Files
fidc-backtest-engine/data/demo/v17_聚宽对比_按日汇总.csv
2026-04-22 14:46:06 +08:00

160 KiB

1dateengine_equityjq_equityequity_gapequity_gap_pctengine_trade_countjq_trade_counttrade_count_gaptrade_overlapengine_only_trade_keysjq_only_trade_keysengine_holding_countjq_holding_countholding_overlapengine_only_holdingsjq_only_holdingsengine_diagnostics
22025-01-0210002507.989888279.81114228.171.15522222022222222jq_microcap signal=000001.SH last=3351.76 ma_short=3390.13 ma_long=3381.58 band=18-28 tr=1.00 | selected=22 periodic_rebalance=true exits=0 projected_positions=22 intents=22 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 605567.SH rejected by ma_filter | 600689.SH rejected by ma_filter | 300958.SZ rejected by ma_filter | 300472.SZ rejected by ma_filter | 301197.SZ rejected by ma_filter | 000663.SZ rejected by ma_filter | 002795.SZ rejected by ma_filter | 605189.SH rejected by ma_filter | 603331.SH rejected by ma_filter | 002199.SZ rejected by ma_filter | 002114.SZ rejected by ma_filter | 001210.SZ rejected by ma_filter
32025-01-039851847.199573330.68278516.512.9093812-48603042.SH:Sell|603335.SH:Sell|603657.SH:Sell|605258.SH:Sell222121605258.SHjq_microcap signal=000001.SH last=3262.56 ma_short=3363.97 ma_long=3369.61 band=17-27 tr=0.50 | selected=12 periodic_rebalance=false exits=4 projected_positions=22 intents=8 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 600802.SH rejected by ma_filter | 603045.SH rejected by ma_filter | 000632.SZ rejected by ma_filter | 300246.SZ rejected by ma_filter | 300334.SZ rejected by ma_filter | 300658.SZ rejected by ma_filter | 301192.SZ rejected by ma_filter | 300030.SZ rejected by ma_filter | 603028.SH rejected by ma_filter | 300391.SZ rejected by ma_filter | 603458.SH rejected by ma_filter | 603172.SH rejected by ma_filter
42025-01-069532923.329496499.6536423.670.38351817116601798.SH:Buy|605258.SH:Sell603335.SH:Sell181717601798.SHjq_microcap signal=000001.SH last=3211.43 ma_short=3326.64 ma_long=3353.75 band=17-27 tr=0.50 | selected=13 periodic_rebalance=false exits=11 projected_positions=18 intents=18 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 001210.SZ rejected by ma_filter | 000663.SZ rejected by ma_filter | 600358.SH rejected by ma_filter | 002795.SZ rejected by ma_filter | 300958.SZ rejected by ma_filter | 603331.SH rejected by ma_filter | 002209.SZ rejected by ma_filter | 301198.SZ rejected by ma_filter | 300321.SZ rejected by ma_filter | 301006.SZ rejected by ma_filter | 301515.SZ rejected by ma_filter | 301232.SZ rejected by ma_filter
52025-01-079482811.259639334.01-156522.76-1.62383303171616601798.SHjq_microcap signal=000001.SH last=3206.92 ma_short=3288.00 ma_long=3337.64 band=17-27 tr=0.50 | selected=6 periodic_rebalance=false exits=2 projected_positions=17 intents=3 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 603090.SH rejected by ma_filter | 002105.SZ rejected by ma_filter | 301006.SZ rejected by ma_filter | 605122.SH rejected by ma_filter | 300670.SZ rejected by ma_filter | 300605.SZ rejected by ma_filter | 300883.SZ rejected by ma_filter | 001234.SZ rejected by ma_filter | 300958.SZ rejected by ma_filter | 002084.SZ rejected by ma_filter | 002842.SZ rejected by ma_filter | 603331.SH rejected by ma_filter
62025-01-089637058.259688063.56-51005.31-0.526502-20301157.SZ:Sell|600778.SH:Buy171615301157.SZ|601798.SH600778.SHjq_microcap signal=000001.SH last=3229.64 ma_short=3252.46 ma_long=3325.47 band=17-27 tr=0.50 | selected=6 periodic_rebalance=false exits=0 projected_positions=17 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 603172.SH rejected by ma_filter | 300961.SZ rejected by ma_filter | 300640.SZ rejected by ma_filter | 300030.SZ rejected by ma_filter | 603458.SH rejected by ma_filter | 300935.SZ rejected by ma_filter | 600358.SH rejected by ma_filter | 603151.SH rejected by ma_filter | 301198.SZ rejected by ma_filter | 301197.SZ rejected by ma_filter | 301081.SZ rejected by ma_filter | 000663.SZ rejected by ma_filter
72025-01-099699265.049697972.741292.300.01336242301157.SZ:Sell|301336.SZ:Buy|603307.SH:Sell|603320.SH:Buy171614301336.SZ|601798.SH|603320.SH600778.SH|603307.SHjq_microcap signal=000001.SH last=3230.17 ma_short=3228.15 ma_long=3309.14 band=17-27 tr=0.50 | selected=8 periodic_rebalance=false exits=3 projected_positions=17 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 603172.SH rejected by ma_filter | 301197.SZ rejected by ma_filter | 301081.SZ rejected by ma_filter | 300640.SZ rejected by ma_filter | 301237.SZ rejected by ma_filter | 600202.SH rejected by ma_filter | 605567.SH rejected by ma_filter | 603458.SH rejected by ma_filter | 002842.SZ rejected by ma_filter | 301178.SZ rejected by ma_filter | 300920.SZ rejected by ma_filter | 301198.SZ rejected by ma_filter
82025-01-109683254.049625259.7457994.300.60250000171614301336.SZ|601798.SH|603320.SH600778.SH|603307.SHjq_microcap signal=000001.SH last=3211.39 ma_short=3217.91 ma_long=3290.94 band=17-27 tr=0.50 | selected=9 periodic_rebalance=false exits=0 projected_positions=17 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300391.SZ rejected by ma_filter | 001366.SZ rejected by ma_filter | 301197.SZ rejected by ma_filter | 301081.SZ rejected by ma_filter | 600082.SH rejected by ma_filter | 300961.SZ rejected by ma_filter | 603172.SH rejected by ma_filter | 603458.SH rejected by ma_filter | 605567.SH rejected by ma_filter | 600358.SH rejected by ma_filter | 000663.SZ rejected by ma_filter | 301237.SZ rejected by ma_filter
92025-01-139612212.539580856.9731355.560.32731412210301161.SZ:Buy|301336.SZ:Sell|603320.SH:Sell|603798.SH:Buy603307.SH:Sell|603320.SH:Buy171614301161.SZ|601798.SH|603798.SH600778.SH|603320.SHjq_microcap signal=000001.SH last=3168.52 ma_short=3209.33 ma_long=3267.99 band=16-26 tr=0.50 | selected=15 periodic_rebalance=false exits=7 projected_positions=17 intents=14 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300710.SZ rejected by ma_filter | 300334.SZ rejected by ma_filter | 002898.SZ rejected by ma_filter | 301022.SZ rejected by ma_filter | 300030.SZ rejected by ma_filter | 301234.SZ rejected by ma_filter | 300658.SZ rejected by ma_filter | 600355.SH rejected by ma_filter | 001366.SZ rejected by ma_filter | 300961.SZ rejected by ma_filter | 603172.SH rejected by ma_filter | 605567.SH rejected by ma_filter
102025-01-149564106.539700951.97-136845.44-1.41060000171614301161.SZ|601798.SH|603798.SH600778.SH|603320.SHjq_microcap signal=000001.SH last=3160.76 ma_short=3200.10 ma_long=3244.05 band=16-26 tr=0.50 | selected=19 periodic_rebalance=false exits=0 projected_positions=17 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300391.SZ rejected by ma_filter | 002809.SZ rejected by ma_filter | 002295.SZ rejected by ma_filter | 603028.SH rejected by ma_filter | 300334.SZ rejected by ma_filter | 301022.SZ rejected by ma_filter | 300710.SZ rejected by ma_filter | 301234.SZ rejected by ma_filter | 300658.SZ rejected by ma_filter | 600802.SH rejected by ma_filter | 603073.SH rejected by ma_filter | 300839.SZ rejected by ma_filter
112025-01-159696864.789658347.3138517.470.3988810-28300321.SZ:Buy|603320.SH:Sell171614301161.SZ|601798.SH|603798.SH300321.SZ|600778.SHjq_microcap signal=000001.SH last=3240.94 ma_short=3202.36 ma_long=3227.41 band=17-27 tr=0.50 | selected=22 periodic_rebalance=false exits=4 projected_positions=17 intents=8 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300334.SZ rejected by ma_filter | 301234.SZ rejected by ma_filter | 300391.SZ rejected by ma_filter | 001366.SZ rejected by ma_filter | 603073.SH rejected by ma_filter | 002696.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 300246.SZ rejected by ma_filter | 300658.SZ rejected by ma_filter | 300839.SZ rejected by ma_filter | 002898.SZ rejected by ma_filter | 600355.SH rejected by ma_filter
122025-01-169651283.009672603.66-21320.66-0.22046604300321.SZ:Buy|603798.SH:Sell301037.SZ:Sell|603045.SH:Buy171614301037.SZ|301161.SZ|601798.SH600778.SH|603045.SHjq_microcap signal=000001.SH last=3227.12 ma_short=3201.75 ma_long=3214.95 band=17-27 tr=0.50 | selected=28 periodic_rebalance=false exits=3 projected_positions=17 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 605255.SH rejected by ma_filter | 600448.SH rejected by ma_filter | 002809.SZ rejected by ma_filter | 605567.SH rejected by ma_filter | 301022.SZ rejected by ma_filter | 300961.SZ rejected by ma_filter | 300839.SZ rejected by ma_filter | 300658.SZ rejected by ma_filter | 600355.SH rejected by ma_filter | 300030.SZ rejected by ma_filter | 000663.SZ rejected by ma_filter | 300804.SZ rejected by ma_filter
132025-01-179676747.099632752.1543994.940.45678807301037.SZ:Sell603045.SH:Sell171615301161.SZ|601798.SH600778.SHjq_microcap signal=000001.SH last=3236.03 ma_short=3206.67 ma_long=3212.29 band=17-27 tr=0.50 | selected=30 periodic_rebalance=false exits=4 projected_positions=17 intents=8 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300462.SZ rejected by ma_filter | 000632.SZ rejected by ma_filter | 301234.SZ rejected by ma_filter | 600448.SH rejected by ma_filter | 002809.SZ rejected by ma_filter | 300710.SZ rejected by ma_filter | 300511.SZ rejected by ma_filter | 300920.SZ rejected by ma_filter | 605255.SH rejected by ma_filter | 002696.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 003003.SZ rejected by ma_filter
142025-01-209622439.949643287.73-20847.79-0.21624222002193.SZ:Buy|300321.SZ:Sell171614002193.SZ|301161.SZ|601798.SH300321.SZ|600778.SHjq_microcap signal=000001.SH last=3241.82 ma_short=3221.33 ma_long=3215.33 band=17-27 tr=1.00 | selected=40 periodic_rebalance=false exits=2 projected_positions=17 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002809.SZ rejected by ma_filter | 300511.SZ rejected by ma_filter | 003003.SZ rejected by ma_filter | 002718.SZ rejected by ma_filter | 603028.SH rejected by ma_filter | 600448.SH rejected by ma_filter | 300823.SZ rejected by ma_filter | 300961.SZ rejected by ma_filter | 002696.SZ rejected by ma_filter | 300500.SZ rejected by ma_filter | 605122.SH rejected by ma_filter | 300971.SZ rejected by ma_filter
152025-01-219639697.949641989.81-2291.87-0.023802-20002072.SZ:Buy|600778.SH:Sell171614002193.SZ|301161.SZ|601798.SH002072.SZ|300321.SZjq_microcap signal=000001.SH last=3244.38 ma_short=3238.06 ma_long=3219.08 band=17-27 tr=1.00 | selected=40 periodic_rebalance=false exits=0 projected_positions=17 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 600802.SH rejected by ma_filter | 301063.SZ rejected by ma_filter | 300710.SZ rejected by ma_filter | 300871.SZ rejected by ma_filter | 001231.SZ rejected by ma_filter | 300517.SZ rejected by ma_filter | 301163.SZ rejected by ma_filter | 000590.SZ rejected by ma_filter | 002898.SZ rejected by ma_filter | 300511.SZ rejected by ma_filter | 603028.SH rejected by ma_filter | 603073.SH rejected by ma_filter
162025-01-229620608.619588882.5931726.020.33094222002696.SZ:Buy|301161.SZ:Sell171614002193.SZ|002696.SZ|601798.SH002072.SZ|300321.SZjq_microcap signal=000001.SH last=3242.62 ma_short=3238.39 ma_long=3220.38 band=17-27 tr=1.00 | selected=40 periodic_rebalance=false exits=2 projected_positions=17 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300626.SZ rejected by ma_filter | 301163.SZ rejected by ma_filter | 301300.SZ rejected by ma_filter | 000663.SZ rejected by ma_filter | 300961.SZ rejected by ma_filter | 002890.SZ rejected by ma_filter | 300500.SZ rejected by ma_filter | 603073.SH rejected by ma_filter | 301234.SZ rejected by ma_filter | 300517.SZ rejected by ma_filter | 001231.SZ rejected by ma_filter | 300823.SZ rejected by ma_filter
172025-01-239486082.199503727.34-17645.15-0.18574948145002193.SZ:Sell|002696.SZ:Sell|600689.SH:Buy|601798.SH:Sell002072.SZ:Sell|300321.SZ:Sell|600099.SH:Buy404039600689.SH600099.SHjq_microcap signal=000001.SH last=3213.62 ma_short=3235.70 ma_long=3218.72 band=17-27 tr=1.00 | selected=40 periodic_rebalance=true exits=1 projected_positions=40 intents=49 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 600202.SH rejected by ma_filter | 300517.SZ rejected by ma_filter | 301163.SZ rejected by ma_filter | 301234.SZ rejected by ma_filter | 301300.SZ rejected by ma_filter | 002760.SZ rejected by ma_filter | 002890.SZ rejected by ma_filter | 000663.SZ rejected by ma_filter | 300823.SZ rejected by ma_filter | 301022.SZ rejected by ma_filter | 603458.SH rejected by ma_filter | 300658.SZ rejected by ma_filter
182025-01-249488451.449563867.67-75416.23-0.78866606404039600689.SH600099.SHjq_microcap signal=000001.SH last=3230.16 ma_short=3234.52 ma_long=3220.60 band=17-27 tr=1.00 | selected=40 periodic_rebalance=false exits=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 001231.SZ rejected by ma_filter | 000632.SZ rejected by ma_filter | 600202.SH rejected by ma_filter | 000663.SZ rejected by ma_filter | 002713.SZ rejected by ma_filter | 300971.SZ rejected by ma_filter | 301163.SZ rejected by ma_filter | 603458.SH rejected by ma_filter | 002898.SZ rejected by ma_filter | 003003.SZ rejected by ma_filter | 002762.SZ rejected by ma_filter | 300935.SZ rejected by ma_filter
192025-01-279534817.449587633.67-52816.23-0.55090000404039600689.SH600099.SHjq_microcap signal=000001.SH last=3252.63 ma_short=3236.68 ma_long=3229.01 band=17-27 tr=1.00 | selected=40 periodic_rebalance=false exits=0 projected_positions=40 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 605567.SH rejected by ma_filter | 300961.SZ rejected by ma_filter | 300500.SZ rejected by ma_filter | 600202.SH rejected by ma_filter | 000663.SZ rejected by ma_filter | 300246.SZ rejected by ma_filter | 300804.SZ rejected by ma_filter | 003003.SZ rejected by ma_filter | 002144.SZ rejected by ma_filter | 002762.SZ rejected by ma_filter | 300971.SZ rejected by ma_filter | 300106.SZ rejected by ma_filter
202025-02-059351168.449692828.67-341660.23-3.52490000404039600689.SH600099.SHjq_microcap signal=000001.SH last=3250.60 ma_short=3237.93 ma_long=3237.99 band=17-27 tr=0.50 | selected=40 periodic_rebalance=false exits=0 projected_positions=40 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 603261.SH rejected by ma_filter | 300500.SZ rejected by ma_filter | 300246.SZ rejected by ma_filter | 600358.SH rejected by ma_filter | 605567.SH rejected by ma_filter | 600202.SH rejected by ma_filter | 300971.SZ rejected by ma_filter | 300804.SZ rejected by ma_filter | 003003.SZ rejected by ma_filter | 600448.SH rejected by ma_filter | 000663.SZ rejected by ma_filter | 002696.SZ rejected by ma_filter
212025-02-069456675.079825534.31-368859.24-3.75412202404039600689.SH600099.SHjq_microcap signal=000001.SH last=3229.49 ma_short=3235.30 ma_long=3236.85 band=17-27 tr=0.50 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 605567.SH rejected by ma_filter | 603356.SH rejected by ma_filter | 002857.SZ rejected by ma_filter | 600892.SH rejected by ma_filter | 002828.SZ rejected by ma_filter | 002072.SZ rejected by ma_filter | 600358.SH rejected by ma_filter | 001231.SZ rejected by ma_filter | 003003.SZ rejected by ma_filter | 600202.SH rejected by ma_filter | 300030.SZ rejected by ma_filter | 300971.SZ rejected by ma_filter
222025-02-079595569.549878640.58-283071.04-2.86558808404039600689.SH600099.SHjq_microcap signal=000001.SH last=3270.66 ma_short=3246.71 ma_long=3241.20 band=17-27 tr=1.00 | selected=40 periodic_rebalance=false exits=4 projected_positions=40 intents=8 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300511.SZ rejected by ma_filter | 605567.SH rejected by ma_filter | 300961.SZ rejected by ma_filter | 001231.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 003003.SZ rejected by ma_filter | 600358.SH rejected by ma_filter | 002713.SZ rejected by ma_filter | 300710.SZ rejected by ma_filter | 300030.SZ rejected by ma_filter | 600892.SH rejected by ma_filter | 600202.SH rejected by ma_filter
232025-02-109634665.2610035004.66-400339.40-3.98944404404039600689.SH600099.SHjq_microcap signal=000001.SH last=3303.67 ma_short=3261.41 ma_long=3247.97 band=17-27 tr=1.00 | selected=40 periodic_rebalance=false exits=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300626.SZ rejected by ma_filter | 002529.SZ rejected by ma_filter | 000590.SZ rejected by ma_filter | 603789.SH rejected by ma_filter | 300961.SZ rejected by ma_filter | 001231.SZ rejected by ma_filter | 603261.SH rejected by ma_filter | 603356.SH rejected by ma_filter | 600358.SH rejected by ma_filter | 002713.SZ rejected by ma_filter | 002857.SZ rejected by ma_filter | 003003.SZ rejected by ma_filter
242025-02-1110011517.7110048169.39-36651.68-0.364846-24600099.SH:Sell|600448.SH:Buy404039600689.SH600448.SHjq_microcap signal=000001.SH last=3322.17 ma_short=3275.32 ma_long=3256.00 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 003003.SZ rejected by ma_filter | 002713.SZ rejected by ma_filter | 301228.SZ rejected by ma_filter | 002780.SZ rejected by ma_filter | 002857.SZ rejected by ma_filter | 600202.SH rejected by ma_filter | 600358.SH rejected by ma_filter | 002571.SZ rejected by ma_filter | 603261.SH rejected by ma_filter | 001202.SZ rejected by ma_filter | 000004.SZ rejected by ma_filter | 603789.SH rejected by ma_filter
252025-02-1210022398.8810061596.32-39197.44-0.38964404404039600689.SH600448.SHjq_microcap signal=000001.SH last=3318.06 ma_short=3288.81 ma_long=3263.37 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002780.SZ rejected by ma_filter | 603789.SH rejected by ma_filter | 003003.SZ rejected by ma_filter | 000004.SZ rejected by ma_filter | 301228.SZ rejected by ma_filter | 600202.SH rejected by ma_filter | 002857.SZ rejected by ma_filter | 600355.SH rejected by ma_filter | 002571.SZ rejected by ma_filter | 600358.SH rejected by ma_filter | 001202.SZ rejected by ma_filter | 600892.SH rejected by ma_filter
262025-02-1310032421.899947857.9584563.940.85012202404039600689.SH600448.SHjq_microcap signal=000001.SH last=3346.39 ma_short=3312.19 ma_long=3273.74 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 603789.SH rejected by ma_filter | 603356.SH rejected by ma_filter | 002780.SZ rejected by ma_filter | 003003.SZ rejected by ma_filter | 603261.SH rejected by ma_filter | 600202.SH rejected by ma_filter | 002713.SZ rejected by ma_filter | 600892.SH rejected by ma_filter | 000004.SZ rejected by ma_filter | 600358.SH rejected by ma_filter | 002529.SZ rejected by ma_filter
272025-02-149915719.899939775.95-24056.06-0.24200000404039600689.SH600448.SHjq_microcap signal=000001.SH last=3332.48 ma_short=3324.55 ma_long=3285.63 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=0 projected_positions=40 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 600202.SH rejected by ma_filter | 603789.SH rejected by ma_filter | 002713.SZ rejected by ma_filter | 605189.SH rejected by ma_filter | 600358.SH rejected by ma_filter | 600892.SH rejected by ma_filter | 301043.SZ rejected by ma_filter | 002718.SZ rejected by ma_filter
282025-02-179912603.5710165276.21-252672.64-2.48562202404039600689.SH600448.SHjq_microcap signal=000001.SH last=3346.72 ma_short=3333.16 ma_long=3297.29 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 603356.SH rejected by ma_filter | 002295.SZ rejected by ma_filter | 600358.SH rejected by ma_filter | 002718.SZ rejected by ma_filter | 605189.SH rejected by ma_filter | 301043.SZ rejected by ma_filter
292025-02-1810161710.009978899.85182810.151.83206606404039600689.SH600448.SHjq_microcap signal=000001.SH last=3355.83 ma_short=3339.90 ma_long=3307.61 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 603261.SH rejected by ma_filter | 603838.SH rejected by ma_filter | 001210.SZ rejected by ma_filter | 002295.SZ rejected by ma_filter | 002718.SZ rejected by ma_filter | 600202.SH rejected by ma_filter | 600358.SH rejected by ma_filter | 603937.SH rejected by ma_filter | 300069.SZ rejected by ma_filter | 605189.SH rejected by ma_filter | 000637.SZ rejected by ma_filter
302025-02-199948472.0010138151.85-189679.85-1.87100000404039600689.SH600448.SHjq_microcap signal=000001.SH last=3324.49 ma_short=3341.18 ma_long=3315.00 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=0 projected_positions=40 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 301234.SZ rejected by ma_filter | 001210.SZ rejected by ma_filter | 603172.SH rejected by ma_filter | 600202.SH rejected by ma_filter | 603937.SH rejected by ma_filter | 301022.SZ rejected by ma_filter | 300716.SZ rejected by ma_filter | 002842.SZ rejected by ma_filter | 300839.SZ rejected by ma_filter | 605189.SH rejected by ma_filter | 003023.SZ rejected by ma_filter | 300621.SZ rejected by ma_filter
312025-02-2010100604.9410214788.61-114183.67-1.11786606404039600689.SH600448.SHjq_microcap signal=000001.SH last=3351.54 ma_short=3342.21 ma_long=3327.20 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 000692.SZ rejected by ma_filter | 301300.SZ rejected by ma_filter | 002760.SZ rejected by ma_filter | 002890.SZ rejected by ma_filter | 300517.SZ rejected by ma_filter | 002718.SZ rejected by ma_filter | 600358.SH rejected by ma_filter | 301053.SZ rejected by ma_filter | 300971.SZ rejected by ma_filter | 002857.SZ rejected by ma_filter | 001210.SZ rejected by ma_filter | 300958.SZ rejected by ma_filter
322025-02-2110222825.3610148190.1874635.180.73555656054300839.SZ:Buy|600689.SH:Sell300069.SZ:Buy|600448.SH:Sell404039300839.SZ300069.SZjq_microcap signal=000001.SH last=3350.78 ma_short=3345.87 ma_long=3335.21 band=18-28 tr=1.00 | selected=40 periodic_rebalance=true exits=0 projected_positions=40 intents=56 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002718.SZ rejected by ma_filter | 300517.SZ rejected by ma_filter | 600358.SH rejected by ma_filter | 002760.SZ rejected by ma_filter | 600448.SH rejected by ma_filter | 300958.SZ rejected by ma_filter | 001211.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter | 600802.SH rejected by ma_filter | 002295.SZ rejected by ma_filter | 001210.SZ rejected by ma_filter | 002144.SZ rejected by ma_filter
332025-02-2410150286.9010228728.29-78441.39-0.76694403002058.SZ:Buy301063.SZ:Buy404038002058.SZ|300839.SZ300069.SZ|301063.SZjq_microcap signal=000001.SH last=3379.11 ma_short=3352.35 ma_long=3342.76 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002718.SZ rejected by ma_filter | 002295.SZ rejected by ma_filter | 600689.SH rejected by ma_filter | 600802.SH rejected by ma_filter | 300958.SZ rejected by ma_filter | 002144.SZ rejected by ma_filter | 002836.SZ rejected by ma_filter | 603172.SH rejected by ma_filter | 600408.SH rejected by ma_filter | 001210.SZ rejected by ma_filter | 002529.SZ rejected by ma_filter | 300871.SZ rejected by ma_filter
342025-02-2510216372.8510152773.6563599.200.62642201301063.SZ:Buy300614.SZ:Buy404038002058.SZ|300839.SZ300069.SZ|300614.SZjq_microcap signal=000001.SH last=3373.03 ma_short=3355.79 ma_long=3347.84 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 600448.SH rejected by ma_filter | 002718.SZ rejected by ma_filter | 600689.SH rejected by ma_filter | 000692.SZ rejected by ma_filter | 300391.SZ rejected by ma_filter | 600802.SH rejected by ma_filter | 002144.SZ rejected by ma_filter | 603172.SH rejected by ma_filter | 002295.SZ rejected by ma_filter | 300958.SZ rejected by ma_filter | 002836.SZ rejected by ma_filter | 300462.SZ rejected by ma_filter
352025-02-2610197284.1510272568.76-75284.61-0.732910646002058.SZ:Sell|300391.SZ:Buy|300517.SZ:Buy|300839.SZ:Sell404038300391.SZ|300517.SZ300069.SZ|300614.SZjq_microcap signal=000001.SH last=3346.04 ma_short=3360.10 ma_long=3350.64 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=5 projected_positions=40 intents=10 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002718.SZ rejected by ma_filter | 002295.SZ rejected by ma_filter | 300640.SZ rejected by ma_filter | 300871.SZ rejected by ma_filter | 600408.SH rejected by ma_filter | 000637.SZ rejected by ma_filter | 001202.SZ rejected by ma_filter | 600689.SH rejected by ma_filter | 603151.SH rejected by ma_filter | 600791.SH rejected by ma_filter | 003023.SZ rejected by ma_filter | 002084.SZ rejected by ma_filter
362025-02-2710315042.8210265649.7649393.060.48112020002883.SZ:Buy|300391.SZ:Sell404038002883.SZ|300517.SZ300069.SZ|300614.SZjq_microcap signal=000001.SH last=3380.21 ma_short=3365.84 ma_long=3354.02 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002718.SZ rejected by ma_filter | 600802.SH rejected by ma_filter | 000692.SZ rejected by ma_filter | 300640.SZ rejected by ma_filter | 300871.SZ rejected by ma_filter | 002295.SZ rejected by ma_filter | 603151.SH rejected by ma_filter | 000637.SZ rejected by ma_filter | 600408.SH rejected by ma_filter | 003023.SZ rejected by ma_filter | 605189.SH rejected by ma_filter
372025-02-2810299392.4210091014.93208377.492.065024-22001210.SZ:Buy|300069.SZ:Sell404038002883.SZ|300517.SZ001210.SZ|300614.SZjq_microcap signal=000001.SH last=3388.06 ma_short=3373.29 ma_long=3359.58 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002718.SZ rejected by ma_filter | 300640.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter | 603716.SH rejected by ma_filter | 002295.SZ rejected by ma_filter | 000633.SZ rejected by ma_filter | 300871.SZ rejected by ma_filter | 000637.SZ rejected by ma_filter | 600408.SH rejected by ma_filter | 603151.SH rejected by ma_filter | 000953.SZ rejected by ma_filter | 603090.SH rejected by ma_filter
382025-03-0310119401.7610167473.69-48071.93-0.47286605001210.SZ:Buy300517.SZ:Buy404039002883.SZ300614.SZjq_microcap signal=000001.SH last=3320.90 ma_short=3361.65 ma_long=3357.00 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 000633.SZ rejected by ma_filter | 300716.SZ rejected by ma_filter | 002295.SZ rejected by ma_filter | 300030.SZ rejected by ma_filter | 300871.SZ rejected by ma_filter | 600408.SH rejected by ma_filter | 301197.SZ rejected by ma_filter | 603151.SH rejected by ma_filter | 301010.SZ rejected by ma_filter | 000637.SZ rejected by ma_filter | 300920.SZ rejected by ma_filter | 000820.SZ rejected by ma_filter
392025-03-0410184424.6710343001.64-158576.97-1.53322202404039002883.SZ300614.SZjq_microcap signal=000001.SH last=3316.93 ma_short=3350.43 ma_long=3353.11 band=18-28 tr=0.50 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002828.SZ rejected by ma_filter | 603028.SH rejected by ma_filter | 002898.SZ rejected by ma_filter | 603172.SH rejected by ma_filter | 300920.SZ rejected by ma_filter | 002836.SZ rejected by ma_filter | 000633.SZ rejected by ma_filter | 600408.SH rejected by ma_filter | 001202.SZ rejected by ma_filter | 300871.SZ rejected by ma_filter | 301197.SZ rejected by ma_filter | 301010.SZ rejected by ma_filter
402025-03-0510368014.4110319313.6048700.810.47194404404039002883.SZ300614.SZjq_microcap signal=000001.SH last=3324.21 ma_short=3346.06 ma_long=3353.08 band=18-28 tr=0.50 | selected=40 periodic_rebalance=false exits=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300804.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 002718.SZ rejected by ma_filter | 300462.SZ rejected by ma_filter | 002890.SZ rejected by ma_filter | 600408.SH rejected by ma_filter | 600802.SH rejected by ma_filter | 002713.SZ rejected by ma_filter | 002898.SZ rejected by ma_filter | 300920.SZ rejected by ma_filter | 603028.SH rejected by ma_filter | 603172.SH rejected by ma_filter
412025-03-0610332358.5410444684.60-112326.06-1.07542020002910.SZ:Buy|300670.SZ:Sell404038002883.SZ|002910.SZ300614.SZ|300670.SZjq_microcap signal=000001.SH last=3341.97 ma_short=3338.41 ma_long=3352.12 band=18-28 tr=0.50 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300804.SZ rejected by ma_filter | 600408.SH rejected by ma_filter | 300478.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 603028.SH rejected by ma_filter | 002890.SZ rejected by ma_filter | 002857.SZ rejected by ma_filter | 002898.SZ rejected by ma_filter | 300462.SZ rejected by ma_filter | 300334.SZ rejected by ma_filter | 301053.SZ rejected by ma_filter | 000637.SZ rejected by ma_filter
422025-03-0710450015.6210389218.6860796.940.585246-24001210.SZ:Sell|605189.SH:Buy404037001210.SZ|002883.SZ|002910.SZ300614.SZ|300670.SZ|605189.SHjq_microcap signal=000001.SH last=3381.10 ma_short=3337.02 ma_long=3355.16 band=18-28 tr=0.50 | selected=40 periodic_rebalance=false exits=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 600448.SH rejected by ma_filter | 002718.SZ rejected by ma_filter | 301131.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 002890.SZ rejected by ma_filter | 300710.SZ rejected by ma_filter | 600408.SH rejected by ma_filter | 002713.SZ rejected by ma_filter | 300804.SZ rejected by ma_filter | 300640.SZ rejected by ma_filter | 300478.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter
432025-03-1010395220.7610499246.76-104026.00-0.99084404404037001210.SZ|002883.SZ|002910.SZ300614.SZ|300670.SZ|605189.SHjq_microcap signal=000001.SH last=3372.55 ma_short=3347.35 ma_long=3354.50 band=18-28 tr=0.50 | selected=40 periodic_rebalance=false exits=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300716.SZ rejected by ma_filter | 600408.SH rejected by ma_filter | 000820.SZ rejected by ma_filter | 603028.SH rejected by ma_filter | 002857.SZ rejected by ma_filter | 000637.SZ rejected by ma_filter | 600892.SH rejected by ma_filter | 300462.SZ rejected by ma_filter | 300621.SZ rejected by ma_filter | 000953.SZ rejected by ma_filter | 300030.SZ rejected by ma_filter | 301010.SZ rejected by ma_filter
442025-03-1110503379.9510577752.29-74372.34-0.70314403300614.SZ:Buy300651.SZ:Buy404037001210.SZ|002883.SZ|002910.SZ300651.SZ|300670.SZ|605189.SHjq_microcap signal=000001.SH last=3366.16 ma_short=3357.20 ma_long=3353.81 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 003003.SZ rejected by ma_filter | 300280.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter | 002718.SZ rejected by ma_filter | 002910.SZ rejected by ma_filter | 300710.SZ rejected by ma_filter | 002211.SZ rejected by ma_filter | 300716.SZ rejected by ma_filter | 002898.SZ rejected by ma_filter | 300462.SZ rejected by ma_filter | 000637.SZ rejected by ma_filter | 600202.SH rejected by ma_filter
452025-03-1210598103.7710700846.43-102742.66-0.96016606404037001210.SZ|002883.SZ|002910.SZ300651.SZ|300670.SZ|605189.SHjq_microcap signal=000001.SH last=3379.83 ma_short=3368.32 ma_long=3357.19 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002809.SZ rejected by ma_filter | 300280.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter | 002910.SZ rejected by ma_filter | 600448.SH rejected by ma_filter | 002211.SZ rejected by ma_filter | 300716.SZ rejected by ma_filter | 002718.SZ rejected by ma_filter | 300710.SZ rejected by ma_filter | 002898.SZ rejected by ma_filter | 300462.SZ rejected by ma_filter | 000820.SZ rejected by ma_filter
462025-03-1310723780.2510648029.5375750.720.71146424001210.SZ:Sell|301231.SZ:Buy404037002883.SZ|002910.SZ|301231.SZ300651.SZ|300670.SZ|605189.SHjq_microcap signal=000001.SH last=3371.92 ma_short=3374.31 ma_long=3356.36 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002910.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 002898.SZ rejected by ma_filter | 002718.SZ rejected by ma_filter | 600448.SH rejected by ma_filter | 000637.SZ rejected by ma_filter | 600107.SH rejected by ma_filter | 600408.SH rejected by ma_filter | 000820.SZ rejected by ma_filter | 300462.SZ rejected by ma_filter | 301198.SZ rejected by ma_filter
472025-03-1410666124.6510762469.40-96344.75-0.89523230228002883.SZ:Sell|002910.SZ:Sell|300651.SZ:Buy|605189.SH:Buy300670.SZ:Sell|301231.SZ:Buy404040jq_microcap signal=000001.SH last=3358.73 ma_short=3369.84 ma_long=3353.43 band=18-28 tr=1.00 | selected=40 periodic_rebalance=true exits=1 projected_positions=40 intents=32 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 000637.SZ rejected by ma_filter | 002898.SZ rejected by ma_filter | 002718.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 000820.SZ rejected by ma_filter | 301010.SZ rejected by ma_filter | 300462.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter | 300920.SZ rejected by ma_filter | 300621.SZ rejected by ma_filter | 603335.SH rejected by ma_filter | 301198.SZ rejected by ma_filter
482025-03-1710789483.4410854643.27-65159.83-0.600324-22301053.SZ:Sell|603073.SH:Buy404039301053.SZ603073.SHjq_microcap signal=000001.SH last=3419.56 ma_short=3379.24 ma_long=3363.29 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300640.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 000637.SZ rejected by ma_filter | 000820.SZ rejected by ma_filter | 300920.SZ rejected by ma_filter | 300935.SZ rejected by ma_filter | 603335.SH rejected by ma_filter | 603356.SH rejected by ma_filter | 300030.SZ rejected by ma_filter | 301198.SZ rejected by ma_filter | 301010.SZ rejected by ma_filter | 300621.SZ rejected by ma_filter
492025-03-1810935669.8310916176.5019493.330.178610464301053.SZ:Sell|301125.SZ:Buy|301231.SZ:Sell|603028.SH:Sell|603073.SH:Buy|603272.SH:Buy404038301125.SZ|603272.SH301231.SZ|603028.SHjq_microcap signal=000001.SH last=3426.13 ma_short=3391.23 ma_long=3374.22 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=5 projected_positions=40 intents=10 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300716.SZ rejected by ma_filter | 300640.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 000637.SZ rejected by ma_filter | 300935.SZ rejected by ma_filter | 603356.SH rejected by ma_filter | 002910.SZ rejected by ma_filter | 300030.SZ rejected by ma_filter | 600791.SH rejected by ma_filter | 300591.SZ rejected by ma_filter | 301198.SZ rejected by ma_filter | 603335.SH rejected by ma_filter
502025-03-1910995723.5710894540.56101183.010.92871212010002718.SZ:Buy|300614.SZ:Sell301125.SZ:Buy|603028.SH:Sell404038002718.SZ|603272.SH300614.SZ|301231.SZjq_microcap signal=000001.SH last=3429.76 ma_short=3401.22 ma_long=3384.77 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=6 projected_positions=40 intents=12 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002486.SZ rejected by ma_filter | 002211.SZ rejected by ma_filter | 300716.SZ rejected by ma_filter | 300640.SZ rejected by ma_filter | 002910.SZ rejected by ma_filter | 300935.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 000637.SZ rejected by ma_filter | 603356.SH rejected by ma_filter | 600791.SH rejected by ma_filter | 300030.SZ rejected by ma_filter | 300591.SZ rejected by ma_filter
512025-03-2010954379.5810894565.9559813.630.54908625002809.SZ:Buy|300462.SZ:Buy|603272.SH:Sell002718.SZ:Buy404038002809.SZ|300462.SZ300614.SZ|301231.SZjq_microcap signal=000001.SH last=3426.43 ma_short=3412.12 ma_long=3393.22 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=4 projected_positions=40 intents=8 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002072.SZ rejected by ma_filter | 300716.SZ rejected by ma_filter | 300640.SZ rejected by ma_filter | 002205.SZ rejected by ma_filter | 000637.SZ rejected by ma_filter | 002910.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 300935.SZ rejected by ma_filter | 603356.SH rejected by ma_filter | 600791.SH rejected by ma_filter | 300030.SZ rejected by ma_filter | 301010.SZ rejected by ma_filter
522025-03-2110967186.4510731677.83235508.622.194546-24300614.SZ:Sell|301075.SZ:Buy404038002809.SZ|300462.SZ301075.SZ|301231.SZjq_microcap signal=000001.SH last=3408.95 ma_short=3422.17 ma_long=3396.00 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 603838.SH rejected by ma_filter | 002486.SZ rejected by ma_filter | 300935.SZ rejected by ma_filter | 002910.SZ rejected by ma_filter | 300640.SZ rejected by ma_filter | 002205.SZ rejected by ma_filter | 002072.SZ rejected by ma_filter | 000637.SZ rejected by ma_filter | 603356.SH rejected by ma_filter | 301010.SZ rejected by ma_filter | 300030.SZ rejected by ma_filter | 600791.SH rejected by ma_filter
532025-03-2410798905.0310222195.39576709.645.64174404404038002809.SZ|300462.SZ301075.SZ|301231.SZjq_microcap signal=000001.SH last=3364.83 ma_short=3411.22 ma_long=3395.23 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002205.SZ rejected by ma_filter | 603356.SH rejected by ma_filter | 300710.SZ rejected by ma_filter | 600355.SH rejected by ma_filter | 600791.SH rejected by ma_filter | 000637.SZ rejected by ma_filter | 301198.SZ rejected by ma_filter | 603335.SH rejected by ma_filter | 600281.SH rejected by ma_filter | 603172.SH rejected by ma_filter | 300626.SZ rejected by ma_filter | 600857.SH rejected by ma_filter
542025-03-2510274149.5910300788.76-26639.17-0.25862220219002890.SZ:Buy|300462.SZ:Sell|301163.SZ:Buy002809.SZ:Buy404038002890.SZ|301163.SZ301075.SZ|301231.SZjq_microcap signal=000001.SH last=3370.03 ma_short=3400.00 ma_long=3395.62 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=11 projected_positions=40 intents=22 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 000637.SZ rejected by ma_filter | 300246.SZ rejected by ma_filter | 002836.SZ rejected by ma_filter | 000953.SZ rejected by ma_filter | 300626.SZ rejected by ma_filter | 000633.SZ rejected by ma_filter | 003004.SZ rejected by ma_filter | 301156.SZ rejected by ma_filter | 603172.SH rejected by ma_filter | 600281.SH rejected by ma_filter | 300966.SZ rejected by ma_filter | 300883.SZ rejected by ma_filter
552025-03-2610347913.4410585136.34-237222.90-2.24112202404038002890.SZ|301163.SZ301075.SZ|301231.SZjq_microcap signal=000001.SH last=3369.98 ma_short=3388.04 ma_long=3394.63 band=18-28 tr=0.50 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002780.SZ rejected by ma_filter | 000953.SZ rejected by ma_filter | 002718.SZ rejected by ma_filter | 301131.SZ rejected by ma_filter | 300246.SZ rejected by ma_filter | 300626.SZ rejected by ma_filter | 600857.SH rejected by ma_filter | 000692.SZ rejected by ma_filter | 002836.SZ rejected by ma_filter | 003004.SZ rejected by ma_filter | 300920.SZ rejected by ma_filter | 600082.SH rejected by ma_filter
562025-03-2710651750.9710563864.5187886.460.83201014-410002809.SZ:Buy|002809.SZ:Sell|002890.SZ:Buy|301075.SZ:Sell404039301163.SZ301231.SZjq_microcap signal=000001.SH last=3368.70 ma_short=3376.50 ma_long=3394.31 band=18-28 tr=0.50 | selected=40 periodic_rebalance=false exits=5 projected_positions=40 intents=10 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 600448.SH rejected by ma_filter | 300710.SZ rejected by ma_filter | 600697.SH rejected by ma_filter | 300804.SZ rejected by ma_filter | 003017.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 301198.SZ rejected by ma_filter | 301010.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter | 301197.SZ rejected by ma_filter | 002780.SZ rejected by ma_filter | 603335.SH rejected by ma_filter
572025-03-2810614208.6010323683.63290524.972.81424404404039301163.SZ301231.SZjq_microcap signal=000001.SH last=3373.75 ma_short=3369.46 ma_long=3395.81 band=18-28 tr=0.50 | selected=40 periodic_rebalance=false exits=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002828.SZ rejected by ma_filter | 603335.SH rejected by ma_filter | 301198.SZ rejected by ma_filter | 301197.SZ rejected by ma_filter | 600448.SH rejected by ma_filter | 000692.SZ rejected by ma_filter | 000820.SZ rejected by ma_filter | 002780.SZ rejected by ma_filter | 003017.SZ rejected by ma_filter | 301010.SZ rejected by ma_filter | 003004.SZ rejected by ma_filter | 600857.SH rejected by ma_filter
582025-03-3110413531.1610178588.94234942.222.30822624223002633.SZ:Sell|300995.SZ:Buy|600689.SH:Buy603137.SH:Buy404037300995.SZ|301163.SZ|600689.SH002633.SZ|301231.SZ|603137.SHjq_microcap signal=000001.SH last=3351.31 ma_short=3366.75 ma_long=3388.99 band=18-28 tr=0.50 | selected=40 periodic_rebalance=false exits=13 projected_positions=40 intents=26 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300804.SZ rejected by ma_filter | 300621.SZ rejected by ma_filter | 003004.SZ rejected by ma_filter | 301131.SZ rejected by ma_filter | 002696.SZ rejected by ma_filter | 300958.SZ rejected by ma_filter | 002809.SZ rejected by ma_filter | 600857.SH rejected by ma_filter | 301234.SZ rejected by ma_filter | 300626.SZ rejected by ma_filter | 600791.SH rejected by ma_filter | 002231.SZ rejected by ma_filter
592025-04-0110237411.0410346499.01-109087.97-1.05436424300995.SZ:Sell|301156.SZ:Buy404037301156.SZ|301163.SZ|600689.SH002633.SZ|301231.SZ|603137.SHjq_microcap signal=000001.SH last=3335.75 ma_short=3359.90 ma_long=3379.95 band=18-28 tr=0.50 | selected=40 periodic_rebalance=false exits=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300334.SZ rejected by ma_filter | 003004.SZ rejected by ma_filter | 002231.SZ rejected by ma_filter | 600107.SH rejected by ma_filter | 002890.SZ rejected by ma_filter | 301234.SZ rejected by ma_filter | 300614.SZ rejected by ma_filter | 600408.SH rejected by ma_filter | 002836.SZ rejected by ma_filter | 002084.SZ rejected by ma_filter | 300246.SZ rejected by ma_filter | 000586.SZ rejected by ma_filter
602025-04-0210425771.0410402605.0123166.030.22270000404037301156.SZ|301163.SZ|600689.SH002633.SZ|301231.SZ|603137.SHjq_microcap signal=000001.SH last=3348.44 ma_short=3355.59 ma_long=3371.81 band=18-28 tr=0.50 | selected=40 periodic_rebalance=false exits=0 projected_positions=40 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300621.SZ rejected by ma_filter | 300710.SZ rejected by ma_filter | 605122.SH rejected by ma_filter | 000586.SZ rejected by ma_filter | 600408.SH rejected by ma_filter | 003004.SZ rejected by ma_filter | 605287.SH rejected by ma_filter | 301131.SZ rejected by ma_filter | 002231.SZ rejected by ma_filter | 300804.SZ rejected by ma_filter | 600778.SH rejected by ma_filter | 603139.SH rejected by ma_filter
612025-04-0310522909.8610436266.5786643.290.83024222002817.SZ:Buy|600689.SH:Sell404037002817.SZ|301156.SZ|301163.SZ002633.SZ|301231.SZ|603137.SHjq_microcap signal=000001.SH last=3350.13 ma_short=3351.87 ma_long=3364.18 band=18-28 tr=0.50 | selected=40 periodic_rebalance=false exits=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 600892.SH rejected by ma_filter | 300710.SZ rejected by ma_filter | 600408.SH rejected by ma_filter | 301197.SZ rejected by ma_filter | 000637.SZ rejected by ma_filter | 003004.SZ rejected by ma_filter | 300621.SZ rejected by ma_filter | 003017.SZ rejected by ma_filter | 300626.SZ rejected by ma_filter | 002231.SZ rejected by ma_filter | 000586.SZ rejected by ma_filter | 605287.SH rejected by ma_filter
622025-04-0710533120.659239503.451293617.2014.00095475-2149002817.SZ:Sell|300786.SZ:Buy|301156.SZ:Sell|603137.SH:Buy|603976.SH:Buy000633.SZ:Sell|002633.SZ:Sell|002836.SZ:Sell|002890.SZ:Sell|003003.SZ:Sell|301075.SZ:Buy|301081.SZ:Sell|301105.SZ:Sell|301148.SZ:Buy|301257.SZ:Buy|301258.SZ:Buy|301279.SZ:Buy|301300.SZ:Buy|301390.SZ:Sell|301395.SZ:Buy|600448.SH:Sell|603073.SH:Sell|603139.SH:Sell|603937.SH:Sell|605069.SH:Sell404032300786.SZ|301081.SZ|301105.SZ|301163.SZ|301390.SZ|600448.SH|603937.SH|603976.SH301075.SZ|301148.SZ|301231.SZ|301257.SZ|301258.SZ|301279.SZ|301300.SZ|301395.SZjq_microcap signal=000001.SH last=3342.01 ma_short=3345.52 ma_long=3357.49 band=18-28 tr=0.50 | selected=33 periodic_rebalance=true exits=21 projected_positions=40 intents=54 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 000637.SZ rejected by ma_filter | 300621.SZ rejected by ma_filter | 002696.SZ rejected by ma_filter | 600408.SH rejected by lower_limit | 300030.SZ rejected by ma_filter | 003017.SZ rejected by ma_filter | 605122.SH rejected by ma_filter | 300958.SZ rejected by ma_filter | 300591.SZ rejected by ma_filter | 301234.SZ rejected by ma_filter | 600791.SH rejected by ma_filter | 300334.SZ rejected by ma_filter
632025-04-089413068.759261232.35151836.401.63953022820001317.SZ:Buy|301075.SZ:Buy|301081.SZ:Sell|301105.SZ:Sell|301163.SZ:Sell|301390.SZ:Sell|301395.SZ:Buy|600448.SH:Sell|600844.SH:Buy|603937.SH:Sell301075.SZ:Sell|301231.SZ:Sell404035001317.SZ|300786.SZ|301075.SZ|600844.SH|603976.SH301148.SZ|301257.SZ|301258.SZ|301279.SZ|301300.SZjq_microcap signal=000001.SH last=3096.58 ma_short=3294.58 ma_long=3330.66 band=16-26 tr=0.50 | selected=28 periodic_rebalance=false exits=15 projected_positions=40 intents=30 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 301237.SZ rejected by ma_filter | 301006.SZ rejected by ma_filter | 300126.SZ rejected by ma_filter | 300517.SZ rejected by ma_filter | 301010.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter | 003004.SZ rejected by ma_filter | 605567.SH rejected by ma_filter | 000586.SZ rejected by ma_filter | 301002.SZ rejected by ma_filter | 000637.SZ rejected by ma_filter | 300437.SZ rejected by ma_filter
642025-04-099346467.849481418.98-134951.14-1.42331416-213301075.SZ:Sell000953.SZ:Buy|000953.SZ:Sell|301279.SZ:Sell404036001317.SZ|300786.SZ|600844.SH|603976.SH301148.SZ|301257.SZ|301258.SZ|301300.SZjq_microcap signal=000001.SH last=3145.55 ma_short=3256.54 ma_long=3308.22 band=16-26 tr=0.50 | selected=22 periodic_rebalance=false exits=7 projected_positions=40 intents=14 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300971.SZ rejected by ma_filter | 300410.SZ rejected by ma_filter | 600408.SH rejected by ma_filter | 000637.SZ rejected by ma_filter | 600281.SH rejected by ma_filter | 603937.SH rejected by ma_filter | 603073.SH rejected by ma_filter | 600883.SH rejected by ma_filter | 600689.SH rejected by ma_filter | 300500.SZ rejected by ma_filter | 301232.SZ rejected by ma_filter | 600791.SH rejected by ma_filter
652025-04-109491674.099892524.01-400849.92-4.05201111010301395.SZ:Sell000953.SZ:Sell393934000953.SZ|001317.SZ|300786.SZ|600844.SH|603976.SH301148.SZ|301257.SZ|301258.SZ|301300.SZ|301395.SZjq_microcap signal=000001.SH last=3186.81 ma_short=3224.21 ma_long=3289.90 band=16-26 tr=0.50 | selected=9 periodic_rebalance=false exits=6 projected_positions=39 intents=11 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300621.SZ rejected by ma_filter | 001231.SZ rejected by ma_filter | 301197.SZ rejected by ma_filter | 603028.SH rejected by ma_filter | 301040.SZ rejected by ma_filter | 003017.SZ rejected by ma_filter | 605287.SH rejected by ma_filter | 301024.SZ rejected by ma_filter | 603903.SH rejected by ma_filter | 300246.SZ rejected by ma_filter | 301131.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter
662025-04-119882470.4110021057.89-138587.48-1.38301515014001317.SZ:Sell603578.SH:Buy343630000953.SZ|300786.SZ|600844.SH|603976.SH301148.SZ|301257.SZ|301258.SZ|301300.SZ|301395.SZ|603578.SHjq_microcap signal=000001.SH last=3223.64 ma_short=3198.92 ma_long=3275.39 band=17-27 tr=0.50 | selected=12 periodic_rebalance=false exits=10 projected_positions=34 intents=15 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 600408.SH rejected by ma_filter | 001210.SZ rejected by ma_filter | 603331.SH rejected by ma_filter | 603139.SH rejected by ma_filter | 603937.SH rejected by ma_filter | 301232.SZ rejected by ma_filter | 300958.SZ rejected by ma_filter | 300804.SZ rejected by ma_filter | 002857.SZ rejected by ma_filter | 001226.SZ rejected by ma_filter | 300103.SZ rejected by ma_filter | 300614.SZ rejected by ma_filter
672025-04-1410088911.1810239970.92-151059.74-1.47521613312000953.SZ:Sell|603137.SH:Sell|603329.SH:Buy|603329.SH:Sell002800.SZ:Sell283124002800.SZ|300786.SZ|600844.SH|603976.SH301148.SZ|301257.SZ|301258.SZ|301300.SZ|301395.SZ|603137.SH|603578.SHjq_microcap signal=000001.SH last=3238.23 ma_short=3178.16 ma_long=3261.84 band=17-27 tr=0.50 | selected=9 periodic_rebalance=false exits=11 projected_positions=28 intents=16 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002910.SZ rejected by ma_filter | 603937.SH rejected by ma_filter | 300958.SZ rejected by ma_filter | 600892.SH rejected by ma_filter | 002295.SZ rejected by ma_filter | 300804.SZ rejected by ma_filter | 600281.SH rejected by ma_filter | 001210.SZ rejected by ma_filter | 600408.SH rejected by ma_filter | 300246.SZ rejected by ma_filter | 300500.SZ rejected by ma_filter | 301234.SZ rejected by ma_filter
682025-04-1510321688.3910323689.88-2001.49-0.019410645002800.SZ:Sell|600265.SH:Sell|600844.SH:Sell|600857.SH:Buy|603137.SH:Buy301148.SZ:Sell283125300786.SZ|600857.SH|603976.SH301257.SZ|301258.SZ|301300.SZ|301395.SZ|600265.SH|603578.SHjq_microcap signal=000001.SH last=3262.81 ma_short=3211.41 ma_long=3252.99 band=17-27 tr=0.50 | selected=15 periodic_rebalance=false exits=5 projected_positions=28 intents=10 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 000586.SZ rejected by ma_filter | 600302.SH rejected by ma_filter | 603073.SH rejected by ma_filter | 600892.SH rejected by ma_filter | 000637.SZ rejected by ma_filter | 603331.SH rejected by ma_filter | 002231.SZ rejected by ma_filter | 002921.SZ rejected by ma_filter | 300329.SZ rejected by ma_filter | 001210.SZ rejected by ma_filter | 603937.SH rejected by ma_filter | 300030.SZ rejected by ma_filter
692025-04-1610294085.9110267355.2326730.680.260324-22600857.SH:Buy|603709.SH:Sell283226300786.SZ|603976.SH301257.SZ|301258.SZ|301300.SZ|301395.SZ|600265.SH|603578.SHjq_microcap signal=000001.SH last=3267.66 ma_short=3235.83 ma_long=3246.18 band=17-27 tr=0.50 | selected=16 periodic_rebalance=false exits=1 projected_positions=28 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002486.SZ rejected by ma_filter | 600883.SH rejected by ma_filter | 003017.SZ rejected by ma_filter | 002809.SZ rejected by ma_filter | 600302.SH rejected by ma_filter | 000586.SZ rejected by ma_filter | 000637.SZ rejected by ma_filter | 300591.SZ rejected by ma_filter | 600892.SH rejected by ma_filter | 002231.SZ rejected by ma_filter | 300640.SZ rejected by ma_filter | 002529.SZ rejected by ma_filter
702025-04-1710225619.0910314776.22-89157.13-0.864426-42002800.SZ:Sell|301300.SZ:Sell|600778.SH:Buy|603029.SH:Buy283225002800.SZ|300786.SZ|603976.SH301257.SZ|301258.SZ|301395.SZ|600265.SH|600778.SH|603029.SH|603578.SHjq_microcap signal=000001.SH last=3276.00 ma_short=3253.67 ma_long=3238.94 band=17-27 tr=1.00 | selected=22 periodic_rebalance=false exits=1 projected_positions=28 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 603331.SH rejected by ma_filter | 603937.SH rejected by ma_filter | 603073.SH rejected by ma_filter | 300923.SZ rejected by ma_filter | 002295.SZ rejected by ma_filter | 600107.SH rejected by ma_filter | 600408.SH rejected by ma_filter | 300958.SZ rejected by ma_filter | 300614.SZ rejected by ma_filter | 301024.SZ rejected by ma_filter | 001366.SZ rejected by ma_filter | 603789.SH rejected by ma_filter
712025-04-1810295639.1210172429.65123209.471.2112101007002800.SZ:Sell|600778.SH:Buy|603029.SH:Buy301231.SZ:Buy|600257.SH:Buy|603709.SH:Sell283326300786.SZ|603976.SH301231.SZ|301257.SZ|301258.SZ|301395.SZ|600257.SH|600265.SH|603578.SHjq_microcap signal=000001.SH last=3280.34 ma_short=3265.01 ma_long=3231.96 band=17-27 tr=1.00 | selected=26 periodic_rebalance=false exits=5 projected_positions=28 intents=10 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 301024.SZ rejected by ma_filter | 003003.SZ rejected by ma_filter | 000637.SZ rejected by ma_filter | 003017.SZ rejected by ma_filter | 300710.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter | 600883.SH rejected by ma_filter | 300621.SZ rejected by ma_filter | 300329.SZ rejected by ma_filter | 300614.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter | 600107.SH rejected by ma_filter
722025-04-2110174236.5010273427.65-99191.15-0.9655610-45301231.SZ:Buy002719.SZ:Sell|301065.SZ:Buy|603137.SH:Buy|603137.SH:Sell|605567.SH:Buy283325002719.SZ|300786.SZ|603976.SH301065.SZ|301257.SZ|301258.SZ|301395.SZ|600257.SH|600265.SH|603578.SH|605567.SHjq_microcap signal=000001.SH last=3276.73 ma_short=3272.71 ma_long=3225.43 band=17-27 tr=1.00 | selected=35 periodic_rebalance=false exits=3 projected_positions=28 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300710.SZ rejected by ma_filter | 300246.SZ rejected by ma_filter | 603335.SH rejected by ma_filter | 000692.SZ rejected by ma_filter | 300103.SZ rejected by ma_filter | 003017.SZ rejected by ma_filter | 300591.SZ rejected by ma_filter | 300329.SZ rejected by ma_filter | 000586.SZ rejected by ma_filter | 301024.SZ rejected by ma_filter | 000637.SZ rejected by ma_filter | 301075.SZ rejected by ma_filter
732025-04-2210349233.9410430343.86-81109.92-0.77761612411002719.SZ:Sell|301040.SZ:Buy|600778.SH:Sell|603329.SH:Sell|605567.SH:Buy301258.SZ:Sell283325300786.SZ|301040.SZ|603976.SH301065.SZ|301257.SZ|301395.SZ|600257.SH|600265.SH|600778.SH|603329.SH|603578.SHjq_microcap signal=000001.SH last=3291.43 ma_short=3278.43 ma_long=3244.92 band=17-27 tr=1.00 | selected=37 periodic_rebalance=false exits=8 projected_positions=28 intents=16 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002828.SZ rejected by ma_filter | 301197.SZ rejected by ma_filter | 300710.SZ rejected by ma_filter | 001231.SZ rejected by ma_filter | 600302.SH rejected by ma_filter | 000692.SZ rejected by ma_filter | 300591.SZ rejected by ma_filter | 603903.SH rejected by ma_filter | 300246.SZ rejected by ma_filter | 603335.SH rejected by ma_filter | 301131.SZ rejected by ma_filter | 600408.SH rejected by ma_filter
742025-04-2310526074.7810272642.86253431.922.4671121029301040.SZ:Sell|600791.SH:Buy|603029.SH:Sell605567.SH:Sell283324300786.SZ|600791.SH|603976.SH|605567.SH301065.SZ|301257.SZ|301395.SZ|600257.SH|600265.SH|600778.SH|603029.SH|603329.SH|603578.SHjq_microcap signal=000001.SH last=3299.76 ma_short=3284.85 ma_long=3260.34 band=17-27 tr=1.00 | selected=40 periodic_rebalance=false exits=6 projected_positions=28 intents=12 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 301197.SZ rejected by ma_filter | 600302.SH rejected by ma_filter | 002718.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter | 600408.SH rejected by ma_filter | 300591.SZ rejected by ma_filter | 600448.SH rejected by ma_filter | 300246.SZ rejected by ma_filter | 002830.SZ rejected by ma_filter | 002713.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 301131.SZ rejected by ma_filter
752025-04-2410396073.8910229570.94166502.951.627724-22002830.SZ:Buy|301395.SZ:Sell283324300786.SZ|600791.SH|603976.SH|605567.SH002830.SZ|301065.SZ|301257.SZ|600257.SH|600265.SH|600778.SH|603029.SH|603329.SH|603578.SHjq_microcap signal=000001.SH last=3296.36 ma_short=3288.92 ma_long=3271.30 band=17-27 tr=1.00 | selected=40 periodic_rebalance=false exits=1 projected_positions=28 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 600408.SH rejected by ma_filter | 301163.SZ rejected by ma_filter | 301037.SZ rejected by ma_filter | 301027.SZ rejected by ma_filter | 002713.SZ rejected by ma_filter | 300246.SZ rejected by ma_filter | 600281.SH rejected by ma_filter | 301197.SZ rejected by ma_filter | 300591.SZ rejected by ma_filter | 300621.SZ rejected by ma_filter | 300651.SZ rejected by ma_filter | 002633.SZ rejected by ma_filter
762025-04-2510383141.8910207438.94175702.951.72130000283324300786.SZ|600791.SH|603976.SH|605567.SH002830.SZ|301065.SZ|301257.SZ|600257.SH|600265.SH|600778.SH|603029.SH|603329.SH|603578.SHjq_microcap signal=000001.SH last=3297.29 ma_short=3292.31 ma_long=3278.66 band=17-27 tr=1.00 | selected=40 periodic_rebalance=false exits=0 projected_positions=28 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 301198.SZ rejected by ma_filter | 600448.SH rejected by ma_filter | 301197.SZ rejected by ma_filter | 300651.SZ rejected by ma_filter | 300621.SZ rejected by ma_filter | 600302.SH rejected by ma_filter | 301037.SZ rejected by ma_filter | 300410.SZ rejected by ma_filter | 300823.SZ rejected by ma_filter | 300437.SZ rejected by ma_filter | 300093.SZ rejected by ma_filter | 000637.SZ rejected by ma_filter
772025-04-2810400435.4610119181.94281253.522.77945865-754300786.SZ:Sell|600689.SH:Buy|603976.SH:Sell|605567.SH:Sell000633.SZ:Buy|002830.SZ:Sell|301065.SZ:Sell|301257.SZ:Sell|600257.SH:Sell|600265.SH:Sell|600778.SH:Sell|600791.SH:Buy|603029.SH:Sell|603329.SH:Sell|603578.SH:Sell404039600689.SH000633.SZjq_microcap signal=000001.SH last=3295.06 ma_short=3295.98 ma_long=3284.34 band=17-27 tr=1.00 | selected=40 periodic_rebalance=true exits=7 projected_positions=40 intents=58 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 600408.SH rejected by ma_filter | 301037.SZ rejected by ma_filter | 301163.SZ rejected by ma_filter | 301027.SZ rejected by ma_filter | 300823.SZ rejected by ma_filter | 600302.SH rejected by ma_filter | 301075.SZ rejected by ma_filter | 300437.SZ rejected by ma_filter | 300949.SZ rejected by ma_filter | 002696.SZ rejected by ma_filter | 300225.SZ rejected by ma_filter | 300246.SZ rejected by ma_filter
782025-04-2910208832.3010370589.55-161757.25-1.55982201603389.SH:Sell002634.SZ:Sell404038002634.SZ|600689.SH000633.SZ|603389.SHjq_microcap signal=000001.SH last=3288.41 ma_short=3295.38 ma_long=3286.90 band=17-27 tr=1.00 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300823.SZ rejected by ma_filter | 301075.SZ rejected by ma_filter | 002921.SZ rejected by ma_filter | 600302.SH rejected by ma_filter | 300103.SZ rejected by ma_filter | 300949.SZ rejected by ma_filter | 002696.SZ rejected by ma_filter | 300670.SZ rejected by ma_filter | 300971.SZ rejected by ma_filter | 605567.SH rejected by ma_filter | 301234.SZ rejected by ma_filter | 300246.SZ rejected by ma_filter
792025-04-3010486611.9510449418.9137193.040.355948-43301002.SZ:Sell000586.SZ:Sell|002718.SZ:Sell|003017.SZ:Sell|300621.SZ:Buy|301113.SZ:Buy404035000586.SZ|002634.SZ|002718.SZ|003017.SZ|600689.SH000633.SZ|300621.SZ|301002.SZ|301113.SZ|603389.SHjq_microcap signal=000001.SH last=3286.66 ma_short=3292.75 ma_long=3288.80 band=17-27 tr=1.00 | selected=40 periodic_rebalance=false exits=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 600408.SH rejected by ma_filter | 301075.SZ rejected by ma_filter | 300651.SZ rejected by ma_filter | 300437.SZ rejected by ma_filter | 301163.SZ rejected by ma_filter | 301024.SZ rejected by ma_filter | 300710.SZ rejected by ma_filter | 300823.SZ rejected by ma_filter | 300103.SZ rejected by ma_filter | 002857.SZ rejected by ma_filter | 002921.SZ rejected by ma_filter | 001366.SZ rejected by ma_filter
802025-05-0610577145.9310722967.02-145821.09-1.35991614210000586.SZ:Sell|002205.SZ:Sell|002718.SZ:Sell|003017.SZ:Sell|300621.SZ:Buy|301006.SZ:Sell000633.SZ:Sell|301002.SZ:Sell|301192.SZ:Sell|301314.SZ:Sell404036002634.SZ|301192.SZ|301314.SZ|600689.SH002205.SZ|301006.SZ|301113.SZ|603389.SHjq_microcap signal=000001.SH last=3279.03 ma_short=3289.29 ma_long=3289.11 band=17-27 tr=0.50 | selected=40 periodic_rebalance=false exits=8 projected_positions=40 intents=16 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 600883.SH rejected by ma_filter | 300651.SZ rejected by ma_filter | 301027.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 300329.SZ rejected by ma_filter | 002857.SZ rejected by ma_filter | 605287.SH rejected by ma_filter | 301075.SZ rejected by ma_filter | 301024.SZ rejected by ma_filter | 300437.SZ rejected by ma_filter | 300823.SZ rejected by ma_filter | 600408.SH rejected by ma_filter
812025-05-0710870684.2010861959.498724.710.08031424-1010002857.SZ:Sell|300334.SZ:Buy|300334.SZ:Sell|301192.SZ:Sell001231.SZ:Buy|001231.SZ:Sell|002205.SZ:Sell|002295.SZ:Sell|002830.SZ:Buy|002830.SZ:Sell|300710.SZ:Buy|300804.SZ:Buy|300906.SZ:Sell|300958.SZ:Buy|300958.SZ:Sell|301006.SZ:Sell|301113.SZ:Sell|301234.SZ:Buy404035002295.SZ|002634.SZ|300906.SZ|301314.SZ|600689.SH002857.SZ|300710.SZ|300804.SZ|301234.SZ|603389.SHjq_microcap signal=000001.SH last=3316.11 ma_short=3293.06 ma_long=3292.68 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=7 projected_positions=40 intents=14 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002857.SZ rejected by ma_filter | 300823.SZ rejected by ma_filter | 301075.SZ rejected by ma_filter | 001366.SZ rejected by ma_filter | 605122.SH rejected by ma_filter | 301113.SZ rejected by ma_filter | 605567.SH rejected by ma_filter | 002696.SZ rejected by ma_filter | 605189.SH rejected by ma_filter | 300517.SZ rejected by ma_filter | 002800.SZ rejected by ma_filter | 603879.SH rejected by st_or_special_name
822025-05-0810995939.2311006783.98-10844.75-0.0985181808001231.SZ:Buy|001231.SZ:Sell|002830.SZ:Buy|002830.SZ:Sell|300710.SZ:Buy|300906.SZ:Sell|300958.SZ:Buy|300958.SZ:Sell|301314.SZ:Sell|605122.SH:Sell000637.SZ:Buy|000637.SZ:Sell|001210.SZ:Sell|002486.SZ:Buy|002857.SZ:Sell|300334.SZ:Sell|300804.SZ:Sell|301197.SZ:Buy|603879.SH:Buy|603903.SH:Sell404034001210.SZ|002295.SZ|002634.SZ|300334.SZ|600689.SH|603903.SH002486.SZ|301197.SZ|301234.SZ|603389.SH|603879.SH|605122.SHjq_microcap signal=000001.SH last=3342.66 ma_short=3302.58 ma_long=3299.28 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=9 projected_positions=40 intents=18 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 605122.SH rejected by ma_filter | 301075.SZ rejected by ma_filter | 605567.SH rejected by ma_filter | 603879.SH rejected by st_or_special_name | 002696.SZ rejected by ma_filter | 300517.SZ rejected by ma_filter | 002800.SZ rejected by ma_filter | 002857.SZ rejected by ma_filter | 605189.SH rejected by ma_filter | 600697.SH rejected by ma_filter | 600689.SH rejected by ma_filter | 600791.SH rejected by ma_filter
832025-05-0911179030.3010956927.21222103.092.02718804000637.SZ:Sell|000663.SZ:Sell|300329.SZ:Buy|603903.SH:Sell002836.SZ:Sell|002858.SZ:Sell|603903.SH:Buy|605122.SH:Sell404032001210.SZ|002295.SZ|002634.SZ|002836.SZ|002858.SZ|300329.SZ|300334.SZ|600689.SH000637.SZ|000663.SZ|002486.SZ|301197.SZ|301234.SZ|603389.SH|603879.SH|603903.SHjq_microcap signal=000001.SH last=3352.00 ma_short=3315.29 ma_long=3305.33 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=4 projected_positions=40 intents=8 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002828.SZ rejected by ma_filter | 300651.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 603879.SH rejected by st_or_special_name | 605567.SH rejected by ma_filter | 301075.SZ rejected by ma_filter | 002696.SZ rejected by ma_filter | 300517.SZ rejected by ma_filter | 600697.SH rejected by ma_filter
842025-05-1211145196.5211008153.72137042.801.24494221002634.SZ:Sell|300923.SZ:Sell|301027.SZ:Buy603389.SH:Sell404032001210.SZ|002295.SZ|002836.SZ|002858.SZ|300329.SZ|300334.SZ|301027.SZ|600689.SH000637.SZ|000663.SZ|002486.SZ|300923.SZ|301197.SZ|301234.SZ|603879.SH|603903.SHjq_microcap signal=000001.SH last=3342.00 ma_short=3326.36 ma_long=3309.56 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300651.SZ rejected by ma_filter | 603879.SH rejected by st_or_special_name | 002800.SZ rejected by ma_filter | 600697.SH rejected by ma_filter | 002696.SZ rejected by ma_filter | 300517.SZ rejected by ma_filter | 301075.SZ rejected by ma_filter
852025-05-1311168476.4710985230.79183245.681.668124-22002205.SZ:Buy|300923.SZ:Sell404032001210.SZ|002295.SZ|002836.SZ|002858.SZ|300329.SZ|300334.SZ|301027.SZ|600689.SH000637.SZ|000663.SZ|002205.SZ|002486.SZ|301197.SZ|301234.SZ|603879.SH|603903.SHjq_microcap signal=000001.SH last=3369.24 ma_short=3344.40 ma_long=3316.85 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300651.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 603879.SH rejected by st_or_special_name | 002800.SZ rejected by ma_filter | 605567.SH rejected by ma_filter | 002696.SZ rejected by ma_filter | 600697.SH rejected by ma_filter | 300517.SZ rejected by ma_filter | 603608.SH rejected by st_or_special_name | 301075.SZ rejected by ma_filter
862025-05-1411137921.0111018949.26118971.751.07974221300883.SZ:Sell|600689.SH:Sell|605287.SH:Buy301057.SZ:Sell404031001210.SZ|002295.SZ|002836.SZ|002858.SZ|300329.SZ|300334.SZ|301027.SZ|301057.SZ|605287.SH000637.SZ|000663.SZ|002205.SZ|002486.SZ|300883.SZ|301197.SZ|301234.SZ|603879.SH|603903.SHjq_microcap signal=000001.SH last=3374.87 ma_short=3356.16 ma_long=3324.61 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 603879.SH rejected by st_or_special_name | 301113.SZ rejected by ma_filter | 300651.SZ rejected by ma_filter | 605567.SH rejected by ma_filter | 600697.SH rejected by ma_filter | 603608.SH rejected by st_or_special_name | 300517.SZ rejected by ma_filter | 301075.SZ rejected by ma_filter
872025-05-1511123350.2111132428.18-9077.97-0.08152200301057.SZ:Sell|603903.SH:Buy300883.SZ:Sell|301027.SZ:Buy404033001210.SZ|002295.SZ|002836.SZ|002858.SZ|300329.SZ|300334.SZ|605287.SH000637.SZ|000663.SZ|002205.SZ|002486.SZ|301197.SZ|301234.SZ|603879.SHjq_microcap signal=000001.SH last=3403.95 ma_short=3368.41 ma_long=3335.49 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 000632.SZ rejected by ma_filter | 300651.SZ rejected by ma_filter | 300517.SZ rejected by ma_filter | 605567.SH rejected by ma_filter | 600697.SH rejected by ma_filter | 603139.SH rejected by ma_filter
882025-05-1611233171.8111153148.6680023.150.71756601002205.SZ:Buy|300651.SZ:Buy|300877.SZ:Sell|300955.SZ:Buy|301125.SZ:Sell000637.SZ:Sell|000663.SZ:Sell|002828.SZ:Buy|300329.SZ:Buy|605287.SH:Buy404033001210.SZ|002295.SZ|002836.SZ|002858.SZ|300334.SZ|300651.SZ|300955.SZ002486.SZ|002828.SZ|300877.SZ|301125.SZ|301197.SZ|301234.SZ|603879.SHjq_microcap signal=000001.SH last=3380.82 ma_short=3374.18 ma_long=3344.73 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 603879.SH rejected by st_or_special_name | 002828.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 300517.SZ rejected by ma_filter | 300069.SZ rejected by ma_filter | 301192.SZ rejected by ma_filter | 605567.SH rejected by ma_filter | 600697.SH rejected by ma_filter
892025-05-1911280757.6211303383.20-22625.58-0.200268-23002800.SZ:Buy|002858.SZ:Sell|603937.SH:Sell300710.SZ:Sell|301113.SZ:Buy|600149.SH:Buy|600149.SH:Sell|600408.SH:Sell404031001210.SZ|002295.SZ|002800.SZ|002836.SZ|300334.SZ|300651.SZ|300710.SZ|300955.SZ|600408.SH002486.SZ|002828.SZ|300877.SZ|301113.SZ|301125.SZ|301197.SZ|301234.SZ|603879.SH|603937.SHjq_microcap signal=000001.SH last=3367.46 ma_short=3379.27 ma_long=3352.82 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 000632.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 002830.SZ rejected by ma_filter | 300710.SZ rejected by ma_filter | 300517.SZ rejected by ma_filter | 605567.SH rejected by ma_filter | 600697.SH rejected by ma_filter | 301192.SZ rejected by ma_filter | 603860.SH rejected by ma_filter | 603608.SH rejected by st_or_special_name
902025-05-2011457311.2611542571.49-85260.23-0.738716885001366.SZ:Sell|002295.SZ:Sell|002633.SZ:Sell|002836.SZ:Sell|300640.SZ:Buy|300651.SZ:Buy|300651.SZ:Sell|300955.SZ:Buy|300955.SZ:Sell|301125.SZ:Buy|600149.SH:Sell300886.SZ:Sell|301125.SZ:Sell|603937.SH:Sell404030001210.SZ|002800.SZ|300334.SZ|300640.SZ|300651.SZ|300710.SZ|300886.SZ|300955.SZ|301125.SZ|600408.SH001366.SZ|002486.SZ|002633.SZ|002828.SZ|300877.SZ|301113.SZ|301197.SZ|301234.SZ|600149.SH|603879.SHjq_microcap signal=000001.SH last=3367.58 ma_short=3378.94 ma_long=3361.67 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=8 projected_positions=40 intents=16 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 301198.SZ rejected by ma_filter | 002910.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 002830.SZ rejected by ma_filter | 300621.SZ rejected by ma_filter | 002800.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter | 001366.SZ rejected by ma_filter | 300517.SZ rejected by ma_filter | 600234.SH rejected by st_or_special_name | 600697.SH rejected by ma_filter | 605567.SH rejected by ma_filter
912025-05-2111727142.6511410129.78317012.872.778310461001366.SZ:Buy|002828.SZ:Buy|300478.SZ:Buy|300478.SZ:Sell|300886.SZ:Sell|300955.SZ:Buy|300955.SZ:Sell|301125.SZ:Sell|600408.SH:Sell000692.SZ:Buy|000692.SZ:Sell|603879.SH:Sell404033001210.SZ|002800.SZ|300334.SZ|300640.SZ|300651.SZ|300710.SZ|300955.SZ002486.SZ|002633.SZ|300877.SZ|301113.SZ|301197.SZ|301234.SZ|600149.SHjq_microcap signal=000001.SH last=3380.48 ma_short=3380.06 ma_long=3368.11 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=5 projected_positions=40 intents=10 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002072.SZ rejected by ma_filter | 301010.SZ rejected by ma_filter | 002963.SZ rejected by ma_filter | 002910.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 300626.SZ rejected by ma_filter | 002800.SZ rejected by ma_filter | 300621.SZ rejected by ma_filter | 002830.SZ rejected by ma_filter | 300517.SZ rejected by ma_filter | 002921.SZ rejected by ma_filter | 600697.SH rejected by ma_filter
922025-05-2211548706.1211291996.62256709.502.27342826220001210.SZ:Sell|002800.SZ:Sell|300334.SZ:Sell|300877.SZ:Buy|300955.SZ:Sell|301197.SZ:Buy|301234.SZ:Buy|605122.SH:Buy002486.SZ:Sell|002633.SZ:Sell|300640.SZ:Buy|300651.SZ:Buy|300710.SZ:Buy|600149.SH:Sell404039605122.SH301113.SZjq_microcap signal=000001.SH last=3387.57 ma_short=3376.78 ma_long=3372.60 band=18-28 tr=1.00 | selected=40 periodic_rebalance=true exits=1 projected_positions=40 intents=28 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 301113.SZ rejected by ma_filter | 300626.SZ rejected by ma_filter | 002800.SZ rejected by ma_filter | 002830.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter | 301231.SZ rejected by ma_filter | 002921.SZ rejected by ma_filter | 300971.SZ rejected by ma_filter | 600697.SH rejected by ma_filter
932025-05-2311403083.1211188260.62214822.501.92010000404039605122.SH301113.SZjq_microcap signal=000001.SH last=3380.19 ma_short=3376.66 ma_long=3375.42 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=0 projected_positions=40 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300626.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 002800.SZ rejected by ma_filter | 301057.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter | 600234.SH rejected by st_or_special_name | 600697.SH rejected by ma_filter | 002921.SZ rejected by ma_filter | 300971.SZ rejected by ma_filter | 300838.SZ rejected by ma_filter | 301231.SZ rejected by ma_filter
942025-05-2611266519.1311277639.07-11119.94-0.09862202404039605122.SH301113.SZjq_microcap signal=000001.SH last=3348.37 ma_short=3372.84 ma_long=3376.05 band=18-28 tr=0.50 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 600234.SH rejected by st_or_special_name | 300626.SZ rejected by ma_filter | 002800.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 301163.SZ rejected by ma_filter | 301057.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter | 301231.SZ rejected by ma_filter | 300971.SZ rejected by ma_filter | 002921.SZ rejected by ma_filter | 300838.SZ rejected by ma_filter | 000637.SZ rejected by ma_filter
952025-05-2711381932.1311358941.0722991.060.20240000404039605122.SH301113.SZjq_microcap signal=000001.SH last=3346.84 ma_short=3368.69 ma_long=3373.81 band=18-28 tr=0.50 | selected=40 periodic_rebalance=false exits=0 projected_positions=40 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002634.SZ rejected by ma_filter | 300626.SZ rejected by ma_filter | 300854.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter | 301163.SZ rejected by ma_filter | 002800.SZ rejected by ma_filter | 301057.SZ rejected by ma_filter | 002921.SZ rejected by ma_filter | 300103.SZ rejected by ma_filter | 300838.SZ rejected by ma_filter | 301231.SZ rejected by ma_filter
962025-05-2811497744.4111318137.54179606.871.58692020300517.SZ:Sell|600561.SH:Buy404038600561.SH|605122.SH300517.SZ|301113.SZjq_microcap signal=000001.SH last=3340.69 ma_short=3360.73 ma_long=3370.40 band=18-28 tr=0.50 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 301113.SZ rejected by ma_filter | 300626.SZ rejected by ma_filter | 002634.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter | 002205.SZ rejected by ma_filter | 600234.SH rejected by st_or_special_name | 600883.SH rejected by ma_filter | 301163.SZ rejected by ma_filter | 301125.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter | 001366.SZ rejected by ma_filter | 603073.SH rejected by ma_filter
972025-05-2911463230.7611489635.24-26404.48-0.22982200300614.SZ:Sell|301105.SZ:Buy300517.SZ:Sell|600561.SH:Buy404038301105.SZ|605122.SH300614.SZ|301113.SZjq_microcap signal=000001.SH last=3339.93 ma_short=3351.20 ma_long=3363.99 band=18-28 tr=0.50 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300823.SZ rejected by ma_filter | 301198.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 003011.SZ rejected by ma_filter | 600234.SH rejected by st_or_special_name | 002910.SZ rejected by ma_filter | 002205.SZ rejected by ma_filter | 600883.SH rejected by ma_filter | 000692.SZ rejected by ma_filter | 002830.SZ rejected by ma_filter | 301163.SZ rejected by ma_filter | 300651.SZ rejected by ma_filter
982025-05-3011669910.5711397686.99272223.582.38846423002798.SZ:Buy|002798.SZ:Sell|605287.SH:Sell001366.SZ:Sell404037001366.SZ|301105.SZ|605122.SH300614.SZ|301113.SZ|605287.SHjq_microcap signal=000001.SH last=3363.45 ma_short=3347.85 ma_long=3362.26 band=18-28 tr=0.50 | selected=40 periodic_rebalance=false exits=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002494.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 002634.SZ rejected by ma_filter | 300621.SZ rejected by ma_filter | 003011.SZ rejected by ma_filter | 300626.SZ rejected by ma_filter | 301198.SZ rejected by ma_filter | 002513.SZ rejected by ma_filter | 002910.SZ rejected by ma_filter | 600883.SH rejected by ma_filter | 600137.SH rejected by ma_filter | 300955.SZ rejected by ma_filter
992025-06-0311499575.5711567246.99-67671.42-0.58500000404037001366.SZ|301105.SZ|605122.SH300614.SZ|301113.SZ|605287.SHjq_microcap signal=000001.SH last=3347.49 ma_short=3347.68 ma_long=3360.26 band=18-28 tr=0.50 | selected=40 periodic_rebalance=false exits=0 projected_positions=40 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002634.SZ rejected by ma_filter | 300621.SZ rejected by ma_filter | 003011.SZ rejected by ma_filter | 300823.SZ rejected by ma_filter | 301163.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter | 300329.SZ rejected by ma_filter | 002830.SZ rejected by ma_filter | 301125.SZ rejected by ma_filter | 603073.SH rejected by ma_filter
1002025-06-0411457770.6311677946.98-220176.35-1.885426-40301113.SZ:Buy|600883.SH:Sell001366.SZ:Buy|300640.SZ:Sell|301163.SZ:Sell|600543.SH:Buy|600561.SH:Sell|605178.SH:Buy404035300640.SZ|301105.SZ|301163.SZ|600561.SH|605122.SH300614.SZ|600543.SH|600883.SH|605178.SH|605287.SHjq_microcap signal=000001.SH last=3361.97 ma_short=3350.71 ma_long=3359.70 band=18-28 tr=0.50 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300621.SZ rejected by ma_filter | 003011.SZ rejected by ma_filter | 300823.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 301125.SZ rejected by ma_filter | 300955.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter | 300329.SZ rejected by ma_filter | 002921.SZ rejected by ma_filter | 301192.SZ rejected by ma_filter | 301163.SZ rejected by ma_filter | 600234.SH rejected by st_or_special_name
1012025-06-0511601915.9512123210.59-521294.64-4.300024-21600561.SH:Sell002072.SZ:Buy|003011.SZ:Sell|600883.SH:Sell404035003011.SZ|300640.SZ|301105.SZ|301163.SZ|605122.SH002072.SZ|300614.SZ|600543.SH|605178.SH|605287.SHjq_microcap signal=000001.SH last=3376.20 ma_short=3357.81 ma_long=3359.27 band=18-28 tr=0.50 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 301010.SZ rejected by ma_filter | 300626.SZ rejected by ma_filter | 300621.SZ rejected by ma_filter | 600137.SH rejected by ma_filter | 300823.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter | 301192.SZ rejected by ma_filter | 300955.SZ rejected by ma_filter | 002921.SZ rejected by ma_filter | 300329.SZ rejected by ma_filter | 300103.SZ rejected by ma_filter | 301057.SZ rejected by ma_filter
1022025-06-0611849085.1612043034.09-193948.93-1.610512664002072.SZ:Buy|002830.SZ:Sell|300103.SZ:Sell|300710.SZ:Sell|301163.SZ:Sell|600543.SH:Buy|600883.SH:Buy|605178.SH:Buy002798.SZ:Sell|003011.SZ:Buy404035002798.SZ|300640.SZ|301105.SZ|600883.SH|605122.SH002830.SZ|300103.SZ|300614.SZ|300710.SZ|605287.SHjq_microcap signal=000001.SH last=3384.10 ma_short=3366.64 ma_long=3358.92 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=6 projected_positions=40 intents=12 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 301010.SZ rejected by ma_filter | 300626.SZ rejected by ma_filter | 301125.SZ rejected by ma_filter | 300621.SZ rejected by ma_filter | 300823.SZ rejected by ma_filter | 300163.SZ rejected by st_or_special_name | 300955.SZ rejected by ma_filter | 603073.SH rejected by ma_filter | 300329.SZ rejected by ma_filter | 300877.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter | 002921.SZ rejected by ma_filter
1032025-06-0911970520.0312158944.34-188424.31-1.5497141046000692.SZ:Buy|000692.SZ:Sell|002634.SZ:Buy|002798.SZ:Sell|301515.SZ:Sell|600561.SH:Buy|605122.SH:Sell|605303.SH:Buy300103.SZ:Sell|300163.SZ:Buy|300823.SZ:Buy|301227.SZ:Sell404033002634.SZ|300640.SZ|301105.SZ|301227.SZ|600561.SH|600883.SH|605303.SH002830.SZ|300163.SZ|300614.SZ|300710.SZ|300823.SZ|301515.SZ|605287.SHjq_microcap signal=000001.SH last=3385.36 ma_short=3371.02 ma_long=3359.44 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=7 projected_positions=40 intents=14 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 301010.SZ rejected by ma_filter | 000632.SZ rejected by ma_filter | 603356.SH rejected by ma_filter | 300626.SZ rejected by ma_filter | 300621.SZ rejected by ma_filter | 301125.SZ rejected by ma_filter | 300163.SZ rejected by st_or_special_name | 300823.SZ rejected by ma_filter | 300955.SZ rejected by ma_filter | 300877.SZ rejected by ma_filter | 301231.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter
1042025-06-1012199411.9511987855.39211556.561.76484222301227.SZ:Sell|603177.SH:Buy404033002634.SZ|300640.SZ|301105.SZ|600561.SH|600883.SH|603177.SH|605303.SH002830.SZ|300163.SZ|300614.SZ|300710.SZ|300823.SZ|301515.SZ|605287.SHjq_microcap signal=000001.SH last=3399.77 ma_short=3381.48 ma_long=3364.58 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 603272.SH rejected by ma_filter | 600137.SH rejected by ma_filter | 000632.SZ rejected by ma_filter | 300163.SZ rejected by st_or_special_name | 300626.SZ rejected by ma_filter | 300621.SZ rejected by ma_filter | 301125.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter | 300877.SZ rejected by ma_filter | 002921.SZ rejected by ma_filter | 300955.SZ rejected by ma_filter | 301057.SZ rejected by ma_filter
1052025-06-1112145437.3611992575.04152862.321.27468444300640.SZ:Sell|300823.SZ:Buy|300854.SZ:Buy|301105.SZ:Sell404034002634.SZ|300854.SZ|600561.SH|600883.SH|603177.SH|605303.SH002830.SZ|300163.SZ|300614.SZ|300710.SZ|301515.SZ|605287.SHjq_microcap signal=000001.SH last=3384.82 ma_short=3386.05 ma_long=3368.38 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=4 projected_positions=40 intents=8 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 600137.SH rejected by ma_filter | 301125.SZ rejected by ma_filter | 300621.SZ rejected by ma_filter | 301105.SZ rejected by ma_filter | 300626.SZ rejected by ma_filter | 600234.SH rejected by st_or_special_name | 300923.SZ rejected by ma_filter | 300877.SZ rejected by ma_filter | 301057.SZ rejected by ma_filter | 002921.SZ rejected by ma_filter | 300838.SZ rejected by ma_filter | 300955.SZ rejected by ma_filter
1062025-06-1212149446.6912126991.6422455.050.18522202404034002634.SZ|300854.SZ|600561.SH|600883.SH|603177.SH|605303.SH002830.SZ|300163.SZ|300614.SZ|300710.SZ|301515.SZ|605287.SHjq_microcap signal=000001.SH last=3402.32 ma_short=3391.27 ma_long=3374.54 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 301125.SZ rejected by ma_filter | 600137.SH rejected by ma_filter | 600543.SH rejected by ma_filter | 300626.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter | 301057.SZ rejected by ma_filter | 600234.SH rejected by st_or_special_name | 300877.SZ rejected by ma_filter | 300955.SZ rejected by ma_filter | 002921.SZ rejected by ma_filter | 300838.SZ rejected by ma_filter | 300971.SZ rejected by ma_filter
1072025-06-1312189775.5712026170.90163604.671.36042624217002634.SZ:Sell|002830.SZ:Buy|002921.SZ:Buy|300614.SZ:Buy|300854.SZ:Sell|300877.SZ:Sell|301057.SZ:Sell|603177.SH:Sell|605287.SH:Buy300163.SZ:Sell|300710.SZ:Sell|301515.SZ:Sell|600234.SH:Buy|600883.SH:Buy|605303.SH:Buy|605567.SH:Sell404037002921.SZ|600561.SH|605567.SH300877.SZ|301057.SZ|600234.SHjq_microcap signal=000001.SH last=3402.66 ma_short=3394.98 ma_long=3380.81 band=18-28 tr=1.00 | selected=40 periodic_rebalance=true exits=3 projected_positions=40 intents=26 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 600137.SH rejected by ma_filter | 301125.SZ rejected by ma_filter | 600543.SH rejected by ma_filter | 300626.SZ rejected by ma_filter | 600234.SH rejected by st_or_special_name | 300877.SZ rejected by ma_filter | 301057.SZ rejected by ma_filter | 600149.SH rejected by ma_filter | 300955.SZ rejected by ma_filter
1082025-06-1612012393.5712218699.86-206306.29-1.688406-60002830.SZ:Sell|300614.SZ:Buy|300614.SZ:Sell|600561.SH:Buy|603880.SH:Buy|605287.SH:Sell404036002830.SZ|002921.SZ|605287.SH|605567.SH300877.SZ|301057.SZ|600234.SH|603880.SHjq_microcap signal=000001.SH last=3377.00 ma_short=3393.31 ma_long=3382.17 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=0 projected_positions=40 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 003011.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 300626.SZ rejected by ma_filter | 600883.SH rejected by ma_filter | 600234.SH rejected by st_or_special_name | 300877.SZ rejected by ma_filter | 300955.SZ rejected by ma_filter | 600697.SH rejected by ma_filter | 002921.SZ rejected by ma_filter | 600778.SH rejected by ma_filter | 600149.SH rejected by ma_filter | 605287.SH rejected by ma_filter
1092025-06-1712126640.5712098480.5428160.030.232804-40001259.SZ:Sell|002921.SZ:Buy|300626.SZ:Buy|301098.SZ:Sell404035001259.SZ|002830.SZ|301098.SZ|605287.SH|605567.SH300626.SZ|300877.SZ|301057.SZ|600234.SH|603880.SHjq_microcap signal=000001.SH last=3388.73 ma_short=3391.10 ma_long=3386.29 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=0 projected_positions=40 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300621.SZ rejected by ma_filter | 002634.SZ rejected by ma_filter | 003011.SZ rejected by ma_filter | 002072.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 600883.SH rejected by ma_filter | 000692.SZ rejected by ma_filter | 300462.SZ rejected by ma_filter | 300854.SZ rejected by ma_filter | 600561.SH rejected by ma_filter | 600234.SH rejected by st_or_special_name | 300923.SZ rejected by ma_filter
1102025-06-1812093018.6912026485.9866532.710.55322201300626.SZ:Buy001259.SZ:Buy404036002830.SZ|301098.SZ|605287.SH|605567.SH300877.SZ|301057.SZ|600234.SH|603880.SHjq_microcap signal=000001.SH last=3387.41 ma_short=3391.62 ma_long=3388.83 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002072.SZ rejected by ma_filter | 003011.SZ rejected by ma_filter | 600883.SH rejected by ma_filter | 600561.SH rejected by ma_filter | 301113.SZ rejected by ma_filter | 300854.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter | 600234.SH rejected by st_or_special_name | 603073.SH rejected by ma_filter | 300877.SZ rejected by ma_filter | 301057.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter
1112025-06-1911971320.7811637884.13333436.652.8651162142001278.SZ:Buy|002072.SZ:Sell|002494.SZ:Sell|002634.SZ:Sell|002800.SZ:Buy|003023.SZ:Buy|300462.SZ:Buy|301098.SZ:Sell|301231.SZ:Buy|301234.SZ:Buy|600561.SH:Sell|600883.SH:Sell|603316.SH:Sell|603335.SH:Buy404030001278.SZ|002800.SZ|002830.SZ|003023.SZ|300462.SZ|301231.SZ|301234.SZ|603335.SH|605287.SH|605567.SH002072.SZ|002494.SZ|002634.SZ|300877.SZ|301057.SZ|600234.SH|600561.SH|600883.SH|603316.SH|603880.SHjq_microcap signal=000001.SH last=3388.81 ma_short=3388.92 ma_long=3390.10 band=18-28 tr=0.50 | selected=40 periodic_rebalance=false exits=8 projected_positions=40 intents=16 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 301113.SZ rejected by ma_filter | 003011.SZ rejected by ma_filter | 600883.SH rejected by ma_filter | 600561.SH rejected by ma_filter | 000692.SZ rejected by ma_filter | 301198.SZ rejected by ma_filter | 300823.SZ rejected by ma_filter | 300329.SZ rejected by ma_filter | 301057.SZ rejected by ma_filter | 300955.SZ rejected by ma_filter | 603073.SH rejected by ma_filter | 300923.SZ rejected by ma_filter
1122025-06-2011634355.9811608302.5426053.440.22444402300462.SZ:Sell|301113.SZ:Sell002634.SZ:Sell|603880.SH:Sell404031001278.SZ|002800.SZ|002830.SZ|003023.SZ|301231.SZ|301234.SZ|603335.SH|605287.SH|605567.SH002072.SZ|002494.SZ|300877.SZ|301057.SZ|301113.SZ|600234.SH|600561.SH|600883.SH|603316.SHjq_microcap signal=000001.SH last=3362.11 ma_short=3380.81 ma_long=3387.90 band=18-28 tr=0.50 | selected=40 periodic_rebalance=false exits=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 600234.SH rejected by st_or_special_name | 300955.SZ rejected by ma_filter | 300823.SZ rejected by ma_filter | 600149.SH rejected by ma_filter | 300877.SZ rejected by ma_filter | 002921.SZ rejected by ma_filter | 600697.SH rejected by ma_filter | 001366.SZ rejected by ma_filter | 605287.SH rejected by ma_filter | 605567.SH rejected by ma_filter | 600778.SH rejected by ma_filter | 603903.SH rejected by ma_filter
1132025-06-2311612010.9811922254.85-310243.87-2.602202-20300462.SZ:Sell|600543.SH:Buy404030001278.SZ|002800.SZ|002830.SZ|003023.SZ|300462.SZ|301231.SZ|301234.SZ|603335.SH|605287.SH|605567.SH002072.SZ|002494.SZ|300877.SZ|301057.SZ|301113.SZ|600234.SH|600543.SH|600561.SH|600883.SH|603316.SHjq_microcap signal=000001.SH last=3359.90 ma_short=3377.39 ma_long=3385.35 band=18-28 tr=0.50 | selected=40 periodic_rebalance=false exits=0 projected_positions=40 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 600234.SH rejected by st_or_special_name | 002921.SZ rejected by ma_filter | 300877.SZ rejected by ma_filter | 600149.SH rejected by ma_filter | 600697.SH rejected by ma_filter | 300710.SZ rejected by ma_filter | 605287.SH rejected by ma_filter | 605567.SH rejected by ma_filter | 301231.SZ rejected by ma_filter | 603903.SH rejected by ma_filter | 001366.SZ rejected by ma_filter | 301515.SZ rejected by ma_filter
1142025-06-2411910286.5912295953.85-385667.26-3.13654040002800.SZ:Sell|300614.SZ:Sell|301314.SZ:Buy|600543.SH:Buy404030001278.SZ|002830.SZ|003023.SZ|300462.SZ|301231.SZ|301234.SZ|301314.SZ|603335.SH|605287.SH|605567.SH002072.SZ|002494.SZ|300614.SZ|300877.SZ|301057.SZ|301113.SZ|600234.SH|600561.SH|600883.SH|603316.SHjq_microcap signal=000001.SH last=3381.58 ma_short=3375.96 ma_long=3383.53 band=18-28 tr=0.50 | selected=40 periodic_rebalance=false exits=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 605178.SH rejected by ma_filter | 600561.SH rejected by ma_filter | 000692.SZ rejected by ma_filter | 301057.SZ rejected by ma_filter | 001259.SZ rejected by ma_filter | 300626.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter | 600234.SH rejected by st_or_special_name | 603073.SH rejected by ma_filter | 300877.SZ rejected by ma_filter | 300329.SZ rejected by ma_filter | 300823.SZ rejected by ma_filter
1152025-06-2512341078.1912371243.39-30165.20-0.24384220002072.SZ:Buy|002718.SZ:Sell|300462.SZ:Sell|300614.SZ:Buy002072.SZ:Sell|300103.SZ:Buy404030001278.SZ|002072.SZ|002830.SZ|003023.SZ|301231.SZ|301234.SZ|301314.SZ|603335.SH|605287.SH|605567.SH002494.SZ|002718.SZ|300103.SZ|300877.SZ|301057.SZ|301113.SZ|600234.SH|600561.SH|600883.SH|603316.SHjq_microcap signal=000001.SH last=3420.57 ma_short=3382.59 ma_long=3387.11 band=18-28 tr=0.50 | selected=40 periodic_rebalance=false exits=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 301010.SZ rejected by ma_filter | 002494.SZ rejected by ma_filter | 003011.SZ rejected by ma_filter | 300621.SZ rejected by ma_filter | 603177.SH rejected by ma_filter | 002963.SZ rejected by ma_filter | 600883.SH rejected by ma_filter | 000692.SZ rejected by ma_filter | 300717.SZ rejected by ma_filter | 605178.SH rejected by ma_filter | 301105.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter
1162025-06-2612415055.9212451708.32-36652.40-0.29446604000593.SZ:Buy|300649.SZ:Buy002072.SZ:Buy|301314.SZ:Buy404030000593.SZ|001278.SZ|002830.SZ|003023.SZ|300649.SZ|301231.SZ|301234.SZ|603335.SH|605287.SH|605567.SH002494.SZ|002718.SZ|300103.SZ|300877.SZ|301057.SZ|301113.SZ|600234.SH|600561.SH|600883.SH|603316.SHjq_microcap signal=000001.SH last=3455.97 ma_short=3396.03 ma_long=3392.47 band=19-29 tr=1.00 | selected=40 periodic_rebalance=false exits=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 605567.SH rejected by ma_filter | 300877.SZ rejected by ma_filter | 600149.SH rejected by ma_filter | 600234.SH rejected by st_or_special_name | 600697.SH rejected by ma_filter | 002513.SZ rejected by ma_filter | 301231.SZ rejected by ma_filter | 603073.SH rejected by ma_filter | 300955.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter | 603903.SH rejected by ma_filter | 300710.SZ rejected by ma_filter
1172025-06-2712507712.8912542164.23-34451.34-0.27472200002718.SZ:Buy|600543.SH:Sell002830.SZ:Buy|603022.SH:Sell404030000593.SZ|001278.SZ|003023.SZ|300649.SZ|301231.SZ|301234.SZ|603022.SH|603335.SH|605287.SH|605567.SH002494.SZ|300103.SZ|300877.SZ|301057.SZ|301113.SZ|600234.SH|600543.SH|600561.SH|600883.SH|603316.SHjq_microcap signal=000001.SH last=3448.45 ma_short=3413.29 ma_long=3397.05 band=19-29 tr=1.00 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300877.SZ rejected by ma_filter | 300955.SZ rejected by ma_filter | 600149.SH rejected by ma_filter | 600697.SH rejected by ma_filter | 301231.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter | 603073.SH rejected by ma_filter | 605567.SH rejected by ma_filter | 300710.SZ rejected by ma_filter | 002513.SZ rejected by ma_filter | 001366.SZ rejected by ma_filter | 603903.SH rejected by ma_filter
1182025-06-3012513930.9112747502.13-233571.22-1.832368-25003011.SZ:Sell000632.SZ:Buy|300614.SZ:Sell|600543.SH:Sell404029000593.SZ|001278.SZ|003023.SZ|300614.SZ|300649.SZ|301231.SZ|301234.SZ|603022.SH|603335.SH|605287.SH|605567.SH000632.SZ|002494.SZ|003011.SZ|300103.SZ|300877.SZ|301057.SZ|301113.SZ|600234.SH|600561.SH|600883.SH|603316.SHjq_microcap signal=000001.SH last=3424.23 ma_short=3426.16 ma_long=3401.78 band=18-28 tr=1.00 | selected=40 periodic_rebalance=false exits=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 600137.SH rejected by ma_filter | 002910.SZ rejected by ma_filter | 301010.SZ rejected by ma_filter | 600883.SH rejected by ma_filter | 300621.SZ rejected by ma_filter | 600561.SH rejected by ma_filter | 003011.SZ rejected by ma_filter | 301198.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter | 002963.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 300329.SZ rejected by ma_filter
1192025-07-0112638386.0212830732.64-192346.62-1.499114683000632.SZ:Buy|002921.SZ:Buy|300626.SZ:Buy|300626.SZ:Sell|300649.SZ:Sell|300670.SZ:Buy|301234.SZ:Sell|603022.SH:Sell|603335.SH:Sell|605287.SH:Sell|605303.SH:Buy002513.SZ:Sell|603073.SH:Sell|605287.SH:Buy404029000593.SZ|001278.SZ|002513.SZ|002921.SZ|003023.SZ|300614.SZ|300670.SZ|301231.SZ|603073.SH|605303.SH|605567.SH002494.SZ|003011.SZ|300103.SZ|300877.SZ|301057.SZ|301113.SZ|600234.SH|600561.SH|600883.SH|603316.SH|605287.SHjq_microcap signal=000001.SH last=3444.43 ma_short=3438.73 ma_long=3407.34 band=19-29 tr=1.00 | selected=40 periodic_rebalance=false exits=7 projected_positions=40 intents=14 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 301113.SZ rejected by ma_filter | 002963.SZ rejected by ma_filter | 300329.SZ rejected by ma_filter | 002494.SZ rejected by ma_filter | 600697.SH rejected by ma_filter | 301057.SZ rejected by ma_filter | 300877.SZ rejected by ma_filter | 002634.SZ rejected by ma_filter | 301231.SZ rejected by ma_filter | 603073.SH rejected by ma_filter | 300923.SZ rejected by ma_filter | 600149.SH rejected by ma_filter
1202025-07-0212662582.5912886620.64-224038.05-1.73854040002513.SZ:Sell|300665.SZ:Buy|605287.SH:Buy|605567.SH:Sell404030000593.SZ|001278.SZ|002921.SZ|003023.SZ|300614.SZ|300665.SZ|300670.SZ|301231.SZ|603073.SH|605303.SH002494.SZ|003011.SZ|300103.SZ|300877.SZ|301057.SZ|301113.SZ|600234.SH|600561.SH|600883.SH|603316.SHjq_microcap signal=000001.SH last=3457.75 ma_short=3446.17 ma_long=3414.38 band=19-29 tr=1.00 | selected=40 periodic_rebalance=false exits=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 000692.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 003011.SZ rejected by ma_filter | 600697.SH rejected by ma_filter | 002494.SZ rejected by ma_filter | 300329.SZ rejected by ma_filter | 301057.SZ rejected by ma_filter | 002634.SZ rejected by ma_filter | 300877.SZ rejected by ma_filter | 600234.SH rejected by st_or_special_name | 301231.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter
1212025-07-0312794336.9712943112.86-148775.89-1.149510643001373.SZ:Buy|002963.SZ:Buy|300665.SZ:Sell|300670.SZ:Sell|301010.SZ:Sell|603073.SH:Sell|603860.SH:Buy002494.SZ:Sell|603073.SH:Buy|603316.SH:Sell404030000593.SZ|001278.SZ|001373.SZ|002921.SZ|002963.SZ|003023.SZ|300614.SZ|301231.SZ|603860.SH|605303.SH003011.SZ|300103.SZ|300877.SZ|301010.SZ|301057.SZ|301113.SZ|600234.SH|600561.SH|600883.SH|603073.SHjq_microcap signal=000001.SH last=3454.79 ma_short=3445.93 ma_long=3420.98 band=19-29 tr=1.00 | selected=40 periodic_rebalance=false exits=5 projected_positions=40 intents=10 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 301113.SZ rejected by ma_filter | 002634.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter | 301231.SZ rejected by ma_filter | 300877.SZ rejected by ma_filter | 600697.SH rejected by ma_filter | 300710.SZ rejected by ma_filter | 300955.SZ rejected by ma_filter | 301057.SZ rejected by ma_filter | 600234.SH rejected by st_or_special_name | 300923.SZ rejected by ma_filter | 003011.SZ rejected by ma_filter
1222025-07-0412717527.5712770873.95-53346.38-0.41773436-225000593.SZ:Sell|001278.SZ:Sell|003011.SZ:Buy|300103.SZ:Buy|300877.SZ:Buy|301113.SZ:Buy|301231.SZ:Sell|600689.SH:Buy|603073.SH:Buy001373.SZ:Buy|002921.SZ:Buy|002963.SZ:Buy|003023.SZ:Buy|300614.SZ:Buy|301010.SZ:Sell|301057.SZ:Sell|600561.SH:Sell|600883.SH:Sell|603860.SH:Buy|605303.SH:Buy404039600689.SH600234.SHjq_microcap signal=000001.SH last=3461.15 ma_short=3448.47 ma_long=3430.88 band=19-29 tr=1.00 | selected=40 periodic_rebalance=true exits=0 projected_positions=40 intents=34 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 600883.SH rejected by ma_filter | 000692.SZ rejected by ma_filter | 301231.SZ rejected by ma_filter | 300955.SZ rejected by ma_filter | 600697.SH rejected by ma_filter | 301057.SZ rejected by ma_filter | 300849.SZ rejected by ma_filter | 600149.SH rejected by ma_filter | 600778.SH rejected by ma_filter | 600234.SH rejected by st_or_special_name | 300329.SZ rejected by ma_filter | 300710.SZ rejected by ma_filter
1232025-07-0712497536.6212989079.95-491543.33-3.78432020000692.SZ:Buy|300923.SZ:Sell404038000692.SZ|600689.SH300923.SZ|600234.SHjq_microcap signal=000001.SH last=3472.32 ma_short=3458.09 ma_long=3442.12 band=19-29 tr=1.00 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300849.SZ rejected by ma_filter | 300710.SZ rejected by ma_filter | 002513.SZ rejected by ma_filter | 300640.SZ rejected by ma_filter | 600234.SH rejected by st_or_special_name | 002207.SZ rejected by ma_filter | 002800.SZ rejected by ma_filter | 603022.SH rejected by ma_filter | 002828.SZ rejected by ma_filter
1242025-07-0812765790.1213007910.57-242120.45-1.86138261001366.SZ:Sell|300614.SZ:Sell|301163.SZ:Sell|301198.SZ:Buy|301515.SZ:Sell|600697.SH:Buy|600883.SH:Buy002718.SZ:Sell404034000692.SZ|002718.SZ|301198.SZ|600689.SH|600697.SH|600883.SH001366.SZ|300614.SZ|300923.SZ|301163.SZ|301515.SZ|600234.SHjq_microcap signal=000001.SH last=3473.13 ma_short=3463.83 ma_long=3451.28 band=19-29 tr=1.00 | selected=40 periodic_rebalance=false exits=4 projected_positions=40 intents=8 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300478.SZ rejected by ma_filter | 300849.SZ rejected by ma_filter | 301231.SZ rejected by ma_filter | 300935.SZ rejected by ma_filter | 300955.SZ rejected by ma_filter | 300710.SZ rejected by ma_filter | 002513.SZ rejected by ma_filter | 600689.SH rejected by ma_filter | 600234.SH rejected by st_or_special_name | 300640.SZ rejected by ma_filter | 002207.SZ rejected by ma_filter | 002921.SZ rejected by ma_filter
1252025-07-0912823453.1413050464.43-227011.29-1.7395210-81300935.SZ:Sell300626.SZ:Sell|300877.SZ:Sell|301057.SZ:Buy|301113.SZ:Buy|301113.SZ:Sell|301163.SZ:Sell|301198.SZ:Buy|301515.SZ:Sell|600883.SH:Buy404034000692.SZ|002718.SZ|300626.SZ|300877.SZ|600689.SH|600697.SH001366.SZ|300614.SZ|300923.SZ|300935.SZ|301057.SZ|600234.SHjq_microcap signal=000001.SH last=3497.48 ma_short=3471.77 ma_long=3458.97 band=19-29 tr=1.00 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 301231.SZ rejected by ma_filter | 300849.SZ rejected by ma_filter | 300935.SZ rejected by ma_filter | 300955.SZ rejected by ma_filter | 002634.SZ rejected by ma_filter | 600689.SH rejected by ma_filter | 002207.SZ rejected by ma_filter | 300640.SZ rejected by ma_filter | 600234.SH rejected by st_or_special_name | 002921.SZ rejected by ma_filter | 002513.SZ rejected by ma_filter | 002800.SZ rejected by ma_filter
1262025-07-1012775875.4013037751.13-261875.73-2.00862201300500.SZ:Sell300935.SZ:Sell404034000692.SZ|002718.SZ|300626.SZ|300877.SZ|600689.SH|600697.SH001366.SZ|300500.SZ|300614.SZ|300923.SZ|301057.SZ|600234.SHjq_microcap signal=000001.SH last=3493.05 ma_short=3479.42 ma_long=3462.68 band=19-29 tr=1.00 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300849.SZ rejected by ma_filter | 300955.SZ rejected by ma_filter | 002634.SZ rejected by ma_filter | 301231.SZ rejected by ma_filter | 600689.SH rejected by ma_filter | 002207.SZ rejected by ma_filter | 600234.SH rejected by st_or_special_name | 300640.SZ rejected by ma_filter | 603022.SH rejected by ma_filter | 002921.SZ rejected by ma_filter | 002800.SZ rejected by ma_filter
1272025-07-1112772597.0012960241.13-187644.13-1.44782020002830.SZ:Sell|301057.SZ:Buy404034000692.SZ|002718.SZ|300626.SZ|300877.SZ|600689.SH|600697.SH001366.SZ|002830.SZ|300500.SZ|300614.SZ|300923.SZ|600234.SHjq_microcap signal=000001.SH last=3509.68 ma_short=3489.13 ma_long=3468.80 band=19-29 tr=1.00 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300955.SZ rejected by ma_filter | 605178.SH rejected by ma_filter | 300849.SZ rejected by ma_filter | 301231.SZ rejected by ma_filter | 300710.SZ rejected by ma_filter | 002207.SZ rejected by ma_filter | 600689.SH rejected by ma_filter | 600234.SH rejected by st_or_special_name | 300640.SZ rejected by ma_filter | 002760.SZ rejected by ma_filter | 002921.SZ rejected by ma_filter | 600543.SH rejected by ma_filter
1282025-07-1412815528.0013120967.41-305439.41-2.327928-61605303.SH:Sell000692.SZ:Buy|300614.SZ:Sell|300626.SZ:Buy|300923.SZ:Sell|300955.SZ:Buy|600234.SH:Sell|603860.SH:Sell404035002718.SZ|300877.SZ|600689.SH|600697.SH|603860.SH001366.SZ|002830.SZ|300500.SZ|300955.SZ|605303.SHjq_microcap signal=000001.SH last=3510.18 ma_short=3496.70 ma_long=3477.39 band=19-29 tr=1.00 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 000632.SZ rejected by ma_filter | 300955.SZ rejected by ma_filter | 300849.SZ rejected by ma_filter | 300710.SZ rejected by ma_filter | 002207.SZ rejected by ma_filter | 600689.SH rejected by ma_filter | 300640.SZ rejected by ma_filter | 002921.SZ rejected by ma_filter | 600543.SH rejected by ma_filter | 603022.SH rejected by ma_filter | 002800.SZ rejected by ma_filter | 002760.SZ rejected by ma_filter
1292025-07-1512951632.0012921238.4130393.590.23520000404035002718.SZ|300877.SZ|600689.SH|600697.SH|603860.SH001366.SZ|002830.SZ|300500.SZ|300955.SZ|605303.SHjq_microcap signal=000001.SH last=3519.65 ma_short=3506.01 ma_long=3484.92 band=19-29 tr=1.00 | selected=40 periodic_rebalance=false exits=0 projected_positions=40 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 000632.SZ rejected by ma_filter | 300955.SZ rejected by ma_filter | 300710.SZ rejected by ma_filter | 002207.SZ rejected by ma_filter | 600689.SH rejected by ma_filter | 300640.SZ rejected by ma_filter | 600543.SH rejected by ma_filter | 603022.SH rejected by ma_filter | 002760.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 002800.SZ rejected by ma_filter | 002072.SZ rejected by ma_filter
1302025-07-1612755205.0012997767.41-242562.41-1.86620000404035002718.SZ|300877.SZ|600689.SH|600697.SH|603860.SH001366.SZ|002830.SZ|300500.SZ|300955.SZ|605303.SHjq_microcap signal=000001.SH last=3505.00 ma_short=3507.51 ma_long=3489.64 band=19-29 tr=1.00 | selected=40 periodic_rebalance=false exits=0 projected_positions=40 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002207.SZ rejected by ma_filter | 300710.SZ rejected by ma_filter | 002963.SZ rejected by ma_filter | 600543.SH rejected by ma_filter | 300640.SZ rejected by ma_filter | 600234.SH rejected by st_or_special_name | 002800.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 603022.SH rejected by ma_filter | 603023.SH rejected by st_or_special_name | 002760.SZ rejected by ma_filter | 003023.SZ rejected by ma_filter
1312025-07-1712969857.4812997646.19-27788.71-0.21382201300877.SZ:Sell605178.SH:Sell404035002718.SZ|600689.SH|600697.SH|603860.SH|605178.SH001366.SZ|002830.SZ|300500.SZ|300955.SZ|605303.SHjq_microcap signal=000001.SH last=3503.78 ma_short=3509.66 ma_long=3494.54 band=19-29 tr=1.00 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002207.SZ rejected by ma_filter | 002963.SZ rejected by ma_filter | 300710.SZ rejected by ma_filter | 301010.SZ rejected by ma_filter | 300640.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 600234.SH rejected by st_or_special_name | 002800.SZ rejected by ma_filter | 603022.SH rejected by ma_filter | 002205.SZ rejected by ma_filter | 603023.SH rejected by st_or_special_name | 002072.SZ rejected by ma_filter
1322025-07-1813319789.9213020743.19299046.732.29672020300931.SZ:Buy|605178.SH:Sell404035002718.SZ|300931.SZ|600689.SH|600697.SH|603860.SH001366.SZ|002830.SZ|300500.SZ|300955.SZ|605303.SHjq_microcap signal=000001.SH last=3516.82 ma_short=3511.09 ma_long=3500.11 band=19-29 tr=1.00 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300849.SZ rejected by ma_filter | 301231.SZ rejected by ma_filter | 002494.SZ rejected by ma_filter | 002207.SZ rejected by ma_filter | 002963.SZ rejected by ma_filter | 301010.SZ rejected by ma_filter | 300640.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 600234.SH rejected by st_or_special_name | 603022.SH rejected by ma_filter | 002800.SZ rejected by ma_filter | 002205.SZ rejected by ma_filter
1332025-07-2113356569.0613290995.6365573.430.49341416-29002718.SZ:Sell|003023.SZ:Sell|300838.SZ:Sell|300923.SZ:Buy|301231.SZ:Sell001366.SZ:Sell|002830.SZ:Sell|003011.SZ:Sell|300500.SZ:Sell|300931.SZ:Buy|301057.SZ:Sell|600697.SH:Buy404035003011.SZ|300923.SZ|301057.SZ|600689.SH|603860.SH003023.SZ|300838.SZ|300955.SZ|301231.SZ|605303.SHjq_microcap signal=000001.SH last=3534.48 ma_short=3515.95 ma_long=3506.32 band=19-29 tr=1.00 | selected=40 periodic_rebalance=false exits=7 projected_positions=40 intents=14 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 001259.SZ rejected by ma_filter | 300955.SZ rejected by ma_filter | 600883.SH rejected by ma_filter | 002494.SZ rejected by ma_filter | 003011.SZ rejected by ma_filter | 002963.SZ rejected by ma_filter | 301010.SZ rejected by ma_filter | 002207.SZ rejected by ma_filter | 000692.SZ rejected by ma_filter | 002634.SZ rejected by ma_filter | 301231.SZ rejected by ma_filter | 603903.SH rejected by ma_filter
1342025-07-2213568135.3713232655.42335479.952.53526240300103.SZ:Sell|300877.SZ:Buy|301057.SZ:Buy|301057.SZ:Sell|301231.SZ:Buy|603183.SH:Sell002883.SZ:Buy|301231.SZ:Sell404033003011.SZ|300877.SZ|300923.SZ|301057.SZ|301231.SZ|600689.SH|603860.SH002883.SZ|003023.SZ|300103.SZ|300838.SZ|300955.SZ|603183.SH|605303.SHjq_microcap signal=000001.SH last=3559.79 ma_short=3523.98 ma_long=3514.99 band=19-29 tr=1.00 | selected=40 periodic_rebalance=false exits=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002188.SZ rejected by ma_filter | 301105.SZ rejected by ma_filter | 000632.SZ rejected by ma_filter | 300849.SZ rejected by ma_filter | 600561.SH rejected by ma_filter | 001259.SZ rejected by ma_filter | 300621.SZ rejected by ma_filter | 300955.SZ rejected by ma_filter | 002494.SZ rejected by ma_filter | 600883.SH rejected by ma_filter | 002634.SZ rejected by ma_filter | 002207.SZ rejected by ma_filter
1352025-07-2313518504.8513216165.31302339.542.287624-22002921.SZ:Sell|300405.SZ:Buy404032002921.SZ|003011.SZ|300877.SZ|300923.SZ|301057.SZ|301231.SZ|600689.SH|603860.SH002883.SZ|003023.SZ|300103.SZ|300405.SZ|300838.SZ|300955.SZ|603183.SH|605303.SHjq_microcap signal=000001.SH last=3581.86 ma_short=3539.35 ma_long=3523.43 band=20-30 tr=1.00 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 603022.SH rejected by ma_filter | 002828.SZ rejected by ma_filter | 002513.SZ rejected by ma_filter | 600543.SH rejected by ma_filter | 002830.SZ rejected by ma_filter | 002780.SZ rejected by ma_filter | 002800.SZ rejected by ma_filter | 603023.SH rejected by st_or_special_name | 300883.SZ rejected by ma_filter | 600448.SH rejected by ma_filter | 301515.SZ rejected by ma_filter | 600234.SH rejected by st_or_special_name
1362025-07-2413458833.7613419448.8939384.870.293548-43301113.SZ:Sell001366.SZ:Buy|300838.SZ:Sell|300923.SZ:Buy|300955.SZ:Sell|603177.SH:Sell404032002921.SZ|003011.SZ|300877.SZ|301057.SZ|301231.SZ|600689.SH|603177.SH|603860.SH001366.SZ|002883.SZ|003023.SZ|300103.SZ|300405.SZ|301113.SZ|603183.SH|605303.SHjq_microcap signal=000001.SH last=3582.30 ma_short=3555.05 ma_long=3532.35 band=20-30 tr=1.00 | selected=40 periodic_rebalance=false exits=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002828.SZ rejected by ma_filter | 603022.SH rejected by ma_filter | 600543.SH rejected by ma_filter | 002513.SZ rejected by ma_filter | 605303.SH rejected by ma_filter | 002830.SZ rejected by ma_filter | 600149.SH rejected by ma_filter | 002780.SZ rejected by ma_filter | 603023.SH rejected by st_or_special_name | 600448.SH rejected by ma_filter | 002800.SZ rejected by ma_filter | 300883.SZ rejected by ma_filter
1372025-07-2513625944.7513468130.65157814.101.17184650-439001366.SZ:Buy|003011.SZ:Sell|300877.SZ:Sell|301113.SZ:Buy|603073.SH:Buy|603073.SH:Sell|603177.SH:Sell002883.SZ:Sell|002921.SZ:Buy|003023.SZ:Sell|300103.SZ:Sell|300405.SZ:Sell|301057.SZ:Buy|301231.SZ:Buy|301515.SZ:Buy|603183.SH:Sell|603860.SH:Buy|605303.SH:Sell404039600689.SH301515.SZjq_microcap signal=000001.SH last=3605.73 ma_short=3572.83 ma_long=3541.96 band=20-30 tr=1.00 | selected=40 periodic_rebalance=true exits=3 projected_positions=40 intents=46 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 600543.SH rejected by ma_filter | 603022.SH rejected by ma_filter | 002828.SZ rejected by ma_filter | 605303.SH rejected by ma_filter | 002513.SZ rejected by ma_filter | 600149.SH rejected by ma_filter | 603023.SH rejected by st_or_special_name | 301125.SZ rejected by ma_filter | 300883.SZ rejected by ma_filter | 600448.SH rejected by ma_filter | 603139.SH rejected by ma_filter | 600302.SH rejected by ma_filter
1382025-07-2813659332.7513471641.65187691.101.39320000404039600689.SH301515.SZjq_microcap signal=000001.SH last=3593.66 ma_short=3584.67 ma_long=3550.31 band=20-30 tr=1.00 | selected=40 periodic_rebalance=false exits=0 projected_positions=40 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 600543.SH rejected by ma_filter | 603022.SH rejected by ma_filter | 002828.SZ rejected by ma_filter | 605303.SH rejected by ma_filter | 002513.SZ rejected by ma_filter | 600149.SH rejected by ma_filter | 603023.SH rejected by st_or_special_name | 600448.SH rejected by ma_filter | 301139.SZ rejected by ma_filter | 600302.SH rejected by ma_filter | 300649.SZ rejected by ma_filter | 002696.SZ rejected by ma_filter
1392025-07-2913703607.6513395779.90307827.752.29794402300958.SZ:Sell|301272.SZ:Sell001373.SZ:Sell|603073.SH:Sell404037001373.SZ|600689.SH|603073.SH300958.SZ|301272.SZ|301515.SZjq_microcap signal=000001.SH last=3597.94 ma_short=3592.30 ma_long=3558.14 band=20-30 tr=1.00 | selected=40 periodic_rebalance=false exits=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 600543.SH rejected by ma_filter | 605303.SH rejected by ma_filter | 002828.SZ rejected by ma_filter | 603022.SH rejected by ma_filter | 600149.SH rejected by ma_filter | 002760.SZ rejected by ma_filter | 002513.SZ rejected by ma_filter | 603023.SH rejected by st_or_special_name | 600448.SH rejected by ma_filter | 605287.SH rejected by ma_filter | 002696.SZ rejected by ma_filter
1402025-07-3013684504.6513367390.90317113.752.37230000404037001373.SZ|600689.SH|603073.SH300958.SZ|301272.SZ|301515.SZjq_microcap signal=000001.SH last=3609.71 ma_short=3597.87 ma_long=3568.61 band=20-30 tr=1.00 | selected=40 periodic_rebalance=false exits=0 projected_positions=40 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 605303.SH rejected by ma_filter | 300640.SZ rejected by ma_filter | 603022.SH rejected by ma_filter | 002828.SZ rejected by ma_filter | 002513.SZ rejected by ma_filter | 600149.SH rejected by ma_filter | 600543.SH rejected by ma_filter | 600448.SH rejected by ma_filter | 002760.SZ rejected by ma_filter | 603023.SH rejected by st_or_special_name | 605287.SH rejected by ma_filter | 002696.SZ rejected by ma_filter
1412025-07-3113696436.6513179504.74516931.913.922204-40002652.SZ:Sell|002963.SZ:Buy|300665.SZ:Sell|300849.SZ:Buy404035001373.SZ|002652.SZ|300665.SZ|600689.SH|603073.SH002963.SZ|300849.SZ|300958.SZ|301272.SZ|301515.SZjq_microcap signal=000001.SH last=3615.72 ma_short=3604.55 ma_long=3579.80 band=20-30 tr=1.00 | selected=40 periodic_rebalance=false exits=0 projected_positions=40 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002207.SZ rejected by ma_filter | 603022.SH rejected by ma_filter | 600543.SH rejected by ma_filter | 600149.SH rejected by ma_filter | 002760.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 600448.SH rejected by ma_filter | 603937.SH rejected by ma_filter | 603023.SH rejected by st_or_special_name | 605287.SH rejected by ma_filter | 003003.SZ rejected by ma_filter | 002360.SZ rejected by ma_filter
1422025-08-0113522770.3113437692.4085077.910.63312020300665.SZ:Sell|300955.SZ:Buy404035001373.SZ|002652.SZ|300955.SZ|600689.SH|603073.SH002963.SZ|300849.SZ|300958.SZ|301272.SZ|301515.SZjq_microcap signal=000001.SH last=3573.21 ma_short=3598.05 ma_long=3585.44 band=20-30 tr=1.00 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002828.SZ rejected by ma_filter | 600149.SH rejected by ma_filter | 002513.SZ rejected by ma_filter | 603022.SH rejected by ma_filter | 600543.SH rejected by ma_filter | 600778.SH rejected by ma_filter | 002760.SZ rejected by ma_filter | 600448.SH rejected by ma_filter | 002800.SZ rejected by ma_filter | 603937.SH rejected by ma_filter | 300886.SZ rejected by ma_filter | 000637.SZ rejected by ma_filter
1432025-08-0413794133.5013606743.35187390.151.377224-22301272.SZ:Sell|600137.SH:Buy404035001373.SZ|002652.SZ|300955.SZ|600689.SH|603073.SH002963.SZ|300849.SZ|300958.SZ|301515.SZ|600137.SHjq_microcap signal=000001.SH last=3559.95 ma_short=3591.31 ma_long=3587.99 band=19-29 tr=1.00 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300665.SZ rejected by ma_filter | 301167.SZ rejected by ma_filter | 600561.SH rejected by ma_filter | 002494.SZ rejected by ma_filter | 603177.SH rejected by ma_filter | 000692.SZ rejected by ma_filter | 301273.SZ rejected by ma_filter | 600697.SH rejected by ma_filter | 300478.SZ rejected by ma_filter | 002883.SZ rejected by ma_filter | 301010.SZ rejected by ma_filter | 605303.SH rejected by ma_filter
1442025-08-0513983053.7113856735.08126318.630.911610463002760.SZ:Sell|002963.SZ:Buy|300334.SZ:Sell|300478.SZ:Buy|300626.SZ:Buy|301131.SZ:Sell|600689.SH:Sell002921.SZ:Sell404033001373.SZ|002652.SZ|002921.SZ|300478.SZ|300626.SZ|300955.SZ|603073.SH002760.SZ|300334.SZ|300849.SZ|300958.SZ|301131.SZ|301515.SZ|600137.SHjq_microcap signal=000001.SH last=3583.31 ma_short=3588.38 ma_long=3590.34 band=20-30 tr=0.50 | selected=40 periodic_rebalance=false exits=5 projected_positions=40 intents=10 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 301198.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 300640.SZ rejected by ma_filter | 605303.SH rejected by ma_filter | 301010.SZ rejected by ma_filter | 600778.SH rejected by ma_filter | 600689.SH rejected by ma_filter | 300923.SZ rejected by ma_filter | 603022.SH rejected by ma_filter | 002513.SZ rejected by ma_filter | 600543.SH rejected by ma_filter | 600149.SH rejected by ma_filter
1452025-08-0614279276.4813871432.42407844.062.94021012-26001373.SZ:Sell|002830.SZ:Sell|002921.SZ:Sell|301057.SZ:Sell002652.SZ:Buy|002718.SZ:Sell|002760.SZ:Sell|300334.SZ:Sell|301131.SZ:Sell|301163.SZ:Sell404034002718.SZ|300478.SZ|300626.SZ|300955.SZ|301163.SZ|603073.SH002830.SZ|300849.SZ|300958.SZ|301057.SZ|301515.SZ|600137.SHjq_microcap signal=000001.SH last=3617.60 ma_short=3589.96 ma_long=3593.91 band=20-30 tr=0.50 | selected=40 periodic_rebalance=false exits=5 projected_positions=40 intents=10 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 600697.SH rejected by ma_filter | 603177.SH rejected by ma_filter | 301273.SZ rejected by ma_filter | 301198.SZ rejected by ma_filter | 301010.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 605303.SH rejected by ma_filter | 300640.SZ rejected by ma_filter | 600778.SH rejected by ma_filter | 603022.SH rejected by ma_filter | 002513.SZ rejected by ma_filter
1462025-08-0714201452.6813836183.14365269.542.640024-21603860.SH:Sell002830.SZ:Sell|300717.SZ:Buy|301057.SZ:Sell404034002718.SZ|300478.SZ|300626.SZ|300955.SZ|301163.SZ|603073.SH300717.SZ|300849.SZ|300958.SZ|301515.SZ|600137.SH|603860.SHjq_microcap signal=000001.SH last=3633.99 ma_short=3593.61 ma_long=3599.08 band=20-30 tr=0.50 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 301273.SZ rejected by ma_filter | 605303.SH rejected by ma_filter | 002828.SZ rejected by ma_filter | 301198.SZ rejected by ma_filter | 600778.SH rejected by ma_filter | 300955.SZ rejected by ma_filter | 002513.SZ rejected by ma_filter | 600149.SH rejected by ma_filter | 600448.SH rejected by ma_filter | 002360.SZ rejected by ma_filter | 300823.SZ rejected by ma_filter | 002800.SZ rejected by ma_filter
1472025-08-0814509071.9914093324.21415747.782.95006423300931.SZ:Sell|301163.SZ:Sell|603903.SH:Buy300717.SZ:Sell404034002718.SZ|300478.SZ|300626.SZ|300955.SZ|603073.SH|603903.SH300849.SZ|300931.SZ|300958.SZ|301515.SZ|600137.SH|603860.SHjq_microcap signal=000001.SH last=3639.67 ma_short=3606.90 ma_long=3602.47 band=20-30 tr=1.00 | selected=40 periodic_rebalance=false exits=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 600778.SH rejected by ma_filter | 300955.SZ rejected by ma_filter | 605303.SH rejected by ma_filter | 002828.SZ rejected by ma_filter | 002513.SZ rejected by ma_filter | 600149.SH rejected by ma_filter | 600448.SH rejected by ma_filter | 300823.SZ rejected by ma_filter | 002360.SZ rejected by ma_filter | 605287.SH rejected by ma_filter | 300665.SZ rejected by ma_filter | 300649.SZ rejected by ma_filter
1482025-08-1114529572.7414249703.95279868.791.9640614-84300535.SZ:Buy|300535.SZ:Sell001231.SZ:Sell|002828.SZ:Buy|300931.SZ:Sell|300935.SZ:Sell|301113.SZ:Buy|301113.SZ:Sell|603022.SH:Buy|603880.SH:Buy|603903.SH:Buy|605287.SH:Sell404032001231.SZ|002718.SZ|300478.SZ|300626.SZ|300935.SZ|300955.SZ|603073.SH|605287.SH002828.SZ|300849.SZ|300958.SZ|301515.SZ|600137.SH|603022.SH|603860.SH|603880.SHjq_microcap signal=000001.SH last=3635.13 ma_short=3621.94 ma_long=3606.62 band=20-30 tr=1.00 | selected=40 periodic_rebalance=false exits=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 605303.SH rejected by ma_filter | 300955.SZ rejected by ma_filter | 002513.SZ rejected by ma_filter | 600149.SH rejected by ma_filter | 600448.SH rejected by ma_filter | 002360.SZ rejected by ma_filter | 300886.SZ rejected by ma_filter | 300958.SZ rejected by ma_filter | 603937.SH rejected by ma_filter | 003003.SZ rejected by ma_filter | 300665.SZ rejected by ma_filter | 300649.SZ rejected by ma_filter
1492025-08-1214785145.8914197412.73587733.164.13974402002718.SZ:Sell|605287.SH:Sell300535.SZ:Sell|301515.SZ:Sell404033001231.SZ|300478.SZ|300535.SZ|300626.SZ|300935.SZ|300955.SZ|603073.SH002828.SZ|300849.SZ|300958.SZ|600137.SH|603022.SH|603860.SH|603880.SHjq_microcap signal=000001.SH last=3647.55 ma_short=3634.79 ma_long=3611.58 band=20-30 tr=1.00 | selected=40 periodic_rebalance=false exits=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002652.SZ rejected by ma_filter | 605303.SH rejected by ma_filter | 300955.SZ rejected by ma_filter | 600149.SH rejected by ma_filter | 300665.SZ rejected by ma_filter | 600448.SH rejected by ma_filter | 002360.SZ rejected by ma_filter | 300886.SZ rejected by ma_filter
1502025-08-1314808190.6714074178.05734012.625.21534222300535.SZ:Sell|603880.SH:Buy404034001231.SZ|300478.SZ|300626.SZ|300935.SZ|300955.SZ|603073.SH002828.SZ|300849.SZ|300958.SZ|600137.SH|603022.SH|603860.SHjq_microcap signal=000001.SH last=3665.92 ma_short=3644.45 ma_long=3617.20 band=20-30 tr=1.00 | selected=40 periodic_rebalance=false exits=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 605303.SH rejected by ma_filter | 300665.SZ rejected by ma_filter | 300955.SZ rejected by ma_filter | 603903.SH rejected by ma_filter | 002652.SZ rejected by ma_filter | 600149.SH rejected by ma_filter | 002360.SZ rejected by ma_filter | 600448.SH rejected by ma_filter | 300886.SZ rejected by ma_filter | 300958.SZ rejected by ma_filter | 300649.SZ rejected by ma_filter
1512025-08-1414736442.8313673377.041063065.797.77472202404034001231.SZ|300478.SZ|300626.SZ|300935.SZ|300955.SZ|603073.SH002828.SZ|300849.SZ|300958.SZ|600137.SH|603022.SH|603860.SHjq_microcap signal=000001.SH last=3683.47 ma_short=3654.34 ma_long=3623.98 band=20-30 tr=1.00 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300665.SZ rejected by ma_filter | 603903.SH rejected by ma_filter | 300955.SZ rejected by ma_filter | 605303.SH rejected by ma_filter | 002652.SZ rejected by ma_filter | 002360.SZ rejected by ma_filter | 300649.SZ rejected by ma_filter | 300958.SZ rejected by ma_filter | 003003.SZ rejected by ma_filter
1522025-08-1514311398.9613954698.80356700.162.55614854-644002828.SZ:Buy|300955.SZ:Sell|600689.SH:Buy|603860.SH:Buy001231.SZ:Buy|300478.SZ:Buy|300626.SZ:Buy|300849.SZ:Sell|300883.SZ:Buy|300935.SZ:Buy|300958.SZ:Sell|600137.SH:Sell|603022.SH:Sell|603073.SH:Buy404039600689.SH300883.SZjq_microcap signal=000001.SH last=3666.44 ma_short=3659.70 ma_long=3633.30 band=20-30 tr=1.00 | selected=40 periodic_rebalance=true exits=0 projected_positions=40 intents=48 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002652.SZ rejected by ma_filter | 300955.SZ rejected by ma_filter | 603022.SH rejected by ma_filter | 605303.SH rejected by ma_filter | 300823.SZ rejected by ma_filter | 301231.SZ rejected by ma_filter | 002360.SZ rejected by ma_filter | 002780.SZ rejected by ma_filter | 300958.SZ rejected by ma_filter | 003011.SZ rejected by ma_filter | 002795.SZ rejected by ma_filter | 600791.SH rejected by ma_filter
1532025-08-1814317383.9614038892.80278491.161.98370000404039600689.SH300883.SZjq_microcap signal=000001.SH last=3696.77 ma_short=3672.03 ma_long=3646.98 band=21-31 tr=1.00 | selected=40 periodic_rebalance=false exits=0 projected_positions=40 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 301231.SZ rejected by ma_filter | 002780.SZ rejected by ma_filter | 300665.SZ rejected by ma_filter | 002360.SZ rejected by ma_filter | 300958.SZ rejected by ma_filter | 605567.SH rejected by ma_filter | 003011.SZ rejected by ma_filter | 000637.SZ rejected by ma_filter | 002144.SZ rejected by ma_filter | 603183.SH rejected by ma_filter | 603860.SH rejected by ma_filter | 603903.SH rejected by ma_filter
1542025-08-1914302509.4014342695.49-40186.09-0.28024222300931.SZ:Buy|300935.SZ:Sell404038300931.SZ|600689.SH300883.SZ|300935.SZjq_microcap signal=000001.SH last=3728.03 ma_short=3688.12 ma_long=3661.46 band=21-31 tr=1.00 | selected=40 periodic_rebalance=false exits=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300923.SZ rejected by ma_filter | 600448.SH rejected by ma_filter | 300935.SZ rejected by ma_filter | 300823.SZ rejected by ma_filter | 001231.SZ rejected by ma_filter | 002360.SZ rejected by ma_filter | 003011.SZ rejected by ma_filter | 605567.SH rejected by ma_filter | 000637.SZ rejected by ma_filter | 002780.SZ rejected by ma_filter | 603903.SH rejected by ma_filter | 600791.SH rejected by ma_filter
1552025-08-2014595179.5014386377.49208802.011.45148080300640.SZ:Sell|300717.SZ:Buy|300886.SZ:Buy|300931.SZ:Sell|600689.SH:Sell|603331.SH:Sell|603903.SH:Buy|603937.SH:Buy404036300717.SZ|300886.SZ|603903.SH|603937.SH300640.SZ|300883.SZ|300935.SZ|603331.SHjq_microcap signal=000001.SH last=3727.29 ma_short=3700.40 ma_long=3672.42 band=21-31 tr=1.00 | selected=40 periodic_rebalance=false exits=4 projected_positions=40 intents=8 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300478.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 001366.SZ rejected by ma_filter | 603073.SH rejected by ma_filter | 301198.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter | 300640.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 300626.SZ rejected by ma_filter | 300823.SZ rejected by ma_filter | 001231.SZ rejected by ma_filter | 300838.SZ rejected by ma_filter
1562025-08-2114641005.3614533677.22107328.140.73856601301231.SZ:Buy|600149.SH:Sell|600202.SH:Sell|603316.SH:Sell|603331.SH:Buy300478.SZ:Sell|600448.SH:Sell|600671.SH:Buy|603331.SH:Sell|603903.SH:Buy404033300478.SZ|300717.SZ|300886.SZ|301231.SZ|600448.SH|603331.SH|603937.SH300640.SZ|300883.SZ|300935.SZ|600149.SH|600202.SH|600671.SH|603316.SHjq_microcap signal=000001.SH last=3766.21 ma_short=3716.95 ma_long=3685.65 band=21-31 tr=1.00 | selected=40 periodic_rebalance=false exits=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002513.SZ rejected by ma_filter | 301037.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 600543.SH rejected by ma_filter | 301273.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 001366.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter | 603073.SH rejected by ma_filter | 300823.SZ rejected by ma_filter | 600149.SH rejected by ma_filter | 300626.SZ rejected by ma_filter
1572025-08-2214835205.0314532869.50302335.532.08044221300478.SZ:Sell|300886.SZ:Sell|301273.SZ:Buy600671.SH:Sell404034300717.SZ|301231.SZ|301273.SZ|600448.SH|603331.SH|603937.SH300640.SZ|300883.SZ|300935.SZ|600149.SH|600202.SH|603316.SHjq_microcap signal=000001.SH last=3771.10 ma_short=3737.88 ma_long=3698.79 band=21-31 tr=1.00 | selected=40 periodic_rebalance=false exits=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002513.SZ rejected by ma_filter | 301037.SZ rejected by ma_filter | 301113.SZ rejected by ma_filter | 600543.SH rejected by ma_filter | 600671.SH rejected by st_or_special_name | 300626.SZ rejected by ma_filter | 300923.SZ rejected by ma_filter | 300823.SZ rejected by ma_filter | 001366.SZ rejected by ma_filter | 603073.SH rejected by ma_filter | 300838.SZ rejected by ma_filter | 600778.SH rejected by ma_filter
1582025-08-2514889034.8114922842.22-33807.41-0.22654220002144.SZ:Sell|002207.SZ:Buy|600149.SH:Buy|603903.SH:Sell600448.SH:Buy|603316.SH:Sell404034002207.SZ|300717.SZ|301231.SZ|301273.SZ|603331.SH|603937.SH002144.SZ|300640.SZ|300883.SZ|300935.SZ|600202.SH|603903.SHjq_microcap signal=000001.SH last=3825.76 ma_short=3763.68 ma_long=3717.85 band=22-32 tr=1.00 | selected=40 periodic_rebalance=false exits=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300958.SZ rejected by ma_filter | 600778.SH rejected by ma_filter | 001373.SZ rejected by ma_filter | 603616.SH rejected by ma_filter | 002634.SZ rejected by ma_filter | 301027.SZ rejected by ma_filter | 600791.SH rejected by ma_filter | 002795.SZ rejected by ma_filter | 603172.SH rejected by ma_filter | 600408.SH rejected by ma_filter | 002853.SZ rejected by ma_filter | 603937.SH rejected by ma_filter
1592025-08-2615044405.2514848149.62196255.631.321826-42002144.SZ:Sell|301231.SZ:Buy|600202.SH:Sell|603331.SH:Buy404036002207.SZ|300717.SZ|301273.SZ|603937.SH300640.SZ|300883.SZ|300935.SZ|603903.SHjq_microcap signal=000001.SH last=3883.56 ma_short=3794.78 ma_long=3741.45 band=22-32 tr=1.00 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300958.SZ rejected by ma_filter | 003011.SZ rejected by ma_filter | 002634.SZ rejected by ma_filter | 001373.SZ rejected by ma_filter | 600791.SH rejected by ma_filter | 301027.SZ rejected by ma_filter | 002795.SZ rejected by ma_filter | 603616.SH rejected by ma_filter | 603183.SH rejected by ma_filter | 300013.SZ rejected by st_or_special_name | 002853.SZ rejected by ma_filter | 603937.SH rejected by ma_filter
1602025-08-2715185235.1914261365.17923870.026.47812201301231.SZ:Sell603903.SH:Sell404036002207.SZ|300717.SZ|301273.SZ|603937.SH300640.SZ|300883.SZ|300935.SZ|301231.SZjq_microcap signal=000001.SH last=3868.38 ma_short=3823.00 ma_long=3761.70 band=22-32 tr=1.00 | selected=40 periodic_rebalance=false exits=1 projected_positions=40 intents=2 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 605567.SH rejected by ma_filter | 300958.SZ rejected by ma_filter | 300535.SZ rejected by ma_filter | 301027.SZ rejected by ma_filter | 003011.SZ rejected by ma_filter | 002795.SZ rejected by ma_filter | 600791.SH rejected by ma_filter | 603616.SH rejected by ma_filter | 603183.SH rejected by ma_filter | 300717.SZ rejected by ma_filter | 603937.SH rejected by ma_filter | 301515.SZ rejected by ma_filter
1612025-08-2814675403.9214203415.17471988.753.32316060002144.SZ:Buy|002207.SZ:Sell|300717.SZ:Sell|301198.SZ:Sell|301231.SZ:Buy|603022.SH:Buy404036002144.SZ|301273.SZ|603022.SH|603937.SH300640.SZ|300883.SZ|300935.SZ|301198.SZjq_microcap signal=000001.SH last=3800.35 ma_short=3829.83 ma_long=3773.39 band=21-31 tr=1.00 | selected=40 periodic_rebalance=false exits=3 projected_positions=40 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 603860.SH rejected by ma_filter | 301010.SZ rejected by ma_filter | 605567.SH rejected by ma_filter | 002360.SZ rejected by ma_filter | 300535.SZ rejected by ma_filter | 300958.SZ rejected by ma_filter | 300665.SZ rejected by ma_filter | 600791.SH rejected by ma_filter | 003011.SZ rejected by ma_filter | 300126.SZ rejected by ma_filter | 301027.SZ rejected by ma_filter | 300717.SZ rejected by ma_filter
1622025-08-2914569499.5214017097.78552401.743.94091014-47300626.SZ:Sell|600689.SH:Buy|603073.SH:Sell001373.SZ:Sell|002144.SZ:Buy|002316.SZ:Buy|002513.SZ:Sell|301113.SZ:Sell|301198.SZ:Sell|600202.SH:Buy404033001373.SZ|002513.SZ|301113.SZ|301273.SZ|600689.SH|603022.SH|603937.SH002316.SZ|300626.SZ|300640.SZ|300883.SZ|300935.SZ|600202.SH|603073.SHjq_microcap signal=000001.SH last=3843.60 ma_short=3844.33 ma_long=3791.10 band=22-32 tr=1.00 | selected=40 periodic_rebalance=false exits=5 projected_positions=40 intents=10 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 003003.SZ rejected by ma_filter | 603172.SH rejected by ma_filter | 002748.SZ rejected by st_or_special_name | 301390.SZ rejected by ma_filter | 301515.SZ rejected by ma_filter | 000663.SZ rejected by ma_filter | 002853.SZ rejected by ma_filter | 603616.SH rejected by ma_filter | 001278.SZ rejected by ma_filter | 300675.SZ rejected by ma_filter | 002486.SZ rejected by ma_filter | 002696.SZ rejected by ma_filter
1632025-09-0114444573.5214272402.78172170.741.20630000404033001373.SZ|002513.SZ|301113.SZ|301273.SZ|600689.SH|603022.SH|603937.SH002316.SZ|300626.SZ|300640.SZ|300883.SZ|300935.SZ|600202.SH|603073.SHjq_microcap signal=000001.SH last=3857.93 ma_short=3850.76 ma_long=3807.22 band=22-32 tr=1.00 | selected=40 periodic_rebalance=false exits=0 projected_positions=40 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002748.SZ rejected by st_or_special_name | 002486.SZ rejected by ma_filter | 002696.SZ rejected by ma_filter | 603616.SH rejected by ma_filter | 300013.SZ rejected by st_or_special_name | 300675.SZ rejected by ma_filter | 002524.SZ rejected by ma_filter | 300649.SZ rejected by ma_filter | 300670.SZ rejected by ma_filter | 002800.SZ rejected by ma_filter | 300517.SZ rejected by ma_filter | 002817.SZ rejected by ma_filter
1642025-09-0214772397.1714158544.64613852.534.335645-11001210.SZ:Buy|300931.SZ:Sell|301163.SZ:Buy300626.SZ:Sell|300935.SZ:Sell|600234.SH:Buy|603022.SH:Buy404032001210.SZ|001373.SZ|002513.SZ|301113.SZ|301163.SZ|301273.SZ|600689.SH|603937.SH002316.SZ|300640.SZ|300883.SZ|300931.SZ|600202.SH|600234.SH|603073.SH|603177.SHjq_microcap signal=000001.SH last=3875.53 ma_short=3849.16 ma_long=3821.97 band=22-32 tr=1.00 | selected=40 periodic_rebalance=false exits=2 projected_positions=40 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002853.SZ rejected by ma_filter | 300013.SZ rejected by st_or_special_name | 002795.SZ rejected by ma_filter | 300658.SZ rejected by ma_filter | 002696.SZ rejected by ma_filter | 301390.SZ rejected by ma_filter | 002780.SZ rejected by ma_filter | 603183.SH rejected by ma_filter | 000663.SZ rejected by ma_filter | 300126.SZ rejected by ma_filter | 002748.SZ rejected by st_or_special_name | 300675.SZ rejected by ma_filter
1652025-09-0314680854.1513723106.88957747.276.9791204161001326.SZ:Buy|001373.SZ:Sell|002513.SZ:Sell|002778.SZ:Buy|002780.SZ:Sell|002909.SZ:Buy|300668.SZ:Sell|300886.SZ:Sell|300931.SZ:Buy|301272.SZ:Buy|301273.SZ:Sell|301588.SZ:Buy|600149.SH:Sell|603045.SH:Buy|603161.SH:Buy|603316.SH:Buy|603331.SH:Sell|603860.SH:Sell|603903.SH:Buy301163.SZ:Buy|600671.SH:Buy|603177.SH:Sell404027001210.SZ|001326.SZ|002778.SZ|002909.SZ|301113.SZ|301272.SZ|301588.SZ|600689.SH|603045.SH|603161.SH|603316.SH|603903.SH|603937.SH002316.SZ|002780.SZ|300640.SZ|300668.SZ|300883.SZ|300886.SZ|600149.SH|600202.SH|600234.SH|600671.SH|603073.SH|603331.SH|603860.SHjq_microcap signal=000001.SH last=3858.13 ma_short=3847.11 ma_long=3835.06 band=22-32 tr=1.00 | selected=40 periodic_rebalance=false exits=10 projected_positions=40 intents=20 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002853.SZ rejected by ma_filter | 301231.SZ rejected by ma_filter | 002780.SZ rejected by ma_filter | 002748.SZ rejected by st_or_special_name | 002696.SZ rejected by ma_filter | 300658.SZ rejected by ma_filter | 300649.SZ rejected by ma_filter | 002760.SZ rejected by ma_filter | 000663.SZ rejected by ma_filter | 600234.SH rejected by st_or_special_name | 002800.SZ rejected by ma_filter | 001278.SZ rejected by ma_filter
1662025-09-0414198917.1513963761.42235155.731.684006-60002144.SZ:Sell|300886.SZ:Sell|300931.SZ:Sell|301272.SZ:Buy|600697.SH:Buy|603937.SH:Buy404027001210.SZ|001326.SZ|002144.SZ|002778.SZ|002909.SZ|300931.SZ|301113.SZ|301588.SZ|600689.SH|603045.SH|603161.SH|603316.SH|603903.SH002316.SZ|002780.SZ|300640.SZ|300668.SZ|300883.SZ|600149.SH|600202.SH|600234.SH|600671.SH|600697.SH|603073.SH|603331.SH|603860.SHjq_microcap signal=000001.SH last=3813.56 ma_short=3849.75 ma_long=3839.79 band=22-32 tr=1.00 | selected=40 periodic_rebalance=false exits=0 projected_positions=40 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002524.SZ rejected by ma_filter | 300883.SZ rejected by ma_filter | 300517.SZ rejected by ma_filter | 600234.SH rejected by st_or_special_name | 002817.SZ rejected by ma_filter | 600448.SH rejected by ma_filter | 301429.SZ rejected by ma_filter | 300437.SZ rejected by ma_filter | 605177.SH rejected by ma_filter | 605178.SH rejected by ma_filter | 600051.SH rejected by ma_filter | 300886.SZ rejected by ma_filter
1672025-09-0514370881.2514098712.25272169.001.93055770-1349001210.SZ:Sell|001326.SZ:Sell|002909.SZ:Sell|301113.SZ:Sell|603161.SH:Sell|603903.SH:Sell|603937.SH:Buy|603937.SH:Sell002144.SZ:Buy|002316.SZ:Sell|002723.SZ:Buy|002778.SZ:Buy|002780.SZ:Sell|300640.SZ:Sell|300668.SZ:Sell|300883.SZ:Sell|300931.SZ:Buy|301588.SZ:Buy|600149.SH:Sell|600202.SH:Sell|600234.SH:Sell|600671.SH:Sell|600689.SH:Buy|600697.SH:Sell|603045.SH:Buy|603073.SH:Sell|603316.SH:Buy|603331.SH:Sell|603860.SH:Sell353635002723.SZjq_microcap signal=000001.SH last=3765.88 ma_short=3834.20 ma_long=3839.27 band=21-31 tr=0.50 | selected=35 periodic_rebalance=true exits=3 projected_positions=35 intents=57 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 301390.SZ rejected by ma_filter | 301515.SZ rejected by ma_filter | 603335.SH rejected by ma_filter | 300126.SZ rejected by ma_filter | 300334.SZ rejected by ma_filter | 002836.SZ rejected by ma_filter | 002780.SZ rejected by ma_filter | 002634.SZ rejected by ma_filter | 603331.SH rejected by ma_filter | 300013.SZ rejected by st_or_special_name | 002760.SZ rejected by ma_filter | 600791.SH rejected by ma_filter
1682025-09-0814530808.0414118369.36412438.682.921348-41002144.SZ:Buy|002144.SZ:Sell|300931.SZ:Sell002084.SZ:Buy|002114.SZ:Buy|002702.SZ:Buy|002723.SZ:Sell|600697.SH:Sell|603159.SH:Sell|603903.SH:Sell353733600697.SH|603159.SH002084.SZ|002114.SZ|002702.SZ|300931.SZjq_microcap signal=000001.SH last=3812.51 ma_short=3825.12 ma_long=3837.94 band=22-32 tr=0.50 | selected=40 periodic_rebalance=false exits=2 projected_positions=35 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 603183.SH rejected by ma_filter | 002800.SZ rejected by ma_filter | 002760.SZ rejected by ma_filter | 002780.SZ rejected by ma_filter | 300668.SZ rejected by ma_filter | 002524.SZ rejected by ma_filter | 600408.SH rejected by ma_filter | 301336.SZ rejected by ma_filter | 603172.SH rejected by ma_filter | 002316.SZ rejected by st_or_special_name | 600234.SH rejected by st_or_special_name | 001278.SZ rejected by ma_filter
1692025-09-0914623730.3614104671.42519058.943.68008802002084.SZ:Buy|002114.SZ:Buy|600697.SH:Sell|603159.SH:Sell|603316.SH:Buy|603316.SH:Sell001218.SZ:Buy|002778.SZ:Sell|003017.SZ:Sell|300478.SZ:Buy|300931.SZ:Sell|603282.SH:Buy353733002778.SZ|003017.SZ001218.SZ|002702.SZ|300478.SZ|603282.SHjq_microcap signal=000001.SH last=3826.84 ma_short=3815.38 ma_long=3832.27 band=22-32 tr=0.50 | selected=40 periodic_rebalance=false exits=4 projected_positions=35 intents=8 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 603616.SH rejected by ma_filter | 600448.SH rejected by ma_filter | 603335.SH rejected by ma_filter | 300675.SZ rejected by ma_filter | 002836.SZ rejected by ma_filter | 600791.SH rejected by ma_filter | 002316.SZ rejected by st_or_special_name | 301390.SZ rejected by ma_filter | 603331.SH rejected by ma_filter | 300126.SZ rejected by ma_filter | 000663.SZ rejected by ma_filter | 603183.SH rejected by ma_filter
1702025-09-1014582230.9814211835.27370395.712.60626602002702.SZ:Buy|300478.SZ:Buy|603282.SH:Buy|605287.SH:Sell600303.SH:Buy|600356.SH:Sell|601996.SH:Buy|603709.SH:Buy353732002778.SZ|003017.SZ|600356.SH001218.SZ|600303.SH|601996.SH|603709.SH|605287.SHjq_microcap signal=000001.SH last=3807.29 ma_short=3805.22 ma_long=3826.16 band=21-31 tr=0.50 | selected=40 periodic_rebalance=false exits=3 projected_positions=35 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 605567.SH rejected by ma_filter | 001373.SZ rejected by ma_filter | 002360.SZ rejected by ma_filter | 300535.SZ rejected by ma_filter | 603022.SH rejected by ma_filter | 300717.SZ rejected by ma_filter | 002828.SZ rejected by ma_filter | 003011.SZ rejected by ma_filter | 300334.SZ rejected by ma_filter | 301515.SZ rejected by ma_filter | 300013.SZ rejected by st_or_special_name | 002963.SZ rejected by ma_filter
1712025-09-1114724229.3714311864.03412365.342.88134403300665.SZ:Buy600778.SH:Buy353731002778.SZ|003017.SZ|300665.SZ|600356.SH001218.SZ|600303.SH|600778.SH|601996.SH|603709.SH|605287.SHjq_microcap signal=000001.SH last=3812.22 ma_short=3804.95 ma_long=3827.35 band=21-31 tr=0.50 | selected=40 periodic_rebalance=false exits=2 projected_positions=35 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 001231.SZ rejected by ma_filter | 001373.SZ rejected by ma_filter | 605567.SH rejected by ma_filter | 300535.SZ rejected by ma_filter | 301231.SZ rejected by ma_filter | 002360.SZ rejected by ma_filter | 300717.SZ rejected by ma_filter | 603022.SH rejected by ma_filter | 300849.SZ rejected by ma_filter | 003011.SZ rejected by ma_filter | 301515.SZ rejected by ma_filter | 300334.SZ rejected by ma_filter
1722025-09-1214910168.4214309319.47600848.954.1990612-64300478.SZ:Sell|600778.SH:Buy000826.SZ:Sell|002133.SZ:Sell|002679.SZ:Buy|002778.SZ:Buy|300585.SZ:Sell|600235.SH:Buy|603182.SH:Buy|605287.SH:Sell353729000826.SZ|002133.SZ|003017.SZ|300585.SZ|300665.SZ|600356.SH001218.SZ|002679.SZ|300478.SZ|600235.SH|600303.SH|601996.SH|603182.SH|603709.SHjq_microcap signal=000001.SH last=3875.31 ma_short=3826.84 ma_long=3830.52 band=22-32 tr=0.50 | selected=40 periodic_rebalance=false exits=3 projected_positions=35 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 300675.SZ rejected by ma_filter | 603331.SH rejected by ma_filter | 301390.SZ rejected by ma_filter | 002836.SZ rejected by ma_filter | 002795.SZ rejected by ma_filter | 002780.SZ rejected by ma_filter | 600671.SH rejected by st_or_special_name | 603183.SH rejected by ma_filter | 000663.SZ rejected by ma_filter | 002316.SZ rejected by st_or_special_name | 300886.SZ rejected by ma_filter | 002800.SZ rejected by ma_filter
1732025-09-1514857267.2014523385.52333881.682.29896603000826.SZ:Sell|603182.SH:Buy|603536.SH:Sell300478.SZ:Sell|300883.SZ:Buy|301057.SZ:Sell353729002133.SZ|003017.SZ|300585.SZ|300665.SZ|301057.SZ|600356.SH001218.SZ|002679.SZ|300883.SZ|600235.SH|600303.SH|601996.SH|603536.SH|603709.SHjq_microcap signal=000001.SH last=3870.60 ma_short=3838.45 ma_long=3831.79 band=22-32 tr=1.00 | selected=40 periodic_rebalance=false exits=3 projected_positions=35 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 301390.SZ rejected by ma_filter | 300675.SZ rejected by ma_filter | 002316.SZ rejected by st_or_special_name | 002795.SZ rejected by ma_filter | 002780.SZ rejected by ma_filter | 002853.SZ rejected by ma_filter | 301027.SZ rejected by ma_filter | 603183.SH rejected by ma_filter | 301336.SZ rejected by ma_filter | 002760.SZ rejected by ma_filter | 003003.SZ rejected by ma_filter | 000663.SZ rejected by ma_filter
1742025-09-1615213384.9814645508.52567876.463.87756060002133.SZ:Sell|002633.SZ:Buy|300883.SZ:Buy|301272.SZ:Sell|600235.SH:Buy|600448.SH:Sell353729002633.SZ|003017.SZ|300585.SZ|300665.SZ|301057.SZ|600356.SH001218.SZ|002679.SZ|301272.SZ|600303.SH|600448.SH|601996.SH|603536.SH|603709.SHjq_microcap signal=000001.SH last=3860.50 ma_short=3845.19 ma_long=3830.28 band=22-32 tr=1.00 | selected=40 periodic_rebalance=false exits=3 projected_positions=35 intents=6 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002760.SZ rejected by ma_filter | 603331.SH rejected by ma_filter | 301336.SZ rejected by ma_filter | 300675.SZ rejected by ma_filter | 000637.SZ rejected by ma_filter | 002795.SZ rejected by ma_filter | 300886.SZ rejected by ma_filter | 600671.SH rejected by st_or_special_name | 002853.SZ rejected by ma_filter | 603616.SH rejected by ma_filter | 603183.SH rejected by ma_filter | 002780.SZ rejected by ma_filter
1752025-09-1715272148.9814565325.06706823.924.852804-40003003.SZ:Buy|301272.SZ:Sell|600791.SH:Buy|603637.SH:Sell353728002633.SZ|003017.SZ|300585.SZ|300665.SZ|301057.SZ|600356.SH|603637.SH001218.SZ|002679.SZ|003003.SZ|600303.SH|600448.SH|600791.SH|601996.SH|603536.SH|603709.SHjq_microcap signal=000001.SH last=3861.87 ma_short=3856.10 ma_long=3830.66 band=22-32 tr=1.00 | selected=40 periodic_rebalance=false exits=0 projected_positions=35 intents=0 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 603616.SH rejected by ma_filter | 002836.SZ rejected by ma_filter | 603022.SH rejected by ma_filter | 301336.SZ rejected by ma_filter | 300886.SZ rejected by ma_filter | 301390.SZ rejected by ma_filter | 300675.SZ rejected by ma_filter | 301515.SZ rejected by ma_filter | 000637.SZ rejected by ma_filter | 600697.SH rejected by ma_filter | 603331.SH rejected by ma_filter | 002760.SZ rejected by ma_filter
1762025-09-1815279727.7214244872.351034855.377.26484403301057.SZ:Sell600448.SH:Sell353729002633.SZ|003017.SZ|300585.SZ|300665.SZ|600356.SH|603637.SH001218.SZ|002679.SZ|003003.SZ|600303.SH|600791.SH|601996.SH|603536.SH|603709.SHjq_microcap signal=000001.SH last=3876.34 ma_short=3868.92 ma_long=3836.94 band=22-32 tr=1.00 | selected=40 periodic_rebalance=false exits=2 projected_positions=35 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 002836.SZ rejected by ma_filter | 600778.SH rejected by ma_filter | 301515.SZ rejected by ma_filter | 301336.SZ rejected by ma_filter | 301390.SZ rejected by ma_filter | 000637.SZ rejected by ma_filter | 002795.SZ rejected by ma_filter | 300675.SZ rejected by ma_filter | 603331.SH rejected by ma_filter | 300668.SZ rejected by ma_filter | 000663.SZ rejected by ma_filter | 002696.SZ rejected by ma_filter
1772025-09-1914983281.3714097019.77886261.606.2869414-103600791.SH:Buy002748.SZ:Buy|002817.SZ:Buy|003008.SZ:Buy|301429.SZ:Buy|600319.SH:Sell|600706.SH:Sell|600778.SH:Sell|600791.SH:Sell|603183.SH:Buy|603709.SH:Sell|605069.SH:Buy353725002633.SZ|003017.SZ|300585.SZ|300665.SZ|600319.SH|600356.SH|600706.SH|600778.SH|600791.SH|603637.SH001218.SZ|002679.SZ|002748.SZ|002817.SZ|003003.SZ|003008.SZ|301429.SZ|600303.SH|601996.SH|603183.SH|603536.SH|605069.SHjq_microcap signal=000001.SH last=3831.66 ma_short=3860.19 ma_long=3843.51 band=22-32 tr=1.00 | selected=40 periodic_rebalance=false exits=2 projected_positions=35 intents=4 | run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution | 000952.SZ rejected by ma_filter | 603879.SH rejected by st_or_special_name | 002524.SZ rejected by ma_filter | 600671.SH rejected by st_or_special_name | 603029.SH rejected by ma_filter | 002800.SZ rejected by ma_filter | 002760.SZ rejected by ma_filter | 603041.SH rejected by ma_filter | 600051.SH rejected by ma_filter | 605177.SH rejected by ma_filter | 300517.SZ rejected by ma_filter | 002144.SZ rejected by ma_filter