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
2013-05-21 10:40:00 2013-05-21 11:10:00 IF99 1 2562.40 2547.80 14.6 181.32 4078.71 -0.006
2013-05-21 10:20:00 2013-05-21 10:40:00 IF99 1 2553.80 2562.40 8.5999999999999 61.39 2278.64 0.003
2013-05-21 10:05:00 2013-05-21 10:20:00 IF99 1 2564.60 2553.80 10.8 181.42 2938.59 -0.004
2013-05-21 09:45:00 2013-05-21 10:05:00 IF99 1 2554.80 2564.60 9.7999999999997 61.43 2638.58 0.004
2013-05-21 09:30:00 2013-05-21 09:45:00 IF99 1 2557.80 2554.80 3 181.35 598.65 -0.001
2013-05-21 09:15:00 2013-05-21 09:30:00 IF99 1 2557.00 2557.80 0.80000000000018 61.38 -61.44 0
2013-05-20 14:50:00 2013-05-20 15:10:00 IF99 1 2555.80 2557.20 1.3999999999996 181.36 118.69 0.001
2013-05-20 14:40:00 2013-05-20 14:50:00 IF99 1 2566.80 2555.80 11 61.47 2998.53 -0.004
2013-05-20 14:20:00 2013-05-20 14:40:00 IF99 1 2562.20 2566.80 4.6000000000004 181.55 1078.41 0.002
2013-05-20 14:10:00 2013-05-20 14:20:00 IF99 1 2568.80 2562.20 6.6000000000004 61.57 1678.38 -0.003
2013-05-20 13:50:00 2013-05-20 14:10:00 IF99 1 2556.00 2568.80 12.8 181.50 3538.44 0.005
2013-05-20 13:15:00 2013-05-20 13:50:00 IF99 1 2573.80 2556.00 17.8 61.56 5038.38 -0.007
2013-05-20 13:00:00 2013-05-20 13:15:00 IF99 1 2565.40 2573.80 8.4000000000001 181.67 2218.30 0.003
2013-05-20 11:25:00 2013-05-20 13:00:00 IF99 1 2569.40 2565.40 4 61.62 898.38 -0.002
2013-05-20 11:20:00 2013-05-20 11:25:00 IF99 1 2563.60 2569.40 5.8000000000002 181.60 1438.42 0.002
2013-05-20 11:05:00 2013-05-20 11:20:00 IF99 1 2577.60 2563.60 14 61.69 3898.31 -0.005
2013-05-20 10:40:00 2013-05-20 11:05:00 IF99 1 2548.20 2577.60 29.4 181.51 8518.46 0.012
2013-05-20 10:30:00 2013-05-20 10:40:00 IF99 1 2552.40 2548.20 4.2000000000003 61.21 958.78 -0.002
2013-05-20 10:05:00 2013-05-20 10:30:00 IF99 1 2541.80 2552.40 10.6 181.13 2878.90 0.004
2013-05-20 09:45:00 2013-05-20 10:05:00 IF99 1 2546.60 2541.80 4.7999999999997 61.06 1138.95 -0.002