DC 季度调仓模型最新结果

策略基本逻辑：本策略是 Donchian Channel 突破系统。空仓时，若收盘价向上突破长期通道上轨则开多，若收盘价向下突破长期通道下轨则开空；仓位大小由风险资本、risk_level、ATR 和合约乘数计算。持仓后，如果多头价格跌破短期通道下轨且持仓时间超过长期窗口，则平多；如果空头价格突破短期通道上轨且持仓时间超过长期窗口，则平空。持仓早期还设置了硬止损：多头相对入场价回撤固定比例平仓，空头相对入场价反向上涨固定比例平仓。

逐日调仓模型持仓

最新持仓更新时间 多头品种个数 空头品种个数 空仓个数 多头占用保证金金额 空头占用保证金金额 总占用保证金金额
2026-08-24 15:00:00 20 10 17 2,403,749.05 1,066,161.10 3,469,910.15
2026-08-24 全部持仓 47 行；较前一交易日变化 2 行
seq exchange symbol continuous_symbol position position_change contract_size market_value margin_ratio margin_required latest_holdings_update_time signal_bar_time entry_bar_time exit_bar_time trade_time trade_price entry_direction bar_since_enter
1CFFEXIF2609.CFFEXIF889.CFFEX00300.00.0012.00%0.002026-08-24 15:00:00flat
2CFFEXTF2612.CFFEXTF889.CFFEX16010000.017,623,200.001.20%211,478.402026-08-24 15:00:002026-06-29 15:00:002026-06-30 09:30:002026-06-30 09:30:00106.5300 (TF2609.CFFEX)long40
3SHFEAG2610.SHFEag889.SHFE1015.0219,585.0022.00%48,308.702026-08-24 15:00:002026-08-21 15:00:002026-08-21 21:00:002026-08-21 21:00:0016,220.0000 (AG2610.SHFE)long1
4SHFEAL2610.SHFEal889.SHFE1205.01,049,100.0011.00%115,401.002026-08-24 15:00:002026-07-30 15:00:002026-07-30 21:00:002026-07-30 21:00:0023,455.0000 (AL2609.SHFE)long17
5SHFEAO2610.SHFEao889.SHFE-14020.0944,160.0011.00%103,857.602026-08-24 15:00:002026-07-07 15:00:002026-07-07 21:00:002026-07-07 21:00:002,720.0000 (AO2609.SHFE)short34
6SHFEAU2610.SHFEau889.SHFE101000.0895,630.0016.00%143,300.802026-08-24 15:00:002026-08-06 15:00:002026-08-06 21:00:002026-08-06 21:00:00913.0000 (AU2610.SHFE)long12
7SHFEBU2610.SHFEbu889.SHFE21010.0775,950.0012.00%93,114.002026-08-24 15:00:002026-08-19 15:00:002026-08-19 21:00:002026-08-19 21:00:004,310.0000 (BU2610.SHFE)long3
8SHFECU2610.SHFEcu889.SHFE205.01,282,300.0011.00%141,053.002026-08-24 15:00:002026-08-05 15:00:002026-08-05 21:00:002026-08-05 21:00:00107,490.0000 (CU2609.SHFE)long13
9SHFENI2610.SHFEni889.SHFE-701.01,122,800.0012.00%134,736.002026-08-24 15:00:002026-08-14 15:00:002026-08-14 21:00:002026-08-14 21:00:00128,360.0000 (NI2609.SHFE)short6
10SHFEPB2610.SHFEpb889.SHFE23235.02,435,125.0011.00%267,863.752026-08-24 15:00:002026-08-24 15:00:002026-08-24 21:00:002026-08-24 21:00:0016,080.0000 (PB2610.SHFE)long0
11SHFERB2610.SHFErb889.SHFE05410.00.007.00%0.002026-08-24 15:00:002026-08-24 15:00:002026-08-24 21:00:002026-08-24 21:00:003,037.0000 (RB2610.SHFE)exit_short
12SHFERU2701.SHFEru889.SHFE005.00.009.00%0.002026-08-24 15:00:00flat
13SHFESN2610.SHFEsn889.SHFE001.00.0014.00%0.002026-08-24 15:00:00flat
14SHFESP2611.SHFEsp889.SHFE-27010.01,448,820.007.00%101,417.402026-08-24 15:00:002026-08-11 15:00:002026-08-11 21:00:002026-08-11 21:00:004,632.0000 (SP2611.SHFE)short9
15SHFESS2610.SHFEss889.SHFE-2005.01,920,500.007.00%134,435.002026-08-24 15:00:002026-08-14 15:00:002026-08-14 21:00:002026-08-14 21:00:0014,400.0000 (SS2610.SHFE)short6
16SHFEZN2610.SHFEzn889.SHFE1305.01,959,750.0011.00%215,572.502026-08-24 15:00:002026-08-03 15:00:002026-08-03 21:00:002026-08-03 21:00:0025,010.0000 (ZN2609.SHFE)long15
17INELU2610.INElu889.INE0010.00.0016.00%0.002026-08-24 15:00:00flat
18INENR2610.INEnr889.INE7010.0814,450.009.00%73,300.502026-08-24 15:00:002026-08-20 15:00:002026-08-20 21:00:002026-08-20 21:00:0015,160.0000 (NR2610.INE)long2
19INESC2610.INEsc889.INE001000.00.0016.00%0.002026-08-24 15:00:00flat
20DCEA2611.DCEa889.DCE37010.02,178,190.007.00%152,473.302026-08-24 15:00:002026-08-07 15:00:002026-08-07 21:00:002026-08-07 21:00:004,820.0000 (A2611.DCE)long11
21DCEC2611.DCEc889.DCE0010.00.007.00%0.002026-08-24 15:00:00flat
22DCECS2611.DCEcs889.DCE-80010.01,825,600.006.00%109,536.002026-08-24 15:00:002026-05-11 15:00:002026-05-11 21:00:002026-05-11 21:00:002,703.0000 (CS2607.DCE)short74
23DCEEB2610.DCEeb889.DCE005.00.007.00%0.002026-08-24 15:00:00flat
24DCEEG2610.DCEeg889.DCE16010.0711,040.007.00%49,772.802026-08-24 15:00:002026-08-18 15:00:002026-08-18 21:00:002026-08-18 21:00:005,221.0000 (EG2609.DCE)long4
25DCEI2701.DCEi889.DCE-150100.03,409,500.0011.00%375,045.002026-08-24 15:00:002026-07-30 15:00:002026-07-30 21:00:002026-07-30 21:00:00739.0000 (I2609.DCE)short17
26DCEJ2701.DCEj889.DCE40100.01,260,800.0012.00%151,296.002026-08-24 15:00:002026-08-17 15:00:002026-08-17 21:00:002026-08-17 21:00:001,920.0000 (J2609.DCE)long5
27DCEJD2610.DCEjd889.DCE-34010.063,580.007.00%4,450.602026-08-24 15:00:002026-08-07 15:00:002026-08-10 09:00:002026-08-10 09:00:003,973.0000 (JD2610.DCE)short11
28DCEJM2701.DCEjm889.DCE8060.01,131,360.0012.00%135,763.202026-08-24 15:00:002026-08-11 15:00:002026-08-11 21:00:002026-08-11 21:00:001,281.5000 (JM2609.DCE)long9
29DCEL2701.DCEl889.DCE2705.01,497,150.007.00%104,800.502026-08-24 15:00:002026-08-18 15:00:002026-08-18 21:00:002026-08-18 21:00:007,694.0000 (L2701.DCE)long4
30DCELH2611.DCElh889.DCE-7016.0339,920.008.00%27,193.602026-08-24 15:00:002026-01-29 15:00:002026-01-30 09:00:002026-01-30 09:00:0011,165.0000 (LH2603.DCE)short136
31DCEM2701.DCEm889.DCE0010.00.007.00%0.002026-08-24 15:00:00flat
32DCEP2701.DCEp889.DCE12010.01,592,640.008.00%127,411.202026-08-24 15:00:002026-07-24 15:00:002026-07-24 21:00:002026-07-24 21:00:009,554.0000 (P2609.DCE)long21
33DCEPG2610.DCEpg889.DCE0020.00.0011.00%0.002026-08-24 15:00:00flat
34DCEPP2701.DCEpp889.DCE005.00.007.00%0.002026-08-24 15:00:00flat
35DCEV2701.DCEv889.DCE005.00.007.00%0.002026-08-24 15:00:00flat
36DCEY2701.DCEy889.DCE21010.02,061,150.007.00%144,280.502026-08-24 15:00:002026-08-19 15:00:002026-08-19 21:00:002026-08-19 21:00:008,689.0000 (Y2701.DCE)long3
37CZCEAP2610.CZCEAP889.CZCE0010.00.009.00%0.002026-08-24 15:00:00flat
38CZCECF2701.CZCECF889.CZCE2305.0868,825.007.00%60,817.752026-08-24 15:00:002026-08-12 15:00:002026-08-12 21:00:002026-08-12 21:00:0016,750.0000 (CF2701.CZCE)long8
39CZCECJ2701.CZCECJ889.CZCE005.00.008.00%0.002026-08-24 15:00:00flat
40CZCEFG2701.CZCEFG889.CZCE0020.00.009.00%0.002026-08-24 15:00:00flat
41CZCEMA2610.CZCEMA889.CZCE28010.0751,800.007.00%52,626.002026-08-24 15:00:002026-08-19 15:00:002026-08-19 21:00:002026-08-19 21:00:002,772.0000 (MA2610.CZCE)long3
42CZCEPF2610.CZCEPF889.CZCE005.00.007.00%0.002026-08-24 15:00:00flat
43CZCEPK2611.CZCEPK889.CZCE-5505.01,970,100.007.00%137,907.002026-08-24 15:00:002026-07-20 15:00:002026-07-21 09:00:002026-07-21 09:00:008,170.0000 (PK2611.CZCE)short25
44CZCESF2611.CZCESF889.CZCE3905.01,404,780.007.00%98,334.602026-08-24 15:00:002026-08-06 15:00:002026-08-07 09:00:002026-08-07 09:00:005,926.0000 (SF2611.CZCE)long12
45CZCESM2611.CZCESM889.CZCE-4205.02,095,800.007.00%146,706.002026-08-24 15:00:002026-07-23 15:00:002026-07-24 09:00:002026-07-24 09:00:005,664.0000 (SM2609.CZCE)short22
46CZCESR2701.CZCESR889.CZCE44010.01,680,800.006.00%100,848.002026-08-24 15:00:002026-08-19 15:00:002026-08-19 21:00:002026-08-19 21:00:005,340.0000 (SR2701.CZCE)long3
47CZCETA2701.CZCETA889.CZCE005.00.007.00%0.002026-08-24 15:00:00flat
2026-08-21 全部持仓 47 行；较前一交易日变化 1 行
seq exchange symbol continuous_symbol position position_change contract_size market_value margin_ratio margin_required latest_holdings_update_time signal_bar_time entry_bar_time exit_bar_time trade_time trade_price entry_direction bar_since_enter
1CFFEXIF2609.CFFEXIF889.CFFEX00300.00.0012.00%0.002026-08-21 15:00:00flat
2CFFEXTF2609.CFFEXTF889.CFFEX16010000.017,616,800.001.20%211,401.602026-08-21 15:00:002026-06-29 15:00:002026-06-30 09:30:002026-06-30 09:30:00106.5300 (TF2609.CFFEX)long39
3SHFEAG2610.SHFEag889.SHFE1115.0218,505.0022.00%48,071.102026-08-21 15:00:002026-08-21 15:00:002026-08-21 21:00:002026-08-21 21:00:0016,220.0000 (AG2610.SHFE)long0
4SHFEAL2610.SHFEal889.SHFE1205.01,045,800.0011.00%115,038.002026-08-21 15:00:002026-07-30 15:00:002026-07-30 21:00:002026-07-30 21:00:0023,455.0000 (AL2609.SHFE)long16
5SHFEAO2610.SHFEao889.SHFE-14020.0946,400.0011.00%104,104.002026-08-21 15:00:002026-07-07 15:00:002026-07-07 21:00:002026-07-07 21:00:002,720.0000 (AO2609.SHFE)short33
6SHFEAU2610.SHFEau889.SHFE101000.0876,250.0016.00%140,200.002026-08-21 15:00:002026-08-06 15:00:002026-08-06 21:00:002026-08-06 21:00:00913.0000 (AU2610.SHFE)long11
7SHFEBU2610.SHFEbu889.SHFE21010.0768,390.0012.00%92,206.802026-08-21 15:00:002026-08-19 15:00:002026-08-19 21:00:002026-08-19 21:00:004,310.0000 (BU2610.SHFE)long2
8SHFECU2609.SHFEcu889.SHFE205.01,280,100.0011.00%140,811.002026-08-21 15:00:002026-08-05 15:00:002026-08-05 21:00:002026-08-05 21:00:00107,490.0000 (CU2609.SHFE)long12
9SHFENI2610.SHFEni889.SHFE-701.01,118,180.0012.00%134,181.602026-08-21 15:00:002026-08-14 15:00:002026-08-14 21:00:002026-08-14 21:00:00128,360.0000 (NI2609.SHFE)short5
10SHFEPB2610.SHFEpb889.SHFE005.00.0011.00%0.002026-08-21 15:00:00flat
11SHFERB2610.SHFErb889.SHFE-54010.01,939,680.007.00%135,777.602026-08-21 15:00:002026-06-23 15:00:002026-06-23 21:00:002026-06-23 21:00:003,127.0000 (RB2610.SHFE)short43
12SHFERU2701.SHFEru889.SHFE005.00.009.00%0.002026-08-21 15:00:00flat
13SHFESN2609.SHFEsn889.SHFE001.00.0014.00%0.002026-08-21 15:00:00flat
14SHFESP2611.SHFEsp889.SHFE-27010.01,455,840.007.00%101,908.802026-08-21 15:00:002026-08-11 15:00:002026-08-11 21:00:002026-08-11 21:00:004,632.0000 (SP2611.SHFE)short8
15SHFESS2610.SHFEss889.SHFE-2005.01,919,000.007.00%134,330.002026-08-21 15:00:002026-08-14 15:00:002026-08-14 21:00:002026-08-14 21:00:0014,400.0000 (SS2610.SHFE)short5
16SHFEZN2610.SHFEzn889.SHFE1305.01,947,075.0011.00%214,178.252026-08-21 15:00:002026-08-03 15:00:002026-08-03 21:00:002026-08-03 21:00:0025,010.0000 (ZN2609.SHFE)long14
17INELU2610.INElu889.INE0010.00.0016.00%0.002026-08-21 15:00:00flat
18INENR2610.INEnr889.INE7010.0802,900.009.00%72,261.002026-08-21 15:00:002026-08-20 15:00:002026-08-20 21:00:002026-08-20 21:00:0015,160.0000 (NR2610.INE)long1
19INESC2610.INEsc889.INE001000.00.0016.00%0.002026-08-21 15:00:00flat
20DCEA2611.DCEa889.DCE37010.02,174,860.007.00%152,240.202026-08-21 15:00:002026-08-07 15:00:002026-08-07 21:00:002026-08-07 21:00:004,820.0000 (A2611.DCE)long10
21DCEC2611.DCEc889.DCE0010.00.007.00%0.002026-08-21 15:00:00flat
22DCECS2611.DCEcs889.DCE-80010.01,825,600.006.00%109,536.002026-08-21 15:00:002026-05-11 15:00:002026-05-11 21:00:002026-05-11 21:00:002,703.0000 (CS2607.DCE)short73
23DCEEB2610.DCEeb889.DCE005.00.007.00%0.002026-08-21 15:00:00flat
24DCEEG2610.DCEeg889.DCE16010.0678,720.007.00%47,510.402026-08-21 15:00:002026-08-18 15:00:002026-08-18 21:00:002026-08-18 21:00:005,221.0000 (EG2609.DCE)long3
25DCEI2701.DCEi889.DCE-150100.03,396,750.0011.00%373,642.502026-08-21 15:00:002026-07-30 15:00:002026-07-30 21:00:002026-07-30 21:00:00739.0000 (I2609.DCE)short16
26DCEJ2701.DCEj889.DCE40100.01,247,600.0012.00%149,712.002026-08-21 15:00:002026-08-17 15:00:002026-08-17 21:00:002026-08-17 21:00:001,920.0000 (J2609.DCE)long4
27DCEJD2610.DCEjd889.DCE-34010.047,600.007.00%3,332.002026-08-21 15:00:002026-08-07 15:00:002026-08-10 09:00:002026-08-10 09:00:003,973.0000 (JD2610.DCE)short10
28DCEJM2701.DCEjm889.DCE8060.01,130,160.0012.00%135,619.202026-08-21 15:00:002026-08-11 15:00:002026-08-11 21:00:002026-08-11 21:00:001,281.5000 (JM2609.DCE)long8
29DCEL2701.DCEl889.DCE2705.01,504,440.007.00%105,310.802026-08-21 15:00:002026-08-18 15:00:002026-08-18 21:00:002026-08-18 21:00:007,694.0000 (L2701.DCE)long3
30DCELH2611.DCElh889.DCE-7016.0315,280.008.00%25,222.402026-08-21 15:00:002026-01-29 15:00:002026-01-30 09:00:002026-01-30 09:00:0011,165.0000 (LH2603.DCE)short135
31DCEM2701.DCEm889.DCE0010.00.007.00%0.002026-08-21 15:00:00flat
32DCEP2701.DCEp889.DCE12010.01,594,440.008.00%127,555.202026-08-21 15:00:002026-07-24 15:00:002026-07-24 21:00:002026-07-24 21:00:009,554.0000 (P2609.DCE)long20
33DCEPG2610.DCEpg889.DCE0020.00.0011.00%0.002026-08-21 15:00:00flat
34DCEPP2701.DCEpp889.DCE005.00.007.00%0.002026-08-21 15:00:00flat
35DCEV2701.DCEv889.DCE005.00.007.00%0.002026-08-21 15:00:00flat
36DCEY2701.DCEy889.DCE21010.02,065,140.007.00%144,559.802026-08-21 15:00:002026-08-19 15:00:002026-08-19 21:00:002026-08-19 21:00:008,689.0000 (Y2701.DCE)long2
37CZCEAP2610.CZCEAP889.CZCE0010.00.009.00%0.002026-08-21 15:00:00flat
38CZCECF2701.CZCECF889.CZCE2305.0872,275.007.00%61,059.252026-08-21 15:00:002026-08-12 15:00:002026-08-12 21:00:002026-08-12 21:00:0016,750.0000 (CF2701.CZCE)long7
39CZCECJ2701.CZCECJ889.CZCE005.00.008.00%0.002026-08-21 15:00:00flat
40CZCEFG2701.CZCEFG889.CZCE0020.00.009.00%0.002026-08-21 15:00:00flat
41CZCEMA2610.CZCEMA889.CZCE28010.0750,400.007.00%52,528.002026-08-21 15:00:002026-08-19 15:00:002026-08-19 21:00:002026-08-19 21:00:002,772.0000 (MA2610.CZCE)long2
42CZCEPF2610.CZCEPF889.CZCE005.00.007.00%0.002026-08-21 15:00:00flat
43CZCEPK2611.CZCEPK889.CZCE-5505.01,986,600.007.00%139,062.002026-08-21 15:00:002026-07-20 15:00:002026-07-21 09:00:002026-07-21 09:00:008,170.0000 (PK2611.CZCE)short24
44CZCESF2611.CZCESF889.CZCE3905.01,410,630.007.00%98,744.102026-08-21 15:00:002026-08-06 15:00:002026-08-07 09:00:002026-08-07 09:00:005,926.0000 (SF2611.CZCE)long11
45CZCESM2611.CZCESM889.CZCE-4205.02,096,220.007.00%146,735.402026-08-21 15:00:002026-07-23 15:00:002026-07-24 09:00:002026-07-24 09:00:005,664.0000 (SM2609.CZCE)short21
46CZCESR2701.CZCESR889.CZCE44010.01,684,320.006.00%101,059.202026-08-21 15:00:002026-08-19 15:00:002026-08-19 21:00:002026-08-19 21:00:005,340.0000 (SR2701.CZCE)long2
47CZCETA2701.CZCETA889.CZCE005.00.007.00%0.002026-08-21 15:00:00flat
2026-08-20 全部持仓 47 行；较前一交易日变化 6 行
seq exchange symbol continuous_symbol position position_change contract_size market_value margin_ratio margin_required latest_holdings_update_time signal_bar_time entry_bar_time exit_bar_time trade_time trade_price entry_direction bar_since_enter
1CFFEXIF2609.CFFEXIF889.CFFEX00300.00.0012.00%0.002026-08-20 15:00:00flat
2CFFEXTF2609.CFFEXTF889.CFFEX16010000.017,623,200.001.20%211,478.402026-08-20 15:00:002026-06-29 15:00:002026-06-30 09:30:002026-06-30 09:30:00106.5300 (TF2609.CFFEX)long38
3SHFEAG2610.SHFEag889.SHFE0-115.00.0022.00%0.002026-08-20 15:00:002026-08-20 15:00:002026-08-20 21:00:002026-08-20 21:00:0015,850.0000 (AG2610.SHFE)exit_long
4SHFEAL2610.SHFEal889.SHFE1205.01,038,900.0011.00%114,279.002026-08-20 15:00:002026-07-30 15:00:002026-07-30 21:00:002026-07-30 21:00:0023,455.0000 (AL2609.SHFE)long15
5SHFEAO2610.SHFEao889.SHFE-14020.0936,600.0011.00%103,026.002026-08-20 15:00:002026-07-07 15:00:002026-07-07 21:00:002026-07-07 21:00:002,720.0000 (AO2609.SHFE)short32
6SHFEAU2610.SHFEau889.SHFE101000.0861,750.0016.00%137,880.002026-08-20 15:00:002026-08-06 15:00:002026-08-06 21:00:002026-08-06 21:00:00913.0000 (AU2610.SHFE)long10
7SHFEBU2610.SHFEbu889.SHFE21010.0763,560.0012.00%91,627.202026-08-20 15:00:002026-08-19 15:00:002026-08-19 21:00:002026-08-19 21:00:004,310.0000 (BU2610.SHFE)long1
8SHFECU2609.SHFEcu889.SHFE205.01,274,600.0011.00%140,206.002026-08-20 15:00:002026-08-05 15:00:002026-08-05 21:00:002026-08-05 21:00:00107,490.0000 (CU2609.SHFE)long11
9SHFENI2609.SHFEni889.SHFE-701.01,124,620.0012.00%134,954.402026-08-20 15:00:002026-08-14 15:00:002026-08-14 21:00:002026-08-14 21:00:00128,360.0000 (NI2609.SHFE)short4
10SHFEPB2610.SHFEpb889.SHFE005.00.0011.00%0.002026-08-20 15:00:00flat
11SHFERB2610.SHFErb889.SHFE-54010.01,935,900.007.00%135,513.002026-08-20 15:00:002026-06-23 15:00:002026-06-23 21:00:002026-06-23 21:00:003,127.0000 (RB2610.SHFE)short42
12SHFERU2701.SHFEru889.SHFE005.00.009.00%0.002026-08-20 15:00:00flat
13SHFESN2609.SHFEsn889.SHFE0-11.00.0014.00%0.002026-08-20 15:00:00flat
14SHFESP2611.SHFEsp889.SHFE-27010.01,431,000.007.00%100,170.002026-08-20 15:00:002026-08-11 15:00:002026-08-11 21:00:002026-08-11 21:00:004,632.0000 (SP2611.SHFE)short7
15SHFESS2610.SHFEss889.SHFE-2005.01,929,000.007.00%135,030.002026-08-20 15:00:002026-08-14 15:00:002026-08-14 21:00:002026-08-14 21:00:0014,400.0000 (SS2610.SHFE)short4
16SHFEZN2610.SHFEzn889.SHFE1305.01,923,675.0011.00%211,604.252026-08-20 15:00:002026-08-03 15:00:002026-08-03 21:00:002026-08-03 21:00:0025,010.0000 (ZN2609.SHFE)long13
17INELU2610.INElu889.INE0010.00.0016.00%0.002026-08-20 15:00:00flat
18INENR2610.INEnr889.INE7710.0800,100.009.00%72,009.002026-08-20 15:00:002026-08-20 15:00:002026-08-20 21:00:002026-08-20 21:00:0015,160.0000 (NR2610.INE)long0
19INESC2610.INEsc889.INE001000.00.0016.00%0.002026-08-20 15:00:00flat
20DCEA2611.DCEa889.DCE37010.02,214,820.007.00%155,037.402026-08-20 15:00:002026-08-07 15:00:002026-08-07 21:00:002026-08-07 21:00:004,820.0000 (A2611.DCE)long9
21DCEC2611.DCEc889.DCE010810.00.007.00%0.002026-08-20 15:00:00flat
22DCECS2611.DCEcs889.DCE-80010.01,820,000.006.00%109,200.002026-08-20 15:00:002026-05-11 15:00:002026-05-11 21:00:002026-05-11 21:00:002,703.0000 (CS2607.DCE)short72
23DCEEB2610.DCEeb889.DCE005.00.007.00%0.002026-08-20 15:00:00flat
24DCEEG2609.DCEeg889.DCE16010.0662,240.0013.00%86,091.202026-08-20 15:00:002026-08-18 15:00:002026-08-18 21:00:002026-08-18 21:00:005,221.0000 (EG2609.DCE)long2
25DCEI2701.DCEi889.DCE-150100.03,396,000.0011.00%373,560.002026-08-20 15:00:002026-07-30 15:00:002026-07-30 21:00:002026-07-30 21:00:00739.0000 (I2609.DCE)short15
26DCEJ2701.DCEj889.DCE40100.01,228,800.0012.00%147,456.002026-08-20 15:00:002026-08-17 15:00:002026-08-17 21:00:002026-08-17 21:00:001,920.0000 (J2609.DCE)long3
27DCEJD2610.DCEjd889.DCE-34010.031,960.007.00%2,237.202026-08-20 15:00:002026-08-07 15:00:002026-08-10 09:00:002026-08-10 09:00:003,973.0000 (JD2610.DCE)short9
28DCEJM2701.DCEjm889.DCE8060.01,134,960.0012.00%136,195.202026-08-20 15:00:002026-08-11 15:00:002026-08-11 21:00:002026-08-11 21:00:001,281.5000 (JM2609.DCE)long7
29DCEL2701.DCEl889.DCE2705.01,494,990.007.00%104,649.302026-08-20 15:00:002026-08-18 15:00:002026-08-18 21:00:002026-08-18 21:00:007,694.0000 (L2701.DCE)long2
30DCELH2611.DCElh889.DCE-7016.0308,000.008.00%24,640.002026-08-20 15:00:002026-01-29 15:00:002026-01-30 09:00:002026-01-30 09:00:0011,165.0000 (LH2603.DCE)short134
31DCEM2701.DCEm889.DCE0010.00.007.00%0.002026-08-20 15:00:00flat
32DCEP2701.DCEp889.DCE12010.01,594,440.008.00%127,555.202026-08-20 15:00:002026-07-24 15:00:002026-07-24 21:00:002026-07-24 21:00:009,554.0000 (P2609.DCE)long19
33DCEPG2610.DCEpg889.DCE0020.00.0011.00%0.002026-08-20 15:00:00flat
34DCEPP2701.DCEpp889.DCE005.00.007.00%0.002026-08-20 15:00:00flat
35DCEV2701.DCEv889.DCE005.00.007.00%0.002026-08-20 15:00:00flat
36DCEY2701.DCEy889.DCE21010.02,069,970.007.00%144,897.902026-08-20 15:00:002026-08-19 15:00:002026-08-19 21:00:002026-08-19 21:00:008,689.0000 (Y2701.DCE)long1
37CZCEAP2610.CZCEAP889.CZCE0010.00.009.00%0.002026-08-20 15:00:00flat
38CZCECF2701.CZCECF889.CZCE2305.0868,825.007.00%60,817.752026-08-20 15:00:002026-08-12 15:00:002026-08-12 21:00:002026-08-12 21:00:0016,750.0000 (CF2701.CZCE)long6
39CZCECJ2701.CZCECJ889.CZCE005.00.008.00%0.002026-08-20 15:00:00flat
40CZCEFG2701.CZCEFG889.CZCE0020.00.009.00%0.002026-08-20 15:00:00flat
41CZCEMA2610.CZCEMA889.CZCE282810.0730,240.007.00%51,116.802026-08-20 15:00:002026-08-19 15:00:002026-08-19 21:00:002026-08-19 21:00:002,772.0000 (MA2610.CZCE)long1
42CZCEPF2610.CZCEPF889.CZCE005.00.007.00%0.002026-08-20 15:00:00flat
43CZCEPK2611.CZCEPK889.CZCE-5505.01,993,750.007.00%139,562.502026-08-20 15:00:002026-07-20 15:00:002026-07-21 09:00:002026-07-21 09:00:008,170.0000 (PK2611.CZCE)short23
44CZCESF2611.CZCESF889.CZCE3905.01,399,710.007.00%97,979.702026-08-20 15:00:002026-08-06 15:00:002026-08-07 09:00:002026-08-07 09:00:005,926.0000 (SF2611.CZCE)long10
45CZCESM2611.CZCESM889.CZCE-4205.02,089,080.007.00%146,235.602026-08-20 15:00:002026-07-23 15:00:002026-07-24 09:00:002026-07-24 09:00:005,664.0000 (SM2609.CZCE)short20
46CZCESR2701.CZCESR889.CZCE444410.01,690,040.006.00%101,402.402026-08-20 15:00:002026-08-19 15:00:002026-08-19 21:00:002026-08-19 21:00:005,340.0000 (SR2701.CZCE)long1
47CZCETA2701.CZCETA889.CZCE005.00.007.00%0.002026-08-20 15:00:00flat
2026-08-19 全部持仓 47 行；较前一交易日变化 4 行
seq exchange symbol continuous_symbol position position_change contract_size market_value margin_ratio margin_required latest_holdings_update_time signal_bar_time entry_bar_time exit_bar_time trade_time trade_price entry_direction bar_since_enter
1CFFEXIF2609.CFFEXIF889.CFFEX00300.00.0012.00%0.002026-08-19 15:00:00flat
2CFFEXTF2609.CFFEXTF889.CFFEX16010000.017,628,800.001.20%211,545.602026-08-19 15:00:002026-06-29 15:00:002026-06-30 09:30:002026-06-30 09:30:00106.5300 (TF2609.CFFEX)long37
3SHFEAG2610.SHFEag889.SHFE1015.0198,420.0022.00%43,652.402026-08-19 15:00:002026-08-10 15:00:002026-08-10 21:00:002026-08-10 21:00:0015,875.0000 (AG2610.SHFE)long7
4SHFEAL2610.SHFEal889.SHFE1205.01,043,700.0011.00%114,807.002026-08-19 15:00:002026-07-30 15:00:002026-07-30 21:00:002026-07-30 21:00:0023,455.0000 (AL2609.SHFE)long14
5SHFEAO2610.SHFEao889.SHFE-14020.0938,000.0011.00%103,180.002026-08-19 15:00:002026-07-07 15:00:002026-07-07 21:00:002026-07-07 21:00:002,720.0000 (AO2609.SHFE)short31
6SHFEAU2610.SHFEau889.SHFE101000.0834,370.0016.00%133,499.202026-08-19 15:00:002026-08-06 15:00:002026-08-06 21:00:002026-08-06 21:00:00913.0000 (AU2610.SHFE)long9
7SHFEBU2610.SHFEbu889.SHFE212110.0744,450.0012.00%89,334.002026-08-19 15:00:002026-08-19 15:00:002026-08-19 21:00:002026-08-19 21:00:004,310.0000 (BU2610.SHFE)long0
8SHFECU2609.SHFEcu889.SHFE205.01,271,100.0011.00%139,821.002026-08-19 15:00:002026-08-05 15:00:002026-08-05 21:00:002026-08-05 21:00:00107,490.0000 (CU2609.SHFE)long10
9SHFENI2609.SHFEni889.SHFE-701.01,115,240.0012.00%133,828.802026-08-19 15:00:002026-08-14 15:00:002026-08-14 21:00:002026-08-14 21:00:00128,360.0000 (NI2609.SHFE)short3
10SHFEPB2610.SHFEpb889.SHFE005.00.0011.00%0.002026-08-19 15:00:00flat
11SHFERB2610.SHFErb889.SHFE-54010.01,927,800.007.00%134,946.002026-08-19 15:00:002026-06-23 15:00:002026-06-23 21:00:002026-06-23 21:00:003,127.0000 (RB2610.SHFE)short41
12SHFERU2701.SHFEru889.SHFE005.00.009.00%0.002026-08-19 15:00:00flat
13SHFESN2609.SHFEsn889.SHFE101.0416,500.0014.00%58,310.002026-08-19 15:00:002026-07-31 15:00:002026-07-31 21:00:002026-07-31 21:00:00419,000.0000 (SN2609.SHFE)long13
14SHFESP2611.SHFEsp889.SHFE-27010.01,408,860.007.00%98,620.202026-08-19 15:00:002026-08-11 15:00:002026-08-11 21:00:002026-08-11 21:00:004,632.0000 (SP2611.SHFE)short6
15SHFESS2610.SHFEss889.SHFE-2005.01,925,000.007.00%134,750.002026-08-19 15:00:002026-08-14 15:00:002026-08-14 21:00:002026-08-14 21:00:0014,400.0000 (SS2610.SHFE)short3
16SHFEZN2610.SHFEzn889.SHFE1305.01,922,050.0011.00%211,425.502026-08-19 15:00:002026-08-03 15:00:002026-08-03 21:00:002026-08-03 21:00:0025,010.0000 (ZN2609.SHFE)long12
17INELU2610.INElu889.INE0010.00.0016.00%0.002026-08-19 15:00:00flat
18INENR2610.INEnr889.INE0010.00.009.00%0.002026-08-19 15:00:00flat
19INESC2610.INEsc889.INE001000.00.0016.00%0.002026-08-19 15:00:00flat
20DCEA2611.DCEa889.DCE37010.02,194,100.007.00%153,587.002026-08-19 15:00:002026-08-07 15:00:002026-08-07 21:00:002026-08-07 21:00:004,820.0000 (A2611.DCE)long8
21DCEC2611.DCEc889.DCE-108010.01,543,320.007.00%108,032.402026-08-19 15:00:002026-06-25 15:00:002026-06-25 21:00:002026-06-25 21:00:002,329.0000 (C2609.DCE)short39
22DCECS2611.DCEcs889.DCE-80010.01,824,800.006.00%109,488.002026-08-19 15:00:002026-05-11 15:00:002026-05-11 21:00:002026-05-11 21:00:002,703.0000 (CS2607.DCE)short71
23DCEEB2610.DCEeb889.DCE005.00.007.00%0.002026-08-19 15:00:00flat
24DCEEG2609.DCEeg889.DCE161610.0660,480.0013.00%85,862.402026-08-19 15:00:002026-08-18 15:00:002026-08-18 21:00:002026-08-18 21:00:005,221.0000 (EG2609.DCE)long1
25DCEI2701.DCEi889.DCE-150100.03,403,500.0011.00%374,385.002026-08-19 15:00:002026-07-30 15:00:002026-07-30 21:00:002026-07-30 21:00:00739.0000 (I2609.DCE)short14
26DCEJ2701.DCEj889.DCE40100.01,223,000.0012.00%146,760.002026-08-19 15:00:002026-08-17 15:00:002026-08-17 21:00:002026-08-17 21:00:001,920.0000 (J2609.DCE)long2
27DCEJD2610.DCEjd889.DCE-34010.054,740.007.00%3,831.802026-08-19 15:00:002026-08-07 15:00:002026-08-10 09:00:002026-08-10 09:00:003,973.0000 (JD2610.DCE)short8
28DCEJM2701.DCEjm889.DCE8060.01,132,560.0012.00%135,907.202026-08-19 15:00:002026-08-11 15:00:002026-08-11 21:00:002026-08-11 21:00:001,281.5000 (JM2609.DCE)long6
29DCEL2701.DCEl889.DCE27275.01,501,470.007.00%105,102.902026-08-19 15:00:002026-08-18 15:00:002026-08-18 21:00:002026-08-18 21:00:007,694.0000 (L2701.DCE)long1
30DCELH2611.DCElh889.DCE-7016.0308,000.008.00%24,640.002026-08-19 15:00:002026-01-29 15:00:002026-01-30 09:00:002026-01-30 09:00:0011,165.0000 (LH2603.DCE)short133
31DCEM2701.DCEm889.DCE0010.00.007.00%0.002026-08-19 15:00:00flat
32DCEP2701.DCEp889.DCE12010.01,574,520.008.00%125,961.602026-08-19 15:00:002026-07-24 15:00:002026-07-24 21:00:002026-07-24 21:00:009,554.0000 (P2609.DCE)long18
33DCEPG2610.DCEpg889.DCE0020.00.0011.00%0.002026-08-19 15:00:00flat
34DCEPP2701.DCEpp889.DCE005.00.007.00%0.002026-08-19 15:00:00flat
35DCEV2701.DCEv889.DCE005.00.007.00%0.002026-08-19 15:00:00flat
36DCEY2701.DCEy889.DCE212110.02,048,970.007.00%143,427.902026-08-19 15:00:002026-08-19 15:00:002026-08-19 21:00:002026-08-19 21:00:008,689.0000 (Y2701.DCE)long0
37CZCEAP2610.CZCEAP889.CZCE0010.00.009.00%0.002026-08-19 15:00:00flat
38CZCECF2701.CZCECF889.CZCE2305.0861,925.007.00%60,334.752026-08-19 15:00:002026-08-12 15:00:002026-08-12 21:00:002026-08-12 21:00:0016,750.0000 (CF2701.CZCE)long5
39CZCECJ2701.CZCECJ889.CZCE005.00.008.00%0.002026-08-19 15:00:00flat
40CZCEFG2701.CZCEFG889.CZCE0020.00.009.00%0.002026-08-19 15:00:00flat
41CZCEMA2610.CZCEMA889.CZCE0010.00.007.00%0.002026-08-19 15:00:00flat
42CZCEPF2610.CZCEPF889.CZCE005.00.007.00%0.002026-08-19 15:00:00flat
43CZCEPK2611.CZCEPK889.CZCE-5505.01,991,000.007.00%139,370.002026-08-19 15:00:002026-07-20 15:00:002026-07-21 09:00:002026-07-21 09:00:008,170.0000 (PK2611.CZCE)short22
44CZCESF2611.CZCESF889.CZCE3905.01,397,760.007.00%97,843.202026-08-19 15:00:002026-08-06 15:00:002026-08-07 09:00:002026-08-07 09:00:005,926.0000 (SF2611.CZCE)long9
45CZCESM2611.CZCESM889.CZCE-4205.02,087,400.007.00%146,118.002026-08-19 15:00:002026-07-23 15:00:002026-07-24 09:00:002026-07-24 09:00:005,664.0000 (SM2609.CZCE)short19
46CZCESR2701.CZCESR889.CZCE0010.00.006.00%0.002026-08-19 15:00:00flat
47CZCETA2611.CZCETA889.CZCE005.00.007.00%0.002026-08-19 15:00:00flat
2026-08-18 全部持仓 47 行；较前一交易日变化 0 行
seq exchange symbol continuous_symbol position position_change contract_size market_value margin_ratio margin_required latest_holdings_update_time signal_bar_time entry_bar_time exit_bar_time trade_time trade_price entry_direction bar_since_enter
1CFFEXIF2609.CFFEXIF889.CFFEX00300.00.0012.00%0.002026-08-18 15:00:00flat
2CFFEXTF2609.CFFEXTF889.CFFEX16010000.017,632,000.001.20%211,584.002026-08-18 15:00:002026-06-29 15:00:002026-06-30 09:30:002026-06-30 09:30:00106.5300 (TF2609.CFFEX)long36
3SHFEAG2610.SHFEag889.SHFE1015.0206,355.0022.00%45,398.102026-08-18 15:00:002026-08-10 15:00:002026-08-10 21:00:002026-08-10 21:00:0015,875.0000 (AG2610.SHFE)long6
4SHFEAL2610.SHFEal889.SHFE1205.01,060,500.0011.00%116,655.002026-08-18 15:00:002026-07-30 15:00:002026-07-30 21:00:002026-07-30 21:00:0023,455.0000 (AL2609.SHFE)long13
5SHFEAO2610.SHFEao889.SHFE-14020.0941,640.0011.00%103,580.402026-08-18 15:00:002026-07-07 15:00:002026-07-07 21:00:002026-07-07 21:00:002,720.0000 (AO2609.SHFE)short30
6SHFEAU2610.SHFEau889.SHFE101000.0845,210.0016.00%135,233.602026-08-18 15:00:002026-08-06 15:00:002026-08-06 21:00:002026-08-06 21:00:00913.0000 (AU2610.SHFE)long8
7SHFEBU2610.SHFEbu889.SHFE0010.00.0012.00%0.002026-08-18 15:00:00flat
8SHFECU2609.SHFEcu889.SHFE205.01,281,900.0011.00%141,009.002026-08-18 15:00:002026-08-05 15:00:002026-08-05 21:00:002026-08-05 21:00:00107,490.0000 (CU2609.SHFE)long9
9SHFENI2609.SHFEni889.SHFE-701.01,121,470.0012.00%134,576.402026-08-18 15:00:002026-08-14 15:00:002026-08-14 21:00:002026-08-14 21:00:00128,360.0000 (NI2609.SHFE)short2
10SHFEPB2610.SHFEpb889.SHFE005.00.0011.00%0.002026-08-18 15:00:00flat
11SHFERB2610.SHFErb889.SHFE-54010.01,931,040.007.00%135,172.802026-08-18 15:00:002026-06-23 15:00:002026-06-23 21:00:002026-06-23 21:00:003,127.0000 (RB2610.SHFE)short40
12SHFERU2701.SHFEru889.SHFE005.00.009.00%0.002026-08-18 15:00:00flat
13SHFESN2609.SHFEsn889.SHFE101.0422,280.0014.00%59,119.202026-08-18 15:00:002026-07-31 15:00:002026-07-31 21:00:002026-07-31 21:00:00419,000.0000 (SN2609.SHFE)long12
14SHFESP2611.SHFEsp889.SHFE-27010.01,412,100.007.00%98,847.002026-08-18 15:00:002026-08-11 15:00:002026-08-11 21:00:002026-08-11 21:00:004,632.0000 (SP2611.SHFE)short5
15SHFESS2610.SHFEss889.SHFE-2005.01,932,000.007.00%135,240.002026-08-18 15:00:002026-08-14 15:00:002026-08-14 21:00:002026-08-14 21:00:0014,400.0000 (SS2610.SHFE)short2
16SHFEZN2610.SHFEzn889.SHFE1305.01,946,750.0011.00%214,142.502026-08-18 15:00:002026-08-03 15:00:002026-08-03 21:00:002026-08-03 21:00:0025,010.0000 (ZN2609.SHFE)long11
17INELU2610.INElu889.INE0010.00.0016.00%0.002026-08-18 15:00:00flat
18INENR2610.INEnr889.INE0010.00.009.00%0.002026-08-18 15:00:00flat
19INESC2610.INEsc889.INE001000.00.0016.00%0.002026-08-18 15:00:00flat
20DCEA2611.DCEa889.DCE37010.02,195,950.007.00%153,716.502026-08-18 15:00:002026-08-07 15:00:002026-08-07 21:00:002026-08-07 21:00:004,820.0000 (A2611.DCE)long7
21DCEC2611.DCEc889.DCE-108010.01,501,200.007.00%105,084.002026-08-18 15:00:002026-06-25 15:00:002026-06-25 21:00:002026-06-25 21:00:002,329.0000 (C2609.DCE)short38
22DCECS2611.DCEcs889.DCE-80010.01,781,600.006.00%106,896.002026-08-18 15:00:002026-05-11 15:00:002026-05-11 21:00:002026-05-11 21:00:002,703.0000 (CS2607.DCE)short70
23DCEEB2610.DCEeb889.DCE005.00.007.00%0.002026-08-18 15:00:00flat
24DCEEG2609.DCEeg889.DCE0010.00.0013.00%0.002026-08-18 15:00:00flat
25DCEI2701.DCEi889.DCE-150100.03,406,500.0011.00%374,715.002026-08-18 15:00:002026-07-30 15:00:002026-07-30 21:00:002026-07-30 21:00:00739.0000 (I2609.DCE)short13
26DCEJ2701.DCEj889.DCE40100.01,203,800.0012.00%144,456.002026-08-18 15:00:002026-08-17 15:00:002026-08-17 21:00:002026-08-17 21:00:001,920.0000 (J2609.DCE)long1
27DCEJD2610.DCEjd889.DCE-34010.032,640.007.00%2,284.802026-08-18 15:00:002026-08-07 15:00:002026-08-10 09:00:002026-08-10 09:00:003,973.0000 (JD2610.DCE)short7
28DCEJM2701.DCEjm889.DCE8060.01,113,360.0012.00%133,603.202026-08-18 15:00:002026-08-11 15:00:002026-08-11 21:00:002026-08-11 21:00:001,281.5000 (JM2609.DCE)long5
29DCEL2701.DCEl889.DCE005.00.007.00%0.002026-08-18 15:00:00flat
30DCELH2611.DCElh889.DCE-7016.0286,720.008.00%22,937.602026-08-18 15:00:002026-01-29 15:00:002026-01-30 09:00:002026-01-30 09:00:0011,165.0000 (LH2603.DCE)short132
31DCEM2701.DCEm889.DCE0010.00.007.00%0.002026-08-18 15:00:00flat
32DCEP2701.DCEp889.DCE12010.01,568,760.008.00%125,500.802026-08-18 15:00:002026-07-24 15:00:002026-07-24 21:00:002026-07-24 21:00:009,554.0000 (P2609.DCE)long17
33DCEPG2610.DCEpg889.DCE0020.00.0011.00%0.002026-08-18 15:00:00flat
34DCEPP2701.DCEpp889.DCE005.00.007.00%0.002026-08-18 15:00:00flat
35DCEV2701.DCEv889.DCE005.00.007.00%0.002026-08-18 15:00:00flat
36DCEY2701.DCEy889.DCE0010.00.007.00%0.002026-08-18 15:00:00flat
37CZCEAP2610.CZCEAP889.CZCE0010.00.009.00%0.002026-08-18 15:00:00flat
38CZCECF2701.CZCECF889.CZCE2305.0845,250.007.00%59,167.502026-08-18 15:00:002026-08-12 15:00:002026-08-12 21:00:002026-08-12 21:00:0016,750.0000 (CF2701.CZCE)long4
39CZCECJ2701.CZCECJ889.CZCE005.00.008.00%0.002026-08-18 15:00:00flat
40CZCEFG2701.CZCEFG889.CZCE0020.00.009.00%0.002026-08-18 15:00:00flat
41CZCEMA2610.CZCEMA889.CZCE0010.00.007.00%0.002026-08-18 15:00:00flat
42CZCEPF2610.CZCEPF889.CZCE005.00.007.00%0.002026-08-18 15:00:00flat
43CZCEPK2611.CZCEPK889.CZCE-5505.01,999,800.007.00%139,986.002026-08-18 15:00:002026-07-20 15:00:002026-07-21 09:00:002026-07-21 09:00:008,170.0000 (PK2611.CZCE)short21
44CZCESF2611.CZCESF889.CZCE3905.01,401,270.007.00%98,088.902026-08-18 15:00:002026-08-06 15:00:002026-08-07 09:00:002026-08-07 09:00:005,926.0000 (SF2611.CZCE)long8
45CZCESM2611.CZCESM889.CZCE-4205.02,082,360.007.00%145,765.202026-08-18 15:00:002026-07-23 15:00:002026-07-24 09:00:002026-07-24 09:00:005,664.0000 (SM2609.CZCE)short18
46CZCESR2701.CZCESR889.CZCE0010.00.006.00%0.002026-08-18 15:00:00flat
47CZCETA2611.CZCETA889.CZCE005.00.007.00%0.002026-08-18 15:00:00flat
2026-08-17 全部持仓 47 行；较前一交易日变化 4 行
seq exchange symbol continuous_symbol position position_change contract_size market_value margin_ratio margin_required latest_holdings_update_time signal_bar_time entry_bar_time exit_bar_time trade_time trade_price entry_direction bar_since_enter
1CFFEXIF2609.CFFEXIF889.CFFEX00300.00.0012.00%0.002026-08-17 15:00:00flat
2CFFEXTF2609.CFFEXTF889.CFFEX16010000.017,627,200.001.20%211,526.402026-08-17 15:00:002026-06-29 15:00:002026-06-30 09:30:002026-06-30 09:30:00106.5300 (TF2609.CFFEX)long35
3SHFEAG2610.SHFEag889.SHFE1015.0209,085.0022.00%45,998.702026-08-17 15:00:002026-08-10 15:00:002026-08-10 21:00:002026-08-10 21:00:0015,875.0000 (AG2610.SHFE)long5
4SHFEAL2609.SHFEal889.SHFE1205.01,065,600.0011.00%117,216.002026-08-17 15:00:002026-07-30 15:00:002026-07-30 21:00:002026-07-30 21:00:0023,455.0000 (AL2609.SHFE)long12
5SHFEAO2610.SHFEao889.SHFE-14020.0946,120.0011.00%104,073.202026-08-17 15:00:002026-07-07 15:00:002026-07-07 21:00:002026-07-07 21:00:002,720.0000 (AO2609.SHFE)short29
6SHFEAU2610.SHFEau889.SHFE101000.0844,530.0016.00%135,124.802026-08-17 15:00:002026-08-06 15:00:002026-08-06 21:00:002026-08-06 21:00:00913.0000 (AU2610.SHFE)long7
7SHFEBU2610.SHFEbu889.SHFE0010.00.0012.00%0.002026-08-17 15:00:00flat
8SHFECU2609.SHFEcu889.SHFE205.01,298,000.0011.00%142,780.002026-08-17 15:00:002026-08-05 15:00:002026-08-05 21:00:002026-08-05 21:00:00107,490.0000 (CU2609.SHFE)long8
9SHFENI2609.SHFEni889.SHFE-7-71.01,121,260.0012.00%134,551.202026-08-17 15:00:002026-08-14 15:00:002026-08-14 21:00:002026-08-14 21:00:00128,360.0000 (NI2609.SHFE)short1
10SHFEPB2610.SHFEpb889.SHFE005.00.0011.00%0.002026-08-17 15:00:00flat
11SHFERB2610.SHFErb889.SHFE-54010.01,927,260.007.00%134,908.202026-08-17 15:00:002026-06-23 15:00:002026-06-23 21:00:002026-06-23 21:00:003,127.0000 (RB2610.SHFE)short39
12SHFERU2701.SHFEru889.SHFE005.00.009.00%0.002026-08-17 15:00:00flat
13SHFESN2609.SHFEsn889.SHFE101.0428,430.0014.00%59,980.202026-08-17 15:00:002026-07-31 15:00:002026-07-31 21:00:002026-07-31 21:00:00419,000.0000 (SN2609.SHFE)long11
14SHFESP2611.SHFEsp889.SHFE-27010.01,410,480.007.00%98,733.602026-08-17 15:00:002026-08-11 15:00:002026-08-11 21:00:002026-08-11 21:00:004,632.0000 (SP2611.SHFE)short4
15SHFESS2610.SHFEss889.SHFE-20-205.01,926,500.007.00%134,855.002026-08-17 15:00:002026-08-14 15:00:002026-08-14 21:00:002026-08-14 21:00:0014,400.0000 (SS2610.SHFE)short1
16SHFEZN2610.SHFEzn889.SHFE1305.01,957,150.0011.00%215,286.502026-08-17 15:00:002026-08-03 15:00:002026-08-03 21:00:002026-08-03 21:00:0025,010.0000 (ZN2609.SHFE)long10
17INELU2610.INElu889.INE0010.00.0016.00%0.002026-08-17 15:00:00flat
18INENR2610.INEnr889.INE0010.00.009.00%0.002026-08-17 15:00:00flat
19INESC2610.INEsc889.INE001000.00.0016.00%0.002026-08-17 15:00:00flat
20DCEA2611.DCEa889.DCE37010.02,161,910.007.00%151,333.702026-08-17 15:00:002026-08-07 15:00:002026-08-07 21:00:002026-08-07 21:00:004,820.0000 (A2611.DCE)long6
21DCEC2611.DCEc889.DCE-108010.01,473,120.007.00%103,118.402026-08-17 15:00:002026-06-25 15:00:002026-06-25 21:00:002026-06-25 21:00:002,329.0000 (C2609.DCE)short37
22DCECS2611.DCEcs889.DCE-80010.01,770,400.006.00%106,224.002026-08-17 15:00:002026-05-11 15:00:002026-05-11 21:00:002026-05-11 21:00:002,703.0000 (CS2607.DCE)short69
23DCEEB2610.DCEeb889.DCE005.00.007.00%0.002026-08-17 15:00:00flat
24DCEEG2609.DCEeg889.DCE0010.00.0013.00%0.002026-08-17 15:00:00flat
25DCEI2701.DCEi889.DCE-150100.03,395,250.0011.00%373,477.502026-08-17 15:00:002026-07-30 15:00:002026-07-30 21:00:002026-07-30 21:00:00739.0000 (I2609.DCE)short12
26DCEJ2609.DCEj889.DCE44100.01,186,200.0012.00%142,344.002026-08-17 15:00:002026-08-17 15:00:002026-08-17 21:00:002026-08-17 21:00:001,920.0000 (J2609.DCE)long0
27DCEJD2610.DCEjd889.DCE-34010.015,300.007.00%1,071.002026-08-17 15:00:002026-08-07 15:00:002026-08-10 09:00:002026-08-10 09:00:003,973.0000 (JD2610.DCE)short6
28DCEJM2701.DCEjm889.DCE8060.01,101,600.0012.00%132,192.002026-08-17 15:00:002026-08-11 15:00:002026-08-11 21:00:002026-08-11 21:00:001,281.5000 (JM2609.DCE)long4
29DCEL2609.DCEl889.DCE005.00.0011.00%0.002026-08-17 15:00:00flat
30DCELH2611.DCElh889.DCE-7016.0298,480.008.00%23,878.402026-08-17 15:00:002026-01-29 15:00:002026-01-30 09:00:002026-01-30 09:00:0011,165.0000 (LH2603.DCE)short131
31DCEM2701.DCEm889.DCE0010.00.007.00%0.002026-08-17 15:00:00flat
32DCEP2701.DCEp889.DCE12010.01,555,800.008.00%124,464.002026-08-17 15:00:002026-07-24 15:00:002026-07-24 21:00:002026-07-24 21:00:009,554.0000 (P2609.DCE)long16
33DCEPG2610.DCEpg889.DCE0020.00.0011.00%0.002026-08-17 15:00:00flat
34DCEPP2609.DCEpp889.DCE005.00.0011.00%0.002026-08-17 15:00:00flat
35DCEV2609.DCEv889.DCE005.00.0011.00%0.002026-08-17 15:00:00flat
36DCEY2701.DCEy889.DCE02010.00.007.00%0.002026-08-17 15:00:002026-08-17 15:00:002026-08-17 21:00:002026-08-17 21:00:008,527.0000 (Y2701.DCE)exit_short
37CZCEAP2610.CZCEAP889.CZCE0010.00.009.00%0.002026-08-17 15:00:00flat
38CZCECF2701.CZCECF889.CZCE2305.0833,750.007.00%58,362.502026-08-17 15:00:002026-08-12 15:00:002026-08-12 21:00:002026-08-12 21:00:0016,750.0000 (CF2701.CZCE)long3
39CZCECJ2701.CZCECJ889.CZCE005.00.008.00%0.002026-08-17 15:00:00flat
40CZCEFG2609.CZCEFG889.CZCE0020.00.0010.00%0.002026-08-17 15:00:00flat
41CZCEMA2610.CZCEMA889.CZCE0010.00.007.00%0.002026-08-17 15:00:00flat
42CZCEPF2610.CZCEPF889.CZCE005.00.007.00%0.002026-08-17 15:00:00flat
43CZCEPK2611.CZCEPK889.CZCE-5505.02,002,000.007.00%140,140.002026-08-17 15:00:002026-07-20 15:00:002026-07-21 09:00:002026-07-21 09:00:008,170.0000 (PK2611.CZCE)short20
44CZCESF2611.CZCESF889.CZCE3905.01,391,130.007.00%97,379.102026-08-17 15:00:002026-08-06 15:00:002026-08-07 09:00:002026-08-07 09:00:005,926.0000 (SF2611.CZCE)long7
45CZCESM2611.CZCESM889.CZCE-4205.02,070,600.007.00%144,942.002026-08-17 15:00:002026-07-23 15:00:002026-07-24 09:00:002026-07-24 09:00:005,664.0000 (SM2609.CZCE)short17
46CZCESR2701.CZCESR889.CZCE0010.00.006.00%0.002026-08-17 15:00:00flat
47CZCETA2611.CZCETA889.CZCE005.00.007.00%0.002026-08-17 15:00:00flat
2026-08-14 全部持仓 47 行；较前一交易日变化 0 行
seq exchange symbol continuous_symbol position position_change contract_size market_value margin_ratio margin_required latest_holdings_update_time signal_bar_time entry_bar_time exit_bar_time trade_time trade_price entry_direction bar_since_enter
1CFFEXIF2609.CFFEXIF889.CFFEX00300.00.0012.00%0.002026-08-14 15:00:00flat
2CFFEXTF2609.CFFEXTF889.CFFEX16010000.017,626,400.001.20%211,516.802026-08-14 15:00:002026-06-29 15:00:002026-06-30 09:30:002026-06-30 09:30:00106.5300 (TF2609.CFFEX)long34
3SHFEAG2610.SHFEag889.SHFE1015.0202,770.0022.00%44,609.402026-08-14 15:00:002026-08-10 15:00:002026-08-10 21:00:002026-08-10 21:00:0015,875.0000 (AG2610.SHFE)long4
4SHFEAL2609.SHFEal889.SHFE1205.01,057,800.0011.00%116,358.002026-08-14 15:00:002026-07-30 15:00:002026-07-30 21:00:002026-07-30 21:00:0023,455.0000 (AL2609.SHFE)long11
5SHFEAO2610.SHFEao889.SHFE-14020.0945,840.0011.00%104,042.402026-08-14 15:00:002026-07-07 15:00:002026-07-07 21:00:002026-07-07 21:00:002,720.0000 (AO2609.SHFE)short28
6SHFEAU2610.SHFEau889.SHFE101000.0831,970.0016.00%133,115.202026-08-14 15:00:002026-08-06 15:00:002026-08-06 21:00:002026-08-06 21:00:00913.0000 (AU2610.SHFE)long6
7SHFEBU2610.SHFEbu889.SHFE0010.00.0012.00%0.002026-08-14 15:00:00flat
8SHFECU2609.SHFEcu889.SHFE205.01,279,500.0011.00%140,745.002026-08-14 15:00:002026-08-05 15:00:002026-08-05 21:00:002026-08-05 21:00:00107,490.0000 (CU2609.SHFE)long7
9SHFENI2609.SHFEni889.SHFE001.00.0012.00%0.002026-08-14 15:00:00flat
10SHFEPB2610.SHFEpb889.SHFE005.00.0011.00%0.002026-08-14 15:00:00flat
11SHFERB2610.SHFErb889.SHFE-54010.01,926,720.007.00%134,870.402026-08-14 15:00:002026-06-23 15:00:002026-06-23 21:00:002026-06-23 21:00:003,127.0000 (RB2610.SHFE)short38
12SHFERU2701.SHFEru889.SHFE005.00.009.00%0.002026-08-14 15:00:00flat
13SHFESN2609.SHFEsn889.SHFE101.0423,720.0014.00%59,320.802026-08-14 15:00:002026-07-31 15:00:002026-07-31 21:00:002026-07-31 21:00:00419,000.0000 (SN2609.SHFE)long10
14SHFESP2611.SHFEsp889.SHFE-27010.01,398,600.007.00%97,902.002026-08-14 15:00:002026-08-11 15:00:002026-08-11 21:00:002026-08-11 21:00:004,632.0000 (SP2611.SHFE)short3
15SHFESS2610.SHFEss889.SHFE005.00.007.00%0.002026-08-14 15:00:00flat
16SHFEZN2610.SHFEzn889.SHFE1305.01,946,100.0011.00%214,071.002026-08-14 15:00:002026-08-03 15:00:002026-08-03 21:00:002026-08-03 21:00:0025,010.0000 (ZN2609.SHFE)long9
17INELU2610.INElu889.INE0010.00.0016.00%0.002026-08-14 15:00:00flat
18INENR2610.INEnr889.INE0010.00.009.00%0.002026-08-14 15:00:00flat
19INESC2610.INEsc889.INE001000.00.0016.00%0.002026-08-14 15:00:00flat
20DCEA2611.DCEa889.DCE37010.02,165,980.007.00%151,618.602026-08-14 15:00:002026-08-07 15:00:002026-08-07 21:00:002026-08-07 21:00:004,820.0000 (A2611.DCE)long5
21DCEC2611.DCEc889.DCE-108010.01,501,200.007.00%105,084.002026-08-14 15:00:002026-06-25 15:00:002026-06-25 21:00:002026-06-25 21:00:002,329.0000 (C2609.DCE)short36
22DCECS2611.DCEcs889.DCE-80010.01,796,000.006.00%107,760.002026-08-14 15:00:002026-05-11 15:00:002026-05-11 21:00:002026-05-11 21:00:002,703.0000 (CS2607.DCE)short68
23DCEEB2610.DCEeb889.DCE005.00.007.00%0.002026-08-14 15:00:00flat
24DCEEG2609.DCEeg889.DCE0010.00.0013.00%0.002026-08-14 15:00:00flat
25DCEI2701.DCEi889.DCE-150100.03,401,250.0011.00%374,137.502026-08-14 15:00:002026-07-30 15:00:002026-07-30 21:00:002026-07-30 21:00:00739.0000 (I2609.DCE)short11
26DCEJ2609.DCEj889.DCE00100.00.0012.00%0.002026-08-14 15:00:00flat
27DCEJD2610.DCEjd889.DCE-34010.05,780.007.00%404.602026-08-14 15:00:002026-08-07 15:00:002026-08-10 09:00:002026-08-10 09:00:003,973.0000 (JD2610.DCE)short5
28DCEJM2701.DCEjm889.DCE8060.01,098,480.0012.00%131,817.602026-08-14 15:00:002026-08-11 15:00:002026-08-11 21:00:002026-08-11 21:00:001,281.5000 (JM2609.DCE)long3
29DCEL2609.DCEl889.DCE005.00.0011.00%0.002026-08-14 15:00:00flat
30DCELH2611.DCElh889.DCE-7016.0308,000.008.00%24,640.002026-08-14 15:00:002026-01-29 15:00:002026-01-30 09:00:002026-01-30 09:00:0011,165.0000 (LH2603.DCE)short130
31DCEM2701.DCEm889.DCE0010.00.007.00%0.002026-08-14 15:00:00flat
32DCEP2701.DCEp889.DCE12010.01,555,800.008.00%124,464.002026-08-14 15:00:002026-07-24 15:00:002026-07-24 21:00:002026-07-24 21:00:009,554.0000 (P2609.DCE)long15
33DCEPG2610.DCEpg889.DCE0020.00.0011.00%0.002026-08-14 15:00:00flat
34DCEPP2609.DCEpp889.DCE005.00.0011.00%0.002026-08-14 15:00:00flat
35DCEV2609.DCEv889.DCE005.00.0011.00%0.002026-08-14 15:00:00flat
36DCEY2701.DCEy889.DCE-20010.01,910,200.007.00%133,714.002026-08-14 15:00:002026-06-09 15:00:002026-06-09 21:00:002026-06-09 21:00:008,356.0000 (Y2609.DCE)short47
37CZCEAP2610.CZCEAP889.CZCE0010.00.009.00%0.002026-08-14 15:00:00flat
38CZCECF2701.CZCECF889.CZCE2305.0834,900.007.00%58,443.002026-08-14 15:00:002026-08-12 15:00:002026-08-12 21:00:002026-08-12 21:00:0016,750.0000 (CF2701.CZCE)long2
39CZCECJ2701.CZCECJ889.CZCE005.00.008.00%0.002026-08-14 15:00:00flat
40CZCEFG2609.CZCEFG889.CZCE0020.00.0010.00%0.002026-08-14 15:00:00flat
41CZCEMA2610.CZCEMA889.CZCE0010.00.007.00%0.002026-08-14 15:00:00flat
42CZCEPF2610.CZCEPF889.CZCE005.00.007.00%0.002026-08-14 15:00:00flat
43CZCEPK2611.CZCEPK889.CZCE-5505.02,011,900.007.00%140,833.002026-08-14 15:00:002026-07-20 15:00:002026-07-21 09:00:002026-07-21 09:00:008,170.0000 (PK2611.CZCE)short19
44CZCESF2611.CZCESF889.CZCE3905.01,391,910.007.00%97,433.702026-08-14 15:00:002026-08-06 15:00:002026-08-07 09:00:002026-08-07 09:00:005,926.0000 (SF2611.CZCE)long6
45CZCESM2611.CZCESM889.CZCE-4205.02,067,660.007.00%144,736.202026-08-14 15:00:002026-07-23 15:00:002026-07-24 09:00:002026-07-24 09:00:005,664.0000 (SM2609.CZCE)short16
46CZCESR2701.CZCESR889.CZCE0010.00.006.00%0.002026-08-14 15:00:00flat
47CZCETA2609.CZCETA889.CZCE005.00.0010.00%0.002026-08-14 15:00:00flat
2026-08-13 全部持仓 47 行；较前一交易日变化 1 行
seq exchange symbol continuous_symbol position position_change contract_size market_value margin_ratio margin_required latest_holdings_update_time signal_bar_time entry_bar_time exit_bar_time trade_time trade_price entry_direction bar_since_enter
1CFFEXIF2609.CFFEXIF889.CFFEX00300.00.0012.00%0.002026-08-13 15:00:00flat
2CFFEXTF2609.CFFEXTF889.CFFEX16010000.017,617,600.001.20%211,411.202026-08-13 15:00:002026-06-29 15:00:002026-06-30 09:30:002026-06-30 09:30:00106.5300 (TF2609.CFFEX)long33
3SHFEAG2610.SHFEag889.SHFE1015.0204,285.0022.00%44,942.702026-08-13 15:00:002026-08-10 15:00:002026-08-10 21:00:002026-08-10 21:00:0015,875.0000 (AG2610.SHFE)long3
4SHFEAL2609.SHFEal889.SHFE1205.01,070,100.0011.00%117,711.002026-08-13 15:00:002026-07-30 15:00:002026-07-30 21:00:002026-07-30 21:00:0023,455.0000 (AL2609.SHFE)long10
5SHFEAO2610.SHFEao889.SHFE-14020.0941,360.0011.00%103,549.602026-08-13 15:00:002026-07-07 15:00:002026-07-07 21:00:002026-07-07 21:00:002,720.0000 (AO2609.SHFE)short27
6SHFEAU2610.SHFEau889.SHFE101000.0841,770.0016.00%134,683.202026-08-13 15:00:002026-08-06 15:00:002026-08-06 21:00:002026-08-06 21:00:00913.0000 (AU2610.SHFE)long5
7SHFEBU2610.SHFEbu889.SHFE0010.00.0012.00%0.002026-08-13 15:00:00flat
8SHFECU2609.SHFEcu889.SHFE205.01,276,700.0011.00%140,437.002026-08-13 15:00:002026-08-05 15:00:002026-08-05 21:00:002026-08-05 21:00:00107,490.0000 (CU2609.SHFE)long6
9SHFENI2609.SHFEni889.SHFE001.00.0012.00%0.002026-08-13 15:00:00flat
10SHFEPB2610.SHFEpb889.SHFE005.00.0011.00%0.002026-08-13 15:00:00flat
11SHFERB2610.SHFErb889.SHFE-54010.01,919,700.007.00%134,379.002026-08-13 15:00:002026-06-23 15:00:002026-06-23 21:00:002026-06-23 21:00:003,127.0000 (RB2610.SHFE)short37
12SHFERU2701.SHFEru889.SHFE005.00.009.00%0.002026-08-13 15:00:00flat
13SHFESN2609.SHFEsn889.SHFE101.0421,990.0014.00%59,078.602026-08-13 15:00:002026-07-31 15:00:002026-07-31 21:00:002026-07-31 21:00:00419,000.0000 (SN2609.SHFE)long9
14SHFESP2611.SHFEsp889.SHFE-27010.01,401,300.007.00%98,091.002026-08-13 15:00:002026-08-11 15:00:002026-08-11 21:00:002026-08-11 21:00:004,632.0000 (SP2611.SHFE)short2
15SHFESS2610.SHFEss889.SHFE005.00.007.00%0.002026-08-13 15:00:00flat
16SHFEZN2609.SHFEzn889.SHFE1305.01,937,325.0011.00%213,105.752026-08-13 15:00:002026-08-03 15:00:002026-08-03 21:00:002026-08-03 21:00:0025,010.0000 (ZN2609.SHFE)long8
17INELU2610.INElu889.INE0010.00.0016.00%0.002026-08-13 15:00:00flat
18INENR2610.INEnr889.INE0010.00.009.00%0.002026-08-13 15:00:00flat
19INESC2609.INEsc889.INE001000.00.0016.00%0.002026-08-13 15:00:00flat
20DCEA2611.DCEa889.DCE37010.02,161,540.007.00%151,307.802026-08-13 15:00:002026-08-07 15:00:002026-08-07 21:00:002026-08-07 21:00:004,820.0000 (A2611.DCE)long4
21DCEC2609.DCEc889.DCE-108010.01,505,520.0010.00%150,552.002026-08-13 15:00:002026-06-25 15:00:002026-06-25 21:00:002026-06-25 21:00:002,329.0000 (C2609.DCE)short35
22DCECS2611.DCEcs889.DCE-80010.01,793,600.006.00%107,616.002026-08-13 15:00:002026-05-11 15:00:002026-05-11 21:00:002026-05-11 21:00:002,703.0000 (CS2607.DCE)short67
23DCEEB2610.DCEeb889.DCE005.00.007.00%0.002026-08-13 15:00:00flat
24DCEEG2609.DCEeg889.DCE0010.00.0013.00%0.002026-08-13 15:00:00flat
25DCEI2701.DCEi889.DCE-150100.03,393,000.0011.00%373,230.002026-08-13 15:00:002026-07-30 15:00:002026-07-30 21:00:002026-07-30 21:00:00739.0000 (I2609.DCE)short10
26DCEJ2609.DCEj889.DCE00100.00.0012.00%0.002026-08-13 15:00:00flat
27DCEJD2610.DCEjd889.DCE-34010.022,100.007.00%1,547.002026-08-13 15:00:002026-08-07 15:00:002026-08-10 09:00:002026-08-10 09:00:003,973.0000 (JD2610.DCE)short4
28DCEJM2701.DCEjm889.DCE8060.01,076,880.0012.00%129,225.602026-08-13 15:00:002026-08-11 15:00:002026-08-11 21:00:002026-08-11 21:00:001,281.5000 (JM2609.DCE)long2
29DCEL2609.DCEl889.DCE005.00.0011.00%0.002026-08-13 15:00:00flat
30DCELH2611.DCElh889.DCE-7016.0309,120.008.00%24,729.602026-08-13 15:00:002026-01-29 15:00:002026-01-30 09:00:002026-01-30 09:00:0011,165.0000 (LH2603.DCE)short129
31DCEM2701.DCEm889.DCE0010.00.007.00%0.002026-08-13 15:00:00flat
32DCEP2701.DCEp889.DCE12010.01,543,440.008.00%123,475.202026-08-13 15:00:002026-07-24 15:00:002026-07-24 21:00:002026-07-24 21:00:009,554.0000 (P2609.DCE)long14
33DCEPG2610.DCEpg889.DCE0020.00.0011.00%0.002026-08-13 15:00:00flat
34DCEPP2609.DCEpp889.DCE005.00.0011.00%0.002026-08-13 15:00:00flat
35DCEV2609.DCEv889.DCE005.00.0011.00%0.002026-08-13 15:00:00flat
36DCEY2701.DCEy889.DCE-20010.01,899,000.007.00%132,930.002026-08-13 15:00:002026-06-09 15:00:002026-06-09 21:00:002026-06-09 21:00:008,356.0000 (Y2609.DCE)short46
37CZCEAP2610.CZCEAP889.CZCE0010.00.009.00%0.002026-08-13 15:00:00flat
38CZCECF2701.CZCECF889.CZCE23235.0833,175.007.00%58,322.252026-08-13 15:00:002026-08-12 15:00:002026-08-12 21:00:002026-08-12 21:00:0016,750.0000 (CF2701.CZCE)long1
39CZCECJ2701.CZCECJ889.CZCE005.00.008.00%0.002026-08-13 15:00:00flat
40CZCEFG2609.CZCEFG889.CZCE0020.00.0010.00%0.002026-08-13 15:00:00flat
41CZCEMA2610.CZCEMA889.CZCE0010.00.007.00%0.002026-08-13 15:00:00flat
42CZCEPF2610.CZCEPF889.CZCE005.00.007.00%0.002026-08-13 15:00:00flat
43CZCEPK2611.CZCEPK889.CZCE-5505.02,002,000.007.00%140,140.002026-08-13 15:00:002026-07-20 15:00:002026-07-21 09:00:002026-07-21 09:00:008,170.0000 (PK2611.CZCE)short18
44CZCESF2611.CZCESF889.CZCE3905.01,386,060.007.00%97,024.202026-08-13 15:00:002026-08-06 15:00:002026-08-07 09:00:002026-08-07 09:00:005,926.0000 (SF2611.CZCE)long5
45CZCESM2611.CZCESM889.CZCE-4205.02,063,040.007.00%144,412.802026-08-13 15:00:002026-07-23 15:00:002026-07-24 09:00:002026-07-24 09:00:005,664.0000 (SM2609.CZCE)short15
46CZCESR2701.CZCESR889.CZCE0010.00.006.00%0.002026-08-13 15:00:00flat
47CZCETA2609.CZCETA889.CZCE005.00.0010.00%0.002026-08-13 15:00:00flat
2026-08-12 全部持仓 47 行；较前一交易日变化 4 行
seq exchange symbol continuous_symbol position position_change contract_size market_value margin_ratio margin_required latest_holdings_update_time signal_bar_time entry_bar_time exit_bar_time trade_time trade_price entry_direction bar_since_enter
1CFFEXIF2609.CFFEXIF889.CFFEX00300.00.0012.00%0.002026-08-12 15:00:00flat
2CFFEXTF2609.CFFEXTF889.CFFEX16010000.017,608,800.001.20%211,305.602026-08-12 15:00:002026-06-29 15:00:002026-06-30 09:30:002026-06-30 09:30:00106.5300 (TF2609.CFFEX)long32
3SHFEAG2610.SHFEag889.SHFE1015.0209,250.0022.00%46,035.002026-08-12 15:00:002026-08-10 15:00:002026-08-10 21:00:002026-08-10 21:00:0015,875.0000 (AG2610.SHFE)long2
4SHFEAL2609.SHFEal889.SHFE1205.01,081,800.0011.00%118,998.002026-08-12 15:00:002026-07-30 15:00:002026-07-30 21:00:002026-07-30 21:00:0023,455.0000 (AL2609.SHFE)long9
5SHFEAO2610.SHFEao889.SHFE-14020.0950,040.0011.00%104,504.402026-08-12 15:00:002026-07-07 15:00:002026-07-07 21:00:002026-07-07 21:00:002,720.0000 (AO2609.SHFE)short26
6SHFEAU2610.SHFEau889.SHFE101000.0847,350.0016.00%135,576.002026-08-12 15:00:002026-08-06 15:00:002026-08-06 21:00:002026-08-06 21:00:00913.0000 (AU2610.SHFE)long4
7SHFEBU2610.SHFEbu889.SHFE0010.00.0012.00%0.002026-08-12 15:00:00flat
8SHFECU2609.SHFEcu889.SHFE205.01,286,500.0011.00%141,515.002026-08-12 15:00:002026-08-05 15:00:002026-08-05 21:00:002026-08-05 21:00:00107,490.0000 (CU2609.SHFE)long5
9SHFENI2609.SHFEni889.SHFE001.00.0012.00%0.002026-08-12 15:00:00flat
10SHFEPB2610.SHFEpb889.SHFE0235.00.0011.00%0.002026-08-12 15:00:00flat
11SHFERB2610.SHFErb889.SHFE-54010.01,924,020.007.00%134,681.402026-08-12 15:00:002026-06-23 15:00:002026-06-23 21:00:002026-06-23 21:00:003,127.0000 (RB2610.SHFE)short36
12SHFERU2701.SHFEru889.SHFE005.00.009.00%0.002026-08-12 15:00:00flat
13SHFESN2609.SHFEsn889.SHFE101.0427,820.0014.00%59,894.802026-08-12 15:00:002026-07-31 15:00:002026-07-31 21:00:002026-07-31 21:00:00419,000.0000 (SN2609.SHFE)long8
14SHFESP2611.SHFEsp889.SHFE-27-2710.01,389,420.007.00%97,259.402026-08-12 15:00:002026-08-11 15:00:002026-08-11 21:00:002026-08-11 21:00:004,632.0000 (SP2611.SHFE)short1
15SHFESS2610.SHFEss889.SHFE005.00.007.00%0.002026-08-12 15:00:00flat
16SHFEZN2609.SHFEzn889.SHFE1305.01,955,525.0011.00%215,107.752026-08-12 15:00:002026-08-03 15:00:002026-08-03 21:00:002026-08-03 21:00:0025,010.0000 (ZN2609.SHFE)long7
17INELU2610.INElu889.INE0010.00.0016.00%0.002026-08-12 15:00:00flat
18INENR2610.INEnr889.INE0010.00.009.00%0.002026-08-12 15:00:00flat
19INESC2609.INEsc889.INE001000.00.0016.00%0.002026-08-12 15:00:00flat
20DCEA2611.DCEa889.DCE37010.02,128,240.007.00%148,976.802026-08-12 15:00:002026-08-07 15:00:002026-08-07 21:00:002026-08-07 21:00:004,820.0000 (A2611.DCE)long3
21DCEC2609.DCEc889.DCE-108010.01,509,840.0010.00%150,984.002026-08-12 15:00:002026-06-25 15:00:002026-06-25 21:00:002026-06-25 21:00:002,329.0000 (C2609.DCE)short34
22DCECS2609.DCEcs889.DCE-80010.01,771,200.0010.00%177,120.002026-08-12 15:00:002026-05-11 15:00:002026-05-11 21:00:002026-05-11 21:00:002,703.0000 (CS2607.DCE)short66
23DCEEB2610.DCEeb889.DCE005.00.007.00%0.002026-08-12 15:00:00flat
24DCEEG2609.DCEeg889.DCE0010.00.0013.00%0.002026-08-12 15:00:00flat
25DCEI2701.DCEi889.DCE-150100.03,393,750.0011.00%373,312.502026-08-12 15:00:002026-07-30 15:00:002026-07-30 21:00:002026-07-30 21:00:00739.0000 (I2609.DCE)short9
26DCEJ2609.DCEj889.DCE00100.00.0012.00%0.002026-08-12 15:00:00flat
27DCEJD2610.DCEjd889.DCE-34010.032,640.007.00%2,284.802026-08-12 15:00:002026-08-07 15:00:002026-08-10 09:00:002026-08-10 09:00:003,973.0000 (JD2610.DCE)short3
28DCEJM2609.DCEjm889.DCE8860.01,079,760.0012.00%129,571.202026-08-12 15:00:002026-08-11 15:00:002026-08-11 21:00:002026-08-11 21:00:001,281.5000 (JM2609.DCE)long1
29DCEL2609.DCEl889.DCE005.00.0011.00%0.002026-08-12 15:00:00flat
30DCELH2611.DCElh889.DCE-7016.0339,360.008.00%27,148.802026-08-12 15:00:002026-01-29 15:00:002026-01-30 09:00:002026-01-30 09:00:0011,165.0000 (LH2603.DCE)short128
31DCEM2701.DCEm889.DCE0010.00.007.00%0.002026-08-12 15:00:00flat
32DCEP2701.DCEp889.DCE12010.01,538,160.008.00%123,052.802026-08-12 15:00:002026-07-24 15:00:002026-07-24 21:00:002026-07-24 21:00:009,554.0000 (P2609.DCE)long13
33DCEPG2610.DCEpg889.DCE0020.00.0011.00%0.002026-08-12 15:00:00flat
34DCEPP2609.DCEpp889.DCE005.00.0011.00%0.002026-08-12 15:00:00flat
35DCEV2609.DCEv889.DCE005.00.0011.00%0.002026-08-12 15:00:00flat
36DCEY2701.DCEy889.DCE-20010.01,890,400.007.00%132,328.002026-08-12 15:00:002026-06-09 15:00:002026-06-09 21:00:002026-06-09 21:00:008,356.0000 (Y2609.DCE)short45
37CZCEAP2610.CZCEAP889.CZCE0010.00.009.00%0.002026-08-12 15:00:00flat
38CZCECF2701.CZCECF889.CZCE005.00.007.00%0.002026-08-12 15:00:00flat
39CZCECJ2701.CZCECJ889.CZCE005.00.008.00%0.002026-08-12 15:00:00flat
40CZCEFG2609.CZCEFG889.CZCE03120.00.0010.00%0.002026-08-12 15:00:002026-08-12 15:00:002026-08-12 21:00:002026-08-12 21:00:00900.0000 (FG2609.CZCE)exit_short
41CZCEMA2610.CZCEMA889.CZCE0010.00.007.00%0.002026-08-12 15:00:00flat
42CZCEPF2610.CZCEPF889.CZCE005.00.007.00%0.002026-08-12 15:00:00flat
43CZCEPK2611.CZCEPK889.CZCE-5505.02,004,200.007.00%140,294.002026-08-12 15:00:002026-07-20 15:00:002026-07-21 09:00:002026-07-21 09:00:008,170.0000 (PK2611.CZCE)short17
44CZCESF2611.CZCESF889.CZCE3905.01,391,520.007.00%97,406.402026-08-12 15:00:002026-08-06 15:00:002026-08-07 09:00:002026-08-07 09:00:005,926.0000 (SF2611.CZCE)long4
45CZCESM2611.CZCESM889.CZCE-4205.02,064,720.007.00%144,530.402026-08-12 15:00:002026-07-23 15:00:002026-07-24 09:00:002026-07-24 09:00:005,664.0000 (SM2609.CZCE)short14
46CZCESR2701.CZCESR889.CZCE0010.00.006.00%0.002026-08-12 15:00:00flat
47CZCETA2609.CZCETA889.CZCE005.00.0010.00%0.002026-08-12 15:00:00flat
2026-08-11 全部持仓 47 行；较前一交易日变化 1 行
seq exchange symbol continuous_symbol position position_change contract_size market_value margin_ratio margin_required latest_holdings_update_time signal_bar_time entry_bar_time exit_bar_time trade_time trade_price entry_direction bar_since_enter
1CFFEXIF2609.CFFEXIF889.CFFEX00300.00.0012.00%0.002026-08-11 15:00:00flat
2CFFEXTF2609.CFFEXTF889.CFFEX16010000.017,608,000.001.20%211,296.002026-08-11 15:00:002026-06-29 15:00:002026-06-30 09:30:002026-06-30 09:30:00106.5300 (TF2609.CFFEX)long31
3SHFEAG2610.SHFEag889.SHFE1015.0203,160.0022.00%44,695.202026-08-11 15:00:002026-08-10 15:00:002026-08-10 21:00:002026-08-10 21:00:0015,875.0000 (AG2610.SHFE)long1
4SHFEAL2609.SHFEal889.SHFE1205.01,079,700.0011.00%118,767.002026-08-11 15:00:002026-07-30 15:00:002026-07-30 21:00:002026-07-30 21:00:0023,455.0000 (AL2609.SHFE)long8
5SHFEAO2610.SHFEao889.SHFE-14020.0954,520.0011.00%104,997.202026-08-11 15:00:002026-07-07 15:00:002026-07-07 21:00:002026-07-07 21:00:002,720.0000 (AO2609.SHFE)short25
6SHFEAU2610.SHFEau889.SHFE101000.0838,750.0016.00%134,200.002026-08-11 15:00:002026-08-06 15:00:002026-08-06 21:00:002026-08-06 21:00:00913.0000 (AU2610.SHFE)long3
7SHFEBU2610.SHFEbu889.SHFE0010.00.0012.00%0.002026-08-11 15:00:00flat
8SHFECU2609.SHFEcu889.SHFE205.01,282,100.0011.00%141,031.002026-08-11 15:00:002026-08-05 15:00:002026-08-05 21:00:002026-08-05 21:00:00107,490.0000 (CU2609.SHFE)long4
9SHFENI2609.SHFEni889.SHFE001.00.0012.00%0.002026-08-11 15:00:00flat
10SHFEPB2609.SHFEpb889.SHFE-2305.02,404,650.0011.00%264,511.502026-08-11 15:00:002026-06-12 15:00:002026-06-12 21:00:002026-06-12 21:00:0016,135.0000 (PB2607.SHFE)short41
11SHFERB2610.SHFErb889.SHFE-54010.01,927,260.007.00%134,908.202026-08-11 15:00:002026-06-23 15:00:002026-06-23 21:00:002026-06-23 21:00:003,127.0000 (RB2610.SHFE)short35
12SHFERU2701.SHFEru889.SHFE005.00.009.00%0.002026-08-11 15:00:00flat
13SHFESN2609.SHFEsn889.SHFE101.0420,240.0014.00%58,833.602026-08-11 15:00:002026-07-31 15:00:002026-07-31 21:00:002026-07-31 21:00:00419,000.0000 (SN2609.SHFE)long7
14SHFESP2611.SHFEsp889.SHFE0010.00.007.00%0.002026-08-11 15:00:00flat
15SHFESS2610.SHFEss889.SHFE005.00.007.00%0.002026-08-11 15:00:00flat
16SHFEZN2609.SHFEzn889.SHFE1305.01,944,800.0011.00%213,928.002026-08-11 15:00:002026-08-03 15:00:002026-08-03 21:00:002026-08-03 21:00:0025,010.0000 (ZN2609.SHFE)long6
17INELU2610.INElu889.INE0010.00.0016.00%0.002026-08-11 15:00:00flat
18INENR2610.INEnr889.INE0010.00.009.00%0.002026-08-11 15:00:00flat
19INESC2609.INEsc889.INE001000.00.0016.00%0.002026-08-11 15:00:00flat
20DCEA2611.DCEa889.DCE37010.02,134,900.007.00%149,443.002026-08-11 15:00:002026-08-07 15:00:002026-08-07 21:00:002026-08-07 21:00:004,820.0000 (A2611.DCE)long2
21DCEC2609.DCEc889.DCE-108010.01,514,160.0010.00%151,416.002026-08-11 15:00:002026-06-25 15:00:002026-06-25 21:00:002026-06-25 21:00:002,329.0000 (C2609.DCE)short33
22DCECS2609.DCEcs889.DCE-80010.01,769,600.0010.00%176,960.002026-08-11 15:00:002026-05-11 15:00:002026-05-11 21:00:002026-05-11 21:00:002,703.0000 (CS2607.DCE)short65
23DCEEB2610.DCEeb889.DCE005.00.007.00%0.002026-08-11 15:00:00flat
24DCEEG2609.DCEeg889.DCE0010.00.0013.00%0.002026-08-11 15:00:00flat
25DCEI2701.DCEi889.DCE-150100.03,396,750.0011.00%373,642.502026-08-11 15:00:002026-07-30 15:00:002026-07-30 21:00:002026-07-30 21:00:00739.0000 (I2609.DCE)short8
26DCEJ2609.DCEj889.DCE00100.00.0012.00%0.002026-08-11 15:00:00flat
27DCEJD2610.DCEjd889.DCE-34010.053,040.007.00%3,712.802026-08-11 15:00:002026-08-07 15:00:002026-08-10 09:00:002026-08-10 09:00:003,973.0000 (JD2610.DCE)short2
28DCEJM2609.DCEjm889.DCE0060.00.0012.00%0.002026-08-11 15:00:00flat
29DCEL2609.DCEl889.DCE005.00.0011.00%0.002026-08-11 15:00:00flat
30DCELH2611.DCElh889.DCE-7016.0328,720.008.00%26,297.602026-08-11 15:00:002026-01-29 15:00:002026-01-30 09:00:002026-01-30 09:00:0011,165.0000 (LH2603.DCE)short127
31DCEM2701.DCEm889.DCE0010.00.007.00%0.002026-08-11 15:00:00flat
32DCEP2701.DCEp889.DCE12010.01,544,520.008.00%123,561.602026-08-11 15:00:002026-07-24 15:00:002026-07-24 21:00:002026-07-24 21:00:009,554.0000 (P2609.DCE)long12
33DCEPG2610.DCEpg889.DCE0020.00.0011.00%0.002026-08-11 15:00:00flat
34DCEPP2609.DCEpp889.DCE005.00.0011.00%0.002026-08-11 15:00:00flat
35DCEV2609.DCEv889.DCE005.00.0011.00%0.002026-08-11 15:00:00flat
36DCEY2701.DCEy889.DCE-20010.01,895,600.007.00%132,692.002026-08-11 15:00:002026-06-09 15:00:002026-06-09 21:00:002026-06-09 21:00:008,356.0000 (Y2609.DCE)short44
37CZCEAP2610.CZCEAP889.CZCE0010.00.009.00%0.002026-08-11 15:00:00flat
38CZCECF2609.CZCECF889.CZCE005.00.0010.00%0.002026-08-11 15:00:00flat
39CZCECJ2701.CZCECJ889.CZCE005.00.008.00%0.002026-08-11 15:00:00flat
40CZCEFG2609.CZCEFG889.CZCE-31020.0654,100.0010.00%65,410.002026-08-11 15:00:002026-06-10 15:00:002026-06-10 21:00:002026-06-10 21:00:00994.0000 (FG2609.CZCE)short43
41CZCEMA2610.CZCEMA889.CZCE0010.00.007.00%0.002026-08-11 15:00:00flat
42CZCEPF2610.CZCEPF889.CZCE005.00.007.00%0.002026-08-11 15:00:00flat
43CZCEPK2611.CZCEPK889.CZCE-5505.01,999,800.007.00%139,986.002026-08-11 15:00:002026-07-20 15:00:002026-07-21 09:00:002026-07-21 09:00:008,170.0000 (PK2611.CZCE)short16
44CZCESF2611.CZCESF889.CZCE3905.01,388,010.007.00%97,160.702026-08-11 15:00:002026-08-06 15:00:002026-08-07 09:00:002026-08-07 09:00:005,926.0000 (SF2611.CZCE)long3
45CZCESM2611.CZCESM889.CZCE-4205.02,053,800.007.00%143,766.002026-08-11 15:00:002026-07-23 15:00:002026-07-24 09:00:002026-07-24 09:00:005,664.0000 (SM2609.CZCE)short13
46CZCESR2701.CZCESR889.CZCE04310.00.006.00%0.002026-08-11 15:00:00flat
47CZCETA2609.CZCETA889.CZCE005.00.0010.00%0.002026-08-11 15:00:00flat
最近20个交易日交易信号
trade_time signal_bar_time symbol continuous_symbol action volume trade_price logic
2026-08-24 21:00:00 2026-08-24 15:00:00 PB2610.SHFE pb889.SHFE 开多 23 16,080.0000 (PB2610.SHFE) PB2610.SHFE 收盘价 16,162.6000 突破 24 日 Donchian Channel 上沿，开多仓，成交价 21,090.0000。
2026-08-24 21:00:00 2026-08-24 15:00:00 RB2610.SHFE rb889.SHFE 平空 54 3,037.0000 (RB2610.SHFE) RB2610.SHFE 空头持仓收盘价 3,085.9900 突破 12 日 Donchian Channel 上沿，平空仓，成交价 3,590.0000。
2026-08-21 21:00:00 2026-08-21 15:00:00 AG2610.SHFE ag889.SHFE 开多 1 16,220.0000 (AG2610.SHFE) AG2610.SHFE 收盘价 16,787.4000 突破 24 日 Donchian Channel 上沿，开多仓，成交价 14,016.0000。
2026-08-20 21:00:00 2026-08-20 15:00:00 AG2610.SHFE ag889.SHFE 平多 1 15,850.0000 (AG2610.SHFE) AG2610.SHFE 多头持仓出现平仓信号；当日收盘价 16,378.2000，12 日 Donchian Channel 下沿，该笔更可能来自止损或目标仓位调整，平多仓，成交价 13,646.0000。
2026-08-20 21:00:00 2026-08-20 15:00:00 NR2610.INE nr889.INE 开多 7 15,160.0000 (NR2610.INE) NR2610.INE 收盘价 15,538.2000 突破 24 日 Donchian Channel 上沿，开多仓，成交价 11,140.0000。
2026-08-19 21:00:00 2026-08-19 15:00:00 Y2701.DCE y889.DCE 开多 21 8,689.0000 (Y2701.DCE) Y2701.DCE 收盘价 8,719.9700 突破 24 日 Donchian Channel 上沿，开多仓，成交价 9,699.0000。
2026-08-19 21:00:00 2026-08-19 15:00:00 C2611.DCE c889.DCE 平空 108 2,225.0000 (C2611.DCE) C2611.DCE 空头持仓收盘价 2,277.7600 突破 12 日 Donchian Channel 上沿，平空仓，成交价 1,429.0000。
2026-08-19 21:00:00 2026-08-19 15:00:00 BU2610.SHFE bu889.SHFE 开多 21 4,310.0000 (BU2610.SHFE) BU2610.SHFE 收盘价 4,289.8700 突破 24 日 Donchian Channel 上沿，开多仓，成交价 3,461.0000。
2026-08-19 21:00:00 2026-08-19 15:00:00 SN2609.SHFE sn889.SHFE 平多 1 425,560.0000 (SN2609.SHFE) SN2609.SHFE 多头持仓收盘价 420,262.0000 跌破 12 日 Donchian Channel 下沿，平多仓，成交价 418,680.0000。
2026-08-19 21:00:00 2026-08-19 15:00:00 SR2701.CZCE SR889.CZCE 开多 44 5,340.0000 (SR2701.CZCE) SR2701.CZCE 收盘价 5,322.8600 突破 24 日 Donchian Channel 上沿，开多仓，成交价 3,813.0000。
2026-08-19 21:00:00 2026-08-19 15:00:00 MA2610.CZCE MA889.CZCE 开多 28 2,772.0000 (MA2610.CZCE) MA2610.CZCE 收盘价 2,777.3600 突破 24 日 Donchian Channel 上沿，开多仓，成交价 2,599.0000。
2026-08-18 21:00:00 2026-08-18 15:00:00 EG2609.DCE eg889.DCE 开多 16 5,221.0000 (EG2609.DCE) EG2609.DCE 收盘价 4,988.4700 突破 24 日 Donchian Channel 上沿，开多仓，成交价 4,065.0000。
2026-08-18 21:00:00 2026-08-18 15:00:00 L2701.DCE l889.DCE 开多 27 7,694.0000 (L2701.DCE) L2701.DCE 收盘价 7,948.3500 突破 24 日 Donchian Channel 上沿，开多仓，成交价 11,081.0000。
2026-08-17 21:00:00 2026-08-17 15:00:00 J2609.DCE j889.DCE 开多 4 1,920.0000 (J2609.DCE) J2609.DCE 收盘价 1,961.4300 突破 24 日 Donchian Channel 上沿，开多仓，成交价 2,975.5000。
2026-08-17 21:00:00 2026-08-17 15:00:00 Y2701.DCE y889.DCE 平空 20 8,527.0000 (Y2701.DCE) Y2701.DCE 空头持仓收盘价 8,533.9900 突破 12 日 Donchian Channel 上沿，平空仓，成交价 9,537.0000。
2026-08-14 21:00:00 2026-08-14 15:00:00 SS2610.SHFE ss889.SHFE 开空 20 14,400.0000 (SS2610.SHFE) SS2610.SHFE 收盘价 14,115.5000 跌破 24 日 Donchian Channel 下沿，开空仓，成交价 19,135.0000。
2026-08-14 21:00:00 2026-08-14 15:00:00 NI2609.SHFE ni889.SHFE 开空 7 128,360.0000 (NI2609.SHFE) NI2609.SHFE 收盘价 127,288.0000 跌破 24 日 Donchian Channel 下沿，开空仓，成交价 158,830.0000。
2026-08-12 21:00:00 2026-08-12 15:00:00 CF2701.CZCE CF889.CZCE 开多 23 16,750.0000 (CF2701.CZCE) CF2701.CZCE 收盘价 16,602.9000 突破 24 日 Donchian Channel 上沿，开多仓，成交价 7,340.0000。
2026-08-12 21:00:00 2026-08-12 15:00:00 FG2609.CZCE FG889.CZCE 平空 31 900.0000 (FG2609.CZCE) FG2609.CZCE 空头持仓出现平仓信号；当日收盘价 913.8370，12 日 Donchian Channel 上沿，该笔更可能来自止损或目标仓位调整，平空仓，成交价 1,054.0000。
2026-08-11 21:00:00 2026-08-11 15:00:00 PB2609.SHFE pb889.SHFE 平空 23 15,840.0000 (PB2609.SHFE) PB2609.SHFE 空头持仓收盘价 15,917.3000 突破 12 日 Donchian Channel 上沿，平空仓，成交价 20,910.0000。
2026-08-11 21:00:00 2026-08-11 15:00:00 SP2611.SHFE sp889.SHFE 开空 27 4,632.0000 (SP2611.SHFE) SP2611.SHFE 收盘价 4,613.6000 跌破 24 日 Donchian Channel 下沿，开空仓，成交价 5,072.0000。
2026-08-11 21:00:00 2026-08-11 15:00:00 JM2609.DCE jm889.DCE 开多 8 1,281.5000 (JM2609.DCE) JM2609.DCE 收盘价 1,393.5500 突破 24 日 Donchian Channel 上沿，开多仓，成交价 2,252.0000。
2026-08-10 21:00:00 2026-08-10 15:00:00 SR2609.CZCE SR889.CZCE 平空 43 5,180.0000 (SR2609.CZCE) SR2609.CZCE 空头持仓收盘价 5,282.7900 突破 12 日 Donchian Channel 上沿，平空仓，成交价 3,788.0000。
2026-08-10 21:00:00 2026-08-10 15:00:00 AG2610.SHFE ag889.SHFE 开多 1 15,875.0000 (AG2610.SHFE) AG2610.SHFE 收盘价 15,717.3000 突破 24 日 Donchian Channel 上沿，开多仓，成交价 13,565.3100。
2026-08-10 09:00:00 2026-08-07 15:00:00 JD2610.DCE jd889.DCE 开空 34 3,973.0000 (JD2610.DCE) JD2610.DCE 收盘价 3,865.0500 跌破 24 日 Donchian Channel 下沿，开空仓，成交价 -26.0000。
2026-08-07 21:00:00 2026-08-07 15:00:00 CF2609.CZCE CF889.CZCE 平空 23 16,150.0000 (CF2609.CZCE) CF2609.CZCE 空头持仓收盘价 16,446.2000 突破 12 日 Donchian Channel 上沿，平空仓，成交价 7,140.0000。
2026-08-07 21:00:00 2026-08-07 15:00:00 J2609.DCE j889.DCE 平空 4 1,848.5000 (J2609.DCE) J2609.DCE 空头持仓收盘价 1,887.9600 突破 12 日 Donchian Channel 上沿，平空仓，成交价 2,904.0000。
2026-08-07 21:00:00 2026-08-07 15:00:00 A2611.DCE a889.DCE 开多 37 4,820.0000 (A2611.DCE) A2611.DCE 收盘价 4,875.3900 突破 24 日 Donchian Channel 上沿，开多仓，成交价 5,676.0000。
2026-08-07 09:00:00 2026-08-06 15:00:00 SF2611.CZCE SF889.CZCE 开多 39 5,926.0000 (SF2611.CZCE) SF2611.CZCE 收盘价 5,915.4200 突破 24 日 Donchian Channel 上沿，开多仓，成交价 7,138.0000。
2026-08-06 21:00:00 2026-08-06 15:00:00 JM2609.DCE jm889.DCE 平空 8 1,235.0000 (JM2609.DCE) JM2609.DCE 空头持仓出现平仓信号；当日收盘价 1,304.2500，12 日 Donchian Channel 上沿，该笔更可能来自止损或目标仓位调整，平空仓，成交价 2,147.0000。
2026-08-06 21:00:00 2026-08-06 15:00:00 AU2610.SHFE au889.SHFE 开多 1 913.0000 (AU2610.SHFE) AU2610.SHFE 收盘价 927.9800 突破 24 日 Donchian Channel 上沿，开多仓，成交价 814.0300。
2026-08-05 21:00:00 2026-08-05 15:00:00 CU2609.SHFE cu889.SHFE 开多 2 107,490.0000 (CU2609.SHFE) CU2609.SHFE 收盘价 107,176.0000 突破 24 日 Donchian Channel 上沿，开多仓，成交价 127,610.0000。
2026-08-04 21:00:00 2026-08-04 15:00:00 EG2609.DCE eg889.DCE 平多 17 4,913.0000 (EG2609.DCE) EG2609.DCE 多头持仓出现平仓信号；当日收盘价 4,664.2700，12 日 Donchian Channel 下沿，该笔更可能来自止损或目标仓位调整，平多仓，成交价 3,730.0000。
2026-08-03 21:00:00 2026-08-03 15:00:00 ZN2609.SHFE zn889.SHFE 开多 13 25,010.0000 (ZN2609.SHFE) ZN2609.SHFE 收盘价 25,398.5000 突破 24 日 Donchian Channel 上沿，开多仓，成交价 29,505.0000。
2026-08-03 21:00:00 2026-08-03 15:00:00 ZN2609.SHFE zn889.SHFE 平空 12 25,010.0000 (ZN2609.SHFE) ZN2609.SHFE 空头持仓收盘价 25,398.5000 突破 12 日 Donchian Channel 上沿，平空仓，成交价 29,265.0000。
2026-07-31 21:00:00 2026-07-31 15:00:00 SN2609.SHFE sn889.SHFE 开多 1 419,000.0000 (SN2609.SHFE) SN2609.SHFE 收盘价 425,129.0000 突破 24 日 Donchian Channel 上沿，开多仓，成交价 421,320.0000。
2026-07-31 21:00:00 2026-07-31 15:00:00 JM2609.DCE jm889.DCE 开空 8 1,220.0000 (JM2609.DCE) JM2609.DCE 收盘价 1,222.8300 跌破 24 日 Donchian Channel 下沿，开空仓，成交价 2,132.0000。
2026-07-31 21:00:00 2026-07-31 15:00:00 M2609.DCE m889.DCE 平多 58 3,076.0000 (M2609.DCE) M2609.DCE 多头持仓出现平仓信号；当日收盘价 3,067.8500，12 日 Donchian Channel 下沿，该笔更可能来自止损或目标仓位调整，平多仓，成交价 7,702.0000。
2026-07-30 21:00:00 2026-07-30 15:00:00 AL2609.SHFE al889.SHFE 开多 12 23,455.0000 (AL2609.SHFE) AL2609.SHFE 收盘价 23,588.5000 突破 24 日 Donchian Channel 上沿，开多仓，成交价 17,395.0000。
2026-07-30 21:00:00 2026-07-30 15:00:00 I2609.DCE i889.DCE 开空 15 739.0000 (I2609.DCE) I2609.DCE 收盘价 712.6850 跌破 24 日 Donchian Channel 下沿，开空仓，成交价 2,261.0000。
2026-07-28 21:00:00 2026-07-28 15:00:00 SC2609.INE sc889.INE 平多 1 545.7000 (SC2609.INE) SC2609.INE 多头持仓出现平仓信号；当日收盘价 526.9740，12 日 Donchian Channel 下沿，该笔更可能来自止损或目标仓位调整，平多仓，成交价 603.4000。
2026-07-28 21:00:00 2026-07-28 15:00:00 PG2610.DCE pg889.DCE 平多 7 5,462.0000 (PG2610.DCE) PG2610.DCE 多头持仓出现平仓信号；当日收盘价 5,325.0500，12 日 Donchian Channel 下沿，该笔更可能来自止损或目标仓位调整，平多仓，成交价 6,453.0000。
2026-07-28 21:00:00 2026-07-28 15:00:00 EB2609.DCE eb889.DCE 平多 18 8,396.0000 (EB2609.DCE) EB2609.DCE 多头持仓出现平仓信号；当日收盘价 8,203.2400，12 日 Donchian Channel 下沿，该笔更可能来自止损或目标仓位调整，平多仓，成交价 12,681.0000。

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