005697056,31.770332331351913,186325.48970973378,188377.60785077224,2052.1181410384597,趋势衰减
+5,primary,30,2020-01-17,2019-12-06,2020-03-10,False,False,False,False,1613.11,0.03758130212390132,3.75,0.0,0.14092988296462994,31.956036106488583,188377.60785077224,188643.0881930479,265.48034227566677,趋势衰减
+5,primary,31,2020-01-20,2019-12-06,2020-03-10,False,False,False,False,1659.613,2.8828164229345976,3.75,0.0,10.810561586004741,46.22122465623122,188643.0881930479,209036.46541989862,20393.377226850716,趋势衰减
+5,primary,32,2020-01-21,2019-12-06,2020-03-10,False,False,False,False,1643.818,-0.9517279028303682,3.75,0.0,-3.5689796356138808,41.0026189253051,209036.46541989862,201575.9965380554,-7460.468881843233,趋势衰减
+5,primary,33,2020-01-22,2019-12-06,2020-03-10,False,False,False,False,1681.764,2.3084064050886255,3.75,0.0,8.656524019082346,53.2085445001093,201575.9965380554,219025.47109507676,17449.47455702137,趋势衰减
+5,primary,34,2020-01-23,2019-12-06,2020-03-10,False,False,False,False,1626.606,-3.2797705266612853,3.75,0.0,-12.29913947497982,34.36521192445432,219025.47109507676,192087.22291936164,-26938.248175715125,趋势衰减
+5,primary,35,2020-02-03,2019-12-06,2020-03-10,False,False,False,False,1521.727,-6.447719976441735,3.75,0.0,-24.178949911656506,1.8771146345494039,192087.22291936164,145642.54950299722,-46444.673416364414,趋势衰减
+5,primary,36,2020-02-04,2019-12-06,2020-03-10,False,False,False,False,1602.857,5.331442499213046,3.75,0.0,19.992909372048924,22.245313834293245,145642.54950299722,174760.73243227293,29118.182929275703,趋势衰减
+5,primary,37,2020-02-05,2019-12-06,2020-03-10,False,False,False,False,1658.427,3.466934355341733,3.75,0.0,13.001003832531499,38.13843177097984,174760.73243227293,197481.38195355283,22720.649521279905,趋势衰减
+5,primary,38,2020-02-06,2019-12-06,2020-03-10,False,False,False,False,1720.844,3.763626617270477,3.75,0.0,14.113599814764289,57.63473722152717,197481.38195355283,225353.11391114345,27871.731957590615,趋势衰减
+5,primary,39,2020-02-07,2019-12-06,2020-03-10,False,False,False,False,1712.702,-0.4731399243626977,3.75,0.0,-1.7742747163601162,54.8378639348049,225353.11391114345,221354.73058848782,-3998.3833226556308,趋势衰减
+5,primary,40,2020-02-10,2019-12-06,2020-03-10,False,False,False,False,1742.139,1.7187461683351835,3.75,0.0,6.445298131256938,64.81762588547303,221354.73058848782,235621.70290255646,14266.97231406864,趋势衰减
+5,primary,41,2020-02-11,2019-12-06,2020-03-10,False,False,False,False,1727.572,-0.8361560128095413,3.75,0.0,-3.13558504803578,59.649629051680606,235621.70290255646,228233.5840164166,-7388.118886139855,趋势衰减
+5,primary,42,2020-02-12,2019-12-06,2020-03-10,False,False,False,False,1780.64,3.0718256605224203,3.75,0.0,11.519346226959076,78.04022257219951,228233.5840164166,254524.60076546515,26291.016749048547,趋势衰减
+5,primary,43,2020-02-13,2019-12-06,2020-03-10,False,False,False,False,1764.105,-0.9285987060832057,3.75,0.0,-3.4822451478120215,71.84042556052536,254524.60076546515,245661.4302053218,-8863.170560143335,趋势衰减
+5,primary,44,2020-02-14,2019-12-06,2020-03-10,False,False,False,False,1764.59,0.027492694595832035,3.75,0.0,0.10309760473437013,72.01758892324364,245661.4302053218,245914.7012556197,253.271050297888,趋势衰减
+5,primary,45,2020-02-17,2019-12-06,2020-03-10,False,False,False,False,1829.934,3.7030698349191704,3.75,0.0,13.88651188094689,95.90483184638825,245914.7012556197,280063.6754624764,34148.974206856685,趋势衰减
+5,primary,46,2020-02-18,2019-12-06,2020-03-10,False,False,False,False,1849.57,1.0730441644343447,3.75,0.0,4.023915616628793,103.78787696878548,280063.6754624764,291333.2014359156,11269.525973439217,趋势衰减
+5,primary,47,2020-02-19,2019-12-06,2020-03-10,False,False,False,False,1808.245,-2.2343031082900366,3.75,0.0,-8.378636656087638,86.71323120841605,291333.2014359156,266923.4510290524,-24409.750406863226,趋势衰减
+5,primary,48,2020-02-20,2019-12-06,2020-03-10,False,False,False,False,1854.483,2.5570649994884675,3.75,0.0,9.588993748081753,104.61715127583248,266923.4510290524,292518.72406039224,25595.273031339864,趋势衰减
+5,primary,49,2020-02-21,2019-12-06,2020-03-10,False,False,False,False,1898.025,2.347932011239795,3.75,0.0,8.804745042149232,122.63316975817835,292518.72406039224,318274.2519144578,25755.527854065585,趋势衰减
+5,primary,50,2020-02-24,2019-12-06,2020-03-10,False,False,False,False,1931.817,1.7803769707985806,3.75,0.0,6.676413640494677,137.49708107217904,318274.2519144578,339523.5574834571,21249.30556899926,趋势衰减
+5,primary,51,2020-02-25,2019-12-06,2020-03-10,False,False,False,False,1963.306,1.6300198207180205,3.75,0.0,6.1125743276925775,152.0142666788163,339523.5574834571,360277.1872946595,20753.62981120241,趋势衰减
+5,primary,52,2020-02-26,2019-12-06,2020-03-10,False,False,False,False,1860.274,-5.247882907707724,3.75,0.0,-19.679560903903965,102.41896558123172,360277.1872946595,289376.2187981348,-70900.96849652467,趋势衰减
+5,primary,53,2020-02-27,2019-12-06,2020-03-10,False,False,False,False,1869.378,0.48939027261576395,3.75,0.0,1.8352135223091148,106.13378580929674,289376.2187981348,294686.890295865,5310.671497730189,趋势衰减
+5,primary,54,2020-02-28,2019-12-06,2020-03-10,False,False,False,False,1759.252,-5.891050392162523,3.75,0.0,-22.09143897060946,60.595866319429106,294686.890295865,229586.31577176714,-65100.57452409787,趋势衰减
+5,primary,55,2020-03-02,2019-12-06,2020-03-10,False,False,False,False,1815.145,3.1770888991457857,3.75,0.0,11.914083371796696,79.72939172438504,229586.31577176714,256939.4208430519,27353.10507128475,趋势衰减
+5,primary,56,2020-03-03,2019-12-06,2020-03-10,False,False,False,False,1853.331,2.103743778045275,3.75,0.0,7.8890391676697815,93.90831383333642,256939.4208430519,277209.47239054414,20270.051547492243,趋势衰减
+5,primary,57,2020-03-04,2019-12-06,2020-03-10,False,False,False,False,1847.323,-0.324173070002054,3.75,0.0,-1.2156490125077024,91.55106933105115,277209.47239054414,273839.5781768507,-3369.8942136934493,趋势衰减
+5,primary,58,2020-03-05,2019-12-06,2020-03-10,False,False,False,False,1872.204,1.3468678731331618,3.75,0.0,5.050754524249356,101.22584363153723,273839.5781768507,287670.5430608033,13830.964883952634,趋势衰减
+5,primary,59,2020-03-06,2019-12-06,2020-03-10,False,False,False,False,1859.384,-0.6847544391529903,3.75,0.0,-2.5678291468237138,96.05870776782469,287670.5430608033,280283.6550092619,-7386.888051541406,趋势衰减
+5,primary,60,2020-03-09,2019-12-06,2020-03-10,False,False,True,False,1772.257,-4.685799167896465,3.75,0.0,-17.571746879611744,61.60776790342486,280283.6550092619,231032.92060611022,-49250.7344031517,趋势衰减
+5,primary,61,2020-03-10,2019-12-06,2020-03-10,False,False,False,True,1829.119,3.2084511445010344,3.75,0.0,12.03169179187888,81.0519164492999,231032.92060611022,258830.08955121363,27797.168945103418,趋势衰减
+6,primary,1,2020-05-27,2020-05-27,2020-08-12,False,True,False,False,1795.674,-1.8064656541855517,0.0,0.0,-0.0,0.0,258830.08955121363,258830.08955121363,0.0,趋势衰减
+6,primary,2,2020-05-28,2020-05-27,2020-08-12,False,False,False,False,1783.911,-0.6550743620501231,1.0,1.0,-0.6550743620501231,-0.6550743620501231,258830.08955121363,257134.55999329226,-1695.5295579213707,趋势衰减
+6,primary,3,2020-05-29,2020-05-27,2020-08-12,False,False,False,False,1802.395,1.0361503460654564,1.0,0.0,1.0361503460654564,0.37428842874596135,257134.55999329226,259798.86062651666,2664.3006332243967,趋势衰减
+6,primary,4,2020-06-01,2020-05-27,2020-08-12,False,False,False,False,1869.072,3.6993555796592803,1.0,0.0,3.6993555796592803,4.087490268278082,259798.86062651666,269409.7442729949,9610.883646478265,趋势衰减
+6,primary,5,2020-06-02,2020-05-27,2020-08-12,False,False,False,False,1858.019,-0.5913629865516135,1.0,0.0,-0.5913629865516135,3.471955377200975,269409.7442729949,267816.5547632011,-1593.189509793825,趋势衰减
+6,primary,6,2020-06-03,2020-05-27,2020-08-12,False,False,False,False,1854.422,-0.19359328402992482,1.0,0.0,-0.19359328402992482,3.2716406207362603,267816.5547632011,267298.0798996592,-518.4748635418946,趋势衰减
+6,primary,7,2020-06-04,2020-05-27,2020-08-12,False,False,False,False,1860.782,0.3429640071137996,2.75,1.75,0.9431510195629489,4.245648152170145,267298.0798996592,269819.10446550505,2521.0245658458443,趋势衰减
+6,primary,8,2020-06-05,2020-05-27,2020-08-12,False,False,False,False,1876.644,0.8524373086154169,2.75,0.0,2.3442025986923962,6.68937734517705,269819.10446550505,276144.210924154,6325.106458648923,趋势衰减
+6,primary,9,2020-06-08,2020-05-27,2020-08-12,False,False,False,False,1865.722,-0.5819963722474841,2.75,0.0,-1.6004900236805812,4.981824504440557,276144.210924154,271724.55037734145,-4419.66054681252,趋势衰减
+6,primary,10,2020-06-09,2020-05-27,2020-08-12,False,False,False,False,1893.303,1.478301697680573,2.75,0.0,4.065329668621576,9.24968176267984,271724.55037734145,282771.04914076015,11046.498763418698,趋势衰减
+6,primary,11,2020-06-10,2020-05-27,2020-08-12,False,False,False,False,1915.984,1.1979593335033956,2.75,0.0,3.294388167134338,12.848790351301487,282771.04914076015,292086.625123735,9315.575982974842,趋势衰减
+6,primary,12,2020-06-11,2020-05-27,2020-08-12,False,False,False,False,1922.709,0.35099458033052144,2.75,0.0,0.965235095908934,13.938046481080946,292086.625123735,294905.94773988525,2819.3226161502535,趋势衰减
+6,primary,13,2020-06-12,2020-05-27,2020-08-12,False,False,False,False,1938.384,0.8152559747730992,2.75,0.0,2.241953930626023,16.492484992642066,294905.94773988525,301517.60322688957,6611.655487004318,趋势衰减
+6,primary,14,2020-06-15,2020-05-27,2020-08-12,False,False,False,False,1946.038,0.3948650009492516,2.75,0.0,1.0858787526104419,17.757452135565053,301517.60322688957,304791.71881571057,3274.115588821005,趋势衰减
+6,primary,15,2020-06-16,2020-05-27,2020-08-12,False,False,False,False,1981.352,1.814661378657556,2.75,0.0,4.99031879130828,23.633924397652038,304791.71881571057,320001.7972341225,15210.078418411955,趋势衰减
+6,primary,16,2020-06-17,2020-05-27,2020-08-12,False,False,False,False,1980.387,-0.048704117188669294,2.75,0.0,-0.13393632226884056,23.46833366623717,320001.7972341225,319573.19859571295,-428.59863840957405,趋势衰减
+6,primary,17,2020-06-18,2020-05-27,2020-08-12,False,False,False,False,1988.938,0.4317842926660376,3.75,1.0,1.619191097497641,25.467521933189573,319573.19859571295,324747.6993773632,5174.5007816502475,趋势衰减
+6,primary,18,2020-06-19,2020-05-27,2020-08-12,False,False,False,False,2047.569,2.9478545837024583,3.75,0.0,11.054454688884219,39.33727229455988,324747.6993773632,360646.78665822773,35899.087280864536,趋势衰减
+6,primary,19,2020-06-22,2020-05-27,2020-08-12,False,False,False,False,2075.603,1.3691357898073298,3.75,0.0,5.134259211777486,46.49120903278281,360646.78665822773,379163.3275242073,18516.540865979565,趋势衰减
+6,primary,20,2020-06-23,2020-05-27,2020-08-12,False,False,False,False,2112.152,1.7608858726837484,3.75,0.0,6.603322022564057,56.164495299964926,379163.3275242073,404200.7030321,25037.37550789269,趋势衰减
+6,primary,21,2020-06-24,2020-05-27,2020-08-12,False,False,False,False,2106.094,-0.2868164791170358,3.75,0.0,-1.0755617966888842,54.48484964852649,404200.7030321,399853.27468833886,-4347.42834376113,趋势衰减
+6,primary,22,2020-06-29,2020-05-27,2020-08-12,False,False,False,False,2092.533,-0.6438933874746366,3.75,0.0,-2.414600203029887,50.75465815526277,399853.27468833886,390198.4167058926,-9654.857982446265,趋势衰减
+6,primary,23,2020-06-30,2020-05-27,2020-08-12,False,False,False,False,2155.92,3.0291995395054894,3.75,0.0,11.359498273145585,67.87963094509635,390198.4167058926,434522.9991134398,44324.58240754722,趋势衰减
+6,primary,24,2020-07-01,2020-05-27,2020-08-12,False,False,False,False,2139.564,-0.7586552376711686,3.75,0.0,-2.844957141266882,63.103527395791346,434522.9991134398,422161.006019715,-12361.993093724828,趋势衰减
+6,primary,25,2020-07-02,2020-05-27,2020-08-12,False,False,False,False,2149.515,0.4650947576235076,3.75,0.0,1.7441053410881535,65.94822472860452,422161.006019715,429523.9386736963,7362.932653981319,趋势衰减
+6,primary,26,2020-07-03,2020-05-27,2020-08-12,False,False,False,False,2181.248,1.476286511143221,3.75,0.0,5.536074416787079,75.13524194291709,429523.9386736963,453302.703556587,23778.764882890682,趋势衰减
+6,primary,27,2020-07-06,2020-05-27,2020-08-12,False,False,False,False,2247.096,3.0188222522152364,3.75,0.0,11.320583445807136,94.96157315008125,453302.703556587,504619.21437481017,51316.51081822318,趋势衰减
+6,primary,28,2020-07-07,2020-05-27,2020-08-12,False,False,False,False,2304.738,2.565177455702816,3.75,0.0,9.61941545888556,113.71573685656666,504619.21437481017,553160.6330908876,48541.4187160774,趋势衰减
+6,primary,29,2020-07-08,2020-05-27,2020-08-12,False,False,False,False,2371.571,2.8998090021512324,3.75,0.0,10.874283758067122,136.95579251799376,553160.6330908876,613312.8899711112,60152.256880223635,趋势衰减
+6,primary,30,2020-07-09,2020-05-27,2020-08-12,False,False,False,False,2464.801,3.931149436386261,3.75,0.0,14.741810386448478,171.8873661507027,613312.8899711112,703726.3132862998,90413.42331518861,趋势衰减
+6,primary,31,2020-07-10,2020-05-27,2020-08-12,False,False,False,False,2485.773,0.8508597651494032,3.75,0.0,3.190724119310262,180.56254191983058,703726.3132862998,726180.2784982588,22453.965211958974,趋势衰减
+6,primary,32,2020-07-13,2020-05-27,2020-08-12,False,False,False,False,2598.905,4.551179854314946,3.75,0.0,17.066924453681047,228.44593899461532,726180.2784982588,850116.9180270873,123936.63952882856,趋势衰减
+6,primary,33,2020-07-14,2020-05-27,2020-08-12,False,False,False,False,2575.625,-0.8957618689409697,3.75,0.0,-3.3591070085286363,217.4130884386195,850116.9180270873,821560.5810529517,-28556.3369741356,趋势衰减
+6,primary,34,2020-07-15,2020-05-27,2020-08-12,False,False,False,False,2531.176,-1.7257558844940624,3.75,0.0,-6.471584566852734,196.87143199405517,821560.5810529517,768392.5932821833,-53167.987770768465,趋势衰减
+6,primary,35,2020-07-16,2020-05-27,2020-08-12,False,False,False,False,2384.004,-5.8143724498019855,3.75,0.0,-21.803896686757447,132.14189166957397,768392.5932821833,600853.0660942397,-167539.52718794357,趋势衰减
+6,primary,36,2020-07-17,2020-05-27,2020-08-12,False,False,False,False,2392.9,0.37315373631923165,3.75,0.0,1.3993265111971187,135.39031470330082,600853.0660942397,609260.9623414371,8407.896247197408,趋势衰减
+6,primary,37,2020-07-20,2020-05-27,2020-08-12,False,False,False,False,2432.249,1.6444063688411337,3.75,0.0,6.166523883154252,149.90571467811185,609260.9623414371,646831.1850949574,37570.22275352024,趋势衰减
+6,primary,38,2020-07-21,2020-05-27,2020-08-12,False,False,False,False,2475.95,1.796732160235237,3.75,0.0,6.737745600882139,166.74372597518942,646831.1850949574,690413.0248138267,43581.839718869305,趋势衰减
+6,primary,39,2020-07-22,2020-05-27,2020-08-12,False,False,False,False,2507.691,1.281972576182877,3.75,0.0,4.807397160685789,179.56715628402816,690413.0248138267,723603.9209657315,33190.89615190483,趋势衰减
+6,primary,40,2020-07-23,2020-05-27,2020-08-12,False,False,False,False,2551.761,1.7573935544690444,3.75,0.0,6.590225829258917,197.99126322758283,723603.9209657315,771291.0534667454,47687.132501013926,趋势衰减
+6,primary,41,2020-07-24,2020-05-27,2020-08-12,False,False,False,False,2382.15,-6.646821547942771,3.75,0.0,-24.925580804785394,123.71521012059094,771291.0534667454,579042.2786948113,-192248.77477193414,趋势衰减
+6,primary,42,2020-07-27,2020-05-27,2020-08-12,False,False,False,False,2389.291,0.29977121507882565,3.75,0.0,1.1241420565455962,126.2300868844458,579042.2786948113,585551.5364747995,6509.257779988227,趋势衰减
+6,primary,43,2020-07-28,2020-05-27,2020-08-12,False,False,False,False,2418.538,1.2240869781035446,3.75,0.0,4.590326167888293,136.61478576233898,585551.5364747995,612430.2618800743,26878.725405274774,趋势衰减
+6,primary,44,2020-07-29,2020-05-27,2020-08-12,False,False,False,False,2524.667,4.3881468887402075,3.75,0.0,16.455550832775778,175.5510521113241,612430.2618800743,713209.0349390516,100778.77305897733,趋势衰减
+6,primary,45,2020-07-30,2020-05-27,2020-08-12,False,False,False,False,2506.066,-0.7367704334868774,3.75,0.0,-2.76288912557579,167.9378820571307,713209.0349390516,693503.8600700966,-19705.174868955044,趋势衰减
+6,primary,46,2020-07-31,2020-05-27,2020-08-12,False,False,False,False,2568.795,2.503086510889996,3.75,0.0,9.386574415837485,193.08807074464212,693503.8600700966,758600.1159722816,65096.25590218499,趋势衰减
+6,primary,47,2020-08-03,2020-05-27,2020-08-12,False,False,False,False,2640.396,2.787338032034481,3.75,0.0,10.452517620129303,223.72315298172288,758600.1159722816,837892.9267606057,79292.8107883241,趋势衰减
+6,primary,48,2020-08-04,2020-05-27,2020-08-12,False,False,False,False,2598.687,-1.5796494162239383,3.75,0.0,-5.923685310839769,204.5468121207572,837892.9267606057,788258.7865375222,-49634.140223083436,趋势衰减
+6,primary,49,2020-08-05,2020-05-27,2020-08-12,False,False,False,False,2629.532,1.1869455613546576,3.75,0.0,4.451045855079966,218.1023303784363,788258.7865375222,823344.5465830042,35085.76004548196,趋势衰减
+6,primary,50,2020-08-06,2020-05-27,2020-08-12,False,False,False,False,2576.176,-2.0291063200600035,3.75,0.0,-7.609148700225013,193.8974510410601,823344.5465830042,760695.03571831,-62649.51086469414,趋势衰减
+6,primary,51,2020-08-07,2020-05-27,2020-08-12,False,False,False,False,2515.699,-2.3475492357664995,3.75,0.0,-8.803309634124373,168.02474841911646,760695.03571831,693728.6963526142,-66966.33936569584,趋势衰减
+6,primary,52,2020-08-10,2020-05-27,2020-08-12,False,False,False,False,2491.102,-0.9777401827484211,3.75,0.0,-3.666525685306579,158.19755217535123,693728.6963526142,668292.9555145032,-25435.74083811103,趋势衰减
+6,primary,53,2020-08-11,2020-05-27,2020-08-12,False,False,True,False,2446.63,-1.7852340048701287,3.75,0.0,-6.694627518262982,140.91218779593873,668292.9555145032,623553.2314120162,-44739.72410248697,趋势衰减
+6,primary,54,2020-08-12,2020-05-27,2020-08-12,False,False,False,True,2399.693,-1.9184347449348604,3.75,0.0,-7.194130293505727,123.58065111296371,623553.2314120162,578693.9994948704,-44859.23191714578,趋势衰减
+7,primary,1,2020-12-07,2020-12-07,2021-02-08,False,True,False,False,2559.839,-0.44708293551793954,0.0,0.0,-0.0,0.0,578693.9994948701,578693.9994948701,0.0,趋势衰减
+7,primary,2,2020-12-08,2020-12-07,2021-02-08,False,False,False,False,2585.254,0.992835877568865,1.0,1.0,0.992835877568865,0.992835877568865,578693.9994948701,584439.4811431933,5745.481648323243,趋势衰减
+7,primary,3,2020-12-09,2020-12-07,2021-02-08,False,False,False,False,2540.345,-1.7371213814967534,1.0,0.0,-1.7371213814967534,-0.761532268240317,584439.4811431933,574287.0579543462,-10152.42318884714,趋势衰减
+7,primary,4,2020-12-10,2020-12-07,2021-02-08,False,False,False,False,2560.332,0.786782897598548,1.0,0.0,0.786782897598548,0.019259023712026035,574287.0579543462,578805.4503094528,4518.392355106655,趋势衰减
+7,primary,5,2020-12-11,2020-12-07,2021-02-08,False,False,False,False,2533.875,-1.033342550887928,1.0,0.0,-1.033342550887928,-1.0142825388628096,578805.4503094528,572824.4073045468,-5981.043004906038,趋势衰减
+7,primary,6,2020-12-14,2020-12-07,2021-02-08,False,False,False,False,2561.264,1.0809136204430025,1.0,0.0,1.0809136204430025,0.055667563467864944,572824.4073045468,579016.1443443235,6191.737039776752,趋势衰减
+7,primary,7,2020-12-15,2020-12-07,2021-02-08,False,False,False,False,2606.526,1.767174332673238,1.0,0.0,1.767174332673238,1.8238256390343155,579016.1443443235,589248.3690292106,10232.2246848871,趋势衰减
+7,primary,8,2020-12-16,2020-12-07,2021-02-08,False,False,False,False,2611.615,0.1952407150360269,1.0,0.0,0.1952407150360269,2.022627204289007,589248.3690292106,590398.8217582414,1150.452729030745,趋势衰减
+7,primary,9,2020-12-17,2020-12-07,2021-02-08,False,False,False,False,2636.587,0.9561899437704247,1.0,0.0,0.9561899437704247,2.998157305986804,590398.8217582414,596044.1559200328,5645.334161791368,趋势衰减
+7,primary,10,2020-12-18,2020-12-07,2021-02-08,False,False,False,False,2643.432,0.25961593529817417,1.0,0.0,0.25961593529817417,3.2655569354166136,596044.1559200328,597591.5815302146,1547.4256101818755,趋势衰减
+7,primary,11,2020-12-21,2020-12-07,2021-02-08,False,False,False,False,2752.486,4.12547022204468,2.75,1.75,11.345043110622871,14.981078888164445,597591.5815302146,665388.6040802705,67797.02255005587,趋势衰减
+7,primary,12,2020-12-22,2020-12-07,2021-02-08,False,False,False,False,2685.769,-2.4238815383620493,2.75,0.0,-6.665674230495636,7.316814742770217,665388.6040802705,621035.9673654373,-44352.63671483321,趋势衰减
+7,primary,13,2020-12-23,2020-12-07,2021-02-08,False,False,False,False,2716.956,1.161194428858181,2.75,0.0,3.193284679359998,10.743746146328249,621035.9673654373,640867.413764633,19831.4463991957,趋势衰减
+7,primary,14,2020-12-24,2020-12-07,2021-02-08,False,False,False,False,2698.837,-0.6668860298068902,2.75,0.0,-1.833936581968948,8.71277607350791,640867.413764633,629114.311821685,-11753.10194294795,趋势衰减
+7,primary,15,2020-12-25,2020-12-07,2021-02-08,False,False,False,False,2722.613,0.8809720631516305,2.75,0.0,2.4226731736669835,11.346531335789422,629114.311821685,644355.6954858886,15241.383664203575,趋势衰减
+7,primary,16,2020-12-28,2020-12-07,2021-02-08,False,False,False,False,2721.475,-0.0417980814754082,2.75,0.0,-0.11494472405737255,11.21854437259804,644355.6954858886,643615.0426097644,-740.6528761242516,趋势衰减
+7,primary,17,2020-12-29,2020-12-07,2021-02-08,False,False,False,False,2684.902,-1.3438668369174733,2.75,0.0,-3.6956338015230514,7.108314253202397,643615.0426097644,619829.387543391,-23785.65506637341,趋势衰减
+7,primary,18,2020-12-30,2020-12-07,2021-02-08,False,False,False,False,2784.003,3.691047196508479,2.75,0.0,10.150379790398317,17.980214936995797,619829.387543391,682744.4244315451,62915.03688815411,趋势衰减
+7,primary,19,2020-12-31,2020-12-07,2021-02-08,False,False,False,False,2853.184,2.484947034899032,2.75,0.0,6.833604345972338,26.04251603231784,682744.4244315451,729400.477091383,46656.05265983788,趋势衰减
+7,primary,20,2021-01-04,2020-12-07,2021-02-08,False,False,False,False,2963.759,3.8754948857136373,3.75,1.0,14.53310582142614,44.36040826728262,729400.477091383,835405.0202890609,106004.54319767794,趋势衰减
+7,primary,21,2021-01-05,2020-12-07,2021-02-08,False,False,False,False,2977.514,0.4641065619708007,3.75,0.0,1.7403996073905026,46.87285624599373,835405.0202890609,849944.4059822923,14539.385693231365,趋势衰减
+7,primary,22,2021-01-06,2020-12-07,2021-02-08,False,False,False,False,3008.35,1.0356290516182254,3.75,0.0,3.883608943568345,52.576823626837424,849944.4059822923,882952.9229483793,33008.516966087045,趋势衰减
+7,primary,23,2021-01-07,2020-12-07,2021-02-08,False,False,False,False,3060.055,1.7187162397992228,3.75,0.0,6.445185899247086,62.410683548753454,882952.9229483793,939860.8802352383,56907.95728685905,趋势衰减
+7,primary,24,2021-01-08,2020-12-07,2021-02-08,False,False,False,False,3048.985,-0.3617582036924083,3.75,0.0,-1.356593263846531,60.20743115596397,939860.8802352383,927110.7908444384,-12750.089390799985,趋势衰减
+7,primary,25,2021-01-11,2020-12-07,2021-02-08,False,False,False,False,2989.293,-1.9577662730384082,3.75,0.0,-7.341623523894031,48.44560470319139,927110.7908444384,859045.8069312432,-68064.9839131952,趋势衰减
+7,primary,26,2021-01-12,2020-12-07,2021-02-08,False,False,False,False,3093.705,3.4928660388928057,3.75,0.0,13.098247645848021,67.889377626592,859045.8069312432,971565.7541143708,112519.94718312763,趋势衰减
+7,primary,27,2021-01-13,2020-12-07,2021-02-08,False,False,False,False,3052.842,-1.3208434546926662,3.75,0.0,-4.953162955097498,59.5735431684479,971565.7541143708,923442.5190971642,-48123.235017206636,趋势衰减
+7,primary,28,2021-01-14,2020-12-07,2021-02-08,False,False,False,False,3001.809,-1.6716554607149603,3.75,0.0,-6.268707977681101,49.570343737579,923442.5190971642,865554.6042332209,-57887.91486394324,趋势衰减
+7,primary,29,2021-01-15,2020-12-07,2021-02-08,False,False,False,False,3003.695,0.06282878091177224,3.75,0.0,0.2356079284191459,49.92274332598852,865554.6042332209,867593.9195055914,2039.3152723704698,趋势衰减
+7,primary,30,2021-01-18,2020-12-07,2021-02-08,False,False,False,False,3070.281,2.21680297100737,3.75,0.0,8.313011141277638,62.38583768198704,867593.9195055914,939717.0986951386,72123.1791895472,趋势衰减
+7,primary,31,2021-01-19,2020-12-07,2021-02-08,False,False,False,False,2999.12,-2.3177357381946484,3.75,0.0,-8.691509018229931,48.272057955528936,939717.0986951386,858041.502316202,-81675.59637893655,趋势衰减
+7,primary,32,2021-01-20,2020-12-07,2021-02-08,False,False,False,False,3128.83,4.324935314358891,3.75,0.0,16.21850742884584,72.319572689949,858041.502316202,997203.0271119358,139161.52479573374,趋势衰减
+7,primary,33,2021-01-21,2020-12-07,2021-02-08,False,False,False,False,3210.394,2.6068530409130597,3.75,0.0,9.775698903423974,89.16501526778522,997203.0271119358,1094686.592498228,97483.56538629218,趋势衰减
+7,primary,34,2021-01-22,2020-12-07,2021-02-08,False,False,False,False,3285.706,2.3458802875908846,3.75,0.0,8.797051078465817,105.80595828347997,1094686.592498228,1190986.7311894142,96300.1386911862,趋势衰减
+7,primary,35,2021-01-25,2020-12-07,2021-02-08,False,False,False,False,3276.811,-0.2707180739847104,3.75,0.0,-1.015192777442664,103.71663105943942,1190986.7311894142,1178895.9199140787,-12090.811275335494,趋势衰减
+7,primary,36,2021-01-26,2020-12-07,2021-02-08,False,False,False,False,3173.427,-3.1550187056867185,3.75,0.0,-11.831320146325194,79.61426424748899,1178895.9199140787,1039416.9694370786,-139478.9504770001,趋势衰减
+7,primary,37,2021-01-27,2020-12-07,2021-02-08,False,False,False,False,3209.145,1.125534004721085,3.75,0.0,4.220752517704068,87.1953378278705,1039416.9694370786,1083288.1873440372,43871.21790695866,趋势衰减
+7,primary,38,2021-01-28,2020-12-07,2021-02-08,False,False,False,False,3085.673,-3.8475045533935104,3.75,0.0,-14.428142075225663,60.18652852786668,1083288.1873440372,926989.8285899027,-156298.3587541345,趋势衰减
+7,primary,39,2021-01-29,2020-12-07,2021-02-08,False,False,False,False,3042.512,-1.3987548259326132,3.75,0.0,-5.2453305972473,51.784215534326215,926989.8285899027,878366.1474775063,-48623.681112396414,趋势衰减
+7,primary,40,2021-02-01,2020-12-07,2021-02-08,False,False,False,False,3078.074,1.1688368032730878,3.75,0.0,4.383138012274079,58.437127182043284,878366.1474775063,916866.1479745402,38500.000497033936,趋势衰减
+7,primary,41,2021-02-02,2020-12-07,2021-02-08,False,False,False,False,3158.315,2.6068574049876725,3.75,0.0,9.775715268703772,73.9254896152739,916866.1479745402,1006496.3719956635,89630.22402112326,趋势衰减
+7,primary,42,2021-02-03,2020-12-07,2021-02-08,False,False,False,False,3165.758,0.23566363709761617,3.75,0.0,0.8837386391160607,75.46253637027587,1006496.3719956635,1015391.1693362904,8894.797340626945,趋势衰减
+7,primary,43,2021-02-04,2020-12-07,2021-02-08,False,False,False,False,3154.853,-0.34446726502782576,3.75,0.0,-1.2917522438543467,73.19599511958907,1015391.1693362904,1002274.83112249,-13116.338213800453,趋势衰减
+7,primary,44,2021-02-05,2020-12-07,2021-02-08,False,False,True,False,3152.063,-0.08843518224145308,3.75,0.0,-0.33163193340544905,72.62162189239318,1002274.83112249,998950.9677220023,-3323.863400487695,趋势衰减
+7,primary,45,2021-02-08,2020-12-07,2021-02-08,False,False,False,True,3246.58,2.998575853337959,3.75,0.0,11.244659450017346,92.03233541128937,998950.9677220023,1111279.602114994,112328.63439299178,趋势衰减
+8,primary,1,2021-09-28,2021-09-28,2021-12-08,False,True,False,False,3240.406,-0.6631741680587,0.0,0.0,-0.0,0.0,1111279.602114995,1111279.602114995,0.0,趋势衰减
+8,primary,2,2021-09-29,2021-09-28,2021-12-08,False,False,False,False,3203.879,-1.1272352908863859,1.0,1.0,-1.1272352908863859,-1.1272352908863859,1111279.602114995,1098752.866259533,-12526.73585546203,趋势衰减
+8,primary,3,2021-09-30,2021-09-28,2021-12-08,False,False,False,False,3282.883,2.4658858839550435,1.0,0.0,2.4658858839550435,1.310854257151739,1098752.866259533,1125846.8580881783,27093.991828645347,趋势衰减
+8,primary,4,2021-10-08,2021-09-28,2021-12-08,False,False,False,False,3274.739,-0.24807463439908695,1.0,0.0,-0.24807463439908695,1.0595277258467206,1125846.8580881783,1123053.9176110826,-2792.940477095777,趋势衰减
+8,primary,5,2021-10-11,2021-09-28,2021-12-08,False,False,False,False,3217.937,-1.734550448142591,1.0,0.0,-1.734550448142591,-0.6934007652127372,1123053.9176110826,1103573.9808502765,-19479.936760806013,趋势衰减
+8,primary,6,2021-10-12,2021-09-28,2021-12-08,False,False,False,False,3152.803,-2.0240918327487423,1.0,0.0,-2.0240918327487423,-2.7034575297046004,1103573.9808502765,1081236.630035546,-22337.350814730627,趋势衰减
+8,primary,7,2021-10-13,2021-09-28,2021-12-08,False,False,False,False,3228.941,2.4149304602919974,1.0,0.0,2.4149304602919974,-0.3538136887784926,1081236.630035546,1107347.742762109,26111.112726563122,趋势衰减
+8,primary,8,2021-10-14,2021-09-28,2021-12-08,False,False,False,False,3233.687,0.146983174979054,1.0,0.0,0.146983174979054,-0.20735056039271615,1107347.742762109,1108975.3576324796,1627.6148703705985,趋势衰减
+8,primary,9,2021-10-15,2021-09-28,2021-12-08,False,False,False,False,3309.932,2.357834880122911,1.0,0.0,2.357834880122911,2.1455953358931135,1108975.3576324796,1135123.165426706,26147.807794226333,趋势衰减
+8,primary,10,2021-10-18,2021-09-28,2021-12-08,False,False,False,False,3317.759,0.23647011479390745,1.0,0.0,0.23647011479390745,2.3871391424408195,1135123.165426706,1137807.3924790428,2684.2270523367915,趋势衰减
+8,primary,11,2021-10-19,2021-09-28,2021-12-08,False,False,False,False,3334.374,0.500789840371163,1.0,0.0,0.500789840371163,2.899883533112857,1137807.3924790428,1143505.41630357,5698.023824527161,趋势衰减
+8,primary,12,2021-10-20,2021-09-28,2021-12-08,False,False,False,False,3318.94,-0.4628754902719301,1.0,0.0,-0.4628754902719301,2.423585192719724,1143505.41630357,1138212.4100015687,-5293.006302001188,趋势衰减
+8,primary,13,2021-10-21,2021-09-28,2021-12-08,False,False,False,False,3323.478,0.13673040187529573,1.0,0.0,0.13673040187529573,2.5636293723688253,1138212.4100015687,1139768.6924039584,1556.2824023896828,趋势衰减
+8,primary,14,2021-10-22,2021-09-28,2021-12-08,False,False,False,False,3328.858,0.16187861029921535,1.0,0.0,0.16187861029921535,2.7296579502692486,1139768.6924039584,1141613.7341238474,1845.0417198890354,趋势衰减
+8,primary,15,2021-10-25,2021-09-28,2021-12-08,False,False,False,False,3390.22,1.8433348613848821,1.0,0.0,1.8433348613848821,4.623309548248011,1141613.7341238474,1162657.49806731,21043.763943462633,趋势衰减
+8,primary,16,2021-10-26,2021-09-28,2021-12-08,False,False,False,False,3382.398,-0.23072248998589062,2.75,1.75,-0.6344868474611992,3.9594884097857497,1162657.49806731,1155280.5891610514,-7376.908906258643,趋势衰减
+8,primary,17,2021-10-27,2021-09-28,2021-12-08,False,False,False,False,3372.358,-0.2968308283058385,2.75,0.0,-0.8162847778410559,3.1108829307752384,1155280.5891610514,1145850.2095703774,-9430.37959067407,趋势衰减
+8,primary,18,2021-10-28,2021-09-28,2021-12-08,False,False,False,False,3346.225,-0.7749177281890063,2.75,0.0,-2.1310237525197673,0.9135655240875673,1145850.2095703774,1121431.869436135,-24418.340134242317,趋势衰减
+8,primary,19,2021-10-29,2021-09-28,2021-12-08,False,False,False,False,3422.863,2.2902823330768207,2.75,0.0,6.298276415961257,7.269380821996774,1121431.869436135,1192062.7483899046,70630.87895376957,趋势衰减
+8,primary,20,2021-11-01,2021-09-28,2021-12-08,False,False,False,False,3397.431,-0.743003736930159,2.75,0.0,-2.043260276557937,5.07758817475128,1192062.7483899046,1167705.803780409,-24356.94460949558,趋势衰减
+8,primary,21,2021-11-02,2021-09-28,2021-12-08,False,False,False,False,3406.473,0.2661422704390404,2.75,0.0,0.731891243707361,5.846641841701161,1167705.803780409,1176252.1403105406,8546.33653013152,趋势衰减
+8,primary,22,2021-11-03,2021-09-28,2021-12-08,False,False,False,False,3380.234,-0.7702688381795442,2.75,0.0,-2.1182393049937467,3.6045566711943033,1176252.1403105406,1151336.3051486525,-24915.83516188804,趋势衰减
+8,primary,23,2021-11-04,2021-09-28,2021-12-08,False,False,False,False,3416.719,1.079363144681711,2.75,0.0,2.968248647874705,6.679797523723607,1151336.3051486525,1185510.829458718,34174.52431006543,趋势衰减
+8,primary,24,2021-11-05,2021-09-28,2021-12-08,False,False,False,False,3409.053,-0.22436729505704855,2.75,0.0,-0.6170100614068835,6.021572439513734,1185510.829458718,1178196.1083618894,-7314.72109682858,趋势衰减
+8,primary,25,2021-11-08,2021-09-28,2021-12-08,False,False,False,False,3449.811,1.195581294864012,2.75,0.0,3.287848560876033,9.507401183184406,1178196.1083618894,1216933.412154963,38737.30379307363,趋势衰减
+8,primary,26,2021-11-09,2021-09-28,2021-12-08,False,False,False,False,3475.269,0.7379534704944568,2.75,0.0,2.0293720438597562,11.729713768753292,1216933.412154963,1241629.5186136244,24696.10645866138,趋势衰减
+8,primary,27,2021-11-10,2021-09-28,2021-12-08,False,False,False,False,3466.301,-0.2580519666247394,2.75,0.0,-0.7096429082180333,10.936831778621038,1241629.5186136244,1232818.3827884411,-8811.135825183243,趋势衰减
+8,primary,28,2021-11-11,2021-09-28,2021-12-08,False,False,False,False,3506.035,1.1462939888947865,2.75,0.0,3.152308469460663,14.433902922529839,1232818.3827884411,1271680.6210821492,38862.23829370807,趋势衰减
+8,primary,29,2021-11-12,2021-09-28,2021-12-08,False,False,False,False,3489.941,-0.4590370603830274,2.75,0.0,-1.2623519160533254,12.98934435637269,1271680.6210821492,1255627.5363958399,-16053.084686309332,趋势衰减
+8,primary,30,2021-11-15,2021-09-28,2021-12-08,False,False,False,False,3454.232,-1.023197813372767,2.75,0.0,-2.813793986775109,9.810056979176451,1255627.5363958399,1220296.7642804414,-35330.77211539843,趋势衰减
+8,primary,31,2021-11-16,2021-09-28,2021-12-08,False,False,False,False,3447.903,-0.18322451995118616,2.75,0.0,-0.5038674298657619,9.256759867341358,1220296.7642804414,1214148.0863375266,-6148.677942914888,趋势衰减
+8,primary,32,2021-11-17,2021-09-28,2021-12-08,False,False,False,False,3477.804,0.8672227727984261,2.75,0.0,2.3848626251956717,11.86238349891735,1214148.0863375266,1243103.8502631185,28955.76392559195,趋势衰减
+8,primary,33,2021-11-18,2021-09-28,2021-12-08,False,False,False,False,3432.567,-1.3007346014899057,2.75,0.0,-3.577020154097241,7.861043496307518,1243103.8502631185,1198637.775002848,-44466.07526027062,趋势衰减
+8,primary,34,2021-11-19,2021-09-28,2021-12-08,False,False,False,False,3469.686,1.0813772899407326,2.75,0.0,2.9737875473370146,11.068601776228482,1198637.775002848,1234282.71589356,35644.9408907122,趋势衰减
+8,primary,35,2021-11-22,2021-09-28,2021-12-08,False,False,False,False,3573.108,2.9807308211751815,2.75,0.0,8.197009758231749,20.172905902157478,1234282.71589356,1335456.990559523,101174.2746659629,趋势衰减
+8,primary,36,2021-11-23,2021-09-28,2021-12-08,False,False,False,False,3559.103,-0.3919556867578611,2.75,0.0,-1.077878138584118,18.877588420936853,1335456.990559523,1321062.3916080885,-14394.598951434484,趋势衰减
+8,primary,37,2021-11-24,2021-09-28,2021-12-08,False,False,False,False,3543.306,-0.44384778973802774,2.75,0.0,-1.2205814217795763,17.426590662011332,1321062.3916080885,1304937.7494860033,-16124.642122085206,趋势衰减
+8,primary,38,2021-11-25,2021-09-28,2021-12-08,False,False,False,False,3538.462,-0.1367084863683865,2.75,0.0,-0.3759483375130629,16.985127346619212,1304937.7494860033,1300031.8577112302,-4905.891774773132,趋势衰减
+8,primary,39,2021-11-26,2021-09-28,2021-12-08,False,False,False,False,3536.456,-0.05669129695330399,2.75,0.0,-0.15590106662158598,16.80274628529721,1300031.8577112302,1298005.094178638,-2026.7635325922165,趋势衰减
+8,primary,40,2021-11-29,2021-09-28,2021-12-08,False,False,False,False,3572.967,1.0324177651298339,2.75,0.0,2.839148854107043,20.118950118021782,1298005.094178638,1334857.3909362617,36852.296757623786,趋势衰减
+8,primary,41,2021-11-30,2021-09-28,2021-12-08,False,False,False,False,3561.058,-0.33330842406325,3.75,1.0,-1.2499065902371875,18.617575444372903,1334857.3909362617,1318172.9204366812,-16684.470499580493,趋势衰减
+8,primary,42,2021-12-01,2021-09-28,2021-12-08,False,False,False,False,3528.808,-0.9056297313888129,3.75,0.0,-3.396111492708048,14.589190332334923,1318172.9204366812,1273406.298391966,-44766.62204471533,趋势衰减
+8,primary,43,2021-12-02,2021-09-28,2021-12-08,False,False,False,False,3534.599,0.16410640646926655,3.75,0.0,0.6153990242597496,15.294371091547276,1273406.298391966,1281242.8283271324,7836.529935166473,趋势衰减
+8,primary,44,2021-12-03,2021-09-28,2021-12-08,False,False,False,False,3543.228,0.24412953209118626,3.75,0.0,0.9154857453419485,16.349874624072026,1281242.8283271324,1292972.4237836832,11729.59545655083,趋势衰减
+8,primary,45,2021-12-06,2021-09-28,2021-12-08,False,False,False,False,3463.765,-2.2426725008946713,3.75,0.0,-8.410021878355018,6.564824712748929,1292972.4237836832,1184233.1600623783,-108739.26372130495,趋势衰减
+8,primary,46,2021-12-07,2021-09-28,2021-12-08,False,False,True,False,3419.05,-1.2909363077460378,3.75,0.0,-4.841011154047642,1.4060096621134388,1184233.1600623783,1126904.3006938277,-57328.85936855059,趋势衰减
+8,primary,47,2021-12-08,2021-09-28,2021-12-08,False,False,False,True,3476.456,1.6790044018075267,3.75,0.0,6.296266506778226,7.790802284329401,1126904.3006938277,1197857.1987418567,70952.89804802905,趋势衰减
+9,primary,1,2021-12-15,2021-12-15,2021-12-21,False,True,False,False,3512.864,-0.987876534740284,0.0,0.0,-0.0,0.0,1197857.198741857,1197857.198741857,0.0,早期止损
+9,primary,2,2021-12-16,2021-12-15,2021-12-21,False,False,False,False,3546.362,0.9535808958160752,1.0,1.0,0.9535808958160752,0.9535808958160752,1197857.198741857,1209279.736148217,11422.537406360032,早期止损
+9,primary,3,2021-12-17,2021-12-15,2021-12-21,False,False,False,False,3484.502,-1.7443227735916444,1.0,0.0,-1.7443227735916444,-0.8073754065059058,1209279.736148217,1188185.9943141546,-21093.741834062384,早期止损
+9,primary,4,2021-12-20,2021-12-15,2021-12-21,False,False,True,False,3369.308,-3.3058956487899804,1.0,0.0,-3.3058956487899804,-4.08658006686281,1188185.9943141546,1148905.805228591,-39280.189085563645,早期止损
+9,primary,5,2021-12-21,2021-12-15,2021-12-21,False,False,False,True,3381.396,0.358768031892609,1.0,0.0,0.358768031892609,-3.742473377847799,1148905.805228591,1153027.7119743095,4121.906745718559,早期止损
+10,primary,1,2022-08-17,2022-08-17,2022-08-25,False,True,False,False,2800.082,2.14647229248639,0.0,0.0,0.0,0.0,1153027.7119743095,1153027.7119743095,0.0,早期止损
+10,primary,2,2022-08-18,2022-08-17,2022-08-25,False,False,False,False,2800.035,-0.0016785222718529447,1.0,1.0,-0.0016785222718529447,-0.0016785222718529447,1153027.7119743095,1153008.3581473634,-19.35382694611326,早期止损
+10,primary,3,2022-08-19,2022-08-17,2022-08-25,False,False,False,False,2753.075,-1.6771218931191934,1.0,0.0,-1.6771218931191934,-1.6787722645265513,1153008.3581473634,1133671.0025433798,-19337.355603983626,早期止损
+10,primary,4,2022-08-22,2022-08-17,2022-08-25,False,False,False,False,2799.285,1.6784867829608752,1.0,0.0,1.6784867829608752,-0.028463452141769263,1133671.0025433798,1152699.5204833304,19028.517939950572,早期止损
+10,primary,5,2022-08-23,2022-08-17,2022-08-25,False,False,False,False,2805.626,0.22652212975815544,1.0,0.0,0.22652212975815544,0.19799420159838377,1152699.5204833304,1155310.6399868412,2611.119503510883,早期止损
+10,primary,6,2022-08-24,2022-08-17,2022-08-25,False,False,True,False,2697.693,-3.8470202371948314,1.0,0.0,-3.8470202371948314,-3.6566429126004163,1155310.6399868412,1110865.6058640822,-44445.03412275901,早期止损
+10,primary,7,2022-08-25,2022-08-17,2022-08-25,False,False,False,True,2681.265,-0.6089647710099122,1.0,0.0,-0.6089647710099122,-4.243340016470953,1110865.6058640822,1104100.8256711042,-6764.780192977982,早期止损
+11,primary,1,2022-12-07,2022-12-07,2022-12-21,False,True,False,False,2409.629,1.1439420141908574,0.0,0.0,0.0,0.0,1104100.8256711045,1104100.8256711045,0.0,weak_trade_abort
+11,primary,2,2022-12-08,2022-12-07,2022-12-21,False,False,False,False,2413.79,0.17268218468486918,1.0,1.0,0.17268218468486918,0.17268218468486918,1104100.8256711045,1106007.411097997,1906.5854268926196,weak_trade_abort
+11,primary,3,2022-12-09,2022-12-07,2022-12-21,False,False,False,False,2422.257,0.3507761652836505,1.0,0.0,0.3507761652836505,0.5240640779140993,1106007.411097997,1109887.0214823997,3879.610384402564,weak_trade_abort
+11,primary,4,2022-12-12,2022-12-07,2022-12-21,False,False,False,False,2397.108,-1.038246560955336,1.0,0.0,-1.038246560955336,-0.5196235603073918,1109887.0214823997,1098363.657651369,-11523.36383103067,weak_trade_abort
+11,primary,5,2022-12-13,2022-12-07,2022-12-21,False,False,False,False,2364.637,-1.3545906150244424,1.0,0.0,-1.3545906150244424,-1.8671754033504517,1098363.657651369,1083485.3266259844,-14878.3310253846,weak_trade_abort
+11,primary,6,2022-12-14,2022-12-07,2022-12-21,False,False,False,False,2355.473,-0.3875436272036792,1.0,0.0,-0.3875436272036792,-2.247482911269727,1083485.3266259844,1079286.3482909584,-4198.978335025953,weak_trade_abort
+11,primary,7,2022-12-15,2022-12-07,2022-12-21,False,False,False,False,2396.813,1.7550615099387823,1.0,0.0,1.7550615099387823,-0.5318661088490884,1079286.3482909584,1098228.487571837,18942.139280878473,weak_trade_abort
+11,primary,8,2022-12-16,2022-12-07,2022-12-21,False,False,False,False,2368.106,-1.197715466329663,1.0,0.0,-1.197715466329663,-1.7232113325329146,1098228.487571837,1085074.8351205506,-13153.652451286325,weak_trade_abort
+11,primary,9,2022-12-19,2022-12-07,2022-12-21,False,False,False,False,2345.043,-0.9739006615413381,1.0,0.0,-0.9739006615413381,-2.680329627506961,1085074.8351205506,1074507.284123093,-10567.5509974577,weak_trade_abort
+11,primary,10,2022-12-20,2022-12-07,2022-12-21,False,False,True,False,2308.852,-1.5432979267331226,1.0,0.0,-1.5432979267331226,-4.182262082669164,1074507.284123093,1057924.4354846247,-16582.84863846819,weak_trade_abort
+11,primary,11,2022-12-21,2022-12-07,2022-12-21,False,False,False,True,2300.698,-0.3531625240595804,1.0,0.0,-0.3531625240595804,-4.520654424394799,1057924.4354846247,1054188.2428456242,-3736.192639000481,weak_trade_abort
+12,primary,1,2023-01-06,2023-01-06,2023-02-13,False,True,False,False,2423.532,1.178641506283129,0.0,0.0,0.0,0.0,1054188.2428456242,1054188.2428456242,0.0,趋势衰减
+12,primary,2,2023-01-09,2023-01-06,2023-02-13,False,False,False,False,2443.102,0.8074991376222584,1.0,1.0,0.8074991376222584,0.8074991376222584,1054188.2428456242,1062700.8038155178,8512.560969893588,趋势衰减
+12,primary,3,2023-01-10,2023-01-06,2023-02-13,False,False,False,False,2485.58,1.7386912212425054,1.0,0.0,1.7386912212425054,2.5602302754822004,1062700.8038155178,1081177.8893995318,18477.085584013956,趋势衰减
+12,primary,4,2023-01-11,2023-01-06,2023-02-13,False,False,False,False,2455.9,-1.1940874966808512,1.0,0.0,-1.1940874966808512,1.3355713891955778,1081177.8893995318,1068267.679405334,-12910.209994197823,趋势衰减
+12,primary,5,2023-01-12,2023-01-06,2023-02-13,False,False,False,False,2470.345,0.5881754143083784,1.0,0.0,0.5881754143083784,1.9316023060557574,1068267.679405334,1074550.9672545989,6283.287849264918,趋势衰减
+12,primary,6,2023-01-13,2023-01-06,2023-02-13,False,False,False,False,2506.454,1.461698669619027,1.0,0.0,1.461698669619027,3.421535180884705,1074550.9672545989,1090257.6644473376,15706.697192738764,趋势衰减
+12,primary,7,2023-01-16,2023-01-06,2023-02-13,False,False,False,False,2551.122,1.7821192808645137,2.75,1.75,4.9008280223774126,8.490046758202418,1090257.6644473376,1143689.3175826902,53431.653135352535,趋势衰减
+12,primary,8,2023-01-17,2023-01-06,2023-02-13,False,False,False,False,2560.371,0.36254636195369727,2.75,0.0,0.9970024953726675,9.571695231612676,1143689.3175826902,1155091.9286183002,11402.611035610083,趋势衰减
+12,primary,9,2023-01-18,2023-01-06,2023-02-13,False,False,False,False,2556.657,-0.14505710305263708,2.75,0.0,-0.398907033394752,9.134606032723891,1155091.9286183002,1150484.1856728666,-4607.742945433594,趋势衰减
+12,primary,10,2023-01-19,2023-01-06,2023-02-13,False,False,False,False,2580.028,0.914123404117162,2.75,0.0,2.513839361322195,11.878074715998421,1150484.1856728666,1179405.5099780983,28921.324305231683,趋势衰减
+12,primary,11,2023-01-20,2023-01-06,2023-02-13,False,False,False,False,2598.779,0.7267750582551802,2.75,0.0,1.9986314102017455,14.11410505840136,1179405.5099780983,1202977.4789541708,23571.9689760725,趋势衰减
+12,primary,12,2023-01-30,2023-01-06,2023-02-13,False,False,False,False,2632.375,1.2927609465829937,2.75,0.0,3.5550926031032324,18.17096716643003,1202977.4789541708,1245744.4423254682,42766.963371297345,趋势衰减
+12,primary,13,2023-01-31,2023-01-06,2023-02-13,False,False,False,False,2596.612,-1.3585830286338307,2.75,0.0,-3.7361033287430345,13.755977728517198,1245744.4423254682,1199202.1427481151,-46542.29957735306,趋势衰减
+12,primary,14,2023-02-01,2023-01-06,2023-02-13,False,False,False,False,2630.176,1.292607443853755,2.75,0.0,3.5546704705978263,17.799627877372636,1199202.1427481151,1241829.8271991587,42627.684451043606,趋势衰减
+12,primary,15,2023-02-02,2023-01-06,2023-02-13,False,False,False,False,2611.856,-0.6965313347851887,2.75,0.0,-1.915461170659269,15.543221746200441,1241829.8271991587,1218043.0590534937,-23786.76814566506,趋势衰减
+12,primary,16,2023-02-03,2023-01-06,2023-02-13,False,False,False,False,2584.238,-1.0574089842625423,2.75,0.0,-2.907874706721991,12.183369625710982,1218043.0590534937,1182623.8930222944,-35419.166031199275,趋势衰减
+12,primary,17,2023-02-06,2023-01-06,2023-02-13,False,False,False,False,2540.991,-1.6734913734725576,2.75,0.0,-4.602101277049534,7.020577339528944,1182623.8930222944,1128198.3437388225,-54425.54928347189,趋势衰减
+12,primary,18,2023-02-07,2023-01-06,2023-02-13,False,False,False,False,2534.636,-0.25009927229179274,2.75,0.0,-0.68777299880243,6.2845187054251905,1128198.3437388225,1120438.9001576507,-7759.443581171799,趋势衰减
+12,primary,19,2023-02-08,2023-01-06,2023-02-13,False,False,False,False,2525.898,-0.344743781750112,2.75,0.0,-0.948045399812808,5.276893215125211,1120438.9001576507,1109816.6307069927,-10622.269450658001,趋势衰减
+12,primary,20,2023-02-09,2023-01-06,2023-02-13,False,False,False,False,2566.222,1.5964223416780943,2.75,0.0,4.39016143961476,9.898718785880067,1109816.6307069927,1158539.372478723,48722.74177173036,趋势衰减
+12,primary,21,2023-02-10,2023-01-06,2023-02-13,False,False,True,False,2538.494,-1.0804988812347482,2.75,0.0,-2.971371923395558,6.63321911170498,1158539.372478723,1124114.8588434071,-34424.51363531593,趋势衰减
+12,primary,22,2023-02-13,2023-01-06,2023-02-13,False,False,False,True,2563.789,0.9964569543989388,2.75,0.0,2.7402566245970816,9.555242962434619,1124114.8588434071,1154918.4907309439,30803.63188753673,趋势衰减
+13,primary,1,2023-08-01,2023-08-01,2023-08-15,False,True,False,False,2139.545,-0.6544733567355632,0.0,0.0,-0.0,0.0,1154918.4907309439,1154918.4907309439,0.0,weak_trade_abort
+13,primary,2,2023-08-02,2023-08-01,2023-08-15,False,False,False,False,2137.892,-0.07725941730603036,1.0,1.0,-0.07725941730603036,-0.07725941730601926,1154918.4907309439,1154026.2074346456,-892.2832962982357,weak_trade_abort
+13,primary,3,2023-08-03,2023-08-01,2023-08-15,False,False,False,False,2164.459,1.2426726887981188,1.0,0.0,1.2426726887981188,1.1644531898137078,1154026.2074346456,1168366.9759360086,14340.768501362996,weak_trade_abort
+13,primary,4,2023-08-04,2023-08-01,2023-08-15,False,False,False,False,2189.498,1.1568248694015626,1.0,0.0,1.1568248694015626,2.3347487433075687,1168366.9759360086,1181882.9356795114,13515.959743502783,weak_trade_abort
+13,primary,5,2023-08-07,2023-08-01,2023-08-15,False,False,False,False,2163.521,-1.1864363429425318,1.0,0.0,-1.1864363429425318,1.1206120927580443,1181882.9356795114,1167860.6469995736,-14022.288679937832,weak_trade_abort
+13,primary,6,2023-08-08,2023-08-01,2023-08-15,False,False,False,False,2152.437,-0.5123130304721002,1.0,0.0,-0.5123130304721002,0.6025580205137215,1167860.6469995736,1161877.544727239,-5983.102272334509,weak_trade_abort
+13,primary,7,2023-08-09,2023-08-01,2023-08-15,False,False,False,False,2151.995,-0.020534863505872192,1.0,0.0,-0.020534863505872192,0.5818994225407881,1161877.544727239,1161638.954759324,-238.5899679150898,weak_trade_abort
+13,primary,8,2023-08-10,2023-08-01,2023-08-15,False,False,False,False,2161.886,0.4596200269981976,1.0,0.0,0.4596200269981976,1.044193975821961,1161638.954759324,1166978.0800368104,5339.125277486397,weak_trade_abort
+13,primary,9,2023-08-11,2023-08-01,2023-08-15,False,False,False,False,2110.028,-2.3987388789233233,1.0,0.0,-2.3987388789233233,-1.379592389970763,1166978.0800368104,1138985.3231224546,-27992.756914355792,weak_trade_abort
+13,primary,10,2023-08-14,2023-08-01,2023-08-15,False,False,True,False,2084.967,-1.1877093574113595,1.0,0.0,-1.1877093574113595,-2.5509161994722973,1138985.3231224546,1125457.4878601872,-13527.835262267385,weak_trade_abort
+13,primary,11,2023-08-15,2023-08-01,2023-08-15,False,False,False,True,2068.214,-0.8035139165272209,1.0,0.0,-0.8035139165272209,-3.333933149337809,1125457.4878601872,1116414.280320633,-9043.20753955422,weak_trade_abort
+14,primary,1,2024-09-13,2024-09-13,2024-11-04,False,True,False,False,1498.997,-0.9371012115568678,0.0,0.0,-0.0,0.0,1116414.2803206325,1116414.2803206325,0.0,趋势衰减
+14,primary,2,2024-09-18,2024-09-13,2024-11-04,False,False,False,False,1500.399,0.0935292065294302,1.0,1.0,0.0935292065294302,0.0935292065294302,1116414.2803206325,1117458.4537385977,1044.173417965183,趋势衰减
+14,primary,3,2024-09-19,2024-09-13,2024-11-04,False,False,False,False,1511.245,0.722874382081029,1.0,0.0,0.722874382081029,0.8170796872842168,1117458.4537385977,1125536.2746310728,8077.82089247508,趋势衰减
+14,primary,4,2024-09-20,2024-09-13,2024-11-04,False,False,False,False,1502.388,-0.5860730722020535,1.0,0.0,-0.5860730722020535,0.2262179310565493,1125536.2746310728,1118939.8096075938,-6596.465023478959,趋势衰减
+14,primary,5,2024-09-23,2024-09-13,2024-11-04,False,False,False,False,1499.044,-0.22257898758508698,1.0,0.0,-0.22257898758508698,0.0031354298907881883,1118939.8096075938,1116449.2847076827,-2490.5248999111354,趋势衰减
+14,primary,6,2024-09-24,2024-09-13,2024-11-04,False,False,False,False,1588.255,5.951192893604196,1.0,0.0,5.951192893604196,5.954514918975828,1116449.2847076827,1182891.3351999011,66442.05049221846,趋势衰减
+14,primary,7,2024-09-25,2024-09-13,2024-11-04,False,False,False,False,1617.061,1.8136886079376247,2.75,1.75,4.987643671828468,11.239148577348669,1182891.3351999011,1241889.7400246062,58998.404824705096,趋势衰减
+14,primary,8,2024-09-26,2024-09-13,2024-11-04,False,False,False,False,1686.834,4.314803213978946,2.75,0.0,11.865708838442101,24.438462061898857,1241889.7400246062,1389248.7606704114,147359.02064580517,趋势衰减
+14,primary,9,2024-09-27,2024-09-13,2024-11-04,False,False,False,False,1866.904,10.675027892489709,2.75,0.0,29.356326704346696,60.96902353065439,1389248.7606704114,1797081.1655889049,407832.40491849347,趋势衰减
+14,primary,10,2024-09-30,2024-09-13,2024-11-04,False,False,False,False,2157.277,15.553718884313273,2.75,0.0,42.7727269318615,129.81986441030506,1797081.1655889049,2565741.7852901607,768660.6197012558,趋势衰减
+14,primary,11,2024-10-08,2024-09-13,2024-11-04,False,False,False,False,2557.636,18.558534671254545,2.75,0.0,51.03597034595,247.11066225985087,2565741.7852901607,3875193.001984495,1309451.2166943345,趋势衰减
+14,primary,12,2024-10-09,2024-09-13,2024-11-04,False,False,False,False,2293.815,-10.31503310087909,2.75,0.0,-28.366341027417498,148.6480680606942,3875193.001984495,2775942.5395709556,-1099250.4624135396,趋势衰减
+14,primary,13,2024-10-10,2024-09-13,2024-11-04,False,False,False,False,2214.377,-3.463138919224096,2.75,0.0,-9.523632027866263,124.96774101419525,2775942.5395709556,2511571.986797212,-264370.5527737434,趋势衰减
+14,primary,14,2024-10-11,2024-09-13,2024-11-04,False,False,False,False,2102.896,-5.034418258498885,2.75,0.0,-13.844650210871933,93.82174418347964,2511571.986797212,2163853.6304308916,-347718.3563663205,趋势衰减
+14,primary,15,2024-10-14,2024-09-13,2024-11-04,False,False,False,False,2158.21,2.6303725909412545,2.75,0.0,7.2335246250884495,107.8418877777676,2163853.6304308916,2320376.5156389805,156522.8852080889,趋势衰减
+14,primary,16,2024-10-15,2024-09-13,2024-11-04,False,False,False,False,2086.327,-3.3306768108756657,2.75,0.0,-9.15936122990808,88.80489848914168,2320376.5156389805,2107844.848677652,-212531.6669613286,趋势衰减
+14,primary,17,2024-10-16,2024-09-13,2024-11-04,False,False,False,False,2035.139,-2.453498420909106,3.75,1.0,-9.200619078409147,71.4336789777787,2107844.848677652,1913910.0733869516,-193934.77529070037,趋势衰减
+14,primary,18,2024-10-17,2024-09-13,2024-11-04,False,False,False,False,2030.894,-0.20858526125242527,3.75,0.0,-0.7821947296965948,70.09273377588954,1913910.0733869516,1898939.5696617865,-14970.503725165036,趋势衰减
+14,primary,19,2024-10-18,2024-09-13,2024-11-04,False,False,False,False,2206.141,8.629056957182414,3.75,0.0,32.35896358943405,125.13297956670257,1898939.5696617865,2513416.7335939994,614477.1639322129,趋势衰减
+14,primary,20,2024-10-21,2024-09-13,2024-11-04,False,False,False,False,2215.83,0.43918317097590975,3.75,0.0,1.6469368911596616,128.84077766135357,2513416.7335939994,2554811.121008139,41394.387414139695,趋势衰减
+14,primary,21,2024-10-22,2024-09-13,2024-11-04,False,False,False,False,2223.234,0.3341411570382258,3.75,0.0,1.2530293388933467,131.70821974480202,2554811.121008139,2586823.6539076813,32012.532899542246,趋势衰减
+14,primary,22,2024-10-23,2024-09-13,2024-11-04,False,False,False,False,2204.624,-0.8370688825377837,3.75,0.0,-3.1390083095166887,124.4348794731795,2586823.6539076813,2505623.044458976,-81200.60944870533,趋势衰减
+14,primary,23,2024-10-24,2024-09-13,2024-11-04,False,False,False,False,2174.75,-1.355060999063773,3.75,0.0,-5.081478746489148,113.03026877304134,2505623.044458976,2378300.3419876588,-127322.70247131726,趋势衰减
+14,primary,24,2024-10-25,2024-09-13,2024-11-04,False,False,False,False,2244.917,3.226439820669036,3.75,0.0,12.099149327508885,138.8051191046851,2378300.3419876588,2666054.4518214,287754.1098337411,趋势衰减
+14,primary,25,2024-10-28,2024-09-13,2024-11-04,False,False,False,False,2228.238,-0.7429673346497911,3.75,0.0,-2.786127504936717,132.1517039981126,2666054.4518214,2591774.7754426138,-74279.6763787861,趋势衰减
+14,primary,26,2024-10-29,2024-09-13,2024-11-04,False,False,False,False,2176.705,-2.312724224252527,3.75,0.0,-8.672715840946976,112.01784639043994,2591774.7754426138,2366997.5139311343,-224777.2615114795,趋势衰减
+14,primary,27,2024-10-30,2024-09-13,2024-11-04,False,False,False,False,2149.085,-1.2688903641053795,3.75,0.0,-4.758338865395173,101.9293188040698,2366997.5139311343,2254367.7512828116,-112629.76264832262,趋势衰减
+14,primary,28,2024-10-31,2024-09-13,2024-11-04,False,False,False,False,2165.828,0.7790757461896503,3.75,0.0,2.9215340482111882,107.82875260625163,2254367.7512828116,2320229.872708432,65862.12142562028,趋势衰减
+14,primary,29,2024-11-01,2024-09-13,2024-11-04,False,False,True,False,2125.801,-1.8481153628081337,3.75,0.0,-6.930432610530501,93.42532096156921,2320229.872708432,2159427.9049709765,-160801.9677374554,趋势衰减
+14,primary,30,2024-11-04,2024-09-13,2024-11-04,False,False,False,True,2191.364,3.0841551020062585,3.75,0.0,11.56558163252347,115.79608435535005,2159427.9049709765,2409178.3021158865,249750.39714490995,趋势衰减
+15,primary,1,2025-06-12,2025-06-12,2025-10-15,False,True,False,False,2036.747,0.37671818532623025,0.0,0.0,0.0,0.0,2409178.3021158865,2409178.3021158865,0.0,趋势衰减
+15,primary,2,2025-06-13,2025-06-12,2025-10-15,False,False,False,False,2016.449,-0.9965891689051265,1.0,1.0,-0.9965891689051265,-0.9965891689051154,2409178.3021158865,2385168.6920973873,-24009.610018499196,趋势衰减
+15,primary,3,2025-06-16,2025-06-12,2025-10-15,False,False,False,False,2037.085,1.023383184994997,1.0,0.0,1.023383184994997,0.01659509011182614,2385168.6920973873,2409578.107426077,24409.41532868985,趋势衰减
+15,primary,4,2025-06-17,2025-06-12,2025-10-15,False,False,False,False,2027.713,-0.4600691674623292,1.0,0.0,-0.4600691674623292,-0.443550426243422,2409578.107426077,2398492.3814878874,-11085.725938189775,趋势衰减
+15,primary,5,2025-06-18,2025-06-12,2025-10-15,False,False,False,False,2036.236,0.4203257561597784,1.0,0.0,0.4203257561597784,-0.02508902676671143,2398492.3814878874,2408573.862726811,10081.481238923501,趋势衰减
+15,primary,6,2025-06-19,2025-06-12,2025-10-15,False,False,False,False,2008.012,-1.3860868779453916,1.0,0.0,-1.3860868779453916,-1.410828149004284,2408573.862726811,2375188.936469932,-33384.92625687877,趋势衰减
+15,primary,7,2025-06-20,2025-06-12,2025-10-15,False,False,False,False,1989.705,-0.9116977388581304,1.0,0.0,-0.9116977388581304,-2.3096633995287608,2375188.936469932,2353534.3926425274,-21654.543827404734,趋势衰减
+15,primary,8,2025-06-23,2025-06-12,2025-10-15,False,False,False,False,1996.128,0.3228116730872088,1.0,0.0,0.3228116730872088,-1.9943075895042628,2353534.3926425274,2361131.8763920995,7597.483749572188,趋势衰减
+15,primary,9,2025-06-24,2025-06-12,2025-10-15,False,False,False,False,2044.78,2.4373186489042853,1.0,0.0,2.4373186489042853,0.39440342860452837,2361131.8763920995,2418680.183940628,57548.30754852854,趋势衰减
+15,primary,10,2025-06-25,2025-06-12,2025-10-15,False,False,False,False,2117.867,3.574320953843446,1.0,0.0,3.574320953843446,3.9828216268392724,2418680.183940628,2505131.5765616773,86451.39262104919,趋势衰减
+15,primary,11,2025-06-26,2025-06-12,2025-10-15,False,False,False,False,2104.147,-0.6478216054171648,2.75,1.75,-1.7815094148972033,2.130357869681365,2505131.5765616773,2460502.421669668,-44629.15489200922,趋势衰减
+15,primary,12,2025-06-27,2025-06-12,2025-10-15,False,False,False,False,2113.777,0.4576676439431271,2.75,0.0,1.2585860208435995,3.4157562768667216,2460502.421669668,2491469.961191321,30967.53952165274,趋势衰减
+15,primary,13,2025-06-30,2025-06-12,2025-10-15,False,False,False,False,2143.906,1.4253632242190228,2.75,0.0,3.919748866602313,7.469394211417413,2491469.961191321,2589129.3267568545,97659.36556553375,趋势衰减
+15,primary,14,2025-07-01,2025-06-12,2025-10-15,False,False,False,False,2135.275,-0.402582949065855,2.75,0.0,-1.1071031099311013,6.279597205878695,2589129.3267568545,2560464.9954601913,-28664.331296663266,趋势衰减
+15,primary,15,2025-07-02,2025-06-12,2025-10-15,False,False,False,False,2111.036,-1.1351699429815842,2.75,0.0,-3.121717343199357,2.9618485876203415,2560464.9954601913,2480534.5156303616,-79930.47982982965,趋势衰减
+15,primary,16,2025-07-03,2025-06-12,2025-10-15,False,False,False,False,2160.613,2.3484677665373654,2.75,0.0,6.458286357977755,9.611419608876348,2480534.5156303616,2640734.537858247,160200.0222278852,趋势衰减
+15,primary,17,2025-07-04,2025-06-12,2025-10-15,False,False,False,False,2154.528,-0.28163303655027727,2.75,0.0,-0.7744908505132625,8.762489192887891,2640734.537858247,2620282.290476191,-20452.247382055968,趋势衰减
+15,primary,18,2025-07-07,2025-06-12,2025-10-15,False,False,False,False,2123.864,-1.4232351586983216,2.75,0.0,-3.9138966864203844,4.505637732299128,2620282.290476191,2517727.1487343833,-102555.14174180757,趋势衰减
+15,primary,19,2025-07-08,2025-06-12,2025-10-15,False,False,False,False,2180.144,2.649887186750166,2.75,0.0,7.287189763562957,12.121161867473408,2517727.1487343833,2701198.7037914004,183471.55505701713,趋势衰减
+15,primary,20,2025-07-09,2025-06-12,2025-10-15,False,False,False,False,2186.503,0.29167798090403707,2.75,0.0,0.802114447486102,13.02050190550168,2701198.7037914004,2722865.4088498186,21666.705058418214,趋势衰减
+15,primary,21,2025-07-10,2025-06-12,2025-10-15,False,False,False,False,2193.712,0.3297045556305944,2.75,0.0,0.9066875279841347,14.04524470034394,2722865.4088498186,2747553.289915654,24687.881065835245,趋势衰减
+15,primary,22,2025-07-11,2025-06-12,2025-10-15,False,False,False,False,2211.664,0.8183389615409986,2.75,0.0,2.250432144237746,16.611755546055072,2747553.289915654,2809385.1123319776,61831.8224163237,趋势衰减
+15,primary,23,2025-07-14,2025-06-12,2025-10-15,False,False,False,False,2197.58,-0.6368055907226555,2.75,0.0,-1.7512153744873027,14.56963255447301,2809385.1123319776,2760186.728316263,-49198.38401571475,趋势衰减
+15,primary,24,2025-07-15,2025-06-12,2025-10-15,False,False,False,False,2244.431,2.1319360387335173,2.75,0.0,5.862824106517173,21.286648590624814,2760186.728316263,2922011.6212088764,161824.89289261354,趋势衰减
+15,primary,25,2025-07-16,2025-06-12,2025-10-15,False,False,False,False,2237.102,-0.32654155997667855,3.75,1.0,-1.2245308499125445,19.80145616180757,2922011.6212088764,2886230.687469144,-35780.933739732485,趋势衰减
+15,primary,26,2025-07-17,2025-06-12,2025-10-15,False,False,False,False,2282.115,2.012112098598995,3.75,0.0,7.545420369746231,28.84097963829322,2886230.687469144,3104008.9256793074,217778.23821016354,趋势衰减
+15,primary,27,2025-07-18,2025-06-12,2025-10-15,False,False,False,False,2288.858,0.2954715253175477,3.75,0.0,1.108018219940804,30.268561167435728,3104008.9256793074,3138401.910124423,34392.98444511555,趋势衰减
+15,primary,28,2025-07-21,2025-06-12,2025-10-15,False,False,False,False,2308.218,0.8458366574072951,3.75,0.0,3.1718874652773565,34.40053333030277,3138401.910124423,3237948.4869216844,99546.57679726137,趋势衰减
+15,primary,29,2025-07-22,2025-06-12,2025-10-15,False,False,False,False,2320.617,0.5371676332131647,3.75,0.0,2.0143786245493676,37.107868944988724,3237948.4869216844,3303173.029116154,65224.54219446983,趋势衰减
+15,primary,30,2025-07-23,2025-06-12,2025-10-15,False,False,False,False,2321.914,0.05589030848260901,3.75,0.0,0.20958865680978378,37.39523148589103,3303173.029116154,3310096.1050999817,6923.075983827468,趋势衰减
+15,primary,31,2025-07-24,2025-06-12,2025-10-15,False,False,False,False,2352.64,1.3233048252432988,3.75,0.0,4.962393094662371,44.213322965542304,3310096.1050999817,3474356.0856461516,164259.9805461699,趋势衰减
+15,primary,32,2025-07-25,2025-06-12,2025-10-15,False,False,False,False,2345.457,-0.3053165805223079,3.75,0.0,-1.1449371769586547,42.562171016782344,3474356.0856461516,3434576.8911616635,-39779.19448448811,趋势衰减
+15,primary,33,2025-07-28,2025-06-12,2025-10-15,False,False,False,False,2375.7,1.2894288831558187,3.75,0.0,4.83535831183432,49.455562802573795,3434576.8911616635,3600650.99034479,166074.09918312635,趋势衰减
+15,primary,34,2025-07-29,2025-06-12,2025-10-15,False,False,False,False,2428.114,2.2062549985267577,3.75,0.0,8.27345624447534,61.820703395979095,3600650.99034479,3898549.2745472337,297898.2842024439,趋势衰减
+15,primary,35,2025-07-30,2025-06-12,2025-10-15,False,False,False,False,2382.565,-1.8759003901793747,3.75,0.0,-7.034626463172655,50.437221371993424,3898549.2745472337,3624300.8956001084,-274248.3789471253,趋势衰减
+15,primary,36,2025-07-31,2025-06-12,2025-10-15,False,False,False,False,2339.342,-1.8141372848169968,3.75,0.0,-6.803014818063738,40.20295491017336,3624300.8956001084,3377739.1686212164,-246561.726978892,趋势衰减
+15,primary,37,2025-08-01,2025-06-12,2025-10-15,False,False,False,False,2329.839,-0.4062253402880023,3.75,0.0,-1.5233450260800085,38.06718017013204,3377739.1686212164,3326284.547002069,-51454.62161914725,趋势衰减
+15,primary,38,2025-08-04,2025-06-12,2025-10-15,False,False,False,False,2341.14,0.4850549759017664,3.75,0.0,1.818956159631624,40.578561648266344,3326284.547002069,3386788.2046566377,60503.65765456855,趋势衰减
+15,primary,39,2025-08-05,2025-06-12,2025-10-15,False,False,False,False,2350.437,0.39711422640251737,3.75,0.0,1.4891783490094401,42.67202715168119,3386788.2046566377,3437223.5213271896,50435.316670551896,趋势衰减
+15,primary,40,2025-08-06,2025-06-12,2025-10-15,False,False,False,False,2366.973,0.7035287480583463,3.75,0.0,2.6382328052187987,46.43604737586753,3437223.5213271896,3527905.47985554,90681.95852835057,趋势衰减
+15,primary,41,2025-08-07,2025-06-12,2025-10-15,False,False,False,False,2348.455,-0.7823494395584607,3.75,0.0,-2.9338103983442276,42.13989139103005,3527905.47985554,3424403.4220437827,-103502.05781175755,趋势衰减
+15,primary,42,2025-08-08,2025-06-12,2025-10-15,False,False,False,False,2340.796,-0.3261293062886028,3.75,0.0,-1.2229848985822604,40.401541984456514,3424403.4220437827,3382523.485325653,-41879.93671812955,趋势衰减
+15,primary,43,2025-08-11,2025-06-12,2025-10-15,False,False,False,False,2390.151,2.108470793695827,3.75,0.0,7.906765476359351,51.50276263435971,3382523.485325653,3649971.684493129,267448.19916747604,趋势衰减
+15,primary,44,2025-08-12,2025-06-12,2025-10-15,False,False,False,False,2426.9,1.537517922507825,3.75,0.0,5.765692209404344,60.237945616601365,3649971.684493129,3860417.817551414,210446.13305828488,趋势衰减
+15,primary,45,2025-08-13,2025-06-12,2025-10-15,False,False,False,False,2527.303,4.137088466768302,3.75,0.0,15.51408175038113,85.09739149469215,3860417.817551414,4459326.19367262,598908.3761212057,趋势衰减
+15,primary,46,2025-08-14,2025-06-12,2025-10-15,False,False,False,False,2504.544,-0.9005251843566042,3.75,0.0,-3.3769694413372657,78.84670914720402,4459326.19367262,4308736.110822747,-150590.0828498723,趋势衰减
+15,primary,47,2025-08-15,2025-06-12,2025-10-15,False,False,False,False,2572.642,2.718977985613358,3.75,0.0,10.196167446050092,97.0822190836031,4308736.110822747,4748062.059490661,439325.9486679137,趋势衰减
+15,primary,48,2025-08-18,2025-06-12,2025-10-15,False,False,False,False,2650.781,3.037305618115549,3.75,0.0,11.389896067933309,119.52967900560209,4748062.059490661,5288861.393307621,540799.3338169595,趋势衰减
+15,primary,49,2025-08-19,2025-06-12,2025-10-15,False,False,False,False,2652.181,0.05281462331290232,3.75,0.0,0.1980548374233837,119.96446815445272,5288861.393307621,5299336.239141684,10474.845834063366,趋势衰减
+15,primary,50,2025-08-20,2025-06-12,2025-10-15,False,False,False,False,2654.449,0.08551452559233397,3.75,0.0,0.3206794709712524,120.66984904725517,5299336.239141684,5316330.122558352,16993.88341666758,趋势衰减
+15,primary,51,2025-08-21,2025-06-12,2025-10-15,False,False,False,False,2639.553,-0.5611710754284682,3.75,0.0,-2.1043915328567557,116.02609142833695,5316330.122558352,5204453.72160052,-111876.40095783118,趋势衰减
+15,primary,52,2025-08-22,2025-06-12,2025-10-15,False,False,False,False,2734.855,3.6105355717426457,3.75,0.0,13.539508394034922,145.27496221058217,5204453.72160052,5909111.170100286,704657.4484997652,趋势衰减
+15,primary,53,2025-08-25,2025-06-12,2025-10-15,False,False,False,False,2821.239,3.1586318104616096,3.75,0.0,11.844869289231037,174.32746088363643,5909111.170100286,6609037.664354015,699926.4942537295,趋势衰减
+15,primary,54,2025-08-26,2025-06-12,2025-10-15,False,False,False,False,2797.348,-0.8468265184197521,3.75,0.0,-3.1755994440740705,165.61591956087315,6609037.664354015,6399161.101026143,-209876.5633278722,趋势衰减
+15,primary,55,2025-08-27,2025-06-12,2025-10-15,False,False,False,False,2785.784,-0.41339154084510943,3.75,0.0,-1.5502182781691602,161.49829302611343,6399161.101026143,6299960.135988545,-99200.96503759827,趋势衰减
+15,primary,56,2025-08-28,2025-06-12,2025-10-15,False,False,False,False,2906.291,4.325784052173476,3.75,0.0,16.221690195650535,203.917735987724,6299960.135988545,7321920.151698091,1021960.0157095464,趋势衰减
+15,primary,57,2025-08-29,2025-06-12,2025-10-15,False,False,False,False,2988.247,2.8199516153062376,3.75,0.0,10.574818557398391,236.05648513217886,7321920.151698091,8096199.922657753,774279.7709596623,趋势衰减
+15,primary,58,2025-09-01,2025-06-12,2025-10-15,False,False,False,False,3065.488,2.5848264885734107,3.75,0.0,9.69309933215029,268.63077404817386,8096199.922657753,8880972.623290444,784772.7006326905,趋势衰减
+15,primary,59,2025-09-02,2025-06-12,2025-10-15,False,False,False,False,2977.561,-2.868287202559583,3.75,0.0,-10.756077009598435,228.9805641104734,8880972.623290444,7925728.368727969,-955244.2545624748,趋势衰减
+15,primary,60,2025-09-03,2025-06-12,2025-10-15,False,False,False,False,3023.768,1.5518405836185911,3.75,0.0,5.8194021885697165,248.1252662582873,7925728.368727969,8386958.378877815,461230.01014984585,趋势衰减
+15,primary,61,2025-09-04,2025-06-12,2025-10-15,False,False,False,False,2878.754,-4.795804440023177,3.75,0.0,-17.984266650086912,185.51749009807187,8386958.378877815,6878625.420188623,-1508332.9586891923,趋势衰减
+15,primary,62,2025-09-05,2025-06-12,2025-10-15,False,False,False,False,3090.349,7.350228605848241,3.75,0.0,27.563357271930904,264.2156959676534,6878625.420188623,8774605.520153072,1895980.0999644492,趋势衰减
+15,primary,63,2025-09-08,2025-06-12,2025-10-15,False,False,False,False,3049.295,-1.3284583715302056,3.75,0.0,-4.981718893238271,246.07149382949353,8774605.520153072,8337479.339148478,-437126.1810045941,趋势衰减
+15,primary,64,2025-09-09,2025-06-12,2025-10-15,False,False,False,False,2974.271,-2.4603719876233665,3.75,0.0,-9.226394953587624,214.14157098700386,8337479.339148478,7568230.5661448715,-769248.7730036061,趋势衰减
+15,primary,65,2025-09-10,2025-06-12,2025-10-15,False,False,False,False,3018.649,1.4920630971421156,3.75,0.0,5.595236614282934,231.71853518755228,7568230.5661448715,7991690.973835162,423460.40769029036,趋势衰减
+15,primary,66,2025-09-11,2025-06-12,2025-10-15,False,False,False,False,3190.611,5.696654364253684,3.75,0.0,21.362453865951313,302.5817542318027,7991690.973835162,9698912.271230094,1707221.2973949322,趋势衰减
+15,primary,67,2025-09-12,2025-06-12,2025-10-15,False,False,False,False,3150.535,-1.2560603595988318,3.75,0.0,-4.7102263484956195,283.61924236974045,9698912.271230094,9242071.54991314,-456840.7213169541,趋势衰减
+15,primary,68,2025-09-15,2025-06-12,2025-10-15,False,False,False,False,3203.074,1.6676215309463283,3.75,0.0,6.253580741048731,307.60918142953153,9242071.54991314,9820031.956432452,577960.4065193124,趋势衰减
+15,primary,69,2025-09-16,2025-06-12,2025-10-15,False,False,False,False,3231.336,0.8823399022314105,3.75,0.0,3.308774633367789,321.09605062795004,9820031.956432452,10144954.6827955,324922.72636304796,趋势衰减
+15,primary,70,2025-09-17,2025-06-12,2025-10-15,False,False,False,False,3300.438,2.138496275224866,3.75,0.0,8.019361032093247,354.8652632196915,10144954.6827955,10958515.225351121,813560.5425556209,趋势衰减
+15,primary,71,2025-09-18,2025-06-12,2025-10-15,False,False,False,False,3242.194,-1.7647354684438898,3.75,0.0,-6.617758006664587,324.7633808434344,10958515.225351121,10233307.206613889,-725208.0187372323,趋势衰减
+15,primary,72,2025-09-19,2025-06-12,2025-10-15,False,False,False,False,3240.003,-0.06757769584422313,3.75,0.0,-0.25341635941583673,323.68696094756933,10233307.206613889,10207374.33204305,-25932.874570839107,趋势衰减
+15,primary,73,2025-09-22,2025-06-12,2025-10-15,False,False,False,False,3261.832,0.6737339440735068,3.75,0.0,2.5265022902756504,334.3914217195089,10207374.33204305,10465263.878319126,257889.54627607577,趋势衰减
+15,primary,74,2025-09-23,2025-06-12,2025-10-15,False,False,False,False,3279.773,0.550028327639196,3.75,0.0,2.0626062286469846,343.3512062406037,10465263.878319126,10681121.062917678,215857.18459855206,趋势衰减
+15,primary,75,2025-09-24,2025-06-12,2025-10-15,False,False,False,False,3352.469,2.2164948610772672,3.75,0.0,8.311855729039753,380.20191887628016,10681121.062917678,11568920.435911473,887799.3729937952,趋势衰减
+15,primary,76,2025-09-25,2025-06-12,2025-10-15,False,False,False,False,3417.661,1.9445966539884507,3.75,0.0,7.29223745245669,415.2193830519919,11568920.435911473,12412553.584783925,843633.1488724519,趋势衰减
+15,primary,77,2025-09-26,2025-06-12,2025-10-15,False,False,False,False,3321.069,-2.8262604161150007,3.75,0.0,-10.598476560431253,360.6139775044281,12412553.584783925,11097012.002549632,-1315541.5822342932,趋势衰减
+15,primary,78,2025-09-29,2025-06-12,2025-10-15,False,False,False,False,3423.741,3.0915346835612256,3.75,0.0,11.593255063354595,414.01413077397916,11097012.002549632,12383516.908416284,1286504.9058666527,趋势衰减
+15,primary,79,2025-09-30,2025-06-12,2025-10-15,False,False,False,False,3418.563,-0.1512380755436804,3.75,0.0,-0.5671427832888015,411.0989367262099,12383516.908416284,12313284.685952853,-70232.22246343084,趋势衰减
+15,primary,80,2025-10-09,2025-06-12,2025-10-15,False,False,False,False,3436.614,0.5280288823110713,3.75,0.0,1.9801083086665172,421.21924923783183,12313284.685952853,12557101.059089169,243816.3731363155,趋势衰减
+15,primary,81,2025-10-10,2025-06-12,2025-10-15,False,False,False,False,3262.837,-5.056634233579915,3.75,0.0,-18.962378375924683,322.38368302920026,12557101.059089169,10175976.043217435,-2381125.0158717334,趋势衰减
+15,primary,82,2025-10-13,2025-06-12,2025-10-15,False,False,False,False,3214.953,-1.467557220909288,3.75,0.0,-5.50333957840983,299.1384746283092,10175976.043217435,9615957.526141549,-560018.517075887,趋势衰减
+15,primary,83,2025-10-14,2025-06-12,2025-10-15,False,False,True,False,3081.557,-4.149236396301914,3.75,0.0,-15.559636486132177,237.0339788998514,9615957.526141549,8119749.490413055,-1496208.0357284937,趋势衰减
+15,primary,84,2025-10-15,2025-06-12,2025-10-15,False,False,False,True,3163.51,2.659467275795979,3.75,0.0,9.973002284234923,270.6463853141814,8119749.490413055,8929532.292566102,809782.8021530472,趋势衰减
+16,primary,1,2025-12-08,2025-12-08,2025-12-17,False,True,False,False,3399.461,2.9236152383801173,0.0,0.0,0.0,0.0,8929532.292566104,8929532.292566104,0.0,早期止损
+16,primary,2,2025-12-09,2025-12-08,2025-12-17,False,False,False,False,3427.433,0.8228363261117089,1.0,1.0,0.8228363261117089,0.8228363261117089,8929532.292566104,9003007.728021214,73475.43545510992,早期止损
+16,primary,3,2025-12-10,2025-12-08,2025-12-17,False,False,False,False,3418.676,-0.25549733576120115,1.0,0.0,-0.25549733576120115,0.565236665459623,9003007.728021214,8980005.283137744,-23002.444883469492,早期止损
+16,primary,4,2025-12-11,2025-12-08,2025-12-17,False,False,False,False,3366.7,-1.5203546636183174,1.0,0.0,-1.5203546636183174,-0.963711600162509,8980005.283137744,8843477.354022387,-136527.92911535688,早期止损
+16,primary,5,2025-12-12,2025-12-08,2025-12-17,False,False,False,False,3397.665,0.9197433688775458,1.0,0.0,0.9197433688775458,-0.05283190482255895,8843477.354022387,8924814.650564196,81337.29654180817,早期止损
+16,primary,6,2025-12-15,2025-12-08,2025-12-17,False,False,False,False,3334.311,-1.8646335056575536,1.0,0.0,-1.8646335056575536,-1.9164802890811128,8924814.650564196,8758399.566271942,-166415.08429225348,早期止损
+16,primary,7,2025-12-16,2025-12-08,2025-12-17,False,False,True,False,3256.979,-2.319279755247794,1.0,0.0,-2.319279755247794,-4.19131150497093,8758399.566271942,8555267.778247686,-203131.788024256,早期止损
+16,primary,8,2025-12-17,2025-12-08,2025-12-17,False,False,False,True,3377.645,3.704844274402763,1.0,0.0,3.704844274402763,-0.6417487948824685,8555267.778247686,8872227.12668992,316959.3484422341,早期止损
+17,primary,1,2026-02-26,2026-02-26,2026-03-04,False,True,False,False,3500.753,-0.3980092991178297,0.0,0.0,-0.0,0.0,8872227.126689922,8872227.126689922,0.0,早期止损
+17,primary,2,2026-02-27,2026-02-26,2026-03-04,False,False,False,False,3449.457,-1.4652847544514125,1.0,1.0,-1.4652847544514125,-1.4652847544514125,8872227.126689922,8742223.735222232,-130003.39146769047,早期止损
+17,primary,3,2026-03-02,2026-02-26,2026-03-04,False,False,False,False,3443.779,-0.1646056176377919,1.0,0.0,-0.1646056176377919,-1.627478431068996,8742223.735222232,8727833.54384759,-14390.191374640912,早期止损
+17,primary,4,2026-03-03,2026-02-26,2026-03-04,False,False,True,False,3362.899,-2.3485827632957923,1.0,0.0,-2.3485827632957923,-3.93783851645636,8727833.54384759,8522853.149627637,-204980.39421995357,早期止损
+17,primary,5,2026-03-04,2026-02-26,2026-03-04,False,False,False,True,3310.591,-1.5554436811810235,1.0,0.0,-1.5554436811810235,-5.4320313372580475,8522853.149627637,8390284.968855416,-132568.18077222072,早期止损
+18,primary,1,2026-03-13,2026-03-13,2026-03-27,False,True,False,False,3469.03,-0.16720194311105052,0.0,0.0,-0.0,0.0,8390284.968855418,8390284.968855418,0.0,weak_trade_abort
+18,primary,2,2026-03-16,2026-03-13,2026-03-27,False,False,False,False,3524.691,1.6045119240825079,1.0,1.0,1.6045119240825079,1.6045119240825079,8390284.968855418,8524908.091645205,134623.12278978713,weak_trade_abort
+18,primary,3,2026-03-17,2026-03-13,2026-03-27,False,False,False,False,3438.989,-2.431475553459861,1.0,0.0,-2.431475553459861,-0.8659769445637733,8524908.091645205,8317627.03544193,-207281.056203275,weak_trade_abort
+18,primary,4,2026-03-18,2026-03-13,2026-03-27,False,False,False,False,3517.212,2.2745929108816565,1.0,0.0,2.2745929108816565,1.388918516126969,8317627.03544193,8506819.190343669,189192.15490173828,weak_trade_abort
+18,primary,5,2026-03-19,2026-03-13,2026-03-27,False,False,False,False,3489.117,-0.798786083977876,1.0,0.0,-0.798786083977876,0.5790379443244786,8506819.190343669,8438867.902462045,-67951.28788162395,weak_trade_abort
+18,primary,6,2026-03-20,2026-03-13,2026-03-27,False,False,False,False,3546.565,1.6464910749625083,1.0,0.0,1.6464910749625083,2.235062827360945,8438867.902462045,8577813.109303959,138945.20684191398,weak_trade_abort
+18,primary,7,2026-03-23,2026-03-13,2026-03-27,False,False,False,False,3425.093,-3.4250605867931383,1.0,0.0,-3.4250605867931383,-1.2665500154221965,8577813.109303959,8284017.813288414,-293795.2960155448,weak_trade_abort
+18,primary,8,2026-03-24,2026-03-13,2026-03-27,False,False,False,False,3435.348,0.29940792848544007,1.0,0.0,0.29940792848544007,-0.9709342381011621,8284017.813288414,8308820.819418546,24803.006130131893,weak_trade_abort
+18,primary,9,2026-03-25,2026-03-13,2026-03-27,False,False,False,False,3503.267,1.9770631679818074,1.0,0.0,1.9770631679818074,0.9869329466738241,8308820.819418546,8473091.455532875,164270.6361143291,weak_trade_abort
+18,primary,10,2026-03-26,2026-03-13,2026-03-27,False,False,True,False,3458.022,-1.2915087545425474,1.0,0.0,-1.2915087545425474,-0.3173221332764653,8473091.455532875,8363660.737604272,-109430.71792860329,weak_trade_abort
+18,primary,11,2026-03-27,2026-03-13,2026-03-27,False,False,False,True,3472.358,0.4145722612522551,1.0,0.0,0.4145722612522551,0.09593459843242336,8363660.737604272,8398334.155047625,34673.41744335368,weak_trade_abort

kalman-filter/v2/trade_details_2019_to_present.csv

@@ -0,0 +1,19 @@
+seq,sell_year,entry_type,buy_signal_date,buy_date,buy_price,sell_signal_date,sell_date,sell_price,holding_days,position_size_x,strategy_return_pct,price_return_pct,capital_before,capital_after,pnl_amount,exit_reason,exit_trigger_price,exit_trigger_pnl_pct,exit_trigger_holding_days
+1,2019,primary,2019-02-01,2019-02-11,1060.144,2019-03-26,2019-03-27,1316.159,32,3.75,49.853652667546555,24.149077861120762,100000.0,149853.65266754656,49853.65266754656,趋势衰减,1309.683,23.538217449704945,31
+2,2019,primary,2019-07-24,2019-07-25,1241.594,2019-08-05,2019-08-06,1183.181,8,1.0,-4.704678018740404,-4.7046780187404265,149853.65266754656,142803.5208102169,-7050.131857329659,早期止损,1201.534,-3.226497550729139,7
+3,2019,primary,2019-08-16,2019-08-19,1298.577,2019-08-30,2019-09-02,1322.346,10,1.0,1.8303881864533356,1.8303881864533258,142803.5208102169,145417.37958496655,2613.8587747496495,weak_trade_abort,1279.98,-1.4321060668716588,9
+4,2019,primary,2019-10-28,2019-10-29,1348.3,2019-11-28,2019-11-29,1369.098,23,2.75,-1.6905374254971295,1.542535044129645,145417.37958496655,142959.04435990547,-2458.335225061077,趋势衰减,1378.11,2.2109322850997515,22
+5,2020,primary,2019-12-05,2019-12-06,1429.633,2020-03-09,2020-03-10,1829.119,60,3.75,81.0519164492999,27.94325536693682,142959.04435990547,258830.08955121363,115871.04519130816,趋势衰减,1772.257,23.96587096128867,59
+6,2020,primary,2020-05-26,2020-05-27,1795.674,2020-08-11,2020-08-12,2399.693,53,3.75,123.58065111296357,33.63745312345115,258830.08955121363,578693.9994948701,319863.9099436564,趋势衰减,2446.63,36.25134629114194,52
+7,2021,primary,2020-12-04,2020-12-07,2559.839,2021-02-05,2021-02-08,3246.58,44,3.75,92.03233541128952,26.82750751121457,578693.9994948701,1111279.602114995,532585.6026201249,趋势衰减,3152.063,23.135204987501172,43
+8,2021,primary,2021-09-27,2021-09-28,3240.406,2021-12-07,2021-12-08,3476.456,46,3.75,7.790802284329423,7.284581006207253,1111279.602114995,1197857.198741857,86577.59662686195,趋势衰减,3419.05,5.5130128755470835,45
+9,2021,primary,2021-12-14,2021-12-15,3512.864,2021-12-20,2021-12-21,3381.396,4,1.0,-3.742473377847799,-3.7424733778478143,1197857.198741857,1153027.7119743095,-44829.48676754744,早期止损,3369.308,-4.086580066862823,3
+10,2022,primary,2022-08-16,2022-08-17,2800.082,2022-08-24,2022-08-25,2681.265,6,1.0,-4.243340016470931,-4.243340016470946,1153027.7119743095,1104100.8256711045,-48926.88630320504,早期止损,2697.693,-3.656642912600405,5
+11,2022,primary,2022-12-06,2022-12-07,2409.629,2022-12-20,2022-12-21,2300.698,10,1.0,-4.520654424394788,-4.520654424394794,1104100.8256711045,1054188.2428456242,-49912.58282548026,weak_trade_abort,2308.852,-4.182262082669159,9
+12,2023,primary,2023-01-05,2023-01-06,2423.532,2023-02-10,2023-02-13,2563.789,21,2.75,9.555242962434619,5.787297217449576,1054188.2428456242,1154918.4907309439,100730.24788531964,趋势衰减,2538.494,4.743572603951588,20
+13,2023,primary,2023-07-31,2023-08-01,2139.545,2023-08-14,2023-08-15,2068.214,10,1.0,-3.3339331493378532,-3.3339331493378324,1154918.4907309439,1116414.2803206325,-38504.21041031135,weak_trade_abort,2084.967,-2.5509161994723164,9
+14,2024,primary,2024-09-12,2024-09-13,1498.997,2024-11-01,2024-11-04,2191.364,29,3.75,115.79608435535005,46.18868483392561,1116414.2803206325,2409178.3021158865,1292764.021795254,趋势衰减,2125.801,41.81489355882632,28
+15,2025,primary,2025-06-11,2025-06-12,2036.747,2025-10-14,2025-10-15,3163.51,83,3.75,270.6463853141815,55.321696803775836,2409178.3021158865,8929532.292566104,6520353.990450217,趋势衰减,3081.557,51.29797662645383,82
+16,2025,primary,2025-12-05,2025-12-08,3399.461,2025-12-16,2025-12-17,3377.645,7,1.0,-0.6417487948824463,-0.641748794882477,8929532.292566104,8872227.126689922,-57305.165876181796,早期止损,3256.979,-4.191311504970935,6
+17,2026,primary,2026-02-25,2026-02-26,3500.753,2026-03-03,2026-03-04,3310.591,4,1.0,-5.432031337258025,-5.43203133725802,8872227.126689922,8390284.968855418,-481942.1578345038,早期止损,3362.899,-3.937838516456324,3
+18,2026,primary,2026-03-12,2026-03-13,3469.03,2026-03-26,2026-03-27,3472.358,10,1.0,0.09593459843240115,0.09593459843241409,8390284.968855418,8398334.155047623,8049.186192205176,weak_trade_abort,3458.022,-0.3173221332764567,9

kalman-filter/v2/trade_no_pyramid_analysis_2019_to_present.csv

@@ -0,0 +1,10 @@
+seq,buy_date,sell_date,holding_days,strategy_return_pct,price_return_pct,max_trade_cum_return_pct,min_trade_cum_return_pct,reached_stage2_time_window,reached_3pct_profit_confirmation,first_reach_3pct_date,exit_reason,reason_class,stage2_block,core_reason,exit_trigger_pnl_pct,exit_trigger_holding_days
+2,2019-07-25,2019-08-06,8,-4.704678018740404,-4.7046780187404265,1.1809013252319644,-4.704678018740383,True,False,,早期止损,other_exit,???????????3%?????,??????????????????,-3.226497550729139,7
+3,2019-08-19,2019-09-02,10,1.830388186453336,1.8303881864533256,1.8303881864533131,-1.7389034304473472,True,False,,weak_trade_abort,unproven_trade_aborted,???????????3%?????,????9??????????????3%?????????1%??????????????,-1.4321060668716588,9
+9,2021-12-15,2021-12-21,4,-3.742473377847799,-3.7424733778478143,0.9535808958160752,-4.08658006686281,False,False,,早期止损,other_exit,???????????3%?????,??????????????????,-4.086580066862823,3
+10,2022-08-17,2022-08-25,6,-4.243340016470931,-4.243340016470946,0.1979942015983837,-4.243340016470953,True,False,,早期止损,other_exit,???????????3%?????,??????????????????,-3.656642912600405,5
+11,2022-12-07,2022-12-21,10,-4.520654424394788,-4.520654424394794,0.5240640779140993,-4.520654424394799,True,False,,weak_trade_abort,unproven_trade_aborted,???????????3%?????,????9??????????????3%?????????1%??????????????,-4.182262082669159,9
+13,2023-08-01,2023-08-15,10,-3.333933149337853,-3.3339331493378324,2.3347487433075687,-3.333933149337809,True,False,,weak_trade_abort,unproven_trade_aborted,???????????3%?????,????9??????????????3%?????????1%??????????????,-2.5509161994723164,9
+16,2025-12-08,2025-12-17,7,-0.6417487948824463,-0.641748794882477,0.8228363261117089,-4.19131150497093,True,False,,早期止损,other_exit,???????????3%?????,??????????????????,-4.191311504970935,6
+17,2026-02-26,2026-03-04,4,-5.432031337258025,-5.43203133725802,-1.4652847544514125,-5.432031337258048,False,False,,早期止损,other_exit,???????????3%?????,??????????????????,-3.937838516456324,3
+18,2026-03-13,2026-03-27,10,0.0959345984324011,0.095934598432414,2.235062827360945,-1.2665500154221965,True,False,,weak_trade_abort,unproven_trade_aborted,???????????3%?????,????9??????????????3%?????????1%??????????????,-0.3173221332764567,9

kalman-filter/v2/trade_yearly_summary_2019_to_present.csv

@@ -0,0 +1,9 @@
+sell_year,num_trades,wins,losses,win_rate_pct,avg_strategy_return_pct,median_strategy_return_pct,avg_price_return_pct,avg_position_size_x,best_trade_pct,worst_trade_pct,capital_start,capital_end,realized_return_pct,total_pnl_amount
+2019,4.0,2.0,2.0,50.0,11.32220635244059,0.06992538047810304,5.704330768240827,2.125,49.853652667546555,-4.704678018740404,100000.0,142959.04435990547,42.95904435990548,42959.04435990547
+2020,2.0,2.0,0.0,100.0,102.31628378113173,102.31628378113173,30.79035424519399,3.75,123.58065111296357,81.0519164492999,142959.04435990547,578693.9994948701,304.79705364984346,435734.95513496455
+2021,3.0,2.0,1.0,66.66666666666666,32.02688810592372,7.790802284329423,10.123205046524669,2.8333333333333335,92.03233541128952,-3.742473377847799,578693.9994948701,1153027.7119743095,99.24652976888709,574333.7124794394
+2022,2.0,0.0,2.0,0.0,-4.38199722043286,-4.38199722043286,-4.38199722043287,1.0,-4.243340016470931,-4.520654424394788,1153027.7119743095,1054188.2428456242,-8.57216770266902,-98839.4691286853
+2023,2.0,1.0,1.0,50.0,3.110654906548383,3.110654906548383,1.226682034055872,1.875,9.555242962434619,-3.3339331493378532,1054188.2428456242,1116414.2803206325,5.902744400472382,62226.037475008285
+2024,1.0,1.0,0.0,100.0,115.79608435535005,115.79608435535005,46.18868483392561,3.75,115.79608435535005,115.79608435535005,1116414.2803206325,2409178.3021158865,115.79608435535005,1292764.021795254
+2025,2.0,1.0,1.0,50.0,135.0023182596495,135.0023182596495,27.33997400444668,2.375,270.6463853141815,-0.6417487948824463,2409178.3021158865,8872227.126689922,268.2677666031524,6463048.824574036
+2026,2.0,1.0,1.0,50.0,-2.668048369412812,-2.668048369412812,-2.6680483694128028,1.0,0.09593459843240115,-5.432031337258025,8872227.126689922,8398334.155047623,-5.3413079362757525,-473892.9716422986