开仓时间 平仓时间 品种 多空 手数 开仓价 平仓价 价差 交易成本 平仓盈亏 收益率
2001-10-29 xx:xx:xx 2001-11-08 xx:xx:xx 600016 100 0.77 0.67 -0.1 0.14 -9.67 -0.13
2001-10-22 xx:xx:xx 2001-10-29 xx:xx:xx 600016 100 0.66 0.77 -0.11 0.14 -10.62 0.167
2001-09-05 xx:xx:xx 2001-10-22 xx:xx:xx 600016 100 0.64 0.66 0.02 0.13 1.67 0.031
2001-08-23 xx:xx:xx 2001-09-05 xx:xx:xx 600016 100 0.55 0.64 -0.09 0.12 -9.01 0.164
2001-08-16 xx:xx:xx 2001-08-23 xx:xx:xx 600016 100 0.60 0.55 -0.05 0.12 -4.56 -0.083
2001-07-13 xx:xx:xx 2001-08-16 xx:xx:xx 600016 100 0.81 0.60 0.21 0.14 20.60 -0.259
2001-07-11 xx:xx:xx 2001-07-13 xx:xx:xx 600016 100 0.82 0.81 -0.0099999999999999 0.16 -1.54 -0.012
2001-07-03 xx:xx:xx 2001-07-11 xx:xx:xx 600016 100 0.81 0.82 -0.0099999999999999 0.16 -1.12 0.012
2001-06-29 xx:xx:xx 2001-07-03 xx:xx:xx 600016 100 0.82 0.81 -0.0099999999999999 0.16 -1.33 -0.012
2001-06-14 xx:xx:xx 2001-06-29 xx:xx:xx 600016 100 0.90 0.82 0.08 0.17 7.97 -0.089
2001-05-10 xx:xx:xx 2001-06-14 xx:xx:xx 600016 100 0.76 0.90 0.14 0.17 14.16 0.184
2001-04-19 xx:xx:xx 2001-05-10 xx:xx:xx 600016 100 0.76 0.76 0 0.15 -0.07 0
2001-03-23 xx:xx:xx 2001-04-19 xx:xx:xx 600016 100 0.68 0.76 0.08 0.14 8.08 0.118
2001-03-19 xx:xx:xx 2001-03-23 xx:xx:xx 600016 100 0.63 0.68 -0.05 0.13 -4.61 0.079
2001-03-02 xx:xx:xx 2001-03-19 xx:xx:xx 600016 100 0.58 0.63 0.05 0.12 5.58 0.086
2001-02-08 xx:xx:xx 2001-03-02 xx:xx:xx 600016 100 0.60 0.58 0.02 0.12 1.92 -0.033
2001-01-16 xx:xx:xx 2001-02-08 xx:xx:xx 600016 100 0.59 0.60 0.01 0.12 0.70 0.017