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chore: sync local changes

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boris
2026-04-22 14:45:59 +08:00
parent 44bcdef920
commit 5815379da2
22 changed files with 67512 additions and 1 deletions
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177
data/demo/聚宽微盘股策略_spec2_按日对比.csv Normal file
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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
1 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
2 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
3 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
4 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
5 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
6 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
7 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
8 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
9 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
10 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
11 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
12 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
13 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
14 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
15 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
16 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
17 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
18 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
19 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
20 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
21 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
22 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
23 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
24 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
25 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
26 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
27 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
28 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
29 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
30 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
31 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
32 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
33 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
34 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
35 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
36 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
37 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
38 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
39 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
40 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
41 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
42 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
43 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
44 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
45 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
46 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
47 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
48 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
49 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
50 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
51 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
52 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
53 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
54 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
55 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
56 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
57 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
58 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
59 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
60 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
61 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
62 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
63 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
64 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
65 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
66 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
67 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
68 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
69 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
70 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
71 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
72 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
73 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
74 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
75 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
76 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
77 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
78 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
79 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
80 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
81 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
82 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
83 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
84 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
85 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
86 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
87 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
88 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
89 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
90 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
91 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
92 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
93 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
94 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
95 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
96 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
97 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
98 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
99 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
100 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
101 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
102 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
103 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
104 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
105 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
106 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
107 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
108 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
109 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
110 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
111 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
112 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
113 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
114 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
115 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
116 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
117 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
118 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
119 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
120 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
121 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
122 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
123 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
124 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
125 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
126 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
127 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
128 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
129 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
130 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
131 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
132 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
133 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
134 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
135 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
136 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
137 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
138 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
139 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
140 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
141 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
142 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
143 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
144 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
145 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
146 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
147 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
148 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
149 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
150 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
151 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
152 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
153 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
154 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
155 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
156 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
157 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
158 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
159 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
160 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
161 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
162 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
163 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
164 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
165 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
166 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
167 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
168 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
169 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
170 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
171 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
172 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
173 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
174 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
175 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
176 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
177 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