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
2026-10-23 15:00:00 8 23 16 1,095,505.80 2,214,866.90 3,310,372.70
2026-10-23 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
1CFFEXIF2611.CFFEXIF889.CFFEX00300.00.0012.00%0.002026-10-23 15:00:00flat
2CFFEXTF2612.CFFEXTF889.CFFEX18010000.019,855,800.001.20%238,269.602026-10-23 15:00:002026-10-13 15:00:002026-10-14 09:30:002026-10-14 09:30:00106.6300 (TF2612.CFFEX)long8
3SHFEAG2612.SHFEag889.SHFE-1015.0162,975.0022.00%35,854.502026-10-23 15:00:002026-09-29 15:00:002026-09-29 21:00:002026-09-29 21:00:0014,998.0000 (AG2612.SHFE)short13
4SHFEAL2612.SHFEal889.SHFE-1205.01,053,000.0011.00%115,830.002026-10-23 15:00:002026-10-08 15:00:002026-10-08 21:00:002026-10-08 21:00:0023,600.0000 (AL2611.SHFE)short11
5SHFEAO2701.SHFEao889.SHFE-16020.01,038,720.0011.00%114,259.202026-10-23 15:00:002026-10-15 15:00:002026-10-15 21:00:002026-10-15 21:00:002,620.0000 (AO2701.SHFE)short6
6SHFEAU2612.SHFEau889.SHFE001000.00.0016.00%0.002026-10-23 15:00:00flat
7SHFEBU2701.SHFEbu889.SHFE-18010.0799,200.0014.00%111,888.002026-10-23 15:00:002026-10-16 15:00:002026-10-16 21:00:002026-10-16 21:00:004,549.0000 (BU2701.SHFE)short5
8SHFECU2612.SHFEcu889.SHFE005.00.0011.00%0.002026-10-23 15:00:00flat
9SHFENI2612.SHFEni889.SHFE001.00.0012.00%0.002026-10-23 15:00:00flat
10SHFEPB2612.SHFEpb889.SHFE2305.02,433,400.0011.00%267,674.002026-10-23 15:00:002026-08-24 15:00:002026-08-24 21:00:002026-08-24 21:00:0016,080.0000 (PB2610.SHFE)long38
11SHFERB2701.SHFErb889.SHFE58010.02,058,420.007.00%144,089.402026-10-23 15:00:002026-08-28 15:00:002026-08-28 21:00:002026-08-28 21:00:003,081.0000 (RB2610.SHFE)long34
12SHFERU2701.SHFEru889.SHFE005.00.009.00%0.002026-10-23 15:00:00flat
13SHFESN2612.SHFEsn889.SHFE-101.0376,150.0014.00%52,661.002026-10-23 15:00:002026-09-02 15:00:002026-09-02 21:00:002026-09-02 21:00:00421,500.0000 (SN2610.SHFE)short31
14SHFESP2701.SHFEsp889.SHFE-27010.01,357,560.007.00%95,029.202026-10-23 15:00:002026-10-12 15:00:002026-10-12 21:00:002026-10-12 21:00:004,850.0000 (SP2701.SHFE)short9
15SHFESS2612.SHFEss889.SHFE-2005.01,866,000.007.00%130,620.002026-10-23 15:00:002026-08-14 15:00:002026-08-14 21:00:002026-08-14 21:00:0014,400.0000 (SS2610.SHFE)short44
16SHFEZN2612.SHFEzn889.SHFE-1205.01,782,300.0011.00%196,053.002026-10-23 15:00:002026-10-09 15:00:002026-10-09 21:00:002026-10-09 21:00:0025,960.0000 (ZN2611.SHFE)short10
17INELU2612.INElu889.INE12010.01,181,040.0018.00%212,587.202026-10-23 15:00:002026-10-08 15:00:002026-10-08 21:00:002026-10-08 21:00:005,416.0000 (LU2612.INE)long11
18INENR2612.INEnr889.INE0010.00.009.00%0.002026-10-23 15:00:00flat
19INESC2612.INEsc889.INE001000.00.0018.00%0.002026-10-23 15:00:00flat
20DCEA2701.DCEa889.DCE33010.02,076,360.007.00%145,345.202026-10-23 15:00:002026-09-30 15:00:002026-09-30 21:00:002026-09-30 21:00:005,200.0000 (A2611.DCE)long12
21DCEC2701.DCEc889.DCE-107010.01,441,290.007.00%100,890.302026-10-23 15:00:002026-10-08 15:00:002026-10-08 21:00:002026-10-08 21:00:002,167.0000 (C2611.DCE)short11
22DCECS2701.DCEcs889.DCE-80010.01,731,200.006.00%103,872.002026-10-23 15:00:002026-09-15 15:00:002026-09-15 21:00:002026-09-15 21:00:002,455.0000 (CS2611.DCE)short22
23DCEEB2611.DCEeb889.DCE005.00.007.00%0.002026-10-23 15:00:00flat
24DCEEG2701.DCEeg889.DCE-14010.0659,120.007.00%46,138.402026-10-23 15:00:002026-10-19 15:00:002026-10-19 21:00:002026-10-19 21:00:005,229.0000 (EG2611.DCE)short4
25DCEI2701.DCEi889.DCE-150100.03,348,000.008.00%267,840.002026-10-23 15:00:002026-09-29 15:00:002026-09-29 21:00:002026-09-29 21:00:00705.0000 (I2701.DCE)short13
26DCEJ2701.DCEj889.DCE-30100.0880,950.0012.00%105,714.002026-10-23 15:00:002026-10-19 15:00:002026-10-19 21:00:002026-10-19 21:00:001,965.0000 (J2701.DCE)short4
27DCEJD2612.DCEjd889.DCE-34010.0201,960.007.00%14,137.202026-10-23 15:00:002026-08-07 15:00:002026-08-10 09:00:002026-08-10 09:00:003,973.0000 (JD2610.DCE)short49
28DCEJM2701.DCEjm889.DCE-7060.0924,210.0012.00%110,905.202026-10-23 15:00:002026-10-19 15:00:002026-10-19 21:00:002026-10-19 21:00:001,450.0000 (JM2701.DCE)short4
29DCEL2701.DCEl889.DCE005.00.007.00%0.002026-10-23 15:00:00flat
30DCELH2701.DCElh889.DCE-7016.0651,840.008.00%52,147.202026-10-23 15:00:002026-01-29 15:00:002026-01-30 09:00:002026-01-30 09:00:0011,165.0000 (LH2603.DCE)short174
31DCEM2701.DCEm889.DCE-54010.04,234,680.007.00%296,427.602026-10-23 15:00:002026-10-16 15:00:002026-10-16 21:00:002026-10-16 21:00:003,322.0000 (M2701.DCE)short5
32DCEP2701.DCEp889.DCE-12010.01,522,560.008.00%121,804.802026-10-23 15:00:002026-09-23 15:00:002026-09-23 21:00:002026-09-23 21:00:009,796.0000 (P2701.DCE)short16
33DCEPG2612.DCEpg889.DCE0020.00.0011.00%0.002026-10-23 15:00:00flat
34DCEPP2701.DCEpp889.DCE2305.02,010,085.007.00%140,705.952026-10-23 15:00:002026-10-09 15:00:002026-10-09 21:00:002026-10-09 21:00:009,240.0000 (PP2701.DCE)long10
35DCEV2701.DCEv889.DCE005.00.007.00%0.002026-10-23 15:00:00flat
36DCEY2701.DCEy889.DCE0010.00.007.00%0.002026-10-23 15:00:00flat
37CZCEAP2701.CZCEAP889.CZCE-13010.01,312,870.009.00%118,158.302026-10-23 15:00:002026-08-25 15:00:002026-08-26 09:00:002026-08-26 09:00:007,408.0000 (AP2610.CZCE)short37
38CZCECF2701.CZCECF889.CZCE-2205.0701,250.007.00%49,087.502026-10-23 15:00:002026-09-18 15:00:002026-09-18 21:00:002026-09-18 21:00:0015,770.0000 (CF2701.CZCE)short19
39CZCECJ2701.CZCECJ889.CZCE005.00.008.00%0.002026-10-23 15:00:00flat
40CZCEFG2701.CZCEFG889.CZCE-34020.0645,320.009.00%58,078.802026-10-23 15:00:002026-10-08 15:00:002026-10-08 21:00:002026-10-08 21:00:00892.0000 (FG2701.CZCE)short11
41CZCEMA2701.CZCEMA889.CZCE25010.0837,750.007.00%58,642.502026-10-23 15:00:002026-10-09 15:00:002026-10-09 21:00:002026-10-09 21:00:003,300.0000 (MA2701.CZCE)long10
42CZCEPF2612.CZCEPF889.CZCE005.00.007.00%0.002026-10-23 15:00:00flat
43CZCEPK2612.CZCEPK889.CZCE-5505.01,860,650.007.00%130,245.502026-10-23 15:00:002026-07-20 15:00:002026-07-21 09:00:002026-07-21 09:00:008,170.0000 (PK2611.CZCE)short63
44CZCESF2701.CZCESF889.CZCE-3805.01,358,880.007.00%95,121.602026-10-23 15:00:002026-10-16 15:00:002026-10-19 09:00:002026-10-19 09:00:005,870.0000 (SF2701.CZCE)short5
45CZCESM2701.CZCESM889.CZCE005.00.007.00%0.002026-10-23 15:00:00flat
46CZCESR2701.CZCESR889.CZCE44010.01,672,880.006.00%100,372.802026-10-23 15:00:002026-08-19 15:00:002026-08-19 21:00:002026-08-19 21:00:005,340.0000 (SR2701.CZCE)long41
47CZCETA2701.CZCETA889.CZCE005.00.007.00%0.002026-10-23 15:00:00flat
2026-10-22 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
1CFFEXIF2611.CFFEXIF889.CFFEX00300.00.0012.00%0.002026-10-22 15:00:00flat
2CFFEXTF2612.CFFEXTF889.CFFEX18010000.019,853,100.001.20%238,237.202026-10-22 15:00:002026-10-13 15:00:002026-10-14 09:30:002026-10-14 09:30:00106.6300 (TF2612.CFFEX)long7
3SHFEAG2612.SHFEag889.SHFE-1015.0170,475.0022.00%37,504.502026-10-22 15:00:002026-09-29 15:00:002026-09-29 21:00:002026-09-29 21:00:0014,998.0000 (AG2612.SHFE)short12
4SHFEAL2612.SHFEal889.SHFE-1205.01,042,500.0011.00%114,675.002026-10-22 15:00:002026-10-08 15:00:002026-10-08 21:00:002026-10-08 21:00:0023,600.0000 (AL2611.SHFE)short10
5SHFEAO2701.SHFEao889.SHFE-16020.01,035,520.0011.00%113,907.202026-10-22 15:00:002026-10-15 15:00:002026-10-15 21:00:002026-10-15 21:00:002,620.0000 (AO2701.SHFE)short5
6SHFEAU2612.SHFEau889.SHFE001000.00.0016.00%0.002026-10-22 15:00:00flat
7SHFEBU2701.SHFEbu889.SHFE-18010.0778,140.0014.00%108,939.602026-10-22 15:00:002026-10-16 15:00:002026-10-16 21:00:002026-10-16 21:00:004,549.0000 (BU2701.SHFE)short4
8SHFECU2612.SHFEcu889.SHFE005.00.0011.00%0.002026-10-22 15:00:00flat
9SHFENI2612.SHFEni889.SHFE071.00.0012.00%0.002026-10-22 15:00:002026-10-22 15:00:002026-10-22 21:00:002026-10-22 21:00:00121,600.0000 (NI2612.SHFE)exit_short
10SHFEPB2612.SHFEpb889.SHFE2305.02,428,225.0011.00%267,104.752026-10-22 15:00:002026-08-24 15:00:002026-08-24 21:00:002026-08-24 21:00:0016,080.0000 (PB2610.SHFE)long37
11SHFERB2701.SHFErb889.SHFE58010.02,065,380.007.00%144,576.602026-10-22 15:00:002026-08-28 15:00:002026-08-28 21:00:002026-08-28 21:00:003,081.0000 (RB2610.SHFE)long33
12SHFERU2701.SHFEru889.SHFE005.00.009.00%0.002026-10-22 15:00:00flat
13SHFESN2611.SHFEsn889.SHFE-101.0370,700.0014.00%51,898.002026-10-22 15:00:002026-09-02 15:00:002026-09-02 21:00:002026-09-02 21:00:00421,500.0000 (SN2610.SHFE)short30
14SHFESP2701.SHFEsp889.SHFE-27010.01,353,240.007.00%94,726.802026-10-22 15:00:002026-10-12 15:00:002026-10-12 21:00:002026-10-12 21:00:004,850.0000 (SP2701.SHFE)short8
15SHFESS2612.SHFEss889.SHFE-2005.01,874,000.007.00%131,180.002026-10-22 15:00:002026-08-14 15:00:002026-08-14 21:00:002026-08-14 21:00:0014,400.0000 (SS2610.SHFE)short43
16SHFEZN2612.SHFEzn889.SHFE-1205.01,782,600.0011.00%196,086.002026-10-22 15:00:002026-10-09 15:00:002026-10-09 21:00:002026-10-09 21:00:0025,960.0000 (ZN2611.SHFE)short9
17INELU2612.INElu889.INE12010.01,156,800.0018.00%208,224.002026-10-22 15:00:002026-10-08 15:00:002026-10-08 21:00:002026-10-08 21:00:005,416.0000 (LU2612.INE)long10
18INENR2612.INEnr889.INE0010.00.009.00%0.002026-10-22 15:00:00flat
19INESC2612.INEsc889.INE001000.00.0018.00%0.002026-10-22 15:00:00flat
20DCEA2701.DCEa889.DCE33010.02,067,780.007.00%144,744.602026-10-22 15:00:002026-09-30 15:00:002026-09-30 21:00:002026-09-30 21:00:005,200.0000 (A2611.DCE)long11
21DCEC2701.DCEc889.DCE-107010.01,447,710.007.00%101,339.702026-10-22 15:00:002026-10-08 15:00:002026-10-08 21:00:002026-10-08 21:00:002,167.0000 (C2611.DCE)short10
22DCECS2701.DCEcs889.DCE-80010.01,723,200.006.00%103,392.002026-10-22 15:00:002026-09-15 15:00:002026-09-15 21:00:002026-09-15 21:00:002,455.0000 (CS2611.DCE)short21
23DCEEB2611.DCEeb889.DCE005.00.007.00%0.002026-10-22 15:00:00flat
24DCEEG2701.DCEeg889.DCE-14010.0642,880.007.00%45,001.602026-10-22 15:00:002026-10-19 15:00:002026-10-19 21:00:002026-10-19 21:00:005,229.0000 (EG2611.DCE)short3
25DCEI2701.DCEi889.DCE-150100.03,339,000.008.00%267,120.002026-10-22 15:00:002026-09-29 15:00:002026-09-29 21:00:002026-09-29 21:00:00705.0000 (I2701.DCE)short12
26DCEJ2701.DCEj889.DCE-30100.0868,800.0012.00%104,256.002026-10-22 15:00:002026-10-19 15:00:002026-10-19 21:00:002026-10-19 21:00:001,965.0000 (J2701.DCE)short3
27DCEJD2612.DCEjd889.DCE-34010.0220,660.007.00%15,446.202026-10-22 15:00:002026-08-07 15:00:002026-08-10 09:00:002026-08-10 09:00:003,973.0000 (JD2610.DCE)short48
28DCEJM2701.DCEjm889.DCE-7060.0906,150.0012.00%108,738.002026-10-22 15:00:002026-10-19 15:00:002026-10-19 21:00:002026-10-19 21:00:001,450.0000 (JM2701.DCE)short3
29DCEL2701.DCEl889.DCE005.00.007.00%0.002026-10-22 15:00:00flat
30DCELH2701.DCElh889.DCE-7016.0647,920.008.00%51,833.602026-10-22 15:00:002026-01-29 15:00:002026-01-30 09:00:002026-01-30 09:00:0011,165.0000 (LH2603.DCE)short173
31DCEM2701.DCEm889.DCE-54010.04,220,100.007.00%295,407.002026-10-22 15:00:002026-10-16 15:00:002026-10-16 21:00:002026-10-16 21:00:003,322.0000 (M2701.DCE)short4
32DCEP2701.DCEp889.DCE-12010.01,521,960.008.00%121,756.802026-10-22 15:00:002026-09-23 15:00:002026-09-23 21:00:002026-09-23 21:00:009,796.0000 (P2701.DCE)short15
33DCEPG2612.DCEpg889.DCE0-620.00.0011.00%0.002026-10-22 15:00:002026-10-22 15:00:002026-10-22 21:00:002026-10-22 21:00:006,875.0000 (PG2612.DCE)exit_long
34DCEPP2701.DCEpp889.DCE2305.01,981,105.007.00%138,677.352026-10-22 15:00:002026-10-09 15:00:002026-10-09 21:00:002026-10-09 21:00:009,240.0000 (PP2701.DCE)long9
35DCEV2701.DCEv889.DCE005.00.007.00%0.002026-10-22 15:00:00flat
36DCEY2701.DCEy889.DCE0010.00.007.00%0.002026-10-22 15:00:00flat
37CZCEAP2701.CZCEAP889.CZCE-13010.01,310,140.009.00%117,912.602026-10-22 15:00:002026-08-25 15:00:002026-08-26 09:00:002026-08-26 09:00:007,408.0000 (AP2610.CZCE)short36
38CZCECF2701.CZCECF889.CZCE-2205.0693,000.007.00%48,510.002026-10-22 15:00:002026-09-18 15:00:002026-09-18 21:00:002026-09-18 21:00:0015,770.0000 (CF2701.CZCE)short18
39CZCECJ2701.CZCECJ889.CZCE005.00.008.00%0.002026-10-22 15:00:00flat
40CZCEFG2701.CZCEFG889.CZCE-34020.0639,880.009.00%57,589.202026-10-22 15:00:002026-10-08 15:00:002026-10-08 21:00:002026-10-08 21:00:00892.0000 (FG2701.CZCE)short10
41CZCEMA2701.CZCEMA889.CZCE25010.0830,750.007.00%58,152.502026-10-22 15:00:002026-10-09 15:00:002026-10-09 21:00:002026-10-09 21:00:003,300.0000 (MA2701.CZCE)long9
42CZCEPF2612.CZCEPF889.CZCE005.00.007.00%0.002026-10-22 15:00:00flat
43CZCEPK2612.CZCEPK889.CZCE-5505.01,890,350.007.00%132,324.502026-10-22 15:00:002026-07-20 15:00:002026-07-21 09:00:002026-07-21 09:00:008,170.0000 (PK2611.CZCE)short62
44CZCESF2701.CZCESF889.CZCE-3805.01,353,940.007.00%94,775.802026-10-22 15:00:002026-10-16 15:00:002026-10-19 09:00:002026-10-19 09:00:005,870.0000 (SF2701.CZCE)short4
45CZCESM2701.CZCESM889.CZCE005.00.007.00%0.002026-10-22 15:00:00flat
46CZCESR2701.CZCESR889.CZCE44010.01,684,320.006.00%101,059.202026-10-22 15:00:002026-08-19 15:00:002026-08-19 21:00:002026-08-19 21:00:005,340.0000 (SR2701.CZCE)long40
47CZCETA2701.CZCETA889.CZCE005.00.007.00%0.002026-10-22 15:00:00flat
2026-10-21 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
1CFFEXIF2611.CFFEXIF889.CFFEX00300.00.0012.00%0.002026-10-21 15:00:00flat
2CFFEXTF2612.CFFEXTF889.CFFEX18010000.019,850,400.001.20%238,204.802026-10-21 15:00:002026-10-13 15:00:002026-10-14 09:30:002026-10-14 09:30:00106.6300 (TF2612.CFFEX)long6
3SHFEAG2612.SHFEag889.SHFE-1015.0174,465.0022.00%38,382.302026-10-21 15:00:002026-09-29 15:00:002026-09-29 21:00:002026-09-29 21:00:0014,998.0000 (AG2612.SHFE)short11
4SHFEAL2612.SHFEal889.SHFE-1205.01,035,000.0011.00%113,850.002026-10-21 15:00:002026-10-08 15:00:002026-10-08 21:00:002026-10-08 21:00:0023,600.0000 (AL2611.SHFE)short9
5SHFEAO2701.SHFEao889.SHFE-16020.01,056,000.0011.00%116,160.002026-10-21 15:00:002026-10-15 15:00:002026-10-15 21:00:002026-10-15 21:00:002,620.0000 (AO2701.SHFE)short4
6SHFEAU2612.SHFEau889.SHFE001000.00.0016.00%0.002026-10-21 15:00:00flat
7SHFEBU2701.SHFEbu889.SHFE-18010.0780,480.0014.00%109,267.202026-10-21 15:00:002026-10-16 15:00:002026-10-16 21:00:002026-10-16 21:00:004,549.0000 (BU2701.SHFE)short3
8SHFECU2611.SHFEcu889.SHFE005.00.0011.00%0.002026-10-21 15:00:00flat
9SHFENI2612.SHFEni889.SHFE-701.01,062,390.0012.00%127,486.802026-10-21 15:00:002026-08-14 15:00:002026-08-14 21:00:002026-08-14 21:00:00128,360.0000 (NI2609.SHFE)short42
10SHFEPB2612.SHFEpb889.SHFE2305.02,431,675.0011.00%267,484.252026-10-21 15:00:002026-08-24 15:00:002026-08-24 21:00:002026-08-24 21:00:0016,080.0000 (PB2610.SHFE)long36
11SHFERB2701.SHFErb889.SHFE58010.02,078,140.007.00%145,469.802026-10-21 15:00:002026-08-28 15:00:002026-08-28 21:00:002026-08-28 21:00:003,081.0000 (RB2610.SHFE)long32
12SHFERU2701.SHFEru889.SHFE005.00.009.00%0.002026-10-21 15:00:00flat
13SHFESN2611.SHFEsn889.SHFE-101.0378,340.0014.00%52,967.602026-10-21 15:00:002026-09-02 15:00:002026-09-02 21:00:002026-09-02 21:00:00421,500.0000 (SN2610.SHFE)short29
14SHFESP2701.SHFEsp889.SHFE-27010.01,362,960.007.00%95,407.202026-10-21 15:00:002026-10-12 15:00:002026-10-12 21:00:002026-10-12 21:00:004,850.0000 (SP2701.SHFE)short7
15SHFESS2612.SHFEss889.SHFE-2005.01,866,000.007.00%130,620.002026-10-21 15:00:002026-08-14 15:00:002026-08-14 21:00:002026-08-14 21:00:0014,400.0000 (SS2610.SHFE)short42
16SHFEZN2612.SHFEzn889.SHFE-1205.01,790,100.0011.00%196,911.002026-10-21 15:00:002026-10-09 15:00:002026-10-09 21:00:002026-10-09 21:00:0025,960.0000 (ZN2611.SHFE)short8
17INELU2612.INElu889.INE12010.01,148,040.0018.00%206,647.202026-10-21 15:00:002026-10-08 15:00:002026-10-08 21:00:002026-10-08 21:00:005,416.0000 (LU2612.INE)long9
18INENR2612.INEnr889.INE0010.00.009.00%0.002026-10-21 15:00:00flat
19INESC2612.INEsc889.INE001000.00.0018.00%0.002026-10-21 15:00:00flat
20DCEA2701.DCEa889.DCE33010.02,040,060.007.00%142,804.202026-10-21 15:00:002026-09-30 15:00:002026-09-30 21:00:002026-09-30 21:00:005,200.0000 (A2611.DCE)long10
21DCEC2701.DCEc889.DCE-107010.01,413,470.007.00%98,942.902026-10-21 15:00:002026-10-08 15:00:002026-10-08 21:00:002026-10-08 21:00:002,167.0000 (C2611.DCE)short9
22DCECS2611.DCEcs889.DCE-80010.01,692,800.006.00%101,568.002026-10-21 15:00:002026-09-15 15:00:002026-09-15 21:00:002026-09-15 21:00:002,455.0000 (CS2611.DCE)short20
23DCEEB2611.DCEeb889.DCE005.00.007.00%0.002026-10-21 15:00:00flat
24DCEEG2611.DCEeg889.DCE-14010.0640,640.009.00%57,657.602026-10-21 15:00:002026-10-19 15:00:002026-10-19 21:00:002026-10-19 21:00:005,229.0000 (EG2611.DCE)short2
25DCEI2701.DCEi889.DCE-150100.03,357,750.008.00%268,620.002026-10-21 15:00:002026-09-29 15:00:002026-09-29 21:00:002026-09-29 21:00:00705.0000 (I2701.DCE)short11
26DCEJ2701.DCEj889.DCE-30100.0885,150.0012.00%106,218.002026-10-21 15:00:002026-10-19 15:00:002026-10-19 21:00:002026-10-19 21:00:001,965.0000 (J2701.DCE)short2
27DCEJD2612.DCEjd889.DCE-34010.0217,260.007.00%15,208.202026-10-21 15:00:002026-08-07 15:00:002026-08-10 09:00:002026-08-10 09:00:003,973.0000 (JD2610.DCE)short47
28DCEJM2701.DCEjm889.DCE-7060.0916,860.0012.00%110,023.202026-10-21 15:00:002026-10-19 15:00:002026-10-19 21:00:002026-10-19 21:00:001,450.0000 (JM2701.DCE)short2
29DCEL2701.DCEl889.DCE005.00.007.00%0.002026-10-21 15:00:00flat
30DCELH2701.DCElh889.DCE-7016.0616,000.008.00%49,280.002026-10-21 15:00:002026-01-29 15:00:002026-01-30 09:00:002026-01-30 09:00:0011,165.0000 (LH2603.DCE)short172
31DCEM2701.DCEm889.DCE-54010.04,216,860.007.00%295,180.202026-10-21 15:00:002026-10-16 15:00:002026-10-16 21:00:002026-10-16 21:00:003,322.0000 (M2701.DCE)short3
32DCEP2701.DCEp889.DCE-12010.01,533,000.008.00%122,640.002026-10-21 15:00:002026-09-23 15:00:002026-09-23 21:00:002026-09-23 21:00:009,796.0000 (P2701.DCE)short14
33DCEPG2612.DCEpg889.DCE6020.0996,840.0011.00%109,652.402026-10-21 15:00:002026-10-09 15:00:002026-10-09 21:00:002026-10-09 21:00:007,416.0000 (PG2611.DCE)long8
34DCEPP2701.DCEpp889.DCE2305.01,972,250.007.00%138,057.502026-10-21 15:00:002026-10-09 15:00:002026-10-09 21:00:002026-10-09 21:00:009,240.0000 (PP2701.DCE)long8
35DCEV2701.DCEv889.DCE005.00.007.00%0.002026-10-21 15:00:00flat
36DCEY2701.DCEy889.DCE0010.00.007.00%0.002026-10-21 15:00:00flat
37CZCEAP2701.CZCEAP889.CZCE-13010.01,346,540.009.00%121,188.602026-10-21 15:00:002026-08-25 15:00:002026-08-26 09:00:002026-08-26 09:00:007,408.0000 (AP2610.CZCE)short35
38CZCECF2701.CZCECF889.CZCE-2205.0693,550.007.00%48,548.502026-10-21 15:00:002026-09-18 15:00:002026-09-18 21:00:002026-09-18 21:00:0015,770.0000 (CF2701.CZCE)short17
39CZCECJ2701.CZCECJ889.CZCE005.00.008.00%0.002026-10-21 15:00:00flat
40CZCEFG2701.CZCEFG889.CZCE-34020.0650,080.009.00%58,507.202026-10-21 15:00:002026-10-08 15:00:002026-10-08 21:00:002026-10-08 21:00:00892.0000 (FG2701.CZCE)short9
41CZCEMA2701.CZCEMA889.CZCE25010.0815,500.007.00%57,085.002026-10-21 15:00:002026-10-09 15:00:002026-10-09 21:00:002026-10-09 21:00:003,300.0000 (MA2701.CZCE)long8
42CZCEPF2612.CZCEPF889.CZCE005.00.007.00%0.002026-10-21 15:00:00flat
43CZCEPK2612.CZCEPK889.CZCE-5505.01,893,100.007.00%132,517.002026-10-21 15:00:002026-07-20 15:00:002026-07-21 09:00:002026-07-21 09:00:008,170.0000 (PK2611.CZCE)short61
44CZCESF2701.CZCESF889.CZCE-3805.01,345,200.007.00%94,164.002026-10-21 15:00:002026-10-16 15:00:002026-10-19 09:00:002026-10-19 09:00:005,870.0000 (SF2701.CZCE)short3
45CZCESM2701.CZCESM889.CZCE005.00.007.00%0.002026-10-21 15:00:00flat
46CZCESR2701.CZCESR889.CZCE44010.01,686,960.006.00%101,217.602026-10-21 15:00:002026-08-19 15:00:002026-08-19 21:00:002026-08-19 21:00:005,340.0000 (SR2701.CZCE)long39
47CZCETA2701.CZCETA889.CZCE005.00.007.00%0.002026-10-21 15:00:00flat
2026-10-20 全部持仓 47 行；较前一交易日变化 3 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
1CFFEXIF2611.CFFEXIF889.CFFEX00300.00.0012.00%0.002026-10-20 15:00:00flat
2CFFEXTF2612.CFFEXTF889.CFFEX18010000.019,861,200.001.20%238,334.402026-10-20 15:00:002026-10-13 15:00:002026-10-14 09:30:002026-10-14 09:30:00106.6300 (TF2612.CFFEX)long5
3SHFEAG2612.SHFEag889.SHFE-1015.0175,860.0022.00%38,689.202026-10-20 15:00:002026-09-29 15:00:002026-09-29 21:00:002026-09-29 21:00:0014,998.0000 (AG2612.SHFE)short10
4SHFEAL2612.SHFEal889.SHFE-1205.01,034,700.0011.00%113,817.002026-10-20 15:00:002026-10-08 15:00:002026-10-08 21:00:002026-10-08 21:00:0023,600.0000 (AL2611.SHFE)short8
5SHFEAO2701.SHFEao889.SHFE-16020.01,055,360.0011.00%116,089.602026-10-20 15:00:002026-10-15 15:00:002026-10-15 21:00:002026-10-15 21:00:002,620.0000 (AO2701.SHFE)short3
6SHFEAU2612.SHFEau889.SHFE001000.00.0016.00%0.002026-10-20 15:00:00flat
7SHFEBU2701.SHFEbu889.SHFE-18010.0772,020.0014.00%108,082.802026-10-20 15:00:002026-10-16 15:00:002026-10-16 21:00:002026-10-16 21:00:004,549.0000 (BU2701.SHFE)short2
8SHFECU2611.SHFEcu889.SHFE005.00.0011.00%0.002026-10-20 15:00:00flat
9SHFENI2612.SHFEni889.SHFE-701.01,038,800.0012.00%124,656.002026-10-20 15:00:002026-08-14 15:00:002026-08-14 21:00:002026-08-14 21:00:00128,360.0000 (NI2609.SHFE)short41
10SHFEPB2612.SHFEpb889.SHFE2305.02,439,150.0011.00%268,306.502026-10-20 15:00:002026-08-24 15:00:002026-08-24 21:00:002026-08-24 21:00:0016,080.0000 (PB2610.SHFE)long35
11SHFERB2701.SHFErb889.SHFE58010.02,071,760.007.00%145,023.202026-10-20 15:00:002026-08-28 15:00:002026-08-28 21:00:002026-08-28 21:00:003,081.0000 (RB2610.SHFE)long31
12SHFERU2701.SHFEru889.SHFE005.00.009.00%0.002026-10-20 15:00:00flat
13SHFESN2611.SHFEsn889.SHFE-101.0373,690.0014.00%52,316.602026-10-20 15:00:002026-09-02 15:00:002026-09-02 21:00:002026-09-02 21:00:00421,500.0000 (SN2610.SHFE)short28
14SHFESP2701.SHFEsp889.SHFE-27010.01,369,440.007.00%95,860.802026-10-20 15:00:002026-10-12 15:00:002026-10-12 21:00:002026-10-12 21:00:004,850.0000 (SP2701.SHFE)short6
15SHFESS2612.SHFEss889.SHFE-2005.01,837,000.007.00%128,590.002026-10-20 15:00:002026-08-14 15:00:002026-08-14 21:00:002026-08-14 21:00:0014,400.0000 (SS2610.SHFE)short41
16SHFEZN2612.SHFEzn889.SHFE-1205.01,793,100.0011.00%197,241.002026-10-20 15:00:002026-10-09 15:00:002026-10-09 21:00:002026-10-09 21:00:0025,960.0000 (ZN2611.SHFE)short7
17INELU2612.INElu889.INE12010.01,154,880.0018.00%207,878.402026-10-20 15:00:002026-10-08 15:00:002026-10-08 21:00:002026-10-08 21:00:005,416.0000 (LU2612.INE)long8
18INENR2612.INEnr889.INE0010.00.009.00%0.002026-10-20 15:00:00flat
19INESC2612.INEsc889.INE001000.00.0018.00%0.002026-10-20 15:00:00flat
20DCEA2701.DCEa889.DCE33010.02,043,360.007.00%143,035.202026-10-20 15:00:002026-09-30 15:00:002026-09-30 21:00:002026-09-30 21:00:005,200.0000 (A2611.DCE)long9
21DCEC2701.DCEc889.DCE-107010.01,418,820.007.00%99,317.402026-10-20 15:00:002026-10-08 15:00:002026-10-08 21:00:002026-10-08 21:00:002,167.0000 (C2611.DCE)short8
22DCECS2611.DCEcs889.DCE-80010.01,714,400.006.00%102,864.002026-10-20 15:00:002026-09-15 15:00:002026-09-15 21:00:002026-09-15 21:00:002,455.0000 (CS2611.DCE)short19
23DCEEB2611.DCEeb889.DCE005.00.007.00%0.002026-10-20 15:00:00flat
24DCEEG2611.DCEeg889.DCE-14-1410.0640,080.009.00%57,607.202026-10-20 15:00:002026-10-19 15:00:002026-10-19 21:00:002026-10-19 21:00:005,229.0000 (EG2611.DCE)short1
25DCEI2701.DCEi889.DCE-150100.03,357,750.008.00%268,620.002026-10-20 15:00:002026-09-29 15:00:002026-09-29 21:00:002026-09-29 21:00:00705.0000 (I2701.DCE)short10
26DCEJ2701.DCEj889.DCE-3-3100.0880,050.0012.00%105,606.002026-10-20 15:00:002026-10-19 15:00:002026-10-19 21:00:002026-10-19 21:00:001,965.0000 (J2701.DCE)short1
27DCEJD2612.DCEjd889.DCE-34010.0238,680.007.00%16,707.602026-10-20 15:00:002026-08-07 15:00:002026-08-10 09:00:002026-08-10 09:00:003,973.0000 (JD2610.DCE)short46
28DCEJM2701.DCEjm889.DCE-7-760.0915,600.0012.00%109,872.002026-10-20 15:00:002026-10-19 15:00:002026-10-19 21:00:002026-10-19 21:00:001,450.0000 (JM2701.DCE)short1
29DCEL2701.DCEl889.DCE005.00.007.00%0.002026-10-20 15:00:00flat
30DCELH2701.DCElh889.DCE-7016.0632,800.008.00%50,624.002026-10-20 15:00:002026-01-29 15:00:002026-01-30 09:00:002026-01-30 09:00:0011,165.0000 (LH2603.DCE)short171
31DCEM2701.DCEm889.DCE-54010.04,229,820.007.00%296,087.402026-10-20 15:00:002026-10-16 15:00:002026-10-16 21:00:002026-10-16 21:00:003,322.0000 (M2701.DCE)short2
32DCEP2701.DCEp889.DCE-12010.01,526,280.008.00%122,102.402026-10-20 15:00:002026-09-23 15:00:002026-09-23 21:00:002026-09-23 21:00:009,796.0000 (P2701.DCE)short13
33DCEPG2612.DCEpg889.DCE6020.01,013,640.0011.00%111,500.402026-10-20 15:00:002026-10-09 15:00:002026-10-09 21:00:002026-10-09 21:00:007,416.0000 (PG2611.DCE)long7
34DCEPP2701.DCEpp889.DCE2305.01,981,105.007.00%138,677.352026-10-20 15:00:002026-10-09 15:00:002026-10-09 21:00:002026-10-09 21:00:009,240.0000 (PP2701.DCE)long7
35DCEV2701.DCEv889.DCE005.00.007.00%0.002026-10-20 15:00:00flat
36DCEY2701.DCEy889.DCE0010.00.007.00%0.002026-10-20 15:00:00flat
37CZCEAP2701.CZCEAP889.CZCE-13010.01,328,600.009.00%119,574.002026-10-20 15:00:002026-08-25 15:00:002026-08-26 09:00:002026-08-26 09:00:007,408.0000 (AP2610.CZCE)short34
38CZCECF2701.CZCECF889.CZCE-2205.0679,800.007.00%47,586.002026-10-20 15:00:002026-09-18 15:00:002026-09-18 21:00:002026-09-18 21:00:0015,770.0000 (CF2701.CZCE)short16
39CZCECJ2701.CZCECJ889.CZCE005.00.008.00%0.002026-10-20 15:00:00flat
40CZCEFG2701.CZCEFG889.CZCE-34020.0652,120.009.00%58,690.802026-10-20 15:00:002026-10-08 15:00:002026-10-08 21:00:002026-10-08 21:00:00892.0000 (FG2701.CZCE)short8
41CZCEMA2701.CZCEMA889.CZCE25010.0822,250.007.00%57,557.502026-10-20 15:00:002026-10-09 15:00:002026-10-09 21:00:002026-10-09 21:00:003,300.0000 (MA2701.CZCE)long7
42CZCEPF2612.CZCEPF889.CZCE005.00.007.00%0.002026-10-20 15:00:00flat
43CZCEPK2612.CZCEPK889.CZCE-5505.01,895,300.007.00%132,671.002026-10-20 15:00:002026-07-20 15:00:002026-07-21 09:00:002026-07-21 09:00:008,170.0000 (PK2611.CZCE)short60
44CZCESF2701.CZCESF889.CZCE-3805.01,345,200.007.00%94,164.002026-10-20 15:00:002026-10-16 15:00:002026-10-19 09:00:002026-10-19 09:00:005,870.0000 (SF2701.CZCE)short2
45CZCESM2701.CZCESM889.CZCE005.00.007.00%0.002026-10-20 15:00:00flat
46CZCESR2701.CZCESR889.CZCE44010.01,684,320.006.00%101,059.202026-10-20 15:00:002026-08-19 15:00:002026-08-19 21:00:002026-08-19 21:00:005,340.0000 (SR2701.CZCE)long38
47CZCETA2701.CZCETA889.CZCE005.00.007.00%0.002026-10-20 15:00:00flat
2026-10-19 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
1CFFEXIF2611.CFFEXIF889.CFFEX00300.00.0012.00%0.002026-10-19 15:00:00flat
2CFFEXTF2612.CFFEXTF889.CFFEX18010000.019,840,500.001.20%238,086.002026-10-19 15:00:002026-10-13 15:00:002026-10-14 09:30:002026-10-14 09:30:00106.6300 (TF2612.CFFEX)long4
3SHFEAG2612.SHFEag889.SHFE-1015.0176,340.0022.00%38,794.802026-10-19 15:00:002026-09-29 15:00:002026-09-29 21:00:002026-09-29 21:00:0014,998.0000 (AG2612.SHFE)short9
4SHFEAL2611.SHFEal889.SHFE-1205.01,026,300.0011.00%112,893.002026-10-19 15:00:002026-10-08 15:00:002026-10-08 21:00:002026-10-08 21:00:0023,600.0000 (AL2611.SHFE)short7
5SHFEAO2701.SHFEao889.SHFE-16020.01,057,600.0011.00%116,336.002026-10-19 15:00:002026-10-15 15:00:002026-10-15 21:00:002026-10-15 21:00:002,620.0000 (AO2701.SHFE)short2
6SHFEAU2612.SHFEau889.SHFE001000.00.0016.00%0.002026-10-19 15:00:00flat
7SHFEBU2701.SHFEbu889.SHFE-18-1810.0753,660.0014.00%105,512.402026-10-19 15:00:002026-10-16 15:00:002026-10-16 21:00:002026-10-16 21:00:004,549.0000 (BU2701.SHFE)short1
8SHFECU2611.SHFEcu889.SHFE005.00.0011.00%0.002026-10-19 15:00:00flat
9SHFENI2612.SHFEni889.SHFE-701.01,034,600.0012.00%124,152.002026-10-19 15:00:002026-08-14 15:00:002026-08-14 21:00:002026-08-14 21:00:00128,360.0000 (NI2609.SHFE)short40
10SHFEPB2612.SHFEpb889.SHFE2305.02,427,075.0011.00%266,978.252026-10-19 15:00:002026-08-24 15:00:002026-08-24 21:00:002026-08-24 21:00:0016,080.0000 (PB2610.SHFE)long34
11SHFERB2701.SHFErb889.SHFE58010.02,070,600.007.00%144,942.002026-10-19 15:00:002026-08-28 15:00:002026-08-28 21:00:002026-08-28 21:00:003,081.0000 (RB2610.SHFE)long30
12SHFERU2701.SHFEru889.SHFE005.00.009.00%0.002026-10-19 15:00:00flat
13SHFESN2611.SHFEsn889.SHFE-101.0371,090.0014.00%51,952.602026-10-19 15:00:002026-09-02 15:00:002026-09-02 21:00:002026-09-02 21:00:00421,500.0000 (SN2610.SHFE)short27
14SHFESP2701.SHFEsp889.SHFE-27010.01,379,160.007.00%96,541.202026-10-19 15:00:002026-10-12 15:00:002026-10-12 21:00:002026-10-12 21:00:004,850.0000 (SP2701.SHFE)short5
15SHFESS2612.SHFEss889.SHFE-2005.01,832,000.007.00%128,240.002026-10-19 15:00:002026-08-14 15:00:002026-08-14 21:00:002026-08-14 21:00:0014,400.0000 (SS2610.SHFE)short40
16SHFEZN2612.SHFEzn889.SHFE-1205.01,786,800.0011.00%196,548.002026-10-19 15:00:002026-10-09 15:00:002026-10-09 21:00:002026-10-09 21:00:0025,960.0000 (ZN2611.SHFE)short6
17INELU2612.INElu889.INE12010.01,139,520.0018.00%205,113.602026-10-19 15:00:002026-10-08 15:00:002026-10-08 21:00:002026-10-08 21:00:005,416.0000 (LU2612.INE)long7
18INENR2612.INEnr889.INE0010.00.009.00%0.002026-10-19 15:00:00flat
19INESC2612.INEsc889.INE001000.00.0018.00%0.002026-10-19 15:00:00flat
20DCEA2701.DCEa889.DCE33010.02,042,040.007.00%142,942.802026-10-19 15:00:002026-09-30 15:00:002026-09-30 21:00:002026-09-30 21:00:005,200.0000 (A2611.DCE)long8
21DCEC2701.DCEc889.DCE-107010.01,410,260.007.00%98,718.202026-10-19 15:00:002026-10-08 15:00:002026-10-08 21:00:002026-10-08 21:00:002,167.0000 (C2611.DCE)short7
22DCECS2611.DCEcs889.DCE-80010.01,696,800.006.00%101,808.002026-10-19 15:00:002026-09-15 15:00:002026-09-15 21:00:002026-09-15 21:00:002,455.0000 (CS2611.DCE)short18
23DCEEB2611.DCEeb889.DCE005.00.007.00%0.002026-10-19 15:00:00flat
24DCEEG2611.DCEeg889.DCE0010.00.009.00%0.002026-10-19 15:00:00flat
25DCEI2701.DCEi889.DCE-150100.03,359,250.008.00%268,740.002026-10-19 15:00:002026-09-29 15:00:002026-09-29 21:00:002026-09-29 21:00:00705.0000 (I2701.DCE)short9
26DCEJ2701.DCEj889.DCE00100.00.0012.00%0.002026-10-19 15:00:00flat
27DCEJD2612.DCEjd889.DCE-34010.0201,960.007.00%14,137.202026-10-19 15:00:002026-08-07 15:00:002026-08-10 09:00:002026-08-10 09:00:003,973.0000 (JD2610.DCE)short45
28DCEJM2701.DCEjm889.DCE0060.00.0012.00%0.002026-10-19 15:00:00flat
29DCEL2701.DCEl889.DCE005.00.007.00%0.002026-10-19 15:00:00flat
30DCELH2701.DCElh889.DCE-7016.0608,160.008.00%48,652.802026-10-19 15:00:002026-01-29 15:00:002026-01-30 09:00:002026-01-30 09:00:0011,165.0000 (LH2603.DCE)short170
31DCEM2701.DCEm889.DCE-54010.04,240,620.007.00%296,843.402026-10-19 15:00:002026-10-16 15:00:002026-10-16 21:00:002026-10-16 21:00:003,322.0000 (M2701.DCE)short1
32DCEP2701.DCEp889.DCE-12010.01,512,000.008.00%120,960.002026-10-19 15:00:002026-09-23 15:00:002026-09-23 21:00:002026-09-23 21:00:009,796.0000 (P2701.DCE)short12
33DCEPG2612.DCEpg889.DCE6020.01,021,920.0011.00%112,411.202026-10-19 15:00:002026-10-09 15:00:002026-10-09 21:00:002026-10-09 21:00:007,416.0000 (PG2611.DCE)long6
34DCEPP2701.DCEpp889.DCE2305.01,974,665.007.00%138,226.552026-10-19 15:00:002026-10-09 15:00:002026-10-09 21:00:002026-10-09 21:00:009,240.0000 (PP2701.DCE)long6
35DCEV2701.DCEv889.DCE005.00.007.00%0.002026-10-19 15:00:00flat
36DCEY2701.DCEy889.DCE0010.00.007.00%0.002026-10-19 15:00:00flat
37CZCEAP2701.CZCEAP889.CZCE-13010.01,333,150.009.00%119,983.502026-10-19 15:00:002026-08-25 15:00:002026-08-26 09:00:002026-08-26 09:00:007,408.0000 (AP2610.CZCE)short33
38CZCECF2701.CZCECF889.CZCE-2205.0694,100.007.00%48,587.002026-10-19 15:00:002026-09-18 15:00:002026-09-18 21:00:002026-09-18 21:00:0015,770.0000 (CF2701.CZCE)short15
39CZCECJ2701.CZCECJ889.CZCE005.00.008.00%0.002026-10-19 15:00:00flat
40CZCEFG2701.CZCEFG889.CZCE-34020.0660,960.009.00%59,486.402026-10-19 15:00:002026-10-08 15:00:002026-10-08 21:00:002026-10-08 21:00:00892.0000 (FG2701.CZCE)short7
41CZCEMA2701.CZCEMA889.CZCE25010.0818,750.007.00%57,312.502026-10-19 15:00:002026-10-09 15:00:002026-10-09 21:00:002026-10-09 21:00:003,300.0000 (MA2701.CZCE)long6
42CZCEPF2612.CZCEPF889.CZCE005.00.007.00%0.002026-10-19 15:00:00flat
43CZCEPK2612.CZCEPK889.CZCE-5505.01,893,650.007.00%132,555.502026-10-19 15:00:002026-07-20 15:00:002026-07-21 09:00:002026-07-21 09:00:008,170.0000 (PK2611.CZCE)short59
44CZCESF2701.CZCESF889.CZCE-38-385.01,352,040.007.00%94,642.802026-10-19 15:00:002026-10-16 15:00:002026-10-19 09:00:002026-10-19 09:00:005,870.0000 (SF2701.CZCE)short1
45CZCESM2701.CZCESM889.CZCE005.00.007.00%0.002026-10-19 15:00:00flat
46CZCESR2701.CZCESR889.CZCE44010.01,682,560.006.00%100,953.602026-10-19 15:00:002026-08-19 15:00:002026-08-19 21:00:002026-08-19 21:00:005,340.0000 (SR2701.CZCE)long37
47CZCETA2701.CZCETA889.CZCE005.00.007.00%0.002026-10-19 15:00:00flat
2026-10-16 全部持仓 47 行；较前一交易日变化 3 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
1CFFEXIF2611.CFFEXIF889.CFFEX00300.00.0012.00%0.002026-10-16 15:00:00flat
2CFFEXTF2612.CFFEXTF889.CFFEX18010000.019,845,000.001.20%238,140.002026-10-16 15:00:002026-10-13 15:00:002026-10-14 09:30:002026-10-14 09:30:00106.6300 (TF2612.CFFEX)long3
3SHFEAG2612.SHFEag889.SHFE-1015.0176,790.0022.00%38,893.802026-10-16 15:00:002026-09-29 15:00:002026-09-29 21:00:002026-09-29 21:00:0014,998.0000 (AG2612.SHFE)short8
4SHFEAL2611.SHFEal889.SHFE-1205.01,022,100.0011.00%112,431.002026-10-16 15:00:002026-10-08 15:00:002026-10-08 21:00:002026-10-08 21:00:0023,600.0000 (AL2611.SHFE)short6
5SHFEAO2701.SHFEao889.SHFE-16020.01,056,320.0011.00%116,195.202026-10-16 15:00:002026-10-15 15:00:002026-10-15 21:00:002026-10-15 21:00:002,620.0000 (AO2701.SHFE)short1
6SHFEAU2612.SHFEau889.SHFE001000.00.0016.00%0.002026-10-16 15:00:00flat
7SHFEBU2701.SHFEbu889.SHFE0010.00.0014.00%0.002026-10-16 15:00:00flat
8SHFECU2611.SHFEcu889.SHFE005.00.0011.00%0.002026-10-16 15:00:00flat
9SHFENI2612.SHFEni889.SHFE-701.01,019,970.0012.00%122,396.402026-10-16 15:00:002026-08-14 15:00:002026-08-14 21:00:002026-08-14 21:00:00128,360.0000 (NI2609.SHFE)short39
10SHFEPB2612.SHFEpb889.SHFE2305.02,429,375.0011.00%267,231.252026-10-16 15:00:002026-08-24 15:00:002026-08-24 21:00:002026-08-24 21:00:0016,080.0000 (PB2610.SHFE)long33
11SHFERB2701.SHFErb889.SHFE58010.02,074,080.007.00%145,185.602026-10-16 15:00:002026-08-28 15:00:002026-08-28 21:00:002026-08-28 21:00:003,081.0000 (RB2610.SHFE)long29
12SHFERU2701.SHFEru889.SHFE0-125.00.009.00%0.002026-10-16 15:00:002026-10-16 15:00:002026-10-16 21:00:002026-10-16 21:00:0019,885.0000 (RU2701.SHFE)exit_long
13SHFESN2611.SHFEsn889.SHFE-101.0367,970.0014.00%51,515.802026-10-16 15:00:002026-09-02 15:00:002026-09-02 21:00:002026-09-02 21:00:00421,500.0000 (SN2610.SHFE)short26
14SHFESP2701.SHFEsp889.SHFE-27010.01,386,720.007.00%97,070.402026-10-16 15:00:002026-10-12 15:00:002026-10-12 21:00:002026-10-12 21:00:004,850.0000 (SP2701.SHFE)short4
15SHFESS2612.SHFEss889.SHFE-2005.01,824,000.007.00%127,680.002026-10-16 15:00:002026-08-14 15:00:002026-08-14 21:00:002026-08-14 21:00:0014,400.0000 (SS2610.SHFE)short39
16SHFEZN2612.SHFEzn889.SHFE-1205.01,783,500.0011.00%196,185.002026-10-16 15:00:002026-10-09 15:00:002026-10-09 21:00:002026-10-09 21:00:0025,960.0000 (ZN2611.SHFE)short5
17INELU2612.INElu889.INE12010.01,135,320.0018.00%204,357.602026-10-16 15:00:002026-10-08 15:00:002026-10-08 21:00:002026-10-08 21:00:005,416.0000 (LU2612.INE)long6
18INENR2612.INEnr889.INE0-610.00.009.00%0.002026-10-16 15:00:002026-10-16 15:00:002026-10-16 21:00:002026-10-16 21:00:0016,945.0000 (NR2612.INE)exit_long
19INESC2612.INEsc889.INE001000.00.0018.00%0.002026-10-16 15:00:00flat
20DCEA2701.DCEa889.DCE33010.02,065,470.007.00%144,582.902026-10-16 15:00:002026-09-30 15:00:002026-09-30 21:00:002026-09-30 21:00:005,200.0000 (A2611.DCE)long7
21DCEC2701.DCEc889.DCE-107010.01,434,870.007.00%100,440.902026-10-16 15:00:002026-10-08 15:00:002026-10-08 21:00:002026-10-08 21:00:002,167.0000 (C2611.DCE)short6
22DCECS2611.DCEcs889.DCE-80010.01,712,800.006.00%102,768.002026-10-16 15:00:002026-09-15 15:00:002026-09-15 21:00:002026-09-15 21:00:002,455.0000 (CS2611.DCE)short17
23DCEEB2611.DCEeb889.DCE005.00.007.00%0.002026-10-16 15:00:00flat
24DCEEG2611.DCEeg889.DCE0010.00.009.00%0.002026-10-16 15:00:00flat
25DCEI2701.DCEi889.DCE-150100.03,344,250.008.00%267,540.002026-10-16 15:00:002026-09-29 15:00:002026-09-29 21:00:002026-09-29 21:00:00705.0000 (I2701.DCE)short8
26DCEJ2701.DCEj889.DCE00100.00.0012.00%0.002026-10-16 15:00:00flat
27DCEJD2612.DCEjd889.DCE-34010.0191,760.007.00%13,423.202026-10-16 15:00:002026-08-07 15:00:002026-08-10 09:00:002026-08-10 09:00:003,973.0000 (JD2610.DCE)short44
28DCEJM2701.DCEjm889.DCE0060.00.0012.00%0.002026-10-16 15:00:00flat
29DCEL2701.DCEl889.DCE005.00.007.00%0.002026-10-16 15:00:00flat
30DCELH2701.DCElh889.DCE-7016.0577,360.008.00%46,188.802026-10-16 15:00:002026-01-29 15:00:002026-01-30 09:00:002026-01-30 09:00:0011,165.0000 (LH2603.DCE)short169
31DCEM2701.DCEm889.DCE-54-5410.04,237,380.007.00%296,616.602026-10-16 15:00:002026-10-16 15:00:002026-10-16 21:00:002026-10-16 21:00:003,322.0000 (M2701.DCE)short0
32DCEP2701.DCEp889.DCE-12010.01,512,120.008.00%120,969.602026-10-16 15:00:002026-09-23 15:00:002026-09-23 21:00:002026-09-23 21:00:009,796.0000 (P2701.DCE)short11
33DCEPG2611.DCEpg889.DCE6020.01,022,280.0011.00%112,450.802026-10-16 15:00:002026-10-09 15:00:002026-10-09 21:00:002026-10-09 21:00:007,416.0000 (PG2611.DCE)long5
34DCEPP2701.DCEpp889.DCE2305.01,977,310.007.00%138,411.702026-10-16 15:00:002026-10-09 15:00:002026-10-09 21:00:002026-10-09 21:00:009,240.0000 (PP2701.DCE)long5
35DCEV2701.DCEv889.DCE005.00.007.00%0.002026-10-16 15:00:00flat
36DCEY2701.DCEy889.DCE0010.00.007.00%0.002026-10-16 15:00:00flat
37CZCEAP2701.CZCEAP889.CZCE-13010.01,348,360.009.00%121,352.402026-10-16 15:00:002026-08-25 15:00:002026-08-26 09:00:002026-08-26 09:00:007,408.0000 (AP2610.CZCE)short32
38CZCECF2701.CZCECF889.CZCE-2205.0700,700.007.00%49,049.002026-10-16 15:00:002026-09-18 15:00:002026-09-18 21:00:002026-09-18 21:00:0015,770.0000 (CF2701.CZCE)short14
39CZCECJ2701.CZCECJ889.CZCE005.00.008.00%0.002026-10-16 15:00:00flat
40CZCEFG2701.CZCEFG889.CZCE-34020.0660,960.009.00%59,486.402026-10-16 15:00:002026-10-08 15:00:002026-10-08 21:00:002026-10-08 21:00:00892.0000 (FG2701.CZCE)short6
41CZCEMA2701.CZCEMA889.CZCE25010.0831,000.007.00%58,170.002026-10-16 15:00:002026-10-09 15:00:002026-10-09 21:00:002026-10-09 21:00:003,300.0000 (MA2701.CZCE)long5
42CZCEPF2612.CZCEPF889.CZCE005.00.007.00%0.002026-10-16 15:00:00flat
43CZCEPK2612.CZCEPK889.CZCE-5505.01,893,650.007.00%132,555.502026-10-16 15:00:002026-07-20 15:00:002026-07-21 09:00:002026-07-21 09:00:008,170.0000 (PK2611.CZCE)short58
44CZCESF2701.CZCESF889.CZCE005.00.007.00%0.002026-10-16 15:00:00flat
45CZCESM2701.CZCESM889.CZCE005.00.007.00%0.002026-10-16 15:00:00flat
46CZCESR2701.CZCESR889.CZCE44010.01,695,320.006.00%101,719.202026-10-16 15:00:002026-08-19 15:00:002026-08-19 21:00:002026-08-19 21:00:005,340.0000 (SR2701.CZCE)long36
47CZCETA2701.CZCETA889.CZCE005.00.007.00%0.002026-10-16 15:00:00flat
2026-10-15 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
1CFFEXIF2610.CFFEXIF889.CFFEX00300.00.0012.00%0.002026-10-15 15:00:00flat
2CFFEXTF2612.CFFEXTF889.CFFEX18010000.019,829,700.001.20%237,956.402026-10-15 15:00:002026-10-13 15:00:002026-10-14 09:30:002026-10-14 09:30:00106.6300 (TF2612.CFFEX)long2
3SHFEAG2612.SHFEag889.SHFE-1015.0171,255.0022.00%37,676.102026-10-15 15:00:002026-09-29 15:00:002026-09-29 21:00:002026-09-29 21:00:0014,998.0000 (AG2612.SHFE)short7
4SHFEAL2611.SHFEal889.SHFE-1205.01,008,300.0011.00%110,913.002026-10-15 15:00:002026-10-08 15:00:002026-10-08 21:00:002026-10-08 21:00:0023,600.0000 (AL2611.SHFE)short5
5SHFEAO2701.SHFEao889.SHFE-16-1620.01,041,280.0011.00%114,540.802026-10-15 15:00:002026-10-15 15:00:002026-10-15 21:00:002026-10-15 21:00:002,620.0000 (AO2701.SHFE)short0
6SHFEAU2612.SHFEau889.SHFE001000.00.0016.00%0.002026-10-15 15:00:00flat
7SHFEBU2701.SHFEbu889.SHFE0010.00.0014.00%0.002026-10-15 15:00:00flat
8SHFECU2611.SHFEcu889.SHFE005.00.0011.00%0.002026-10-15 15:00:00flat
9SHFENI2611.SHFEni889.SHFE-701.01,028,160.0012.00%123,379.202026-10-15 15:00:002026-08-14 15:00:002026-08-14 21:00:002026-08-14 21:00:00128,360.0000 (NI2609.SHFE)short38
10SHFEPB2612.SHFEpb889.SHFE2305.02,441,450.0011.00%268,559.502026-10-15 15:00:002026-08-24 15:00:002026-08-24 21:00:002026-08-24 21:00:0016,080.0000 (PB2610.SHFE)long32
11SHFERB2701.SHFErb889.SHFE58010.02,072,340.007.00%145,063.802026-10-15 15:00:002026-08-28 15:00:002026-08-28 21:00:002026-08-28 21:00:003,081.0000 (RB2610.SHFE)long28
12SHFERU2701.SHFEru889.SHFE1205.030,600.009.00%2,754.002026-10-15 15:00:002026-10-08 15:00:002026-10-08 21:00:002026-10-08 21:00:0020,055.0000 (RU2701.SHFE)long5
13SHFESN2611.SHFEsn889.SHFE-101.0364,370.0014.00%51,011.802026-10-15 15:00:002026-09-02 15:00:002026-09-02 21:00:002026-09-02 21:00:00421,500.0000 (SN2610.SHFE)short25
14SHFESP2701.SHFEsp889.SHFE-27010.01,382,940.007.00%96,805.802026-10-15 15:00:002026-10-12 15:00:002026-10-12 21:00:002026-10-12 21:00:004,850.0000 (SP2701.SHFE)short3
15SHFESS2612.SHFEss889.SHFE-2005.01,820,000.007.00%127,400.002026-10-15 15:00:002026-08-14 15:00:002026-08-14 21:00:002026-08-14 21:00:0014,400.0000 (SS2610.SHFE)short38
16SHFEZN2611.SHFEzn889.SHFE-1205.01,785,600.0011.00%196,416.002026-10-15 15:00:002026-10-09 15:00:002026-10-09 21:00:002026-10-09 21:00:0025,960.0000 (ZN2611.SHFE)short4
17INELU2612.INElu889.INE12010.01,128,720.0018.00%203,169.602026-10-15 15:00:002026-10-08 15:00:002026-10-08 21:00:002026-10-08 21:00:005,416.0000 (LU2612.INE)long5
18INENR2612.INEnr889.INE6010.0751,800.009.00%67,662.002026-10-15 15:00:002026-09-24 15:00:002026-09-24 21:00:002026-09-24 21:00:0016,720.0000 (NR2611.INE)long9
19INESC2612.INEsc889.INE001000.00.0018.00%0.002026-10-15 15:00:00flat
20DCEA2701.DCEa889.DCE33010.02,052,270.007.00%143,658.902026-10-15 15:00:002026-09-30 15:00:002026-09-30 21:00:002026-09-30 21:00:005,200.0000 (A2611.DCE)long6
21DCEC2701.DCEc889.DCE-107010.01,440,220.007.00%100,815.402026-10-15 15:00:002026-10-08 15:00:002026-10-08 21:00:002026-10-08 21:00:002,167.0000 (C2611.DCE)short5
22DCECS2611.DCEcs889.DCE-80010.01,724,800.006.00%103,488.002026-10-15 15:00:002026-09-15 15:00:002026-09-15 21:00:002026-09-15 21:00:002,455.0000 (CS2611.DCE)short16
23DCEEB2611.DCEeb889.DCE005.00.007.00%0.002026-10-15 15:00:00flat
24DCEEG2611.DCEeg889.DCE0010.00.009.00%0.002026-10-15 15:00:00flat
25DCEI2701.DCEi889.DCE-150100.03,342,750.008.00%267,420.002026-10-15 15:00:002026-09-29 15:00:002026-09-29 21:00:002026-09-29 21:00:00705.0000 (I2701.DCE)short7
26DCEJ2701.DCEj889.DCE00100.00.0012.00%0.002026-10-15 15:00:00flat
27DCEJD2612.DCEjd889.DCE-34010.0190,400.007.00%13,328.002026-10-15 15:00:002026-08-07 15:00:002026-08-10 09:00:002026-08-10 09:00:003,973.0000 (JD2610.DCE)short43
28DCEJM2701.DCEjm889.DCE0060.00.0012.00%0.002026-10-15 15:00:00flat
29DCEL2701.DCEl889.DCE005.00.007.00%0.002026-10-15 15:00:00flat
30DCELH2701.DCElh889.DCE-7016.0581,280.008.00%46,502.402026-10-15 15:00:002026-01-29 15:00:002026-01-30 09:00:002026-01-30 09:00:0011,165.0000 (LH2603.DCE)short168
31DCEM2701.DCEm889.DCE0010.00.007.00%0.002026-10-15 15:00:00flat
32DCEP2701.DCEp889.DCE-12010.01,508,760.008.00%120,700.802026-10-15 15:00:002026-09-23 15:00:002026-09-23 21:00:002026-09-23 21:00:009,796.0000 (P2701.DCE)short10
33DCEPG2611.DCEpg889.DCE6020.01,039,440.0011.00%114,338.402026-10-15 15:00:002026-10-09 15:00:002026-10-09 21:00:002026-10-09 21:00:007,416.0000 (PG2611.DCE)long4
34DCEPP2701.DCEpp889.DCE2305.01,982,370.007.00%138,765.902026-10-15 15:00:002026-10-09 15:00:002026-10-09 21:00:002026-10-09 21:00:009,240.0000 (PP2701.DCE)long4
35DCEV2701.DCEv889.DCE005.00.007.00%0.002026-10-15 15:00:00flat
36DCEY2701.DCEy889.DCE0010.00.007.00%0.002026-10-15 15:00:00flat
37CZCEAP2701.CZCEAP889.CZCE-13010.01,364,350.009.00%122,791.502026-10-15 15:00:002026-08-25 15:00:002026-08-26 09:00:002026-08-26 09:00:007,408.0000 (AP2610.CZCE)short31
38CZCECF2701.CZCECF889.CZCE-2205.0699,050.007.00%48,933.502026-10-15 15:00:002026-09-18 15:00:002026-09-18 21:00:002026-09-18 21:00:0015,770.0000 (CF2701.CZCE)short13
39CZCECJ2701.CZCECJ889.CZCE005.00.008.00%0.002026-10-15 15:00:00flat
40CZCEFG2701.CZCEFG889.CZCE-34020.0656,880.009.00%59,119.202026-10-15 15:00:002026-10-08 15:00:002026-10-08 21:00:002026-10-08 21:00:00892.0000 (FG2701.CZCE)short5
41CZCEMA2701.CZCEMA889.CZCE25010.0825,500.007.00%57,785.002026-10-15 15:00:002026-10-09 15:00:002026-10-09 21:00:002026-10-09 21:00:003,300.0000 (MA2701.CZCE)long4
42CZCEPF2612.CZCEPF889.CZCE005.00.007.00%0.002026-10-15 15:00:00flat
43CZCEPK2612.CZCEPK889.CZCE-5505.01,905,750.007.00%133,402.502026-10-15 15:00:002026-07-20 15:00:002026-07-21 09:00:002026-07-21 09:00:008,170.0000 (PK2611.CZCE)short57
44CZCESF2701.CZCESF889.CZCE005.00.007.00%0.002026-10-15 15:00:00flat
45CZCESM2701.CZCESM889.CZCE005.00.007.00%0.002026-10-15 15:00:002026-10-14 15:00:002026-10-15 09:00:002026-10-15 09:00:005,836.0000 (SM2701.CZCE)exit_long
46CZCESR2701.CZCESR889.CZCE44010.01,683,880.006.00%101,032.802026-10-15 15:00:002026-08-19 15:00:002026-08-19 21:00:002026-08-19 21:00:005,340.0000 (SR2701.CZCE)long35
47CZCETA2701.CZCETA889.CZCE005.00.007.00%0.002026-10-15 15:00:00flat
2026-10-14 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
1CFFEXIF2610.CFFEXIF889.CFFEX00300.00.0012.00%0.002026-10-14 15:00:00flat
2CFFEXTF2612.CFFEXTF889.CFFEX181810000.019,827,000.001.20%237,924.002026-10-14 15:00:002026-10-13 15:00:002026-10-14 09:30:002026-10-14 09:30:00106.6300 (TF2612.CFFEX)long1
3SHFEAG2612.SHFEag889.SHFE-1015.0180,690.0022.00%39,751.802026-10-14 15:00:002026-09-29 15:00:002026-09-29 21:00:002026-09-29 21:00:0014,998.0000 (AG2612.SHFE)short6
4SHFEAL2611.SHFEal889.SHFE-1205.01,023,000.0011.00%112,530.002026-10-14 15:00:002026-10-08 15:00:002026-10-08 21:00:002026-10-08 21:00:0023,600.0000 (AL2611.SHFE)short4
5SHFEAO2701.SHFEao889.SHFE0020.00.0011.00%0.002026-10-14 15:00:00flat
6SHFEAU2612.SHFEau889.SHFE001000.00.0016.00%0.002026-10-14 15:00:00flat
7SHFEBU2611.SHFEbu889.SHFE0010.00.0014.00%0.002026-10-14 15:00:00flat
8SHFECU2611.SHFEcu889.SHFE005.00.0011.00%0.002026-10-14 15:00:00flat
9SHFENI2611.SHFEni889.SHFE-701.01,045,030.0012.00%125,403.602026-10-14 15:00:002026-08-14 15:00:002026-08-14 21:00:002026-08-14 21:00:00128,360.0000 (NI2609.SHFE)short37
10SHFEPB2611.SHFEpb889.SHFE2305.02,440,300.0011.00%268,433.002026-10-14 15:00:002026-08-24 15:00:002026-08-24 21:00:002026-08-24 21:00:0016,080.0000 (PB2610.SHFE)long31
11SHFERB2701.SHFErb889.SHFE58010.02,073,500.007.00%145,145.002026-10-14 15:00:002026-08-28 15:00:002026-08-28 21:00:002026-08-28 21:00:003,081.0000 (RB2610.SHFE)long27
12SHFERU2701.SHFEru889.SHFE1205.050,400.009.00%4,536.002026-10-14 15:00:002026-10-08 15:00:002026-10-08 21:00:002026-10-08 21:00:0020,055.0000 (RU2701.SHFE)long4
13SHFESN2611.SHFEsn889.SHFE-101.0368,600.0014.00%51,604.002026-10-14 15:00:002026-09-02 15:00:002026-09-02 21:00:002026-09-02 21:00:00421,500.0000 (SN2610.SHFE)short24
14SHFESP2701.SHFEsp889.SHFE-27010.01,379,700.007.00%96,579.002026-10-14 15:00:002026-10-12 15:00:002026-10-12 21:00:002026-10-12 21:00:004,850.0000 (SP2701.SHFE)short2
15SHFESS2611.SHFEss889.SHFE-2005.01,845,000.0010.00%184,500.002026-10-14 15:00:002026-08-14 15:00:002026-08-14 21:00:002026-08-14 21:00:0014,400.0000 (SS2610.SHFE)short37
16SHFEZN2611.SHFEzn889.SHFE-1205.01,797,000.0011.00%197,670.002026-10-14 15:00:002026-10-09 15:00:002026-10-09 21:00:002026-10-09 21:00:0025,960.0000 (ZN2611.SHFE)short3
17INELU2612.INElu889.INE12010.01,141,440.0018.00%205,459.202026-10-14 15:00:002026-10-08 15:00:002026-10-08 21:00:002026-10-08 21:00:005,416.0000 (LU2612.INE)long4
18INENR2612.INEnr889.INE6010.0774,000.009.00%69,660.002026-10-14 15:00:002026-09-24 15:00:002026-09-24 21:00:002026-09-24 21:00:0016,720.0000 (NR2611.INE)long8
19INESC2612.INEsc889.INE001000.00.0018.00%0.002026-10-14 15:00:00flat
20DCEA2701.DCEa889.DCE33010.02,076,030.007.00%145,322.102026-10-14 15:00:002026-09-30 15:00:002026-09-30 21:00:002026-09-30 21:00:005,200.0000 (A2611.DCE)long5
21DCEC2701.DCEc889.DCE-107010.01,445,570.007.00%101,189.902026-10-14 15:00:002026-10-08 15:00:002026-10-08 21:00:002026-10-08 21:00:002,167.0000 (C2611.DCE)short4
22DCECS2611.DCEcs889.DCE-80010.01,722,400.006.00%103,344.002026-10-14 15:00:002026-09-15 15:00:002026-09-15 21:00:002026-09-15 21:00:002,455.0000 (CS2611.DCE)short15
23DCEEB2611.DCEeb889.DCE005.00.007.00%0.002026-10-14 15:00:00flat
24DCEEG2611.DCEeg889.DCE0010.00.009.00%0.002026-10-14 15:00:00flat
25DCEI2701.DCEi889.DCE-150100.03,346,500.008.00%267,720.002026-10-14 15:00:002026-09-29 15:00:002026-09-29 21:00:002026-09-29 21:00:00705.0000 (I2701.DCE)short6
26DCEJ2701.DCEj889.DCE00100.00.0012.00%0.002026-10-14 15:00:00flat
27DCEJD2612.DCEjd889.DCE-34010.0159,800.007.00%11,186.002026-10-14 15:00:002026-08-07 15:00:002026-08-10 09:00:002026-08-10 09:00:003,973.0000 (JD2610.DCE)short42
28DCEJM2701.DCEjm889.DCE0060.00.0012.00%0.002026-10-14 15:00:00flat
29DCEL2701.DCEl889.DCE005.00.007.00%0.002026-10-14 15:00:00flat
30DCELH2701.DCElh889.DCE-7016.0584,640.008.00%46,771.202026-10-14 15:00:002026-01-29 15:00:002026-01-30 09:00:002026-01-30 09:00:0011,165.0000 (LH2603.DCE)short167
31DCEM2701.DCEm889.DCE0010.00.007.00%0.002026-10-14 15:00:00flat
32DCEP2701.DCEp889.DCE-12010.01,543,200.008.00%123,456.002026-10-14 15:00:002026-09-23 15:00:002026-09-23 21:00:002026-09-23 21:00:009,796.0000 (P2701.DCE)short9
33DCEPG2611.DCEpg889.DCE6020.01,038,120.0011.00%114,193.202026-10-14 15:00:002026-10-09 15:00:002026-10-09 21:00:002026-10-09 21:00:007,416.0000 (PG2611.DCE)long3
34DCEPP2701.DCEpp889.DCE2305.01,995,135.007.00%139,659.452026-10-14 15:00:002026-10-09 15:00:002026-10-09 21:00:002026-10-09 21:00:009,240.0000 (PP2701.DCE)long3
35DCEV2701.DCEv889.DCE0-385.00.007.00%0.002026-10-14 15:00:002026-10-14 15:00:002026-10-14 21:00:002026-10-14 21:00:004,900.0000 (V2701.DCE)exit_long
36DCEY2701.DCEy889.DCE0010.00.007.00%0.002026-10-14 15:00:00flat
37CZCEAP2701.CZCEAP889.CZCE-13010.01,380,080.009.00%124,207.202026-10-14 15:00:002026-08-25 15:00:002026-08-26 09:00:002026-08-26 09:00:007,408.0000 (AP2610.CZCE)short30
38CZCECF2701.CZCECF889.CZCE-2205.0714,450.007.00%50,011.502026-10-14 15:00:002026-09-18 15:00:002026-09-18 21:00:002026-09-18 21:00:0015,770.0000 (CF2701.CZCE)short12
39CZCECJ2701.CZCECJ889.CZCE005.00.008.00%0.002026-10-14 15:00:00flat
40CZCEFG2701.CZCEFG889.CZCE-34020.0658,920.009.00%59,302.802026-10-14 15:00:002026-10-08 15:00:002026-10-08 21:00:002026-10-08 21:00:00892.0000 (FG2701.CZCE)short4
41CZCEMA2701.CZCEMA889.CZCE25010.0848,500.007.00%59,395.002026-10-14 15:00:002026-10-09 15:00:002026-10-09 21:00:002026-10-09 21:00:003,300.0000 (MA2701.CZCE)long3
42CZCEPF2612.CZCEPF889.CZCE005.00.007.00%0.002026-10-14 15:00:00flat
43CZCEPK2612.CZCEPK889.CZCE-5505.01,884,850.007.00%131,939.502026-10-14 15:00:002026-07-20 15:00:002026-07-21 09:00:002026-07-21 09:00:008,170.0000 (PK2611.CZCE)short56
44CZCESF2611.CZCESF889.CZCE005.00.0010.00%0.002026-10-14 15:00:00flat
45CZCESM2701.CZCESM889.CZCE0-455.00.007.00%0.002026-10-14 15:00:00flat
46CZCESR2701.CZCESR889.CZCE44010.01,716,440.006.00%102,986.402026-10-14 15:00:002026-08-19 15:00:002026-08-19 21:00:002026-08-19 21:00:005,340.0000 (SR2701.CZCE)long34
47CZCETA2701.CZCETA889.CZCE0-255.00.007.00%0.002026-10-14 15:00:002026-10-14 15:00:002026-10-14 21:00:002026-10-14 21:00:006,566.0000 (TA2701.CZCE)exit_long
2026-10-13 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
1CFFEXIF2610.CFFEXIF889.CFFEX00300.00.0012.00%0.002026-10-13 15:00:00flat
2CFFEXTF2612.CFFEXTF889.CFFEX0010000.00.001.20%0.002026-10-13 15:00:00flat
3SHFEAG2612.SHFEag889.SHFE-1015.0187,500.0022.00%41,250.002026-10-13 15:00:002026-09-29 15:00:002026-09-29 21:00:002026-09-29 21:00:0014,998.0000 (AG2612.SHFE)short5
4SHFEAL2611.SHFEal889.SHFE-1205.01,025,100.0011.00%112,761.002026-10-13 15:00:002026-10-08 15:00:002026-10-08 21:00:002026-10-08 21:00:0023,600.0000 (AL2611.SHFE)short3
5SHFEAO2701.SHFEao889.SHFE0020.00.0011.00%0.002026-10-13 15:00:00flat
6SHFEAU2612.SHFEau889.SHFE001000.00.0016.00%0.002026-10-13 15:00:00flat
7SHFEBU2611.SHFEbu889.SHFE0010.00.0014.00%0.002026-10-13 15:00:00flat
8SHFECU2611.SHFEcu889.SHFE005.00.0011.00%0.002026-10-13 15:00:00flat
9SHFENI2611.SHFEni889.SHFE-701.01,046,220.0012.00%125,546.402026-10-13 15:00:002026-08-14 15:00:002026-08-14 21:00:002026-08-14 21:00:00128,360.0000 (NI2609.SHFE)short36
10SHFEPB2611.SHFEpb889.SHFE2305.02,446,050.0011.00%269,065.502026-10-13 15:00:002026-08-24 15:00:002026-08-24 21:00:002026-08-24 21:00:0016,080.0000 (PB2610.SHFE)long30
11SHFERB2701.SHFErb889.SHFE58010.02,082,780.007.00%145,794.602026-10-13 15:00:002026-08-28 15:00:002026-08-28 21:00:002026-08-28 21:00:003,081.0000 (RB2610.SHFE)long26
12SHFERU2701.SHFEru889.SHFE1205.064,800.009.00%5,832.002026-10-13 15:00:002026-10-08 15:00:002026-10-08 21:00:002026-10-08 21:00:0020,055.0000 (RU2701.SHFE)long3
13SHFESN2611.SHFEsn889.SHFE-101.0387,610.0014.00%54,265.402026-10-13 15:00:002026-09-02 15:00:002026-09-02 21:00:002026-09-02 21:00:00421,500.0000 (SN2610.SHFE)short23
14SHFESP2701.SHFEsp889.SHFE-27-2710.01,400,760.007.00%98,053.202026-10-13 15:00:002026-10-12 15:00:002026-10-12 21:00:002026-10-12 21:00:004,850.0000 (SP2701.SHFE)short1
15SHFESS2611.SHFEss889.SHFE-2005.01,842,500.0010.00%184,250.002026-10-13 15:00:002026-08-14 15:00:002026-08-14 21:00:002026-08-14 21:00:0014,400.0000 (SS2610.SHFE)short36
16SHFEZN2611.SHFEzn889.SHFE-1205.01,800,900.0011.00%198,099.002026-10-13 15:00:002026-10-09 15:00:002026-10-09 21:00:002026-10-09 21:00:0025,960.0000 (ZN2611.SHFE)short2
17INELU2612.INElu889.INE12010.01,141,440.0018.00%205,459.202026-10-13 15:00:002026-10-08 15:00:002026-10-08 21:00:002026-10-08 21:00:005,416.0000 (LU2612.INE)long3
18INENR2612.INEnr889.INE6010.0785,700.009.00%70,713.002026-10-13 15:00:002026-09-24 15:00:002026-09-24 21:00:002026-09-24 21:00:0016,720.0000 (NR2611.INE)long7
19INESC2612.INEsc889.INE001000.00.0018.00%0.002026-10-13 15:00:00flat
20DCEA2611.DCEa889.DCE33010.02,090,880.007.00%146,361.602026-10-13 15:00:002026-09-30 15:00:002026-09-30 21:00:002026-09-30 21:00:005,200.0000 (A2611.DCE)long4
21DCEC2611.DCEc889.DCE-107010.01,454,130.007.00%101,789.102026-10-13 15:00:002026-10-08 15:00:002026-10-08 21:00:002026-10-08 21:00:002,167.0000 (C2611.DCE)short3
22DCECS2611.DCEcs889.DCE-80010.01,732,000.006.00%103,920.002026-10-13 15:00:002026-09-15 15:00:002026-09-15 21:00:002026-09-15 21:00:002,455.0000 (CS2611.DCE)short14
23DCEEB2611.DCEeb889.DCE005.00.007.00%0.002026-10-13 15:00:00flat
24DCEEG2611.DCEeg889.DCE0010.00.009.00%0.002026-10-13 15:00:00flat
25DCEI2701.DCEi889.DCE-150100.03,351,000.008.00%268,080.002026-10-13 15:00:002026-09-29 15:00:002026-09-29 21:00:002026-09-29 21:00:00705.0000 (I2701.DCE)short5
26DCEJ2701.DCEj889.DCE00100.00.0012.00%0.002026-10-13 15:00:00flat
27DCEJD2612.DCEjd889.DCE-34010.0110,160.007.00%7,711.202026-10-13 15:00:002026-08-07 15:00:002026-08-10 09:00:002026-08-10 09:00:003,973.0000 (JD2610.DCE)short41
28DCEJM2701.DCEjm889.DCE0060.00.0012.00%0.002026-10-13 15:00:00flat
29DCEL2701.DCEl889.DCE005.00.007.00%0.002026-10-13 15:00:00flat
30DCELH2701.DCElh889.DCE-7016.0564,480.008.00%45,158.402026-10-13 15:00:002026-01-29 15:00:002026-01-30 09:00:002026-01-30 09:00:0011,165.0000 (LH2603.DCE)short166
31DCEM2701.DCEm889.DCE0010.00.007.00%0.002026-10-13 15:00:00flat
32DCEP2701.DCEp889.DCE-12010.01,530,240.008.00%122,419.202026-10-13 15:00:002026-09-23 15:00:002026-09-23 21:00:002026-09-23 21:00:009,796.0000 (P2701.DCE)short8
33DCEPG2611.DCEpg889.DCE6020.01,028,640.0011.00%113,150.402026-10-13 15:00:002026-10-09 15:00:002026-10-09 21:00:002026-10-09 21:00:007,416.0000 (PG2611.DCE)long2
34DCEPP2701.DCEpp889.DCE2305.01,978,230.007.00%138,476.102026-10-13 15:00:002026-10-09 15:00:002026-10-09 21:00:002026-10-09 21:00:009,240.0000 (PP2701.DCE)long2
35DCEV2701.DCEv889.DCE3805.0278,920.007.00%19,524.402026-10-13 15:00:002026-09-04 15:00:002026-09-04 21:00:002026-09-04 21:00:004,900.0000 (V2701.DCE)long21
36DCEY2701.DCEy889.DCE0010.00.007.00%0.002026-10-13 15:00:00flat
37CZCEAP2701.CZCEAP889.CZCE-13010.01,445,340.009.00%130,080.602026-10-13 15:00:002026-08-25 15:00:002026-08-26 09:00:002026-08-26 09:00:007,408.0000 (AP2610.CZCE)short29
38CZCECF2701.CZCECF889.CZCE-2205.0702,350.007.00%49,164.502026-10-13 15:00:002026-09-18 15:00:002026-09-18 21:00:002026-09-18 21:00:0015,770.0000 (CF2701.CZCE)short11
39CZCECJ2701.CZCECJ889.CZCE005.00.008.00%0.002026-10-13 15:00:00flat
40CZCEFG2701.CZCEFG889.CZCE-34020.0656,880.009.00%59,119.202026-10-13 15:00:002026-10-08 15:00:002026-10-08 21:00:002026-10-08 21:00:00892.0000 (FG2701.CZCE)short3
41CZCEMA2701.CZCEMA889.CZCE25010.0841,750.007.00%58,922.502026-10-13 15:00:002026-10-09 15:00:002026-10-09 21:00:002026-10-09 21:00:003,300.0000 (MA2701.CZCE)long2
42CZCEPF2612.CZCEPF889.CZCE005.00.007.00%0.002026-10-13 15:00:00flat
43CZCEPK2611.CZCEPK889.CZCE-5505.01,881,550.0010.00%188,155.002026-10-13 15:00:002026-07-20 15:00:002026-07-21 09:00:002026-07-21 09:00:008,170.0000 (PK2611.CZCE)short55
44CZCESF2611.CZCESF889.CZCE005.00.0010.00%0.002026-10-13 15:00:00flat
45CZCESM2701.CZCESM889.CZCE4505.02,224,350.007.00%155,704.502026-10-13 15:00:002026-08-31 15:00:002026-09-01 09:00:002026-09-01 09:00:006,050.0000 (SM2611.CZCE)long25
46CZCESR2701.CZCESR889.CZCE44010.01,745,040.006.00%104,702.402026-10-13 15:00:002026-08-19 15:00:002026-08-19 21:00:002026-08-19 21:00:005,340.0000 (SR2701.CZCE)long33
47CZCETA2701.CZCETA889.CZCE2505.0954,250.007.00%66,797.502026-10-13 15:00:002026-10-08 15:00:002026-10-08 21:00:002026-10-08 21:00:006,380.0000 (TA2701.CZCE)long3
2026-10-12 全部持仓 47 行；较前一交易日变化 5 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
1CFFEXIF2610.CFFEXIF889.CFFEX00300.00.0012.00%0.002026-10-12 15:00:00flat
2CFFEXTF2612.CFFEXTF889.CFFEX0010000.00.001.20%0.002026-10-12 15:00:00flat
3SHFEAG2612.SHFEag889.SHFE-1015.0188,595.0022.00%41,490.902026-10-12 15:00:002026-09-29 15:00:002026-09-29 21:00:002026-09-29 21:00:0014,998.0000 (AG2612.SHFE)short4
4SHFEAL2611.SHFEal889.SHFE-1205.01,033,800.0011.00%113,718.002026-10-12 15:00:002026-10-08 15:00:002026-10-08 21:00:002026-10-08 21:00:0023,600.0000 (AL2611.SHFE)short2
5SHFEAO2701.SHFEao889.SHFE0020.00.0011.00%0.002026-10-12 15:00:00flat
6SHFEAU2612.SHFEau889.SHFE001000.00.0016.00%0.002026-10-12 15:00:00flat
7SHFEBU2611.SHFEbu889.SHFE0010.00.0014.00%0.002026-10-12 15:00:00flat
8SHFECU2611.SHFEcu889.SHFE005.00.0011.00%0.002026-10-12 15:00:00flat
9SHFENI2611.SHFEni889.SHFE-701.01,041,460.0012.00%124,975.202026-10-12 15:00:002026-08-14 15:00:002026-08-14 21:00:002026-08-14 21:00:00128,360.0000 (NI2609.SHFE)short35
10SHFEPB2611.SHFEpb889.SHFE2305.02,425,925.0011.00%266,851.752026-10-12 15:00:002026-08-24 15:00:002026-08-24 21:00:002026-08-24 21:00:0016,080.0000 (PB2610.SHFE)long29
11SHFERB2701.SHFErb889.SHFE58010.02,083,360.007.00%145,835.202026-10-12 15:00:002026-08-28 15:00:002026-08-28 21:00:002026-08-28 21:00:003,081.0000 (RB2610.SHFE)long25
12SHFERU2701.SHFEru889.SHFE1205.084,900.009.00%7,641.002026-10-12 15:00:002026-10-08 15:00:002026-10-08 21:00:002026-10-08 21:00:0020,055.0000 (RU2701.SHFE)long2
13SHFESN2611.SHFEsn889.SHFE-101.0387,920.0014.00%54,308.802026-10-12 15:00:002026-09-02 15:00:002026-09-02 21:00:002026-09-02 21:00:00421,500.0000 (SN2610.SHFE)short22
14SHFESP2701.SHFEsp889.SHFE0010.00.007.00%0.002026-10-12 15:00:00flat
15SHFESS2611.SHFEss889.SHFE-2005.01,841,000.0010.00%184,100.002026-10-12 15:00:002026-08-14 15:00:002026-08-14 21:00:002026-08-14 21:00:0014,400.0000 (SS2610.SHFE)short35
16SHFEZN2611.SHFEzn889.SHFE-12-125.01,824,000.0011.00%200,640.002026-10-12 15:00:002026-10-09 15:00:002026-10-09 21:00:002026-10-09 21:00:0025,960.0000 (ZN2611.SHFE)short1
17INELU2612.INElu889.INE12010.01,111,800.0018.00%200,124.002026-10-12 15:00:002026-10-08 15:00:002026-10-08 21:00:002026-10-08 21:00:005,416.0000 (LU2612.INE)long2
18INENR2612.INEnr889.INE6010.0804,600.009.00%72,414.002026-10-12 15:00:002026-09-24 15:00:002026-09-24 21:00:002026-09-24 21:00:0016,720.0000 (NR2611.INE)long6
19INESC2611.INEsc889.INE001000.00.0022.00%0.002026-10-12 15:00:00flat
20DCEA2611.DCEa889.DCE33010.02,086,920.007.00%146,084.402026-10-12 15:00:002026-09-30 15:00:002026-09-30 21:00:002026-09-30 21:00:005,200.0000 (A2611.DCE)long3
21DCEC2611.DCEc889.DCE-107010.01,433,800.007.00%100,366.002026-10-12 15:00:002026-10-08 15:00:002026-10-08 21:00:002026-10-08 21:00:002,167.0000 (C2611.DCE)short2
22DCECS2611.DCEcs889.DCE-80010.01,719,200.006.00%103,152.002026-10-12 15:00:002026-09-15 15:00:002026-09-15 21:00:002026-09-15 21:00:002,455.0000 (CS2611.DCE)short13
23DCEEB2611.DCEeb889.DCE005.00.007.00%0.002026-10-12 15:00:00flat
24DCEEG2611.DCEeg889.DCE0010.00.009.00%0.002026-10-12 15:00:00flat
25DCEI2701.DCEi889.DCE-150100.03,360,000.008.00%268,800.002026-10-12 15:00:002026-09-29 15:00:002026-09-29 21:00:002026-09-29 21:00:00705.0000 (I2701.DCE)short4
26DCEJ2701.DCEj889.DCE00100.00.0012.00%0.002026-10-12 15:00:00flat
27DCEJD2612.DCEjd889.DCE-34010.0110,840.007.00%7,758.802026-10-12 15:00:002026-08-07 15:00:002026-08-10 09:00:002026-08-10 09:00:003,973.0000 (JD2610.DCE)short40
28DCEJM2701.DCEjm889.DCE0760.00.0012.00%0.002026-10-12 15:00:002026-10-12 15:00:002026-10-12 21:00:002026-10-12 21:00:001,542.0000 (JM2701.DCE)exit_short
29DCEL2701.DCEl889.DCE005.00.007.00%0.002026-10-12 15:00:00flat
30DCELH2701.DCElh889.DCE-7016.0533,120.008.00%42,649.602026-10-12 15:00:002026-01-29 15:00:002026-01-30 09:00:002026-01-30 09:00:0011,165.0000 (LH2603.DCE)short165
31DCEM2701.DCEm889.DCE0010.00.007.00%0.002026-10-12 15:00:00flat
32DCEP2701.DCEp889.DCE-12010.01,537,320.008.00%122,985.602026-10-12 15:00:002026-09-23 15:00:002026-09-23 21:00:002026-09-23 21:00:009,796.0000 (P2701.DCE)short7
33DCEPG2611.DCEpg889.DCE6620.01,029,600.0011.00%113,256.002026-10-12 15:00:002026-10-09 15:00:002026-10-09 21:00:002026-10-09 21:00:007,416.0000 (PG2611.DCE)long1
34DCEPP2701.DCEpp889.DCE23235.01,981,795.007.00%138,725.652026-10-12 15:00:002026-10-09 15:00:002026-10-09 21:00:002026-10-09 21:00:009,240.0000 (PP2701.DCE)long1
35DCEV2701.DCEv889.DCE3805.0281,960.007.00%19,737.202026-10-12 15:00:002026-09-04 15:00:002026-09-04 21:00:002026-09-04 21:00:004,900.0000 (V2701.DCE)long20
36DCEY2701.DCEy889.DCE0010.00.007.00%0.002026-10-12 15:00:00flat
37CZCEAP2701.CZCEAP889.CZCE-13010.01,444,820.009.00%130,033.802026-10-12 15:00:002026-08-25 15:00:002026-08-26 09:00:002026-08-26 09:00:007,408.0000 (AP2610.CZCE)short28
38CZCECF2701.CZCECF889.CZCE-2205.0700,700.007.00%49,049.002026-10-12 15:00:002026-09-18 15:00:002026-09-18 21:00:002026-09-18 21:00:0015,770.0000 (CF2701.CZCE)short10
39CZCECJ2701.CZCECJ889.CZCE005.00.008.00%0.002026-10-12 15:00:00flat
40CZCEFG2701.CZCEFG889.CZCE-34020.0663,680.009.00%59,731.202026-10-12 15:00:002026-10-08 15:00:002026-10-08 21:00:002026-10-08 21:00:00892.0000 (FG2701.CZCE)short2
41CZCEMA2701.CZCEMA889.CZCE252510.0840,250.007.00%58,817.502026-10-12 15:00:002026-10-09 15:00:002026-10-09 21:00:002026-10-09 21:00:003,300.0000 (MA2701.CZCE)long1
42CZCEPF2611.CZCEPF889.CZCE005.00.0010.00%0.002026-10-12 15:00:00flat
43CZCEPK2611.CZCEPK889.CZCE-5505.01,876,050.0010.00%187,605.002026-10-12 15:00:002026-07-20 15:00:002026-07-21 09:00:002026-07-21 09:00:008,170.0000 (PK2611.CZCE)short54
44CZCESF2611.CZCESF889.CZCE005.00.0010.00%0.002026-10-12 15:00:00flat
45CZCESM2701.CZCESM889.CZCE4505.02,225,250.007.00%155,767.502026-10-12 15:00:002026-08-31 15:00:002026-09-01 09:00:002026-09-01 09:00:006,050.0000 (SM2611.CZCE)long24
46CZCESR2701.CZCESR889.CZCE44010.01,743,720.006.00%104,623.202026-10-12 15:00:002026-08-19 15:00:002026-08-19 21:00:002026-08-19 21:00:005,340.0000 (SR2701.CZCE)long32
47CZCETA2701.CZCETA889.CZCE2505.0955,750.007.00%66,902.502026-10-12 15:00:002026-10-08 15:00:002026-10-08 21:00:002026-10-08 21:00:006,380.0000 (TA2701.CZCE)long2
最近20个交易日交易信号
trade_time signal_bar_time symbol continuous_symbol action volume trade_price logic
2026-10-22 21:00:00 2026-10-22 15:00:00 NI2612.SHFE ni889.SHFE 平空 7 121,600.0000 (NI2612.SHFE) NI2612.SHFE 空头持仓出现平仓信号；当日收盘价 121,719.0000，12 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 152,070.0000。
2026-10-22 21:00:00 2026-10-22 15:00:00 PG2612.DCE pg889.DCE 平多 6 6,875.0000 (PG2612.DCE) PG2612.DCE 多头持仓出现平仓信号；当日收盘价 6,874.1800，12 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 8,223.9300。
2026-10-19 21:00:00 2026-10-19 15:00:00 EG2611.DCE eg889.DCE 开空 14 5,229.0000 (EG2611.DCE) EG2611.DCE 收盘价 4,823.4700 跌破 24 日 Donchian Channel 下沿，开空仓，成交价 4,464.0000。
2026-10-19 21:00:00 2026-10-19 15:00:00 J2701.DCE j889.DCE 开空 3 1,965.0000 (J2701.DCE) J2701.DCE 收盘价 1,908.5600 跌破 24 日 Donchian Channel 下沿，开空仓，成交价 2,909.5000。
2026-10-19 21:00:00 2026-10-19 15:00:00 JM2701.DCE jm889.DCE 开空 7 1,450.0000 (JM2701.DCE) JM2701.DCE 收盘价 1,378.8300 跌破 24 日 Donchian Channel 下沿，开空仓，成交价 2,180.0000。
2026-10-19 09:00:00 2026-10-16 15:00:00 SF2701.CZCE SF889.CZCE 开空 38 5,870.0000 (SF2701.CZCE) SF2701.CZCE 收盘价 5,855.1400 跌破 24 日 Donchian Channel 下沿，开空仓，成交价 7,138.0000。
2026-10-16 21:00:00 2026-10-16 15:00:00 BU2701.SHFE bu889.SHFE 开空 18 4,549.0000 (BU2701.SHFE) BU2701.SHFE 收盘价 4,572.9600 跌破 24 日 Donchian Channel 下沿，开空仓，成交价 4,290.0000。
2026-10-16 21:00:00 2026-10-16 15:00:00 NR2612.INE nr889.INE 平多 6 16,945.0000 (NR2612.INE) NR2612.INE 多头持仓出现平仓信号；当日收盘价 16,827.7000，12 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 12,735.0000。
2026-10-16 21:00:00 2026-10-16 15:00:00 RU2701.SHFE ru889.SHFE 平多 12 19,885.0000 (RU2701.SHFE) RU2701.SHFE 多头持仓出现平仓信号；当日收盘价 19,841.4000，12 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 660.0000。
2026-10-16 21:00:00 2026-10-16 15:00:00 M2701.DCE m889.DCE 开空 54 3,322.0000 (M2701.DCE) M2701.DCE 收盘价 3,181.4400 跌破 24 日 Donchian Channel 下沿，开空仓，成交价 7,888.0000。
2026-10-15 21:00:00 2026-10-15 15:00:00 AO2701.SHFE ao889.SHFE 开空 16 2,620.0000 (AO2701.SHFE) AO2701.SHFE 收盘价 2,588.1700 跌破 24 日 Donchian Channel 下沿，开空仓，成交价 3,290.0000。
2026-10-15 09:00:00 2026-10-14 15:00:00 SM2701.CZCE SM889.CZCE 平多 45 5,836.0000 (SM2701.CZCE) SM2701.CZCE 多头持仓出现平仓信号；当日收盘价 5,856.0800，12 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 9,912.0000。
2026-10-14 21:00:00 2026-10-14 15:00:00 TA2701.CZCE TA889.CZCE 平多 25 6,566.0000 (TA2701.CZCE) TA2701.CZCE 多头持仓出现平仓信号；当日收盘价 6,587.6500，12 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 7,624.0000。
2026-10-14 21:00:00 2026-10-14 15:00:00 V2701.DCE v889.DCE 平多 38 4,900.0000 (V2701.DCE) V2701.DCE 多头持仓出现平仓信号；当日收盘价 4,931.7300，12 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 1,480.0000。
2026-10-14 09:30:00 2026-10-13 15:00:00 TF2612.CFFEX TF889.CFFEX 开多 18 106.6300 (TF2612.CFFEX) TF2612.CFFEX 收盘价 106.6310 突破 24 日 Donchian Channel 上沿，开多仓，成交价 110.1450。
2026-10-12 21:00:00 2026-10-12 15:00:00 SP2701.SHFE sp889.SHFE 开空 27 4,850.0000 (SP2701.SHFE) SP2701.SHFE 收盘价 4,779.4900 跌破 24 日 Donchian Channel 下沿，开空仓，成交价 5,190.0000。
2026-10-12 21:00:00 2026-10-12 15:00:00 JM2701.DCE jm889.DCE 平空 7 1,542.0000 (JM2701.DCE) JM2701.DCE 空头持仓出现平仓信号；当日收盘价 1,517.3100，12 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 2,315.0000。
2026-10-09 21:00:00 2026-10-09 15:00:00 MA2701.CZCE MA889.CZCE 开多 25 3,300.0000 (MA2701.CZCE) MA2701.CZCE 收盘价 3,427.5900 突破 24 日 Donchian Channel 上沿，开多仓，成交价 3,459.0000。
2026-10-09 21:00:00 2026-10-09 15:00:00 ZN2611.SHFE zn889.SHFE 开空 12 25,960.0000 (ZN2611.SHFE) ZN2611.SHFE 收盘价 25,942.2000 跌破 24 日 Donchian Channel 下沿，开空仓，成交价 30,365.0000。
2026-10-09 21:00:00 2026-10-09 15:00:00 PG2611.DCE pg889.DCE 开多 6 7,416.0000 (PG2611.DCE) PG2611.DCE 收盘价 7,208.5700 突破 24 日 Donchian Channel 上沿，开多仓，成交价 8,683.0000。
2026-10-09 21:00:00 2026-10-09 15:00:00 PP2701.DCE pp889.DCE 开多 23 9,240.0000 (PP2701.DCE) PP2701.DCE 收盘价 9,458.0200 突破 24 日 Donchian Channel 上沿，开多仓，成交价 17,277.0000。
2026-10-09 21:00:00 2026-10-09 15:00:00 SP2701.SHFE sp889.SHFE 平多 27 4,858.0000 (SP2701.SHFE) SP2701.SHFE 多头持仓出现平仓信号；当日收盘价 4,828.8500，12 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 5,238.0000。
2026-10-08 21:00:00 2026-10-08 15:00:00 AL2611.SHFE al889.SHFE 开空 12 23,600.0000 (AL2611.SHFE) AL2611.SHFE 收盘价 23,337.4000 跌破 24 日 Donchian Channel 下沿，开空仓，成交价 17,020.0000。
2026-10-08 21:00:00 2026-10-08 15:00:00 LU2612.INE lu889.INE 开多 12 5,416.0000 (LU2612.INE) LU2612.INE 收盘价 5,691.1000 突破 24 日 Donchian Channel 上沿，开多仓，成交价 9,338.0000。
2026-10-08 21:00:00 2026-10-08 15:00:00 FG2701.CZCE FG889.CZCE 开空 34 892.0000 (FG2701.CZCE) FG2701.CZCE 收盘价 875.4680 跌破 24 日 Donchian Channel 下沿，开空仓，成交价 980.0000。
2026-10-08 21:00:00 2026-10-08 15:00:00 TA2701.CZCE TA889.CZCE 开多 25 6,380.0000 (TA2701.CZCE) TA2701.CZCE 收盘价 6,871.6200 突破 24 日 Donchian Channel 上沿，开多仓，成交价 7,904.0000。
2026-10-08 21:00:00 2026-10-08 15:00:00 C2611.DCE c889.DCE 开空 107 2,167.0000 (C2611.DCE) C2611.DCE 收盘价 2,187.1100 跌破 24 日 Donchian Channel 下沿，开空仓，成交价 1,318.0000。
2026-10-08 21:00:00 2026-10-08 15:00:00 RU2701.SHFE ru889.SHFE 开多 12 20,055.0000 (RU2701.SHFE) RU2701.SHFE 收盘价 20,136.2000 突破 24 日 Donchian Channel 上沿，开多仓，成交价 830.0000。
2026-10-08 21:00:00 2026-10-08 15:00:00 AL2611.SHFE al889.SHFE 平多 12 23,600.0000 (AL2611.SHFE) AL2611.SHFE 多头持仓收盘价 23,337.4000 跌破 12 日 Donchian Channel 下沿，平多仓，成交价 17,419.0500。
2026-09-30 21:00:00 2026-09-30 15:00:00 A2611.DCE a889.DCE 开多 33 5,200.0000 (A2611.DCE) A2611.DCE 收盘价 5,300.9000 突破 24 日 Donchian Channel 上沿，开多仓，成交价 6,056.0000。
2026-09-30 21:00:00 2026-09-30 15:00:00 C2611.DCE c889.DCE 平多 110 2,190.0000 (C2611.DCE) C2611.DCE 多头持仓出现平仓信号；当日收盘价 2,216.9800，12 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 1,354.0000。
2026-09-29 21:00:00 2026-09-29 15:00:00 AO2701.SHFE ao889.SHFE 平多 15 2,690.0000 (AO2701.SHFE) AO2701.SHFE 多头持仓收盘价 2,655.6900 跌破 12 日 Donchian Channel 下沿，平多仓，成交价 3,326.0000。
2026-09-29 21:00:00 2026-09-29 15:00:00 M2701.DCE m889.DCE 平多 57 3,359.0000 (M2701.DCE) M2701.DCE 多头持仓收盘价 3,260.4400 跌破 12 日 Donchian Channel 下沿，平多仓，成交价 7,932.0000。
2026-09-29 21:00:00 2026-09-29 15:00:00 AG2612.SHFE ag889.SHFE 开空 1 14,998.0000 (AG2612.SHFE) AG2612.SHFE 收盘价 14,863.4000 跌破 24 日 Donchian Channel 下沿，开空仓，成交价 12,755.0000。
2026-09-29 21:00:00 2026-09-29 15:00:00 I2701.DCE i889.DCE 开空 15 705.0000 (I2701.DCE) I2701.DCE 收盘价 697.3140 跌破 24 日 Donchian Channel 下沿，开空仓，成交价 2,262.0000。
2026-09-28 21:00:00 2026-09-28 15:00:00 JM2701.DCE jm889.DCE 开空 7 1,474.0000 (JM2701.DCE) JM2701.DCE 收盘价 1,432.3400 跌破 24 日 Donchian Channel 下沿，开空仓，成交价 2,234.0000。
2026-09-28 21:00:00 2026-09-28 15:00:00 Y2701.DCE y889.DCE 平多 21 8,960.0000 (Y2701.DCE) Y2701.DCE 多头持仓收盘价 8,801.7000 跌破 12 日 Donchian Channel 下沿，平多仓，成交价 9,902.0000。
2026-09-24 21:00:00 2026-09-24 15:00:00 NR2611.INE nr889.INE 开多 6 16,720.0000 (NR2611.INE) NR2611.INE 收盘价 16,973.2000 突破 24 日 Donchian Channel 上沿，开多仓，成交价 12,890.0000。
2026-09-23 21:00:00 2026-09-23 15:00:00 P2701.DCE p889.DCE 开空 12 9,796.0000 (P2701.DCE) P2701.DCE 收盘价 9,837.0900 跌破 24 日 Donchian Channel 下沿，开空仓，成交价 12,874.0000。
2026-09-23 21:00:00 2026-09-23 15:00:00 BU2611.SHFE bu889.SHFE 平多 21 4,979.0000 (BU2611.SHFE) BU2611.SHFE 多头持仓出现平仓信号；当日收盘价 4,769.1900，12 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 4,365.9000。
2026-09-23 21:00:00 2026-09-23 15:00:00 RU2701.SHFE ru889.SHFE 平多 13 18,950.0000 (RU2701.SHFE) RU2701.SHFE 多头持仓出现平仓信号；当日收盘价 19,437.5000，12 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 -257.4000。
2026-09-23 21:00:00 2026-09-23 15:00:00 MA2701.CZCE MA889.CZCE 平多 27 2,882.0000 (MA2701.CZCE) MA2701.CZCE 多头持仓收盘价 2,913.8700 跌破 12 日 Donchian Channel 下沿，平多仓，成交价 2,982.0000。
2026-09-22 21:00:00 2026-09-22 15:00:00 SP2611.SHFE sp889.SHFE 开多 27 4,978.0000 (SP2611.SHFE) SP2611.SHFE 收盘价 5,043.4200 突破 24 日 Donchian Channel 上沿，开多仓，成交价 5,478.0000。
2026-09-22 21:00:00 2026-09-22 15:00:00 EG2611.DCE eg889.DCE 平多 16 5,539.0000 (EG2611.DCE) EG2611.DCE 多头持仓收盘价 5,252.8700 跌破 12 日 Donchian Channel 下沿，平多仓，成交价 5,027.0000。
2026-09-22 21:00:00 2026-09-22 15:00:00 PP2701.DCE pp889.DCE 平多 25 8,568.0000 (PP2701.DCE) PP2701.DCE 多头持仓出现平仓信号；当日收盘价 8,662.8100，12 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 16,419.0000。
2026-09-22 21:00:00 2026-09-22 15:00:00 L2701.DCE l889.DCE 平多 27 8,240.0000 (L2701.DCE) L2701.DCE 多头持仓出现平仓信号；当日收盘价 8,328.6000，12 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 11,520.0000。
2026-09-21 21:00:00 2026-09-21 15:00:00 LU2611.INE lu889.INE 平多 13 5,537.0000 (LU2611.INE) LU2611.INE 多头持仓出现平仓信号；当日收盘价 5,251.4000，12 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 8,910.0000。
2026-09-21 21:00:00 2026-09-21 15:00:00 PF2611.CZCE PF889.CZCE 平多 26 8,340.0000 (PF2611.CZCE) PF2611.CZCE 多头持仓出现平仓信号；当日收盘价 8,290.2400，12 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 8,904.0000。
2026-09-21 21:00:00 2026-09-21 15:00:00 TA2701.CZCE TA889.CZCE 平多 27 6,280.0000 (TA2701.CZCE) TA2701.CZCE 多头持仓出现平仓信号；当日收盘价 6,339.3300，12 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 7,338.0000。
2026-09-21 21:00:00 2026-09-21 15:00:00 PG2611.DCE pg889.DCE 平多 6 6,651.0000 (PG2611.DCE) PG2611.DCE 多头持仓出现平仓信号；当日收盘价 6,398.8300，12 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 7,834.0000。
2026-09-21 21:00:00 2026-09-21 15:00:00 P2701.DCE p889.DCE 平多 12 9,865.0000 (P2701.DCE) P2701.DCE 多头持仓收盘价 9,931.5800 跌破 12 日 Donchian Channel 下沿，平多仓，成交价 12,992.0000。
2026-09-18 21:00:00 2026-09-18 15:00:00 A2611.DCE a889.DCE 平多 37 5,007.0000 (A2611.DCE) A2611.DCE 多头持仓收盘价 4,963.8200 跌破 12 日 Donchian Channel 下沿，平多仓，成交价 5,764.0000。
2026-09-18 21:00:00 2026-09-18 15:00:00 CF2701.CZCE CF889.CZCE 开空 22 15,770.0000 (CF2701.CZCE) CF2701.CZCE 收盘价 15,635.8000 跌破 24 日 Donchian Channel 下沿，开空仓，成交价 6,290.0000。
2026-09-18 21:00:00 2026-09-18 15:00:00 EB2611.DCE eb889.DCE 平多 18 9,450.0000 (EB2611.DCE) EB2611.DCE 多头持仓出现平仓信号；当日收盘价 9,425.9700，12 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 14,037.0000。

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