In [1]:
#%%
from vnpy.app.spread_trading.backtesting import BacktestingEngine
from vnpy.app.spread_trading.strategies.statistical_arbitrage_strategy import (
StatisticalArbitrageStrategy
)
from vnpy.app.spread_trading.base import LegData, SpreadData
from datetime import datetime
In [2]:
spread = SpreadData(
name="IF-Spread",
legs=[LegData("IF1911.CFFEX"), LegData("IF1912.CFFEX")],
price_multipliers={"IF1911.CFFEX": 1, "IF1912.CFFEX": -1},
trading_multipliers={"IF1911.CFFEX": 1, "IF1912.CFFEX": -1},
active_symbol="IF1911.CFFEX",
inverse_contracts={"IF1911.CFFEX": False, "IF1912.CFFEX": False},
min_volume=1
)
In [3]:
#%%
engine = BacktestingEngine()
engine.set_parameters(
spread=spread,
interval="1m",
start=datetime(2019, 6, 10),
end=datetime(2019, 11, 10),
rate=0,
slippage=0,
size=300,
pricetick=0.2,
capital=1_000_000,
)
engine.add_strategy(StatisticalArbitrageStrategy, {})
In [4]:
#%%
engine.load_data()
engine.run_backtesting()
df = engine.calculate_result()
engine.calculate_statistics()
engine.show_chart()
2019-11-14 12:22:16.758224 开始加载历史数据
2019-11-14 12:22:20.582443 历史数据加载完成，数据量：7200
2019-09-23 11:10:00 long 0.0 -1.6 -1.595771499962582
2019-09-23 11:22:00 short 0.0 5.0 4.434537272006142
2019-09-23 11:24:00 short 0.0 5.2 4.9688499583209484
2019-09-23 11:28:00 long 0.0 -3.8 -3.695330911067618
2019-09-23 13:25:00 long 0.0 -0.4 -0.23693471309323555
2019-09-23 13:34:00 long 0.0 -1.8 -1.4179666393179509
2019-09-23 14:02:00 long 0.0 -0.8 -0.5778248012256164
2019-09-23 14:04:00 long 0.0 -1.2 -1.1925798475317886
2019-09-23 14:06:00 long 0.0 -2.0 -1.8379710609249407
2019-09-23 14:39:00 long 0.0 -2.8 -2.0334313701260256
2019-09-23 14:43:00 long 0.0 -3.4 -2.787519389787807
2019-09-23 14:57:00 long 0.0 -5.8 -4.27440470371467
2019-09-24 10:05:00 long 0.0 -3.8 -3.179999999999999
2019-09-24 10:06:00 long 0.0 -4.6 -3.857025532524194
2019-09-24 10:57:00 long 0.0 -5.0 -4.445544546049673
2019-09-24 11:25:00 short 0.0 3.2 1.6423691723275973
2019-09-24 13:17:00 long 0.0 -4.0 -3.4607215153133146
2019-09-24 13:18:00 long 0.0 -4.0 -3.873052190979691
2019-09-24 13:20:00 short 0.0 1.4 0.6782346393911616
2019-09-24 13:49:00 long 0.0 -5.6 -4.322203430984213
2019-09-24 13:51:00 long 0.0 -5.4 -5.351933561796388
2019-09-24 14:16:00 short 0.0 2.8 2.1558010238906187
2019-09-24 14:23:00 short 0.0 4.2 4.128626114345908
2019-09-24 14:34:00 short 0.0 5.6 5.020673910007105
2019-09-25 10:00:00 long 0.0 -0.8 -0.4674138285233176
2019-09-25 10:52:00 short 0.0 3.8 3.1140497542965124
2019-09-25 11:06:00 long 0.0 -5.6 -4.718752682402608
2019-09-25 11:07:00 long 0.0 -6.8 -5.8570761010398895
2019-09-25 11:09:00 long 0.0 -9.6 -8.30701394770012
2019-09-25 13:07:00 long 0.0 -2.4 -2.010688783461635
2019-09-25 13:09:00 long 0.0 -3.2 -2.9096527568441326
2019-09-25 13:14:00 long 0.0 -5.8 -4.557175209443296
2019-09-25 13:16:00 short 0.0 2.8 2.71190168255482
2019-09-25 13:40:00 short 0.0 3.0 2.393542602265727
2019-09-25 13:48:00 short 0.0 5.0 3.9270050210519605
2019-09-25 13:49:00 short 0.0 5.6 4.78127049528201
2019-09-25 13:50:00 short 0.0 5.8 5.554609072384922
2019-09-25 14:31:00 long 0.0 -1.8 -1.5605127783747337
2019-09-25 14:32:00 long 0.0 -3.0 -2.376008752724753
2019-09-25 14:55:00 short 0.0 2.6 2.088556900684659
2019-09-26 09:46:00 short 0.0 3.0 2.8147886505838007
2019-09-26 09:47:00 short 0.0 3.6 3.3125615481131314
2019-09-26 09:48:00 short 0.0 4.0 3.8584272840510305
2019-09-26 10:23:00 short 0.0 3.0 2.83069495897579
2019-09-26 10:24:00 short 0.0 3.6 3.2789686646590304
2019-09-26 10:46:00 long 0.0 -2.6 -2.146625258399799
2019-09-26 11:21:00 short 0.0 3.6 2.265894519393671
2019-09-26 11:22:00 long 0.0 -3.2 -3.114454901417574
2019-09-26 13:16:00 long 0.0 -2.6 -2.3635511135521776
2019-09-26 13:18:00 long 0.0 -6.2 -3.9327043465311387
2019-09-26 13:45:00 short 0.0 3.2 3.0822778379433275
2019-09-26 14:05:00 short 0.0 3.8 3.35896866465903
2019-09-26 14:10:00 short 0.0 6.0 4.530235101054467
2019-09-26 14:27:00 long 0.0 -3.4 -3.05339846006256
2019-09-27 09:32:00 long 0.0 -3.8 -2.9337158110217847
2019-09-27 09:51:00 short 0.0 2.8 2.4214462120237066
2019-09-27 10:12:00 short 0.0 2.0 1.850606004963329
2019-09-27 10:26:00 long 0.0 -7.0 -5.503958456759911
2019-09-27 10:27:00 long 0.0 -6.4 -6.098888751680797
2019-09-27 10:28:00 long 0.0 -8.4 -7.236973076138914
2019-09-27 11:07:00 short 0.0 1.6 1.5607200579252218
2019-09-27 11:16:00 long 0.0 -4.0 -3.87369181623589
2019-09-27 13:08:00 long 0.0 -4.6 -4.461162528784269
2019-09-27 13:09:00 long 0.0 -5.2 -5.0132355138051565
2019-09-27 13:23:00 short 0.0 2.0 1.6314853990842237
2019-09-27 13:47:00 long 0.0 -5.4 -4.616894473211934
2019-09-27 13:49:00 long 0.0 -5.8 -5.520191631233008
2019-09-27 14:13:00 short 0.0 1.2 0.35121113065253606
2019-09-27 14:59:00 long 0.0 -4.0 -3.4791101865742533
2019-09-30 09:30:00 long 0.0 -4.8 -4.074602650883545
2019-09-30 09:49:00 long 0.0 -5.8 -5.643996370232946
2019-09-30 10:11:00 short 0.0 -0.8 -1.357039066464651
2019-09-30 10:16:00 short 0.0 -0.4 -0.8150054945121012
2019-09-30 11:17:00 long 0.0 -6.8 -5.732108506679619
2019-09-30 11:18:00 long 0.0 -8.2 -6.755858900198849
2019-09-30 13:18:00 long 0.0 -4.4 -4.306701454431009
2019-09-30 13:28:00 short 0.0 0.2 -0.02641300566843663
2019-09-30 13:47:00 short 0.0 0.4 0.13580821130503562
2019-09-30 13:48:00 short 0.0 0.4 0.1881505419127727
2019-09-30 13:49:00 short 0.0 1.2 0.7885480092693475
2019-09-30 14:14:00 short 0.0 1.8 1.1255994033242787
2019-09-30 14:39:00 short 0.0 1.6 1.4130639802964866
2019-09-30 14:42:00 short 0.0 5.2 3.058708226511668
2019-09-30 14:56:00 short 0.0 7.0 6.611856732445789
2019-10-08 09:50:00 long 0.0 -0.8 -0.5042824394129783
2019-10-08 10:09:00 short 0.0 4.8 4.579714271135537
2019-10-08 10:15:00 long 0.0 -1.0 -0.9597653330201108
2019-10-08 11:09:00 short 0.0 5.0 3.4925396619093014
2019-10-08 13:06:00 short 0.0 4.8 4.353353817434332
2019-10-08 13:31:00 long 0.0 0.6 0.8356836956703317
2019-10-08 13:32:00 long 0.0 -0.6 0.23100027793220734
2019-10-09 09:39:00 short 0.0 3.2 3.020829220946119
2019-10-09 09:50:00 long 0.0 -1.8 -1.1859802954868088
2019-10-09 10:11:00 short 0.0 2.0 1.9282856857085695
2019-10-09 10:27:00 long 0.0 -0.8 -0.7578352176302475
2019-10-09 10:38:00 long 0.0 -1.4 -1.0869847541280548
2019-10-09 10:56:00 short 0.0 2.4 2.2773247934811574
2019-10-09 11:07:00 short 0.0 2.6 2.554598307751914
2019-10-09 13:00:00 long 0.0 -1.0 -0.23364776376578344
2019-10-09 13:44:00 long 0.0 -0.6 -0.21029847422132164
2019-10-09 13:45:00 long 0.0 -0.6 -0.4967498169838851
2019-10-09 13:55:00 short 0.0 3.0 2.882291367302731
2019-10-09 14:20:00 short 0.0 1.8 1.370468664200729
2019-10-09 14:26:00 short 0.0 2.4 1.8891997865528134
2019-10-09 14:30:00 short 0.0 2.4 2.2919553343687915
2019-10-10 09:39:00 short 0.0 2.0 1.8236313686219439
2019-10-10 09:42:00 long 0.0 -1.4 -1.3311813952440235
2019-10-10 10:18:00 long 0.0 -2.0 -1.9735315156087414
2019-10-10 10:48:00 short 0.0 1.8 1.7838540758722048
2019-10-10 11:04:00 long 0.0 -1.4 -1.0303946855997617
2019-10-10 11:06:00 long 0.0 -1.4 -1.3954486605993353
2019-10-10 11:17:00 short 0.0 2.2 2.191730976517145
2019-10-10 13:03:00 long 0.0 -1.2 -1.1912837027615355
2019-10-10 13:09:00 short 0.0 2.4 2.2715186998758803
2019-10-10 13:32:00 short 0.0 2.2 1.760985047329109
2019-10-10 13:59:00 long 0.0 -0.4 -0.34148046676766297
2019-10-10 14:23:00 long 0.0 -0.4 -0.33726848797845266
2019-10-10 14:27:00 long 0.0 -0.8 -0.6881176406988356
2019-10-10 14:28:00 short 0.0 2.0 1.761665591397402
2019-10-10 14:52:00 short 0.0 3.2 3.1233732527773492
2019-10-10 14:56:00 long 0.0 0.4 0.4697260530982481
2019-10-11 09:35:00 short 0.0 4.4 4.158784701647182
2019-10-11 10:01:00 short 0.0 4.6 4.567844366632624
2019-10-11 10:06:00 long 0.0 1.0 1.8429751228517368
2019-10-11 10:07:00 long 0.0 1.4 1.5653746606637924
2019-10-11 10:55:00 long 0.0 0.2 0.3793872179038522
2019-10-11 13:27:00 long 0.0 1.2 1.2129834579902017
2019-10-11 13:28:00 long 0.0 0.4 0.8687937306404183
2019-10-11 13:30:00 long 0.0 0.4 0.6264684843912596
2019-10-11 13:31:00 long 0.0 0.2 0.34785878029351336
2019-10-11 13:38:00 long 0.0 -0.8 -0.46008379692124746
2019-10-11 14:03:00 short 0.0 3.6 3.3819159132617918
2019-10-11 14:04:00 short 0.0 3.8 3.654584687293339
2019-10-11 14:05:00 short 0.0 4.4 4.059545395833821
2019-10-11 14:09:00 short 0.0 5.6 4.790176984220482
2019-10-11 14:34:00 long 0.0 -0.6 0.673372549358854
2019-10-11 14:46:00 long 0.0 0.0 0.07978418103918505
2019-11-14 12:22:20.696701 策略初始化完成
2019-11-14 12:22:20.696701 开始回放历史数据
2019-10-14 09:30:00 short 0.0 6.6 5.2771740484728955
2019-10-14 09:35:00 cover -10 2.6 2.9499999999999997
2019-10-14 09:51:00 long 0 -2.0 -1.8301008630874136
2019-10-14 10:01:00 short 0 2.4 2.207898896340853
2019-10-14 10:03:00 cover -10 -0.2 0.19000000000000025
2019-10-14 10:04:00 cover -10 -1.0 0.17000000000000023
2019-10-14 10:05:00 cover -10 -0.6 0.13000000000000023
2019-10-14 10:21:00 long 0 -2.4 -2.354293492332353
2019-10-14 10:53:00 long 0 -3.8 -3.2656684389189676
2019-10-14 11:02:00 long 0 -4.8 -3.983709532096884
2019-10-14 13:20:00 short 0 1.2 1.1204329970525808
2019-10-14 13:42:00 short 0 1.0 0.932520022699814
2019-10-14 13:46:00 cover -10 -0.2 -0.0999999999999995
2019-10-14 14:01:00 short 0 1.4 1.1046164741766535
2019-10-14 14:08:00 cover -10 0.2 0.5799999999999997
2019-10-14 14:12:00 short 0 4.8 3.112579847531794
2019-10-14 14:19:00 cover -10 0.2 1.3899999999999997
2019-10-14 14:40:00 long 0 -0.2 -0.1255433615645123
2019-10-14 14:49:00 sell 10 1.8 0.8400000000000001
2019-10-14 14:58:00 short 0 2.2 2.0102984742213215
2019-10-15 09:30:00 cover -10 0.2 0.7899999999999998
2019-10-15 09:31:00 cover -10 -0.6 0.7099999999999999
2019-10-15 09:32:00 cover -10 -0.2 0.6699999999999999
2019-10-15 09:33:00 cover -10 -0.4 0.6099999999999999
2019-10-15 09:34:00 cover -10 -0.2 0.59
2019-10-15 09:57:00 short 0 2.8 2.789199786552815
2019-10-15 10:01:00 cover -10 0.6 1.629999999999999
2019-10-15 10:05:00 long 0 -0.8 -0.27128370276154
2019-10-15 10:06:00 sell 10 2.6 1.559999999999999
2019-10-15 10:27:00 long 0 0.2 0.4168051036812388
2019-10-15 10:29:00 sell 10 1.4 1.3899999999999992
2019-10-15 10:40:00 short 0 2.4 2.18319489631876
2019-10-15 10:47:00 cover -10 1.4 1.4199999999999984
2019-10-15 11:01:00 long 0 -0.2 -0.03253295216666663
2019-10-15 11:03:00 sell 10 1.8 1.3599999999999985
2019-10-15 11:10:00 short 0 2.4 2.3864349160706313
2019-10-15 11:12:00 cover -10 0.4 1.0999999999999985
2019-10-15 11:18:00 long 0 -0.6 -0.5886235252742719
2019-10-15 11:22:00 sell 10 1.0 0.929999999999999
2019-10-15 13:20:00 long 0 0.2 0.21116886272900737
2019-10-15 13:30:00 sell 10 0.8 0.7600000000000006
2019-10-15 13:48:00 long 0 -0.8 -0.5990905331227268
2019-10-15 13:53:00 sell 10 1.4 0.4400000000000002
2019-10-15 14:13:00 short 0 1.4 1.3973488065725945
2019-10-15 14:18:00 cover -10 0.6 0.6600000000000004
2019-10-15 14:19:00 short 0 1.6 1.597348806572593
2019-10-15 14:22:00 cover -10 0.8 0.9000000000000001
2019-10-16 09:30:00 long 0 0.8 0.8607695154586696
2019-10-16 09:44:00 sell 10 0.8 0.5100000000000003
2019-10-16 09:55:00 short 0 2.2 1.818799519615618
2019-10-16 10:02:00 cover -10 0.4 0.9200000000000003
2019-10-16 10:07:00 short 0 3.0 2.8411253229445754
2019-10-16 10:15:00 cover -10 1.6 1.6199999999999999
2019-10-16 10:42:00 short 0 2.2 2.16
2019-10-16 10:43:00 cover -10 0.6 1.2000000000000002
2019-10-16 11:03:00 long 0 0.2 0.3184496572199613
2019-10-16 11:04:00 sell 10 2.0 1.25
2019-10-16 11:29:00 long 0 0.2 0.3624556746878138
2019-10-16 13:03:00 sell 10 1.6 1.2700000000000005
2019-10-16 13:31:00 short 0 4.2 3.535493654014335
2019-10-16 13:35:00 cover -10 1.8 2.1399999999999997
2019-10-16 13:52:00 short 0 3.2 2.898489166907174
2019-10-16 13:53:00 cover -10 0.8 1.339999999999999
2019-10-16 14:21:00 short 0 3.8 3.130897177907629
2019-10-16 14:33:00 cover -10 2.8 2.8999999999999995
2019-10-16 14:42:00 long 0 2.4 2.415591956721122
2019-10-16 14:47:00 sell 10 3.4 3.35
2019-10-16 14:55:00 short 0 4.4 4.259999999999998
2019-10-16 14:59:00 cover -10 2.4 3.18
2019-10-17 10:03:00 short 0 3.2 3.1397142273814165
2019-10-17 10:17:00 cover -10 3.4 3.5700000000000003
2019-10-17 10:23:00 short 0 5.6 5.342577965360736
2019-10-17 10:27:00 cover -10 4.2 4.420000000000001
2019-10-17 11:11:00 short 0 6.2 6.088117640698874
2019-10-17 11:12:00 cover -10 4.6 4.97
2019-10-17 13:25:00 long 0 4.4 4.578734401160298
2019-10-17 13:26:00 sell 10 5.6 5.310000000000001
2019-10-17 13:27:00 short 0 6.2 6.102269383052316
2019-10-17 13:28:00 cover -10 5.0 5.290000000000001
2019-10-17 13:31:00 long 0 4.0 4.26585116464987
2019-10-17 13:35:00 sell 10 5.2 5.1400000000000015
2019-10-17 13:58:00 short 0 6.0 5.978999374217504
2019-10-17 14:04:00 cover -10 5.0 5.379999999999999
2019-10-17 14:13:00 long 0 4.4 4.423853292240882
2019-10-17 14:15:00 sell 10 5.6 5.459999999999998
2019-10-17 14:21:00 short 0 7.2 6.941763562443941
2019-10-17 14:32:00 cover -10 6.4 6.429999999999998
2019-10-17 14:55:00 long 0 5.0 5.235787635563271
2019-10-18 09:37:00 sell 10 5.4 5.0600000000000005
2019-10-18 09:45:00 long 0 2.6 2.7647390801613145
2019-10-18 09:48:00 sell 10 4.2 4.070000000000001
2019-10-18 10:22:00 short 0 4.2 4.035759349937911
2019-10-18 10:32:00 cover -10 3.0 3.280000000000001
2019-10-18 10:42:00 long 0 2.6 2.6851380485015626
2019-10-18 10:47:00 sell 10 4.0 3.3900000000000006
2019-10-18 11:10:00 short 0 3.6 3.3906057825965146
2019-10-18 11:16:00 cover -10 2.8 3.0300000000000016
2019-10-18 11:22:00 short 0 4.4 4.277344760741067
2019-10-18 11:29:00 cover -10 3.0 3.6999999999999984
2019-10-18 13:17:00 long 0 3.2 3.298149205382897
2019-10-18 13:20:00 sell 10 5.8 5.079999999999997
2019-10-18 13:32:00 short 0 6.2 6.165884610812311
2019-10-18 13:37:00 cover -10 4.0 4.7799999999999985
2019-10-18 13:51:00 long 0 3.4 3.431323145391513
2019-10-18 13:52:00 sell 10 5.4 4.94
2019-10-18 14:54:00 long 0 3.4 3.4202041028867014
2019-10-18 14:55:00 sell 10 4.8 4.459999999999999
2019-10-18 14:59:00 short 0 6.0 5.68508215645556
2019-10-21 09:33:00 cover -10 4.8 4.939999999999999
2019-10-21 09:45:00 long 0 4.2 4.228357586546087
2019-10-21 09:52:00 sell 10 6.0 5.489999999999998
2019-10-21 10:06:00 long 0 4.0 4.077558866185662
2019-10-21 10:07:00 sell 10 5.2 5.019999999999999
2019-10-21 10:10:00 short 0 6.2 6.136709128650397
2019-10-21 10:17:00 cover -10 4.6 5.279999999999999
2019-10-21 11:14:00 long 0 4.8 4.848413696967212
2019-10-21 11:15:00 sell 10 6.8 6.140000000000002
2019-10-21 13:09:00 short 0 7.0 6.82111691323818
2019-10-21 13:13:00 cover -10 5.4 6.0600000000000005
2019-10-21 13:24:00 long 0 4.4 4.64626533375276
2019-10-21 13:25:00 sell 10 6.0 5.940000000000002
2019-10-21 14:07:00 long 0 4.2 4.267583000760229
2019-10-21 14:09:00 sell 10 6.0 5.4399999999999995
2019-10-21 14:12:00 short 0 6.6 6.4214804667676555
2019-10-21 14:24:00 cover -10 5.4 5.61
2019-10-21 14:29:00 long 0 4.6 4.810529576736241
2019-10-21 14:32:00 sell 10 5.8 5.609999999999999
2019-10-21 14:49:00 short 0 6.0 5.99409198185403
2019-10-21 14:51:00 cover -10 4.8 5.32
2019-10-21 14:58:00 long 0 4.6 4.657393131168045
2019-10-21 14:59:00 sell 10 5.4 5.350000000000001
2019-10-22 09:32:00 short 0 6.2 6.1212655988396385
2019-10-22 09:34:00 cover -10 4.8 5.410000000000002
2019-10-22 09:35:00 long 0 4.4 4.416813910195941
2019-10-22 09:50:00 sell 10 4.8 4.540000000000001
2019-10-22 10:06:00 short 0 6.0 5.452567014223348
2019-10-22 10:09:00 cover -10 4.4 4.469999999999999
2019-10-22 10:38:00 short 0 5.8 5.406583330077867
2019-10-22 10:41:00 cover -10 4.2 4.35
2019-10-22 10:44:00 long 0 3.2 3.2612615615380456
2019-10-22 10:45:00 sell 10 5.4 4.45
2019-10-22 11:23:00 short 0 6.8 6.297055636295015
2019-10-22 11:26:00 cover -10 4.4 4.9
2019-10-22 13:41:00 short 0 5.8 5.774491659829511
2019-10-22 13:43:00 cover -10 4.4 5.139999999999998
2019-10-22 13:46:00 long 0 4.2 4.257350013843572
2019-10-22 13:48:00 sell 10 5.6 5.089999999999996
2019-10-22 14:29:00 long 0 3.8 4.001111797830323
2019-10-22 14:35:00 sell 10 4.8 4.359999999999999
2019-10-22 14:54:00 long 0 3.2 3.324295126587999
2019-10-22 14:57:00 sell 10 4.8 4.1899999999999995
2019-10-23 10:18:00 long 0 3.2 3.2032686114644164
2019-10-23 10:26:00 sell 10 5.2 3.650000000000001
2019-10-23 11:00:00 short 0 5.2 4.87331262919987
2019-10-23 11:01:00 cover -10 3.6 3.81
2019-10-23 11:20:00 long 0 2.8 2.855450930786114
2019-10-23 11:22:00 sell 10 4.2 3.79
2019-10-23 13:14:00 long 0 2.8 2.9081601218103983
2019-10-23 13:15:00 sell 10 4.0 3.7
2019-10-23 13:19:00 short 0 4.8 4.717524104363061
2019-10-23 13:23:00 cover -10 3.4 3.879999999999998
2019-10-23 13:35:00 long 0 3.4 3.4466933337600034
2019-10-23 13:36:00 sell 10 4.6 4.3199999999999985
2019-10-23 13:48:00 long 0 3.0 3.112712164498057
2019-10-23 13:50:00 sell 10 4.4 4.03
2019-10-23 13:54:00 short 0 5.0 4.936794863550142
2019-10-23 13:57:00 cover -10 3.4 3.990000000000003
2019-10-23 14:00:00 long 0 2.6 2.706953086306418
2019-10-23 14:05:00 sell 10 4.0 3.820000000000001
2019-10-23 14:17:00 short 0 4.6 4.529516003089774
2019-10-23 14:20:00 cover -10 3.2 3.689999999999999
2019-10-23 14:59:00 short 0 6.6 5.788547536431275
2019-10-24 09:30:00 cover -10 4.2 4.570000000000001
2019-10-24 10:20:00 short 0 4.8 4.753229160308103
2019-10-24 10:23:00 cover -10 4.0 4.019999999999998
2019-10-24 10:25:00 short 0 5.6 5.199761877760891
2019-10-24 10:27:00 cover -10 3.6 4.179999999999998
2019-10-24 10:49:00 long 0 2.6 2.6131527499222917
2019-10-24 10:52:00 sell 10 4.8 3.6300000000000017
2019-10-24 11:22:00 short 0 4.4 4.346340792246414
2019-10-24 11:24:00 cover -10 3.2 3.4599999999999995
2019-10-24 11:26:00 long 0 2.0 2.34018183321061
2019-10-24 11:27:00 sell 10 4.6 3.4899999999999998
2019-10-24 13:02:00 short 0 4.8 4.799999999999999
2019-10-24 13:07:00 cover -10 3.0 3.7900000000000005
2019-10-24 13:51:00 long 0 2.8 2.924775479287132
2019-10-24 13:52:00 sell 10 4.0 3.7799999999999985
2019-10-25 09:34:00 short 0 4.2 4.025214259481649
2019-10-25 09:37:00 cover -10 2.4 3.18
2019-10-25 09:43:00 long 0 1.6 1.9701852010645435
2019-10-25 09:46:00 sell 10 3.4 3.0599999999999987
2019-10-25 10:00:00 long 0 1.4 1.4325484065344893
2019-10-25 10:02:00 sell 10 2.8 2.4800000000000004
2019-10-25 10:11:00 long 0 0.6 1.1208775307281607
2019-10-25 10:14:00 sell 10 2.8 2.2500000000000004
2019-10-25 10:21:00 short 0 3.8 3.6216655913974023
2019-10-25 10:25:00 cover -10 2.4 2.4899999999999993
2019-10-25 10:35:00 long 0 1.2 1.6445243830815617
2019-10-25 10:37:00 sell 10 3.2 2.9399999999999995
2019-10-25 10:40:00 long 0 1.4 1.454354696878596
2019-10-25 10:47:00 sell 10 2.6 2.440000000000001
2019-10-25 11:14:00 short 0 4.8 4.665156893466275
2019-10-25 11:15:00 cover -10 3.0 3.4600000000000017
2019-10-25 11:29:00 long 0 1.8 1.9660061349837625
2019-10-25 13:11:00 sell 10 2.6 2.4800000000000018
2019-10-25 13:19:00 short 0 3.6 3.356289923765868
2019-10-25 13:21:00 cover -10 1.6 2.2200000000000024
2019-10-25 13:29:00 short 0 3.8 3.7998148021117455
2019-10-25 13:30:00 cover -10 2.2 2.490000000000001
2019-10-25 13:32:00 short 0 4.2 4.054584687293329
2019-10-25 13:37:00 cover -10 2.4 2.8700000000000014
2019-10-25 14:06:00 short 0 5.0 4.652125257065119
2019-10-25 14:08:00 cover -10 2.6 3.7699999999999982
2019-10-25 14:59:00 long 0 0.2 0.8383344086026074
2019-10-28 09:30:00 long 0 -0.4 0.30238264195914666
2019-10-28 09:42:00 sell 10 0.8 0.6799999999999998
2019-10-28 09:44:00 sell 10 0.8 0.5399999999999998
2019-10-28 09:48:00 short 0 1.8 1.746617756902571
2019-10-28 09:55:00 short 0 2.2 1.8681933110677402
2019-10-28 10:00:00 cover -10 0.6 0.690000000000002
2019-10-28 10:12:00 long 0 -1.0 -0.5116936997377782
2019-10-28 10:14:00 sell 10 1.2 0.7000000000000026
2019-10-28 10:38:00 short 0 3.4 2.7491067866830154
2019-10-28 10:40:00 cover -10 1.6 1.7300000000000018
2019-10-28 10:51:00 short 0 3.4 3.242919797992182
2019-10-28 10:53:00 cover -10 1.2 1.940000000000002
2019-10-28 11:25:00 short 0 3.8 3.6886656775464384
2019-10-28 11:27:00 cover -10 2.0 2.770000000000001
2019-10-28 13:06:00 long 0 1.2 1.354038835561576
2019-10-28 13:08:00 sell 10 3.0 2.5400000000000014
2019-10-28 13:39:00 long 0 0.8 0.8601818332105844
2019-10-28 13:40:00 sell 10 2.6 1.9799999999999998
2019-10-28 13:45:00 long 0 0.2 0.49866480257714874
2019-10-28 13:48:00 sell 10 1.8 1.7499999999999996
2019-10-28 13:51:00 short 0 3.4 3.3268980203246885
2019-10-28 13:54:00 cover -10 1.8 1.97
2019-10-28 14:22:00 short 0 2.8 2.648749021908633
2019-10-28 14:23:00 cover -10 1.8 1.85
2019-10-29 09:35:00 short 0 3.0 2.911665016500031
2019-10-29 09:36:00 cover -10 1.0 2.02
2019-10-29 09:55:00 short 0 3.0 2.974665715643837
2019-10-29 09:58:00 cover -10 1.8 2.1199999999999997
2019-10-29 10:15:00 short 0 3.2 3.1817374897442305
2019-10-29 10:18:00 cover -10 2.2 2.2800000000000002
2019-10-29 10:54:00 long 0 1.6 1.82678788880706
2019-10-29 10:55:00 sell 10 3.0 2.6100000000000003
2019-10-29 11:10:00 long 0 1.6 1.7152673405477727
2019-10-29 11:14:00 sell 10 2.8 2.48
2019-10-29 11:15:00 long 0 1.6 1.6152673405477709
2019-10-29 11:16:00 sell 10 2.4 2.39
2019-10-29 11:18:00 short 0 3.6 3.410425435640707
2019-10-29 11:20:00 cover -10 2.2 2.45
2019-10-29 13:30:00 short 0 3.8 3.65301697684107
2019-10-29 13:35:00 cover -10 2.8 2.809999999999999
2019-10-29 14:11:00 long 0 1.4 1.5328206644528608
2019-10-29 14:14:00 sell 10 2.8 2.3899999999999997
2019-10-29 14:40:00 short 0 4.0 3.599719056781405
2019-10-29 14:42:00 cover -10 2.6 2.7100000000000004
2019-10-30 09:32:00 long 0 1.4 1.702651193427421
2019-10-30 09:33:00 sell 10 2.6 2.5500000000000007
2019-10-30 09:40:00 short 0 3.4 3.2675848040166766
2019-10-30 09:50:00 cover -10 2.8 2.8599999999999994
2019-10-30 10:05:00 long 0 2.2 2.233116507008849
2019-10-30 10:06:00 sell 10 3.4 3.1299999999999994
2019-10-30 10:15:00 short 0 4.4 3.9870165420097914
2019-10-30 10:19:00 cover -10 2.8 3.09
2019-10-30 10:31:00 short 0 5.4 4.915457117137707
2019-10-30 10:41:00 cover -10 4.0 4.34
2019-10-30 10:52:00 long 0 3.2 3.2019246599640794
2019-10-30 11:08:00 sell 10 4.2 3.2299999999999995
2019-10-30 11:24:00 short 0 4.6 4.327174264961146
2019-10-30 11:25:00 cover -10 3.2 3.3300000000000005
2019-10-30 11:26:00 short 0 4.6 4.529233969908972
2019-10-30 13:00:00 cover -10 2.8 3.5199999999999996
2019-10-30 13:15:00 short 0 4.8 4.5817661014573865
2019-10-30 13:27:00 cover -10 3.6 3.8800000000000012
2019-10-30 13:40:00 short 0 5.4 5.023194896318707
2019-10-30 13:47:00 cover -10 4.0 4.040000000000001
2019-10-30 14:46:00 short 0 5.4 5.3579189152169375
2019-10-30 14:55:00 cover -10 4.4 4.7600000000000025
2019-10-31 10:54:00 short 0 4.8 4.619647799968375
2019-10-31 10:55:00 cover -10 3.6 3.879999999999999
2019-10-31 11:14:00 short 0 5.4 5.07833188405687
2019-10-31 11:18:00 cover -10 4.2 4.24
2019-10-31 13:23:00 long 0 2.8 2.8267878888070865
2019-10-31 13:24:00 sell 10 4.0 3.59
2019-10-31 13:35:00 short 0 4.4 4.371665016500027
2019-10-31 13:37:00 cover -10 3.2 3.5199999999999996
2019-10-31 13:46:00 short 0 4.8 4.632419662491447
2019-10-31 13:49:00 cover -10 3.6 3.7600000000000002
2019-10-31 14:31:00 long 0 2.4 2.5361632823094
2019-10-31 14:33:00 sell 10 3.6 3.2800000000000002
2019-10-31 14:39:00 short 0 4.4 4.236175168483585
2019-10-31 14:48:00 cover -10 3.4 3.430000000000002
2019-10-31 14:59:00 short 0 5.2 4.890464990571925
2019-11-01 09:30:00 cover -10 3.0 3.950000000000003
2019-11-01 09:39:00 short 0 5.4 5.271586303032787
2019-11-01 09:40:00 cover -10 3.6 4.000000000000003
2019-11-01 10:08:00 short 0 5.4 5.205917366429879
2019-11-01 10:14:00 cover -10 3.6 4.0600000000000005
2019-11-01 10:15:00 long 0 2.2 2.5373800224763086
2019-11-01 10:17:00 sell 10 4.2 3.9799999999999995
2019-11-01 11:14:00 short 0 4.6 4.574601809837338
2019-11-01 11:16:00 cover -10 3.8 3.8099999999999987
2019-11-01 11:20:00 long 0 3.0 3.0100632936747744
2019-11-01 11:21:00 sell 10 4.0 3.79
2019-11-01 11:23:00 long 0 2.4 2.7675803375085684
2019-11-01 11:24:00 sell 10 4.0 3.7600000000000002
2019-11-01 13:12:00 long 0 1.4 1.876497489474039
2019-11-01 13:31:00 sell 10 2.6 1.7000000000000004
2019-11-01 13:53:00 short 0 2.8 2.799019136228547
2019-11-01 13:57:00 cover -10 1.6 1.8200000000000014
2019-11-01 14:13:00 short 0 3.4 3.1813199329137047
2019-11-01 14:16:00 cover -10 1.4 2.080000000000003
2019-11-01 14:33:00 long 0 1.2 1.4018306305724892
2019-11-01 14:34:00 sell 10 3.2 2.6800000000000015
2019-11-01 14:53:00 long 0 0.8 0.8080410967167102
2019-11-01 14:54:00 sell 10 3.2 1.8300000000000014
2019-11-04 09:31:00 long 0 0.6 0.600210102581137
2019-11-04 09:32:00 sell 10 2.6 1.840000000000001
2019-11-04 09:49:00 short 0 3.4 3.2633137253205806
2019-11-04 09:52:00 cover -10 2.2 2.21
2019-11-04 10:38:00 short 0 3.4 3.253984924527946
2019-11-04 10:39:00 cover -10 2.0 2.01
2019-11-04 10:53:00 short 0 3.4 3.340578771065301
2019-11-04 11:02:00 cover -10 2.4 2.7600000000000007
2019-11-04 11:09:00 long 0 1.8 1.8158994132730166
2019-11-04 11:12:00 sell 10 3.0 2.8200000000000003
2019-11-04 11:28:00 short 0 4.0 3.959444312483505
2019-11-04 11:29:00 cover -10 2.6 2.83
2019-11-04 13:03:00 short 0 4.2 4.108447236605963
2019-11-04 13:04:00 cover -10 2.8 2.9500000000000006
2019-11-04 13:23:00 long 0 2.0 2.037445653886075
2019-11-04 13:35:00 sell 10 2.4 2.33
2019-11-04 13:39:00 short 0 3.0 2.864142842854293
2019-11-04 13:40:00 cover -10 1.8 2.1099999999999994
2019-11-04 13:43:00 short 0 3.0 2.9727452896155904
2019-11-04 13:45:00 cover -10 1.8 2.18
2019-11-04 13:51:00 short 0 3.6 3.2950862032359645
2019-11-04 13:55:00 cover -10 2.4 2.46
2019-11-04 14:22:00 long 0 2.2 2.287440098139454
2019-11-04 14:30:00 sell 10 2.8 2.7899999999999996
2019-11-04 14:38:00 long 0 1.6 1.6808003202562465
2019-11-04 14:39:00 sell 10 2.8 2.669999999999999
2019-11-04 14:59:00 long 0 2.0 2.0013525874952394
2019-11-05 09:32:00 sell 10 2.8 2.71
2019-11-05 09:59:00 long 0 1.2 1.210063293674752
2019-11-05 10:06:00 sell 10 1.8 1.75
2019-11-05 10:07:00 short 0 2.6 2.5889499366462543
2019-11-05 10:10:00 cover -10 1.4 1.73
2019-11-05 10:15:00 short 0 2.8 2.7172299611087896
2019-11-05 10:17:00 cover -10 1.6 1.7899999999999998
2019-11-05 10:30:00 short 0 2.8 2.7924354077980764
2019-11-05 10:32:00 cover -10 1.0 1.9300000000000002
2019-11-05 11:23:00 long 0 0.0 0.4999999999999971
2019-11-05 11:26:00 sell 10 2.0 1.6799999999999997
2019-11-05 14:01:00 short 0 1.2 1.1484355879804886
2019-11-05 14:02:00 long 0 -0.6 -0.3055342858886768
2019-11-05 14:03:00 sell 10 0.6 0.43
2019-11-05 14:12:00 short 0 1.4 1.3687616170334773
2019-11-05 14:13:00 cover -10 0.2 0.3399999999999999
2019-11-05 14:26:00 short 0 1.6 1.4303772913449242
2019-11-05 14:27:00 cover -10 0.4 0.40999999999999936
2019-11-06 10:02:00 short 0 1.0 0.9707402333838302
2019-11-06 10:03:00 long 0 -0.2 -0.19827329179203557
2019-11-06 10:04:00 sell 10 0.8 0.39000000000000135
2019-11-06 10:06:00 sell 10 1.0 0.39000000000000135
2019-11-06 10:26:00 short 0 1.8 1.5147184905645277
2019-11-06 10:34:00 cover -10 0.8 1.110000000000001
2019-11-06 10:59:00 long 0 -0.4 0.05614169408481229
2019-11-06 11:01:00 sell 10 1.4 0.9999999999999998
2019-11-06 11:14:00 short 0 2.2 2.1251568934662934
2019-11-06 11:16:00 cover -10 0.8 0.8999999999999997
2019-11-06 13:06:00 long 0 0.0 0.11926861885267015
2019-11-06 13:08:00 sell 10 1.0 0.8899999999999993
2019-11-06 13:48:00 short 0 2.2 2.095086203235964
2019-11-06 13:50:00 cover -10 0.6 1.03
2019-11-06 14:23:00 short 0 2.2 2.1000000000000023
2019-11-06 14:28:00 cover -10 0.8 1.2399999999999998
2019-11-06 14:53:00 short 0 2.8 2.7034813257969215
2019-11-06 14:54:00 cover -10 1.8 1.8199999999999992
2019-11-06 14:55:00 short 0 2.8 2.787016542009806
2019-11-07 09:31:00 cover -10 2.0 2.0699999999999994
2019-11-07 09:59:00 long 0 0.4 0.4718016229225689
2019-11-07 10:02:00 sell 10 1.6 1.5199999999999991
2019-11-07 10:17:00 long 0 0.4 0.4081601218103623
2019-11-07 10:18:00 sell 10 1.6 1.1800000000000002
2019-11-07 10:19:00 long 0 0.4 0.4012831066427295
2019-11-07 10:26:00 sell 10 1.2 0.89
2019-11-07 10:27:00 short 0 2.2 2.106876171665185
2019-11-07 10:30:00 cover -10 0.4 0.9899999999999997
2019-11-07 10:57:00 long 0 0.4 0.4131527499222649
2019-11-07 11:07:00 sell 10 1.6 1.1799999999999997
2019-11-07 11:17:00 short 0 2.2 1.909799979995996
2019-11-07 11:18:00 cover -10 0.8 0.8800000000000002
2019-11-07 13:09:00 short 0 2.4 2.1073821775254546
2019-11-07 13:12:00 cover -10 1.0 1.1899999999999993
2019-11-07 13:59:00 short 0 2.6 2.2587026647662305
2019-11-07 14:01:00 cover -10 1.0 1.5100000000000002
2019-11-07 14:23:00 short 0 2.6 2.472745289615583
2019-11-07 14:24:00 cover -10 1.4 1.6599999999999997
2019-11-07 14:37:00 long 0 0.6 0.7093184457478421
2019-11-07 14:43:00 sell 10 1.6 1.3200000000000007
2019-11-07 14:49:00 short 0 2.0 1.9433923280734922
2019-11-07 14:54:00 cover -10 0.8 1.200000000000001
2019-11-07 14:55:00 short 0 2.2 2.1610433579144246
2019-11-08 09:30:00 cover -10 1.0 1.460000000000001
2019-11-08 10:16:00 long 0 0.8 0.8150185187725605
2019-11-08 10:17:00 sell 10 2.2 1.520000000000001
2019-11-08 10:30:00 long 0 0.2 0.3917025250471836
2019-11-08 10:31:00 sell 10 2.4 1.41
2019-11-08 10:51:00 short 0 2.0 1.9047326594522187
2019-11-08 10:55:00 cover -10 1.2 1.2900000000000003
2019-11-08 13:00:00 long 0 0.2 0.4043913836341373
2019-11-08 13:03:00 sell 10 1.8 1.3600000000000003
2019-11-08 13:30:00 short 0 2.2 2.0201515035589255
2019-11-08 13:32:00 cover -10 1.0 1.0999999999999999
2019-11-08 13:44:00 long 0 -0.4 0.0007939009042223777
2019-11-08 13:45:00 sell 10 1.4 1.2899999999999998
2019-11-08 14:29:00 long 0 0.8 0.8201695036997836
2019-11-08 14:30:00 sell 10 2.2 1.9799999999999998
2019-11-08 14:33:00 sell 10 1.8 1.6599999999999997
2019-11-08 14:52:00 long 0 0.8 0.8895455886296623
2019-11-08 14:53:00 sell 10 2.0 1.6699999999999995
2019-11-14 12:22:21.510177 历史数据回放结束
2019-11-14 12:22:21.510177 开始计算逐日盯市盈亏
2019-11-14 12:22:21.510177 逐日盯市盈亏计算完成
2019-11-14 12:22:21.510177 开始计算策略统计指标
2019-11-14 12:22:21.536544 ------------------------------
2019-11-14 12:22:21.536544 首个交易日： 2019-10-14
2019-11-14 12:22:21.536544 最后交易日： 2019-11-08
2019-11-14 12:22:21.536544 总交易日： 20
2019-11-14 12:22:21.536544 盈利交易日： 12
2019-11-14 12:22:21.536544 亏损交易日： 8
2019-11-14 12:22:21.536544 起始资金： 1,000,000.00
2019-11-14 12:22:21.536544 结束资金： 1,065,400.00
2019-11-14 12:22:21.536544 总收益率： 6.54%
2019-11-14 12:22:21.536544 年化收益： 78.48%
2019-11-14 12:22:21.536544 最大回撤: -24,600.00
2019-11-14 12:22:21.536544 百分比最大回撤: -2.31%
2019-11-14 12:22:21.536544 最长回撤天数: 4
2019-11-14 12:22:21.536544 总盈亏： 65,400.00
2019-11-14 12:22:21.536544 总手续费： 0.00
2019-11-14 12:22:21.536544 总滑点： 0.00
2019-11-14 12:22:21.536544 总成交金额： 3,531,000.00
2019-11-14 12:22:21.536544 总成交笔数： 406
2019-11-14 12:22:21.536544 日均盈亏： 3,270.00
2019-11-14 12:22:21.536544 日均手续费： 0.00
2019-11-14 12:22:21.537521 日均滑点： 0.00
2019-11-14 12:22:21.537521 日均成交金额： 176,550.00
2019-11-14 12:22:21.537521 日均成交笔数： 20.3
2019-11-14 12:22:21.537521 日均收益率： 0.26%
2019-11-14 12:22:21.537521 收益标准差： 0.76%
2019-11-14 12:22:21.537521 Sharpe Ratio： 5.29
2019-11-14 12:22:21.537521 收益回撤比： 2.83
C:\Github\vnpy\vnpy\app\spread_trading\backtesting.py:286: FutureWarning:
The current behaviour of 'Series.argmax' is deprecated, use 'idxmax'
instead.
The behavior of 'argmax' will be corrected to return the positional
maximum in the future. For now, use 'series.values.argmax' or
'np.argmax(np.array(values))' to get the position of the maximum
row.
max_drawdown_start = df["balance"][:max_drawdown_end].argmax()
In [5]:
for trade in engine.trades.values():
print(trade)
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='1', tradeid='1', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=5.0, volume=10, time='09:31:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='2', tradeid='2', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.0, volume=10, time='09:36:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='4', tradeid='3', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=0.2, volume=10, time='10:02:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='7', tradeid='4', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.2, volume=10, time='10:06:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='12', tradeid='5', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=0.4, volume=10, time='13:43:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='13', tradeid='6', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.6, volume=10, time='13:47:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='14', tradeid='7', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.6, volume=10, time='14:02:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='15', tradeid='8', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.6, volume=10, time='14:09:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='16', tradeid='9', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.2, volume=10, time='14:13:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='17', tradeid='10', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=1.0, volume=10, time='14:20:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='18', tradeid='11', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=1.0, volume=10, time='14:41:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='19', tradeid='12', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=0.8, volume=10, time='14:50:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='20', tradeid='13', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.0, volume=10, time='14:59:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='25', tradeid='14', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.2, volume=10, time='09:35:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='26', tradeid='15', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.8, volume=10, time='09:58:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='27', tradeid='16', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.0, volume=10, time='10:02:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='28', tradeid='17', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.6, volume=10, time='10:06:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='29', tradeid='18', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.2, volume=10, time='10:07:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='30', tradeid='19', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.8, volume=10, time='10:28:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='31', tradeid='20', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.8, volume=10, time='10:30:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='32', tradeid='21', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.2, volume=10, time='10:41:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='33', tradeid='22', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.6, volume=10, time='10:48:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='34', tradeid='23', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.4, volume=10, time='11:02:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='35', tradeid='24', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.2, volume=10, time='11:04:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='36', tradeid='25', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.4, volume=10, time='11:11:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='37', tradeid='26', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.4, volume=10, time='11:13:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='38', tradeid='27', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.4, volume=10, time='11:19:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='39', tradeid='28', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.2, volume=10, time='11:23:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='40', tradeid='29', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.8, volume=10, time='13:21:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='41', tradeid='30', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.4, volume=10, time='13:31:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='42', tradeid='31', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.2, volume=10, time='13:49:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='43', tradeid='32', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=0.6, volume=10, time='13:54:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='44', tradeid='33', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=0.8, volume=10, time='14:14:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='45', tradeid='34', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=1.6, volume=10, time='14:19:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='46', tradeid='35', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.2, volume=10, time='14:20:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='47', tradeid='36', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=1.2, volume=10, time='14:23:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='48', tradeid='37', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.8, volume=10, time='09:31:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='49', tradeid='38', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=0.8, volume=10, time='09:45:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='50', tradeid='39', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.8, volume=10, time='09:56:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='51', tradeid='40', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.2, volume=10, time='10:03:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='52', tradeid='41', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.8, volume=10, time='10:08:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='53', tradeid='42', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.8, volume=10, time='10:16:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='54', tradeid='43', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=0.6, volume=10, time='10:43:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='55', tradeid='44', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.8, volume=10, time='10:44:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='56', tradeid='45', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.0, volume=10, time='11:04:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='57', tradeid='46', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.2, volume=10, time='11:05:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='58', tradeid='47', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.6, volume=10, time='13:00:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='59', tradeid='48', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.4, volume=10, time='13:04:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='60', tradeid='49', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.8, volume=10, time='13:32:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='61', tradeid='50', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.8, volume=10, time='13:36:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='62', tradeid='51', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=0.8, volume=10, time='13:53:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='63', tradeid='52', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.4, volume=10, time='13:54:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='64', tradeid='53', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.6, volume=10, time='14:22:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='65', tradeid='54', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.4, volume=10, time='14:34:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='66', tradeid='55', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.0, volume=10, time='14:43:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='67', tradeid='56', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.8, volume=10, time='14:48:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='68', tradeid='57', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.6, volume=10, time='14:56:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='69', tradeid='58', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.8, volume=10, time='09:30:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='70', tradeid='59', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.2, volume=10, time='10:04:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='71', tradeid='60', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.0, volume=10, time='10:18:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='72', tradeid='61', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=5.0, volume=10, time='10:24:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='73', tradeid='62', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=5.2, volume=10, time='10:28:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='74', tradeid='63', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=4.6, volume=10, time='11:12:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='75', tradeid='64', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=5.6, volume=10, time='11:13:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='76', tradeid='65', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=5.6, volume=10, time='13:26:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='77', tradeid='66', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=6.2, volume=10, time='13:27:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='78', tradeid='67', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=5.0, volume=10, time='13:28:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='79', tradeid='68', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.8, volume=10, time='13:29:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='80', tradeid='69', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.2, volume=10, time='13:32:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='81', tradeid='70', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=5.6, volume=10, time='13:36:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='82', tradeid='71', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=5.8, volume=10, time='13:59:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='83', tradeid='72', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=6.0, volume=10, time='14:05:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='84', tradeid='73', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.6, volume=10, time='14:14:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='85', tradeid='74', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=5.0, volume=10, time='14:16:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='86', tradeid='75', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=7.0, volume=10, time='14:22:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='87', tradeid='76', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=6.6, volume=10, time='14:33:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='88', tradeid='77', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=5.6, volume=10, time='14:56:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='89', tradeid='78', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=4.0, volume=10, time='09:38:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='90', tradeid='79', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.8, volume=10, time='09:46:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='91', tradeid='80', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.6, volume=10, time='09:49:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='92', tradeid='81', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.4, volume=10, time='10:23:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='93', tradeid='82', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.8, volume=10, time='10:33:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='94', tradeid='83', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.6, volume=10, time='10:43:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='95', tradeid='84', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=4.0, volume=10, time='10:48:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='96', tradeid='85', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.4, volume=10, time='11:11:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='97', tradeid='86', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.4, volume=10, time='11:17:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='98', tradeid='87', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=4.0, volume=10, time='11:23:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='99', tradeid='88', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=5.2, volume=10, time='13:00:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='100', tradeid='89', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.6, volume=10, time='13:18:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='101', tradeid='90', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=5.0, volume=10, time='13:21:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='102', tradeid='91', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=6.0, volume=10, time='13:33:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='103', tradeid='92', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=5.8, volume=10, time='13:38:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='104', tradeid='93', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=5.4, volume=10, time='13:52:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='105', tradeid='94', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=4.8, volume=10, time='13:53:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='106', tradeid='95', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.8, volume=10, time='14:55:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='107', tradeid='96', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=4.2, volume=10, time='14:56:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='108', tradeid='97', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=6.6, volume=10, time='09:30:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='109', tradeid='98', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=5.8, volume=10, time='09:34:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='110', tradeid='99', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.8, volume=10, time='09:46:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='111', tradeid='100', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=5.6, volume=10, time='09:53:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='112', tradeid='101', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=5.2, volume=10, time='10:07:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='113', tradeid='102', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=5.0, volume=10, time='10:08:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='114', tradeid='103', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=6.4, volume=10, time='10:11:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='115', tradeid='104', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=5.8, volume=10, time='10:18:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='116', tradeid='105', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=6.8, volume=10, time='11:15:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='117', tradeid='106', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=5.8, volume=10, time='11:16:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='118', tradeid='107', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=6.4, volume=10, time='13:10:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='119', tradeid='108', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=5.6, volume=10, time='13:14:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='120', tradeid='109', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=6.0, volume=10, time='13:25:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='121', tradeid='110', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=6.6, volume=10, time='13:26:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='122', tradeid='111', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.8, volume=10, time='14:08:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='123', tradeid='112', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=5.2, volume=10, time='14:10:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='124', tradeid='113', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=5.6, volume=10, time='14:13:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='125', tradeid='114', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=5.6, volume=10, time='14:25:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='126', tradeid='115', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=5.2, volume=10, time='14:30:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='127', tradeid='116', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=4.8, volume=10, time='14:33:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='128', tradeid='117', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=5.6, volume=10, time='14:50:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='129', tradeid='118', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=5.6, volume=10, time='14:52:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='130', tradeid='119', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=5.4, volume=10, time='14:59:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='131', tradeid='120', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=5.2, volume=10, time='09:30:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='132', tradeid='121', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=6.2, volume=10, time='09:33:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='133', tradeid='122', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.4, volume=10, time='09:35:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='134', tradeid='123', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.6, volume=10, time='09:36:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='135', tradeid='124', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=4.6, volume=10, time='09:51:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='136', tradeid='125', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=4.8, volume=10, time='10:07:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='137', tradeid='126', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.2, volume=10, time='10:10:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='138', tradeid='127', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=4.4, volume=10, time='10:39:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='139', tradeid='128', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.4, volume=10, time='10:42:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='140', tradeid='129', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=5.4, volume=10, time='10:45:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='141', tradeid='130', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=4.4, volume=10, time='10:46:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='142', tradeid='131', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=5.0, volume=10, time='11:24:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='143', tradeid='132', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=5.2, volume=10, time='11:27:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='144', tradeid='133', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=5.2, volume=10, time='13:42:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='145', tradeid='134', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.8, volume=10, time='13:44:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='146', tradeid='135', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.8, volume=10, time='13:47:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='147', tradeid='136', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=4.8, volume=10, time='13:49:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='148', tradeid='137', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.2, volume=10, time='14:30:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='149', tradeid='138', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=4.6, volume=10, time='14:36:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='150', tradeid='139', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.4, volume=10, time='14:55:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='151', tradeid='140', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=4.2, volume=10, time='14:58:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='152', tradeid='141', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.2, volume=10, time='10:19:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='153', tradeid='142', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.6, volume=10, time='10:27:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='154', tradeid='143', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.6, volume=10, time='11:01:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='155', tradeid='144', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.6, volume=10, time='11:02:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='156', tradeid='145', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.4, volume=10, time='11:21:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='157', tradeid='146', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=4.0, volume=10, time='11:23:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='158', tradeid='147', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.0, volume=10, time='13:15:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='159', tradeid='148', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.8, volume=10, time='13:16:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='160', tradeid='149', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=4.4, volume=10, time='13:20:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='161', tradeid='150', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.8, volume=10, time='13:24:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='162', tradeid='151', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.6, volume=10, time='13:36:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='163', tradeid='152', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.4, volume=10, time='13:37:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='164', tradeid='153', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.6, volume=10, time='13:49:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='165', tradeid='154', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.4, volume=10, time='13:51:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='166', tradeid='155', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=5.0, volume=10, time='13:55:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='167', tradeid='156', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.6, volume=10, time='13:58:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='168', tradeid='157', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.4, volume=10, time='14:01:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='169', tradeid='158', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=4.4, volume=10, time='14:06:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='170', tradeid='159', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.6, volume=10, time='14:18:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='171', tradeid='160', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.2, volume=10, time='14:21:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='172', tradeid='161', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=4.2, volume=10, time='09:30:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='173', tradeid='162', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.4, volume=10, time='09:31:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='174', tradeid='163', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=4.8, volume=10, time='10:21:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='175', tradeid='164', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.0, volume=10, time='10:24:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='176', tradeid='165', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=4.6, volume=10, time='10:26:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='177', tradeid='166', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.2, volume=10, time='10:28:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='178', tradeid='167', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.6, volume=10, time='10:50:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='179', tradeid='168', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.4, volume=10, time='10:53:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='180', tradeid='169', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.6, volume=10, time='11:23:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='181', tradeid='170', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.2, volume=10, time='11:25:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='182', tradeid='171', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.6, volume=10, time='11:27:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='183', tradeid='172', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.8, volume=10, time='11:28:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='184', tradeid='173', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.8, volume=10, time='13:03:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='185', tradeid='174', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.4, volume=10, time='13:08:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='186', tradeid='175', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.0, volume=10, time='13:52:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='187', tradeid='176', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.0, volume=10, time='13:53:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='188', tradeid='177', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.6, volume=10, time='09:35:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='189', tradeid='178', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.8, volume=10, time='09:38:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='190', tradeid='179', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.8, volume=10, time='09:44:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='191', tradeid='180', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.6, volume=10, time='09:47:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='192', tradeid='181', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.2, volume=10, time='10:01:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='193', tradeid='182', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.0, volume=10, time='10:03:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='194', tradeid='183', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.0, volume=10, time='10:12:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='195', tradeid='184', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.6, volume=10, time='10:15:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='196', tradeid='185', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.4, volume=10, time='10:22:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='197', tradeid='186', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.6, volume=10, time='10:26:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='198', tradeid='187', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.4, volume=10, time='10:36:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='199', tradeid='188', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.2, volume=10, time='10:38:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='200', tradeid='189', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.4, volume=10, time='10:41:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='201', tradeid='190', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.8, volume=10, time='10:48:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='202', tradeid='191', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.0, volume=10, time='11:15:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='203', tradeid='192', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.2, volume=10, time='11:16:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='204', tradeid='193', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.6, volume=10, time='13:00:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='205', tradeid='194', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.6, volume=10, time='13:12:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='206', tradeid='195', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.4, volume=10, time='13:20:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='207', tradeid='196', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.0, volume=10, time='13:22:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='208', tradeid='197', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.2, volume=10, time='13:30:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='209', tradeid='198', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.8, volume=10, time='13:31:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='210', tradeid='199', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.6, volume=10, time='13:33:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='211', tradeid='200', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.6, volume=10, time='13:38:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='212', tradeid='201', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=5.2, volume=10, time='14:07:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='213', tradeid='202', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.6, volume=10, time='14:09:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='215', tradeid='203', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=1.8, volume=10, time='09:31:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='217', tradeid='204', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=0.2, volume=10, time='09:45:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='219', tradeid='205', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.0, volume=10, time='09:56:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='220', tradeid='206', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.6, volume=10, time='10:01:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='221', tradeid='207', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.4, volume=10, time='10:13:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='222', tradeid='208', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.2, volume=10, time='10:15:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='223', tradeid='209', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.0, volume=10, time='10:39:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='224', tradeid='210', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=1.0, volume=10, time='10:41:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='225', tradeid='211', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.8, volume=10, time='10:52:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='226', tradeid='212', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=1.6, volume=10, time='10:54:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='227', tradeid='213', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.0, volume=10, time='11:26:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='228', tradeid='214', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.2, volume=10, time='11:28:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='229', tradeid='215', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=1.4, volume=10, time='13:07:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='230', tradeid='216', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.8, volume=10, time='13:09:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='231', tradeid='217', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.6, volume=10, time='13:40:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='232', tradeid='218', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.6, volume=10, time='13:41:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='233', tradeid='219', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=1.4, volume=10, time='13:46:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='234', tradeid='220', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.6, volume=10, time='13:49:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='235', tradeid='221', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.0, volume=10, time='13:52:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='236', tradeid='222', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.4, volume=10, time='13:55:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='237', tradeid='223', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.8, volume=10, time='14:23:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='238', tradeid='224', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.6, volume=10, time='14:24:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='239', tradeid='225', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.0, volume=10, time='09:36:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='240', tradeid='226', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.2, volume=10, time='09:37:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='241', tradeid='227', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.2, volume=10, time='09:56:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='242', tradeid='228', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=1.8, volume=10, time='09:59:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='243', tradeid='229', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.4, volume=10, time='10:16:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='244', tradeid='230', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.6, volume=10, time='10:19:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='245', tradeid='231', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.0, volume=10, time='10:55:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='246', tradeid='232', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.8, volume=10, time='10:56:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='247', tradeid='233', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.0, volume=10, time='11:11:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='248', tradeid='234', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.6, volume=10, time='11:15:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='249', tradeid='235', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.4, volume=10, time='11:16:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='250', tradeid='236', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.8, volume=10, time='11:17:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='251', tradeid='237', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.8, volume=10, time='11:19:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='252', tradeid='238', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.0, volume=10, time='11:21:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='253', tradeid='239', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.8, volume=10, time='13:31:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='254', tradeid='240', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.0, volume=10, time='13:36:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='255', tradeid='241', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.4, volume=10, time='14:12:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='256', tradeid='242', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.0, volume=10, time='14:15:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='257', tradeid='243', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.8, volume=10, time='14:41:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='258', tradeid='244', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.6, volume=10, time='14:43:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='259', tradeid='245', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.6, volume=10, time='09:33:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='260', tradeid='246', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.0, volume=10, time='09:34:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='261', tradeid='247', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.8, volume=10, time='09:41:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='262', tradeid='248', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.6, volume=10, time='09:51:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='263', tradeid='249', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.4, volume=10, time='10:06:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='264', tradeid='250', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.8, volume=10, time='10:07:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='265', tradeid='251', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.6, volume=10, time='10:16:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='266', tradeid='252', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.2, volume=10, time='10:20:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='267', tradeid='253', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=4.6, volume=10, time='10:32:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='268', tradeid='254', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.2, volume=10, time='10:42:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='269', tradeid='255', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.4, volume=10, time='10:53:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='270', tradeid='256', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.8, volume=10, time='11:09:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='271', tradeid='257', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.2, volume=10, time='11:25:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='272', tradeid='258', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.6, volume=10, time='11:26:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='273', tradeid='259', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.8, volume=10, time='11:27:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='274', tradeid='260', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.4, volume=10, time='13:01:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='275', tradeid='261', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=4.0, volume=10, time='13:16:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='276', tradeid='262', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.6, volume=10, time='13:28:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='277', tradeid='263', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=4.2, volume=10, time='13:41:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='278', tradeid='264', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.2, volume=10, time='13:48:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='279', tradeid='265', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=4.6, volume=10, time='14:47:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='280', tradeid='266', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.4, volume=10, time='14:56:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='281', tradeid='267', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.6, volume=10, time='10:55:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='282', tradeid='268', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.2, volume=10, time='10:56:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='283', tradeid='269', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=4.2, volume=10, time='11:15:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='284', tradeid='270', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.2, volume=10, time='11:19:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='285', tradeid='271', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.0, volume=10, time='13:24:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='286', tradeid='272', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.6, volume=10, time='13:25:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='287', tradeid='273', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.6, volume=10, time='13:36:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='288', tradeid='274', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.4, volume=10, time='13:38:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='289', tradeid='275', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.8, volume=10, time='13:47:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='290', tradeid='276', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.2, volume=10, time='13:50:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='291', tradeid='277', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.8, volume=10, time='14:32:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='292', tradeid='278', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.8, volume=10, time='14:34:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='293', tradeid='279', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=4.6, volume=10, time='14:40:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='294', tradeid='280', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.2, volume=10, time='14:49:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='295', tradeid='281', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.0, volume=10, time='09:30:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='296', tradeid='282', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.0, volume=10, time='09:31:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='297', tradeid='283', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.6, volume=10, time='09:40:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='298', tradeid='284', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.2, volume=10, time='09:41:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='299', tradeid='285', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=4.2, volume=10, time='10:09:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='300', tradeid='286', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.2, volume=10, time='10:15:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='301', tradeid='287', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.6, volume=10, time='10:16:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='302', tradeid='288', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=4.2, volume=10, time='10:18:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='303', tradeid='289', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=4.2, volume=10, time='11:15:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='304', tradeid='290', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.2, volume=10, time='11:17:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='305', tradeid='291', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.0, volume=10, time='11:21:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='306', tradeid='292', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.6, volume=10, time='11:22:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='307', tradeid='293', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=4.0, volume=10, time='11:24:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='308', tradeid='294', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.6, volume=10, time='11:25:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='309', tradeid='295', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.8, volume=10, time='13:13:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='310', tradeid='296', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.4, volume=10, time='13:32:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='311', tradeid='297', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.2, volume=10, time='13:54:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='312', tradeid='298', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.0, volume=10, time='13:58:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='313', tradeid='299', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.2, volume=10, time='14:14:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='314', tradeid='300', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.2, volume=10, time='14:17:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='315', tradeid='301', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.2, volume=10, time='14:34:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='316', tradeid='302', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.6, volume=10, time='14:35:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='317', tradeid='303', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.2, volume=10, time='14:54:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='318', tradeid='304', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.4, volume=10, time='14:55:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='319', tradeid='305', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.6, volume=10, time='09:32:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='320', tradeid='306', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.6, volume=10, time='09:33:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='321', tradeid='307', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.6, volume=10, time='09:50:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='322', tradeid='308', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.2, volume=10, time='09:53:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='323', tradeid='309', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.0, volume=10, time='10:39:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='324', tradeid='310', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=1.6, volume=10, time='10:40:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='325', tradeid='311', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.0, volume=10, time='10:54:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='326', tradeid='312', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.2, volume=10, time='11:03:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='327', tradeid='313', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.0, volume=10, time='11:10:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='328', tradeid='314', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.8, volume=10, time='11:13:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='329', tradeid='315', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.6, volume=10, time='11:29:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='330', tradeid='316', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.6, volume=10, time='13:00:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='331', tradeid='317', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.8, volume=10, time='13:04:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='332', tradeid='318', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=3.2, volume=10, time='13:05:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='333', tradeid='319', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=1.8, volume=10, time='13:24:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='334', tradeid='320', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.6, volume=10, time='13:36:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='335', tradeid='321', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.8, volume=10, time='13:40:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='336', tradeid='322', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.4, volume=10, time='13:41:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='337', tradeid='323', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.2, volume=10, time='13:44:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='338', tradeid='324', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.4, volume=10, time='13:46:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='339', tradeid='325', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.6, volume=10, time='13:52:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='340', tradeid='326', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.6, volume=10, time='13:56:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='341', tradeid='327', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.8, volume=10, time='14:23:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='342', tradeid='328', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=3.0, volume=10, time='14:31:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='343', tradeid='329', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.8, volume=10, time='14:39:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='344', tradeid='330', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.6, volume=10, time='14:40:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='345', tradeid='331', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.4, volume=10, time='09:30:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='346', tradeid='332', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.4, volume=10, time='09:33:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='347', tradeid='333', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=1.2, volume=10, time='10:00:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='348', tradeid='334', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.6, volume=10, time='10:07:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='349', tradeid='335', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.8, volume=10, time='10:08:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='350', tradeid='336', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=1.8, volume=10, time='10:11:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='351', tradeid='337', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.8, volume=10, time='10:16:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='352', tradeid='338', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=1.8, volume=10, time='10:18:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='353', tradeid='339', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.2, volume=10, time='10:31:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='354', tradeid='340', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=1.2, volume=10, time='10:33:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='355', tradeid='341', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.8, volume=10, time='11:24:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='356', tradeid='342', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.2, volume=10, time='11:27:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='358', tradeid='343', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.6, volume=10, time='14:03:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='359', tradeid='344', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=0.6, volume=10, time='14:04:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='360', tradeid='345', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=0.2, volume=10, time='14:13:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='361', tradeid='346', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.2, volume=10, time='14:14:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='362', tradeid='347', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=0.4, volume=10, time='14:27:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='363', tradeid='348', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=1.4, volume=10, time='14:28:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='365', tradeid='349', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.8, volume=10, time='10:04:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='367', tradeid='350', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=0.4, volume=10, time='10:07:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='368', tradeid='351', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.6, volume=10, time='10:27:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='369', tradeid='352', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.8, volume=10, time='10:35:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='370', tradeid='353', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.2, volume=10, time='11:00:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='371', tradeid='354', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.0, volume=10, time='11:02:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='372', tradeid='355', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.2, volume=10, time='11:15:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='373', tradeid='356', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=1.2, volume=10, time='11:17:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='374', tradeid='357', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.4, volume=10, time='13:07:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='375', tradeid='358', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=0.4, volume=10, time='13:09:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='376', tradeid='359', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.2, volume=10, time='13:49:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='377', tradeid='360', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.6, volume=10, time='13:51:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='378', tradeid='361', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.6, volume=10, time='14:24:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='379', tradeid='362', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.6, volume=10, time='14:29:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='380', tradeid='363', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.8, volume=10, time='14:54:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='381', tradeid='364', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.8, volume=10, time='14:55:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='382', tradeid='365', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.6, volume=10, time='14:56:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='383', tradeid='366', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=1.6, volume=10, time='09:32:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='384', tradeid='367', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=1.2, volume=10, time='10:00:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='385', tradeid='368', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.4, volume=10, time='10:03:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='386', tradeid='369', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=1.6, volume=10, time='10:18:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='387', tradeid='370', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=0.4, volume=10, time='10:19:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='388', tradeid='371', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.2, volume=10, time='10:20:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='389', tradeid='372', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.2, volume=10, time='10:27:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='390', tradeid='373', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.6, volume=10, time='10:28:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='391', tradeid='374', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=1.0, volume=10, time='10:31:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='392', tradeid='375', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=1.4, volume=10, time='10:58:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='393', tradeid='376', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.0, volume=10, time='11:08:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='394', tradeid='377', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=0.8, volume=10, time='11:18:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='395', tradeid='378', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.4, volume=10, time='11:19:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='396', tradeid='379', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.0, volume=10, time='13:10:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='397', tradeid='380', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=1.2, volume=10, time='13:13:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='398', tradeid='381', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.4, volume=10, time='14:00:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='399', tradeid='382', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.8, volume=10, time='14:02:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='400', tradeid='383', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.4, volume=10, time='14:24:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='401', tradeid='384', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=1.4, volume=10, time='14:25:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='402', tradeid='385', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=1.0, volume=10, time='14:38:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='403', tradeid='386', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.0, volume=10, time='14:44:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='404', tradeid='387', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.6, volume=10, time='14:50:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='405', tradeid='388', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.2, volume=10, time='14:55:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='406', tradeid='389', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.2, volume=10, time='14:56:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='407', tradeid='390', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=1.0, volume=10, time='09:31:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='408', tradeid='391', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.2, volume=10, time='10:17:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='409', tradeid='392', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.0, volume=10, time='10:18:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='410', tradeid='393', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.4, volume=10, time='10:31:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='411', tradeid='394', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=0.6, volume=10, time='10:32:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='412', tradeid='395', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.0, volume=10, time='10:52:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='413', tradeid='396', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=1.0, volume=10, time='10:56:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='414', tradeid='397', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.8, volume=10, time='13:01:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='415', tradeid='398', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.4, volume=10, time='13:04:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='416', tradeid='399', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.8, volume=10, time='13:31:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='417', tradeid='400', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=0.8, volume=10, time='13:33:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='418', tradeid='401', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=1.4, volume=10, time='13:45:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='419', tradeid='402', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.0, volume=10, time='13:46:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='420', tradeid='403', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.2, volume=10, time='14:30:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='422', tradeid='404', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=1.8, volume=10, time='14:34:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='423', tradeid='405', direction=<Direction.LONG: '多'>, offset=<Offset.NONE: ''>, price=2.0, volume=10, time='14:53:00')
TradeData(gateway_name='BACKTESTING', symbol='IF-Spread', exchange=<Exchange.LOCAL: 'LOCAL'>, orderid='424', tradeid='406', direction=<Direction.SHORT: '空'>, offset=<Offset.NONE: ''>, price=2.0, volume=10, time='14:54:00')
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Content source: bigdig/vnpy
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