fidc-backtest-engine/data/demo/聚宽微盘股策略_spec2_按日对比.csv

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,engine_diagnostics
2025-01-02,10013267.27,9888279.81,124987.45999999903,1.263995987184742,22,22,0,22,0,0,22,22,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
2025-01-03,9844431.48,9573330.68,271100.80000000075,2.8318336539483324,13,12,1,9,4,3,21,21,jq_microcap signal=000001.SH last=3262.56 ma_short=3363.97 ma_long=3369.61 band=17-27 tr=0.50 | selected=13 periodic_rebalance=false exits=7 projected_positions=21 intents=13 | 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
2025-01-06,9580150.67,9496499.65,83651.01999999955,0.8808616130470721,17,17,0,15,2,2,18,17,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=10 projected_positions=18 intents=17 | 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
2025-01-07,9527866.32,9639334.01,-111467.68999999948,-1.1563837282156744,3,3,0,3,0,0,17,16,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
2025-01-08,9703091.41,9688063.56,15027.849999999627,0.15511716977215648,2,2,0,2,0,0,17,16,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=1 projected_positions=17 intents=2 | 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
2025-01-09,9718271.92,9697972.74,20299.179999999702,0.2093136425953668,2,2,0,1,1,1,17,16,jq_microcap signal=000001.SH last=3230.17 ma_short=3228.15 ma_long=3309.14 band=17-27 tr=0.50 | selected=4 periodic_rebalance=false exits=1 projected_positions=17 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 301081.SZ rejected by ma_filter | 300640.SZ rejected by ma_filter | 301198.SZ rejected by ma_filter | 300845.SZ rejected by ma_filter | 300958.SZ rejected by ma_filter | 300716.SZ rejected by ma_filter | 300971.SZ rejected by ma_filter | 603356.SH rejected by ma_filter | 301515.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter | 600697.SH rejected by ma_filter | 300838.SZ rejected by ma_filter
2025-01-10,9715845.92,9625259.74,90586.1799999997,0.9411297195809462,0,0,0,0,0,0,17,16,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
2025-01-13,9647118.63,9580856.97,66261.66000000015,0.6916047302186179,8,12,-4,8,0,4,17,16,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=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 | 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
2025-01-14,9614617.63,9700951.97,-86334.33999999985,-0.8899574007477521,0,0,0,0,0,0,17,16,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
2025-01-15,9744227.58,9658347.31,85880.26999999955,0.8891818366386697,6,10,-4,6,0,4,17,16,jq_microcap signal=000001.SH last=3240.94 ma_short=3202.36 ma_long=3227.41 band=17-27 tr=0.50 | selected=23 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 | 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
2025-01-16,9689398.88,9672603.66,16795.22000000067,0.17363701222924574,8,6,2,5,3,1,17,16,jq_microcap signal=000001.SH last=3227.12 ma_short=3201.75 ma_long=3214.95 band=17-27 tr=0.50 | selected=29 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 | 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
2025-01-17,9707725.7,9632752.15,74973.54999999888,0.7783191016702208,8,8,0,6,2,2,17,16,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
2025-01-20,9661537.09,9643287.73,18249.359999999404,0.1892441718110946,6,2,4,1,5,1,17,16,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=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 | 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
2025-01-21,9698354.33,9641989.81,56364.51999999955,0.5845735279821827,6,2,4,2,4,0,17,16,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=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 | 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
2025-01-22,9658303.33,9588882.59,69420.74000000022,0.7239711128843869,0,2,-2,0,0,2,17,16,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=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 | 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
2025-01-23,9490656.75,9503727.34,-13070.589999999851,-0.13753119731231528,49,48,1,43,6,5,40,40,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=0 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
2025-01-24,9495101.59,9563867.67,-68766.08000000007,-0.719019567948498,4,6,-2,4,0,2,40,40,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=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 | 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
2025-01-27,9528889.36,9587633.67,-58744.31000000052,-0.6127091628856584,6,0,6,0,6,0,40,40,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=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 | 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
2025-02-05,9342842.36,9692828.67,-349986.3100000005,-3.6107757798632436,0,0,0,0,0,0,40,40,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
2025-02-06,9467500.95,9825534.31,-358033.36000000127,-3.6439072797864083,2,2,0,2,0,0,40,40,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
2025-02-07,9608662.1,9878640.58,-269978.48000000045,-2.7329517438521935,10,8,2,8,2,0,40,40,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=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 | 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
2025-02-10,9644919.7,10035004.66,-390084.9600000009,-3.8872424400050143,4,4,0,4,0,0,40,40,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
2025-02-11,10006872.99,10048169.39,-41296.40000000037,-0.4109843136312849,2,6,-4,2,0,4,40,40,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=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 | 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
2025-02-12,10025059.43,10061596.32,-36536.890000000596,-0.36313213965237473,4,4,0,4,0,0,40,40,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
2025-02-13,10029876.51,9947857.95,82018.56000000052,0.8244846318900293,4,2,2,2,2,0,40,40,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=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 | 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
2025-02-14,9917698.19,9939775.95,-22077.759999999776,-0.22211526810118673,2,0,2,0,2,0,40,40,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=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 | 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
2025-02-17,9913196.03,10165276.21,-252080.18000000156,-2.4798163354579574,2,2,0,1,1,1,40,40,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 | 600892.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
2025-02-18,10141231.74,9978899.85,162331.8900000006,1.6267513697915368,4,6,-2,4,0,2,40,40,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=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 | 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
2025-02-19,9931025.74,10138151.85,-207126.1099999994,-2.043036177249598,0,0,0,0,0,0,40,40,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
2025-02-20,10084581.42,10214788.61,-130207.18999999948,-1.2746929473658435,6,6,0,5,1,1,40,40,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
2025-02-21,10216160.03,10148190.18,67969.84999999963,0.6697731200776494,54,56,-2,50,4,6,40,40,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=54 | 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
2025-02-24,10151509.64,10228728.29,-77218.64999999851,-0.7549193586018943,4,4,0,3,1,1,40,40,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
2025-02-25,10215559.24,10152773.65,62785.58999999985,0.6184082514239826,4,2,2,2,2,0,40,40,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=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 | 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
2025-02-26,10176552.0,10272568.76,-96016.75999999978,-0.9346908474721154,6,6,0,3,3,3,40,40,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=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 | 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
2025-02-27,10277181.41,10265649.76,11531.650000000373,0.11233239268432214,4,0,4,0,4,0,40,40,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=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 | 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
2025-02-28,10248499.41,10091014.93,157484.48000000045,1.5606406401382704,0,4,-4,0,0,4,40,40,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=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 | 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
2025-03-03,10005832.11,10167473.69,-161641.58000000007,-1.5897909837620645,4,6,-2,2,2,4,40,40,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=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 | 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
2025-03-04,10078326.48,10343001.64,-264675.16000000015,-2.5589782271367807,4,2,2,2,2,0,40,40,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=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 | 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
2025-03-05,10259063.48,10319313.6,-60250.11999999918,-0.5838578255824998,0,4,-4,0,0,4,40,40,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=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 | 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
2025-03-06,10288257.21,10444684.6,-156427.38999999873,-1.497674616234929,2,0,2,0,2,0,40,40,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
2025-03-07,10414577.78,10389218.68,25359.099999999627,0.2440905402137481,4,6,-2,2,2,4,40,40,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
2025-03-10,10362381.08,10499246.76,-136865.6799999997,-1.3035761814974212,4,4,0,2,2,2,40,40,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
2025-03-11,10538083.9,10577752.29,-39668.38999999873,-0.3750171956427875,6,4,2,3,3,1,40,40,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=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 | 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
2025-03-12,10586909.77,10700846.43,-113936.66000000015,-1.0647443708805766,8,6,2,5,3,1,40,40,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=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 | 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
2025-03-13,10726348.5,10648029.53,78318.97000000067,0.7355254770785808,2,4,-2,2,0,2,40,40,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=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 | 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
2025-03-14,10616971.14,10762469.4,-145498.25999999978,-1.351904052800371,36,30,6,30,6,0,40,40,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=36 | 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
2025-03-17,10723359.05,10854643.27,-131284.2199999988,-1.2094752147483407,2,4,-2,1,1,3,40,40,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 | 600892.SH rejected by ma_filter
2025-03-18,10860583.95,10916176.5,-55592.550000000745,-0.509267599328398,10,4,6,3,7,1,40,40,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
2025-03-19,10895666.36,10894540.56,1125.7999999988824,0.010333616124504863,4,12,-8,4,0,8,40,40,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=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 | 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
2025-03-20,10861015.6,10894565.95,-33550.34999999963,-0.307954902967012,10,6,4,6,4,0,40,40,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=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 | 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
2025-03-21,10881926.47,10731677.83,150248.6400000006,1.400047992309145,6,6,0,4,2,2,40,40,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=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 | 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
2025-03-24,10707572.14,10222195.39,485376.75,4.748263278892383,8,4,4,4,4,0,40,40,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=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 | 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
2025-03-25,10225822.98,10300788.76,-74965.77999999933,-0.7277673753597033,14,20,-6,14,0,6,40,40,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=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 | 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
2025-03-26,10333939.06,10585136.34,-251197.27999999933,-2.373113315987759,2,2,0,2,0,0,40,40,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
2025-03-27,10606241.52,10563864.51,42377.00999999978,0.4011506391423774,10,14,-4,9,1,5,40,40,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
2025-03-28,10575263.54,10323683.63,251579.9099999983,2.43691998918799,8,4,4,4,4,0,40,40,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=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 | 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
2025-03-31,10316030.67,10178588.94,137441.73000000045,1.3503023927008144,12,24,-12,10,2,14,40,40,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=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 | 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
2025-04-01,10206695.23,10346499.01,-139803.77999999933,-1.3512182223656284,2,4,-2,1,1,3,40,40,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=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 | 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
2025-04-02,10390620.23,10402605.01,-11984.77999999933,-0.11520941137799993,0,0,0,0,0,0,40,40,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
2025-04-03,10443429.23,10436266.57,7162.660000000149,0.06863239791698948,0,2,-2,0,0,2,40,40,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=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 | 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
2025-04-07,10421300.3,9239503.45,1181796.8500000015,12.7906965606469,52,75,-23,40,12,29,40,40,jq_microcap signal=000001.SH last=3342.01 ma_short=3345.52 ma_long=3357.49 band=18-28 tr=0.50 | selected=34 periodic_rebalance=true exits=22 projected_positions=40 intents=52 | 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 lower_limit | 300621.SZ rejected by ma_filter | 002696.SZ rejected by ma_filter | 600408.SH rejected by ma_filter | 300030.SZ rejected by ma_filter | 002231.SZ rejected by ma_filter | 003017.SZ rejected by ma_filter | 605122.SH rejected by ma_filter | 002890.SZ rejected by ma_filter | 300958.SZ rejected by ma_filter | 600281.SH rejected by ma_filter | 300591.SZ rejected by ma_filter
2025-04-08,9164726.78,9261232.35,-96505.5700000003,-1.0420381041406472,36,22,14,15,21,7,40,40,jq_microcap signal=000001.SH last=3096.58 ma_short=3294.58 ma_long=3330.66 band=16-26 tr=0.50 | selected=27 periodic_rebalance=false exits=18 projected_positions=40 intents=36 | 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
2025-04-09,9276480.27,9481418.98,-204938.7100000009,-2.161477205387678,8,16,-8,3,5,13,40,40,jq_microcap signal=000001.SH last=3145.55 ma_short=3256.54 ma_long=3308.22 band=16-26 tr=0.50 | selected=7 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 | 300958.SZ rejected by ma_filter | 300845.SZ rejected by ma_filter | 301505.SZ rejected by ma_filter | 300970.SZ rejected by ma_filter | 301359.SZ rejected by ma_filter | 301231.SZ rejected by ma_filter | 301049.SZ rejected by ma_filter | 002800.SZ rejected by ma_filter | 301390.SZ rejected by ma_filter | 001202.SZ rejected by ma_filter | 301353.SZ rejected by ma_filter | 300849.SZ rejected by ma_filter
2025-04-10,9671057.61,9892524.01,-221466.40000000037,-2.2387249176866075,14,11,3,8,6,3,34,39,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=10 projected_positions=34 intents=14 | 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
2025-04-11,10263321.48,10021057.89,242263.58999999985,2.4175450602052138,12,15,-3,9,3,6,34,36,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=6 projected_positions=34 intents=12 | 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
2025-04-14,10355696.64,10239970.92,115725.72000000067,1.1301371937880529,12,13,-1,8,4,5,30,31,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=8 projected_positions=30 intents=12 | 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
2025-04-15,10610142.1,10323689.88,286452.2199999988,2.7747077191357747,8,6,2,5,3,1,30,31,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=4 projected_positions=30 intents=8 | 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
2025-04-16,10615224.83,10267355.23,347869.5999999996,3.3881130262598274,4,4,0,2,2,2,30,32,jq_microcap signal=000001.SH last=3267.66 ma_short=3235.83 ma_long=3246.18 band=17-27 tr=0.50 | selected=15 periodic_rebalance=false exits=2 projected_positions=30 intents=4 | 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
2025-04-17,10511807.99,10314776.22,197031.76999999955,1.9101894776734143,6,6,0,4,2,2,30,32,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=3 projected_positions=30 intents=6 | 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
2025-04-18,10624246.21,10172429.65,451816.5600000005,4.4415795984394,8,10,-2,7,1,3,30,33,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=4 projected_positions=30 intents=8 | 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
2025-04-21,10513114.04,10273427.65,239686.38999999873,2.333071280255706,2,10,-8,2,0,8,30,33,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=1 projected_positions=30 intents=2 | 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
2025-04-22,10693888.03,10430343.86,263544.1699999999,2.526706439762571,10,12,-2,7,3,5,30,33,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=5 projected_positions=30 intents=10 | 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
2025-04-23,10836046.47,10272642.86,563403.6100000013,5.484504987453651,12,10,2,8,4,2,30,33,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=30 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
2025-04-24,10761990.19,10229570.94,532419.25,5.204707539767059,6,4,2,2,4,2,30,33,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=3 projected_positions=30 intents=6 | 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
2025-04-25,10769136.19,10207438.94,561697.25,5.5028225326812485,0,0,0,0,0,0,30,33,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=30 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
2025-04-28,10766988.64,10119181.94,647806.7000000011,6.4017694695190075,58,65,-7,53,5,12,40,40,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=3 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 | 600281.SH 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
2025-04-29,10647598.64,10370589.55,277009.08999999985,2.671102627911832,0,2,-2,0,0,2,40,40,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=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 | 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
2025-04-30,10589710.69,10449418.91,140291.77999999933,1.3425797281965732,6,8,-2,6,0,2,40,40,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=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 | 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
2025-05-06,10910664.2,10722967.02,187697.1799999997,1.7504220580919,26,14,12,13,13,1,40,40,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=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 | 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
2025-05-07,11270151.05,10861959.49,408191.5600000005,3.7579919201116496,14,24,-10,12,2,12,40,40,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
2025-05-08,11349097.74,11006783.98,342313.7599999998,3.110025240996869,12,18,-6,7,5,11,40,40,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=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 | 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
2025-05-09,11546874.34,10956927.21,589947.129999999,5.384238835333095,4,8,-4,3,1,5,40,40,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=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 | 301113.SZ rejected by ma_filter | 605567.SH rejected by ma_filter | 300517.SZ rejected by ma_filter | 605189.SH rejected by ma_filter | 603183.SH rejected by ma_filter
2025-05-12,11529792.11,11008153.72,521638.38999999873,4.7386546669698815,8,2,6,2,6,0,40,40,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=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 | 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
2025-05-13,11526006.47,10985230.79,540775.6800000016,4.922752105420278,6,4,2,3,3,1,40,40,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=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 | 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
2025-05-14,11520814.29,11018949.26,501865.02999999933,4.55456339945066,2,2,0,1,1,1,40,40,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=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 | 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
2025-05-15,11523859.2,11132428.18,391431.01999999955,3.516133350882301,2,2,0,0,2,2,40,40,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
2025-05-16,11613977.44,11153148.66,460828.77999999933,4.1318267517829295,2,6,-4,2,0,4,40,40,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=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 | 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
2025-05-19,11710488.54,11303383.2,407105.33999999985,3.6016238041014113,6,8,-2,3,3,5,40,40,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
2025-05-20,11889338.29,11542571.49,346766.7999999989,3.0042421682241525,8,8,0,8,0,0,40,40,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=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 | 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
2025-05-21,12112722.32,11410129.78,702592.540000001,6.15762093461483,10,4,6,1,9,3,40,40,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
2025-05-22,11986573.42,11291996.62,694576.8000000007,6.151053913439808,26,26,0,20,6,6,40,40,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=26 | 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
2025-05-23,11848567.42,11188260.62,660306.8000000007,5.9017824345246686,0,0,0,0,0,0,40,40,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
2025-05-26,11731653.17,11277639.07,454014.0999999996,4.025790302225017,2,2,0,2,0,0,40,40,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
2025-05-27,11819581.17,11358941.07,460640.0999999996,4.055308476039128,0,0,0,0,0,0,40,40,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
2025-05-28,11926258.17,11318137.54,608120.6300000008,5.372974377195993,0,0,0,0,0,0,40,40,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=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 | 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
2025-05-29,11877341.17,11489635.24,387705.9299999997,3.3743972014902686,0,2,-2,0,0,2,40,40,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=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 | 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
2025-05-30,12065783.2,11397686.99,668096.209999999,5.861682379821163,2,4,-2,2,0,2,40,40,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=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 | 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
2025-06-03,11961432.24,11567246.99,394185.25,3.4077706678242197,6,0,6,0,6,0,40,40,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=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 | 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
2025-06-04,11983636.0,11677946.98,305689.01999999955,2.6176606258234574,4,6,-2,2,2,4,40,40,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=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 | 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
2025-06-05,12114949.71,12123210.59,-8260.879999998957,-0.06814102533872553,2,4,-2,2,0,2,40,40,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
2025-06-06,12262001.72,12043034.09,218967.63000000082,1.8182098328677971,8,6,2,4,4,2,40,40,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=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 | 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
2025-06-09,12453811.26,12158944.34,294866.9199999999,2.425102967450544,12,10,2,6,6,4,40,40,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=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 | 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
2025-06-10,12559479.46,11987855.39,571624.0700000003,4.768359739114272,6,2,4,2,4,0,40,40,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=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 | 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
2025-06-11,12410787.6,11992575.04,418212.5600000005,3.487262398651629,8,4,4,2,6,2,40,40,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
2025-06-12,12429044.94,12126991.64,302053.2999999989,2.490752108739797,2,2,0,1,1,1,40,40,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
2025-06-13,12437686.25,12026170.9,411515.3499999996,3.4218318816673357,26,24,2,15,11,9,40,40,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=0 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
2025-06-16,12340112.2,12218699.86,121412.33999999985,0.9936600570529102,6,6,0,2,4,4,40,40,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=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 | 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
2025-06-17,12381249.56,12098480.54,282769.0200000014,2.337227547418954,2,4,-2,2,0,2,40,40,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=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 | 600543.SH rejected by ma_filter | 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
2025-06-18,12268106.66,12026485.98,241620.6799999997,2.009071314778182,2,2,0,2,0,0,40,40,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
2025-06-19,12136066.66,11637884.13,498182.52999999933,4.280696769576784,0,2,-2,0,0,2,40,40,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=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 | 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
2025-06-20,11740430.93,11608302.54,132128.3900000006,1.1382231772880775,6,4,2,4,2,0,40,40,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=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 | 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
2025-06-23,11598451.31,11922254.85,-323803.5399999991,-2.7159588859149335,2,2,0,1,1,1,40,40,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=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 | 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
2025-06-24,11884884.31,12295953.85,-411069.5399999991,-3.3431285202814838,0,0,0,0,0,0,40,40,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=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 | 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
2025-06-25,12193617.34,12371243.39,-177626.05000000075,-1.4357978773870097,2,2,0,2,0,0,40,40,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=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 | 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
2025-06-26,12321582.06,12451708.32,-130126.25999999978,-1.0450474477545406,4,6,-2,2,2,4,40,40,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=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 | 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
2025-06-27,12311710.84,12542164.23,-230453.3900000006,-1.8374292169510253,2,2,0,2,0,0,40,40,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
2025-06-30,12663605.51,12747502.13,-83896.62000000104,-0.6581416433150346,8,8,0,7,1,1,40,40,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=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 | 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
2025-07-01,12840253.71,12830732.64,9521.070000000298,0.07420519363265524,4,6,-2,2,2,4,40,40,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=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 | 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
2025-07-02,12909916.88,12886620.64,23296.240000000224,0.1807785039290194,2,0,2,0,2,0,40,40,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=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 | 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
2025-07-03,13046042.26,12943112.86,102929.40000000037,0.795244552939797,10,6,4,4,6,2,40,40,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
2025-07-04,13005739.53,12770873.95,234865.58000000007,1.8390721020310448,34,36,-2,28,6,8,40,40,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=2 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
2025-07-07,12894918.53,12989079.95,-94161.41999999993,-0.7249275573209474,0,0,0,0,0,0,40,40,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=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 | 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
2025-07-08,13041437.47,13007910.57,33526.90000000037,0.2577423931351672,2,2,0,1,1,1,40,40,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=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 | 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
2025-07-09,13117100.12,13050464.43,66635.68999999948,0.510600142680129,6,10,-4,5,1,5,40,40,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=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 | 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
2025-07-10,13115931.02,13037751.13,78179.88999999873,0.5996424476925779,2,2,0,2,0,0,40,40,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
2025-07-11,13143345.08,12960241.13,183103.94999999925,1.4128128339846657,4,0,4,0,4,0,40,40,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=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 | 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
2025-07-14,13116704.56,13120967.41,-4262.8499999996275,-0.03248883917469945,2,8,-6,2,0,6,40,40,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
2025-07-15,13250442.56,12921238.41,329204.1500000004,2.5477755270363467,0,0,0,0,0,0,40,40,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
2025-07-16,13020432.43,12997767.41,22665.019999999553,0.17437625466787415,2,0,2,0,2,0,40,40,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=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 | 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
2025-07-17,13147900.96,12997646.19,150254.77000000142,1.1560152338629048,6,2,4,2,4,0,40,40,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=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 | 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
2025-07-18,13135171.96,13020743.19,114428.77000000142,0.8788190376712391,0,0,0,0,0,0,40,40,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=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 | 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
2025-07-21,13203489.04,13290995.63,-87506.59000000171,-0.658390029129832,18,16,2,11,7,5,40,40,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=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 | 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
2025-07-22,13430526.26,13232655.42,197870.83999999985,1.4953222442483873,2,2,0,2,0,0,40,40,jq_microcap signal=000001.SH last=3559.79 ma_short=3523.97 ma_long=3514.99 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 | 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
2025-07-23,13462881.57,13216165.31,246716.25999999978,1.8667764378924812,4,4,0,2,2,2,40,40,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=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 | 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
2025-07-24,13388462.62,13419448.89,-30986.270000001416,-0.2309056821483331,6,8,-2,3,3,5,40,40,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=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 | 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
2025-07-25,13487557.52,13468130.65,19426.86999999918,0.14424325472369234,46,50,-4,41,5,9,40,40,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=2 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
2025-07-28,13516180.33,13471641.65,44538.6799999997,0.3306106349703839,4,0,4,0,4,0,40,40,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=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 | 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
2025-07-29,13634472.33,13395779.9,238692.4299999997,1.781847953473763,0,4,-4,0,0,4,40,40,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=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 | 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
2025-07-30,13553028.33,13367390.9,185637.4299999997,1.38873345882329,0,0,0,0,0,0,40,40,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
2025-07-31,13561318.33,13179504.74,381813.58999999985,2.8970253247922866,0,4,-4,0,0,4,40,40,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
2025-08-01,13283076.36,13437692.4,-154616.04000000097,-1.1506145206895861,2,0,2,0,2,0,40,40,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
2025-08-04,13494793.44,13606743.35,-111949.91000000015,-0.822753153494294,2,4,-2,2,0,2,40,40,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
2025-08-05,13675797.66,13856735.08,-180937.41999999993,-1.3057723840095232,6,4,2,3,3,1,40,40,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=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 | 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
2025-08-06,13909126.16,13871432.42,37693.74000000022,0.2717364642576705,8,12,-4,7,1,5,40,40,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=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 | 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
2025-08-07,14047537.71,13836183.14,211354.5700000003,1.5275496707540712,4,4,0,3,1,1,40,40,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=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 | 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
2025-08-08,13991891.14,14093324.21,-101433.0700000003,-0.7197242360182693,4,4,0,3,1,1,40,40,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=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 | 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
2025-08-11,14152368.17,14249703.95,-97335.77999999933,-0.6830722963897039,12,14,-2,8,4,6,40,40,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=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 | 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
2025-08-12,14346481.54,14197412.73,149068.80999999866,1.0499716591672168,6,4,2,3,3,1,40,40,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=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 | 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
2025-08-13,14287668.44,14074178.05,213490.38999999873,1.516894196176513,2,2,0,2,0,0,40,40,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=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 | 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
2025-08-14,14235882.87,13673377.04,562505.8300000001,4.113876391724221,2,2,0,2,0,0,40,40,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
2025-08-15,13806614.83,13954698.8,-148083.97000000067,-1.061176397443997,50,54,-4,46,4,8,40,40,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=50 | 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
2025-08-18,13845149.71,14038892.8,-193743.08999999985,-1.380045369389813,2,0,2,0,2,0,40,40,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=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 | 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
2025-08-19,13905871.77,14342695.49,-436823.72000000067,-3.045618031175259,2,2,0,1,1,1,40,40,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=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 | 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
2025-08-20,14218241.55,14386377.49,-168135.93999999948,-1.1687163090004493,2,0,2,0,2,0,40,40,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=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 | 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
2025-08-21,14310451.21,14533677.22,-223226.00999999978,-1.5359224415195851,4,6,-2,2,2,4,40,40,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=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 | 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
2025-08-22,14376701.58,14532869.5,-156167.91999999993,-1.0745842037596218,2,2,0,1,1,1,40,40,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=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 | 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
2025-08-25,14314556.58,14922842.22,-608285.6400000006,-4.0762049952170605,0,2,-2,0,0,2,40,40,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=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 | 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
2025-08-26,14329221.62,14848149.62,-518928.0,-3.4949001274948093,10,6,4,5,5,1,40,40,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=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 | 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
2025-08-27,14462024.25,14261365.17,200659.08000000007,1.4070117243901978,2,2,0,2,0,0,40,40,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
2025-08-28,13879278.25,14203415.17,-324136.9199999999,-2.2821055085725552,0,0,0,0,0,0,40,40,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=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 | 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
2025-08-29,13764057.07,14017097.78,-253040.70999999903,-1.8052289708718794,14,14,0,11,3,3,40,40,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=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 | 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
2025-09-01,13601362.07,14272402.78,-671040.709999999,-4.701666007775035,0,0,0,0,0,0,40,40,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
2025-09-02,13800910.13,14158544.64,-357634.5099999998,-2.525927057429539,8,5,3,2,6,3,40,40,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=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 | 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
2025-09-03,13752249.78,13723106.88,29142.89999999851,0.21236371803291318,2,4,-2,1,1,3,40,40,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=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 | 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
2025-09-04,13381015.12,13963761.42,-582746.3000000007,-4.173275971081442,2,6,-4,1,1,5,40,40,jq_microcap signal=000001.SH last=3813.56 ma_short=3849.75 ma_long=3839.79 band=22-32 tr=1.00 | selected=3 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 | 603028.SH rejected by ma_filter | 603908.SH rejected by ma_filter | 603023.SH rejected by st_or_special_name | 300845.SZ rejected by ma_filter | 603182.SH rejected by ma_filter | 300246.SZ rejected by ma_filter | 300721.SZ rejected by ma_filter | 002999.SZ rejected by ma_filter | 603578.SH rejected by ma_filter | 002802.SZ rejected by ma_filter | 300851.SZ rejected by ma_filter | 603779.SH rejected by ma_filter
2025-09-05,13485968.38,14098712.25,-612743.8699999992,-4.34609813389162,64,70,-6,59,5,11,36,36,jq_microcap signal=000001.SH last=3765.88 ma_short=3834.20 ma_long=3839.27 band=21-31 tr=0.50 | selected=36 periodic_rebalance=true exits=2 projected_positions=36 intents=64 | 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
2025-09-08,13508306.35,14118369.36,-610063.0099999998,-4.32105857584675,12,8,4,8,4,0,36,37,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=6 projected_positions=36 intents=12 | 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 | 002748.SZ rejected by st_or_special_name | 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
2025-09-09,13587933.96,14104671.42,-516737.45999999903,-3.663590909798018,6,8,-2,4,2,4,36,37,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=3 projected_positions=36 intents=6 | 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
2025-09-10,13572296.96,14211835.27,-639538.3099999987,-4.500040268198231,0,6,-6,0,0,6,36,37,jq_microcap signal=000001.SH last=3807.29 ma_short=3805.22 ma_long=3826.16 band=21-31 tr=0.50 | selected=35 periodic_rebalance=false exits=0 projected_positions=36 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 | 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
2025-09-11,13703064.97,14311864.03,-608799.0599999987,-4.253806902607911,10,4,6,4,6,0,36,37,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=5 projected_positions=36 intents=10 | 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
2025-09-12,13791525.32,14309319.47,-517794.1500000004,-3.618579842916879,10,12,-2,9,1,3,36,37,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=5 projected_positions=36 intents=10 | 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
2025-09-15,13850333.63,14523385.52,-673051.8899999987,-4.634263058521349,2,6,-4,2,0,4,36,37,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=1 projected_positions=36 intents=2 | 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
2025-09-16,14005788.65,14645508.52,-639719.8699999992,-4.368027707104835,2,0,2,0,2,0,36,37,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=1 projected_positions=36 intents=2 | 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 | 300013.SZ rejected by st_or_special_name | 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
2025-09-17,14077564.39,14565325.06,-487760.6699999999,-3.3487798452196023,6,4,2,4,2,0,36,37,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=3 projected_positions=36 intents=6 | 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
2025-09-18,13948682.79,14244872.35,-296189.5600000005,-2.079271422885025,2,4,-2,2,0,2,36,37,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=1 projected_positions=36 intents=2 | 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
2025-09-19,13697237.45,14097019.77,-399782.3200000003,-2.8359350169230866,8,14,-6,8,0,6,36,37,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=4 projected_positions=36 intents=8 | 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