20231027 08:26:02

/root/FIL/strategy/amihud/log.txt —– —–

–handleKline–: version=’2.0.0’, self.name=’amihud’, self.symbol=’BTCUSDT’, interval=’5m’, intervalSec=300, wid=144, thd=0.8, self.sign=-1, self.total=373746.4768026, self.flagDict[‘side’]=’sell’, self.tradeCount=2, self.count=47764 self.closeSec=1698365999, self.tradeDate=’20231027’, self.openTime=’081500’, self.closeTime=’081959’, self.symbol=’BTCUSDT’, self.open=34117.4, self.close=34084.9, self.high=34131.3, self.low=34035.0, self.vol=1260.848, self.amt=42961428.9327 127.0.0.1 - - [27/Oct/2023 08:20:10] “POST / HTTP/1.1” 200 - 2023-10-27 08:20:17,449:INFO:amihud:main.py:172:handleKline:2219019: ukdf.iloc[-5:,:] : tradeDate openTime closeTime … value_mean value_std signal 5855 20231027 075500 075959 … 0.0 0.0 0 5856 20231027 080000 080459 … 0.0 0.0 0 5857 20231027 080500 080959 … 0.0 0.0 0 5858 20231027 081000 081459 … 0.0 0.0 0 5859 20231027 081500 081959 … 0.0 0.0 0

[5 rows x 18 columns] 2023-10-27 08:20:17,468:INFO:amihud:main.py:175:handleKline:2219019: self.closeSec=1698365999, self.tradeDate=’20231027’, self.openTime=’081500’, self.closeTime=’081959’,self.symbol=’BTCUSDT’,self.open=34117.4, self.close=34084.9, self.high=34131.3, self.low=34035.0, self.vol=1260.848, self.amt=42961428.9327, ukdf[‘pct’].iloc[-1]=-0.000853 , ukdf[‘amount’].iloc[-1]=42961428.9327, ukdf[‘indicator’].iloc[-1]=0.0, ukdf[‘index’].iloc[-1]=5859, value=0.0, value_mean=0.0, signal=0, value_std=0.0 queryPositions: self.symbol=’BTCUSDT’, positions=PositionsReturn{‘result’: [PositionType{‘sysID’: SystemID{‘mainID’: ‘’, ‘subID’: ‘’, ‘strategyID’: ‘’}, ‘symbol’: ‘BTCUSDT’, ‘positionAmount’: ‘13.926’, ‘enterprice’: ‘26864.9’, ‘countrevence’: ‘0’, ‘unrealprofit’: ‘-100639.19901460986’, ‘marginmodel’: 0, ‘isolatedmargin’: ‘0’, ‘positionside’: ‘short’, ‘markprice’: ‘34091.61255311’, ‘status’: ‘none’, ‘closeprice’: ‘0’, ‘closeamount’: ‘0’, ‘opentime’: 0, ‘closetime’: 0, ‘type’: ‘AssetType_ucontract’}]} type(curSign)=<class ‘int’>, curSign=0, self.sign=-1 –handleKline–: version=’2.0.0’, self.name=’amihud’, self.symbol=’BTCUSDT’, interval=’5m’, intervalSec=300, wid=144, thd=0.8, self.sign=-1, self.total=373746.4768026, self.flagDict[‘side’]=’sell’, self.tradeCount=2, self.count=47765 self.closeSec=1698366299, self.tradeDate=’20231027’, self.openTime=’082000’, self.closeTime=’082459’, self.symbol=’BTCUSDT’, self.open=34085.0, self.close=34120.9, self.high=34128.0, self.low=34081.1, self.vol=606.271, self.amt=20676951.0471 127.0.0.1 - - [27/Oct/2023 08:25:01] “POST / HTTP/1.1” 200 - 2023-10-27 08:25:03,063:INFO:amihud:main.py:172:handleKline:2219019: ukdf.iloc[-5:,:] : tradeDate openTime closeTime … value_mean value_std signal 5856 20231027 080000 080459 … 0.0 0.0 0 5857 20231027 080500 080959 … 0.0 0.0 0 5858 20231027 081000 081459 … 0.0 0.0 0 5859 20231027 081500 081959 … 0.0 0.0 0 5860 20231027 082000 082459 … 0.0 0.0 0

[5 rows x 18 columns] 2023-10-27 08:25:03,066:INFO:amihud:main.py:175:handleKline:2219019: self.closeSec=1698366299, self.tradeDate=’20231027’, self.openTime=’082000’, self.closeTime=’082459’,self.symbol=’BTCUSDT’,self.open=34085.0, self.close=34120.9, self.high=34128.0, self.low=34081.1, self.vol=606.271, self.amt=20676951.0471, ukdf[‘pct’].iloc[-1]=0.001056 , ukdf[‘amount’].iloc[-1]=20676951.0471, ukdf[‘indicator’].iloc[-1]=0.0, ukdf[‘index’].iloc[-1]=5860, value=0.0, value_mean=0.0, signal=0, value_std=0.0 queryPositions: self.symbol=’BTCUSDT’, positions=PositionsReturn{‘result’: [PositionType{‘sysID’: SystemID{‘mainID’: ‘’, ‘subID’: ‘’, ‘strategyID’: ‘’}, ‘symbol’: ‘BTCUSDT’, ‘positionAmount’: ‘13.926’, ‘enterprice’: ‘26864.9’, ‘countrevence’: ‘0’, ‘unrealprofit’: ‘-101047.056’, ‘marginmodel’: 0, ‘isolatedmargin’: ‘0’, ‘positionside’: ‘short’, ‘markprice’: ‘34120.9’, ‘status’: ‘none’, ‘closeprice’: ‘0’, ‘closeamount’: ‘0’, ‘opentime’: 0, ‘closetime’: 0, ‘type’: ‘AssetType_ucontract’}]} type(curSign)=<class ‘int’>, curSign=0, self.sign=-1

/root/FIL/strategy/factorcheck/log.txt —– —–

127.0.0.1 - - [27/Oct/2023 08:00:00] “POST / HTTP/1.1” 200 -

–handleKline–: version=’2.0.6’, self.name=’factorcheck2’, self.symbol=’BTCUSDT’, interval=’5m’, intervalSec=300, wid=40, wid2=50, thd=0.6, self.factorCnt=0, self.factor=0.714181719035411, self.count=47762

self.closeSec=1698364799, self.tradeDate=’20231027’, self.openTime=’075500’, self.closeTime=’075959’, self.symbol=’BTCUSDT’, self.open=34148.9, self.close=34154.0, self.high=34174.0, self.low=34148.9

self.closeSec=1698365099, self.tradeDate=’20231027’, self.openTime=’080000’, self.closeTime=’080459’, self.symbol=’BTCUSDT’, self.open=34154.0, self.close=34142.4, self.high=34179.6, self.low=34111.7 127.0.0.1 - - [27/Oct/2023 08:05:00] “POST / HTTP/1.1” 200 -

self.closeSec=1698365399, self.tradeDate=’20231027’, self.openTime=’080500’, self.closeTime=’080959’, self.symbol=’BTCUSDT’, self.open=34142.4, self.close=34107.0, self.high=34147.8, self.low=34098.1 127.0.0.1 - - [27/Oct/2023 08:10:00] “POST / HTTP/1.1” 200 - 127.0.0.1 - - [27/Oct/2023 08:15:00] “POST / HTTP/1.1” 200 -

self.closeSec=1698365699, self.tradeDate=’20231027’, self.openTime=’081000’, self.closeTime=’081459’, self.symbol=’BTCUSDT’, self.open=34107.0, self.close=34114.0, self.high=34124.3, self.low=34078.7

self.closeSec=1698365999, self.tradeDate=’20231027’, self.openTime=’081500’, self.closeTime=’081959’, self.symbol=’BTCUSDT’, self.open=34117.4, self.close=34084.9, self.high=34131.3, self.low=34035.0 127.0.0.1 - - [27/Oct/2023 08:20:09] “POST / HTTP/1.1” 200 -

self.closeSec=1698366299, self.tradeDate=’20231027’, self.openTime=’082000’, self.closeTime=’082459’, self.symbol=’BTCUSDT’, self.open=34085.0, self.close=34120.9, self.high=34128.0, self.low=34081.1 127.0.0.1 - - [27/Oct/2023 08:25:01] “POST / HTTP/1.1” 200 -

/root/FIL/strategy/logic/log.txt —– —–

2023-10-27 08:00:18,438:DEBUG:logic:main.py:463:getModel:2218526: df_s.iloc[-5:,:] : date closeTime open … alpha58 alpha67 alpha72 5769 20231027 052959 34189.0 … 56.250000 0.507122 0.690629 5770 20231027 055959 34138.9 … 56.250000 0.505611 0.688097 5771 20231027 062959 34124.6 … 56.666667 0.513949 0.680745 5772 20231027 065959 34205.4 … 56.666667 0.517172 0.671949 5773 20231027 072959 34236.7 … 56.666667 0.513520 0.665773

[5 rows x 33 columns] 0.5351851851851852 acc is : 0.5351851851851852 2023-10-27 08:00:18,509:INFO:logic:main.py:468:getModel:2218526: df_pred.iloc[-5:,:] : pred prob_0 prob_1 actual … nav sign cost_ bm 535 0 0.530733 0.469267 0 … 1.033456 1.0 0.0 1.265307 536 0 0.537509 0.462491 1 … 1.035900 1.0 0.0 1.268299 537 0 0.558908 0.441092 1 … 1.036848 1.0 0.0 1.269460 538 0 0.545698 0.454302 0 … 1.035851 1.0 0.0 1.268240 539 0 0.529916 0.470084 0 … 1.034343 1.0 0.0 1.266394

[5 rows x 10 columns] 2023-10-27 08:00:18,522:INFO:logic:main.py:478:getModel:2218526: df_panel.iloc[-5:,:] : pred prob_0 prob_1 actual … nav sign cost_ bm 45 0 0.530191 0.469809 0 … 1.027637 1.0 0.0 1.269251 46 0 0.537189 0.462811 1 … 1.030067 1.0 0.0 1.271775 47 0 0.559609 0.440391 1 … 1.064514 1.0 0.0 1.271931 48 0 0.546612 0.453388 0 … 1.063491 1.0 0.0 1.267746 49 0 0.529916 0.470084 0 … 1.034343 1.0 0.0 1.266394

[5 rows x 10 columns] queryPositions: self.symbol=’BTCUSDT’, positions=PositionsReturn{‘result’: [PositionType{‘sysID’: SystemID{‘mainID’: ‘’, ‘subID’: ‘’, ‘strategyID’: ‘’}, ‘symbol’: ‘BTCUSDT’, ‘positionAmount’: ‘20.749’, ‘enterprice’: ‘34210’, ‘countrevence’: ‘0’, ‘unrealprofit’: ‘-1464.51355632937’, ‘marginmodel’: 0, ‘isolatedmargin’: ‘0’, ‘positionside’: ‘long’, ‘markprice’: ‘34139.41763187’, ‘status’: ‘none’, ‘closeprice’: ‘0’, ‘closeamount’: ‘0’, ‘opentime’: 0, ‘closetime’: 0, ‘type’: ‘AssetType_ucontract’}]}

/root/FIL/strategy/modifiedmom/log.txt —– —–

–handleKline–: self.name=’modifiedmom’, self.symbol=’BTCUSDT’, interval=’10m’, intervalSec=600, self.count=23879

self.closeSec=1698362999, self.tradeDate=’20231027’, self.openTime=’072000’, self.closeTime=’072959’, self.symbol=’BTCUSDT’, self.open=’34280.2’, self.close=’34203.8’ 127.0.0.1 - - [27/Oct/2023 07:30:01] “POST / HTTP/1.1” 200 - 127.0.0.1 - - [27/Oct/2023 07:40:01] “POST / HTTP/1.1” 200 -

–handleKline–: self.name=’modifiedmom’, self.symbol=’BTCUSDT’, interval=’10m’, intervalSec=600, self.count=23880

self.closeSec=1698363599, self.tradeDate=’20231027’, self.openTime=’073000’, self.closeTime=’073959’, self.symbol=’BTCUSDT’, self.open=’34203.7’, self.close=’34170.9’

–handleKline–: 127.0.0.1 - - [27/Oct/2023 07:50:01] “POST / HTTP/1.1” 200 - self.name=’modifiedmom’, self.symbol=’BTCUSDT’, interval=’10m’, intervalSec=600, self.count=23881

self.closeSec=1698364199, self.tradeDate=’20231027’, self.openTime=’074000’, self.closeTime=’074959’, self.symbol=’BTCUSDT’, self.open=’34170.9’, self.close=’34156.1’ 127.0.0.1 - - [27/Oct/2023 08:00:01] “POST / HTTP/1.1” 200 -

–handleKline–: self.name=’modifiedmom’, self.symbol=’BTCUSDT’, interval=’10m’, intervalSec=600, self.count=23882

self.closeSec=1698364799, self.tradeDate=’20231027’, self.openTime=’075000’, self.closeTime=’075959’, self.symbol=’BTCUSDT’, self.open=’34156.1’, self.close=’34154’ 127.0.0.1 - - [27/Oct/2023 08:10:01] “POST / HTTP/1.1” 200 -

–handleKline–: self.name=’modifiedmom’, self.symbol=’BTCUSDT’, interval=’10m’, intervalSec=600, self.count=23883

self.closeSec=1698365399, self.tradeDate=’20231027’, self.openTime=’080000’, self.closeTime=’080959’, self.symbol=’BTCUSDT’, self.open=’34154’, self.close=’34107’

–handleKline–: self.name=’modifiedmom’, self.symbol=’BTCUSDT’, interval=’10m’, intervalSec=600, self.count=23884

self.closeSec=1698365999, self.tradeDate=’20231027’, self.openTime=’081000’, self.closeTime=’081959’, self.symbol=’BTCUSDT’, self.open=’34107’, self.close=’34084.9’ 127.0.0.1 - - [27/Oct/2023 08:20:11] “POST / HTTP/1.1” 200 -

/root/FIL/strategy/percentile_regression_step2/log.txt —– —–

127.0.0.1 - - [21/Feb/2023 09:30:01] “POST / HTTP/1.1” 200 - 2023-02-21 09:30:03,026:DEBUG:percentile_regression_step2:main.py:154:get_signal:1265985: df_id.iloc[-5:,:] : daytime hms close … pct_10 pct_20 factor 144 2023/02/21 07:00:00 070000 24795.1 … NaN NaN 0 145 2023/02/21 07:30:00 073000 24849.9 … NaN NaN 0 146 2023/02/21 08:00:00 080000 24819.0 … NaN NaN 0 147 2023/02/21 08:30:00 083000 24860.9 … NaN NaN 0 148 2023/02/21 09:00:00 090000 24831.0 … NaN NaN 0

[5 rows x 10 columns] 127.0.0.1 - - [21/Feb/2023 10:00:02] “POST / HTTP/1.1” 200 - 2023-02-21 10:00:03,553:DEBUG:percentile_regression_step2:main.py:154:get_signal:1265985: df_id.iloc[-5:,:] : daytime hms close … pct_10 pct_20 factor 144 2023/02/21 07:30:00 073000 24849.9 … NaN NaN 0 145 2023/02/21 08:00:00 080000 24819.0 … NaN NaN 0 146 2023/02/21 08:30:00 083000 24860.9 … NaN NaN 0 147 2023/02/21 09:00:00 090000 24831.0 … NaN NaN 0 148 2023/02/21 09:30:00 093000 24870.0 … NaN NaN 0

[5 rows x 10 columns] 127.0.0.1 - - [21/Feb/2023 10:30:01] “POST / HTTP/1.1” 200 - 2023-02-21 10:30:03,245:DEBUG:percentile_regression_step2:main.py:154:get_signal:1265985: df_id.iloc[-5:,:] : daytime hms close … pct_10 pct_20 factor 144 2023/02/21 08:00:00 080000 24819.0 … NaN NaN 0 145 2023/02/21 08:30:00 083000 24860.9 … NaN NaN 0 146 2023/02/21 09:00:00 090000 24831.0 … NaN NaN 0 147 2023/02/21 09:30:00 093000 24870.0 … NaN NaN 0 148 2023/02/21 10:00:00 100000 24936.1 … NaN NaN 0

[5 rows x 10 columns]

/root/FIL/strategy/pyemd/log.txt —– —–

–handleKline–: self.name=’pyemd2’, self.symbol=’BTCUSDT’, interval=’10m’, intervalSec=600, self.count=23882

–handleKline–: self.name=’pyemd2’, self.symbol=’BTCUSDT’, interval=’10m’, intervalSec=600, self.count=23883

self.closeSec=1698363599, self.tradeDate=’20231027’, self.openTime=’073000’, self.closeTime=’073959’, self.symbol=’BTCUSDT’, self.open=’34203.7’, self.close=’34170.9’ 127.0.0.1 - - [27/Oct/2023 07:40:01] “POST / HTTP/1.1” 200 - 127.0.0.1 - - [27/Oct/2023 07:50:01] “POST / HTTP/1.1” 200 -

–handleKline–: self.name=’pyemd2’, self.symbol=’BTCUSDT’, interval=’10m’, intervalSec=600, self.count=23884

self.closeSec=1698364199, self.tradeDate=’20231027’, self.openTime=’074000’, self.closeTime=’074959’, self.symbol=’BTCUSDT’, self.open=’34170.9’, self.close=’34156.1’

–handleKline–: self.name=’pyemd2’, self.symbol=’BTCUSDT’, interval=’10m’, intervalSec=600, self.count=23885

–handleKline–: self.name=’pyemd2’, self.symbol=’BTCUSDT’, interval=’10m’, intervalSec=600, self.count=23886

self.closeSec=1698365399, self.tradeDate=’20231027’, self.openTime=’080000’, self.closeTime=’080959’, self.symbol=’BTCUSDT’, self.open=’34154’, self.close=’34107’

–handleKline–: self.name=’pyemd2’, self.symbol=’BTCUSDT’, interval=’10m’, intervalSec=600, self.count=23887

/root/FIL/strategy/similarity/log.txt —– —–

–handleKline–: self.name=’testStrategy’, self.symbol=’BTCUSDT’, interval=’10m’, intervalSec=600, self.count=23882

–handleKline–: self.name=’testStrategy’, self.symbol=’BTCUSDT’, interval=’10m’, intervalSec=600, self.count=23883

–handleKline–: self.name=’testStrategy’, self.symbol=’BTCUSDT’, interval=’10m’, intervalSec=600, self.count=23884

–handleKline–: self.name=’testStrategy’, self.symbol=’BTCUSDT’, interval=’10m’, intervalSec=600, self.count=23885

–handleKline–: self.name=’testStrategy’, self.symbol=’BTCUSDT’, interval=’10m’, intervalSec=600, self.count=23886

self.closeSec=1698365399, self.tradeDate=’20231027’, self.openTime=’080000’, self.closeTime=’080959’, self.symbol=’BTCUSDT’, self.open=’34154’, self.close=’34107’

–handleKline–: self.name=’testStrategy’, self.symbol=’BTCUSDT’, interval=’10m’, intervalSec=600, self.count=23887

/root/FIL/strategy/sr_min/log.txt —– —–

–handleKline–: version=’2.0.0’, self.name=’sr_min’, self.symbol=’BTCUSDT’, interval=’5m’, intervalSec=300, wid=192, thd=0.88, self.sign=1, self.total=996015.990996, self.flagDict[‘side’]=’buy’, self.tradeCount=1, self.count=47764 self.closeSec=1698365999, self.tradeDate=’20231027’, self.openTime=’081500’, self.closeTime=’081959’, self.symbol=’BTCUSDT’, self.open=34117.4, self.close=34084.9, self.high=34131.3, self.low=34035.0, self.vol=1260.848, self.amt=42961428.9327 127.0.0.1 - - [27/Oct/2023 08:20:10] “POST / HTTP/1.1” 200 - 2023-10-27 08:20:17,439:INFO:sr_min:main.py:172:handleKline:2219263: ukdf.iloc[-5:,:] : tradeDate openTime closeTime … value_mean value_std signal 5855 20231027 075500 075959 … 0.0 0.0 0 5856 20231027 080000 080459 … 0.0 0.0 0 5857 20231027 080500 080959 … 0.0 0.0 0 5858 20231027 081000 081459 … 0.0 0.0 0 5859 20231027 081500 081959 … 0.0 0.0 0

[5 rows x 18 columns] 2023-10-27 08:20:17,459:INFO:sr_min:main.py:175:handleKline:2219263: self.closeSec=1698365999, self.tradeDate=’20231027’, self.openTime=’081500’, self.closeTime=’081959’,self.symbol=’BTCUSDT’,self.open=34117.4, self.close=34084.9, self.high=34131.3, self.low=34035.0, self.vol=1260.848, self.amt=42961428.9327, ukdf[‘pct’].iloc[-1]=-0.000853 , ukdf[‘amount’].iloc[-1]=42961428.9327, ukdf[‘indicator’].iloc[-1]=0.0, ukdf[‘index’].iloc[-1]=5859, value=0.0, value_mean=0.0, signal=0, value_std=0.0 queryPositions: self.symbol=’BTCUSDT’, positions=PositionsReturn{‘result’: [PositionType{‘sysID’: SystemID{‘mainID’: ‘’, ‘subID’: ‘’, ‘strategyID’: ‘’}, ‘symbol’: ‘BTCUSDT’, ‘positionAmount’: ‘37.141’, ‘enterprice’: ‘26844’, ‘countrevence’: ‘0’, ‘unrealprofit’: ‘269183.57783505851’, ‘marginmodel’: 0, ‘isolatedmargin’: ‘0’, ‘positionside’: ‘long’, ‘markprice’: ‘34091.61255311’, ‘status’: ‘none’, ‘closeprice’: ‘0’, ‘closeamount’: ‘0’, ‘opentime’: 0, ‘closetime’: 0, ‘type’: ‘AssetType_ucontract’}]} type(curSign)=<class ‘int’>, curSign=0, self.sign=1 –handleKline–: version=’2.0.0’, self.name=’sr_min’, self.symbol=’BTCUSDT’, interval=’5m’, intervalSec=300, wid=192, thd=0.88, self.sign=1, self.total=996015.990996, self.flagDict[‘side’]=’buy’, self.tradeCount=1, self.count=47765 self.closeSec=1698366299, self.tradeDate=’20231027’, self.openTime=’082000’, self.closeTime=’082459’, self.symbol=’BTCUSDT’, self.open=34085.0, self.close=34120.9, self.high=34128.0, self.low=34081.1, self.vol=606.271, self.amt=20676951.0471 127.0.0.1 - - [27/Oct/2023 08:25:01] “POST / HTTP/1.1” 200 - 2023-10-27 08:25:03,062:INFO:sr_min:main.py:172:handleKline:2219263: ukdf.iloc[-5:,:] : tradeDate openTime closeTime … value_mean value_std signal 5856 20231027 080000 080459 … 0.0 0.0 0 5857 20231027 080500 080959 … 0.0 0.0 0 5858 20231027 081000 081459 … 0.0 0.0 0 5859 20231027 081500 081959 … 0.0 0.0 0 5860 20231027 082000 082459 … 0.0 0.0 0

[5 rows x 18 columns] 2023-10-27 08:25:03,065:INFO:sr_min:main.py:175:handleKline:2219263: self.closeSec=1698366299, self.tradeDate=’20231027’, self.openTime=’082000’, self.closeTime=’082459’,self.symbol=’BTCUSDT’,self.open=34085.0, self.close=34120.9, self.high=34128.0, self.low=34081.1, self.vol=606.271, self.amt=20676951.0471, ukdf[‘pct’].iloc[-1]=0.001056 , ukdf[‘amount’].iloc[-1]=20676951.0471, ukdf[‘indicator’].iloc[-1]=0.0, ukdf[‘index’].iloc[-1]=5860, value=0.0, value_mean=0.0, signal=0, value_std=0.0 queryPositions: self.symbol=’BTCUSDT’, positions=PositionsReturn{‘result’: [PositionType{‘sysID’: SystemID{‘mainID’: ‘’, ‘subID’: ‘’, ‘strategyID’: ‘’}, ‘symbol’: ‘BTCUSDT’, ‘positionAmount’: ‘37.141’, ‘enterprice’: ‘26844’, ‘countrevence’: ‘0’, ‘unrealprofit’: ‘270271.3429’, ‘marginmodel’: 0, ‘isolatedmargin’: ‘0’, ‘positionside’: ‘long’, ‘markprice’: ‘34120.9’, ‘status’: ‘none’, ‘closeprice’: ‘0’, ‘closeamount’: ‘0’, ‘opentime’: 0, ‘closetime’: 0, ‘type’: ‘AssetType_ucontract’}]} type(curSign)=<class ‘int’>, curSign=0, self.sign=1

/root/FIL/strategy/s_rsrs/log.txt —– —–

719 20231026 200000 235959 1698335999 … 719 0.790856 -0.239494 NaN 720 20231027 000000 035959 1698350399 … 720 0.711377 -0.371256 NaN

[5 rows x 15 columns] queryPositions: self.symbol=’BTCUSDT’, positions=PositionsReturn{‘result’: [PositionType{‘sysID’: SystemID{‘mainID’: ‘’, ‘subID’: ‘’, ‘strategyID’: ‘’}, ‘symbol’: ‘BTCUSDT’, ‘positionAmount’: ‘41.361’, ‘enterprice’: ‘29539.2’, ‘countrevence’: ‘0’, ‘unrealprofit’: ‘186058.30925257893’, ‘marginmodel’: 0, ‘isolatedmargin’: ‘0’, ‘positionside’: ‘long’, ‘markprice’: ‘34037.59968213’, ‘status’: ‘none’, ‘closeprice’: ‘0’, ‘closeamount’: ‘0’, ‘opentime’: 0, ‘closetime’: 0, ‘type’: ‘AssetType_ucontract’}]} type(curSign)=<class ‘numpy.int64’>, curSign=-9223372036854775808, self.sign=1 127.0.0.1 - - [27/Oct/2023 08:00:01] “POST / HTTP/1.1” 200 - –handleKline–: version=’2.0.0’, self.name=’s_rsrs’, self.symbol=’BTCUSDT’, interval=’4h’, intervalSec=14400, wid=25, thd=0.6, self.sign=1, self.total=1220549.0803488, self.flagDict[‘side’]=’buy’, self.tradeCount=37, self.count=995 self.closeSec=1698364799, self.tradeDate=’20231027’, self.openTime=’040000’, self.closeTime=’075959’, self.symbol=’BTCUSDT’, self.open=34052.2, self.close=34154.0, self.high=34287.5, self.low=34026.6, self.vol=26897.615, self.amt=919136317.69483 2023-10-27 08:00:01,557:INFO:s_rsrs:main.py:141:handleKline:2218689: self.closeSec=1698364799, self.tradeDate=’20231027’, self.openTime=’040000’, self.closeTime=’075959’,self.symbol=’BTCUSDT’,self.open=34052.2, self.close=34154.0, self.high=34287.5, self.low=34026.6, self.vol=26897.615, self.amt=919136317.69483 2023-10-27 08:00:01,570:INFO:s_rsrs:main.py:142:handleKline:2218689: ukdf.iloc[-5:,:] : tradeDate openTime closeTime … vol amt pct 717 20231026 120000 155959 … 42890.458 1.484707e+09 -0.003444 718 20231026 160000 195959 … 78780.151 2.703214e+09 -0.016138 719 20231026 200000 235959 … 100680.980 3.434658e+09 -0.001589 720 20231027 000000 035959 … 54823.275 1.860932e+09 0.000120 721 20231027 040000 075959 … 26897.615 9.191363e+08 0.002934

[5 rows x 11 columns] 2023-10-27 08:00:02,452:INFO:s_rsrs:main.py:151:handleKline:2218689: df_s.iloc[-5:,:] : tradeDate openTime closeTime closeSec … index beta zscore signal 717 20231026 120000 155959 1698307199 … 717 0.880106 -0.082705 NaN 718 20231026 160000 195959 1698321599 … 718 0.853465 -0.131839 NaN 719 20231026 200000 235959 1698335999 … 719 0.790856 -0.239494 NaN 720 20231027 000000 035959 1698350399 … 720 0.711377 -0.371256 NaN 721 20231027 040000 075959 1698364799 … 721 0.607470 -0.539195 NaN