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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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data/demo/fidc_vs_jq_20250101_20250919_daily_compare.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
2025-01-02,10053888.77,9888279.81,165608.96,1.6748,26,22,4,21,5,1,0,22,jq_microcap signal=000001.SH last=3351.76 ma_short=3390.13 ma_long=3381.58 band=18-28 tr=1.00 | selected=26 periodic_rebalance=true exits=0 projected_positions=26 intents=26 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 301232.SZ rejected by ma_filter | 001202.SZ rejected by ma_filter | 301006.SZ rejected by ma_filter | 605189.SH rejected by ma_filter | 300670.SZ rejected by ma_filter | 000663.SZ rejected by ma_filter | 300472.SZ rejected by ma_filter | 003008.SZ rejected by ma_filter | 605567.SH rejected by ma_filter | 002105.SZ rejected by ma_filter | 001234.SZ rejected by ma_filter | 301156.SZ rejected by ma_filter
2025-01-03,9855000.71,9573330.68,281670.03,2.9422,10,12,-2,7,3,5,0,21,jq_microcap signal=000001.SH last=3262.56 ma_short=3363.97 ma_long=3369.61 band=17-27 tr=0.50 | selected=21 periodic_rebalance=false exits=5 projected_positions=26 intents=10 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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
2025-01-06,9583480.14,9496499.65,86980.49,0.9159,23,17,6,14,9,3,0,17,jq_microcap signal=000001.SH last=3211.43 ma_short=3326.64 ma_long=3353.75 band=17-27 tr=0.50 | selected=16 periodic_rebalance=false exits=13 projected_positions=23 intents=23 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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
2025-01-07,9470580.43,9639334.01,-168753.58,-1.7507,3,3,0,3,0,0,0,16,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=22 intents=3 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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
2025-01-08,9663925.22,9688063.56,-24138.34,-0.2492,1,2,-1,1,0,1,0,16,jq_microcap signal=000001.SH last=3229.64 ma_short=3252.46 ma_long=3325.47 band=17-27 tr=0.50 | selected=5 periodic_rebalance=false exits=1 projected_positions=21 intents=1 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 603172.SH rejected by ma_filter | 301197.SZ rejected by ma_filter | 301081.SZ rejected by ma_filter | 300640.SZ rejected by ma_filter | 301237.SZ rejected by ma_filter | 600202.SH rejected by ma_filter | 605567.SH rejected by ma_filter | 002571.SZ rejected by ma_filter | 603458.SH rejected by ma_filter | 002842.SZ rejected by ma_filter | 301178.SZ rejected by ma_filter | 300920.SZ rejected by ma_filter
2025-01-09,9684481.50,9697972.74,-13491.24,-0.1391,3,2,1,1,2,1,0,16,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=2 projected_positions=20 intents=3 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 300391.SZ rejected by ma_filter | 301081.SZ rejected by ma_filter | 300958.SZ rejected by ma_filter | 300640.SZ rejected by ma_filter | 300971.SZ rejected by ma_filter | 603356.SH rejected by ma_filter | 300845.SZ rejected by ma_filter | 301198.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter | 301515.SZ rejected by ma_filter | 600697.SH rejected by ma_filter | 301429.SZ rejected by ma_filter
2025-01-10,9682818.50,9625259.74,57558.76,0.5980,0,0,0,0,0,0,0,16,jq_microcap signal=000001.SH last=3211.39 ma_short=3217.91 ma_long=3290.94 band=17-27 tr=0.50 | selected=12 periodic_rebalance=false exits=0 projected_positions=20 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 300966.SZ rejected by ma_filter | 600857.SH rejected by ma_filter | 603356.SH rejected by ma_filter | 300804.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter | 603937.SH rejected by ma_filter | 001234.SZ rejected by ma_filter | 002144.SZ rejected by ma_filter | 001210.SZ rejected by ma_filter | 301192.SZ rejected by ma_filter | 301006.SZ rejected by ma_filter | 301156.SZ rejected by ma_filter
2025-01-13,9604816.20,9580856.97,23959.23,0.2501,12,12,0,10,2,2,0,16,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=6 projected_positions=20 intents=12 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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
2025-01-14,9555395.20,9700951.97,-145556.77,-1.5004,0,0,0,0,0,0,0,16,jq_microcap signal=000001.SH last=3160.76 ma_short=3200.10 ma_long=3244.05 band=16-26 tr=0.50 | selected=15 periodic_rebalance=false exits=0 projected_positions=20 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 002072.SZ rejected by ma_filter | 300385.SZ rejected by ma_filter | 002883.SZ rejected by ma_filter | 301288.SZ rejected by ma_filter | 301053.SZ rejected by ma_filter | 002857.SZ rejected by ma_filter | 301131.SZ rejected by ma_filter | 300877.SZ rejected by ma_filter | 301300.SZ rejected by ma_filter | 605069.SH rejected by ma_filter | 300591.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter
2025-01-15,9725312.51,9658347.31,66965.20,0.6933,8,10,-2,8,0,2,0,16,jq_microcap signal=000001.SH last=3240.94 ma_short=3202.36 ma_long=3227.41 band=17-27 tr=0.50 | selected=26 periodic_rebalance=false exits=4 projected_positions=20 intents=8 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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 | 002629.SZ rejected by ma_filter | 300030.SZ rejected by ma_filter | 000663.SZ rejected by ma_filter
2025-01-16,9647565.27,9672603.66,-25038.39,-0.2589,8,6,2,5,3,1,0,16,jq_microcap signal=000001.SH last=3227.12 ma_short=3201.75 ma_long=3214.95 band=17-27 tr=0.50 | selected=28 periodic_rebalance=false exits=4 projected_positions=20 intents=8 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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
2025-01-17,9686190.11,9632752.15,53437.96,0.5548,8,8,0,4,4,4,0,16,jq_microcap signal=000001.SH last=3236.03 ma_short=3206.67 ma_long=3212.29 band=17-27 tr=0.50 | selected=28 periodic_rebalance=false exits=4 projected_positions=20 intents=8 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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
2025-01-20,9656693.40,9643287.73,13405.67,0.1390,8,2,6,1,7,1,0,16,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=4 projected_positions=20 intents=8 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 600802.SH rejected by ma_filter | 301063.SZ rejected by ma_filter | 002072.SZ rejected by ma_filter | 300804.SZ rejected by ma_filter | 300710.SZ rejected by ma_filter | 300871.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
2025-01-21,9695790.16,9641989.81,53800.35,0.5580,4,2,2,1,3,1,0,16,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=2 projected_positions=20 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 600448.SH rejected by ma_filter | 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 | 002295.SZ rejected by ma_filter | 002890.SZ rejected by ma_filter | 300500.SZ rejected by ma_filter | 603073.SH rejected by ma_filter | 002809.SZ rejected by ma_filter | 301234.SZ rejected by ma_filter
2025-01-22,9657399.37,9588882.59,68516.78,0.7145,4,2,2,1,3,1,0,16,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=2 projected_positions=20 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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 | 603073.SH rejected by ma_filter | 301022.SZ rejected by ma_filter | 603458.SH rejected by ma_filter
2025-01-23,9534957.73,9503727.34,31230.39,0.3286,46,48,-2,35,11,13,0,40,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=1 projected_positions=40 intents=46 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 001231.SZ rejected by ma_filter | 600202.SH rejected by ma_filter | 000663.SZ rejected by ma_filter | 002713.SZ rejected by ma_filter | 301163.SZ rejected by ma_filter | 301234.SZ rejected by ma_filter | 603458.SH rejected by ma_filter | 002898.SZ rejected by ma_filter | 301022.SZ rejected by ma_filter | 002890.SZ rejected by ma_filter | 301300.SZ rejected by ma_filter | 300823.SZ rejected by ma_filter
2025-01-24,9576856.37,9563867.67,12988.70,0.1358,4,6,-2,1,3,5,0,40,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 execution and explicit order_value/order_target_value intents | 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 | 603028.SH 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
2025-01-27,9639208.34,9587633.67,51574.67,0.5379,4,0,4,0,4,0,0,40,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=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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 | 000663.SZ rejected by ma_filter | 300716.SZ rejected by ma_filter | 300106.SZ rejected by ma_filter
2025-02-05,9492269.34,9692828.67,-200559.33,-2.0692,0,0,0,0,0,0,0,40,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 execution and explicit order_value/order_target_value intents | 605567.SH rejected by ma_filter | 603356.SH rejected by ma_filter | 600892.SH rejected by ma_filter | 002828.SZ rejected by ma_filter | 002072.SZ rejected by ma_filter | 605178.SH rejected by ma_filter | 600358.SH rejected by ma_filter | 300334.SZ 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
2025-02-06,9629002.34,9825534.31,-196531.97,-2.0002,0,2,-2,0,0,2,0,40,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=0 projected_positions=40 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 600302.SH rejected by ma_filter | 300511.SZ rejected by ma_filter | 605567.SH rejected by ma_filter | 300961.SZ rejected by ma_filter | 600281.SH rejected by ma_filter | 001231.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 301113.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
2025-02-07,9767396.59,9878640.58,-111243.99,-1.1261,12,8,4,5,7,3,0,40,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=6 projected_positions=40 intents=12 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 002634.SZ rejected by ma_filter | 002529.SZ rejected by ma_filter | 000590.SZ rejected by ma_filter | 603789.SH rejected by ma_filter | 605567.SH rejected by ma_filter | 002828.SZ rejected by ma_filter | 300961.SZ rejected by ma_filter | 001231.SZ rejected by ma_filter | 300511.SZ rejected by ma_filter | 603261.SH rejected by ma_filter | 300710.SZ rejected by ma_filter | 603356.SH rejected by ma_filter
2025-02-10,9802303.81,10035004.66,-232700.85,-2.3189,6,4,2,2,4,2,0,40,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=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 000632.SZ rejected by ma_filter | 300591.SZ rejected by ma_filter | 300626.SZ rejected by ma_filter | 603838.SH rejected by ma_filter | 001231.SZ rejected by ma_filter | 000590.SZ rejected by ma_filter | 603356.SH rejected by ma_filter | 002199.SZ rejected by ma_filter | 003003.SZ rejected by ma_filter | 002713.SZ rejected by ma_filter
2025-02-11,10155975.00,10048169.39,107805.61,1.0729,2,6,-4,1,1,5,0,40,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 execution and explicit order_value/order_target_value intents | 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 | 600697.SH rejected by ma_filter | 002571.SZ rejected by ma_filter | 600358.SH rejected by ma_filter | 001202.SZ rejected by ma_filter
2025-02-12,10194954.46,10061596.32,133358.14,1.3254,4,4,0,2,2,2,0,40,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 execution and explicit order_value/order_target_value intents | 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 | 002857.SZ rejected by ma_filter | 600202.SH rejected by ma_filter | 301228.SZ 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
2025-02-13,10233973.10,9947857.95,286115.15,2.8761,2,2,0,1,1,1,0,40,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=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 600202.SH rejected by ma_filter | 603789.SH rejected by ma_filter | 002713.SZ rejected by ma_filter | 600358.SH rejected by ma_filter | 600892.SH rejected by ma_filter | 002718.SZ rejected by ma_filter
2025-02-14,10067469.10,9939775.95,127693.15,1.2847,0,0,0,0,0,0,0,40,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=0 projected_positions=40 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 603356.SH rejected by ma_filter | 600892.SH rejected by ma_filter | 000004.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
2025-02-17,10045140.64,10165276.21,-120135.57,-1.1818,2,2,0,1,1,1,0,40,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 execution and explicit order_value/order_target_value intents | 603261.SH 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 | 603356.SH rejected by ma_filter | 605189.SH rejected by ma_filter
2025-02-18,10259358.14,9978899.85,280458.29,2.8105,4,6,-2,2,2,4,0,40,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 execution and explicit order_value/order_target_value intents | 001210.SZ rejected by ma_filter | 600202.SH rejected by ma_filter | 603937.SH rejected by ma_filter | 300839.SZ rejected by ma_filter | 605189.SH rejected by ma_filter | 301010.SZ rejected by ma_filter | 002529.SZ rejected by ma_filter | 600408.SH rejected by ma_filter | 600319.SH rejected by ma_filter | 000637.SZ rejected by ma_filter | 000820.SZ rejected by ma_filter | 301043.SZ rejected by ma_filter
2025-02-19,10051383.14,10138151.85,-86768.71,-0.8559,0,0,0,0,0,0,0,40,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 execution and explicit order_value/order_target_value intents | 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 | 300971.SZ rejected by ma_filter | 001210.SZ rejected by ma_filter | 300958.SZ rejected by ma_filter | 600802.SH rejected by ma_filter | 002898.SZ rejected by ma_filter
2025-02-20,10283526.92,10214788.61,68738.31,0.6729,8,6,2,5,3,1,0,40,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=4 projected_positions=40 intents=8 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 300626.SZ rejected by ma_filter | 002718.SZ rejected by ma_filter | 301131.SZ rejected by ma_filter | 301079.SZ rejected by ma_filter | 300517.SZ rejected by ma_filter | 600358.SH rejected by ma_filter | 002760.SZ rejected by ma_filter | 301053.SZ rejected by ma_filter | 300971.SZ rejected by ma_filter | 600448.SH rejected by ma_filter | 300958.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter
2025-02-21,10335153.38,10148190.18,186963.20,1.8423,58,56,2,39,19,17,0,40,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=1 projected_positions=40 intents=58 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 002718.SZ rejected by ma_filter | 002295.SZ rejected by ma_filter | 600802.SH rejected by ma_filter | 600689.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 | 300871.SZ rejected by ma_filter | 603937.SH rejected by ma_filter
2025-02-24,10301411.68,10228728.29,72683.39,0.7106,4,4,0,2,2,2,0,40,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 execution and explicit order_value/order_target_value intents | 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 | 001210.SZ rejected by ma_filter | 300958.SZ rejected by ma_filter | 002836.SZ rejected by ma_filter
2025-02-25,10388249.78,10152773.65,235476.13,2.3193,6,2,4,1,5,1,0,40,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=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 002718.SZ rejected by ma_filter | 002295.SZ rejected by ma_filter | 300391.SZ rejected by ma_filter | 002144.SZ rejected by ma_filter | 603172.SH rejected by ma_filter | 002836.SZ rejected by ma_filter | 300640.SZ rejected by ma_filter | 300958.SZ rejected by ma_filter | 300871.SZ rejected by ma_filter | 600408.SH rejected by ma_filter | 300462.SZ rejected by ma_filter | 000637.SZ rejected by ma_filter
2025-02-26,10354855.64,10272568.76,82286.88,0.8010,6,6,0,1,5,5,0,40,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 execution and explicit order_value/order_target_value intents | 002718.SZ rejected by ma_filter | 600448.SH 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 | 001202.SZ rejected by ma_filter | 600408.SH rejected by ma_filter | 003023.SZ rejected by ma_filter
2025-02-27,10459340.16,10265649.76,193690.40,1.8868,4,0,4,0,4,0,0,40,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 execution and explicit order_value/order_target_value intents | 002718.SZ rejected by ma_filter | 300640.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter | 002295.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 | 000820.SZ rejected by ma_filter | 301010.SZ rejected by ma_filter
2025-02-28,10449364.16,10091014.93,358349.23,3.5512,0,4,-4,0,0,4,0,40,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 execution and explicit order_value/order_target_value intents | 000633.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 | 603151.SH rejected by ma_filter | 301010.SZ rejected by ma_filter | 000637.SZ rejected by ma_filter | 000820.SZ rejected by ma_filter | 000953.SZ rejected by ma_filter | 603090.SH rejected by ma_filter | 300935.SZ rejected by ma_filter
2025-03-03,10255101.90,10167473.69,87628.21,0.8618,2,6,-4,0,2,6,0,40,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=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 002898.SZ rejected by ma_filter | 603172.SH rejected by ma_filter | 300920.SZ rejected by ma_filter | 000633.SZ rejected by ma_filter | 600408.SH rejected by ma_filter | 300871.SZ rejected by ma_filter | 301197.SZ rejected by ma_filter | 301010.SZ rejected by ma_filter | 002295.SZ rejected by ma_filter | 000820.SZ rejected by ma_filter | 603151.SH rejected by ma_filter | 300030.SZ rejected by ma_filter
2025-03-04,10322432.46,10343001.64,-20569.18,-0.1989,2,2,0,1,1,1,0,40,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=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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 | 002898.SZ rejected by ma_filter | 300920.SZ rejected by ma_filter | 603028.SH rejected by ma_filter | 603172.SH rejected by ma_filter | 600892.SH rejected by ma_filter
2025-03-05,10535300.46,10319313.60,215986.86,2.0930,0,4,-4,0,0,4,0,40,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 execution and explicit order_value/order_target_value intents | 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 | 000637.SZ rejected by ma_filter | 000820.SZ rejected by ma_filter | 603172.SH rejected by ma_filter
2025-03-06,10473301.64,10444684.60,28617.04,0.2740,2,0,2,0,2,0,0,40,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 execution and explicit order_value/order_target_value intents | 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 | 002898.SZ rejected by ma_filter
2025-03-07,10560556.92,10389218.68,171338.24,1.6492,4,6,-2,2,2,4,0,40,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 execution and explicit order_value/order_target_value intents | 002921.SZ rejected by ma_filter | 300716.SZ rejected by ma_filter | 002890.SZ rejected by ma_filter | 300804.SZ rejected by ma_filter | 600408.SH rejected by ma_filter | 000820.SZ rejected by ma_filter | 002898.SZ rejected by ma_filter | 603028.SH rejected by ma_filter | 002857.SZ rejected by ma_filter | 000637.SZ rejected by ma_filter | 300517.SZ rejected by ma_filter | 600892.SH rejected by ma_filter
2025-03-10,10478100.99,10499246.76,-21145.77,-0.2014,6,4,2,2,4,2,0,40,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=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 300614.SZ rejected by ma_filter | 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 | 001366.SZ rejected by ma_filter | 300710.SZ rejected by ma_filter | 002211.SZ rejected by ma_filter | 300716.SZ rejected by ma_filter | 300462.SZ rejected by ma_filter | 000637.SZ rejected by ma_filter
2025-03-11,10786587.27,10577752.29,208834.98,1.9743,2,4,-2,0,2,4,0,40,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=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 002809.SZ rejected by ma_filter | 300280.SZ rejected by ma_filter | 002830.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter | 003003.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
2025-03-12,10894179.59,10700846.43,193333.16,1.8067,8,6,2,3,5,3,0,40,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 execution and explicit order_value/order_target_value intents | 002211.SZ rejected by ma_filter | 002809.SZ rejected by ma_filter | 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 | 301231.SZ rejected by ma_filter | 600408.SH rejected by ma_filter | 000820.SZ rejected by ma_filter
2025-03-13,10930278.94,10648029.53,282249.41,2.6507,4,4,0,1,3,3,0,40,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=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 000637.SZ rejected by ma_filter | 002898.SZ rejected by ma_filter | 600448.SH 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
2025-03-14,10855475.35,10762469.40,93005.95,0.8642,38,30,8,20,18,10,0,40,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=0 projected_positions=40 intents=38 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 002828.SZ rejected by ma_filter | 300640.SZ rejected by ma_filter | 000637.SZ rejected by ma_filter | 000820.SZ rejected by ma_filter | 002718.SZ rejected by ma_filter | 002898.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter | 300462.SZ rejected by ma_filter | 300920.SZ rejected by ma_filter | 300935.SZ rejected by ma_filter | 600202.SH rejected by ma_filter | 603335.SH rejected by ma_filter
2025-03-17,10994786.62,10854643.27,140143.35,1.2911,4,4,0,2,2,2,0,40,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=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 300716.SZ rejected by ma_filter | 002634.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
2025-03-18,11212770.00,10916176.50,296593.50,2.7170,10,4,6,1,9,3,0,40,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 execution and explicit order_value/order_target_value intents | 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
2025-03-19,11236212.12,10894540.56,341671.56,3.1362,10,12,-2,3,7,9,0,40,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=5 projected_positions=40 intents=10 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 300716.SZ rejected by ma_filter | 300640.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 | 301198.SZ rejected by ma_filter | 300591.SZ rejected by ma_filter
2025-03-20,11174726.71,10894565.95,280160.76,2.5716,4,6,-2,2,2,4,0,40,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=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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 | 002828.SZ rejected by ma_filter | 603356.SH rejected by ma_filter | 301010.SZ rejected by ma_filter | 300030.SZ rejected by ma_filter
2025-03-21,11199500.85,10731677.83,467823.02,4.3593,2,6,-4,0,2,6,0,40,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=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 300640.SZ rejected by ma_filter | 002205.SZ rejected by ma_filter | 603356.SH rejected by ma_filter | 300030.SZ rejected by ma_filter | 301010.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 | 300246.SZ rejected by ma_filter | 600281.SH rejected by ma_filter
2025-03-24,11007909.42,10222195.39,785714.03,7.6864,8,4,4,2,6,2,0,40,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 execution and explicit order_value/order_target_value intents | 000637.SZ rejected by ma_filter | 300626.SZ rejected by ma_filter | 003004.SZ rejected by ma_filter | 603172.SH rejected by ma_filter | 600281.SH rejected by ma_filter | 300883.SZ rejected by ma_filter | 600857.SH rejected by ma_filter | 605122.SH rejected by ma_filter | 002231.SZ rejected by ma_filter | 002921.SZ rejected by ma_filter | 600265.SH rejected by ma_filter | 300823.SZ rejected by ma_filter
2025-03-25,10379474.15,10300788.76,78685.39,0.7639,18,20,-2,10,8,10,0,40,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=9 projected_positions=40 intents=18 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 002780.SZ rejected by ma_filter | 000637.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 | 002836.SZ rejected by ma_filter | 003004.SZ rejected by ma_filter | 600082.SH rejected by ma_filter | 301237.SZ rejected by ma_filter
2025-03-26,10332689.70,10585136.34,-252446.64,-2.3849,4,2,2,0,4,2,0,40,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=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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 | 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 | 600857.SH rejected by ma_filter
2025-03-27,10630005.69,10563864.51,66141.18,0.6261,6,14,-8,2,4,12,0,40,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=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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 | 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 | 301234.SZ rejected by ma_filter
2025-03-28,10538997.14,10323683.63,215313.51,2.0856,10,4,6,2,8,2,0,40,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=5 projected_positions=40 intents=10 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 002921.SZ rejected by ma_filter | 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 | 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
2025-03-31,10307901.44,10178588.94,129312.50,1.2704,14,24,-10,8,6,16,0,40,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=7 projected_positions=40 intents=14 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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
2025-04-01,10164889.23,10346499.01,-181609.78,-1.7553,6,4,2,2,4,2,0,40,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=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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 | 002084.SZ rejected by ma_filter | 600778.SH rejected by ma_filter
2025-04-02,10351811.46,10402605.01,-50793.55,-0.4883,2,0,2,0,2,0,0,40,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=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 600892.SH rejected by ma_filter | 300710.SZ rejected by ma_filter | 600408.SH rejected by ma_filter | 301197.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 | 605122.SH rejected by ma_filter
2025-04-03,10404052.07,10436266.57,-32214.50,-0.3087,2,2,0,1,1,1,0,40,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=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 000586.SZ rejected by ma_filter | 000637.SZ rejected by ma_filter | 301197.SZ rejected by ma_filter | 300621.SZ rejected by ma_filter | 600302.SH 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 | 301131.SZ rejected by ma_filter | 002890.SZ rejected by ma_filter
2025-04-07,10522689.71,9239503.45,1283186.26,13.8880,56,75,-19,41,15,28,0,40,jq_microcap signal=000001.SH last=3342.01 ma_short=3345.52 ma_long=3357.49 band=18-28 tr=0.50 | selected=40 periodic_rebalance=true exits=24 projected_positions=40 intents=56 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 000952.SZ rejected by ma_filter | 603778.SH rejected by ma_filter | 300780.SZ rejected by ma_filter | 001373.SZ rejected by ma_filter | 001260.SZ rejected by ma_filter | 301555.SZ rejected by ma_filter | 300637.SZ rejected by ma_filter | 300778.SZ rejected by ma_filter | 300483.SZ rejected by ma_filter | 300371.SZ rejected by ma_filter | 300220.SZ rejected by ma_filter | 603696.SH rejected by ma_filter
2025-04-08,9392327.10,9261232.35,131094.75,1.4155,30,22,8,12,18,10,0,40,jq_microcap signal=000001.SH last=3096.58 ma_short=3294.58 ma_long=3330.66 band=16-26 tr=0.50 | selected=29 periodic_rebalance=false exits=15 projected_positions=40 intents=30 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 300971.SZ rejected by ma_filter | 300410.SZ rejected by ma_filter | 600408.SH rejected by ma_filter | 000637.SZ rejected by ma_filter | 600281.SH rejected by ma_filter | 603937.SH rejected by ma_filter | 603073.SH rejected by ma_filter | 600883.SH rejected by ma_filter | 600689.SH rejected by ma_filter | 300500.SZ rejected by ma_filter | 301232.SZ rejected by ma_filter | 600791.SH rejected by ma_filter
2025-04-09,9283061.15,9481418.98,-198357.83,-2.0921,6,16,-10,1,5,15,0,40,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=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 300621.SZ rejected by ma_filter | 301040.SZ rejected by ma_filter | 002231.SZ rejected by ma_filter | 300958.SZ rejected by ma_filter | 300823.SZ rejected by ma_filter | 300845.SZ rejected by ma_filter | 300970.SZ rejected by ma_filter | 301505.SZ rejected by ma_filter | 301359.SZ rejected by ma_filter | 301231.SZ rejected by ma_filter | 301049.SZ rejected by ma_filter | 301390.SZ rejected by ma_filter
2025-04-10,9413885.05,9892524.01,-478638.96,-4.8384,10,11,-1,7,3,4,0,39,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=6 projected_positions=38 intents=10 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 300877.SZ rejected by ma_filter | 600107.SH rejected by ma_filter | 002809.SZ rejected by ma_filter | 003003.SZ rejected by ma_filter | 002205.SZ rejected by ma_filter | 000586.SZ rejected by ma_filter | 002830.SZ rejected by ma_filter | 300710.SZ rejected by ma_filter | 301027.SZ rejected by ma_filter | 301040.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter | 603335.SH rejected by ma_filter
2025-04-11,9693847.32,10021057.89,-327210.57,-3.2652,8,15,-7,5,3,10,0,36,jq_microcap signal=000001.SH last=3223.64 ma_short=3198.92 ma_long=3275.39 band=17-27 tr=0.50 | selected=13 periodic_rebalance=false exits=4 projected_positions=38 intents=8 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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
2025-04-14,9840947.40,10239970.92,-399023.52,-3.8967,12,13,-1,7,5,6,0,31,jq_microcap signal=000001.SH last=3238.23 ma_short=3178.16 ma_long=3261.84 band=17-27 tr=0.50 | selected=8 periodic_rebalance=false exits=9 projected_positions=32 intents=12 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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
2025-04-15,10015256.43,10323689.88,-308433.45,-2.9876,10,6,4,4,6,2,0,31,jq_microcap signal=000001.SH last=3262.81 ma_short=3211.41 ma_long=3252.99 band=17-27 tr=0.50 | selected=18 periodic_rebalance=false exits=5 projected_positions=32 intents=10 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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
2025-04-16,10088272.19,10267355.23,-179083.04,-1.7442,6,4,2,2,4,2,0,32,jq_microcap signal=000001.SH last=3267.66 ma_short=3235.83 ma_long=3246.18 band=17-27 tr=0.50 | selected=17 periodic_rebalance=false exits=3 projected_positions=32 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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
2025-04-17,9984352.34,10314776.22,-330423.88,-3.2034,6,6,0,3,3,3,0,32,jq_microcap signal=000001.SH last=3276.00 ma_short=3253.67 ma_long=3238.94 band=17-27 tr=1.00 | selected=21 periodic_rebalance=false exits=3 projected_positions=32 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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 | 002719.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter
2025-04-18,10086280.21,10172429.65,-86149.44,-0.8469,4,10,-6,3,1,7,0,33,jq_microcap signal=000001.SH last=3280.34 ma_short=3265.01 ma_long=3231.96 band=17-27 tr=1.00 | selected=33 periodic_rebalance=false exits=2 projected_positions=32 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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
2025-04-21,10022045.85,10273427.65,-251381.80,-2.4469,10,10,0,4,6,6,0,33,jq_microcap signal=000001.SH last=3276.73 ma_short=3272.71 ma_long=3225.43 band=17-27 tr=1.00 | selected=31 periodic_rebalance=false exits=5 projected_positions=32 intents=10 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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
2025-04-22,10185276.48,10430343.86,-245067.38,-2.3496,8,12,-4,5,3,7,0,33,jq_microcap signal=000001.SH last=3291.43 ma_short=3278.43 ma_long=3244.92 band=17-27 tr=1.00 | selected=39 periodic_rebalance=false exits=4 projected_positions=32 intents=8 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 301197.SZ rejected by ma_filter | 002494.SZ rejected by ma_filter | 600302.SH rejected by ma_filter | 002718.SZ rejected by ma_filter | 603022.SH 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
2025-04-23,10318632.66,10272642.86,45989.80,0.4477,10,10,0,6,4,4,0,33,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=5 projected_positions=32 intents=10 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 600408.SH rejected by ma_filter | 301163.SZ rejected by ma_filter | 301037.SZ rejected by ma_filter | 301027.SZ rejected by ma_filter | 301057.SZ rejected by ma_filter | 002830.SZ rejected by ma_filter | 002713.SZ rejected by ma_filter | 300246.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 600281.SH rejected by ma_filter | 301197.SZ rejected by ma_filter | 300877.SZ rejected by ma_filter
2025-04-24,10228182.27,10229570.94,-1388.67,-0.0136,14,4,10,4,10,0,0,33,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=7 projected_positions=32 intents=14 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 301198.SZ rejected by ma_filter | 301197.SZ rejected by ma_filter | 300651.SZ rejected by ma_filter | 603903.SH 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
2025-04-25,10206889.26,10207438.94,-549.68,-0.0054,2,0,2,0,2,0,0,33,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=1 projected_positions=32 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 600408.SH rejected by ma_filter | 301037.SZ rejected by ma_filter | 301197.SZ rejected by ma_filter | 002718.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 | 000692.SZ rejected by ma_filter | 600302.SH rejected by ma_filter | 301075.SZ rejected by ma_filter | 300437.SZ rejected by ma_filter
2025-04-28,10189325.77,10119181.94,70143.83,0.6932,62,65,-3,43,19,22,0,40,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=62 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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 | 000637.SZ rejected by ma_filter | 300949.SZ rejected by ma_filter | 300030.SZ rejected by ma_filter | 300500.SZ rejected by ma_filter | 002696.SZ rejected by ma_filter | 300670.SZ rejected by ma_filter | 300971.SZ rejected by ma_filter
2025-04-29,10027126.15,10370589.55,-343463.40,-3.3119,2,2,0,0,2,2,0,40,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=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 600408.SH rejected by ma_filter | 301075.SZ rejected by ma_filter | 300651.SZ rejected by ma_filter | 300437.SZ rejected by ma_filter | 002486.SZ rejected by ma_filter | 301163.SZ rejected by ma_filter | 301024.SZ rejected by ma_filter | 600302.SH rejected by ma_filter | 300710.SZ rejected by ma_filter | 300823.SZ rejected by ma_filter | 300103.SZ rejected by ma_filter | 300640.SZ rejected by ma_filter
2025-04-30,10060132.95,10449418.91,-389285.96,-3.7254,4,8,-4,2,2,6,0,40,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=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 300651.SZ rejected by ma_filter | 301027.SZ rejected by ma_filter | 300329.SZ rejected by ma_filter | 002857.SZ rejected by ma_filter | 605287.SH rejected by ma_filter | 301163.SZ 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 | 300103.SZ rejected by ma_filter
2025-05-06,10350768.95,10722967.02,-372198.07,-3.4710,0,14,-14,0,0,14,0,40,jq_microcap signal=000001.SH last=3279.03 ma_short=3289.29 ma_long=3289.11 band=17-27 tr=0.50 | selected=0 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 execution and explicit order_value/order_target_value intents
2025-05-07,10632703.95,10861959.49,-229255.54,-2.1106,0,24,-24,0,0,24,0,40,jq_microcap signal=000001.SH last=3316.11 ma_short=3293.06 ma_long=3292.68 band=18-28 tr=1.00 | selected=0 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 execution and explicit order_value/order_target_value intents
2025-05-08,10811964.95,11006783.98,-194819.03,-1.7700,0,18,-18,0,0,18,0,40,jq_microcap signal=000001.SH last=3342.66 ma_short=3302.58 ma_long=3299.28 band=18-28 tr=1.00 | selected=0 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 execution and explicit order_value/order_target_value intents
2025-05-09,10982752.95,10956927.21,25825.74,0.2357,0,8,-8,0,0,8,0,40,jq_microcap signal=000001.SH last=3352.00 ma_short=3315.29 ma_long=3305.33 band=18-28 tr=1.00 | selected=0 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 execution and explicit order_value/order_target_value intents
2025-05-12,10969178.95,11008153.72,-38974.77,-0.3541,0,2,-2,0,0,2,0,40,jq_microcap signal=000001.SH last=3342.00 ma_short=3326.36 ma_long=3309.56 band=18-28 tr=1.00 | selected=0 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 execution and explicit order_value/order_target_value intents
2025-05-13,11007317.95,10985230.79,22087.16,0.2011,0,4,-4,0,0,4,0,40,jq_microcap signal=000001.SH last=3369.24 ma_short=3344.40 ma_long=3316.85 band=18-28 tr=1.00 | selected=0 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 execution and explicit order_value/order_target_value intents
2025-05-14,10994322.95,11018949.26,-24626.31,-0.2235,0,2,-2,0,0,2,0,40,jq_microcap signal=000001.SH last=3374.87 ma_short=3356.16 ma_long=3324.61 band=18-28 tr=1.00 | selected=0 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 execution and explicit order_value/order_target_value intents
2025-05-15,10985422.95,11132428.18,-147005.23,-1.3205,0,2,-2,0,0,2,0,40,jq_microcap signal=000001.SH last=3403.95 ma_short=3368.41 ma_long=3335.49 band=18-28 tr=1.00 | selected=0 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 execution and explicit order_value/order_target_value intents
2025-05-16,11116988.50,11153148.66,-36160.16,-0.3242,58,6,52,3,55,3,0,40,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=29 projected_positions=40 intents=58 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 000632.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 300517.SZ rejected by ma_filter | 300069.SZ rejected by ma_filter | 605567.SH rejected by ma_filter | 600697.SH rejected by ma_filter | 301192.SZ rejected by ma_filter
2025-05-19,11142179.29,11303383.20,-161203.91,-1.4262,6,8,-2,2,4,6,0,40,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 execution and explicit order_value/order_target_value intents | 002910.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 002830.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter | 300517.SZ rejected by ma_filter | 600697.SH rejected by ma_filter | 605567.SH rejected by ma_filter
2025-05-20,11303881.42,11542571.49,-238690.07,-2.0679,8,8,0,3,5,5,0,40,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 execution and explicit order_value/order_target_value intents | 603022.SH rejected by ma_filter | 001259.SZ rejected by ma_filter | 002072.SZ rejected by ma_filter | 301010.SZ rejected by ma_filter | 002963.SZ rejected by ma_filter | 301198.SZ rejected by ma_filter | 600234.SH rejected by st_or_special_name | 002910.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 002800.SZ rejected by ma_filter | 300621.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter
2025-05-21,11606450.00,11410129.78,196320.22,1.7206,6,4,2,1,5,3,0,40,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=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 301113.SZ rejected by ma_filter | 002910.SZ rejected by ma_filter | 300626.SZ rejected by ma_filter | 300621.SZ rejected by ma_filter | 002800.SZ rejected by ma_filter | 002830.SZ rejected by ma_filter | 301231.SZ rejected by ma_filter | 300517.SZ rejected by ma_filter | 002921.SZ rejected by ma_filter | 300971.SZ rejected by ma_filter | 301192.SZ rejected by ma_filter | 600697.SH rejected by ma_filter
2025-05-22,11505502.72,11291996.62,213506.10,1.8908,32,26,6,14,18,12,0,40,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=32 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 300626.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 002800.SZ rejected by ma_filter | 002830.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
2025-05-23,11334831.72,11188260.62,146571.10,1.3100,0,0,0,0,0,0,0,40,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 execution and explicit order_value/order_target_value intents | 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 | 301057.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter | 600697.SH rejected by ma_filter | 301231.SZ rejected by ma_filter | 300971.SZ rejected by ma_filter | 002921.SZ rejected by ma_filter | 600778.SH rejected by ma_filter | 300838.SZ rejected by ma_filter
2025-05-26,11302964.84,11277639.07,25325.77,0.2246,2,2,0,1,1,1,0,40,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 execution and explicit order_value/order_target_value intents | 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 | 300838.SZ rejected by ma_filter | 301231.SZ rejected by ma_filter | 300971.SZ rejected by ma_filter
2025-05-27,11375278.84,11358941.07,16337.77,0.1438,0,0,0,0,0,0,0,40,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 execution and explicit order_value/order_target_value intents | 301113.SZ rejected by ma_filter | 300626.SZ rejected by ma_filter | 002634.SZ rejected by ma_filter | 600234.SH rejected by st_or_special_name | 300854.SZ rejected by ma_filter | 301163.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter | 002800.SZ rejected by ma_filter | 301231.SZ rejected by ma_filter | 002921.SZ rejected by ma_filter | 300103.SZ rejected by ma_filter | 300971.SZ rejected by ma_filter
2025-05-28,11458266.84,11318137.54,140129.30,1.2381,0,0,0,0,0,0,0,40,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 execution and explicit order_value/order_target_value intents | 300823.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 600234.SH rejected by st_or_special_name | 002205.SZ rejected by ma_filter | 600883.SH rejected by ma_filter | 000692.SZ rejected by ma_filter | 301163.SZ rejected by ma_filter | 301125.SZ rejected by ma_filter | 001366.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter | 603073.SH rejected by ma_filter | 301231.SZ rejected by ma_filter
2025-05-29,11449204.84,11489635.24,-40430.40,-0.3519,0,2,-2,0,0,2,0,40,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 execution and explicit order_value/order_target_value intents | 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 | 300462.SZ rejected by ma_filter | 002910.SZ rejected by ma_filter | 600883.SH rejected by ma_filter | 002205.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter
2025-05-30,11557338.10,11397686.99,159651.11,1.4007,2,4,-2,1,1,3,0,40,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 execution and explicit order_value/order_target_value intents | 002634.SZ rejected by ma_filter | 300621.SZ rejected by ma_filter | 003011.SZ rejected by ma_filter | 300823.SZ rejected by ma_filter | 002513.SZ rejected by ma_filter | 301163.SZ rejected by ma_filter | 600883.SH rejected by ma_filter | 000692.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter | 002830.SZ rejected by ma_filter | 301057.SZ rejected by ma_filter
2025-06-03,11477402.36,11567246.99,-89844.63,-0.7767,4,0,4,0,4,0,0,40,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=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 300621.SZ rejected by ma_filter | 301198.SZ rejected by ma_filter | 003011.SZ rejected by ma_filter | 300823.SZ rejected by ma_filter | 002494.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 | 301113.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter | 300329.SZ rejected by ma_filter
2025-06-04,11488416.05,11677946.98,-189530.93,-1.6230,2,6,-4,1,1,5,0,40,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=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 301010.SZ rejected by ma_filter | 300626.SZ rejected by ma_filter | 300621.SZ rejected by ma_filter | 600137.SH rejected by ma_filter | 603316.SH rejected by ma_filter | 300823.SZ rejected by ma_filter | 301125.SZ rejected by ma_filter | 003011.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter | 002634.SZ rejected by ma_filter | 301192.SZ rejected by ma_filter
2025-06-05,11599087.71,12123210.59,-524122.88,-4.3233,2,4,-2,0,2,4,0,40,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 execution and explicit order_value/order_target_value intents | 301010.SZ rejected by ma_filter | 300626.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 | 300329.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter | 002921.SZ rejected by ma_filter | 301192.SZ rejected by ma_filter | 301057.SZ rejected by ma_filter | 600149.SH rejected by ma_filter
2025-06-06,11690847.46,12043034.09,-352186.63,-2.9244,6,6,0,3,3,3,0,40,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=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 301010.SZ rejected by ma_filter | 000632.SZ rejected by ma_filter | 300935.SZ rejected by ma_filter | 603356.SH rejected by ma_filter | 300626.SZ rejected by ma_filter | 002963.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 | 603073.SH rejected by ma_filter
2025-06-09,11859673.95,12158944.34,-299270.39,-2.4613,6,10,-4,2,4,8,0,40,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=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 603272.SH rejected by ma_filter | 600137.SH rejected by ma_filter | 000632.SZ rejected by ma_filter | 301010.SZ rejected by ma_filter | 300163.SZ rejected by st_or_special_name | 300626.SZ rejected by ma_filter | 603356.SH rejected by ma_filter | 300621.SZ rejected by ma_filter | 301125.SZ rejected by ma_filter | 300823.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter | 300877.SZ rejected by ma_filter
2025-06-10,11972324.36,11987855.39,-15531.03,-0.1296,4,2,2,1,3,1,0,40,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=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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 | 300955.SZ rejected by ma_filter | 600778.SH rejected by ma_filter
2025-06-11,11830456.66,11992575.04,-162118.38,-1.3518,4,4,0,2,2,2,0,40,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=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 301125.SZ rejected by ma_filter | 300621.SZ rejected by ma_filter | 600137.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 | 301105.SZ rejected by ma_filter | 300955.SZ rejected by ma_filter | 002921.SZ rejected by ma_filter | 300838.SZ rejected by ma_filter
2025-06-12,11902015.29,12126991.64,-224976.35,-1.8552,4,2,2,0,4,2,0,40,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=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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 | 300923.SZ rejected by ma_filter | 300877.SZ rejected by ma_filter | 600149.SH rejected by ma_filter | 301057.SZ rejected by ma_filter | 300838.SZ rejected by ma_filter | 002921.SZ rejected by ma_filter | 300955.SZ rejected by ma_filter
2025-06-13,11940758.99,12026170.90,-85411.91,-0.7102,48,24,24,12,36,12,0,40,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=48 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 300626.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 | 301057.SZ rejected by ma_filter | 600149.SH rejected by ma_filter | 001373.SZ rejected by ma_filter | 002633.SZ rejected by ma_filter
2025-06-16,11693223.07,12218699.86,-525476.79,-4.3006,4,6,-2,0,4,6,0,40,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=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 600543.SH rejected by ma_filter | 003011.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 300626.SZ rejected by ma_filter | 600883.SH rejected by ma_filter | 300462.SZ rejected by ma_filter | 300854.SZ rejected by ma_filter | 600234.SH rejected by st_or_special_name | 002921.SZ rejected by ma_filter | 600697.SH rejected by ma_filter | 300877.SZ rejected by ma_filter | 300955.SZ rejected by ma_filter
2025-06-17,11847171.38,12098480.54,-251309.16,-2.0772,4,4,0,2,2,2,0,40,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=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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 | 300877.SZ rejected by ma_filter | 301057.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter | 603903.SH rejected by ma_filter
2025-06-18,11864157.38,12026485.98,-162328.60,-1.3498,0,2,-2,0,0,2,0,40,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=0 projected_positions=40 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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 | 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 | 600234.SH rejected by st_or_special_name | 002921.SZ rejected by ma_filter
2025-06-19,11705988.38,11637884.13,68104.25,0.5852,0,2,-2,0,0,2,0,40,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 execution and explicit order_value/order_target_value intents | 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 | 605567.SH rejected by ma_filter | 600778.SH rejected by ma_filter | 603903.SH rejected by ma_filter | 300838.SZ rejected by ma_filter
2025-06-20,11358633.00,11608302.54,-249669.54,-2.1508,2,4,-2,1,1,3,0,40,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=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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
2025-06-23,11345631.00,11922254.85,-576623.85,-4.8365,0,2,-2,0,0,2,0,40,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=0 projected_positions=40 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 605178.SH rejected by ma_filter | 600561.SH rejected by ma_filter | 000692.SZ rejected by ma_filter | 301057.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 | 002921.SZ rejected by ma_filter | 300877.SZ rejected by ma_filter | 300329.SZ rejected by ma_filter | 300823.SZ rejected by ma_filter
2025-06-24,11617944.22,12295953.85,-678009.63,-5.5141,4,0,4,0,4,0,0,40,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=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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
2025-06-25,11958462.02,12371243.39,-412781.37,-3.3366,2,2,0,0,2,2,0,40,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 execution and explicit order_value/order_target_value intents | 301010.SZ rejected by ma_filter | 300621.SZ rejected by ma_filter | 301105.SZ rejected by ma_filter | 003011.SZ rejected by ma_filter | 002634.SZ rejected by ma_filter | 603177.SH rejected by ma_filter | 002963.SZ rejected by ma_filter | 300717.SZ rejected by ma_filter | 002494.SZ rejected by ma_filter | 600883.SH rejected by ma_filter | 600561.SH rejected by ma_filter | 301198.SZ rejected by ma_filter
2025-06-26,12002193.20,12451708.32,-449515.12,-3.6101,2,6,-4,1,1,5,0,40,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=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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
2025-06-27,12007772.84,12542164.23,-534391.39,-4.2608,2,2,0,0,2,2,0,40,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 execution and explicit order_value/order_target_value intents | 300955.SZ rejected by ma_filter | 300877.SZ rejected by ma_filter | 600697.SH rejected by ma_filter | 600149.SH rejected by ma_filter | 301231.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter | 603073.SH rejected by ma_filter | 605178.SH rejected by ma_filter | 001366.SZ rejected by ma_filter | 600234.SH rejected by st_or_special_name | 002513.SZ rejected by ma_filter | 300710.SZ rejected by ma_filter
2025-06-30,12206708.62,12747502.13,-540793.51,-4.2423,10,8,2,7,3,1,0,40,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=5 projected_positions=40 intents=10 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 300163.SZ rejected by st_or_special_name | 603356.SH rejected by ma_filter | 002910.SZ rejected by ma_filter | 600137.SH rejected by ma_filter | 301010.SZ rejected by ma_filter | 300621.SZ rejected by ma_filter | 600883.SH rejected by ma_filter | 600561.SH rejected by ma_filter | 000692.SZ rejected by ma_filter | 001259.SZ rejected by ma_filter | 003011.SZ rejected by ma_filter | 301198.SZ rejected by ma_filter
2025-07-01,12322436.14,12830732.64,-508296.50,-3.9616,2,6,-4,0,2,6,0,40,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=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 000692.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 003011.SZ rejected by ma_filter | 002963.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
2025-07-02,12321853.62,12886620.64,-564767.02,-4.3826,2,0,2,0,2,0,0,40,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 execution and explicit order_value/order_target_value intents | 301113.SZ rejected by ma_filter | 002494.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
2025-07-03,12418566.66,12943112.86,-524546.20,-4.0527,4,6,-2,1,3,5,0,40,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=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 600883.SH rejected by ma_filter | 301113.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter | 301231.SZ rejected by ma_filter | 300955.SZ rejected by ma_filter | 002634.SZ rejected by ma_filter | 300877.SZ rejected by ma_filter | 301010.SZ rejected by ma_filter | 600697.SH rejected by ma_filter | 301057.SZ rejected by ma_filter | 003011.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter
2025-07-04,12444608.65,12770873.95,-326265.30,-2.5548,48,36,12,23,25,13,0,40,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=0 projected_positions=40 intents=48 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 000692.SZ rejected by ma_filter | 301057.SZ rejected by ma_filter | 600697.SH rejected by ma_filter | 300849.SZ rejected by ma_filter | 300710.SZ rejected by ma_filter | 002513.SZ rejected by ma_filter | 300640.SZ rejected by ma_filter | 300329.SZ rejected by ma_filter | 600778.SH rejected by ma_filter | 600234.SH rejected by st_or_special_name | 001231.SZ rejected by ma_filter | 002207.SZ rejected by ma_filter
2025-07-07,12354091.89,12989079.95,-634988.06,-4.8886,2,0,2,0,2,0,0,40,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=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 300478.SZ rejected by ma_filter | 300849.SZ rejected by ma_filter | 301231.SZ rejected by ma_filter | 300710.SZ rejected by ma_filter | 002513.SZ rejected by ma_filter | 600234.SH rejected by st_or_special_name | 300640.SZ rejected by ma_filter | 002207.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 603022.SH rejected by ma_filter
2025-07-08,12527739.76,13007910.57,-480170.81,-3.6914,6,2,4,0,6,2,0,40,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=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 301231.SZ rejected by ma_filter | 300849.SZ rejected by ma_filter | 300935.SZ rejected by ma_filter | 300710.SZ rejected by ma_filter | 300955.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
2025-07-09,12596257.73,13050464.43,-454206.70,-3.4804,2,10,-8,0,2,10,0,40,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=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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 | 300935.SZ rejected by ma_filter | 002207.SZ rejected by ma_filter | 600234.SH rejected by st_or_special_name | 002513.SZ rejected by ma_filter | 300640.SZ rejected by ma_filter | 603022.SH rejected by ma_filter | 002921.SZ rejected by ma_filter
2025-07-10,12619058.73,13037751.13,-418692.40,-3.2114,0,2,-2,0,0,2,0,40,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=0 projected_positions=40 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 300955.SZ rejected by ma_filter | 300849.SZ rejected by ma_filter | 301231.SZ rejected by ma_filter | 002207.SZ rejected by ma_filter | 002634.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 | 002921.SZ rejected by ma_filter | 603022.SH rejected by ma_filter | 002800.SZ rejected by ma_filter | 301125.SZ rejected by ma_filter
2025-07-11,12639487.72,12960241.13,-320753.41,-2.4749,6,0,6,0,6,0,0,40,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=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 300955.SZ rejected by ma_filter | 300849.SZ rejected by ma_filter | 301231.SZ rejected by ma_filter | 300710.SZ rejected by ma_filter | 605178.SH 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
2025-07-14,12597640.67,13120967.41,-523326.74,-3.9885,6,8,-2,2,4,6,0,40,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=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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 | 002921.SZ rejected by ma_filter | 002800.SZ rejected by ma_filter
2025-07-15,12775115.48,12921238.41,-146122.93,-1.1309,2,0,2,0,2,0,0,40,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=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 002207.SZ rejected by ma_filter | 300710.SZ rejected by ma_filter | 600543.SH rejected by ma_filter | 600689.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 | 600302.SH rejected by ma_filter
2025-07-16,12567497.52,12997767.41,-430269.89,-3.3103,4,0,4,0,4,0,0,40,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=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 002207.SZ rejected by ma_filter | 002963.SZ rejected by ma_filter | 300710.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 | 603023.SH rejected by st_or_special_name | 002072.SZ rejected by ma_filter | 600543.SH rejected by ma_filter | 002760.SZ rejected by ma_filter
2025-07-17,12689674.29,12997646.19,-307971.90,-2.3694,4,2,2,0,4,2,0,40,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=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 300849.SZ rejected by ma_filter | 301231.SZ rejected by ma_filter | 002207.SZ rejected by ma_filter | 002963.SZ rejected by ma_filter | 301010.SZ rejected by ma_filter | 300710.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
2025-07-18,12662300.29,13020743.19,-358442.90,-2.7529,0,0,0,0,0,0,0,40,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 execution and explicit order_value/order_target_value intents | 300955.SZ rejected by ma_filter | 002494.SZ rejected by ma_filter | 002963.SZ rejected by ma_filter | 301010.SZ rejected by ma_filter | 002207.SZ rejected by ma_filter | 301231.SZ rejected by ma_filter | 300640.SZ rejected by ma_filter | 600543.SH rejected by ma_filter | 002828.SZ rejected by ma_filter | 603022.SH rejected by ma_filter | 002800.SZ rejected by ma_filter | 002205.SZ rejected by ma_filter
2025-07-21,12715919.81,13290995.63,-575075.82,-4.3268,6,16,-10,3,3,13,0,40,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=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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 | 000692.SZ rejected by ma_filter
2025-07-22,12938153.47,13232655.42,-294501.95,-2.2256,4,2,2,1,3,1,0,40,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=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 600561.SH rejected by ma_filter | 300955.SZ rejected by ma_filter | 001259.SZ rejected by ma_filter | 300849.SZ rejected by ma_filter | 300621.SZ rejected by ma_filter | 002634.SZ rejected by ma_filter | 002494.SZ rejected by ma_filter | 301167.SZ rejected by ma_filter | 002207.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter | 600883.SH rejected by ma_filter | 301010.SZ rejected by ma_filter
2025-07-23,12947760.03,13216165.31,-268405.28,-2.0309,4,4,0,0,4,4,0,40,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 execution and explicit order_value/order_target_value intents | 002828.SZ rejected by ma_filter | 603022.SH rejected by ma_filter | 600543.SH rejected by ma_filter | 002513.SZ rejected by ma_filter | 002830.SZ 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 | 603139.SH rejected by ma_filter | 000637.SZ rejected by ma_filter
2025-07-24,12842864.28,13419448.89,-576584.61,-4.2966,2,8,-6,0,2,8,0,40,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=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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 | 002830.SZ rejected by ma_filter | 600149.SH rejected by ma_filter | 603023.SH rejected by st_or_special_name | 002780.SZ rejected by ma_filter | 301125.SZ rejected by ma_filter | 300883.SZ rejected by ma_filter | 600448.SH rejected by ma_filter
2025-07-25,12967615.15,13468130.65,-500515.50,-3.7163,52,50,2,37,15,13,0,40,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=52 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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 | 002800.SZ rejected by ma_filter | 600448.SH rejected by ma_filter | 301139.SZ rejected by ma_filter | 600302.SH rejected by ma_filter | 300649.SZ rejected by ma_filter
2025-07-28,13026339.26,13471641.65,-445302.39,-3.3055,6,0,6,0,6,0,0,40,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=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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 | 002513.SZ rejected by ma_filter | 603023.SH rejected by st_or_special_name | 600448.SH rejected by ma_filter
2025-07-29,13106758.71,13395779.90,-289021.19,-2.1576,4,4,0,0,4,4,0,40,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=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 605303.SH 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
2025-07-30,13105974.60,13367390.90,-261416.30,-1.9556,2,0,2,0,2,0,0,40,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=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 300849.SZ rejected by ma_filter | 300640.SZ rejected by ma_filter | 002207.SZ rejected by ma_filter | 603022.SH rejected by ma_filter | 600543.SH rejected by ma_filter | 600149.SH rejected by ma_filter | 002513.SZ rejected by ma_filter | 002760.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 600448.SH rejected by ma_filter | 603023.SH rejected by st_or_special_name | 605287.SH rejected by ma_filter
2025-07-31,13153396.62,13179504.74,-26108.12,-0.1981,6,4,2,1,5,3,0,40,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=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 002828.SZ rejected by ma_filter | 600149.SH rejected by ma_filter | 603022.SH rejected by ma_filter | 600543.SH rejected by ma_filter | 002760.SZ rejected by ma_filter | 600448.SH rejected by ma_filter | 603937.SH rejected by ma_filter | 002360.SZ rejected by ma_filter | 605287.SH rejected by ma_filter | 002696.SZ rejected by ma_filter | 003003.SZ rejected by ma_filter | 300649.SZ rejected by ma_filter
2025-08-01,12956380.62,13437692.40,-481311.78,-3.5818,0,0,0,0,0,0,0,40,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=0 projected_positions=40 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 605303.SH rejected by ma_filter | 002828.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter | 300640.SZ rejected by ma_filter | 600778.SH rejected by ma_filter | 600149.SH rejected by ma_filter | 600543.SH rejected by ma_filter | 603022.SH rejected by ma_filter | 002513.SZ rejected by ma_filter | 002800.SZ rejected by ma_filter | 600448.SH rejected by ma_filter | 300886.SZ rejected by ma_filter
2025-08-04,13199565.62,13606743.35,-407177.73,-2.9925,0,4,-4,0,0,4,0,40,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=0 projected_positions=40 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 301167.SZ rejected by ma_filter | 300665.SZ rejected by ma_filter | 300535.SZ rejected by ma_filter | 600561.SH rejected by ma_filter | 002883.SZ rejected by ma_filter | 600697.SH rejected by ma_filter | 000692.SZ rejected by ma_filter | 002494.SZ rejected by ma_filter | 301273.SZ rejected by ma_filter | 603177.SH rejected by ma_filter | 301198.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter
2025-08-05,13356173.22,13856735.08,-500561.86,-3.6124,4,4,0,0,4,4,0,40,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=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 000692.SZ rejected by ma_filter | 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 | 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
2025-08-06,13612794.12,13871432.42,-258638.30,-1.8645,4,12,-8,4,0,8,0,40,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=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 603177.SH rejected by ma_filter | 301273.SZ rejected by ma_filter | 605303.SH rejected by ma_filter | 002828.SZ rejected by ma_filter | 301198.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 600778.SH rejected by ma_filter | 603022.SH rejected by ma_filter | 300640.SZ rejected by ma_filter | 300955.SZ rejected by ma_filter | 002513.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter
2025-08-07,13582335.64,13836183.14,-253847.50,-1.8347,10,4,6,2,8,2,0,40,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=5 projected_positions=40 intents=10 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 600697.SH rejected by ma_filter | 301273.SZ rejected by ma_filter | 301198.SZ rejected by ma_filter | 600778.SH rejected by ma_filter | 300955.SZ rejected by ma_filter | 605303.SH rejected by ma_filter | 002828.SZ rejected by ma_filter | 300665.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
2025-08-08,13590979.40,14093324.21,-502344.81,-3.5644,2,4,-2,0,2,4,0,40,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=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 605303.SH rejected by ma_filter | 300955.SZ rejected by ma_filter | 002513.SZ rejected by ma_filter | 002828.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 | 300886.SZ rejected by ma_filter | 600778.SH rejected by ma_filter | 605287.SH rejected by ma_filter | 002780.SZ rejected by ma_filter
2025-08-11,13839270.08,14249703.95,-410433.87,-2.8803,12,14,-2,6,6,8,0,40,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 execution and explicit order_value/order_target_value intents | 002652.SZ rejected by ma_filter | 605303.SH rejected by ma_filter | 300955.SZ rejected by ma_filter | 002513.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
2025-08-12,13963956.89,14197412.73,-233455.84,-1.6444,6,4,2,1,5,3,0,40,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 execution and explicit order_value/order_target_value intents | 002910.SZ rejected by ma_filter | 605303.SH rejected by ma_filter | 300665.SZ rejected by ma_filter | 300955.SZ 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
2025-08-13,13939601.76,14074178.05,-134576.29,-0.9562,2,2,0,1,1,1,0,40,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 execution and explicit order_value/order_target_value intents | 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 | 600448.SH 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 | 600149.SH rejected by ma_filter
2025-08-14,13861904.32,13673377.04,188527.28,1.3788,2,2,0,1,1,1,0,40,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 execution and explicit order_value/order_target_value intents | 002652.SZ rejected by ma_filter | 300955.SZ rejected by ma_filter | 605303.SH rejected by ma_filter | 002360.SZ rejected by ma_filter | 300958.SZ rejected by ma_filter | 003003.SZ rejected by ma_filter | 002795.SZ rejected by ma_filter | 301027.SZ rejected by ma_filter | 603316.SH rejected by ma_filter
2025-08-15,13485517.26,13954698.80,-469181.54,-3.3622,44,54,-10,38,6,16,0,40,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=44 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 605303.SH rejected by ma_filter | 300955.SZ rejected by ma_filter | 603022.SH rejected by ma_filter | 300823.SZ rejected by ma_filter | 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 | 003011.SZ rejected by ma_filter | 002795.SZ rejected by ma_filter | 600791.SH rejected by ma_filter
2025-08-18,13486103.26,14038892.80,-552789.54,-3.9376,0,0,0,0,0,0,0,40,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=0 projected_positions=40 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 300935.SZ rejected by ma_filter | 300823.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 | 002144.SZ rejected by ma_filter | 300958.SZ rejected by ma_filter | 603860.SH rejected by ma_filter
2025-08-19,13541424.09,14342695.49,-801271.40,-5.5866,2,2,0,2,0,0,0,40,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 execution and explicit order_value/order_target_value intents | 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 | 300626.SZ rejected by ma_filter | 300823.SZ rejected by ma_filter | 603903.SH rejected by ma_filter | 001231.SZ rejected by ma_filter | 300838.SZ rejected by ma_filter
2025-08-20,13822770.09,14386377.49,-563607.40,-3.9176,0,0,0,0,0,0,0,40,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=0 projected_positions=40 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 002513.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 600543.SH rejected by ma_filter | 301273.SZ rejected by ma_filter | 301198.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 | 300626.SZ rejected by ma_filter | 603022.SH rejected by ma_filter
2025-08-21,13883924.89,14533677.22,-649752.33,-4.4707,4,6,-2,2,2,4,0,40,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 execution and explicit order_value/order_target_value intents | 300710.SZ rejected by ma_filter | 002513.SZ rejected by ma_filter | 301037.SZ rejected by ma_filter | 301273.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 600543.SH rejected by ma_filter | 002207.SZ 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 | 300640.SZ rejected by ma_filter
2025-08-22,14039876.41,14532869.50,-492993.09,-3.3923,2,2,0,0,2,2,0,40,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 execution and explicit order_value/order_target_value intents | 002513.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter | 300823.SZ rejected by ma_filter | 603073.SH rejected by ma_filter | 001366.SZ rejected by ma_filter | 001231.SZ rejected by ma_filter | 300838.SZ rejected by ma_filter | 300626.SZ rejected by ma_filter | 605567.SH rejected by ma_filter | 600671.SH rejected by st_or_special_name | 003011.SZ rejected by ma_filter | 002360.SZ rejected by ma_filter
2025-08-25,14055452.41,14922842.22,-867389.81,-5.8125,0,2,-2,0,0,2,0,40,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 execution and explicit order_value/order_target_value intents | 300958.SZ rejected by ma_filter | 003011.SZ rejected by ma_filter | 002634.SZ rejected by ma_filter | 001373.SZ rejected by ma_filter | 600778.SH 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 | 002836.SZ rejected by ma_filter | 300013.SZ rejected by st_or_special_name | 002853.SZ rejected by ma_filter
2025-08-26,14308838.08,14848149.62,-539311.54,-3.6322,4,6,-2,3,1,3,0,40,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=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 605567.SH rejected by ma_filter | 300958.SZ rejected by ma_filter | 002360.SZ rejected by ma_filter | 603177.SH rejected by ma_filter | 301027.SZ rejected by ma_filter | 003011.SZ rejected by ma_filter | 001373.SZ rejected by ma_filter | 002795.SZ rejected by ma_filter | 002634.SZ rejected by ma_filter | 600791.SH rejected by ma_filter | 603616.SH rejected by ma_filter | 603183.SH rejected by ma_filter
2025-08-27,14356114.50,14261365.17,94749.33,0.6644,4,2,2,1,3,1,0,40,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=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 603183.SH rejected by ma_filter | 603616.SH rejected by ma_filter | 301515.SZ rejected by ma_filter | 600408.SH rejected by ma_filter | 000663.SZ rejected by ma_filter | 300658.SZ rejected by ma_filter | 603937.SH rejected by ma_filter | 002486.SZ rejected by ma_filter | 300013.SZ rejected by st_or_special_name | 002748.SZ rejected by st_or_special_name | 002524.SZ rejected by ma_filter | 300675.SZ rejected by ma_filter
2025-08-28,13839377.54,14203415.17,-364037.63,-2.5630,2,0,2,0,2,0,0,40,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=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 002360.SZ rejected by ma_filter | 301049.SZ rejected by ma_filter | 301010.SZ rejected by ma_filter | 605567.SH rejected by ma_filter | 300665.SZ rejected by ma_filter | 003011.SZ rejected by ma_filter | 300717.SZ rejected by ma_filter | 002836.SZ rejected by ma_filter | 001373.SZ rejected by ma_filter | 603335.SH rejected by ma_filter | 300535.SZ rejected by ma_filter | 301027.SZ rejected by ma_filter
2025-08-29,13807666.45,14017097.78,-209431.33,-1.4941,10,14,-4,8,2,6,0,40,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=5 projected_positions=40 intents=10 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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 | 300670.SZ rejected by ma_filter | 002800.SZ rejected by ma_filter | 300517.SZ rejected by ma_filter | 002817.SZ rejected by ma_filter | 301519.SZ rejected by ma_filter
2025-09-01,13638350.45,14272402.78,-634052.33,-4.4425,0,0,0,0,0,0,0,40,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 execution and explicit order_value/order_target_value intents | 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
2025-09-02,13874001.48,14158544.64,-284543.16,-2.0097,12,5,7,3,9,2,0,40,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=6 projected_positions=40 intents=12 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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
2025-09-03,13918940.48,13723106.88,195833.60,1.4270,0,4,-4,0,0,4,0,40,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=0 projected_positions=40 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 002524.SZ rejected by ma_filter | 300883.SZ rejected by ma_filter | 300517.SZ rejected by ma_filter | 600234.SH rejected by st_or_special_name | 002817.SZ rejected by ma_filter | 600448.SH rejected by ma_filter | 301429.SZ rejected by ma_filter | 300437.SZ rejected by ma_filter | 605177.SH rejected by ma_filter | 605178.SH rejected by ma_filter | 600051.SH rejected by ma_filter | 300886.SZ rejected by ma_filter
2025-09-04,13473505.48,13963761.42,-490255.94,-3.5109,0,6,-6,0,0,6,0,40,jq_microcap signal=000001.SH last=3813.56 ma_short=3849.75 ma_long=3839.79 band=22-32 tr=1.00 | selected=4 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 execution and explicit order_value/order_target_value intents | 301336.SZ rejected by ma_filter | 003008.SZ rejected by ma_filter | 603028.SH rejected by ma_filter | 603029.SH rejected by ma_filter | 603023.SH rejected by st_or_special_name | 300845.SZ rejected by ma_filter | 603908.SH rejected by ma_filter | 300246.SZ rejected by ma_filter | 300721.SZ rejected by ma_filter | 603578.SH rejected by ma_filter | 603182.SH rejected by ma_filter | 002999.SZ rejected by ma_filter
2025-09-05,13521833.90,14098712.25,-576878.35,-4.0917,57,70,-13,47,10,23,0,36,jq_microcap signal=000001.SH last=3765.88 ma_short=3834.20 ma_long=3839.27 band=21-31 tr=0.50 | selected=29 periodic_rebalance=true exits=3 projected_positions=29 intents=57 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 003011.SZ rejected by ma_filter | 301231.SZ rejected by ma_filter | 001373.SZ rejected by ma_filter | 300717.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 300334.SZ rejected by ma_filter | 301515.SZ rejected by ma_filter | 603616.SH rejected by ma_filter | 300649.SZ rejected by ma_filter | 301390.SZ rejected by ma_filter | 600791.SH rejected by ma_filter | 300013.SZ rejected by st_or_special_name
2025-09-08,13638695.66,14118369.36,-479673.70,-3.3975,4,8,-4,3,1,5,0,37,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=2 projected_positions=29 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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
2025-09-09,13678967.10,14104671.42,-425704.32,-3.0182,6,8,-2,5,1,3,0,37,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=29 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 300126.SZ rejected by ma_filter | 002836.SZ rejected by ma_filter | 600671.SH rejected by st_or_special_name | 002800.SZ rejected by ma_filter | 002634.SZ rejected by ma_filter | 000663.SZ rejected by ma_filter | 002795.SZ rejected by ma_filter | 603331.SH rejected by ma_filter | 002316.SZ rejected by st_or_special_name | 002780.SZ rejected by ma_filter | 002760.SZ rejected by ma_filter | 000637.SZ rejected by ma_filter
2025-09-10,13695312.62,14211835.27,-516522.65,-3.6345,4,6,-2,0,4,6,0,37,jq_microcap signal=000001.SH last=3807.29 ma_short=3805.22 ma_long=3826.16 band=21-31 tr=0.50 | selected=33 periodic_rebalance=false exits=2 projected_positions=29 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 001231.SZ rejected by ma_filter | 300665.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
2025-09-11,13710926.15,14311864.03,-600937.88,-4.1989,6,4,2,2,4,2,0,37,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=3 projected_positions=29 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 600149.SH rejected by ma_filter | 001366.SZ rejected by ma_filter | 001231.SZ rejected by ma_filter | 301010.SZ rejected by ma_filter | 301231.SZ rejected by ma_filter | 301049.SZ rejected by ma_filter | 301105.SZ rejected by ma_filter | 605567.SH rejected by ma_filter | 300849.SZ rejected by ma_filter | 002360.SZ rejected by ma_filter | 603022.SH rejected by ma_filter | 300717.SZ rejected by ma_filter
2025-09-12,13707918.32,14309319.47,-601401.15,-4.2029,8,12,-4,6,2,6,0,37,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=4 projected_positions=29 intents=8 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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
2025-09-15,13794695.67,14523385.52,-728689.85,-5.0174,2,6,-4,2,0,4,0,37,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=29 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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 | 002795.SZ rejected by ma_filter | 300886.SZ rejected by ma_filter | 600671.SH rejected by st_or_special_name | 002853.SZ rejected by ma_filter | 603616.SH rejected by ma_filter | 603183.SH rejected by ma_filter | 002780.SZ rejected by ma_filter
2025-09-16,13827020.67,14645508.52,-818487.85,-5.5887,0,0,0,0,0,0,0,37,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=0 projected_positions=29 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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
2025-09-17,13878590.15,14565325.06,-686734.91,-4.7149,4,4,0,4,0,0,0,37,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=2 projected_positions=29 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 002836.SZ rejected by ma_filter | 002780.SZ rejected by ma_filter | 301515.SZ rejected by ma_filter | 301336.SZ rejected by ma_filter | 301390.SZ rejected by ma_filter | 301027.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
2025-09-18,13854816.38,14244872.35,-390055.97,-2.7382,2,4,-2,1,1,3,0,37,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=29 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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 | 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 | 300845.SZ rejected by ma_filter
2025-09-19,13636805.47,14097019.77,-460214.30,-3.2646,4,14,-10,4,0,10,29,37,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=2 projected_positions=29 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 603029.SH rejected by ma_filter | 605177.SH rejected by ma_filter | 002853.SZ rejected by ma_filter | 002760.SZ rejected by ma_filter | 002748.SZ rejected by st_or_special_name | 301040.SZ rejected by ma_filter | 600202.SH rejected by ma_filter | 600051.SH rejected by ma_filter | 300437.SZ rejected by ma_filter | 002800.SZ rejected by ma_filter | 603041.SH rejected by ma_filter | 300845.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 10053888.77 9888279.81 165608.96 1.6748 26 22 4 21 5 1 0 22 jq_microcap signal=000001.SH last=3351.76 ma_short=3390.13 ma_long=3381.58 band=18-28 tr=1.00 | selected=26 periodic_rebalance=true exits=0 projected_positions=26 intents=26 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 301232.SZ rejected by ma_filter | 001202.SZ rejected by ma_filter | 301006.SZ rejected by ma_filter | 605189.SH rejected by ma_filter | 300670.SZ rejected by ma_filter | 000663.SZ rejected by ma_filter | 300472.SZ rejected by ma_filter | 003008.SZ rejected by ma_filter | 605567.SH rejected by ma_filter | 002105.SZ rejected by ma_filter | 001234.SZ rejected by ma_filter | 301156.SZ rejected by ma_filter
3 2025-01-03 9855000.71 9573330.68 281670.03 2.9422 10 12 -2 7 3 5 0 21 jq_microcap signal=000001.SH last=3262.56 ma_short=3363.97 ma_long=3369.61 band=17-27 tr=0.50 | selected=21 periodic_rebalance=false exits=5 projected_positions=26 intents=10 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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
4 2025-01-06 9583480.14 9496499.65 86980.49 0.9159 23 17 6 14 9 3 0 17 jq_microcap signal=000001.SH last=3211.43 ma_short=3326.64 ma_long=3353.75 band=17-27 tr=0.50 | selected=16 periodic_rebalance=false exits=13 projected_positions=23 intents=23 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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
5 2025-01-07 9470580.43 9639334.01 -168753.58 -1.7507 3 3 0 3 0 0 0 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=22 intents=3 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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
6 2025-01-08 9663925.22 9688063.56 -24138.34 -0.2492 1 2 -1 1 0 1 0 16 jq_microcap signal=000001.SH last=3229.64 ma_short=3252.46 ma_long=3325.47 band=17-27 tr=0.50 | selected=5 periodic_rebalance=false exits=1 projected_positions=21 intents=1 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 603172.SH rejected by ma_filter | 301197.SZ rejected by ma_filter | 301081.SZ rejected by ma_filter | 300640.SZ rejected by ma_filter | 301237.SZ rejected by ma_filter | 600202.SH rejected by ma_filter | 605567.SH rejected by ma_filter | 002571.SZ rejected by ma_filter | 603458.SH rejected by ma_filter | 002842.SZ rejected by ma_filter | 301178.SZ rejected by ma_filter | 300920.SZ rejected by ma_filter
7 2025-01-09 9684481.50 9697972.74 -13491.24 -0.1391 3 2 1 1 2 1 0 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=2 projected_positions=20 intents=3 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 300391.SZ rejected by ma_filter | 301081.SZ rejected by ma_filter | 300958.SZ rejected by ma_filter | 300640.SZ rejected by ma_filter | 300971.SZ rejected by ma_filter | 603356.SH rejected by ma_filter | 300845.SZ rejected by ma_filter | 301198.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter | 301515.SZ rejected by ma_filter | 600697.SH rejected by ma_filter | 301429.SZ rejected by ma_filter
8 2025-01-10 9682818.50 9625259.74 57558.76 0.5980 0 0 0 0 0 0 0 16 jq_microcap signal=000001.SH last=3211.39 ma_short=3217.91 ma_long=3290.94 band=17-27 tr=0.50 | selected=12 periodic_rebalance=false exits=0 projected_positions=20 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 300966.SZ rejected by ma_filter | 600857.SH rejected by ma_filter | 603356.SH rejected by ma_filter | 300804.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter | 603937.SH rejected by ma_filter | 001234.SZ rejected by ma_filter | 002144.SZ rejected by ma_filter | 001210.SZ rejected by ma_filter | 301192.SZ rejected by ma_filter | 301006.SZ rejected by ma_filter | 301156.SZ rejected by ma_filter
9 2025-01-13 9604816.20 9580856.97 23959.23 0.2501 12 12 0 10 2 2 0 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=6 projected_positions=20 intents=12 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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
10 2025-01-14 9555395.20 9700951.97 -145556.77 -1.5004 0 0 0 0 0 0 0 16 jq_microcap signal=000001.SH last=3160.76 ma_short=3200.10 ma_long=3244.05 band=16-26 tr=0.50 | selected=15 periodic_rebalance=false exits=0 projected_positions=20 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 002072.SZ rejected by ma_filter | 300385.SZ rejected by ma_filter | 002883.SZ rejected by ma_filter | 301288.SZ rejected by ma_filter | 301053.SZ rejected by ma_filter | 002857.SZ rejected by ma_filter | 301131.SZ rejected by ma_filter | 300877.SZ rejected by ma_filter | 301300.SZ rejected by ma_filter | 605069.SH rejected by ma_filter | 300591.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter
11 2025-01-15 9725312.51 9658347.31 66965.20 0.6933 8 10 -2 8 0 2 0 16 jq_microcap signal=000001.SH last=3240.94 ma_short=3202.36 ma_long=3227.41 band=17-27 tr=0.50 | selected=26 periodic_rebalance=false exits=4 projected_positions=20 intents=8 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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 | 002629.SZ rejected by ma_filter | 300030.SZ rejected by ma_filter | 000663.SZ rejected by ma_filter
12 2025-01-16 9647565.27 9672603.66 -25038.39 -0.2589 8 6 2 5 3 1 0 16 jq_microcap signal=000001.SH last=3227.12 ma_short=3201.75 ma_long=3214.95 band=17-27 tr=0.50 | selected=28 periodic_rebalance=false exits=4 projected_positions=20 intents=8 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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
13 2025-01-17 9686190.11 9632752.15 53437.96 0.5548 8 8 0 4 4 4 0 16 jq_microcap signal=000001.SH last=3236.03 ma_short=3206.67 ma_long=3212.29 band=17-27 tr=0.50 | selected=28 periodic_rebalance=false exits=4 projected_positions=20 intents=8 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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
14 2025-01-20 9656693.40 9643287.73 13405.67 0.1390 8 2 6 1 7 1 0 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=4 projected_positions=20 intents=8 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 600802.SH rejected by ma_filter | 301063.SZ rejected by ma_filter | 002072.SZ rejected by ma_filter | 300804.SZ rejected by ma_filter | 300710.SZ rejected by ma_filter | 300871.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
15 2025-01-21 9695790.16 9641989.81 53800.35 0.5580 4 2 2 1 3 1 0 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=2 projected_positions=20 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 600448.SH rejected by ma_filter | 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 | 002295.SZ rejected by ma_filter | 002890.SZ rejected by ma_filter | 300500.SZ rejected by ma_filter | 603073.SH rejected by ma_filter | 002809.SZ rejected by ma_filter | 301234.SZ rejected by ma_filter
16 2025-01-22 9657399.37 9588882.59 68516.78 0.7145 4 2 2 1 3 1 0 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=2 projected_positions=20 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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 | 603073.SH rejected by ma_filter | 301022.SZ rejected by ma_filter | 603458.SH rejected by ma_filter
17 2025-01-23 9534957.73 9503727.34 31230.39 0.3286 46 48 -2 35 11 13 0 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=1 projected_positions=40 intents=46 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 001231.SZ rejected by ma_filter | 600202.SH rejected by ma_filter | 000663.SZ rejected by ma_filter | 002713.SZ rejected by ma_filter | 301163.SZ rejected by ma_filter | 301234.SZ rejected by ma_filter | 603458.SH rejected by ma_filter | 002898.SZ rejected by ma_filter | 301022.SZ rejected by ma_filter | 002890.SZ rejected by ma_filter | 301300.SZ rejected by ma_filter | 300823.SZ rejected by ma_filter
18 2025-01-24 9576856.37 9563867.67 12988.70 0.1358 4 6 -2 1 3 5 0 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 execution and explicit order_value/order_target_value intents | 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 | 603028.SH 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
19 2025-01-27 9639208.34 9587633.67 51574.67 0.5379 4 0 4 0 4 0 0 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=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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 | 000663.SZ rejected by ma_filter | 300716.SZ rejected by ma_filter | 300106.SZ rejected by ma_filter
20 2025-02-05 9492269.34 9692828.67 -200559.33 -2.0692 0 0 0 0 0 0 0 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 execution and explicit order_value/order_target_value intents | 605567.SH rejected by ma_filter | 603356.SH rejected by ma_filter | 600892.SH rejected by ma_filter | 002828.SZ rejected by ma_filter | 002072.SZ rejected by ma_filter | 605178.SH rejected by ma_filter | 600358.SH rejected by ma_filter | 300334.SZ 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
21 2025-02-06 9629002.34 9825534.31 -196531.97 -2.0002 0 2 -2 0 0 2 0 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=0 projected_positions=40 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 600302.SH rejected by ma_filter | 300511.SZ rejected by ma_filter | 605567.SH rejected by ma_filter | 300961.SZ rejected by ma_filter | 600281.SH rejected by ma_filter | 001231.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 301113.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
22 2025-02-07 9767396.59 9878640.58 -111243.99 -1.1261 12 8 4 5 7 3 0 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=6 projected_positions=40 intents=12 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 002634.SZ rejected by ma_filter | 002529.SZ rejected by ma_filter | 000590.SZ rejected by ma_filter | 603789.SH rejected by ma_filter | 605567.SH rejected by ma_filter | 002828.SZ rejected by ma_filter | 300961.SZ rejected by ma_filter | 001231.SZ rejected by ma_filter | 300511.SZ rejected by ma_filter | 603261.SH rejected by ma_filter | 300710.SZ rejected by ma_filter | 603356.SH rejected by ma_filter
23 2025-02-10 9802303.81 10035004.66 -232700.85 -2.3189 6 4 2 2 4 2 0 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=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 000632.SZ rejected by ma_filter | 300591.SZ rejected by ma_filter | 300626.SZ rejected by ma_filter | 603838.SH rejected by ma_filter | 001231.SZ rejected by ma_filter | 000590.SZ rejected by ma_filter | 603356.SH rejected by ma_filter | 002199.SZ rejected by ma_filter | 003003.SZ rejected by ma_filter | 002713.SZ rejected by ma_filter
24 2025-02-11 10155975.00 10048169.39 107805.61 1.0729 2 6 -4 1 1 5 0 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 execution and explicit order_value/order_target_value intents | 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 | 600697.SH rejected by ma_filter | 002571.SZ rejected by ma_filter | 600358.SH rejected by ma_filter | 001202.SZ rejected by ma_filter
25 2025-02-12 10194954.46 10061596.32 133358.14 1.3254 4 4 0 2 2 2 0 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 execution and explicit order_value/order_target_value intents | 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 | 002857.SZ rejected by ma_filter | 600202.SH rejected by ma_filter | 301228.SZ 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
26 2025-02-13 10233973.10 9947857.95 286115.15 2.8761 2 2 0 1 1 1 0 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=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 600202.SH rejected by ma_filter | 603789.SH rejected by ma_filter | 002713.SZ rejected by ma_filter | 600358.SH rejected by ma_filter | 600892.SH rejected by ma_filter | 002718.SZ rejected by ma_filter
27 2025-02-14 10067469.10 9939775.95 127693.15 1.2847 0 0 0 0 0 0 0 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=0 projected_positions=40 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 603356.SH rejected by ma_filter | 600892.SH rejected by ma_filter | 000004.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
28 2025-02-17 10045140.64 10165276.21 -120135.57 -1.1818 2 2 0 1 1 1 0 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 execution and explicit order_value/order_target_value intents | 603261.SH 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 | 603356.SH rejected by ma_filter | 605189.SH rejected by ma_filter
29 2025-02-18 10259358.14 9978899.85 280458.29 2.8105 4 6 -2 2 2 4 0 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 execution and explicit order_value/order_target_value intents | 001210.SZ rejected by ma_filter | 600202.SH rejected by ma_filter | 603937.SH rejected by ma_filter | 300839.SZ rejected by ma_filter | 605189.SH rejected by ma_filter | 301010.SZ rejected by ma_filter | 002529.SZ rejected by ma_filter | 600408.SH rejected by ma_filter | 600319.SH rejected by ma_filter | 000637.SZ rejected by ma_filter | 000820.SZ rejected by ma_filter | 301043.SZ rejected by ma_filter
30 2025-02-19 10051383.14 10138151.85 -86768.71 -0.8559 0 0 0 0 0 0 0 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 execution and explicit order_value/order_target_value intents | 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 | 300971.SZ rejected by ma_filter | 001210.SZ rejected by ma_filter | 300958.SZ rejected by ma_filter | 600802.SH rejected by ma_filter | 002898.SZ rejected by ma_filter
31 2025-02-20 10283526.92 10214788.61 68738.31 0.6729 8 6 2 5 3 1 0 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=4 projected_positions=40 intents=8 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 300626.SZ rejected by ma_filter | 002718.SZ rejected by ma_filter | 301131.SZ rejected by ma_filter | 301079.SZ rejected by ma_filter | 300517.SZ rejected by ma_filter | 600358.SH rejected by ma_filter | 002760.SZ rejected by ma_filter | 301053.SZ rejected by ma_filter | 300971.SZ rejected by ma_filter | 600448.SH rejected by ma_filter | 300958.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter
32 2025-02-21 10335153.38 10148190.18 186963.20 1.8423 58 56 2 39 19 17 0 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=1 projected_positions=40 intents=58 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 002718.SZ rejected by ma_filter | 002295.SZ rejected by ma_filter | 600802.SH rejected by ma_filter | 600689.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 | 300871.SZ rejected by ma_filter | 603937.SH rejected by ma_filter
33 2025-02-24 10301411.68 10228728.29 72683.39 0.7106 4 4 0 2 2 2 0 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 execution and explicit order_value/order_target_value intents | 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 | 001210.SZ rejected by ma_filter | 300958.SZ rejected by ma_filter | 002836.SZ rejected by ma_filter
34 2025-02-25 10388249.78 10152773.65 235476.13 2.3193 6 2 4 1 5 1 0 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=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 002718.SZ rejected by ma_filter | 002295.SZ rejected by ma_filter | 300391.SZ rejected by ma_filter | 002144.SZ rejected by ma_filter | 603172.SH rejected by ma_filter | 002836.SZ rejected by ma_filter | 300640.SZ rejected by ma_filter | 300958.SZ rejected by ma_filter | 300871.SZ rejected by ma_filter | 600408.SH rejected by ma_filter | 300462.SZ rejected by ma_filter | 000637.SZ rejected by ma_filter
35 2025-02-26 10354855.64 10272568.76 82286.88 0.8010 6 6 0 1 5 5 0 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 execution and explicit order_value/order_target_value intents | 002718.SZ rejected by ma_filter | 600448.SH 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 | 001202.SZ rejected by ma_filter | 600408.SH rejected by ma_filter | 003023.SZ rejected by ma_filter
36 2025-02-27 10459340.16 10265649.76 193690.40 1.8868 4 0 4 0 4 0 0 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 execution and explicit order_value/order_target_value intents | 002718.SZ rejected by ma_filter | 300640.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter | 002295.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 | 000820.SZ rejected by ma_filter | 301010.SZ rejected by ma_filter
37 2025-02-28 10449364.16 10091014.93 358349.23 3.5512 0 4 -4 0 0 4 0 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 execution and explicit order_value/order_target_value intents | 000633.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 | 603151.SH rejected by ma_filter | 301010.SZ rejected by ma_filter | 000637.SZ rejected by ma_filter | 000820.SZ rejected by ma_filter | 000953.SZ rejected by ma_filter | 603090.SH rejected by ma_filter | 300935.SZ rejected by ma_filter
38 2025-03-03 10255101.90 10167473.69 87628.21 0.8618 2 6 -4 0 2 6 0 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=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 002898.SZ rejected by ma_filter | 603172.SH rejected by ma_filter | 300920.SZ rejected by ma_filter | 000633.SZ rejected by ma_filter | 600408.SH rejected by ma_filter | 300871.SZ rejected by ma_filter | 301197.SZ rejected by ma_filter | 301010.SZ rejected by ma_filter | 002295.SZ rejected by ma_filter | 000820.SZ rejected by ma_filter | 603151.SH rejected by ma_filter | 300030.SZ rejected by ma_filter
39 2025-03-04 10322432.46 10343001.64 -20569.18 -0.1989 2 2 0 1 1 1 0 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=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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 | 002898.SZ rejected by ma_filter | 300920.SZ rejected by ma_filter | 603028.SH rejected by ma_filter | 603172.SH rejected by ma_filter | 600892.SH rejected by ma_filter
40 2025-03-05 10535300.46 10319313.60 215986.86 2.0930 0 4 -4 0 0 4 0 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 execution and explicit order_value/order_target_value intents | 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 | 000637.SZ rejected by ma_filter | 000820.SZ rejected by ma_filter | 603172.SH rejected by ma_filter
41 2025-03-06 10473301.64 10444684.60 28617.04 0.2740 2 0 2 0 2 0 0 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 execution and explicit order_value/order_target_value intents | 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 | 002898.SZ rejected by ma_filter
42 2025-03-07 10560556.92 10389218.68 171338.24 1.6492 4 6 -2 2 2 4 0 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 execution and explicit order_value/order_target_value intents | 002921.SZ rejected by ma_filter | 300716.SZ rejected by ma_filter | 002890.SZ rejected by ma_filter | 300804.SZ rejected by ma_filter | 600408.SH rejected by ma_filter | 000820.SZ rejected by ma_filter | 002898.SZ rejected by ma_filter | 603028.SH rejected by ma_filter | 002857.SZ rejected by ma_filter | 000637.SZ rejected by ma_filter | 300517.SZ rejected by ma_filter | 600892.SH rejected by ma_filter
43 2025-03-10 10478100.99 10499246.76 -21145.77 -0.2014 6 4 2 2 4 2 0 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=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 300614.SZ rejected by ma_filter | 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 | 001366.SZ rejected by ma_filter | 300710.SZ rejected by ma_filter | 002211.SZ rejected by ma_filter | 300716.SZ rejected by ma_filter | 300462.SZ rejected by ma_filter | 000637.SZ rejected by ma_filter
44 2025-03-11 10786587.27 10577752.29 208834.98 1.9743 2 4 -2 0 2 4 0 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=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 002809.SZ rejected by ma_filter | 300280.SZ rejected by ma_filter | 002830.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter | 003003.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
45 2025-03-12 10894179.59 10700846.43 193333.16 1.8067 8 6 2 3 5 3 0 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 execution and explicit order_value/order_target_value intents | 002211.SZ rejected by ma_filter | 002809.SZ rejected by ma_filter | 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 | 301231.SZ rejected by ma_filter | 600408.SH rejected by ma_filter | 000820.SZ rejected by ma_filter
46 2025-03-13 10930278.94 10648029.53 282249.41 2.6507 4 4 0 1 3 3 0 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=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 000637.SZ rejected by ma_filter | 002898.SZ rejected by ma_filter | 600448.SH 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
47 2025-03-14 10855475.35 10762469.40 93005.95 0.8642 38 30 8 20 18 10 0 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=0 projected_positions=40 intents=38 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 002828.SZ rejected by ma_filter | 300640.SZ rejected by ma_filter | 000637.SZ rejected by ma_filter | 000820.SZ rejected by ma_filter | 002718.SZ rejected by ma_filter | 002898.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter | 300462.SZ rejected by ma_filter | 300920.SZ rejected by ma_filter | 300935.SZ rejected by ma_filter | 600202.SH rejected by ma_filter | 603335.SH rejected by ma_filter
48 2025-03-17 10994786.62 10854643.27 140143.35 1.2911 4 4 0 2 2 2 0 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=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 300716.SZ rejected by ma_filter | 002634.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
49 2025-03-18 11212770.00 10916176.50 296593.50 2.7170 10 4 6 1 9 3 0 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 execution and explicit order_value/order_target_value intents | 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
50 2025-03-19 11236212.12 10894540.56 341671.56 3.1362 10 12 -2 3 7 9 0 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=5 projected_positions=40 intents=10 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 300716.SZ rejected by ma_filter | 300640.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 | 301198.SZ rejected by ma_filter | 300591.SZ rejected by ma_filter
51 2025-03-20 11174726.71 10894565.95 280160.76 2.5716 4 6 -2 2 2 4 0 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=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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 | 002828.SZ rejected by ma_filter | 603356.SH rejected by ma_filter | 301010.SZ rejected by ma_filter | 300030.SZ rejected by ma_filter
52 2025-03-21 11199500.85 10731677.83 467823.02 4.3593 2 6 -4 0 2 6 0 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=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 300640.SZ rejected by ma_filter | 002205.SZ rejected by ma_filter | 603356.SH rejected by ma_filter | 300030.SZ rejected by ma_filter | 301010.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 | 300246.SZ rejected by ma_filter | 600281.SH rejected by ma_filter
53 2025-03-24 11007909.42 10222195.39 785714.03 7.6864 8 4 4 2 6 2 0 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 execution and explicit order_value/order_target_value intents | 000637.SZ rejected by ma_filter | 300626.SZ rejected by ma_filter | 003004.SZ rejected by ma_filter | 603172.SH rejected by ma_filter | 600281.SH rejected by ma_filter | 300883.SZ rejected by ma_filter | 600857.SH rejected by ma_filter | 605122.SH rejected by ma_filter | 002231.SZ rejected by ma_filter | 002921.SZ rejected by ma_filter | 600265.SH rejected by ma_filter | 300823.SZ rejected by ma_filter
54 2025-03-25 10379474.15 10300788.76 78685.39 0.7639 18 20 -2 10 8 10 0 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=9 projected_positions=40 intents=18 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 002780.SZ rejected by ma_filter | 000637.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 | 002836.SZ rejected by ma_filter | 003004.SZ rejected by ma_filter | 600082.SH rejected by ma_filter | 301237.SZ rejected by ma_filter
55 2025-03-26 10332689.70 10585136.34 -252446.64 -2.3849 4 2 2 0 4 2 0 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=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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 | 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 | 600857.SH rejected by ma_filter
56 2025-03-27 10630005.69 10563864.51 66141.18 0.6261 6 14 -8 2 4 12 0 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=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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 | 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 | 301234.SZ rejected by ma_filter
57 2025-03-28 10538997.14 10323683.63 215313.51 2.0856 10 4 6 2 8 2 0 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=5 projected_positions=40 intents=10 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 002921.SZ rejected by ma_filter | 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 | 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
58 2025-03-31 10307901.44 10178588.94 129312.50 1.2704 14 24 -10 8 6 16 0 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=7 projected_positions=40 intents=14 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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
59 2025-04-01 10164889.23 10346499.01 -181609.78 -1.7553 6 4 2 2 4 2 0 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=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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 | 002084.SZ rejected by ma_filter | 600778.SH rejected by ma_filter
60 2025-04-02 10351811.46 10402605.01 -50793.55 -0.4883 2 0 2 0 2 0 0 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=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 600892.SH rejected by ma_filter | 300710.SZ rejected by ma_filter | 600408.SH rejected by ma_filter | 301197.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 | 605122.SH rejected by ma_filter
61 2025-04-03 10404052.07 10436266.57 -32214.50 -0.3087 2 2 0 1 1 1 0 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=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 000586.SZ rejected by ma_filter | 000637.SZ rejected by ma_filter | 301197.SZ rejected by ma_filter | 300621.SZ rejected by ma_filter | 600302.SH 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 | 301131.SZ rejected by ma_filter | 002890.SZ rejected by ma_filter
62 2025-04-07 10522689.71 9239503.45 1283186.26 13.8880 56 75 -19 41 15 28 0 40 jq_microcap signal=000001.SH last=3342.01 ma_short=3345.52 ma_long=3357.49 band=18-28 tr=0.50 | selected=40 periodic_rebalance=true exits=24 projected_positions=40 intents=56 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 000952.SZ rejected by ma_filter | 603778.SH rejected by ma_filter | 300780.SZ rejected by ma_filter | 001373.SZ rejected by ma_filter | 001260.SZ rejected by ma_filter | 301555.SZ rejected by ma_filter | 300637.SZ rejected by ma_filter | 300778.SZ rejected by ma_filter | 300483.SZ rejected by ma_filter | 300371.SZ rejected by ma_filter | 300220.SZ rejected by ma_filter | 603696.SH rejected by ma_filter
63 2025-04-08 9392327.10 9261232.35 131094.75 1.4155 30 22 8 12 18 10 0 40 jq_microcap signal=000001.SH last=3096.58 ma_short=3294.58 ma_long=3330.66 band=16-26 tr=0.50 | selected=29 periodic_rebalance=false exits=15 projected_positions=40 intents=30 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 300971.SZ rejected by ma_filter | 300410.SZ rejected by ma_filter | 600408.SH rejected by ma_filter | 000637.SZ rejected by ma_filter | 600281.SH rejected by ma_filter | 603937.SH rejected by ma_filter | 603073.SH rejected by ma_filter | 600883.SH rejected by ma_filter | 600689.SH rejected by ma_filter | 300500.SZ rejected by ma_filter | 301232.SZ rejected by ma_filter | 600791.SH rejected by ma_filter
64 2025-04-09 9283061.15 9481418.98 -198357.83 -2.0921 6 16 -10 1 5 15 0 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=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 300621.SZ rejected by ma_filter | 301040.SZ rejected by ma_filter | 002231.SZ rejected by ma_filter | 300958.SZ rejected by ma_filter | 300823.SZ rejected by ma_filter | 300845.SZ rejected by ma_filter | 300970.SZ rejected by ma_filter | 301505.SZ rejected by ma_filter | 301359.SZ rejected by ma_filter | 301231.SZ rejected by ma_filter | 301049.SZ rejected by ma_filter | 301390.SZ rejected by ma_filter
65 2025-04-10 9413885.05 9892524.01 -478638.96 -4.8384 10 11 -1 7 3 4 0 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=6 projected_positions=38 intents=10 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 300877.SZ rejected by ma_filter | 600107.SH rejected by ma_filter | 002809.SZ rejected by ma_filter | 003003.SZ rejected by ma_filter | 002205.SZ rejected by ma_filter | 000586.SZ rejected by ma_filter | 002830.SZ rejected by ma_filter | 300710.SZ rejected by ma_filter | 301027.SZ rejected by ma_filter | 301040.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter | 603335.SH rejected by ma_filter
66 2025-04-11 9693847.32 10021057.89 -327210.57 -3.2652 8 15 -7 5 3 10 0 36 jq_microcap signal=000001.SH last=3223.64 ma_short=3198.92 ma_long=3275.39 band=17-27 tr=0.50 | selected=13 periodic_rebalance=false exits=4 projected_positions=38 intents=8 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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
67 2025-04-14 9840947.40 10239970.92 -399023.52 -3.8967 12 13 -1 7 5 6 0 31 jq_microcap signal=000001.SH last=3238.23 ma_short=3178.16 ma_long=3261.84 band=17-27 tr=0.50 | selected=8 periodic_rebalance=false exits=9 projected_positions=32 intents=12 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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
68 2025-04-15 10015256.43 10323689.88 -308433.45 -2.9876 10 6 4 4 6 2 0 31 jq_microcap signal=000001.SH last=3262.81 ma_short=3211.41 ma_long=3252.99 band=17-27 tr=0.50 | selected=18 periodic_rebalance=false exits=5 projected_positions=32 intents=10 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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
69 2025-04-16 10088272.19 10267355.23 -179083.04 -1.7442 6 4 2 2 4 2 0 32 jq_microcap signal=000001.SH last=3267.66 ma_short=3235.83 ma_long=3246.18 band=17-27 tr=0.50 | selected=17 periodic_rebalance=false exits=3 projected_positions=32 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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
70 2025-04-17 9984352.34 10314776.22 -330423.88 -3.2034 6 6 0 3 3 3 0 32 jq_microcap signal=000001.SH last=3276.00 ma_short=3253.67 ma_long=3238.94 band=17-27 tr=1.00 | selected=21 periodic_rebalance=false exits=3 projected_positions=32 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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 | 002719.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter
71 2025-04-18 10086280.21 10172429.65 -86149.44 -0.8469 4 10 -6 3 1 7 0 33 jq_microcap signal=000001.SH last=3280.34 ma_short=3265.01 ma_long=3231.96 band=17-27 tr=1.00 | selected=33 periodic_rebalance=false exits=2 projected_positions=32 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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
72 2025-04-21 10022045.85 10273427.65 -251381.80 -2.4469 10 10 0 4 6 6 0 33 jq_microcap signal=000001.SH last=3276.73 ma_short=3272.71 ma_long=3225.43 band=17-27 tr=1.00 | selected=31 periodic_rebalance=false exits=5 projected_positions=32 intents=10 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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
73 2025-04-22 10185276.48 10430343.86 -245067.38 -2.3496 8 12 -4 5 3 7 0 33 jq_microcap signal=000001.SH last=3291.43 ma_short=3278.43 ma_long=3244.92 band=17-27 tr=1.00 | selected=39 periodic_rebalance=false exits=4 projected_positions=32 intents=8 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 301197.SZ rejected by ma_filter | 002494.SZ rejected by ma_filter | 600302.SH rejected by ma_filter | 002718.SZ rejected by ma_filter | 603022.SH 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
74 2025-04-23 10318632.66 10272642.86 45989.80 0.4477 10 10 0 6 4 4 0 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=5 projected_positions=32 intents=10 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 600408.SH rejected by ma_filter | 301163.SZ rejected by ma_filter | 301037.SZ rejected by ma_filter | 301027.SZ rejected by ma_filter | 301057.SZ rejected by ma_filter | 002830.SZ rejected by ma_filter | 002713.SZ rejected by ma_filter | 300246.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 600281.SH rejected by ma_filter | 301197.SZ rejected by ma_filter | 300877.SZ rejected by ma_filter
75 2025-04-24 10228182.27 10229570.94 -1388.67 -0.0136 14 4 10 4 10 0 0 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=7 projected_positions=32 intents=14 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 301198.SZ rejected by ma_filter | 301197.SZ rejected by ma_filter | 300651.SZ rejected by ma_filter | 603903.SH 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
76 2025-04-25 10206889.26 10207438.94 -549.68 -0.0054 2 0 2 0 2 0 0 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=1 projected_positions=32 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 600408.SH rejected by ma_filter | 301037.SZ rejected by ma_filter | 301197.SZ rejected by ma_filter | 002718.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 | 000692.SZ rejected by ma_filter | 600302.SH rejected by ma_filter | 301075.SZ rejected by ma_filter | 300437.SZ rejected by ma_filter
77 2025-04-28 10189325.77 10119181.94 70143.83 0.6932 62 65 -3 43 19 22 0 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=62 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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 | 000637.SZ rejected by ma_filter | 300949.SZ rejected by ma_filter | 300030.SZ rejected by ma_filter | 300500.SZ rejected by ma_filter | 002696.SZ rejected by ma_filter | 300670.SZ rejected by ma_filter | 300971.SZ rejected by ma_filter
78 2025-04-29 10027126.15 10370589.55 -343463.40 -3.3119 2 2 0 0 2 2 0 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=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 600408.SH rejected by ma_filter | 301075.SZ rejected by ma_filter | 300651.SZ rejected by ma_filter | 300437.SZ rejected by ma_filter | 002486.SZ rejected by ma_filter | 301163.SZ rejected by ma_filter | 301024.SZ rejected by ma_filter | 600302.SH rejected by ma_filter | 300710.SZ rejected by ma_filter | 300823.SZ rejected by ma_filter | 300103.SZ rejected by ma_filter | 300640.SZ rejected by ma_filter
79 2025-04-30 10060132.95 10449418.91 -389285.96 -3.7254 4 8 -4 2 2 6 0 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=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 300651.SZ rejected by ma_filter | 301027.SZ rejected by ma_filter | 300329.SZ rejected by ma_filter | 002857.SZ rejected by ma_filter | 605287.SH rejected by ma_filter | 301163.SZ 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 | 300103.SZ rejected by ma_filter
80 2025-05-06 10350768.95 10722967.02 -372198.07 -3.4710 0 14 -14 0 0 14 0 40 jq_microcap signal=000001.SH last=3279.03 ma_short=3289.29 ma_long=3289.11 band=17-27 tr=0.50 | selected=0 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 execution and explicit order_value/order_target_value intents
81 2025-05-07 10632703.95 10861959.49 -229255.54 -2.1106 0 24 -24 0 0 24 0 40 jq_microcap signal=000001.SH last=3316.11 ma_short=3293.06 ma_long=3292.68 band=18-28 tr=1.00 | selected=0 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 execution and explicit order_value/order_target_value intents
82 2025-05-08 10811964.95 11006783.98 -194819.03 -1.7700 0 18 -18 0 0 18 0 40 jq_microcap signal=000001.SH last=3342.66 ma_short=3302.58 ma_long=3299.28 band=18-28 tr=1.00 | selected=0 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 execution and explicit order_value/order_target_value intents
83 2025-05-09 10982752.95 10956927.21 25825.74 0.2357 0 8 -8 0 0 8 0 40 jq_microcap signal=000001.SH last=3352.00 ma_short=3315.29 ma_long=3305.33 band=18-28 tr=1.00 | selected=0 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 execution and explicit order_value/order_target_value intents
84 2025-05-12 10969178.95 11008153.72 -38974.77 -0.3541 0 2 -2 0 0 2 0 40 jq_microcap signal=000001.SH last=3342.00 ma_short=3326.36 ma_long=3309.56 band=18-28 tr=1.00 | selected=0 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 execution and explicit order_value/order_target_value intents
85 2025-05-13 11007317.95 10985230.79 22087.16 0.2011 0 4 -4 0 0 4 0 40 jq_microcap signal=000001.SH last=3369.24 ma_short=3344.40 ma_long=3316.85 band=18-28 tr=1.00 | selected=0 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 execution and explicit order_value/order_target_value intents
86 2025-05-14 10994322.95 11018949.26 -24626.31 -0.2235 0 2 -2 0 0 2 0 40 jq_microcap signal=000001.SH last=3374.87 ma_short=3356.16 ma_long=3324.61 band=18-28 tr=1.00 | selected=0 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 execution and explicit order_value/order_target_value intents
87 2025-05-15 10985422.95 11132428.18 -147005.23 -1.3205 0 2 -2 0 0 2 0 40 jq_microcap signal=000001.SH last=3403.95 ma_short=3368.41 ma_long=3335.49 band=18-28 tr=1.00 | selected=0 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 execution and explicit order_value/order_target_value intents
88 2025-05-16 11116988.50 11153148.66 -36160.16 -0.3242 58 6 52 3 55 3 0 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=29 projected_positions=40 intents=58 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 000632.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 300517.SZ rejected by ma_filter | 300069.SZ rejected by ma_filter | 605567.SH rejected by ma_filter | 600697.SH rejected by ma_filter | 301192.SZ rejected by ma_filter
89 2025-05-19 11142179.29 11303383.20 -161203.91 -1.4262 6 8 -2 2 4 6 0 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 execution and explicit order_value/order_target_value intents | 002910.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 002830.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter | 300517.SZ rejected by ma_filter | 600697.SH rejected by ma_filter | 605567.SH rejected by ma_filter
90 2025-05-20 11303881.42 11542571.49 -238690.07 -2.0679 8 8 0 3 5 5 0 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 execution and explicit order_value/order_target_value intents | 603022.SH rejected by ma_filter | 001259.SZ rejected by ma_filter | 002072.SZ rejected by ma_filter | 301010.SZ rejected by ma_filter | 002963.SZ rejected by ma_filter | 301198.SZ rejected by ma_filter | 600234.SH rejected by st_or_special_name | 002910.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 002800.SZ rejected by ma_filter | 300621.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter
91 2025-05-21 11606450.00 11410129.78 196320.22 1.7206 6 4 2 1 5 3 0 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=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 301113.SZ rejected by ma_filter | 002910.SZ rejected by ma_filter | 300626.SZ rejected by ma_filter | 300621.SZ rejected by ma_filter | 002800.SZ rejected by ma_filter | 002830.SZ rejected by ma_filter | 301231.SZ rejected by ma_filter | 300517.SZ rejected by ma_filter | 002921.SZ rejected by ma_filter | 300971.SZ rejected by ma_filter | 301192.SZ rejected by ma_filter | 600697.SH rejected by ma_filter
92 2025-05-22 11505502.72 11291996.62 213506.10 1.8908 32 26 6 14 18 12 0 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=32 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 300626.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 002800.SZ rejected by ma_filter | 002830.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
93 2025-05-23 11334831.72 11188260.62 146571.10 1.3100 0 0 0 0 0 0 0 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 execution and explicit order_value/order_target_value intents | 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 | 301057.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter | 600697.SH rejected by ma_filter | 301231.SZ rejected by ma_filter | 300971.SZ rejected by ma_filter | 002921.SZ rejected by ma_filter | 600778.SH rejected by ma_filter | 300838.SZ rejected by ma_filter
94 2025-05-26 11302964.84 11277639.07 25325.77 0.2246 2 2 0 1 1 1 0 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 execution and explicit order_value/order_target_value intents | 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 | 300838.SZ rejected by ma_filter | 301231.SZ rejected by ma_filter | 300971.SZ rejected by ma_filter
95 2025-05-27 11375278.84 11358941.07 16337.77 0.1438 0 0 0 0 0 0 0 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 execution and explicit order_value/order_target_value intents | 301113.SZ rejected by ma_filter | 300626.SZ rejected by ma_filter | 002634.SZ rejected by ma_filter | 600234.SH rejected by st_or_special_name | 300854.SZ rejected by ma_filter | 301163.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter | 002800.SZ rejected by ma_filter | 301231.SZ rejected by ma_filter | 002921.SZ rejected by ma_filter | 300103.SZ rejected by ma_filter | 300971.SZ rejected by ma_filter
96 2025-05-28 11458266.84 11318137.54 140129.30 1.2381 0 0 0 0 0 0 0 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 execution and explicit order_value/order_target_value intents | 300823.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 600234.SH rejected by st_or_special_name | 002205.SZ rejected by ma_filter | 600883.SH rejected by ma_filter | 000692.SZ rejected by ma_filter | 301163.SZ rejected by ma_filter | 301125.SZ rejected by ma_filter | 001366.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter | 603073.SH rejected by ma_filter | 301231.SZ rejected by ma_filter
97 2025-05-29 11449204.84 11489635.24 -40430.40 -0.3519 0 2 -2 0 0 2 0 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 execution and explicit order_value/order_target_value intents | 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 | 300462.SZ rejected by ma_filter | 002910.SZ rejected by ma_filter | 600883.SH rejected by ma_filter | 002205.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter
98 2025-05-30 11557338.10 11397686.99 159651.11 1.4007 2 4 -2 1 1 3 0 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 execution and explicit order_value/order_target_value intents | 002634.SZ rejected by ma_filter | 300621.SZ rejected by ma_filter | 003011.SZ rejected by ma_filter | 300823.SZ rejected by ma_filter | 002513.SZ rejected by ma_filter | 301163.SZ rejected by ma_filter | 600883.SH rejected by ma_filter | 000692.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter | 002830.SZ rejected by ma_filter | 301057.SZ rejected by ma_filter
99 2025-06-03 11477402.36 11567246.99 -89844.63 -0.7767 4 0 4 0 4 0 0 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=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 300621.SZ rejected by ma_filter | 301198.SZ rejected by ma_filter | 003011.SZ rejected by ma_filter | 300823.SZ rejected by ma_filter | 002494.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 | 301113.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter | 300329.SZ rejected by ma_filter
100 2025-06-04 11488416.05 11677946.98 -189530.93 -1.6230 2 6 -4 1 1 5 0 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=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 301010.SZ rejected by ma_filter | 300626.SZ rejected by ma_filter | 300621.SZ rejected by ma_filter | 600137.SH rejected by ma_filter | 603316.SH rejected by ma_filter | 300823.SZ rejected by ma_filter | 301125.SZ rejected by ma_filter | 003011.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter | 002634.SZ rejected by ma_filter | 301192.SZ rejected by ma_filter
101 2025-06-05 11599087.71 12123210.59 -524122.88 -4.3233 2 4 -2 0 2 4 0 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 execution and explicit order_value/order_target_value intents | 301010.SZ rejected by ma_filter | 300626.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 | 300329.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter | 002921.SZ rejected by ma_filter | 301192.SZ rejected by ma_filter | 301057.SZ rejected by ma_filter | 600149.SH rejected by ma_filter
102 2025-06-06 11690847.46 12043034.09 -352186.63 -2.9244 6 6 0 3 3 3 0 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=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 301010.SZ rejected by ma_filter | 000632.SZ rejected by ma_filter | 300935.SZ rejected by ma_filter | 603356.SH rejected by ma_filter | 300626.SZ rejected by ma_filter | 002963.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 | 603073.SH rejected by ma_filter
103 2025-06-09 11859673.95 12158944.34 -299270.39 -2.4613 6 10 -4 2 4 8 0 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=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 603272.SH rejected by ma_filter | 600137.SH rejected by ma_filter | 000632.SZ rejected by ma_filter | 301010.SZ rejected by ma_filter | 300163.SZ rejected by st_or_special_name | 300626.SZ rejected by ma_filter | 603356.SH rejected by ma_filter | 300621.SZ rejected by ma_filter | 301125.SZ rejected by ma_filter | 300823.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter | 300877.SZ rejected by ma_filter
104 2025-06-10 11972324.36 11987855.39 -15531.03 -0.1296 4 2 2 1 3 1 0 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=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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 | 300955.SZ rejected by ma_filter | 600778.SH rejected by ma_filter
105 2025-06-11 11830456.66 11992575.04 -162118.38 -1.3518 4 4 0 2 2 2 0 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=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 301125.SZ rejected by ma_filter | 300621.SZ rejected by ma_filter | 600137.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 | 301105.SZ rejected by ma_filter | 300955.SZ rejected by ma_filter | 002921.SZ rejected by ma_filter | 300838.SZ rejected by ma_filter
106 2025-06-12 11902015.29 12126991.64 -224976.35 -1.8552 4 2 2 0 4 2 0 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=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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 | 300923.SZ rejected by ma_filter | 300877.SZ rejected by ma_filter | 600149.SH rejected by ma_filter | 301057.SZ rejected by ma_filter | 300838.SZ rejected by ma_filter | 002921.SZ rejected by ma_filter | 300955.SZ rejected by ma_filter
107 2025-06-13 11940758.99 12026170.90 -85411.91 -0.7102 48 24 24 12 36 12 0 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=48 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 300626.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 | 301057.SZ rejected by ma_filter | 600149.SH rejected by ma_filter | 001373.SZ rejected by ma_filter | 002633.SZ rejected by ma_filter
108 2025-06-16 11693223.07 12218699.86 -525476.79 -4.3006 4 6 -2 0 4 6 0 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=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 600543.SH rejected by ma_filter | 003011.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 300626.SZ rejected by ma_filter | 600883.SH rejected by ma_filter | 300462.SZ rejected by ma_filter | 300854.SZ rejected by ma_filter | 600234.SH rejected by st_or_special_name | 002921.SZ rejected by ma_filter | 600697.SH rejected by ma_filter | 300877.SZ rejected by ma_filter | 300955.SZ rejected by ma_filter
109 2025-06-17 11847171.38 12098480.54 -251309.16 -2.0772 4 4 0 2 2 2 0 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=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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 | 300877.SZ rejected by ma_filter | 301057.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter | 603903.SH rejected by ma_filter
110 2025-06-18 11864157.38 12026485.98 -162328.60 -1.3498 0 2 -2 0 0 2 0 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=0 projected_positions=40 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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 | 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 | 600234.SH rejected by st_or_special_name | 002921.SZ rejected by ma_filter
111 2025-06-19 11705988.38 11637884.13 68104.25 0.5852 0 2 -2 0 0 2 0 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 execution and explicit order_value/order_target_value intents | 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 | 605567.SH rejected by ma_filter | 600778.SH rejected by ma_filter | 603903.SH rejected by ma_filter | 300838.SZ rejected by ma_filter
112 2025-06-20 11358633.00 11608302.54 -249669.54 -2.1508 2 4 -2 1 1 3 0 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=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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
113 2025-06-23 11345631.00 11922254.85 -576623.85 -4.8365 0 2 -2 0 0 2 0 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=0 projected_positions=40 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 605178.SH rejected by ma_filter | 600561.SH rejected by ma_filter | 000692.SZ rejected by ma_filter | 301057.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 | 002921.SZ rejected by ma_filter | 300877.SZ rejected by ma_filter | 300329.SZ rejected by ma_filter | 300823.SZ rejected by ma_filter
114 2025-06-24 11617944.22 12295953.85 -678009.63 -5.5141 4 0 4 0 4 0 0 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=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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
115 2025-06-25 11958462.02 12371243.39 -412781.37 -3.3366 2 2 0 0 2 2 0 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 execution and explicit order_value/order_target_value intents | 301010.SZ rejected by ma_filter | 300621.SZ rejected by ma_filter | 301105.SZ rejected by ma_filter | 003011.SZ rejected by ma_filter | 002634.SZ rejected by ma_filter | 603177.SH rejected by ma_filter | 002963.SZ rejected by ma_filter | 300717.SZ rejected by ma_filter | 002494.SZ rejected by ma_filter | 600883.SH rejected by ma_filter | 600561.SH rejected by ma_filter | 301198.SZ rejected by ma_filter
116 2025-06-26 12002193.20 12451708.32 -449515.12 -3.6101 2 6 -4 1 1 5 0 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=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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
117 2025-06-27 12007772.84 12542164.23 -534391.39 -4.2608 2 2 0 0 2 2 0 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 execution and explicit order_value/order_target_value intents | 300955.SZ rejected by ma_filter | 300877.SZ rejected by ma_filter | 600697.SH rejected by ma_filter | 600149.SH rejected by ma_filter | 301231.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter | 603073.SH rejected by ma_filter | 605178.SH rejected by ma_filter | 001366.SZ rejected by ma_filter | 600234.SH rejected by st_or_special_name | 002513.SZ rejected by ma_filter | 300710.SZ rejected by ma_filter
118 2025-06-30 12206708.62 12747502.13 -540793.51 -4.2423 10 8 2 7 3 1 0 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=5 projected_positions=40 intents=10 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 300163.SZ rejected by st_or_special_name | 603356.SH rejected by ma_filter | 002910.SZ rejected by ma_filter | 600137.SH rejected by ma_filter | 301010.SZ rejected by ma_filter | 300621.SZ rejected by ma_filter | 600883.SH rejected by ma_filter | 600561.SH rejected by ma_filter | 000692.SZ rejected by ma_filter | 001259.SZ rejected by ma_filter | 003011.SZ rejected by ma_filter | 301198.SZ rejected by ma_filter
119 2025-07-01 12322436.14 12830732.64 -508296.50 -3.9616 2 6 -4 0 2 6 0 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=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 000692.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 003011.SZ rejected by ma_filter | 002963.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
120 2025-07-02 12321853.62 12886620.64 -564767.02 -4.3826 2 0 2 0 2 0 0 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 execution and explicit order_value/order_target_value intents | 301113.SZ rejected by ma_filter | 002494.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
121 2025-07-03 12418566.66 12943112.86 -524546.20 -4.0527 4 6 -2 1 3 5 0 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=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 600883.SH rejected by ma_filter | 301113.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter | 301231.SZ rejected by ma_filter | 300955.SZ rejected by ma_filter | 002634.SZ rejected by ma_filter | 300877.SZ rejected by ma_filter | 301010.SZ rejected by ma_filter | 600697.SH rejected by ma_filter | 301057.SZ rejected by ma_filter | 003011.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter
122 2025-07-04 12444608.65 12770873.95 -326265.30 -2.5548 48 36 12 23 25 13 0 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=0 projected_positions=40 intents=48 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 000692.SZ rejected by ma_filter | 301057.SZ rejected by ma_filter | 600697.SH rejected by ma_filter | 300849.SZ rejected by ma_filter | 300710.SZ rejected by ma_filter | 002513.SZ rejected by ma_filter | 300640.SZ rejected by ma_filter | 300329.SZ rejected by ma_filter | 600778.SH rejected by ma_filter | 600234.SH rejected by st_or_special_name | 001231.SZ rejected by ma_filter | 002207.SZ rejected by ma_filter
123 2025-07-07 12354091.89 12989079.95 -634988.06 -4.8886 2 0 2 0 2 0 0 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=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 300478.SZ rejected by ma_filter | 300849.SZ rejected by ma_filter | 301231.SZ rejected by ma_filter | 300710.SZ rejected by ma_filter | 002513.SZ rejected by ma_filter | 600234.SH rejected by st_or_special_name | 300640.SZ rejected by ma_filter | 002207.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 603022.SH rejected by ma_filter
124 2025-07-08 12527739.76 13007910.57 -480170.81 -3.6914 6 2 4 0 6 2 0 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=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 301231.SZ rejected by ma_filter | 300849.SZ rejected by ma_filter | 300935.SZ rejected by ma_filter | 300710.SZ rejected by ma_filter | 300955.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
125 2025-07-09 12596257.73 13050464.43 -454206.70 -3.4804 2 10 -8 0 2 10 0 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=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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 | 300935.SZ rejected by ma_filter | 002207.SZ rejected by ma_filter | 600234.SH rejected by st_or_special_name | 002513.SZ rejected by ma_filter | 300640.SZ rejected by ma_filter | 603022.SH rejected by ma_filter | 002921.SZ rejected by ma_filter
126 2025-07-10 12619058.73 13037751.13 -418692.40 -3.2114 0 2 -2 0 0 2 0 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=0 projected_positions=40 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 300955.SZ rejected by ma_filter | 300849.SZ rejected by ma_filter | 301231.SZ rejected by ma_filter | 002207.SZ rejected by ma_filter | 002634.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 | 002921.SZ rejected by ma_filter | 603022.SH rejected by ma_filter | 002800.SZ rejected by ma_filter | 301125.SZ rejected by ma_filter
127 2025-07-11 12639487.72 12960241.13 -320753.41 -2.4749 6 0 6 0 6 0 0 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=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 300955.SZ rejected by ma_filter | 300849.SZ rejected by ma_filter | 301231.SZ rejected by ma_filter | 300710.SZ rejected by ma_filter | 605178.SH 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
128 2025-07-14 12597640.67 13120967.41 -523326.74 -3.9885 6 8 -2 2 4 6 0 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=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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 | 002921.SZ rejected by ma_filter | 002800.SZ rejected by ma_filter
129 2025-07-15 12775115.48 12921238.41 -146122.93 -1.1309 2 0 2 0 2 0 0 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=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 002207.SZ rejected by ma_filter | 300710.SZ rejected by ma_filter | 600543.SH rejected by ma_filter | 600689.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 | 600302.SH rejected by ma_filter
130 2025-07-16 12567497.52 12997767.41 -430269.89 -3.3103 4 0 4 0 4 0 0 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=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 002207.SZ rejected by ma_filter | 002963.SZ rejected by ma_filter | 300710.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 | 603023.SH rejected by st_or_special_name | 002072.SZ rejected by ma_filter | 600543.SH rejected by ma_filter | 002760.SZ rejected by ma_filter
131 2025-07-17 12689674.29 12997646.19 -307971.90 -2.3694 4 2 2 0 4 2 0 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=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 300849.SZ rejected by ma_filter | 301231.SZ rejected by ma_filter | 002207.SZ rejected by ma_filter | 002963.SZ rejected by ma_filter | 301010.SZ rejected by ma_filter | 300710.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
132 2025-07-18 12662300.29 13020743.19 -358442.90 -2.7529 0 0 0 0 0 0 0 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 execution and explicit order_value/order_target_value intents | 300955.SZ rejected by ma_filter | 002494.SZ rejected by ma_filter | 002963.SZ rejected by ma_filter | 301010.SZ rejected by ma_filter | 002207.SZ rejected by ma_filter | 301231.SZ rejected by ma_filter | 300640.SZ rejected by ma_filter | 600543.SH rejected by ma_filter | 002828.SZ rejected by ma_filter | 603022.SH rejected by ma_filter | 002800.SZ rejected by ma_filter | 002205.SZ rejected by ma_filter
133 2025-07-21 12715919.81 13290995.63 -575075.82 -4.3268 6 16 -10 3 3 13 0 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=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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 | 000692.SZ rejected by ma_filter
134 2025-07-22 12938153.47 13232655.42 -294501.95 -2.2256 4 2 2 1 3 1 0 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=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 600561.SH rejected by ma_filter | 300955.SZ rejected by ma_filter | 001259.SZ rejected by ma_filter | 300849.SZ rejected by ma_filter | 300621.SZ rejected by ma_filter | 002634.SZ rejected by ma_filter | 002494.SZ rejected by ma_filter | 301167.SZ rejected by ma_filter | 002207.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter | 600883.SH rejected by ma_filter | 301010.SZ rejected by ma_filter
135 2025-07-23 12947760.03 13216165.31 -268405.28 -2.0309 4 4 0 0 4 4 0 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 execution and explicit order_value/order_target_value intents | 002828.SZ rejected by ma_filter | 603022.SH rejected by ma_filter | 600543.SH rejected by ma_filter | 002513.SZ rejected by ma_filter | 002830.SZ 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 | 603139.SH rejected by ma_filter | 000637.SZ rejected by ma_filter
136 2025-07-24 12842864.28 13419448.89 -576584.61 -4.2966 2 8 -6 0 2 8 0 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=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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 | 002830.SZ rejected by ma_filter | 600149.SH rejected by ma_filter | 603023.SH rejected by st_or_special_name | 002780.SZ rejected by ma_filter | 301125.SZ rejected by ma_filter | 300883.SZ rejected by ma_filter | 600448.SH rejected by ma_filter
137 2025-07-25 12967615.15 13468130.65 -500515.50 -3.7163 52 50 2 37 15 13 0 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=52 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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 | 002800.SZ rejected by ma_filter | 600448.SH rejected by ma_filter | 301139.SZ rejected by ma_filter | 600302.SH rejected by ma_filter | 300649.SZ rejected by ma_filter
138 2025-07-28 13026339.26 13471641.65 -445302.39 -3.3055 6 0 6 0 6 0 0 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=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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 | 002513.SZ rejected by ma_filter | 603023.SH rejected by st_or_special_name | 600448.SH rejected by ma_filter
139 2025-07-29 13106758.71 13395779.90 -289021.19 -2.1576 4 4 0 0 4 4 0 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=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 605303.SH 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
140 2025-07-30 13105974.60 13367390.90 -261416.30 -1.9556 2 0 2 0 2 0 0 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=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 300849.SZ rejected by ma_filter | 300640.SZ rejected by ma_filter | 002207.SZ rejected by ma_filter | 603022.SH rejected by ma_filter | 600543.SH rejected by ma_filter | 600149.SH rejected by ma_filter | 002513.SZ rejected by ma_filter | 002760.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 600448.SH rejected by ma_filter | 603023.SH rejected by st_or_special_name | 605287.SH rejected by ma_filter
141 2025-07-31 13153396.62 13179504.74 -26108.12 -0.1981 6 4 2 1 5 3 0 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=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 002828.SZ rejected by ma_filter | 600149.SH rejected by ma_filter | 603022.SH rejected by ma_filter | 600543.SH rejected by ma_filter | 002760.SZ rejected by ma_filter | 600448.SH rejected by ma_filter | 603937.SH rejected by ma_filter | 002360.SZ rejected by ma_filter | 605287.SH rejected by ma_filter | 002696.SZ rejected by ma_filter | 003003.SZ rejected by ma_filter | 300649.SZ rejected by ma_filter
142 2025-08-01 12956380.62 13437692.40 -481311.78 -3.5818 0 0 0 0 0 0 0 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=0 projected_positions=40 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 605303.SH rejected by ma_filter | 002828.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter | 300640.SZ rejected by ma_filter | 600778.SH rejected by ma_filter | 600149.SH rejected by ma_filter | 600543.SH rejected by ma_filter | 603022.SH rejected by ma_filter | 002513.SZ rejected by ma_filter | 002800.SZ rejected by ma_filter | 600448.SH rejected by ma_filter | 300886.SZ rejected by ma_filter
143 2025-08-04 13199565.62 13606743.35 -407177.73 -2.9925 0 4 -4 0 0 4 0 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=0 projected_positions=40 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 301167.SZ rejected by ma_filter | 300665.SZ rejected by ma_filter | 300535.SZ rejected by ma_filter | 600561.SH rejected by ma_filter | 002883.SZ rejected by ma_filter | 600697.SH rejected by ma_filter | 000692.SZ rejected by ma_filter | 002494.SZ rejected by ma_filter | 301273.SZ rejected by ma_filter | 603177.SH rejected by ma_filter | 301198.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter
144 2025-08-05 13356173.22 13856735.08 -500561.86 -3.6124 4 4 0 0 4 4 0 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=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 000692.SZ rejected by ma_filter | 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 | 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
145 2025-08-06 13612794.12 13871432.42 -258638.30 -1.8645 4 12 -8 4 0 8 0 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=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 603177.SH rejected by ma_filter | 301273.SZ rejected by ma_filter | 605303.SH rejected by ma_filter | 002828.SZ rejected by ma_filter | 301198.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 600778.SH rejected by ma_filter | 603022.SH rejected by ma_filter | 300640.SZ rejected by ma_filter | 300955.SZ rejected by ma_filter | 002513.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter
146 2025-08-07 13582335.64 13836183.14 -253847.50 -1.8347 10 4 6 2 8 2 0 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=5 projected_positions=40 intents=10 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 600697.SH rejected by ma_filter | 301273.SZ rejected by ma_filter | 301198.SZ rejected by ma_filter | 600778.SH rejected by ma_filter | 300955.SZ rejected by ma_filter | 605303.SH rejected by ma_filter | 002828.SZ rejected by ma_filter | 300665.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
147 2025-08-08 13590979.40 14093324.21 -502344.81 -3.5644 2 4 -2 0 2 4 0 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=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 605303.SH rejected by ma_filter | 300955.SZ rejected by ma_filter | 002513.SZ rejected by ma_filter | 002828.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 | 300886.SZ rejected by ma_filter | 600778.SH rejected by ma_filter | 605287.SH rejected by ma_filter | 002780.SZ rejected by ma_filter
148 2025-08-11 13839270.08 14249703.95 -410433.87 -2.8803 12 14 -2 6 6 8 0 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 execution and explicit order_value/order_target_value intents | 002652.SZ rejected by ma_filter | 605303.SH rejected by ma_filter | 300955.SZ rejected by ma_filter | 002513.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
149 2025-08-12 13963956.89 14197412.73 -233455.84 -1.6444 6 4 2 1 5 3 0 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 execution and explicit order_value/order_target_value intents | 002910.SZ rejected by ma_filter | 605303.SH rejected by ma_filter | 300665.SZ rejected by ma_filter | 300955.SZ 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
150 2025-08-13 13939601.76 14074178.05 -134576.29 -0.9562 2 2 0 1 1 1 0 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 execution and explicit order_value/order_target_value intents | 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 | 600448.SH 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 | 600149.SH rejected by ma_filter
151 2025-08-14 13861904.32 13673377.04 188527.28 1.3788 2 2 0 1 1 1 0 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 execution and explicit order_value/order_target_value intents | 002652.SZ rejected by ma_filter | 300955.SZ rejected by ma_filter | 605303.SH rejected by ma_filter | 002360.SZ rejected by ma_filter | 300958.SZ rejected by ma_filter | 003003.SZ rejected by ma_filter | 002795.SZ rejected by ma_filter | 301027.SZ rejected by ma_filter | 603316.SH rejected by ma_filter
152 2025-08-15 13485517.26 13954698.80 -469181.54 -3.3622 44 54 -10 38 6 16 0 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=44 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 605303.SH rejected by ma_filter | 300955.SZ rejected by ma_filter | 603022.SH rejected by ma_filter | 300823.SZ rejected by ma_filter | 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 | 003011.SZ rejected by ma_filter | 002795.SZ rejected by ma_filter | 600791.SH rejected by ma_filter
153 2025-08-18 13486103.26 14038892.80 -552789.54 -3.9376 0 0 0 0 0 0 0 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=0 projected_positions=40 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 300935.SZ rejected by ma_filter | 300823.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 | 002144.SZ rejected by ma_filter | 300958.SZ rejected by ma_filter | 603860.SH rejected by ma_filter
154 2025-08-19 13541424.09 14342695.49 -801271.40 -5.5866 2 2 0 2 0 0 0 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 execution and explicit order_value/order_target_value intents | 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 | 300626.SZ rejected by ma_filter | 300823.SZ rejected by ma_filter | 603903.SH rejected by ma_filter | 001231.SZ rejected by ma_filter | 300838.SZ rejected by ma_filter
155 2025-08-20 13822770.09 14386377.49 -563607.40 -3.9176 0 0 0 0 0 0 0 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=0 projected_positions=40 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 002513.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 600543.SH rejected by ma_filter | 301273.SZ rejected by ma_filter | 301198.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 | 300626.SZ rejected by ma_filter | 603022.SH rejected by ma_filter
156 2025-08-21 13883924.89 14533677.22 -649752.33 -4.4707 4 6 -2 2 2 4 0 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 execution and explicit order_value/order_target_value intents | 300710.SZ rejected by ma_filter | 002513.SZ rejected by ma_filter | 301037.SZ rejected by ma_filter | 301273.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 600543.SH rejected by ma_filter | 002207.SZ 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 | 300640.SZ rejected by ma_filter
157 2025-08-22 14039876.41 14532869.50 -492993.09 -3.3923 2 2 0 0 2 2 0 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 execution and explicit order_value/order_target_value intents | 002513.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter | 300823.SZ rejected by ma_filter | 603073.SH rejected by ma_filter | 001366.SZ rejected by ma_filter | 001231.SZ rejected by ma_filter | 300838.SZ rejected by ma_filter | 300626.SZ rejected by ma_filter | 605567.SH rejected by ma_filter | 600671.SH rejected by st_or_special_name | 003011.SZ rejected by ma_filter | 002360.SZ rejected by ma_filter
158 2025-08-25 14055452.41 14922842.22 -867389.81 -5.8125 0 2 -2 0 0 2 0 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 execution and explicit order_value/order_target_value intents | 300958.SZ rejected by ma_filter | 003011.SZ rejected by ma_filter | 002634.SZ rejected by ma_filter | 001373.SZ rejected by ma_filter | 600778.SH 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 | 002836.SZ rejected by ma_filter | 300013.SZ rejected by st_or_special_name | 002853.SZ rejected by ma_filter
159 2025-08-26 14308838.08 14848149.62 -539311.54 -3.6322 4 6 -2 3 1 3 0 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=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 605567.SH rejected by ma_filter | 300958.SZ rejected by ma_filter | 002360.SZ rejected by ma_filter | 603177.SH rejected by ma_filter | 301027.SZ rejected by ma_filter | 003011.SZ rejected by ma_filter | 001373.SZ rejected by ma_filter | 002795.SZ rejected by ma_filter | 002634.SZ rejected by ma_filter | 600791.SH rejected by ma_filter | 603616.SH rejected by ma_filter | 603183.SH rejected by ma_filter
160 2025-08-27 14356114.50 14261365.17 94749.33 0.6644 4 2 2 1 3 1 0 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=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 603183.SH rejected by ma_filter | 603616.SH rejected by ma_filter | 301515.SZ rejected by ma_filter | 600408.SH rejected by ma_filter | 000663.SZ rejected by ma_filter | 300658.SZ rejected by ma_filter | 603937.SH rejected by ma_filter | 002486.SZ rejected by ma_filter | 300013.SZ rejected by st_or_special_name | 002748.SZ rejected by st_or_special_name | 002524.SZ rejected by ma_filter | 300675.SZ rejected by ma_filter
161 2025-08-28 13839377.54 14203415.17 -364037.63 -2.5630 2 0 2 0 2 0 0 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=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 002360.SZ rejected by ma_filter | 301049.SZ rejected by ma_filter | 301010.SZ rejected by ma_filter | 605567.SH rejected by ma_filter | 300665.SZ rejected by ma_filter | 003011.SZ rejected by ma_filter | 300717.SZ rejected by ma_filter | 002836.SZ rejected by ma_filter | 001373.SZ rejected by ma_filter | 603335.SH rejected by ma_filter | 300535.SZ rejected by ma_filter | 301027.SZ rejected by ma_filter
162 2025-08-29 13807666.45 14017097.78 -209431.33 -1.4941 10 14 -4 8 2 6 0 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=5 projected_positions=40 intents=10 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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 | 300670.SZ rejected by ma_filter | 002800.SZ rejected by ma_filter | 300517.SZ rejected by ma_filter | 002817.SZ rejected by ma_filter | 301519.SZ rejected by ma_filter
163 2025-09-01 13638350.45 14272402.78 -634052.33 -4.4425 0 0 0 0 0 0 0 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 execution and explicit order_value/order_target_value intents | 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
164 2025-09-02 13874001.48 14158544.64 -284543.16 -2.0097 12 5 7 3 9 2 0 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=6 projected_positions=40 intents=12 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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
165 2025-09-03 13918940.48 13723106.88 195833.60 1.4270 0 4 -4 0 0 4 0 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=0 projected_positions=40 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 002524.SZ rejected by ma_filter | 300883.SZ rejected by ma_filter | 300517.SZ rejected by ma_filter | 600234.SH rejected by st_or_special_name | 002817.SZ rejected by ma_filter | 600448.SH rejected by ma_filter | 301429.SZ rejected by ma_filter | 300437.SZ rejected by ma_filter | 605177.SH rejected by ma_filter | 605178.SH rejected by ma_filter | 600051.SH rejected by ma_filter | 300886.SZ rejected by ma_filter
166 2025-09-04 13473505.48 13963761.42 -490255.94 -3.5109 0 6 -6 0 0 6 0 40 jq_microcap signal=000001.SH last=3813.56 ma_short=3849.75 ma_long=3839.79 band=22-32 tr=1.00 | selected=4 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 execution and explicit order_value/order_target_value intents | 301336.SZ rejected by ma_filter | 003008.SZ rejected by ma_filter | 603028.SH rejected by ma_filter | 603029.SH rejected by ma_filter | 603023.SH rejected by st_or_special_name | 300845.SZ rejected by ma_filter | 603908.SH rejected by ma_filter | 300246.SZ rejected by ma_filter | 300721.SZ rejected by ma_filter | 603578.SH rejected by ma_filter | 603182.SH rejected by ma_filter | 002999.SZ rejected by ma_filter
167 2025-09-05 13521833.90 14098712.25 -576878.35 -4.0917 57 70 -13 47 10 23 0 36 jq_microcap signal=000001.SH last=3765.88 ma_short=3834.20 ma_long=3839.27 band=21-31 tr=0.50 | selected=29 periodic_rebalance=true exits=3 projected_positions=29 intents=57 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 003011.SZ rejected by ma_filter | 301231.SZ rejected by ma_filter | 001373.SZ rejected by ma_filter | 300717.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 300334.SZ rejected by ma_filter | 301515.SZ rejected by ma_filter | 603616.SH rejected by ma_filter | 300649.SZ rejected by ma_filter | 301390.SZ rejected by ma_filter | 600791.SH rejected by ma_filter | 300013.SZ rejected by st_or_special_name
168 2025-09-08 13638695.66 14118369.36 -479673.70 -3.3975 4 8 -4 3 1 5 0 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=2 projected_positions=29 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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
169 2025-09-09 13678967.10 14104671.42 -425704.32 -3.0182 6 8 -2 5 1 3 0 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=29 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 300126.SZ rejected by ma_filter | 002836.SZ rejected by ma_filter | 600671.SH rejected by st_or_special_name | 002800.SZ rejected by ma_filter | 002634.SZ rejected by ma_filter | 000663.SZ rejected by ma_filter | 002795.SZ rejected by ma_filter | 603331.SH rejected by ma_filter | 002316.SZ rejected by st_or_special_name | 002780.SZ rejected by ma_filter | 002760.SZ rejected by ma_filter | 000637.SZ rejected by ma_filter
170 2025-09-10 13695312.62 14211835.27 -516522.65 -3.6345 4 6 -2 0 4 6 0 37 jq_microcap signal=000001.SH last=3807.29 ma_short=3805.22 ma_long=3826.16 band=21-31 tr=0.50 | selected=33 periodic_rebalance=false exits=2 projected_positions=29 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 001231.SZ rejected by ma_filter | 300665.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
171 2025-09-11 13710926.15 14311864.03 -600937.88 -4.1989 6 4 2 2 4 2 0 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=3 projected_positions=29 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 600149.SH rejected by ma_filter | 001366.SZ rejected by ma_filter | 001231.SZ rejected by ma_filter | 301010.SZ rejected by ma_filter | 301231.SZ rejected by ma_filter | 301049.SZ rejected by ma_filter | 301105.SZ rejected by ma_filter | 605567.SH rejected by ma_filter | 300849.SZ rejected by ma_filter | 002360.SZ rejected by ma_filter | 603022.SH rejected by ma_filter | 300717.SZ rejected by ma_filter
172 2025-09-12 13707918.32 14309319.47 -601401.15 -4.2029 8 12 -4 6 2 6 0 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=4 projected_positions=29 intents=8 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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
173 2025-09-15 13794695.67 14523385.52 -728689.85 -5.0174 2 6 -4 2 0 4 0 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=29 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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 | 002795.SZ rejected by ma_filter | 300886.SZ rejected by ma_filter | 600671.SH rejected by st_or_special_name | 002853.SZ rejected by ma_filter | 603616.SH rejected by ma_filter | 603183.SH rejected by ma_filter | 002780.SZ rejected by ma_filter
174 2025-09-16 13827020.67 14645508.52 -818487.85 -5.5887 0 0 0 0 0 0 0 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=0 projected_positions=29 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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
175 2025-09-17 13878590.15 14565325.06 -686734.91 -4.7149 4 4 0 4 0 0 0 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=2 projected_positions=29 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 002836.SZ rejected by ma_filter | 002780.SZ rejected by ma_filter | 301515.SZ rejected by ma_filter | 301336.SZ rejected by ma_filter | 301390.SZ rejected by ma_filter | 301027.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
176 2025-09-18 13854816.38 14244872.35 -390055.97 -2.7382 2 4 -2 1 1 3 0 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=29 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 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 | 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 | 300845.SZ rejected by ma_filter
177 2025-09-19 13636805.47 14097019.77 -460214.30 -3.2646 4 14 -10 4 0 10 29 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=2 projected_positions=29 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price execution and explicit order_value/order_target_value intents | 603029.SH rejected by ma_filter | 605177.SH rejected by ma_filter | 002853.SZ rejected by ma_filter | 002760.SZ rejected by ma_filter | 002748.SZ rejected by st_or_special_name | 301040.SZ rejected by ma_filter | 600202.SH rejected by ma_filter | 600051.SH rejected by ma_filter | 300437.SZ rejected by ma_filter | 002800.SZ rejected by ma_filter | 603041.SH rejected by ma_filter | 300845.SZ rejected by ma_filter