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refactor: 精简仓库为 chanlun 核心与 web 分析，移除威科夫与遗留模块

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删除根目录旧 Chan 模块、策略、配置、文档及 wyckoff 相关代码；更新缠论 pipeline 与笔中枢计算；补充 research 研究与 web 测试。

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
jackyu66git
2026-08-27 01:05:12 +08:00
co-authored by Cursor
parent 5c10e35b76
commit 7f393b93ed
360 changed files with 140008 additions and 41167 deletions
Download Patch File Download Diff File Expand all files Collapse all files
research/out/step2_rt_events_BTC_1h.csv
+326
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B2,1,LONG,23027,-0.0011540880503144882,0.004272012578616306,0.00758018867924526,0.0117971698113208,0.008976415094339645,0.010948113207547216
S2,-1,SHORT,23047,-0.001458605068652591,-1.2466709988415846e-05,-0.0003677679446602517,-0.0072213417608293085,-0.00195415679069487,-0.08008458662727184
S1,-1,SHORT,23047,-0.001458605068652591,-1.2466709988415846e-05,-0.0003677679446602517,-0.0072213417608293085,-0.00195415679069487,-0.08008458662727184
S1,-1,SHORT,23223,0.004461718680207079,0.004664295303871373,0.009693480178317868,,,
1 bsp_type direction side entry_idx ret_1 ret_3 ret_5 ret_10 ret_20 ret_40
2 B1 1 LONG 3115 0.0025536441495275833 0.013330535111806015 0.006372896127240093 0.005203410412588198 -0.024459873823705566 -0.028293544118448054
3 B1 1 LONG 3163 -0.0020748483544391267 -0.003815888298542605 -0.0026344683364723323 -0.0015495910028816234 0.004630773535538323 0.025969967060964192
4 B1 1 LONG 3247 -0.0006628333874969732 0.00781242458661396 0.025382335811986942 0.04580307413115735 0.060966192279599735 0.04923468484846528
5 S1 -1 SHORT 3287 -0.003991247774760578 -0.002051590289139343 -0.0031433184549593133 -0.016964719700326886 -0.027443470100908234 -0.02397661984399936
6 B3 1 LONG 3303 -0.004041983028137562 -0.005721304153640062 -0.004688104808694271 -0.0033720410897722197 -0.00026202173589408696 0.0018609498287926157
7 S1 -1 SHORT 3407 0.0005030725906671185 0.0018070709489118085 0.007427802670132553 0.0019738117225889568 0.007137075167310869 0.029440435065157203
8 B3 1 LONG 3443 -0.007974921271931307 -0.031732588778840096 -0.03085711837416728 -0.028569184298659577 -0.040393033369275744 -0.017809324545305236
9 S2 -1 SHORT 3455 0.0018926498421320782 -2.500003676493115e-05 0.0038602997945585216 0.008854424785918675 -0.016580906736627557 -0.013958844057123786
10 B1 1 LONG 3495 9.427244155471209e-05 0.003982648069372787 0.002480090385516272 0.0033575492646024385 0.003063129177900757 -0.0041769943335010894
11 S1 -1 SHORT 3559 -0.006823015122873346 -0.013222176275992481 -0.007692875708884602 -0.001482750472589706 -0.01698517249527419 0.0003736413043478691
12 S2 -1 SHORT 3607 -0.001412141160883542 -0.005144334134778807 -0.008202248187875356 -0.02570984121914356 -0.01399128760657595 0.0007378622400848279
13 B2 1 LONG 3719 0.0027552090444059475 0.004714501084945344 0.003570007291064567 -0.0014364268555177408 0.02334883531780045 0.04028531010262699
14 B1 1 LONG 3719 0.0027552090444059475 0.004714501084945344 0.003570007291064567 -0.0014364268555177408 0.02334883531780045 0.04028531010262699
15 S1 -1 SHORT 3819 0.0016010458630531547 0.0013246062895762123 -0.0002721202051411163 -0.0001770941017583912 0.0015564123902521332 -0.004146593602151621
16 S3 -1 SHORT 3847 -0.0007658812177367968 -0.0007197264174212554 -0.005809735489724109 -0.005090009072303063 -0.004404898755118621 -0.003271221472367019
17 S2 -1 SHORT 3919 0.0007398138456382738 -0.008132021930513838 -0.028031383526021164 -0.03490913188256687 -0.00032172265431585224 0.009822177810328929
18 B1 1 LONG 3995 0.00041927329983173134 -0.0013950640372097512 -0.0019500732974186477 -0.002871569650645714 -0.0008415629543384669 -0.0015866025590752625
19 S3 -1 SHORT 4007 0.0008517874699645871 0.00123388362227148 0.0009620365573891369 -0.0026973269882215587 -0.004965739718517511 0.013166459509134752
20 B2 1 LONG 4019 0.001588653165120726 0.0004528263283157241 0.0015194504704278834 0.0005897273112949577 -0.004875781163026374 -0.014991409839419552
21 S3 -1 SHORT 4099 1.2335913081201307e-05 0.0007463227414099865 -0.0032859788469930215 -0.00981938681260045 0.0008773918178972735 0.01705131585642852
22 B1 1 LONG 4163 0.0003984745894621923 0.00032064752120785343 0.0007844968480037583 0.0008576542921627916 0.002256984979375827 -0.021867849638104155
23 S3 -1 SHORT 4175 -0.003365504358654998 -0.0037359900373599006 -0.0017683686176836635 -0.002302303860523061 0.001732565379825699 0.05318804483188049
24 B1 1 LONG 4327 -0.0012547133651544446 -0.00097461416745018 1.6380070040941134e-06 -0.0002457010506176924 -0.0024832186182429067 0.028111476204672203
25 S1 -1 SHORT 4383 0.00023289010280441453 -0.008239873637315626 -0.002455643941134254 0.0032525400071927064 0.004698993502841395 0.03580487294815106
26 B3 1 LONG 4391 0.0004627597656622481 0.0015934202240330446 0.0021452334153897273 -0.0036861757278526617 -0.014941892639734344 -0.04305574108352575
27 S3 -1 SHORT 4475 0.007603829141941227 -0.004899123495056647 -0.01742010750303375 -0.018622799947348317 -0.02005449080309918 -0.044807956883385715
28 B1 1 LONG 4551 0.0009508977910464898 0.009471300828178047 0.009064029510126111 0.0143119088286374 0.02996763359216883 0.05761543540353941
29 B1 1 LONG 4571 -0.0013935558493635804 -0.006389453569331941 0.004459378717963458 0.00654622860238547 0.02684336954836597 0.002323754378813796
30 S1 -1 SHORT 4603 -0.0002963009441542438 -0.005471109786471621 -0.004076752402216357 -0.010335674110792153 -0.00015163636553783616 0.0032296802912811814
31 S1 -1 SHORT 4627 -0.0030285225099251564 0.000693927437507225 0.0036091200895480235 0.0061215558620304625 -0.014544579607251095 -0.020211072501469005
32 S1 -1 SHORT 4739 8.945414141294174e-05 -0.0013575058302129008 -0.011767143023047712 -0.011687105107046743 -0.023641003267430124 -0.017388629593940972
33 B3 1 LONG 4743 -0.005618974024391606 -0.0011521750195500249 -0.0032020285683878116 0.012323799740567708 -0.0020652775785507498 -0.002916684018700071
34 S1 -1 SHORT 4831 0.0008417723516864758 0.000475000112737456 0.0012295888994277887 -0.012664164398140283 -0.009312106640531639 -0.024226508914519475
35 B3 1 LONG 4847 -0.0010298737920222162 0.00219388454682568 -0.001268339503633708 -0.0022579722068213114 0.0044086348434172785 -0.0007645806878543884
36 S1 -1 SHORT 4887 0.0003639384705337923 -0.005553044777855879 -0.015746305055015817 -0.005011611725381576 0.006015425621566679 0.014845408185334218
37 S1 -1 SHORT 4899 0.007744971996209856 0.013956667897439504 0.008569441540512576 0.020245472461086118 0.022552800898019473 0.026773017306446135
38 S2 -1 SHORT 4935 -0.0031970034328107784 0.0063849373523368995 0.0019302947440658492 0.025512540869494175 0.03133667998373532 -0.010854695816082451
39 S3 -1 SHORT 5119 -0.00271861692696743 -0.004000161748375472 -0.008686198819858968 0.017030237614584727 -0.004707810891264609 0.043760711941696
40 S3 -1 SHORT 5279 -0.003043396989995029 -0.04048970199390592 -0.029796979832277457 -0.040173929139845584 -0.07778537971685695 -0.08499552655123414
41 B1 1 LONG 5419 -0.004087702184987852 -0.003859054054720902 -0.0006727847861811232 0.00013817584850665555 -0.022950350456720482 -0.034214972011165926
42 S1 -1 SHORT 5623 0.0009073606143143588 -0.006095560003937912 0.0015587569323663572 0.013311784202408737 0.00624979490040366 -0.0504364519410626
43 S1 -1 SHORT 5643 -0.0019499678857955909 -0.009881928701512917 -0.012082866205124781 -0.008704683060046204 -0.05704275234417186 -0.05952107732010682
44 B3 1 LONG 5651 0.006669389987185044 0.00397626757941831 0.016270741984048858 0.059955328758594134 0.05862441566656025 0.05525924803410305
45 S3 -1 SHORT 5827 -0.005929766610249539 -0.009030153348980195 -0.009217642376610964 -0.008772782047414345 -0.0053451417331826356 0.007876243606198022
46 B1 1 LONG 5835 0.0019223005444265215 -0.0012162182706389707 -0.004270277483576879 -0.0046250078125132455 -0.004358115469789645 -0.012146979978006695
47 B1 1 LONG 5895 -0.0032696383400561105 -0.0007486155739386565 0.007761331783687676 0.014389485198605344 0.009068845286114695 -0.030611198468585493
48 B2 1 LONG 5911 -0.005450421476691831 -0.000451944886421292 0.00045702291885304174 -0.023817664782152383 -0.04138765699583599 -0.019181421172009838
49 B1 1 LONG 5947 -0.0001637089908977801 0.001344136977897563 -0.0008840285508480627 -0.014902687929305337 -0.03589190381493651 -0.035459367428459246
50 S3 -1 SHORT 5963 0.00047824007651838657 0.00242120068259501 0.006333592747692208 0.009630096300962959 0.01587898231923488 0.05076933122272402
51 B3 1 LONG 6199 -0.0020725715843289715 -0.003480324697341415 -0.001394456743586188 -0.00626425204597887 -0.026930134226849405 -0.032905190237805616
52 S1 -1 SHORT 6267 0.0014283352620268054 0.0010315754670193662 0.0052554141180360635 0.01666887088775009 -0.02058687386344855 -0.04528682426847415
53 S1 -1 SHORT 6315 -0.0013291841445750156 -0.000613590319396493 0.0070539347460034235 0.01414710160961532 0.008593403040959992 0.008616942311525076
54 B3 1 LONG 6327 -0.0043425084204422445 -0.0044771721255635845 -0.005334267001688795 -0.0048019492967385806 -0.000985421465711406 -0.0033412441658929185
55 S2 -1 SHORT 6335 0.0004938607724171967 0.004568212144859472 0.005456211802955837 0.0013090476243238633 2.3743306366213594e-05 0.008729622307311198
56 B3 1 LONG 6511 -0.0027830977352182066 -0.0009028727770176954 -0.004280285757713916 -0.002842377260981912 -0.00012767897856808298 -0.003372853017175774
57 B3 1 LONG 6543 0.00032105903834458034 0.0005447352404139214 0.0009494826536821999 -0.014945222154595207 -0.02930006086427265 -0.025912964090079125
58 S3 -1 SHORT 6603 0.003969668492174082 0.0007307430571307972 -0.0008960108882336257 0.006437344048737854 0.01774846884215304 0.011665964548429955
59 B1 1 LONG 6679 0.0013845236368325428 0.002303241300388464 0.003757071708331295 -0.0009364473026771521 -0.003072062924101003 0.012028754251083972
60 B3 1 LONG 6687 -0.0033203822865733416 -0.004907341537451296 -0.006956225032753235 -0.001253794377722077 -0.0010349034465665173 0.022186849161615542
61 B2 1 LONG 6719 0.013674304379886358 0.013051586814950954 0.010329785488928822 0.0063147701917364895 0.008920309670596718 -0.008431372861299639
62 B1 1 LONG 6719 0.013674304379886358 0.013051586814950954 0.010329785488928822 0.0063147701917364895 0.008920309670596718 -0.008431372861299639
63 S1 -1 SHORT 6735 -0.002703552342030808 0.012650110028293035 0.009809808236403624 0.01596667714555176 0.016100282929896306 0.02164413706381641
64 B2 1 LONG 6735 0.002703552342030808 -0.012650110028293035 -0.009809808236403624 -0.01596667714555176 -0.016100282929896306 -0.02164413706381641
65 S3 -1 SHORT 6815 0.002209204354719887 -0.0037715695965714452 -0.006353950362561712 -0.012507214743951322 -0.045597181771742164 -0.04696383671790527
66 S2 -1 SHORT 6827 -0.003433104350670616 -0.009452077199869176 -0.017813215570821044 -0.027438665358194284 -0.026072947333987545 -0.025289499509322817
67 B3 1 LONG 6855 -0.0015952525790181413 -0.003451892124806755 -0.0018788178338783777 -0.004416647656705493 -0.009446366562745591 0.023363242338985558
68 B3 1 LONG 6935 -0.0027653440049162973 0.0030532142276501147 -0.0012007022243568039 0.005292039120519006 0.009669754683857168 0.0077232746803967585
69 B3 1 LONG 7303 -0.001937368989392151 0.003093162178359464 -0.004304190406226053 -0.022222437025151313 -0.04170383524492605 -0.040353338543838706
70 B1 1 LONG 7427 0.0007879235452490776 0.016850224747195833 0.0200208174634097 0.0051912822510773015 0.06756226340487641 0.09121450709712685
71 B3 1 LONG 7475 0.003218908513190727 0.000851867354758109 0.015187845444248314 0.0145339001750541 0.01864345807328207 0.02076978318170459
72 B3 1 LONG 7487 0.0019364772196986627 -0.0018297007358348257 -0.0003493304718993296 0.0014012765721848962 0.013643661827011551 0.005883252438063087
73 B2 1 LONG 7495 -0.0045607908521615075 0.0010883407070931743 -0.0012091215817043996 0.002875109949980964 0.002087408593821796 0.0066180042273306875
74 S1 -1 SHORT 7519 -0.0002103917860956619 0.0009474164280701846 0.0033244515765661997 0.00409283896926316 -0.008887419485938457 -0.05078282732584207
75 B3 1 LONG 7631 -0.0028944856564244096 -0.0029641656703162035 -0.0026998240303141886 0.005875241806238651 -0.01007152708727594 -0.021323190282845652
76 S1 -1 SHORT 7711 -0.004953642384105992 -0.005892935982339892 -0.005941501103752791 -0.00047240618101548464 -0.0014194260485651856 0.0010220750551877022
77 S1 -1 SHORT 7731 0.0024810258286803257 -0.01635647414376503 -0.012798610361010718 0.01295071234428835 0.0024380404855801987 -0.02802644370132448
78 B1 1 LONG 7755 0.0011836078509375738 0.005853558309899856 0.0038273265872422993 -0.0035508235528125625 0.009136622007237166 0.027322434232168562
79 B2 1 LONG 7783 0.003837099355349952 0.004888182423220257 0.007606352160212503 0.011275450533403118 0.031592800080984994 0.05934096230101034
80 B3 1 LONG 7851 -0.0009260141070246247 0.00047921736610776573 -0.0020961960475206196 -0.0011620767841983052 -0.009899435273235009 -0.023361086739356437
81 B1 1 LONG 7999 0.003834248439234203 0.012882196922986859 0.013571922725629135 0.013981578050834973 0.010637452947114844 0.008202511855968623
82 B1 1 LONG 8143 0.005427594115283556 0.0009375113034143807 0.006491214864099965 -0.009242160440542414 -0.04388804218507596 -0.024338145369974862
83 S1 -1 SHORT 8195 0.0017489393981961578 0.0013224911800473243 -0.0003973493985575597 -0.0027051868144218347 -0.0008137635409852441 0.004820369976439932
84 B3 1 LONG 8211 -0.0017630581809199995 -0.0025140829647377783 -0.009622317536478676 0.0048331594942633395 0.012033397102104399 -0.028699947098254186
85 S2 -1 SHORT 8219 -0.00231366152976336 -0.00047315781717860694 -0.0014465396826033594 -0.003513597773752372 0.0011848994489515553 0.028041617838851698
86 B1 1 LONG 8295 0.0021504154845858946 0.00017637791509343635 0.008931498604422232 0.0013273185474829985 -0.00012854661608500997 -0.0025181185957128915
87 B2 1 LONG 8295 0.0021504154845858946 0.00017637791509343635 0.008931498604422232 0.0013273185474829985 -0.00012854661608500997 -0.0025181185957128915
88 B1 1 LONG 8299 0.0015322358080243474 0.0009298267653601941 -0.0033958460483846523 -0.0050062268717957405 0.006736298161811619 -0.007545445283157008
89 B2 1 LONG 8335 0.0014825174825174243 0.0033636363636363347 0.0017792207792208374 0.016024975024975085 0.019387612387612357 0.012797202797202797
90 S1 -1 SHORT 8367 -0.0002992070030187303 0.007212463546449313 0.008585469366222368 -0.004640661247476672 -0.010050993140876418 -0.032952139674553335
91 B3 1 LONG 8431 0.00539874887623614 0.003727150134851663 0.002839376685645762 0.006316489361702127 -0.019358705424033534 -0.06183416991309554
92 B1 1 LONG 8583 0.007856885395032634 -0.00547428811726544 -0.00043232179330944916 0.009513224970391731 0.012351744734899785 0.051836777604229146
93 S3 -1 SHORT 8591 0.003534641702447082 0.009799591191753056 0.004861845371812172 0.008687438792086596 -0.028435259553178216 -0.03828966773524655
94 B1 1 LONG 8767 0.01168287732332389 0.013613504044404319 0.01822675383216463 0.013609194609759113 0.010670160181685701 0.018975518101780102
95 S3 -1 SHORT 8799 0.0035991988128362424 0.0009352832700806628 -0.003785619940281779 -0.0046266334356884495 -0.024420108484385642 -0.019755343454447107
96 B1 1 LONG 8803 0.0016403821498518379 0.001675261409481451 0.005285793254773874 0.010224907807775054 0.019198390057931218 0.022178981335368247
97 B2 1 LONG 8843 -0.0009833472063530415 0.002687402091810033 0.011496166393514695 0.01563635799628786 0.015858670981951258 0.014989065303147081
98 S1 -1 SHORT 8863 0.0038088762491831282 0.005132109580005711 0.004163095633126434 0.002663770482125124 0.0008560301778628282 -0.0009771569212228305
99 B3 1 LONG 8879 5.1949004412668846e-05 0.00022714956831398905 0.0014912420090208809 -0.005634939066873618 -0.0012549249693398718 0.04004453353868472
100 S2 -1 SHORT 8895 -9.286984138638618e-05 0.0011695476728451218 -0.002636074728585218 -0.0076449228772096514 -0.012580291590890968 -0.0373796008842025
101 S3 -1 SHORT 9031 0.0018458703560015064 -0.002476374663916821 -0.0031291695281726404 0.0009967063049370263 -0.003987886674811534 -0.0030739738648533255
102 B3 1 LONG 9167 0.0015009395881822021 0.011211018097329016 0.014884317582806839 0.018643670938007312 0.05837154058440584 0.04582568687998699
103 S1 -1 SHORT 9263 0.010363079426803229 -0.0029174278907278836 -0.0008763041870908585 -0.004246554442353631 -0.04638055074153318 -0.018488453518713338
104 S1 -1 SHORT 9363 0.005178124634464342 0.008452373140701281 0.008086243116042186 0.004710238992562219 0.004297510601128386 0.0009871245859638907
105 B1 1 LONG 9427 0.01694454367030447 0.01931258554049564 0.02159433435948487 0.033198742930993716 0.030806619279071846 0.029442988388567605
106 S2 -1 SHORT 9427 -0.01694454367030447 -0.01931258554049564 -0.02159433435948487 -0.033198742930993716 -0.030806619279071846 -0.029442988388567605
107 B2 1 LONG 9511 -0.0016321028877660448 0.0008534938042493639 0.0048502257582317704 0.003636709258151522 -0.01878070393557621 -0.03414455247258787
108 S3 -1 SHORT 9671 0.0005615701584520105 -0.010558969529120223 -0.008992375286354095 -0.007508669627861309 -0.0033673487361045055 0.007429925472801725
109 S1 -1 SHORT 9707 0.0005891285996955039 0.00012282186354077644 -9.055510278001135e-05 -0.004426791403718467 -0.009845525485016191 -0.007243367359152926
110 B1 1 LONG 9719 0.0011222681017593434 0.0028720521014522975 0.008039464008073753 0.004883214623920937 -0.004154051522685478 0.00804672452259527
111 B1 1 LONG 9803 -0.0011461300154898407 -0.004991547161012009 0.009180491014174211 0.016110361598294504 -0.0004569946201634998 0.010748221989040458
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226 S2 -1 SHORT 17151 0.007310630530388543 0.009815326116193146 0.01417756556003348 0.013178675948255449 -0.002528834460197295 -0.00015862688886678742
227 B1 1 LONG 17187 -0.005292613626587511 -0.005076963136384089 -0.009315412930541108 0.004598631995879632 -0.011201207642745138 -0.031327822010344404
228 S3 -1 SHORT 17199 0.0028076163474836783 0.016002725039395954 0.01533064040719609 0.012681296549889061 -0.0008796739127942853 -0.008238197803911888
229 B2 1 LONG 17215 0.0016984012674635654 0.005988189543424999 0.004928129050842542 -0.003962552210859792 0.0008710931873830428 0.015123145614287773
230 S1 -1 SHORT 17403 -0.0014617742651149815 -0.00325239143116488 0.0010000427946241272 -0.0018345379644625415 0.016644856424036163 0.014345208466128087
231 B1 1 LONG 17427 -0.0005190149233937881 -0.0005327333795187025 0.000825393776851153 -0.000716789332528484 0.004069808650401151 0.00017376711091613727
232 B2 1 LONG 17487 -0.0005659735772497543 -0.0023928358699448816 -0.00517706072576996 -0.004034843889425261 0.002722606764753439 0.0106393903916856
233 B3 1 LONG 17587 -0.0018349746842485303 0.0032259500361652943 0.002770822901018194 0.0013898625716351658 0.0007433372280643511 0.015553329994992456
234 B3 1 LONG 17775 0.00019752225435800005 -0.0007448464898971229 -0.0009236096474724003 -0.00027366211776964173 0.0009335409340044583 0.008237450440121514
235 S1 -1 SHORT 17823 -0.005021900550870137 -0.00032198666866043726 0.001879528960790724 0.005034998313663073 -0.003748143119254134 -0.038724627177639595
236 B1 1 LONG 17891 0.00396068727867442 -0.005544340743395195 0.0014065411413284141 -0.010394732617357539 -0.009741177786593115 -0.012686835375648964
237 B3 1 LONG 17931 -0.0005937644244891719 -0.001395241492174059 -0.0011581553438797594 0.0007941336914103174 -0.0022670051613445283 0.00012169023540772335
238 B1 1 LONG 17991 0.002702833459659019 0.00010106059873022927 0.0010095308745504059 -0.003491966219957349 -0.01964983577652703 -0.04130798217463053
239 S3 -1 SHORT 18003 0.00401311730900357 0.01626135047674708 0.014265614684459514 0.0159972726387221 0.04336071517473505 0.022458521380564367
240 B2 1 LONG 18059 0.0008475179513644492 -0.009505102903360773 -0.010040084707306133 -0.007646569443085054 -0.0045868294375684985 -0.0019041348198636367
241 B1 1 LONG 18059 0.0008475179513644492 -0.009505102903360773 -0.010040084707306133 -0.007646569443085054 -0.0045868294375684985 -0.0019041348198636367
242 S3 -1 SHORT 18287 -0.0019617110592730766 -0.0019007252232334597 -0.0029387549741572887 -0.003687102003892892 0.01987630039589983 -0.0011917648792734924
243 B1 1 LONG 18363 -0.00277976705265129 -0.0005765636026617364 -0.0015627221628701244 -0.02377607417582074 -0.04596464178051204 -0.14901560243722048
244 S3 -1 SHORT 18447 0.002861602873755324 -0.005105458312175038 -0.00686321740803584 -0.0031740933796860073 -0.02650237767660407 -0.018393538390760612
245 B3 1 LONG 18475 -0.008118406858968072 -0.004830417057760509 -0.012985248175284658 -0.005138622322466804 -0.025946680489205894 -0.040502374581471344
246 S1 -1 SHORT 18475 0.008118406858968072 0.004830417057760509 0.012985248175284658 0.005138622322466804 0.025946680489205894 0.040502374581471344
247 S2 -1 SHORT 18475 0.008118406858968072 0.004830417057760509 0.012985248175284658 0.005138622322466804 0.025946680489205894 0.040502374581471344
248 B1 1 LONG 18551 0.005625283352024799 0.005277804290248049 -0.0009619055572788662 0.00690931542150855 -0.019293290224056844 0.023825431291608096
249 B1 1 LONG 18583 0.007399147519087097 0.011424332120036192 0.013095448549709626 0.042618001822211815 0.04176884501075036 0.05457721207615805
250 B1 1 LONG 18727 -0.0036126608356008166 -0.005512024340432453 -0.010282761043399391 -0.012567653660889015 0.0021851611481920755 0.01189186131669369
251 B1 1 LONG 18751 0.0006667187848017189 0.0016962977931903231 -0.004363172932397413 -0.003137413396622407 -0.0023261405390096438 0.0020414575180657006
252 S3 -1 SHORT 18839 -0.004400719217402247 0.008440901311859969 0.019923931309167635 0.021856595972506335 0.003410402656524197 -0.04234376982567334
253 S1 -1 SHORT 18991 -0.004040538758708774 -0.004587663474347991 0.0008108357974153282 -0.04833187584967256 -0.0358889564164392 -0.03507054271437513
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255 S1 -1 SHORT 19063 -0.003916668402163204 -0.018347668534060852 -0.011339039645681004 0.018840549527597866 0.013607680613116268 0.054737558225906105
256 S2 -1 SHORT 19163 -0.005918199497071213 -0.0205173108811886 -0.017677815463806357 -0.017119661918423852 -0.03915048439754108 -0.026485714665410533
257 B3 1 LONG 19219 -0.0002082129380969775 -0.003848398318432611 -0.006004181255736602 -0.01658479790597286 -0.004502781838166263 0.022508243532651063
258 B1 1 LONG 19255 0.002859525628865103 0.011676978374051574 0.016064750723961484 -0.008183244325301464 -0.007697110999045893 -0.005740005280413838
259 S1 -1 SHORT 19279 0.00021256816352443683 0.00047898692847510554 -0.0023779291892932018 -0.00029050982348339697 -0.010617071207500496 -0.03136514108857557
260 S1 -1 SHORT 19359 -0.00326888066216829 -0.010266857069377423 -0.008005035294436056 -0.002121050102533174 0.013158090648835667 0.050534323246952687
261 S2 -1 SHORT 19507 -0.0032485409875281502 -0.0013871765436939377 -4.1049101803105564e-05 0.0056265579195749005 0.01145694586189679 -0.01420015825136484
262 B1 1 LONG 19507 0.0032485409875281502 0.0013871765436939377 4.1049101803105564e-05 -0.0056265579195749005 -0.01145694586189679 0.01420015825136484
263 B2 1 LONG 19559 -0.00044461587012163244 -0.006206388723307268 -0.007861425716189207 -0.024683894947228082 -0.03919913040429192 -0.07301097513938076
264 S1 -1 SHORT 19559 0.00044461587012163244 0.006206388723307268 0.007861425716189207 0.024683894947228082 0.03919913040429192 0.07301097513938076
265 S3 -1 SHORT 19603 0.0003393661730706 0.0003681516966791863 -0.0058252809618606965 -0.004614773942738107 -0.01480030421753385 -0.011747523687456008
266 S2 -1 SHORT 19623 0.0013137799090207412 0.0016601400668534386 0.0014451578999228588 0.0066614613114210335 0.0030082574053145383 -0.009160629001989946
267 S1 -1 SHORT 19735 0.007022196839787123 0.006935484594373485 0.013062153244458223 0.0036852704300777872 0.005051735814698835 -0.0006294112986056645
268 S1 -1 SHORT 19807 -0.0015736501196334312 -0.003367401635637991 0.0005390238278477678 -0.00830695610249842 -0.03451249786636402 -0.03040244117902479
269 B3 1 LONG 19875 0.0037749299743473157 0.006145136935935568 0.007246742894992312 0.004260478588148001 -0.003108353120141005 0.01117463471588373
270 S1 -1 SHORT 19975 0.0004998038479312296 0.0029597322838383257 0.008069458773861097 0.007374200907186029 0.009539552214843098 -0.038489084591103125
271 B3 1 LONG 20067 0.0006412662871617153 0.0017902017183264556 -0.002907073835132993 -0.0146422468901925 0.0034053911791151427 0.0333578706752936
272 S1 -1 SHORT 20115 -0.0013200925623956985 -0.0014864034363983585 0.003497725568867606 0.011483246128399828 0.017027375029721573 0.026588950981169302
273 S1 -1 SHORT 20191 -0.005422748191978885 -0.00857462195923742 0.0010151216305062077 0.007021696252465483 -0.018912557527942183 -0.02747928994082844
274 B3 1 LONG 20195 -0.0056996425780968816 -0.01020046251519807 -0.008756902064304609 -0.011803691483778708 0.020567137339791618 0.016961508108412307
275 S1 -1 SHORT 20207 -0.000509908478637702 -0.01677716868401678 -0.015563350557491237 -0.021912956394304718 -0.03281110315881101 -0.02675380989458396
276 S2 -1 SHORT 20215 0.000125673571873779 -0.0017696890733241172 -0.002780207181859955 -0.01141321213955409 0.0035329662297159006 -0.003039248625926201
277 B1 1 LONG 20239 -0.002397156229209156 -0.00828364895890366 -0.0023369068480472524 -0.0037675091752117215 -0.004089266508650913 -0.007867030897677471
278 B3 1 LONG 20295 0.0009664985968303127 -0.0004204980508298044 0.001938172554286336 0.0016574092403475159 0.009842242069730183 0.003459728578211915
279 B2 1 LONG 20343 -0.0022420531526837653 0.00039994788952575676 0.0020297029702970675 0.0037415320479415983 -0.007311099531005694 0.0031761334028140033
280 S1 -1 SHORT 20343 0.0022420531526837653 -0.00039994788952575676 -0.0020297029702970675 -0.0037415320479415983 0.007311099531005694 -0.0031761334028140033
281 S2 -1 SHORT 20375 -0.0022648008272812604 -0.002490232391108035 -0.01213791693371121 -0.017135420148077004 0.010217816695304414 -0.0016370001349967321
282 B1 1 LONG 20415 -0.0026549598942725906 -0.0014903890190125248 0.00036769035499791713 0.002893108095730419 0.013170118943250068 0.023011397092498408
283 B3 1 LONG 20615 0.00047532786394402136 0.0027945785176757094 0.0023679062618520434 0.0005576681238397146 0.009253298600714577 0.01529782222488369
284 B1 1 LONG 20735 0.003174491066147175 0.00051331659273811 0.0014554480295326572 0.00386690091728529 0.02630148458221445 -0.0021478578806709554
285 B2 1 LONG 20771 -0.0028815332437354155 -0.018136782238239012 -0.016348543907393934 -0.02048593918500514 -0.027894532408562232 -0.03216471151781858
286 S3 -1 SHORT 20843 -0.004464435958837541 0.011458158048022743 0.01136107695294799 0.0024839816193125905 0.0007067503721442731 0.0073186201540352625
287 B1 1 LONG 20935 -0.001671257346487818 -0.0010973685128910966 0.001607922768005552 -0.008432546735102405 -0.022849564865594828 -0.008423498938176366
288 B1 1 LONG 20971 0.017082403439127238 0.007946069427711835 0.011362813448409798 0.010940164188045928 0.005190290916990857 0.01802118512959265
289 S3 -1 SHORT 20999 -0.001164476835738626 -0.0004387883728870705 -0.004241188207757169 -0.006941424348600448 -0.004842250387185302 0.00716730948730572
290 B2 1 LONG 21007 0.0005854452873593304 0.0015896196544192718 -0.0006629877095261241 0.00188945035346417 -0.00966695529679362 -0.019017279036406168
291 S3 -1 SHORT 21163 -0.0025706626188931464 -0.005394311082820301 -0.0045306228484302755 0.0027529212384336393 0.032949366107241515 0.055652805490608886
292 B2 1 LONG 21327 -0.0002803214352457719 -0.0011277299119081836 -0.003682843683745844 0.01798568105220425 0.022208224050934727 0.017708581702421147
293 B1 1 LONG 21543 -0.001685859135078324 -0.0002946456506354433 -0.0002703449784180097 0.0009006436640554011 -0.016210067160982885 -0.0208302324663056
294 S3 -1 SHORT 21643 9.545344297436911e-05 -0.005326615080079202 -0.005614540219542964 -0.005023041835209802 -0.004613061473582132 -0.011247858165572649
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296 B1 1 LONG 21723 0.00025516469286144877 0.0007973896651920273 0.0010908290619827167 -0.022269498569482963 -0.026368081448569985 -0.054299046640916226
297 S3 -1 SHORT 21743 0.004329153235317171 0.004717351993081217 -0.004455276882354483 -0.010754907356448453 0.028687396807925057 0.012360117409649582
298 B1 1 LONG 21787 -0.0004186223306547086 0.004819180270497054 0.005252873005055356 0.008181554830315723 0.01837752031574171 0.009966560448227375
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300 B2 1 LONG 21867 -0.0023122318406740647 -0.0004094227642413087 -0.005206716546888062 -0.014836541317300916 -0.01662357100548521 0.0067772891179121025
301 B3 1 LONG 22011 -0.0004757163403031079 -0.004905725981066197 -0.006272817789578516 -0.024043430847280875 0.011862879901379712 0.008248383986850655
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303 S1 -1 SHORT 22127 0.0006143818367522194 -1.5593447633304485e-05 9.512003056313468e-05 -0.00021051154304961055 -0.002066131811412844 -0.00031810633171943417
304 B3 1 LONG 22139 -0.00011842433308399627 0.0022594116180503616 -0.00043318374470211466 0.002329531288955373 -0.004980054849164774 -0.021749563699825527
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309 S2 -1 SHORT 22491 0.00039833350899279535 0.0017033794800895468 0.0010648059170351024 0.00041848267481726253 -0.013272100535037782 -0.0068259174070192585
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311 B1 1 LONG 22559 0.0003740008387634101 0.000804336531901199 0.0006353319687779491 0.011847532846349791 -0.005312689738919248 0.012371759963444917
312 B1 1 LONG 22599 0.001405071861156046 -0.0003910706060202558 0.0008625193603136435 -0.002459262190428177 -0.01414037116155692 -0.025884855211131735
313 B3 1 LONG 22603 -0.00044150382996851654 0.0007533352063799297 -0.0012365194678489277 -0.0068572028416791515 -0.03215876848218389 -0.02676038074302316
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326 S1 -1 SHORT 23223 0.004461718680207079 0.004664295303871373 0.009693480178317868