我和老师的代码是一样的,操作时间是2022-01-05 ,但是取到闭盘价格和老师的不一样,计算的结果相差的更是超级多……目前没找到问题所在,以下是我的输出结果
close signal profit_pct cum_profit
2005-01-10 1.47 -1 0.006849 0.006849
2005-01-17 1.40 -1 -0.034483 -0.027870
2005-01-24 1.45 -1 0.013986 -0.014273
2005-01-31 1.36 -1 -0.014493 -0.028559
2005-02-21 1.50 -1 0.013514 -0.015432
2005-02-28 1.45 -1 -0.026846 -0.041863
2005-03-07 1.40 -1 -0.014085 -0.055358
2005-03-14 1.36 -1 -0.007299 -0.062253
2005-03-21 1.33 -1 0.000000 -0.062253
2005-03-28 1.19 -1 -0.016529 -0.077753
2005-04-04 1.21 -1 -0.032000 -0.107265
2005-04-11 1.55 -1 0.019737 -0.089645
2005-04-18 1.44 -1 -0.027027 -0.114249
2005-04-25 1.30 -1 -0.029851 -0.140690
2005-05-09 1.36 -1 -0.021583 -0.159236
2005-05-16 1.32 -1 -0.022222 -0.177920
2005-05-23 1.33 -1 -0.043165 -0.213405
2005-05-30 1.37 -1 -0.007246 -0.219105
2005-06-06 1.33 -1 0.023077 -0.201084
2005-06-13 1.45 -1 -0.013605 -0.211954
2005-06-20 1.43 -1 0.000000 -0.211954
2005-06-27 1.44 -1 0.021277 -0.195187
2005-07-04 1.31 -1 0.007692 -0.188996
2005-07-11 1.23 -1 0.008197 -0.182349
2005-07-18 1.26 -1 -0.007874 -0.188787
2005-07-25 1.33 -1 0.000000 -0.188787
2005-08-01 1.33 -1 0.000000 -0.188787
2005-08-08 1.40 -1 0.007194 -0.182951
2005-08-15 1.41 -1 0.014388 -0.171195
2005-08-22 1.35 -1 0.007463 -0.165010
2005-08-29 1.36 -1 -0.014493 -0.177111
2005-09-05 1.41 -1 0.007143 -0.171233
2005-09-12 1.40 -1 0.000000 -0.171233
2005-09-19 1.41 -1 0.000000 -0.171233
2005-09-26 1.33 -1 0.015267 -0.158580
2005-10-10 1.29 -1 0.000000 -0.158580
2005-10-17 1.29 -1 0.000000 -0.158580
2005-10-24 1.40 -1 -0.014085 -0.170431
2005-10-31 1.28 -1 0.024000 -0.150522
2005-11-07 1.28 -1 0.000000 -0.150522
2005-11-14 1.25 -1 0.008065 -0.143671
2005-11-21 1.28 -1 -0.007752 -0.150309
2005-11-28 1.30 -1 -0.015152 -0.163183
2005-12-05 1.26 -1 -0.030769 -0.188931
2005-12-12 1.32 -1 0.000000 -0.188931
2005-12-19 1.34 -1 -0.007407 -0.194939
2005-12-26 1.39 -1 0.014599 -0.183187
2006-01-09 1.43 -1 0.000000 -0.183187
2006-01-16 1.36 -1 -0.021583 -0.200816
2006-01-23 1.38 -1 -0.007194 -0.206565
2006-02-06 1.43 -1 0.007042 -0.200978
2006-02-13 1.39 -1 0.000000 -0.200978
2006-02-20 1.41 -1 0.007143 -0.195270
2006-02-27 1.53 -1 -0.025478 -0.215773
2006-03-06 1.47 -1 0.006849 -0.210402
2006-03-13 1.40 -1 0.014493 -0.198958
2006-03-20 1.41 -1 0.014388 -0.187432
2006-03-27 1.42 -1 0.007092 -0.181669
2006-04-03 1.43 -1 0.000000 -0.181669
2006-04-10 1.51 -1 0.041379 -0.147807
2006-04-17 1.53 -1 0.000000 -0.147807
2006-04-24 1.46 -1 -0.045752 -0.186797
2006-05-08 1.76 -1 0.000000 -0.186797
2006-05-15 1.93 -1 0.010471 -0.178281
2006-05-22 1.84 -1 -0.010753 -0.187117
2006-05-29 1.97 -1 0.000000 -0.187117
2006-06-05 1.97 -1 0.000000 -0.187117
2006-06-12 1.77 -1 -0.101523 -0.269643
2006-06-19 1.58 -1 -0.006289 -0.274237
2006-06-26 1.63 -1 0.000000 -0.274237
2006-07-03 1.81 -1 0.071006 -0.222703
2006-07-10 1.73 -1 0.000000 -0.222703
2006-07-17 1.73 -1 0.000000 -0.222703
2006-07-24 1.62 -1 0.006211 -0.217875
2006-07-31 1.50 -1 -0.038462 -0.247957
2006-08-07 1.47 -1 -0.013423 -0.258052
2006-08-14 1.52 -1 -0.006536 -0.262901
2006-08-21 1.58 -1 0.019355 -0.248635
2006-08-28 1.63 -1 0.044872 -0.214919
2006-09-04 1.59 -1 0.006329 -0.209951
2006-09-11 1.66 -1 0.024691 -0.190443
2006-09-18 1.71 -1 0.000000 -0.190443
2006-09-25 1.70 -1 0.011905 -0.180806
2006-10-09 1.94 -1 0.060109 -0.131564
2006-10-16 1.98 -1 -0.019802 -0.148761
2006-10-23 2.02 -1 -0.004926 -0.152954
2006-10-30 2.10 -1 -0.041096 -0.187764
2006-11-06 2.21 -1 0.032710 -0.161196
2006-11-13 2.26 -1 -0.021645 -0.179352
2006-11-20 2.41 -1 0.047826 -0.140104
2006-11-27 2.82 -1 -0.007042 -0.146159
2006-12-04 2.94 -1 0.057554 -0.097017
2006-12-11 3.03 -1 0.030612 -0.069375
2006-12-18 3.04 -1 0.016722 -0.053813
2006-12-25 2.99 -1 0.027491 -0.027801
2007-01-08 2.99 -1 0.023973 -0.004494
2007-01-15 3.65 -1 0.051873 0.047146
2007-01-22 3.97 -1 0.047493 0.096878
2007-01-29 4.29 -1 0.048900 0.150515
2007-02-05 3.74 -1 -0.048346 0.094892
2007-02-12 4.32 -1 0.048544 0.148042
2007-02-26 4.52 -1 -0.030043 0.113552
2007-03-05 3.92 -1 -0.036855 0.072512
2007-03-12 4.12 -1 -0.028302 0.042158
2007-03-19 4.24 -1 0.049505 0.093750
2007-03-26 4.29 -1 -0.011521 0.081149
2007-04-02 4.32 -1 0.021277 0.104152
2007-04-09 4.41 -1 0.006849 0.111715
2007-04-16 5.31 -1 0.011429 0.124420
2007-04-23 5.31 -1 0.049407 0.179974
2007-04-30 5.81 -1 0.000000 0.179974
2007-05-14 6.23 -1 0.000000 0.179974
2007-05-21 6.23 -1 0.000000 0.179974
2007-05-28 6.40 -1 -0.021407 0.154715
2007-06-04 6.42 -1 0.000000 0.154715
2007-06-11 6.42 -1 0.000000 0.154715
2007-06-18 6.42 -1 0.000000 0.154715
2007-06-25 8.67 -1 -0.005734 0.148094
2007-07-02 6.75 -1 -0.004425 0.143014
2007-07-09 6.92 -1 0.040602 0.189422
2007-07-16 6.54 -1 -0.063037 0.114444
2007-07-23 8.11 -1 0.079893 0.203481
2007-07-30 8.42 -1 0.009592 0.215025
2007-08-06 9.65 -1 0.002077 0.217548
2007-08-13 9.63 -1 0.003125 0.221353
2007-08-20 9.33 -1 0.086147 0.326569
2007-08-27 9.65 -1 -0.010256 0.312963
2007-09-03 9.33 -1 -0.003205 0.308755
2007-09-10 9.25 -1 0.012035 0.324506
2007-09-17 8.96 -1 0.000000 0.324506
2007-09-24 9.38 -1 0.053933 0.395940
2007-10-08 10.25 -1 0.040609 0.452628
2007-10-15 9.80 -1 0.010309 0.467603
2007-10-22 9.80 -1 0.000000 0.467603
2007-10-29 11.14 -1 0.014572 0.488989
2007-11-05 10.78 -1 -0.037500 0.433152
2007-11-12 10.27 -1 -0.014395 0.412521
2007-11-19 9.32 -1 -0.019979 0.384300
2007-11-26 8.93 -1 -0.019759 0.356949
2007-12-03 9.43 -1 0.061937 0.440994
2007-12-10 9.63 -1 -0.017347 0.415997
2007-12-17 8.70 -1 -0.053319 0.340498
2007-12-24 9.37 -1 0.035359 0.387897
2008-01-07 9.65 -1 0.021164 0.417270
2008-01-14 10.70 -1 -0.013825 0.397677
2008-01-21 9.31 -1 -0.075472 0.292191
2008-01-28 8.72 -1 -0.070362 0.201270
2008-02-04 9.34 -1 0.097532 0.318432
2008-02-18 8.99 -1 0.012387 0.334764
2008-02-25 7.56 -1 -0.047859 0.270884
2008-03-03 8.13 -1 -0.003676 0.266211
2008-03-10 6.77 -1 -0.073871 0.172675
2008-03-17 6.16 -1 0.004894 0.178414
2008-03-24 6.53 -1 -0.064470 0.102441
2008-03-31 6.94 -1 -0.029371 0.070062
2008-04-07 7.39 -1 0.024965 0.096776
2008-04-14 6.32 -1 -0.099715 -0.012589
2008-04-21 5.52 -1 -0.019538 -0.031881
2008-04-28 6.86 -1 -0.002907 -0.034695
2008-05-05 7.29 -1 0.000000 -0.034695
2008-05-12 6.61 -1 0.029595 -0.006127
2008-05-19 6.90 -1 0.010249 0.004059
2008-05-26 6.12 -1 -0.025478 -0.021522
2008-06-02 6.37 -1 0.025765 0.003688
2008-06-16 5.31 -1 0.017241 0.020993
2008-06-23 5.28 -1 0.021277 0.042717
2008-06-30 4.76 -1 -0.006263 0.036186
2008-07-07 5.01 -1 0.068230 0.106885
2008-07-14 5.21 -1 0.011650 0.119781
2008-07-21 4.90 -1 0.027254 0.150299
2008-07-28 5.37 -1 0.034682 0.190194
2008-08-04 5.28 -1 -0.020408 0.165904
2008-08-11 4.75 -1 -0.036511 0.123336
2008-08-18 4.69 -1 -0.028986 0.090775
2008-08-25 4.96 -1 0.012245 0.104132
2008-09-01 4.67 -1 -0.060362 0.037484
2008-09-08 4.35 -1 -0.031180 0.005135
2008-09-22 3.96 -1 0.100000 0.105648
2008-10-06 3.42 -1 -0.073171 0.024747
2008-10-13 3.27 -1 0.101010 0.128257
2008-10-20 3.34 -1 0.050314 0.185025
2008-10-27 2.67 -1 -0.097973 0.068924
2008-11-03 2.70 -1 0.003717 0.072898
2008-11-10 3.10 -1 0.099291 0.179427
2008-11-17 3.54 -1 0.038123 0.224390
2008-11-24 3.14 -1 -0.045593 0.168567
2008-12-01 2.93 -1 0.013841 0.184741
2008-12-08 3.48 -1 0.051360 0.245589
2008-12-15 3.28 -1 -0.003040 0.241803
2008-12-22 3.31 -1 -0.020710 0.216085
2008-12-29 3.04 -1 -0.025641 0.184903
2009-01-05 3.12 -1 0.026316 0.216085
2009-01-12 3.17 -1 0.003165 0.219933
2009-01-19 3.57 -1 0.046921 0.277174
2009-02-02 3.74 -1 0.000000 0.277174
2009-02-09 4.42 -1 0.042453 0.331393
2009-02-16 4.61 -1 0.054920 0.404513
2009-02-23 4.81 -1 0.098174 0.542399
2009-03-02 4.50 -1 0.015801 0.566771
2009-03-09 4.71 -1 -0.020790 0.534198
2009-03-16 4.90 -1 0.029412 0.579321
2009-03-23 5.01 -1 0.018293 0.608211
2009-03-30 5.15 -1 -0.020913 0.574580
2009-04-13 5.38 -1 0.009381 0.589351
2009-04-20 5.18 -1 0.015686 0.614282
2009-04-27 4.86 -1 -0.012195 0.594595
2009-05-04 5.38 -1 0.026718 0.637199
2009-05-11 5.67 -1 -0.029110 0.589541
2009-05-18 5.62 -1 0.000000 0.589541
2009-05-25 5.51 -1 0.003643 0.595331
2009-06-01 5.88 -1 0.026178 0.637094
2009-06-08 6.42 -1 0.000000 0.637094
2009-06-15 7.06 -1 0.099688 0.800293
2009-06-22 7.09 -1 0.000000 0.800293
2009-06-29 6.94 -1 0.000000 0.800293
2009-07-06 7.67 -1 0.011873 0.821669
2009-07-13 7.11 -1 -0.028689 0.769408
2009-07-20 7.60 -1 0.007958 0.783488
2009-07-27 7.42 -1 0.017833 0.815292
2009-08-03 8.30 -1 -0.013080 0.791549
2009-08-10 7.37 -1 -0.025132 0.746523
2009-08-17 6.81 -1 -0.065844 0.631526
2009-08-24 7.04 -1 -0.007052 0.620020
2009-08-31 5.84 -1 -0.050407 0.538360
2009-09-07 6.68 -1 0.003003 0.542980
2009-09-14 7.06 -1 0.008571 0.556206
2009-09-21 6.56 -1 -0.003040 0.551476
2009-09-28 6.24 -1 -0.035549 0.496323
2009-10-12 6.74 -1 -0.002959 0.491896
2009-10-19 7.08 -1 0.035088 0.544243
2009-10-26 7.32 -1 0.000000 0.544243
2009-11-02 7.94 -1 0.099723 0.698239
2009-11-09 7.98 -1 -0.009926 0.681383
2009-11-16 8.42 -1 0.031863 0.734957
2009-11-23 8.20 -1 -0.002433 0.730736
2009-11-30 7.79 -1 0.040053 0.800057
2009-12-07 8.14 -1 0.002463 0.804491
2009-12-14 8.19 -1 0.021197 0.842741
2009-12-21 7.57 -1 -0.014323 0.816348
2009-12-28 7.48 -1 0.000000 0.816348
2010-01-04 7.61 -1 -0.028097 0.765313
2010-01-11 7.26 -1 0.000000 0.765313
2010-01-18 6.89 -1 0.001453 0.767879
2010-01-25 7.13 -1 -0.037787 0.701077
2010-02-01 6.82 -1 -0.021521 0.664468
2010-02-08 6.92 -1 -0.019830 0.631462
2010-02-22 7.10 -1 -0.015257 0.606571
2010-03-01 7.21 -1 0.000000 0.606571
2010-03-08 7.66 -1 0.025435 0.647435
2010-03-15 7.19 -1 -0.023098 0.609382
2010-03-22 7.43 -1 0.004054 0.615907
2010-03-29 7.57 -1 0.034153 0.671095
2010-04-12 7.09 -1 -0.026099 0.627481
2010-04-19 6.45 -1 -0.087694 0.484760
2010-04-26 6.40 -1 -0.010819 0.468696
2010-05-10 5.92 -1 0.010239 0.483734
2010-05-17 5.60 -1 -0.049236 0.410681
2010-05-24 5.91 -1 0.033217 0.457539
2010-05-31 5.62 -1 -0.032702 0.409875
2010-06-07 5.43 -1 -0.023381 0.376910
2010-06-21 5.88 -1 0.057554 0.456156
2010-06-28 5.94 -1 0.020619 0.486180
2010-07-05 5.62 -1 0.000000 0.486180
2010-07-12 5.62 -1 0.000000 0.486180
2010-07-19 5.62 -1 0.000000 0.486180
2010-07-26 5.62 -1 0.000000 0.486180
2010-08-02 5.62 -1 0.000000 0.486180
2010-08-09 5.62 -1 0.000000 0.486180
2010-08-16 5.62 -1 0.000000 0.486180
2010-08-23 5.62 -1 0.000000 0.486180
2010-08-30 5.62 -1 0.000000 0.486180
2010-09-06 5.84 -1 0.024561 0.522683
2010-09-13 5.49 -1 -0.005435 0.514408
2010-09-20 5.36 -1 0.001869 0.517238
2010-09-27 5.36 -1 0.005629 0.525778
2010-10-11 5.79 -1 0.047016 0.597514
2010-10-18 6.16 -1 0.001626 0.600112
2010-10-25 6.07 -1 0.020168 0.632383
2010-11-01 5.96 -1 0.008460 0.646193
2010-11-08 6.15 -1 0.011513 0.665146
2010-11-15 5.56 -1 0.007246 0.677213
2010-11-22 5.36 -1 -0.018315 0.646494
2010-11-29 5.37 -1 0.001866 0.649566
2010-12-06 5.38 -1 0.011278 0.668170
2010-12-13 5.34 -1 0.017143 0.696768
2010-12-20 5.18 -1 -0.013333 0.674144
2010-12-27 5.16 -1 -0.022727 0.636095
2011-01-10 5.13 -1 -0.026565 0.592632
2011-01-17 4.94 -1 -0.037037 0.533645
2011-01-24 4.83 -1 -0.006173 0.524178
2011-01-31 4.92 -1 0.008197 0.536672
2011-02-14 5.14 -1 0.032129 0.586043
2011-02-21 5.13 -1 0.000000 0.586043
2011-02-28 5.12 -1 0.003922 0.592262
2011-03-07 5.38 -1 0.003731 0.598204
2011-03-14 5.19 -1 0.007767 0.610617
2011-03-21 5.06 -1 -0.003937 0.604276
2011-03-28 5.24 -1 0.003831 0.610423
2011-04-11 5.47 -1 -0.007260 0.598732
2011-04-18 6.06 -1 0.008319 0.612032
2011-04-25 5.81 -1 0.012195 0.631691
2011-05-09 5.63 -1 0.000000 0.631691
2011-05-16 5.51 -1 -0.028219 0.585647
2011-05-23 5.75 -1 -0.023769 0.547958
2011-05-30 5.64 -1 -0.001770 0.545218
2011-06-13 5.24 -1 -0.013183 0.524848
2011-06-20 5.14 -1 0.007843 0.536807
2011-06-27 5.49 -1 0.005495 0.545251
2011-07-04 5.64 -1 0.036765 0.602062
2011-07-11 5.59 -1 -0.007105 0.590680
2011-07-18 5.76 -1 -0.003460 0.585176
2011-07-25 5.42 -1 -0.019892 0.553644
2011-08-01 5.52 -1 -0.008977 0.539698
2011-08-08 5.14 -1 -0.017208 0.513202
2011-08-15 5.50 -1 0.029963 0.558541
2011-08-22 5.27 -1 -0.011257 0.540997
2011-08-29 5.37 -1 -0.037634 0.483002
2011-09-05 5.28 -1 -0.029412 0.439384
2011-09-19 5.33 -1 -0.023810 0.405113
2011-09-26 5.15 -1 -0.035581 0.355119
2011-10-10 4.98 -1 -0.033010 0.310387
2011-10-17 5.31 -1 0.011429 0.325362
2011-10-24 5.31 -1 0.031068 0.366539
2011-10-31 5.42 -1 -0.009141 0.354048
2011-11-07 5.37 -1 -0.014679 0.334172
2011-11-14 5.37 -1 0.009398 0.346711
2011-11-21 5.12 -1 0.000000 0.346711
2011-11-28 5.07 -1 0.000000 0.346711
2011-12-05 5.12 -1 0.000000 0.346711
2011-12-12 5.09 -1 0.000000 0.346711
2011-12-19 4.93 -1 0.004073 0.352196
2011-12-26 4.95 -1 0.000000 0.352196
2012-01-09 5.07 -1 0.028398 0.390596
2012-01-16 5.07 -1 0.000000 0.390596
2012-01-30 5.37 -1 -0.003711 0.385436
2012-02-06 5.40 -1 -0.010989 0.370211
2012-02-13 5.36 -1 -0.012891 0.352547
2012-02-20 5.28 -1 0.000000 0.352547
2012-02-27 5.43 -1 0.001845 0.355043
2012-03-05 5.55 -1 -0.010695 0.340550
2012-03-12 5.36 -1 -0.011070 0.325710
2012-03-19 5.25 -1 -0.003795 0.320679
2012-03-26 5.15 -1 0.001946 0.323248
2012-04-09 5.06 -1 -0.013645 0.305192
2012-04-16 5.20 -1 -0.005736 0.297706
2012-04-23 5.27 -1 -0.009398 0.285509
2012-05-07 5.33 -1 -0.007449 0.275934
2012-05-14 5.12 -1 -0.003891 0.270969
2012-05-21 5.06 -1 0.001980 0.273486
2012-05-28 5.08 -1 0.011952 0.288707
2012-06-04 4.95 -1 -0.023669 0.258205
2012-06-11 4.75 -1 -0.002101 0.255561
2012-06-18 4.88 -1 0.002053 0.258140
2012-06-25 4.74 -1 -0.008368 0.247611
2012-07-02 4.86 -1 -0.002053 0.245049
2012-07-09 4.72 -1 -0.028807 0.209184
2012-07-16 4.77 -1 -0.008316 0.199128
2012-07-23 4.76 -1 -0.002096 0.196614
2012-07-30 4.77 -1 0.006329 0.204188
2012-08-06 4.85 -1 -0.002058 0.201710
2012-08-13 4.83 -1 -0.002066 0.199227
2012-08-20 4.77 -1 -0.014463 0.181883
2012-08-27 4.53 -1 -0.017354 0.161373
2012-09-03 4.56 -1 0.000000 0.161373
2012-09-10 4.52 -1 -0.008772 0.151186
2012-09-17 4.40 -1 -0.024390 0.123108
2012-09-24 4.15 -1 0.002415 0.125821
2012-10-08 4.16 -1 -0.014218 0.109814
2012-10-15 4.21 -1 -0.014052 0.094219
2012-10-22 4.36 -1 0.004608 0.099262
2012-10-29 4.19 -1 0.002392 0.101892
2012-11-05 4.40 -1 0.004566 0.106923
2012-11-12 4.41 -1 0.016129 0.124777
2012-11-19 4.23 -1 -0.002358 0.122124
2012-11-26 4.25 -1 -0.009324 0.111661
2012-12-03 4.06 -1 -0.019324 0.090180
2012-12-10 4.63 -1 0.019824 0.111791
2012-12-17 4.92 -1 0.002037 0.114056
2012-12-24 4.83 -1 0.004158 0.118688
2012-12-31 5.18 -1 0.025743 0.147486
2013-01-07 5.27 -1 0.019342 0.169681
2013-01-14 5.53 -1 0.099404 0.285951
2013-01-21 6.37 -1 0.074199 0.381368
2013-01-28 6.82 -1 0.100000 0.519504
2013-02-04 7.12 -1 -0.019284 0.490203
2013-02-18 6.76 -1 0.007452 0.501307
2013-02-25 6.47 -1 0.045234 0.569217
2013-03-04 7.04 -1 -0.056300 0.480870
2013-03-11 7.32 -1 -0.010811 0.464861
2013-03-18 6.91 -1 -0.037604 0.409775
2013-03-25 7.36 -1 -0.012081 0.392745
2013-04-01 6.60 -1 0.013825 0.411999
2013-04-08 6.45 -1 -0.025680 0.375739
2013-04-15 6.00 -1 -0.018003 0.350971
2013-04-22 6.54 -1 -0.001527 0.348909
2013-05-06 6.57 -1 0.029781 0.389080
2013-05-13 6.44 -1 -0.013783 0.369935
2013-05-20 6.79 -1 0.028788 0.409373
2013-05-27 6.61 -1 -0.011958 0.392519
2013-06-03 6.76 -1 -0.004418 0.386367
2013-06-17 6.22 -1 0.008104 0.397601
2013-06-24 5.30 -1 -0.100170 0.257604
2013-07-01 5.09 -1 -0.023033 0.228638
2013-07-08 4.70 -1 -0.040816 0.178490
2013-07-15 5.49 -1 0.016667 0.198131
2013-07-22 4.92 -1 -0.002028 0.195701
2013-07-29 4.92 -1 -0.023810 0.167232
2013-08-05 5.19 -1 0.011696 0.180884
2013-08-12 5.40 -1 0.048544 0.238208
2013-08-19 5.64 -1 0.019892 0.262838
2013-08-26 5.70 -1 0.027027 0.296969
2013-09-02 5.62 -1 0.014440 0.315697
2013-09-09 6.34 -1 0.100694 0.448181
2013-09-16 6.90 -1 0.000000 0.448181
2013-09-23 6.73 -1 0.007485 0.459020
2013-09-30 6.21 -1 -0.001608 0.456675
2013-10-14 6.53 -1 -0.015083 0.434704
2013-10-21 6.44 -1 0.010989 0.450470
2013-10-28 6.86 -1 -0.022792 0.417411
2013-11-04 7.09 -1 -0.022069 0.386130
2013-11-11 7.00 -1 0.004304 0.392096
2013-11-18 7.36 -1 0.054441 0.467883
2013-11-25 7.05 -1 -0.012605 0.449381
2013-12-02 7.18 -1 0.009845 0.463650
2013-12-09 6.89 -1 -0.007205 0.453105
2013-12-16 6.66 -1 0.015244 0.475256
2013-12-23 6.24 -1 0.003215 0.480000
2013-12-30 6.13 -1 -0.001629 0.477589
2014-01-06 6.10 -1 -0.020867 0.446757
2014-01-13 6.06 -1 -0.019417 0.418664
2014-01-20 5.90 -1 -0.016667 0.395020
2014-01-27 5.95 -1 -0.022989 0.362951
2014-02-10 6.05 -1 0.016807 0.385857
2014-02-17 6.25 -1 -0.009509 0.372680
2014-02-24 5.83 -1 -0.037954 0.320581
2014-03-03 5.77 -1 -0.008591 0.309236
2014-03-10 5.39 -1 -0.044326 0.251203
2014-03-17 5.47 -1 0.014842 0.269773
2014-03-24 5.64 -1 0.000000 0.269773
2014-03-31 5.63 -1 0.000000 0.269773
2014-04-14 5.89 -1 -0.011745 0.254860
2014-04-21 5.59 -1 -0.008865 0.243735
2014-04-28 5.76 -1 -0.020408 0.218353
2014-05-05 5.74 -1 -0.013746 0.201606
2014-05-12 5.93 -1 0.027730 0.234926
2014-05-19 5.89 -1 0.000000 0.234926
2014-05-26 6.05 -1 0.000000 0.234926
2014-06-09 6.00 -1 0.008403 0.245303
2014-06-16 6.44 -1 0.001555 0.247240
2014-06-23 6.21 -1 -0.007987 0.237278
2014-06-30 6.30 -1 0.009615 0.249175
2014-07-07 6.27 -1 -0.004762 0.243226
2014-07-14 6.18 -1 0.004878 0.249291
2014-07-21 6.07 -1 -0.004918 0.243147
2014-07-28 6.85 -1 0.053846 0.310086
2014-08-04 6.95 -1 0.022059 0.338985
2014-08-11 6.81 -1 0.016418 0.360968
2014-08-18 6.77 -1 0.005944 0.369057
2014-08-25 6.49 -1 -0.013678 0.350331
2014-09-01 6.55 -1 0.004601 0.356544
2014-09-15 6.55 -1 -0.006070 0.348310
2014-09-22 6.39 -1 -0.031818 0.305410
2014-09-29 6.43 -1 0.000000 0.305410
2014-10-13 6.42 -1 -0.006192 0.297327
2014-10-20 6.46 -1 0.004666 0.303379
2014-10-27 6.37 -1 -0.015456 0.283234
2014-11-03 7.06 -1 0.007133 0.292387
2014-11-10 7.08 -1 0.021645 0.320361
2014-11-17 6.84 -1 -0.015827 0.299463
2014-11-24 6.85 -1 -0.002911 0.295680
2014-12-01 7.75 -1 -0.020228 0.269472
2014-12-08 9.68 -1 0.047619 0.329923
2014-12-15 8.63 -1 -0.025959 0.295399
2014-12-22 9.75 -1 0.023085 0.325303
2014-12-29 9.48 -1 -0.012500 0.308737
2015-01-05 10.18 -1 0.010924 0.323033
2015-01-12 9.39 -1 -0.020855 0.295441
2015-01-19 8.79 -1 -0.100307 0.165499
2015-01-26 9.12 -1 -0.003279 0.161678
2015-02-02 8.66 -1 -0.021469 0.136738
2015-02-09 8.59 -1 0.000000 0.136738
2015-02-16 8.85 -1 -0.002255 0.134175
2015-03-02 8.92 -1 0.003375 0.138002
2015-03-09 8.99 -1 0.052693 0.197967
2015-03-16 9.80 -1 0.028332 0.231907
2015-03-23 9.81 -1 0.007187 0.240761
2015-03-30 9.95 -1 0.037539 0.287338
2015-04-13 12.73 -1 0.011120 0.301653
2015-04-20 12.54 -1 -0.037606 0.252704
2015-04-27 12.63 -1 0.016908 0.273885
2015-05-04 12.71 -1 -0.010895 0.260006
2015-05-11 12.33 -1 0.010656 0.273432
2015-05-18 11.68 -1 -0.017662 0.250941
2015-05-25 12.77 -1 0.019968 0.275920
2015-06-01 12.23 -1 0.037320 0.323537
2015-06-08 13.30 -1 0.060606 0.403751
2015-06-15 12.25 -1 -0.035433 0.354012
2015-06-29 10.43 -1 -0.016038 0.332297
2015-07-06 10.68 -1 0.061630 0.414406
2015-07-13 11.11 -1 -0.027997 0.374808
2015-07-20 10.46 -1 -0.015992 0.352821
2015-07-27 9.57 -1 -0.070874 0.256942
2015-08-03 9.86 -1 0.036803 0.303201
2015-08-10 9.94 -1 0.024742 0.335446
2015-08-17 9.65 -1 -0.008222 0.324466
2015-08-24 7.96 -1 -0.100565 0.191271
2015-08-31 8.52 -1 0.022809 0.218443
2015-09-07 8.38 -1 -0.080132 0.120807
2015-09-14 8.36 -1 -0.008304 0.111500
2015-09-21 8.33 -1 0.001202 0.112836
2015-09-28 8.10 -1 -0.002463 0.110095
2015-10-12 8.64 -1 0.029797 0.143173
2015-10-19 8.66 -1 0.002315 0.145819
2015-10-26 8.86 -1 0.003398 0.149712
2015-11-02 8.57 -1 -0.019451 0.127349
2015-11-09 9.96 -1 0.045121 0.178216
2015-11-16 9.50 -1 0.008493 0.188222
2015-11-23 9.58 -1 -0.008282 0.178382
2015-11-30 9.03 -1 0.000000 0.178382
2015-12-07 9.35 -1 0.002144 0.180908
2015-12-14 9.29 -1 0.020879 0.205564
2015-12-21 9.63 -1 0.023379 0.233749
2015-12-28 9.22 -1 -0.034555 0.191117
2016-01-04 8.72 -1 -0.055255 0.125302
2016-01-11 8.28 -1 -0.032710 0.088493
2016-01-18 8.01 -1 -0.004969 0.083085
2016-01-25 7.98 -1 -0.002500 0.080377
2016-02-01 7.54 -1 -0.019506 0.059303
2016-02-15 7.53 -1 -0.013106 0.045420
2016-02-22 7.92 -1 0.024580 0.071116
2016-02-29 7.36 -1 -0.022576 0.046934
2016-03-07 7.96 -1 -0.005000 0.041699
2016-03-14 7.89 -1 0.008951 0.051024
2016-03-21 8.31 -1 0.024661 0.076943
2016-03-28 8.06 -1 -0.011043 0.065051
2016-04-11 8.25 -1 0.014760 0.080771
2016-04-18 8.26 -1 -0.013142 0.066567
2016-04-25 8.08 -1 -0.004926 0.061313
2016-05-09 7.96 -1 -0.016069 0.044259
2016-05-16 7.97 -1 0.001256 0.045571
2016-05-23 7.91 -1 -0.002522 0.042934
2016-05-30 7.91 -1 0.001266 0.044254
2016-06-06 8.09 -1 0.001238 0.045546
2016-06-13 7.95 -1 -0.016089 0.028724
2016-06-20 8.06 -1 0.002488 0.031283
2016-06-27 8.07 -1 0.004981 0.036420
2016-07-04 8.26 -1 0.012255 0.049122
2016-07-11 8.20 -1 0.001221 0.050403
2016-07-18 8.47 -1 0.005938 0.056640
2016-07-25 8.42 -1 0.004773 0.061684
2016-08-01 8.70 -1 0.009281 0.071537
2016-08-08 8.54 -1 0.008264 0.080393
2016-08-15 9.07 -1 0.019101 0.101029
2016-08-22 8.81 -1 -0.011223 0.088672
2016-08-29 8.83 -1 -0.003386 0.084986
2016-09-05 8.83 -1 -0.003386 0.081312
2016-09-12 8.58 -1 -0.023891 0.055479
2016-09-19 8.55 -1 0.007067 0.062938
2016-09-26 8.47 -1 -0.011669 0.050535
2016-10-10 8.55 -1 0.005882 0.056715
2016-10-17 8.48 -1 -0.004695 0.051753
2016-10-24 8.66 -1 0.011682 0.064040
2016-10-31 8.57 -1 -0.002328 0.061563
2016-11-07 8.55 -1 0.001171 0.062806
2016-11-14 8.64 -1 0.004651 0.067749
2016-11-21 8.66 -1 0.006977 0.075199
2016-11-28 9.02 -1 0.001110 0.076392
2016-12-05 8.86 -1 -0.010056 0.065568
2016-12-12 8.90 -1 -0.015487 0.049066
2016-12-19 8.62 -1 -0.005767 0.043016
2016-12-26 8.55 -1 0.004700 0.047918
2017-01-09 8.57 -1 0.001168 0.049143
2017-01-16 8.57 -1 -0.001166 0.047920
2017-01-23 8.64 -1 0.000000 0.047920
2017-02-06 8.72 -1 0.004608 0.052749
2017-02-13 8.82 -1 0.009153 0.062385
2017-02-20 8.96 -1 0.018182 0.081701
2017-02-27 8.84 -1 -0.006742 0.074409
2017-03-06 8.86 -1 0.005675 0.080506
2017-03-13 8.85 -1 0.004540 0.085412
2017-03-20 8.67 -1 -0.005734 0.079189
2017-03-27 8.57 -1 -0.004646 0.074175
2017-04-10 8.60 -1 -0.002320 0.071683
2017-04-17 8.53 -1 0.002350 0.074201
2017-04-24 8.37 -1 -0.004756 0.069092
2017-05-08 8.03 -1 -0.007417 0.061163
2017-05-15 8.30 -1 -0.004796 0.056074
2017-05-22 8.13 -1 -0.001229 0.054776
2017-06-05 8.46 -1 -0.015134 0.038813
2017-06-12 8.54 -1 -0.003501 0.035177
2017-06-19 8.56 -1 0.013018 0.048653
2017-06-26 8.71 -1 0.004614 0.053491
2017-07-03 8.81 -1 0.001136 0.054688
2017-07-10 8.99 -1 0.013529 0.068956
2017-07-17 10.13 -1 -0.007835 0.060581
2017-07-24 10.41 -1 0.005797 0.066729
2017-07-31 10.14 -1 -0.006856 0.059415
2017-08-07 10.46 -1 -0.015066 0.043454
2017-08-14 9.72 -1 0.019937 0.064258
2017-08-21 9.94 -1 0.001007 0.065330
2017-08-28 10.79 -1 0.021780 0.088533
2017-09-04 11.14 -1 0.045028 0.137547
2017-09-11 10.82 -1 -0.009158 0.127130
2017-09-18 10.70 -1 -0.002796 0.123979
2017-09-25 10.73 -1 -0.013787 0.108483
2017-10-09 10.74 -1 0.017045 0.127377
2017-10-16 11.02 -1 0.020370 0.150343
2017-10-23 10.64 -1 -0.024748 0.121874
2017-10-30 10.99 -1 0.000000 0.121874
2017-11-06 10.72 -1 -0.010157 0.110479
2017-11-13 12.26 -1 0.048760 0.164626
2017-11-20 13.55 -1 0.081405 0.259432
2017-11-27 13.24 -1 -0.043353 0.204832
2017-12-04 12.64 -1 0.022654 0.232126
2017-12-11 12.83 -1 0.031350 0.270754
2017-12-18 12.12 -1 0.002481 0.273907
2017-12-25 12.60 -1 -0.019455 0.249123
2018-01-08 12.32 -1 -0.025316 0.217499
2018-01-15 13.50 -1 0.048137 0.276106
2018-01-22 13.73 -1 -0.024165 0.245269
2018-01-29 13.06 -1 -0.022455 0.217306
2018-02-05 13.83 -1 0.035180 0.260130
2018-02-12 11.14 -1 0.002700 0.263533
2018-02-26 12.01 -1 0.001668 0.265641
2018-03-05 11.28 -1 -0.007042 0.256728
2018-03-12 11.44 -1 -0.004352 0.251259
2018-03-19 11.25 -1 0.016260 0.271605
2018-03-26 10.39 -1 -0.036178 0.225600
2018-04-02 10.18 -1 -0.017375 0.204306
2018-04-09 10.48 -1 0.014521 0.221794
2018-04-16 10.55 -1 -0.040909 0.171811
2018-04-23 11.00 -1 0.019462 0.194618
2018-05-07 10.28 -1 0.012808 0.209918
2018-05-14 10.63 -1 0.015282 0.228408
2018-05-21 10.41 -1 -0.000960 0.227229
2018-05-28 10.07 -1 0.000000 0.227229
2018-06-04 9.76 -1 0.007224 0.236094
2018-06-11 9.54 -1 -0.008316 0.225815
2018-06-25 8.99 -1 -0.039530 0.177359
2018-07-02 8.19 -1 -0.052083 0.116038
2018-07-09 8.58 -1 0.042527 0.163500
2018-07-16 8.43 -1 -0.016336 0.144493
2018-07-23 9.09 -1 0.034130 0.183554
2018-07-30 9.06 -1 0.014558 0.200784
2018-08-06 8.63 -1 0.003488 0.204973
2018-08-13 8.74 -1 -0.019080 0.181982
2018-08-20 8.69 -1 0.022353 0.208403
2018-08-27 10.07 -1 0.040289 0.257089
2018-09-03 9.84 -1 0.006135 0.264801
2018-09-10 9.54 -1 -0.012422 0.249089
2018-09-17 9.35 -1 -0.015789 0.229367
2018-10-08 10.09 -1 -0.054358 0.162541
2018-10-15 9.76 -1 -0.018109 0.141489
2018-10-22 10.76 -1 0.035611 0.182138
2018-10-29 10.38 -1 -0.037998 0.137219
2018-11-05 10.54 -1 -0.014953 0.120214
2018-11-12 10.19 -1 0.000982 0.121315
2018-11-19 10.47 -1 0.026471 0.150996
2018-11-26 9.98 -1 0.002008 0.153308
2018-12-03 10.22 -1 0.022000 0.178680
2018-12-10 9.82 -1 -0.010081 0.166799
2018-12-17 9.93 -1 0.011202 0.179869
2018-12-24 9.09 -1 -0.003289 0.175987
2019-01-07 9.40 -1 -0.001063 0.174738
2019-01-14 9.76 -1 -0.009137 0.164004
2019-01-21 9.98 -1 -0.008937 0.153601
2019-01-28 10.56 -1 -0.005650 0.147083
2019-02-11 10.82 -1 0.000925 0.148144
2019-02-18 10.97 -1 0.037843 0.191594
2019-02-25 12.11 -1 0.087074 0.295350
2019-03-04 12.54 -1 0.017857 0.318481
2019-03-11 11.89 -1 0.001685 0.320703
2019-03-18 12.46 -1 0.032312 0.363377
2019-03-25 11.69 -1 -0.037860 0.311759
2019-04-01 12.72 -1 0.028294 0.348874
2019-04-08 13.47 -1 0.006726 0.357948
2019-04-15 13.21 -1 0.020077 0.385211
2019-04-22 13.66 -1 -0.039381 0.330660
2019-04-29 13.61 -1 0.022539 0.360653
2019-05-06 12.42 -1 -0.071055 0.263972
2019-05-13 11.87 -1 -0.030229 0.225764
2019-05-20 11.95 -1 -0.004996 0.219640
2019-05-27 11.94 -1 0.001678 0.221686
2019-06-03 11.49 -1 -0.022959 0.193637
2019-06-10 11.91 -1 0.034752 0.235119
2019-06-17 12.23 -1 0.014096 0.252530
2019-06-24 13.21 -1 0.003037 0.256334
2019-07-01 13.59 -1 0.011161 0.270355
2019-07-08 13.26 -1 -0.023564 0.240421
2019-07-15 13.66 -1 -0.007988 0.230512
2019-07-22 13.51 -1 -0.010256 0.217891
2019-07-29 13.94 -1 0.004323 0.223156
2019-08-05 13.02 -1 -0.028358 0.188469
2019-08-12 14.75 -1 0.041667 0.237989
2019-08-19 14.55 -1 0.001376 0.239693
2019-08-26 13.90 -1 -0.027292 0.205859
2019-09-02 14.09 -1 0.020275 0.230308
2019-09-09 14.33 -1 -0.008304 0.220091
2019-09-16 14.09 -1 -0.016061 0.200495
2019-09-23 15.00 -1 0.002674 0.203705
2019-09-30 15.21 -1 -0.019342 0.180422
2019-10-14 16.80 -1 0.024390 0.209213
2019-10-21 16.47 -1 0.022981 0.237002
2019-10-28 16.25 -1 -0.012758 0.221220
2019-11-04 16.50 -1 0.003040 0.224932
2019-11-11 15.88 -1 -0.022167 0.197779
2019-11-18 16.05 -1 0.006901 0.206044
2019-11-25 15.41 -1 0.013149 0.221903
2019-12-02 14.98 -1 0.004695 0.227640
2019-12-09 15.03 -1 -0.012484 0.212314
2019-12-16 15.73 -1 0.000636 0.213085
2019-12-23 15.84 -1 -0.021014 0.187594
2019-12-30 16.16 -1 -0.003699 0.183201
2020-01-06 16.65 -1 -0.006563 0.175435
2020-01-13 16.57 -1 0.017813 0.196374
2020-01-20 16.05 -1 0.003752 0.200863
2020-02-03 13.65 -1 -0.099604 0.081252
2020-02-10 14.14 -1 -0.008415 0.072153
2020-02-17 14.99 -1 0.022510 0.096287
2020-02-24 14.86 -1 -0.022368 0.071765
2020-03-02 14.43 -1 0.020509 0.093746
2020-03-09 14.09 -1 -0.038881 0.051220
2020-03-16 13.41 -1 -0.052966 -0.004459
2020-03-23 11.85 -1 -0.029484 -0.033812
2020-03-30 12.62 -1 -0.016368 -0.049626
2020-04-13 12.28 -1 -0.016026 -0.064856
2020-04-20 12.67 -1 0.007955 -0.057417
2020-04-27 13.17 -1 0.020139 -0.038434
2020-05-11 13.66 -1 0.003674 -0.034901
2020-05-18 12.88 -1 -0.001550 -0.036398
2020-05-25 12.64 -1 0.003175 -0.033338
2020-06-01 13.22 -1 0.024806 -0.009359
2020-06-08 13.51 -1 0.002226 -0.007155
2020-06-15 12.72 -1 -0.013189 -0.020249
2020-06-22 12.54 -1 -0.012598 -0.032592
2020-06-29 12.70 -1 0.000000 -0.032592
2020-07-06 15.56 -1 0.100424 0.064559
2020-07-13 14.77 -1 0.002035 0.066726
2020-07-20 14.62 -1 0.042053 0.111585
2020-07-27 13.14 -1 -0.018671 0.090831
2020-08-03 13.48 -1 0.018127 0.110604
2020-08-10 13.84 -1 0.018396 0.131035
2020-08-17 15.07 -1 0.049443 0.186956
2020-08-24 14.35 -1 0.000697 0.187784
2020-08-31 14.96 -1 -0.003331 0.183827
2020-09-07 14.82 -1 -0.001348 0.182232
2020-09-14 15.18 -1 0.019476 0.205257
2020-09-21 15.74 -1 -0.012547 0.190135
2020-09-28 15.19 -1 0.007963 0.199612
2020-10-12 15.78 -1 0.047809 0.256963
2020-10-19 17.34 -1 0.021803 0.284369
2020-10-26 17.56 -1 -0.023902 0.253670
2020-11-02 17.49 -1 -0.006814 0.245127
2020-11-09 17.70 -1 0.011429 0.259357
2020-11-16 17.23 -1 0.010557 0.272652
2020-11-23 19.47 -1 0.040620 0.324348
2020-11-30 19.59 -1 0.002046 0.327057
2020-12-07 18.76 -1 -0.020366 0.300031
2020-12-14 18.73 -1 0.019042 0.324787
2020-12-21 18.14 -1 -0.004391 0.318970
2020-12-28 18.70 -1 0.044693 0.377918
2021-01-04 18.45 -1 -0.038562 0.324783
2021-01-11 20.22 -1 0.026396 0.359752
2021-01-18 22.52 -1 0.080614 0.469368
2021-01-25 22.31 -1 0.020586 0.499615
2021-02-01 24.36 -1 0.063291 0.594528
2021-02-08 24.61 -1 -0.005255 0.586149
2021-02-22 22.21 -1 -0.061285 0.488942
2021-03-01 21.28 -1 0.003300 0.493856
open close high low volume \
count 769.000000 769.000000 769.000000 769.000000 7.690000e+02
mean 7.555306 7.569545 7.690988 7.438713 1.111485e+08
std 4.079289 4.102257 4.170083 4.015496 9.108665e+07
min 1.200000 1.190000 1.210000 1.170000 0.000000e+00
25% 5.090000 5.120000 5.150000 5.050000 5.287571e+07
50% 6.920000 6.860000 6.990000 6.740000 9.046336e+07
75% 9.630000 9.650000 9.850000 9.480000 1.388514e+08
max 24.710000 24.610000 24.800000 23.910000 7.024621e+08
money weekday buy_signal sell_signal signal profit_pct \
count 7.690000e+02 769.0 769.0 769.0 769.0 769.000000
mean 9.470058e+08 0.0 0.0 -1.0 -1.0 0.000930
std 1.050995e+09 0.0 0.0 0.0 0.0 0.028641
min 0.000000e+00 0.0 0.0 -1.0 -1.0 -0.101523
25% 3.240256e+08 0.0 0.0 -1.0 -1.0 -0.013605
50% 6.230258e+08 0.0 0.0 -1.0 -1.0 0.000000
75% 1.200912e+09 0.0 0.0 -1.0 -1.0 0.013514
max 8.596942e+09 0.0 0.0 -1.0 -1.0 0.101010
cum_profit
count 769.000000
mean 0.226495
std 0.235805
min -0.274237
25% 0.074175
50% 0.216085
75% 0.362951
max 0.842741