In [36]:
import pickle
result_dict = pickle.load(open("./test.pkl", "rb")) # 从输出pickle中读取数据
In [37]:
result_dict.keys()
Out[37]:
dict_keys(['summary', 'stock_account', 'trades', 'stock_positions', 'benchmark_portfolio', 'portfolio'])
In [38]:
result_dict["portfolio"]
Out[38]:
avg_price
last_price
market_value
order_book_id
quantity
symbol
date
2018-02-02
14.05
14.05
99755.0
000001.XSHE
7100
平安银行
2018-02-05
36.99
36.99
99873.0
000002.XSHE
2700
万科A
2018-02-05
14.05
14.55
0.0
000001.XSHE
0
平安银行
2018-02-06
36.99
35.82
0.0
000002.XSHE
0
万科A
2018-02-06
14.00
14.00
99400.0
000001.XSHE
7100
平安银行
2018-02-07
32.98
32.98
89046.0
000002.XSHE
2700
万科A
2018-02-07
14.00
12.92
0.0
000001.XSHE
0
平安银行
2018-02-08
32.98
32.75
0.0
000002.XSHE
0
万科A
2018-02-08
12.54
12.54
90288.0
000001.XSHE
7200
平安银行
2018-02-09
31.27
31.27
84429.0
000002.XSHE
2700
万科A
2018-02-09
12.54
11.69
0.0
000001.XSHE
0
平安银行
2018-02-12
31.27
31.90
0.0
000002.XSHE
0
万科A
2018-02-12
11.72
11.72
85556.0
000001.XSHE
7300
平安银行
2018-02-13
32.73
32.73
85098.0
000002.XSHE
2600
万科A
2018-02-13
11.72
11.94
0.0
000001.XSHE
0
平安银行
2018-02-14
32.73
33.17
0.0
000002.XSHE
0
万科A
2018-02-14
12.00
12.00
87600.0
000001.XSHE
7300
平安银行
2018-02-22
33.70
33.70
90990.0
000002.XSHE
2700
万科A
2018-02-22
12.00
12.46
0.0
000001.XSHE
0
平安银行
2018-02-23
33.70
34.72
0.0
000002.XSHE
0
万科A
2018-02-23
12.61
12.61
93314.0
000001.XSHE
7400
平安银行
2018-02-26
34.18
34.18
92286.0
000002.XSHE
2700
万科A
2018-02-26
12.61
12.63
0.0
000001.XSHE
0
平安银行
2018-02-27
34.18
32.90
0.0
000002.XSHE
0
万科A
2018-02-27
12.28
12.28
89644.0
000001.XSHE
7300
平安银行
2018-02-28
32.70
32.70
88290.0
000002.XSHE
2700
万科A
2018-02-28
12.28
12.05
0.0
000001.XSHE
0
平安银行
In [35]:
result_dict["trades"]
Out[35]:
commission
exec_id
last_price
last_quantity
order_book_id
order_id
position_effect
side
symbol
tax
trading_datetime
transaction_cost
datetime
2018-02-02 09:30:00
79.0088
1523598566
13.91
7100
000001.XSHE
1523598566
None
BUY
平安银行
0.000
2018-02-02 15:30:00
79.0088
2018-02-05 09:30:00
78.3840
1523598567
13.80
7100
000001.XSHE
1523598567
None
SELL
平安银行
97.980
2018-02-05 15:30:00
176.3640
2018-02-05 09:30:00
76.5440
1523598568
36.80
2600
000002.XSHE
1523598568
None
BUY
万科A
0.000
2018-02-05 15:30:00
76.5440
2018-02-06 09:30:00
74.7344
1523598569
35.93
2600
000002.XSHE
1523598569
None
SELL
万科A
93.418
2018-02-06 15:30:00
168.1524
2018-02-06 09:30:00
76.2728
1523598570
14.23
6700
000001.XSHE
1523598570
None
BUY
平安银行
0.000
2018-02-06 15:30:00
76.2728
2018-02-07 09:30:00
76.2192
1523598571
14.22
6700
000001.XSHE
1523598571
None
SELL
平安银行
95.274
2018-02-07 15:30:00
171.4932
2018-02-07 09:30:00
75.7744
1523598572
36.43
2600
000002.XSHE
1523598572
None
BUY
万科A
0.000
2018-02-07 15:30:00
75.7744
2018-02-08 09:30:00
68.6400
1523598573
33.00
2600
000002.XSHE
1523598573
None
SELL
万科A
85.800
2018-02-08 15:30:00
154.4400
2018-02-08 09:30:00
68.7688
1523598574
12.83
6700
000001.XSHE
1523598574
None
BUY
平安银行
0.000
2018-02-08 15:30:00
68.7688
2018-02-09 09:30:00
64.7488
1523598575
12.08
6700
000001.XSHE
1523598575
None
SELL
平安银行
80.936
2018-02-09 15:30:00
145.6848
2018-02-09 09:30:00
63.0000
1523598576
31.50
2500
000002.XSHE
1523598576
None
BUY
万科A
0.000
2018-02-09 15:30:00
63.0000
2018-02-12 09:30:00
62.8600
1523598577
31.43
2500
000002.XSHE
1523598577
None
SELL
万科A
78.575
2018-02-12 15:30:00
141.4350
2018-02-12 09:30:00
65.0256
1523598578
11.78
6900
000001.XSHE
1523598578
None
BUY
平安银行
0.000
2018-02-12 15:30:00
65.0256
2018-02-13 09:30:00
65.5224
1523598579
11.87
6900
000001.XSHE
1523598579
None
SELL
平安银行
81.903
2018-02-13 15:30:00
147.4254
2018-02-13 09:30:00
64.5600
1523598580
32.28
2500
000002.XSHE
1523598580
None
BUY
万科A
0.000
2018-02-13 15:30:00
64.5600
2018-02-14 09:30:00
65.7400
1523598581
32.87
2500
000002.XSHE
1523598581
None
SELL
万科A
82.175
2018-02-14 15:30:00
147.9150
2018-02-14 09:30:00
66.0192
1523598582
11.96
6900
000001.XSHE
1523598582
None
BUY
平安银行
0.000
2018-02-14 15:30:00
66.0192
2018-02-22 09:30:00
67.6200
1523598583
12.25
6900
000001.XSHE
1523598583
None
SELL
平安银行
84.525
2018-02-22 15:30:00
152.1450
2018-02-22 09:30:00
65.2800
1523598584
34.00
2400
000002.XSHE
1523598584
None
BUY
万科A
0.000
2018-02-22 15:30:00
65.2800
2018-02-23 09:30:00
65.0880
1523598585
33.90
2400
000002.XSHE
1523598585
None
SELL
万科A
81.360
2018-02-23 15:30:00
146.4480
2018-02-23 09:30:00
67.4288
1523598586
12.58
6700
000001.XSHE
1523598586
None
BUY
平安银行
0.000
2018-02-23 15:30:00
67.4288
2018-02-26 09:30:00
68.4472
1523598587
12.77
6700
000001.XSHE
1523598587
None
SELL
平安银行
85.559
2018-02-26 15:30:00
154.0062
2018-02-26 09:30:00
67.3344
1523598588
35.07
2400
000002.XSHE
1523598588
None
BUY
万科A
0.000
2018-02-26 15:30:00
67.3344
2018-02-27 09:30:00
65.6640
1523598589
34.20
2400
000002.XSHE
1523598589
None
SELL
万科A
82.080
2018-02-27 15:30:00
147.7440
2018-02-27 09:30:00
65.7280
1523598590
12.64
6500
000001.XSHE
1523598590
None
BUY
平安银行
0.000
2018-02-27 15:30:00
65.7280
2018-02-28 09:30:00
62.9200
1523598591
12.10
6500
000001.XSHE
1523598591
None
SELL
平安银行
78.650
2018-02-28 15:30:00
141.5700
2018-02-28 09:30:00
62.4192
1523598592
32.51
2400
000002.XSHE
1523598592
None
BUY
万科A
0.000
2018-02-28 15:30:00
62.4192
In [13]:
"1" in ["3","2"]
Out[13]:
False
Content source: xclxxl414/rqalpha
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