模拟交易第一天正常，第二天报错
由bqkul07v创建，最终由small_q 被浏览 34 用户
我的策略代码在提交的时候可以成功生成一次信号，并微信推送。但是第二天就无法自动更新了。会报错（附在后面）。第二天重新提交一个模拟交易也是可以运行的。说明问题出在模拟交易的第二天。
我在m4_handle_data_bigquant_run的第一行就有一个print，由此我确定程序没有进入这个函数。
我的初始化部分如下：
tmp = dai.query("""
SELECT date, instrument
FROM cn_stock_bar1d
WHERE date >= '2024-01-29'
AND date <= '2024-01-29'
""").df()
def to_backtest_df(df):
df = df.copy()
df['date'] = df['date'].dt.strftime('%Y-%m-%d')
return df
tmp = to_backtest_df(tmp)
instruments_list = list(
tmp['instrument'].unique()
)
instruments = {
'market': 'CN_STOCK_A',
'instruments': instruments_list,
'start_date': tmp['date'].min(),
'end_date': tmp['date'].max()
}
# 省略一部分
m4 = M.hftrade.v2(
instruments=instruments,
options_data=calc, # 这个是一个我我在内部调用的函数，为了方便使用从这里传进来了
start_date='',
end_date='',
initialize=m4_initialize_bigquant_run,
before_trading_start=m4_before_trading_start_bigquant_run,
handle_tick=m4_handle_tick_bigquant_run,
handle_data=m4_handle_data_bigquant_run,
handle_trade=m4_handle_trade_bigquant_run,
handle_order=m4_handle_order_bigquant_run,
after_trading=m4_after_trading_bigquant_run,
capital_base=100000000,
frequency='daily',
price_type='真实价格',
product_type='股票',
before_start_days='0',
volume_limit=1,
order_price_field_buy='open',
order_price_field_sell='open',
# order_price_field_buy='vwap_1',
# order_price_field_sell='vwap_1',
benchmark='000300.SH',
plot_charts=True,
disable_cache=False,
replay_bdb=False,
show_debug_info=False,
backtest_only=False
)
由于一直使用纯代码开发，我对api不太熟悉（顺便建议完善纯代码开发的文档………..）。我使用回测引擎的时候，是从可视化生成的代码复制过来并且改的，所以用法有些混乱，而且我不知道对不对。我的代码是可以成功回测的。刚才去看了可视化生成的代码，发现勾选绑定实盘时，日期会变成T.live_run_param。我不知道模拟交易失败是否与我的代码没有这样写有关。（在m4_handle_data_bigquant_run的内部，我使用data.current_dt计算当天的信号。我的代码内部没有用到回测引擎传入的instruments。
具体报错如下：
任务名称：test_strategy
任务ID：acba9928-438b-4b66-b649-0c8f1783d982
任务类型：模拟交易任务
任务状态：失败
创建时间：2024-01-30 22:14:53
资源规格：K3(8C/32G) 3.2宽币/分钟
2024-01-31 20:43:58
失败
2024-01-31 20:40:11
失败
2024-01-31 17:41:26
失败
2024-01-30 22:14:53
已完成
ID：f0290a92-8eee-466d-9ea3-2f6daaa3ea02
2024-01-31 20:43:58 任务运行开始调度 state=trigger event= acba9928-438b-4b66-b649-0c8f1783d982 ..
2024-01-31 20:44:01 任务运行状态更新 state=scheduled event=20240131 acba9928-438b-4b66-b649-0c8f1783d982
2024-01-31 20:44:04 任务运行状态更新 state=running event=20240131 acba9928-438b-4b66-b649-0c8f1783d982
2024-01-31 20:44:04 [info ] run task_id='acba9928-438b-4b66-b649-0c8f1783d982' ..
2024-01-31 20:44:04 [info ] fetch task acba9928-438b-4b66-b649-0c8f1783d982 ..
2024-01-31 20:44:04 [info ] start acba9928-438b-4b66-b649-0c8f1783d982.ipynb ..
/home/aiuser/.ipython/profile_default/startup/000-aistudio.py:217: DeprecationWarning: This module is deprecated. Please use `from bigdatasource.api import D`.
return original_import(name, globals, locals, fromlist, level)
/home/aiuser/.ipython/profile_default/startup/000-aistudio.py:217: DeprecationWarning: Using or importing the ABCs from 'collections' instead of from 'collections.abc' is deprecated since Python 3.3, and in 3.10 it will stop working
return original_import(name, globals, locals, fromlist, level)
/home/aiuser/.ipython/profile_default/startup/000-aistudio.py:217: MovedIn20Warning: Deprecated API features detected! These feature(s) are not compatible with SQLAlchemy 2.0. To prevent incompatible upgrades prior to updating applications, ensure requirements files are pinned to "sqlalchemy<2.0". Set environment variable SQLALCHEMY_WARN_20=1 to show all deprecation warnings. Set environment variable SQLALCHEMY_SILENCE_UBER_WARNING=1 to silence this message. (Background on SQLAlchemy 2.0 at: https://sqlalche.me/e/b8d9)
return original_import(name, globals, locals, fromlist, level)
[2024-01-31 20:44:14.671142] INFO: hfpapertrading:741054399.py:489:<module> hfpapertrading.V2.0.10 is_try_run=True, trading_day=2024-01-31, strategy_id=acba9928-438b-4b66-b649-0c8f1783d982, strategy_name=test_strategy
[2024-01-31 20:44:14.674473] INFO: hfpapertrading:741054399.py:489:<module> init options_data:<function calc at 0x7f93cf2cc4c0>
[2024-01-31 20:44:14.684293] INFO: hfpapertrading:741054399.py:489:<module> bigtrader v1.10.7 2024-01-10
[2024-01-31 20:44:14.735357] INFO: hfpapertrading:741054399.py:489:<module> got 2492 trading_days [datetime.datetime(2024, 12, 25, 0, 0), datetime.datetime(2024, 12, 26, 0, 0), datetime.datetime(2024, 12, 27, 0, 0), datetime.datetime(2024, 12, 30, 0, 0), datetime.datetime(2024, 12, 31, 0, 0)]
[2024-01-31 20:44:14.741406] INFO: hfpapertrading:741054399.py:489:<module> run_date=2024-01-31 is_trading_day=True, next_trading_day=2024-02-01
[2024-01-31 20:44:14.757809] INFO: hfpapertrading:741054399.py:489:<module> got strategy_info={'id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'created_at': '2024-01-30T22:16:18.733304+08:00', 'updated_at': '2024-01-30T22:16:18.733327+08:00', 'space_id': '00000000-0000-0000-0000-000000000000', 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'strategy_name': 'test_strategy', 'strategy_type': '0', 'status': 1, 'account_id': {'17414': '0'}, 'benchmark_instrument': '000300.SH', 'first_benchmark_index': 3245.04, 'first_trading_day': '2024-01-30', 'frequency': '1d', 'extension': {}, 'source': 'saas', 'strategy_params': {'volume_limit': 1, 'order_price_field_buy': 'open', 'order_price_field_sell': 'open'}} by 'acba9928-438b-4b66-b649-0c8f1783d982'
benchmark_data=
date instrument name pre_close open high low \
0 2024-01-30 000300.SH 沪深300指数 3303.96 3283.90 3300.20 3244.97
1 2024-01-31 000300.SH 沪深300指数 3245.04 3231.54 3252.15 3201.93
close volume amount change change_ratio
0 3245.04 143649400 1.995930e+11 -58.92 -0.0178
1 3215.35 153143500 2.153330e+11 -29.69 -0.0091
daily_data dai.DataSource("_85597103a15f4f418e8b8281155a7de5")=
date instrument name adjust_factor pre_close open close \
1235722 2024-01-31 603261.SH 立航科技 1.010171 26.82 26.61 24.15
1235723 2024-01-31 603366.SH 日出东方 2.489398 5.25 5.23 4.98
1235724 2024-01-31 603380.SH 易德龙 1.063657 18.30 18.32 17.46
1235725 2024-01-31 603838.SH 四通股份 2.085134 5.90 6.00 5.48
1235726 2024-01-31 688302.SH 海创药业 1.000000 38.28 37.13 37.20
high low volume deal_number amount change_ratio \
1235722 26.61 24.15 3485900 5907 87202999.00 -0.099553
1235723 5.28 4.94 10567529 18699 53685551.43 -0.051429
1235724 18.65 17.38 1917466 7145 34399792.87 -0.045902
1235725 6.00 5.47 6747600 13713 38024665.00 -0.071186
1235726 39.07 36.87 390687 1323 14712443.07 -0.028213
turn upper_limit lower_limit delist_date
1235722 0.132557 29.50 24.14 NaT
1235723 0.013109 5.78 4.73 NaT
1235724 0.011951 20.13 16.47 NaT
1235725 0.021085 6.49 5.31 NaT
1235726 0.005446 45.94 30.62 NaT
[2024-01-31 20:44:17.490997] INFO: hfpapertrading:741054399.py:489:<module> create_history_data done
[2024-01-31 20:44:17.683872] INFO hfpaper_helper: settle_account_data {'17414': '0'} prev_trading_day=2024-01-30, trading_day=2024-01-31, first_trading_day=2024-01-30
[2024-01-31 20:44:18.110341] INFO hfpaper_helper: get_today_adjusts len_2024-01-30=5103, len_2024-01-31=5103
[2024-01-31 20:44:18.156429] INFO hfpaper_helper: got today_adjusts=['002123.SZ', '002749.SZ']
[2024-01-31 20:44:18.159312] INFO hfpaper_helper: today adjust 002123.SZ, {'date': Timestamp('2024-01-31 00:00:00'), 'adjust_factor': 7.363892399089438, 'prev_adjust_factor': 7.338054180145264, 'adjust_ratio': 0.9964912280701753}
[2024-01-31 20:44:18.161924] INFO hfpaper_helper: today adjust 002749.SZ, {'date': Timestamp('2024-01-31 00:00:00'), 'adjust_factor': 6.978707656556061, 'prev_adjust_factor': 6.8301191329956055, 'adjust_ratio': 0.978708303761533}
[2024-01-31 20:44:18,167] - [settle_daily] - [vmatch_settlement_app.py:70] - INFO: settlement v3.1.6 first_trading_day=2024-01-30, prev_trading_day=2024-01-30, trading_day=2024-01-31, strategy_info=StrategyInfo(id='acba9928-438b-4b66-b649-0c8f1783d982', strategy_name='test_strategy', strategy_type='0', status=1, created_at='2024-01-30T22:16:18.733304+08:00', updated_at='2024-01-30T22:16:18.733327+08:00', creator='036ec074-1281-41f8-9799-46b38d15510b', account_id={'17414': '0'}, space_id='00000000-0000-0000-0000-000000000000', benchmark_instrument='000300.SH', first_benchmark_index=3245.04, first_trading_day='2024-01-30', frequency='1d', extension={}, source='saas', strategy_params={'volume_limit': 1, 'order_price_field_buy': 'open', 'order_price_field_sell': 'open'})
[2024-01-31 20:44:18.333703] INFO hfpaper_helper: settlement got prev_perf_data=AccountPerfData(performance_type=0, strategy_id='acba9928-438b-4b66-b649-0c8f1783d982', account_type='0', account_id='17414', trading_day='2024-01-30', trading_day_index=0, total_market_value=0.0, total_margin=0.0, balance=100000000.0, portfolio_value=100000000.0, max_portfolio_value=100000000.0, today_return=0.0, cumulative_return=0.0, annualized_return=0.0, max_drawdown=0.0, benchmark={'close': 3245.04, 'return': -0.017833145679729802, 'cum_return': 0.0, 'instrument': '000300.SH', 'alpha_return': 0.017833145679729802, 'alpha_cum_return': 0.0, 'alpha_max_drawdown': 0.0}, risk_indicator={'ir': 0.0, 'beta': 0.0, 'alpha': 0.0, 'sharpe': 0.0, 'volatility': 0.0}, today_sum_buy_value=0.0, today_sum_sell_value=0.0, today_commission=0.0, total_buy_value=0.0, total_sell_value=0.0, total_commission=0.0, grade=0.0, ten_day_return=-1.0, week_return=-1.0, month_return=-1.0, three_month_return=-1.0, six_month_return=-1.0, year_return=-1.0, total_close_count=0, total_profit_count=0, win_percent=0.0, total_profit_value=0.0, total_loss_value=0.0, pnl_ratio=0.0)
[2024-01-31 20:44:18.365895] INFO hfpaper_helper: settlement got prev_account_cash={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-30', 'currency': 'CNY', 'balance': 100000000.0, 'available': 100000000.0, 'frozen_cash': 0.0, 'total_margin': 0.0, 'total_market_value': 0.0, 'portfolio_value': 100000000.0, 'pre_balance': 100000000.0, 'positions_pnl': 0.0, 'capital_changed': 0.0, 'total_capital_changed': 0.0}
[2024-01-31 20:44:18.388943] INFO hfpaper_helper: settlement got num 0 -> 0 prev positions
[2024-01-31 20:44:18.426857] INFO hfpaper_helper: settlement got planned_order0={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'order_time': '', 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'exchange': 'SH', 'instrument': '600540.SH', 'name': '新赛股份', 'direction': '1', 'offset_flag': '0', 'original_order_qty': 1138900, 'order_qty': 1138900, 'order_price': 4.39, 'order_type': 'U', 'order_status': 10, 'status_msg': 'Generated', 'order_params': None, 'order_dt': '2024-01-31T09:30:00+08:00', 'order_placed_dt': None, 'planned_order_id': '221620595', 'order_key': '', 'entrust_no': '', 'algo_order_id': 0, 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'stop_profit_price': 0.0, 'stop_loss_price': 0.0, 'filled_qty': 0}
[2024-01-31 20:44:18.429642] INFO hfpaper_helper: settlement got planned_order1={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'order_time': '', 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'exchange': 'SZ', 'instrument': '002084.SZ', 'name': '海鸥住工', 'direction': '1', 'offset_flag': '0', 'original_order_qty': 1436700, 'order_qty': 1436700, 'order_price': 3.48, 'order_type': 'U', 'order_status': 10, 'status_msg': 'Generated', 'order_params': None, 'order_dt': '2024-01-31T09:30:00+08:00', 'order_placed_dt': None, 'planned_order_id': '221620596', 'order_key': '', 'entrust_no': '', 'algo_order_id': 0, 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'stop_profit_price': 0.0, 'stop_loss_price': 0.0, 'filled_qty': 0}
[2024-01-31 20:44:18.432299] INFO hfpaper_helper: settlement got planned_order2={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'order_time': '', 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'exchange': 'SZ', 'instrument': '002817.SZ', 'name': '黄山胶囊', 'direction': '1', 'offset_flag': '0', 'original_order_qty': 701200, 'order_qty': 701200, 'order_price': 7.13, 'order_type': 'U', 'order_status': 10, 'status_msg': 'Generated', 'order_params': None, 'order_dt': '2024-01-31T09:30:00+08:00', 'order_placed_dt': None, 'planned_order_id': '221620597', 'order_key': '', 'entrust_no': '', 'algo_order_id': 0, 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'stop_profit_price': 0.0, 'stop_loss_price': 0.0, 'filled_qty': 0}
[2024-01-31 20:44:18.434961] INFO hfpaper_helper: settlement got planned_order3={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'order_time': '', 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'exchange': 'SZ', 'instrument': '000757.SZ', 'name': '浩物股份', 'direction': '1', 'offset_flag': '0', 'original_order_qty': 1231500, 'order_qty': 1231500, 'order_price': 4.06, 'order_type': 'U', 'order_status': 10, 'status_msg': 'Generated', 'order_params': None, 'order_dt': '2024-01-31T09:30:00+08:00', 'order_placed_dt': None, 'planned_order_id': '221620598', 'order_key': '', 'entrust_no': '', 'algo_order_id': 0, 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'stop_profit_price': 0.0, 'stop_loss_price': 0.0, 'filled_qty': 0}
[2024-01-31 20:44:18.437629] INFO hfpaper_helper: settlement got planned_order4={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'order_time': '', 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'exchange': 'SZ', 'instrument': '002593.SZ', 'name': '日上集团', 'direction': '1', 'offset_flag': '0', 'original_order_qty': 1396600, 'order_qty': 1396600, 'order_price': 3.58, 'order_type': 'U', 'order_status': 10, 'status_msg': 'Generated', 'order_params': None, 'order_dt': '2024-01-31T09:30:00+08:00', 'order_placed_dt': None, 'planned_order_id': '221620599', 'order_key': '', 'entrust_no': '', 'algo_order_id': 0, 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'stop_profit_price': 0.0, 'stop_loss_price': 0.0, 'filled_qty': 0}
[2024-01-31 20:44:18.440269] INFO hfpaper_helper: settlement got planned_order5={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'order_time': '', 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'exchange': 'SH', 'instrument': '603029.SH', 'name': '天鹅股份', 'direction': '1', 'offset_flag': '0', 'original_order_qty': 288000, 'order_qty': 288000, 'order_price': 17.36, 'order_type': 'U', 'order_status': 10, 'status_msg': 'Generated', 'order_params': None, 'order_dt': '2024-01-31T09:30:00+08:00', 'order_placed_dt': None, 'planned_order_id': '221620600', 'order_key': '', 'entrust_no': '', 'algo_order_id': 0, 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'stop_profit_price': 0.0, 'stop_loss_price': 0.0, 'filled_qty': 0}
[2024-01-31 20:44:18.442937] INFO hfpaper_helper: settlement got planned_order6={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'order_time': '', 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'exchange': 'SH', 'instrument': '603214.SH', 'name': '爱婴室', 'direction': '1', 'offset_flag': '0', 'original_order_qty': 359900, 'order_qty': 359900, 'order_price': 13.89, 'order_type': 'U', 'order_status': 10, 'status_msg': 'Generated', 'order_params': None, 'order_dt': '2024-01-31T09:30:00+08:00', 'order_placed_dt': None, 'planned_order_id': '221620601', 'order_key': '', 'entrust_no': '', 'algo_order_id': 0, 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'stop_profit_price': 0.0, 'stop_loss_price': 0.0, 'filled_qty': 0}
[2024-01-31 20:44:18.445643] INFO hfpaper_helper: settlement got planned_order7={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'order_time': '', 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'exchange': 'SH', 'instrument': '600798.SH', 'name': '宁波海运', 'direction': '1', 'offset_flag': '0', 'original_order_qty': 1424500, 'order_qty': 1424500, 'order_price': 3.51, 'order_type': 'U', 'order_status': 10, 'status_msg': 'Generated', 'order_params': None, 'order_dt': '2024-01-31T09:30:00+08:00', 'order_placed_dt': None, 'planned_order_id': '221620602', 'order_key': '', 'entrust_no': '', 'algo_order_id': 0, 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'stop_profit_price': 0.0, 'stop_loss_price': 0.0, 'filled_qty': 0}
[2024-01-31 20:44:18.448398] INFO hfpaper_helper: settlement got planned_order8={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'order_time': '', 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'exchange': 'SH', 'instrument': '600249.SH', 'name': '两面针', 'direction': '1', 'offset_flag': '0', 'original_order_qty': 961500, 'order_qty': 961500, 'order_price': 5.2, 'order_type': 'U', 'order_status': 10, 'status_msg': 'Generated', 'order_params': None, 'order_dt': '2024-01-31T09:30:00+08:00', 'order_placed_dt': None, 'planned_order_id': '221620603', 'order_key': '', 'entrust_no': '', 'algo_order_id': 0, 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'stop_profit_price': 0.0, 'stop_loss_price': 0.0, 'filled_qty': 0}
[2024-01-31 20:44:18.451062] INFO hfpaper_helper: settlement got planned_order9={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'order_time': '', 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'exchange': 'SH', 'instrument': '603822.SH', 'name': '嘉澳环保', 'direction': '1', 'offset_flag': '0', 'original_order_qty': 222400, 'order_qty': 222400, 'order_price': 22.4801, 'order_type': 'U', 'order_status': 10, 'status_msg': 'Generated', 'order_params': None, 'order_dt': '2024-01-31T09:30:00+08:00', 'order_placed_dt': None, 'planned_order_id': '221620604', 'order_key': '', 'entrust_no': '', 'algo_order_id': 0, 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'stop_profit_price': 0.0, 'stop_loss_price': 0.0, 'filled_qty': 0}
[2024-01-31 20:44:18.453732] INFO hfpaper_helper: settlement got planned_order10={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'order_time': '', 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'exchange': 'SH', 'instrument': '603817.SH', 'name': '海峡环保', 'direction': '1', 'offset_flag': '0', 'original_order_qty': 846000, 'order_qty': 846000, 'order_price': 5.91, 'order_type': 'U', 'order_status': 10, 'status_msg': 'Generated', 'order_params': None, 'order_dt': '2024-01-31T09:30:00+08:00', 'order_placed_dt': None, 'planned_order_id': '221620605', 'order_key': '', 'entrust_no': '', 'algo_order_id': 0, 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'stop_profit_price': 0.0, 'stop_loss_price': 0.0, 'filled_qty': 0}
[2024-01-31 20:44:18.456469] INFO hfpaper_helper: settlement got planned_order11={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'order_time': '', 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'exchange': 'SZ', 'instrument': '002661.SZ', 'name': '克明食品', 'direction': '1', 'offset_flag': '0', 'original_order_qty': 606000, 'order_qty': 606000, 'order_price': 8.25, 'order_type': 'U', 'order_status': 10, 'status_msg': 'Generated', 'order_params': None, 'order_dt': '2024-01-31T09:30:00+08:00', 'order_placed_dt': None, 'planned_order_id': '221620606', 'order_key': '', 'entrust_no': '', 'algo_order_id': 0, 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'stop_profit_price': 0.0, 'stop_loss_price': 0.0, 'filled_qty': 0}
[2024-01-31 20:44:18.459204] INFO hfpaper_helper: settlement got planned_order12={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'order_time': '', 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'exchange': 'SZ', 'instrument': '002796.SZ', 'name': '世嘉科技', 'direction': '1', 'offset_flag': '0', 'original_order_qty': 534100, 'order_qty': 534100, 'order_price': 9.36, 'order_type': 'U', 'order_status': 10, 'status_msg': 'Generated', 'order_params': None, 'order_dt': '2024-01-31T09:30:00+08:00', 'order_placed_dt': None, 'planned_order_id': '221620607', 'order_key': '', 'entrust_no': '', 'algo_order_id': 0, 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'stop_profit_price': 0.0, 'stop_loss_price': 0.0, 'filled_qty': 0}
[2024-01-31 20:44:18.461579] INFO hfpaper_helper: settlement got planned_order13={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'order_time': '', 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'exchange': 'SZ', 'instrument': '001316.SZ', 'name': '润贝航科', 'direction': '1', 'offset_flag': '0', 'original_order_qty': 164900, 'order_qty': 164900, 'order_price': 30.32, 'order_type': 'U', 'order_status': 10, 'status_msg': 'Generated', 'order_params': None, 'order_dt': '2024-01-31T09:30:00+08:00', 'order_placed_dt': None, 'planned_order_id': '221620608', 'order_key': '', 'entrust_no': '', 'algo_order_id': 0, 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'stop_profit_price': 0.0, 'stop_loss_price': 0.0, 'filled_qty': 0}
[2024-01-31 20:44:18.463741] INFO hfpaper_helper: settlement got planned_order14={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'order_time': '', 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'exchange': 'SZ', 'instrument': '002628.SZ', 'name': '成都路桥', 'direction': '1', 'offset_flag': '0', 'original_order_qty': 1612900, 'order_qty': 1612900, 'order_price': 3.1, 'order_type': 'U', 'order_status': 10, 'status_msg': 'Generated', 'order_params': None, 'order_dt': '2024-01-31T09:30:00+08:00', 'order_placed_dt': None, 'planned_order_id': '221620609', 'order_key': '', 'entrust_no': '', 'algo_order_id': 0, 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'stop_profit_price': 0.0, 'stop_loss_price': 0.0, 'filled_qty': 0}
[2024-01-31 20:44:18.465893] INFO hfpaper_helper: settlement got planned_order15={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'order_time': '', 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'exchange': 'SH', 'instrument': '600533.SH', 'name': '栖霞建设', 'direction': '1', 'offset_flag': '0', 'original_order_qty': 1748200, 'order_qty': 1748200, 'order_price': 2.86, 'order_type': 'U', 'order_status': 10, 'status_msg': 'Generated', 'order_params': None, 'order_dt': '2024-01-31T09:30:00+08:00', 'order_placed_dt': None, 'planned_order_id': '221620610', 'order_key': '', 'entrust_no': '', 'algo_order_id': 0, 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'stop_profit_price': 0.0, 'stop_loss_price': 0.0, 'filled_qty': 0}
[2024-01-31 20:44:18.468049] INFO hfpaper_helper: settlement got planned_order16={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'order_time': '', 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'exchange': 'SH', 'instrument': '600731.SH', 'name': '湖南海利', 'direction': '1', 'offset_flag': '0', 'original_order_qty': 850300, 'order_qty': 850300, 'order_price': 5.88, 'order_type': 'U', 'order_status': 10, 'status_msg': 'Generated', 'order_params': None, 'order_dt': '2024-01-31T09:30:00+08:00', 'order_placed_dt': None, 'planned_order_id': '221620611', 'order_key': '', 'entrust_no': '', 'algo_order_id': 0, 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'stop_profit_price': 0.0, 'stop_loss_price': 0.0, 'filled_qty': 0}
[2024-01-31 20:44:18.470223] INFO hfpaper_helper: settlement got planned_order17={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'order_time': '', 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'exchange': 'SH', 'instrument': '603189.SH', 'name': '网达软件', 'direction': '1', 'offset_flag': '0', 'original_order_qty': 391500, 'order_qty': 391500, 'order_price': 12.77, 'order_type': 'U', 'order_status': 10, 'status_msg': 'Generated', 'order_params': None, 'order_dt': '2024-01-31T09:30:00+08:00', 'order_placed_dt': None, 'planned_order_id': '221620612', 'order_key': '', 'entrust_no': '', 'algo_order_id': 0, 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'stop_profit_price': 0.0, 'stop_loss_price': 0.0, 'filled_qty': 0}
[2024-01-31 20:44:18.472388] INFO hfpaper_helper: settlement got planned_order18={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'order_time': '', 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'exchange': 'SZ', 'instrument': '002360.SZ', 'name': '同德化工', 'direction': '1', 'offset_flag': '0', 'original_order_qty': 789800, 'order_qty': 789800, 'order_price': 6.33, 'order_type': 'U', 'order_status': 10, 'status_msg': 'Generated', 'order_params': None, 'order_dt': '2024-01-31T09:30:00+08:00', 'order_placed_dt': None, 'planned_order_id': '221620613', 'order_key': '', 'entrust_no': '', 'algo_order_id': 0, 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'stop_profit_price': 0.0, 'stop_loss_price': 0.0, 'filled_qty': 0}
[2024-01-31 20:44:18.474528] INFO hfpaper_helper: settlement got planned_order19={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'order_time': '', 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'exchange': 'SZ', 'instrument': '002369.SZ', 'name': '卓翼科技', 'direction': '1', 'offset_flag': '0', 'original_order_qty': 1126100, 'order_qty': 1126100, 'order_price': 4.44, 'order_type': 'U', 'order_status': 10, 'status_msg': 'Generated', 'order_params': None, 'order_dt': '2024-01-31T09:30:00+08:00', 'order_placed_dt': None, 'planned_order_id': '221620614', 'order_key': '', 'entrust_no': '', 'algo_order_id': 0, 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'stop_profit_price': 0.0, 'stop_loss_price': 0.0, 'filled_qty': 0}
[2024-01-31 20:44:18,476] - [settle_daily] - [vmatch_settlement_app.py:104] - INFO: set_prev_account_cash_positions for account_id=17414
[2024-01-31 20:44:18,478] - [settle_daily] - [vmatch_settlement_app.py:164] - INFO: ======== run settlement strategy_id='acba9928-438b-4b66-b649-0c8f1783d982' begin ========
[2024-01-31 20:44:18,481] - [settle_daily] - [vmatch_settlement_app.py:166] - INFO: ======== run settlement account_info=AccountInfo(account_type='0', account_id='17414', broker_id=None, account_name='bqkul07v', creator='036ec074-1281-41f8-9799-46b38d15510b', created_at='2024-01-30T22:16:18.669676+08:00', updated_at='2024-01-30T22:16:18.672079+08:00', password='ZiWT1fov', password_type=0, status=1, initial_capital=100000000.0, trading_rights=None, market_data_rights=None, risk_params={}, trade_mode=0)
[2024-01-31 20:44:18,483] - [settle_daily] - [vmatch_settlement_app.py:183] - INFO: settle_trading_account('0',17414,2024-01-31) begin
[2024-01-31 20:44:18,485] - [settle_daily] - [vmatch_settlement_app.py:217] - INFO: got dividend_cash=0.0, now balance=100000000.0
[2024-01-31 20:44:18,487] - [settle_daily] - [vmatch_settlement_app.py:236] - INFO: settle_trading_account '17414' volume_limit=1, order_price_field_buy=open, order_price_field_sell=open
2024-01-31 20:44:18.491626 get_value(600540.SH, price_limit_status) at dt=2024-01-31, err='price_limit_status'
2024-01-31 20:44:18.502350 get_value(002084.SZ, price_limit_status) at dt=2024-01-31, err='price_limit_status'
2024-01-31 20:44:18.512821 get_value(002817.SZ, price_limit_status) at dt=2024-01-31, err='price_limit_status'
2024-01-31 20:44:18.523234 get_value(000757.SZ, price_limit_status) at dt=2024-01-31, err='price_limit_status'
2024-01-31 20:44:18.533661 get_value(002593.SZ, price_limit_status) at dt=2024-01-31, err='price_limit_status'
2024-01-31 20:44:18.543985 get_value(603029.SH, price_limit_status) at dt=2024-01-31, err='price_limit_status'
2024-01-31 20:44:18.554297 get_value(603214.SH, price_limit_status) at dt=2024-01-31, err='price_limit_status'
2024-01-31 20:44:18.564727 get_value(600798.SH, price_limit_status) at dt=2024-01-31, err='price_limit_status'
2024-01-31 20:44:18.574895 get_value(600249.SH, price_limit_status) at dt=2024-01-31, err='price_limit_status'
2024-01-31 20:44:18.585189 get_value(603822.SH, price_limit_status) at dt=2024-01-31, err='price_limit_status'
2024-01-31 20:44:18.595528 get_value(603817.SH, price_limit_status) at dt=2024-01-31, err='price_limit_status'
2024-01-31 20:44:18.605805 get_value(002661.SZ, price_limit_status) at dt=2024-01-31, err='price_limit_status'
2024-01-31 20:44:18.616086 get_value(002796.SZ, price_limit_status) at dt=2024-01-31, err='price_limit_status'
2024-01-31 20:44:18.626342 get_value(001316.SZ, price_limit_status) at dt=2024-01-31, err='price_limit_status'
2024-01-31 20:44:18.636669 get_value(002628.SZ, price_limit_status) at dt=2024-01-31, err='price_limit_status'
2024-01-31 20:44:18.647053 get_value(600533.SH, price_limit_status) at dt=2024-01-31, err='price_limit_status'
2024-01-31 20:44:18.657442 get_value(600731.SH, price_limit_status) at dt=2024-01-31, err='price_limit_status'
2024-01-31 20:44:18.667784 get_value(603189.SH, price_limit_status) at dt=2024-01-31, err='price_limit_status'
2024-01-31 20:44:18.678198 get_value(002360.SZ, price_limit_status) at dt=2024-01-31, err='price_limit_status'
2024-01-31 20:44:18.688581 get_value(002369.SZ, price_limit_status) at dt=2024-01-31, err='price_limit_status'
[2024-01-31 20:44:18,720] - [settle_daily] - [vmatch_settlement_app.py:247] - INFO: settlement got vmatch trade0={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SH', 'instrument': '600540.SH', 'name': '新赛股份', 'direction': '1', 'offset_flag': '0', 'filled_qty': 1138900, 'filled_price': 4.38, 'filled_money': 4988382.0, 'trade_type': '0', 'hedge_flag': '1', 'trade_dt': '2024-01-31T09:30:00+08:00', 'trade_id': '', 'order_key': 1312044184902, 'order_sysid': '1312044184902', 'entrust_no': '1312044184902', 'algo_order_id': 1312044184902, 'commission': 498.84, 'realized_pnl': 0.0, 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'trading_code': '', 'margin': 0.0, 'order_price': 0.0, 'order_qty': 1138900}
[2024-01-31 20:44:18,723] - [settle_daily] - [vmatch_settlement_app.py:247] - INFO: settlement got vmatch trade1={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SZ', 'instrument': '002084.SZ', 'name': '海鸥住工', 'direction': '1', 'offset_flag': '0', 'filled_qty': 1436700, 'filled_price': 3.43, 'filled_money': 4927881.0, 'trade_type': '0', 'hedge_flag': '1', 'trade_dt': '2024-01-31T09:30:00+08:00', 'trade_id': '', 'order_key': 1312044184903, 'order_sysid': '1312044184903', 'entrust_no': '1312044184903', 'algo_order_id': 1312044184903, 'commission': 492.79, 'realized_pnl': 0.0, 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'trading_code': '', 'margin': 0.0, 'order_price': 0.0, 'order_qty': 1436700}
[2024-01-31 20:44:18,725] - [settle_daily] - [vmatch_settlement_app.py:247] - INFO: settlement got vmatch trade2={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SZ', 'instrument': '002817.SZ', 'name': '黄山胶囊', 'direction': '1', 'offset_flag': '0', 'filled_qty': 701200, 'filled_price': 7.23, 'filled_money': 5069676.0, 'trade_type': '0', 'hedge_flag': '1', 'trade_dt': '2024-01-31T09:30:00+08:00', 'trade_id': '', 'order_key': 1312044184904, 'order_sysid': '1312044184904', 'entrust_no': '1312044184904', 'algo_order_id': 1312044184904, 'commission': 506.97, 'realized_pnl': 0.0, 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'trading_code': '', 'margin': 0.0, 'order_price': 0.0, 'order_qty': 701200}
[2024-01-31 20:44:18,728] - [settle_daily] - [vmatch_settlement_app.py:247] - INFO: settlement got vmatch trade3={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SZ', 'instrument': '000757.SZ', 'name': '浩物股份', 'direction': '1', 'offset_flag': '0', 'filled_qty': 1231500, 'filled_price': 4.07, 'filled_money': 5012205.0, 'trade_type': '0', 'hedge_flag': '1', 'trade_dt': '2024-01-31T09:30:00+08:00', 'trade_id': '', 'order_key': 1312044184905, 'order_sysid': '1312044184905', 'entrust_no': '1312044184905', 'algo_order_id': 1312044184905, 'commission': 501.22, 'realized_pnl': 0.0, 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'trading_code': '', 'margin': 0.0, 'order_price': 0.0, 'order_qty': 1231500}
[2024-01-31 20:44:18,730] - [settle_daily] - [vmatch_settlement_app.py:247] - INFO: settlement got vmatch trade4={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SZ', 'instrument': '002593.SZ', 'name': '日上集团', 'direction': '1', 'offset_flag': '0', 'filled_qty': 1396600, 'filled_price': 3.55, 'filled_money': 4957930.0, 'trade_type': '0', 'hedge_flag': '1', 'trade_dt': '2024-01-31T09:30:00+08:00', 'trade_id': '', 'order_key': 1312044184906, 'order_sysid': '1312044184906', 'entrust_no': '1312044184906', 'algo_order_id': 1312044184906, 'commission': 495.79, 'realized_pnl': 0.0, 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'trading_code': '', 'margin': 0.0, 'order_price': 0.0, 'order_qty': 1396600}
[2024-01-31 20:44:18,733] - [settle_daily] - [vmatch_settlement_app.py:247] - INFO: settlement got vmatch trade5={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SH', 'instrument': '603029.SH', 'name': '天鹅股份', 'direction': '1', 'offset_flag': '0', 'filled_qty': 288000, 'filled_price': 17.2, 'filled_money': 4953600.0, 'trade_type': '0', 'hedge_flag': '1', 'trade_dt': '2024-01-31T09:30:00+08:00', 'trade_id': '', 'order_key': 1312044184907, 'order_sysid': '1312044184907', 'entrust_no': '1312044184907', 'algo_order_id': 1312044184907, 'commission': 495.36, 'realized_pnl': 0.0, 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'trading_code': '', 'margin': 0.0, 'order_price': 0.0, 'order_qty': 288000}
[2024-01-31 20:44:18,735] - [settle_daily] - [vmatch_settlement_app.py:247] - INFO: settlement got vmatch trade6={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SH', 'instrument': '603214.SH', 'name': '爱婴室', 'direction': '1', 'offset_flag': '0', 'filled_qty': 359900, 'filled_price': 13.88, 'filled_money': 4995412.0, 'trade_type': '0', 'hedge_flag': '1', 'trade_dt': '2024-01-31T09:30:00+08:00', 'trade_id': '', 'order_key': 1312044184908, 'order_sysid': '1312044184908', 'entrust_no': '1312044184908', 'algo_order_id': 1312044184908, 'commission': 499.54, 'realized_pnl': 0.0, 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'trading_code': '', 'margin': 0.0, 'order_price': 0.0, 'order_qty': 359900}
[2024-01-31 20:44:18,737] - [settle_daily] - [vmatch_settlement_app.py:247] - INFO: settlement got vmatch trade7={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SH', 'instrument': '600798.SH', 'name': '宁波海运', 'direction': '1', 'offset_flag': '0', 'filled_qty': 1424500, 'filled_price': 3.47, 'filled_money': 4943015.0, 'trade_type': '0', 'hedge_flag': '1', 'trade_dt': '2024-01-31T09:30:00+08:00', 'trade_id': '', 'order_key': 1312044184909, 'order_sysid': '1312044184909', 'entrust_no': '1312044184909', 'algo_order_id': 1312044184909, 'commission': 494.3, 'realized_pnl': 0.0, 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'trading_code': '', 'margin': 0.0, 'order_price': 0.0, 'order_qty': 1424500}
[2024-01-31 20:44:18,740] - [settle_daily] - [vmatch_settlement_app.py:247] - INFO: settlement got vmatch trade8={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SH', 'instrument': '600249.SH', 'name': '两面针', 'direction': '1', 'offset_flag': '0', 'filled_qty': 961500, 'filled_price': 5.17, 'filled_money': 4970955.0, 'trade_type': '0', 'hedge_flag': '1', 'trade_dt': '2024-01-31T09:30:00+08:00', 'trade_id': '', 'order_key': 1312044184910, 'order_sysid': '1312044184910', 'entrust_no': '1312044184910', 'algo_order_id': 1312044184910, 'commission': 497.1, 'realized_pnl': 0.0, 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'trading_code': '', 'margin': 0.0, 'order_price': 0.0, 'order_qty': 961500}
[2024-01-31 20:44:18,742] - [settle_daily] - [vmatch_settlement_app.py:247] - INFO: settlement got vmatch trade9={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SH', 'instrument': '603822.SH', 'name': '嘉澳环保', 'direction': '1', 'offset_flag': '0', 'filled_qty': 222400, 'filled_price': 22.59, 'filled_money': 5024016.0, 'trade_type': '0', 'hedge_flag': '1', 'trade_dt': '2024-01-31T09:30:00+08:00', 'trade_id': '', 'order_key': 1312044184911, 'order_sysid': '1312044184911', 'entrust_no': '1312044184911', 'algo_order_id': 1312044184911, 'commission': 502.4, 'realized_pnl': 0.0, 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'trading_code': '', 'margin': 0.0, 'order_price': 0.0, 'order_qty': 222400}
[2024-01-31 20:44:18,745] - [settle_daily] - [vmatch_settlement_app.py:247] - INFO: settlement got vmatch trade10={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SH', 'instrument': '603817.SH', 'name': '海峡环保', 'direction': '1', 'offset_flag': '0', 'filled_qty': 846000, 'filled_price': 5.89, 'filled_money': 4982940.0, 'trade_type': '0', 'hedge_flag': '1', 'trade_dt': '2024-01-31T09:30:00+08:00', 'trade_id': '', 'order_key': 1312044184912, 'order_sysid': '1312044184912', 'entrust_no': '1312044184912', 'algo_order_id': 1312044184912, 'commission': 498.29, 'realized_pnl': 0.0, 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'trading_code': '', 'margin': 0.0, 'order_price': 0.0, 'order_qty': 846000}
[2024-01-31 20:44:18,747] - [settle_daily] - [vmatch_settlement_app.py:247] - INFO: settlement got vmatch trade11={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SZ', 'instrument': '002661.SZ', 'name': '克明食品', 'direction': '1', 'offset_flag': '0', 'filled_qty': 606000, 'filled_price': 8.25, 'filled_money': 4999500.0, 'trade_type': '0', 'hedge_flag': '1', 'trade_dt': '2024-01-31T09:30:00+08:00', 'trade_id': '', 'order_key': 1312044184913, 'order_sysid': '1312044184913', 'entrust_no': '1312044184913', 'algo_order_id': 1312044184913, 'commission': 499.95, 'realized_pnl': 0.0, 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'trading_code': '', 'margin': 0.0, 'order_price': 0.0, 'order_qty': 606000}
[2024-01-31 20:44:18,749] - [settle_daily] - [vmatch_settlement_app.py:247] - INFO: settlement got vmatch trade12={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SZ', 'instrument': '002796.SZ', 'name': '世嘉科技', 'direction': '1', 'offset_flag': '0', 'filled_qty': 534100, 'filled_price': 9.2, 'filled_money': 4913720.0, 'trade_type': '0', 'hedge_flag': '1', 'trade_dt': '2024-01-31T09:30:00+08:00', 'trade_id': '', 'order_key': 1312044184914, 'order_sysid': '1312044184914', 'entrust_no': '1312044184914', 'algo_order_id': 1312044184914, 'commission': 491.37, 'realized_pnl': 0.0, 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'trading_code': '', 'margin': 0.0, 'order_price': 0.0, 'order_qty': 534100}
[2024-01-31 20:44:18,752] - [settle_daily] - [vmatch_settlement_app.py:247] - INFO: settlement got vmatch trade13={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SZ', 'instrument': '001316.SZ', 'name': '润贝航科', 'direction': '1', 'offset_flag': '0', 'filled_qty': 164900, 'filled_price': 30.25, 'filled_money': 4988225.0, 'trade_type': '0', 'hedge_flag': '1', 'trade_dt': '2024-01-31T09:30:00+08:00', 'trade_id': '', 'order_key': 1312044184915, 'order_sysid': '1312044184915', 'entrust_no': '1312044184915', 'algo_order_id': 1312044184915, 'commission': 498.82, 'realized_pnl': 0.0, 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'trading_code': '', 'margin': 0.0, 'order_price': 0.0, 'order_qty': 164900}
[2024-01-31 20:44:18,754] - [settle_daily] - [vmatch_settlement_app.py:247] - INFO: settlement got vmatch trade14={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SZ', 'instrument': '002628.SZ', 'name': '成都路桥', 'direction': '1', 'offset_flag': '0', 'filled_qty': 1612900, 'filled_price': 3.1, 'filled_money': 4999990.0, 'trade_type': '0', 'hedge_flag': '1', 'trade_dt': '2024-01-31T09:30:00+08:00', 'trade_id': '', 'order_key': 1312044184916, 'order_sysid': '1312044184916', 'entrust_no': '1312044184916', 'algo_order_id': 1312044184916, 'commission': 500.0, 'realized_pnl': 0.0, 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'trading_code': '', 'margin': 0.0, 'order_price': 0.0, 'order_qty': 1612900}
[2024-01-31 20:44:18,757] - [settle_daily] - [vmatch_settlement_app.py:247] - INFO: settlement got vmatch trade15={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SH', 'instrument': '600533.SH', 'name': '栖霞建设', 'direction': '1', 'offset_flag': '0', 'filled_qty': 1748200, 'filled_price': 2.83, 'filled_money': 4947406.0, 'trade_type': '0', 'hedge_flag': '1', 'trade_dt': '2024-01-31T09:30:00+08:00', 'trade_id': '', 'order_key': 1312044184917, 'order_sysid': '1312044184917', 'entrust_no': '1312044184917', 'algo_order_id': 1312044184917, 'commission': 494.74, 'realized_pnl': 0.0, 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'trading_code': '', 'margin': 0.0, 'order_price': 0.0, 'order_qty': 1748200}
[2024-01-31 20:44:18,759] - [settle_daily] - [vmatch_settlement_app.py:247] - INFO: settlement got vmatch trade16={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SH', 'instrument': '600731.SH', 'name': '湖南海利', 'direction': '1', 'offset_flag': '0', 'filled_qty': 850300, 'filled_price': 5.83, 'filled_money': 4957249.0, 'trade_type': '0', 'hedge_flag': '1', 'trade_dt': '2024-01-31T09:30:00+08:00', 'trade_id': '', 'order_key': 1312044184918, 'order_sysid': '1312044184918', 'entrust_no': '1312044184918', 'algo_order_id': 1312044184918, 'commission': 495.72, 'realized_pnl': 0.0, 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'trading_code': '', 'margin': 0.0, 'order_price': 0.0, 'order_qty': 850300}
[2024-01-31 20:44:18,761] - [settle_daily] - [vmatch_settlement_app.py:247] - INFO: settlement got vmatch trade17={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SH', 'instrument': '603189.SH', 'name': '网达软件', 'direction': '1', 'offset_flag': '0', 'filled_qty': 391500, 'filled_price': 12.74, 'filled_money': 4987710.0, 'trade_type': '0', 'hedge_flag': '1', 'trade_dt': '2024-01-31T09:30:00+08:00', 'trade_id': '', 'order_key': 1312044184919, 'order_sysid': '1312044184919', 'entrust_no': '1312044184919', 'algo_order_id': 1312044184919, 'commission': 498.77, 'realized_pnl': 0.0, 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'trading_code': '', 'margin': 0.0, 'order_price': 0.0, 'order_qty': 391500}
[2024-01-31 20:44:18,764] - [settle_daily] - [vmatch_settlement_app.py:247] - INFO: settlement got vmatch trade18={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SZ', 'instrument': '002360.SZ', 'name': '同德化工', 'direction': '1', 'offset_flag': '0', 'filled_qty': 789800, 'filled_price': 6.29, 'filled_money': 4967842.0, 'trade_type': '0', 'hedge_flag': '1', 'trade_dt': '2024-01-31T09:30:00+08:00', 'trade_id': '', 'order_key': 1312044184920, 'order_sysid': '1312044184920', 'entrust_no': '1312044184920', 'algo_order_id': 1312044184920, 'commission': 496.78, 'realized_pnl': 0.0, 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'trading_code': '', 'margin': 0.0, 'order_price': 0.0, 'order_qty': 789800}
[2024-01-31 20:44:18,766] - [settle_daily] - [vmatch_settlement_app.py:247] - INFO: settlement got vmatch trade19={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SZ', 'instrument': '002369.SZ', 'name': '卓翼科技', 'direction': '1', 'offset_flag': '0', 'filled_qty': 1126100, 'filled_price': 4.34, 'filled_money': 4887274.0, 'trade_type': '0', 'hedge_flag': '1', 'trade_dt': '2024-01-31T09:30:00+08:00', 'trade_id': '', 'order_key': 1312044184921, 'order_sysid': '1312044184921', 'entrust_no': '1312044184921', 'algo_order_id': 1312044184921, 'commission': 488.73, 'realized_pnl': 0.0, 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'trading_code': '', 'margin': 0.0, 'order_price': 0.0, 'order_qty': 1126100}
[2024-01-31 20:44:18,769] - [settle_daily] - [vmatch_settlement_app.py:252] - INFO: settlement got vmatch order0={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SH', 'instrument': '600540.SH', 'name': '新赛股份', 'direction': '1', 'offset_flag': '0', 'order_qty': 1138900, 'order_price': 4.38, 'average_price': 4.38, 'filled_qty': 1138900, 'filled_dt': '2024-01-31T09:30:00+08:00', 'cancel_dt': None, 'order_status': AllTraded(2), 'status_msg': '全部成交', 'order_type': 'U', 'order_property': '', 'hedge_flag': '1', 'order_dt': '2024-01-31T09:30:00+08:00', 'order_key': '1312044184902', 'order_sysid': '1312044184902', 'entrust_no': '1312044184902', 'algo_order_id': 1312044184902, 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'commission': 498.84, 'realized_pnl': 0.0}
[2024-01-31 20:44:18,771] - [settle_daily] - [vmatch_settlement_app.py:252] - INFO: settlement got vmatch order1={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SZ', 'instrument': '002084.SZ', 'name': '海鸥住工', 'direction': '1', 'offset_flag': '0', 'order_qty': 1436700, 'order_price': 3.43, 'average_price': 3.43, 'filled_qty': 1436700, 'filled_dt': '2024-01-31T09:30:00+08:00', 'cancel_dt': None, 'order_status': AllTraded(2), 'status_msg': '全部成交', 'order_type': 'U', 'order_property': '', 'hedge_flag': '1', 'order_dt': '2024-01-31T09:30:00+08:00', 'order_key': '1312044184903', 'order_sysid': '1312044184903', 'entrust_no': '1312044184903', 'algo_order_id': 1312044184903, 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'commission': 492.79, 'realized_pnl': 0.0}
[2024-01-31 20:44:18,773] - [settle_daily] - [vmatch_settlement_app.py:252] - INFO: settlement got vmatch order2={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SZ', 'instrument': '002817.SZ', 'name': '黄山胶囊', 'direction': '1', 'offset_flag': '0', 'order_qty': 701200, 'order_price': 7.23, 'average_price': 7.23, 'filled_qty': 701200, 'filled_dt': '2024-01-31T09:30:00+08:00', 'cancel_dt': None, 'order_status': AllTraded(2), 'status_msg': '全部成交', 'order_type': 'U', 'order_property': '', 'hedge_flag': '1', 'order_dt': '2024-01-31T09:30:00+08:00', 'order_key': '1312044184904', 'order_sysid': '1312044184904', 'entrust_no': '1312044184904', 'algo_order_id': 1312044184904, 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'commission': 506.97, 'realized_pnl': 0.0}
[2024-01-31 20:44:18,776] - [settle_daily] - [vmatch_settlement_app.py:252] - INFO: settlement got vmatch order3={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SZ', 'instrument': '000757.SZ', 'name': '浩物股份', 'direction': '1', 'offset_flag': '0', 'order_qty': 1231500, 'order_price': 4.07, 'average_price': 4.07, 'filled_qty': 1231500, 'filled_dt': '2024-01-31T09:30:00+08:00', 'cancel_dt': None, 'order_status': AllTraded(2), 'status_msg': '全部成交', 'order_type': 'U', 'order_property': '', 'hedge_flag': '1', 'order_dt': '2024-01-31T09:30:00+08:00', 'order_key': '1312044184905', 'order_sysid': '1312044184905', 'entrust_no': '1312044184905', 'algo_order_id': 1312044184905, 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'commission': 501.22, 'realized_pnl': 0.0}
[2024-01-31 20:44:18,778] - [settle_daily] - [vmatch_settlement_app.py:252] - INFO: settlement got vmatch order4={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SZ', 'instrument': '002593.SZ', 'name': '日上集团', 'direction': '1', 'offset_flag': '0', 'order_qty': 1396600, 'order_price': 3.55, 'average_price': 3.55, 'filled_qty': 1396600, 'filled_dt': '2024-01-31T09:30:00+08:00', 'cancel_dt': None, 'order_status': AllTraded(2), 'status_msg': '全部成交', 'order_type': 'U', 'order_property': '', 'hedge_flag': '1', 'order_dt': '2024-01-31T09:30:00+08:00', 'order_key': '1312044184906', 'order_sysid': '1312044184906', 'entrust_no': '1312044184906', 'algo_order_id': 1312044184906, 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'commission': 495.79, 'realized_pnl': 0.0}
[2024-01-31 20:44:18,781] - [settle_daily] - [vmatch_settlement_app.py:252] - INFO: settlement got vmatch order5={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SH', 'instrument': '603029.SH', 'name': '天鹅股份', 'direction': '1', 'offset_flag': '0', 'order_qty': 288000, 'order_price': 17.2, 'average_price': 17.2, 'filled_qty': 288000, 'filled_dt': '2024-01-31T09:30:00+08:00', 'cancel_dt': None, 'order_status': AllTraded(2), 'status_msg': '全部成交', 'order_type': 'U', 'order_property': '', 'hedge_flag': '1', 'order_dt': '2024-01-31T09:30:00+08:00', 'order_key': '1312044184907', 'order_sysid': '1312044184907', 'entrust_no': '1312044184907', 'algo_order_id': 1312044184907, 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'commission': 495.36, 'realized_pnl': 0.0}
[2024-01-31 20:44:18,783] - [settle_daily] - [vmatch_settlement_app.py:252] - INFO: settlement got vmatch order6={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SH', 'instrument': '603214.SH', 'name': '爱婴室', 'direction': '1', 'offset_flag': '0', 'order_qty': 359900, 'order_price': 13.88, 'average_price': 13.88, 'filled_qty': 359900, 'filled_dt': '2024-01-31T09:30:00+08:00', 'cancel_dt': None, 'order_status': AllTraded(2), 'status_msg': '全部成交', 'order_type': 'U', 'order_property': '', 'hedge_flag': '1', 'order_dt': '2024-01-31T09:30:00+08:00', 'order_key': '1312044184908', 'order_sysid': '1312044184908', 'entrust_no': '1312044184908', 'algo_order_id': 1312044184908, 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'commission': 499.54, 'realized_pnl': 0.0}
[2024-01-31 20:44:18,785] - [settle_daily] - [vmatch_settlement_app.py:252] - INFO: settlement got vmatch order7={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SH', 'instrument': '600798.SH', 'name': '宁波海运', 'direction': '1', 'offset_flag': '0', 'order_qty': 1424500, 'order_price': 3.47, 'average_price': 3.47, 'filled_qty': 1424500, 'filled_dt': '2024-01-31T09:30:00+08:00', 'cancel_dt': None, 'order_status': AllTraded(2), 'status_msg': '全部成交', 'order_type': 'U', 'order_property': '', 'hedge_flag': '1', 'order_dt': '2024-01-31T09:30:00+08:00', 'order_key': '1312044184909', 'order_sysid': '1312044184909', 'entrust_no': '1312044184909', 'algo_order_id': 1312044184909, 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'commission': 494.3, 'realized_pnl': 0.0}
[2024-01-31 20:44:18,788] - [settle_daily] - [vmatch_settlement_app.py:252] - INFO: settlement got vmatch order8={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SH', 'instrument': '600249.SH', 'name': '两面针', 'direction': '1', 'offset_flag': '0', 'order_qty': 961500, 'order_price': 5.17, 'average_price': 5.17, 'filled_qty': 961500, 'filled_dt': '2024-01-31T09:30:00+08:00', 'cancel_dt': None, 'order_status': AllTraded(2), 'status_msg': '全部成交', 'order_type': 'U', 'order_property': '', 'hedge_flag': '1', 'order_dt': '2024-01-31T09:30:00+08:00', 'order_key': '1312044184910', 'order_sysid': '1312044184910', 'entrust_no': '1312044184910', 'algo_order_id': 1312044184910, 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'commission': 497.1, 'realized_pnl': 0.0}
[2024-01-31 20:44:18,790] - [settle_daily] - [vmatch_settlement_app.py:252] - INFO: settlement got vmatch order9={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SH', 'instrument': '603822.SH', 'name': '嘉澳环保', 'direction': '1', 'offset_flag': '0', 'order_qty': 222400, 'order_price': 22.59, 'average_price': 22.59, 'filled_qty': 222400, 'filled_dt': '2024-01-31T09:30:00+08:00', 'cancel_dt': None, 'order_status': AllTraded(2), 'status_msg': '全部成交', 'order_type': 'U', 'order_property': '', 'hedge_flag': '1', 'order_dt': '2024-01-31T09:30:00+08:00', 'order_key': '1312044184911', 'order_sysid': '1312044184911', 'entrust_no': '1312044184911', 'algo_order_id': 1312044184911, 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'commission': 502.4, 'realized_pnl': 0.0}
[2024-01-31 20:44:18,793] - [settle_daily] - [vmatch_settlement_app.py:252] - INFO: settlement got vmatch order10={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SH', 'instrument': '603817.SH', 'name': '海峡环保', 'direction': '1', 'offset_flag': '0', 'order_qty': 846000, 'order_price': 5.89, 'average_price': 5.89, 'filled_qty': 846000, 'filled_dt': '2024-01-31T09:30:00+08:00', 'cancel_dt': None, 'order_status': AllTraded(2), 'status_msg': '全部成交', 'order_type': 'U', 'order_property': '', 'hedge_flag': '1', 'order_dt': '2024-01-31T09:30:00+08:00', 'order_key': '1312044184912', 'order_sysid': '1312044184912', 'entrust_no': '1312044184912', 'algo_order_id': 1312044184912, 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'commission': 498.29, 'realized_pnl': 0.0}
[2024-01-31 20:44:18,795] - [settle_daily] - [vmatch_settlement_app.py:252] - INFO: settlement got vmatch order11={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SZ', 'instrument': '002661.SZ', 'name': '克明食品', 'direction': '1', 'offset_flag': '0', 'order_qty': 606000, 'order_price': 8.25, 'average_price': 8.25, 'filled_qty': 606000, 'filled_dt': '2024-01-31T09:30:00+08:00', 'cancel_dt': None, 'order_status': AllTraded(2), 'status_msg': '全部成交', 'order_type': 'U', 'order_property': '', 'hedge_flag': '1', 'order_dt': '2024-01-31T09:30:00+08:00', 'order_key': '1312044184913', 'order_sysid': '1312044184913', 'entrust_no': '1312044184913', 'algo_order_id': 1312044184913, 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'commission': 499.95, 'realized_pnl': 0.0}
[2024-01-31 20:44:18,797] - [settle_daily] - [vmatch_settlement_app.py:252] - INFO: settlement got vmatch order12={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SZ', 'instrument': '002796.SZ', 'name': '世嘉科技', 'direction': '1', 'offset_flag': '0', 'order_qty': 534100, 'order_price': 9.2, 'average_price': 9.2, 'filled_qty': 534100, 'filled_dt': '2024-01-31T09:30:00+08:00', 'cancel_dt': None, 'order_status': AllTraded(2), 'status_msg': '全部成交', 'order_type': 'U', 'order_property': '', 'hedge_flag': '1', 'order_dt': '2024-01-31T09:30:00+08:00', 'order_key': '1312044184914', 'order_sysid': '1312044184914', 'entrust_no': '1312044184914', 'algo_order_id': 1312044184914, 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'commission': 491.37, 'realized_pnl': 0.0}
[2024-01-31 20:44:18,800] - [settle_daily] - [vmatch_settlement_app.py:252] - INFO: settlement got vmatch order13={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SZ', 'instrument': '001316.SZ', 'name': '润贝航科', 'direction': '1', 'offset_flag': '0', 'order_qty': 164900, 'order_price': 30.25, 'average_price': 30.25, 'filled_qty': 164900, 'filled_dt': '2024-01-31T09:30:00+08:00', 'cancel_dt': None, 'order_status': AllTraded(2), 'status_msg': '全部成交', 'order_type': 'U', 'order_property': '', 'hedge_flag': '1', 'order_dt': '2024-01-31T09:30:00+08:00', 'order_key': '1312044184915', 'order_sysid': '1312044184915', 'entrust_no': '1312044184915', 'algo_order_id': 1312044184915, 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'commission': 498.82, 'realized_pnl': 0.0}
[2024-01-31 20:44:18,802] - [settle_daily] - [vmatch_settlement_app.py:252] - INFO: settlement got vmatch order14={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SZ', 'instrument': '002628.SZ', 'name': '成都路桥', 'direction': '1', 'offset_flag': '0', 'order_qty': 1612900, 'order_price': 3.1, 'average_price': 3.1, 'filled_qty': 1612900, 'filled_dt': '2024-01-31T09:30:00+08:00', 'cancel_dt': None, 'order_status': AllTraded(2), 'status_msg': '全部成交', 'order_type': 'U', 'order_property': '', 'hedge_flag': '1', 'order_dt': '2024-01-31T09:30:00+08:00', 'order_key': '1312044184916', 'order_sysid': '1312044184916', 'entrust_no': '1312044184916', 'algo_order_id': 1312044184916, 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'commission': 500.0, 'realized_pnl': 0.0}
[2024-01-31 20:44:18,805] - [settle_daily] - [vmatch_settlement_app.py:252] - INFO: settlement got vmatch order15={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SH', 'instrument': '600533.SH', 'name': '栖霞建设', 'direction': '1', 'offset_flag': '0', 'order_qty': 1748200, 'order_price': 2.83, 'average_price': 2.83, 'filled_qty': 1748200, 'filled_dt': '2024-01-31T09:30:00+08:00', 'cancel_dt': None, 'order_status': AllTraded(2), 'status_msg': '全部成交', 'order_type': 'U', 'order_property': '', 'hedge_flag': '1', 'order_dt': '2024-01-31T09:30:00+08:00', 'order_key': '1312044184917', 'order_sysid': '1312044184917', 'entrust_no': '1312044184917', 'algo_order_id': 1312044184917, 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'commission': 494.74, 'realized_pnl': 0.0}
[2024-01-31 20:44:18,807] - [settle_daily] - [vmatch_settlement_app.py:252] - INFO: settlement got vmatch order16={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SH', 'instrument': '600731.SH', 'name': '湖南海利', 'direction': '1', 'offset_flag': '0', 'order_qty': 850300, 'order_price': 5.83, 'average_price': 5.83, 'filled_qty': 850300, 'filled_dt': '2024-01-31T09:30:00+08:00', 'cancel_dt': None, 'order_status': AllTraded(2), 'status_msg': '全部成交', 'order_type': 'U', 'order_property': '', 'hedge_flag': '1', 'order_dt': '2024-01-31T09:30:00+08:00', 'order_key': '1312044184918', 'order_sysid': '1312044184918', 'entrust_no': '1312044184918', 'algo_order_id': 1312044184918, 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'commission': 495.72, 'realized_pnl': 0.0}
[2024-01-31 20:44:18,810] - [settle_daily] - [vmatch_settlement_app.py:252] - INFO: settlement got vmatch order17={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SH', 'instrument': '603189.SH', 'name': '网达软件', 'direction': '1', 'offset_flag': '0', 'order_qty': 391500, 'order_price': 12.74, 'average_price': 12.74, 'filled_qty': 391500, 'filled_dt': '2024-01-31T09:30:00+08:00', 'cancel_dt': None, 'order_status': AllTraded(2), 'status_msg': '全部成交', 'order_type': 'U', 'order_property': '', 'hedge_flag': '1', 'order_dt': '2024-01-31T09:30:00+08:00', 'order_key': '1312044184919', 'order_sysid': '1312044184919', 'entrust_no': '1312044184919', 'algo_order_id': 1312044184919, 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'commission': 498.77, 'realized_pnl': 0.0}
[2024-01-31 20:44:18,812] - [settle_daily] - [vmatch_settlement_app.py:252] - INFO: settlement got vmatch order18={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SZ', 'instrument': '002360.SZ', 'name': '同德化工', 'direction': '1', 'offset_flag': '0', 'order_qty': 789800, 'order_price': 6.29, 'average_price': 6.29, 'filled_qty': 789800, 'filled_dt': '2024-01-31T09:30:00+08:00', 'cancel_dt': None, 'order_status': AllTraded(2), 'status_msg': '全部成交', 'order_type': 'U', 'order_property': '', 'hedge_flag': '1', 'order_dt': '2024-01-31T09:30:00+08:00', 'order_key': '1312044184920', 'order_sysid': '1312044184920', 'entrust_no': '1312044184920', 'algo_order_id': 1312044184920, 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'commission': 496.78, 'realized_pnl': 0.0}
[2024-01-31 20:44:18,814] - [settle_daily] - [vmatch_settlement_app.py:252] - INFO: settlement got vmatch order19={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SZ', 'instrument': '002369.SZ', 'name': '卓翼科技', 'direction': '1', 'offset_flag': '0', 'order_qty': 1126100, 'order_price': 4.34, 'average_price': 4.34, 'filled_qty': 1126100, 'filled_dt': '2024-01-31T09:30:00+08:00', 'cancel_dt': None, 'order_status': AllTraded(2), 'status_msg': '全部成交', 'order_type': 'U', 'order_property': '', 'hedge_flag': '1', 'order_dt': '2024-01-31T09:30:00+08:00', 'order_key': '1312044184921', 'order_sysid': '1312044184921', 'entrust_no': '1312044184921', 'algo_order_id': 1312044184921, 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'commission': 488.73, 'realized_pnl': 0.0}
[2024-01-31 20:44:18,817] - [settle_daily] - [vmatch_settlement_app.py:260] - INFO: settlement got 20 num trades for '0' 17414
[2024-01-31 20:44:18,819] - [settle_daily] - [vmatch_settlement_app.py:268] - INFO: settlement handle trades done!
[2024-01-31 20:44:18,822] - [settle_daily] - [vmatch_settlement_app.py:287] - INFO: settlement today pos_data={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SH', 'instrument': '600540.SH', 'name': '新赛股份', 'posi_direction': '1', 'current_qty': 1138900, 'available_qty': 0, 'today_qty': 1138900, 'today_available_qty': 0, 'cost_price': 4.38, 'last_price': 4.38, 'market_value': 4988382.0, 'margin': 0.0, 'position_pnl': 0.0, 'hedge_flag': '1', 'sum_buy_value': 4988382.0, 'sum_sell_value': 0, 'commission': 498.84, 'dividend_qty': 0, 'dividend_cash': 0.0, 'open_date': '2024-01-31', 'open_price': 4.38, 'hold_days': 1, 'settlement_price': 0, 'today_cost_price': 4.38}
[2024-01-31 20:44:18,825] - [settle_daily] - [vmatch_settlement_app.py:287] - INFO: settlement today pos_data={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SZ', 'instrument': '002084.SZ', 'name': '海鸥住工', 'posi_direction': '1', 'current_qty': 1436700, 'available_qty': 0, 'today_qty': 1436700, 'today_available_qty': 0, 'cost_price': 3.43, 'last_price': 3.43, 'market_value': 4927881.0, 'margin': 0.0, 'position_pnl': 0.0, 'hedge_flag': '1', 'sum_buy_value': 4927881.0, 'sum_sell_value': 0, 'commission': 492.79, 'dividend_qty': 0, 'dividend_cash': 0.0, 'open_date': '2024-01-31', 'open_price': 3.43, 'hold_days': 1, 'settlement_price': 0, 'today_cost_price': 3.43}
[2024-01-31 20:44:18,828] - [settle_daily] - [vmatch_settlement_app.py:287] - INFO: settlement today pos_data={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SZ', 'instrument': '002817.SZ', 'name': '黄山胶囊', 'posi_direction': '1', 'current_qty': 701200, 'available_qty': 0, 'today_qty': 701200, 'today_available_qty': 0, 'cost_price': 7.23, 'last_price': 7.23, 'market_value': 5069676.0, 'margin': 0.0, 'position_pnl': 0.0, 'hedge_flag': '1', 'sum_buy_value': 5069676.0, 'sum_sell_value': 0, 'commission': 506.97, 'dividend_qty': 0, 'dividend_cash': 0.0, 'open_date': '2024-01-31', 'open_price': 7.23, 'hold_days': 1, 'settlement_price': 0, 'today_cost_price': 7.23}
[2024-01-31 20:44:18,831] - [settle_daily] - [vmatch_settlement_app.py:287] - INFO: settlement today pos_data={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SZ', 'instrument': '000757.SZ', 'name': '浩物股份', 'posi_direction': '1', 'current_qty': 1231500, 'available_qty': 0, 'today_qty': 1231500, 'today_available_qty': 0, 'cost_price': 4.07, 'last_price': 4.07, 'market_value': 5012205.0, 'margin': 0.0, 'position_pnl': 0.0, 'hedge_flag': '1', 'sum_buy_value': 5012205.0, 'sum_sell_value': 0, 'commission': 501.22, 'dividend_qty': 0, 'dividend_cash': 0.0, 'open_date': '2024-01-31', 'open_price': 4.07, 'hold_days': 1, 'settlement_price': 0, 'today_cost_price': 4.07}
[2024-01-31 20:44:18,834] - [settle_daily] - [vmatch_settlement_app.py:287] - INFO: settlement today pos_data={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SZ', 'instrument': '002593.SZ', 'name': '日上集团', 'posi_direction': '1', 'current_qty': 1396600, 'available_qty': 0, 'today_qty': 1396600, 'today_available_qty': 0, 'cost_price': 3.55, 'last_price': 3.55, 'market_value': 4957930.0, 'margin': 0.0, 'position_pnl': 0.0, 'hedge_flag': '1', 'sum_buy_value': 4957930.0, 'sum_sell_value': 0, 'commission': 495.79, 'dividend_qty': 0, 'dividend_cash': 0.0, 'open_date': '2024-01-31', 'open_price': 3.55, 'hold_days': 1, 'settlement_price': 0, 'today_cost_price': 3.55}
[2024-01-31 20:44:18,837] - [settle_daily] - [vmatch_settlement_app.py:287] - INFO: settlement today pos_data={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SH', 'instrument': '603029.SH', 'name': '天鹅股份', 'posi_direction': '1', 'current_qty': 288000, 'available_qty': 0, 'today_qty': 288000, 'today_available_qty': 0, 'cost_price': 17.2, 'last_price': 17.2, 'market_value': 4953600.0, 'margin': 0.0, 'position_pnl': 0.0, 'hedge_flag': '1', 'sum_buy_value': 4953600.0, 'sum_sell_value': 0, 'commission': 495.36, 'dividend_qty': 0, 'dividend_cash': 0.0, 'open_date': '2024-01-31', 'open_price': 17.2, 'hold_days': 1, 'settlement_price': 0, 'today_cost_price': 17.2}
[2024-01-31 20:44:18,841] - [settle_daily] - [vmatch_settlement_app.py:287] - INFO: settlement today pos_data={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SH', 'instrument': '603214.SH', 'name': '爱婴室', 'posi_direction': '1', 'current_qty': 359900, 'available_qty': 0, 'today_qty': 359900, 'today_available_qty': 0, 'cost_price': 13.88, 'last_price': 13.88, 'market_value': 4995412.0, 'margin': 0.0, 'position_pnl': 0.0, 'hedge_flag': '1', 'sum_buy_value': 4995412.0, 'sum_sell_value': 0, 'commission': 499.54, 'dividend_qty': 0, 'dividend_cash': 0.0, 'open_date': '2024-01-31', 'open_price': 13.88, 'hold_days': 1, 'settlement_price': 0, 'today_cost_price': 13.88}
[2024-01-31 20:44:18,844] - [settle_daily] - [vmatch_settlement_app.py:287] - INFO: settlement today pos_data={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SH', 'instrument': '600798.SH', 'name': '宁波海运', 'posi_direction': '1', 'current_qty': 1424500, 'available_qty': 0, 'today_qty': 1424500, 'today_available_qty': 0, 'cost_price': 3.47, 'last_price': 3.47, 'market_value': 4943015.0, 'margin': 0.0, 'position_pnl': 0.0, 'hedge_flag': '1', 'sum_buy_value': 4943015.0, 'sum_sell_value': 0, 'commission': 494.3, 'dividend_qty': 0, 'dividend_cash': 0.0, 'open_date': '2024-01-31', 'open_price': 3.47, 'hold_days': 1, 'settlement_price': 0, 'today_cost_price': 3.47}
[2024-01-31 20:44:18,847] - [settle_daily] - [vmatch_settlement_app.py:287] - INFO: settlement today pos_data={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SH', 'instrument': '600249.SH', 'name': '两面针', 'posi_direction': '1', 'current_qty': 961500, 'available_qty': 0, 'today_qty': 961500, 'today_available_qty': 0, 'cost_price': 5.17, 'last_price': 5.17, 'market_value': 4970955.0, 'margin': 0.0, 'position_pnl': 0.0, 'hedge_flag': '1', 'sum_buy_value': 4970955.0, 'sum_sell_value': 0, 'commission': 497.1, 'dividend_qty': 0, 'dividend_cash': 0.0, 'open_date': '2024-01-31', 'open_price': 5.17, 'hold_days': 1, 'settlement_price': 0, 'today_cost_price': 5.17}
[2024-01-31 20:44:18,850] - [settle_daily] - [vmatch_settlement_app.py:287] - INFO: settlement today pos_data={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SH', 'instrument': '603822.SH', 'name': '嘉澳环保', 'posi_direction': '1', 'current_qty': 222400, 'available_qty': 0, 'today_qty': 222400, 'today_available_qty': 0, 'cost_price': 22.59, 'last_price': 22.59, 'market_value': 5024016.0, 'margin': 0.0, 'position_pnl': 0.0, 'hedge_flag': '1', 'sum_buy_value': 5024016.0, 'sum_sell_value': 0, 'commission': 502.4, 'dividend_qty': 0, 'dividend_cash': 0.0, 'open_date': '2024-01-31', 'open_price': 22.59, 'hold_days': 1, 'settlement_price': 0, 'today_cost_price': 22.59}
[2024-01-31 20:44:18,853] - [settle_daily] - [vmatch_settlement_app.py:287] - INFO: settlement today pos_data={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SH', 'instrument': '603817.SH', 'name': '海峡环保', 'posi_direction': '1', 'current_qty': 846000, 'available_qty': 0, 'today_qty': 846000, 'today_available_qty': 0, 'cost_price': 5.89, 'last_price': 5.89, 'market_value': 4982940.0, 'margin': 0.0, 'position_pnl': 0.0, 'hedge_flag': '1', 'sum_buy_value': 4982940.0, 'sum_sell_value': 0, 'commission': 498.29, 'dividend_qty': 0, 'dividend_cash': 0.0, 'open_date': '2024-01-31', 'open_price': 5.89, 'hold_days': 1, 'settlement_price': 0, 'today_cost_price': 5.89}
[2024-01-31 20:44:18,856] - [settle_daily] - [vmatch_settlement_app.py:287] - INFO: settlement today pos_data={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SZ', 'instrument': '002661.SZ', 'name': '克明食品', 'posi_direction': '1', 'current_qty': 606000, 'available_qty': 0, 'today_qty': 606000, 'today_available_qty': 0, 'cost_price': 8.25, 'last_price': 8.25, 'market_value': 4999500.0, 'margin': 0.0, 'position_pnl': 0.0, 'hedge_flag': '1', 'sum_buy_value': 4999500.0, 'sum_sell_value': 0, 'commission': 499.95, 'dividend_qty': 0, 'dividend_cash': 0.0, 'open_date': '2024-01-31', 'open_price': 8.25, 'hold_days': 1, 'settlement_price': 0, 'today_cost_price': 8.25}
[2024-01-31 20:44:18,859] - [settle_daily] - [vmatch_settlement_app.py:287] - INFO: settlement today pos_data={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SZ', 'instrument': '002796.SZ', 'name': '世嘉科技', 'posi_direction': '1', 'current_qty': 534100, 'available_qty': 0, 'today_qty': 534100, 'today_available_qty': 0, 'cost_price': 9.2, 'last_price': 9.2, 'market_value': 4913720.0, 'margin': 0.0, 'position_pnl': 0.0, 'hedge_flag': '1', 'sum_buy_value': 4913720.0, 'sum_sell_value': 0, 'commission': 491.37, 'dividend_qty': 0, 'dividend_cash': 0.0, 'open_date': '2024-01-31', 'open_price': 9.2, 'hold_days': 1, 'settlement_price': 0, 'today_cost_price': 9.2}
[2024-01-31 20:44:18,862] - [settle_daily] - [vmatch_settlement_app.py:287] - INFO: settlement today pos_data={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SZ', 'instrument': '001316.SZ', 'name': '润贝航科', 'posi_direction': '1', 'current_qty': 164900, 'available_qty': 0, 'today_qty': 164900, 'today_available_qty': 0, 'cost_price': 30.25, 'last_price': 30.25, 'market_value': 4988225.0, 'margin': 0.0, 'position_pnl': 0.0, 'hedge_flag': '1', 'sum_buy_value': 4988225.0, 'sum_sell_value': 0, 'commission': 498.82, 'dividend_qty': 0, 'dividend_cash': 0.0, 'open_date': '2024-01-31', 'open_price': 30.25, 'hold_days': 1, 'settlement_price': 0, 'today_cost_price': 30.25}
[2024-01-31 20:44:18,865] - [settle_daily] - [vmatch_settlement_app.py:287] - INFO: settlement today pos_data={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SZ', 'instrument': '002628.SZ', 'name': '成都路桥', 'posi_direction': '1', 'current_qty': 1612900, 'available_qty': 0, 'today_qty': 1612900, 'today_available_qty': 0, 'cost_price': 3.1, 'last_price': 3.1, 'market_value': 4999990.0, 'margin': 0.0, 'position_pnl': 0.0, 'hedge_flag': '1', 'sum_buy_value': 4999990.0, 'sum_sell_value': 0, 'commission': 500.0, 'dividend_qty': 0, 'dividend_cash': 0.0, 'open_date': '2024-01-31', 'open_price': 3.1, 'hold_days': 1, 'settlement_price': 0, 'today_cost_price': 3.1}
[2024-01-31 20:44:18,868] - [settle_daily] - [vmatch_settlement_app.py:287] - INFO: settlement today pos_data={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SH', 'instrument': '600533.SH', 'name': '栖霞建设', 'posi_direction': '1', 'current_qty': 1748200, 'available_qty': 0, 'today_qty': 1748200, 'today_available_qty': 0, 'cost_price': 2.83, 'last_price': 2.83, 'market_value': 4947406.0, 'margin': 0.0, 'position_pnl': 0.0, 'hedge_flag': '1', 'sum_buy_value': 4947406.0, 'sum_sell_value': 0, 'commission': 494.74, 'dividend_qty': 0, 'dividend_cash': 0.0, 'open_date': '2024-01-31', 'open_price': 2.83, 'hold_days': 1, 'settlement_price': 0, 'today_cost_price': 2.83}
[2024-01-31 20:44:18,871] - [settle_daily] - [vmatch_settlement_app.py:287] - INFO: settlement today pos_data={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SH', 'instrument': '600731.SH', 'name': '湖南海利', 'posi_direction': '1', 'current_qty': 850300, 'available_qty': 0, 'today_qty': 850300, 'today_available_qty': 0, 'cost_price': 5.83, 'last_price': 5.83, 'market_value': 4957249.0, 'margin': 0.0, 'position_pnl': 0.0, 'hedge_flag': '1', 'sum_buy_value': 4957249.0, 'sum_sell_value': 0, 'commission': 495.72, 'dividend_qty': 0, 'dividend_cash': 0.0, 'open_date': '2024-01-31', 'open_price': 5.83, 'hold_days': 1, 'settlement_price': 0, 'today_cost_price': 5.83}
[2024-01-31 20:44:18,874] - [settle_daily] - [vmatch_settlement_app.py:287] - INFO: settlement today pos_data={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SH', 'instrument': '603189.SH', 'name': '网达软件', 'posi_direction': '1', 'current_qty': 391500, 'available_qty': 0, 'today_qty': 391500, 'today_available_qty': 0, 'cost_price': 12.74, 'last_price': 12.74, 'market_value': 4987710.0, 'margin': 0.0, 'position_pnl': 0.0, 'hedge_flag': '1', 'sum_buy_value': 4987710.0, 'sum_sell_value': 0, 'commission': 498.77, 'dividend_qty': 0, 'dividend_cash': 0.0, 'open_date': '2024-01-31', 'open_price': 12.74, 'hold_days': 1, 'settlement_price': 0, 'today_cost_price': 12.74}
[2024-01-31 20:44:18,877] - [settle_daily] - [vmatch_settlement_app.py:287] - INFO: settlement today pos_data={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SZ', 'instrument': '002360.SZ', 'name': '同德化工', 'posi_direction': '1', 'current_qty': 789800, 'available_qty': 0, 'today_qty': 789800, 'today_available_qty': 0, 'cost_price': 6.29, 'last_price': 6.29, 'market_value': 4967842.0, 'margin': 0.0, 'position_pnl': 0.0, 'hedge_flag': '1', 'sum_buy_value': 4967842.0, 'sum_sell_value': 0, 'commission': 496.78, 'dividend_qty': 0, 'dividend_cash': 0.0, 'open_date': '2024-01-31', 'open_price': 6.29, 'hold_days': 1, 'settlement_price': 0, 'today_cost_price': 6.29}
[2024-01-31 20:44:18,880] - [settle_daily] - [vmatch_settlement_app.py:287] - INFO: settlement today pos_data={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SZ', 'instrument': '002369.SZ', 'name': '卓翼科技', 'posi_direction': '1', 'current_qty': 1126100, 'available_qty': 0, 'today_qty': 1126100, 'today_available_qty': 0, 'cost_price': 4.34, 'last_price': 4.34, 'market_value': 4887274.0, 'margin': 0.0, 'position_pnl': 0.0, 'hedge_flag': '1', 'sum_buy_value': 4887274.0, 'sum_sell_value': 0, 'commission': 488.73, 'dividend_qty': 0, 'dividend_cash': 0.0, 'open_date': '2024-01-31', 'open_price': 4.34, 'hold_days': 1, 'settlement_price': 0, 'today_cost_price': 4.34}
[2024-01-31 20:44:18,905] - [settle_daily] - [vmatch_settlement_app.py:299] - INFO: result account_cash={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'currency': 'CNY', 'balance': 515124.5199999893, 'available': 515124.5199999893, 'frozen_cash': 0, 'total_margin': 0.0, 'total_market_value': 94218026.0, 'portfolio_value': 94733150.52, 'pre_balance': 100000000.0, 'positions_pnl': -5266849.48, 'capital_changed': 0.0, 'total_capital_changed': 0.0}
[2024-01-31 20:44:18,908] - [settle_daily] - [vmatch_settlement_app.py:306] - INFO: got prev_perf_data=AccountPerfData(performance_type=0, strategy_id='acba9928-438b-4b66-b649-0c8f1783d982', account_type='0', account_id='17414', trading_day='2024-01-30', trading_day_index=0, total_market_value=0.0, total_margin=0.0, balance=100000000.0, portfolio_value=100000000.0, max_portfolio_value=100000000.0, today_return=0.0, cumulative_return=0.0, annualized_return=0.0, max_drawdown=0.0, benchmark={'close': 3245.04, 'return': -0.017833145679729802, 'cum_return': 0.0, 'instrument': '000300.SH', 'alpha_return': 0.017833145679729802, 'alpha_cum_return': 0.0, 'alpha_max_drawdown': 0.0}, risk_indicator={'ir': 0.0, 'beta': 0.0, 'alpha': 0.0, 'sharpe': 0.0, 'volatility': 0.0}, today_sum_buy_value=0.0, today_sum_sell_value=0.0, today_commission=0.0, total_buy_value=0.0, total_sell_value=0.0, total_commission=0.0, grade=0.0, ten_day_return=-1.0, week_return=-1.0, month_return=-1.0, three_month_return=-1.0, six_month_return=-1.0, year_return=-1.0, total_close_count=0, total_profit_count=0, win_percent=0.0, total_profit_value=0.0, total_loss_value=0.0, pnl_ratio=0.0)
[2024-01-31 20:44:18,910] - [settle_daily] - [vmatch_settlement_app.py:347] - INFO: cumulative_return:-0.05266849480000004, today_return:-0.05266849480000004, annual_return:0.0, max_drawdown:0.05266849480000004, trading_days:1, first_trading_day:2024-01-30
[2024-01-31 20:44:18,914] - [settle_daily] - [vmatch_settlement_app.py:805] - INFO: get_risk_indicator liverun_so_far_series len=2
[2024-01-31 20:44:18,917] - [settle_daily] - [vmatch_settlement_app.py:818] - INFO: get_risk_indicator liverun_so_far_series len=2, current_volatility=0.5912023878560553, current_sharpe=-11.274971281785449
[2024-01-31 20:44:18,919] - [settle_daily] - [vmatch_settlement_app.py:463] - INFO: settle_trading_account account_cash={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'currency': 'CNY', 'balance': 515124.5199999893, 'available': 515124.5199999893, 'frozen_cash': 0, 'total_margin': 0.0, 'total_market_value': 94218026.0, 'portfolio_value': 94733150.52, 'pre_balance': 100000000.0, 'positions_pnl': -5266849.48, 'capital_changed': 0.0, 'total_capital_changed': 0.0}
[2024-01-31 20:44:18,922] - [settle_daily] - [vmatch_settlement_app.py:464] - INFO: settle_trading_account today_record=AccountPerfData(performance_type=0, strategy_id='acba9928-438b-4b66-b649-0c8f1783d982', account_type='0', account_id='17414', trading_day='2024-01-31', trading_day_index=0, total_market_value=94218026.0, total_margin=0.0, balance=515124.5199999893, portfolio_value=94733150.52, max_portfolio_value=100000000.0, today_return=-0.05266849480000004, cumulative_return=-0.05266849480000004, annualized_return=0.0, max_drawdown=0.05266849480000004, benchmark={'instrument': '000300.SH', 'close': 3215.35, 'return': -0.009149347927914619, 'cum_return': -0.009149347927914619, 'alpha_cum_return': -0.043519146872085426, 'alpha_return': -0.043519146872085426, 'alpha_max_drawdown': -0.043519146872085385}, risk_indicator={'alpha': 0.1509203330122586, 'beta': 5.756529887699287, 'volatility': 0.5912023878560553, 'sharpe': -11.274971281785449, 'ir': 0.0}, today_sum_buy_value=99474928.0, today_sum_sell_value=0.0, today_commission=9947.48, total_buy_value=0, total_sell_value=0, total_commission=0, grade=0.0, ten_day_return=-0.05266849480000004, week_return=-0.05266849480000004, month_return=-0.05266849480000004, three_month_return=-0.05266849480000004, six_month_return=-0.05266849480000004, year_return=-0.05266849480000004, total_close_count=0, total_profit_count=0, win_percent=0.0, total_profit_value=0.0, total_loss_value=0.0, pnl_ratio=0.0)
[2024-01-31 20:44:18,924] - [settle_daily] - [vmatch_settlement_app.py:465] - INFO: settle_trading_account('0',17414,2024-01-31) done
[2024-01-31 20:44:18,927] - [settle_daily] - [vmatch_settlement_app.py:176] - INFO: ======== run settlement strategy_id='acba9928-438b-4b66-b649-0c8f1783d982' done ========
[2024-01-31 20:44:18.929327] INFO hfpaper_helper: settle_account_data [AccountInfo(account_type='0', account_id='17414', broker_id=None, account_name='bqkul07v', creator='036ec074-1281-41f8-9799-46b38d15510b', created_at='2024-01-30T22:16:18.669676+08:00', updated_at='2024-01-30T22:16:18.672079+08:00', password='ZiWT1fov', password_type=0, status=1, initial_capital=100000000.0, trading_rights=None, market_data_rights=None, risk_params={}, trade_mode=0)] done
[2024-01-31 20:44:18.931401] INFO hfpaper_helper: settlement result account_cash={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'currency': 'CNY', 'balance': 515124.5199999893, 'available': 515124.5199999893, 'frozen_cash': 0, 'total_margin': 0.0, 'total_market_value': 94218026.0, 'portfolio_value': 94733150.52, 'pre_balance': 100000000.0, 'positions_pnl': -5266849.48, 'capital_changed': 0.0, 'total_capital_changed': 0.0}
[2024-01-31 20:44:18.971029] INFO hfpaper_helper: settlement result pos_data0={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SH', 'instrument': '600540.SH', 'name': '新赛股份', 'posi_direction': '1', 'current_qty': 1138900, 'available_qty': 1138900, 'today_qty': 1138900, 'today_available_qty': 0, 'cost_price': 4.38, 'last_price': 4.18, 'market_value': 4760602.0, 'margin': 0.0, 'position_pnl': -228278.84, 'hedge_flag': '1', 'sum_buy_value': 4988382.0, 'sum_sell_value': 0, 'commission': 498.84, 'dividend_qty': 0, 'dividend_cash': 0.0, 'open_date': '2024-01-31', 'open_price': 4.38, 'hold_days': 1, 'settlement_price': 0, 'today_cost_price': 4.38}
[2024-01-31 20:44:18.973279] INFO hfpaper_helper: settlement result pos_data1={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SZ', 'instrument': '002084.SZ', 'name': '海鸥住工', 'posi_direction': '1', 'current_qty': 1436700, 'available_qty': 1436700, 'today_qty': 1436700, 'today_available_qty': 0, 'cost_price': 3.43, 'last_price': 3.17, 'market_value': 4554339.0, 'margin': 0.0, 'position_pnl': -374034.79, 'hedge_flag': '1', 'sum_buy_value': 4927881.0, 'sum_sell_value': 0, 'commission': 492.79, 'dividend_qty': 0, 'dividend_cash': 0.0, 'open_date': '2024-01-31', 'open_price': 3.43, 'hold_days': 1, 'settlement_price': 0, 'today_cost_price': 3.43}
[2024-01-31 20:44:18.975405] INFO hfpaper_helper: settlement result pos_data2={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SZ', 'instrument': '002817.SZ', 'name': '黄山胶囊', 'posi_direction': '1', 'current_qty': 701200, 'available_qty': 701200, 'today_qty': 701200, 'today_available_qty': 0, 'cost_price': 7.23, 'last_price': 6.7, 'market_value': 4698040.0, 'margin': 0.0, 'position_pnl': -372142.97, 'hedge_flag': '1', 'sum_buy_value': 5069676.0, 'sum_sell_value': 0, 'commission': 506.97, 'dividend_qty': 0, 'dividend_cash': 0.0, 'open_date': '2024-01-31', 'open_price': 7.23, 'hold_days': 1, 'settlement_price': 0, 'today_cost_price': 7.23}
[2024-01-31 20:44:18.977579] INFO hfpaper_helper: settlement result pos_data3={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SZ', 'instrument': '000757.SZ', 'name': '浩物股份', 'posi_direction': '1', 'current_qty': 1231500, 'available_qty': 1231500, 'today_qty': 1231500, 'today_available_qty': 0, 'cost_price': 4.07, 'last_price': 3.84, 'market_value': 4728960.0, 'margin': 0.0, 'position_pnl': -283746.22, 'hedge_flag': '1', 'sum_buy_value': 5012205.0, 'sum_sell_value': 0, 'commission': 501.22, 'dividend_qty': 0, 'dividend_cash': 0.0, 'open_date': '2024-01-31', 'open_price': 4.07, 'hold_days': 1, 'settlement_price': 0, 'today_cost_price': 4.07}
[2024-01-31 20:44:18.979672] INFO hfpaper_helper: settlement result pos_data4={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SZ', 'instrument': '002593.SZ', 'name': '日上集团', 'posi_direction': '1', 'current_qty': 1396600, 'available_qty': 1396600, 'today_qty': 1396600, 'today_available_qty': 0, 'cost_price': 3.55, 'last_price': 3.43, 'market_value': 4790338.0, 'margin': 0.0, 'position_pnl': -168087.79, 'hedge_flag': '1', 'sum_buy_value': 4957930.0, 'sum_sell_value': 0, 'commission': 495.79, 'dividend_qty': 0, 'dividend_cash': 0.0, 'open_date': '2024-01-31', 'open_price': 3.55, 'hold_days': 1, 'settlement_price': 0, 'today_cost_price': 3.55}
[2024-01-31 20:44:18.981832] INFO hfpaper_helper: settlement result pos_data5={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SH', 'instrument': '603029.SH', 'name': '天鹅股份', 'posi_direction': '1', 'current_qty': 288000, 'available_qty': 288000, 'today_qty': 288000, 'today_available_qty': 0, 'cost_price': 17.2, 'last_price': 16.1, 'market_value': 4636800.0, 'margin': 0.0, 'position_pnl': -317295.36, 'hedge_flag': '1', 'sum_buy_value': 4953600.0, 'sum_sell_value': 0, 'commission': 495.36, 'dividend_qty': 0, 'dividend_cash': 0.0, 'open_date': '2024-01-31', 'open_price': 17.2, 'hold_days': 1, 'settlement_price': 0, 'today_cost_price': 17.2}
[2024-01-31 20:44:18.983977] INFO hfpaper_helper: settlement result pos_data6={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SH', 'instrument': '603214.SH', 'name': '爱婴室', 'posi_direction': '1', 'current_qty': 359900, 'available_qty': 359900, 'today_qty': 359900, 'today_available_qty': 0, 'cost_price': 13.88, 'last_price': 12.98, 'market_value': 4671502.0, 'margin': 0.0, 'position_pnl': -324409.54, 'hedge_flag': '1', 'sum_buy_value': 4995412.0, 'sum_sell_value': 0, 'commission': 499.54, 'dividend_qty': 0, 'dividend_cash': 0.0, 'open_date': '2024-01-31', 'open_price': 13.88, 'hold_days': 1, 'settlement_price': 0, 'today_cost_price': 13.88}
[2024-01-31 20:44:18.986113] INFO hfpaper_helper: settlement result pos_data7={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SH', 'instrument': '600798.SH', 'name': '宁波海运', 'posi_direction': '1', 'current_qty': 1424500, 'available_qty': 1424500, 'today_qty': 1424500, 'today_available_qty': 0, 'cost_price': 3.47, 'last_price': 3.37, 'market_value': 4800565.0, 'margin': 0.0, 'position_pnl': -142944.3, 'hedge_flag': '1', 'sum_buy_value': 4943015.0, 'sum_sell_value': 0, 'commission': 494.3, 'dividend_qty': 0, 'dividend_cash': 0.0, 'open_date': '2024-01-31', 'open_price': 3.47, 'hold_days': 1, 'settlement_price': 0, 'today_cost_price': 3.47}
[2024-01-31 20:44:18.988252] INFO hfpaper_helper: settlement result pos_data8={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SH', 'instrument': '600249.SH', 'name': '两面针', 'posi_direction': '1', 'current_qty': 961500, 'available_qty': 961500, 'today_qty': 961500, 'today_available_qty': 0, 'cost_price': 5.17, 'last_price': 4.86, 'market_value': 4672890.0, 'margin': 0.0, 'position_pnl': -298562.1, 'hedge_flag': '1', 'sum_buy_value': 4970955.0, 'sum_sell_value': 0, 'commission': 497.1, 'dividend_qty': 0, 'dividend_cash': 0.0, 'open_date': '2024-01-31', 'open_price': 5.17, 'hold_days': 1, 'settlement_price': 0, 'today_cost_price': 5.17}
[2024-01-31 20:44:18.990409] INFO hfpaper_helper: settlement result pos_data9={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SH', 'instrument': '603822.SH', 'name': '嘉澳环保', 'posi_direction': '1', 'current_qty': 222400, 'available_qty': 222400, 'today_qty': 222400, 'today_available_qty': 0, 'cost_price': 22.59, 'last_price': 21.25, 'market_value': 4726000.0, 'margin': 0.0, 'position_pnl': -298518.4, 'hedge_flag': '1', 'sum_buy_value': 5024016.0, 'sum_sell_value': 0, 'commission': 502.4, 'dividend_qty': 0, 'dividend_cash': 0.0, 'open_date': '2024-01-31', 'open_price': 22.59, 'hold_days': 1, 'settlement_price': 0, 'today_cost_price': 22.59}
[2024-01-31 20:44:18.992505] INFO hfpaper_helper: settlement result pos_data10={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SH', 'instrument': '603817.SH', 'name': '海峡环保', 'posi_direction': '1', 'current_qty': 846000, 'available_qty': 846000, 'today_qty': 846000, 'today_available_qty': 0, 'cost_price': 5.89, 'last_price': 5.68, 'market_value': 4805280.0, 'margin': 0.0, 'position_pnl': -178158.29, 'hedge_flag': '1', 'sum_buy_value': 4982940.0, 'sum_sell_value': 0, 'commission': 498.29, 'dividend_qty': 0, 'dividend_cash': 0.0, 'open_date': '2024-01-31', 'open_price': 5.89, 'hold_days': 1, 'settlement_price': 0, 'today_cost_price': 5.89}
[2024-01-31 20:44:18.994638] INFO hfpaper_helper: settlement result pos_data11={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SZ', 'instrument': '002661.SZ', 'name': '克明食品', 'posi_direction': '1', 'current_qty': 606000, 'available_qty': 606000, 'today_qty': 606000, 'today_available_qty': 0, 'cost_price': 8.25, 'last_price': 7.96, 'market_value': 4823760.0, 'margin': 0.0, 'position_pnl': -176239.95, 'hedge_flag': '1', 'sum_buy_value': 4999500.0, 'sum_sell_value': 0, 'commission': 499.95, 'dividend_qty': 0, 'dividend_cash': 0.0, 'open_date': '2024-01-31', 'open_price': 8.25, 'hold_days': 1, 'settlement_price': 0, 'today_cost_price': 8.25}
[2024-01-31 20:44:18.996728] INFO hfpaper_helper: settlement result pos_data12={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SZ', 'instrument': '002796.SZ', 'name': '世嘉科技', 'posi_direction': '1', 'current_qty': 534100, 'available_qty': 534100, 'today_qty': 534100, 'today_available_qty': 0, 'cost_price': 9.2, 'last_price': 8.58, 'market_value': 4582578.0, 'margin': 0.0, 'position_pnl': -331633.37, 'hedge_flag': '1', 'sum_buy_value': 4913720.0, 'sum_sell_value': 0, 'commission': 491.37, 'dividend_qty': 0, 'dividend_cash': 0.0, 'open_date': '2024-01-31', 'open_price': 9.2, 'hold_days': 1, 'settlement_price': 0, 'today_cost_price': 9.2}
[2024-01-31 20:44:18.998817] INFO hfpaper_helper: settlement result pos_data13={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SZ', 'instrument': '001316.SZ', 'name': '润贝航科', 'posi_direction': '1', 'current_qty': 164900, 'available_qty': 164900, 'today_qty': 164900, 'today_available_qty': 0, 'cost_price': 30.25, 'last_price': 28.66, 'market_value': 4726034.0, 'margin': 0.0, 'position_pnl': -262689.82, 'hedge_flag': '1', 'sum_buy_value': 4988225.0, 'sum_sell_value': 0, 'commission': 498.82, 'dividend_qty': 0, 'dividend_cash': 0.0, 'open_date': '2024-01-31', 'open_price': 30.25, 'hold_days': 1, 'settlement_price': 0, 'today_cost_price': 30.25}
[2024-01-31 20:44:19.000948] INFO hfpaper_helper: settlement result pos_data14={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SZ', 'instrument': '002628.SZ', 'name': '成都路桥', 'posi_direction': '1', 'current_qty': 1612900, 'available_qty': 1612900, 'today_qty': 1612900, 'today_available_qty': 0, 'cost_price': 3.1, 'last_price': 2.95, 'market_value': 4758055.0, 'margin': 0.0, 'position_pnl': -242435.0, 'hedge_flag': '1', 'sum_buy_value': 4999990.0, 'sum_sell_value': 0, 'commission': 500.0, 'dividend_qty': 0, 'dividend_cash': 0.0, 'open_date': '2024-01-31', 'open_price': 3.1, 'hold_days': 1, 'settlement_price': 0, 'today_cost_price': 3.1}
[2024-01-31 20:44:19.003051] INFO hfpaper_helper: settlement result pos_data15={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SH', 'instrument': '600533.SH', 'name': '栖霞建设', 'posi_direction': '1', 'current_qty': 1748200, 'available_qty': 1748200, 'today_qty': 1748200, 'today_available_qty': 0, 'cost_price': 2.83, 'last_price': 2.72, 'market_value': 4755104.0, 'margin': 0.0, 'position_pnl': -192796.74, 'hedge_flag': '1', 'sum_buy_value': 4947406.0, 'sum_sell_value': 0, 'commission': 494.74, 'dividend_qty': 0, 'dividend_cash': 0.0, 'open_date': '2024-01-31', 'open_price': 2.83, 'hold_days': 1, 'settlement_price': 0, 'today_cost_price': 2.83}
[2024-01-31 20:44:19.005194] INFO hfpaper_helper: settlement result pos_data16={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SH', 'instrument': '600731.SH', 'name': '湖南海利', 'posi_direction': '1', 'current_qty': 850300, 'available_qty': 850300, 'today_qty': 850300, 'today_available_qty': 0, 'cost_price': 5.83, 'last_price': 5.65, 'market_value': 4804195.0, 'margin': 0.0, 'position_pnl': -153549.72, 'hedge_flag': '1', 'sum_buy_value': 4957249.0, 'sum_sell_value': 0, 'commission': 495.72, 'dividend_qty': 0, 'dividend_cash': 0.0, 'open_date': '2024-01-31', 'open_price': 5.83, 'hold_days': 1, 'settlement_price': 0, 'today_cost_price': 5.83}
[2024-01-31 20:44:19.007278] INFO hfpaper_helper: settlement result pos_data17={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SH', 'instrument': '603189.SH', 'name': '网达软件', 'posi_direction': '1', 'current_qty': 391500, 'available_qty': 391500, 'today_qty': 391500, 'today_available_qty': 0, 'cost_price': 12.74, 'last_price': 11.85, 'market_value': 4639275.0, 'margin': 0.0, 'position_pnl': -348933.77, 'hedge_flag': '1', 'sum_buy_value': 4987710.0, 'sum_sell_value': 0, 'commission': 498.77, 'dividend_qty': 0, 'dividend_cash': 0.0, 'open_date': '2024-01-31', 'open_price': 12.74, 'hold_days': 1, 'settlement_price': 0, 'today_cost_price': 12.74}
[2024-01-31 20:44:19.009412] INFO hfpaper_helper: settlement result pos_data18={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SZ', 'instrument': '002360.SZ', 'name': '同德化工', 'posi_direction': '1', 'current_qty': 789800, 'available_qty': 789800, 'today_qty': 789800, 'today_available_qty': 0, 'cost_price': 6.29, 'last_price': 5.98, 'market_value': 4723004.0, 'margin': 0.0, 'position_pnl': -245334.78, 'hedge_flag': '1', 'sum_buy_value': 4967842.0, 'sum_sell_value': 0, 'commission': 496.78, 'dividend_qty': 0, 'dividend_cash': 0.0, 'open_date': '2024-01-31', 'open_price': 6.29, 'hold_days': 1, 'settlement_price': 0, 'today_cost_price': 6.29}
[2024-01-31 20:44:19.011556] INFO hfpaper_helper: settlement result pos_data19={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SZ', 'instrument': '002369.SZ', 'name': '卓翼科技', 'posi_direction': '1', 'current_qty': 1126100, 'available_qty': 1126100, 'today_qty': 1126100, 'today_available_qty': 0, 'cost_price': 4.34, 'last_price': 4.05, 'market_value': 4560705.0, 'margin': 0.0, 'position_pnl': -327057.73, 'hedge_flag': '1', 'sum_buy_value': 4887274.0, 'sum_sell_value': 0, 'commission': 488.73, 'dividend_qty': 0, 'dividend_cash': 0.0, 'open_date': '2024-01-31', 'open_price': 4.34, 'hold_days': 1, 'settlement_price': 0, 'today_cost_price': 4.34}
[2024-01-31 20:44:19.131670] INFO hfpaper_helper: settlement result trade0={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SH', 'instrument': '600540.SH', 'name': '新赛股份', 'direction': '1', 'offset_flag': '0', 'filled_qty': 1138900, 'filled_price': 4.38, 'filled_money': 4988382.0, 'trade_type': '0', 'hedge_flag': '1', 'trade_dt': '2024-01-31T09:30:00+08:00', 'trade_id': '', 'order_key': 1312044184902, 'order_sysid': '1312044184902', 'entrust_no': '1312044184902', 'algo_order_id': 1312044184902, 'commission': 498.84, 'realized_pnl': 0.0, 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'trading_code': '', 'margin': 0.0, 'order_price': 0.0, 'order_qty': 1138900}
[2024-01-31 20:44:19.133942] INFO hfpaper_helper: settlement result trade1={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SZ', 'instrument': '002084.SZ', 'name': '海鸥住工', 'direction': '1', 'offset_flag': '0', 'filled_qty': 1436700, 'filled_price': 3.43, 'filled_money': 4927881.0, 'trade_type': '0', 'hedge_flag': '1', 'trade_dt': '2024-01-31T09:30:00+08:00', 'trade_id': '', 'order_key': 1312044184903, 'order_sysid': '1312044184903', 'entrust_no': '1312044184903', 'algo_order_id': 1312044184903, 'commission': 492.79, 'realized_pnl': 0.0, 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'trading_code': '', 'margin': 0.0, 'order_price': 0.0, 'order_qty': 1436700}
[2024-01-31 20:44:19.136083] INFO hfpaper_helper: settlement result trade2={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SZ', 'instrument': '002817.SZ', 'name': '黄山胶囊', 'direction': '1', 'offset_flag': '0', 'filled_qty': 701200, 'filled_price': 7.23, 'filled_money': 5069676.0, 'trade_type': '0', 'hedge_flag': '1', 'trade_dt': '2024-01-31T09:30:00+08:00', 'trade_id': '', 'order_key': 1312044184904, 'order_sysid': '1312044184904', 'entrust_no': '1312044184904', 'algo_order_id': 1312044184904, 'commission': 506.97, 'realized_pnl': 0.0, 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'trading_code': '', 'margin': 0.0, 'order_price': 0.0, 'order_qty': 701200}
[2024-01-31 20:44:19.138231] INFO hfpaper_helper: settlement result trade3={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SZ', 'instrument': '000757.SZ', 'name': '浩物股份', 'direction': '1', 'offset_flag': '0', 'filled_qty': 1231500, 'filled_price': 4.07, 'filled_money': 5012205.0, 'trade_type': '0', 'hedge_flag': '1', 'trade_dt': '2024-01-31T09:30:00+08:00', 'trade_id': '', 'order_key': 1312044184905, 'order_sysid': '1312044184905', 'entrust_no': '1312044184905', 'algo_order_id': 1312044184905, 'commission': 501.22, 'realized_pnl': 0.0, 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'trading_code': '', 'margin': 0.0, 'order_price': 0.0, 'order_qty': 1231500}
[2024-01-31 20:44:19.140394] INFO hfpaper_helper: settlement result trade4={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SZ', 'instrument': '002593.SZ', 'name': '日上集团', 'direction': '1', 'offset_flag': '0', 'filled_qty': 1396600, 'filled_price': 3.55, 'filled_money': 4957930.0, 'trade_type': '0', 'hedge_flag': '1', 'trade_dt': '2024-01-31T09:30:00+08:00', 'trade_id': '', 'order_key': 1312044184906, 'order_sysid': '1312044184906', 'entrust_no': '1312044184906', 'algo_order_id': 1312044184906, 'commission': 495.79, 'realized_pnl': 0.0, 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'trading_code': '', 'margin': 0.0, 'order_price': 0.0, 'order_qty': 1396600}
[2024-01-31 20:44:19.142550] INFO hfpaper_helper: settlement result trade5={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SH', 'instrument': '603029.SH', 'name': '天鹅股份', 'direction': '1', 'offset_flag': '0', 'filled_qty': 288000, 'filled_price': 17.2, 'filled_money': 4953600.0, 'trade_type': '0', 'hedge_flag': '1', 'trade_dt': '2024-01-31T09:30:00+08:00', 'trade_id': '', 'order_key': 1312044184907, 'order_sysid': '1312044184907', 'entrust_no': '1312044184907', 'algo_order_id': 1312044184907, 'commission': 495.36, 'realized_pnl': 0.0, 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'trading_code': '', 'margin': 0.0, 'order_price': 0.0, 'order_qty': 288000}
[2024-01-31 20:44:19.144663] INFO hfpaper_helper: settlement result trade6={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SH', 'instrument': '603214.SH', 'name': '爱婴室', 'direction': '1', 'offset_flag': '0', 'filled_qty': 359900, 'filled_price': 13.88, 'filled_money': 4995412.0, 'trade_type': '0', 'hedge_flag': '1', 'trade_dt': '2024-01-31T09:30:00+08:00', 'trade_id': '', 'order_key': 1312044184908, 'order_sysid': '1312044184908', 'entrust_no': '1312044184908', 'algo_order_id': 1312044184908, 'commission': 499.54, 'realized_pnl': 0.0, 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'trading_code': '', 'margin': 0.0, 'order_price': 0.0, 'order_qty': 359900}
[2024-01-31 20:44:19.147440] INFO hfpaper_helper: settlement result trade7={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SH', 'instrument': '600798.SH', 'name': '宁波海运', 'direction': '1', 'offset_flag': '0', 'filled_qty': 1424500, 'filled_price': 3.47, 'filled_money': 4943015.0, 'trade_type': '0', 'hedge_flag': '1', 'trade_dt': '2024-01-31T09:30:00+08:00', 'trade_id': '', 'order_key': 1312044184909, 'order_sysid': '1312044184909', 'entrust_no': '1312044184909', 'algo_order_id': 1312044184909, 'commission': 494.3, 'realized_pnl': 0.0, 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'trading_code': '', 'margin': 0.0, 'order_price': 0.0, 'order_qty': 1424500}
[2024-01-31 20:44:19.149599] INFO hfpaper_helper: settlement result trade8={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SH', 'instrument': '600249.SH', 'name': '两面针', 'direction': '1', 'offset_flag': '0', 'filled_qty': 961500, 'filled_price': 5.17, 'filled_money': 4970955.0, 'trade_type': '0', 'hedge_flag': '1', 'trade_dt': '2024-01-31T09:30:00+08:00', 'trade_id': '', 'order_key': 1312044184910, 'order_sysid': '1312044184910', 'entrust_no': '1312044184910', 'algo_order_id': 1312044184910, 'commission': 497.1, 'realized_pnl': 0.0, 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'trading_code': '', 'margin': 0.0, 'order_price': 0.0, 'order_qty': 961500}
[2024-01-31 20:44:19.151766] INFO hfpaper_helper: settlement result trade9={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SH', 'instrument': '603822.SH', 'name': '嘉澳环保', 'direction': '1', 'offset_flag': '0', 'filled_qty': 222400, 'filled_price': 22.59, 'filled_money': 5024016.0, 'trade_type': '0', 'hedge_flag': '1', 'trade_dt': '2024-01-31T09:30:00+08:00', 'trade_id': '', 'order_key': 1312044184911, 'order_sysid': '1312044184911', 'entrust_no': '1312044184911', 'algo_order_id': 1312044184911, 'commission': 502.4, 'realized_pnl': 0.0, 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'trading_code': '', 'margin': 0.0, 'order_price': 0.0, 'order_qty': 222400}
[2024-01-31 20:44:19.153918] INFO hfpaper_helper: settlement result trade10={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SH', 'instrument': '603817.SH', 'name': '海峡环保', 'direction': '1', 'offset_flag': '0', 'filled_qty': 846000, 'filled_price': 5.89, 'filled_money': 4982940.0, 'trade_type': '0', 'hedge_flag': '1', 'trade_dt': '2024-01-31T09:30:00+08:00', 'trade_id': '', 'order_key': 1312044184912, 'order_sysid': '1312044184912', 'entrust_no': '1312044184912', 'algo_order_id': 1312044184912, 'commission': 498.29, 'realized_pnl': 0.0, 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'trading_code': '', 'margin': 0.0, 'order_price': 0.0, 'order_qty': 846000}
[2024-01-31 20:44:19.156046] INFO hfpaper_helper: settlement result trade11={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SZ', 'instrument': '002661.SZ', 'name': '克明食品', 'direction': '1', 'offset_flag': '0', 'filled_qty': 606000, 'filled_price': 8.25, 'filled_money': 4999500.0, 'trade_type': '0', 'hedge_flag': '1', 'trade_dt': '2024-01-31T09:30:00+08:00', 'trade_id': '', 'order_key': 1312044184913, 'order_sysid': '1312044184913', 'entrust_no': '1312044184913', 'algo_order_id': 1312044184913, 'commission': 499.95, 'realized_pnl': 0.0, 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'trading_code': '', 'margin': 0.0, 'order_price': 0.0, 'order_qty': 606000}
[2024-01-31 20:44:19.158223] INFO hfpaper_helper: settlement result trade12={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SZ', 'instrument': '002796.SZ', 'name': '世嘉科技', 'direction': '1', 'offset_flag': '0', 'filled_qty': 534100, 'filled_price': 9.2, 'filled_money': 4913720.0, 'trade_type': '0', 'hedge_flag': '1', 'trade_dt': '2024-01-31T09:30:00+08:00', 'trade_id': '', 'order_key': 1312044184914, 'order_sysid': '1312044184914', 'entrust_no': '1312044184914', 'algo_order_id': 1312044184914, 'commission': 491.37, 'realized_pnl': 0.0, 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'trading_code': '', 'margin': 0.0, 'order_price': 0.0, 'order_qty': 534100}
[2024-01-31 20:44:19.160343] INFO hfpaper_helper: settlement result trade13={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SZ', 'instrument': '001316.SZ', 'name': '润贝航科', 'direction': '1', 'offset_flag': '0', 'filled_qty': 164900, 'filled_price': 30.25, 'filled_money': 4988225.0, 'trade_type': '0', 'hedge_flag': '1', 'trade_dt': '2024-01-31T09:30:00+08:00', 'trade_id': '', 'order_key': 1312044184915, 'order_sysid': '1312044184915', 'entrust_no': '1312044184915', 'algo_order_id': 1312044184915, 'commission': 498.82, 'realized_pnl': 0.0, 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'trading_code': '', 'margin': 0.0, 'order_price': 0.0, 'order_qty': 164900}
[2024-01-31 20:44:19.162466] INFO hfpaper_helper: settlement result trade14={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SZ', 'instrument': '002628.SZ', 'name': '成都路桥', 'direction': '1', 'offset_flag': '0', 'filled_qty': 1612900, 'filled_price': 3.1, 'filled_money': 4999990.0, 'trade_type': '0', 'hedge_flag': '1', 'trade_dt': '2024-01-31T09:30:00+08:00', 'trade_id': '', 'order_key': 1312044184916, 'order_sysid': '1312044184916', 'entrust_no': '1312044184916', 'algo_order_id': 1312044184916, 'commission': 500.0, 'realized_pnl': 0.0, 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'trading_code': '', 'margin': 0.0, 'order_price': 0.0, 'order_qty': 1612900}
[2024-01-31 20:44:19.164554] INFO hfpaper_helper: settlement result trade15={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SH', 'instrument': '600533.SH', 'name': '栖霞建设', 'direction': '1', 'offset_flag': '0', 'filled_qty': 1748200, 'filled_price': 2.83, 'filled_money': 4947406.0, 'trade_type': '0', 'hedge_flag': '1', 'trade_dt': '2024-01-31T09:30:00+08:00', 'trade_id': '', 'order_key': 1312044184917, 'order_sysid': '1312044184917', 'entrust_no': '1312044184917', 'algo_order_id': 1312044184917, 'commission': 494.74, 'realized_pnl': 0.0, 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'trading_code': '', 'margin': 0.0, 'order_price': 0.0, 'order_qty': 1748200}
[2024-01-31 20:44:19.166692] INFO hfpaper_helper: settlement result trade16={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SH', 'instrument': '600731.SH', 'name': '湖南海利', 'direction': '1', 'offset_flag': '0', 'filled_qty': 850300, 'filled_price': 5.83, 'filled_money': 4957249.0, 'trade_type': '0', 'hedge_flag': '1', 'trade_dt': '2024-01-31T09:30:00+08:00', 'trade_id': '', 'order_key': 1312044184918, 'order_sysid': '1312044184918', 'entrust_no': '1312044184918', 'algo_order_id': 1312044184918, 'commission': 495.72, 'realized_pnl': 0.0, 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'trading_code': '', 'margin': 0.0, 'order_price': 0.0, 'order_qty': 850300}
[2024-01-31 20:44:19.168867] INFO hfpaper_helper: settlement result trade17={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SH', 'instrument': '603189.SH', 'name': '网达软件', 'direction': '1', 'offset_flag': '0', 'filled_qty': 391500, 'filled_price': 12.74, 'filled_money': 4987710.0, 'trade_type': '0', 'hedge_flag': '1', 'trade_dt': '2024-01-31T09:30:00+08:00', 'trade_id': '', 'order_key': 1312044184919, 'order_sysid': '1312044184919', 'entrust_no': '1312044184919', 'algo_order_id': 1312044184919, 'commission': 498.77, 'realized_pnl': 0.0, 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'trading_code': '', 'margin': 0.0, 'order_price': 0.0, 'order_qty': 391500}
[2024-01-31 20:44:19.171002] INFO hfpaper_helper: settlement result trade18={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SZ', 'instrument': '002360.SZ', 'name': '同德化工', 'direction': '1', 'offset_flag': '0', 'filled_qty': 789800, 'filled_price': 6.29, 'filled_money': 4967842.0, 'trade_type': '0', 'hedge_flag': '1', 'trade_dt': '2024-01-31T09:30:00+08:00', 'trade_id': '', 'order_key': 1312044184920, 'order_sysid': '1312044184920', 'entrust_no': '1312044184920', 'algo_order_id': 1312044184920, 'commission': 496.78, 'realized_pnl': 0.0, 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'trading_code': '', 'margin': 0.0, 'order_price': 0.0, 'order_qty': 789800}
[2024-01-31 20:44:19.173122] INFO hfpaper_helper: settlement result trade19={'account_type': '0', 'account_id': '17414', 'trading_day': '2024-01-31', 'exchange': 'SZ', 'instrument': '002369.SZ', 'name': '卓翼科技', 'direction': '1', 'offset_flag': '0', 'filled_qty': 1126100, 'filled_price': 4.34, 'filled_money': 4887274.0, 'trade_type': '0', 'hedge_flag': '1', 'trade_dt': '2024-01-31T09:30:00+08:00', 'trade_id': '', 'order_key': 1312044184921, 'order_sysid': '1312044184921', 'entrust_no': '1312044184921', 'algo_order_id': 1312044184921, 'commission': 488.73, 'realized_pnl': 0.0, 'strategy_id': 'acba9928-438b-4b66-b649-0c8f1783d982', 'creator': '036ec074-1281-41f8-9799-46b38d15510b', 'trading_code': '', 'margin': 0.0, 'order_price': 0.0, 'order_qty': 1126100}
[2024-01-31 20:44:19.201831] ERROR hfpaper_helper: {'code': 99990400, 'reason': 'REQUEST_VALIDATION_ERROR', 'message': "RequestValidationError: [{'type': 'string_type', 'loc': ('body', 'order_key'), 'msg': 'Input should be a valid string', 'input': 1312044184902, 'url': 'https://errors.pydantic.dev/2.4/v/string_type'}]"}
[2024-01-31 20:44:19.204203] ERROR: hfpapertrading:741054399.py:489:<module> run hit Exception, e RequestValidationError: [{'type': 'string_type', 'loc': ('body', 'order_key'), 'msg': 'Input should be a valid string', 'input': 1312044184902, 'url': 'https://errors.pydantic.dev/2.4/v/string_type'}]
Traceback (most recent call last):
File "module2/modules/hfpapertrading/v2/__init__.py", line 369, in biglearning.module2.modules.hfpapertrading.v2.__init__.BigQuantModule.run
File "module2/modules/hfpapertrading/v2/__init__.py", line 262, in biglearning.module2.modules.hfpapertrading.v2.__init__.BigQuantModule.create_account_data
File "module2/modules/hfpapertrading/v2/paper_test_helper.py", line 587, in biglearning.module2.modules.hfpapertrading.v2.paper_test_helper.PaperTestHelper.settle_account_data
File "module2/modules/hfpapertrading/v2/paper_test_helper.py", line 291, in biglearning.module2.modules.hfpapertrading.v2.paper_test_helper.PaperTestHelper.insert_trades
Exception: RequestValidationError: [{'type': 'string_type', 'loc': ('body', 'order_key'), 'msg': 'Input should be a valid string', 'input': 1312044184902, 'url': 'https://errors.pydantic.dev/2.4/v/string_type'}]
[2024-01-31 20:44:19.218661] ERROR: moduleinvoker:741054399.py:489:<module> module name: hfpapertrading, module version: v2, trackeback: Exception: RequestValidationError: [{'type': 'string_type', 'loc': ('body', 'order_key'), 'msg': 'Input should be a valid string', 'input': 1312044184902, 'url': 'https://errors.pydantic.dev/2.4/v/string_type'}]
[2024-01-31 20:44:19.222036] ERROR: moduleinvoker:741054399.py:489:<module> module name: hftrade, module version: v2, trackeback: Exception: RequestValidationError: [{'type': 'string_type', 'loc': ('body', 'order_key'), 'msg': 'Input should be a valid string', 'input': 1312044184902, 'url': 'https://errors.pydantic.dev/2.4/v/string_type'}]
2024-01-31 20:44:23 任务运行状态更新 state=failed event=20240131 acba9928-438b-4b66-b649-0c8f1783d982
Traceback (most recent call last):
File "/var/app/data/custom_module/aiflow_task_run.py", line 139, in <module>
run(run_id=sys.argv[1], task_id=sys.argv[2], event_name=sys.argv[3], dry_run=sys.argv[4])
File "/var/app/data/custom_module/aiflow_task_run.py", line 134, in run
raise ex from ex
File "/var/app/data/custom_module/aiflow_task_run.py", line 121, in run
do_run(task_id, event_name)
File "/var/app/data/custom_module/aiflow_task_run.py", line 96, in do_run
pm.execute_notebook(
File "/usr/local/python3/lib/python3.8/site-packages/papermill/execute.py", line 128, in execute_notebook
raise_for_execution_errors(nb, output_path)
File "/usr/local/python3/lib/python3.8/site-packages/papermill/execute.py", line 232, in raise_for_execution_errors
raise error
papermill.exceptions.PapermillExecutionError:
---------------------------------------------------------------------------
Exception encountered at "In [3]":
---------------------------------------------------------------------------
Exception Traceback (most recent call last)
Cell In[3], line 489
483 def m4_after_trading_bigquant_run(context, data):
484 pass
--> 489 m4 = M.hftrade.v2(
490 instruments=instruments,
491 options_data=calc,
492 start_date='',
493 end_date='',
494 initialize=m4_initialize_bigquant_run,
495 before_trading_start=m4_before_trading_start_bigquant_run,
496 handle_tick=m4_handle_tick_bigquant_run,
497 handle_data=m4_handle_data_bigquant_run,
498 handle_trade=m4_handle_trade_bigquant_run,
499 handle_order=m4_handle_order_bigquant_run,
500 after_trading=m4_after_trading_bigquant_run,
501 capital_base=100000000,
502 frequency='daily',
503 price_type='真实价格',
504 product_type='股票',
505 before_start_days='0',
506 volume_limit=1,
507 order_price_field_buy='open',
508 order_price_field_sell='open',
509 # order_price_field_buy='vwap_1',
510 # order_price_field_sell='vwap_1',
511 benchmark='000300.SH',
512 plot_charts=True,
513 disable_cache=False,
514 replay_bdb=False,
515 show_debug_info=False,
516 backtest_only=False
517 )
File module2/common/modulemanagerv2.py:88, in biglearning.module2.common.modulemanagerv2.BigQuantModuleVersion.__call__()
File module2/common/moduleinvoker.py:370, in biglearning.module2.common.moduleinvoker.module_invoke()
File module2/common/moduleinvoker.py:292, in biglearning.module2.common.moduleinvoker._invoke_with_cache()
File module2/common/moduleinvoker.py:253, in biglearning.module2.common.moduleinvoker._invoke_with_cache()
File module2/common/moduleinvoker.py:210, in biglearning.module2.common.moduleinvoker._module_run()
File module2/modules/hftrade/v2/__init__.py:415, in biglearning.module2.modules.hftrade.v2.__init__.bigquant_run()
File module2/modules/hftrade/v2/__init__.py:345, in biglearning.module2.modules.hftrade.v2.__init__.bigquant_run.do_paper_run()
File module2/common/modulemanagerv2.py:88, in biglearning.module2.common.modulemanagerv2.BigQuantModuleVersion.__call__()
File module2/common/moduleinvoker.py:370, in biglearning.module2.common.moduleinvoker.module_invoke()
File module2/common/moduleinvoker.py:292, in biglearning.module2.common.moduleinvoker._invoke_with_cache()
File module2/common/moduleinvoker.py:253, in biglearning.module2.common.moduleinvoker._invoke_with_cache()
File module2/common/moduleinvoker.py:212, in biglearning.module2.common.moduleinvoker._module_run()
File module2/modules/hfpapertrading/v2/__init__.py:633, in biglearning.module2.modules.hfpapertrading.v2.__init__.BigQuantModule.run()
File module2/modules/hfpapertrading/v2/__init__.py:369, in biglearning.module2.modules.hfpapertrading.v2.__init__.BigQuantModule.run()
File module2/modules/hfpapertrading/v2/__init__.py:262, in biglearning.module2.modules.hfpapertrading.v2.__init__.BigQuantModule.create_account_data()
File module2/modules/hfpapertrading/v2/paper_test_helper.py:587, in biglearning.module2.modules.hfpapertrading.v2.paper_test_helper.PaperTestHelper.settle_account_data()
File module2/modules/hfpapertrading/v2/paper_test_helper.py:291, in biglearning.module2.modules.hfpapertrading.v2.paper_test_helper.PaperTestHelper.insert_trades()
Exception: RequestValidationError: [{'type': 'string_type', 'loc': ('body', 'order_key'), 'msg': 'Input should be a valid string', 'input': 1312044184902, 'url': 'https://errors.pydantic.dev/2.4/v/string_type'}]
\