date,engine_equity,jq_equity,equity_gap,equity_gap_pct,engine_trade_count,jq_trade_count,trade_count_gap,trade_overlap,engine_only_trade_keys,jq_only_trade_keys,engine_holding_count,jq_holding_count,holding_overlap,engine_only_holdings,jq_only_holdings,engine_diagnostics
2025-01-02,10002507.98,9888279.81,114228.17,1.1552,22,22,0,22,,,22,22,22,,,jq_microcap signal=000001.SH last=3351.76 ma_short=3390.13 ma_long=3381.58 band=18-28 tr=1.00 | selected=22 periodic_rebalance=true exits=0 projected_positions=22 intents=22 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 605567.SH rejected by ma_filter | 600689.SH rejected by ma_filter | 300958.SZ rejected by ma_filter | 300472.SZ rejected by ma_filter | 301197.SZ rejected by ma_filter | 000663.SZ rejected by ma_filter | 002795.SZ rejected by ma_filter | 605189.SH rejected by ma_filter | 603331.SH rejected by ma_filter | 002199.SZ rejected by ma_filter | 002114.SZ rejected by ma_filter | 001210.SZ rejected by ma_filter
2025-01-03,9851847.19,9573330.68,278516.51,2.9093,8,12,-4,8,,603042.SH:Sell|603335.SH:Sell|603657.SH:Sell|605258.SH:Sell,22,21,21,605258.SH,,jq_microcap signal=000001.SH last=3262.56 ma_short=3363.97 ma_long=3369.61 band=17-27 tr=0.50 | selected=12 periodic_rebalance=false exits=4 projected_positions=22 intents=8 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 600802.SH rejected by ma_filter | 603045.SH rejected by ma_filter | 000632.SZ rejected by ma_filter | 300246.SZ rejected by ma_filter | 300334.SZ rejected by ma_filter | 300658.SZ rejected by ma_filter | 301192.SZ rejected by ma_filter | 300030.SZ rejected by ma_filter | 603028.SH rejected by ma_filter | 300391.SZ rejected by ma_filter | 603458.SH rejected by ma_filter | 603172.SH rejected by ma_filter
2025-01-06,9532923.32,9496499.65,36423.67,0.3835,18,17,1,16,601798.SH:Buy|605258.SH:Sell,603335.SH:Sell,18,17,17,601798.SH,,jq_microcap signal=000001.SH last=3211.43 ma_short=3326.64 ma_long=3353.75 band=17-27 tr=0.50 | selected=13 periodic_rebalance=false exits=11 projected_positions=18 intents=18 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 001210.SZ rejected by ma_filter | 000663.SZ rejected by ma_filter | 600358.SH rejected by ma_filter | 002795.SZ rejected by ma_filter | 300958.SZ rejected by ma_filter | 603331.SH rejected by ma_filter | 002209.SZ rejected by ma_filter | 301198.SZ rejected by ma_filter | 300321.SZ rejected by ma_filter | 301006.SZ rejected by ma_filter | 301515.SZ rejected by ma_filter | 301232.SZ rejected by ma_filter
2025-01-07,9482811.25,9639334.01,-156522.76,-1.6238,3,3,0,3,,,17,16,16,601798.SH,,jq_microcap signal=000001.SH last=3206.92 ma_short=3288.00 ma_long=3337.64 band=17-27 tr=0.50 | selected=6 periodic_rebalance=false exits=2 projected_positions=17 intents=3 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 603090.SH rejected by ma_filter | 002105.SZ rejected by ma_filter | 301006.SZ rejected by ma_filter | 605122.SH rejected by ma_filter | 300670.SZ rejected by ma_filter | 300605.SZ rejected by ma_filter | 300883.SZ rejected by ma_filter | 001234.SZ rejected by ma_filter | 300958.SZ rejected by ma_filter | 002084.SZ rejected by ma_filter | 002842.SZ rejected by ma_filter | 603331.SH rejected by ma_filter
2025-01-08,9637058.25,9688063.56,-51005.31,-0.5265,0,2,-2,0,,301157.SZ:Sell|600778.SH:Buy,17,16,15,301157.SZ|601798.SH,600778.SH,jq_microcap signal=000001.SH last=3229.64 ma_short=3252.46 ma_long=3325.47 band=17-27 tr=0.50 | selected=6 periodic_rebalance=false exits=0 projected_positions=17 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 603172.SH rejected by ma_filter | 300961.SZ rejected by ma_filter | 300640.SZ rejected by ma_filter | 300030.SZ rejected by ma_filter | 603458.SH rejected by ma_filter | 300935.SZ rejected by ma_filter | 600358.SH rejected by ma_filter | 603151.SH rejected by ma_filter | 301198.SZ rejected by ma_filter | 301197.SZ rejected by ma_filter | 301081.SZ rejected by ma_filter | 000663.SZ rejected by ma_filter
2025-01-09,9699265.04,9697972.74,1292.30,0.0133,6,2,4,2,301157.SZ:Sell|301336.SZ:Buy|603307.SH:Sell|603320.SH:Buy,,17,16,14,301336.SZ|601798.SH|603320.SH,600778.SH|603307.SH,jq_microcap signal=000001.SH last=3230.17 ma_short=3228.15 ma_long=3309.14 band=17-27 tr=0.50 | selected=8 periodic_rebalance=false exits=3 projected_positions=17 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 603172.SH rejected by ma_filter | 301197.SZ rejected by ma_filter | 301081.SZ rejected by ma_filter | 300640.SZ rejected by ma_filter | 301237.SZ rejected by ma_filter | 600202.SH rejected by ma_filter | 605567.SH rejected by ma_filter | 603458.SH rejected by ma_filter | 002842.SZ rejected by ma_filter | 301178.SZ rejected by ma_filter | 300920.SZ rejected by ma_filter | 301198.SZ rejected by ma_filter
2025-01-10,9683254.04,9625259.74,57994.30,0.6025,0,0,0,0,,,17,16,14,301336.SZ|601798.SH|603320.SH,600778.SH|603307.SH,jq_microcap signal=000001.SH last=3211.39 ma_short=3217.91 ma_long=3290.94 band=17-27 tr=0.50 | selected=9 periodic_rebalance=false exits=0 projected_positions=17 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300391.SZ rejected by ma_filter | 001366.SZ rejected by ma_filter | 301197.SZ rejected by ma_filter | 301081.SZ rejected by ma_filter | 600082.SH rejected by ma_filter | 300961.SZ rejected by ma_filter | 603172.SH rejected by ma_filter | 603458.SH rejected by ma_filter | 605567.SH rejected by ma_filter | 600358.SH rejected by ma_filter | 000663.SZ rejected by ma_filter | 301237.SZ rejected by ma_filter
2025-01-13,9612212.53,9580856.97,31355.56,0.3273,14,12,2,10,301161.SZ:Buy|301336.SZ:Sell|603320.SH:Sell|603798.SH:Buy,603307.SH:Sell|603320.SH:Buy,17,16,14,301161.SZ|601798.SH|603798.SH,600778.SH|603320.SH,jq_microcap signal=000001.SH last=3168.52 ma_short=3209.33 ma_long=3267.99 band=16-26 tr=0.50 | selected=15 periodic_rebalance=false exits=7 projected_positions=17 intents=14 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300710.SZ rejected by ma_filter | 300334.SZ rejected by ma_filter | 002898.SZ rejected by ma_filter | 301022.SZ rejected by ma_filter | 300030.SZ rejected by ma_filter | 301234.SZ rejected by ma_filter | 300658.SZ rejected by ma_filter | 600355.SH rejected by ma_filter | 001366.SZ rejected by ma_filter | 300961.SZ rejected by ma_filter | 603172.SH rejected by ma_filter | 605567.SH rejected by ma_filter
2025-01-14,9564106.53,9700951.97,-136845.44,-1.4106,0,0,0,0,,,17,16,14,301161.SZ|601798.SH|603798.SH,600778.SH|603320.SH,jq_microcap signal=000001.SH last=3160.76 ma_short=3200.10 ma_long=3244.05 band=16-26 tr=0.50 | selected=19 periodic_rebalance=false exits=0 projected_positions=17 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300391.SZ rejected by ma_filter | 002809.SZ rejected by ma_filter | 002295.SZ rejected by ma_filter | 603028.SH rejected by ma_filter | 300334.SZ rejected by ma_filter | 301022.SZ rejected by ma_filter | 300710.SZ rejected by ma_filter | 301234.SZ rejected by ma_filter | 300658.SZ rejected by ma_filter | 600802.SH rejected by ma_filter | 603073.SH rejected by ma_filter | 300839.SZ rejected by ma_filter
2025-01-15,9696864.78,9658347.31,38517.47,0.3988,8,10,-2,8,,300321.SZ:Buy|603320.SH:Sell,17,16,14,301161.SZ|601798.SH|603798.SH,300321.SZ|600778.SH,jq_microcap signal=000001.SH last=3240.94 ma_short=3202.36 ma_long=3227.41 band=17-27 tr=0.50 | selected=22 periodic_rebalance=false exits=4 projected_positions=17 intents=8 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300334.SZ rejected by ma_filter | 301234.SZ rejected by ma_filter | 300391.SZ rejected by ma_filter | 001366.SZ rejected by ma_filter | 603073.SH rejected by ma_filter | 002696.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 300246.SZ rejected by ma_filter | 300658.SZ rejected by ma_filter | 300839.SZ rejected by ma_filter | 002898.SZ rejected by ma_filter | 600355.SH rejected by ma_filter
2025-01-16,9651283.00,9672603.66,-21320.66,-0.2204,6,6,0,4,300321.SZ:Buy|603798.SH:Sell,301037.SZ:Sell|603045.SH:Buy,17,16,14,301037.SZ|301161.SZ|601798.SH,600778.SH|603045.SH,jq_microcap signal=000001.SH last=3227.12 ma_short=3201.75 ma_long=3214.95 band=17-27 tr=0.50 | selected=28 periodic_rebalance=false exits=3 projected_positions=17 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 605255.SH rejected by ma_filter | 600448.SH rejected by ma_filter | 002809.SZ rejected by ma_filter | 605567.SH rejected by ma_filter | 301022.SZ rejected by ma_filter | 300961.SZ rejected by ma_filter | 300839.SZ rejected by ma_filter | 300658.SZ rejected by ma_filter | 600355.SH rejected by ma_filter | 300030.SZ rejected by ma_filter | 000663.SZ rejected by ma_filter | 300804.SZ rejected by ma_filter
2025-01-17,9676747.09,9632752.15,43994.94,0.4567,8,8,0,7,301037.SZ:Sell,603045.SH:Sell,17,16,15,301161.SZ|601798.SH,600778.SH,jq_microcap signal=000001.SH last=3236.03 ma_short=3206.67 ma_long=3212.29 band=17-27 tr=0.50 | selected=30 periodic_rebalance=false exits=4 projected_positions=17 intents=8 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300462.SZ rejected by ma_filter | 000632.SZ rejected by ma_filter | 301234.SZ rejected by ma_filter | 600448.SH rejected by ma_filter | 002809.SZ rejected by ma_filter | 300710.SZ rejected by ma_filter | 300511.SZ rejected by ma_filter | 300920.SZ rejected by ma_filter | 605255.SH rejected by ma_filter | 002696.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 003003.SZ rejected by ma_filter
2025-01-20,9622439.94,9643287.73,-20847.79,-0.2162,4,2,2,2,002193.SZ:Buy|300321.SZ:Sell,,17,16,14,002193.SZ|301161.SZ|601798.SH,300321.SZ|600778.SH,jq_microcap signal=000001.SH last=3241.82 ma_short=3221.33 ma_long=3215.33 band=17-27 tr=1.00 | selected=40 periodic_rebalance=false exits=2 projected_positions=17 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002809.SZ rejected by ma_filter | 300511.SZ rejected by ma_filter | 003003.SZ rejected by ma_filter | 002718.SZ rejected by ma_filter | 603028.SH rejected by ma_filter | 600448.SH rejected by ma_filter | 300823.SZ rejected by ma_filter | 300961.SZ rejected by ma_filter | 002696.SZ rejected by ma_filter | 300500.SZ rejected by ma_filter | 605122.SH rejected by ma_filter | 300971.SZ rejected by ma_filter
2025-01-21,9639697.94,9641989.81,-2291.87,-0.0238,0,2,-2,0,,002072.SZ:Buy|600778.SH:Sell,17,16,14,002193.SZ|301161.SZ|601798.SH,002072.SZ|300321.SZ,jq_microcap signal=000001.SH last=3244.38 ma_short=3238.06 ma_long=3219.08 band=17-27 tr=1.00 | selected=40 periodic_rebalance=false exits=0 projected_positions=17 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 600802.SH rejected by ma_filter | 301063.SZ rejected by ma_filter | 300710.SZ rejected by ma_filter | 300871.SZ rejected by ma_filter | 001231.SZ rejected by ma_filter | 300517.SZ rejected by ma_filter | 301163.SZ rejected by ma_filter | 000590.SZ rejected by ma_filter | 002898.SZ rejected by ma_filter | 300511.SZ rejected by ma_filter | 603028.SH rejected by ma_filter | 603073.SH rejected by ma_filter
2025-01-22,9620608.61,9588882.59,31726.02,0.3309,4,2,2,2,002696.SZ:Buy|301161.SZ:Sell,,17,16,14,002193.SZ|002696.SZ|601798.SH,002072.SZ|300321.SZ,jq_microcap signal=000001.SH last=3242.62 ma_short=3238.39 ma_long=3220.38 band=17-27 tr=1.00 | selected=40 periodic_rebalance=false exits=2 projected_positions=17 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300626.SZ rejected by ma_filter | 301163.SZ rejected by ma_filter | 301300.SZ rejected by ma_filter | 000663.SZ rejected by ma_filter | 300961.SZ rejected by ma_filter | 002890.SZ rejected by ma_filter | 300500.SZ rejected by ma_filter | 603073.SH rejected by ma_filter | 301234.SZ rejected by ma_filter | 300517.SZ rejected by ma_filter | 001231.SZ rejected by ma_filter | 300823.SZ rejected by ma_filter
2025-01-23,9486082.19,9503727.34,-17645.15,-0.1857,49,48,1,45,002193.SZ:Sell|002696.SZ:Sell|600689.SH:Buy|601798.SH:Sell,002072.SZ:Sell|300321.SZ:Sell|600099.SH:Buy,40,40,39,600689.SH,600099.SH,jq_microcap signal=000001.SH last=3213.62 ma_short=3235.70 ma_long=3218.72 band=17-27 tr=1.00 | selected=40 periodic_rebalance=true exits=1 projected_positions=40 intents=49 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 600202.SH rejected by ma_filter | 300517.SZ rejected by ma_filter | 301163.SZ rejected by ma_filter | 301234.SZ rejected by ma_filter | 301300.SZ rejected by ma_filter | 002760.SZ rejected by ma_filter | 002890.SZ rejected by ma_filter | 000663.SZ rejected by ma_filter | 300823.SZ rejected by ma_filter | 301022.SZ rejected by ma_filter | 603458.SH rejected by ma_filter | 300658.SZ rejected by ma_filter
2025-01-24,9488451.44,9563867.67,-75416.23,-0.7886,6,6,0,6,,,40,40,39,600689.SH,600099.SH,jq_microcap signal=000001.SH last=3230.16 ma_short=3234.52 ma_long=3220.60 band=17-27 tr=1.00 | selected=40 periodic_rebalance=false exits=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 001231.SZ rejected by ma_filter | 000632.SZ rejected by ma_filter | 600202.SH rejected by ma_filter | 000663.SZ rejected by ma_filter | 002713.SZ rejected by ma_filter | 300971.SZ rejected by ma_filter | 301163.SZ rejected by ma_filter | 603458.SH rejected by ma_filter | 002898.SZ rejected by ma_filter | 003003.SZ rejected by ma_filter | 002762.SZ rejected by ma_filter | 300935.SZ rejected by ma_filter
2025-01-27,9534817.44,9587633.67,-52816.23,-0.5509,0,0,0,0,,,40,40,39,600689.SH,600099.SH,jq_microcap signal=000001.SH last=3252.63 ma_short=3236.68 ma_long=3229.01 band=17-27 tr=1.00 | selected=40 periodic_rebalance=false exits=0 projected_positions=40 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 605567.SH rejected by ma_filter | 300961.SZ rejected by ma_filter | 300500.SZ rejected by ma_filter | 600202.SH rejected by ma_filter | 000663.SZ rejected by ma_filter | 300246.SZ rejected by ma_filter | 300804.SZ rejected by ma_filter | 003003.SZ rejected by ma_filter | 002144.SZ rejected by ma_filter | 002762.SZ rejected by ma_filter | 300971.SZ rejected by ma_filter | 300106.SZ rejected by ma_filter
2025-02-05,9351168.44,9692828.67,-341660.23,-3.5249,0,0,0,0,,,40,40,39,600689.SH,600099.SH,jq_microcap signal=000001.SH last=3250.60 ma_short=3237.93 ma_long=3237.99 band=17-27 tr=0.50 | selected=40 periodic_rebalance=false exits=0 projected_positions=40 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 603261.SH rejected by ma_filter | 300500.SZ rejected by ma_filter | 300246.SZ rejected by ma_filter | 600358.SH rejected by ma_filter | 605567.SH rejected by ma_filter | 600202.SH rejected by ma_filter | 300971.SZ rejected by ma_filter | 300804.SZ rejected by ma_filter | 003003.SZ rejected by ma_filter | 600448.SH rejected by ma_filter | 000663.SZ rejected by ma_filter | 002696.SZ rejected by ma_filter
2025-02-06,9456675.07,9825534.31,-368859.24,-3.7541,2,2,0,2,,,40,40,39,600689.SH,600099.SH,jq_microcap signal=000001.SH last=3229.49 ma_short=3235.30 ma_long=3236.85 band=17-27 tr=0.50 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 605567.SH rejected by ma_filter | 603356.SH rejected by ma_filter | 002857.SZ rejected by ma_filter | 600892.SH rejected by ma_filter | 002828.SZ rejected by ma_filter | 002072.SZ rejected by ma_filter | 600358.SH rejected by ma_filter | 001231.SZ rejected by ma_filter | 003003.SZ rejected by ma_filter | 600202.SH rejected by ma_filter | 300030.SZ rejected by ma_filter | 300971.SZ rejected by ma_filter
2025-02-07,9595569.54,9878640.58,-283071.04,-2.8655,8,8,0,8,,,40,40,39,600689.SH,600099.SH,jq_microcap signal=000001.SH last=3270.66 ma_short=3246.71 ma_long=3241.20 band=17-27 tr=1.00 | selected=40 periodic_rebalance=false exits=4 projected_positions=40 intents=8 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300511.SZ rejected by ma_filter | 605567.SH rejected by ma_filter | 300961.SZ rejected by ma_filter | 001231.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 003003.SZ rejected by ma_filter | 600358.SH rejected by ma_filter | 002713.SZ rejected by ma_filter | 300710.SZ rejected by ma_filter | 300030.SZ rejected by ma_filter | 600892.SH rejected by ma_filter | 600202.SH rejected by ma_filter
2025-02-10,9634665.26,10035004.66,-400339.40,-3.9894,4,4,0,4,,,40,40,39,600689.SH,600099.SH,jq_microcap signal=000001.SH last=3303.67 ma_short=3261.41 ma_long=3247.97 band=17-27 tr=1.00 | selected=40 periodic_rebalance=false exits=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300626.SZ rejected by ma_filter | 002529.SZ rejected by ma_filter | 000590.SZ rejected by ma_filter | 603789.SH rejected by ma_filter | 300961.SZ rejected by ma_filter | 001231.SZ rejected by ma_filter | 603261.SH rejected by ma_filter | 603356.SH rejected by ma_filter | 600358.SH rejected by ma_filter | 002713.SZ rejected by ma_filter | 002857.SZ rejected by ma_filter | 003003.SZ rejected by ma_filter
2025-02-11,10011517.71,10048169.39,-36651.68,-0.3648,4,6,-2,4,,600099.SH:Sell|600448.SH:Buy,40,40,39,600689.SH,600448.SH,jq_microcap signal=000001.SH last=3322.17 ma_short=3275.32 ma_long=3256.00 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 003003.SZ rejected by ma_filter | 002713.SZ rejected by ma_filter | 301228.SZ rejected by ma_filter | 002780.SZ rejected by ma_filter | 002857.SZ rejected by ma_filter | 600202.SH rejected by ma_filter | 600358.SH rejected by ma_filter | 002571.SZ rejected by ma_filter | 603261.SH rejected by ma_filter | 001202.SZ rejected by ma_filter | 000004.SZ rejected by ma_filter | 603789.SH rejected by ma_filter
2025-02-12,10022398.88,10061596.32,-39197.44,-0.3896,4,4,0,4,,,40,40,39,600689.SH,600448.SH,jq_microcap signal=000001.SH last=3318.06 ma_short=3288.81 ma_long=3263.37 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002780.SZ rejected by ma_filter | 603789.SH rejected by ma_filter | 003003.SZ rejected by ma_filter | 000004.SZ rejected by ma_filter | 301228.SZ rejected by ma_filter | 600202.SH rejected by ma_filter | 002857.SZ rejected by ma_filter | 600355.SH rejected by ma_filter | 002571.SZ rejected by ma_filter | 600358.SH rejected by ma_filter | 001202.SZ rejected by ma_filter | 600892.SH rejected by ma_filter
2025-02-13,10032421.89,9947857.95,84563.94,0.8501,2,2,0,2,,,40,40,39,600689.SH,600448.SH,jq_microcap signal=000001.SH last=3346.39 ma_short=3312.19 ma_long=3273.74 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 603789.SH rejected by ma_filter | 603356.SH rejected by ma_filter | 002780.SZ rejected by ma_filter | 003003.SZ rejected by ma_filter | 603261.SH rejected by ma_filter | 600202.SH rejected by ma_filter | 002713.SZ rejected by ma_filter | 600892.SH rejected by ma_filter | 000004.SZ rejected by ma_filter | 600358.SH rejected by ma_filter | 002529.SZ rejected by ma_filter
2025-02-14,9915719.89,9939775.95,-24056.06,-0.2420,0,0,0,0,,,40,40,39,600689.SH,600448.SH,jq_microcap signal=000001.SH last=3332.48 ma_short=3324.55 ma_long=3285.63 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=0 projected_positions=40 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 600202.SH rejected by ma_filter | 603789.SH rejected by ma_filter | 002713.SZ rejected by ma_filter | 605189.SH rejected by ma_filter | 600358.SH rejected by ma_filter | 600892.SH rejected by ma_filter | 301043.SZ rejected by ma_filter | 002718.SZ rejected by ma_filter
2025-02-17,9912603.57,10165276.21,-252672.64,-2.4856,2,2,0,2,,,40,40,39,600689.SH,600448.SH,jq_microcap signal=000001.SH last=3346.72 ma_short=3333.16 ma_long=3297.29 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 603356.SH rejected by ma_filter | 002295.SZ rejected by ma_filter | 600358.SH rejected by ma_filter | 002718.SZ rejected by ma_filter | 605189.SH rejected by ma_filter | 301043.SZ rejected by ma_filter
2025-02-18,10161710.00,9978899.85,182810.15,1.8320,6,6,0,6,,,40,40,39,600689.SH,600448.SH,jq_microcap signal=000001.SH last=3355.83 ma_short=3339.90 ma_long=3307.61 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 603261.SH rejected by ma_filter | 603838.SH rejected by ma_filter | 001210.SZ rejected by ma_filter | 002295.SZ rejected by ma_filter | 002718.SZ rejected by ma_filter | 600202.SH rejected by ma_filter | 600358.SH rejected by ma_filter | 603937.SH rejected by ma_filter | 300069.SZ rejected by ma_filter | 605189.SH rejected by ma_filter | 000637.SZ rejected by ma_filter
2025-02-19,9948472.00,10138151.85,-189679.85,-1.8710,0,0,0,0,,,40,40,39,600689.SH,600448.SH,jq_microcap signal=000001.SH last=3324.49 ma_short=3341.18 ma_long=3315.00 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=0 projected_positions=40 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 301234.SZ rejected by ma_filter | 001210.SZ rejected by ma_filter | 603172.SH rejected by ma_filter | 600202.SH rejected by ma_filter | 603937.SH rejected by ma_filter | 301022.SZ rejected by ma_filter | 300716.SZ rejected by ma_filter | 002842.SZ rejected by ma_filter | 300839.SZ rejected by ma_filter | 605189.SH rejected by ma_filter | 003023.SZ rejected by ma_filter | 300621.SZ rejected by ma_filter
2025-02-20,10100604.94,10214788.61,-114183.67,-1.1178,6,6,0,6,,,40,40,39,600689.SH,600448.SH,jq_microcap signal=000001.SH last=3351.54 ma_short=3342.21 ma_long=3327.20 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 000692.SZ rejected by ma_filter | 301300.SZ rejected by ma_filter | 002760.SZ rejected by ma_filter | 002890.SZ rejected by ma_filter | 300517.SZ rejected by ma_filter | 002718.SZ rejected by ma_filter | 600358.SH rejected by ma_filter | 301053.SZ rejected by ma_filter | 300971.SZ rejected by ma_filter | 002857.SZ rejected by ma_filter | 001210.SZ rejected by ma_filter | 300958.SZ rejected by ma_filter
2025-02-21,10222825.36,10148190.18,74635.18,0.7355,56,56,0,54,300839.SZ:Buy|600689.SH:Sell,300069.SZ:Buy|600448.SH:Sell,40,40,39,300839.SZ,300069.SZ,jq_microcap signal=000001.SH last=3350.78 ma_short=3345.87 ma_long=3335.21 band=18-28 tr=1.00 | selected=40 periodic_rebalance=true exits=0 projected_positions=40 intents=56 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002718.SZ rejected by ma_filter | 300517.SZ rejected by ma_filter | 600358.SH rejected by ma_filter | 002760.SZ rejected by ma_filter | 600448.SH rejected by ma_filter | 300958.SZ rejected by ma_filter | 001211.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter | 600802.SH rejected by ma_filter | 002295.SZ rejected by ma_filter | 001210.SZ rejected by ma_filter | 002144.SZ rejected by ma_filter
2025-02-24,10150286.90,10228728.29,-78441.39,-0.7669,4,4,0,3,002058.SZ:Buy,301063.SZ:Buy,40,40,38,002058.SZ|300839.SZ,300069.SZ|301063.SZ,jq_microcap signal=000001.SH last=3379.11 ma_short=3352.35 ma_long=3342.76 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002718.SZ rejected by ma_filter | 002295.SZ rejected by ma_filter | 600689.SH rejected by ma_filter | 600802.SH rejected by ma_filter | 300958.SZ rejected by ma_filter | 002144.SZ rejected by ma_filter | 002836.SZ rejected by ma_filter | 603172.SH rejected by ma_filter | 600408.SH rejected by ma_filter | 001210.SZ rejected by ma_filter | 002529.SZ rejected by ma_filter | 300871.SZ rejected by ma_filter
2025-02-25,10216372.85,10152773.65,63599.20,0.6264,2,2,0,1,301063.SZ:Buy,300614.SZ:Buy,40,40,38,002058.SZ|300839.SZ,300069.SZ|300614.SZ,jq_microcap signal=000001.SH last=3373.03 ma_short=3355.79 ma_long=3347.84 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 600448.SH rejected by ma_filter | 002718.SZ rejected by ma_filter | 600689.SH rejected by ma_filter | 000692.SZ rejected by ma_filter | 300391.SZ rejected by ma_filter | 600802.SH rejected by ma_filter | 002144.SZ rejected by ma_filter | 603172.SH rejected by ma_filter | 002295.SZ rejected by ma_filter | 300958.SZ rejected by ma_filter | 002836.SZ rejected by ma_filter | 300462.SZ rejected by ma_filter
2025-02-26,10197284.15,10272568.76,-75284.61,-0.7329,10,6,4,6,002058.SZ:Sell|300391.SZ:Buy|300517.SZ:Buy|300839.SZ:Sell,,40,40,38,300391.SZ|300517.SZ,300069.SZ|300614.SZ,jq_microcap signal=000001.SH last=3346.04 ma_short=3360.10 ma_long=3350.64 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=5 projected_positions=40 intents=10 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002718.SZ rejected by ma_filter | 002295.SZ rejected by ma_filter | 300640.SZ rejected by ma_filter | 300871.SZ rejected by ma_filter | 600408.SH rejected by ma_filter | 000637.SZ rejected by ma_filter | 001202.SZ rejected by ma_filter | 600689.SH rejected by ma_filter | 603151.SH rejected by ma_filter | 600791.SH rejected by ma_filter | 003023.SZ rejected by ma_filter | 002084.SZ rejected by ma_filter
2025-02-27,10315042.82,10265649.76,49393.06,0.4811,2,0,2,0,002883.SZ:Buy|300391.SZ:Sell,,40,40,38,002883.SZ|300517.SZ,300069.SZ|300614.SZ,jq_microcap signal=000001.SH last=3380.21 ma_short=3365.84 ma_long=3354.02 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002718.SZ rejected by ma_filter | 600802.SH rejected by ma_filter | 000692.SZ rejected by ma_filter | 300640.SZ rejected by ma_filter | 300871.SZ rejected by ma_filter | 002295.SZ rejected by ma_filter | 603151.SH rejected by ma_filter | 000637.SZ rejected by ma_filter | 600408.SH rejected by ma_filter | 003023.SZ rejected by ma_filter | 605189.SH rejected by ma_filter
2025-02-28,10299392.42,10091014.93,208377.49,2.0650,2,4,-2,2,,001210.SZ:Buy|300069.SZ:Sell,40,40,38,002883.SZ|300517.SZ,001210.SZ|300614.SZ,jq_microcap signal=000001.SH last=3388.06 ma_short=3373.29 ma_long=3359.58 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002718.SZ rejected by ma_filter | 300640.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter | 603716.SH rejected by ma_filter | 002295.SZ rejected by ma_filter | 000633.SZ rejected by ma_filter | 300871.SZ rejected by ma_filter | 000637.SZ rejected by ma_filter | 600408.SH rejected by ma_filter | 603151.SH rejected by ma_filter | 000953.SZ rejected by ma_filter | 603090.SH rejected by ma_filter
2025-03-03,10119401.76,10167473.69,-48071.93,-0.4728,6,6,0,5,001210.SZ:Buy,300517.SZ:Buy,40,40,39,002883.SZ,300614.SZ,jq_microcap signal=000001.SH last=3320.90 ma_short=3361.65 ma_long=3357.00 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 000633.SZ rejected by ma_filter | 300716.SZ rejected by ma_filter | 002295.SZ rejected by ma_filter | 300030.SZ rejected by ma_filter | 300871.SZ rejected by ma_filter | 600408.SH rejected by ma_filter | 301197.SZ rejected by ma_filter | 603151.SH rejected by ma_filter | 301010.SZ rejected by ma_filter | 000637.SZ rejected by ma_filter | 300920.SZ rejected by ma_filter | 000820.SZ rejected by ma_filter
2025-03-04,10184424.67,10343001.64,-158576.97,-1.5332,2,2,0,2,,,40,40,39,002883.SZ,300614.SZ,jq_microcap signal=000001.SH last=3316.93 ma_short=3350.43 ma_long=3353.11 band=18-28 tr=0.50 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002828.SZ rejected by ma_filter | 603028.SH rejected by ma_filter | 002898.SZ rejected by ma_filter | 603172.SH rejected by ma_filter | 300920.SZ rejected by ma_filter | 002836.SZ rejected by ma_filter | 000633.SZ rejected by ma_filter | 600408.SH rejected by ma_filter | 001202.SZ rejected by ma_filter | 300871.SZ rejected by ma_filter | 301197.SZ rejected by ma_filter | 301010.SZ rejected by ma_filter
2025-03-05,10368014.41,10319313.60,48700.81,0.4719,4,4,0,4,,,40,40,39,002883.SZ,300614.SZ,jq_microcap signal=000001.SH last=3324.21 ma_short=3346.06 ma_long=3353.08 band=18-28 tr=0.50 | selected=40 periodic_rebalance=false exits=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300804.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 002718.SZ rejected by ma_filter | 300462.SZ rejected by ma_filter | 002890.SZ rejected by ma_filter | 600408.SH rejected by ma_filter | 600802.SH rejected by ma_filter | 002713.SZ rejected by ma_filter | 002898.SZ rejected by ma_filter | 300920.SZ rejected by ma_filter | 603028.SH rejected by ma_filter | 603172.SH rejected by ma_filter
2025-03-06,10332358.54,10444684.60,-112326.06,-1.0754,2,0,2,0,002910.SZ:Buy|300670.SZ:Sell,,40,40,38,002883.SZ|002910.SZ,300614.SZ|300670.SZ,jq_microcap signal=000001.SH last=3341.97 ma_short=3338.41 ma_long=3352.12 band=18-28 tr=0.50 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300804.SZ rejected by ma_filter | 600408.SH rejected by ma_filter | 300478.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 603028.SH rejected by ma_filter | 002890.SZ rejected by ma_filter | 002857.SZ rejected by ma_filter | 002898.SZ rejected by ma_filter | 300462.SZ rejected by ma_filter | 300334.SZ rejected by ma_filter | 301053.SZ rejected by ma_filter | 000637.SZ rejected by ma_filter
2025-03-07,10450015.62,10389218.68,60796.94,0.5852,4,6,-2,4,,001210.SZ:Sell|605189.SH:Buy,40,40,37,001210.SZ|002883.SZ|002910.SZ,300614.SZ|300670.SZ|605189.SH,jq_microcap signal=000001.SH last=3381.10 ma_short=3337.02 ma_long=3355.16 band=18-28 tr=0.50 | selected=40 periodic_rebalance=false exits=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 600448.SH rejected by ma_filter | 002718.SZ rejected by ma_filter | 301131.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 002890.SZ rejected by ma_filter | 300710.SZ rejected by ma_filter | 600408.SH rejected by ma_filter | 002713.SZ rejected by ma_filter | 300804.SZ rejected by ma_filter | 300640.SZ rejected by ma_filter | 300478.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter
2025-03-10,10395220.76,10499246.76,-104026.00,-0.9908,4,4,0,4,,,40,40,37,001210.SZ|002883.SZ|002910.SZ,300614.SZ|300670.SZ|605189.SH,jq_microcap signal=000001.SH last=3372.55 ma_short=3347.35 ma_long=3354.50 band=18-28 tr=0.50 | selected=40 periodic_rebalance=false exits=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300716.SZ rejected by ma_filter | 600408.SH rejected by ma_filter | 000820.SZ rejected by ma_filter | 603028.SH rejected by ma_filter | 002857.SZ rejected by ma_filter | 000637.SZ rejected by ma_filter | 600892.SH rejected by ma_filter | 300462.SZ rejected by ma_filter | 300621.SZ rejected by ma_filter | 000953.SZ rejected by ma_filter | 300030.SZ rejected by ma_filter | 301010.SZ rejected by ma_filter
2025-03-11,10503379.95,10577752.29,-74372.34,-0.7031,4,4,0,3,300614.SZ:Buy,300651.SZ:Buy,40,40,37,001210.SZ|002883.SZ|002910.SZ,300651.SZ|300670.SZ|605189.SH,jq_microcap signal=000001.SH last=3366.16 ma_short=3357.20 ma_long=3353.81 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 003003.SZ rejected by ma_filter | 300280.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter | 002718.SZ rejected by ma_filter | 002910.SZ rejected by ma_filter | 300710.SZ rejected by ma_filter | 002211.SZ rejected by ma_filter | 300716.SZ rejected by ma_filter | 002898.SZ rejected by ma_filter | 300462.SZ rejected by ma_filter | 000637.SZ rejected by ma_filter | 600202.SH rejected by ma_filter
2025-03-12,10598103.77,10700846.43,-102742.66,-0.9601,6,6,0,6,,,40,40,37,001210.SZ|002883.SZ|002910.SZ,300651.SZ|300670.SZ|605189.SH,jq_microcap signal=000001.SH last=3379.83 ma_short=3368.32 ma_long=3357.19 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002809.SZ rejected by ma_filter | 300280.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter | 002910.SZ rejected by ma_filter | 600448.SH rejected by ma_filter | 002211.SZ rejected by ma_filter | 300716.SZ rejected by ma_filter | 002718.SZ rejected by ma_filter | 300710.SZ rejected by ma_filter | 002898.SZ rejected by ma_filter | 300462.SZ rejected by ma_filter | 000820.SZ rejected by ma_filter
2025-03-13,10723780.25,10648029.53,75750.72,0.7114,6,4,2,4,001210.SZ:Sell|301231.SZ:Buy,,40,40,37,002883.SZ|002910.SZ|301231.SZ,300651.SZ|300670.SZ|605189.SH,jq_microcap signal=000001.SH last=3371.92 ma_short=3374.31 ma_long=3356.36 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002910.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 002898.SZ rejected by ma_filter | 002718.SZ rejected by ma_filter | 600448.SH rejected by ma_filter | 000637.SZ rejected by ma_filter | 600107.SH rejected by ma_filter | 600408.SH rejected by ma_filter | 000820.SZ rejected by ma_filter | 300462.SZ rejected by ma_filter | 301198.SZ rejected by ma_filter
2025-03-14,10666124.65,10762469.40,-96344.75,-0.8952,32,30,2,28,002883.SZ:Sell|002910.SZ:Sell|300651.SZ:Buy|605189.SH:Buy,300670.SZ:Sell|301231.SZ:Buy,40,40,40,,,jq_microcap signal=000001.SH last=3358.73 ma_short=3369.84 ma_long=3353.43 band=18-28 tr=1.00 | selected=40 periodic_rebalance=true exits=1 projected_positions=40 intents=32 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 000637.SZ rejected by ma_filter | 002898.SZ rejected by ma_filter | 002718.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 000820.SZ rejected by ma_filter | 301010.SZ rejected by ma_filter | 300462.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter | 300920.SZ rejected by ma_filter | 300621.SZ rejected by ma_filter | 603335.SH rejected by ma_filter | 301198.SZ rejected by ma_filter
2025-03-17,10789483.44,10854643.27,-65159.83,-0.6003,2,4,-2,2,,301053.SZ:Sell|603073.SH:Buy,40,40,39,301053.SZ,603073.SH,jq_microcap signal=000001.SH last=3419.56 ma_short=3379.24 ma_long=3363.29 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300640.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 000637.SZ rejected by ma_filter | 000820.SZ rejected by ma_filter | 300920.SZ rejected by ma_filter | 300935.SZ rejected by ma_filter | 603335.SH rejected by ma_filter | 603356.SH rejected by ma_filter | 300030.SZ rejected by ma_filter | 301198.SZ rejected by ma_filter | 301010.SZ rejected by ma_filter | 300621.SZ rejected by ma_filter
2025-03-18,10935669.83,10916176.50,19493.33,0.1786,10,4,6,4,301053.SZ:Sell|301125.SZ:Buy|301231.SZ:Sell|603028.SH:Sell|603073.SH:Buy|603272.SH:Buy,,40,40,38,301125.SZ|603272.SH,301231.SZ|603028.SH,jq_microcap signal=000001.SH last=3426.13 ma_short=3391.23 ma_long=3374.22 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=5 projected_positions=40 intents=10 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300716.SZ rejected by ma_filter | 300640.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 000637.SZ rejected by ma_filter | 300935.SZ rejected by ma_filter | 603356.SH rejected by ma_filter | 002910.SZ rejected by ma_filter | 300030.SZ rejected by ma_filter | 600791.SH rejected by ma_filter | 300591.SZ rejected by ma_filter | 301198.SZ rejected by ma_filter | 603335.SH rejected by ma_filter
2025-03-19,10995723.57,10894540.56,101183.01,0.9287,12,12,0,10,002718.SZ:Buy|300614.SZ:Sell,301125.SZ:Buy|603028.SH:Sell,40,40,38,002718.SZ|603272.SH,300614.SZ|301231.SZ,jq_microcap signal=000001.SH last=3429.76 ma_short=3401.22 ma_long=3384.77 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=6 projected_positions=40 intents=12 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002486.SZ rejected by ma_filter | 002211.SZ rejected by ma_filter | 300716.SZ rejected by ma_filter | 300640.SZ rejected by ma_filter | 002910.SZ rejected by ma_filter | 300935.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 000637.SZ rejected by ma_filter | 603356.SH rejected by ma_filter | 600791.SH rejected by ma_filter | 300030.SZ rejected by ma_filter | 300591.SZ rejected by ma_filter
2025-03-20,10954379.58,10894565.95,59813.63,0.5490,8,6,2,5,002809.SZ:Buy|300462.SZ:Buy|603272.SH:Sell,002718.SZ:Buy,40,40,38,002809.SZ|300462.SZ,300614.SZ|301231.SZ,jq_microcap signal=000001.SH last=3426.43 ma_short=3412.12 ma_long=3393.22 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=4 projected_positions=40 intents=8 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002072.SZ rejected by ma_filter | 300716.SZ rejected by ma_filter | 300640.SZ rejected by ma_filter | 002205.SZ rejected by ma_filter | 000637.SZ rejected by ma_filter | 002910.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 300935.SZ rejected by ma_filter | 603356.SH rejected by ma_filter | 600791.SH rejected by ma_filter | 300030.SZ rejected by ma_filter | 301010.SZ rejected by ma_filter
2025-03-21,10967186.45,10731677.83,235508.62,2.1945,4,6,-2,4,,300614.SZ:Sell|301075.SZ:Buy,40,40,38,002809.SZ|300462.SZ,301075.SZ|301231.SZ,jq_microcap signal=000001.SH last=3408.95 ma_short=3422.17 ma_long=3396.00 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 603838.SH rejected by ma_filter | 002486.SZ rejected by ma_filter | 300935.SZ rejected by ma_filter | 002910.SZ rejected by ma_filter | 300640.SZ rejected by ma_filter | 002205.SZ rejected by ma_filter | 002072.SZ rejected by ma_filter | 000637.SZ rejected by ma_filter | 603356.SH rejected by ma_filter | 301010.SZ rejected by ma_filter | 300030.SZ rejected by ma_filter | 600791.SH rejected by ma_filter
2025-03-24,10798905.03,10222195.39,576709.64,5.6417,4,4,0,4,,,40,40,38,002809.SZ|300462.SZ,301075.SZ|301231.SZ,jq_microcap signal=000001.SH last=3364.83 ma_short=3411.22 ma_long=3395.23 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002205.SZ rejected by ma_filter | 603356.SH rejected by ma_filter | 300710.SZ rejected by ma_filter | 600355.SH rejected by ma_filter | 600791.SH rejected by ma_filter | 000637.SZ rejected by ma_filter | 301198.SZ rejected by ma_filter | 603335.SH rejected by ma_filter | 600281.SH rejected by ma_filter | 603172.SH rejected by ma_filter | 300626.SZ rejected by ma_filter | 600857.SH rejected by ma_filter
2025-03-25,10274149.59,10300788.76,-26639.17,-0.2586,22,20,2,19,002890.SZ:Buy|300462.SZ:Sell|301163.SZ:Buy,002809.SZ:Buy,40,40,38,002890.SZ|301163.SZ,301075.SZ|301231.SZ,jq_microcap signal=000001.SH last=3370.03 ma_short=3400.00 ma_long=3395.62 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=11 projected_positions=40 intents=22 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 000637.SZ rejected by ma_filter | 300246.SZ rejected by ma_filter | 002836.SZ rejected by ma_filter | 000953.SZ rejected by ma_filter | 300626.SZ rejected by ma_filter | 000633.SZ rejected by ma_filter | 003004.SZ rejected by ma_filter | 301156.SZ rejected by ma_filter | 603172.SH rejected by ma_filter | 600281.SH rejected by ma_filter | 300966.SZ rejected by ma_filter | 300883.SZ rejected by ma_filter
2025-03-26,10347913.44,10585136.34,-237222.90,-2.2411,2,2,0,2,,,40,40,38,002890.SZ|301163.SZ,301075.SZ|301231.SZ,jq_microcap signal=000001.SH last=3369.98 ma_short=3388.04 ma_long=3394.63 band=18-28 tr=0.50 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002780.SZ rejected by ma_filter | 000953.SZ rejected by ma_filter | 002718.SZ rejected by ma_filter | 301131.SZ rejected by ma_filter | 300246.SZ rejected by ma_filter | 300626.SZ rejected by ma_filter | 600857.SH rejected by ma_filter | 000692.SZ rejected by ma_filter | 002836.SZ rejected by ma_filter | 003004.SZ rejected by ma_filter | 300920.SZ rejected by ma_filter | 600082.SH rejected by ma_filter
2025-03-27,10651750.97,10563864.51,87886.46,0.8320,10,14,-4,10,,002809.SZ:Buy|002809.SZ:Sell|002890.SZ:Buy|301075.SZ:Sell,40,40,39,301163.SZ,301231.SZ,jq_microcap signal=000001.SH last=3368.70 ma_short=3376.50 ma_long=3394.31 band=18-28 tr=0.50 | selected=40 periodic_rebalance=false exits=5 projected_positions=40 intents=10 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 600448.SH rejected by ma_filter | 300710.SZ rejected by ma_filter | 600697.SH rejected by ma_filter | 300804.SZ rejected by ma_filter | 003017.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 301198.SZ rejected by ma_filter | 301010.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter | 301197.SZ rejected by ma_filter | 002780.SZ rejected by ma_filter | 603335.SH rejected by ma_filter
2025-03-28,10614208.60,10323683.63,290524.97,2.8142,4,4,0,4,,,40,40,39,301163.SZ,301231.SZ,jq_microcap signal=000001.SH last=3373.75 ma_short=3369.46 ma_long=3395.81 band=18-28 tr=0.50 | selected=40 periodic_rebalance=false exits=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002828.SZ rejected by ma_filter | 603335.SH rejected by ma_filter | 301198.SZ rejected by ma_filter | 301197.SZ rejected by ma_filter | 600448.SH rejected by ma_filter | 000692.SZ rejected by ma_filter | 000820.SZ rejected by ma_filter | 002780.SZ rejected by ma_filter | 003017.SZ rejected by ma_filter | 301010.SZ rejected by ma_filter | 003004.SZ rejected by ma_filter | 600857.SH rejected by ma_filter
2025-03-31,10413531.16,10178588.94,234942.22,2.3082,26,24,2,23,002633.SZ:Sell|300995.SZ:Buy|600689.SH:Buy,603137.SH:Buy,40,40,37,300995.SZ|301163.SZ|600689.SH,002633.SZ|301231.SZ|603137.SH,jq_microcap signal=000001.SH last=3351.31 ma_short=3366.75 ma_long=3388.99 band=18-28 tr=0.50 | selected=40 periodic_rebalance=false exits=13 projected_positions=40 intents=26 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300804.SZ rejected by ma_filter | 300621.SZ rejected by ma_filter | 003004.SZ rejected by ma_filter | 301131.SZ rejected by ma_filter | 002696.SZ rejected by ma_filter | 300958.SZ rejected by ma_filter | 002809.SZ rejected by ma_filter | 600857.SH rejected by ma_filter | 301234.SZ rejected by ma_filter | 300626.SZ rejected by ma_filter | 600791.SH rejected by ma_filter | 002231.SZ rejected by ma_filter
2025-04-01,10237411.04,10346499.01,-109087.97,-1.0543,6,4,2,4,300995.SZ:Sell|301156.SZ:Buy,,40,40,37,301156.SZ|301163.SZ|600689.SH,002633.SZ|301231.SZ|603137.SH,jq_microcap signal=000001.SH last=3335.75 ma_short=3359.90 ma_long=3379.95 band=18-28 tr=0.50 | selected=40 periodic_rebalance=false exits=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300334.SZ rejected by ma_filter | 003004.SZ rejected by ma_filter | 002231.SZ rejected by ma_filter | 600107.SH rejected by ma_filter | 002890.SZ rejected by ma_filter | 301234.SZ rejected by ma_filter | 300614.SZ rejected by ma_filter | 600408.SH rejected by ma_filter | 002836.SZ rejected by ma_filter | 002084.SZ rejected by ma_filter | 300246.SZ rejected by ma_filter | 000586.SZ rejected by ma_filter
2025-04-02,10425771.04,10402605.01,23166.03,0.2227,0,0,0,0,,,40,40,37,301156.SZ|301163.SZ|600689.SH,002633.SZ|301231.SZ|603137.SH,jq_microcap signal=000001.SH last=3348.44 ma_short=3355.59 ma_long=3371.81 band=18-28 tr=0.50 | selected=40 periodic_rebalance=false exits=0 projected_positions=40 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300621.SZ rejected by ma_filter | 300710.SZ rejected by ma_filter | 605122.SH rejected by ma_filter | 000586.SZ rejected by ma_filter | 600408.SH rejected by ma_filter | 003004.SZ rejected by ma_filter | 605287.SH rejected by ma_filter | 301131.SZ rejected by ma_filter | 002231.SZ rejected by ma_filter | 300804.SZ rejected by ma_filter | 600778.SH rejected by ma_filter | 603139.SH rejected by ma_filter
2025-04-03,10522909.86,10436266.57,86643.29,0.8302,4,2,2,2,002817.SZ:Buy|600689.SH:Sell,,40,40,37,002817.SZ|301156.SZ|301163.SZ,002633.SZ|301231.SZ|603137.SH,jq_microcap signal=000001.SH last=3350.13 ma_short=3351.87 ma_long=3364.18 band=18-28 tr=0.50 | selected=40 periodic_rebalance=false exits=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 600892.SH rejected by ma_filter | 300710.SZ rejected by ma_filter | 600408.SH rejected by ma_filter | 301197.SZ rejected by ma_filter | 000637.SZ rejected by ma_filter | 003004.SZ rejected by ma_filter | 300621.SZ rejected by ma_filter | 003017.SZ rejected by ma_filter | 300626.SZ rejected by ma_filter | 002231.SZ rejected by ma_filter | 000586.SZ rejected by ma_filter | 605287.SH rejected by ma_filter
2025-04-07,10533120.65,9239503.45,1293617.20,14.0009,54,75,-21,49,002817.SZ:Sell|300786.SZ:Buy|301156.SZ:Sell|603137.SH:Buy|603976.SH:Buy,000633.SZ:Sell|002633.SZ:Sell|002836.SZ:Sell|002890.SZ:Sell|003003.SZ:Sell|301075.SZ:Buy|301081.SZ:Sell|301105.SZ:Sell|301148.SZ:Buy|301257.SZ:Buy|301258.SZ:Buy|301279.SZ:Buy|301300.SZ:Buy|301390.SZ:Sell|301395.SZ:Buy|600448.SH:Sell|603073.SH:Sell|603139.SH:Sell|603937.SH:Sell|605069.SH:Sell,40,40,32,300786.SZ|301081.SZ|301105.SZ|301163.SZ|301390.SZ|600448.SH|603937.SH|603976.SH,301075.SZ|301148.SZ|301231.SZ|301257.SZ|301258.SZ|301279.SZ|301300.SZ|301395.SZ,jq_microcap signal=000001.SH last=3342.01 ma_short=3345.52 ma_long=3357.49 band=18-28 tr=0.50 | selected=33 periodic_rebalance=true exits=21 projected_positions=40 intents=54 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 000637.SZ rejected by ma_filter | 300621.SZ rejected by ma_filter | 002696.SZ rejected by ma_filter | 600408.SH rejected by lower_limit | 300030.SZ rejected by ma_filter | 003017.SZ rejected by ma_filter | 605122.SH rejected by ma_filter | 300958.SZ rejected by ma_filter | 300591.SZ rejected by ma_filter | 301234.SZ rejected by ma_filter | 600791.SH rejected by ma_filter | 300334.SZ rejected by ma_filter
2025-04-08,9413068.75,9261232.35,151836.40,1.6395,30,22,8,20,001317.SZ:Buy|301075.SZ:Buy|301081.SZ:Sell|301105.SZ:Sell|301163.SZ:Sell|301390.SZ:Sell|301395.SZ:Buy|600448.SH:Sell|600844.SH:Buy|603937.SH:Sell,301075.SZ:Sell|301231.SZ:Sell,40,40,35,001317.SZ|300786.SZ|301075.SZ|600844.SH|603976.SH,301148.SZ|301257.SZ|301258.SZ|301279.SZ|301300.SZ,jq_microcap signal=000001.SH last=3096.58 ma_short=3294.58 ma_long=3330.66 band=16-26 tr=0.50 | selected=28 periodic_rebalance=false exits=15 projected_positions=40 intents=30 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 301237.SZ rejected by ma_filter | 301006.SZ rejected by ma_filter | 300126.SZ rejected by ma_filter | 300517.SZ rejected by ma_filter | 301010.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter | 003004.SZ rejected by ma_filter | 605567.SH rejected by ma_filter | 000586.SZ rejected by ma_filter | 301002.SZ rejected by ma_filter | 000637.SZ rejected by ma_filter | 300437.SZ rejected by ma_filter
2025-04-09,9346467.84,9481418.98,-134951.14,-1.4233,14,16,-2,13,301075.SZ:Sell,000953.SZ:Buy|000953.SZ:Sell|301279.SZ:Sell,40,40,36,001317.SZ|300786.SZ|600844.SH|603976.SH,301148.SZ|301257.SZ|301258.SZ|301300.SZ,jq_microcap signal=000001.SH last=3145.55 ma_short=3256.54 ma_long=3308.22 band=16-26 tr=0.50 | selected=22 periodic_rebalance=false exits=7 projected_positions=40 intents=14 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300971.SZ rejected by ma_filter | 300410.SZ rejected by ma_filter | 600408.SH rejected by ma_filter | 000637.SZ rejected by ma_filter | 600281.SH rejected by ma_filter | 603937.SH rejected by ma_filter | 603073.SH rejected by ma_filter | 600883.SH rejected by ma_filter | 600689.SH rejected by ma_filter | 300500.SZ rejected by ma_filter | 301232.SZ rejected by ma_filter | 600791.SH rejected by ma_filter
2025-04-10,9491674.09,9892524.01,-400849.92,-4.0520,11,11,0,10,301395.SZ:Sell,000953.SZ:Sell,39,39,34,000953.SZ|001317.SZ|300786.SZ|600844.SH|603976.SH,301148.SZ|301257.SZ|301258.SZ|301300.SZ|301395.SZ,jq_microcap signal=000001.SH last=3186.81 ma_short=3224.21 ma_long=3289.90 band=16-26 tr=0.50 | selected=9 periodic_rebalance=false exits=6 projected_positions=39 intents=11 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300621.SZ rejected by ma_filter | 001231.SZ rejected by ma_filter | 301197.SZ rejected by ma_filter | 603028.SH rejected by ma_filter | 301040.SZ rejected by ma_filter | 003017.SZ rejected by ma_filter | 605287.SH rejected by ma_filter | 301024.SZ rejected by ma_filter | 603903.SH rejected by ma_filter | 300246.SZ rejected by ma_filter | 301131.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter
2025-04-11,9882470.41,10021057.89,-138587.48,-1.3830,15,15,0,14,001317.SZ:Sell,603578.SH:Buy,34,36,30,000953.SZ|300786.SZ|600844.SH|603976.SH,301148.SZ|301257.SZ|301258.SZ|301300.SZ|301395.SZ|603578.SH,jq_microcap signal=000001.SH last=3223.64 ma_short=3198.92 ma_long=3275.39 band=17-27 tr=0.50 | selected=12 periodic_rebalance=false exits=10 projected_positions=34 intents=15 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 600408.SH rejected by ma_filter | 001210.SZ rejected by ma_filter | 603331.SH rejected by ma_filter | 603139.SH rejected by ma_filter | 603937.SH rejected by ma_filter | 301232.SZ rejected by ma_filter | 300958.SZ rejected by ma_filter | 300804.SZ rejected by ma_filter | 002857.SZ rejected by ma_filter | 001226.SZ rejected by ma_filter | 300103.SZ rejected by ma_filter | 300614.SZ rejected by ma_filter
2025-04-14,10088911.18,10239970.92,-151059.74,-1.4752,16,13,3,12,000953.SZ:Sell|603137.SH:Sell|603329.SH:Buy|603329.SH:Sell,002800.SZ:Sell,28,31,24,002800.SZ|300786.SZ|600844.SH|603976.SH,301148.SZ|301257.SZ|301258.SZ|301300.SZ|301395.SZ|603137.SH|603578.SH,jq_microcap signal=000001.SH last=3238.23 ma_short=3178.16 ma_long=3261.84 band=17-27 tr=0.50 | selected=9 periodic_rebalance=false exits=11 projected_positions=28 intents=16 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002910.SZ rejected by ma_filter | 603937.SH rejected by ma_filter | 300958.SZ rejected by ma_filter | 600892.SH rejected by ma_filter | 002295.SZ rejected by ma_filter | 300804.SZ rejected by ma_filter | 600281.SH rejected by ma_filter | 001210.SZ rejected by ma_filter | 600408.SH rejected by ma_filter | 300246.SZ rejected by ma_filter | 300500.SZ rejected by ma_filter | 301234.SZ rejected by ma_filter
2025-04-15,10321688.39,10323689.88,-2001.49,-0.0194,10,6,4,5,002800.SZ:Sell|600265.SH:Sell|600844.SH:Sell|600857.SH:Buy|603137.SH:Buy,301148.SZ:Sell,28,31,25,300786.SZ|600857.SH|603976.SH,301257.SZ|301258.SZ|301300.SZ|301395.SZ|600265.SH|603578.SH,jq_microcap signal=000001.SH last=3262.81 ma_short=3211.41 ma_long=3252.99 band=17-27 tr=0.50 | selected=15 periodic_rebalance=false exits=5 projected_positions=28 intents=10 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 000586.SZ rejected by ma_filter | 600302.SH rejected by ma_filter | 603073.SH rejected by ma_filter | 600892.SH rejected by ma_filter | 000637.SZ rejected by ma_filter | 603331.SH rejected by ma_filter | 002231.SZ rejected by ma_filter | 002921.SZ rejected by ma_filter | 300329.SZ rejected by ma_filter | 001210.SZ rejected by ma_filter | 603937.SH rejected by ma_filter | 300030.SZ rejected by ma_filter
2025-04-16,10294085.91,10267355.23,26730.68,0.2603,2,4,-2,2,,600857.SH:Buy|603709.SH:Sell,28,32,26,300786.SZ|603976.SH,301257.SZ|301258.SZ|301300.SZ|301395.SZ|600265.SH|603578.SH,jq_microcap signal=000001.SH last=3267.66 ma_short=3235.83 ma_long=3246.18 band=17-27 tr=0.50 | selected=16 periodic_rebalance=false exits=1 projected_positions=28 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002486.SZ rejected by ma_filter | 600883.SH rejected by ma_filter | 003017.SZ rejected by ma_filter | 002809.SZ rejected by ma_filter | 600302.SH rejected by ma_filter | 000586.SZ rejected by ma_filter | 000637.SZ rejected by ma_filter | 300591.SZ rejected by ma_filter | 600892.SH rejected by ma_filter | 002231.SZ rejected by ma_filter | 300640.SZ rejected by ma_filter | 002529.SZ rejected by ma_filter
2025-04-17,10225619.09,10314776.22,-89157.13,-0.8644,2,6,-4,2,,002800.SZ:Sell|301300.SZ:Sell|600778.SH:Buy|603029.SH:Buy,28,32,25,002800.SZ|300786.SZ|603976.SH,301257.SZ|301258.SZ|301395.SZ|600265.SH|600778.SH|603029.SH|603578.SH,jq_microcap signal=000001.SH last=3276.00 ma_short=3253.67 ma_long=3238.94 band=17-27 tr=1.00 | selected=22 periodic_rebalance=false exits=1 projected_positions=28 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 603331.SH rejected by ma_filter | 603937.SH rejected by ma_filter | 603073.SH rejected by ma_filter | 300923.SZ rejected by ma_filter | 002295.SZ rejected by ma_filter | 600107.SH rejected by ma_filter | 600408.SH rejected by ma_filter | 300958.SZ rejected by ma_filter | 300614.SZ rejected by ma_filter | 301024.SZ rejected by ma_filter | 001366.SZ rejected by ma_filter | 603789.SH rejected by ma_filter
2025-04-18,10295639.12,10172429.65,123209.47,1.2112,10,10,0,7,002800.SZ:Sell|600778.SH:Buy|603029.SH:Buy,301231.SZ:Buy|600257.SH:Buy|603709.SH:Sell,28,33,26,300786.SZ|603976.SH,301231.SZ|301257.SZ|301258.SZ|301395.SZ|600257.SH|600265.SH|603578.SH,jq_microcap signal=000001.SH last=3280.34 ma_short=3265.01 ma_long=3231.96 band=17-27 tr=1.00 | selected=26 periodic_rebalance=false exits=5 projected_positions=28 intents=10 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 301024.SZ rejected by ma_filter | 003003.SZ rejected by ma_filter | 000637.SZ rejected by ma_filter | 003017.SZ rejected by ma_filter | 300710.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter | 600883.SH rejected by ma_filter | 300621.SZ rejected by ma_filter | 300329.SZ rejected by ma_filter | 300614.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter | 600107.SH rejected by ma_filter
2025-04-21,10174236.50,10273427.65,-99191.15,-0.9655,6,10,-4,5,301231.SZ:Buy,002719.SZ:Sell|301065.SZ:Buy|603137.SH:Buy|603137.SH:Sell|605567.SH:Buy,28,33,25,002719.SZ|300786.SZ|603976.SH,301065.SZ|301257.SZ|301258.SZ|301395.SZ|600257.SH|600265.SH|603578.SH|605567.SH,jq_microcap signal=000001.SH last=3276.73 ma_short=3272.71 ma_long=3225.43 band=17-27 tr=1.00 | selected=35 periodic_rebalance=false exits=3 projected_positions=28 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300710.SZ rejected by ma_filter | 300246.SZ rejected by ma_filter | 603335.SH rejected by ma_filter | 000692.SZ rejected by ma_filter | 300103.SZ rejected by ma_filter | 003017.SZ rejected by ma_filter | 300591.SZ rejected by ma_filter | 300329.SZ rejected by ma_filter | 000586.SZ rejected by ma_filter | 301024.SZ rejected by ma_filter | 000637.SZ rejected by ma_filter | 301075.SZ rejected by ma_filter
2025-04-22,10349233.94,10430343.86,-81109.92,-0.7776,16,12,4,11,002719.SZ:Sell|301040.SZ:Buy|600778.SH:Sell|603329.SH:Sell|605567.SH:Buy,301258.SZ:Sell,28,33,25,300786.SZ|301040.SZ|603976.SH,301065.SZ|301257.SZ|301395.SZ|600257.SH|600265.SH|600778.SH|603329.SH|603578.SH,jq_microcap signal=000001.SH last=3291.43 ma_short=3278.43 ma_long=3244.92 band=17-27 tr=1.00 | selected=37 periodic_rebalance=false exits=8 projected_positions=28 intents=16 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002828.SZ rejected by ma_filter | 301197.SZ rejected by ma_filter | 300710.SZ rejected by ma_filter | 001231.SZ rejected by ma_filter | 600302.SH rejected by ma_filter | 000692.SZ rejected by ma_filter | 300591.SZ rejected by ma_filter | 603903.SH rejected by ma_filter | 300246.SZ rejected by ma_filter | 603335.SH rejected by ma_filter | 301131.SZ rejected by ma_filter | 600408.SH rejected by ma_filter
2025-04-23,10526074.78,10272642.86,253431.92,2.4671,12,10,2,9,301040.SZ:Sell|600791.SH:Buy|603029.SH:Sell,605567.SH:Sell,28,33,24,300786.SZ|600791.SH|603976.SH|605567.SH,301065.SZ|301257.SZ|301395.SZ|600257.SH|600265.SH|600778.SH|603029.SH|603329.SH|603578.SH,jq_microcap signal=000001.SH last=3299.76 ma_short=3284.85 ma_long=3260.34 band=17-27 tr=1.00 | selected=40 periodic_rebalance=false exits=6 projected_positions=28 intents=12 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 301197.SZ rejected by ma_filter | 600302.SH rejected by ma_filter | 002718.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter | 600408.SH rejected by ma_filter | 300591.SZ rejected by ma_filter | 600448.SH rejected by ma_filter | 300246.SZ rejected by ma_filter | 002830.SZ rejected by ma_filter | 002713.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 301131.SZ rejected by ma_filter
2025-04-24,10396073.89,10229570.94,166502.95,1.6277,2,4,-2,2,,002830.SZ:Buy|301395.SZ:Sell,28,33,24,300786.SZ|600791.SH|603976.SH|605567.SH,002830.SZ|301065.SZ|301257.SZ|600257.SH|600265.SH|600778.SH|603029.SH|603329.SH|603578.SH,jq_microcap signal=000001.SH last=3296.36 ma_short=3288.92 ma_long=3271.30 band=17-27 tr=1.00 | selected=40 periodic_rebalance=false exits=1 projected_positions=28 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 600408.SH rejected by ma_filter | 301163.SZ rejected by ma_filter | 301037.SZ rejected by ma_filter | 301027.SZ rejected by ma_filter | 002713.SZ rejected by ma_filter | 300246.SZ rejected by ma_filter | 600281.SH rejected by ma_filter | 301197.SZ rejected by ma_filter | 300591.SZ rejected by ma_filter | 300621.SZ rejected by ma_filter | 300651.SZ rejected by ma_filter | 002633.SZ rejected by ma_filter
2025-04-25,10383141.89,10207438.94,175702.95,1.7213,0,0,0,0,,,28,33,24,300786.SZ|600791.SH|603976.SH|605567.SH,002830.SZ|301065.SZ|301257.SZ|600257.SH|600265.SH|600778.SH|603029.SH|603329.SH|603578.SH,jq_microcap signal=000001.SH last=3297.29 ma_short=3292.31 ma_long=3278.66 band=17-27 tr=1.00 | selected=40 periodic_rebalance=false exits=0 projected_positions=28 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 301198.SZ rejected by ma_filter | 600448.SH rejected by ma_filter | 301197.SZ rejected by ma_filter | 300651.SZ rejected by ma_filter | 300621.SZ rejected by ma_filter | 600302.SH rejected by ma_filter | 301037.SZ rejected by ma_filter | 300410.SZ rejected by ma_filter | 300823.SZ rejected by ma_filter | 300437.SZ rejected by ma_filter | 300093.SZ rejected by ma_filter | 000637.SZ rejected by ma_filter
2025-04-28,10400435.46,10119181.94,281253.52,2.7794,58,65,-7,54,300786.SZ:Sell|600689.SH:Buy|603976.SH:Sell|605567.SH:Sell,000633.SZ:Buy|002830.SZ:Sell|301065.SZ:Sell|301257.SZ:Sell|600257.SH:Sell|600265.SH:Sell|600778.SH:Sell|600791.SH:Buy|603029.SH:Sell|603329.SH:Sell|603578.SH:Sell,40,40,39,600689.SH,000633.SZ,jq_microcap signal=000001.SH last=3295.06 ma_short=3295.98 ma_long=3284.34 band=17-27 tr=1.00 | selected=40 periodic_rebalance=true exits=7 projected_positions=40 intents=58 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 600408.SH rejected by ma_filter | 301037.SZ rejected by ma_filter | 301163.SZ rejected by ma_filter | 301027.SZ rejected by ma_filter | 300823.SZ rejected by ma_filter | 600302.SH rejected by ma_filter | 301075.SZ rejected by ma_filter | 300437.SZ rejected by ma_filter | 300949.SZ rejected by ma_filter | 002696.SZ rejected by ma_filter | 300225.SZ rejected by ma_filter | 300246.SZ rejected by ma_filter
2025-04-29,10208832.30,10370589.55,-161757.25,-1.5598,2,2,0,1,603389.SH:Sell,002634.SZ:Sell,40,40,38,002634.SZ|600689.SH,000633.SZ|603389.SH,jq_microcap signal=000001.SH last=3288.41 ma_short=3295.38 ma_long=3286.90 band=17-27 tr=1.00 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300823.SZ rejected by ma_filter | 301075.SZ rejected by ma_filter | 002921.SZ rejected by ma_filter | 600302.SH rejected by ma_filter | 300103.SZ rejected by ma_filter | 300949.SZ rejected by ma_filter | 002696.SZ rejected by ma_filter | 300670.SZ rejected by ma_filter | 300971.SZ rejected by ma_filter | 605567.SH rejected by ma_filter | 301234.SZ rejected by ma_filter | 300246.SZ rejected by ma_filter
2025-04-30,10486611.95,10449418.91,37193.04,0.3559,4,8,-4,3,301002.SZ:Sell,000586.SZ:Sell|002718.SZ:Sell|003017.SZ:Sell|300621.SZ:Buy|301113.SZ:Buy,40,40,35,000586.SZ|002634.SZ|002718.SZ|003017.SZ|600689.SH,000633.SZ|300621.SZ|301002.SZ|301113.SZ|603389.SH,jq_microcap signal=000001.SH last=3286.66 ma_short=3292.75 ma_long=3288.80 band=17-27 tr=1.00 | selected=40 periodic_rebalance=false exits=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 600408.SH rejected by ma_filter | 301075.SZ rejected by ma_filter | 300651.SZ rejected by ma_filter | 300437.SZ rejected by ma_filter | 301163.SZ rejected by ma_filter | 301024.SZ rejected by ma_filter | 300710.SZ rejected by ma_filter | 300823.SZ rejected by ma_filter | 300103.SZ rejected by ma_filter | 002857.SZ rejected by ma_filter | 002921.SZ rejected by ma_filter | 001366.SZ rejected by ma_filter
2025-05-06,10577145.93,10722967.02,-145821.09,-1.3599,16,14,2,10,000586.SZ:Sell|002205.SZ:Sell|002718.SZ:Sell|003017.SZ:Sell|300621.SZ:Buy|301006.SZ:Sell,000633.SZ:Sell|301002.SZ:Sell|301192.SZ:Sell|301314.SZ:Sell,40,40,36,002634.SZ|301192.SZ|301314.SZ|600689.SH,002205.SZ|301006.SZ|301113.SZ|603389.SH,jq_microcap signal=000001.SH last=3279.03 ma_short=3289.29 ma_long=3289.11 band=17-27 tr=0.50 | selected=40 periodic_rebalance=false exits=8 projected_positions=40 intents=16 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 600883.SH rejected by ma_filter | 300651.SZ rejected by ma_filter | 301027.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 300329.SZ rejected by ma_filter | 002857.SZ rejected by ma_filter | 605287.SH rejected by ma_filter | 301075.SZ rejected by ma_filter | 301024.SZ rejected by ma_filter | 300437.SZ rejected by ma_filter | 300823.SZ rejected by ma_filter | 600408.SH rejected by ma_filter
2025-05-07,10870684.20,10861959.49,8724.71,0.0803,14,24,-10,10,002857.SZ:Sell|300334.SZ:Buy|300334.SZ:Sell|301192.SZ:Sell,001231.SZ:Buy|001231.SZ:Sell|002205.SZ:Sell|002295.SZ:Sell|002830.SZ:Buy|002830.SZ:Sell|300710.SZ:Buy|300804.SZ:Buy|300906.SZ:Sell|300958.SZ:Buy|300958.SZ:Sell|301006.SZ:Sell|301113.SZ:Sell|301234.SZ:Buy,40,40,35,002295.SZ|002634.SZ|300906.SZ|301314.SZ|600689.SH,002857.SZ|300710.SZ|300804.SZ|301234.SZ|603389.SH,jq_microcap signal=000001.SH last=3316.11 ma_short=3293.06 ma_long=3292.68 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=7 projected_positions=40 intents=14 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002857.SZ rejected by ma_filter | 300823.SZ rejected by ma_filter | 301075.SZ rejected by ma_filter | 001366.SZ rejected by ma_filter | 605122.SH rejected by ma_filter | 301113.SZ rejected by ma_filter | 605567.SH rejected by ma_filter | 002696.SZ rejected by ma_filter | 605189.SH rejected by ma_filter | 300517.SZ rejected by ma_filter | 002800.SZ rejected by ma_filter | 603879.SH rejected by st_or_special_name
2025-05-08,10995939.23,11006783.98,-10844.75,-0.0985,18,18,0,8,001231.SZ:Buy|001231.SZ:Sell|002830.SZ:Buy|002830.SZ:Sell|300710.SZ:Buy|300906.SZ:Sell|300958.SZ:Buy|300958.SZ:Sell|301314.SZ:Sell|605122.SH:Sell,000637.SZ:Buy|000637.SZ:Sell|001210.SZ:Sell|002486.SZ:Buy|002857.SZ:Sell|300334.SZ:Sell|300804.SZ:Sell|301197.SZ:Buy|603879.SH:Buy|603903.SH:Sell,40,40,34,001210.SZ|002295.SZ|002634.SZ|300334.SZ|600689.SH|603903.SH,002486.SZ|301197.SZ|301234.SZ|603389.SH|603879.SH|605122.SH,jq_microcap signal=000001.SH last=3342.66 ma_short=3302.58 ma_long=3299.28 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=9 projected_positions=40 intents=18 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 605122.SH rejected by ma_filter | 301075.SZ rejected by ma_filter | 605567.SH rejected by ma_filter | 603879.SH rejected by st_or_special_name | 002696.SZ rejected by ma_filter | 300517.SZ rejected by ma_filter | 002800.SZ rejected by ma_filter | 002857.SZ rejected by ma_filter | 605189.SH rejected by ma_filter | 600697.SH rejected by ma_filter | 600689.SH rejected by ma_filter | 600791.SH rejected by ma_filter
2025-05-09,11179030.30,10956927.21,222103.09,2.0271,8,8,0,4,000637.SZ:Sell|000663.SZ:Sell|300329.SZ:Buy|603903.SH:Sell,002836.SZ:Sell|002858.SZ:Sell|603903.SH:Buy|605122.SH:Sell,40,40,32,001210.SZ|002295.SZ|002634.SZ|002836.SZ|002858.SZ|300329.SZ|300334.SZ|600689.SH,000637.SZ|000663.SZ|002486.SZ|301197.SZ|301234.SZ|603389.SH|603879.SH|603903.SH,jq_microcap signal=000001.SH last=3352.00 ma_short=3315.29 ma_long=3305.33 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=4 projected_positions=40 intents=8 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002828.SZ rejected by ma_filter | 300651.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 603879.SH rejected by st_or_special_name | 605567.SH rejected by ma_filter | 301075.SZ rejected by ma_filter | 002696.SZ rejected by ma_filter | 300517.SZ rejected by ma_filter | 600697.SH rejected by ma_filter
2025-05-12,11145196.52,11008153.72,137042.80,1.2449,4,2,2,1,002634.SZ:Sell|300923.SZ:Sell|301027.SZ:Buy,603389.SH:Sell,40,40,32,001210.SZ|002295.SZ|002836.SZ|002858.SZ|300329.SZ|300334.SZ|301027.SZ|600689.SH,000637.SZ|000663.SZ|002486.SZ|300923.SZ|301197.SZ|301234.SZ|603879.SH|603903.SH,jq_microcap signal=000001.SH last=3342.00 ma_short=3326.36 ma_long=3309.56 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300651.SZ rejected by ma_filter | 603879.SH rejected by st_or_special_name | 002800.SZ rejected by ma_filter | 600697.SH rejected by ma_filter | 002696.SZ rejected by ma_filter | 300517.SZ rejected by ma_filter | 301075.SZ rejected by ma_filter
2025-05-13,11168476.47,10985230.79,183245.68,1.6681,2,4,-2,2,,002205.SZ:Buy|300923.SZ:Sell,40,40,32,001210.SZ|002295.SZ|002836.SZ|002858.SZ|300329.SZ|300334.SZ|301027.SZ|600689.SH,000637.SZ|000663.SZ|002205.SZ|002486.SZ|301197.SZ|301234.SZ|603879.SH|603903.SH,jq_microcap signal=000001.SH last=3369.24 ma_short=3344.40 ma_long=3316.85 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300651.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 603879.SH rejected by st_or_special_name | 002800.SZ rejected by ma_filter | 605567.SH rejected by ma_filter | 002696.SZ rejected by ma_filter | 600697.SH rejected by ma_filter | 300517.SZ rejected by ma_filter | 603608.SH rejected by st_or_special_name | 301075.SZ rejected by ma_filter
2025-05-14,11137921.01,11018949.26,118971.75,1.0797,4,2,2,1,300883.SZ:Sell|600689.SH:Sell|605287.SH:Buy,301057.SZ:Sell,40,40,31,001210.SZ|002295.SZ|002836.SZ|002858.SZ|300329.SZ|300334.SZ|301027.SZ|301057.SZ|605287.SH,000637.SZ|000663.SZ|002205.SZ|002486.SZ|300883.SZ|301197.SZ|301234.SZ|603879.SH|603903.SH,jq_microcap signal=000001.SH last=3374.87 ma_short=3356.16 ma_long=3324.61 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 603879.SH rejected by st_or_special_name | 301113.SZ rejected by ma_filter | 300651.SZ rejected by ma_filter | 605567.SH rejected by ma_filter | 600697.SH rejected by ma_filter | 603608.SH rejected by st_or_special_name | 300517.SZ rejected by ma_filter | 301075.SZ rejected by ma_filter
2025-05-15,11123350.21,11132428.18,-9077.97,-0.0815,2,2,0,0,301057.SZ:Sell|603903.SH:Buy,300883.SZ:Sell|301027.SZ:Buy,40,40,33,001210.SZ|002295.SZ|002836.SZ|002858.SZ|300329.SZ|300334.SZ|605287.SH,000637.SZ|000663.SZ|002205.SZ|002486.SZ|301197.SZ|301234.SZ|603879.SH,jq_microcap signal=000001.SH last=3403.95 ma_short=3368.41 ma_long=3335.49 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 000632.SZ rejected by ma_filter | 300651.SZ rejected by ma_filter | 300517.SZ rejected by ma_filter | 605567.SH rejected by ma_filter | 600697.SH rejected by ma_filter | 603139.SH rejected by ma_filter
2025-05-16,11233171.81,11153148.66,80023.15,0.7175,6,6,0,1,002205.SZ:Buy|300651.SZ:Buy|300877.SZ:Sell|300955.SZ:Buy|301125.SZ:Sell,000637.SZ:Sell|000663.SZ:Sell|002828.SZ:Buy|300329.SZ:Buy|605287.SH:Buy,40,40,33,001210.SZ|002295.SZ|002836.SZ|002858.SZ|300334.SZ|300651.SZ|300955.SZ,002486.SZ|002828.SZ|300877.SZ|301125.SZ|301197.SZ|301234.SZ|603879.SH,jq_microcap signal=000001.SH last=3380.82 ma_short=3374.18 ma_long=3344.73 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 603879.SH rejected by st_or_special_name | 002828.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 300517.SZ rejected by ma_filter | 300069.SZ rejected by ma_filter | 301192.SZ rejected by ma_filter | 605567.SH rejected by ma_filter | 600697.SH rejected by ma_filter
2025-05-19,11280757.62,11303383.20,-22625.58,-0.2002,6,8,-2,3,002800.SZ:Buy|002858.SZ:Sell|603937.SH:Sell,300710.SZ:Sell|301113.SZ:Buy|600149.SH:Buy|600149.SH:Sell|600408.SH:Sell,40,40,31,001210.SZ|002295.SZ|002800.SZ|002836.SZ|300334.SZ|300651.SZ|300710.SZ|300955.SZ|600408.SH,002486.SZ|002828.SZ|300877.SZ|301113.SZ|301125.SZ|301197.SZ|301234.SZ|603879.SH|603937.SH,jq_microcap signal=000001.SH last=3367.46 ma_short=3379.27 ma_long=3352.82 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 000632.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 002830.SZ rejected by ma_filter | 300710.SZ rejected by ma_filter | 300517.SZ rejected by ma_filter | 605567.SH rejected by ma_filter | 600697.SH rejected by ma_filter | 301192.SZ rejected by ma_filter | 603860.SH rejected by ma_filter | 603608.SH rejected by st_or_special_name
2025-05-20,11457311.26,11542571.49,-85260.23,-0.7387,16,8,8,5,001366.SZ:Sell|002295.SZ:Sell|002633.SZ:Sell|002836.SZ:Sell|300640.SZ:Buy|300651.SZ:Buy|300651.SZ:Sell|300955.SZ:Buy|300955.SZ:Sell|301125.SZ:Buy|600149.SH:Sell,300886.SZ:Sell|301125.SZ:Sell|603937.SH:Sell,40,40,30,001210.SZ|002800.SZ|300334.SZ|300640.SZ|300651.SZ|300710.SZ|300886.SZ|300955.SZ|301125.SZ|600408.SH,001366.SZ|002486.SZ|002633.SZ|002828.SZ|300877.SZ|301113.SZ|301197.SZ|301234.SZ|600149.SH|603879.SH,jq_microcap signal=000001.SH last=3367.58 ma_short=3378.94 ma_long=3361.67 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=8 projected_positions=40 intents=16 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 301198.SZ rejected by ma_filter | 002910.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 002830.SZ rejected by ma_filter | 300621.SZ rejected by ma_filter | 002800.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter | 001366.SZ rejected by ma_filter | 300517.SZ rejected by ma_filter | 600234.SH rejected by st_or_special_name | 600697.SH rejected by ma_filter | 605567.SH rejected by ma_filter
2025-05-21,11727142.65,11410129.78,317012.87,2.7783,10,4,6,1,001366.SZ:Buy|002828.SZ:Buy|300478.SZ:Buy|300478.SZ:Sell|300886.SZ:Sell|300955.SZ:Buy|300955.SZ:Sell|301125.SZ:Sell|600408.SH:Sell,000692.SZ:Buy|000692.SZ:Sell|603879.SH:Sell,40,40,33,001210.SZ|002800.SZ|300334.SZ|300640.SZ|300651.SZ|300710.SZ|300955.SZ,002486.SZ|002633.SZ|300877.SZ|301113.SZ|301197.SZ|301234.SZ|600149.SH,jq_microcap signal=000001.SH last=3380.48 ma_short=3380.06 ma_long=3368.11 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=5 projected_positions=40 intents=10 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002072.SZ rejected by ma_filter | 301010.SZ rejected by ma_filter | 002963.SZ rejected by ma_filter | 002910.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 300626.SZ rejected by ma_filter | 002800.SZ rejected by ma_filter | 300621.SZ rejected by ma_filter | 002830.SZ rejected by ma_filter | 300517.SZ rejected by ma_filter | 002921.SZ rejected by ma_filter | 600697.SH rejected by ma_filter
2025-05-22,11548706.12,11291996.62,256709.50,2.2734,28,26,2,20,001210.SZ:Sell|002800.SZ:Sell|300334.SZ:Sell|300877.SZ:Buy|300955.SZ:Sell|301197.SZ:Buy|301234.SZ:Buy|605122.SH:Buy,002486.SZ:Sell|002633.SZ:Sell|300640.SZ:Buy|300651.SZ:Buy|300710.SZ:Buy|600149.SH:Sell,40,40,39,605122.SH,301113.SZ,jq_microcap signal=000001.SH last=3387.57 ma_short=3376.78 ma_long=3372.60 band=18-28 tr=1.00 | selected=40 periodic_rebalance=true exits=1 projected_positions=40 intents=28 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 301113.SZ rejected by ma_filter | 300626.SZ rejected by ma_filter | 002800.SZ rejected by ma_filter | 002830.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter | 301231.SZ rejected by ma_filter | 002921.SZ rejected by ma_filter | 300971.SZ rejected by ma_filter | 600697.SH rejected by ma_filter
2025-05-23,11403083.12,11188260.62,214822.50,1.9201,0,0,0,0,,,40,40,39,605122.SH,301113.SZ,jq_microcap signal=000001.SH last=3380.19 ma_short=3376.66 ma_long=3375.42 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=0 projected_positions=40 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300626.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 002800.SZ rejected by ma_filter | 301057.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter | 600234.SH rejected by st_or_special_name | 600697.SH rejected by ma_filter | 002921.SZ rejected by ma_filter | 300971.SZ rejected by ma_filter | 300838.SZ rejected by ma_filter | 301231.SZ rejected by ma_filter
2025-05-26,11266519.13,11277639.07,-11119.94,-0.0986,2,2,0,2,,,40,40,39,605122.SH,301113.SZ,jq_microcap signal=000001.SH last=3348.37 ma_short=3372.84 ma_long=3376.05 band=18-28 tr=0.50 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 600234.SH rejected by st_or_special_name | 300626.SZ rejected by ma_filter | 002800.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 301163.SZ rejected by ma_filter | 301057.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter | 301231.SZ rejected by ma_filter | 300971.SZ rejected by ma_filter | 002921.SZ rejected by ma_filter | 300838.SZ rejected by ma_filter | 000637.SZ rejected by ma_filter
2025-05-27,11381932.13,11358941.07,22991.06,0.2024,0,0,0,0,,,40,40,39,605122.SH,301113.SZ,jq_microcap signal=000001.SH last=3346.84 ma_short=3368.69 ma_long=3373.81 band=18-28 tr=0.50 | selected=40 periodic_rebalance=false exits=0 projected_positions=40 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002634.SZ rejected by ma_filter | 300626.SZ rejected by ma_filter | 300854.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter | 301163.SZ rejected by ma_filter | 002800.SZ rejected by ma_filter | 301057.SZ rejected by ma_filter | 002921.SZ rejected by ma_filter | 300103.SZ rejected by ma_filter | 300838.SZ rejected by ma_filter | 301231.SZ rejected by ma_filter
2025-05-28,11497744.41,11318137.54,179606.87,1.5869,2,0,2,0,300517.SZ:Sell|600561.SH:Buy,,40,40,38,600561.SH|605122.SH,300517.SZ|301113.SZ,jq_microcap signal=000001.SH last=3340.69 ma_short=3360.73 ma_long=3370.40 band=18-28 tr=0.50 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 301113.SZ rejected by ma_filter | 300626.SZ rejected by ma_filter | 002634.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter | 002205.SZ rejected by ma_filter | 600234.SH rejected by st_or_special_name | 600883.SH rejected by ma_filter | 301163.SZ rejected by ma_filter | 301125.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter | 001366.SZ rejected by ma_filter | 603073.SH rejected by ma_filter
2025-05-29,11463230.76,11489635.24,-26404.48,-0.2298,2,2,0,0,300614.SZ:Sell|301105.SZ:Buy,300517.SZ:Sell|600561.SH:Buy,40,40,38,301105.SZ|605122.SH,300614.SZ|301113.SZ,jq_microcap signal=000001.SH last=3339.93 ma_short=3351.20 ma_long=3363.99 band=18-28 tr=0.50 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300823.SZ rejected by ma_filter | 301198.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 003011.SZ rejected by ma_filter | 600234.SH rejected by st_or_special_name | 002910.SZ rejected by ma_filter | 002205.SZ rejected by ma_filter | 600883.SH rejected by ma_filter | 000692.SZ rejected by ma_filter | 002830.SZ rejected by ma_filter | 301163.SZ rejected by ma_filter | 300651.SZ rejected by ma_filter
2025-05-30,11669910.57,11397686.99,272223.58,2.3884,6,4,2,3,002798.SZ:Buy|002798.SZ:Sell|605287.SH:Sell,001366.SZ:Sell,40,40,37,001366.SZ|301105.SZ|605122.SH,300614.SZ|301113.SZ|605287.SH,jq_microcap signal=000001.SH last=3363.45 ma_short=3347.85 ma_long=3362.26 band=18-28 tr=0.50 | selected=40 periodic_rebalance=false exits=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002494.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 002634.SZ rejected by ma_filter | 300621.SZ rejected by ma_filter | 003011.SZ rejected by ma_filter | 300626.SZ rejected by ma_filter | 301198.SZ rejected by ma_filter | 002513.SZ rejected by ma_filter | 002910.SZ rejected by ma_filter | 600883.SH rejected by ma_filter | 600137.SH rejected by ma_filter | 300955.SZ rejected by ma_filter
2025-06-03,11499575.57,11567246.99,-67671.42,-0.5850,0,0,0,0,,,40,40,37,001366.SZ|301105.SZ|605122.SH,300614.SZ|301113.SZ|605287.SH,jq_microcap signal=000001.SH last=3347.49 ma_short=3347.68 ma_long=3360.26 band=18-28 tr=0.50 | selected=40 periodic_rebalance=false exits=0 projected_positions=40 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002634.SZ rejected by ma_filter | 300621.SZ rejected by ma_filter | 003011.SZ rejected by ma_filter | 300823.SZ rejected by ma_filter | 301163.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter | 300329.SZ rejected by ma_filter | 002830.SZ rejected by ma_filter | 301125.SZ rejected by ma_filter | 603073.SH rejected by ma_filter
2025-06-04,11457770.63,11677946.98,-220176.35,-1.8854,2,6,-4,0,301113.SZ:Buy|600883.SH:Sell,001366.SZ:Buy|300640.SZ:Sell|301163.SZ:Sell|600543.SH:Buy|600561.SH:Sell|605178.SH:Buy,40,40,35,300640.SZ|301105.SZ|301163.SZ|600561.SH|605122.SH,300614.SZ|600543.SH|600883.SH|605178.SH|605287.SH,jq_microcap signal=000001.SH last=3361.97 ma_short=3350.71 ma_long=3359.70 band=18-28 tr=0.50 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300621.SZ rejected by ma_filter | 003011.SZ rejected by ma_filter | 300823.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 301125.SZ rejected by ma_filter | 300955.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter | 300329.SZ rejected by ma_filter | 002921.SZ rejected by ma_filter | 301192.SZ rejected by ma_filter | 301163.SZ rejected by ma_filter | 600234.SH rejected by st_or_special_name
2025-06-05,11601915.95,12123210.59,-521294.64,-4.3000,2,4,-2,1,600561.SH:Sell,002072.SZ:Buy|003011.SZ:Sell|600883.SH:Sell,40,40,35,003011.SZ|300640.SZ|301105.SZ|301163.SZ|605122.SH,002072.SZ|300614.SZ|600543.SH|605178.SH|605287.SH,jq_microcap signal=000001.SH last=3376.20 ma_short=3357.81 ma_long=3359.27 band=18-28 tr=0.50 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 301010.SZ rejected by ma_filter | 300626.SZ rejected by ma_filter | 300621.SZ rejected by ma_filter | 600137.SH rejected by ma_filter | 300823.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter | 301192.SZ rejected by ma_filter | 300955.SZ rejected by ma_filter | 002921.SZ rejected by ma_filter | 300329.SZ rejected by ma_filter | 300103.SZ rejected by ma_filter | 301057.SZ rejected by ma_filter
2025-06-06,11849085.16,12043034.09,-193948.93,-1.6105,12,6,6,4,002072.SZ:Buy|002830.SZ:Sell|300103.SZ:Sell|300710.SZ:Sell|301163.SZ:Sell|600543.SH:Buy|600883.SH:Buy|605178.SH:Buy,002798.SZ:Sell|003011.SZ:Buy,40,40,35,002798.SZ|300640.SZ|301105.SZ|600883.SH|605122.SH,002830.SZ|300103.SZ|300614.SZ|300710.SZ|605287.SH,jq_microcap signal=000001.SH last=3384.10 ma_short=3366.64 ma_long=3358.92 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=6 projected_positions=40 intents=12 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 301010.SZ rejected by ma_filter | 300626.SZ rejected by ma_filter | 301125.SZ rejected by ma_filter | 300621.SZ rejected by ma_filter | 300823.SZ rejected by ma_filter | 300163.SZ rejected by st_or_special_name | 300955.SZ rejected by ma_filter | 603073.SH rejected by ma_filter | 300329.SZ rejected by ma_filter | 300877.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter | 002921.SZ rejected by ma_filter
2025-06-09,11970520.03,12158944.34,-188424.31,-1.5497,14,10,4,6,000692.SZ:Buy|000692.SZ:Sell|002634.SZ:Buy|002798.SZ:Sell|301515.SZ:Sell|600561.SH:Buy|605122.SH:Sell|605303.SH:Buy,300103.SZ:Sell|300163.SZ:Buy|300823.SZ:Buy|301227.SZ:Sell,40,40,33,002634.SZ|300640.SZ|301105.SZ|301227.SZ|600561.SH|600883.SH|605303.SH,002830.SZ|300163.SZ|300614.SZ|300710.SZ|300823.SZ|301515.SZ|605287.SH,jq_microcap signal=000001.SH last=3385.36 ma_short=3371.02 ma_long=3359.44 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=7 projected_positions=40 intents=14 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 301010.SZ rejected by ma_filter | 000632.SZ rejected by ma_filter | 603356.SH rejected by ma_filter | 300626.SZ rejected by ma_filter | 300621.SZ rejected by ma_filter | 301125.SZ rejected by ma_filter | 300163.SZ rejected by st_or_special_name | 300823.SZ rejected by ma_filter | 300955.SZ rejected by ma_filter | 300877.SZ rejected by ma_filter | 301231.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter
2025-06-10,12199411.95,11987855.39,211556.56,1.7648,4,2,2,2,301227.SZ:Sell|603177.SH:Buy,,40,40,33,002634.SZ|300640.SZ|301105.SZ|600561.SH|600883.SH|603177.SH|605303.SH,002830.SZ|300163.SZ|300614.SZ|300710.SZ|300823.SZ|301515.SZ|605287.SH,jq_microcap signal=000001.SH last=3399.77 ma_short=3381.48 ma_long=3364.58 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 603272.SH rejected by ma_filter | 600137.SH rejected by ma_filter | 000632.SZ rejected by ma_filter | 300163.SZ rejected by st_or_special_name | 300626.SZ rejected by ma_filter | 300621.SZ rejected by ma_filter | 301125.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter | 300877.SZ rejected by ma_filter | 002921.SZ rejected by ma_filter | 300955.SZ rejected by ma_filter | 301057.SZ rejected by ma_filter
2025-06-11,12145437.36,11992575.04,152862.32,1.2746,8,4,4,4,300640.SZ:Sell|300823.SZ:Buy|300854.SZ:Buy|301105.SZ:Sell,,40,40,34,002634.SZ|300854.SZ|600561.SH|600883.SH|603177.SH|605303.SH,002830.SZ|300163.SZ|300614.SZ|300710.SZ|301515.SZ|605287.SH,jq_microcap signal=000001.SH last=3384.82 ma_short=3386.05 ma_long=3368.38 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=4 projected_positions=40 intents=8 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 600137.SH rejected by ma_filter | 301125.SZ rejected by ma_filter | 300621.SZ rejected by ma_filter | 301105.SZ rejected by ma_filter | 300626.SZ rejected by ma_filter | 600234.SH rejected by st_or_special_name | 300923.SZ rejected by ma_filter | 300877.SZ rejected by ma_filter | 301057.SZ rejected by ma_filter | 002921.SZ rejected by ma_filter | 300838.SZ rejected by ma_filter | 300955.SZ rejected by ma_filter
2025-06-12,12149446.69,12126991.64,22455.05,0.1852,2,2,0,2,,,40,40,34,002634.SZ|300854.SZ|600561.SH|600883.SH|603177.SH|605303.SH,002830.SZ|300163.SZ|300614.SZ|300710.SZ|301515.SZ|605287.SH,jq_microcap signal=000001.SH last=3402.32 ma_short=3391.27 ma_long=3374.54 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 301125.SZ rejected by ma_filter | 600137.SH rejected by ma_filter | 600543.SH rejected by ma_filter | 300626.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter | 301057.SZ rejected by ma_filter | 600234.SH rejected by st_or_special_name | 300877.SZ rejected by ma_filter | 300955.SZ rejected by ma_filter | 002921.SZ rejected by ma_filter | 300838.SZ rejected by ma_filter | 300971.SZ rejected by ma_filter
2025-06-13,12189775.57,12026170.90,163604.67,1.3604,26,24,2,17,002634.SZ:Sell|002830.SZ:Buy|002921.SZ:Buy|300614.SZ:Buy|300854.SZ:Sell|300877.SZ:Sell|301057.SZ:Sell|603177.SH:Sell|605287.SH:Buy,300163.SZ:Sell|300710.SZ:Sell|301515.SZ:Sell|600234.SH:Buy|600883.SH:Buy|605303.SH:Buy|605567.SH:Sell,40,40,37,002921.SZ|600561.SH|605567.SH,300877.SZ|301057.SZ|600234.SH,jq_microcap signal=000001.SH last=3402.66 ma_short=3394.98 ma_long=3380.81 band=18-28 tr=1.00 | selected=40 periodic_rebalance=true exits=3 projected_positions=40 intents=26 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 600137.SH rejected by ma_filter | 301125.SZ rejected by ma_filter | 600543.SH rejected by ma_filter | 300626.SZ rejected by ma_filter | 600234.SH rejected by st_or_special_name | 300877.SZ rejected by ma_filter | 301057.SZ rejected by ma_filter | 600149.SH rejected by ma_filter | 300955.SZ rejected by ma_filter
2025-06-16,12012393.57,12218699.86,-206306.29,-1.6884,0,6,-6,0,,002830.SZ:Sell|300614.SZ:Buy|300614.SZ:Sell|600561.SH:Buy|603880.SH:Buy|605287.SH:Sell,40,40,36,002830.SZ|002921.SZ|605287.SH|605567.SH,300877.SZ|301057.SZ|600234.SH|603880.SH,jq_microcap signal=000001.SH last=3377.00 ma_short=3393.31 ma_long=3382.17 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=0 projected_positions=40 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 003011.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 300626.SZ rejected by ma_filter | 600883.SH rejected by ma_filter | 600234.SH rejected by st_or_special_name | 300877.SZ rejected by ma_filter | 300955.SZ rejected by ma_filter | 600697.SH rejected by ma_filter | 002921.SZ rejected by ma_filter | 600778.SH rejected by ma_filter | 600149.SH rejected by ma_filter | 605287.SH rejected by ma_filter
2025-06-17,12126640.57,12098480.54,28160.03,0.2328,0,4,-4,0,,001259.SZ:Sell|002921.SZ:Buy|300626.SZ:Buy|301098.SZ:Sell,40,40,35,001259.SZ|002830.SZ|301098.SZ|605287.SH|605567.SH,300626.SZ|300877.SZ|301057.SZ|600234.SH|603880.SH,jq_microcap signal=000001.SH last=3388.73 ma_short=3391.10 ma_long=3386.29 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=0 projected_positions=40 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300621.SZ rejected by ma_filter | 002634.SZ rejected by ma_filter | 003011.SZ rejected by ma_filter | 002072.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 600883.SH rejected by ma_filter | 000692.SZ rejected by ma_filter | 300462.SZ rejected by ma_filter | 300854.SZ rejected by ma_filter | 600561.SH rejected by ma_filter | 600234.SH rejected by st_or_special_name | 300923.SZ rejected by ma_filter
2025-06-18,12093018.69,12026485.98,66532.71,0.5532,2,2,0,1,300626.SZ:Buy,001259.SZ:Buy,40,40,36,002830.SZ|301098.SZ|605287.SH|605567.SH,300877.SZ|301057.SZ|600234.SH|603880.SH,jq_microcap signal=000001.SH last=3387.41 ma_short=3391.62 ma_long=3388.83 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002072.SZ rejected by ma_filter | 003011.SZ rejected by ma_filter | 600883.SH rejected by ma_filter | 600561.SH rejected by ma_filter | 301113.SZ rejected by ma_filter | 300854.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter | 600234.SH rejected by st_or_special_name | 603073.SH rejected by ma_filter | 300877.SZ rejected by ma_filter | 301057.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter
2025-06-19,11971320.78,11637884.13,333436.65,2.8651,16,2,14,2,001278.SZ:Buy|002072.SZ:Sell|002494.SZ:Sell|002634.SZ:Sell|002800.SZ:Buy|003023.SZ:Buy|300462.SZ:Buy|301098.SZ:Sell|301231.SZ:Buy|301234.SZ:Buy|600561.SH:Sell|600883.SH:Sell|603316.SH:Sell|603335.SH:Buy,,40,40,30,001278.SZ|002800.SZ|002830.SZ|003023.SZ|300462.SZ|301231.SZ|301234.SZ|603335.SH|605287.SH|605567.SH,002072.SZ|002494.SZ|002634.SZ|300877.SZ|301057.SZ|600234.SH|600561.SH|600883.SH|603316.SH|603880.SH,jq_microcap signal=000001.SH last=3388.81 ma_short=3388.92 ma_long=3390.10 band=18-28 tr=0.50 | selected=40 periodic_rebalance=false exits=8 projected_positions=40 intents=16 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 301113.SZ rejected by ma_filter | 003011.SZ rejected by ma_filter | 600883.SH rejected by ma_filter | 600561.SH rejected by ma_filter | 000692.SZ rejected by ma_filter | 301198.SZ rejected by ma_filter | 300823.SZ rejected by ma_filter | 300329.SZ rejected by ma_filter | 301057.SZ rejected by ma_filter | 300955.SZ rejected by ma_filter | 603073.SH rejected by ma_filter | 300923.SZ rejected by ma_filter
2025-06-20,11634355.98,11608302.54,26053.44,0.2244,4,4,0,2,300462.SZ:Sell|301113.SZ:Sell,002634.SZ:Sell|603880.SH:Sell,40,40,31,001278.SZ|002800.SZ|002830.SZ|003023.SZ|301231.SZ|301234.SZ|603335.SH|605287.SH|605567.SH,002072.SZ|002494.SZ|300877.SZ|301057.SZ|301113.SZ|600234.SH|600561.SH|600883.SH|603316.SH,jq_microcap signal=000001.SH last=3362.11 ma_short=3380.81 ma_long=3387.90 band=18-28 tr=0.50 | selected=40 periodic_rebalance=false exits=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 600234.SH rejected by st_or_special_name | 300955.SZ rejected by ma_filter | 300823.SZ rejected by ma_filter | 600149.SH rejected by ma_filter | 300877.SZ rejected by ma_filter | 002921.SZ rejected by ma_filter | 600697.SH rejected by ma_filter | 001366.SZ rejected by ma_filter | 605287.SH rejected by ma_filter | 605567.SH rejected by ma_filter | 600778.SH rejected by ma_filter | 603903.SH rejected by ma_filter
2025-06-23,11612010.98,11922254.85,-310243.87,-2.6022,0,2,-2,0,,300462.SZ:Sell|600543.SH:Buy,40,40,30,001278.SZ|002800.SZ|002830.SZ|003023.SZ|300462.SZ|301231.SZ|301234.SZ|603335.SH|605287.SH|605567.SH,002072.SZ|002494.SZ|300877.SZ|301057.SZ|301113.SZ|600234.SH|600543.SH|600561.SH|600883.SH|603316.SH,jq_microcap signal=000001.SH last=3359.90 ma_short=3377.39 ma_long=3385.35 band=18-28 tr=0.50 | selected=40 periodic_rebalance=false exits=0 projected_positions=40 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 600234.SH rejected by st_or_special_name | 002921.SZ rejected by ma_filter | 300877.SZ rejected by ma_filter | 600149.SH rejected by ma_filter | 600697.SH rejected by ma_filter | 300710.SZ rejected by ma_filter | 605287.SH rejected by ma_filter | 605567.SH rejected by ma_filter | 301231.SZ rejected by ma_filter | 603903.SH rejected by ma_filter | 001366.SZ rejected by ma_filter | 301515.SZ rejected by ma_filter
2025-06-24,11910286.59,12295953.85,-385667.26,-3.1365,4,0,4,0,002800.SZ:Sell|300614.SZ:Sell|301314.SZ:Buy|600543.SH:Buy,,40,40,30,001278.SZ|002830.SZ|003023.SZ|300462.SZ|301231.SZ|301234.SZ|301314.SZ|603335.SH|605287.SH|605567.SH,002072.SZ|002494.SZ|300614.SZ|300877.SZ|301057.SZ|301113.SZ|600234.SH|600561.SH|600883.SH|603316.SH,jq_microcap signal=000001.SH last=3381.58 ma_short=3375.96 ma_long=3383.53 band=18-28 tr=0.50 | selected=40 periodic_rebalance=false exits=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 605178.SH rejected by ma_filter | 600561.SH rejected by ma_filter | 000692.SZ rejected by ma_filter | 301057.SZ rejected by ma_filter | 001259.SZ rejected by ma_filter | 300626.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter | 600234.SH rejected by st_or_special_name | 603073.SH rejected by ma_filter | 300877.SZ rejected by ma_filter | 300329.SZ rejected by ma_filter | 300823.SZ rejected by ma_filter
2025-06-25,12341078.19,12371243.39,-30165.20,-0.2438,4,2,2,0,002072.SZ:Buy|002718.SZ:Sell|300462.SZ:Sell|300614.SZ:Buy,002072.SZ:Sell|300103.SZ:Buy,40,40,30,001278.SZ|002072.SZ|002830.SZ|003023.SZ|301231.SZ|301234.SZ|301314.SZ|603335.SH|605287.SH|605567.SH,002494.SZ|002718.SZ|300103.SZ|300877.SZ|301057.SZ|301113.SZ|600234.SH|600561.SH|600883.SH|603316.SH,jq_microcap signal=000001.SH last=3420.57 ma_short=3382.59 ma_long=3387.11 band=18-28 tr=0.50 | selected=40 periodic_rebalance=false exits=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 301010.SZ rejected by ma_filter | 002494.SZ rejected by ma_filter | 003011.SZ rejected by ma_filter | 300621.SZ rejected by ma_filter | 603177.SH rejected by ma_filter | 002963.SZ rejected by ma_filter | 600883.SH rejected by ma_filter | 000692.SZ rejected by ma_filter | 300717.SZ rejected by ma_filter | 605178.SH rejected by ma_filter | 301105.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter
2025-06-26,12415055.92,12451708.32,-36652.40,-0.2944,6,6,0,4,000593.SZ:Buy|300649.SZ:Buy,002072.SZ:Buy|301314.SZ:Buy,40,40,30,000593.SZ|001278.SZ|002830.SZ|003023.SZ|300649.SZ|301231.SZ|301234.SZ|603335.SH|605287.SH|605567.SH,002494.SZ|002718.SZ|300103.SZ|300877.SZ|301057.SZ|301113.SZ|600234.SH|600561.SH|600883.SH|603316.SH,jq_microcap signal=000001.SH last=3455.97 ma_short=3396.03 ma_long=3392.47 band=19-29 tr=1.00 | selected=40 periodic_rebalance=false exits=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 605567.SH rejected by ma_filter | 300877.SZ rejected by ma_filter | 600149.SH rejected by ma_filter | 600234.SH rejected by st_or_special_name | 600697.SH rejected by ma_filter | 002513.SZ rejected by ma_filter | 301231.SZ rejected by ma_filter | 603073.SH rejected by ma_filter | 300955.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter | 603903.SH rejected by ma_filter | 300710.SZ rejected by ma_filter
2025-06-27,12507712.89,12542164.23,-34451.34,-0.2747,2,2,0,0,002718.SZ:Buy|600543.SH:Sell,002830.SZ:Buy|603022.SH:Sell,40,40,30,000593.SZ|001278.SZ|003023.SZ|300649.SZ|301231.SZ|301234.SZ|603022.SH|603335.SH|605287.SH|605567.SH,002494.SZ|300103.SZ|300877.SZ|301057.SZ|301113.SZ|600234.SH|600543.SH|600561.SH|600883.SH|603316.SH,jq_microcap signal=000001.SH last=3448.45 ma_short=3413.29 ma_long=3397.05 band=19-29 tr=1.00 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300877.SZ rejected by ma_filter | 300955.SZ rejected by ma_filter | 600149.SH rejected by ma_filter | 600697.SH rejected by ma_filter | 301231.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter | 603073.SH rejected by ma_filter | 605567.SH rejected by ma_filter | 300710.SZ rejected by ma_filter | 002513.SZ rejected by ma_filter | 001366.SZ rejected by ma_filter | 603903.SH rejected by ma_filter
2025-06-30,12513930.91,12747502.13,-233571.22,-1.8323,6,8,-2,5,003011.SZ:Sell,000632.SZ:Buy|300614.SZ:Sell|600543.SH:Sell,40,40,29,000593.SZ|001278.SZ|003023.SZ|300614.SZ|300649.SZ|301231.SZ|301234.SZ|603022.SH|603335.SH|605287.SH|605567.SH,000632.SZ|002494.SZ|003011.SZ|300103.SZ|300877.SZ|301057.SZ|301113.SZ|600234.SH|600561.SH|600883.SH|603316.SH,jq_microcap signal=000001.SH last=3424.23 ma_short=3426.16 ma_long=3401.78 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 600137.SH rejected by ma_filter | 002910.SZ rejected by ma_filter | 301010.SZ rejected by ma_filter | 600883.SH rejected by ma_filter | 300621.SZ rejected by ma_filter | 600561.SH rejected by ma_filter | 003011.SZ rejected by ma_filter | 301198.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter | 002963.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 300329.SZ rejected by ma_filter
2025-07-01,12638386.02,12830732.64,-192346.62,-1.4991,14,6,8,3,000632.SZ:Buy|002921.SZ:Buy|300626.SZ:Buy|300626.SZ:Sell|300649.SZ:Sell|300670.SZ:Buy|301234.SZ:Sell|603022.SH:Sell|603335.SH:Sell|605287.SH:Sell|605303.SH:Buy,002513.SZ:Sell|603073.SH:Sell|605287.SH:Buy,40,40,29,000593.SZ|001278.SZ|002513.SZ|002921.SZ|003023.SZ|300614.SZ|300670.SZ|301231.SZ|603073.SH|605303.SH|605567.SH,002494.SZ|003011.SZ|300103.SZ|300877.SZ|301057.SZ|301113.SZ|600234.SH|600561.SH|600883.SH|603316.SH|605287.SH,jq_microcap signal=000001.SH last=3444.43 ma_short=3438.73 ma_long=3407.34 band=19-29 tr=1.00 | selected=40 periodic_rebalance=false exits=7 projected_positions=40 intents=14 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 301113.SZ rejected by ma_filter | 002963.SZ rejected by ma_filter | 300329.SZ rejected by ma_filter | 002494.SZ rejected by ma_filter | 600697.SH rejected by ma_filter | 301057.SZ rejected by ma_filter | 300877.SZ rejected by ma_filter | 002634.SZ rejected by ma_filter | 301231.SZ rejected by ma_filter | 603073.SH rejected by ma_filter | 300923.SZ rejected by ma_filter | 600149.SH rejected by ma_filter
2025-07-02,12662582.59,12886620.64,-224038.05,-1.7385,4,0,4,0,002513.SZ:Sell|300665.SZ:Buy|605287.SH:Buy|605567.SH:Sell,,40,40,30,000593.SZ|001278.SZ|002921.SZ|003023.SZ|300614.SZ|300665.SZ|300670.SZ|301231.SZ|603073.SH|605303.SH,002494.SZ|003011.SZ|300103.SZ|300877.SZ|301057.SZ|301113.SZ|600234.SH|600561.SH|600883.SH|603316.SH,jq_microcap signal=000001.SH last=3457.75 ma_short=3446.17 ma_long=3414.38 band=19-29 tr=1.00 | selected=40 periodic_rebalance=false exits=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 000692.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 003011.SZ rejected by ma_filter | 600697.SH rejected by ma_filter | 002494.SZ rejected by ma_filter | 300329.SZ rejected by ma_filter | 301057.SZ rejected by ma_filter | 002634.SZ rejected by ma_filter | 300877.SZ rejected by ma_filter | 600234.SH rejected by st_or_special_name | 301231.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter
2025-07-03,12794336.97,12943112.86,-148775.89,-1.1495,10,6,4,3,001373.SZ:Buy|002963.SZ:Buy|300665.SZ:Sell|300670.SZ:Sell|301010.SZ:Sell|603073.SH:Sell|603860.SH:Buy,002494.SZ:Sell|603073.SH:Buy|603316.SH:Sell,40,40,30,000593.SZ|001278.SZ|001373.SZ|002921.SZ|002963.SZ|003023.SZ|300614.SZ|301231.SZ|603860.SH|605303.SH,003011.SZ|300103.SZ|300877.SZ|301010.SZ|301057.SZ|301113.SZ|600234.SH|600561.SH|600883.SH|603073.SH,jq_microcap signal=000001.SH last=3454.79 ma_short=3445.93 ma_long=3420.98 band=19-29 tr=1.00 | selected=40 periodic_rebalance=false exits=5 projected_positions=40 intents=10 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 301113.SZ rejected by ma_filter | 002634.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter | 301231.SZ rejected by ma_filter | 300877.SZ rejected by ma_filter | 600697.SH rejected by ma_filter | 300710.SZ rejected by ma_filter | 300955.SZ rejected by ma_filter | 301057.SZ rejected by ma_filter | 600234.SH rejected by st_or_special_name | 300923.SZ rejected by ma_filter | 003011.SZ rejected by ma_filter
2025-07-04,12717527.57,12770873.95,-53346.38,-0.4177,34,36,-2,25,000593.SZ:Sell|001278.SZ:Sell|003011.SZ:Buy|300103.SZ:Buy|300877.SZ:Buy|301113.SZ:Buy|301231.SZ:Sell|600689.SH:Buy|603073.SH:Buy,001373.SZ:Buy|002921.SZ:Buy|002963.SZ:Buy|003023.SZ:Buy|300614.SZ:Buy|301010.SZ:Sell|301057.SZ:Sell|600561.SH:Sell|600883.SH:Sell|603860.SH:Buy|605303.SH:Buy,40,40,39,600689.SH,600234.SH,jq_microcap signal=000001.SH last=3461.15 ma_short=3448.47 ma_long=3430.88 band=19-29 tr=1.00 | selected=40 periodic_rebalance=true exits=0 projected_positions=40 intents=34 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 600883.SH rejected by ma_filter | 000692.SZ rejected by ma_filter | 301231.SZ rejected by ma_filter | 300955.SZ rejected by ma_filter | 600697.SH rejected by ma_filter | 301057.SZ rejected by ma_filter | 300849.SZ rejected by ma_filter | 600149.SH rejected by ma_filter | 600778.SH rejected by ma_filter | 600234.SH rejected by st_or_special_name | 300329.SZ rejected by ma_filter | 300710.SZ rejected by ma_filter
2025-07-07,12497536.62,12989079.95,-491543.33,-3.7843,2,0,2,0,000692.SZ:Buy|300923.SZ:Sell,,40,40,38,000692.SZ|600689.SH,300923.SZ|600234.SH,jq_microcap signal=000001.SH last=3472.32 ma_short=3458.09 ma_long=3442.12 band=19-29 tr=1.00 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300849.SZ rejected by ma_filter | 300710.SZ rejected by ma_filter | 002513.SZ rejected by ma_filter | 300640.SZ rejected by ma_filter | 600234.SH rejected by st_or_special_name | 002207.SZ rejected by ma_filter | 002800.SZ rejected by ma_filter | 603022.SH rejected by ma_filter | 002828.SZ rejected by ma_filter
2025-07-08,12765790.12,13007910.57,-242120.45,-1.8613,8,2,6,1,001366.SZ:Sell|300614.SZ:Sell|301163.SZ:Sell|301198.SZ:Buy|301515.SZ:Sell|600697.SH:Buy|600883.SH:Buy,002718.SZ:Sell,40,40,34,000692.SZ|002718.SZ|301198.SZ|600689.SH|600697.SH|600883.SH,001366.SZ|300614.SZ|300923.SZ|301163.SZ|301515.SZ|600234.SH,jq_microcap signal=000001.SH last=3473.13 ma_short=3463.83 ma_long=3451.28 band=19-29 tr=1.00 | selected=40 periodic_rebalance=false exits=4 projected_positions=40 intents=8 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300478.SZ rejected by ma_filter | 300849.SZ rejected by ma_filter | 301231.SZ rejected by ma_filter | 300935.SZ rejected by ma_filter | 300955.SZ rejected by ma_filter | 300710.SZ rejected by ma_filter | 002513.SZ rejected by ma_filter | 600689.SH rejected by ma_filter | 600234.SH rejected by st_or_special_name | 300640.SZ rejected by ma_filter | 002207.SZ rejected by ma_filter | 002921.SZ rejected by ma_filter
2025-07-09,12823453.14,13050464.43,-227011.29,-1.7395,2,10,-8,1,300935.SZ:Sell,300626.SZ:Sell|300877.SZ:Sell|301057.SZ:Buy|301113.SZ:Buy|301113.SZ:Sell|301163.SZ:Sell|301198.SZ:Buy|301515.SZ:Sell|600883.SH:Buy,40,40,34,000692.SZ|002718.SZ|300626.SZ|300877.SZ|600689.SH|600697.SH,001366.SZ|300614.SZ|300923.SZ|300935.SZ|301057.SZ|600234.SH,jq_microcap signal=000001.SH last=3497.48 ma_short=3471.77 ma_long=3458.97 band=19-29 tr=1.00 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 301231.SZ rejected by ma_filter | 300849.SZ rejected by ma_filter | 300935.SZ rejected by ma_filter | 300955.SZ rejected by ma_filter | 002634.SZ rejected by ma_filter | 600689.SH rejected by ma_filter | 002207.SZ rejected by ma_filter | 300640.SZ rejected by ma_filter | 600234.SH rejected by st_or_special_name | 002921.SZ rejected by ma_filter | 002513.SZ rejected by ma_filter | 002800.SZ rejected by ma_filter
2025-07-10,12775875.40,13037751.13,-261875.73,-2.0086,2,2,0,1,300500.SZ:Sell,300935.SZ:Sell,40,40,34,000692.SZ|002718.SZ|300626.SZ|300877.SZ|600689.SH|600697.SH,001366.SZ|300500.SZ|300614.SZ|300923.SZ|301057.SZ|600234.SH,jq_microcap signal=000001.SH last=3493.05 ma_short=3479.42 ma_long=3462.68 band=19-29 tr=1.00 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300849.SZ rejected by ma_filter | 300955.SZ rejected by ma_filter | 002634.SZ rejected by ma_filter | 301231.SZ rejected by ma_filter | 600689.SH rejected by ma_filter | 002207.SZ rejected by ma_filter | 600234.SH rejected by st_or_special_name | 300640.SZ rejected by ma_filter | 603022.SH rejected by ma_filter | 002921.SZ rejected by ma_filter | 002800.SZ rejected by ma_filter
2025-07-11,12772597.00,12960241.13,-187644.13,-1.4478,2,0,2,0,002830.SZ:Sell|301057.SZ:Buy,,40,40,34,000692.SZ|002718.SZ|300626.SZ|300877.SZ|600689.SH|600697.SH,001366.SZ|002830.SZ|300500.SZ|300614.SZ|300923.SZ|600234.SH,jq_microcap signal=000001.SH last=3509.68 ma_short=3489.13 ma_long=3468.80 band=19-29 tr=1.00 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300955.SZ rejected by ma_filter | 605178.SH rejected by ma_filter | 300849.SZ rejected by ma_filter | 301231.SZ rejected by ma_filter | 300710.SZ rejected by ma_filter | 002207.SZ rejected by ma_filter | 600689.SH rejected by ma_filter | 600234.SH rejected by st_or_special_name | 300640.SZ rejected by ma_filter | 002760.SZ rejected by ma_filter | 002921.SZ rejected by ma_filter | 600543.SH rejected by ma_filter
2025-07-14,12815528.00,13120967.41,-305439.41,-2.3279,2,8,-6,1,605303.SH:Sell,000692.SZ:Buy|300614.SZ:Sell|300626.SZ:Buy|300923.SZ:Sell|300955.SZ:Buy|600234.SH:Sell|603860.SH:Sell,40,40,35,002718.SZ|300877.SZ|600689.SH|600697.SH|603860.SH,001366.SZ|002830.SZ|300500.SZ|300955.SZ|605303.SH,jq_microcap signal=000001.SH last=3510.18 ma_short=3496.70 ma_long=3477.39 band=19-29 tr=1.00 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 000632.SZ rejected by ma_filter | 300955.SZ rejected by ma_filter | 300849.SZ rejected by ma_filter | 300710.SZ rejected by ma_filter | 002207.SZ rejected by ma_filter | 600689.SH rejected by ma_filter | 300640.SZ rejected by ma_filter | 002921.SZ rejected by ma_filter | 600543.SH rejected by ma_filter | 603022.SH rejected by ma_filter | 002800.SZ rejected by ma_filter | 002760.SZ rejected by ma_filter
2025-07-15,12951632.00,12921238.41,30393.59,0.2352,0,0,0,0,,,40,40,35,002718.SZ|300877.SZ|600689.SH|600697.SH|603860.SH,001366.SZ|002830.SZ|300500.SZ|300955.SZ|605303.SH,jq_microcap signal=000001.SH last=3519.65 ma_short=3506.01 ma_long=3484.92 band=19-29 tr=1.00 | selected=40 periodic_rebalance=false exits=0 projected_positions=40 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 000632.SZ rejected by ma_filter | 300955.SZ rejected by ma_filter | 300710.SZ rejected by ma_filter | 002207.SZ rejected by ma_filter | 600689.SH rejected by ma_filter | 300640.SZ rejected by ma_filter | 600543.SH rejected by ma_filter | 603022.SH rejected by ma_filter | 002760.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 002800.SZ rejected by ma_filter | 002072.SZ rejected by ma_filter
2025-07-16,12755205.00,12997767.41,-242562.41,-1.8662,0,0,0,0,,,40,40,35,002718.SZ|300877.SZ|600689.SH|600697.SH|603860.SH,001366.SZ|002830.SZ|300500.SZ|300955.SZ|605303.SH,jq_microcap signal=000001.SH last=3505.00 ma_short=3507.51 ma_long=3489.64 band=19-29 tr=1.00 | selected=40 periodic_rebalance=false exits=0 projected_positions=40 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002207.SZ rejected by ma_filter | 300710.SZ rejected by ma_filter | 002963.SZ rejected by ma_filter | 600543.SH rejected by ma_filter | 300640.SZ rejected by ma_filter | 600234.SH rejected by st_or_special_name | 002800.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 603022.SH rejected by ma_filter | 603023.SH rejected by st_or_special_name | 002760.SZ rejected by ma_filter | 003023.SZ rejected by ma_filter
2025-07-17,12969857.48,12997646.19,-27788.71,-0.2138,2,2,0,1,300877.SZ:Sell,605178.SH:Sell,40,40,35,002718.SZ|600689.SH|600697.SH|603860.SH|605178.SH,001366.SZ|002830.SZ|300500.SZ|300955.SZ|605303.SH,jq_microcap signal=000001.SH last=3503.78 ma_short=3509.66 ma_long=3494.54 band=19-29 tr=1.00 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002207.SZ rejected by ma_filter | 002963.SZ rejected by ma_filter | 300710.SZ rejected by ma_filter | 301010.SZ rejected by ma_filter | 300640.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 600234.SH rejected by st_or_special_name | 002800.SZ rejected by ma_filter | 603022.SH rejected by ma_filter | 002205.SZ rejected by ma_filter | 603023.SH rejected by st_or_special_name | 002072.SZ rejected by ma_filter
2025-07-18,13319789.92,13020743.19,299046.73,2.2967,2,0,2,0,300931.SZ:Buy|605178.SH:Sell,,40,40,35,002718.SZ|300931.SZ|600689.SH|600697.SH|603860.SH,001366.SZ|002830.SZ|300500.SZ|300955.SZ|605303.SH,jq_microcap signal=000001.SH last=3516.82 ma_short=3511.09 ma_long=3500.11 band=19-29 tr=1.00 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300849.SZ rejected by ma_filter | 301231.SZ rejected by ma_filter | 002494.SZ rejected by ma_filter | 002207.SZ rejected by ma_filter | 002963.SZ rejected by ma_filter | 301010.SZ rejected by ma_filter | 300640.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 600234.SH rejected by st_or_special_name | 603022.SH rejected by ma_filter | 002800.SZ rejected by ma_filter | 002205.SZ rejected by ma_filter
2025-07-21,13356569.06,13290995.63,65573.43,0.4934,14,16,-2,9,002718.SZ:Sell|003023.SZ:Sell|300838.SZ:Sell|300923.SZ:Buy|301231.SZ:Sell,001366.SZ:Sell|002830.SZ:Sell|003011.SZ:Sell|300500.SZ:Sell|300931.SZ:Buy|301057.SZ:Sell|600697.SH:Buy,40,40,35,003011.SZ|300923.SZ|301057.SZ|600689.SH|603860.SH,003023.SZ|300838.SZ|300955.SZ|301231.SZ|605303.SH,jq_microcap signal=000001.SH last=3534.48 ma_short=3515.95 ma_long=3506.32 band=19-29 tr=1.00 | selected=40 periodic_rebalance=false exits=7 projected_positions=40 intents=14 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 001259.SZ rejected by ma_filter | 300955.SZ rejected by ma_filter | 600883.SH rejected by ma_filter | 002494.SZ rejected by ma_filter | 003011.SZ rejected by ma_filter | 002963.SZ rejected by ma_filter | 301010.SZ rejected by ma_filter | 002207.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter | 002634.SZ rejected by ma_filter | 301231.SZ rejected by ma_filter | 603903.SH rejected by ma_filter
2025-07-22,13568135.37,13232655.42,335479.95,2.5352,6,2,4,0,300103.SZ:Sell|300877.SZ:Buy|301057.SZ:Buy|301057.SZ:Sell|301231.SZ:Buy|603183.SH:Sell,002883.SZ:Buy|301231.SZ:Sell,40,40,33,003011.SZ|300877.SZ|300923.SZ|301057.SZ|301231.SZ|600689.SH|603860.SH,002883.SZ|003023.SZ|300103.SZ|300838.SZ|300955.SZ|603183.SH|605303.SH,jq_microcap signal=000001.SH last=3559.79 ma_short=3523.98 ma_long=3514.99 band=19-29 tr=1.00 | selected=40 periodic_rebalance=false exits=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002188.SZ rejected by ma_filter | 301105.SZ rejected by ma_filter | 000632.SZ rejected by ma_filter | 300849.SZ rejected by ma_filter | 600561.SH rejected by ma_filter | 001259.SZ rejected by ma_filter | 300621.SZ rejected by ma_filter | 300955.SZ rejected by ma_filter | 002494.SZ rejected by ma_filter | 600883.SH rejected by ma_filter | 002634.SZ rejected by ma_filter | 002207.SZ rejected by ma_filter
2025-07-23,13518504.85,13216165.31,302339.54,2.2876,2,4,-2,2,,002921.SZ:Sell|300405.SZ:Buy,40,40,32,002921.SZ|003011.SZ|300877.SZ|300923.SZ|301057.SZ|301231.SZ|600689.SH|603860.SH,002883.SZ|003023.SZ|300103.SZ|300405.SZ|300838.SZ|300955.SZ|603183.SH|605303.SH,jq_microcap signal=000001.SH last=3581.86 ma_short=3539.35 ma_long=3523.43 band=20-30 tr=1.00 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 603022.SH rejected by ma_filter | 002828.SZ rejected by ma_filter | 002513.SZ rejected by ma_filter | 600543.SH rejected by ma_filter | 002830.SZ rejected by ma_filter | 002780.SZ rejected by ma_filter | 002800.SZ rejected by ma_filter | 603023.SH rejected by st_or_special_name | 300883.SZ rejected by ma_filter | 600448.SH rejected by ma_filter | 301515.SZ rejected by ma_filter | 600234.SH rejected by st_or_special_name
2025-07-24,13458833.76,13419448.89,39384.87,0.2935,4,8,-4,3,301113.SZ:Sell,001366.SZ:Buy|300838.SZ:Sell|300923.SZ:Buy|300955.SZ:Sell|603177.SH:Sell,40,40,32,002921.SZ|003011.SZ|300877.SZ|301057.SZ|301231.SZ|600689.SH|603177.SH|603860.SH,001366.SZ|002883.SZ|003023.SZ|300103.SZ|300405.SZ|301113.SZ|603183.SH|605303.SH,jq_microcap signal=000001.SH last=3582.30 ma_short=3555.05 ma_long=3532.35 band=20-30 tr=1.00 | selected=40 periodic_rebalance=false exits=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002828.SZ rejected by ma_filter | 603022.SH rejected by ma_filter | 600543.SH rejected by ma_filter | 002513.SZ rejected by ma_filter | 605303.SH rejected by ma_filter | 002830.SZ rejected by ma_filter | 600149.SH rejected by ma_filter | 002780.SZ rejected by ma_filter | 603023.SH rejected by st_or_special_name | 600448.SH rejected by ma_filter | 002800.SZ rejected by ma_filter | 300883.SZ rejected by ma_filter
2025-07-25,13625944.75,13468130.65,157814.10,1.1718,46,50,-4,39,001366.SZ:Buy|003011.SZ:Sell|300877.SZ:Sell|301113.SZ:Buy|603073.SH:Buy|603073.SH:Sell|603177.SH:Sell,002883.SZ:Sell|002921.SZ:Buy|003023.SZ:Sell|300103.SZ:Sell|300405.SZ:Sell|301057.SZ:Buy|301231.SZ:Buy|301515.SZ:Buy|603183.SH:Sell|603860.SH:Buy|605303.SH:Sell,40,40,39,600689.SH,301515.SZ,jq_microcap signal=000001.SH last=3605.73 ma_short=3572.83 ma_long=3541.96 band=20-30 tr=1.00 | selected=40 periodic_rebalance=true exits=3 projected_positions=40 intents=46 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 600543.SH rejected by ma_filter | 603022.SH rejected by ma_filter | 002828.SZ rejected by ma_filter | 605303.SH rejected by ma_filter | 002513.SZ rejected by ma_filter | 600149.SH rejected by ma_filter | 603023.SH rejected by st_or_special_name | 301125.SZ rejected by ma_filter | 300883.SZ rejected by ma_filter | 600448.SH rejected by ma_filter | 603139.SH rejected by ma_filter | 600302.SH rejected by ma_filter
2025-07-28,13659332.75,13471641.65,187691.10,1.3932,0,0,0,0,,,40,40,39,600689.SH,301515.SZ,jq_microcap signal=000001.SH last=3593.66 ma_short=3584.67 ma_long=3550.31 band=20-30 tr=1.00 | selected=40 periodic_rebalance=false exits=0 projected_positions=40 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 600543.SH rejected by ma_filter | 603022.SH rejected by ma_filter | 002828.SZ rejected by ma_filter | 605303.SH rejected by ma_filter | 002513.SZ rejected by ma_filter | 600149.SH rejected by ma_filter | 603023.SH rejected by st_or_special_name | 600448.SH rejected by ma_filter | 301139.SZ rejected by ma_filter | 600302.SH rejected by ma_filter | 300649.SZ rejected by ma_filter | 002696.SZ rejected by ma_filter
2025-07-29,13703607.65,13395779.90,307827.75,2.2979,4,4,0,2,300958.SZ:Sell|301272.SZ:Sell,001373.SZ:Sell|603073.SH:Sell,40,40,37,001373.SZ|600689.SH|603073.SH,300958.SZ|301272.SZ|301515.SZ,jq_microcap signal=000001.SH last=3597.94 ma_short=3592.30 ma_long=3558.14 band=20-30 tr=1.00 | selected=40 periodic_rebalance=false exits=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 600543.SH rejected by ma_filter | 605303.SH rejected by ma_filter | 002828.SZ rejected by ma_filter | 603022.SH rejected by ma_filter | 600149.SH rejected by ma_filter | 002760.SZ rejected by ma_filter | 002513.SZ rejected by ma_filter | 603023.SH rejected by st_or_special_name | 600448.SH rejected by ma_filter | 605287.SH rejected by ma_filter | 002696.SZ rejected by ma_filter
2025-07-30,13684504.65,13367390.90,317113.75,2.3723,0,0,0,0,,,40,40,37,001373.SZ|600689.SH|603073.SH,300958.SZ|301272.SZ|301515.SZ,jq_microcap signal=000001.SH last=3609.71 ma_short=3597.87 ma_long=3568.61 band=20-30 tr=1.00 | selected=40 periodic_rebalance=false exits=0 projected_positions=40 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 605303.SH rejected by ma_filter | 300640.SZ rejected by ma_filter | 603022.SH rejected by ma_filter | 002828.SZ rejected by ma_filter | 002513.SZ rejected by ma_filter | 600149.SH rejected by ma_filter | 600543.SH rejected by ma_filter | 600448.SH rejected by ma_filter | 002760.SZ rejected by ma_filter | 603023.SH rejected by st_or_special_name | 605287.SH rejected by ma_filter | 002696.SZ rejected by ma_filter
2025-07-31,13696436.65,13179504.74,516931.91,3.9222,0,4,-4,0,,002652.SZ:Sell|002963.SZ:Buy|300665.SZ:Sell|300849.SZ:Buy,40,40,35,001373.SZ|002652.SZ|300665.SZ|600689.SH|603073.SH,002963.SZ|300849.SZ|300958.SZ|301272.SZ|301515.SZ,jq_microcap signal=000001.SH last=3615.72 ma_short=3604.55 ma_long=3579.80 band=20-30 tr=1.00 | selected=40 periodic_rebalance=false exits=0 projected_positions=40 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002207.SZ rejected by ma_filter | 603022.SH rejected by ma_filter | 600543.SH rejected by ma_filter | 600149.SH rejected by ma_filter | 002760.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 600448.SH rejected by ma_filter | 603937.SH rejected by ma_filter | 603023.SH rejected by st_or_special_name | 605287.SH rejected by ma_filter | 003003.SZ rejected by ma_filter | 002360.SZ rejected by ma_filter
2025-08-01,13522770.31,13437692.40,85077.91,0.6331,2,0,2,0,300665.SZ:Sell|300955.SZ:Buy,,40,40,35,001373.SZ|002652.SZ|300955.SZ|600689.SH|603073.SH,002963.SZ|300849.SZ|300958.SZ|301272.SZ|301515.SZ,jq_microcap signal=000001.SH last=3573.21 ma_short=3598.05 ma_long=3585.44 band=20-30 tr=1.00 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002828.SZ rejected by ma_filter | 600149.SH rejected by ma_filter | 002513.SZ rejected by ma_filter | 603022.SH rejected by ma_filter | 600543.SH rejected by ma_filter | 600778.SH rejected by ma_filter | 002760.SZ rejected by ma_filter | 600448.SH rejected by ma_filter | 002800.SZ rejected by ma_filter | 603937.SH rejected by ma_filter | 300886.SZ rejected by ma_filter | 000637.SZ rejected by ma_filter
2025-08-04,13794133.50,13606743.35,187390.15,1.3772,2,4,-2,2,,301272.SZ:Sell|600137.SH:Buy,40,40,35,001373.SZ|002652.SZ|300955.SZ|600689.SH|603073.SH,002963.SZ|300849.SZ|300958.SZ|301515.SZ|600137.SH,jq_microcap signal=000001.SH last=3559.95 ma_short=3591.31 ma_long=3587.99 band=19-29 tr=1.00 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300665.SZ rejected by ma_filter | 301167.SZ rejected by ma_filter | 600561.SH rejected by ma_filter | 002494.SZ rejected by ma_filter | 603177.SH rejected by ma_filter | 000692.SZ rejected by ma_filter | 301273.SZ rejected by ma_filter | 600697.SH rejected by ma_filter | 300478.SZ rejected by ma_filter | 002883.SZ rejected by ma_filter | 301010.SZ rejected by ma_filter | 605303.SH rejected by ma_filter
2025-08-05,13983053.71,13856735.08,126318.63,0.9116,10,4,6,3,002760.SZ:Sell|002963.SZ:Buy|300334.SZ:Sell|300478.SZ:Buy|300626.SZ:Buy|301131.SZ:Sell|600689.SH:Sell,002921.SZ:Sell,40,40,33,001373.SZ|002652.SZ|002921.SZ|300478.SZ|300626.SZ|300955.SZ|603073.SH,002760.SZ|300334.SZ|300849.SZ|300958.SZ|301131.SZ|301515.SZ|600137.SH,jq_microcap signal=000001.SH last=3583.31 ma_short=3588.38 ma_long=3590.34 band=20-30 tr=0.50 | selected=40 periodic_rebalance=false exits=5 projected_positions=40 intents=10 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 301198.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 300640.SZ rejected by ma_filter | 605303.SH rejected by ma_filter | 301010.SZ rejected by ma_filter | 600778.SH rejected by ma_filter | 600689.SH rejected by ma_filter | 300923.SZ rejected by ma_filter | 603022.SH rejected by ma_filter | 002513.SZ rejected by ma_filter | 600543.SH rejected by ma_filter | 600149.SH rejected by ma_filter
2025-08-06,14279276.48,13871432.42,407844.06,2.9402,10,12,-2,6,001373.SZ:Sell|002830.SZ:Sell|002921.SZ:Sell|301057.SZ:Sell,002652.SZ:Buy|002718.SZ:Sell|002760.SZ:Sell|300334.SZ:Sell|301131.SZ:Sell|301163.SZ:Sell,40,40,34,002718.SZ|300478.SZ|300626.SZ|300955.SZ|301163.SZ|603073.SH,002830.SZ|300849.SZ|300958.SZ|301057.SZ|301515.SZ|600137.SH,jq_microcap signal=000001.SH last=3617.60 ma_short=3589.96 ma_long=3593.91 band=20-30 tr=0.50 | selected=40 periodic_rebalance=false exits=5 projected_positions=40 intents=10 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 600697.SH rejected by ma_filter | 603177.SH rejected by ma_filter | 301273.SZ rejected by ma_filter | 301198.SZ rejected by ma_filter | 301010.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 605303.SH rejected by ma_filter | 300640.SZ rejected by ma_filter | 600778.SH rejected by ma_filter | 603022.SH rejected by ma_filter | 002513.SZ rejected by ma_filter
2025-08-07,14201452.68,13836183.14,365269.54,2.6400,2,4,-2,1,603860.SH:Sell,002830.SZ:Sell|300717.SZ:Buy|301057.SZ:Sell,40,40,34,002718.SZ|300478.SZ|300626.SZ|300955.SZ|301163.SZ|603073.SH,300717.SZ|300849.SZ|300958.SZ|301515.SZ|600137.SH|603860.SH,jq_microcap signal=000001.SH last=3633.99 ma_short=3593.61 ma_long=3599.08 band=20-30 tr=0.50 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 301273.SZ rejected by ma_filter | 605303.SH rejected by ma_filter | 002828.SZ rejected by ma_filter | 301198.SZ rejected by ma_filter | 600778.SH rejected by ma_filter | 300955.SZ rejected by ma_filter | 002513.SZ rejected by ma_filter | 600149.SH rejected by ma_filter | 600448.SH rejected by ma_filter | 002360.SZ rejected by ma_filter | 300823.SZ rejected by ma_filter | 002800.SZ rejected by ma_filter
2025-08-08,14509071.99,14093324.21,415747.78,2.9500,6,4,2,3,300931.SZ:Sell|301163.SZ:Sell|603903.SH:Buy,300717.SZ:Sell,40,40,34,002718.SZ|300478.SZ|300626.SZ|300955.SZ|603073.SH|603903.SH,300849.SZ|300931.SZ|300958.SZ|301515.SZ|600137.SH|603860.SH,jq_microcap signal=000001.SH last=3639.67 ma_short=3606.90 ma_long=3602.47 band=20-30 tr=1.00 | selected=40 periodic_rebalance=false exits=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 600778.SH rejected by ma_filter | 300955.SZ rejected by ma_filter | 605303.SH rejected by ma_filter | 002828.SZ rejected by ma_filter | 002513.SZ rejected by ma_filter | 600149.SH rejected by ma_filter | 600448.SH rejected by ma_filter | 300823.SZ rejected by ma_filter | 002360.SZ rejected by ma_filter | 605287.SH rejected by ma_filter | 300665.SZ rejected by ma_filter | 300649.SZ rejected by ma_filter
2025-08-11,14529572.74,14249703.95,279868.79,1.9640,6,14,-8,4,300535.SZ:Buy|300535.SZ:Sell,001231.SZ:Sell|002828.SZ:Buy|300931.SZ:Sell|300935.SZ:Sell|301113.SZ:Buy|301113.SZ:Sell|603022.SH:Buy|603880.SH:Buy|603903.SH:Buy|605287.SH:Sell,40,40,32,001231.SZ|002718.SZ|300478.SZ|300626.SZ|300935.SZ|300955.SZ|603073.SH|605287.SH,002828.SZ|300849.SZ|300958.SZ|301515.SZ|600137.SH|603022.SH|603860.SH|603880.SH,jq_microcap signal=000001.SH last=3635.13 ma_short=3621.94 ma_long=3606.62 band=20-30 tr=1.00 | selected=40 periodic_rebalance=false exits=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 605303.SH rejected by ma_filter | 300955.SZ rejected by ma_filter | 002513.SZ rejected by ma_filter | 600149.SH rejected by ma_filter | 600448.SH rejected by ma_filter | 002360.SZ rejected by ma_filter | 300886.SZ rejected by ma_filter | 300958.SZ rejected by ma_filter | 603937.SH rejected by ma_filter | 003003.SZ rejected by ma_filter | 300665.SZ rejected by ma_filter | 300649.SZ rejected by ma_filter
2025-08-12,14785145.89,14197412.73,587733.16,4.1397,4,4,0,2,002718.SZ:Sell|605287.SH:Sell,300535.SZ:Sell|301515.SZ:Sell,40,40,33,001231.SZ|300478.SZ|300535.SZ|300626.SZ|300935.SZ|300955.SZ|603073.SH,002828.SZ|300849.SZ|300958.SZ|600137.SH|603022.SH|603860.SH|603880.SH,jq_microcap signal=000001.SH last=3647.55 ma_short=3634.79 ma_long=3611.58 band=20-30 tr=1.00 | selected=40 periodic_rebalance=false exits=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002652.SZ rejected by ma_filter | 605303.SH rejected by ma_filter | 300955.SZ rejected by ma_filter | 600149.SH rejected by ma_filter | 300665.SZ rejected by ma_filter | 600448.SH rejected by ma_filter | 002360.SZ rejected by ma_filter | 300886.SZ rejected by ma_filter
2025-08-13,14808190.67,14074178.05,734012.62,5.2153,4,2,2,2,300535.SZ:Sell|603880.SH:Buy,,40,40,34,001231.SZ|300478.SZ|300626.SZ|300935.SZ|300955.SZ|603073.SH,002828.SZ|300849.SZ|300958.SZ|600137.SH|603022.SH|603860.SH,jq_microcap signal=000001.SH last=3665.92 ma_short=3644.45 ma_long=3617.20 band=20-30 tr=1.00 | selected=40 periodic_rebalance=false exits=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 605303.SH rejected by ma_filter | 300665.SZ rejected by ma_filter | 300955.SZ rejected by ma_filter | 603903.SH rejected by ma_filter | 002652.SZ rejected by ma_filter | 600149.SH rejected by ma_filter | 002360.SZ rejected by ma_filter | 600448.SH rejected by ma_filter | 300886.SZ rejected by ma_filter | 300958.SZ rejected by ma_filter | 300649.SZ rejected by ma_filter
2025-08-14,14736442.83,13673377.04,1063065.79,7.7747,2,2,0,2,,,40,40,34,001231.SZ|300478.SZ|300626.SZ|300935.SZ|300955.SZ|603073.SH,002828.SZ|300849.SZ|300958.SZ|600137.SH|603022.SH|603860.SH,jq_microcap signal=000001.SH last=3683.47 ma_short=3654.34 ma_long=3623.98 band=20-30 tr=1.00 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300665.SZ rejected by ma_filter | 603903.SH rejected by ma_filter | 300955.SZ rejected by ma_filter | 605303.SH rejected by ma_filter | 002652.SZ rejected by ma_filter | 002360.SZ rejected by ma_filter | 300649.SZ rejected by ma_filter | 300958.SZ rejected by ma_filter | 003003.SZ rejected by ma_filter
2025-08-15,14311398.96,13954698.80,356700.16,2.5561,48,54,-6,44,002828.SZ:Buy|300955.SZ:Sell|600689.SH:Buy|603860.SH:Buy,001231.SZ:Buy|300478.SZ:Buy|300626.SZ:Buy|300849.SZ:Sell|300883.SZ:Buy|300935.SZ:Buy|300958.SZ:Sell|600137.SH:Sell|603022.SH:Sell|603073.SH:Buy,40,40,39,600689.SH,300883.SZ,jq_microcap signal=000001.SH last=3666.44 ma_short=3659.70 ma_long=3633.30 band=20-30 tr=1.00 | selected=40 periodic_rebalance=true exits=0 projected_positions=40 intents=48 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002652.SZ rejected by ma_filter | 300955.SZ rejected by ma_filter | 603022.SH rejected by ma_filter | 605303.SH rejected by ma_filter | 300823.SZ rejected by ma_filter | 301231.SZ rejected by ma_filter | 002360.SZ rejected by ma_filter | 002780.SZ rejected by ma_filter | 300958.SZ rejected by ma_filter | 003011.SZ rejected by ma_filter | 002795.SZ rejected by ma_filter | 600791.SH rejected by ma_filter
2025-08-18,14317383.96,14038892.80,278491.16,1.9837,0,0,0,0,,,40,40,39,600689.SH,300883.SZ,jq_microcap signal=000001.SH last=3696.77 ma_short=3672.03 ma_long=3646.98 band=21-31 tr=1.00 | selected=40 periodic_rebalance=false exits=0 projected_positions=40 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 301231.SZ rejected by ma_filter | 002780.SZ rejected by ma_filter | 300665.SZ rejected by ma_filter | 002360.SZ rejected by ma_filter | 300958.SZ rejected by ma_filter | 605567.SH rejected by ma_filter | 003011.SZ rejected by ma_filter | 000637.SZ rejected by ma_filter | 002144.SZ rejected by ma_filter | 603183.SH rejected by ma_filter | 603860.SH rejected by ma_filter | 603903.SH rejected by ma_filter
2025-08-19,14302509.40,14342695.49,-40186.09,-0.2802,4,2,2,2,300931.SZ:Buy|300935.SZ:Sell,,40,40,38,300931.SZ|600689.SH,300883.SZ|300935.SZ,jq_microcap signal=000001.SH last=3728.03 ma_short=3688.12 ma_long=3661.46 band=21-31 tr=1.00 | selected=40 periodic_rebalance=false exits=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300923.SZ rejected by ma_filter | 600448.SH rejected by ma_filter | 300935.SZ rejected by ma_filter | 300823.SZ rejected by ma_filter | 001231.SZ rejected by ma_filter | 002360.SZ rejected by ma_filter | 003011.SZ rejected by ma_filter | 605567.SH rejected by ma_filter | 000637.SZ rejected by ma_filter | 002780.SZ rejected by ma_filter | 603903.SH rejected by ma_filter | 600791.SH rejected by ma_filter
2025-08-20,14595179.50,14386377.49,208802.01,1.4514,8,0,8,0,300640.SZ:Sell|300717.SZ:Buy|300886.SZ:Buy|300931.SZ:Sell|600689.SH:Sell|603331.SH:Sell|603903.SH:Buy|603937.SH:Buy,,40,40,36,300717.SZ|300886.SZ|603903.SH|603937.SH,300640.SZ|300883.SZ|300935.SZ|603331.SH,jq_microcap signal=000001.SH last=3727.29 ma_short=3700.40 ma_long=3672.42 band=21-31 tr=1.00 | selected=40 periodic_rebalance=false exits=4 projected_positions=40 intents=8 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300478.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 001366.SZ rejected by ma_filter | 603073.SH rejected by ma_filter | 301198.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter | 300640.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 300626.SZ rejected by ma_filter | 300823.SZ rejected by ma_filter | 001231.SZ rejected by ma_filter | 300838.SZ rejected by ma_filter
2025-08-21,14641005.36,14533677.22,107328.14,0.7385,6,6,0,1,301231.SZ:Buy|600149.SH:Sell|600202.SH:Sell|603316.SH:Sell|603331.SH:Buy,300478.SZ:Sell|600448.SH:Sell|600671.SH:Buy|603331.SH:Sell|603903.SH:Buy,40,40,33,300478.SZ|300717.SZ|300886.SZ|301231.SZ|600448.SH|603331.SH|603937.SH,300640.SZ|300883.SZ|300935.SZ|600149.SH|600202.SH|600671.SH|603316.SH,jq_microcap signal=000001.SH last=3766.21 ma_short=3716.95 ma_long=3685.65 band=21-31 tr=1.00 | selected=40 periodic_rebalance=false exits=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002513.SZ rejected by ma_filter | 301037.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 600543.SH rejected by ma_filter | 301273.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 001366.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter | 603073.SH rejected by ma_filter | 300823.SZ rejected by ma_filter | 600149.SH rejected by ma_filter | 300626.SZ rejected by ma_filter
2025-08-22,14835205.03,14532869.50,302335.53,2.0804,4,2,2,1,300478.SZ:Sell|300886.SZ:Sell|301273.SZ:Buy,600671.SH:Sell,40,40,34,300717.SZ|301231.SZ|301273.SZ|600448.SH|603331.SH|603937.SH,300640.SZ|300883.SZ|300935.SZ|600149.SH|600202.SH|603316.SH,jq_microcap signal=000001.SH last=3771.10 ma_short=3737.88 ma_long=3698.79 band=21-31 tr=1.00 | selected=40 periodic_rebalance=false exits=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002513.SZ rejected by ma_filter | 301037.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 600543.SH rejected by ma_filter | 600671.SH rejected by st_or_special_name | 300626.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter | 300823.SZ rejected by ma_filter | 001366.SZ rejected by ma_filter | 603073.SH rejected by ma_filter | 300838.SZ rejected by ma_filter | 600778.SH rejected by ma_filter
2025-08-25,14889034.81,14922842.22,-33807.41,-0.2265,4,2,2,0,002144.SZ:Sell|002207.SZ:Buy|600149.SH:Buy|603903.SH:Sell,600448.SH:Buy|603316.SH:Sell,40,40,34,002207.SZ|300717.SZ|301231.SZ|301273.SZ|603331.SH|603937.SH,002144.SZ|300640.SZ|300883.SZ|300935.SZ|600202.SH|603903.SH,jq_microcap signal=000001.SH last=3825.76 ma_short=3763.68 ma_long=3717.85 band=22-32 tr=1.00 | selected=40 periodic_rebalance=false exits=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300958.SZ rejected by ma_filter | 600778.SH rejected by ma_filter | 001373.SZ rejected by ma_filter | 603616.SH rejected by ma_filter | 002634.SZ rejected by ma_filter | 301027.SZ rejected by ma_filter | 600791.SH rejected by ma_filter | 002795.SZ rejected by ma_filter | 603172.SH rejected by ma_filter | 600408.SH rejected by ma_filter | 002853.SZ rejected by ma_filter | 603937.SH rejected by ma_filter
2025-08-26,15044405.25,14848149.62,196255.63,1.3218,2,6,-4,2,,002144.SZ:Sell|301231.SZ:Buy|600202.SH:Sell|603331.SH:Buy,40,40,36,002207.SZ|300717.SZ|301273.SZ|603937.SH,300640.SZ|300883.SZ|300935.SZ|603903.SH,jq_microcap signal=000001.SH last=3883.56 ma_short=3794.78 ma_long=3741.45 band=22-32 tr=1.00 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300958.SZ rejected by ma_filter | 003011.SZ rejected by ma_filter | 002634.SZ rejected by ma_filter | 001373.SZ rejected by ma_filter | 600791.SH rejected by ma_filter | 301027.SZ rejected by ma_filter | 002795.SZ rejected by ma_filter | 603616.SH rejected by ma_filter | 603183.SH rejected by ma_filter | 300013.SZ rejected by st_or_special_name | 002853.SZ rejected by ma_filter | 603937.SH rejected by ma_filter
2025-08-27,15185235.19,14261365.17,923870.02,6.4781,2,2,0,1,301231.SZ:Sell,603903.SH:Sell,40,40,36,002207.SZ|300717.SZ|301273.SZ|603937.SH,300640.SZ|300883.SZ|300935.SZ|301231.SZ,jq_microcap signal=000001.SH last=3868.38 ma_short=3823.00 ma_long=3761.70 band=22-32 tr=1.00 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 605567.SH rejected by ma_filter | 300958.SZ rejected by ma_filter | 300535.SZ rejected by ma_filter | 301027.SZ rejected by ma_filter | 003011.SZ rejected by ma_filter | 002795.SZ rejected by ma_filter | 600791.SH rejected by ma_filter | 603616.SH rejected by ma_filter | 603183.SH rejected by ma_filter | 300717.SZ rejected by ma_filter | 603937.SH rejected by ma_filter | 301515.SZ rejected by ma_filter
2025-08-28,14675403.92,14203415.17,471988.75,3.3231,6,0,6,0,002144.SZ:Buy|002207.SZ:Sell|300717.SZ:Sell|301198.SZ:Sell|301231.SZ:Buy|603022.SH:Buy,,40,40,36,002144.SZ|301273.SZ|603022.SH|603937.SH,300640.SZ|300883.SZ|300935.SZ|301198.SZ,jq_microcap signal=000001.SH last=3800.35 ma_short=3829.83 ma_long=3773.39 band=21-31 tr=1.00 | selected=40 periodic_rebalance=false exits=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 603860.SH rejected by ma_filter | 301010.SZ rejected by ma_filter | 605567.SH rejected by ma_filter | 002360.SZ rejected by ma_filter | 300535.SZ rejected by ma_filter | 300958.SZ rejected by ma_filter | 300665.SZ rejected by ma_filter | 600791.SH rejected by ma_filter | 003011.SZ rejected by ma_filter | 300126.SZ rejected by ma_filter | 301027.SZ rejected by ma_filter | 300717.SZ rejected by ma_filter
2025-08-29,14569499.52,14017097.78,552401.74,3.9409,10,14,-4,7,300626.SZ:Sell|600689.SH:Buy|603073.SH:Sell,001373.SZ:Sell|002144.SZ:Buy|002316.SZ:Buy|002513.SZ:Sell|301113.SZ:Sell|301198.SZ:Sell|600202.SH:Buy,40,40,33,001373.SZ|002513.SZ|301113.SZ|301273.SZ|600689.SH|603022.SH|603937.SH,002316.SZ|300626.SZ|300640.SZ|300883.SZ|300935.SZ|600202.SH|603073.SH,jq_microcap signal=000001.SH last=3843.60 ma_short=3844.33 ma_long=3791.10 band=22-32 tr=1.00 | selected=40 periodic_rebalance=false exits=5 projected_positions=40 intents=10 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 003003.SZ rejected by ma_filter | 603172.SH rejected by ma_filter | 002748.SZ rejected by st_or_special_name | 301390.SZ rejected by ma_filter | 301515.SZ rejected by ma_filter | 000663.SZ rejected by ma_filter | 002853.SZ rejected by ma_filter | 603616.SH rejected by ma_filter | 001278.SZ rejected by ma_filter | 300675.SZ rejected by ma_filter | 002486.SZ rejected by ma_filter | 002696.SZ rejected by ma_filter
2025-09-01,14444573.52,14272402.78,172170.74,1.2063,0,0,0,0,,,40,40,33,001373.SZ|002513.SZ|301113.SZ|301273.SZ|600689.SH|603022.SH|603937.SH,002316.SZ|300626.SZ|300640.SZ|300883.SZ|300935.SZ|600202.SH|603073.SH,jq_microcap signal=000001.SH last=3857.93 ma_short=3850.76 ma_long=3807.22 band=22-32 tr=1.00 | selected=40 periodic_rebalance=false exits=0 projected_positions=40 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002748.SZ rejected by st_or_special_name | 002486.SZ rejected by ma_filter | 002696.SZ rejected by ma_filter | 603616.SH rejected by ma_filter | 300013.SZ rejected by st_or_special_name | 300675.SZ rejected by ma_filter | 002524.SZ rejected by ma_filter | 300649.SZ rejected by ma_filter | 300670.SZ rejected by ma_filter | 002800.SZ rejected by ma_filter | 300517.SZ rejected by ma_filter | 002817.SZ rejected by ma_filter
2025-09-02,14772397.17,14158544.64,613852.53,4.3356,4,5,-1,1,001210.SZ:Buy|300931.SZ:Sell|301163.SZ:Buy,300626.SZ:Sell|300935.SZ:Sell|600234.SH:Buy|603022.SH:Buy,40,40,32,001210.SZ|001373.SZ|002513.SZ|301113.SZ|301163.SZ|301273.SZ|600689.SH|603937.SH,002316.SZ|300640.SZ|300883.SZ|300931.SZ|600202.SH|600234.SH|603073.SH|603177.SH,jq_microcap signal=000001.SH last=3875.53 ma_short=3849.16 ma_long=3821.97 band=22-32 tr=1.00 | selected=40 periodic_rebalance=false exits=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002853.SZ rejected by ma_filter | 300013.SZ rejected by st_or_special_name | 002795.SZ rejected by ma_filter | 300658.SZ rejected by ma_filter | 002696.SZ rejected by ma_filter | 301390.SZ rejected by ma_filter | 002780.SZ rejected by ma_filter | 603183.SH rejected by ma_filter | 000663.SZ rejected by ma_filter | 300126.SZ rejected by ma_filter | 002748.SZ rejected by st_or_special_name | 300675.SZ rejected by ma_filter
2025-09-03,14680854.15,13723106.88,957747.27,6.9791,20,4,16,1,001326.SZ:Buy|001373.SZ:Sell|002513.SZ:Sell|002778.SZ:Buy|002780.SZ:Sell|002909.SZ:Buy|300668.SZ:Sell|300886.SZ:Sell|300931.SZ:Buy|301272.SZ:Buy|301273.SZ:Sell|301588.SZ:Buy|600149.SH:Sell|603045.SH:Buy|603161.SH:Buy|603316.SH:Buy|603331.SH:Sell|603860.SH:Sell|603903.SH:Buy,301163.SZ:Buy|600671.SH:Buy|603177.SH:Sell,40,40,27,001210.SZ|001326.SZ|002778.SZ|002909.SZ|301113.SZ|301272.SZ|301588.SZ|600689.SH|603045.SH|603161.SH|603316.SH|603903.SH|603937.SH,002316.SZ|002780.SZ|300640.SZ|300668.SZ|300883.SZ|300886.SZ|600149.SH|600202.SH|600234.SH|600671.SH|603073.SH|603331.SH|603860.SH,jq_microcap signal=000001.SH last=3858.13 ma_short=3847.11 ma_long=3835.06 band=22-32 tr=1.00 | selected=40 periodic_rebalance=false exits=10 projected_positions=40 intents=20 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002853.SZ rejected by ma_filter | 301231.SZ rejected by ma_filter | 002780.SZ rejected by ma_filter | 002748.SZ rejected by st_or_special_name | 002696.SZ rejected by ma_filter | 300658.SZ rejected by ma_filter | 300649.SZ rejected by ma_filter | 002760.SZ rejected by ma_filter | 000663.SZ rejected by ma_filter | 600234.SH rejected by st_or_special_name | 002800.SZ rejected by ma_filter | 001278.SZ rejected by ma_filter
2025-09-04,14198917.15,13963761.42,235155.73,1.6840,0,6,-6,0,,002144.SZ:Sell|300886.SZ:Sell|300931.SZ:Sell|301272.SZ:Buy|600697.SH:Buy|603937.SH:Buy,40,40,27,001210.SZ|001326.SZ|002144.SZ|002778.SZ|002909.SZ|300931.SZ|301113.SZ|301588.SZ|600689.SH|603045.SH|603161.SH|603316.SH|603903.SH,002316.SZ|002780.SZ|300640.SZ|300668.SZ|300883.SZ|600149.SH|600202.SH|600234.SH|600671.SH|600697.SH|603073.SH|603331.SH|603860.SH,jq_microcap signal=000001.SH last=3813.56 ma_short=3849.75 ma_long=3839.79 band=22-32 tr=1.00 | selected=40 periodic_rebalance=false exits=0 projected_positions=40 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002524.SZ rejected by ma_filter | 300883.SZ rejected by ma_filter | 300517.SZ rejected by ma_filter | 600234.SH rejected by st_or_special_name | 002817.SZ rejected by ma_filter | 600448.SH rejected by ma_filter | 301429.SZ rejected by ma_filter | 300437.SZ rejected by ma_filter | 605177.SH rejected by ma_filter | 605178.SH rejected by ma_filter | 600051.SH rejected by ma_filter | 300886.SZ rejected by ma_filter
2025-09-05,14370881.25,14098712.25,272169.00,1.9305,57,70,-13,49,001210.SZ:Sell|001326.SZ:Sell|002909.SZ:Sell|301113.SZ:Sell|603161.SH:Sell|603903.SH:Sell|603937.SH:Buy|603937.SH:Sell,002144.SZ:Buy|002316.SZ:Sell|002723.SZ:Buy|002778.SZ:Buy|002780.SZ:Sell|300640.SZ:Sell|300668.SZ:Sell|300883.SZ:Sell|300931.SZ:Buy|301588.SZ:Buy|600149.SH:Sell|600202.SH:Sell|600234.SH:Sell|600671.SH:Sell|600689.SH:Buy|600697.SH:Sell|603045.SH:Buy|603073.SH:Sell|603316.SH:Buy|603331.SH:Sell|603860.SH:Sell,35,36,35,,002723.SZ,jq_microcap signal=000001.SH last=3765.88 ma_short=3834.20 ma_long=3839.27 band=21-31 tr=0.50 | selected=35 periodic_rebalance=true exits=3 projected_positions=35 intents=57 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 301390.SZ rejected by ma_filter | 301515.SZ rejected by ma_filter | 603335.SH rejected by ma_filter | 300126.SZ rejected by ma_filter | 300334.SZ rejected by ma_filter | 002836.SZ rejected by ma_filter | 002780.SZ rejected by ma_filter | 002634.SZ rejected by ma_filter | 603331.SH rejected by ma_filter | 300013.SZ rejected by st_or_special_name | 002760.SZ rejected by ma_filter | 600791.SH rejected by ma_filter
2025-09-08,14530808.04,14118369.36,412438.68,2.9213,4,8,-4,1,002144.SZ:Buy|002144.SZ:Sell|300931.SZ:Sell,002084.SZ:Buy|002114.SZ:Buy|002702.SZ:Buy|002723.SZ:Sell|600697.SH:Sell|603159.SH:Sell|603903.SH:Sell,35,37,33,600697.SH|603159.SH,002084.SZ|002114.SZ|002702.SZ|300931.SZ,jq_microcap signal=000001.SH last=3812.51 ma_short=3825.12 ma_long=3837.94 band=22-32 tr=0.50 | selected=40 periodic_rebalance=false exits=2 projected_positions=35 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 603183.SH rejected by ma_filter | 002800.SZ rejected by ma_filter | 002760.SZ rejected by ma_filter | 002780.SZ rejected by ma_filter | 300668.SZ rejected by ma_filter | 002524.SZ rejected by ma_filter | 600408.SH rejected by ma_filter | 301336.SZ rejected by ma_filter | 603172.SH rejected by ma_filter | 002316.SZ rejected by st_or_special_name | 600234.SH rejected by st_or_special_name | 001278.SZ rejected by ma_filter
2025-09-09,14623730.36,14104671.42,519058.94,3.6800,8,8,0,2,002084.SZ:Buy|002114.SZ:Buy|600697.SH:Sell|603159.SH:Sell|603316.SH:Buy|603316.SH:Sell,001218.SZ:Buy|002778.SZ:Sell|003017.SZ:Sell|300478.SZ:Buy|300931.SZ:Sell|603282.SH:Buy,35,37,33,002778.SZ|003017.SZ,001218.SZ|002702.SZ|300478.SZ|603282.SH,jq_microcap signal=000001.SH last=3826.84 ma_short=3815.38 ma_long=3832.27 band=22-32 tr=0.50 | selected=40 periodic_rebalance=false exits=4 projected_positions=35 intents=8 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 603616.SH rejected by ma_filter | 600448.SH rejected by ma_filter | 603335.SH rejected by ma_filter | 300675.SZ rejected by ma_filter | 002836.SZ rejected by ma_filter | 600791.SH rejected by ma_filter | 002316.SZ rejected by st_or_special_name | 301390.SZ rejected by ma_filter | 603331.SH rejected by ma_filter | 300126.SZ rejected by ma_filter | 000663.SZ rejected by ma_filter | 603183.SH rejected by ma_filter
2025-09-10,14582230.98,14211835.27,370395.71,2.6062,6,6,0,2,002702.SZ:Buy|300478.SZ:Buy|603282.SH:Buy|605287.SH:Sell,600303.SH:Buy|600356.SH:Sell|601996.SH:Buy|603709.SH:Buy,35,37,32,002778.SZ|003017.SZ|600356.SH,001218.SZ|600303.SH|601996.SH|603709.SH|605287.SH,jq_microcap signal=000001.SH last=3807.29 ma_short=3805.22 ma_long=3826.16 band=21-31 tr=0.50 | selected=40 periodic_rebalance=false exits=3 projected_positions=35 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 605567.SH rejected by ma_filter | 001373.SZ rejected by ma_filter | 002360.SZ rejected by ma_filter | 300535.SZ rejected by ma_filter | 603022.SH rejected by ma_filter | 300717.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 003011.SZ rejected by ma_filter | 300334.SZ rejected by ma_filter | 301515.SZ rejected by ma_filter | 300013.SZ rejected by st_or_special_name | 002963.SZ rejected by ma_filter
2025-09-11,14724229.37,14311864.03,412365.34,2.8813,4,4,0,3,300665.SZ:Buy,600778.SH:Buy,35,37,31,002778.SZ|003017.SZ|300665.SZ|600356.SH,001218.SZ|600303.SH|600778.SH|601996.SH|603709.SH|605287.SH,jq_microcap signal=000001.SH last=3812.22 ma_short=3804.95 ma_long=3827.35 band=21-31 tr=0.50 | selected=40 periodic_rebalance=false exits=2 projected_positions=35 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 001231.SZ rejected by ma_filter | 001373.SZ rejected by ma_filter | 605567.SH rejected by ma_filter | 300535.SZ rejected by ma_filter | 301231.SZ rejected by ma_filter | 002360.SZ rejected by ma_filter | 300717.SZ rejected by ma_filter | 603022.SH rejected by ma_filter | 300849.SZ rejected by ma_filter | 003011.SZ rejected by ma_filter | 301515.SZ rejected by ma_filter | 300334.SZ rejected by ma_filter
2025-09-12,14910168.42,14309319.47,600848.95,4.1990,6,12,-6,4,300478.SZ:Sell|600778.SH:Buy,000826.SZ:Sell|002133.SZ:Sell|002679.SZ:Buy|002778.SZ:Buy|300585.SZ:Sell|600235.SH:Buy|603182.SH:Buy|605287.SH:Sell,35,37,29,000826.SZ|002133.SZ|003017.SZ|300585.SZ|300665.SZ|600356.SH,001218.SZ|002679.SZ|300478.SZ|600235.SH|600303.SH|601996.SH|603182.SH|603709.SH,jq_microcap signal=000001.SH last=3875.31 ma_short=3826.84 ma_long=3830.52 band=22-32 tr=0.50 | selected=40 periodic_rebalance=false exits=3 projected_positions=35 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300675.SZ rejected by ma_filter | 603331.SH rejected by ma_filter | 301390.SZ rejected by ma_filter | 002836.SZ rejected by ma_filter | 002795.SZ rejected by ma_filter | 002780.SZ rejected by ma_filter | 600671.SH rejected by st_or_special_name | 603183.SH rejected by ma_filter | 000663.SZ rejected by ma_filter | 002316.SZ rejected by st_or_special_name | 300886.SZ rejected by ma_filter | 002800.SZ rejected by ma_filter
2025-09-15,14857267.20,14523385.52,333881.68,2.2989,6,6,0,3,000826.SZ:Sell|603182.SH:Buy|603536.SH:Sell,300478.SZ:Sell|300883.SZ:Buy|301057.SZ:Sell,35,37,29,002133.SZ|003017.SZ|300585.SZ|300665.SZ|301057.SZ|600356.SH,001218.SZ|002679.SZ|300883.SZ|600235.SH|600303.SH|601996.SH|603536.SH|603709.SH,jq_microcap signal=000001.SH last=3870.60 ma_short=3838.45 ma_long=3831.79 band=22-32 tr=1.00 | selected=40 periodic_rebalance=false exits=3 projected_positions=35 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 301390.SZ rejected by ma_filter | 300675.SZ rejected by ma_filter | 002316.SZ rejected by st_or_special_name | 002795.SZ rejected by ma_filter | 002780.SZ rejected by ma_filter | 002853.SZ rejected by ma_filter | 301027.SZ rejected by ma_filter | 603183.SH rejected by ma_filter | 301336.SZ rejected by ma_filter | 002760.SZ rejected by ma_filter | 003003.SZ rejected by ma_filter | 000663.SZ rejected by ma_filter
2025-09-16,15213384.98,14645508.52,567876.46,3.8775,6,0,6,0,002133.SZ:Sell|002633.SZ:Buy|300883.SZ:Buy|301272.SZ:Sell|600235.SH:Buy|600448.SH:Sell,,35,37,29,002633.SZ|003017.SZ|300585.SZ|300665.SZ|301057.SZ|600356.SH,001218.SZ|002679.SZ|301272.SZ|600303.SH|600448.SH|601996.SH|603536.SH|603709.SH,jq_microcap signal=000001.SH last=3860.50 ma_short=3845.19 ma_long=3830.28 band=22-32 tr=1.00 | selected=40 periodic_rebalance=false exits=3 projected_positions=35 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002760.SZ rejected by ma_filter | 603331.SH rejected by ma_filter | 301336.SZ rejected by ma_filter | 300675.SZ rejected by ma_filter | 000637.SZ rejected by ma_filter | 002795.SZ rejected by ma_filter | 300886.SZ rejected by ma_filter | 600671.SH rejected by st_or_special_name | 002853.SZ rejected by ma_filter | 603616.SH rejected by ma_filter | 603183.SH rejected by ma_filter | 002780.SZ rejected by ma_filter
2025-09-17,15272148.98,14565325.06,706823.92,4.8528,0,4,-4,0,,003003.SZ:Buy|301272.SZ:Sell|600791.SH:Buy|603637.SH:Sell,35,37,28,002633.SZ|003017.SZ|300585.SZ|300665.SZ|301057.SZ|600356.SH|603637.SH,001218.SZ|002679.SZ|003003.SZ|600303.SH|600448.SH|600791.SH|601996.SH|603536.SH|603709.SH,jq_microcap signal=000001.SH last=3861.87 ma_short=3856.10 ma_long=3830.66 band=22-32 tr=1.00 | selected=40 periodic_rebalance=false exits=0 projected_positions=35 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 603616.SH rejected by ma_filter | 002836.SZ rejected by ma_filter | 603022.SH rejected by ma_filter | 301336.SZ rejected by ma_filter | 300886.SZ rejected by ma_filter | 301390.SZ rejected by ma_filter | 300675.SZ rejected by ma_filter | 301515.SZ rejected by ma_filter | 000637.SZ rejected by ma_filter | 600697.SH rejected by ma_filter | 603331.SH rejected by ma_filter | 002760.SZ rejected by ma_filter
2025-09-18,15279727.72,14244872.35,1034855.37,7.2648,4,4,0,3,301057.SZ:Sell,600448.SH:Sell,35,37,29,002633.SZ|003017.SZ|300585.SZ|300665.SZ|600356.SH|603637.SH,001218.SZ|002679.SZ|003003.SZ|600303.SH|600791.SH|601996.SH|603536.SH|603709.SH,jq_microcap signal=000001.SH last=3876.34 ma_short=3868.92 ma_long=3836.94 band=22-32 tr=1.00 | selected=40 periodic_rebalance=false exits=2 projected_positions=35 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002836.SZ rejected by ma_filter | 600778.SH rejected by ma_filter | 301515.SZ rejected by ma_filter | 301336.SZ rejected by ma_filter | 301390.SZ rejected by ma_filter | 000637.SZ rejected by ma_filter | 002795.SZ rejected by ma_filter | 300675.SZ rejected by ma_filter | 603331.SH rejected by ma_filter | 300668.SZ rejected by ma_filter | 000663.SZ rejected by ma_filter | 002696.SZ rejected by ma_filter
2025-09-19,14983281.37,14097019.77,886261.60,6.2869,4,14,-10,3,600791.SH:Buy,002748.SZ:Buy|002817.SZ:Buy|003008.SZ:Buy|301429.SZ:Buy|600319.SH:Sell|600706.SH:Sell|600778.SH:Sell|600791.SH:Sell|603183.SH:Buy|603709.SH:Sell|605069.SH:Buy,35,37,25,002633.SZ|003017.SZ|300585.SZ|300665.SZ|600319.SH|600356.SH|600706.SH|600778.SH|600791.SH|603637.SH,001218.SZ|002679.SZ|002748.SZ|002817.SZ|003003.SZ|003008.SZ|301429.SZ|600303.SH|601996.SH|603183.SH|603536.SH|605069.SH,jq_microcap signal=000001.SH last=3831.66 ma_short=3860.19 ma_long=3843.51 band=22-32 tr=1.00 | selected=40 periodic_rebalance=false exits=2 projected_positions=35 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 000952.SZ rejected by ma_filter | 603879.SH rejected by st_or_special_name | 002524.SZ rejected by ma_filter | 600671.SH rejected by st_or_special_name | 603029.SH rejected by ma_filter | 002800.SZ rejected by ma_filter | 002760.SZ rejected by ma_filter | 603041.SH rejected by ma_filter | 600051.SH rejected by ma_filter | 605177.SH rejected by ma_filter | 300517.SZ rejected by ma_filter | 002144.SZ rejected by ma_filter
