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
2014-01-02 13:55:00 2014-01-02 14:25:00 IF99 1 2323.40 2331.20 7.7999999999997 55.86 2044.16 0.003
2014-01-02 13:51:00 2014-01-02 13:55:00 IF99 1 2325.40 2323.40 2 175.79 304.21 -0.001
2014-01-02 13:38:00 2014-01-02 13:51:00 IF99 1 2321.80 2325.40 3.5999999999999 55.77 784.26 0.002
2014-01-02 13:35:00 2014-01-02 13:38:00 IF99 1 2323.00 2321.80 1.1999999999998 175.74 64.25 -0.001
2014-01-02 13:19:00 2014-01-02 13:35:00 IF99 1 2322.40 2323.00 0.59999999999991 55.74 -115.79 0
2014-01-02 11:22:00 2014-01-02 13:19:00 IF99 1 2330.20 2322.40 7.7999999999997 175.83 2044.18 -0.003
2014-01-02 10:47:00 2014-01-02 11:22:00 IF99 1 2320.80 2330.20 9.3999999999996 55.81 2524.23 0.004
2014-01-02 10:43:00 2014-01-02 10:47:00 IF99 1 2328.00 2320.80 7.1999999999998 175.79 1864.20 -0.003
2014-01-02 10:40:00 2014-01-02 10:43:00 IF99 1 2324.60 2328.00 3.4000000000001 55.83 724.14 0.001
2014-01-02 10:21:00 2014-01-02 10:40:00 IF99 1 2328.20 2324.60 3.5999999999999 175.83 784.20 -0.002
2014-01-02 10:18:00 2014-01-02 10:21:00 IF99 1 2325.00 2328.20 3.1999999999998 55.84 664.22 0.001
2014-01-02 10:05:00 2014-01-02 10:18:00 IF99 1 2335.60 2325.00 10.6 175.93 2884.10 -0.005
2014-01-02 09:40:00 2014-01-02 10:05:00 IF99 1 2332.80 2335.60 2.7999999999997 56.02 543.99 0.001
2014-01-02 09:38:00 2014-01-02 09:40:00 IF99 1 2334.20 2332.80 1.3999999999996 176.00 124.04 -0.001
2014-01-02 09:37:00 2014-01-02 09:38:00 IF99 1 2333.00 2334.20 1.1999999999998 56.01 64.05 0.001
2014-01-02 09:35:00 2014-01-02 09:37:00 IF99 1 2338.00 2333.00 5 176.05 1203.95 -0.002
2014-01-02 09:29:00 2014-01-02 09:35:00 IF99 1 2335.20 2338.00 2.8000000000002 56.08 543.86 0.001
2014-01-02 09:21:00 2014-01-02 09:29:00 IF99 1 2336.40 2335.20 1.2000000000003 176.06 63.93 -0.001
2014-01-02 09:17:00 2014-01-02 09:21:00 IF99 1 2328.80 2336.40 7.5999999999999 55.98 1984.05 0.003
2013-12-31 14:55:00 2013-12-31 15:14:00 IF99 1 2346.40 2339.60 6.8000000000002 176.23 1743.78 -0.003