MACD指标择时交易策略分析

量化投资

引言

技术分析是金融市场中常用的分析方法，其中MACD指标是一种重要的趋势跟踪指标，能够反映价格波动的趋势和动量。本研究旨在通过R语言实现基于MACD指标的股票择时交易策略，并通过历史数据回测寻找最佳参数组合。

研究方法

数据获取与处理

我们将使用quantmod包获取股票数据，并使用quantstrat包进行策略回测。首先加载所需的包：

# 加载必要的包
library(quantmod)
library(quantstrat)
library(eTTR)
library(PerformanceAnalytics)
library(ggplot2)
library(dplyr)
library(tibble)
library(scales)
library(gridExtra)
library(showtext)
font_add("SimHei", regular = "SimHei.ttf")
showtext_auto()

接下来，我们获取TSLA的历史数据作为研究对象：

# 设置获取数据的起始和结束日期
startdate.st <- as.Date("2018-01-01")
enddate.st <- as.Date("2023-06-01")

# 获取上证指数数据
getSymbols("TSLA", 
           src = "yahoo", 
           from = startdate.st, 
           to = enddate.st)

## [1] "TSLA"

colnames(TSLA) <- c("Open", "High", "Low", 
                    "Close", "Volume", "Adjusted")

# 查看数据结构
head(TSLA)

##                Open     High      Low    Close    Volume Adjusted
## 2018-01-02 20.80000 21.47400 20.73333 21.36867  65283000 21.36867
## 2018-01-03 21.40000 21.68333 21.03667 21.15000  67822500 21.15000
## 2018-01-04 20.85800 21.23667 20.37867 20.97467 149194500 20.97467
## 2018-01-05 21.10800 21.14933 20.80000 21.10533  68868000 21.10533
## 2018-01-08 21.06667 22.46800 21.03333 22.42733 147891000 22.42733
## 2018-01-09 22.34400 22.58667 21.82667 22.24600 107199000 22.24600

summary(TSLA)

##      Index                 Open             High             Low             Close       
##  Min.   :2018-01-02   Min.   : 12.07   Min.   : 12.45   Min.   : 11.80   Min.   : 11.93  
##  1st Qu.:2019-05-10   1st Qu.: 21.42   1st Qu.: 21.82   1st Qu.: 21.04   1st Qu.: 21.50  
##  Median :2020-09-15   Median :126.48   Median :130.84   Median :122.50   Median :125.58  
##  Mean   :2020-09-14   Mean   :135.13   Mean   :138.26   Mean   :131.71   Mean   :135.07  
##  3rd Qu.:2022-01-20   3rd Qu.:230.08   3rd Qu.:235.64   3rd Qu.:224.40   3rd Qu.:231.07  
##  Max.   :2023-05-31   Max.   :411.47   Max.   :414.50   Max.   :405.67   Max.   :409.97  
##      Volume             Adjusted     
##  Min.   : 29401800   Min.   : 11.93  
##  1st Qu.: 77479900   1st Qu.: 21.50  
##  Median :105881850   Median :125.58  
##  Mean   :134180816   Mean   :135.07  
##  3rd Qu.:159549600   3rd Qu.:231.07  
##  Max.   :914082000   Max.   :409.97

MACD指标计算原理

MACD指标由三条曲线组成：DIF线、DEA线和MACD柱状图。其计算基于以下步骤：

  1. 计算短期和长期EMA： $$ EMA_{s} = \frac{2}{N_{s} + 1} \times (Cl - EMA_{s}^{pre}) + EMA_{s}^{pre} $$ $$ EMA_{l} = \frac{2}{N_{l} + 1} \times (Cl - EMA_{l}^{pre}) + EMA_{l}^{pre} $$ 其中，Ns通常为12，Nl通常为26。

  2. 计算DIF线： DIF = EMAs − EMAl

  3. 计算DEA线： $$ DEA = \frac{2}{N_{signal} + 1} \times (DIF - DEA^{pre}) + DEA^{pre} $$ 其中， Nsigna**l 通常为9。

  4. 计算MACD柱状图： MAC**D = DIF − DEA

交易策略设计

我们将基于MACD指标设计以下交易策略：

  • 买入信号：当DIF线从下方上穿DEA线（金叉）
  • 卖出信号：当DIF线从上方下穿DEA线（死叉）

下面我们使用quantstrat包实现这个策略：

# 清理历史环境。
reset_strategy_env()

## 策略环境已重置

rm(list = ls(.blotter))
rm(list = ls(.strategy))

# 设置初始参数
initDate <- as.Date("2017-12-31")
initEq.st <- 1000000  
portfolio.st <- "MACD_Portfolio"
strategy.st <- "MACD_Strategy"
account.st <- "MACD_Account"
symbols.st <- "TSLA"

# 初始化quantstrat
currency("USD")

## [1] "USD"

stock("TSLA", currency = "USD", multiplier = 1)

## [1] "TSLA"

initPortf(portfolio.st, symbols = symbols.st)

## [1] "MACD_Portfolio"

initAcct(account.st, portfolios = portfolio.st, initEq = initEq.st)

## [1] "MACD_Account"

initOrders(portfolio.st, symbols.st, initDate = initDate)
strategy(strategy.st, store = TRUE)

# 添加MACD指标
add.indicator(strategy.st, 
              name = "MACD", 
              arguments = list(x = quote(Cl(mktdata)), 
                               nFast = 8, 
                               nSlow = 21, 
                               nSig = 35),
              label = "MACD_8_21_35")

## [1] "MACD_Strategy"

# 添加交易规则
# 买入规则：DIF线上穿DEA线（金叉）
add.signal(strategy.st, 
           name = "sigCrossover", 
           arguments = list(columns = c("macd.MACD_8_21_35", 
                                        "signal.MACD_8_21_35"), 
                            relationship = "gte"),
           label = "Buy_Signal")

## [1] "MACD_Strategy"

# 卖出规则：DIF线下穿DEA线（死叉）
add.signal(strategy.st, 
           name = "sigCrossover", 
           arguments = list(columns = c("macd.MACD_8_21_35", 
                                        "signal.MACD_8_21_35"), 
                            relationship = "lte"),
           label = "Sell_Signal")

## [1] "MACD_Strategy"

# 添加交易规则
add.rule(strategy.st, 
         name = "ruleSignal", 
         arguments = list(sigcol = "Buy_Signal", 
                          sigval = TRUE, 
                          orderqty = 1000, 
                          ordertype = "market", 
                          orderside = "long", 
                          replace = FALSE, 
                          prefer = "Close"),
         type = "enter", 
         label = "Enter_Long")

## [1] "MACD_Strategy"

add.rule(strategy.st, 
         name = "ruleSignal", 
         arguments = list(sigcol = "Sell_Signal", 
                          sigval = TRUE, 
                          orderqty = "all", 
                          ordertype = "market", 
                          orderside = "long", 
                          replace = FALSE, 
                          prefer = "Close"),
         type = "exit", 
         label = "Exit_Long")

## [1] "MACD_Strategy"

# 添加止损规则（可选）
add.rule(strategy.st, 
         name = "ruleSignal", 
         arguments = list(sigcol = "Buy_Signal", 
                          sigval = TRUE, 
                          orderqty = "all", 
                          ordertype = "stoplimit", 
                          threshold = 0.05,
                          orderside = "long", 
                          replace = FALSE, 
                          prefer = "Close"),
         type = "chain", 
         parent = "Enter_Long", 
         label = "Stop_Loss")

## [1] "MACD_Strategy"

# 策略回测
tryCatch({
  applyStrategy(strategy = strategy.st, 
                portfolios = portfolio.st, 
                mktdata = TSLA)
  
  # 更新结果
  updatePortf(portfolio.st)
  updateAcct(account.st)
  updateEndEq(account.st)
  
  # 分析回测结果
  port_ret <- PortfReturns(account.st)

  if (nrow(port_ret) > 0) {
    # 计算绩效指标
    sharpe_ratio <- SharpeRatio.annualized(port_ret, Rf = 0.02)
    total_return <- Return.cumulative(port_ret)
    max_drawdown <- maxDrawdown(port_ret)
    
    cat("策略绩效指标:\n")
    cat("夏普比率:", round(sharpe_ratio, 4), "\n")
    cat("总回报率:", round(total_return, 4), "\n")
    cat("最大回撤:", round(max_drawdown, 4), "\n")
    
    # 绘制绩效图表
    charts.PerformanceSummary(port_ret)
  } else {
    cat("警告: 策略未产生任何交易\n")
  }
}, error = function(e) {
  cat("回测失败:", e$message, "\n")
  cat("请检查MACD指标参数和数据格式\n")
})

## [1] "2018-04-11 00:00:00 TSLA 1000 @ 20.0620002746582"
## [1] "2018-05-18 00:00:00 TSLA -1000 @ 18.4546661376953"
## [1] "2018-05-31 00:00:00 TSLA 1000 @ 18.9820003509521"
## [1] "2018-07-03 00:00:00 TSLA -1000 @ 20.7240009307861"
## [1] "2018-08-03 00:00:00 TSLA 1000 @ 23.211332321167"
## [1] "2018-08-20 00:00:00 TSLA -1000 @ 20.5626678466797"
## [1] "2018-09-21 00:00:00 TSLA 1000 @ 19.9400005340576"
## [1] "2018-10-08 00:00:00 TSLA -1000 @ 16.7040004730225"
## [1] "2018-10-24 00:00:00 TSLA 1000 @ 19.2333335876465"
## [1] "2018-11-26 00:00:00 TSLA -1000 @ 23.0666675567627"
## [1] "2018-12-06 00:00:00 TSLA 1000 @ 24.2040004730225"
## [1] "2018-12-18 00:00:00 TSLA -1000 @ 22.4686660766602"
## [1] "2019-01-14 00:00:00 TSLA 1000 @ 22.2933330535889"
## [1] "2019-01-22 00:00:00 TSLA -1000 @ 19.92799949646"
## [1] "2019-02-06 00:00:00 TSLA 1000 @ 21.1480007171631"
## [1] "2019-02-22 00:00:00 TSLA -1000 @ 19.6473331451416"
## [1] "2019-02-28 00:00:00 TSLA 1000 @ 21.3253326416016"
## [1] "2019-03-05 00:00:00 TSLA -1000 @ 18.4360008239746"
## [1] "2019-04-01 00:00:00 TSLA 1000 @ 19.2786674499512"
## [1] "2019-04-25 00:00:00 TSLA -1000 @ 16.5086669921875"
## [1] "2019-06-10 00:00:00 TSLA 1000 @ 14.1920003890991"
## [1] "2019-07-29 00:00:00 TSLA -1000 @ 15.7180004119873"
## [1] "2019-09-06 00:00:00 TSLA 1000 @ 15.1633329391479"
## [1] "2019-09-26 00:00:00 TSLA -1000 @ 16.1706676483154"
## [1] "2019-09-27 00:00:00 TSLA 1000 @ 16.1420001983643"
## [1] "2019-10-07 00:00:00 TSLA -1000 @ 15.8479995727539"
## [1] "2019-10-10 00:00:00 TSLA 1000 @ 16.3159999847412"
## [1] "2019-11-25 00:00:00 TSLA -1000 @ 22.4226665496826"
## [1] "2019-12-17 00:00:00 TSLA 1000 @ 25.2660007476807"
## [1] "2020-02-26 00:00:00 TSLA -1000 @ 51.9199981689453"
## [1] "2020-04-08 00:00:00 TSLA 1000 @ 36.5893325805664"
## [1] "2020-05-21 00:00:00 TSLA -1000 @ 55.1733322143555"
## [1] "2020-06-03 00:00:00 TSLA 1000 @ 58.8639984130859"
## [1] "2020-06-25 00:00:00 TSLA -1000 @ 65.7320022583008"
## [1] "2020-07-02 00:00:00 TSLA 1000 @ 80.5773315429688"
## [1] "2020-07-27 00:00:00 TSLA -1000 @ 102.639999389648"
## [1] "2020-08-18 00:00:00 TSLA 1000 @ 125.805999755859"
## [1] "2020-09-08 00:00:00 TSLA -1000 @ 110.069999694824"
## [1] "2020-11-19 00:00:00 TSLA 1000 @ 166.42333984375"
## [1] "2020-12-24 00:00:00 TSLA -1000 @ 220.589996337891"
## [1] "2021-01-05 00:00:00 TSLA 1000 @ 245.036666870117"
## [1] "2021-01-25 00:00:00 TSLA -1000 @ 293.600006103516"
## [1] "2021-04-05 00:00:00 TSLA 1000 @ 230.350006103516"
## [1] "2021-05-04 00:00:00 TSLA -1000 @ 224.533340454102"
## [1] "2021-05-28 00:00:00 TSLA 1000 @ 208.406661987305"
## [1] "2021-07-19 00:00:00 TSLA -1000 @ 215.406661987305"
## [1] "2021-08-02 00:00:00 TSLA 1000 @ 236.556671142578"
## [1] "2021-08-18 00:00:00 TSLA -1000 @ 229.663330078125"
## [1] "2021-08-31 00:00:00 TSLA 1000 @ 245.240005493164"
## [1] "2021-09-21 00:00:00 TSLA -1000 @ 246.460006713867"
## [1] "2021-09-27 00:00:00 TSLA 1000 @ 263.786682128906"
## [1] "2021-11-12 00:00:00 TSLA -1000 @ 344.473327636719"
## [1] "2021-12-29 00:00:00 TSLA 1000 @ 362.063323974609"
## [1] "2022-01-12 00:00:00 TSLA -1000 @ 368.739990234375"
## [1] "2022-01-13 00:00:00 TSLA 1000 @ 343.853332519531"
## [1] "2022-01-14 00:00:00 TSLA -1000 @ 349.869995117188"
## [1] "2022-03-03 00:00:00 TSLA 1000 @ 279.763336181641"
## [1] "2022-03-08 00:00:00 TSLA -1000 @ 274.799987792969"
## [1] "2022-03-10 00:00:00 TSLA 1000 @ 279.433319091797"
## [1] "2022-03-15 00:00:00 TSLA -1000 @ 267.296661376953"
## [1] "2022-03-17 00:00:00 TSLA 1000 @ 290.533325195312"
## [1] "2022-04-13 00:00:00 TSLA -1000 @ 340.790008544922"
## [1] "2022-06-02 00:00:00 TSLA 1000 @ 258.333343505859"
## [1] "2022-06-15 00:00:00 TSLA -1000 @ 233"
## [1] "2022-06-16 00:00:00 TSLA 1000 @ 213.100006103516"
## [1] "2022-06-17 00:00:00 TSLA -1000 @ 216.759994506836"
## [1] "2022-06-22 00:00:00 TSLA 1000 @ 236.086669921875"
## [1] "2022-08-23 00:00:00 TSLA -1000 @ 296.453338623047"
## [1] "2022-09-16 00:00:00 TSLA 1000 @ 303.350006103516"
## [1] "2022-09-23 00:00:00 TSLA -1000 @ 275.329986572266"
## [1] "2022-10-31 00:00:00 TSLA 1000 @ 227.539993286133"
## [1] "2022-11-08 00:00:00 TSLA -1000 @ 191.300003051758"
## [1] "2022-11-30 00:00:00 TSLA 1000 @ 194.699996948242"
## [1] "2022-12-14 00:00:00 TSLA -1000 @ 156.800003051758"
## [1] "2023-01-13 00:00:00 TSLA 1000 @ 122.400001525879"
## [1] "2023-03-03 00:00:00 TSLA -1000 @ 197.789993286133"
## [1] "2023-04-03 00:00:00 TSLA 1000 @ 194.770004272461"
## [1] "2023-04-06 00:00:00 TSLA -1000 @ 185.059997558594"
## [1] "2023-05-11 00:00:00 TSLA 1000 @ 172.080001831055"
## 策略绩效指标:
## 夏普比率: -13.3032 
## 总回报率: 0.5176 
## 最大回撤: 0.2341

参数优化

MACD指标的主要参数包括快速EMA周期(nFast)、慢速EMA周期(nSlow)和信号线周期(nSig)。为了找到最佳参数组合，我们将进行参数网格搜索：

# 设置参数网格
nFast_values <- c(8, 12, 16)  # 快速EMA周期
nSlow_values <- c(22, 26, 30)  # 慢速EMA周期
nSig_values <- c(7, 9, 11)  # 信号线周期

# 创建参数组合
param_grid <- expand.grid(nFast = nFast_values, 
                          nSlow = nSlow_values, 
                          nSig = nSig_values)
# 过滤无效组合（确保nFast < nSlow）
param_grid <- param_grid[param_grid$nFast < param_grid$nSlow, ]
n_combinations <- nrow(param_grid)

# 初始化结果存储
results <- data.frame(
  nFast = numeric(n_combinations),
  nSlow = numeric(n_combinations),
  nSig = numeric(n_combinations),
  SharpeRatio = numeric(n_combinations),
  Return = numeric(n_combinations),
  MaxDrawdown = numeric(n_combinations),
  TradeCount = numeric(n_combinations)
)

# 循环测试不同参数组合
for (i in 1:n_combinations) {
  cat(paste0("测试参数组合 ", i, "/", n_combinations, ": nFast=", 
             param_grid$nFast[i], ", nSlow=", param_grid$nSlow[i], 
             ", nSig=", param_grid$nSig[i], "\n"))
  
  # 重置历史环境
  reset_strategy_env()
  # 清除之前的策略
  rm(list = ls(.blotter))
  rm(list = ls(.strategy))
  
  # 初始化新策略
  initPortf(portfolio.st, symbols = symbols.st)
  initAcct(account.st, portfolios = portfolio.st, initEq = initEq.st)
  initOrders(portfolio = portfolio.st)
  strategy(strategy.st, store = TRUE)
  
  # 添加MACD指标，使用当前参数组合
  
  indicator_label <- paste0("MACD_", 
                            param_grid$nFast[i], 
                            "_", 
                            param_grid$nSlow[i], 
                            "_", 
                            param_grid$nSig[i])
    
  add.indicator(strategy.st, 
                name = "MACD", 
                arguments = list(x = quote(Cl(mktdata)), 
                                 nFast = param_grid$nFast[i], 
                                 nSlow = param_grid$nSlow[i], 
                                 nSig = param_grid$nSig[i]),
                label = indicator_label
                )
  
  # 生成指标列名
  macd_col <- paste0("macd.", indicator_label)
  signal_col <- paste0("signal.", indicator_label)
  # 添加与之前相同的交易信号和规则
  # 买入信号
  add.signal(strategy.st, 
             name = "sigCrossover", 
             arguments = list(columns = c(macd_col,signal_col), 
                          relationship = "gte"),
             label = "Buy_Signal")
  
  # 卖出信号
  add.signal(strategy.st, 
             name = "sigCrossover", 
             arguments = list(columns = c(macd_col,signal_col), 
                          relationship = "lte"),
             label = "Sell_Signal")
  
  # 添加交易规则
  add.rule(strategy.st, 
           name = "ruleSignal", 
           arguments = list(sigcol = "Buy_Signal", 
                            sigval = TRUE, 
                            orderqty = 1000, 
                            ordertype = "market", 
                            orderside = "long", 
                            replace = FALSE, 
                            prefer = "Close"),
           type = "enter", 
           label = "Enter_Long")
  
  add.rule(strategy.st, 
           name = "ruleSignal", 
           arguments = list(sigcol = "Sell_Signal", 
                            sigval = TRUE, 
                            orderqty = "all", 
                            ordertype = "market", 
                            orderside = "long", 
                            replace = FALSE, 
                            prefer = "Close"),
           type = "exit", 
           label = "Exit_Long")
  
  # 运行回测
  out <- try(applyStrategy(strategy = strategy.st, 
                           portfolios = portfolio.st), 
             silent = TRUE)
  
  if (!inherits(out, "try-error")) {
    # 分析结果
    updatePortf(portfolio.st)
    updateAcct(account.st)
    updateEndEq(account.st)
    
    # 获取策略收益
    port_ret <- PortfReturns(account.st)
    
    # 计算评估指标
    if (nrow(port_ret) > 0) {
      sharpe_ratio <- SharpeRatio.annualized(port_ret)
      total_return <- Return.cumulative(port_ret)
      max_drawdown <- maxDrawdown(port_ret)
      trade_count <- length(index(getTxns(Portfolio = portfolio.st, 
                                          Symbol = symbols.st)
                                  )
                            )
      
      # 存储结果
      results[i, ] <- c(param_grid$nFast[i], 
                        param_grid$nSlow[i], 
                        param_grid$nSig[i], 
                        sharpe_ratio, 
                        total_return, 
                        max_drawdown, 
                        trade_count)
    }
  }
}

## 测试参数组合 1/27: nFast=8, nSlow=22, nSig=7
## 策略环境已重置
## [1] "2010-08-24 00:00:00 TSLA 1000 @ 1.27999997138977"
## [1] "2010-09-20 00:00:00 TSLA -1000 @ 1.40400004386902"
## [1] "2010-09-29 00:00:00 TSLA 1000 @ 1.46533298492432"
## [1] "2010-10-04 00:00:00 TSLA -1000 @ 1.39933300018311"
## [1] "2010-10-05 00:00:00 TSLA 1000 @ 1.40799999237061"
## [1] "2010-10-07 00:00:00 TSLA -1000 @ 1.36199998855591"
## [1] "2010-10-22 00:00:00 TSLA 1000 @ 1.38133299350739"
## [1] "2010-12-02 00:00:00 TSLA -1000 @ 2.15666699409485"
## [1] "2010-12-23 00:00:00 TSLA 1000 @ 2.00600004196167"
## [1] "2010-12-27 00:00:00 TSLA -1000 @ 1.70333302021027"
## [1] "2011-01-10 00:00:00 TSLA 1000 @ 1.89666700363159"
## [1] "2011-01-14 00:00:00 TSLA -1000 @ 1.71666705608368"
## [1] "2011-01-27 00:00:00 TSLA 1000 @ 1.66133296489716"
## [1] "2011-02-23 00:00:00 TSLA -1000 @ 1.45533299446106"
## [1] "2011-02-28 00:00:00 TSLA 1000 @ 1.59266698360443"
## [1] "2011-03-15 00:00:00 TSLA -1000 @ 1.52999997138977"
## [1] "2011-03-29 00:00:00 TSLA 1000 @ 1.59466695785522"
## [1] "2011-04-13 00:00:00 TSLA -1000 @ 1.66199994087219"
## [1] "2011-04-25 00:00:00 TSLA 1000 @ 1.75933301448822"
## [1] "2011-05-05 00:00:00 TSLA -1000 @ 1.76266694068909"
## [1] "2011-05-11 00:00:00 TSLA 1000 @ 1.8046669960022"
## [1] "2011-05-12 00:00:00 TSLA -1000 @ 1.84466695785522"
## [1] "2011-05-26 00:00:00 TSLA 1000 @ 1.96533298492432"
## [1] "2011-06-08 00:00:00 TSLA -1000 @ 1.80799996852875"
## [1] "2011-06-27 00:00:00 TSLA 1000 @ 1.83066701889038"
## [1] "2011-07-13 00:00:00 TSLA -1000 @ 1.90933299064636"
## [1] "2011-07-22 00:00:00 TSLA 1000 @ 1.95266699790955"
## [1] "2011-07-27 00:00:00 TSLA -1000 @ 1.84266698360443"
## [1] "2011-08-02 00:00:00 TSLA 1000 @ 1.82266700267792"
## [1] "2011-08-03 00:00:00 TSLA -1000 @ 1.81333303451538"
## [1] "2011-08-16 00:00:00 TSLA 1000 @ 1.74000000953674"
## [1] "2011-08-22 00:00:00 TSLA -1000 @ 1.46333301067352"
## [1] "2011-08-30 00:00:00 TSLA 1000 @ 1.64199995994568"
## [1] "2011-09-13 00:00:00 TSLA -1000 @ 1.6053329706192"
## [1] "2011-09-14 00:00:00 TSLA 1000 @ 1.6226669549942"
## [1] "2011-09-29 00:00:00 TSLA -1000 @ 1.60800004005432"
## [1] "2011-10-07 00:00:00 TSLA 1000 @ 1.79933297634125"
## [1] "2011-10-21 00:00:00 TSLA -1000 @ 1.86866700649261"
## [1] "2011-10-25 00:00:00 TSLA 1000 @ 1.88333296775818"
## [1] "2011-10-26 00:00:00 TSLA -1000 @ 1.86533296108246"
## [1] "2011-10-31 00:00:00 TSLA 1000 @ 1.95799994468689"
## [1] "2011-11-03 00:00:00 TSLA -1000 @ 2.16400003433228"
## [1] "2011-11-04 00:00:00 TSLA 1000 @ 2.15400004386902"
## [1] "2011-11-21 00:00:00 TSLA -1000 @ 2.11733293533325"
## [1] "2011-12-06 00:00:00 TSLA 1000 @ 2.32466697692871"
## [1] "2011-12-09 00:00:00 TSLA -1000 @ 2.06933307647705"
## [1] "2011-12-29 00:00:00 TSLA 1000 @ 1.91533303260803"
## [1] "2012-01-09 00:00:00 TSLA -1000 @ 1.81666696071625"
## [1] "2012-01-11 00:00:00 TSLA 1000 @ 1.88199996948242"
## [1] "2012-01-17 00:00:00 TSLA -1000 @ 1.77333295345306"
## [1] "2012-01-20 00:00:00 TSLA 1000 @ 1.77333295345306"
## [1] "2012-02-27 00:00:00 TSLA -1000 @ 2.2413330078125"
## [1] "2012-03-13 00:00:00 TSLA 1000 @ 2.40599989891052"
## [1] "2012-03-19 00:00:00 TSLA -1000 @ 2.33200001716614"
## [1] "2012-03-27 00:00:00 TSLA 1000 @ 2.52933311462402"
## [1] "2012-04-05 00:00:00 TSLA -1000 @ 2.29866695404053"
## [1] "2012-04-27 00:00:00 TSLA 1000 @ 2.22266697883606"
## [1] "2012-05-07 00:00:00 TSLA -1000 @ 2.16466689109802"
## [1] "2012-05-14 00:00:00 TSLA 1000 @ 2.00399994850159"
## [1] "2012-05-15 00:00:00 TSLA -1000 @ 1.96200001239777"
## [1] "2012-05-24 00:00:00 TSLA 1000 @ 2.01866698265076"
## [1] "2012-06-04 00:00:00 TSLA -1000 @ 1.85866701602936"
## [1] "2012-06-11 00:00:00 TSLA 1000 @ 1.94133305549622"
## [1] "2012-06-29 00:00:00 TSLA -1000 @ 2.08599996566772"
## [1] "2012-07-13 00:00:00 TSLA 1000 @ 2.28333306312561"
## [1] "2012-07-20 00:00:00 TSLA -1000 @ 2.11933302879333"
## [1] "2012-08-08 00:00:00 TSLA 1000 @ 1.93933296203613"
## [1] "2012-08-28 00:00:00 TSLA -1000 @ 1.91266703605652"
## [1] "2012-09-10 00:00:00 TSLA 1000 @ 1.82466697692871"
## [1] "2012-09-11 00:00:00 TSLA -1000 @ 1.85333299636841"
## [1] "2012-09-14 00:00:00 TSLA 1000 @ 2.02600002288818"
## [1] "2012-09-26 00:00:00 TSLA -1000 @ 1.83599996566772"
## [1] "2012-10-24 00:00:00 TSLA 1000 @ 1.82799994945526"
## [1] "2012-10-25 00:00:00 TSLA -1000 @ 1.83466696739197"
## [1] "2012-11-01 00:00:00 TSLA 1000 @ 1.95000004768372"
## [1] "2012-11-27 00:00:00 TSLA -1000 @ 2.14333295822144"
## [1] "2012-11-30 00:00:00 TSLA 1000 @ 2.25466704368591"
## [1] "2012-12-07 00:00:00 TSLA -1000 @ 2.27800011634827"
## [1] "2012-12-12 00:00:00 TSLA 1000 @ 2.35066699981689"
## [1] "2012-12-14 00:00:00 TSLA -1000 @ 2.25399994850159"
## [1] "2013-01-04 00:00:00 TSLA 1000 @ 2.29333305358887"
## [1] "2013-01-07 00:00:00 TSLA -1000 @ 2.28933310508728"
## [1] "2013-01-18 00:00:00 TSLA 1000 @ 2.30133295059204"
## [1] "2013-02-12 00:00:00 TSLA -1000 @ 2.52600002288818"
## [1] "2013-03-07 00:00:00 TSLA 1000 @ 2.54866695404053"
## [1] "2013-03-18 00:00:00 TSLA -1000 @ 2.34333300590515"
## [1] "2013-03-26 00:00:00 TSLA 1000 @ 2.5239999294281"
## [1] "2013-05-06 00:00:00 TSLA -1000 @ 3.96666693687439"
## [1] "2013-05-07 00:00:00 TSLA 1000 @ 3.70066690444946"
## [1] "2013-05-09 00:00:00 TSLA -1000 @ 4.62666702270508"
## [1] "2013-05-10 00:00:00 TSLA 1000 @ 5.11733293533325"
## [1] "2013-05-23 00:00:00 TSLA -1000 @ 6.18200016021729"
## [1] "2013-05-29 00:00:00 TSLA 1000 @ 6.97533321380615"
## [1] "2013-05-31 00:00:00 TSLA -1000 @ 6.51733303070068"
## [1] "2013-07-02 00:00:00 TSLA 1000 @ 7.85466718673706"
## [1] "2013-07-17 00:00:00 TSLA -1000 @ 8.01666736602783"
## [1] "2013-07-30 00:00:00 TSLA 1000 @ 8.78266716003418"
## [1] "2013-08-08 00:00:00 TSLA -1000 @ 10.2320003509521"
## [1] "2013-08-09 00:00:00 TSLA 1000 @ 10.1999998092651"
## [1] "2013-08-15 00:00:00 TSLA -1000 @ 9.31133270263672"
## [1] "2013-08-23 00:00:00 TSLA 1000 @ 10.7893333435059"
## [1] "2013-09-06 00:00:00 TSLA -1000 @ 11.1313333511353"
## [1] "2013-09-23 00:00:00 TSLA 1000 @ 12.0740003585815"
## [1] "2013-10-03 00:00:00 TSLA -1000 @ 11.5539999008179"
## [1] "2013-10-21 00:00:00 TSLA 1000 @ 11.506667137146"
## [1] "2013-10-22 00:00:00 TSLA -1000 @ 11.4359998703003"
## [1] "2013-11-05 00:00:00 TSLA 1000 @ 11.78733253479"
## [1] "2013-11-07 00:00:00 TSLA -1000 @ 9.31799983978271"
## [1] "2013-11-29 00:00:00 TSLA 1000 @ 8.48533344268799"
## [1] "2014-01-06 00:00:00 TSLA -1000 @ 9.80000019073486"
## [1] "2014-01-15 00:00:00 TSLA 1000 @ 10.9420003890991"
## [1] "2014-02-04 00:00:00 TSLA -1000 @ 11.9153327941895"
## [1] "2014-02-11 00:00:00 TSLA 1000 @ 13.1079998016357"
## [1] "2014-02-20 00:00:00 TSLA -1000 @ 13.9980001449585"
## [1] "2014-02-21 00:00:00 TSLA 1000 @ 13.9733333587646"
## [1] "2014-03-07 00:00:00 TSLA -1000 @ 16.4139995574951"
## [1] "2014-04-04 00:00:00 TSLA 1000 @ 14.1486673355103"
## [1] "2014-04-07 00:00:00 TSLA -1000 @ 13.8346672058105"
## [1] "2014-04-23 00:00:00 TSLA 1000 @ 13.8660001754761"
## [1] "2014-05-09 00:00:00 TSLA -1000 @ 12.1506671905518"
## [1] "2014-05-20 00:00:00 TSLA 1000 @ 13.0200004577637"
## [1] "2014-06-11 00:00:00 TSLA -1000 @ 13.6313333511353"
## [1] "2014-06-17 00:00:00 TSLA 1000 @ 15.4446668624878"
## [1] "2014-07-03 00:00:00 TSLA -1000 @ 15.283332824707"
## [1] "2014-07-25 00:00:00 TSLA 1000 @ 14.9046669006348"
## [1] "2014-08-20 00:00:00 TSLA -1000 @ 17.0473327636719"
## [1] "2014-09-03 00:00:00 TSLA 1000 @ 18.746000289917"
## [1] "2014-09-10 00:00:00 TSLA -1000 @ 18.7399997711182"
## [1] "2014-10-06 00:00:00 TSLA 1000 @ 17.3746662139893"
## [1] "2014-10-13 00:00:00 TSLA -1000 @ 14.9726667404175"
## [1] "2014-10-24 00:00:00 TSLA 1000 @ 15.6826667785645"
## [1] "2014-11-24 00:00:00 TSLA -1000 @ 16.4479999542236"
## [1] "2014-12-19 00:00:00 TSLA 1000 @ 14.6193332672119"
## [1] "2015-01-07 00:00:00 TSLA -1000 @ 14.0633325576782"
## [1] "2015-01-23 00:00:00 TSLA 1000 @ 13.4193334579468"
## [1] "2015-02-13 00:00:00 TSLA -1000 @ 13.5846672058105"
## [1] "2015-02-23 00:00:00 TSLA 1000 @ 13.8226671218872"
## [1] "2015-02-24 00:00:00 TSLA -1000 @ 13.6073331832886"
## [1] "2015-03-18 00:00:00 TSLA 1000 @ 13.3806667327881"
## [1] "2015-03-30 00:00:00 TSLA -1000 @ 12.7046670913696"
## [1] "2015-04-07 00:00:00 TSLA 1000 @ 13.5500001907349"
## [1] "2015-05-20 00:00:00 TSLA -1000 @ 16.2900009155273"
## [1] "2015-06-19 00:00:00 TSLA 1000 @ 17.5006675720215"
## [1] "2015-06-30 00:00:00 TSLA -1000 @ 17.8840007781982"
## [1] "2015-07-06 00:00:00 TSLA 1000 @ 18.6480007171631"
## [1] "2015-07-09 00:00:00 TSLA -1000 @ 17.1946678161621"
## [1] "2015-07-20 00:00:00 TSLA 1000 @ 18.8173332214355"
## [1] "2015-07-23 00:00:00 TSLA -1000 @ 17.8133335113525"
## [1] "2015-08-06 00:00:00 TSLA 1000 @ 16.4086666107178"
## [1] "2015-08-07 00:00:00 TSLA -1000 @ 16.1673336029053"
## [1] "2015-08-18 00:00:00 TSLA 1000 @ 17.3813323974609"
## [1] "2015-08-24 00:00:00 TSLA -1000 @ 14.5913333892822"
## [1] "2015-08-31 00:00:00 TSLA 1000 @ 16.6040000915527"
## [1] "2015-09-28 00:00:00 TSLA -1000 @ 16.5620002746582"
## [1] "2015-10-20 00:00:00 TSLA 1000 @ 14.2019996643066"
## [1] "2015-10-21 00:00:00 TSLA -1000 @ 14.0059995651245"
## [1] "2015-10-29 00:00:00 TSLA 1000 @ 14.1086673736572"
## [1] "2015-11-16 00:00:00 TSLA -1000 @ 14.28733253479"
## [1] "2015-11-19 00:00:00 TSLA 1000 @ 14.7866668701172"
## [1] "2015-12-09 00:00:00 TSLA -1000 @ 14.9680004119873"
## [1] "2015-12-18 00:00:00 TSLA 1000 @ 15.3640003204346"
## [1] "2015-12-29 00:00:00 TSLA -1000 @ 15.8126668930054"
## [1] "2015-12-30 00:00:00 TSLA 1000 @ 15.8726673126221"
## [1] "2016-01-05 00:00:00 TSLA -1000 @ 14.8953332901001"
## [1] "2016-02-02 00:00:00 TSLA 1000 @ 12.1853332519531"
## [1] "2016-02-03 00:00:00 TSLA -1000 @ 11.565333366394"
## [1] "2016-02-18 00:00:00 TSLA 1000 @ 11.1180000305176"
## [1] "2016-03-28 00:00:00 TSLA -1000 @ 15.3506669998169"
## [1] "2016-04-06 00:00:00 TSLA 1000 @ 17.6946678161621"
## [1] "2016-04-12 00:00:00 TSLA -1000 @ 16.521333694458"
## [1] "2016-05-20 00:00:00 TSLA 1000 @ 14.6853332519531"
## [1] "2016-06-14 00:00:00 TSLA -1000 @ 14.3306665420532"
## [1] "2016-07-01 00:00:00 TSLA 1000 @ 14.4333333969116"
## [1] "2016-08-03 00:00:00 TSLA -1000 @ 15.0526666641235"
## [1] "2016-09-16 00:00:00 TSLA 1000 @ 13.6933326721191"
## [1] "2016-10-10 00:00:00 TSLA -1000 @ 13.3966665267944"
## [1] "2016-10-20 00:00:00 TSLA 1000 @ 13.2733325958252"
## [1] "2016-11-02 00:00:00 TSLA -1000 @ 12.5346670150757"
## [1] "2016-11-21 00:00:00 TSLA 1000 @ 12.3013334274292"
## [1] "2016-12-02 00:00:00 TSLA -1000 @ 12.0979995727539"
## [1] "2016-12-08 00:00:00 TSLA 1000 @ 12.8193330764771"
## [1] "2017-01-13 00:00:00 TSLA -1000 @ 15.8500003814697"
## [1] "2017-01-17 00:00:00 TSLA 1000 @ 15.7053327560425"
## [1] "2017-01-31 00:00:00 TSLA -1000 @ 16.7953338623047"
## [1] "2017-02-10 00:00:00 TSLA 1000 @ 17.9486675262451"
## [1] "2017-02-17 00:00:00 TSLA -1000 @ 18.1486663818359"
## [1] "2017-03-15 00:00:00 TSLA 1000 @ 17.0486679077148"
## [1] "2017-04-17 00:00:00 TSLA -1000 @ 20.0960006713867"
## [1] "2017-05-02 00:00:00 TSLA 1000 @ 21.2593326568604"
## [1] "2017-05-03 00:00:00 TSLA -1000 @ 20.7346668243408"
## [1] "2017-05-11 00:00:00 TSLA 1000 @ 21.5400009155273"
## [1] "2017-05-16 00:00:00 TSLA -1000 @ 21.1340007781982"
## [1] "2017-05-30 00:00:00 TSLA 1000 @ 22.3400001525879"
## [1] "2017-06-20 00:00:00 TSLA -1000 @ 24.8159999847412"
## [1] "2017-07-20 00:00:00 TSLA 1000 @ 21.9946670532227"
## [1] "2017-08-02 00:00:00 TSLA -1000 @ 21.7259998321533"
## [1] "2017-08-04 00:00:00 TSLA 1000 @ 23.7940006256104"
## [1] "2017-08-18 00:00:00 TSLA -1000 @ 23.1639995574951"
## [1] "2017-09-01 00:00:00 TSLA 1000 @ 23.6933326721191"
## [1] "2017-09-06 00:00:00 TSLA -1000 @ 22.9686660766602"
## [1] "2017-09-12 00:00:00 TSLA 1000 @ 24.1833324432373"
## [1] "2017-09-25 00:00:00 TSLA -1000 @ 22.9993324279785"
## [1] "2017-10-06 00:00:00 TSLA 1000 @ 23.7919998168945"
## [1] "2017-10-23 00:00:00 TSLA -1000 @ 22.4680004119873"
## [1] "2017-11-14 00:00:00 TSLA 1000 @ 20.5799999237061"
## [1] "2017-12-05 00:00:00 TSLA -1000 @ 20.2466678619385"
## [1] "2017-12-07 00:00:00 TSLA 1000 @ 20.7493324279785"
## [1] "2017-12-26 00:00:00 TSLA -1000 @ 21.1526660919189"
## [1] "2018-01-09 00:00:00 TSLA 1000 @ 22.246000289917"
## [1] "2018-01-26 00:00:00 TSLA -1000 @ 22.8566665649414"
## [1] "2018-02-20 00:00:00 TSLA 1000 @ 22.318000793457"
## [1] "2018-03-05 00:00:00 TSLA -1000 @ 22.2233333587646"
## [1] "2018-03-14 00:00:00 TSLA 1000 @ 21.775333404541"
## [1] "2018-03-15 00:00:00 TSLA -1000 @ 21.7066669464111"
## [1] "2018-04-06 00:00:00 TSLA 1000 @ 19.953332901001"
## [1] "2018-04-25 00:00:00 TSLA -1000 @ 18.71266746521"
## [1] "2018-04-30 00:00:00 TSLA 1000 @ 19.5933322906494"
## [1] "2018-05-16 00:00:00 TSLA -1000 @ 19.0986671447754"
## [1] "2018-05-31 00:00:00 TSLA 1000 @ 18.9820003509521"
## [1] "2018-06-25 00:00:00 TSLA -1000 @ 22.2006664276123"
## [1] "2018-07-20 00:00:00 TSLA 1000 @ 20.9053325653076"
## [1] "2018-07-23 00:00:00 TSLA -1000 @ 20.2133331298828"
## [1] "2018-08-03 00:00:00 TSLA 1000 @ 23.211332321167"
## [1] "2018-08-16 00:00:00 TSLA -1000 @ 22.3633327484131"
## [1] "2018-09-14 00:00:00 TSLA 1000 @ 19.6800003051758"
## [1] "2018-10-01 00:00:00 TSLA -1000 @ 20.7133331298828"
## [1] "2018-10-02 00:00:00 TSLA 1000 @ 20.068000793457"
## [1] "2018-10-05 00:00:00 TSLA -1000 @ 17.4633331298828"
## [1] "2018-10-17 00:00:00 TSLA 1000 @ 18.1186676025391"
## [1] "2018-11-13 00:00:00 TSLA -1000 @ 22.5820007324219"
## [1] "2018-12-06 00:00:00 TSLA 1000 @ 24.2040004730225"
## [1] "2018-12-18 00:00:00 TSLA -1000 @ 22.4686660766602"
## [1] "2019-01-08 00:00:00 TSLA 1000 @ 22.3566665649414"
## [1] "2019-01-22 00:00:00 TSLA -1000 @ 19.92799949646"
## [1] "2019-02-01 00:00:00 TSLA 1000 @ 20.8139991760254"
## [1] "2019-02-21 00:00:00 TSLA -1000 @ 19.4153327941895"
## [1] "2019-02-28 00:00:00 TSLA 1000 @ 21.3253326416016"
## [1] "2019-03-05 00:00:00 TSLA -1000 @ 18.4360008239746"
## [1] "2019-03-14 00:00:00 TSLA 1000 @ 19.3306674957275"
## [1] "2019-03-18 00:00:00 TSLA -1000 @ 17.9659996032715"
## [1] "2019-03-28 00:00:00 TSLA 1000 @ 18.5746669769287"
## [1] "2019-04-12 00:00:00 TSLA -1000 @ 17.8466663360596"
## [1] "2019-04-18 00:00:00 TSLA 1000 @ 18.2173328399658"
## [1] "2019-04-23 00:00:00 TSLA -1000 @ 17.5933322906494"
## [1] "2019-05-06 00:00:00 TSLA 1000 @ 17.0226669311523"
## [1] "2019-05-14 00:00:00 TSLA -1000 @ 15.4873332977295"
## [1] "2019-06-05 00:00:00 TSLA 1000 @ 13.1059999465942"
## [1] "2019-07-26 00:00:00 TSLA -1000 @ 15.2026672363281"
## [1] "2019-08-30 00:00:00 TSLA 1000 @ 15.0406665802002"
## [1] "2019-09-24 00:00:00 TSLA -1000 @ 14.8806667327881"
## [1] "2019-10-02 00:00:00 TSLA 1000 @ 16.208667755127"
## [1] "2019-10-04 00:00:00 TSLA -1000 @ 15.4286670684814"
## [1] "2019-10-10 00:00:00 TSLA 1000 @ 16.3159999847412"
## [1] "2019-10-24 00:00:00 TSLA -1000 @ 19.978666305542"
## [1] "2019-10-25 00:00:00 TSLA 1000 @ 21.8753337860107"
## [1] "2019-11-07 00:00:00 TSLA -1000 @ 22.3693332672119"
## [1] "2019-11-08 00:00:00 TSLA 1000 @ 22.4759998321533"
## [1] "2019-11-14 00:00:00 TSLA -1000 @ 23.2900009155273"
## [1] "2019-12-12 00:00:00 TSLA 1000 @ 23.978666305542"
## [1] "2020-01-02 00:00:00 TSLA -1000 @ 28.6840000152588"
## [1] "2020-01-06 00:00:00 TSLA 1000 @ 30.1026668548584"
## [1] "2020-01-21 00:00:00 TSLA -1000 @ 36.4799995422363"
## [1] "2020-01-22 00:00:00 TSLA 1000 @ 37.9706687927246"
## [1] "2020-01-28 00:00:00 TSLA -1000 @ 37.7933311462402"
## [1] "2020-01-31 00:00:00 TSLA 1000 @ 43.3713340759277"
## [1] "2020-02-12 00:00:00 TSLA -1000 @ 51.1526679992676"
## [1] "2020-02-20 00:00:00 TSLA 1000 @ 59.9606666564941"
## [1] "2020-02-24 00:00:00 TSLA -1000 @ 55.5859985351562"
## [1] "2020-03-26 00:00:00 TSLA 1000 @ 35.2106666564941"
## [1] "2020-05-04 00:00:00 TSLA -1000 @ 50.7459983825684"
## [1] "2020-06-02 00:00:00 TSLA 1000 @ 58.7706680297852"
## [1] "2020-06-22 00:00:00 TSLA -1000 @ 66.2880020141602"
## [1] "2020-07-01 00:00:00 TSLA 1000 @ 74.6419982910156"
## [1] "2020-07-20 00:00:00 TSLA -1000 @ 109.533332824707"
## [1] "2020-07-21 00:00:00 TSLA 1000 @ 104.557334899902"
## [1] "2020-07-22 00:00:00 TSLA -1000 @ 106.155334472656"
## [1] "2020-08-14 00:00:00 TSLA 1000 @ 110.047332763672"
## [1] "2020-09-04 00:00:00 TSLA -1000 @ 139.440002441406"
## [1] "2020-09-17 00:00:00 TSLA 1000 @ 141.143325805664"
## [1] "2020-09-23 00:00:00 TSLA -1000 @ 126.786666870117"
## [1] "2020-10-02 00:00:00 TSLA 1000 @ 138.363327026367"
## [1] "2020-10-05 00:00:00 TSLA -1000 @ 141.893325805664"
## [1] "2020-10-13 00:00:00 TSLA 1000 @ 148.883331298828"
## [1] "2020-10-20 00:00:00 TSLA -1000 @ 140.646667480469"
## [1] "2020-11-06 00:00:00 TSLA 1000 @ 143.316665649414"
## [1] "2020-11-13 00:00:00 TSLA -1000 @ 136.16667175293"
## [1] "2020-11-18 00:00:00 TSLA 1000 @ 162.213333129883"
## [1] "2020-12-11 00:00:00 TSLA -1000 @ 203.330001831055"
## [1] "2021-01-05 00:00:00 TSLA 1000 @ 245.036666870117"
## [1] "2021-01-19 00:00:00 TSLA -1000 @ 281.516662597656"
## [1] "2021-03-11 00:00:00 TSLA 1000 @ 233.199996948242"
## [1] "2021-03-26 00:00:00 TSLA -1000 @ 206.236663818359"
## [1] "2021-04-01 00:00:00 TSLA 1000 @ 220.58332824707"
## [1] "2021-04-28 00:00:00 TSLA -1000 @ 231.466659545898"
## [1] "2021-05-25 00:00:00 TSLA 1000 @ 201.563339233398"
## [1] "2021-07-08 00:00:00 TSLA -1000 @ 217.603332519531"
## [1] "2021-07-30 00:00:00 TSLA 1000 @ 229.066665649414"
## [1] "2021-08-17 00:00:00 TSLA -1000 @ 221.903335571289"
## [1] "2021-08-26 00:00:00 TSLA 1000 @ 233.720001220703"
## [1] "2021-09-14 00:00:00 TSLA -1000 @ 248.163330078125"
## [1] "2021-09-27 00:00:00 TSLA 1000 @ 263.786682128906"
## [1] "2021-10-05 00:00:00 TSLA -1000 @ 260.196655273438"
## [1] "2021-10-08 00:00:00 TSLA 1000 @ 261.829986572266"
## [1] "2021-10-11 00:00:00 TSLA -1000 @ 263.980010986328"
## [1] "2021-10-13 00:00:00 TSLA 1000 @ 270.359985351562"
## [1] "2021-11-09 00:00:00 TSLA -1000 @ 341.166656494141"
## [1] "2021-12-23 00:00:00 TSLA 1000 @ 355.666656494141"
## [1] "2022-01-10 00:00:00 TSLA -1000 @ 352.706665039062"
## [1] "2022-02-07 00:00:00 TSLA 1000 @ 302.446655273438"
## [1] "2022-02-23 00:00:00 TSLA -1000 @ 254.679992675781"
## [1] "2022-03-01 00:00:00 TSLA 1000 @ 288.123321533203"
## [1] "2022-03-15 00:00:00 TSLA -1000 @ 267.296661376953"
## [1] "2022-03-17 00:00:00 TSLA 1000 @ 290.533325195312"
## [1] "2022-04-07 00:00:00 TSLA -1000 @ 352.420013427734"
## [1] "2022-05-27 00:00:00 TSLA 1000 @ 253.210006713867"
## [1] "2022-06-14 00:00:00 TSLA -1000 @ 220.889999389648"
## [1] "2022-06-16 00:00:00 TSLA 1000 @ 213.100006103516"
## [1] "2022-06-17 00:00:00 TSLA -1000 @ 216.759994506836"
## [1] "2022-06-22 00:00:00 TSLA 1000 @ 236.086669921875"
## [1] "2022-08-09 00:00:00 TSLA -1000 @ 283.333343505859"
## [1] "2022-09-12 00:00:00 TSLA 1000 @ 304.420013427734"
## [1] "2022-09-23 00:00:00 TSLA -1000 @ 275.329986572266"
## [1] "2022-10-20 00:00:00 TSLA 1000 @ 207.279998779297"
## [1] "2022-11-08 00:00:00 TSLA -1000 @ 191.300003051758"
## [1] "2022-11-28 00:00:00 TSLA 1000 @ 182.919998168945"
## [1] "2022-12-09 00:00:00 TSLA -1000 @ 179.050003051758"
## [1] "2022-12-12 00:00:00 TSLA 1000 @ 167.820007324219"
## [1] "2022-12-13 00:00:00 TSLA -1000 @ 160.949996948242"
## [1] "2023-01-10 00:00:00 TSLA 1000 @ 118.849998474121"
## [1] "2023-02-14 00:00:00 TSLA -1000 @ 209.25"
## [1] "2023-02-16 00:00:00 TSLA 1000 @ 202.039993286133"
## [1] "2023-02-17 00:00:00 TSLA -1000 @ 208.309997558594"
## [1] "2023-03-22 00:00:00 TSLA 1000 @ 191.149993896484"
## [1] "2023-04-06 00:00:00 TSLA -1000 @ 185.059997558594"
## [1] "2023-05-05 00:00:00 TSLA 1000 @ 170.059997558594"
## [1] "2023-06-23 00:00:00 TSLA -1000 @ 256.600006103516"
## [1] "2023-07-19 00:00:00 TSLA 1000 @ 291.260009765625"
## [1] "2023-07-21 00:00:00 TSLA -1000 @ 260.019989013672"
## [1] "2023-08-24 00:00:00 TSLA 1000 @ 230.039993286133"
## [1] "2023-09-21 00:00:00 TSLA -1000 @ 255.699996948242"
## [1] "2023-10-05 00:00:00 TSLA 1000 @ 260.049987792969"
## [1] "2023-10-16 00:00:00 TSLA -1000 @ 253.919998168945"
## [1] "2023-11-03 00:00:00 TSLA 1000 @ 219.960006713867"
## [1] "2023-12-05 00:00:00 TSLA -1000 @ 238.720001220703"
## [1] "2023-12-11 00:00:00 TSLA 1000 @ 239.740005493164"
## [1] "2023-12-12 00:00:00 TSLA -1000 @ 237.009994506836"
## [1] "2023-12-15 00:00:00 TSLA 1000 @ 253.5"
## [1] "2024-01-02 00:00:00 TSLA -1000 @ 248.419998168945"
## [1] "2024-02-08 00:00:00 TSLA 1000 @ 189.559997558594"
## [1] "2024-03-06 00:00:00 TSLA -1000 @ 176.539993286133"
## [1] "2024-03-21 00:00:00 TSLA 1000 @ 172.820007324219"
## [1] "2024-04-08 00:00:00 TSLA -1000 @ 172.979995727539"
## [1] "2024-04-09 00:00:00 TSLA 1000 @ 176.880004882812"
## [1] "2024-04-16 00:00:00 TSLA -1000 @ 157.110000610352"
## [1] "2024-04-26 00:00:00 TSLA 1000 @ 168.289993286133"
## [1] "2024-05-10 00:00:00 TSLA -1000 @ 168.470001220703"
## [1] "2024-05-22 00:00:00 TSLA 1000 @ 180.110000610352"
## [1] "2024-05-24 00:00:00 TSLA -1000 @ 179.240005493164"
## [1] "2024-06-14 00:00:00 TSLA 1000 @ 178.009994506836"
## [1] "2024-07-16 00:00:00 TSLA -1000 @ 256.559997558594"
## [1] "2024-08-16 00:00:00 TSLA 1000 @ 216.119995117188"
## [1] "2024-08-29 00:00:00 TSLA -1000 @ 206.279998779297"
## [1] "2024-09-05 00:00:00 TSLA 1000 @ 230.169998168945"
## [1] "2024-10-03 00:00:00 TSLA -1000 @ 240.660003662109"
## [1] "2024-10-25 00:00:00 TSLA 1000 @ 269.190002441406"
## [1] "2024-11-22 00:00:00 TSLA -1000 @ 352.559997558594"
## [1] "2024-12-09 00:00:00 TSLA 1000 @ 389.790008544922"
## [1] "2024-12-20 00:00:00 TSLA -1000 @ 421.059997558594"
## [1] "2025-01-21 00:00:00 TSLA 1000 @ 424.070007324219"
## [1] "2025-01-24 00:00:00 TSLA -1000 @ 406.579986572266"
## [1] "2025-02-20 00:00:00 TSLA 1000 @ 354.399993896484"
## [1] "2025-02-24 00:00:00 TSLA -1000 @ 330.529998779297"
## [1] "2025-03-18 00:00:00 TSLA 1000 @ 225.309997558594"
## [1] "2025-03-19 00:00:00 TSLA -1000 @ 235.860000610352"
## [1] "2025-03-20 00:00:00 TSLA 1000 @ 236.259994506836"
## [1] "2025-04-08 00:00:00 TSLA -1000 @ 221.860000610352"
## [1] "2025-04-10 00:00:00 TSLA 1000 @ 252.399993896484"
## [1] "2025-04-21 00:00:00 TSLA -1000 @ 227.5"
## [1] "2025-04-24 00:00:00 TSLA 1000 @ 259.510009765625"
## 测试参数组合 2/27: nFast=12, nSlow=22, nSig=7
## 策略环境已重置
## [1] "2010-08-24 00:00:00 TSLA 1000 @ 1.27999997138977"
## [1] "2010-09-20 00:00:00 TSLA -1000 @ 1.40400004386902"
## [1] "2010-09-30 00:00:00 TSLA 1000 @ 1.36066699028015"
## [1] "2010-10-04 00:00:00 TSLA -1000 @ 1.39933300018311"
## [1] "2010-10-06 00:00:00 TSLA 1000 @ 1.3639999628067"
## [1] "2010-10-07 00:00:00 TSLA -1000 @ 1.36199998855591"
## [1] "2010-10-25 00:00:00 TSLA 1000 @ 1.38999998569489"
## [1] "2010-12-02 00:00:00 TSLA -1000 @ 2.15666699409485"
## [1] "2011-01-11 00:00:00 TSLA 1000 @ 1.79733300209045"
## [1] "2011-01-14 00:00:00 TSLA -1000 @ 1.71666705608368"
## [1] "2011-01-28 00:00:00 TSLA 1000 @ 1.60066699981689"
## [1] "2011-02-24 00:00:00 TSLA -1000 @ 1.50199997425079"
## [1] "2011-02-28 00:00:00 TSLA 1000 @ 1.59266698360443"
## [1] "2011-03-16 00:00:00 TSLA -1000 @ 1.52133297920227"
## [1] "2011-03-30 00:00:00 TSLA 1000 @ 1.58066701889038"
## [1] "2011-04-13 00:00:00 TSLA -1000 @ 1.66199994087219"
## [1] "2011-04-26 00:00:00 TSLA 1000 @ 1.79533302783966"
## [1] "2011-05-05 00:00:00 TSLA -1000 @ 1.76266694068909"
## [1] "2011-05-11 00:00:00 TSLA 1000 @ 1.8046669960022"
## [1] "2011-05-12 00:00:00 TSLA -1000 @ 1.84466695785522"
## [1] "2011-05-26 00:00:00 TSLA 1000 @ 1.96533298492432"
## [1] "2011-06-08 00:00:00 TSLA -1000 @ 1.80799996852875"
## [1] "2011-06-29 00:00:00 TSLA 1000 @ 1.8860000371933"
## [1] "2011-07-13 00:00:00 TSLA -1000 @ 1.90933299064636"
## [1] "2011-07-25 00:00:00 TSLA 1000 @ 1.89933300018311"
## [1] "2011-07-27 00:00:00 TSLA -1000 @ 1.84266698360443"
## [1] "2011-08-02 00:00:00 TSLA 1000 @ 1.82266700267792"
## [1] "2011-08-03 00:00:00 TSLA -1000 @ 1.81333303451538"
## [1] "2011-08-17 00:00:00 TSLA 1000 @ 1.72200000286102"
## [1] "2011-08-19 00:00:00 TSLA -1000 @ 1.48666703701019"
## [1] "2011-08-30 00:00:00 TSLA 1000 @ 1.64199995994568"
## [1] "2011-09-30 00:00:00 TSLA -1000 @ 1.62600004673004"
## [1] "2011-10-07 00:00:00 TSLA 1000 @ 1.79933297634125"
## [1] "2011-10-27 00:00:00 TSLA -1000 @ 1.91733300685883"
## [1] "2011-10-28 00:00:00 TSLA 1000 @ 1.9913330078125"
## [1] "2011-11-03 00:00:00 TSLA -1000 @ 2.16400003433228"
## [1] "2011-11-04 00:00:00 TSLA 1000 @ 2.15400004386902"
## [1] "2011-11-21 00:00:00 TSLA -1000 @ 2.11733293533325"
## [1] "2011-12-07 00:00:00 TSLA 1000 @ 2.27933311462402"
## [1] "2011-12-09 00:00:00 TSLA -1000 @ 2.06933307647705"
## [1] "2012-01-03 00:00:00 TSLA 1000 @ 1.87199997901917"
## [1] "2012-01-06 00:00:00 TSLA -1000 @ 1.7940000295639"
## [1] "2012-01-11 00:00:00 TSLA 1000 @ 1.88199996948242"
## [1] "2012-01-17 00:00:00 TSLA -1000 @ 1.77333295345306"
## [1] "2012-01-20 00:00:00 TSLA 1000 @ 1.77333295345306"
## [1] "2012-02-28 00:00:00 TSLA -1000 @ 2.25399994850159"
## [1] "2012-03-14 00:00:00 TSLA 1000 @ 2.35266709327698"
## [1] "2012-03-16 00:00:00 TSLA -1000 @ 2.35466694831848"
## [1] "2012-03-28 00:00:00 TSLA 1000 @ 2.52333307266235"
## [1] "2012-04-05 00:00:00 TSLA -1000 @ 2.29866695404053"
## [1] "2012-04-30 00:00:00 TSLA 1000 @ 2.20866703987122"
## [1] "2012-05-07 00:00:00 TSLA -1000 @ 2.16466689109802"
## [1] "2012-05-24 00:00:00 TSLA 1000 @ 2.01866698265076"
## [1] "2012-06-05 00:00:00 TSLA -1000 @ 1.86066699028015"
## [1] "2012-06-11 00:00:00 TSLA 1000 @ 1.94133305549622"
## [1] "2012-07-02 00:00:00 TSLA -1000 @ 2.02666711807251"
## [1] "2012-07-13 00:00:00 TSLA 1000 @ 2.28333306312561"
## [1] "2012-07-23 00:00:00 TSLA -1000 @ 2.04399991035461"
## [1] "2012-08-08 00:00:00 TSLA 1000 @ 1.93933296203613"
## [1] "2012-08-28 00:00:00 TSLA -1000 @ 1.91266703605652"
## [1] "2012-09-10 00:00:00 TSLA 1000 @ 1.82466697692871"
## [1] "2012-09-11 00:00:00 TSLA -1000 @ 1.85333299636841"
## [1] "2012-09-14 00:00:00 TSLA 1000 @ 2.02600002288818"
## [1] "2012-09-26 00:00:00 TSLA -1000 @ 1.83599996566772"
## [1] "2012-11-01 00:00:00 TSLA 1000 @ 1.95000004768372"
## [1] "2012-11-28 00:00:00 TSLA -1000 @ 2.21533298492432"
## [1] "2012-11-29 00:00:00 TSLA 1000 @ 2.24600005149841"
## [1] "2012-12-07 00:00:00 TSLA -1000 @ 2.27800011634827"
## [1] "2012-12-12 00:00:00 TSLA 1000 @ 2.35066699981689"
## [1] "2012-12-14 00:00:00 TSLA -1000 @ 2.25399994850159"
## [1] "2013-01-22 00:00:00 TSLA 1000 @ 2.34599995613098"
## [1] "2013-02-13 00:00:00 TSLA -1000 @ 2.56333303451538"
## [1] "2013-03-07 00:00:00 TSLA 1000 @ 2.54866695404053"
## [1] "2013-03-18 00:00:00 TSLA -1000 @ 2.34333300590515"
## [1] "2013-03-27 00:00:00 TSLA 1000 @ 2.54399991035461"
## [1] "2013-05-09 00:00:00 TSLA -1000 @ 4.62666702270508"
## [1] "2013-05-10 00:00:00 TSLA 1000 @ 5.11733293533325"
## [1] "2013-05-24 00:00:00 TSLA -1000 @ 6.47200012207031"
## [1] "2013-05-29 00:00:00 TSLA 1000 @ 6.97533321380615"
## [1] "2013-05-31 00:00:00 TSLA -1000 @ 6.51733303070068"
## [1] "2013-07-02 00:00:00 TSLA 1000 @ 7.85466718673706"
## [1] "2013-07-17 00:00:00 TSLA -1000 @ 8.01666736602783"
## [1] "2013-07-30 00:00:00 TSLA 1000 @ 8.78266716003418"
## [1] "2013-08-15 00:00:00 TSLA -1000 @ 9.31133270263672"
## [1] "2013-08-26 00:00:00 TSLA 1000 @ 10.9479999542236"
## [1] "2013-09-09 00:00:00 TSLA -1000 @ 10.7133331298828"
## [1] "2013-09-23 00:00:00 TSLA 1000 @ 12.0740003585815"
## [1] "2013-10-03 00:00:00 TSLA -1000 @ 11.5539999008179"
## [1] "2013-11-06 00:00:00 TSLA 1000 @ 10.0773334503174"
## [1] "2013-11-07 00:00:00 TSLA -1000 @ 9.31799983978271"
## [1] "2013-12-02 00:00:00 TSLA 1000 @ 8.27799987792969"
## [1] "2014-01-07 00:00:00 TSLA -1000 @ 9.95733261108398"
## [1] "2014-01-15 00:00:00 TSLA 1000 @ 10.9420003890991"
## [1] "2014-02-04 00:00:00 TSLA -1000 @ 11.9153327941895"
## [1] "2014-02-11 00:00:00 TSLA 1000 @ 13.1079998016357"
## [1] "2014-03-10 00:00:00 TSLA -1000 @ 15.9226665496826"
## [1] "2014-04-23 00:00:00 TSLA 1000 @ 13.8660001754761"
## [1] "2014-05-09 00:00:00 TSLA -1000 @ 12.1506671905518"
## [1] "2014-05-20 00:00:00 TSLA 1000 @ 13.0200004577637"
## [1] "2014-06-12 00:00:00 TSLA -1000 @ 13.5679998397827"
## [1] "2014-06-17 00:00:00 TSLA 1000 @ 15.4446668624878"
## [1] "2014-07-03 00:00:00 TSLA -1000 @ 15.283332824707"
## [1] "2014-07-29 00:00:00 TSLA 1000 @ 15.0006666183472"
## [1] "2014-08-21 00:00:00 TSLA -1000 @ 16.9559993743896"
## [1] "2014-09-03 00:00:00 TSLA 1000 @ 18.746000289917"
## [1] "2014-09-11 00:00:00 TSLA -1000 @ 18.6873321533203"
## [1] "2014-10-07 00:00:00 TSLA 1000 @ 17.304666519165"
## [1] "2014-10-13 00:00:00 TSLA -1000 @ 14.9726667404175"
## [1] "2014-10-24 00:00:00 TSLA 1000 @ 15.6826667785645"
## [1] "2014-10-28 00:00:00 TSLA -1000 @ 16.1846675872803"
## [1] "2014-10-29 00:00:00 TSLA 1000 @ 15.8733329772949"
## [1] "2014-11-24 00:00:00 TSLA -1000 @ 16.4479999542236"
## [1] "2014-12-22 00:00:00 TSLA 1000 @ 14.8400001525879"
## [1] "2015-01-08 00:00:00 TSLA -1000 @ 14.0413331985474"
## [1] "2015-01-26 00:00:00 TSLA 1000 @ 13.7700004577637"
## [1] "2015-02-17 00:00:00 TSLA -1000 @ 13.6233329772949"
## [1] "2015-02-23 00:00:00 TSLA 1000 @ 13.8226671218872"
## [1] "2015-02-24 00:00:00 TSLA -1000 @ 13.6073331832886"
## [1] "2015-03-19 00:00:00 TSLA 1000 @ 13.0433330535889"
## [1] "2015-03-30 00:00:00 TSLA -1000 @ 12.7046670913696"
## [1] "2015-04-07 00:00:00 TSLA 1000 @ 13.5500001907349"
## [1] "2015-05-21 00:00:00 TSLA -1000 @ 16.3746662139893"
## [1] "2015-06-19 00:00:00 TSLA 1000 @ 17.5006675720215"
## [1] "2015-06-30 00:00:00 TSLA -1000 @ 17.8840007781982"
## [1] "2015-07-01 00:00:00 TSLA 1000 @ 17.9433326721191"
## [1] "2015-07-09 00:00:00 TSLA -1000 @ 17.1946678161621"
## [1] "2015-07-21 00:00:00 TSLA 1000 @ 17.7846660614014"
## [1] "2015-07-23 00:00:00 TSLA -1000 @ 17.8133335113525"
## [1] "2015-08-19 00:00:00 TSLA 1000 @ 17.0166664123535"
## [1] "2015-08-24 00:00:00 TSLA -1000 @ 14.5913333892822"
## [1] "2015-08-31 00:00:00 TSLA 1000 @ 16.6040000915527"
## [1] "2015-09-29 00:00:00 TSLA -1000 @ 16.4433326721191"
## [1] "2015-10-30 00:00:00 TSLA 1000 @ 13.7953329086304"
## [1] "2015-11-16 00:00:00 TSLA -1000 @ 14.28733253479"
## [1] "2015-11-19 00:00:00 TSLA 1000 @ 14.7866668701172"
## [1] "2015-12-10 00:00:00 TSLA -1000 @ 15.1379995346069"
## [1] "2015-12-18 00:00:00 TSLA 1000 @ 15.3640003204346"
## [1] "2016-01-05 00:00:00 TSLA -1000 @ 14.8953332901001"
## [1] "2016-02-18 00:00:00 TSLA 1000 @ 11.1180000305176"
## [1] "2016-03-29 00:00:00 TSLA -1000 @ 15.3420000076294"
## [1] "2016-04-06 00:00:00 TSLA 1000 @ 17.6946678161621"
## [1] "2016-04-12 00:00:00 TSLA -1000 @ 16.521333694458"
## [1] "2016-05-23 00:00:00 TSLA 1000 @ 14.4146671295166"
## [1] "2016-06-15 00:00:00 TSLA -1000 @ 14.5133333206177"
## [1] "2016-07-01 00:00:00 TSLA 1000 @ 14.4333333969116"
## [1] "2016-08-04 00:00:00 TSLA -1000 @ 15.3739995956421"
## [1] "2016-09-19 00:00:00 TSLA 1000 @ 13.7559995651245"
## [1] "2016-10-10 00:00:00 TSLA -1000 @ 13.3966665267944"
## [1] "2016-10-20 00:00:00 TSLA 1000 @ 13.2733325958252"
## [1] "2016-11-02 00:00:00 TSLA -1000 @ 12.5346670150757"
## [1] "2016-11-23 00:00:00 TSLA 1000 @ 12.8760004043579"
## [1] "2016-12-05 00:00:00 TSLA -1000 @ 12.453332901001"
## [1] "2016-12-08 00:00:00 TSLA 1000 @ 12.8193330764771"
## [1] "2017-01-31 00:00:00 TSLA -1000 @ 16.7953338623047"
## [1] "2017-02-10 00:00:00 TSLA 1000 @ 17.9486675262451"
## [1] "2017-02-21 00:00:00 TSLA -1000 @ 18.4926662445068"
## [1] "2017-03-17 00:00:00 TSLA 1000 @ 17.4333324432373"
## [1] "2017-04-19 00:00:00 TSLA -1000 @ 20.3680000305176"
## [1] "2017-05-15 00:00:00 TSLA 1000 @ 21.058666229248"
## [1] "2017-05-16 00:00:00 TSLA -1000 @ 21.1340007781982"
## [1] "2017-05-31 00:00:00 TSLA 1000 @ 22.7339992523193"
## [1] "2017-06-21 00:00:00 TSLA -1000 @ 25.0933322906494"
## [1] "2017-07-24 00:00:00 TSLA 1000 @ 22.8346672058105"
## [1] "2017-08-02 00:00:00 TSLA -1000 @ 21.7259998321533"
## [1] "2017-08-04 00:00:00 TSLA 1000 @ 23.7940006256104"
## [1] "2017-08-21 00:00:00 TSLA -1000 @ 22.5240001678467"
## [1] "2017-09-05 00:00:00 TSLA 1000 @ 23.3059997558594"
## [1] "2017-09-06 00:00:00 TSLA -1000 @ 22.9686660766602"
## [1] "2017-09-12 00:00:00 TSLA 1000 @ 24.1833324432373"
## [1] "2017-09-25 00:00:00 TSLA -1000 @ 22.9993324279785"
## [1] "2017-10-09 00:00:00 TSLA 1000 @ 22.8626670837402"
## [1] "2017-10-10 00:00:00 TSLA -1000 @ 23.7059993743896"
## [1] "2017-10-11 00:00:00 TSLA 1000 @ 23.6399993896484"
## [1] "2017-10-23 00:00:00 TSLA -1000 @ 22.4680004119873"
## [1] "2017-11-14 00:00:00 TSLA 1000 @ 20.5799999237061"
## [1] "2017-12-26 00:00:00 TSLA -1000 @ 21.1526660919189"
## [1] "2018-01-09 00:00:00 TSLA 1000 @ 22.246000289917"
## [1] "2018-01-29 00:00:00 TSLA -1000 @ 23.3020000457764"
## [1] "2018-02-01 00:00:00 TSLA 1000 @ 23.283332824707"
## [1] "2018-02-02 00:00:00 TSLA -1000 @ 22.9166679382324"
## [1] "2018-02-21 00:00:00 TSLA 1000 @ 22.2199993133545"
## [1] "2018-03-05 00:00:00 TSLA -1000 @ 22.2233333587646"
## [1] "2018-03-14 00:00:00 TSLA 1000 @ 21.775333404541"
## [1] "2018-03-15 00:00:00 TSLA -1000 @ 21.7066669464111"
## [1] "2018-04-06 00:00:00 TSLA 1000 @ 19.953332901001"
## [1] "2018-04-26 00:00:00 TSLA -1000 @ 19.0319995880127"
## [1] "2018-04-30 00:00:00 TSLA 1000 @ 19.5933322906494"
## [1] "2018-05-16 00:00:00 TSLA -1000 @ 19.0986671447754"
## [1] "2018-05-31 00:00:00 TSLA 1000 @ 18.9820003509521"
## [1] "2018-06-25 00:00:00 TSLA -1000 @ 22.2006664276123"
## [1] "2018-08-03 00:00:00 TSLA 1000 @ 23.211332321167"
## [1] "2018-08-17 00:00:00 TSLA -1000 @ 20.3666667938232"
## [1] "2018-09-17 00:00:00 TSLA 1000 @ 19.6560001373291"
## [1] "2018-10-05 00:00:00 TSLA -1000 @ 17.4633331298828"
## [1] "2018-10-18 00:00:00 TSLA 1000 @ 17.5939998626709"
## [1] "2018-11-14 00:00:00 TSLA -1000 @ 22.9333324432373"
## [1] "2018-12-07 00:00:00 TSLA 1000 @ 23.8646678924561"
## [1] "2018-12-10 00:00:00 TSLA -1000 @ 24.3433322906494"
## [1] "2018-12-11 00:00:00 TSLA 1000 @ 24.4506664276123"
## [1] "2018-12-18 00:00:00 TSLA -1000 @ 22.4686660766602"
## [1] "2019-01-09 00:00:00 TSLA 1000 @ 22.5686664581299"
## [1] "2019-01-22 00:00:00 TSLA -1000 @ 19.92799949646"
## [1] "2019-02-04 00:00:00 TSLA 1000 @ 20.8593330383301"
## [1] "2019-02-22 00:00:00 TSLA -1000 @ 19.6473331451416"
## [1] "2019-02-28 00:00:00 TSLA 1000 @ 21.3253326416016"
## [1] "2019-03-05 00:00:00 TSLA -1000 @ 18.4360008239746"
## [1] "2019-03-14 00:00:00 TSLA 1000 @ 19.3306674957275"
## [1] "2019-03-18 00:00:00 TSLA -1000 @ 17.9659996032715"
## [1] "2019-03-28 00:00:00 TSLA 1000 @ 18.5746669769287"
## [1] "2019-04-15 00:00:00 TSLA -1000 @ 17.7586669921875"
## [1] "2019-04-18 00:00:00 TSLA 1000 @ 18.2173328399658"
## [1] "2019-04-23 00:00:00 TSLA -1000 @ 17.5933322906494"
## [1] "2019-05-07 00:00:00 TSLA 1000 @ 16.470666885376"
## [1] "2019-05-14 00:00:00 TSLA -1000 @ 15.4873332977295"
## [1] "2019-06-06 00:00:00 TSLA 1000 @ 13.7299995422363"
## [1] "2019-07-26 00:00:00 TSLA -1000 @ 15.2026672363281"
## [1] "2019-09-03 00:00:00 TSLA 1000 @ 15.0006666183472"
## [1] "2019-09-25 00:00:00 TSLA -1000 @ 15.2466669082642"
## [1] "2019-10-02 00:00:00 TSLA 1000 @ 16.208667755127"
## [1] "2019-10-04 00:00:00 TSLA -1000 @ 15.4286670684814"
## [1] "2019-10-11 00:00:00 TSLA 1000 @ 16.5259990692139"
## [1] "2019-11-18 00:00:00 TSLA -1000 @ 23.3326663970947"
## [1] "2019-12-13 00:00:00 TSLA 1000 @ 23.8926677703857"
## [1] "2020-01-28 00:00:00 TSLA -1000 @ 37.7933311462402"
## [1] "2020-01-31 00:00:00 TSLA 1000 @ 43.3713340759277"
## [1] "2020-02-13 00:00:00 TSLA -1000 @ 53.5999984741211"
## [1] "2020-02-20 00:00:00 TSLA 1000 @ 59.9606666564941"
## [1] "2020-02-25 00:00:00 TSLA -1000 @ 53.3273315429688"
## [1] "2020-03-27 00:00:00 TSLA 1000 @ 34.2906684875488"
## [1] "2020-05-04 00:00:00 TSLA -1000 @ 50.7459983825684"
## [1] "2020-06-02 00:00:00 TSLA 1000 @ 58.7706680297852"
## [1] "2020-06-23 00:00:00 TSLA -1000 @ 66.7853317260742"
## [1] "2020-07-02 00:00:00 TSLA 1000 @ 80.5773315429688"
## [1] "2020-07-22 00:00:00 TSLA -1000 @ 106.155334472656"
## [1] "2020-08-17 00:00:00 TSLA 1000 @ 122.375999450684"
## [1] "2020-09-04 00:00:00 TSLA -1000 @ 139.440002441406"
## [1] "2020-09-22 00:00:00 TSLA 1000 @ 141.410003662109"
## [1] "2020-09-23 00:00:00 TSLA -1000 @ 126.786666870117"
## [1] "2020-10-02 00:00:00 TSLA 1000 @ 138.363327026367"
## [1] "2020-10-05 00:00:00 TSLA -1000 @ 141.893325805664"
## [1] "2020-10-13 00:00:00 TSLA 1000 @ 148.883331298828"
## [1] "2020-10-20 00:00:00 TSLA -1000 @ 140.646667480469"
## [1] "2020-11-06 00:00:00 TSLA 1000 @ 143.316665649414"
## [1] "2020-11-11 00:00:00 TSLA -1000 @ 139.043334960938"
## [1] "2020-11-18 00:00:00 TSLA 1000 @ 162.213333129883"
## [1] "2020-12-14 00:00:00 TSLA -1000 @ 213.276672363281"
## [1] "2021-01-05 00:00:00 TSLA 1000 @ 245.036666870117"
## [1] "2021-01-20 00:00:00 TSLA -1000 @ 283.483337402344"
## [1] "2021-03-12 00:00:00 TSLA 1000 @ 231.24333190918"
## [1] "2021-03-29 00:00:00 TSLA -1000 @ 203.763336181641"
## [1] "2021-04-01 00:00:00 TSLA 1000 @ 220.58332824707"
## [1] "2021-04-28 00:00:00 TSLA -1000 @ 231.466659545898"
## [1] "2021-05-26 00:00:00 TSLA 1000 @ 206.376663208008"
## [1] "2021-07-08 00:00:00 TSLA -1000 @ 217.603332519531"
## [1] "2021-07-30 00:00:00 TSLA 1000 @ 229.066665649414"
## [1] "2021-08-17 00:00:00 TSLA -1000 @ 221.903335571289"
## [1] "2021-08-30 00:00:00 TSLA 1000 @ 243.636672973633"
## [1] "2021-09-15 00:00:00 TSLA -1000 @ 251.943328857422"
## [1] "2021-09-16 00:00:00 TSLA 1000 @ 252.330001831055"
## [1] "2021-09-21 00:00:00 TSLA -1000 @ 246.460006713867"
## [1] "2021-09-28 00:00:00 TSLA 1000 @ 259.186676025391"
## [1] "2021-10-06 00:00:00 TSLA -1000 @ 260.916656494141"
## [1] "2021-10-08 00:00:00 TSLA 1000 @ 261.829986572266"
## [1] "2021-10-11 00:00:00 TSLA -1000 @ 263.980010986328"
## [1] "2021-10-13 00:00:00 TSLA 1000 @ 270.359985351562"
## [1] "2021-11-10 00:00:00 TSLA -1000 @ 355.983337402344"
## [1] "2021-12-27 00:00:00 TSLA 1000 @ 364.646667480469"
## [1] "2022-01-11 00:00:00 TSLA -1000 @ 354.799987792969"
## [1] "2022-01-13 00:00:00 TSLA 1000 @ 343.853332519531"
## [1] "2022-01-14 00:00:00 TSLA -1000 @ 349.869995117188"
## [1] "2022-02-08 00:00:00 TSLA 1000 @ 307.333343505859"
## [1] "2022-02-15 00:00:00 TSLA -1000 @ 307.476654052734"
## [1] "2022-02-16 00:00:00 TSLA 1000 @ 307.796661376953"
## [1] "2022-02-23 00:00:00 TSLA -1000 @ 254.679992675781"
## [1] "2022-03-02 00:00:00 TSLA 1000 @ 293.296661376953"
## [1] "2022-03-15 00:00:00 TSLA -1000 @ 267.296661376953"
## [1] "2022-03-17 00:00:00 TSLA 1000 @ 290.533325195312"
## [1] "2022-04-08 00:00:00 TSLA -1000 @ 341.829986572266"
## [1] "2022-05-31 00:00:00 TSLA 1000 @ 252.753326416016"
## [1] "2022-06-15 00:00:00 TSLA -1000 @ 233"
## [1] "2022-06-16 00:00:00 TSLA 1000 @ 213.100006103516"
## [1] "2022-06-17 00:00:00 TSLA -1000 @ 216.759994506836"
## [1] "2022-06-22 00:00:00 TSLA 1000 @ 236.086669921875"
## [1] "2022-08-10 00:00:00 TSLA -1000 @ 294.356658935547"
## [1] "2022-09-12 00:00:00 TSLA 1000 @ 304.420013427734"
## [1] "2022-09-23 00:00:00 TSLA -1000 @ 275.329986572266"
## [1] "2022-10-25 00:00:00 TSLA 1000 @ 222.419998168945"
## [1] "2022-11-08 00:00:00 TSLA -1000 @ 191.300003051758"
## [1] "2022-11-28 00:00:00 TSLA 1000 @ 182.919998168945"
## [1] "2022-12-13 00:00:00 TSLA -1000 @ 160.949996948242"
## [1] "2023-01-10 00:00:00 TSLA 1000 @ 118.849998474121"
## [1] "2023-02-17 00:00:00 TSLA -1000 @ 208.309997558594"
## [1] "2023-03-22 00:00:00 TSLA 1000 @ 191.149993896484"
## [1] "2023-04-06 00:00:00 TSLA -1000 @ 185.059997558594"
## [1] "2023-05-08 00:00:00 TSLA 1000 @ 171.789993286133"
## [1] "2023-06-26 00:00:00 TSLA -1000 @ 241.050003051758"
## [1] "2023-08-28 00:00:00 TSLA 1000 @ 238.820007324219"
## [1] "2023-09-22 00:00:00 TSLA -1000 @ 244.880004882812"
## [1] "2023-10-06 00:00:00 TSLA 1000 @ 260.529998779297"
## [1] "2023-10-17 00:00:00 TSLA -1000 @ 254.850006103516"
## [1] "2023-11-06 00:00:00 TSLA 1000 @ 219.270004272461"
## [1] "2023-12-12 00:00:00 TSLA -1000 @ 237.009994506836"
## [1] "2023-12-15 00:00:00 TSLA 1000 @ 253.5"
## [1] "2024-01-02 00:00:00 TSLA -1000 @ 248.419998168945"
## [1] "2024-02-09 00:00:00 TSLA 1000 @ 193.570007324219"
## [1] "2024-03-06 00:00:00 TSLA -1000 @ 176.539993286133"
## [1] "2024-03-22 00:00:00 TSLA 1000 @ 170.830001831055"
## [1] "2024-04-16 00:00:00 TSLA -1000 @ 157.110000610352"
## [1] "2024-04-26 00:00:00 TSLA 1000 @ 168.289993286133"
## [1] "2024-05-13 00:00:00 TSLA -1000 @ 171.889999389648"
## [1] "2024-05-22 00:00:00 TSLA 1000 @ 180.110000610352"
## [1] "2024-05-24 00:00:00 TSLA -1000 @ 179.240005493164"
## [1] "2024-05-28 00:00:00 TSLA 1000 @ 176.75"
## [1] "2024-05-29 00:00:00 TSLA -1000 @ 176.190002441406"
## [1] "2024-06-14 00:00:00 TSLA 1000 @ 178.009994506836"
## [1] "2024-07-18 00:00:00 TSLA -1000 @ 249.229995727539"
## [1] "2024-08-19 00:00:00 TSLA 1000 @ 222.720001220703"
## [1] "2024-08-30 00:00:00 TSLA -1000 @ 214.110000610352"
## [1] "2024-09-03 00:00:00 TSLA 1000 @ 210.600006103516"
## [1] "2024-10-04 00:00:00 TSLA -1000 @ 250.080001831055"
## [1] "2024-10-25 00:00:00 TSLA 1000 @ 269.190002441406"
## [1] "2024-11-26 00:00:00 TSLA -1000 @ 338.230010986328"
## [1] "2024-12-09 00:00:00 TSLA 1000 @ 389.790008544922"
## [1] "2024-12-23 00:00:00 TSLA -1000 @ 430.600006103516"
## [1] "2025-03-21 00:00:00 TSLA 1000 @ 248.710006713867"
## [1] "2025-04-09 00:00:00 TSLA -1000 @ 272.200012207031"
## [1] "2025-04-10 00:00:00 TSLA 1000 @ 252.399993896484"
## [1] "2025-04-22 00:00:00 TSLA -1000 @ 237.970001220703"
## [1] "2025-04-24 00:00:00 TSLA 1000 @ 259.510009765625"
## 测试参数组合 3/27: nFast=16, nSlow=22, nSig=7
## 策略环境已重置
## [1] "2010-08-25 00:00:00 TSLA 1000 @ 1.3266669511795"
## [1] "2010-09-22 00:00:00 TSLA -1000 @ 1.32466697692871"
## [1] "2010-09-30 00:00:00 TSLA 1000 @ 1.36066699028015"
## [1] "2010-10-04 00:00:00 TSLA -1000 @ 1.39933300018311"
## [1] "2010-10-06 00:00:00 TSLA 1000 @ 1.3639999628067"
## [1] "2010-10-07 00:00:00 TSLA -1000 @ 1.36199998855591"
## [1] "2010-10-26 00:00:00 TSLA 1000 @ 1.42400002479553"
## [1] "2010-12-03 00:00:00 TSLA -1000 @ 2.09933304786682"
## [1] "2011-02-02 00:00:00 TSLA 1000 @ 1.59599995613098"
## [1] "2011-02-08 00:00:00 TSLA -1000 @ 1.63266694545746"
## [1] "2011-02-09 00:00:00 TSLA 1000 @ 1.54733300209045"
## [1] "2011-02-24 00:00:00 TSLA -1000 @ 1.50199997425079"
## [1] "2011-02-28 00:00:00 TSLA 1000 @ 1.59266698360443"
## [1] "2011-03-16 00:00:00 TSLA -1000 @ 1.52133297920227"
## [1] "2011-03-30 00:00:00 TSLA 1000 @ 1.58066701889038"
## [1] "2011-04-14 00:00:00 TSLA -1000 @ 1.67599999904633"
## [1] "2011-04-25 00:00:00 TSLA 1000 @ 1.75933301448822"
## [1] "2011-05-06 00:00:00 TSLA -1000 @ 1.80799996852875"
## [1] "2011-05-10 00:00:00 TSLA 1000 @ 1.88866698741913"
## [1] "2011-05-12 00:00:00 TSLA -1000 @ 1.84466695785522"
## [1] "2011-05-26 00:00:00 TSLA 1000 @ 1.96533298492432"
## [1] "2011-06-08 00:00:00 TSLA -1000 @ 1.80799996852875"
## [1] "2011-06-30 00:00:00 TSLA 1000 @ 1.94200003147125"
## [1] "2011-07-15 00:00:00 TSLA -1000 @ 1.83866703510284"
## [1] "2011-07-25 00:00:00 TSLA 1000 @ 1.89933300018311"
## [1] "2011-07-27 00:00:00 TSLA -1000 @ 1.84266698360443"
## [1] "2011-08-17 00:00:00 TSLA 1000 @ 1.72200000286102"
## [1] "2011-08-19 00:00:00 TSLA -1000 @ 1.48666703701019"
## [1] "2011-08-30 00:00:00 TSLA 1000 @ 1.64199995994568"
## [1] "2011-10-03 00:00:00 TSLA -1000 @ 1.58200001716614"
## [1] "2011-10-07 00:00:00 TSLA 1000 @ 1.79933297634125"
## [1] "2011-11-03 00:00:00 TSLA -1000 @ 2.16400003433228"
## [1] "2011-11-04 00:00:00 TSLA 1000 @ 2.15400004386902"
## [1] "2011-11-22 00:00:00 TSLA -1000 @ 2.13800001144409"
## [1] "2011-12-07 00:00:00 TSLA 1000 @ 2.27933311462402"
## [1] "2011-12-09 00:00:00 TSLA -1000 @ 2.06933307647705"
## [1] "2012-01-12 00:00:00 TSLA 1000 @ 1.88333296775818"
## [1] "2012-01-17 00:00:00 TSLA -1000 @ 1.77333295345306"
## [1] "2012-01-23 00:00:00 TSLA 1000 @ 1.78466701507568"
## [1] "2012-02-29 00:00:00 TSLA -1000 @ 2.22733306884766"
## [1] "2012-03-14 00:00:00 TSLA 1000 @ 2.35266709327698"
## [1] "2012-03-16 00:00:00 TSLA -1000 @ 2.35466694831848"
## [1] "2012-03-28 00:00:00 TSLA 1000 @ 2.52333307266235"
## [1] "2012-04-05 00:00:00 TSLA -1000 @ 2.29866695404053"
## [1] "2012-05-01 00:00:00 TSLA 1000 @ 2.25200009346008"
## [1] "2012-05-07 00:00:00 TSLA -1000 @ 2.16466689109802"
## [1] "2012-05-24 00:00:00 TSLA 1000 @ 2.01866698265076"
## [1] "2012-06-05 00:00:00 TSLA -1000 @ 1.86066699028015"
## [1] "2012-06-11 00:00:00 TSLA 1000 @ 1.94133305549622"
## [1] "2012-07-03 00:00:00 TSLA -1000 @ 2.04399991035461"
## [1] "2012-07-13 00:00:00 TSLA 1000 @ 2.28333306312561"
## [1] "2012-07-23 00:00:00 TSLA -1000 @ 2.04399991035461"
## [1] "2012-08-09 00:00:00 TSLA 1000 @ 1.96066701412201"
## [1] "2012-08-29 00:00:00 TSLA -1000 @ 1.89400005340576"
## [1] "2012-09-10 00:00:00 TSLA 1000 @ 1.82466697692871"
## [1] "2012-09-11 00:00:00 TSLA -1000 @ 1.85333299636841"
## [1] "2012-09-14 00:00:00 TSLA 1000 @ 2.02600002288818"
## [1] "2012-09-26 00:00:00 TSLA -1000 @ 1.83599996566772"
## [1] "2012-11-02 00:00:00 TSLA 1000 @ 1.92799997329712"
## [1] "2012-12-14 00:00:00 TSLA -1000 @ 2.25399994850159"
## [1] "2013-01-23 00:00:00 TSLA 1000 @ 2.40000009536743"
## [1] "2013-02-13 00:00:00 TSLA -1000 @ 2.56333303451538"
## [1] "2013-03-08 00:00:00 TSLA 1000 @ 2.56466698646545"
## [1] "2013-03-18 00:00:00 TSLA -1000 @ 2.34333300590515"
## [1] "2013-03-27 00:00:00 TSLA 1000 @ 2.54399991035461"
## [1] "2013-06-03 00:00:00 TSLA -1000 @ 6.17266702651978"
## [1] "2013-07-03 00:00:00 TSLA 1000 @ 7.68266677856445"
## [1] "2013-07-17 00:00:00 TSLA -1000 @ 8.01666736602783"
## [1] "2013-07-31 00:00:00 TSLA 1000 @ 8.95199966430664"
## [1] "2013-08-15 00:00:00 TSLA -1000 @ 9.31133270263672"
## [1] "2013-08-26 00:00:00 TSLA 1000 @ 10.9479999542236"
## [1] "2013-09-09 00:00:00 TSLA -1000 @ 10.7133331298828"
## [1] "2013-09-23 00:00:00 TSLA 1000 @ 12.0740003585815"
## [1] "2013-10-03 00:00:00 TSLA -1000 @ 11.5539999008179"
## [1] "2013-11-06 00:00:00 TSLA 1000 @ 10.0773334503174"
## [1] "2013-11-07 00:00:00 TSLA -1000 @ 9.31799983978271"
## [1] "2013-12-03 00:00:00 TSLA 1000 @ 9.64666652679443"
## [1] "2014-01-10 00:00:00 TSLA -1000 @ 9.71466732025146"
## [1] "2014-01-15 00:00:00 TSLA 1000 @ 10.9420003890991"
## [1] "2014-02-05 00:00:00 TSLA -1000 @ 11.6280002593994"
## [1] "2014-02-11 00:00:00 TSLA 1000 @ 13.1079998016357"
## [1] "2014-03-11 00:00:00 TSLA -1000 @ 15.6273326873779"
## [1] "2014-04-23 00:00:00 TSLA 1000 @ 13.8660001754761"
## [1] "2014-04-29 00:00:00 TSLA -1000 @ 13.7946672439575"
## [1] "2014-04-30 00:00:00 TSLA 1000 @ 13.8593330383301"
## [1] "2014-05-09 00:00:00 TSLA -1000 @ 12.1506671905518"
## [1] "2014-05-21 00:00:00 TSLA 1000 @ 13.296667098999"
## [1] "2014-07-07 00:00:00 TSLA -1000 @ 14.8439998626709"
## [1] "2014-07-31 00:00:00 TSLA 1000 @ 14.8866672515869"
## [1] "2014-08-22 00:00:00 TSLA -1000 @ 17.1186676025391"
## [1] "2014-09-03 00:00:00 TSLA 1000 @ 18.746000289917"
## [1] "2014-09-11 00:00:00 TSLA -1000 @ 18.6873321533203"
## [1] "2014-10-08 00:00:00 TSLA 1000 @ 17.2853336334229"
## [1] "2014-10-13 00:00:00 TSLA -1000 @ 14.9726667404175"
## [1] "2014-10-27 00:00:00 TSLA 1000 @ 14.7779998779297"
## [1] "2014-10-28 00:00:00 TSLA -1000 @ 16.1846675872803"
## [1] "2014-10-29 00:00:00 TSLA 1000 @ 15.8733329772949"
## [1] "2014-11-28 00:00:00 TSLA -1000 @ 16.3013324737549"
## [1] "2014-12-23 00:00:00 TSLA 1000 @ 14.7313327789307"
## [1] "2015-01-09 00:00:00 TSLA -1000 @ 13.7773332595825"
## [1] "2015-01-26 00:00:00 TSLA 1000 @ 13.7700004577637"
## [1] "2015-02-17 00:00:00 TSLA -1000 @ 13.6233329772949"
## [1] "2015-02-23 00:00:00 TSLA 1000 @ 13.8226671218872"
## [1] "2015-02-25 00:00:00 TSLA -1000 @ 13.5839996337891"
## [1] "2015-03-19 00:00:00 TSLA 1000 @ 13.0433330535889"
## [1] "2015-03-30 00:00:00 TSLA -1000 @ 12.7046670913696"
## [1] "2015-04-07 00:00:00 TSLA 1000 @ 13.5500001907349"
## [1] "2015-05-21 00:00:00 TSLA -1000 @ 16.3746662139893"
## [1] "2015-06-22 00:00:00 TSLA 1000 @ 17.3193321228027"
## [1] "2015-06-30 00:00:00 TSLA -1000 @ 17.8840007781982"
## [1] "2015-07-01 00:00:00 TSLA 1000 @ 17.9433326721191"
## [1] "2015-07-09 00:00:00 TSLA -1000 @ 17.1946678161621"
## [1] "2015-07-21 00:00:00 TSLA 1000 @ 17.7846660614014"
## [1] "2015-07-22 00:00:00 TSLA -1000 @ 17.8579998016357"
## [1] "2015-08-19 00:00:00 TSLA 1000 @ 17.0166664123535"
## [1] "2015-08-21 00:00:00 TSLA -1000 @ 15.3846673965454"
## [1] "2015-08-31 00:00:00 TSLA 1000 @ 16.6040000915527"
## [1] "2015-09-29 00:00:00 TSLA -1000 @ 16.4433326721191"
## [1] "2015-11-03 00:00:00 TSLA 1000 @ 13.8900003433228"
## [1] "2015-12-14 00:00:00 TSLA -1000 @ 14.5719995498657"
## [1] "2015-12-18 00:00:00 TSLA 1000 @ 15.3640003204346"
## [1] "2016-01-05 00:00:00 TSLA -1000 @ 14.8953332901001"
## [1] "2016-02-19 00:00:00 TSLA 1000 @ 11.1053333282471"
## [1] "2016-03-31 00:00:00 TSLA -1000 @ 15.3179998397827"
## [1] "2016-04-05 00:00:00 TSLA 1000 @ 17.0313339233398"
## [1] "2016-04-13 00:00:00 TSLA -1000 @ 16.9686660766602"
## [1] "2016-05-24 00:00:00 TSLA 1000 @ 14.5273332595825"
## [1] "2016-06-16 00:00:00 TSLA -1000 @ 14.5286674499512"
## [1] "2016-07-05 00:00:00 TSLA 1000 @ 14.2653331756592"
## [1] "2016-08-04 00:00:00 TSLA -1000 @ 15.3739995956421"
## [1] "2016-09-19 00:00:00 TSLA 1000 @ 13.7559995651245"
## [1] "2016-10-10 00:00:00 TSLA -1000 @ 13.3966665267944"
## [1] "2016-10-20 00:00:00 TSLA 1000 @ 13.2733325958252"
## [1] "2016-11-02 00:00:00 TSLA -1000 @ 12.5346670150757"
## [1] "2016-11-23 00:00:00 TSLA 1000 @ 12.8760004043579"
## [1] "2016-12-05 00:00:00 TSLA -1000 @ 12.453332901001"
## [1] "2016-12-08 00:00:00 TSLA 1000 @ 12.8193330764771"
## [1] "2017-02-01 00:00:00 TSLA -1000 @ 16.6159992218018"
## [1] "2017-02-13 00:00:00 TSLA 1000 @ 18.7066669464111"
## [1] "2017-02-21 00:00:00 TSLA -1000 @ 18.4926662445068"
## [1] "2017-03-17 00:00:00 TSLA 1000 @ 17.4333324432373"
## [1] "2017-04-19 00:00:00 TSLA -1000 @ 20.3680000305176"
## [1] "2017-05-31 00:00:00 TSLA 1000 @ 22.7339992523193"
## [1] "2017-06-27 00:00:00 TSLA -1000 @ 24.1580009460449"
## [1] "2017-07-25 00:00:00 TSLA 1000 @ 22.6399993896484"
## [1] "2017-08-02 00:00:00 TSLA -1000 @ 21.7259998321533"
## [1] "2017-08-04 00:00:00 TSLA 1000 @ 23.7940006256104"
## [1] "2017-08-22 00:00:00 TSLA -1000 @ 22.7566661834717"
## [1] "2017-09-12 00:00:00 TSLA 1000 @ 24.1833324432373"
## [1] "2017-09-25 00:00:00 TSLA -1000 @ 22.9993324279785"
## [1] "2017-10-12 00:00:00 TSLA 1000 @ 23.7119998931885"
## [1] "2017-10-23 00:00:00 TSLA -1000 @ 22.4680004119873"
## [1] "2017-11-16 00:00:00 TSLA 1000 @ 20.8333320617676"
## [1] "2017-12-27 00:00:00 TSLA -1000 @ 20.7759990692139"
## [1] "2018-01-09 00:00:00 TSLA 1000 @ 22.246000289917"
## [1] "2018-01-31 00:00:00 TSLA -1000 @ 23.6206665039062"
## [1] "2018-02-01 00:00:00 TSLA 1000 @ 23.283332824707"
## [1] "2018-02-05 00:00:00 TSLA -1000 @ 22.208667755127"
## [1] "2018-02-23 00:00:00 TSLA 1000 @ 23.4699993133545"
## [1] "2018-03-06 00:00:00 TSLA -1000 @ 21.8799991607666"
## [1] "2018-03-14 00:00:00 TSLA 1000 @ 21.775333404541"
## [1] "2018-03-15 00:00:00 TSLA -1000 @ 21.7066669464111"
## [1] "2018-04-09 00:00:00 TSLA 1000 @ 19.3106670379639"
## [1] "2018-05-16 00:00:00 TSLA -1000 @ 19.0986671447754"
## [1] "2018-05-31 00:00:00 TSLA 1000 @ 18.9820003509521"
## [1] "2018-06-26 00:00:00 TSLA -1000 @ 22.7999992370605"
## [1] "2018-08-03 00:00:00 TSLA 1000 @ 23.211332321167"
## [1] "2018-08-20 00:00:00 TSLA -1000 @ 20.5626678466797"
## [1] "2018-09-18 00:00:00 TSLA 1000 @ 18.9973335266113"
## [1] "2018-10-08 00:00:00 TSLA -1000 @ 16.7040004730225"
## [1] "2018-10-18 00:00:00 TSLA 1000 @ 17.5939998626709"
## [1] "2018-11-15 00:00:00 TSLA -1000 @ 23.2293338775635"
## [1] "2018-12-11 00:00:00 TSLA 1000 @ 24.4506664276123"
## [1] "2018-12-18 00:00:00 TSLA -1000 @ 22.4686660766602"
## [1] "2019-01-09 00:00:00 TSLA 1000 @ 22.5686664581299"
## [1] "2019-01-22 00:00:00 TSLA -1000 @ 19.92799949646"
## [1] "2019-02-05 00:00:00 TSLA 1000 @ 21.4233322143555"
## [1] "2019-02-22 00:00:00 TSLA -1000 @ 19.6473331451416"
## [1] "2019-02-28 00:00:00 TSLA 1000 @ 21.3253326416016"
## [1] "2019-03-05 00:00:00 TSLA -1000 @ 18.4360008239746"
## [1] "2019-03-15 00:00:00 TSLA 1000 @ 18.3619995117188"
## [1] "2019-03-18 00:00:00 TSLA -1000 @ 17.9659996032715"
## [1] "2019-03-29 00:00:00 TSLA 1000 @ 18.6573333740234"
## [1] "2019-04-15 00:00:00 TSLA -1000 @ 17.7586669921875"
## [1] "2019-04-17 00:00:00 TSLA 1000 @ 18.0820007324219"
## [1] "2019-04-23 00:00:00 TSLA -1000 @ 17.5933322906494"
## [1] "2019-05-07 00:00:00 TSLA 1000 @ 16.470666885376"
## [1] "2019-05-13 00:00:00 TSLA -1000 @ 15.1339998245239"
## [1] "2019-06-06 00:00:00 TSLA 1000 @ 13.7299995422363"
## [1] "2019-07-26 00:00:00 TSLA -1000 @ 15.2026672363281"
## [1] "2019-09-03 00:00:00 TSLA 1000 @ 15.0006666183472"
## [1] "2019-09-25 00:00:00 TSLA -1000 @ 15.2466669082642"
## [1] "2019-10-02 00:00:00 TSLA 1000 @ 16.208667755127"
## [1] "2019-10-04 00:00:00 TSLA -1000 @ 15.4286670684814"
## [1] "2019-10-11 00:00:00 TSLA 1000 @ 16.5259990692139"
## [1] "2019-11-19 00:00:00 TSLA -1000 @ 23.9680004119873"
## [1] "2019-12-16 00:00:00 TSLA 1000 @ 25.4333324432373"
## [1] "2020-01-29 00:00:00 TSLA -1000 @ 38.732666015625"
## [1] "2020-01-31 00:00:00 TSLA 1000 @ 43.3713340759277"
## [1] "2020-02-13 00:00:00 TSLA -1000 @ 53.5999984741211"
## [1] "2020-02-20 00:00:00 TSLA 1000 @ 59.9606666564941"
## [1] "2020-02-25 00:00:00 TSLA -1000 @ 53.3273315429688"
## [1] "2020-03-30 00:00:00 TSLA 1000 @ 33.4753341674805"
## [1] "2020-05-06 00:00:00 TSLA -1000 @ 52.1720008850098"
## [1] "2020-06-03 00:00:00 TSLA 1000 @ 58.8639984130859"
## [1] "2020-06-05 00:00:00 TSLA -1000 @ 59.0439987182617"
## [1] "2020-06-09 00:00:00 TSLA 1000 @ 62.7113342285156"
## [1] "2020-06-23 00:00:00 TSLA -1000 @ 66.7853317260742"
## [1] "2020-07-02 00:00:00 TSLA 1000 @ 80.5773315429688"
## [1] "2020-07-23 00:00:00 TSLA -1000 @ 100.87133026123"
## [1] "2020-08-18 00:00:00 TSLA 1000 @ 125.805999755859"
## [1] "2020-09-04 00:00:00 TSLA -1000 @ 139.440002441406"
## [1] "2020-10-14 00:00:00 TSLA 1000 @ 153.766662597656"
## [1] "2020-10-20 00:00:00 TSLA -1000 @ 140.646667480469"
## [1] "2020-11-09 00:00:00 TSLA 1000 @ 140.419998168945"
## [1] "2020-11-11 00:00:00 TSLA -1000 @ 139.043334960938"
## [1] "2020-11-18 00:00:00 TSLA 1000 @ 162.213333129883"
## [1] "2020-12-16 00:00:00 TSLA -1000 @ 207.589996337891"
## [1] "2020-12-21 00:00:00 TSLA 1000 @ 216.619995117188"
## [1] "2020-12-22 00:00:00 TSLA -1000 @ 213.446670532227"
## [1] "2021-01-06 00:00:00 TSLA 1000 @ 251.99333190918"
## [1] "2021-01-20 00:00:00 TSLA -1000 @ 283.483337402344"
## [1] "2021-03-15 00:00:00 TSLA 1000 @ 235.979995727539"
## [1] "2021-03-29 00:00:00 TSLA -1000 @ 203.763336181641"
## [1] "2021-04-01 00:00:00 TSLA 1000 @ 220.58332824707"
## [1] "2021-04-29 00:00:00 TSLA -1000 @ 225.66667175293"
## [1] "2021-05-27 00:00:00 TSLA 1000 @ 210.283340454102"
## [1] "2021-07-09 00:00:00 TSLA -1000 @ 218.983337402344"
## [1] "2021-07-13 00:00:00 TSLA 1000 @ 222.846664428711"
## [1] "2021-07-14 00:00:00 TSLA -1000 @ 217.793334960938"
## [1] "2021-08-02 00:00:00 TSLA 1000 @ 236.556671142578"
## [1] "2021-08-17 00:00:00 TSLA -1000 @ 221.903335571289"
## [1] "2021-08-31 00:00:00 TSLA 1000 @ 245.240005493164"
## [1] "2021-09-21 00:00:00 TSLA -1000 @ 246.460006713867"
## [1] "2021-09-28 00:00:00 TSLA 1000 @ 259.186676025391"
## [1] "2021-10-06 00:00:00 TSLA -1000 @ 260.916656494141"
## [1] "2021-10-08 00:00:00 TSLA 1000 @ 261.829986572266"
## [1] "2021-10-11 00:00:00 TSLA -1000 @ 263.980010986328"
## [1] "2021-10-13 00:00:00 TSLA 1000 @ 270.359985351562"
## [1] "2021-11-10 00:00:00 TSLA -1000 @ 355.983337402344"
## [1] "2021-12-27 00:00:00 TSLA 1000 @ 364.646667480469"
## [1] "2022-01-12 00:00:00 TSLA -1000 @ 368.739990234375"
## [1] "2022-01-13 00:00:00 TSLA 1000 @ 343.853332519531"
## [1] "2022-01-14 00:00:00 TSLA -1000 @ 349.869995117188"
## [1] "2022-02-09 00:00:00 TSLA 1000 @ 310.666656494141"
## [1] "2022-02-14 00:00:00 TSLA -1000 @ 291.920013427734"
## [1] "2022-02-16 00:00:00 TSLA 1000 @ 307.796661376953"
## [1] "2022-02-23 00:00:00 TSLA -1000 @ 254.679992675781"
## [1] "2022-03-02 00:00:00 TSLA 1000 @ 293.296661376953"
## [1] "2022-03-15 00:00:00 TSLA -1000 @ 267.296661376953"
## [1] "2022-03-17 00:00:00 TSLA 1000 @ 290.533325195312"
## [1] "2022-04-11 00:00:00 TSLA -1000 @ 325.309997558594"
## [1] "2022-05-31 00:00:00 TSLA 1000 @ 252.753326416016"
## [1] "2022-06-17 00:00:00 TSLA -1000 @ 216.759994506836"
## [1] "2022-06-22 00:00:00 TSLA 1000 @ 236.086669921875"
## [1] "2022-08-11 00:00:00 TSLA -1000 @ 286.630004882812"
## [1] "2022-09-13 00:00:00 TSLA 1000 @ 292.130004882812"
## [1] "2022-09-23 00:00:00 TSLA -1000 @ 275.329986572266"
## [1] "2022-10-26 00:00:00 TSLA 1000 @ 224.639999389648"
## [1] "2022-11-08 00:00:00 TSLA -1000 @ 191.300003051758"
## [1] "2022-11-28 00:00:00 TSLA 1000 @ 182.919998168945"
## [1] "2022-12-14 00:00:00 TSLA -1000 @ 156.800003051758"
## [1] "2023-01-11 00:00:00 TSLA 1000 @ 123.220001220703"
## [1] "2023-02-22 00:00:00 TSLA -1000 @ 200.860000610352"
## [1] "2023-03-24 00:00:00 TSLA 1000 @ 190.410003662109"
## [1] "2023-04-06 00:00:00 TSLA -1000 @ 185.059997558594"
## [1] "2023-05-08 00:00:00 TSLA 1000 @ 171.789993286133"
## [1] "2023-06-26 00:00:00 TSLA -1000 @ 241.050003051758"
## [1] "2023-08-28 00:00:00 TSLA 1000 @ 238.820007324219"
## [1] "2023-09-22 00:00:00 TSLA -1000 @ 244.880004882812"
## [1] "2023-10-06 00:00:00 TSLA 1000 @ 260.529998779297"
## [1] "2023-10-17 00:00:00 TSLA -1000 @ 254.850006103516"
## [1] "2023-11-07 00:00:00 TSLA 1000 @ 222.179992675781"
## [1] "2023-12-13 00:00:00 TSLA -1000 @ 239.289993286133"
## [1] "2023-12-15 00:00:00 TSLA 1000 @ 253.5"
## [1] "2024-01-02 00:00:00 TSLA -1000 @ 248.419998168945"
## [1] "2024-02-09 00:00:00 TSLA 1000 @ 193.570007324219"
## [1] "2024-03-07 00:00:00 TSLA -1000 @ 178.649993896484"
## [1] "2024-03-22 00:00:00 TSLA 1000 @ 170.830001831055"
## [1] "2024-04-17 00:00:00 TSLA -1000 @ 155.449996948242"
## [1] "2024-04-26 00:00:00 TSLA 1000 @ 168.289993286133"
## [1] "2024-05-29 00:00:00 TSLA -1000 @ 176.190002441406"
## [1] "2024-06-14 00:00:00 TSLA 1000 @ 178.009994506836"
## [1] "2024-07-19 00:00:00 TSLA -1000 @ 239.199996948242"
## [1] "2024-08-20 00:00:00 TSLA 1000 @ 221.100006103516"
## [1] "2024-08-29 00:00:00 TSLA -1000 @ 206.279998779297"
## [1] "2024-09-03 00:00:00 TSLA 1000 @ 210.600006103516"
## [1] "2024-10-04 00:00:00 TSLA -1000 @ 250.080001831055"
## [1] "2024-10-25 00:00:00 TSLA 1000 @ 269.190002441406"
## [1] "2024-11-27 00:00:00 TSLA -1000 @ 332.890014648438"
## [1] "2024-12-09 00:00:00 TSLA 1000 @ 389.790008544922"
## [1] "2024-12-23 00:00:00 TSLA -1000 @ 430.600006103516"
## [1] "2025-03-24 00:00:00 TSLA 1000 @ 278.390014648438"
## [1] "2025-04-09 00:00:00 TSLA -1000 @ 272.200012207031"
## [1] "2025-04-10 00:00:00 TSLA 1000 @ 252.399993896484"
## [1] "2025-04-22 00:00:00 TSLA -1000 @ 237.970001220703"
## [1] "2025-04-24 00:00:00 TSLA 1000 @ 259.510009765625"
## 测试参数组合 4/27: nFast=8, nSlow=26, nSig=7
## 策略环境已重置
## [1] "2010-08-24 00:00:00 TSLA 1000 @ 1.27999997138977"
## [1] "2010-09-20 00:00:00 TSLA -1000 @ 1.40400004386902"
## [1] "2010-09-30 00:00:00 TSLA 1000 @ 1.36066699028015"
## [1] "2010-10-04 00:00:00 TSLA -1000 @ 1.39933300018311"
## [1] "2010-10-06 00:00:00 TSLA 1000 @ 1.3639999628067"
## [1] "2010-10-07 00:00:00 TSLA -1000 @ 1.36199998855591"
## [1] "2010-10-22 00:00:00 TSLA 1000 @ 1.38133299350739"
## [1] "2010-12-02 00:00:00 TSLA -1000 @ 2.15666699409485"
## [1] "2011-01-10 00:00:00 TSLA 1000 @ 1.89666700363159"
## [1] "2011-01-14 00:00:00 TSLA -1000 @ 1.71666705608368"
## [1] "2011-01-28 00:00:00 TSLA 1000 @ 1.60066699981689"
## [1] "2011-02-23 00:00:00 TSLA -1000 @ 1.45533299446106"
## [1] "2011-02-28 00:00:00 TSLA 1000 @ 1.59266698360443"
## [1] "2011-03-15 00:00:00 TSLA -1000 @ 1.52999997138977"
## [1] "2011-03-29 00:00:00 TSLA 1000 @ 1.59466695785522"
## [1] "2011-04-13 00:00:00 TSLA -1000 @ 1.66199994087219"
## [1] "2011-04-25 00:00:00 TSLA 1000 @ 1.75933301448822"
## [1] "2011-05-05 00:00:00 TSLA -1000 @ 1.76266694068909"
## [1] "2011-05-11 00:00:00 TSLA 1000 @ 1.8046669960022"
## [1] "2011-05-12 00:00:00 TSLA -1000 @ 1.84466695785522"
## [1] "2011-05-26 00:00:00 TSLA 1000 @ 1.96533298492432"
## [1] "2011-06-08 00:00:00 TSLA -1000 @ 1.80799996852875"
## [1] "2011-06-28 00:00:00 TSLA 1000 @ 1.87399995326996"
## [1] "2011-07-13 00:00:00 TSLA -1000 @ 1.90933299064636"
## [1] "2011-07-22 00:00:00 TSLA 1000 @ 1.95266699790955"
## [1] "2011-07-27 00:00:00 TSLA -1000 @ 1.84266698360443"
## [1] "2011-08-02 00:00:00 TSLA 1000 @ 1.82266700267792"
## [1] "2011-08-03 00:00:00 TSLA -1000 @ 1.81333303451538"
## [1] "2011-08-16 00:00:00 TSLA 1000 @ 1.74000000953674"
## [1] "2011-08-22 00:00:00 TSLA -1000 @ 1.46333301067352"
## [1] "2011-08-30 00:00:00 TSLA 1000 @ 1.64199995994568"
## [1] "2011-09-13 00:00:00 TSLA -1000 @ 1.6053329706192"
## [1] "2011-09-14 00:00:00 TSLA 1000 @ 1.6226669549942"
## [1] "2011-09-30 00:00:00 TSLA -1000 @ 1.62600004673004"
## [1] "2011-10-07 00:00:00 TSLA 1000 @ 1.79933297634125"
## [1] "2011-10-21 00:00:00 TSLA -1000 @ 1.86866700649261"
## [1] "2011-10-25 00:00:00 TSLA 1000 @ 1.88333296775818"
## [1] "2011-10-27 00:00:00 TSLA -1000 @ 1.91733300685883"
## [1] "2011-10-31 00:00:00 TSLA 1000 @ 1.95799994468689"
## [1] "2011-11-03 00:00:00 TSLA -1000 @ 2.16400003433228"
## [1] "2011-11-04 00:00:00 TSLA 1000 @ 2.15400004386902"
## [1] "2011-11-21 00:00:00 TSLA -1000 @ 2.11733293533325"
## [1] "2011-12-06 00:00:00 TSLA 1000 @ 2.32466697692871"
## [1] "2011-12-09 00:00:00 TSLA -1000 @ 2.06933307647705"
## [1] "2011-12-30 00:00:00 TSLA 1000 @ 1.90400004386902"
## [1] "2012-01-06 00:00:00 TSLA -1000 @ 1.7940000295639"
## [1] "2012-01-11 00:00:00 TSLA 1000 @ 1.88199996948242"
## [1] "2012-01-17 00:00:00 TSLA -1000 @ 1.77333295345306"
## [1] "2012-01-20 00:00:00 TSLA 1000 @ 1.77333295345306"
## [1] "2012-02-27 00:00:00 TSLA -1000 @ 2.2413330078125"
## [1] "2012-03-13 00:00:00 TSLA 1000 @ 2.40599989891052"
## [1] "2012-03-19 00:00:00 TSLA -1000 @ 2.33200001716614"
## [1] "2012-03-27 00:00:00 TSLA 1000 @ 2.52933311462402"
## [1] "2012-04-05 00:00:00 TSLA -1000 @ 2.29866695404053"
## [1] "2012-04-27 00:00:00 TSLA 1000 @ 2.22266697883606"
## [1] "2012-05-07 00:00:00 TSLA -1000 @ 2.16466689109802"
## [1] "2012-05-14 00:00:00 TSLA 1000 @ 2.00399994850159"
## [1] "2012-05-15 00:00:00 TSLA -1000 @ 1.96200001239777"
## [1] "2012-05-24 00:00:00 TSLA 1000 @ 2.01866698265076"
## [1] "2012-06-04 00:00:00 TSLA -1000 @ 1.85866701602936"
## [1] "2012-06-11 00:00:00 TSLA 1000 @ 1.94133305549622"
## [1] "2012-07-02 00:00:00 TSLA -1000 @ 2.02666711807251"
## [1] "2012-07-13 00:00:00 TSLA 1000 @ 2.28333306312561"
## [1] "2012-07-20 00:00:00 TSLA -1000 @ 2.11933302879333"
## [1] "2012-08-08 00:00:00 TSLA 1000 @ 1.93933296203613"
## [1] "2012-08-28 00:00:00 TSLA -1000 @ 1.91266703605652"
## [1] "2012-09-10 00:00:00 TSLA 1000 @ 1.82466697692871"
## [1] "2012-09-11 00:00:00 TSLA -1000 @ 1.85333299636841"
## [1] "2012-09-14 00:00:00 TSLA 1000 @ 2.02600002288818"
## [1] "2012-09-26 00:00:00 TSLA -1000 @ 1.83599996566772"
## [1] "2012-10-24 00:00:00 TSLA 1000 @ 1.82799994945526"
## [1] "2012-10-25 00:00:00 TSLA -1000 @ 1.83466696739197"
## [1] "2012-11-01 00:00:00 TSLA 1000 @ 1.95000004768372"
## [1] "2012-11-28 00:00:00 TSLA -1000 @ 2.21533298492432"
## [1] "2012-11-29 00:00:00 TSLA 1000 @ 2.24600005149841"
## [1] "2012-12-07 00:00:00 TSLA -1000 @ 2.27800011634827"
## [1] "2012-12-12 00:00:00 TSLA 1000 @ 2.35066699981689"
## [1] "2012-12-14 00:00:00 TSLA -1000 @ 2.25399994850159"
## [1] "2013-01-18 00:00:00 TSLA 1000 @ 2.30133295059204"
## [1] "2013-02-13 00:00:00 TSLA -1000 @ 2.56333303451538"
## [1] "2013-03-07 00:00:00 TSLA 1000 @ 2.54866695404053"
## [1] "2013-03-18 00:00:00 TSLA -1000 @ 2.34333300590515"
## [1] "2013-03-26 00:00:00 TSLA 1000 @ 2.5239999294281"
## [1] "2013-05-09 00:00:00 TSLA -1000 @ 4.62666702270508"
## [1] "2013-05-10 00:00:00 TSLA 1000 @ 5.11733293533325"
## [1] "2013-05-23 00:00:00 TSLA -1000 @ 6.18200016021729"
## [1] "2013-05-29 00:00:00 TSLA 1000 @ 6.97533321380615"
## [1] "2013-05-31 00:00:00 TSLA -1000 @ 6.51733303070068"
## [1] "2013-07-02 00:00:00 TSLA 1000 @ 7.85466718673706"
## [1] "2013-07-17 00:00:00 TSLA -1000 @ 8.01666736602783"
## [1] "2013-07-30 00:00:00 TSLA 1000 @ 8.78266716003418"
## [1] "2013-08-08 00:00:00 TSLA -1000 @ 10.2320003509521"
## [1] "2013-08-09 00:00:00 TSLA 1000 @ 10.1999998092651"
## [1] "2013-08-15 00:00:00 TSLA -1000 @ 9.31133270263672"
## [1] "2013-08-23 00:00:00 TSLA 1000 @ 10.7893333435059"
## [1] "2013-09-06 00:00:00 TSLA -1000 @ 11.1313333511353"
## [1] "2013-09-23 00:00:00 TSLA 1000 @ 12.0740003585815"
## [1] "2013-10-03 00:00:00 TSLA -1000 @ 11.5539999008179"
## [1] "2013-11-06 00:00:00 TSLA 1000 @ 10.0773334503174"
## [1] "2013-11-07 00:00:00 TSLA -1000 @ 9.31799983978271"
## [1] "2013-11-29 00:00:00 TSLA 1000 @ 8.48533344268799"
## [1] "2014-01-07 00:00:00 TSLA -1000 @ 9.95733261108398"
## [1] "2014-01-15 00:00:00 TSLA 1000 @ 10.9420003890991"
## [1] "2014-02-04 00:00:00 TSLA -1000 @ 11.9153327941895"
## [1] "2014-02-11 00:00:00 TSLA 1000 @ 13.1079998016357"
## [1] "2014-02-20 00:00:00 TSLA -1000 @ 13.9980001449585"
## [1] "2014-02-21 00:00:00 TSLA 1000 @ 13.9733333587646"
## [1] "2014-03-10 00:00:00 TSLA -1000 @ 15.9226665496826"
## [1] "2014-04-23 00:00:00 TSLA 1000 @ 13.8660001754761"
## [1] "2014-05-09 00:00:00 TSLA -1000 @ 12.1506671905518"
## [1] "2014-05-20 00:00:00 TSLA 1000 @ 13.0200004577637"
## [1] "2014-06-11 00:00:00 TSLA -1000 @ 13.6313333511353"
## [1] "2014-06-17 00:00:00 TSLA 1000 @ 15.4446668624878"
## [1] "2014-07-03 00:00:00 TSLA -1000 @ 15.283332824707"
## [1] "2014-07-28 00:00:00 TSLA 1000 @ 14.9879999160767"
## [1] "2014-08-21 00:00:00 TSLA -1000 @ 16.9559993743896"
## [1] "2014-09-03 00:00:00 TSLA 1000 @ 18.746000289917"
## [1] "2014-09-10 00:00:00 TSLA -1000 @ 18.7399997711182"
## [1] "2014-10-06 00:00:00 TSLA 1000 @ 17.3746662139893"
## [1] "2014-10-13 00:00:00 TSLA -1000 @ 14.9726667404175"
## [1] "2014-10-24 00:00:00 TSLA 1000 @ 15.6826667785645"
## [1] "2014-10-28 00:00:00 TSLA -1000 @ 16.1846675872803"
## [1] "2014-10-29 00:00:00 TSLA 1000 @ 15.8733329772949"
## [1] "2014-11-24 00:00:00 TSLA -1000 @ 16.4479999542236"
## [1] "2014-12-22 00:00:00 TSLA 1000 @ 14.8400001525879"
## [1] "2015-01-07 00:00:00 TSLA -1000 @ 14.0633325576782"
## [1] "2015-01-26 00:00:00 TSLA 1000 @ 13.7700004577637"
## [1] "2015-02-13 00:00:00 TSLA -1000 @ 13.5846672058105"
## [1] "2015-02-23 00:00:00 TSLA 1000 @ 13.8226671218872"
## [1] "2015-02-24 00:00:00 TSLA -1000 @ 13.6073331832886"
## [1] "2015-03-18 00:00:00 TSLA 1000 @ 13.3806667327881"
## [1] "2015-03-30 00:00:00 TSLA -1000 @ 12.7046670913696"
## [1] "2015-04-07 00:00:00 TSLA 1000 @ 13.5500001907349"
## [1] "2015-05-21 00:00:00 TSLA -1000 @ 16.3746662139893"
## [1] "2015-06-19 00:00:00 TSLA 1000 @ 17.5006675720215"
## [1] "2015-06-30 00:00:00 TSLA -1000 @ 17.8840007781982"
## [1] "2015-07-06 00:00:00 TSLA 1000 @ 18.6480007171631"
## [1] "2015-07-09 00:00:00 TSLA -1000 @ 17.1946678161621"
## [1] "2015-07-20 00:00:00 TSLA 1000 @ 18.8173332214355"
## [1] "2015-07-23 00:00:00 TSLA -1000 @ 17.8133335113525"
## [1] "2015-08-06 00:00:00 TSLA 1000 @ 16.4086666107178"
## [1] "2015-08-07 00:00:00 TSLA -1000 @ 16.1673336029053"
## [1] "2015-08-19 00:00:00 TSLA 1000 @ 17.0166664123535"
## [1] "2015-08-24 00:00:00 TSLA -1000 @ 14.5913333892822"
## [1] "2015-08-31 00:00:00 TSLA 1000 @ 16.6040000915527"
## [1] "2015-09-29 00:00:00 TSLA -1000 @ 16.4433326721191"
## [1] "2015-10-29 00:00:00 TSLA 1000 @ 14.1086673736572"
## [1] "2015-11-16 00:00:00 TSLA -1000 @ 14.28733253479"
## [1] "2015-11-19 00:00:00 TSLA 1000 @ 14.7866668701172"
## [1] "2015-12-10 00:00:00 TSLA -1000 @ 15.1379995346069"
## [1] "2015-12-18 00:00:00 TSLA 1000 @ 15.3640003204346"
## [1] "2015-12-29 00:00:00 TSLA -1000 @ 15.8126668930054"
## [1] "2015-12-30 00:00:00 TSLA 1000 @ 15.8726673126221"
## [1] "2016-01-05 00:00:00 TSLA -1000 @ 14.8953332901001"
## [1] "2016-02-18 00:00:00 TSLA 1000 @ 11.1180000305176"
## [1] "2016-03-28 00:00:00 TSLA -1000 @ 15.3506669998169"
## [1] "2016-04-05 00:00:00 TSLA 1000 @ 17.0313339233398"
## [1] "2016-04-12 00:00:00 TSLA -1000 @ 16.521333694458"
## [1] "2016-05-20 00:00:00 TSLA 1000 @ 14.6853332519531"
## [1] "2016-06-14 00:00:00 TSLA -1000 @ 14.3306665420532"
## [1] "2016-07-01 00:00:00 TSLA 1000 @ 14.4333333969116"
## [1] "2016-08-03 00:00:00 TSLA -1000 @ 15.0526666641235"
## [1] "2016-09-19 00:00:00 TSLA 1000 @ 13.7559995651245"
## [1] "2016-10-10 00:00:00 TSLA -1000 @ 13.3966665267944"
## [1] "2016-10-20 00:00:00 TSLA 1000 @ 13.2733325958252"
## [1] "2016-11-02 00:00:00 TSLA -1000 @ 12.5346670150757"
## [1] "2016-11-21 00:00:00 TSLA 1000 @ 12.3013334274292"
## [1] "2016-12-02 00:00:00 TSLA -1000 @ 12.0979995727539"
## [1] "2016-12-08 00:00:00 TSLA 1000 @ 12.8193330764771"
## [1] "2017-01-31 00:00:00 TSLA -1000 @ 16.7953338623047"
## [1] "2017-02-10 00:00:00 TSLA 1000 @ 17.9486675262451"
## [1] "2017-02-21 00:00:00 TSLA -1000 @ 18.4926662445068"
## [1] "2017-03-16 00:00:00 TSLA 1000 @ 17.4699993133545"
## [1] "2017-04-18 00:00:00 TSLA -1000 @ 20.0166664123535"
## [1] "2017-05-02 00:00:00 TSLA 1000 @ 21.2593326568604"
## [1] "2017-05-03 00:00:00 TSLA -1000 @ 20.7346668243408"
## [1] "2017-05-11 00:00:00 TSLA 1000 @ 21.5400009155273"
## [1] "2017-05-16 00:00:00 TSLA -1000 @ 21.1340007781982"
## [1] "2017-05-30 00:00:00 TSLA 1000 @ 22.3400001525879"
## [1] "2017-06-20 00:00:00 TSLA -1000 @ 24.8159999847412"
## [1] "2017-07-21 00:00:00 TSLA 1000 @ 21.8933334350586"
## [1] "2017-08-02 00:00:00 TSLA -1000 @ 21.7259998321533"
## [1] "2017-08-04 00:00:00 TSLA 1000 @ 23.7940006256104"
## [1] "2017-08-21 00:00:00 TSLA -1000 @ 22.5240001678467"
## [1] "2017-09-01 00:00:00 TSLA 1000 @ 23.6933326721191"
## [1] "2017-09-06 00:00:00 TSLA -1000 @ 22.9686660766602"
## [1] "2017-09-12 00:00:00 TSLA 1000 @ 24.1833324432373"
## [1] "2017-09-25 00:00:00 TSLA -1000 @ 22.9993324279785"
## [1] "2017-10-06 00:00:00 TSLA 1000 @ 23.7919998168945"
## [1] "2017-10-10 00:00:00 TSLA -1000 @ 23.7059993743896"
## [1] "2017-10-11 00:00:00 TSLA 1000 @ 23.6399993896484"
## [1] "2017-10-23 00:00:00 TSLA -1000 @ 22.4680004119873"
## [1] "2017-11-14 00:00:00 TSLA 1000 @ 20.5799999237061"
## [1] "2017-12-05 00:00:00 TSLA -1000 @ 20.2466678619385"
## [1] "2017-12-07 00:00:00 TSLA 1000 @ 20.7493324279785"
## [1] "2017-12-26 00:00:00 TSLA -1000 @ 21.1526660919189"
## [1] "2018-01-09 00:00:00 TSLA 1000 @ 22.246000289917"
## [1] "2018-01-26 00:00:00 TSLA -1000 @ 22.8566665649414"
## [1] "2018-02-01 00:00:00 TSLA 1000 @ 23.283332824707"
## [1] "2018-02-02 00:00:00 TSLA -1000 @ 22.9166679382324"
## [1] "2018-02-20 00:00:00 TSLA 1000 @ 22.318000793457"
## [1] "2018-03-05 00:00:00 TSLA -1000 @ 22.2233333587646"
## [1] "2018-03-14 00:00:00 TSLA 1000 @ 21.775333404541"
## [1] "2018-03-15 00:00:00 TSLA -1000 @ 21.7066669464111"
## [1] "2018-04-06 00:00:00 TSLA 1000 @ 19.953332901001"
## [1] "2018-04-25 00:00:00 TSLA -1000 @ 18.71266746521"
## [1] "2018-04-30 00:00:00 TSLA 1000 @ 19.5933322906494"
## [1] "2018-05-16 00:00:00 TSLA -1000 @ 19.0986671447754"
## [1] "2018-05-31 00:00:00 TSLA 1000 @ 18.9820003509521"
## [1] "2018-06-25 00:00:00 TSLA -1000 @ 22.2006664276123"
## [1] "2018-08-03 00:00:00 TSLA 1000 @ 23.211332321167"
## [1] "2018-08-16 00:00:00 TSLA -1000 @ 22.3633327484131"
## [1] "2018-09-14 00:00:00 TSLA 1000 @ 19.6800003051758"
## [1] "2018-10-01 00:00:00 TSLA -1000 @ 20.7133331298828"
## [1] "2018-10-02 00:00:00 TSLA 1000 @ 20.068000793457"
## [1] "2018-10-05 00:00:00 TSLA -1000 @ 17.4633331298828"
## [1] "2018-10-17 00:00:00 TSLA 1000 @ 18.1186676025391"
## [1] "2018-11-13 00:00:00 TSLA -1000 @ 22.5820007324219"
## [1] "2018-12-06 00:00:00 TSLA 1000 @ 24.2040004730225"
## [1] "2018-12-18 00:00:00 TSLA -1000 @ 22.4686660766602"
## [1] "2019-01-08 00:00:00 TSLA 1000 @ 22.3566665649414"
## [1] "2019-01-22 00:00:00 TSLA -1000 @ 19.92799949646"
## [1] "2019-02-04 00:00:00 TSLA 1000 @ 20.8593330383301"
## [1] "2019-02-21 00:00:00 TSLA -1000 @ 19.4153327941895"
## [1] "2019-02-28 00:00:00 TSLA 1000 @ 21.3253326416016"
## [1] "2019-03-05 00:00:00 TSLA -1000 @ 18.4360008239746"
## [1] "2019-03-14 00:00:00 TSLA 1000 @ 19.3306674957275"
## [1] "2019-03-18 00:00:00 TSLA -1000 @ 17.9659996032715"
## [1] "2019-03-28 00:00:00 TSLA 1000 @ 18.5746669769287"
## [1] "2019-04-12 00:00:00 TSLA -1000 @ 17.8466663360596"
## [1] "2019-04-18 00:00:00 TSLA 1000 @ 18.2173328399658"
## [1] "2019-04-23 00:00:00 TSLA -1000 @ 17.5933322906494"
## [1] "2019-05-06 00:00:00 TSLA 1000 @ 17.0226669311523"
## [1] "2019-05-14 00:00:00 TSLA -1000 @ 15.4873332977295"
## [1] "2019-06-05 00:00:00 TSLA 1000 @ 13.1059999465942"
## [1] "2019-07-26 00:00:00 TSLA -1000 @ 15.2026672363281"
## [1] "2019-08-30 00:00:00 TSLA 1000 @ 15.0406665802002"
## [1] "2019-09-25 00:00:00 TSLA -1000 @ 15.2466669082642"
## [1] "2019-10-02 00:00:00 TSLA 1000 @ 16.208667755127"
## [1] "2019-10-04 00:00:00 TSLA -1000 @ 15.4286670684814"
## [1] "2019-10-10 00:00:00 TSLA 1000 @ 16.3159999847412"
## [1] "2019-10-24 00:00:00 TSLA -1000 @ 19.978666305542"
## [1] "2019-10-25 00:00:00 TSLA 1000 @ 21.8753337860107"
## [1] "2019-11-15 00:00:00 TSLA -1000 @ 23.4780006408691"
## [1] "2019-12-12 00:00:00 TSLA 1000 @ 23.978666305542"
## [1] "2020-01-21 00:00:00 TSLA -1000 @ 36.4799995422363"
## [1] "2020-01-22 00:00:00 TSLA 1000 @ 37.9706687927246"
## [1] "2020-01-28 00:00:00 TSLA -1000 @ 37.7933311462402"
## [1] "2020-01-31 00:00:00 TSLA 1000 @ 43.3713340759277"
## [1] "2020-02-12 00:00:00 TSLA -1000 @ 51.1526679992676"
## [1] "2020-02-20 00:00:00 TSLA 1000 @ 59.9606666564941"
## [1] "2020-02-25 00:00:00 TSLA -1000 @ 53.3273315429688"
## [1] "2020-03-26 00:00:00 TSLA 1000 @ 35.2106666564941"
## [1] "2020-05-04 00:00:00 TSLA -1000 @ 50.7459983825684"
## [1] "2020-06-02 00:00:00 TSLA 1000 @ 58.7706680297852"
## [1] "2020-06-22 00:00:00 TSLA -1000 @ 66.2880020141602"
## [1] "2020-07-02 00:00:00 TSLA 1000 @ 80.5773315429688"
## [1] "2020-07-20 00:00:00 TSLA -1000 @ 109.533332824707"
## [1] "2020-07-21 00:00:00 TSLA 1000 @ 104.557334899902"
## [1] "2020-07-22 00:00:00 TSLA -1000 @ 106.155334472656"
## [1] "2020-08-14 00:00:00 TSLA 1000 @ 110.047332763672"
## [1] "2020-09-04 00:00:00 TSLA -1000 @ 139.440002441406"
## [1] "2020-09-21 00:00:00 TSLA 1000 @ 149.796661376953"
## [1] "2020-09-23 00:00:00 TSLA -1000 @ 126.786666870117"
## [1] "2020-10-02 00:00:00 TSLA 1000 @ 138.363327026367"
## [1] "2020-10-05 00:00:00 TSLA -1000 @ 141.893325805664"
## [1] "2020-10-13 00:00:00 TSLA 1000 @ 148.883331298828"
## [1] "2020-10-20 00:00:00 TSLA -1000 @ 140.646667480469"
## [1] "2020-11-06 00:00:00 TSLA 1000 @ 143.316665649414"
## [1] "2020-11-12 00:00:00 TSLA -1000 @ 137.253326416016"
## [1] "2020-11-18 00:00:00 TSLA 1000 @ 162.213333129883"
## [1] "2020-12-11 00:00:00 TSLA -1000 @ 203.330001831055"
## [1] "2021-01-05 00:00:00 TSLA 1000 @ 245.036666870117"
## [1] "2021-01-19 00:00:00 TSLA -1000 @ 281.516662597656"
## [1] "2021-03-12 00:00:00 TSLA 1000 @ 231.24333190918"
## [1] "2021-03-26 00:00:00 TSLA -1000 @ 206.236663818359"
## [1] "2021-04-01 00:00:00 TSLA 1000 @ 220.58332824707"
## [1] "2021-04-28 00:00:00 TSLA -1000 @ 231.466659545898"
## [1] "2021-05-25 00:00:00 TSLA 1000 @ 201.563339233398"
## [1] "2021-07-08 00:00:00 TSLA -1000 @ 217.603332519531"
## [1] "2021-07-30 00:00:00 TSLA 1000 @ 229.066665649414"
## [1] "2021-08-17 00:00:00 TSLA -1000 @ 221.903335571289"
## [1] "2021-08-26 00:00:00 TSLA 1000 @ 233.720001220703"
## [1] "2021-08-27 00:00:00 TSLA -1000 @ 237.306671142578"
## [1] "2021-08-30 00:00:00 TSLA 1000 @ 243.636672973633"
## [1] "2021-09-14 00:00:00 TSLA -1000 @ 248.163330078125"
## [1] "2021-09-17 00:00:00 TSLA 1000 @ 253.163330078125"
## [1] "2021-09-21 00:00:00 TSLA -1000 @ 246.460006713867"
## [1] "2021-09-27 00:00:00 TSLA 1000 @ 263.786682128906"
## [1] "2021-10-06 00:00:00 TSLA -1000 @ 260.916656494141"
## [1] "2021-10-08 00:00:00 TSLA 1000 @ 261.829986572266"
## [1] "2021-10-11 00:00:00 TSLA -1000 @ 263.980010986328"
## [1] "2021-10-13 00:00:00 TSLA 1000 @ 270.359985351562"
## [1] "2021-11-10 00:00:00 TSLA -1000 @ 355.983337402344"
## [1] "2021-12-27 00:00:00 TSLA 1000 @ 364.646667480469"
## [1] "2022-01-10 00:00:00 TSLA -1000 @ 352.706665039062"
## [1] "2022-02-07 00:00:00 TSLA 1000 @ 302.446655273438"
## [1] "2022-02-15 00:00:00 TSLA -1000 @ 307.476654052734"
## [1] "2022-02-16 00:00:00 TSLA 1000 @ 307.796661376953"
## [1] "2022-02-22 00:00:00 TSLA -1000 @ 273.843322753906"
## [1] "2022-03-02 00:00:00 TSLA 1000 @ 293.296661376953"
## [1] "2022-03-15 00:00:00 TSLA -1000 @ 267.296661376953"
## [1] "2022-03-17 00:00:00 TSLA 1000 @ 290.533325195312"
## [1] "2022-04-07 00:00:00 TSLA -1000 @ 352.420013427734"
## [1] "2022-05-31 00:00:00 TSLA 1000 @ 252.753326416016"
## [1] "2022-06-14 00:00:00 TSLA -1000 @ 220.889999389648"
## [1] "2022-06-16 00:00:00 TSLA 1000 @ 213.100006103516"
## [1] "2022-06-17 00:00:00 TSLA -1000 @ 216.759994506836"
## [1] "2022-06-22 00:00:00 TSLA 1000 @ 236.086669921875"
## [1] "2022-08-09 00:00:00 TSLA -1000 @ 283.333343505859"
## [1] "2022-09-12 00:00:00 TSLA 1000 @ 304.420013427734"
## [1] "2022-09-23 00:00:00 TSLA -1000 @ 275.329986572266"
## [1] "2022-10-20 00:00:00 TSLA 1000 @ 207.279998779297"
## [1] "2022-10-21 00:00:00 TSLA -1000 @ 214.440002441406"
## [1] "2022-10-24 00:00:00 TSLA 1000 @ 211.25"
## [1] "2022-11-08 00:00:00 TSLA -1000 @ 191.300003051758"
## [1] "2022-11-28 00:00:00 TSLA 1000 @ 182.919998168945"
## [1] "2022-12-09 00:00:00 TSLA -1000 @ 179.050003051758"
## [1] "2022-12-12 00:00:00 TSLA 1000 @ 167.820007324219"
## [1] "2022-12-13 00:00:00 TSLA -1000 @ 160.949996948242"
## [1] "2023-01-10 00:00:00 TSLA 1000 @ 118.849998474121"
## [1] "2023-02-17 00:00:00 TSLA -1000 @ 208.309997558594"
## [1] "2023-03-22 00:00:00 TSLA 1000 @ 191.149993896484"
## [1] "2023-04-06 00:00:00 TSLA -1000 @ 185.059997558594"
## [1] "2023-05-05 00:00:00 TSLA 1000 @ 170.059997558594"
## [1] "2023-06-23 00:00:00 TSLA -1000 @ 256.600006103516"
## [1] "2023-07-19 00:00:00 TSLA 1000 @ 291.260009765625"
## [1] "2023-07-20 00:00:00 TSLA -1000 @ 262.899993896484"
## [1] "2023-08-24 00:00:00 TSLA 1000 @ 230.039993286133"
## [1] "2023-09-21 00:00:00 TSLA -1000 @ 255.699996948242"
## [1] "2023-10-05 00:00:00 TSLA 1000 @ 260.049987792969"
## [1] "2023-10-16 00:00:00 TSLA -1000 @ 253.919998168945"
## [1] "2023-11-03 00:00:00 TSLA 1000 @ 219.960006713867"
## [1] "2023-12-05 00:00:00 TSLA -1000 @ 238.720001220703"
## [1] "2023-12-08 00:00:00 TSLA 1000 @ 243.839996337891"
## [1] "2023-12-12 00:00:00 TSLA -1000 @ 237.009994506836"
## [1] "2023-12-15 00:00:00 TSLA 1000 @ 253.5"
## [1] "2024-01-02 00:00:00 TSLA -1000 @ 248.419998168945"
## [1] "2024-02-08 00:00:00 TSLA 1000 @ 189.559997558594"
## [1] "2024-03-06 00:00:00 TSLA -1000 @ 176.539993286133"
## [1] "2024-03-21 00:00:00 TSLA 1000 @ 172.820007324219"
## [1] "2024-04-08 00:00:00 TSLA -1000 @ 172.979995727539"
## [1] "2024-04-09 00:00:00 TSLA 1000 @ 176.880004882812"
## [1] "2024-04-16 00:00:00 TSLA -1000 @ 157.110000610352"
## [1] "2024-04-26 00:00:00 TSLA 1000 @ 168.289993286133"
## [1] "2024-05-13 00:00:00 TSLA -1000 @ 171.889999389648"
## [1] "2024-05-22 00:00:00 TSLA 1000 @ 180.110000610352"
## [1] "2024-05-24 00:00:00 TSLA -1000 @ 179.240005493164"
## [1] "2024-05-28 00:00:00 TSLA 1000 @ 176.75"
## [1] "2024-05-29 00:00:00 TSLA -1000 @ 176.190002441406"
## [1] "2024-06-14 00:00:00 TSLA 1000 @ 178.009994506836"
## [1] "2024-07-17 00:00:00 TSLA -1000 @ 248.5"
## [1] "2024-08-16 00:00:00 TSLA 1000 @ 216.119995117188"
## [1] "2024-08-29 00:00:00 TSLA -1000 @ 206.279998779297"
## [1] "2024-09-05 00:00:00 TSLA 1000 @ 230.169998168945"
## [1] "2024-10-03 00:00:00 TSLA -1000 @ 240.660003662109"
## [1] "2024-10-25 00:00:00 TSLA 1000 @ 269.190002441406"
## [1] "2024-11-26 00:00:00 TSLA -1000 @ 338.230010986328"
## [1] "2024-12-09 00:00:00 TSLA 1000 @ 389.790008544922"
## [1] "2024-12-23 00:00:00 TSLA -1000 @ 430.600006103516"
## [1] "2025-01-21 00:00:00 TSLA 1000 @ 424.070007324219"
## [1] "2025-01-24 00:00:00 TSLA -1000 @ 406.579986572266"
## [1] "2025-02-20 00:00:00 TSLA 1000 @ 354.399993896484"
## [1] "2025-02-24 00:00:00 TSLA -1000 @ 330.529998779297"
## [1] "2025-03-20 00:00:00 TSLA 1000 @ 236.259994506836"
## [1] "2025-04-08 00:00:00 TSLA -1000 @ 221.860000610352"
## [1] "2025-04-10 00:00:00 TSLA 1000 @ 252.399993896484"
## [1] "2025-04-21 00:00:00 TSLA -1000 @ 227.5"
## [1] "2025-04-24 00:00:00 TSLA 1000 @ 259.510009765625"
## 测试参数组合 5/27: nFast=12, nSlow=26, nSig=7
## 策略环境已重置
## [1] "2010-08-24 00:00:00 TSLA 1000 @ 1.27999997138977"
## [1] "2010-09-22 00:00:00 TSLA -1000 @ 1.32466697692871"
## [1] "2010-09-30 00:00:00 TSLA 1000 @ 1.36066699028015"
## [1] "2010-10-04 00:00:00 TSLA -1000 @ 1.39933300018311"
## [1] "2010-10-06 00:00:00 TSLA 1000 @ 1.3639999628067"
## [1] "2010-10-07 00:00:00 TSLA -1000 @ 1.36199998855591"
## [1] "2010-10-25 00:00:00 TSLA 1000 @ 1.38999998569489"
## [1] "2010-12-03 00:00:00 TSLA -1000 @ 2.09933304786682"
## [1] "2011-01-11 00:00:00 TSLA 1000 @ 1.79733300209045"
## [1] "2011-01-12 00:00:00 TSLA -1000 @ 1.79733300209045"
## [1] "2011-02-01 00:00:00 TSLA 1000 @ 1.59399998188019"
## [1] "2011-02-08 00:00:00 TSLA -1000 @ 1.63266694545746"
## [1] "2011-02-09 00:00:00 TSLA 1000 @ 1.54733300209045"
## [1] "2011-02-24 00:00:00 TSLA -1000 @ 1.50199997425079"
## [1] "2011-02-28 00:00:00 TSLA 1000 @ 1.59266698360443"
## [1] "2011-03-16 00:00:00 TSLA -1000 @ 1.52133297920227"
## [1] "2011-03-30 00:00:00 TSLA 1000 @ 1.58066701889038"
## [1] "2011-04-14 00:00:00 TSLA -1000 @ 1.67599999904633"
## [1] "2011-04-25 00:00:00 TSLA 1000 @ 1.75933301448822"
## [1] "2011-05-05 00:00:00 TSLA -1000 @ 1.76266694068909"
## [1] "2011-05-10 00:00:00 TSLA 1000 @ 1.88866698741913"
## [1] "2011-05-12 00:00:00 TSLA -1000 @ 1.84466695785522"
## [1] "2011-05-26 00:00:00 TSLA 1000 @ 1.96533298492432"
## [1] "2011-06-08 00:00:00 TSLA -1000 @ 1.80799996852875"
## [1] "2011-06-29 00:00:00 TSLA 1000 @ 1.8860000371933"
## [1] "2011-07-13 00:00:00 TSLA -1000 @ 1.90933299064636"
## [1] "2011-07-25 00:00:00 TSLA 1000 @ 1.89933300018311"
## [1] "2011-07-27 00:00:00 TSLA -1000 @ 1.84266698360443"
## [1] "2011-08-17 00:00:00 TSLA 1000 @ 1.72200000286102"
## [1] "2011-08-19 00:00:00 TSLA -1000 @ 1.48666703701019"
## [1] "2011-08-30 00:00:00 TSLA 1000 @ 1.64199995994568"
## [1] "2011-09-30 00:00:00 TSLA -1000 @ 1.62600004673004"
## [1] "2011-10-07 00:00:00 TSLA 1000 @ 1.79933297634125"
## [1] "2011-10-27 00:00:00 TSLA -1000 @ 1.91733300685883"
## [1] "2011-10-28 00:00:00 TSLA 1000 @ 1.9913330078125"
## [1] "2011-11-03 00:00:00 TSLA -1000 @ 2.16400003433228"
## [1] "2011-11-04 00:00:00 TSLA 1000 @ 2.15400004386902"
## [1] "2011-11-22 00:00:00 TSLA -1000 @ 2.13800001144409"
## [1] "2011-12-07 00:00:00 TSLA 1000 @ 2.27933311462402"
## [1] "2011-12-09 00:00:00 TSLA -1000 @ 2.06933307647705"
## [1] "2012-01-12 00:00:00 TSLA 1000 @ 1.88333296775818"
## [1] "2012-01-17 00:00:00 TSLA -1000 @ 1.77333295345306"
## [1] "2012-01-23 00:00:00 TSLA 1000 @ 1.78466701507568"
## [1] "2012-02-28 00:00:00 TSLA -1000 @ 2.25399994850159"
## [1] "2012-03-14 00:00:00 TSLA 1000 @ 2.35266709327698"
## [1] "2012-03-16 00:00:00 TSLA -1000 @ 2.35466694831848"
## [1] "2012-03-28 00:00:00 TSLA 1000 @ 2.52333307266235"
## [1] "2012-04-05 00:00:00 TSLA -1000 @ 2.29866695404053"
## [1] "2012-04-30 00:00:00 TSLA 1000 @ 2.20866703987122"
## [1] "2012-05-07 00:00:00 TSLA -1000 @ 2.16466689109802"
## [1] "2012-05-24 00:00:00 TSLA 1000 @ 2.01866698265076"
## [1] "2012-06-04 00:00:00 TSLA -1000 @ 1.85866701602936"
## [1] "2012-06-11 00:00:00 TSLA 1000 @ 1.94133305549622"
## [1] "2012-07-03 00:00:00 TSLA -1000 @ 2.04399991035461"
## [1] "2012-07-13 00:00:00 TSLA 1000 @ 2.28333306312561"
## [1] "2012-07-23 00:00:00 TSLA -1000 @ 2.04399991035461"
## [1] "2012-08-09 00:00:00 TSLA 1000 @ 1.96066701412201"
## [1] "2012-08-29 00:00:00 TSLA -1000 @ 1.89400005340576"
## [1] "2012-09-10 00:00:00 TSLA 1000 @ 1.82466697692871"
## [1] "2012-09-11 00:00:00 TSLA -1000 @ 1.85333299636841"
## [1] "2012-09-14 00:00:00 TSLA 1000 @ 2.02600002288818"
## [1] "2012-09-26 00:00:00 TSLA -1000 @ 1.83599996566772"
## [1] "2012-11-02 00:00:00 TSLA 1000 @ 1.92799997329712"
## [1] "2012-12-14 00:00:00 TSLA -1000 @ 2.25399994850159"
## [1] "2013-01-22 00:00:00 TSLA 1000 @ 2.34599995613098"
## [1] "2013-02-13 00:00:00 TSLA -1000 @ 2.56333303451538"
## [1] "2013-03-07 00:00:00 TSLA 1000 @ 2.54866695404053"
## [1] "2013-03-18 00:00:00 TSLA -1000 @ 2.34333300590515"
## [1] "2013-03-27 00:00:00 TSLA 1000 @ 2.54399991035461"
## [1] "2013-06-03 00:00:00 TSLA -1000 @ 6.17266702651978"
## [1] "2013-07-02 00:00:00 TSLA 1000 @ 7.85466718673706"
## [1] "2013-07-17 00:00:00 TSLA -1000 @ 8.01666736602783"
## [1] "2013-07-30 00:00:00 TSLA 1000 @ 8.78266716003418"
## [1] "2013-08-15 00:00:00 TSLA -1000 @ 9.31133270263672"
## [1] "2013-08-26 00:00:00 TSLA 1000 @ 10.9479999542236"
## [1] "2013-09-09 00:00:00 TSLA -1000 @ 10.7133331298828"
## [1] "2013-09-23 00:00:00 TSLA 1000 @ 12.0740003585815"
## [1] "2013-10-03 00:00:00 TSLA -1000 @ 11.5539999008179"
## [1] "2013-11-06 00:00:00 TSLA 1000 @ 10.0773334503174"
## [1] "2013-11-07 00:00:00 TSLA -1000 @ 9.31799983978271"
## [1] "2013-12-02 00:00:00 TSLA 1000 @ 8.27799987792969"
## [1] "2014-01-08 00:00:00 TSLA -1000 @ 10.0853328704834"
## [1] "2014-01-09 00:00:00 TSLA 1000 @ 9.8353328704834"
## [1] "2014-01-10 00:00:00 TSLA -1000 @ 9.71466732025146"
## [1] "2014-01-15 00:00:00 TSLA 1000 @ 10.9420003890991"
## [1] "2014-02-05 00:00:00 TSLA -1000 @ 11.6280002593994"
## [1] "2014-02-11 00:00:00 TSLA 1000 @ 13.1079998016357"
## [1] "2014-03-10 00:00:00 TSLA -1000 @ 15.9226665496826"
## [1] "2014-04-23 00:00:00 TSLA 1000 @ 13.8660001754761"
## [1] "2014-04-29 00:00:00 TSLA -1000 @ 13.7946672439575"
## [1] "2014-04-30 00:00:00 TSLA 1000 @ 13.8593330383301"
## [1] "2014-05-09 00:00:00 TSLA -1000 @ 12.1506671905518"
## [1] "2014-05-20 00:00:00 TSLA 1000 @ 13.0200004577637"
## [1] "2014-06-13 00:00:00 TSLA -1000 @ 13.7613334655762"
## [1] "2014-06-16 00:00:00 TSLA 1000 @ 14.9739999771118"
## [1] "2014-07-07 00:00:00 TSLA -1000 @ 14.8439998626709"
## [1] "2014-07-30 00:00:00 TSLA 1000 @ 15.2613334655762"
## [1] "2014-08-22 00:00:00 TSLA -1000 @ 17.1186676025391"
## [1] "2014-09-03 00:00:00 TSLA 1000 @ 18.746000289917"
## [1] "2014-09-11 00:00:00 TSLA -1000 @ 18.6873321533203"
## [1] "2014-10-07 00:00:00 TSLA 1000 @ 17.304666519165"
## [1] "2014-10-13 00:00:00 TSLA -1000 @ 14.9726667404175"
## [1] "2014-10-27 00:00:00 TSLA 1000 @ 14.7779998779297"
## [1] "2014-10-28 00:00:00 TSLA -1000 @ 16.1846675872803"
## [1] "2014-10-29 00:00:00 TSLA 1000 @ 15.8733329772949"
## [1] "2014-11-25 00:00:00 TSLA -1000 @ 16.5393333435059"
## [1] "2014-12-22 00:00:00 TSLA 1000 @ 14.8400001525879"
## [1] "2015-01-08 00:00:00 TSLA -1000 @ 14.0413331985474"
## [1] "2015-01-26 00:00:00 TSLA 1000 @ 13.7700004577637"
## [1] "2015-02-17 00:00:00 TSLA -1000 @ 13.6233329772949"
## [1] "2015-02-23 00:00:00 TSLA 1000 @ 13.8226671218872"
## [1] "2015-02-25 00:00:00 TSLA -1000 @ 13.5839996337891"
## [1] "2015-03-19 00:00:00 TSLA 1000 @ 13.0433330535889"
## [1] "2015-03-30 00:00:00 TSLA -1000 @ 12.7046670913696"
## [1] "2015-04-07 00:00:00 TSLA 1000 @ 13.5500001907349"
## [1] "2015-05-21 00:00:00 TSLA -1000 @ 16.3746662139893"
## [1] "2015-06-19 00:00:00 TSLA 1000 @ 17.5006675720215"
## [1] "2015-06-30 00:00:00 TSLA -1000 @ 17.8840007781982"
## [1] "2015-07-02 00:00:00 TSLA 1000 @ 18.6679992675781"
## [1] "2015-07-09 00:00:00 TSLA -1000 @ 17.1946678161621"
## [1] "2015-07-21 00:00:00 TSLA 1000 @ 17.7846660614014"
## [1] "2015-07-23 00:00:00 TSLA -1000 @ 17.8133335113525"
## [1] "2015-08-19 00:00:00 TSLA 1000 @ 17.0166664123535"
## [1] "2015-08-24 00:00:00 TSLA -1000 @ 14.5913333892822"
## [1] "2015-08-31 00:00:00 TSLA 1000 @ 16.6040000915527"
## [1] "2015-09-29 00:00:00 TSLA -1000 @ 16.4433326721191"
## [1] "2015-11-03 00:00:00 TSLA 1000 @ 13.8900003433228"
## [1] "2015-12-11 00:00:00 TSLA -1000 @ 14.4680004119873"
## [1] "2015-12-18 00:00:00 TSLA 1000 @ 15.3640003204346"
## [1] "2016-01-05 00:00:00 TSLA -1000 @ 14.8953332901001"
## [1] "2016-02-19 00:00:00 TSLA 1000 @ 11.1053333282471"
## [1] "2016-03-30 00:00:00 TSLA -1000 @ 15.1260004043579"
## [1] "2016-04-05 00:00:00 TSLA 1000 @ 17.0313339233398"
## [1] "2016-04-13 00:00:00 TSLA -1000 @ 16.9686660766602"
## [1] "2016-05-23 00:00:00 TSLA 1000 @ 14.4146671295166"
## [1] "2016-06-15 00:00:00 TSLA -1000 @ 14.5133333206177"
## [1] "2016-07-05 00:00:00 TSLA 1000 @ 14.2653331756592"
## [1] "2016-08-04 00:00:00 TSLA -1000 @ 15.3739995956421"
## [1] "2016-09-19 00:00:00 TSLA 1000 @ 13.7559995651245"
## [1] "2016-10-10 00:00:00 TSLA -1000 @ 13.3966665267944"
## [1] "2016-10-20 00:00:00 TSLA 1000 @ 13.2733325958252"
## [1] "2016-11-02 00:00:00 TSLA -1000 @ 12.5346670150757"
## [1] "2016-11-23 00:00:00 TSLA 1000 @ 12.8760004043579"
## [1] "2016-12-05 00:00:00 TSLA -1000 @ 12.453332901001"
## [1] "2016-12-08 00:00:00 TSLA 1000 @ 12.8193330764771"
## [1] "2017-01-31 00:00:00 TSLA -1000 @ 16.7953338623047"
## [1] "2017-02-10 00:00:00 TSLA 1000 @ 17.9486675262451"
## [1] "2017-02-21 00:00:00 TSLA -1000 @ 18.4926662445068"
## [1] "2017-03-17 00:00:00 TSLA 1000 @ 17.4333324432373"
## [1] "2017-04-19 00:00:00 TSLA -1000 @ 20.3680000305176"
## [1] "2017-05-15 00:00:00 TSLA 1000 @ 21.058666229248"
## [1] "2017-05-16 00:00:00 TSLA -1000 @ 21.1340007781982"
## [1] "2017-05-31 00:00:00 TSLA 1000 @ 22.7339992523193"
## [1] "2017-06-22 00:00:00 TSLA -1000 @ 25.5073337554932"
## [1] "2017-07-25 00:00:00 TSLA 1000 @ 22.6399993896484"
## [1] "2017-08-02 00:00:00 TSLA -1000 @ 21.7259998321533"
## [1] "2017-08-04 00:00:00 TSLA 1000 @ 23.7940006256104"
## [1] "2017-08-21 00:00:00 TSLA -1000 @ 22.5240001678467"
## [1] "2017-09-05 00:00:00 TSLA 1000 @ 23.3059997558594"
## [1] "2017-09-06 00:00:00 TSLA -1000 @ 22.9686660766602"
## [1] "2017-09-12 00:00:00 TSLA 1000 @ 24.1833324432373"
## [1] "2017-09-25 00:00:00 TSLA -1000 @ 22.9993324279785"
## [1] "2017-10-09 00:00:00 TSLA 1000 @ 22.8626670837402"
## [1] "2017-10-10 00:00:00 TSLA -1000 @ 23.7059993743896"
## [1] "2017-10-11 00:00:00 TSLA 1000 @ 23.6399993896484"
## [1] "2017-10-23 00:00:00 TSLA -1000 @ 22.4680004119873"
## [1] "2017-11-15 00:00:00 TSLA 1000 @ 20.7533321380615"
## [1] "2017-12-27 00:00:00 TSLA -1000 @ 20.7759990692139"
## [1] "2018-01-09 00:00:00 TSLA 1000 @ 22.246000289917"
## [1] "2018-01-29 00:00:00 TSLA -1000 @ 23.3020000457764"
## [1] "2018-01-30 00:00:00 TSLA 1000 @ 23.054666519165"
## [1] "2018-01-31 00:00:00 TSLA -1000 @ 23.6206665039062"
## [1] "2018-02-01 00:00:00 TSLA 1000 @ 23.283332824707"
## [1] "2018-02-05 00:00:00 TSLA -1000 @ 22.208667755127"
## [1] "2018-02-22 00:00:00 TSLA 1000 @ 23.0779991149902"
## [1] "2018-03-05 00:00:00 TSLA -1000 @ 22.2233333587646"
## [1] "2018-03-14 00:00:00 TSLA 1000 @ 21.775333404541"
## [1] "2018-03-15 00:00:00 TSLA -1000 @ 21.7066669464111"
## [1] "2018-04-06 00:00:00 TSLA 1000 @ 19.953332901001"
## [1] "2018-04-26 00:00:00 TSLA -1000 @ 19.0319995880127"
## [1] "2018-04-27 00:00:00 TSLA 1000 @ 19.6053333282471"
## [1] "2018-05-16 00:00:00 TSLA -1000 @ 19.0986671447754"
## [1] "2018-05-31 00:00:00 TSLA 1000 @ 18.9820003509521"
## [1] "2018-06-26 00:00:00 TSLA -1000 @ 22.7999992370605"
## [1] "2018-08-03 00:00:00 TSLA 1000 @ 23.211332321167"
## [1] "2018-08-17 00:00:00 TSLA -1000 @ 20.3666667938232"
## [1] "2018-09-17 00:00:00 TSLA 1000 @ 19.6560001373291"
## [1] "2018-10-08 00:00:00 TSLA -1000 @ 16.7040004730225"
## [1] "2018-10-18 00:00:00 TSLA 1000 @ 17.5939998626709"
## [1] "2018-11-14 00:00:00 TSLA -1000 @ 22.9333324432373"
## [1] "2018-12-07 00:00:00 TSLA 1000 @ 23.8646678924561"
## [1] "2018-12-10 00:00:00 TSLA -1000 @ 24.3433322906494"
## [1] "2018-12-11 00:00:00 TSLA 1000 @ 24.4506664276123"
## [1] "2018-12-18 00:00:00 TSLA -1000 @ 22.4686660766602"
## [1] "2019-01-09 00:00:00 TSLA 1000 @ 22.5686664581299"
## [1] "2019-01-22 00:00:00 TSLA -1000 @ 19.92799949646"
## [1] "2019-02-04 00:00:00 TSLA 1000 @ 20.8593330383301"
## [1] "2019-02-22 00:00:00 TSLA -1000 @ 19.6473331451416"
## [1] "2019-02-28 00:00:00 TSLA 1000 @ 21.3253326416016"
## [1] "2019-03-05 00:00:00 TSLA -1000 @ 18.4360008239746"
## [1] "2019-03-15 00:00:00 TSLA 1000 @ 18.3619995117188"
## [1] "2019-03-18 00:00:00 TSLA -1000 @ 17.9659996032715"
## [1] "2019-03-29 00:00:00 TSLA 1000 @ 18.6573333740234"
## [1] "2019-04-15 00:00:00 TSLA -1000 @ 17.7586669921875"
## [1] "2019-04-17 00:00:00 TSLA 1000 @ 18.0820007324219"
## [1] "2019-04-23 00:00:00 TSLA -1000 @ 17.5933322906494"
## [1] "2019-05-07 00:00:00 TSLA 1000 @ 16.470666885376"
## [1] "2019-05-14 00:00:00 TSLA -1000 @ 15.4873332977295"
## [1] "2019-06-06 00:00:00 TSLA 1000 @ 13.7299995422363"
## [1] "2019-07-26 00:00:00 TSLA -1000 @ 15.2026672363281"
## [1] "2019-09-03 00:00:00 TSLA 1000 @ 15.0006666183472"
## [1] "2019-09-25 00:00:00 TSLA -1000 @ 15.2466669082642"
## [1] "2019-10-02 00:00:00 TSLA 1000 @ 16.208667755127"
## [1] "2019-10-04 00:00:00 TSLA -1000 @ 15.4286670684814"
## [1] "2019-10-11 00:00:00 TSLA 1000 @ 16.5259990692139"
## [1] "2019-11-19 00:00:00 TSLA -1000 @ 23.9680004119873"
## [1] "2019-12-13 00:00:00 TSLA 1000 @ 23.8926677703857"
## [1] "2020-01-29 00:00:00 TSLA -1000 @ 38.732666015625"
## [1] "2020-01-31 00:00:00 TSLA 1000 @ 43.3713340759277"
## [1] "2020-02-13 00:00:00 TSLA -1000 @ 53.5999984741211"
## [1] "2020-02-20 00:00:00 TSLA 1000 @ 59.9606666564941"
## [1] "2020-02-25 00:00:00 TSLA -1000 @ 53.3273315429688"
## [1] "2020-03-27 00:00:00 TSLA 1000 @ 34.2906684875488"
## [1] "2020-05-04 00:00:00 TSLA -1000 @ 50.7459983825684"
## [1] "2020-06-03 00:00:00 TSLA 1000 @ 58.8639984130859"
## [1] "2020-06-23 00:00:00 TSLA -1000 @ 66.7853317260742"
## [1] "2020-07-02 00:00:00 TSLA 1000 @ 80.5773315429688"
## [1] "2020-07-23 00:00:00 TSLA -1000 @ 100.87133026123"
## [1] "2020-08-17 00:00:00 TSLA 1000 @ 122.375999450684"
## [1] "2020-09-04 00:00:00 TSLA -1000 @ 139.440002441406"
## [1] "2020-10-14 00:00:00 TSLA 1000 @ 153.766662597656"
## [1] "2020-10-20 00:00:00 TSLA -1000 @ 140.646667480469"
## [1] "2020-11-06 00:00:00 TSLA 1000 @ 143.316665649414"
## [1] "2020-11-11 00:00:00 TSLA -1000 @ 139.043334960938"
## [1] "2020-11-18 00:00:00 TSLA 1000 @ 162.213333129883"
## [1] "2020-12-14 00:00:00 TSLA -1000 @ 213.276672363281"
## [1] "2021-01-05 00:00:00 TSLA 1000 @ 245.036666870117"
## [1] "2021-01-20 00:00:00 TSLA -1000 @ 283.483337402344"
## [1] "2021-03-12 00:00:00 TSLA 1000 @ 231.24333190918"
## [1] "2021-03-29 00:00:00 TSLA -1000 @ 203.763336181641"
## [1] "2021-04-01 00:00:00 TSLA 1000 @ 220.58332824707"
## [1] "2021-04-29 00:00:00 TSLA -1000 @ 225.66667175293"
## [1] "2021-05-26 00:00:00 TSLA 1000 @ 206.376663208008"
## [1] "2021-07-09 00:00:00 TSLA -1000 @ 218.983337402344"
## [1] "2021-08-02 00:00:00 TSLA 1000 @ 236.556671142578"
## [1] "2021-08-17 00:00:00 TSLA -1000 @ 221.903335571289"
## [1] "2021-08-31 00:00:00 TSLA 1000 @ 245.240005493164"
## [1] "2021-09-21 00:00:00 TSLA -1000 @ 246.460006713867"
## [1] "2021-09-28 00:00:00 TSLA 1000 @ 259.186676025391"
## [1] "2021-10-06 00:00:00 TSLA -1000 @ 260.916656494141"
## [1] "2021-10-08 00:00:00 TSLA 1000 @ 261.829986572266"
## [1] "2021-10-11 00:00:00 TSLA -1000 @ 263.980010986328"
## [1] "2021-10-13 00:00:00 TSLA 1000 @ 270.359985351562"
## [1] "2021-11-10 00:00:00 TSLA -1000 @ 355.983337402344"
## [1] "2021-12-27 00:00:00 TSLA 1000 @ 364.646667480469"
## [1] "2022-01-11 00:00:00 TSLA -1000 @ 354.799987792969"
## [1] "2022-01-13 00:00:00 TSLA 1000 @ 343.853332519531"
## [1] "2022-01-14 00:00:00 TSLA -1000 @ 349.869995117188"
## [1] "2022-02-09 00:00:00 TSLA 1000 @ 310.666656494141"
## [1] "2022-02-14 00:00:00 TSLA -1000 @ 291.920013427734"
## [1] "2022-02-16 00:00:00 TSLA 1000 @ 307.796661376953"
## [1] "2022-02-23 00:00:00 TSLA -1000 @ 254.679992675781"
## [1] "2022-03-02 00:00:00 TSLA 1000 @ 293.296661376953"
## [1] "2022-03-15 00:00:00 TSLA -1000 @ 267.296661376953"
## [1] "2022-03-17 00:00:00 TSLA 1000 @ 290.533325195312"
## [1] "2022-04-11 00:00:00 TSLA -1000 @ 325.309997558594"
## [1] "2022-05-31 00:00:00 TSLA 1000 @ 252.753326416016"
## [1] "2022-06-15 00:00:00 TSLA -1000 @ 233"
## [1] "2022-06-16 00:00:00 TSLA 1000 @ 213.100006103516"
## [1] "2022-06-17 00:00:00 TSLA -1000 @ 216.759994506836"
## [1] "2022-06-22 00:00:00 TSLA 1000 @ 236.086669921875"
## [1] "2022-08-10 00:00:00 TSLA -1000 @ 294.356658935547"
## [1] "2022-09-13 00:00:00 TSLA 1000 @ 292.130004882812"
## [1] "2022-09-23 00:00:00 TSLA -1000 @ 275.329986572266"
## [1] "2022-10-26 00:00:00 TSLA 1000 @ 224.639999389648"
## [1] "2022-11-08 00:00:00 TSLA -1000 @ 191.300003051758"
## [1] "2022-11-28 00:00:00 TSLA 1000 @ 182.919998168945"
## [1] "2022-12-13 00:00:00 TSLA -1000 @ 160.949996948242"
## [1] "2023-01-10 00:00:00 TSLA 1000 @ 118.849998474121"
## [1] "2023-02-22 00:00:00 TSLA -1000 @ 200.860000610352"
## [1] "2023-03-23 00:00:00 TSLA 1000 @ 192.220001220703"
## [1] "2023-04-06 00:00:00 TSLA -1000 @ 185.059997558594"
## [1] "2023-05-08 00:00:00 TSLA 1000 @ 171.789993286133"
## [1] "2023-06-26 00:00:00 TSLA -1000 @ 241.050003051758"
## [1] "2023-08-28 00:00:00 TSLA 1000 @ 238.820007324219"
## [1] "2023-09-22 00:00:00 TSLA -1000 @ 244.880004882812"
## [1] "2023-10-06 00:00:00 TSLA 1000 @ 260.529998779297"
## [1] "2023-10-17 00:00:00 TSLA -1000 @ 254.850006103516"
## [1] "2023-11-06 00:00:00 TSLA 1000 @ 219.270004272461"
## [1] "2023-12-13 00:00:00 TSLA -1000 @ 239.289993286133"
## [1] "2023-12-15 00:00:00 TSLA 1000 @ 253.5"
## [1] "2024-01-02 00:00:00 TSLA -1000 @ 248.419998168945"
## [1] "2024-02-09 00:00:00 TSLA 1000 @ 193.570007324219"
## [1] "2024-03-06 00:00:00 TSLA -1000 @ 176.539993286133"
## [1] "2024-03-22 00:00:00 TSLA 1000 @ 170.830001831055"
## [1] "2024-04-17 00:00:00 TSLA -1000 @ 155.449996948242"
## [1] "2024-04-26 00:00:00 TSLA 1000 @ 168.289993286133"
## [1] "2024-05-14 00:00:00 TSLA -1000 @ 177.550003051758"
## [1] "2024-05-15 00:00:00 TSLA 1000 @ 173.990005493164"
## [1] "2024-05-16 00:00:00 TSLA -1000 @ 174.839996337891"
## [1] "2024-05-20 00:00:00 TSLA 1000 @ 174.949996948242"
## [1] "2024-05-21 00:00:00 TSLA -1000 @ 186.600006103516"
## [1] "2024-05-22 00:00:00 TSLA 1000 @ 180.110000610352"
## [1] "2024-05-29 00:00:00 TSLA -1000 @ 176.190002441406"
## [1] "2024-06-14 00:00:00 TSLA 1000 @ 178.009994506836"
## [1] "2024-07-18 00:00:00 TSLA -1000 @ 249.229995727539"
## [1] "2024-08-19 00:00:00 TSLA 1000 @ 222.720001220703"
## [1] "2024-08-29 00:00:00 TSLA -1000 @ 206.279998779297"
## [1] "2024-09-03 00:00:00 TSLA 1000 @ 210.600006103516"
## [1] "2024-10-04 00:00:00 TSLA -1000 @ 250.080001831055"
## [1] "2024-10-25 00:00:00 TSLA 1000 @ 269.190002441406"
## [1] "2024-11-26 00:00:00 TSLA -1000 @ 338.230010986328"
## [1] "2024-12-09 00:00:00 TSLA 1000 @ 389.790008544922"
## [1] "2024-12-23 00:00:00 TSLA -1000 @ 430.600006103516"
## [1] "2025-03-24 00:00:00 TSLA 1000 @ 278.390014648438"
## [1] "2025-04-09 00:00:00 TSLA -1000 @ 272.200012207031"
## [1] "2025-04-10 00:00:00 TSLA 1000 @ 252.399993896484"
## [1] "2025-04-22 00:00:00 TSLA -1000 @ 237.970001220703"
## [1] "2025-04-24 00:00:00 TSLA 1000 @ 259.510009765625"
## 测试参数组合 6/27: nFast=16, nSlow=26, nSig=7
## 策略环境已重置
## [1] "2010-08-26 00:00:00 TSLA 1000 @ 1.31666696071625"
## [1] "2010-09-23 00:00:00 TSLA -1000 @ 1.30400002002716"
## [1] "2010-09-30 00:00:00 TSLA 1000 @ 1.36066699028015"
## [1] "2010-10-04 00:00:00 TSLA -1000 @ 1.39933300018311"
## [1] "2010-10-06 00:00:00 TSLA 1000 @ 1.3639999628067"
## [1] "2010-10-07 00:00:00 TSLA -1000 @ 1.36199998855591"
## [1] "2010-10-26 00:00:00 TSLA 1000 @ 1.42400002479553"
## [1] "2010-12-03 00:00:00 TSLA -1000 @ 2.09933304786682"
## [1] "2011-02-09 00:00:00 TSLA 1000 @ 1.54733300209045"
## [1] "2011-02-24 00:00:00 TSLA -1000 @ 1.50199997425079"
## [1] "2011-02-28 00:00:00 TSLA 1000 @ 1.59266698360443"
## [1] "2011-03-17 00:00:00 TSLA -1000 @ 1.52066695690155"
## [1] "2011-03-30 00:00:00 TSLA 1000 @ 1.58066701889038"
## [1] "2011-04-15 00:00:00 TSLA -1000 @ 1.70533299446106"
## [1] "2011-04-25 00:00:00 TSLA 1000 @ 1.75933301448822"
## [1] "2011-05-06 00:00:00 TSLA -1000 @ 1.80799996852875"
## [1] "2011-05-10 00:00:00 TSLA 1000 @ 1.88866698741913"
## [1] "2011-05-13 00:00:00 TSLA -1000 @ 1.83666694164276"
## [1] "2011-05-26 00:00:00 TSLA 1000 @ 1.96533298492432"
## [1] "2011-06-08 00:00:00 TSLA -1000 @ 1.80799996852875"
## [1] "2011-06-30 00:00:00 TSLA 1000 @ 1.94200003147125"
## [1] "2011-07-15 00:00:00 TSLA -1000 @ 1.83866703510284"
## [1] "2011-07-25 00:00:00 TSLA 1000 @ 1.89933300018311"
## [1] "2011-07-27 00:00:00 TSLA -1000 @ 1.84266698360443"
## [1] "2011-08-18 00:00:00 TSLA 1000 @ 1.61733305454254"
## [1] "2011-08-19 00:00:00 TSLA -1000 @ 1.48666703701019"
## [1] "2011-08-30 00:00:00 TSLA 1000 @ 1.64199995994568"
## [1] "2011-10-03 00:00:00 TSLA -1000 @ 1.58200001716614"
## [1] "2011-10-07 00:00:00 TSLA 1000 @ 1.79933297634125"
## [1] "2011-11-22 00:00:00 TSLA -1000 @ 2.13800001144409"
## [1] "2011-12-07 00:00:00 TSLA 1000 @ 2.27933311462402"
## [1] "2011-12-09 00:00:00 TSLA -1000 @ 2.06933307647705"
## [1] "2012-01-12 00:00:00 TSLA 1000 @ 1.88333296775818"
## [1] "2012-01-17 00:00:00 TSLA -1000 @ 1.77333295345306"
## [1] "2012-01-24 00:00:00 TSLA 1000 @ 1.82799994945526"
## [1] "2012-02-29 00:00:00 TSLA -1000 @ 2.22733306884766"
## [1] "2012-03-14 00:00:00 TSLA 1000 @ 2.35266709327698"
## [1] "2012-03-16 00:00:00 TSLA -1000 @ 2.35466694831848"
## [1] "2012-03-28 00:00:00 TSLA 1000 @ 2.52333307266235"
## [1] "2012-04-05 00:00:00 TSLA -1000 @ 2.29866695404053"
## [1] "2012-05-02 00:00:00 TSLA 1000 @ 2.26266694068909"
## [1] "2012-05-07 00:00:00 TSLA -1000 @ 2.16466689109802"
## [1] "2012-05-25 00:00:00 TSLA 1000 @ 1.98733305931091"
## [1] "2012-06-04 00:00:00 TSLA -1000 @ 1.85866701602936"
## [1] "2012-06-11 00:00:00 TSLA 1000 @ 1.94133305549622"
## [1] "2012-07-03 00:00:00 TSLA -1000 @ 2.04399991035461"
## [1] "2012-07-13 00:00:00 TSLA 1000 @ 2.28333306312561"
## [1] "2012-07-23 00:00:00 TSLA -1000 @ 2.04399991035461"
## [1] "2012-08-10 00:00:00 TSLA 1000 @ 1.99600005149841"
## [1] "2012-08-29 00:00:00 TSLA -1000 @ 1.89400005340576"
## [1] "2012-09-10 00:00:00 TSLA 1000 @ 1.82466697692871"
## [1] "2012-09-11 00:00:00 TSLA -1000 @ 1.85333299636841"
## [1] "2012-09-14 00:00:00 TSLA 1000 @ 2.02600002288818"
## [1] "2012-09-26 00:00:00 TSLA -1000 @ 1.83599996566772"
## [1] "2012-11-02 00:00:00 TSLA 1000 @ 1.92799997329712"
## [1] "2012-12-14 00:00:00 TSLA -1000 @ 2.25399994850159"
## [1] "2013-01-23 00:00:00 TSLA 1000 @ 2.40000009536743"
## [1] "2013-02-14 00:00:00 TSLA -1000 @ 2.55133295059204"
## [1] "2013-03-08 00:00:00 TSLA 1000 @ 2.56466698646545"
## [1] "2013-03-18 00:00:00 TSLA -1000 @ 2.34333300590515"
## [1] "2013-03-27 00:00:00 TSLA 1000 @ 2.54399991035461"
## [1] "2013-06-03 00:00:00 TSLA -1000 @ 6.17266702651978"
## [1] "2013-07-03 00:00:00 TSLA 1000 @ 7.68266677856445"
## [1] "2013-07-17 00:00:00 TSLA -1000 @ 8.01666736602783"
## [1] "2013-08-01 00:00:00 TSLA 1000 @ 9.03666687011719"
## [1] "2013-08-15 00:00:00 TSLA -1000 @ 9.31133270263672"
## [1] "2013-08-26 00:00:00 TSLA 1000 @ 10.9479999542236"
## [1] "2013-09-09 00:00:00 TSLA -1000 @ 10.7133331298828"
## [1] "2013-09-24 00:00:00 TSLA 1000 @ 12.1553325653076"
## [1] "2013-10-03 00:00:00 TSLA -1000 @ 11.5539999008179"
## [1] "2013-12-04 00:00:00 TSLA 1000 @ 9.26333332061768"
## [1] "2014-01-13 00:00:00 TSLA -1000 @ 9.28933334350586"
## [1] "2014-01-15 00:00:00 TSLA 1000 @ 10.9420003890991"
## [1] "2014-02-06 00:00:00 TSLA -1000 @ 11.8920001983643"
## [1] "2014-02-11 00:00:00 TSLA 1000 @ 13.1079998016357"
## [1] "2014-03-11 00:00:00 TSLA -1000 @ 15.6273326873779"
## [1] "2014-04-24 00:00:00 TSLA 1000 @ 13.8573331832886"
## [1] "2014-04-28 00:00:00 TSLA -1000 @ 13.2340002059937"
## [1] "2014-04-30 00:00:00 TSLA 1000 @ 13.8593330383301"
## [1] "2014-05-09 00:00:00 TSLA -1000 @ 12.1506671905518"
## [1] "2014-05-21 00:00:00 TSLA 1000 @ 13.296667098999"
## [1] "2014-07-07 00:00:00 TSLA -1000 @ 14.8439998626709"
## [1] "2014-07-31 00:00:00 TSLA 1000 @ 14.8866672515869"
## [1] "2014-08-22 00:00:00 TSLA -1000 @ 17.1186676025391"
## [1] "2014-09-03 00:00:00 TSLA 1000 @ 18.746000289917"
## [1] "2014-09-12 00:00:00 TSLA -1000 @ 18.6133327484131"
## [1] "2014-10-08 00:00:00 TSLA 1000 @ 17.2853336334229"
## [1] "2014-10-13 00:00:00 TSLA -1000 @ 14.9726667404175"
## [1] "2014-10-29 00:00:00 TSLA 1000 @ 15.8733329772949"
## [1] "2014-12-01 00:00:00 TSLA -1000 @ 15.4426670074463"
## [1] "2014-12-23 00:00:00 TSLA 1000 @ 14.7313327789307"
## [1] "2015-01-09 00:00:00 TSLA -1000 @ 13.7773332595825"
## [1] "2015-01-27 00:00:00 TSLA 1000 @ 13.7320003509521"
## [1] "2015-02-18 00:00:00 TSLA -1000 @ 13.6306667327881"
## [1] "2015-02-23 00:00:00 TSLA 1000 @ 13.8226671218872"
## [1] "2015-02-25 00:00:00 TSLA -1000 @ 13.5839996337891"
## [1] "2015-03-19 00:00:00 TSLA 1000 @ 13.0433330535889"
## [1] "2015-03-30 00:00:00 TSLA -1000 @ 12.7046670913696"
## [1] "2015-04-07 00:00:00 TSLA 1000 @ 13.5500001907349"
## [1] "2015-05-22 00:00:00 TSLA -1000 @ 16.5153331756592"
## [1] "2015-06-22 00:00:00 TSLA 1000 @ 17.3193321228027"
## [1] "2015-06-23 00:00:00 TSLA -1000 @ 17.8446674346924"
## [1] "2015-06-24 00:00:00 TSLA 1000 @ 17.67799949646"
## [1] "2015-06-30 00:00:00 TSLA -1000 @ 17.8840007781982"
## [1] "2015-07-02 00:00:00 TSLA 1000 @ 18.6679992675781"
## [1] "2015-07-09 00:00:00 TSLA -1000 @ 17.1946678161621"
## [1] "2015-07-21 00:00:00 TSLA 1000 @ 17.7846660614014"
## [1] "2015-07-22 00:00:00 TSLA -1000 @ 17.8579998016357"
## [1] "2015-08-20 00:00:00 TSLA 1000 @ 16.1453323364258"
## [1] "2015-08-21 00:00:00 TSLA -1000 @ 15.3846673965454"
## [1] "2015-09-01 00:00:00 TSLA 1000 @ 15.9086666107178"
## [1] "2015-09-30 00:00:00 TSLA -1000 @ 16.5599994659424"
## [1] "2015-11-03 00:00:00 TSLA 1000 @ 13.8900003433228"
## [1] "2015-12-14 00:00:00 TSLA -1000 @ 14.5719995498657"
## [1] "2015-12-18 00:00:00 TSLA 1000 @ 15.3640003204346"
## [1] "2016-01-06 00:00:00 TSLA -1000 @ 14.6026668548584"
## [1] "2016-02-19 00:00:00 TSLA 1000 @ 11.1053333282471"
## [1] "2016-04-01 00:00:00 TSLA -1000 @ 15.8393325805664"
## [1] "2016-04-05 00:00:00 TSLA 1000 @ 17.0313339233398"
## [1] "2016-04-13 00:00:00 TSLA -1000 @ 16.9686660766602"
## [1] "2016-05-25 00:00:00 TSLA 1000 @ 14.6386671066284"
## [1] "2016-06-16 00:00:00 TSLA -1000 @ 14.5286674499512"
## [1] "2016-07-05 00:00:00 TSLA 1000 @ 14.2653331756592"
## [1] "2016-08-09 00:00:00 TSLA -1000 @ 15.2720003128052"
## [1] "2016-09-20 00:00:00 TSLA 1000 @ 13.6426668167114"
## [1] "2016-10-11 00:00:00 TSLA -1000 @ 13.3400001525879"
## [1] "2016-10-20 00:00:00 TSLA 1000 @ 13.2733325958252"
## [1] "2016-11-02 00:00:00 TSLA -1000 @ 12.5346670150757"
## [1] "2016-11-23 00:00:00 TSLA 1000 @ 12.8760004043579"
## [1] "2016-12-05 00:00:00 TSLA -1000 @ 12.453332901001"
## [1] "2016-12-08 00:00:00 TSLA 1000 @ 12.8193330764771"
## [1] "2017-02-01 00:00:00 TSLA -1000 @ 16.6159992218018"
## [1] "2017-02-13 00:00:00 TSLA 1000 @ 18.7066669464111"
## [1] "2017-02-21 00:00:00 TSLA -1000 @ 18.4926662445068"
## [1] "2017-03-20 00:00:00 TSLA 1000 @ 17.461332321167"
## [1] "2017-03-23 00:00:00 TSLA -1000 @ 16.9853324890137"
## [1] "2017-03-27 00:00:00 TSLA 1000 @ 18.0146675109863"
## [1] "2017-04-21 00:00:00 TSLA -1000 @ 20.3733329772949"
## [1] "2017-05-31 00:00:00 TSLA 1000 @ 22.7339992523193"
## [1] "2017-06-27 00:00:00 TSLA -1000 @ 24.1580009460449"
## [1] "2017-07-25 00:00:00 TSLA 1000 @ 22.6399993896484"
## [1] "2017-08-02 00:00:00 TSLA -1000 @ 21.7259998321533"
## [1] "2017-08-04 00:00:00 TSLA 1000 @ 23.7940006256104"
## [1] "2017-08-22 00:00:00 TSLA -1000 @ 22.7566661834717"
## [1] "2017-09-05 00:00:00 TSLA 1000 @ 23.3059997558594"
## [1] "2017-09-06 00:00:00 TSLA -1000 @ 22.9686660766602"
## [1] "2017-09-12 00:00:00 TSLA 1000 @ 24.1833324432373"
## [1] "2017-09-25 00:00:00 TSLA -1000 @ 22.9993324279785"
## [1] "2017-10-12 00:00:00 TSLA 1000 @ 23.7119998931885"
## [1] "2017-10-23 00:00:00 TSLA -1000 @ 22.4680004119873"
## [1] "2017-11-16 00:00:00 TSLA 1000 @ 20.8333320617676"
## [1] "2017-12-27 00:00:00 TSLA -1000 @ 20.7759990692139"
## [1] "2018-01-09 00:00:00 TSLA 1000 @ 22.246000289917"
## [1] "2018-02-05 00:00:00 TSLA -1000 @ 22.208667755127"
## [1] "2018-02-23 00:00:00 TSLA 1000 @ 23.4699993133545"
## [1] "2018-03-06 00:00:00 TSLA -1000 @ 21.8799991607666"
## [1] "2018-03-14 00:00:00 TSLA 1000 @ 21.775333404541"
## [1] "2018-03-15 00:00:00 TSLA -1000 @ 21.7066669464111"
## [1] "2018-04-09 00:00:00 TSLA 1000 @ 19.3106670379639"
## [1] "2018-05-17 00:00:00 TSLA -1000 @ 18.9693336486816"
## [1] "2018-05-31 00:00:00 TSLA 1000 @ 18.9820003509521"
## [1] "2018-06-26 00:00:00 TSLA -1000 @ 22.7999992370605"
## [1] "2018-08-03 00:00:00 TSLA 1000 @ 23.211332321167"
## [1] "2018-08-20 00:00:00 TSLA -1000 @ 20.5626678466797"
## [1] "2018-09-18 00:00:00 TSLA 1000 @ 18.9973335266113"
## [1] "2018-10-08 00:00:00 TSLA -1000 @ 16.7040004730225"
## [1] "2018-10-24 00:00:00 TSLA 1000 @ 19.2333335876465"
## [1] "2018-11-21 00:00:00 TSLA -1000 @ 22.5459995269775"
## [1] "2018-12-11 00:00:00 TSLA 1000 @ 24.4506664276123"
## [1] "2018-12-18 00:00:00 TSLA -1000 @ 22.4686660766602"
## [1] "2019-01-10 00:00:00 TSLA 1000 @ 22.9979991912842"
## [1] "2019-01-22 00:00:00 TSLA -1000 @ 19.92799949646"
## [1] "2019-02-05 00:00:00 TSLA 1000 @ 21.4233322143555"
## [1] "2019-02-22 00:00:00 TSLA -1000 @ 19.6473331451416"
## [1] "2019-02-28 00:00:00 TSLA 1000 @ 21.3253326416016"
## [1] "2019-03-05 00:00:00 TSLA -1000 @ 18.4360008239746"
## [1] "2019-03-15 00:00:00 TSLA 1000 @ 18.3619995117188"
## [1] "2019-03-18 00:00:00 TSLA -1000 @ 17.9659996032715"
## [1] "2019-03-29 00:00:00 TSLA 1000 @ 18.6573333740234"
## [1] "2019-04-16 00:00:00 TSLA -1000 @ 18.2240009307861"
## [1] "2019-04-17 00:00:00 TSLA 1000 @ 18.0820007324219"
## [1] "2019-04-23 00:00:00 TSLA -1000 @ 17.5933322906494"
## [1] "2019-05-07 00:00:00 TSLA 1000 @ 16.470666885376"
## [1] "2019-05-13 00:00:00 TSLA -1000 @ 15.1339998245239"
## [1] "2019-06-07 00:00:00 TSLA 1000 @ 13.6333332061768"
## [1] "2019-07-26 00:00:00 TSLA -1000 @ 15.2026672363281"
## [1] "2019-09-03 00:00:00 TSLA 1000 @ 15.0006666183472"
## [1] "2019-09-25 00:00:00 TSLA -1000 @ 15.2466669082642"
## [1] "2019-10-02 00:00:00 TSLA 1000 @ 16.208667755127"
## [1] "2019-10-04 00:00:00 TSLA -1000 @ 15.4286670684814"
## [1] "2019-10-11 00:00:00 TSLA 1000 @ 16.5259990692139"
## [1] "2019-11-19 00:00:00 TSLA -1000 @ 23.9680004119873"
## [1] "2019-12-17 00:00:00 TSLA 1000 @ 25.2660007476807"
## [1] "2020-01-30 00:00:00 TSLA -1000 @ 42.7206687927246"
## [1] "2020-01-31 00:00:00 TSLA 1000 @ 43.3713340759277"
## [1] "2020-02-14 00:00:00 TSLA -1000 @ 53.335334777832"
## [1] "2020-02-20 00:00:00 TSLA 1000 @ 59.9606666564941"
## [1] "2020-02-25 00:00:00 TSLA -1000 @ 53.3273315429688"
## [1] "2020-03-31 00:00:00 TSLA 1000 @ 34.9333343505859"
## [1] "2020-05-08 00:00:00 TSLA -1000 @ 54.6279983520508"
## [1] "2020-05-11 00:00:00 TSLA 1000 @ 54.0859985351562"
## [1] "2020-05-14 00:00:00 TSLA -1000 @ 53.5553321838379"
## [1] "2020-06-03 00:00:00 TSLA 1000 @ 58.8639984130859"
## [1] "2020-06-05 00:00:00 TSLA -1000 @ 59.0439987182617"
## [1] "2020-06-09 00:00:00 TSLA 1000 @ 62.7113342285156"
## [1] "2020-06-23 00:00:00 TSLA -1000 @ 66.7853317260742"
## [1] "2020-07-02 00:00:00 TSLA 1000 @ 80.5773315429688"
## [1] "2020-07-24 00:00:00 TSLA -1000 @ 94.466667175293"
## [1] "2020-08-18 00:00:00 TSLA 1000 @ 125.805999755859"
## [1] "2020-09-04 00:00:00 TSLA -1000 @ 139.440002441406"
## [1] "2020-10-15 00:00:00 TSLA 1000 @ 149.626663208008"
## [1] "2020-10-20 00:00:00 TSLA -1000 @ 140.646667480469"
## [1] "2020-11-09 00:00:00 TSLA 1000 @ 140.419998168945"
## [1] "2020-11-11 00:00:00 TSLA -1000 @ 139.043334960938"
## [1] "2020-11-18 00:00:00 TSLA 1000 @ 162.213333129883"
## [1] "2020-12-16 00:00:00 TSLA -1000 @ 207.589996337891"
## [1] "2020-12-21 00:00:00 TSLA 1000 @ 216.619995117188"
## [1] "2020-12-22 00:00:00 TSLA -1000 @ 213.446670532227"
## [1] "2021-01-06 00:00:00 TSLA 1000 @ 251.99333190918"
## [1] "2021-01-21 00:00:00 TSLA -1000 @ 281.663330078125"
## [1] "2021-03-15 00:00:00 TSLA 1000 @ 235.979995727539"
## [1] "2021-03-29 00:00:00 TSLA -1000 @ 203.763336181641"
## [1] "2021-04-01 00:00:00 TSLA 1000 @ 220.58332824707"
## [1] "2021-04-29 00:00:00 TSLA -1000 @ 225.66667175293"
## [1] "2021-05-27 00:00:00 TSLA 1000 @ 210.283340454102"
## [1] "2021-07-12 00:00:00 TSLA -1000 @ 228.566665649414"
## [1] "2021-07-13 00:00:00 TSLA 1000 @ 222.846664428711"
## [1] "2021-07-15 00:00:00 TSLA -1000 @ 216.866668701172"
## [1] "2021-08-02 00:00:00 TSLA 1000 @ 236.556671142578"
## [1] "2021-08-17 00:00:00 TSLA -1000 @ 221.903335571289"
## [1] "2021-08-31 00:00:00 TSLA 1000 @ 245.240005493164"
## [1] "2021-09-21 00:00:00 TSLA -1000 @ 246.460006713867"
## [1] "2021-09-28 00:00:00 TSLA 1000 @ 259.186676025391"
## [1] "2021-10-07 00:00:00 TSLA -1000 @ 264.536682128906"
## [1] "2021-10-08 00:00:00 TSLA 1000 @ 261.829986572266"
## [1] "2021-10-11 00:00:00 TSLA -1000 @ 263.980010986328"
## [1] "2021-10-13 00:00:00 TSLA 1000 @ 270.359985351562"
## [1] "2021-11-10 00:00:00 TSLA -1000 @ 355.983337402344"
## [1] "2021-12-28 00:00:00 TSLA 1000 @ 362.823333740234"
## [1] "2022-01-12 00:00:00 TSLA -1000 @ 368.739990234375"
## [1] "2022-01-13 00:00:00 TSLA 1000 @ 343.853332519531"
## [1] "2022-01-14 00:00:00 TSLA -1000 @ 349.869995117188"
## [1] "2022-02-10 00:00:00 TSLA 1000 @ 301.516662597656"
## [1] "2022-02-14 00:00:00 TSLA -1000 @ 291.920013427734"
## [1] "2022-02-16 00:00:00 TSLA 1000 @ 307.796661376953"
## [1] "2022-02-22 00:00:00 TSLA -1000 @ 273.843322753906"
## [1] "2022-03-02 00:00:00 TSLA 1000 @ 293.296661376953"
## [1] "2022-03-15 00:00:00 TSLA -1000 @ 267.296661376953"
## [1] "2022-03-17 00:00:00 TSLA 1000 @ 290.533325195312"
## [1] "2022-04-11 00:00:00 TSLA -1000 @ 325.309997558594"
## [1] "2022-05-31 00:00:00 TSLA 1000 @ 252.753326416016"
## [1] "2022-06-17 00:00:00 TSLA -1000 @ 216.759994506836"
## [1] "2022-06-22 00:00:00 TSLA 1000 @ 236.086669921875"
## [1] "2022-08-12 00:00:00 TSLA -1000 @ 300.029998779297"
## [1] "2022-08-16 00:00:00 TSLA 1000 @ 306.563323974609"
## [1] "2022-08-18 00:00:00 TSLA -1000 @ 302.869995117188"
## [1] "2022-09-13 00:00:00 TSLA 1000 @ 292.130004882812"
## [1] "2022-09-23 00:00:00 TSLA -1000 @ 275.329986572266"
## [1] "2022-10-26 00:00:00 TSLA 1000 @ 224.639999389648"
## [1] "2022-11-08 00:00:00 TSLA -1000 @ 191.300003051758"
## [1] "2022-11-29 00:00:00 TSLA 1000 @ 180.830001831055"
## [1] "2022-12-14 00:00:00 TSLA -1000 @ 156.800003051758"
## [1] "2023-01-11 00:00:00 TSLA 1000 @ 123.220001220703"
## [1] "2023-02-22 00:00:00 TSLA -1000 @ 200.860000610352"
## [1] "2023-03-27 00:00:00 TSLA 1000 @ 191.809997558594"
## [1] "2023-04-06 00:00:00 TSLA -1000 @ 185.059997558594"
## [1] "2023-05-09 00:00:00 TSLA 1000 @ 169.149993896484"
## [1] "2023-06-27 00:00:00 TSLA -1000 @ 250.210006713867"
## [1] "2023-08-29 00:00:00 TSLA 1000 @ 257.179992675781"
## [1] "2023-09-25 00:00:00 TSLA -1000 @ 246.990005493164"
## [1] "2023-10-06 00:00:00 TSLA 1000 @ 260.529998779297"
## [1] "2023-10-17 00:00:00 TSLA -1000 @ 254.850006103516"
## [1] "2023-11-07 00:00:00 TSLA 1000 @ 222.179992675781"
## [1] "2023-12-14 00:00:00 TSLA -1000 @ 251.050003051758"
## [1] "2023-12-15 00:00:00 TSLA 1000 @ 253.5"
## [1] "2024-01-02 00:00:00 TSLA -1000 @ 248.419998168945"
## [1] "2024-02-12 00:00:00 TSLA 1000 @ 188.130004882812"
## [1] "2024-03-07 00:00:00 TSLA -1000 @ 178.649993896484"
## [1] "2024-03-25 00:00:00 TSLA 1000 @ 172.630004882812"
## [1] "2024-04-17 00:00:00 TSLA -1000 @ 155.449996948242"
## [1] "2024-04-26 00:00:00 TSLA 1000 @ 168.289993286133"
## [1] "2024-05-30 00:00:00 TSLA -1000 @ 178.789993286133"
## [1] "2024-06-14 00:00:00 TSLA 1000 @ 178.009994506836"
## [1] "2024-07-19 00:00:00 TSLA -1000 @ 239.199996948242"
## [1] "2024-08-20 00:00:00 TSLA 1000 @ 221.100006103516"
## [1] "2024-08-29 00:00:00 TSLA -1000 @ 206.279998779297"
## [1] "2024-09-05 00:00:00 TSLA 1000 @ 230.169998168945"
## [1] "2024-10-04 00:00:00 TSLA -1000 @ 250.080001831055"
## [1] "2024-10-25 00:00:00 TSLA 1000 @ 269.190002441406"
## [1] "2024-11-27 00:00:00 TSLA -1000 @ 332.890014648438"
## [1] "2024-12-09 00:00:00 TSLA 1000 @ 389.790008544922"
## [1] "2024-12-23 00:00:00 TSLA -1000 @ 430.600006103516"
## [1] "2025-03-24 00:00:00 TSLA 1000 @ 278.390014648438"
## [1] "2025-04-09 00:00:00 TSLA -1000 @ 272.200012207031"
## [1] "2025-04-10 00:00:00 TSLA 1000 @ 252.399993896484"
## [1] "2025-04-22 00:00:00 TSLA -1000 @ 237.970001220703"
## [1] "2025-04-24 00:00:00 TSLA 1000 @ 259.510009765625"
## 测试参数组合 7/27: nFast=8, nSlow=30, nSig=7
## 策略环境已重置
## [1] "2010-08-23 00:00:00 TSLA 1000 @ 1.34200000762939"
## [1] "2010-09-20 00:00:00 TSLA -1000 @ 1.40400004386902"
## [1] "2010-09-30 00:00:00 TSLA 1000 @ 1.36066699028015"
## [1] "2010-10-04 00:00:00 TSLA -1000 @ 1.39933300018311"
## [1] "2010-10-05 00:00:00 TSLA 1000 @ 1.40799999237061"
## [1] "2010-10-07 00:00:00 TSLA -1000 @ 1.36199998855591"
## [1] "2010-10-22 00:00:00 TSLA 1000 @ 1.38133299350739"
## [1] "2010-12-02 00:00:00 TSLA -1000 @ 2.15666699409485"
## [1] "2011-01-11 00:00:00 TSLA 1000 @ 1.79733300209045"
## [1] "2011-01-14 00:00:00 TSLA -1000 @ 1.71666705608368"
## [1] "2011-01-28 00:00:00 TSLA 1000 @ 1.60066699981689"
## [1] "2011-02-08 00:00:00 TSLA -1000 @ 1.63266694545746"
## [1] "2011-02-09 00:00:00 TSLA 1000 @ 1.54733300209045"
## [1] "2011-02-23 00:00:00 TSLA -1000 @ 1.45533299446106"
## [1] "2011-02-28 00:00:00 TSLA 1000 @ 1.59266698360443"
## [1] "2011-03-15 00:00:00 TSLA -1000 @ 1.52999997138977"
## [1] "2011-03-29 00:00:00 TSLA 1000 @ 1.59466695785522"
## [1] "2011-04-13 00:00:00 TSLA -1000 @ 1.66199994087219"
## [1] "2011-04-25 00:00:00 TSLA 1000 @ 1.75933301448822"
## [1] "2011-05-05 00:00:00 TSLA -1000 @ 1.76266694068909"
## [1] "2011-05-10 00:00:00 TSLA 1000 @ 1.88866698741913"
## [1] "2011-05-12 00:00:00 TSLA -1000 @ 1.84466695785522"
## [1] "2011-05-26 00:00:00 TSLA 1000 @ 1.96533298492432"
## [1] "2011-06-08 00:00:00 TSLA -1000 @ 1.80799996852875"
## [1] "2011-06-29 00:00:00 TSLA 1000 @ 1.8860000371933"
## [1] "2011-07-13 00:00:00 TSLA -1000 @ 1.90933299064636"
## [1] "2011-07-25 00:00:00 TSLA 1000 @ 1.89933300018311"
## [1] "2011-07-27 00:00:00 TSLA -1000 @ 1.84266698360443"
## [1] "2011-08-02 00:00:00 TSLA 1000 @ 1.82266700267792"
## [1] "2011-08-03 00:00:00 TSLA -1000 @ 1.81333303451538"
## [1] "2011-08-16 00:00:00 TSLA 1000 @ 1.74000000953674"
## [1] "2011-08-19 00:00:00 TSLA -1000 @ 1.48666703701019"
## [1] "2011-08-30 00:00:00 TSLA 1000 @ 1.64199995994568"
## [1] "2011-09-13 00:00:00 TSLA -1000 @ 1.6053329706192"
## [1] "2011-09-14 00:00:00 TSLA 1000 @ 1.6226669549942"
## [1] "2011-09-30 00:00:00 TSLA -1000 @ 1.62600004673004"
## [1] "2011-10-07 00:00:00 TSLA 1000 @ 1.79933297634125"
## [1] "2011-10-27 00:00:00 TSLA -1000 @ 1.91733300685883"
## [1] "2011-10-28 00:00:00 TSLA 1000 @ 1.9913330078125"
## [1] "2011-11-03 00:00:00 TSLA -1000 @ 2.16400003433228"
## [1] "2011-11-04 00:00:00 TSLA 1000 @ 2.15400004386902"
## [1] "2011-11-21 00:00:00 TSLA -1000 @ 2.11733293533325"
## [1] "2011-12-06 00:00:00 TSLA 1000 @ 2.32466697692871"
## [1] "2011-12-09 00:00:00 TSLA -1000 @ 2.06933307647705"
## [1] "2011-12-30 00:00:00 TSLA 1000 @ 1.90400004386902"
## [1] "2012-01-06 00:00:00 TSLA -1000 @ 1.7940000295639"
## [1] "2012-01-12 00:00:00 TSLA 1000 @ 1.88333296775818"
## [1] "2012-01-17 00:00:00 TSLA -1000 @ 1.77333295345306"
## [1] "2012-01-23 00:00:00 TSLA 1000 @ 1.78466701507568"
## [1] "2012-02-28 00:00:00 TSLA -1000 @ 2.25399994850159"
## [1] "2012-03-13 00:00:00 TSLA 1000 @ 2.40599989891052"
## [1] "2012-03-19 00:00:00 TSLA -1000 @ 2.33200001716614"
## [1] "2012-03-27 00:00:00 TSLA 1000 @ 2.52933311462402"
## [1] "2012-04-05 00:00:00 TSLA -1000 @ 2.29866695404053"
## [1] "2012-04-27 00:00:00 TSLA 1000 @ 2.22266697883606"
## [1] "2012-05-07 00:00:00 TSLA -1000 @ 2.16466689109802"
## [1] "2012-05-24 00:00:00 TSLA 1000 @ 2.01866698265076"
## [1] "2012-06-04 00:00:00 TSLA -1000 @ 1.85866701602936"
## [1] "2012-06-11 00:00:00 TSLA 1000 @ 1.94133305549622"
## [1] "2012-07-02 00:00:00 TSLA -1000 @ 2.02666711807251"
## [1] "2012-07-13 00:00:00 TSLA 1000 @ 2.28333306312561"
## [1] "2012-07-23 00:00:00 TSLA -1000 @ 2.04399991035461"
## [1] "2012-08-08 00:00:00 TSLA 1000 @ 1.93933296203613"
## [1] "2012-08-28 00:00:00 TSLA -1000 @ 1.91266703605652"
## [1] "2012-09-10 00:00:00 TSLA 1000 @ 1.82466697692871"
## [1] "2012-09-11 00:00:00 TSLA -1000 @ 1.85333299636841"
## [1] "2012-09-14 00:00:00 TSLA 1000 @ 2.02600002288818"
## [1] "2012-09-26 00:00:00 TSLA -1000 @ 1.83599996566772"
## [1] "2012-10-24 00:00:00 TSLA 1000 @ 1.82799994945526"
## [1] "2012-10-25 00:00:00 TSLA -1000 @ 1.83466696739197"
## [1] "2012-11-01 00:00:00 TSLA 1000 @ 1.95000004768372"
## [1] "2012-11-28 00:00:00 TSLA -1000 @ 2.21533298492432"
## [1] "2012-11-29 00:00:00 TSLA 1000 @ 2.24600005149841"
## [1] "2012-12-07 00:00:00 TSLA -1000 @ 2.27800011634827"
## [1] "2012-12-11 00:00:00 TSLA 1000 @ 2.35199999809265"
## [1] "2012-12-14 00:00:00 TSLA -1000 @ 2.25399994850159"
## [1] "2013-01-22 00:00:00 TSLA 1000 @ 2.34599995613098"
## [1] "2013-02-13 00:00:00 TSLA -1000 @ 2.56333303451538"
## [1] "2013-03-07 00:00:00 TSLA 1000 @ 2.54866695404053"
## [1] "2013-03-18 00:00:00 TSLA -1000 @ 2.34333300590515"
## [1] "2013-03-26 00:00:00 TSLA 1000 @ 2.5239999294281"
## [1] "2013-05-09 00:00:00 TSLA -1000 @ 4.62666702270508"
## [1] "2013-05-10 00:00:00 TSLA 1000 @ 5.11733293533325"
## [1] "2013-05-23 00:00:00 TSLA -1000 @ 6.18200016021729"
## [1] "2013-05-29 00:00:00 TSLA 1000 @ 6.97533321380615"
## [1] "2013-06-03 00:00:00 TSLA -1000 @ 6.17266702651978"
## [1] "2013-07-02 00:00:00 TSLA 1000 @ 7.85466718673706"
## [1] "2013-07-17 00:00:00 TSLA -1000 @ 8.01666736602783"
## [1] "2013-07-30 00:00:00 TSLA 1000 @ 8.78266716003418"
## [1] "2013-08-08 00:00:00 TSLA -1000 @ 10.2320003509521"
## [1] "2013-08-09 00:00:00 TSLA 1000 @ 10.1999998092651"
## [1] "2013-08-15 00:00:00 TSLA -1000 @ 9.31133270263672"
## [1] "2013-08-23 00:00:00 TSLA 1000 @ 10.7893333435059"
## [1] "2013-09-06 00:00:00 TSLA -1000 @ 11.1313333511353"
## [1] "2013-09-23 00:00:00 TSLA 1000 @ 12.0740003585815"
## [1] "2013-10-03 00:00:00 TSLA -1000 @ 11.5539999008179"
## [1] "2013-11-06 00:00:00 TSLA 1000 @ 10.0773334503174"
## [1] "2013-11-07 00:00:00 TSLA -1000 @ 9.31799983978271"
## [1] "2013-12-02 00:00:00 TSLA 1000 @ 8.27799987792969"
## [1] "2014-01-07 00:00:00 TSLA -1000 @ 9.95733261108398"
## [1] "2014-01-15 00:00:00 TSLA 1000 @ 10.9420003890991"
## [1] "2014-02-04 00:00:00 TSLA -1000 @ 11.9153327941895"
## [1] "2014-02-11 00:00:00 TSLA 1000 @ 13.1079998016357"
## [1] "2014-03-10 00:00:00 TSLA -1000 @ 15.9226665496826"
## [1] "2014-04-23 00:00:00 TSLA 1000 @ 13.8660001754761"
## [1] "2014-04-29 00:00:00 TSLA -1000 @ 13.7946672439575"
## [1] "2014-04-30 00:00:00 TSLA 1000 @ 13.8593330383301"
## [1] "2014-05-09 00:00:00 TSLA -1000 @ 12.1506671905518"
## [1] "2014-05-20 00:00:00 TSLA 1000 @ 13.0200004577637"
## [1] "2014-06-11 00:00:00 TSLA -1000 @ 13.6313333511353"
## [1] "2014-06-17 00:00:00 TSLA 1000 @ 15.4446668624878"
## [1] "2014-07-03 00:00:00 TSLA -1000 @ 15.283332824707"
## [1] "2014-07-28 00:00:00 TSLA 1000 @ 14.9879999160767"
## [1] "2014-08-21 00:00:00 TSLA -1000 @ 16.9559993743896"
## [1] "2014-09-03 00:00:00 TSLA 1000 @ 18.746000289917"
## [1] "2014-09-11 00:00:00 TSLA -1000 @ 18.6873321533203"
## [1] "2014-10-07 00:00:00 TSLA 1000 @ 17.304666519165"
## [1] "2014-10-13 00:00:00 TSLA -1000 @ 14.9726667404175"
## [1] "2014-10-24 00:00:00 TSLA 1000 @ 15.6826667785645"
## [1] "2014-10-28 00:00:00 TSLA -1000 @ 16.1846675872803"
## [1] "2014-10-29 00:00:00 TSLA 1000 @ 15.8733329772949"
## [1] "2014-11-24 00:00:00 TSLA -1000 @ 16.4479999542236"
## [1] "2014-12-22 00:00:00 TSLA 1000 @ 14.8400001525879"
## [1] "2015-01-07 00:00:00 TSLA -1000 @ 14.0633325576782"
## [1] "2015-01-26 00:00:00 TSLA 1000 @ 13.7700004577637"
## [1] "2015-02-13 00:00:00 TSLA -1000 @ 13.5846672058105"
## [1] "2015-02-23 00:00:00 TSLA 1000 @ 13.8226671218872"
## [1] "2015-02-25 00:00:00 TSLA -1000 @ 13.5839996337891"
## [1] "2015-03-18 00:00:00 TSLA 1000 @ 13.3806667327881"
## [1] "2015-03-30 00:00:00 TSLA -1000 @ 12.7046670913696"
## [1] "2015-04-07 00:00:00 TSLA 1000 @ 13.5500001907349"
## [1] "2015-05-21 00:00:00 TSLA -1000 @ 16.3746662139893"
## [1] "2015-06-19 00:00:00 TSLA 1000 @ 17.5006675720215"
## [1] "2015-06-30 00:00:00 TSLA -1000 @ 17.8840007781982"
## [1] "2015-07-06 00:00:00 TSLA 1000 @ 18.6480007171631"
## [1] "2015-07-09 00:00:00 TSLA -1000 @ 17.1946678161621"
## [1] "2015-07-20 00:00:00 TSLA 1000 @ 18.8173332214355"
## [1] "2015-07-23 00:00:00 TSLA -1000 @ 17.8133335113525"
## [1] "2015-08-06 00:00:00 TSLA 1000 @ 16.4086666107178"
## [1] "2015-08-07 00:00:00 TSLA -1000 @ 16.1673336029053"
## [1] "2015-08-19 00:00:00 TSLA 1000 @ 17.0166664123535"
## [1] "2015-08-24 00:00:00 TSLA -1000 @ 14.5913333892822"
## [1] "2015-08-31 00:00:00 TSLA 1000 @ 16.6040000915527"
## [1] "2015-09-29 00:00:00 TSLA -1000 @ 16.4433326721191"
## [1] "2015-10-30 00:00:00 TSLA 1000 @ 13.7953329086304"
## [1] "2015-11-16 00:00:00 TSLA -1000 @ 14.28733253479"
## [1] "2015-11-19 00:00:00 TSLA 1000 @ 14.7866668701172"
## [1] "2015-12-10 00:00:00 TSLA -1000 @ 15.1379995346069"
## [1] "2015-12-18 00:00:00 TSLA 1000 @ 15.3640003204346"
## [1] "2016-01-05 00:00:00 TSLA -1000 @ 14.8953332901001"
## [1] "2016-02-18 00:00:00 TSLA 1000 @ 11.1180000305176"
## [1] "2016-03-29 00:00:00 TSLA -1000 @ 15.3420000076294"
## [1] "2016-04-05 00:00:00 TSLA 1000 @ 17.0313339233398"
## [1] "2016-04-12 00:00:00 TSLA -1000 @ 16.521333694458"
## [1] "2016-05-20 00:00:00 TSLA 1000 @ 14.6853332519531"
## [1] "2016-06-15 00:00:00 TSLA -1000 @ 14.5133333206177"
## [1] "2016-07-01 00:00:00 TSLA 1000 @ 14.4333333969116"
## [1] "2016-08-04 00:00:00 TSLA -1000 @ 15.3739995956421"
## [1] "2016-09-19 00:00:00 TSLA 1000 @ 13.7559995651245"
## [1] "2016-10-10 00:00:00 TSLA -1000 @ 13.3966665267944"
## [1] "2016-10-20 00:00:00 TSLA 1000 @ 13.2733325958252"
## [1] "2016-11-02 00:00:00 TSLA -1000 @ 12.5346670150757"
## [1] "2016-11-22 00:00:00 TSLA 1000 @ 12.7446670532227"
## [1] "2016-12-02 00:00:00 TSLA -1000 @ 12.0979995727539"
## [1] "2016-12-08 00:00:00 TSLA 1000 @ 12.8193330764771"
## [1] "2017-01-31 00:00:00 TSLA -1000 @ 16.7953338623047"
## [1] "2017-02-10 00:00:00 TSLA 1000 @ 17.9486675262451"
## [1] "2017-02-21 00:00:00 TSLA -1000 @ 18.4926662445068"
## [1] "2017-03-16 00:00:00 TSLA 1000 @ 17.4699993133545"
## [1] "2017-04-18 00:00:00 TSLA -1000 @ 20.0166664123535"
## [1] "2017-05-02 00:00:00 TSLA 1000 @ 21.2593326568604"
## [1] "2017-05-04 00:00:00 TSLA -1000 @ 19.6973323822021"
## [1] "2017-05-12 00:00:00 TSLA 1000 @ 21.6539993286133"
## [1] "2017-05-16 00:00:00 TSLA -1000 @ 21.1340007781982"
## [1] "2017-05-30 00:00:00 TSLA 1000 @ 22.3400001525879"
## [1] "2017-06-21 00:00:00 TSLA -1000 @ 25.0933322906494"
## [1] "2017-07-21 00:00:00 TSLA 1000 @ 21.8933334350586"
## [1] "2017-08-02 00:00:00 TSLA -1000 @ 21.7259998321533"
## [1] "2017-08-04 00:00:00 TSLA 1000 @ 23.7940006256104"
## [1] "2017-08-21 00:00:00 TSLA -1000 @ 22.5240001678467"
## [1] "2017-09-01 00:00:00 TSLA 1000 @ 23.6933326721191"
## [1] "2017-09-06 00:00:00 TSLA -1000 @ 22.9686660766602"
## [1] "2017-09-12 00:00:00 TSLA 1000 @ 24.1833324432373"
## [1] "2017-09-25 00:00:00 TSLA -1000 @ 22.9993324279785"
## [1] "2017-10-06 00:00:00 TSLA 1000 @ 23.7919998168945"
## [1] "2017-10-10 00:00:00 TSLA -1000 @ 23.7059993743896"
## [1] "2017-10-11 00:00:00 TSLA 1000 @ 23.6399993896484"
## [1] "2017-10-23 00:00:00 TSLA -1000 @ 22.4680004119873"
## [1] "2017-11-14 00:00:00 TSLA 1000 @ 20.5799999237061"
## [1] "2017-12-06 00:00:00 TSLA -1000 @ 20.8840007781982"
## [1] "2017-12-07 00:00:00 TSLA 1000 @ 20.7493324279785"
## [1] "2017-12-26 00:00:00 TSLA -1000 @ 21.1526660919189"
## [1] "2018-01-09 00:00:00 TSLA 1000 @ 22.246000289917"
## [1] "2018-01-26 00:00:00 TSLA -1000 @ 22.8566665649414"
## [1] "2018-02-01 00:00:00 TSLA 1000 @ 23.283332824707"
## [1] "2018-02-02 00:00:00 TSLA -1000 @ 22.9166679382324"
## [1] "2018-02-21 00:00:00 TSLA 1000 @ 22.2199993133545"
## [1] "2018-03-05 00:00:00 TSLA -1000 @ 22.2233333587646"
## [1] "2018-03-14 00:00:00 TSLA 1000 @ 21.775333404541"
## [1] "2018-03-15 00:00:00 TSLA -1000 @ 21.7066669464111"
## [1] "2018-04-06 00:00:00 TSLA 1000 @ 19.953332901001"
## [1] "2018-04-25 00:00:00 TSLA -1000 @ 18.71266746521"
## [1] "2018-04-30 00:00:00 TSLA 1000 @ 19.5933322906494"
## [1] "2018-05-16 00:00:00 TSLA -1000 @ 19.0986671447754"
## [1] "2018-05-31 00:00:00 TSLA 1000 @ 18.9820003509521"
## [1] "2018-06-25 00:00:00 TSLA -1000 @ 22.2006664276123"
## [1] "2018-08-03 00:00:00 TSLA 1000 @ 23.211332321167"
## [1] "2018-08-16 00:00:00 TSLA -1000 @ 22.3633327484131"
## [1] "2018-09-17 00:00:00 TSLA 1000 @ 19.6560001373291"
## [1] "2018-10-01 00:00:00 TSLA -1000 @ 20.7133331298828"
## [1] "2018-10-02 00:00:00 TSLA 1000 @ 20.068000793457"
## [1] "2018-10-05 00:00:00 TSLA -1000 @ 17.4633331298828"
## [1] "2018-10-17 00:00:00 TSLA 1000 @ 18.1186676025391"
## [1] "2018-11-13 00:00:00 TSLA -1000 @ 22.5820007324219"
## [1] "2018-12-06 00:00:00 TSLA 1000 @ 24.2040004730225"
## [1] "2018-12-18 00:00:00 TSLA -1000 @ 22.4686660766602"
## [1] "2019-01-08 00:00:00 TSLA 1000 @ 22.3566665649414"
## [1] "2019-01-22 00:00:00 TSLA -1000 @ 19.92799949646"
## [1] "2019-02-04 00:00:00 TSLA 1000 @ 20.8593330383301"
## [1] "2019-02-21 00:00:00 TSLA -1000 @ 19.4153327941895"
## [1] "2019-02-28 00:00:00 TSLA 1000 @ 21.3253326416016"
## [1] "2019-03-05 00:00:00 TSLA -1000 @ 18.4360008239746"
## [1] "2019-03-14 00:00:00 TSLA 1000 @ 19.3306674957275"
## [1] "2019-03-18 00:00:00 TSLA -1000 @ 17.9659996032715"
## [1] "2019-03-28 00:00:00 TSLA 1000 @ 18.5746669769287"
## [1] "2019-04-12 00:00:00 TSLA -1000 @ 17.8466663360596"
## [1] "2019-04-18 00:00:00 TSLA 1000 @ 18.2173328399658"
## [1] "2019-04-23 00:00:00 TSLA -1000 @ 17.5933322906494"
## [1] "2019-05-07 00:00:00 TSLA 1000 @ 16.470666885376"
## [1] "2019-05-14 00:00:00 TSLA -1000 @ 15.4873332977295"
## [1] "2019-06-06 00:00:00 TSLA 1000 @ 13.7299995422363"
## [1] "2019-07-26 00:00:00 TSLA -1000 @ 15.2026672363281"
## [1] "2019-09-03 00:00:00 TSLA 1000 @ 15.0006666183472"
## [1] "2019-09-25 00:00:00 TSLA -1000 @ 15.2466669082642"
## [1] "2019-10-02 00:00:00 TSLA 1000 @ 16.208667755127"
## [1] "2019-10-04 00:00:00 TSLA -1000 @ 15.4286670684814"
## [1] "2019-10-10 00:00:00 TSLA 1000 @ 16.3159999847412"
## [1] "2019-11-18 00:00:00 TSLA -1000 @ 23.3326663970947"
## [1] "2019-12-13 00:00:00 TSLA 1000 @ 23.8926677703857"
## [1] "2020-01-21 00:00:00 TSLA -1000 @ 36.4799995422363"
## [1] "2020-01-22 00:00:00 TSLA 1000 @ 37.9706687927246"
## [1] "2020-01-28 00:00:00 TSLA -1000 @ 37.7933311462402"
## [1] "2020-01-31 00:00:00 TSLA 1000 @ 43.3713340759277"
## [1] "2020-02-12 00:00:00 TSLA -1000 @ 51.1526679992676"
## [1] "2020-02-20 00:00:00 TSLA 1000 @ 59.9606666564941"
## [1] "2020-02-25 00:00:00 TSLA -1000 @ 53.3273315429688"
## [1] "2020-03-26 00:00:00 TSLA 1000 @ 35.2106666564941"
## [1] "2020-05-04 00:00:00 TSLA -1000 @ 50.7459983825684"
## [1] "2020-06-02 00:00:00 TSLA 1000 @ 58.7706680297852"
## [1] "2020-06-22 00:00:00 TSLA -1000 @ 66.2880020141602"
## [1] "2020-07-02 00:00:00 TSLA 1000 @ 80.5773315429688"
## [1] "2020-07-22 00:00:00 TSLA -1000 @ 106.155334472656"
## [1] "2020-08-17 00:00:00 TSLA 1000 @ 122.375999450684"
## [1] "2020-09-04 00:00:00 TSLA -1000 @ 139.440002441406"
## [1] "2020-09-21 00:00:00 TSLA 1000 @ 149.796661376953"
## [1] "2020-09-23 00:00:00 TSLA -1000 @ 126.786666870117"
## [1] "2020-10-02 00:00:00 TSLA 1000 @ 138.363327026367"
## [1] "2020-10-05 00:00:00 TSLA -1000 @ 141.893325805664"
## [1] "2020-10-13 00:00:00 TSLA 1000 @ 148.883331298828"
## [1] "2020-10-20 00:00:00 TSLA -1000 @ 140.646667480469"
## [1] "2020-11-06 00:00:00 TSLA 1000 @ 143.316665649414"
## [1] "2020-11-11 00:00:00 TSLA -1000 @ 139.043334960938"
## [1] "2020-11-18 00:00:00 TSLA 1000 @ 162.213333129883"
## [1] "2020-12-14 00:00:00 TSLA -1000 @ 213.276672363281"
## [1] "2020-12-21 00:00:00 TSLA 1000 @ 216.619995117188"
## [1] "2020-12-22 00:00:00 TSLA -1000 @ 213.446670532227"
## [1] "2021-01-05 00:00:00 TSLA 1000 @ 245.036666870117"
## [1] "2021-01-19 00:00:00 TSLA -1000 @ 281.516662597656"
## [1] "2021-03-12 00:00:00 TSLA 1000 @ 231.24333190918"
## [1] "2021-03-25 00:00:00 TSLA -1000 @ 213.463333129883"
## [1] "2021-04-01 00:00:00 TSLA 1000 @ 220.58332824707"
## [1] "2021-04-28 00:00:00 TSLA -1000 @ 231.466659545898"
## [1] "2021-05-25 00:00:00 TSLA 1000 @ 201.563339233398"
## [1] "2021-07-08 00:00:00 TSLA -1000 @ 217.603332519531"
## [1] "2021-07-30 00:00:00 TSLA 1000 @ 229.066665649414"
## [1] "2021-08-17 00:00:00 TSLA -1000 @ 221.903335571289"
## [1] "2021-08-26 00:00:00 TSLA 1000 @ 233.720001220703"
## [1] "2021-08-27 00:00:00 TSLA -1000 @ 237.306671142578"
## [1] "2021-08-30 00:00:00 TSLA 1000 @ 243.636672973633"
## [1] "2021-09-15 00:00:00 TSLA -1000 @ 251.943328857422"
## [1] "2021-09-16 00:00:00 TSLA 1000 @ 252.330001831055"
## [1] "2021-09-21 00:00:00 TSLA -1000 @ 246.460006713867"
## [1] "2021-09-27 00:00:00 TSLA 1000 @ 263.786682128906"
## [1] "2021-10-06 00:00:00 TSLA -1000 @ 260.916656494141"
## [1] "2021-10-08 00:00:00 TSLA 1000 @ 261.829986572266"
## [1] "2021-10-11 00:00:00 TSLA -1000 @ 263.980010986328"
## [1] "2021-10-13 00:00:00 TSLA 1000 @ 270.359985351562"
## [1] "2021-11-10 00:00:00 TSLA -1000 @ 355.983337402344"
## [1] "2021-12-27 00:00:00 TSLA 1000 @ 364.646667480469"
## [1] "2022-01-10 00:00:00 TSLA -1000 @ 352.706665039062"
## [1] "2022-02-07 00:00:00 TSLA 1000 @ 302.446655273438"
## [1] "2022-02-15 00:00:00 TSLA -1000 @ 307.476654052734"
## [1] "2022-02-16 00:00:00 TSLA 1000 @ 307.796661376953"
## [1] "2022-02-22 00:00:00 TSLA -1000 @ 273.843322753906"
## [1] "2022-03-02 00:00:00 TSLA 1000 @ 293.296661376953"
## [1] "2022-03-15 00:00:00 TSLA -1000 @ 267.296661376953"
## [1] "2022-03-17 00:00:00 TSLA 1000 @ 290.533325195312"
## [1] "2022-04-08 00:00:00 TSLA -1000 @ 341.829986572266"
## [1] "2022-05-31 00:00:00 TSLA 1000 @ 252.753326416016"
## [1] "2022-06-14 00:00:00 TSLA -1000 @ 220.889999389648"
## [1] "2022-06-16 00:00:00 TSLA 1000 @ 213.100006103516"
## [1] "2022-06-17 00:00:00 TSLA -1000 @ 216.759994506836"
## [1] "2022-06-22 00:00:00 TSLA 1000 @ 236.086669921875"
## [1] "2022-08-10 00:00:00 TSLA -1000 @ 294.356658935547"
## [1] "2022-09-12 00:00:00 TSLA 1000 @ 304.420013427734"
## [1] "2022-09-23 00:00:00 TSLA -1000 @ 275.329986572266"
## [1] "2022-10-25 00:00:00 TSLA 1000 @ 222.419998168945"
## [1] "2022-11-08 00:00:00 TSLA -1000 @ 191.300003051758"
## [1] "2022-11-28 00:00:00 TSLA 1000 @ 182.919998168945"
## [1] "2022-12-09 00:00:00 TSLA -1000 @ 179.050003051758"
## [1] "2022-12-12 00:00:00 TSLA 1000 @ 167.820007324219"
## [1] "2022-12-13 00:00:00 TSLA -1000 @ 160.949996948242"
## [1] "2023-01-10 00:00:00 TSLA 1000 @ 118.849998474121"
## [1] "2023-02-17 00:00:00 TSLA -1000 @ 208.309997558594"
## [1] "2023-03-22 00:00:00 TSLA 1000 @ 191.149993896484"
## [1] "2023-04-06 00:00:00 TSLA -1000 @ 185.059997558594"
## [1] "2023-05-08 00:00:00 TSLA 1000 @ 171.789993286133"
## [1] "2023-06-26 00:00:00 TSLA -1000 @ 241.050003051758"
## [1] "2023-07-19 00:00:00 TSLA 1000 @ 291.260009765625"
## [1] "2023-07-20 00:00:00 TSLA -1000 @ 262.899993896484"
## [1] "2023-08-25 00:00:00 TSLA 1000 @ 238.589996337891"
## [1] "2023-09-22 00:00:00 TSLA -1000 @ 244.880004882812"
## [1] "2023-10-05 00:00:00 TSLA 1000 @ 260.049987792969"
## [1] "2023-10-16 00:00:00 TSLA -1000 @ 253.919998168945"
## [1] "2023-11-06 00:00:00 TSLA 1000 @ 219.270004272461"
## [1] "2023-12-07 00:00:00 TSLA -1000 @ 242.639999389648"
## [1] "2023-12-08 00:00:00 TSLA 1000 @ 243.839996337891"
## [1] "2023-12-13 00:00:00 TSLA -1000 @ 239.289993286133"
## [1] "2023-12-15 00:00:00 TSLA 1000 @ 253.5"
## [1] "2024-01-02 00:00:00 TSLA -1000 @ 248.419998168945"
## [1] "2024-02-08 00:00:00 TSLA 1000 @ 189.559997558594"
## [1] "2024-03-06 00:00:00 TSLA -1000 @ 176.539993286133"
## [1] "2024-03-21 00:00:00 TSLA 1000 @ 172.820007324219"
## [1] "2024-04-08 00:00:00 TSLA -1000 @ 172.979995727539"
## [1] "2024-04-09 00:00:00 TSLA 1000 @ 176.880004882812"
## [1] "2024-04-16 00:00:00 TSLA -1000 @ 157.110000610352"
## [1] "2024-04-26 00:00:00 TSLA 1000 @ 168.289993286133"
## [1] "2024-05-13 00:00:00 TSLA -1000 @ 171.889999389648"
## [1] "2024-05-22 00:00:00 TSLA 1000 @ 180.110000610352"
## [1] "2024-05-29 00:00:00 TSLA -1000 @ 176.190002441406"
## [1] "2024-06-14 00:00:00 TSLA 1000 @ 178.009994506836"
## [1] "2024-07-18 00:00:00 TSLA -1000 @ 249.229995727539"
## [1] "2024-08-16 00:00:00 TSLA 1000 @ 216.119995117188"
## [1] "2024-08-29 00:00:00 TSLA -1000 @ 206.279998779297"
## [1] "2024-09-05 00:00:00 TSLA 1000 @ 230.169998168945"
## [1] "2024-10-04 00:00:00 TSLA -1000 @ 250.080001831055"
## [1] "2024-10-25 00:00:00 TSLA 1000 @ 269.190002441406"
## [1] "2024-11-26 00:00:00 TSLA -1000 @ 338.230010986328"
## [1] "2024-12-09 00:00:00 TSLA 1000 @ 389.790008544922"
## [1] "2024-12-23 00:00:00 TSLA -1000 @ 430.600006103516"
## [1] "2025-01-22 00:00:00 TSLA 1000 @ 415.109985351562"
## [1] "2025-01-23 00:00:00 TSLA -1000 @ 412.380004882812"
## [1] "2025-02-21 00:00:00 TSLA 1000 @ 337.799987792969"
## [1] "2025-02-24 00:00:00 TSLA -1000 @ 330.529998779297"
## [1] "2025-03-21 00:00:00 TSLA 1000 @ 248.710006713867"
## [1] "2025-04-08 00:00:00 TSLA -1000 @ 221.860000610352"
## [1] "2025-04-10 00:00:00 TSLA 1000 @ 252.399993896484"
## [1] "2025-04-22 00:00:00 TSLA -1000 @ 237.970001220703"
## [1] "2025-04-24 00:00:00 TSLA 1000 @ 259.510009765625"
## 测试参数组合 8/27: nFast=12, nSlow=30, nSig=7
## 策略环境已重置
## [1] "2010-08-24 00:00:00 TSLA 1000 @ 1.27999997138977"
## [1] "2010-09-22 00:00:00 TSLA -1000 @ 1.32466697692871"
## [1] "2010-09-30 00:00:00 TSLA 1000 @ 1.36066699028015"
## [1] "2010-10-04 00:00:00 TSLA -1000 @ 1.39933300018311"
## [1] "2010-10-06 00:00:00 TSLA 1000 @ 1.3639999628067"
## [1] "2010-10-07 00:00:00 TSLA -1000 @ 1.36199998855591"
## [1] "2010-10-25 00:00:00 TSLA 1000 @ 1.38999998569489"
## [1] "2010-12-03 00:00:00 TSLA -1000 @ 2.09933304786682"
## [1] "2011-02-03 00:00:00 TSLA 1000 @ 1.57533299922943"
## [1] "2011-02-07 00:00:00 TSLA -1000 @ 1.53799998760223"
## [1] "2011-02-09 00:00:00 TSLA 1000 @ 1.54733300209045"
## [1] "2011-02-24 00:00:00 TSLA -1000 @ 1.50199997425079"
## [1] "2011-02-28 00:00:00 TSLA 1000 @ 1.59266698360443"
## [1] "2011-03-16 00:00:00 TSLA -1000 @ 1.52133297920227"
## [1] "2011-03-30 00:00:00 TSLA 1000 @ 1.58066701889038"
## [1] "2011-04-14 00:00:00 TSLA -1000 @ 1.67599999904633"
## [1] "2011-04-25 00:00:00 TSLA 1000 @ 1.75933301448822"
## [1] "2011-05-06 00:00:00 TSLA -1000 @ 1.80799996852875"
## [1] "2011-05-10 00:00:00 TSLA 1000 @ 1.88866698741913"
## [1] "2011-05-13 00:00:00 TSLA -1000 @ 1.83666694164276"
## [1] "2011-05-26 00:00:00 TSLA 1000 @ 1.96533298492432"
## [1] "2011-06-08 00:00:00 TSLA -1000 @ 1.80799996852875"
## [1] "2011-06-29 00:00:00 TSLA 1000 @ 1.8860000371933"
## [1] "2011-07-14 00:00:00 TSLA -1000 @ 1.84066700935364"
## [1] "2011-07-25 00:00:00 TSLA 1000 @ 1.89933300018311"
## [1] "2011-07-27 00:00:00 TSLA -1000 @ 1.84266698360443"
## [1] "2011-08-17 00:00:00 TSLA 1000 @ 1.72200000286102"
## [1] "2011-08-19 00:00:00 TSLA -1000 @ 1.48666703701019"
## [1] "2011-08-30 00:00:00 TSLA 1000 @ 1.64199995994568"
## [1] "2011-10-03 00:00:00 TSLA -1000 @ 1.58200001716614"
## [1] "2011-10-07 00:00:00 TSLA 1000 @ 1.79933297634125"
## [1] "2011-11-22 00:00:00 TSLA -1000 @ 2.13800001144409"
## [1] "2011-12-07 00:00:00 TSLA 1000 @ 2.27933311462402"
## [1] "2011-12-09 00:00:00 TSLA -1000 @ 2.06933307647705"
## [1] "2012-01-12 00:00:00 TSLA 1000 @ 1.88333296775818"
## [1] "2012-01-17 00:00:00 TSLA -1000 @ 1.77333295345306"
## [1] "2012-01-23 00:00:00 TSLA 1000 @ 1.78466701507568"
## [1] "2012-02-29 00:00:00 TSLA -1000 @ 2.22733306884766"
## [1] "2012-03-14 00:00:00 TSLA 1000 @ 2.35266709327698"
## [1] "2012-03-16 00:00:00 TSLA -1000 @ 2.35466694831848"
## [1] "2012-03-28 00:00:00 TSLA 1000 @ 2.52333307266235"
## [1] "2012-04-05 00:00:00 TSLA -1000 @ 2.29866695404053"
## [1] "2012-05-01 00:00:00 TSLA 1000 @ 2.25200009346008"
## [1] "2012-05-07 00:00:00 TSLA -1000 @ 2.16466689109802"
## [1] "2012-05-24 00:00:00 TSLA 1000 @ 2.01866698265076"
## [1] "2012-06-04 00:00:00 TSLA -1000 @ 1.85866701602936"
## [1] "2012-06-11 00:00:00 TSLA 1000 @ 1.94133305549622"
## [1] "2012-07-03 00:00:00 TSLA -1000 @ 2.04399991035461"
## [1] "2012-07-13 00:00:00 TSLA 1000 @ 2.28333306312561"
## [1] "2012-07-23 00:00:00 TSLA -1000 @ 2.04399991035461"
## [1] "2012-08-09 00:00:00 TSLA 1000 @ 1.96066701412201"
## [1] "2012-08-29 00:00:00 TSLA -1000 @ 1.89400005340576"
## [1] "2012-09-10 00:00:00 TSLA 1000 @ 1.82466697692871"
## [1] "2012-09-11 00:00:00 TSLA -1000 @ 1.85333299636841"
## [1] "2012-09-14 00:00:00 TSLA 1000 @ 2.02600002288818"
## [1] "2012-09-26 00:00:00 TSLA -1000 @ 1.83599996566772"
## [1] "2012-11-02 00:00:00 TSLA 1000 @ 1.92799997329712"
## [1] "2012-12-14 00:00:00 TSLA -1000 @ 2.25399994850159"
## [1] "2013-01-23 00:00:00 TSLA 1000 @ 2.40000009536743"
## [1] "2013-02-13 00:00:00 TSLA -1000 @ 2.56333303451538"
## [1] "2013-03-08 00:00:00 TSLA 1000 @ 2.56466698646545"
## [1] "2013-03-18 00:00:00 TSLA -1000 @ 2.34333300590515"
## [1] "2013-03-27 00:00:00 TSLA 1000 @ 2.54399991035461"
## [1] "2013-06-03 00:00:00 TSLA -1000 @ 6.17266702651978"
## [1] "2013-07-02 00:00:00 TSLA 1000 @ 7.85466718673706"
## [1] "2013-07-17 00:00:00 TSLA -1000 @ 8.01666736602783"
## [1] "2013-07-31 00:00:00 TSLA 1000 @ 8.95199966430664"
## [1] "2013-08-15 00:00:00 TSLA -1000 @ 9.31133270263672"
## [1] "2013-08-26 00:00:00 TSLA 1000 @ 10.9479999542236"
## [1] "2013-09-09 00:00:00 TSLA -1000 @ 10.7133331298828"
## [1] "2013-09-23 00:00:00 TSLA 1000 @ 12.0740003585815"
## [1] "2013-10-03 00:00:00 TSLA -1000 @ 11.5539999008179"
## [1] "2013-11-06 00:00:00 TSLA 1000 @ 10.0773334503174"
## [1] "2013-11-07 00:00:00 TSLA -1000 @ 9.31799983978271"
## [1] "2013-12-03 00:00:00 TSLA 1000 @ 9.64666652679443"
## [1] "2014-01-10 00:00:00 TSLA -1000 @ 9.71466732025146"
## [1] "2014-01-15 00:00:00 TSLA 1000 @ 10.9420003890991"
## [1] "2014-02-06 00:00:00 TSLA -1000 @ 11.8920001983643"
## [1] "2014-02-11 00:00:00 TSLA 1000 @ 13.1079998016357"
## [1] "2014-03-10 00:00:00 TSLA -1000 @ 15.9226665496826"
## [1] "2014-04-23 00:00:00 TSLA 1000 @ 13.8660001754761"
## [1] "2014-04-29 00:00:00 TSLA -1000 @ 13.7946672439575"
## [1] "2014-04-30 00:00:00 TSLA 1000 @ 13.8593330383301"
## [1] "2014-05-09 00:00:00 TSLA -1000 @ 12.1506671905518"
## [1] "2014-05-21 00:00:00 TSLA 1000 @ 13.296667098999"
## [1] "2014-06-13 00:00:00 TSLA -1000 @ 13.7613334655762"
## [1] "2014-06-16 00:00:00 TSLA 1000 @ 14.9739999771118"
## [1] "2014-07-07 00:00:00 TSLA -1000 @ 14.8439998626709"
## [1] "2014-07-30 00:00:00 TSLA 1000 @ 15.2613334655762"
## [1] "2014-08-22 00:00:00 TSLA -1000 @ 17.1186676025391"
## [1] "2014-09-03 00:00:00 TSLA 1000 @ 18.746000289917"
## [1] "2014-09-12 00:00:00 TSLA -1000 @ 18.6133327484131"
## [1] "2014-10-08 00:00:00 TSLA 1000 @ 17.2853336334229"
## [1] "2014-10-13 00:00:00 TSLA -1000 @ 14.9726667404175"
## [1] "2014-10-27 00:00:00 TSLA 1000 @ 14.7779998779297"
## [1] "2014-10-28 00:00:00 TSLA -1000 @ 16.1846675872803"
## [1] "2014-10-29 00:00:00 TSLA 1000 @ 15.8733329772949"
## [1] "2014-11-26 00:00:00 TSLA -1000 @ 16.5626678466797"
## [1] "2014-12-22 00:00:00 TSLA 1000 @ 14.8400001525879"
## [1] "2015-01-08 00:00:00 TSLA -1000 @ 14.0413331985474"
## [1] "2015-01-26 00:00:00 TSLA 1000 @ 13.7700004577637"
## [1] "2015-02-17 00:00:00 TSLA -1000 @ 13.6233329772949"
## [1] "2015-02-23 00:00:00 TSLA 1000 @ 13.8226671218872"
## [1] "2015-02-25 00:00:00 TSLA -1000 @ 13.5839996337891"
## [1] "2015-03-19 00:00:00 TSLA 1000 @ 13.0433330535889"
## [1] "2015-03-30 00:00:00 TSLA -1000 @ 12.7046670913696"
## [1] "2015-04-07 00:00:00 TSLA 1000 @ 13.5500001907349"
## [1] "2015-05-21 00:00:00 TSLA -1000 @ 16.3746662139893"
## [1] "2015-06-22 00:00:00 TSLA 1000 @ 17.3193321228027"
## [1] "2015-06-30 00:00:00 TSLA -1000 @ 17.8840007781982"
## [1] "2015-07-02 00:00:00 TSLA 1000 @ 18.6679992675781"
## [1] "2015-07-09 00:00:00 TSLA -1000 @ 17.1946678161621"
## [1] "2015-07-21 00:00:00 TSLA 1000 @ 17.7846660614014"
## [1] "2015-07-23 00:00:00 TSLA -1000 @ 17.8133335113525"
## [1] "2015-08-19 00:00:00 TSLA 1000 @ 17.0166664123535"
## [1] "2015-08-21 00:00:00 TSLA -1000 @ 15.3846673965454"
## [1] "2015-08-31 00:00:00 TSLA 1000 @ 16.6040000915527"
## [1] "2015-09-29 00:00:00 TSLA -1000 @ 16.4433326721191"
## [1] "2015-11-03 00:00:00 TSLA 1000 @ 13.8900003433228"
## [1] "2015-12-14 00:00:00 TSLA -1000 @ 14.5719995498657"
## [1] "2015-12-18 00:00:00 TSLA 1000 @ 15.3640003204346"
## [1] "2016-01-05 00:00:00 TSLA -1000 @ 14.8953332901001"
## [1] "2016-02-19 00:00:00 TSLA 1000 @ 11.1053333282471"
## [1] "2016-03-31 00:00:00 TSLA -1000 @ 15.3179998397827"
## [1] "2016-04-05 00:00:00 TSLA 1000 @ 17.0313339233398"
## [1] "2016-04-13 00:00:00 TSLA -1000 @ 16.9686660766602"
## [1] "2016-05-23 00:00:00 TSLA 1000 @ 14.4146671295166"
## [1] "2016-06-15 00:00:00 TSLA -1000 @ 14.5133333206177"
## [1] "2016-07-05 00:00:00 TSLA 1000 @ 14.2653331756592"
## [1] "2016-08-04 00:00:00 TSLA -1000 @ 15.3739995956421"
## [1] "2016-08-05 00:00:00 TSLA 1000 @ 15.3353328704834"
## [1] "2016-08-08 00:00:00 TSLA -1000 @ 15.0773334503174"
## [1] "2016-09-19 00:00:00 TSLA 1000 @ 13.7559995651245"
## [1] "2016-10-10 00:00:00 TSLA -1000 @ 13.3966665267944"
## [1] "2016-10-20 00:00:00 TSLA 1000 @ 13.2733325958252"
## [1] "2016-11-02 00:00:00 TSLA -1000 @ 12.5346670150757"
## [1] "2016-11-23 00:00:00 TSLA 1000 @ 12.8760004043579"
## [1] "2016-12-05 00:00:00 TSLA -1000 @ 12.453332901001"
## [1] "2016-12-08 00:00:00 TSLA 1000 @ 12.8193330764771"
## [1] "2017-02-01 00:00:00 TSLA -1000 @ 16.6159992218018"
## [1] "2017-02-10 00:00:00 TSLA 1000 @ 17.9486675262451"
## [1] "2017-02-21 00:00:00 TSLA -1000 @ 18.4926662445068"
## [1] "2017-03-17 00:00:00 TSLA 1000 @ 17.4333324432373"
## [1] "2017-04-19 00:00:00 TSLA -1000 @ 20.3680000305176"
## [1] "2017-05-15 00:00:00 TSLA 1000 @ 21.058666229248"
## [1] "2017-05-16 00:00:00 TSLA -1000 @ 21.1340007781982"
## [1] "2017-05-31 00:00:00 TSLA 1000 @ 22.7339992523193"
## [1] "2017-06-27 00:00:00 TSLA -1000 @ 24.1580009460449"
## [1] "2017-07-25 00:00:00 TSLA 1000 @ 22.6399993896484"
## [1] "2017-08-02 00:00:00 TSLA -1000 @ 21.7259998321533"
## [1] "2017-08-04 00:00:00 TSLA 1000 @ 23.7940006256104"
## [1] "2017-08-22 00:00:00 TSLA -1000 @ 22.7566661834717"
## [1] "2017-09-05 00:00:00 TSLA 1000 @ 23.3059997558594"
## [1] "2017-09-06 00:00:00 TSLA -1000 @ 22.9686660766602"
## [1] "2017-09-12 00:00:00 TSLA 1000 @ 24.1833324432373"
## [1] "2017-09-25 00:00:00 TSLA -1000 @ 22.9993324279785"
## [1] "2017-10-12 00:00:00 TSLA 1000 @ 23.7119998931885"
## [1] "2017-10-23 00:00:00 TSLA -1000 @ 22.4680004119873"
## [1] "2017-11-15 00:00:00 TSLA 1000 @ 20.7533321380615"
## [1] "2017-12-27 00:00:00 TSLA -1000 @ 20.7759990692139"
## [1] "2018-01-09 00:00:00 TSLA 1000 @ 22.246000289917"
## [1] "2018-02-05 00:00:00 TSLA -1000 @ 22.208667755127"
## [1] "2018-02-22 00:00:00 TSLA 1000 @ 23.0779991149902"
## [1] "2018-03-05 00:00:00 TSLA -1000 @ 22.2233333587646"
## [1] "2018-03-14 00:00:00 TSLA 1000 @ 21.775333404541"
## [1] "2018-03-15 00:00:00 TSLA -1000 @ 21.7066669464111"
## [1] "2018-04-09 00:00:00 TSLA 1000 @ 19.3106670379639"
## [1] "2018-04-26 00:00:00 TSLA -1000 @ 19.0319995880127"
## [1] "2018-04-27 00:00:00 TSLA 1000 @ 19.6053333282471"
## [1] "2018-05-16 00:00:00 TSLA -1000 @ 19.0986671447754"
## [1] "2018-05-31 00:00:00 TSLA 1000 @ 18.9820003509521"
## [1] "2018-06-26 00:00:00 TSLA -1000 @ 22.7999992370605"
## [1] "2018-08-03 00:00:00 TSLA 1000 @ 23.211332321167"
## [1] "2018-08-17 00:00:00 TSLA -1000 @ 20.3666667938232"
## [1] "2018-09-17 00:00:00 TSLA 1000 @ 19.6560001373291"
## [1] "2018-10-08 00:00:00 TSLA -1000 @ 16.7040004730225"
## [1] "2018-10-18 00:00:00 TSLA 1000 @ 17.5939998626709"
## [1] "2018-11-15 00:00:00 TSLA -1000 @ 23.2293338775635"
## [1] "2018-12-07 00:00:00 TSLA 1000 @ 23.8646678924561"
## [1] "2018-12-10 00:00:00 TSLA -1000 @ 24.3433322906494"
## [1] "2018-12-11 00:00:00 TSLA 1000 @ 24.4506664276123"
## [1] "2018-12-18 00:00:00 TSLA -1000 @ 22.4686660766602"
## [1] "2019-01-09 00:00:00 TSLA 1000 @ 22.5686664581299"
## [1] "2019-01-22 00:00:00 TSLA -1000 @ 19.92799949646"
## [1] "2019-02-05 00:00:00 TSLA 1000 @ 21.4233322143555"
## [1] "2019-02-22 00:00:00 TSLA -1000 @ 19.6473331451416"
## [1] "2019-02-28 00:00:00 TSLA 1000 @ 21.3253326416016"
## [1] "2019-03-05 00:00:00 TSLA -1000 @ 18.4360008239746"
## [1] "2019-03-15 00:00:00 TSLA 1000 @ 18.3619995117188"
## [1] "2019-03-18 00:00:00 TSLA -1000 @ 17.9659996032715"
## [1] "2019-03-29 00:00:00 TSLA 1000 @ 18.6573333740234"
## [1] "2019-04-15 00:00:00 TSLA -1000 @ 17.7586669921875"
## [1] "2019-04-17 00:00:00 TSLA 1000 @ 18.0820007324219"
## [1] "2019-04-23 00:00:00 TSLA -1000 @ 17.5933322906494"
## [1] "2019-05-07 00:00:00 TSLA 1000 @ 16.470666885376"
## [1] "2019-05-13 00:00:00 TSLA -1000 @ 15.1339998245239"
## [1] "2019-06-06 00:00:00 TSLA 1000 @ 13.7299995422363"
## [1] "2019-07-26 00:00:00 TSLA -1000 @ 15.2026672363281"
## [1] "2019-09-03 00:00:00 TSLA 1000 @ 15.0006666183472"
## [1] "2019-09-25 00:00:00 TSLA -1000 @ 15.2466669082642"
## [1] "2019-10-02 00:00:00 TSLA 1000 @ 16.208667755127"
## [1] "2019-10-04 00:00:00 TSLA -1000 @ 15.4286670684814"
## [1] "2019-10-11 00:00:00 TSLA 1000 @ 16.5259990692139"
## [1] "2019-11-19 00:00:00 TSLA -1000 @ 23.9680004119873"
## [1] "2019-12-16 00:00:00 TSLA 1000 @ 25.4333324432373"
## [1] "2020-01-29 00:00:00 TSLA -1000 @ 38.732666015625"
## [1] "2020-01-31 00:00:00 TSLA 1000 @ 43.3713340759277"
## [1] "2020-02-13 00:00:00 TSLA -1000 @ 53.5999984741211"
## [1] "2020-02-20 00:00:00 TSLA 1000 @ 59.9606666564941"
## [1] "2020-02-25 00:00:00 TSLA -1000 @ 53.3273315429688"
## [1] "2020-03-30 00:00:00 TSLA 1000 @ 33.4753341674805"
## [1] "2020-05-05 00:00:00 TSLA -1000 @ 51.2140007019043"
## [1] "2020-05-11 00:00:00 TSLA 1000 @ 54.0859985351562"
## [1] "2020-05-13 00:00:00 TSLA -1000 @ 52.7306671142578"
## [1] "2020-06-03 00:00:00 TSLA 1000 @ 58.8639984130859"
## [1] "2020-06-23 00:00:00 TSLA -1000 @ 66.7853317260742"
## [1] "2020-07-02 00:00:00 TSLA 1000 @ 80.5773315429688"
## [1] "2020-07-23 00:00:00 TSLA -1000 @ 100.87133026123"
## [1] "2020-08-18 00:00:00 TSLA 1000 @ 125.805999755859"
## [1] "2020-09-04 00:00:00 TSLA -1000 @ 139.440002441406"
## [1] "2020-10-14 00:00:00 TSLA 1000 @ 153.766662597656"
## [1] "2020-10-20 00:00:00 TSLA -1000 @ 140.646667480469"
## [1] "2020-11-06 00:00:00 TSLA 1000 @ 143.316665649414"
## [1] "2020-11-11 00:00:00 TSLA -1000 @ 139.043334960938"
## [1] "2020-11-18 00:00:00 TSLA 1000 @ 162.213333129883"
## [1] "2020-12-16 00:00:00 TSLA -1000 @ 207.589996337891"
## [1] "2020-12-21 00:00:00 TSLA 1000 @ 216.619995117188"
## [1] "2020-12-22 00:00:00 TSLA -1000 @ 213.446670532227"
## [1] "2021-01-05 00:00:00 TSLA 1000 @ 245.036666870117"
## [1] "2021-01-20 00:00:00 TSLA -1000 @ 283.483337402344"
## [1] "2021-03-15 00:00:00 TSLA 1000 @ 235.979995727539"
## [1] "2021-03-26 00:00:00 TSLA -1000 @ 206.236663818359"
## [1] "2021-04-01 00:00:00 TSLA 1000 @ 220.58332824707"
## [1] "2021-04-29 00:00:00 TSLA -1000 @ 225.66667175293"
## [1] "2021-05-26 00:00:00 TSLA 1000 @ 206.376663208008"
## [1] "2021-07-09 00:00:00 TSLA -1000 @ 218.983337402344"
## [1] "2021-07-13 00:00:00 TSLA 1000 @ 222.846664428711"
## [1] "2021-07-15 00:00:00 TSLA -1000 @ 216.866668701172"
## [1] "2021-08-02 00:00:00 TSLA 1000 @ 236.556671142578"
## [1] "2021-08-17 00:00:00 TSLA -1000 @ 221.903335571289"
## [1] "2021-08-31 00:00:00 TSLA 1000 @ 245.240005493164"
## [1] "2021-09-21 00:00:00 TSLA -1000 @ 246.460006713867"
## [1] "2021-09-28 00:00:00 TSLA 1000 @ 259.186676025391"
## [1] "2021-10-06 00:00:00 TSLA -1000 @ 260.916656494141"
## [1] "2021-10-08 00:00:00 TSLA 1000 @ 261.829986572266"
## [1] "2021-10-11 00:00:00 TSLA -1000 @ 263.980010986328"
## [1] "2021-10-13 00:00:00 TSLA 1000 @ 270.359985351562"
## [1] "2021-11-10 00:00:00 TSLA -1000 @ 355.983337402344"
## [1] "2021-12-27 00:00:00 TSLA 1000 @ 364.646667480469"
## [1] "2022-01-11 00:00:00 TSLA -1000 @ 354.799987792969"
## [1] "2022-01-13 00:00:00 TSLA 1000 @ 343.853332519531"
## [1] "2022-01-14 00:00:00 TSLA -1000 @ 349.869995117188"
## [1] "2022-02-09 00:00:00 TSLA 1000 @ 310.666656494141"
## [1] "2022-02-14 00:00:00 TSLA -1000 @ 291.920013427734"
## [1] "2022-02-16 00:00:00 TSLA 1000 @ 307.796661376953"
## [1] "2022-02-22 00:00:00 TSLA -1000 @ 273.843322753906"
## [1] "2022-03-02 00:00:00 TSLA 1000 @ 293.296661376953"
## [1] "2022-03-15 00:00:00 TSLA -1000 @ 267.296661376953"
## [1] "2022-03-17 00:00:00 TSLA 1000 @ 290.533325195312"
## [1] "2022-04-11 00:00:00 TSLA -1000 @ 325.309997558594"
## [1] "2022-05-31 00:00:00 TSLA 1000 @ 252.753326416016"
## [1] "2022-06-15 00:00:00 TSLA -1000 @ 233"
## [1] "2022-06-16 00:00:00 TSLA 1000 @ 213.100006103516"
## [1] "2022-06-17 00:00:00 TSLA -1000 @ 216.759994506836"
## [1] "2022-06-22 00:00:00 TSLA 1000 @ 236.086669921875"
## [1] "2022-08-11 00:00:00 TSLA -1000 @ 286.630004882812"
## [1] "2022-08-16 00:00:00 TSLA 1000 @ 306.563323974609"
## [1] "2022-08-18 00:00:00 TSLA -1000 @ 302.869995117188"
## [1] "2022-09-13 00:00:00 TSLA 1000 @ 292.130004882812"
## [1] "2022-09-23 00:00:00 TSLA -1000 @ 275.329986572266"
## [1] "2022-10-26 00:00:00 TSLA 1000 @ 224.639999389648"
## [1] "2022-11-08 00:00:00 TSLA -1000 @ 191.300003051758"
## [1] "2022-11-28 00:00:00 TSLA 1000 @ 182.919998168945"
## [1] "2022-12-13 00:00:00 TSLA -1000 @ 160.949996948242"
## [1] "2023-01-11 00:00:00 TSLA 1000 @ 123.220001220703"
## [1] "2023-02-22 00:00:00 TSLA -1000 @ 200.860000610352"
## [1] "2023-03-23 00:00:00 TSLA 1000 @ 192.220001220703"
## [1] "2023-04-06 00:00:00 TSLA -1000 @ 185.059997558594"
## [1] "2023-05-08 00:00:00 TSLA 1000 @ 171.789993286133"
## [1] "2023-06-26 00:00:00 TSLA -1000 @ 241.050003051758"
## [1] "2023-08-28 00:00:00 TSLA 1000 @ 238.820007324219"
## [1] "2023-09-22 00:00:00 TSLA -1000 @ 244.880004882812"
## [1] "2023-10-06 00:00:00 TSLA 1000 @ 260.529998779297"
## [1] "2023-10-17 00:00:00 TSLA -1000 @ 254.850006103516"
## [1] "2023-11-07 00:00:00 TSLA 1000 @ 222.179992675781"
## [1] "2023-12-13 00:00:00 TSLA -1000 @ 239.289993286133"
## [1] "2023-12-15 00:00:00 TSLA 1000 @ 253.5"
## [1] "2024-01-02 00:00:00 TSLA -1000 @ 248.419998168945"
## [1] "2024-02-09 00:00:00 TSLA 1000 @ 193.570007324219"
## [1] "2024-03-06 00:00:00 TSLA -1000 @ 176.539993286133"
## [1] "2024-03-22 00:00:00 TSLA 1000 @ 170.830001831055"
## [1] "2024-04-17 00:00:00 TSLA -1000 @ 155.449996948242"
## [1] "2024-04-26 00:00:00 TSLA 1000 @ 168.289993286133"
## [1] "2024-05-14 00:00:00 TSLA -1000 @ 177.550003051758"
## [1] "2024-05-15 00:00:00 TSLA 1000 @ 173.990005493164"
## [1] "2024-05-30 00:00:00 TSLA -1000 @ 178.789993286133"
## [1] "2024-06-14 00:00:00 TSLA 1000 @ 178.009994506836"
## [1] "2024-07-19 00:00:00 TSLA -1000 @ 239.199996948242"
## [1] "2024-08-19 00:00:00 TSLA 1000 @ 222.720001220703"
## [1] "2024-08-29 00:00:00 TSLA -1000 @ 206.279998779297"
## [1] "2024-09-05 00:00:00 TSLA 1000 @ 230.169998168945"
## [1] "2024-10-04 00:00:00 TSLA -1000 @ 250.080001831055"
## [1] "2024-10-25 00:00:00 TSLA 1000 @ 269.190002441406"
## [1] "2024-11-27 00:00:00 TSLA -1000 @ 332.890014648438"
## [1] "2024-12-09 00:00:00 TSLA 1000 @ 389.790008544922"
## [1] "2024-12-23 00:00:00 TSLA -1000 @ 430.600006103516"
## [1] "2025-03-24 00:00:00 TSLA 1000 @ 278.390014648438"
## [1] "2025-04-09 00:00:00 TSLA -1000 @ 272.200012207031"
## [1] "2025-04-10 00:00:00 TSLA 1000 @ 252.399993896484"
## [1] "2025-04-22 00:00:00 TSLA -1000 @ 237.970001220703"
## [1] "2025-04-24 00:00:00 TSLA 1000 @ 259.510009765625"
## 测试参数组合 9/27: nFast=16, nSlow=30, nSig=7
## 策略环境已重置
## [1] "2010-08-25 00:00:00 TSLA 1000 @ 1.3266669511795"
## [1] "2010-09-23 00:00:00 TSLA -1000 @ 1.30400002002716"
## [1] "2010-09-30 00:00:00 TSLA 1000 @ 1.36066699028015"
## [1] "2010-10-04 00:00:00 TSLA -1000 @ 1.39933300018311"
## [1] "2010-10-06 00:00:00 TSLA 1000 @ 1.3639999628067"
## [1] "2010-10-07 00:00:00 TSLA -1000 @ 1.36199998855591"
## [1] "2010-10-26 00:00:00 TSLA 1000 @ 1.42400002479553"
## [1] "2010-12-03 00:00:00 TSLA -1000 @ 2.09933304786682"
## [1] "2011-02-09 00:00:00 TSLA 1000 @ 1.54733300209045"
## [1] "2011-02-24 00:00:00 TSLA -1000 @ 1.50199997425079"
## [1] "2011-02-28 00:00:00 TSLA 1000 @ 1.59266698360443"
## [1] "2011-03-17 00:00:00 TSLA -1000 @ 1.52066695690155"
## [1] "2011-03-30 00:00:00 TSLA 1000 @ 1.58066701889038"
## [1] "2011-04-15 00:00:00 TSLA -1000 @ 1.70533299446106"
## [1] "2011-04-25 00:00:00 TSLA 1000 @ 1.75933301448822"
## [1] "2011-05-06 00:00:00 TSLA -1000 @ 1.80799996852875"
## [1] "2011-05-10 00:00:00 TSLA 1000 @ 1.88866698741913"
## [1] "2011-05-16 00:00:00 TSLA -1000 @ 1.77333295345306"
## [1] "2011-05-26 00:00:00 TSLA 1000 @ 1.96533298492432"
## [1] "2011-06-08 00:00:00 TSLA -1000 @ 1.80799996852875"
## [1] "2011-06-30 00:00:00 TSLA 1000 @ 1.94200003147125"
## [1] "2011-07-15 00:00:00 TSLA -1000 @ 1.83866703510284"
## [1] "2011-07-25 00:00:00 TSLA 1000 @ 1.89933300018311"
## [1] "2011-07-27 00:00:00 TSLA -1000 @ 1.84266698360443"
## [1] "2011-08-31 00:00:00 TSLA 1000 @ 1.64933300018311"
## [1] "2011-10-04 00:00:00 TSLA -1000 @ 1.57733297348022"
## [1] "2011-10-07 00:00:00 TSLA 1000 @ 1.79933297634125"
## [1] "2011-11-22 00:00:00 TSLA -1000 @ 2.13800001144409"
## [1] "2011-12-07 00:00:00 TSLA 1000 @ 2.27933311462402"
## [1] "2011-12-09 00:00:00 TSLA -1000 @ 2.06933307647705"
## [1] "2012-01-13 00:00:00 TSLA 1000 @ 1.51933300495148"
## [1] "2012-01-17 00:00:00 TSLA -1000 @ 1.77333295345306"
## [1] "2012-01-24 00:00:00 TSLA 1000 @ 1.82799994945526"
## [1] "2012-03-01 00:00:00 TSLA -1000 @ 2.29399991035461"
## [1] "2012-03-14 00:00:00 TSLA 1000 @ 2.35266709327698"
## [1] "2012-03-16 00:00:00 TSLA -1000 @ 2.35466694831848"
## [1] "2012-03-28 00:00:00 TSLA 1000 @ 2.52333307266235"
## [1] "2012-04-05 00:00:00 TSLA -1000 @ 2.29866695404053"
## [1] "2012-05-02 00:00:00 TSLA 1000 @ 2.26266694068909"
## [1] "2012-05-07 00:00:00 TSLA -1000 @ 2.16466689109802"
## [1] "2012-05-25 00:00:00 TSLA 1000 @ 1.98733305931091"
## [1] "2012-06-04 00:00:00 TSLA -1000 @ 1.85866701602936"
## [1] "2012-06-11 00:00:00 TSLA 1000 @ 1.94133305549622"
## [1] "2012-07-05 00:00:00 TSLA -1000 @ 2.08200001716614"
## [1] "2012-07-13 00:00:00 TSLA 1000 @ 2.28333306312561"
## [1] "2012-07-24 00:00:00 TSLA -1000 @ 1.98933303356171"
## [1] "2012-08-10 00:00:00 TSLA 1000 @ 1.99600005149841"
## [1] "2012-08-29 00:00:00 TSLA -1000 @ 1.89400005340576"
## [1] "2012-09-10 00:00:00 TSLA 1000 @ 1.82466697692871"
## [1] "2012-09-11 00:00:00 TSLA -1000 @ 1.85333299636841"
## [1] "2012-09-14 00:00:00 TSLA 1000 @ 2.02600002288818"
## [1] "2012-09-27 00:00:00 TSLA -1000 @ 1.89933300018311"
## [1] "2012-11-02 00:00:00 TSLA 1000 @ 1.92799997329712"
## [1] "2012-12-14 00:00:00 TSLA -1000 @ 2.25399994850159"
## [1] "2013-01-23 00:00:00 TSLA 1000 @ 2.40000009536743"
## [1] "2013-02-14 00:00:00 TSLA -1000 @ 2.55133295059204"
## [1] "2013-03-08 00:00:00 TSLA 1000 @ 2.56466698646545"
## [1] "2013-03-18 00:00:00 TSLA -1000 @ 2.34333300590515"
## [1] "2013-03-27 00:00:00 TSLA 1000 @ 2.54399991035461"
## [1] "2013-06-03 00:00:00 TSLA -1000 @ 6.17266702651978"
## [1] "2013-07-03 00:00:00 TSLA 1000 @ 7.68266677856445"
## [1] "2013-07-17 00:00:00 TSLA -1000 @ 8.01666736602783"
## [1] "2013-08-01 00:00:00 TSLA 1000 @ 9.03666687011719"
## [1] "2013-08-15 00:00:00 TSLA -1000 @ 9.31133270263672"
## [1] "2013-08-26 00:00:00 TSLA 1000 @ 10.9479999542236"
## [1] "2013-09-09 00:00:00 TSLA -1000 @ 10.7133331298828"
## [1] "2013-09-24 00:00:00 TSLA 1000 @ 12.1553325653076"
## [1] "2013-10-03 00:00:00 TSLA -1000 @ 11.5539999008179"
## [1] "2013-12-04 00:00:00 TSLA 1000 @ 9.26333332061768"
## [1] "2014-01-13 00:00:00 TSLA -1000 @ 9.28933334350586"
## [1] "2014-01-15 00:00:00 TSLA 1000 @ 10.9420003890991"
## [1] "2014-02-06 00:00:00 TSLA -1000 @ 11.8920001983643"
## [1] "2014-02-10 00:00:00 TSLA 1000 @ 13.1040000915527"
## [1] "2014-03-11 00:00:00 TSLA -1000 @ 15.6273326873779"
## [1] "2014-05-01 00:00:00 TSLA 1000 @ 13.8486671447754"
## [1] "2014-05-09 00:00:00 TSLA -1000 @ 12.1506671905518"
## [1] "2014-05-21 00:00:00 TSLA 1000 @ 13.296667098999"
## [1] "2014-07-08 00:00:00 TSLA -1000 @ 14.6046667098999"
## [1] "2014-07-31 00:00:00 TSLA 1000 @ 14.8866672515869"
## [1] "2014-08-01 00:00:00 TSLA -1000 @ 15.5513334274292"
## [1] "2014-08-04 00:00:00 TSLA 1000 @ 15.9013328552246"
## [1] "2014-08-25 00:00:00 TSLA -1000 @ 17.5033321380615"
## [1] "2014-09-02 00:00:00 TSLA 1000 @ 18.941333770752"
## [1] "2014-09-12 00:00:00 TSLA -1000 @ 18.6133327484131"
## [1] "2014-10-09 00:00:00 TSLA 1000 @ 17.1340007781982"
## [1] "2014-10-13 00:00:00 TSLA -1000 @ 14.9726667404175"
## [1] "2014-10-29 00:00:00 TSLA 1000 @ 15.8733329772949"
## [1] "2014-12-01 00:00:00 TSLA -1000 @ 15.4426670074463"
## [1] "2014-12-23 00:00:00 TSLA 1000 @ 14.7313327789307"
## [1] "2015-01-09 00:00:00 TSLA -1000 @ 13.7773332595825"
## [1] "2015-01-27 00:00:00 TSLA 1000 @ 13.7320003509521"
## [1] "2015-02-18 00:00:00 TSLA -1000 @ 13.6306667327881"
## [1] "2015-02-20 00:00:00 TSLA 1000 @ 14.4739999771118"
## [1] "2015-02-25 00:00:00 TSLA -1000 @ 13.5839996337891"
## [1] "2015-03-19 00:00:00 TSLA 1000 @ 13.0433330535889"
## [1] "2015-03-30 00:00:00 TSLA -1000 @ 12.7046670913696"
## [1] "2015-04-07 00:00:00 TSLA 1000 @ 13.5500001907349"
## [1] "2015-05-22 00:00:00 TSLA -1000 @ 16.5153331756592"
## [1] "2015-06-22 00:00:00 TSLA 1000 @ 17.3193321228027"
## [1] "2015-06-23 00:00:00 TSLA -1000 @ 17.8446674346924"
## [1] "2015-06-24 00:00:00 TSLA 1000 @ 17.67799949646"
## [1] "2015-06-30 00:00:00 TSLA -1000 @ 17.8840007781982"
## [1] "2015-07-06 00:00:00 TSLA 1000 @ 18.6480007171631"
## [1] "2015-07-09 00:00:00 TSLA -1000 @ 17.1946678161621"
## [1] "2015-07-21 00:00:00 TSLA 1000 @ 17.7846660614014"
## [1] "2015-07-22 00:00:00 TSLA -1000 @ 17.8579998016357"
## [1] "2015-08-20 00:00:00 TSLA 1000 @ 16.1453323364258"
## [1] "2015-08-21 00:00:00 TSLA -1000 @ 15.3846673965454"
## [1] "2015-09-01 00:00:00 TSLA 1000 @ 15.9086666107178"
## [1] "2015-09-30 00:00:00 TSLA -1000 @ 16.5599994659424"
## [1] "2015-11-05 00:00:00 TSLA 1000 @ 15.4513330459595"
## [1] "2015-12-14 00:00:00 TSLA -1000 @ 14.5719995498657"
## [1] "2015-12-17 00:00:00 TSLA 1000 @ 15.5593328475952"
## [1] "2016-01-06 00:00:00 TSLA -1000 @ 14.6026668548584"
## [1] "2016-02-22 00:00:00 TSLA 1000 @ 11.8493328094482"
## [1] "2016-04-14 00:00:00 TSLA -1000 @ 16.7906665802002"
## [1] "2016-05-25 00:00:00 TSLA 1000 @ 14.6386671066284"
## [1] "2016-06-16 00:00:00 TSLA -1000 @ 14.5286674499512"
## [1] "2016-07-05 00:00:00 TSLA 1000 @ 14.2653331756592"
## [1] "2016-08-09 00:00:00 TSLA -1000 @ 15.2720003128052"
## [1] "2016-09-20 00:00:00 TSLA 1000 @ 13.6426668167114"
## [1] "2016-10-11 00:00:00 TSLA -1000 @ 13.3400001525879"
## [1] "2016-10-20 00:00:00 TSLA 1000 @ 13.2733325958252"
## [1] "2016-11-02 00:00:00 TSLA -1000 @ 12.5346670150757"
## [1] "2016-11-23 00:00:00 TSLA 1000 @ 12.8760004043579"
## [1] "2016-12-05 00:00:00 TSLA -1000 @ 12.453332901001"
## [1] "2016-12-07 00:00:00 TSLA 1000 @ 12.8766670227051"
## [1] "2017-02-02 00:00:00 TSLA -1000 @ 16.7700004577637"
## [1] "2017-02-10 00:00:00 TSLA 1000 @ 17.9486675262451"
## [1] "2017-02-21 00:00:00 TSLA -1000 @ 18.4926662445068"
## [1] "2017-03-20 00:00:00 TSLA 1000 @ 17.461332321167"
## [1] "2017-03-22 00:00:00 TSLA -1000 @ 17.0006675720215"
## [1] "2017-03-27 00:00:00 TSLA 1000 @ 18.0146675109863"
## [1] "2017-04-21 00:00:00 TSLA -1000 @ 20.3733329772949"
## [1] "2017-05-31 00:00:00 TSLA 1000 @ 22.7339992523193"
## [1] "2017-06-27 00:00:00 TSLA -1000 @ 24.1580009460449"
## [1] "2017-07-26 00:00:00 TSLA 1000 @ 22.9233322143555"
## [1] "2017-08-02 00:00:00 TSLA -1000 @ 21.7259998321533"
## [1] "2017-08-04 00:00:00 TSLA 1000 @ 23.7940006256104"
## [1] "2017-08-22 00:00:00 TSLA -1000 @ 22.7566661834717"
## [1] "2017-09-05 00:00:00 TSLA 1000 @ 23.3059997558594"
## [1] "2017-09-06 00:00:00 TSLA -1000 @ 22.9686660766602"
## [1] "2017-09-12 00:00:00 TSLA 1000 @ 24.1833324432373"
## [1] "2017-09-25 00:00:00 TSLA -1000 @ 22.9993324279785"
## [1] "2017-10-13 00:00:00 TSLA 1000 @ 23.7046661376953"
## [1] "2017-10-23 00:00:00 TSLA -1000 @ 22.4680004119873"
## [1] "2017-11-17 00:00:00 TSLA 1000 @ 21.0033321380615"
## [1] "2017-12-28 00:00:00 TSLA -1000 @ 21.0240001678467"
## [1] "2018-01-09 00:00:00 TSLA 1000 @ 22.246000289917"
## [1] "2018-02-05 00:00:00 TSLA -1000 @ 22.208667755127"
## [1] "2018-02-23 00:00:00 TSLA 1000 @ 23.4699993133545"
## [1] "2018-03-06 00:00:00 TSLA -1000 @ 21.8799991607666"
## [1] "2018-03-14 00:00:00 TSLA 1000 @ 21.775333404541"
## [1] "2018-03-15 00:00:00 TSLA -1000 @ 21.7066669464111"
## [1] "2018-04-09 00:00:00 TSLA 1000 @ 19.3106670379639"
## [1] "2018-05-17 00:00:00 TSLA -1000 @ 18.9693336486816"
## [1] "2018-05-31 00:00:00 TSLA 1000 @ 18.9820003509521"
## [1] "2018-06-27 00:00:00 TSLA -1000 @ 22.966667175293"
## [1] "2018-08-03 00:00:00 TSLA 1000 @ 23.211332321167"
## [1] "2018-08-20 00:00:00 TSLA -1000 @ 20.5626678466797"
## [1] "2018-09-18 00:00:00 TSLA 1000 @ 18.9973335266113"
## [1] "2018-09-19 00:00:00 TSLA -1000 @ 19.9346675872803"
## [1] "2018-09-20 00:00:00 TSLA 1000 @ 19.8886661529541"
## [1] "2018-10-08 00:00:00 TSLA -1000 @ 16.7040004730225"
## [1] "2018-10-24 00:00:00 TSLA 1000 @ 19.2333335876465"
## [1] "2018-11-23 00:00:00 TSLA -1000 @ 21.7220001220703"
## [1] "2018-12-11 00:00:00 TSLA 1000 @ 24.4506664276123"
## [1] "2018-12-18 00:00:00 TSLA -1000 @ 22.4686660766602"
## [1] "2019-01-10 00:00:00 TSLA 1000 @ 22.9979991912842"
## [1] "2019-01-22 00:00:00 TSLA -1000 @ 19.92799949646"
## [1] "2019-02-05 00:00:00 TSLA 1000 @ 21.4233322143555"
## [1] "2019-02-22 00:00:00 TSLA -1000 @ 19.6473331451416"
## [1] "2019-02-28 00:00:00 TSLA 1000 @ 21.3253326416016"
## [1] "2019-03-05 00:00:00 TSLA -1000 @ 18.4360008239746"
## [1] "2019-03-15 00:00:00 TSLA 1000 @ 18.3619995117188"
## [1] "2019-03-18 00:00:00 TSLA -1000 @ 17.9659996032715"
## [1] "2019-03-29 00:00:00 TSLA 1000 @ 18.6573333740234"
## [1] "2019-04-16 00:00:00 TSLA -1000 @ 18.2240009307861"
## [1] "2019-04-17 00:00:00 TSLA 1000 @ 18.0820007324219"
## [1] "2019-04-24 00:00:00 TSLA -1000 @ 17.2439994812012"
## [1] "2019-05-08 00:00:00 TSLA 1000 @ 16.3226661682129"
## [1] "2019-05-10 00:00:00 TSLA -1000 @ 15.9680004119873"
## [1] "2019-06-07 00:00:00 TSLA 1000 @ 13.6333332061768"
## [1] "2019-07-26 00:00:00 TSLA -1000 @ 15.2026672363281"
## [1] "2019-09-04 00:00:00 TSLA 1000 @ 14.7119998931885"
## [1] "2019-09-25 00:00:00 TSLA -1000 @ 15.2466669082642"
## [1] "2019-10-01 00:00:00 TSLA 1000 @ 16.3126678466797"
## [1] "2019-10-04 00:00:00 TSLA -1000 @ 15.4286670684814"
## [1] "2019-10-11 00:00:00 TSLA 1000 @ 16.5259990692139"
## [1] "2019-11-21 00:00:00 TSLA -1000 @ 23.6553325653076"
## [1] "2019-12-17 00:00:00 TSLA 1000 @ 25.2660007476807"
## [1] "2020-02-18 00:00:00 TSLA -1000 @ 57.2266654968262"
## [1] "2020-02-19 00:00:00 TSLA 1000 @ 61.1613311767578"
## [1] "2020-02-25 00:00:00 TSLA -1000 @ 53.3273315429688"
## [1] "2020-04-01 00:00:00 TSLA 1000 @ 32.1040000915527"
## [1] "2020-04-03 00:00:00 TSLA -1000 @ 32.0006675720215"
## [1] "2020-04-07 00:00:00 TSLA 1000 @ 36.3633346557617"
## [1] "2020-05-14 00:00:00 TSLA -1000 @ 53.5553321838379"
## [1] "2020-06-03 00:00:00 TSLA 1000 @ 58.8639984130859"
## [1] "2020-06-05 00:00:00 TSLA -1000 @ 59.0439987182617"
## [1] "2020-06-09 00:00:00 TSLA 1000 @ 62.7113342285156"
## [1] "2020-06-23 00:00:00 TSLA -1000 @ 66.7853317260742"
## [1] "2020-07-02 00:00:00 TSLA 1000 @ 80.5773315429688"
## [1] "2020-07-24 00:00:00 TSLA -1000 @ 94.466667175293"
## [1] "2020-08-18 00:00:00 TSLA 1000 @ 125.805999755859"
## [1] "2020-09-04 00:00:00 TSLA -1000 @ 139.440002441406"
## [1] "2020-10-15 00:00:00 TSLA 1000 @ 149.626663208008"
## [1] "2020-10-19 00:00:00 TSLA -1000 @ 143.610000610352"
## [1] "2020-11-18 00:00:00 TSLA 1000 @ 162.213333129883"
## [1] "2020-12-17 00:00:00 TSLA -1000 @ 218.633331298828"
## [1] "2020-12-21 00:00:00 TSLA 1000 @ 216.619995117188"
## [1] "2020-12-22 00:00:00 TSLA -1000 @ 213.446670532227"
## [1] "2021-01-06 00:00:00 TSLA 1000 @ 251.99333190918"
## [1] "2021-01-21 00:00:00 TSLA -1000 @ 281.663330078125"
## [1] "2021-03-16 00:00:00 TSLA 1000 @ 225.626663208008"
## [1] "2021-03-25 00:00:00 TSLA -1000 @ 213.463333129883"
## [1] "2021-04-01 00:00:00 TSLA 1000 @ 220.58332824707"
## [1] "2021-04-29 00:00:00 TSLA -1000 @ 225.66667175293"
## [1] "2021-05-27 00:00:00 TSLA 1000 @ 210.283340454102"
## [1] "2021-07-15 00:00:00 TSLA -1000 @ 216.866668701172"
## [1] "2021-08-02 00:00:00 TSLA 1000 @ 236.556671142578"
## [1] "2021-08-18 00:00:00 TSLA -1000 @ 229.663330078125"
## [1] "2021-08-31 00:00:00 TSLA 1000 @ 245.240005493164"
## [1] "2021-09-21 00:00:00 TSLA -1000 @ 246.460006713867"
## [1] "2021-09-28 00:00:00 TSLA 1000 @ 259.186676025391"
## [1] "2021-10-07 00:00:00 TSLA -1000 @ 264.536682128906"
## [1] "2021-10-08 00:00:00 TSLA 1000 @ 261.829986572266"
## [1] "2021-10-11 00:00:00 TSLA -1000 @ 263.980010986328"
## [1] "2021-10-13 00:00:00 TSLA 1000 @ 270.359985351562"
## [1] "2021-11-10 00:00:00 TSLA -1000 @ 355.983337402344"
## [1] "2021-12-28 00:00:00 TSLA 1000 @ 362.823333740234"
## [1] "2022-01-12 00:00:00 TSLA -1000 @ 368.739990234375"
## [1] "2022-01-13 00:00:00 TSLA 1000 @ 343.853332519531"
## [1] "2022-01-14 00:00:00 TSLA -1000 @ 349.869995117188"
## [1] "2022-02-10 00:00:00 TSLA 1000 @ 301.516662597656"
## [1] "2022-02-14 00:00:00 TSLA -1000 @ 291.920013427734"
## [1] "2022-02-16 00:00:00 TSLA 1000 @ 307.796661376953"
## [1] "2022-02-22 00:00:00 TSLA -1000 @ 273.843322753906"
## [1] "2022-03-02 00:00:00 TSLA 1000 @ 293.296661376953"
## [1] "2022-03-15 00:00:00 TSLA -1000 @ 267.296661376953"
## [1] "2022-03-17 00:00:00 TSLA 1000 @ 290.533325195312"
## [1] "2022-04-12 00:00:00 TSLA -1000 @ 328.983337402344"
## [1] "2022-06-01 00:00:00 TSLA 1000 @ 246.789993286133"
## [1] "2022-06-17 00:00:00 TSLA -1000 @ 216.759994506836"
## [1] "2022-06-22 00:00:00 TSLA 1000 @ 236.086669921875"
## [1] "2022-08-12 00:00:00 TSLA -1000 @ 300.029998779297"
## [1] "2022-08-15 00:00:00 TSLA 1000 @ 309.320007324219"
## [1] "2022-08-19 00:00:00 TSLA -1000 @ 296.666656494141"
## [1] "2022-09-13 00:00:00 TSLA 1000 @ 292.130004882812"
## [1] "2022-09-23 00:00:00 TSLA -1000 @ 275.329986572266"
## [1] "2022-10-27 00:00:00 TSLA 1000 @ 225.089996337891"
## [1] "2022-11-08 00:00:00 TSLA -1000 @ 191.300003051758"
## [1] "2022-11-29 00:00:00 TSLA 1000 @ 180.830001831055"
## [1] "2022-12-14 00:00:00 TSLA -1000 @ 156.800003051758"
## [1] "2023-01-12 00:00:00 TSLA 1000 @ 123.559997558594"
## [1] "2023-02-23 00:00:00 TSLA -1000 @ 202.070007324219"
## [1] "2023-03-30 00:00:00 TSLA 1000 @ 195.279998779297"
## [1] "2023-04-06 00:00:00 TSLA -1000 @ 185.059997558594"
## [1] "2023-05-09 00:00:00 TSLA 1000 @ 169.149993896484"
## [1] "2023-06-27 00:00:00 TSLA -1000 @ 250.210006713867"
## [1] "2023-08-29 00:00:00 TSLA 1000 @ 257.179992675781"
## [1] "2023-09-25 00:00:00 TSLA -1000 @ 246.990005493164"
## [1] "2023-10-06 00:00:00 TSLA 1000 @ 260.529998779297"
## [1] "2023-10-17 00:00:00 TSLA -1000 @ 254.850006103516"
## [1] "2023-11-08 00:00:00 TSLA 1000 @ 222.110000610352"
## [1] "2024-01-03 00:00:00 TSLA -1000 @ 238.449996948242"
## [1] "2024-02-12 00:00:00 TSLA 1000 @ 188.130004882812"
## [1] "2024-03-07 00:00:00 TSLA -1000 @ 178.649993896484"
## [1] "2024-03-25 00:00:00 TSLA 1000 @ 172.630004882812"
## [1] "2024-04-17 00:00:00 TSLA -1000 @ 155.449996948242"
## [1] "2024-04-26 00:00:00 TSLA 1000 @ 168.289993286133"
## [1] "2024-06-04 00:00:00 TSLA -1000 @ 174.770004272461"
## [1] "2024-06-14 00:00:00 TSLA 1000 @ 178.009994506836"
## [1] "2024-07-22 00:00:00 TSLA -1000 @ 251.509994506836"
## [1] "2024-08-20 00:00:00 TSLA 1000 @ 221.100006103516"
## [1] "2024-08-29 00:00:00 TSLA -1000 @ 206.279998779297"
## [1] "2024-09-05 00:00:00 TSLA 1000 @ 230.169998168945"
## [1] "2024-10-07 00:00:00 TSLA -1000 @ 240.830001831055"
## [1] "2024-10-28 00:00:00 TSLA 1000 @ 262.510009765625"
## [1] "2024-11-29 00:00:00 TSLA -1000 @ 345.160003662109"
## [1] "2024-12-09 00:00:00 TSLA 1000 @ 389.790008544922"
## [1] "2024-12-23 00:00:00 TSLA -1000 @ 430.600006103516"
## [1] "2025-03-25 00:00:00 TSLA 1000 @ 288.140014648438"
## [1] "2025-04-09 00:00:00 TSLA -1000 @ 272.200012207031"
## [1] "2025-04-10 00:00:00 TSLA 1000 @ 252.399993896484"
## [1] "2025-04-22 00:00:00 TSLA -1000 @ 237.970001220703"
## [1] "2025-04-23 00:00:00 TSLA 1000 @ 250.740005493164"
## 测试参数组合 10/27: nFast=8, nSlow=22, nSig=9
## 策略环境已重置
## [1] "2010-08-24 00:00:00 TSLA 1000 @ 1.27999997138977"
## [1] "2010-09-20 00:00:00 TSLA -1000 @ 1.40400004386902"
## [1] "2010-09-30 00:00:00 TSLA 1000 @ 1.36066699028015"
## [1] "2010-10-04 00:00:00 TSLA -1000 @ 1.39933300018311"
## [1] "2010-10-06 00:00:00 TSLA 1000 @ 1.3639999628067"
## [1] "2010-10-07 00:00:00 TSLA -1000 @ 1.36199998855591"
## [1] "2010-10-22 00:00:00 TSLA 1000 @ 1.38133299350739"
## [1] "2010-12-02 00:00:00 TSLA -1000 @ 2.15666699409485"
## [1] "2011-01-10 00:00:00 TSLA 1000 @ 1.89666700363159"
## [1] "2011-01-14 00:00:00 TSLA -1000 @ 1.71666705608368"
## [1] "2011-01-28 00:00:00 TSLA 1000 @ 1.60066699981689"
## [1] "2011-02-24 00:00:00 TSLA -1000 @ 1.50199997425079"
## [1] "2011-02-28 00:00:00 TSLA 1000 @ 1.59266698360443"
## [1] "2011-03-15 00:00:00 TSLA -1000 @ 1.52999997138977"
## [1] "2011-03-29 00:00:00 TSLA 1000 @ 1.59466695785522"
## [1] "2011-04-13 00:00:00 TSLA -1000 @ 1.66199994087219"
## [1] "2011-04-26 00:00:00 TSLA 1000 @ 1.79533302783966"
## [1] "2011-05-05 00:00:00 TSLA -1000 @ 1.76266694068909"
## [1] "2011-05-11 00:00:00 TSLA 1000 @ 1.8046669960022"
## [1] "2011-05-12 00:00:00 TSLA -1000 @ 1.84466695785522"
## [1] "2011-05-26 00:00:00 TSLA 1000 @ 1.96533298492432"
## [1] "2011-06-08 00:00:00 TSLA -1000 @ 1.80799996852875"
## [1] "2011-06-29 00:00:00 TSLA 1000 @ 1.8860000371933"
## [1] "2011-07-13 00:00:00 TSLA -1000 @ 1.90933299064636"
## [1] "2011-07-25 00:00:00 TSLA 1000 @ 1.89933300018311"
## [1] "2011-07-27 00:00:00 TSLA -1000 @ 1.84266698360443"
## [1] "2011-08-02 00:00:00 TSLA 1000 @ 1.82266700267792"
## [1] "2011-08-03 00:00:00 TSLA -1000 @ 1.81333303451538"
## [1] "2011-08-16 00:00:00 TSLA 1000 @ 1.74000000953674"
## [1] "2011-08-22 00:00:00 TSLA -1000 @ 1.46333301067352"
## [1] "2011-08-30 00:00:00 TSLA 1000 @ 1.64199995994568"
## [1] "2011-09-30 00:00:00 TSLA -1000 @ 1.62600004673004"
## [1] "2011-10-07 00:00:00 TSLA 1000 @ 1.79933297634125"
## [1] "2011-10-24 00:00:00 TSLA -1000 @ 1.90333294868469"
## [1] "2011-10-25 00:00:00 TSLA 1000 @ 1.88333296775818"
## [1] "2011-10-27 00:00:00 TSLA -1000 @ 1.91733300685883"
## [1] "2011-10-31 00:00:00 TSLA 1000 @ 1.95799994468689"
## [1] "2011-11-03 00:00:00 TSLA -1000 @ 2.16400003433228"
## [1] "2011-11-04 00:00:00 TSLA 1000 @ 2.15400004386902"
## [1] "2011-11-21 00:00:00 TSLA -1000 @ 2.11733293533325"
## [1] "2011-12-07 00:00:00 TSLA 1000 @ 2.27933311462402"
## [1] "2011-12-09 00:00:00 TSLA -1000 @ 2.06933307647705"
## [1] "2011-12-30 00:00:00 TSLA 1000 @ 1.90400004386902"
## [1] "2012-01-06 00:00:00 TSLA -1000 @ 1.7940000295639"
## [1] "2012-01-11 00:00:00 TSLA 1000 @ 1.88199996948242"
## [1] "2012-01-17 00:00:00 TSLA -1000 @ 1.77333295345306"
## [1] "2012-01-20 00:00:00 TSLA 1000 @ 1.77333295345306"
## [1] "2012-02-27 00:00:00 TSLA -1000 @ 2.2413330078125"
## [1] "2012-03-14 00:00:00 TSLA 1000 @ 2.35266709327698"
## [1] "2012-03-19 00:00:00 TSLA -1000 @ 2.33200001716614"
## [1] "2012-03-27 00:00:00 TSLA 1000 @ 2.52933311462402"
## [1] "2012-04-05 00:00:00 TSLA -1000 @ 2.29866695404053"
## [1] "2012-04-27 00:00:00 TSLA 1000 @ 2.22266697883606"
## [1] "2012-05-08 00:00:00 TSLA -1000 @ 2.01266694068909"
## [1] "2012-05-24 00:00:00 TSLA 1000 @ 2.01866698265076"
## [1] "2012-06-04 00:00:00 TSLA -1000 @ 1.85866701602936"
## [1] "2012-06-11 00:00:00 TSLA 1000 @ 1.94133305549622"
## [1] "2012-07-02 00:00:00 TSLA -1000 @ 2.02666711807251"
## [1] "2012-07-13 00:00:00 TSLA 1000 @ 2.28333306312561"
## [1] "2012-07-23 00:00:00 TSLA -1000 @ 2.04399991035461"
## [1] "2012-08-08 00:00:00 TSLA 1000 @ 1.93933296203613"
## [1] "2012-08-28 00:00:00 TSLA -1000 @ 1.91266703605652"
## [1] "2012-09-10 00:00:00 TSLA 1000 @ 1.82466697692871"
## [1] "2012-09-11 00:00:00 TSLA -1000 @ 1.85333299636841"
## [1] "2012-09-14 00:00:00 TSLA 1000 @ 2.02600002288818"
## [1] "2012-09-26 00:00:00 TSLA -1000 @ 1.83599996566772"
## [1] "2012-10-24 00:00:00 TSLA 1000 @ 1.82799994945526"
## [1] "2012-10-25 00:00:00 TSLA -1000 @ 1.83466696739197"
## [1] "2012-11-01 00:00:00 TSLA 1000 @ 1.95000004768372"
## [1] "2012-11-28 00:00:00 TSLA -1000 @ 2.21533298492432"
## [1] "2012-11-29 00:00:00 TSLA 1000 @ 2.24600005149841"
## [1] "2012-12-07 00:00:00 TSLA -1000 @ 2.27800011634827"
## [1] "2012-12-12 00:00:00 TSLA 1000 @ 2.35066699981689"
## [1] "2012-12-14 00:00:00 TSLA -1000 @ 2.25399994850159"
## [1] "2013-01-22 00:00:00 TSLA 1000 @ 2.34599995613098"
## [1] "2013-02-13 00:00:00 TSLA -1000 @ 2.56333303451538"
## [1] "2013-03-07 00:00:00 TSLA 1000 @ 2.54866695404053"
## [1] "2013-03-18 00:00:00 TSLA -1000 @ 2.34333300590515"
## [1] "2013-03-26 00:00:00 TSLA 1000 @ 2.5239999294281"
## [1] "2013-05-09 00:00:00 TSLA -1000 @ 4.62666702270508"
## [1] "2013-05-10 00:00:00 TSLA 1000 @ 5.11733293533325"
## [1] "2013-05-23 00:00:00 TSLA -1000 @ 6.18200016021729"
## [1] "2013-05-29 00:00:00 TSLA 1000 @ 6.97533321380615"
## [1] "2013-05-31 00:00:00 TSLA -1000 @ 6.51733303070068"
## [1] "2013-07-02 00:00:00 TSLA 1000 @ 7.85466718673706"
## [1] "2013-07-17 00:00:00 TSLA -1000 @ 8.01666736602783"
## [1] "2013-07-30 00:00:00 TSLA 1000 @ 8.78266716003418"
## [1] "2013-08-15 00:00:00 TSLA -1000 @ 9.31133270263672"
## [1] "2013-08-26 00:00:00 TSLA 1000 @ 10.9479999542236"
## [1] "2013-09-06 00:00:00 TSLA -1000 @ 11.1313333511353"
## [1] "2013-09-23 00:00:00 TSLA 1000 @ 12.0740003585815"
## [1] "2013-10-03 00:00:00 TSLA -1000 @ 11.5539999008179"
## [1] "2013-11-06 00:00:00 TSLA 1000 @ 10.0773334503174"
## [1] "2013-11-07 00:00:00 TSLA -1000 @ 9.31799983978271"
## [1] "2013-11-29 00:00:00 TSLA 1000 @ 8.48533344268799"
## [1] "2014-01-07 00:00:00 TSLA -1000 @ 9.95733261108398"
## [1] "2014-01-15 00:00:00 TSLA 1000 @ 10.9420003890991"
## [1] "2014-02-04 00:00:00 TSLA -1000 @ 11.9153327941895"
## [1] "2014-02-11 00:00:00 TSLA 1000 @ 13.1079998016357"
## [1] "2014-02-20 00:00:00 TSLA -1000 @ 13.9980001449585"
## [1] "2014-02-21 00:00:00 TSLA 1000 @ 13.9733333587646"
## [1] "2014-03-10 00:00:00 TSLA -1000 @ 15.9226665496826"
## [1] "2014-04-23 00:00:00 TSLA 1000 @ 13.8660001754761"
## [1] "2014-05-09 00:00:00 TSLA -1000 @ 12.1506671905518"
## [1] "2014-05-20 00:00:00 TSLA 1000 @ 13.0200004577637"
## [1] "2014-06-11 00:00:00 TSLA -1000 @ 13.6313333511353"
## [1] "2014-06-17 00:00:00 TSLA 1000 @ 15.4446668624878"
## [1] "2014-07-03 00:00:00 TSLA -1000 @ 15.283332824707"
## [1] "2014-07-28 00:00:00 TSLA 1000 @ 14.9879999160767"
## [1] "2014-08-21 00:00:00 TSLA -1000 @ 16.9559993743896"
## [1] "2014-09-03 00:00:00 TSLA 1000 @ 18.746000289917"
## [1] "2014-09-11 00:00:00 TSLA -1000 @ 18.6873321533203"
## [1] "2014-10-07 00:00:00 TSLA 1000 @ 17.304666519165"
## [1] "2014-10-13 00:00:00 TSLA -1000 @ 14.9726667404175"
## [1] "2014-10-24 00:00:00 TSLA 1000 @ 15.6826667785645"
## [1] "2014-10-28 00:00:00 TSLA -1000 @ 16.1846675872803"
## [1] "2014-10-29 00:00:00 TSLA 1000 @ 15.8733329772949"
## [1] "2014-11-24 00:00:00 TSLA -1000 @ 16.4479999542236"
## [1] "2014-12-22 00:00:00 TSLA 1000 @ 14.8400001525879"
## [1] "2015-01-07 00:00:00 TSLA -1000 @ 14.0633325576782"
## [1] "2015-01-26 00:00:00 TSLA 1000 @ 13.7700004577637"
## [1] "2015-02-13 00:00:00 TSLA -1000 @ 13.5846672058105"
## [1] "2015-02-23 00:00:00 TSLA 1000 @ 13.8226671218872"
## [1] "2015-02-24 00:00:00 TSLA -1000 @ 13.6073331832886"
## [1] "2015-03-19 00:00:00 TSLA 1000 @ 13.0433330535889"
## [1] "2015-03-30 00:00:00 TSLA -1000 @ 12.7046670913696"
## [1] "2015-04-07 00:00:00 TSLA 1000 @ 13.5500001907349"
## [1] "2015-05-21 00:00:00 TSLA -1000 @ 16.3746662139893"
## [1] "2015-06-19 00:00:00 TSLA 1000 @ 17.5006675720215"
## [1] "2015-06-30 00:00:00 TSLA -1000 @ 17.8840007781982"
## [1] "2015-07-01 00:00:00 TSLA 1000 @ 17.9433326721191"
## [1] "2015-07-09 00:00:00 TSLA -1000 @ 17.1946678161621"
## [1] "2015-07-21 00:00:00 TSLA 1000 @ 17.7846660614014"
## [1] "2015-07-23 00:00:00 TSLA -1000 @ 17.8133335113525"
## [1] "2015-08-06 00:00:00 TSLA 1000 @ 16.4086666107178"
## [1] "2015-08-07 00:00:00 TSLA -1000 @ 16.1673336029053"
## [1] "2015-08-19 00:00:00 TSLA 1000 @ 17.0166664123535"
## [1] "2015-08-24 00:00:00 TSLA -1000 @ 14.5913333892822"
## [1] "2015-08-31 00:00:00 TSLA 1000 @ 16.6040000915527"
## [1] "2015-09-29 00:00:00 TSLA -1000 @ 16.4433326721191"
## [1] "2015-10-29 00:00:00 TSLA 1000 @ 14.1086673736572"
## [1] "2015-11-16 00:00:00 TSLA -1000 @ 14.28733253479"
## [1] "2015-11-19 00:00:00 TSLA 1000 @ 14.7866668701172"
## [1] "2015-12-10 00:00:00 TSLA -1000 @ 15.1379995346069"
## [1] "2015-12-18 00:00:00 TSLA 1000 @ 15.3640003204346"
## [1] "2015-12-29 00:00:00 TSLA -1000 @ 15.8126668930054"
## [1] "2015-12-30 00:00:00 TSLA 1000 @ 15.8726673126221"
## [1] "2016-01-05 00:00:00 TSLA -1000 @ 14.8953332901001"
## [1] "2016-02-18 00:00:00 TSLA 1000 @ 11.1180000305176"
## [1] "2016-03-28 00:00:00 TSLA -1000 @ 15.3506669998169"
## [1] "2016-04-06 00:00:00 TSLA 1000 @ 17.6946678161621"
## [1] "2016-04-12 00:00:00 TSLA -1000 @ 16.521333694458"
## [1] "2016-05-20 00:00:00 TSLA 1000 @ 14.6853332519531"
## [1] "2016-06-15 00:00:00 TSLA -1000 @ 14.5133333206177"
## [1] "2016-07-01 00:00:00 TSLA 1000 @ 14.4333333969116"
## [1] "2016-08-04 00:00:00 TSLA -1000 @ 15.3739995956421"
## [1] "2016-09-19 00:00:00 TSLA 1000 @ 13.7559995651245"
## [1] "2016-10-10 00:00:00 TSLA -1000 @ 13.3966665267944"
## [1] "2016-10-20 00:00:00 TSLA 1000 @ 13.2733325958252"
## [1] "2016-11-02 00:00:00 TSLA -1000 @ 12.5346670150757"
## [1] "2016-11-22 00:00:00 TSLA 1000 @ 12.7446670532227"
## [1] "2016-12-05 00:00:00 TSLA -1000 @ 12.453332901001"
## [1] "2016-12-08 00:00:00 TSLA 1000 @ 12.8193330764771"
## [1] "2017-01-31 00:00:00 TSLA -1000 @ 16.7953338623047"
## [1] "2017-02-10 00:00:00 TSLA 1000 @ 17.9486675262451"
## [1] "2017-02-21 00:00:00 TSLA -1000 @ 18.4926662445068"
## [1] "2017-03-16 00:00:00 TSLA 1000 @ 17.4699993133545"
## [1] "2017-04-18 00:00:00 TSLA -1000 @ 20.0166664123535"
## [1] "2017-05-12 00:00:00 TSLA 1000 @ 21.6539993286133"
## [1] "2017-05-16 00:00:00 TSLA -1000 @ 21.1340007781982"
## [1] "2017-05-31 00:00:00 TSLA 1000 @ 22.7339992523193"
## [1] "2017-06-21 00:00:00 TSLA -1000 @ 25.0933322906494"
## [1] "2017-07-21 00:00:00 TSLA 1000 @ 21.8933334350586"
## [1] "2017-08-02 00:00:00 TSLA -1000 @ 21.7259998321533"
## [1] "2017-08-04 00:00:00 TSLA 1000 @ 23.7940006256104"
## [1] "2017-08-21 00:00:00 TSLA -1000 @ 22.5240001678467"
## [1] "2017-09-05 00:00:00 TSLA 1000 @ 23.3059997558594"
## [1] "2017-09-06 00:00:00 TSLA -1000 @ 22.9686660766602"
## [1] "2017-09-12 00:00:00 TSLA 1000 @ 24.1833324432373"
## [1] "2017-09-25 00:00:00 TSLA -1000 @ 22.9993324279785"
## [1] "2017-10-09 00:00:00 TSLA 1000 @ 22.8626670837402"
## [1] "2017-10-10 00:00:00 TSLA -1000 @ 23.7059993743896"
## [1] "2017-10-11 00:00:00 TSLA 1000 @ 23.6399993896484"
## [1] "2017-10-23 00:00:00 TSLA -1000 @ 22.4680004119873"
## [1] "2017-11-14 00:00:00 TSLA 1000 @ 20.5799999237061"
## [1] "2017-12-06 00:00:00 TSLA -1000 @ 20.8840007781982"
## [1] "2017-12-07 00:00:00 TSLA 1000 @ 20.7493324279785"
## [1] "2017-12-26 00:00:00 TSLA -1000 @ 21.1526660919189"
## [1] "2018-01-09 00:00:00 TSLA 1000 @ 22.246000289917"
## [1] "2018-01-26 00:00:00 TSLA -1000 @ 22.8566665649414"
## [1] "2018-02-01 00:00:00 TSLA 1000 @ 23.283332824707"
## [1] "2018-02-02 00:00:00 TSLA -1000 @ 22.9166679382324"
## [1] "2018-02-21 00:00:00 TSLA 1000 @ 22.2199993133545"
## [1] "2018-03-05 00:00:00 TSLA -1000 @ 22.2233333587646"
## [1] "2018-03-14 00:00:00 TSLA 1000 @ 21.775333404541"
## [1] "2018-03-15 00:00:00 TSLA -1000 @ 21.7066669464111"
## [1] "2018-04-06 00:00:00 TSLA 1000 @ 19.953332901001"
## [1] "2018-04-26 00:00:00 TSLA -1000 @ 19.0319995880127"
## [1] "2018-04-30 00:00:00 TSLA 1000 @ 19.5933322906494"
## [1] "2018-05-16 00:00:00 TSLA -1000 @ 19.0986671447754"
## [1] "2018-05-31 00:00:00 TSLA 1000 @ 18.9820003509521"
## [1] "2018-06-25 00:00:00 TSLA -1000 @ 22.2006664276123"
## [1] "2018-08-03 00:00:00 TSLA 1000 @ 23.211332321167"
## [1] "2018-08-17 00:00:00 TSLA -1000 @ 20.3666667938232"
## [1] "2018-09-17 00:00:00 TSLA 1000 @ 19.6560001373291"
## [1] "2018-10-01 00:00:00 TSLA -1000 @ 20.7133331298828"
## [1] "2018-10-02 00:00:00 TSLA 1000 @ 20.068000793457"
## [1] "2018-10-05 00:00:00 TSLA -1000 @ 17.4633331298828"
## [1] "2018-10-18 00:00:00 TSLA 1000 @ 17.5939998626709"
## [1] "2018-11-13 00:00:00 TSLA -1000 @ 22.5820007324219"
## [1] "2018-12-07 00:00:00 TSLA 1000 @ 23.8646678924561"
## [1] "2018-12-18 00:00:00 TSLA -1000 @ 22.4686660766602"
## [1] "2019-01-08 00:00:00 TSLA 1000 @ 22.3566665649414"
## [1] "2019-01-22 00:00:00 TSLA -1000 @ 19.92799949646"
## [1] "2019-02-04 00:00:00 TSLA 1000 @ 20.8593330383301"
## [1] "2019-02-22 00:00:00 TSLA -1000 @ 19.6473331451416"
## [1] "2019-02-28 00:00:00 TSLA 1000 @ 21.3253326416016"
## [1] "2019-03-05 00:00:00 TSLA -1000 @ 18.4360008239746"
## [1] "2019-03-14 00:00:00 TSLA 1000 @ 19.3306674957275"
## [1] "2019-03-18 00:00:00 TSLA -1000 @ 17.9659996032715"
## [1] "2019-03-28 00:00:00 TSLA 1000 @ 18.5746669769287"
## [1] "2019-04-12 00:00:00 TSLA -1000 @ 17.8466663360596"
## [1] "2019-04-18 00:00:00 TSLA 1000 @ 18.2173328399658"
## [1] "2019-04-23 00:00:00 TSLA -1000 @ 17.5933322906494"
## [1] "2019-05-07 00:00:00 TSLA 1000 @ 16.470666885376"
## [1] "2019-05-14 00:00:00 TSLA -1000 @ 15.4873332977295"
## [1] "2019-06-06 00:00:00 TSLA 1000 @ 13.7299995422363"
## [1] "2019-07-26 00:00:00 TSLA -1000 @ 15.2026672363281"
## [1] "2019-09-03 00:00:00 TSLA 1000 @ 15.0006666183472"
## [1] "2019-09-25 00:00:00 TSLA -1000 @ 15.2466669082642"
## [1] "2019-10-02 00:00:00 TSLA 1000 @ 16.208667755127"
## [1] "2019-10-04 00:00:00 TSLA -1000 @ 15.4286670684814"
## [1] "2019-10-11 00:00:00 TSLA 1000 @ 16.5259990692139"
## [1] "2019-11-15 00:00:00 TSLA -1000 @ 23.4780006408691"
## [1] "2019-12-13 00:00:00 TSLA 1000 @ 23.8926677703857"
## [1] "2020-01-21 00:00:00 TSLA -1000 @ 36.4799995422363"
## [1] "2020-01-22 00:00:00 TSLA 1000 @ 37.9706687927246"
## [1] "2020-01-28 00:00:00 TSLA -1000 @ 37.7933311462402"
## [1] "2020-01-31 00:00:00 TSLA 1000 @ 43.3713340759277"
## [1] "2020-02-12 00:00:00 TSLA -1000 @ 51.1526679992676"
## [1] "2020-02-20 00:00:00 TSLA 1000 @ 59.9606666564941"
## [1] "2020-02-24 00:00:00 TSLA -1000 @ 55.5859985351562"
## [1] "2020-03-26 00:00:00 TSLA 1000 @ 35.2106666564941"
## [1] "2020-05-04 00:00:00 TSLA -1000 @ 50.7459983825684"
## [1] "2020-06-02 00:00:00 TSLA 1000 @ 58.7706680297852"
## [1] "2020-06-22 00:00:00 TSLA -1000 @ 66.2880020141602"
## [1] "2020-07-02 00:00:00 TSLA 1000 @ 80.5773315429688"
## [1] "2020-07-22 00:00:00 TSLA -1000 @ 106.155334472656"
## [1] "2020-08-17 00:00:00 TSLA 1000 @ 122.375999450684"
## [1] "2020-09-04 00:00:00 TSLA -1000 @ 139.440002441406"
## [1] "2020-09-22 00:00:00 TSLA 1000 @ 141.410003662109"
## [1] "2020-09-23 00:00:00 TSLA -1000 @ 126.786666870117"
## [1] "2020-10-02 00:00:00 TSLA 1000 @ 138.363327026367"
## [1] "2020-10-05 00:00:00 TSLA -1000 @ 141.893325805664"
## [1] "2020-10-13 00:00:00 TSLA 1000 @ 148.883331298828"
## [1] "2020-10-20 00:00:00 TSLA -1000 @ 140.646667480469"
## [1] "2020-11-06 00:00:00 TSLA 1000 @ 143.316665649414"
## [1] "2020-11-13 00:00:00 TSLA -1000 @ 136.16667175293"
## [1] "2020-11-18 00:00:00 TSLA 1000 @ 162.213333129883"
## [1] "2020-12-14 00:00:00 TSLA -1000 @ 213.276672363281"
## [1] "2021-01-05 00:00:00 TSLA 1000 @ 245.036666870117"
## [1] "2021-01-20 00:00:00 TSLA -1000 @ 283.483337402344"
## [1] "2021-03-12 00:00:00 TSLA 1000 @ 231.24333190918"
## [1] "2021-03-29 00:00:00 TSLA -1000 @ 203.763336181641"
## [1] "2021-04-01 00:00:00 TSLA 1000 @ 220.58332824707"
## [1] "2021-04-28 00:00:00 TSLA -1000 @ 231.466659545898"
## [1] "2021-05-25 00:00:00 TSLA 1000 @ 201.563339233398"
## [1] "2021-07-08 00:00:00 TSLA -1000 @ 217.603332519531"
## [1] "2021-07-30 00:00:00 TSLA 1000 @ 229.066665649414"
## [1] "2021-08-17 00:00:00 TSLA -1000 @ 221.903335571289"
## [1] "2021-08-30 00:00:00 TSLA 1000 @ 243.636672973633"
## [1] "2021-09-15 00:00:00 TSLA -1000 @ 251.943328857422"
## [1] "2021-09-17 00:00:00 TSLA 1000 @ 253.163330078125"
## [1] "2021-09-21 00:00:00 TSLA -1000 @ 246.460006713867"
## [1] "2021-09-28 00:00:00 TSLA 1000 @ 259.186676025391"
## [1] "2021-10-06 00:00:00 TSLA -1000 @ 260.916656494141"
## [1] "2021-10-08 00:00:00 TSLA 1000 @ 261.829986572266"
## [1] "2021-10-11 00:00:00 TSLA -1000 @ 263.980010986328"
## [1] "2021-10-13 00:00:00 TSLA 1000 @ 270.359985351562"
## [1] "2021-11-10 00:00:00 TSLA -1000 @ 355.983337402344"
## [1] "2021-12-27 00:00:00 TSLA 1000 @ 364.646667480469"
## [1] "2022-01-10 00:00:00 TSLA -1000 @ 352.706665039062"
## [1] "2022-02-07 00:00:00 TSLA 1000 @ 302.446655273438"
## [1] "2022-02-23 00:00:00 TSLA -1000 @ 254.679992675781"
## [1] "2022-03-02 00:00:00 TSLA 1000 @ 293.296661376953"
## [1] "2022-03-15 00:00:00 TSLA -1000 @ 267.296661376953"
## [1] "2022-03-17 00:00:00 TSLA 1000 @ 290.533325195312"
## [1] "2022-04-08 00:00:00 TSLA -1000 @ 341.829986572266"
## [1] "2022-05-31 00:00:00 TSLA 1000 @ 252.753326416016"
## [1] "2022-06-15 00:00:00 TSLA -1000 @ 233"
## [1] "2022-06-16 00:00:00 TSLA 1000 @ 213.100006103516"
## [1] "2022-06-17 00:00:00 TSLA -1000 @ 216.759994506836"
## [1] "2022-06-22 00:00:00 TSLA 1000 @ 236.086669921875"
## [1] "2022-08-10 00:00:00 TSLA -1000 @ 294.356658935547"
## [1] "2022-09-12 00:00:00 TSLA 1000 @ 304.420013427734"
## [1] "2022-09-23 00:00:00 TSLA -1000 @ 275.329986572266"
## [1] "2022-10-24 00:00:00 TSLA 1000 @ 211.25"
## [1] "2022-11-08 00:00:00 TSLA -1000 @ 191.300003051758"
## [1] "2022-11-28 00:00:00 TSLA 1000 @ 182.919998168945"
## [1] "2022-12-13 00:00:00 TSLA -1000 @ 160.949996948242"
## [1] "2023-01-10 00:00:00 TSLA 1000 @ 118.849998474121"
## [1] "2023-02-17 00:00:00 TSLA -1000 @ 208.309997558594"
## [1] "2023-03-22 00:00:00 TSLA 1000 @ 191.149993896484"
## [1] "2023-04-06 00:00:00 TSLA -1000 @ 185.059997558594"
## [1] "2023-05-08 00:00:00 TSLA 1000 @ 171.789993286133"
## [1] "2023-06-23 00:00:00 TSLA -1000 @ 256.600006103516"
## [1] "2023-08-24 00:00:00 TSLA 1000 @ 230.039993286133"
## [1] "2023-09-22 00:00:00 TSLA -1000 @ 244.880004882812"
## [1] "2023-10-06 00:00:00 TSLA 1000 @ 260.529998779297"
## [1] "2023-10-17 00:00:00 TSLA -1000 @ 254.850006103516"
## [1] "2023-11-06 00:00:00 TSLA 1000 @ 219.270004272461"
## [1] "2023-12-06 00:00:00 TSLA -1000 @ 239.369995117188"
## [1] "2023-12-11 00:00:00 TSLA 1000 @ 239.740005493164"
## [1] "2023-12-12 00:00:00 TSLA -1000 @ 237.009994506836"
## [1] "2023-12-15 00:00:00 TSLA 1000 @ 253.5"
## [1] "2024-01-02 00:00:00 TSLA -1000 @ 248.419998168945"
## [1] "2024-02-08 00:00:00 TSLA 1000 @ 189.559997558594"
## [1] "2024-03-06 00:00:00 TSLA -1000 @ 176.539993286133"
## [1] "2024-03-21 00:00:00 TSLA 1000 @ 172.820007324219"
## [1] "2024-04-08 00:00:00 TSLA -1000 @ 172.979995727539"
## [1] "2024-04-09 00:00:00 TSLA 1000 @ 176.880004882812"
## [1] "2024-04-16 00:00:00 TSLA -1000 @ 157.110000610352"
## [1] "2024-04-26 00:00:00 TSLA 1000 @ 168.289993286133"
## [1] "2024-05-13 00:00:00 TSLA -1000 @ 171.889999389648"
## [1] "2024-05-22 00:00:00 TSLA 1000 @ 180.110000610352"
## [1] "2024-05-24 00:00:00 TSLA -1000 @ 179.240005493164"
## [1] "2024-06-14 00:00:00 TSLA 1000 @ 178.009994506836"
## [1] "2024-07-18 00:00:00 TSLA -1000 @ 249.229995727539"
## [1] "2024-08-16 00:00:00 TSLA 1000 @ 216.119995117188"
## [1] "2024-08-29 00:00:00 TSLA -1000 @ 206.279998779297"
## [1] "2024-09-03 00:00:00 TSLA 1000 @ 210.600006103516"
## [1] "2024-10-04 00:00:00 TSLA -1000 @ 250.080001831055"
## [1] "2024-10-25 00:00:00 TSLA 1000 @ 269.190002441406"
## [1] "2024-11-26 00:00:00 TSLA -1000 @ 338.230010986328"
## [1] "2024-12-09 00:00:00 TSLA 1000 @ 389.790008544922"
## [1] "2024-12-23 00:00:00 TSLA -1000 @ 430.600006103516"
## [1] "2025-01-22 00:00:00 TSLA 1000 @ 415.109985351562"
## [1] "2025-01-24 00:00:00 TSLA -1000 @ 406.579986572266"
## [1] "2025-02-21 00:00:00 TSLA 1000 @ 337.799987792969"
## [1] "2025-02-24 00:00:00 TSLA -1000 @ 330.529998779297"
## [1] "2025-03-20 00:00:00 TSLA 1000 @ 236.259994506836"
## [1] "2025-04-08 00:00:00 TSLA -1000 @ 221.860000610352"
## [1] "2025-04-10 00:00:00 TSLA 1000 @ 252.399993896484"
## [1] "2025-04-21 00:00:00 TSLA -1000 @ 227.5"
## [1] "2025-04-24 00:00:00 TSLA 1000 @ 259.510009765625"
## 测试参数组合 11/27: nFast=12, nSlow=22, nSig=9
## 策略环境已重置
## [1] "2010-08-25 00:00:00 TSLA 1000 @ 1.3266669511795"
## [1] "2010-09-22 00:00:00 TSLA -1000 @ 1.32466697692871"
## [1] "2010-09-30 00:00:00 TSLA 1000 @ 1.36066699028015"
## [1] "2010-10-04 00:00:00 TSLA -1000 @ 1.39933300018311"
## [1] "2010-10-06 00:00:00 TSLA 1000 @ 1.3639999628067"
## [1] "2010-10-07 00:00:00 TSLA -1000 @ 1.36199998855591"
## [1] "2010-10-25 00:00:00 TSLA 1000 @ 1.38999998569489"
## [1] "2010-12-03 00:00:00 TSLA -1000 @ 2.09933304786682"
## [1] "2011-02-01 00:00:00 TSLA 1000 @ 1.59399998188019"
## [1] "2011-02-24 00:00:00 TSLA -1000 @ 1.50199997425079"
## [1] "2011-02-28 00:00:00 TSLA 1000 @ 1.59266698360443"
## [1] "2011-03-16 00:00:00 TSLA -1000 @ 1.52133297920227"
## [1] "2011-03-30 00:00:00 TSLA 1000 @ 1.58066701889038"
## [1] "2011-04-14 00:00:00 TSLA -1000 @ 1.67599999904633"
## [1] "2011-04-26 00:00:00 TSLA 1000 @ 1.79533302783966"
## [1] "2011-05-06 00:00:00 TSLA -1000 @ 1.80799996852875"
## [1] "2011-05-11 00:00:00 TSLA 1000 @ 1.8046669960022"
## [1] "2011-05-12 00:00:00 TSLA -1000 @ 1.84466695785522"
## [1] "2011-05-26 00:00:00 TSLA 1000 @ 1.96533298492432"
## [1] "2011-06-08 00:00:00 TSLA -1000 @ 1.80799996852875"
## [1] "2011-06-29 00:00:00 TSLA 1000 @ 1.8860000371933"
## [1] "2011-07-15 00:00:00 TSLA -1000 @ 1.83866703510284"
## [1] "2011-07-25 00:00:00 TSLA 1000 @ 1.89933300018311"
## [1] "2011-07-27 00:00:00 TSLA -1000 @ 1.84266698360443"
## [1] "2011-08-17 00:00:00 TSLA 1000 @ 1.72200000286102"
## [1] "2011-08-19 00:00:00 TSLA -1000 @ 1.48666703701019"
## [1] "2011-08-30 00:00:00 TSLA 1000 @ 1.64199995994568"
## [1] "2011-10-03 00:00:00 TSLA -1000 @ 1.58200001716614"
## [1] "2011-10-07 00:00:00 TSLA 1000 @ 1.79933297634125"
## [1] "2011-11-03 00:00:00 TSLA -1000 @ 2.16400003433228"
## [1] "2011-11-04 00:00:00 TSLA 1000 @ 2.15400004386902"
## [1] "2011-11-22 00:00:00 TSLA -1000 @ 2.13800001144409"
## [1] "2011-12-07 00:00:00 TSLA 1000 @ 2.27933311462402"
## [1] "2011-12-09 00:00:00 TSLA -1000 @ 2.06933307647705"
## [1] "2012-01-12 00:00:00 TSLA 1000 @ 1.88333296775818"
## [1] "2012-01-17 00:00:00 TSLA -1000 @ 1.77333295345306"
## [1] "2012-01-23 00:00:00 TSLA 1000 @ 1.78466701507568"
## [1] "2012-02-28 00:00:00 TSLA -1000 @ 2.25399994850159"
## [1] "2012-03-14 00:00:00 TSLA 1000 @ 2.35266709327698"
## [1] "2012-03-16 00:00:00 TSLA -1000 @ 2.35466694831848"
## [1] "2012-03-28 00:00:00 TSLA 1000 @ 2.52333307266235"
## [1] "2012-04-05 00:00:00 TSLA -1000 @ 2.29866695404053"
## [1] "2012-04-30 00:00:00 TSLA 1000 @ 2.20866703987122"
## [1] "2012-05-08 00:00:00 TSLA -1000 @ 2.01266694068909"
## [1] "2012-05-24 00:00:00 TSLA 1000 @ 2.01866698265076"
## [1] "2012-06-05 00:00:00 TSLA -1000 @ 1.86066699028015"
## [1] "2012-06-11 00:00:00 TSLA 1000 @ 1.94133305549622"
## [1] "2012-07-03 00:00:00 TSLA -1000 @ 2.04399991035461"
## [1] "2012-07-13 00:00:00 TSLA 1000 @ 2.28333306312561"
## [1] "2012-07-23 00:00:00 TSLA -1000 @ 2.04399991035461"
## [1] "2012-08-09 00:00:00 TSLA 1000 @ 1.96066701412201"
## [1] "2012-08-29 00:00:00 TSLA -1000 @ 1.89400005340576"
## [1] "2012-09-10 00:00:00 TSLA 1000 @ 1.82466697692871"
## [1] "2012-09-11 00:00:00 TSLA -1000 @ 1.85333299636841"
## [1] "2012-09-14 00:00:00 TSLA 1000 @ 2.02600002288818"
## [1] "2012-09-26 00:00:00 TSLA -1000 @ 1.83599996566772"
## [1] "2012-11-02 00:00:00 TSLA 1000 @ 1.92799997329712"
## [1] "2012-12-14 00:00:00 TSLA -1000 @ 2.25399994850159"
## [1] "2013-01-23 00:00:00 TSLA 1000 @ 2.40000009536743"
## [1] "2013-02-13 00:00:00 TSLA -1000 @ 2.56333303451538"
## [1] "2013-03-08 00:00:00 TSLA 1000 @ 2.56466698646545"
## [1] "2013-03-18 00:00:00 TSLA -1000 @ 2.34333300590515"
## [1] "2013-03-27 00:00:00 TSLA 1000 @ 2.54399991035461"
## [1] "2013-06-03 00:00:00 TSLA -1000 @ 6.17266702651978"
## [1] "2013-07-02 00:00:00 TSLA 1000 @ 7.85466718673706"
## [1] "2013-07-17 00:00:00 TSLA -1000 @ 8.01666736602783"
## [1] "2013-07-31 00:00:00 TSLA 1000 @ 8.95199966430664"
## [1] "2013-08-15 00:00:00 TSLA -1000 @ 9.31133270263672"
## [1] "2013-08-26 00:00:00 TSLA 1000 @ 10.9479999542236"
## [1] "2013-09-09 00:00:00 TSLA -1000 @ 10.7133331298828"
## [1] "2013-09-23 00:00:00 TSLA 1000 @ 12.0740003585815"
## [1] "2013-10-03 00:00:00 TSLA -1000 @ 11.5539999008179"
## [1] "2013-11-06 00:00:00 TSLA 1000 @ 10.0773334503174"
## [1] "2013-11-07 00:00:00 TSLA -1000 @ 9.31799983978271"
## [1] "2013-12-02 00:00:00 TSLA 1000 @ 8.27799987792969"
## [1] "2014-01-08 00:00:00 TSLA -1000 @ 10.0853328704834"
## [1] "2014-01-09 00:00:00 TSLA 1000 @ 9.8353328704834"
## [1] "2014-01-10 00:00:00 TSLA -1000 @ 9.71466732025146"
## [1] "2014-01-15 00:00:00 TSLA 1000 @ 10.9420003890991"
## [1] "2014-02-05 00:00:00 TSLA -1000 @ 11.6280002593994"
## [1] "2014-02-11 00:00:00 TSLA 1000 @ 13.1079998016357"
## [1] "2014-03-10 00:00:00 TSLA -1000 @ 15.9226665496826"
## [1] "2014-04-23 00:00:00 TSLA 1000 @ 13.8660001754761"
## [1] "2014-05-09 00:00:00 TSLA -1000 @ 12.1506671905518"
## [1] "2014-05-21 00:00:00 TSLA 1000 @ 13.296667098999"
## [1] "2014-06-13 00:00:00 TSLA -1000 @ 13.7613334655762"
## [1] "2014-06-16 00:00:00 TSLA 1000 @ 14.9739999771118"
## [1] "2014-07-07 00:00:00 TSLA -1000 @ 14.8439998626709"
## [1] "2014-07-30 00:00:00 TSLA 1000 @ 15.2613334655762"
## [1] "2014-08-22 00:00:00 TSLA -1000 @ 17.1186676025391"
## [1] "2014-09-03 00:00:00 TSLA 1000 @ 18.746000289917"
## [1] "2014-09-11 00:00:00 TSLA -1000 @ 18.6873321533203"
## [1] "2014-10-08 00:00:00 TSLA 1000 @ 17.2853336334229"
## [1] "2014-10-13 00:00:00 TSLA -1000 @ 14.9726667404175"
## [1] "2014-10-27 00:00:00 TSLA 1000 @ 14.7779998779297"
## [1] "2014-10-28 00:00:00 TSLA -1000 @ 16.1846675872803"
## [1] "2014-10-29 00:00:00 TSLA 1000 @ 15.8733329772949"
## [1] "2014-11-26 00:00:00 TSLA -1000 @ 16.5626678466797"
## [1] "2014-12-23 00:00:00 TSLA 1000 @ 14.7313327789307"
## [1] "2015-01-09 00:00:00 TSLA -1000 @ 13.7773332595825"
## [1] "2015-01-26 00:00:00 TSLA 1000 @ 13.7700004577637"
## [1] "2015-02-17 00:00:00 TSLA -1000 @ 13.6233329772949"
## [1] "2015-02-23 00:00:00 TSLA 1000 @ 13.8226671218872"
## [1] "2015-02-25 00:00:00 TSLA -1000 @ 13.5839996337891"
## [1] "2015-03-19 00:00:00 TSLA 1000 @ 13.0433330535889"
## [1] "2015-03-30 00:00:00 TSLA -1000 @ 12.7046670913696"
## [1] "2015-04-07 00:00:00 TSLA 1000 @ 13.5500001907349"
## [1] "2015-05-21 00:00:00 TSLA -1000 @ 16.3746662139893"
## [1] "2015-06-22 00:00:00 TSLA 1000 @ 17.3193321228027"
## [1] "2015-07-09 00:00:00 TSLA -1000 @ 17.1946678161621"
## [1] "2015-07-21 00:00:00 TSLA 1000 @ 17.7846660614014"
## [1] "2015-07-23 00:00:00 TSLA -1000 @ 17.8133335113525"
## [1] "2015-08-19 00:00:00 TSLA 1000 @ 17.0166664123535"
## [1] "2015-08-24 00:00:00 TSLA -1000 @ 14.5913333892822"
## [1] "2015-08-31 00:00:00 TSLA 1000 @ 16.6040000915527"
## [1] "2015-09-29 00:00:00 TSLA -1000 @ 16.4433326721191"
## [1] "2015-11-03 00:00:00 TSLA 1000 @ 13.8900003433228"
## [1] "2015-12-11 00:00:00 TSLA -1000 @ 14.4680004119873"
## [1] "2015-12-18 00:00:00 TSLA 1000 @ 15.3640003204346"
## [1] "2016-01-05 00:00:00 TSLA -1000 @ 14.8953332901001"
## [1] "2016-02-19 00:00:00 TSLA 1000 @ 11.1053333282471"
## [1] "2016-03-31 00:00:00 TSLA -1000 @ 15.3179998397827"
## [1] "2016-04-05 00:00:00 TSLA 1000 @ 17.0313339233398"
## [1] "2016-04-13 00:00:00 TSLA -1000 @ 16.9686660766602"
## [1] "2016-05-23 00:00:00 TSLA 1000 @ 14.4146671295166"
## [1] "2016-06-16 00:00:00 TSLA -1000 @ 14.5286674499512"
## [1] "2016-07-05 00:00:00 TSLA 1000 @ 14.2653331756592"
## [1] "2016-08-04 00:00:00 TSLA -1000 @ 15.3739995956421"
## [1] "2016-09-19 00:00:00 TSLA 1000 @ 13.7559995651245"
## [1] "2016-10-10 00:00:00 TSLA -1000 @ 13.3966665267944"
## [1] "2016-10-21 00:00:00 TSLA 1000 @ 13.3393325805664"
## [1] "2016-11-02 00:00:00 TSLA -1000 @ 12.5346670150757"
## [1] "2016-11-23 00:00:00 TSLA 1000 @ 12.8760004043579"
## [1] "2016-12-05 00:00:00 TSLA -1000 @ 12.453332901001"
## [1] "2016-12-08 00:00:00 TSLA 1000 @ 12.8193330764771"
## [1] "2017-01-31 00:00:00 TSLA -1000 @ 16.7953338623047"
## [1] "2017-02-13 00:00:00 TSLA 1000 @ 18.7066669464111"
## [1] "2017-02-21 00:00:00 TSLA -1000 @ 18.4926662445068"
## [1] "2017-03-17 00:00:00 TSLA 1000 @ 17.4333324432373"
## [1] "2017-04-19 00:00:00 TSLA -1000 @ 20.3680000305176"
## [1] "2017-05-31 00:00:00 TSLA 1000 @ 22.7339992523193"
## [1] "2017-06-26 00:00:00 TSLA -1000 @ 25.1660003662109"
## [1] "2017-07-25 00:00:00 TSLA 1000 @ 22.6399993896484"
## [1] "2017-08-03 00:00:00 TSLA -1000 @ 23.1393337249756"
## [1] "2017-08-04 00:00:00 TSLA 1000 @ 23.7940006256104"
## [1] "2017-08-22 00:00:00 TSLA -1000 @ 22.7566661834717"
## [1] "2017-09-12 00:00:00 TSLA 1000 @ 24.1833324432373"
## [1] "2017-09-25 00:00:00 TSLA -1000 @ 22.9993324279785"
## [1] "2017-10-12 00:00:00 TSLA 1000 @ 23.7119998931885"
## [1] "2017-10-23 00:00:00 TSLA -1000 @ 22.4680004119873"
## [1] "2017-11-15 00:00:00 TSLA 1000 @ 20.7533321380615"
## [1] "2017-12-27 00:00:00 TSLA -1000 @ 20.7759990692139"
## [1] "2018-01-09 00:00:00 TSLA 1000 @ 22.246000289917"
## [1] "2018-01-31 00:00:00 TSLA -1000 @ 23.6206665039062"
## [1] "2018-02-01 00:00:00 TSLA 1000 @ 23.283332824707"
## [1] "2018-02-05 00:00:00 TSLA -1000 @ 22.208667755127"
## [1] "2018-02-23 00:00:00 TSLA 1000 @ 23.4699993133545"
## [1] "2018-03-06 00:00:00 TSLA -1000 @ 21.8799991607666"
## [1] "2018-03-14 00:00:00 TSLA 1000 @ 21.775333404541"
## [1] "2018-03-15 00:00:00 TSLA -1000 @ 21.7066669464111"
## [1] "2018-04-09 00:00:00 TSLA 1000 @ 19.3106670379639"
## [1] "2018-05-16 00:00:00 TSLA -1000 @ 19.0986671447754"
## [1] "2018-05-31 00:00:00 TSLA 1000 @ 18.9820003509521"
## [1] "2018-06-26 00:00:00 TSLA -1000 @ 22.7999992370605"
## [1] "2018-08-03 00:00:00 TSLA 1000 @ 23.211332321167"
## [1] "2018-08-20 00:00:00 TSLA -1000 @ 20.5626678466797"
## [1] "2018-09-17 00:00:00 TSLA 1000 @ 19.6560001373291"
## [1] "2018-10-08 00:00:00 TSLA -1000 @ 16.7040004730225"
## [1] "2018-10-18 00:00:00 TSLA 1000 @ 17.5939998626709"
## [1] "2018-11-15 00:00:00 TSLA -1000 @ 23.2293338775635"
## [1] "2018-12-12 00:00:00 TSLA 1000 @ 24.4400005340576"
## [1] "2018-12-18 00:00:00 TSLA -1000 @ 22.4686660766602"
## [1] "2019-01-09 00:00:00 TSLA 1000 @ 22.5686664581299"
## [1] "2019-01-22 00:00:00 TSLA -1000 @ 19.92799949646"
## [1] "2019-02-05 00:00:00 TSLA 1000 @ 21.4233322143555"
## [1] "2019-02-22 00:00:00 TSLA -1000 @ 19.6473331451416"
## [1] "2019-02-28 00:00:00 TSLA 1000 @ 21.3253326416016"
## [1] "2019-03-05 00:00:00 TSLA -1000 @ 18.4360008239746"
## [1] "2019-03-15 00:00:00 TSLA 1000 @ 18.3619995117188"
## [1] "2019-03-18 00:00:00 TSLA -1000 @ 17.9659996032715"
## [1] "2019-03-29 00:00:00 TSLA 1000 @ 18.6573333740234"
## [1] "2019-04-15 00:00:00 TSLA -1000 @ 17.7586669921875"
## [1] "2019-04-17 00:00:00 TSLA 1000 @ 18.0820007324219"
## [1] "2019-04-23 00:00:00 TSLA -1000 @ 17.5933322906494"
## [1] "2019-05-07 00:00:00 TSLA 1000 @ 16.470666885376"
## [1] "2019-05-14 00:00:00 TSLA -1000 @ 15.4873332977295"
## [1] "2019-06-06 00:00:00 TSLA 1000 @ 13.7299995422363"
## [1] "2019-07-26 00:00:00 TSLA -1000 @ 15.2026672363281"
## [1] "2019-09-03 00:00:00 TSLA 1000 @ 15.0006666183472"
## [1] "2019-09-25 00:00:00 TSLA -1000 @ 15.2466669082642"
## [1] "2019-10-02 00:00:00 TSLA 1000 @ 16.208667755127"
## [1] "2019-10-04 00:00:00 TSLA -1000 @ 15.4286670684814"
## [1] "2019-10-11 00:00:00 TSLA 1000 @ 16.5259990692139"
## [1] "2019-11-19 00:00:00 TSLA -1000 @ 23.9680004119873"
## [1] "2019-12-16 00:00:00 TSLA 1000 @ 25.4333324432373"
## [1] "2020-01-29 00:00:00 TSLA -1000 @ 38.732666015625"
## [1] "2020-01-31 00:00:00 TSLA 1000 @ 43.3713340759277"
## [1] "2020-02-13 00:00:00 TSLA -1000 @ 53.5999984741211"
## [1] "2020-02-20 00:00:00 TSLA 1000 @ 59.9606666564941"
## [1] "2020-02-25 00:00:00 TSLA -1000 @ 53.3273315429688"
## [1] "2020-03-30 00:00:00 TSLA 1000 @ 33.4753341674805"
## [1] "2020-05-05 00:00:00 TSLA -1000 @ 51.2140007019043"
## [1] "2020-06-03 00:00:00 TSLA 1000 @ 58.8639984130859"
## [1] "2020-06-05 00:00:00 TSLA -1000 @ 59.0439987182617"
## [1] "2020-06-09 00:00:00 TSLA 1000 @ 62.7113342285156"
## [1] "2020-06-23 00:00:00 TSLA -1000 @ 66.7853317260742"
## [1] "2020-07-02 00:00:00 TSLA 1000 @ 80.5773315429688"
## [1] "2020-07-23 00:00:00 TSLA -1000 @ 100.87133026123"
## [1] "2020-08-18 00:00:00 TSLA 1000 @ 125.805999755859"
## [1] "2020-09-04 00:00:00 TSLA -1000 @ 139.440002441406"
## [1] "2020-10-14 00:00:00 TSLA 1000 @ 153.766662597656"
## [1] "2020-10-20 00:00:00 TSLA -1000 @ 140.646667480469"
## [1] "2020-11-06 00:00:00 TSLA 1000 @ 143.316665649414"
## [1] "2020-11-11 00:00:00 TSLA -1000 @ 139.043334960938"
## [1] "2020-11-18 00:00:00 TSLA 1000 @ 162.213333129883"
## [1] "2020-12-15 00:00:00 TSLA -1000 @ 211.08332824707"
## [1] "2021-01-06 00:00:00 TSLA 1000 @ 251.99333190918"
## [1] "2021-01-20 00:00:00 TSLA -1000 @ 283.483337402344"
## [1] "2021-03-15 00:00:00 TSLA 1000 @ 235.979995727539"
## [1] "2021-03-29 00:00:00 TSLA -1000 @ 203.763336181641"
## [1] "2021-04-01 00:00:00 TSLA 1000 @ 220.58332824707"
## [1] "2021-04-29 00:00:00 TSLA -1000 @ 225.66667175293"
## [1] "2021-05-26 00:00:00 TSLA 1000 @ 206.376663208008"
## [1] "2021-07-09 00:00:00 TSLA -1000 @ 218.983337402344"
## [1] "2021-08-02 00:00:00 TSLA 1000 @ 236.556671142578"
## [1] "2021-08-17 00:00:00 TSLA -1000 @ 221.903335571289"
## [1] "2021-08-31 00:00:00 TSLA 1000 @ 245.240005493164"
## [1] "2021-09-21 00:00:00 TSLA -1000 @ 246.460006713867"
## [1] "2021-09-28 00:00:00 TSLA 1000 @ 259.186676025391"
## [1] "2021-10-06 00:00:00 TSLA -1000 @ 260.916656494141"
## [1] "2021-10-08 00:00:00 TSLA 1000 @ 261.829986572266"
## [1] "2021-10-11 00:00:00 TSLA -1000 @ 263.980010986328"
## [1] "2021-10-13 00:00:00 TSLA 1000 @ 270.359985351562"
## [1] "2021-11-10 00:00:00 TSLA -1000 @ 355.983337402344"
## [1] "2021-12-27 00:00:00 TSLA 1000 @ 364.646667480469"
## [1] "2022-01-12 00:00:00 TSLA -1000 @ 368.739990234375"
## [1] "2022-01-13 00:00:00 TSLA 1000 @ 343.853332519531"
## [1] "2022-01-14 00:00:00 TSLA -1000 @ 349.869995117188"
## [1] "2022-02-09 00:00:00 TSLA 1000 @ 310.666656494141"
## [1] "2022-02-15 00:00:00 TSLA -1000 @ 307.476654052734"
## [1] "2022-02-16 00:00:00 TSLA 1000 @ 307.796661376953"
## [1] "2022-02-23 00:00:00 TSLA -1000 @ 254.679992675781"
## [1] "2022-03-02 00:00:00 TSLA 1000 @ 293.296661376953"
## [1] "2022-03-15 00:00:00 TSLA -1000 @ 267.296661376953"
## [1] "2022-03-17 00:00:00 TSLA 1000 @ 290.533325195312"
## [1] "2022-04-11 00:00:00 TSLA -1000 @ 325.309997558594"
## [1] "2022-05-31 00:00:00 TSLA 1000 @ 252.753326416016"
## [1] "2022-06-17 00:00:00 TSLA -1000 @ 216.759994506836"
## [1] "2022-06-22 00:00:00 TSLA 1000 @ 236.086669921875"
## [1] "2022-08-10 00:00:00 TSLA -1000 @ 294.356658935547"
## [1] "2022-09-13 00:00:00 TSLA 1000 @ 292.130004882812"
## [1] "2022-09-23 00:00:00 TSLA -1000 @ 275.329986572266"
## [1] "2022-10-26 00:00:00 TSLA 1000 @ 224.639999389648"
## [1] "2022-11-09 00:00:00 TSLA -1000 @ 177.589996337891"
## [1] "2022-11-28 00:00:00 TSLA 1000 @ 182.919998168945"
## [1] "2022-12-14 00:00:00 TSLA -1000 @ 156.800003051758"
## [1] "2023-01-11 00:00:00 TSLA 1000 @ 123.220001220703"
## [1] "2023-02-22 00:00:00 TSLA -1000 @ 200.860000610352"
## [1] "2023-03-24 00:00:00 TSLA 1000 @ 190.410003662109"
## [1] "2023-04-06 00:00:00 TSLA -1000 @ 185.059997558594"
## [1] "2023-05-08 00:00:00 TSLA 1000 @ 171.789993286133"
## [1] "2023-06-26 00:00:00 TSLA -1000 @ 241.050003051758"
## [1] "2023-08-28 00:00:00 TSLA 1000 @ 238.820007324219"
## [1] "2023-09-22 00:00:00 TSLA -1000 @ 244.880004882812"
## [1] "2023-10-06 00:00:00 TSLA 1000 @ 260.529998779297"
## [1] "2023-10-17 00:00:00 TSLA -1000 @ 254.850006103516"
## [1] "2023-11-07 00:00:00 TSLA 1000 @ 222.179992675781"
## [1] "2023-12-13 00:00:00 TSLA -1000 @ 239.289993286133"
## [1] "2023-12-15 00:00:00 TSLA 1000 @ 253.5"
## [1] "2024-01-02 00:00:00 TSLA -1000 @ 248.419998168945"
## [1] "2024-02-09 00:00:00 TSLA 1000 @ 193.570007324219"
## [1] "2024-03-07 00:00:00 TSLA -1000 @ 178.649993896484"
## [1] "2024-03-25 00:00:00 TSLA 1000 @ 172.630004882812"
## [1] "2024-04-17 00:00:00 TSLA -1000 @ 155.449996948242"
## [1] "2024-04-26 00:00:00 TSLA 1000 @ 168.289993286133"
## [1] "2024-05-14 00:00:00 TSLA -1000 @ 177.550003051758"
## [1] "2024-05-15 00:00:00 TSLA 1000 @ 173.990005493164"
## [1] "2024-05-16 00:00:00 TSLA -1000 @ 174.839996337891"
## [1] "2024-05-20 00:00:00 TSLA 1000 @ 174.949996948242"
## [1] "2024-05-21 00:00:00 TSLA -1000 @ 186.600006103516"
## [1] "2024-05-22 00:00:00 TSLA 1000 @ 180.110000610352"
## [1] "2024-05-29 00:00:00 TSLA -1000 @ 176.190002441406"
## [1] "2024-06-17 00:00:00 TSLA 1000 @ 187.440002441406"
## [1] "2024-07-19 00:00:00 TSLA -1000 @ 239.199996948242"
## [1] "2024-08-19 00:00:00 TSLA 1000 @ 222.720001220703"
## [1] "2024-08-30 00:00:00 TSLA -1000 @ 214.110000610352"
## [1] "2024-09-03 00:00:00 TSLA 1000 @ 210.600006103516"
## [1] "2024-10-04 00:00:00 TSLA -1000 @ 250.080001831055"
## [1] "2024-10-25 00:00:00 TSLA 1000 @ 269.190002441406"
## [1] "2024-11-27 00:00:00 TSLA -1000 @ 332.890014648438"
## [1] "2024-12-09 00:00:00 TSLA 1000 @ 389.790008544922"
## [1] "2024-12-23 00:00:00 TSLA -1000 @ 430.600006103516"
## [1] "2025-03-24 00:00:00 TSLA 1000 @ 278.390014648438"
## [1] "2025-04-09 00:00:00 TSLA -1000 @ 272.200012207031"
## [1] "2025-04-10 00:00:00 TSLA 1000 @ 252.399993896484"
## [1] "2025-04-22 00:00:00 TSLA -1000 @ 237.970001220703"
## [1] "2025-04-24 00:00:00 TSLA 1000 @ 259.510009765625"
## 测试参数组合 12/27: nFast=16, nSlow=22, nSig=9
## 策略环境已重置
## [1] "2010-08-26 00:00:00 TSLA 1000 @ 1.31666696071625"
## [1] "2010-09-23 00:00:00 TSLA -1000 @ 1.30400002002716"
## [1] "2010-09-30 00:00:00 TSLA 1000 @ 1.36066699028015"
## [1] "2010-10-04 00:00:00 TSLA -1000 @ 1.39933300018311"
## [1] "2010-10-06 00:00:00 TSLA 1000 @ 1.3639999628067"
## [1] "2010-10-07 00:00:00 TSLA -1000 @ 1.36199998855591"
## [1] "2010-10-26 00:00:00 TSLA 1000 @ 1.42400002479553"
## [1] "2010-12-03 00:00:00 TSLA -1000 @ 2.09933304786682"
## [1] "2011-02-07 00:00:00 TSLA 1000 @ 1.53799998760223"
## [1] "2011-02-08 00:00:00 TSLA -1000 @ 1.63266694545746"
## [1] "2011-02-09 00:00:00 TSLA 1000 @ 1.54733300209045"
## [1] "2011-02-24 00:00:00 TSLA -1000 @ 1.50199997425079"
## [1] "2011-02-25 00:00:00 TSLA 1000 @ 1.57400000095367"
## [1] "2011-03-17 00:00:00 TSLA -1000 @ 1.52066695690155"
## [1] "2011-03-30 00:00:00 TSLA 1000 @ 1.58066701889038"
## [1] "2011-04-15 00:00:00 TSLA -1000 @ 1.70533299446106"
## [1] "2011-04-25 00:00:00 TSLA 1000 @ 1.75933301448822"
## [1] "2011-05-06 00:00:00 TSLA -1000 @ 1.80799996852875"
## [1] "2011-05-10 00:00:00 TSLA 1000 @ 1.88866698741913"
## [1] "2011-05-12 00:00:00 TSLA -1000 @ 1.84466695785522"
## [1] "2011-05-27 00:00:00 TSLA 1000 @ 1.97000002861023"
## [1] "2011-06-08 00:00:00 TSLA -1000 @ 1.80799996852875"
## [1] "2011-06-30 00:00:00 TSLA 1000 @ 1.94200003147125"
## [1] "2011-07-15 00:00:00 TSLA -1000 @ 1.83866703510284"
## [1] "2011-07-25 00:00:00 TSLA 1000 @ 1.89933300018311"
## [1] "2011-07-27 00:00:00 TSLA -1000 @ 1.84266698360443"
## [1] "2011-08-31 00:00:00 TSLA 1000 @ 1.64933300018311"
## [1] "2011-10-04 00:00:00 TSLA -1000 @ 1.57733297348022"
## [1] "2011-10-07 00:00:00 TSLA 1000 @ 1.79933297634125"
## [1] "2011-11-22 00:00:00 TSLA -1000 @ 2.13800001144409"
## [1] "2012-01-12 00:00:00 TSLA 1000 @ 1.88333296775818"
## [1] "2012-01-17 00:00:00 TSLA -1000 @ 1.77333295345306"
## [1] "2012-01-24 00:00:00 TSLA 1000 @ 1.82799994945526"
## [1] "2012-03-01 00:00:00 TSLA -1000 @ 2.29399991035461"
## [1] "2012-03-28 00:00:00 TSLA 1000 @ 2.52333307266235"
## [1] "2012-04-05 00:00:00 TSLA -1000 @ 2.29866695404053"
## [1] "2012-05-02 00:00:00 TSLA 1000 @ 2.26266694068909"
## [1] "2012-05-07 00:00:00 TSLA -1000 @ 2.16466689109802"
## [1] "2012-05-25 00:00:00 TSLA 1000 @ 1.98733305931091"
## [1] "2012-06-05 00:00:00 TSLA -1000 @ 1.86066699028015"
## [1] "2012-06-11 00:00:00 TSLA 1000 @ 1.94133305549622"
## [1] "2012-07-05 00:00:00 TSLA -1000 @ 2.08200001716614"
## [1] "2012-07-13 00:00:00 TSLA 1000 @ 2.28333306312561"
## [1] "2012-07-23 00:00:00 TSLA -1000 @ 2.04399991035461"
## [1] "2012-08-10 00:00:00 TSLA 1000 @ 1.99600005149841"
## [1] "2012-08-30 00:00:00 TSLA -1000 @ 1.89400005340576"
## [1] "2012-09-14 00:00:00 TSLA 1000 @ 2.02600002288818"
## [1] "2012-09-27 00:00:00 TSLA -1000 @ 1.89933300018311"
## [1] "2012-11-02 00:00:00 TSLA 1000 @ 1.92799997329712"
## [1] "2012-12-14 00:00:00 TSLA -1000 @ 2.25399994850159"
## [1] "2013-01-23 00:00:00 TSLA 1000 @ 2.40000009536743"
## [1] "2013-02-14 00:00:00 TSLA -1000 @ 2.55133295059204"
## [1] "2013-03-08 00:00:00 TSLA 1000 @ 2.56466698646545"
## [1] "2013-03-18 00:00:00 TSLA -1000 @ 2.34333300590515"
## [1] "2013-03-27 00:00:00 TSLA 1000 @ 2.54399991035461"
## [1] "2013-06-03 00:00:00 TSLA -1000 @ 6.17266702651978"
## [1] "2013-07-03 00:00:00 TSLA 1000 @ 7.68266677856445"
## [1] "2013-07-17 00:00:00 TSLA -1000 @ 8.01666736602783"
## [1] "2013-08-01 00:00:00 TSLA 1000 @ 9.03666687011719"
## [1] "2013-08-15 00:00:00 TSLA -1000 @ 9.31133270263672"
## [1] "2013-08-26 00:00:00 TSLA 1000 @ 10.9479999542236"
## [1] "2013-09-09 00:00:00 TSLA -1000 @ 10.7133331298828"
## [1] "2013-09-24 00:00:00 TSLA 1000 @ 12.1553325653076"
## [1] "2013-10-04 00:00:00 TSLA -1000 @ 12.065333366394"
## [1] "2013-12-04 00:00:00 TSLA 1000 @ 9.26333332061768"
## [1] "2014-01-13 00:00:00 TSLA -1000 @ 9.28933334350586"
## [1] "2014-01-15 00:00:00 TSLA 1000 @ 10.9420003890991"
## [1] "2014-02-06 00:00:00 TSLA -1000 @ 11.8920001983643"
## [1] "2014-02-11 00:00:00 TSLA 1000 @ 13.1079998016357"
## [1] "2014-03-11 00:00:00 TSLA -1000 @ 15.6273326873779"
## [1] "2014-04-25 00:00:00 TSLA 1000 @ 13.3233327865601"
## [1] "2014-04-28 00:00:00 TSLA -1000 @ 13.2340002059937"
## [1] "2014-04-30 00:00:00 TSLA 1000 @ 13.8593330383301"
## [1] "2014-05-09 00:00:00 TSLA -1000 @ 12.1506671905518"
## [1] "2014-05-21 00:00:00 TSLA 1000 @ 13.296667098999"
## [1] "2014-07-07 00:00:00 TSLA -1000 @ 14.8439998626709"
## [1] "2014-07-31 00:00:00 TSLA 1000 @ 14.8866672515869"
## [1] "2014-08-25 00:00:00 TSLA -1000 @ 17.5033321380615"
## [1] "2014-09-03 00:00:00 TSLA 1000 @ 18.746000289917"
## [1] "2014-09-12 00:00:00 TSLA -1000 @ 18.6133327484131"
## [1] "2014-10-09 00:00:00 TSLA 1000 @ 17.1340007781982"
## [1] "2014-10-13 00:00:00 TSLA -1000 @ 14.9726667404175"
## [1] "2014-10-29 00:00:00 TSLA 1000 @ 15.8733329772949"
## [1] "2014-12-01 00:00:00 TSLA -1000 @ 15.4426670074463"
## [1] "2014-12-23 00:00:00 TSLA 1000 @ 14.7313327789307"
## [1] "2015-01-12 00:00:00 TSLA -1000 @ 13.4806671142578"
## [1] "2015-01-27 00:00:00 TSLA 1000 @ 13.7320003509521"
## [1] "2015-02-18 00:00:00 TSLA -1000 @ 13.6306667327881"
## [1] "2015-02-23 00:00:00 TSLA 1000 @ 13.8226671218872"
## [1] "2015-02-25 00:00:00 TSLA -1000 @ 13.5839996337891"
## [1] "2015-03-19 00:00:00 TSLA 1000 @ 13.0433330535889"
## [1] "2015-03-30 00:00:00 TSLA -1000 @ 12.7046670913696"
## [1] "2015-04-07 00:00:00 TSLA 1000 @ 13.5500001907349"
## [1] "2015-05-22 00:00:00 TSLA -1000 @ 16.5153331756592"
## [1] "2015-06-24 00:00:00 TSLA 1000 @ 17.67799949646"
## [1] "2015-06-30 00:00:00 TSLA -1000 @ 17.8840007781982"
## [1] "2015-07-01 00:00:00 TSLA 1000 @ 17.9433326721191"
## [1] "2015-07-09 00:00:00 TSLA -1000 @ 17.1946678161621"
## [1] "2015-07-21 00:00:00 TSLA 1000 @ 17.7846660614014"
## [1] "2015-07-22 00:00:00 TSLA -1000 @ 17.8579998016357"
## [1] "2015-08-20 00:00:00 TSLA 1000 @ 16.1453323364258"
## [1] "2015-08-21 00:00:00 TSLA -1000 @ 15.3846673965454"
## [1] "2015-09-01 00:00:00 TSLA 1000 @ 15.9086666107178"
## [1] "2015-09-30 00:00:00 TSLA -1000 @ 16.5599994659424"
## [1] "2015-11-04 00:00:00 TSLA 1000 @ 15.4420003890991"
## [1] "2015-12-14 00:00:00 TSLA -1000 @ 14.5719995498657"
## [1] "2015-12-18 00:00:00 TSLA 1000 @ 15.3640003204346"
## [1] "2016-01-06 00:00:00 TSLA -1000 @ 14.6026668548584"
## [1] "2016-02-19 00:00:00 TSLA 1000 @ 11.1053333282471"
## [1] "2016-04-01 00:00:00 TSLA -1000 @ 15.8393325805664"
## [1] "2016-04-05 00:00:00 TSLA 1000 @ 17.0313339233398"
## [1] "2016-04-13 00:00:00 TSLA -1000 @ 16.9686660766602"
## [1] "2016-05-25 00:00:00 TSLA 1000 @ 14.6386671066284"
## [1] "2016-06-17 00:00:00 TSLA -1000 @ 14.3646669387817"
## [1] "2016-07-05 00:00:00 TSLA 1000 @ 14.2653331756592"
## [1] "2016-08-09 00:00:00 TSLA -1000 @ 15.2720003128052"
## [1] "2016-09-20 00:00:00 TSLA 1000 @ 13.6426668167114"
## [1] "2016-10-12 00:00:00 TSLA -1000 @ 13.4340000152588"
## [1] "2016-10-20 00:00:00 TSLA 1000 @ 13.2733325958252"
## [1] "2016-11-02 00:00:00 TSLA -1000 @ 12.5346670150757"
## [1] "2016-11-23 00:00:00 TSLA 1000 @ 12.8760004043579"
## [1] "2016-12-05 00:00:00 TSLA -1000 @ 12.453332901001"
## [1] "2016-12-06 00:00:00 TSLA 1000 @ 12.3900003433228"
## [1] "2017-02-01 00:00:00 TSLA -1000 @ 16.6159992218018"
## [1] "2017-02-13 00:00:00 TSLA 1000 @ 18.7066669464111"
## [1] "2017-02-21 00:00:00 TSLA -1000 @ 18.4926662445068"
## [1] "2017-03-20 00:00:00 TSLA 1000 @ 17.461332321167"
## [1] "2017-03-24 00:00:00 TSLA -1000 @ 17.5440006256104"
## [1] "2017-03-27 00:00:00 TSLA 1000 @ 18.0146675109863"
## [1] "2017-04-21 00:00:00 TSLA -1000 @ 20.3733329772949"
## [1] "2017-05-31 00:00:00 TSLA 1000 @ 22.7339992523193"
## [1] "2017-06-27 00:00:00 TSLA -1000 @ 24.1580009460449"
## [1] "2017-07-26 00:00:00 TSLA 1000 @ 22.9233322143555"
## [1] "2017-08-02 00:00:00 TSLA -1000 @ 21.7259998321533"
## [1] "2017-08-04 00:00:00 TSLA 1000 @ 23.7940006256104"
## [1] "2017-08-22 00:00:00 TSLA -1000 @ 22.7566661834717"
## [1] "2017-09-13 00:00:00 TSLA 1000 @ 24.4153327941895"
## [1] "2017-09-25 00:00:00 TSLA -1000 @ 22.9993324279785"
## [1] "2017-10-13 00:00:00 TSLA 1000 @ 23.7046661376953"
## [1] "2017-10-23 00:00:00 TSLA -1000 @ 22.4680004119873"
## [1] "2017-11-16 00:00:00 TSLA 1000 @ 20.8333320617676"
## [1] "2017-12-28 00:00:00 TSLA -1000 @ 21.0240001678467"
## [1] "2018-01-10 00:00:00 TSLA 1000 @ 22.3199996948242"
## [1] "2018-02-05 00:00:00 TSLA -1000 @ 22.208667755127"
## [1] "2018-02-23 00:00:00 TSLA 1000 @ 23.4699993133545"
## [1] "2018-03-06 00:00:00 TSLA -1000 @ 21.8799991607666"
## [1] "2018-03-14 00:00:00 TSLA 1000 @ 21.775333404541"
## [1] "2018-03-15 00:00:00 TSLA -1000 @ 21.7066669464111"
## [1] "2018-04-09 00:00:00 TSLA 1000 @ 19.3106670379639"
## [1] "2018-05-17 00:00:00 TSLA -1000 @ 18.9693336486816"
## [1] "2018-06-01 00:00:00 TSLA 1000 @ 19.4546661376953"
## [1] "2018-06-27 00:00:00 TSLA -1000 @ 22.966667175293"
## [1] "2018-08-03 00:00:00 TSLA 1000 @ 23.211332321167"
## [1] "2018-08-20 00:00:00 TSLA -1000 @ 20.5626678466797"
## [1] "2018-09-18 00:00:00 TSLA 1000 @ 18.9973335266113"
## [1] "2018-10-08 00:00:00 TSLA -1000 @ 16.7040004730225"
## [1] "2018-10-24 00:00:00 TSLA 1000 @ 19.2333335876465"
## [1] "2018-11-21 00:00:00 TSLA -1000 @ 22.5459995269775"
## [1] "2018-12-14 00:00:00 TSLA 1000 @ 24.3806667327881"
## [1] "2018-12-18 00:00:00 TSLA -1000 @ 22.4686660766602"
## [1] "2019-01-10 00:00:00 TSLA 1000 @ 22.9979991912842"
## [1] "2019-01-22 00:00:00 TSLA -1000 @ 19.92799949646"
## [1] "2019-02-05 00:00:00 TSLA 1000 @ 21.4233322143555"
## [1] "2019-02-22 00:00:00 TSLA -1000 @ 19.6473331451416"
## [1] "2019-02-28 00:00:00 TSLA 1000 @ 21.3253326416016"
## [1] "2019-03-05 00:00:00 TSLA -1000 @ 18.4360008239746"
## [1] "2019-03-15 00:00:00 TSLA 1000 @ 18.3619995117188"
## [1] "2019-03-18 00:00:00 TSLA -1000 @ 17.9659996032715"
## [1] "2019-03-29 00:00:00 TSLA 1000 @ 18.6573333740234"
## [1] "2019-04-16 00:00:00 TSLA -1000 @ 18.2240009307861"
## [1] "2019-04-17 00:00:00 TSLA 1000 @ 18.0820007324219"
## [1] "2019-04-24 00:00:00 TSLA -1000 @ 17.2439994812012"
## [1] "2019-05-09 00:00:00 TSLA 1000 @ 16.1319999694824"
## [1] "2019-05-10 00:00:00 TSLA -1000 @ 15.9680004119873"
## [1] "2019-06-07 00:00:00 TSLA 1000 @ 13.6333332061768"
## [1] "2019-07-26 00:00:00 TSLA -1000 @ 15.2026672363281"
## [1] "2019-09-04 00:00:00 TSLA 1000 @ 14.7119998931885"
## [1] "2019-09-25 00:00:00 TSLA -1000 @ 15.2466669082642"
## [1] "2019-10-02 00:00:00 TSLA 1000 @ 16.208667755127"
## [1] "2019-10-04 00:00:00 TSLA -1000 @ 15.4286670684814"
## [1] "2019-10-11 00:00:00 TSLA 1000 @ 16.5259990692139"
## [1] "2019-11-20 00:00:00 TSLA -1000 @ 23.4813327789307"
## [1] "2019-12-17 00:00:00 TSLA 1000 @ 25.2660007476807"
## [1] "2020-01-30 00:00:00 TSLA -1000 @ 42.7206687927246"
## [1] "2020-01-31 00:00:00 TSLA 1000 @ 43.3713340759277"
## [1] "2020-02-18 00:00:00 TSLA -1000 @ 57.2266654968262"
## [1] "2020-02-20 00:00:00 TSLA 1000 @ 59.9606666564941"
## [1] "2020-02-25 00:00:00 TSLA -1000 @ 53.3273315429688"
## [1] "2020-03-31 00:00:00 TSLA 1000 @ 34.9333343505859"
## [1] "2020-05-08 00:00:00 TSLA -1000 @ 54.6279983520508"
## [1] "2020-05-11 00:00:00 TSLA 1000 @ 54.0859985351562"
## [1] "2020-05-13 00:00:00 TSLA -1000 @ 52.7306671142578"
## [1] "2020-06-04 00:00:00 TSLA 1000 @ 57.6253318786621"
## [1] "2020-06-05 00:00:00 TSLA -1000 @ 59.0439987182617"
## [1] "2020-06-09 00:00:00 TSLA 1000 @ 62.7113342285156"
## [1] "2020-06-23 00:00:00 TSLA -1000 @ 66.7853317260742"
## [1] "2020-07-02 00:00:00 TSLA 1000 @ 80.5773315429688"
## [1] "2020-07-24 00:00:00 TSLA -1000 @ 94.466667175293"
## [1] "2020-08-18 00:00:00 TSLA 1000 @ 125.805999755859"
## [1] "2020-09-08 00:00:00 TSLA -1000 @ 110.069999694824"
## [1] "2020-10-15 00:00:00 TSLA 1000 @ 149.626663208008"
## [1] "2020-10-20 00:00:00 TSLA -1000 @ 140.646667480469"
## [1] "2020-11-18 00:00:00 TSLA 1000 @ 162.213333129883"
## [1] "2020-12-17 00:00:00 TSLA -1000 @ 218.633331298828"
## [1] "2020-12-21 00:00:00 TSLA 1000 @ 216.619995117188"
## [1] "2020-12-22 00:00:00 TSLA -1000 @ 213.446670532227"
## [1] "2021-01-06 00:00:00 TSLA 1000 @ 251.99333190918"
## [1] "2021-01-21 00:00:00 TSLA -1000 @ 281.663330078125"
## [1] "2021-03-16 00:00:00 TSLA 1000 @ 225.626663208008"
## [1] "2021-03-29 00:00:00 TSLA -1000 @ 203.763336181641"
## [1] "2021-04-01 00:00:00 TSLA 1000 @ 220.58332824707"
## [1] "2021-04-29 00:00:00 TSLA -1000 @ 225.66667175293"
## [1] "2021-05-27 00:00:00 TSLA 1000 @ 210.283340454102"
## [1] "2021-07-15 00:00:00 TSLA -1000 @ 216.866668701172"
## [1] "2021-08-02 00:00:00 TSLA 1000 @ 236.556671142578"
## [1] "2021-08-18 00:00:00 TSLA -1000 @ 229.663330078125"
## [1] "2021-08-31 00:00:00 TSLA 1000 @ 245.240005493164"
## [1] "2021-09-21 00:00:00 TSLA -1000 @ 246.460006713867"
## [1] "2021-09-28 00:00:00 TSLA 1000 @ 259.186676025391"
## [1] "2021-10-07 00:00:00 TSLA -1000 @ 264.536682128906"
## [1] "2021-10-08 00:00:00 TSLA 1000 @ 261.829986572266"
## [1] "2021-10-11 00:00:00 TSLA -1000 @ 263.980010986328"
## [1] "2021-10-13 00:00:00 TSLA 1000 @ 270.359985351562"
## [1] "2021-11-10 00:00:00 TSLA -1000 @ 355.983337402344"
## [1] "2021-12-28 00:00:00 TSLA 1000 @ 362.823333740234"
## [1] "2022-01-14 00:00:00 TSLA -1000 @ 349.869995117188"
## [1] "2022-02-10 00:00:00 TSLA 1000 @ 301.516662597656"
## [1] "2022-02-14 00:00:00 TSLA -1000 @ 291.920013427734"
## [1] "2022-02-16 00:00:00 TSLA 1000 @ 307.796661376953"
## [1] "2022-02-23 00:00:00 TSLA -1000 @ 254.679992675781"
## [1] "2022-03-02 00:00:00 TSLA 1000 @ 293.296661376953"
## [1] "2022-03-15 00:00:00 TSLA -1000 @ 267.296661376953"
## [1] "2022-03-17 00:00:00 TSLA 1000 @ 290.533325195312"
## [1] "2022-04-12 00:00:00 TSLA -1000 @ 328.983337402344"
## [1] "2022-06-01 00:00:00 TSLA 1000 @ 246.789993286133"
## [1] "2022-06-21 00:00:00 TSLA -1000 @ 237.036666870117"
## [1] "2022-06-22 00:00:00 TSLA 1000 @ 236.086669921875"
## [1] "2022-08-12 00:00:00 TSLA -1000 @ 300.029998779297"
## [1] "2022-08-16 00:00:00 TSLA 1000 @ 306.563323974609"
## [1] "2022-08-18 00:00:00 TSLA -1000 @ 302.869995117188"
## [1] "2022-09-14 00:00:00 TSLA 1000 @ 302.609985351562"
## [1] "2022-09-26 00:00:00 TSLA -1000 @ 276.010009765625"
## [1] "2022-10-27 00:00:00 TSLA 1000 @ 225.089996337891"
## [1] "2022-11-09 00:00:00 TSLA -1000 @ 177.589996337891"
## [1] "2022-11-29 00:00:00 TSLA 1000 @ 180.830001831055"
## [1] "2022-12-14 00:00:00 TSLA -1000 @ 156.800003051758"
## [1] "2023-01-12 00:00:00 TSLA 1000 @ 123.559997558594"
## [1] "2023-02-23 00:00:00 TSLA -1000 @ 202.070007324219"
## [1] "2023-03-28 00:00:00 TSLA 1000 @ 189.190002441406"
## [1] "2023-03-29 00:00:00 TSLA -1000 @ 193.880004882812"
## [1] "2023-03-30 00:00:00 TSLA 1000 @ 195.279998779297"
## [1] "2023-04-06 00:00:00 TSLA -1000 @ 185.059997558594"
## [1] "2023-05-09 00:00:00 TSLA 1000 @ 169.149993896484"
## [1] "2023-06-27 00:00:00 TSLA -1000 @ 250.210006713867"
## [1] "2023-08-29 00:00:00 TSLA 1000 @ 257.179992675781"
## [1] "2023-09-25 00:00:00 TSLA -1000 @ 246.990005493164"
## [1] "2023-10-09 00:00:00 TSLA 1000 @ 259.670013427734"
## [1] "2023-10-17 00:00:00 TSLA -1000 @ 254.850006103516"
## [1] "2023-11-07 00:00:00 TSLA 1000 @ 222.179992675781"
## [1] "2024-01-03 00:00:00 TSLA -1000 @ 238.449996948242"
## [1] "2024-02-12 00:00:00 TSLA 1000 @ 188.130004882812"
## [1] "2024-03-07 00:00:00 TSLA -1000 @ 178.649993896484"
## [1] "2024-03-26 00:00:00 TSLA 1000 @ 177.669998168945"
## [1] "2024-04-17 00:00:00 TSLA -1000 @ 155.449996948242"
## [1] "2024-04-26 00:00:00 TSLA 1000 @ 168.289993286133"
## [1] "2024-05-30 00:00:00 TSLA -1000 @ 178.789993286133"
## [1] "2024-06-18 00:00:00 TSLA 1000 @ 184.860000610352"
## [1] "2024-07-22 00:00:00 TSLA -1000 @ 251.509994506836"
## [1] "2024-08-20 00:00:00 TSLA 1000 @ 221.100006103516"
## [1] "2024-08-30 00:00:00 TSLA -1000 @ 214.110000610352"
## [1] "2024-09-03 00:00:00 TSLA 1000 @ 210.600006103516"
## [1] "2024-10-07 00:00:00 TSLA -1000 @ 240.830001831055"
## [1] "2024-10-28 00:00:00 TSLA 1000 @ 262.510009765625"
## [1] "2024-11-29 00:00:00 TSLA -1000 @ 345.160003662109"
## [1] "2024-12-09 00:00:00 TSLA 1000 @ 389.790008544922"
## [1] "2024-12-23 00:00:00 TSLA -1000 @ 430.600006103516"
## [1] "2025-03-24 00:00:00 TSLA 1000 @ 278.390014648438"
## [1] "2025-04-22 00:00:00 TSLA -1000 @ 237.970001220703"
## [1] "2025-04-24 00:00:00 TSLA 1000 @ 259.510009765625"
## 测试参数组合 13/27: nFast=8, nSlow=26, nSig=9
## 策略环境已重置
## [1] "2010-08-24 00:00:00 TSLA 1000 @ 1.27999997138977"
## [1] "2010-09-20 00:00:00 TSLA -1000 @ 1.40400004386902"
## [1] "2010-09-30 00:00:00 TSLA 1000 @ 1.36066699028015"
## [1] "2010-10-04 00:00:00 TSLA -1000 @ 1.39933300018311"
## [1] "2010-10-06 00:00:00 TSLA 1000 @ 1.3639999628067"
## [1] "2010-10-07 00:00:00 TSLA -1000 @ 1.36199998855591"
## [1] "2010-10-25 00:00:00 TSLA 1000 @ 1.38999998569489"
## [1] "2010-12-02 00:00:00 TSLA -1000 @ 2.15666699409485"
## [1] "2011-01-11 00:00:00 TSLA 1000 @ 1.79733300209045"
## [1] "2011-01-13 00:00:00 TSLA -1000 @ 1.74800002574921"
## [1] "2011-01-28 00:00:00 TSLA 1000 @ 1.60066699981689"
## [1] "2011-02-24 00:00:00 TSLA -1000 @ 1.50199997425079"
## [1] "2011-02-28 00:00:00 TSLA 1000 @ 1.59266698360443"
## [1] "2011-03-16 00:00:00 TSLA -1000 @ 1.52133297920227"
## [1] "2011-03-29 00:00:00 TSLA 1000 @ 1.59466695785522"
## [1] "2011-04-13 00:00:00 TSLA -1000 @ 1.66199994087219"
## [1] "2011-04-25 00:00:00 TSLA 1000 @ 1.75933301448822"
## [1] "2011-05-05 00:00:00 TSLA -1000 @ 1.76266694068909"
## [1] "2011-05-11 00:00:00 TSLA 1000 @ 1.8046669960022"
## [1] "2011-05-12 00:00:00 TSLA -1000 @ 1.84466695785522"
## [1] "2011-05-26 00:00:00 TSLA 1000 @ 1.96533298492432"
## [1] "2011-06-08 00:00:00 TSLA -1000 @ 1.80799996852875"
## [1] "2011-06-29 00:00:00 TSLA 1000 @ 1.8860000371933"
## [1] "2011-07-13 00:00:00 TSLA -1000 @ 1.90933299064636"
## [1] "2011-07-25 00:00:00 TSLA 1000 @ 1.89933300018311"
## [1] "2011-07-27 00:00:00 TSLA -1000 @ 1.84266698360443"
## [1] "2011-08-02 00:00:00 TSLA 1000 @ 1.82266700267792"
## [1] "2011-08-03 00:00:00 TSLA -1000 @ 1.81333303451538"
## [1] "2011-08-16 00:00:00 TSLA 1000 @ 1.74000000953674"
## [1] "2011-08-19 00:00:00 TSLA -1000 @ 1.48666703701019"
## [1] "2011-08-30 00:00:00 TSLA 1000 @ 1.64199995994568"
## [1] "2011-09-30 00:00:00 TSLA -1000 @ 1.62600004673004"
## [1] "2011-10-07 00:00:00 TSLA 1000 @ 1.79933297634125"
## [1] "2011-10-27 00:00:00 TSLA -1000 @ 1.91733300685883"
## [1] "2011-10-28 00:00:00 TSLA 1000 @ 1.9913330078125"
## [1] "2011-11-03 00:00:00 TSLA -1000 @ 2.16400003433228"
## [1] "2011-11-04 00:00:00 TSLA 1000 @ 2.15400004386902"
## [1] "2011-11-21 00:00:00 TSLA -1000 @ 2.11733293533325"
## [1] "2011-12-07 00:00:00 TSLA 1000 @ 2.27933311462402"
## [1] "2011-12-09 00:00:00 TSLA -1000 @ 2.06933307647705"
## [1] "2012-01-03 00:00:00 TSLA 1000 @ 1.87199997901917"
## [1] "2012-01-06 00:00:00 TSLA -1000 @ 1.7940000295639"
## [1] "2012-01-11 00:00:00 TSLA 1000 @ 1.88199996948242"
## [1] "2012-01-17 00:00:00 TSLA -1000 @ 1.77333295345306"
## [1] "2012-01-23 00:00:00 TSLA 1000 @ 1.78466701507568"
## [1] "2012-02-28 00:00:00 TSLA -1000 @ 2.25399994850159"
## [1] "2012-03-14 00:00:00 TSLA 1000 @ 2.35266709327698"
## [1] "2012-03-19 00:00:00 TSLA -1000 @ 2.33200001716614"
## [1] "2012-03-28 00:00:00 TSLA 1000 @ 2.52333307266235"
## [1] "2012-04-05 00:00:00 TSLA -1000 @ 2.29866695404053"
## [1] "2012-04-27 00:00:00 TSLA 1000 @ 2.22266697883606"
## [1] "2012-05-07 00:00:00 TSLA -1000 @ 2.16466689109802"
## [1] "2012-05-24 00:00:00 TSLA 1000 @ 2.01866698265076"
## [1] "2012-06-04 00:00:00 TSLA -1000 @ 1.85866701602936"
## [1] "2012-06-11 00:00:00 TSLA 1000 @ 1.94133305549622"
## [1] "2012-07-02 00:00:00 TSLA -1000 @ 2.02666711807251"
## [1] "2012-07-13 00:00:00 TSLA 1000 @ 2.28333306312561"
## [1] "2012-07-23 00:00:00 TSLA -1000 @ 2.04399991035461"
## [1] "2012-08-08 00:00:00 TSLA 1000 @ 1.93933296203613"
## [1] "2012-08-28 00:00:00 TSLA -1000 @ 1.91266703605652"
## [1] "2012-09-10 00:00:00 TSLA 1000 @ 1.82466697692871"
## [1] "2012-09-11 00:00:00 TSLA -1000 @ 1.85333299636841"
## [1] "2012-09-14 00:00:00 TSLA 1000 @ 2.02600002288818"
## [1] "2012-09-26 00:00:00 TSLA -1000 @ 1.83599996566772"
## [1] "2012-10-24 00:00:00 TSLA 1000 @ 1.82799994945526"
## [1] "2012-10-25 00:00:00 TSLA -1000 @ 1.83466696739197"
## [1] "2012-11-01 00:00:00 TSLA 1000 @ 1.95000004768372"
## [1] "2012-11-28 00:00:00 TSLA -1000 @ 2.21533298492432"
## [1] "2012-11-29 00:00:00 TSLA 1000 @ 2.24600005149841"
## [1] "2012-12-10 00:00:00 TSLA -1000 @ 2.3046669960022"
## [1] "2012-12-12 00:00:00 TSLA 1000 @ 2.35066699981689"
## [1] "2012-12-14 00:00:00 TSLA -1000 @ 2.25399994850159"
## [1] "2013-01-22 00:00:00 TSLA 1000 @ 2.34599995613098"
## [1] "2013-02-13 00:00:00 TSLA -1000 @ 2.56333303451538"
## [1] "2013-03-07 00:00:00 TSLA 1000 @ 2.54866695404053"
## [1] "2013-03-18 00:00:00 TSLA -1000 @ 2.34333300590515"
## [1] "2013-03-27 00:00:00 TSLA 1000 @ 2.54399991035461"
## [1] "2013-05-09 00:00:00 TSLA -1000 @ 4.62666702270508"
## [1] "2013-05-10 00:00:00 TSLA 1000 @ 5.11733293533325"
## [1] "2013-05-24 00:00:00 TSLA -1000 @ 6.47200012207031"
## [1] "2013-05-29 00:00:00 TSLA 1000 @ 6.97533321380615"
## [1] "2013-06-03 00:00:00 TSLA -1000 @ 6.17266702651978"
## [1] "2013-07-02 00:00:00 TSLA 1000 @ 7.85466718673706"
## [1] "2013-07-17 00:00:00 TSLA -1000 @ 8.01666736602783"
## [1] "2013-07-30 00:00:00 TSLA 1000 @ 8.78266716003418"
## [1] "2013-08-15 00:00:00 TSLA -1000 @ 9.31133270263672"
## [1] "2013-08-26 00:00:00 TSLA 1000 @ 10.9479999542236"
## [1] "2013-09-09 00:00:00 TSLA -1000 @ 10.7133331298828"
## [1] "2013-09-23 00:00:00 TSLA 1000 @ 12.0740003585815"
## [1] "2013-10-03 00:00:00 TSLA -1000 @ 11.5539999008179"
## [1] "2013-11-06 00:00:00 TSLA 1000 @ 10.0773334503174"
## [1] "2013-11-07 00:00:00 TSLA -1000 @ 9.31799983978271"
## [1] "2013-12-02 00:00:00 TSLA 1000 @ 8.27799987792969"
## [1] "2014-01-07 00:00:00 TSLA -1000 @ 9.95733261108398"
## [1] "2014-01-15 00:00:00 TSLA 1000 @ 10.9420003890991"
## [1] "2014-02-04 00:00:00 TSLA -1000 @ 11.9153327941895"
## [1] "2014-02-11 00:00:00 TSLA 1000 @ 13.1079998016357"
## [1] "2014-03-10 00:00:00 TSLA -1000 @ 15.9226665496826"
## [1] "2014-04-23 00:00:00 TSLA 1000 @ 13.8660001754761"
## [1] "2014-05-09 00:00:00 TSLA -1000 @ 12.1506671905518"
## [1] "2014-05-20 00:00:00 TSLA 1000 @ 13.0200004577637"
## [1] "2014-06-11 00:00:00 TSLA -1000 @ 13.6313333511353"
## [1] "2014-06-17 00:00:00 TSLA 1000 @ 15.4446668624878"
## [1] "2014-07-03 00:00:00 TSLA -1000 @ 15.283332824707"
## [1] "2014-07-29 00:00:00 TSLA 1000 @ 15.0006666183472"
## [1] "2014-08-21 00:00:00 TSLA -1000 @ 16.9559993743896"
## [1] "2014-09-03 00:00:00 TSLA 1000 @ 18.746000289917"
## [1] "2014-09-11 00:00:00 TSLA -1000 @ 18.6873321533203"
## [1] "2014-10-07 00:00:00 TSLA 1000 @ 17.304666519165"
## [1] "2014-10-13 00:00:00 TSLA -1000 @ 14.9726667404175"
## [1] "2014-10-24 00:00:00 TSLA 1000 @ 15.6826667785645"
## [1] "2014-10-28 00:00:00 TSLA -1000 @ 16.1846675872803"
## [1] "2014-10-29 00:00:00 TSLA 1000 @ 15.8733329772949"
## [1] "2014-11-24 00:00:00 TSLA -1000 @ 16.4479999542236"
## [1] "2014-12-22 00:00:00 TSLA 1000 @ 14.8400001525879"
## [1] "2015-01-08 00:00:00 TSLA -1000 @ 14.0413331985474"
## [1] "2015-01-26 00:00:00 TSLA 1000 @ 13.7700004577637"
## [1] "2015-02-17 00:00:00 TSLA -1000 @ 13.6233329772949"
## [1] "2015-02-23 00:00:00 TSLA 1000 @ 13.8226671218872"
## [1] "2015-02-24 00:00:00 TSLA -1000 @ 13.6073331832886"
## [1] "2015-03-19 00:00:00 TSLA 1000 @ 13.0433330535889"
## [1] "2015-03-30 00:00:00 TSLA -1000 @ 12.7046670913696"
## [1] "2015-04-07 00:00:00 TSLA 1000 @ 13.5500001907349"
## [1] "2015-05-21 00:00:00 TSLA -1000 @ 16.3746662139893"
## [1] "2015-06-19 00:00:00 TSLA 1000 @ 17.5006675720215"
## [1] "2015-06-30 00:00:00 TSLA -1000 @ 17.8840007781982"
## [1] "2015-07-02 00:00:00 TSLA 1000 @ 18.6679992675781"
## [1] "2015-07-09 00:00:00 TSLA -1000 @ 17.1946678161621"
## [1] "2015-07-21 00:00:00 TSLA 1000 @ 17.7846660614014"
## [1] "2015-07-23 00:00:00 TSLA -1000 @ 17.8133335113525"
## [1] "2015-08-19 00:00:00 TSLA 1000 @ 17.0166664123535"
## [1] "2015-08-24 00:00:00 TSLA -1000 @ 14.5913333892822"
## [1] "2015-08-31 00:00:00 TSLA 1000 @ 16.6040000915527"
## [1] "2015-09-29 00:00:00 TSLA -1000 @ 16.4433326721191"
## [1] "2015-10-30 00:00:00 TSLA 1000 @ 13.7953329086304"
## [1] "2015-11-02 00:00:00 TSLA -1000 @ 14.252667427063"
## [1] "2015-11-03 00:00:00 TSLA 1000 @ 13.8900003433228"
## [1] "2015-11-16 00:00:00 TSLA -1000 @ 14.28733253479"
## [1] "2015-11-19 00:00:00 TSLA 1000 @ 14.7866668701172"
## [1] "2015-12-10 00:00:00 TSLA -1000 @ 15.1379995346069"
## [1] "2015-12-18 00:00:00 TSLA 1000 @ 15.3640003204346"
## [1] "2016-01-05 00:00:00 TSLA -1000 @ 14.8953332901001"
## [1] "2016-02-18 00:00:00 TSLA 1000 @ 11.1180000305176"
## [1] "2016-03-30 00:00:00 TSLA -1000 @ 15.1260004043579"
## [1] "2016-04-05 00:00:00 TSLA 1000 @ 17.0313339233398"
## [1] "2016-04-12 00:00:00 TSLA -1000 @ 16.521333694458"
## [1] "2016-05-23 00:00:00 TSLA 1000 @ 14.4146671295166"
## [1] "2016-06-15 00:00:00 TSLA -1000 @ 14.5133333206177"
## [1] "2016-07-01 00:00:00 TSLA 1000 @ 14.4333333969116"
## [1] "2016-08-04 00:00:00 TSLA -1000 @ 15.3739995956421"
## [1] "2016-09-19 00:00:00 TSLA 1000 @ 13.7559995651245"
## [1] "2016-10-10 00:00:00 TSLA -1000 @ 13.3966665267944"
## [1] "2016-10-20 00:00:00 TSLA 1000 @ 13.2733325958252"
## [1] "2016-11-02 00:00:00 TSLA -1000 @ 12.5346670150757"
## [1] "2016-11-23 00:00:00 TSLA 1000 @ 12.8760004043579"
## [1] "2016-12-05 00:00:00 TSLA -1000 @ 12.453332901001"
## [1] "2016-12-08 00:00:00 TSLA 1000 @ 12.8193330764771"
## [1] "2017-01-31 00:00:00 TSLA -1000 @ 16.7953338623047"
## [1] "2017-02-10 00:00:00 TSLA 1000 @ 17.9486675262451"
## [1] "2017-02-21 00:00:00 TSLA -1000 @ 18.4926662445068"
## [1] "2017-03-16 00:00:00 TSLA 1000 @ 17.4699993133545"
## [1] "2017-04-18 00:00:00 TSLA -1000 @ 20.0166664123535"
## [1] "2017-05-12 00:00:00 TSLA 1000 @ 21.6539993286133"
## [1] "2017-05-16 00:00:00 TSLA -1000 @ 21.1340007781982"
## [1] "2017-05-31 00:00:00 TSLA 1000 @ 22.7339992523193"
## [1] "2017-06-21 00:00:00 TSLA -1000 @ 25.0933322906494"
## [1] "2017-07-24 00:00:00 TSLA 1000 @ 22.8346672058105"
## [1] "2017-08-02 00:00:00 TSLA -1000 @ 21.7259998321533"
## [1] "2017-08-04 00:00:00 TSLA 1000 @ 23.7940006256104"
## [1] "2017-08-21 00:00:00 TSLA -1000 @ 22.5240001678467"
## [1] "2017-09-05 00:00:00 TSLA 1000 @ 23.3059997558594"
## [1] "2017-09-06 00:00:00 TSLA -1000 @ 22.9686660766602"
## [1] "2017-09-12 00:00:00 TSLA 1000 @ 24.1833324432373"
## [1] "2017-09-25 00:00:00 TSLA -1000 @ 22.9993324279785"
## [1] "2017-10-09 00:00:00 TSLA 1000 @ 22.8626670837402"
## [1] "2017-10-10 00:00:00 TSLA -1000 @ 23.7059993743896"
## [1] "2017-10-11 00:00:00 TSLA 1000 @ 23.6399993896484"
## [1] "2017-10-23 00:00:00 TSLA -1000 @ 22.4680004119873"
## [1] "2017-11-14 00:00:00 TSLA 1000 @ 20.5799999237061"
## [1] "2017-12-06 00:00:00 TSLA -1000 @ 20.8840007781982"
## [1] "2017-12-07 00:00:00 TSLA 1000 @ 20.7493324279785"
## [1] "2017-12-26 00:00:00 TSLA -1000 @ 21.1526660919189"
## [1] "2018-01-09 00:00:00 TSLA 1000 @ 22.246000289917"
## [1] "2018-01-29 00:00:00 TSLA -1000 @ 23.3020000457764"
## [1] "2018-02-01 00:00:00 TSLA 1000 @ 23.283332824707"
## [1] "2018-02-02 00:00:00 TSLA -1000 @ 22.9166679382324"
## [1] "2018-02-21 00:00:00 TSLA 1000 @ 22.2199993133545"
## [1] "2018-03-05 00:00:00 TSLA -1000 @ 22.2233333587646"
## [1] "2018-03-14 00:00:00 TSLA 1000 @ 21.775333404541"
## [1] "2018-03-15 00:00:00 TSLA -1000 @ 21.7066669464111"
## [1] "2018-04-06 00:00:00 TSLA 1000 @ 19.953332901001"
## [1] "2018-04-26 00:00:00 TSLA -1000 @ 19.0319995880127"
## [1] "2018-04-30 00:00:00 TSLA 1000 @ 19.5933322906494"
## [1] "2018-05-16 00:00:00 TSLA -1000 @ 19.0986671447754"
## [1] "2018-05-31 00:00:00 TSLA 1000 @ 18.9820003509521"
## [1] "2018-06-25 00:00:00 TSLA -1000 @ 22.2006664276123"
## [1] "2018-08-03 00:00:00 TSLA 1000 @ 23.211332321167"
## [1] "2018-08-17 00:00:00 TSLA -1000 @ 20.3666667938232"
## [1] "2018-09-17 00:00:00 TSLA 1000 @ 19.6560001373291"
## [1] "2018-10-01 00:00:00 TSLA -1000 @ 20.7133331298828"
## [1] "2018-10-02 00:00:00 TSLA 1000 @ 20.068000793457"
## [1] "2018-10-05 00:00:00 TSLA -1000 @ 17.4633331298828"
## [1] "2018-10-18 00:00:00 TSLA 1000 @ 17.5939998626709"
## [1] "2018-11-14 00:00:00 TSLA -1000 @ 22.9333324432373"
## [1] "2018-12-07 00:00:00 TSLA 1000 @ 23.8646678924561"
## [1] "2018-12-18 00:00:00 TSLA -1000 @ 22.4686660766602"
## [1] "2019-01-09 00:00:00 TSLA 1000 @ 22.5686664581299"
## [1] "2019-01-22 00:00:00 TSLA -1000 @ 19.92799949646"
## [1] "2019-02-04 00:00:00 TSLA 1000 @ 20.8593330383301"
## [1] "2019-02-22 00:00:00 TSLA -1000 @ 19.6473331451416"
## [1] "2019-02-28 00:00:00 TSLA 1000 @ 21.3253326416016"
## [1] "2019-03-05 00:00:00 TSLA -1000 @ 18.4360008239746"
## [1] "2019-03-14 00:00:00 TSLA 1000 @ 19.3306674957275"
## [1] "2019-03-18 00:00:00 TSLA -1000 @ 17.9659996032715"
## [1] "2019-03-28 00:00:00 TSLA 1000 @ 18.5746669769287"
## [1] "2019-04-12 00:00:00 TSLA -1000 @ 17.8466663360596"
## [1] "2019-04-18 00:00:00 TSLA 1000 @ 18.2173328399658"
## [1] "2019-04-23 00:00:00 TSLA -1000 @ 17.5933322906494"
## [1] "2019-05-07 00:00:00 TSLA 1000 @ 16.470666885376"
## [1] "2019-05-14 00:00:00 TSLA -1000 @ 15.4873332977295"
## [1] "2019-06-06 00:00:00 TSLA 1000 @ 13.7299995422363"
## [1] "2019-07-26 00:00:00 TSLA -1000 @ 15.2026672363281"
## [1] "2019-09-03 00:00:00 TSLA 1000 @ 15.0006666183472"
## [1] "2019-09-25 00:00:00 TSLA -1000 @ 15.2466669082642"
## [1] "2019-10-02 00:00:00 TSLA 1000 @ 16.208667755127"
## [1] "2019-10-04 00:00:00 TSLA -1000 @ 15.4286670684814"
## [1] "2019-10-11 00:00:00 TSLA 1000 @ 16.5259990692139"
## [1] "2019-11-18 00:00:00 TSLA -1000 @ 23.3326663970947"
## [1] "2019-12-13 00:00:00 TSLA 1000 @ 23.8926677703857"
## [1] "2020-01-28 00:00:00 TSLA -1000 @ 37.7933311462402"
## [1] "2020-01-31 00:00:00 TSLA 1000 @ 43.3713340759277"
## [1] "2020-02-13 00:00:00 TSLA -1000 @ 53.5999984741211"
## [1] "2020-02-20 00:00:00 TSLA 1000 @ 59.9606666564941"
## [1] "2020-02-25 00:00:00 TSLA -1000 @ 53.3273315429688"
## [1] "2020-03-27 00:00:00 TSLA 1000 @ 34.2906684875488"
## [1] "2020-05-04 00:00:00 TSLA -1000 @ 50.7459983825684"
## [1] "2020-06-02 00:00:00 TSLA 1000 @ 58.7706680297852"
## [1] "2020-06-23 00:00:00 TSLA -1000 @ 66.7853317260742"
## [1] "2020-07-02 00:00:00 TSLA 1000 @ 80.5773315429688"
## [1] "2020-07-22 00:00:00 TSLA -1000 @ 106.155334472656"
## [1] "2020-08-17 00:00:00 TSLA 1000 @ 122.375999450684"
## [1] "2020-09-04 00:00:00 TSLA -1000 @ 139.440002441406"
## [1] "2020-09-22 00:00:00 TSLA 1000 @ 141.410003662109"
## [1] "2020-09-23 00:00:00 TSLA -1000 @ 126.786666870117"
## [1] "2020-10-02 00:00:00 TSLA 1000 @ 138.363327026367"
## [1] "2020-10-05 00:00:00 TSLA -1000 @ 141.893325805664"
## [1] "2020-10-13 00:00:00 TSLA 1000 @ 148.883331298828"
## [1] "2020-10-20 00:00:00 TSLA -1000 @ 140.646667480469"
## [1] "2020-11-06 00:00:00 TSLA 1000 @ 143.316665649414"
## [1] "2020-11-11 00:00:00 TSLA -1000 @ 139.043334960938"
## [1] "2020-11-18 00:00:00 TSLA 1000 @ 162.213333129883"
## [1] "2020-12-14 00:00:00 TSLA -1000 @ 213.276672363281"
## [1] "2021-01-05 00:00:00 TSLA 1000 @ 245.036666870117"
## [1] "2021-01-20 00:00:00 TSLA -1000 @ 283.483337402344"
## [1] "2021-03-12 00:00:00 TSLA 1000 @ 231.24333190918"
## [1] "2021-03-29 00:00:00 TSLA -1000 @ 203.763336181641"
## [1] "2021-04-01 00:00:00 TSLA 1000 @ 220.58332824707"
## [1] "2021-04-28 00:00:00 TSLA -1000 @ 231.466659545898"
## [1] "2021-05-26 00:00:00 TSLA 1000 @ 206.376663208008"
## [1] "2021-07-08 00:00:00 TSLA -1000 @ 217.603332519531"
## [1] "2021-07-30 00:00:00 TSLA 1000 @ 229.066665649414"
## [1] "2021-08-17 00:00:00 TSLA -1000 @ 221.903335571289"
## [1] "2021-08-30 00:00:00 TSLA 1000 @ 243.636672973633"
## [1] "2021-09-15 00:00:00 TSLA -1000 @ 251.943328857422"
## [1] "2021-09-16 00:00:00 TSLA 1000 @ 252.330001831055"
## [1] "2021-09-21 00:00:00 TSLA -1000 @ 246.460006713867"
## [1] "2021-09-28 00:00:00 TSLA 1000 @ 259.186676025391"
## [1] "2021-10-06 00:00:00 TSLA -1000 @ 260.916656494141"
## [1] "2021-10-08 00:00:00 TSLA 1000 @ 261.829986572266"
## [1] "2021-10-11 00:00:00 TSLA -1000 @ 263.980010986328"
## [1] "2021-10-13 00:00:00 TSLA 1000 @ 270.359985351562"
## [1] "2021-11-10 00:00:00 TSLA -1000 @ 355.983337402344"
## [1] "2021-12-27 00:00:00 TSLA 1000 @ 364.646667480469"
## [1] "2022-01-10 00:00:00 TSLA -1000 @ 352.706665039062"
## [1] "2022-02-08 00:00:00 TSLA 1000 @ 307.333343505859"
## [1] "2022-02-15 00:00:00 TSLA -1000 @ 307.476654052734"
## [1] "2022-02-16 00:00:00 TSLA 1000 @ 307.796661376953"
## [1] "2022-02-23 00:00:00 TSLA -1000 @ 254.679992675781"
## [1] "2022-03-02 00:00:00 TSLA 1000 @ 293.296661376953"
## [1] "2022-03-15 00:00:00 TSLA -1000 @ 267.296661376953"
## [1] "2022-03-17 00:00:00 TSLA 1000 @ 290.533325195312"
## [1] "2022-04-08 00:00:00 TSLA -1000 @ 341.829986572266"
## [1] "2022-05-31 00:00:00 TSLA 1000 @ 252.753326416016"
## [1] "2022-06-15 00:00:00 TSLA -1000 @ 233"
## [1] "2022-06-16 00:00:00 TSLA 1000 @ 213.100006103516"
## [1] "2022-06-17 00:00:00 TSLA -1000 @ 216.759994506836"
## [1] "2022-06-22 00:00:00 TSLA 1000 @ 236.086669921875"
## [1] "2022-08-10 00:00:00 TSLA -1000 @ 294.356658935547"
## [1] "2022-09-12 00:00:00 TSLA 1000 @ 304.420013427734"
## [1] "2022-09-23 00:00:00 TSLA -1000 @ 275.329986572266"
## [1] "2022-10-25 00:00:00 TSLA 1000 @ 222.419998168945"
## [1] "2022-11-08 00:00:00 TSLA -1000 @ 191.300003051758"
## [1] "2022-11-28 00:00:00 TSLA 1000 @ 182.919998168945"
## [1] "2022-12-13 00:00:00 TSLA -1000 @ 160.949996948242"
## [1] "2023-01-10 00:00:00 TSLA 1000 @ 118.849998474121"
## [1] "2023-02-21 00:00:00 TSLA -1000 @ 197.369995117188"
## [1] "2023-03-22 00:00:00 TSLA 1000 @ 191.149993896484"
## [1] "2023-04-06 00:00:00 TSLA -1000 @ 185.059997558594"
## [1] "2023-05-08 00:00:00 TSLA 1000 @ 171.789993286133"
## [1] "2023-06-26 00:00:00 TSLA -1000 @ 241.050003051758"
## [1] "2023-08-28 00:00:00 TSLA 1000 @ 238.820007324219"
## [1] "2023-09-22 00:00:00 TSLA -1000 @ 244.880004882812"
## [1] "2023-10-06 00:00:00 TSLA 1000 @ 260.529998779297"
## [1] "2023-10-17 00:00:00 TSLA -1000 @ 254.850006103516"
## [1] "2023-11-06 00:00:00 TSLA 1000 @ 219.270004272461"
## [1] "2023-12-13 00:00:00 TSLA -1000 @ 239.289993286133"
## [1] "2023-12-15 00:00:00 TSLA 1000 @ 253.5"
## [1] "2024-01-02 00:00:00 TSLA -1000 @ 248.419998168945"
## [1] "2024-02-09 00:00:00 TSLA 1000 @ 193.570007324219"
## [1] "2024-03-06 00:00:00 TSLA -1000 @ 176.539993286133"
## [1] "2024-03-22 00:00:00 TSLA 1000 @ 170.830001831055"
## [1] "2024-04-08 00:00:00 TSLA -1000 @ 172.979995727539"
## [1] "2024-04-09 00:00:00 TSLA 1000 @ 176.880004882812"
## [1] "2024-04-16 00:00:00 TSLA -1000 @ 157.110000610352"
## [1] "2024-04-26 00:00:00 TSLA 1000 @ 168.289993286133"
## [1] "2024-05-13 00:00:00 TSLA -1000 @ 171.889999389648"
## [1] "2024-05-22 00:00:00 TSLA 1000 @ 180.110000610352"
## [1] "2024-05-29 00:00:00 TSLA -1000 @ 176.190002441406"
## [1] "2024-06-14 00:00:00 TSLA 1000 @ 178.009994506836"
## [1] "2024-07-18 00:00:00 TSLA -1000 @ 249.229995727539"
## [1] "2024-08-19 00:00:00 TSLA 1000 @ 222.720001220703"
## [1] "2024-08-29 00:00:00 TSLA -1000 @ 206.279998779297"
## [1] "2024-09-04 00:00:00 TSLA 1000 @ 219.410003662109"
## [1] "2024-10-04 00:00:00 TSLA -1000 @ 250.080001831055"
## [1] "2024-10-25 00:00:00 TSLA 1000 @ 269.190002441406"
## [1] "2024-11-26 00:00:00 TSLA -1000 @ 338.230010986328"
## [1] "2024-12-09 00:00:00 TSLA 1000 @ 389.790008544922"
## [1] "2024-12-23 00:00:00 TSLA -1000 @ 430.600006103516"
## [1] "2025-03-21 00:00:00 TSLA 1000 @ 248.710006713867"
## [1] "2025-04-08 00:00:00 TSLA -1000 @ 221.860000610352"
## [1] "2025-04-10 00:00:00 TSLA 1000 @ 252.399993896484"
## [1] "2025-04-22 00:00:00 TSLA -1000 @ 237.970001220703"
## [1] "2025-04-24 00:00:00 TSLA 1000 @ 259.510009765625"
## 测试参数组合 14/27: nFast=12, nSlow=26, nSig=9
## 策略环境已重置
## [1] "2010-08-26 00:00:00 TSLA 1000 @ 1.31666696071625"
## [1] "2010-09-23 00:00:00 TSLA -1000 @ 1.30400002002716"
## [1] "2010-09-30 00:00:00 TSLA 1000 @ 1.36066699028015"
## [1] "2010-10-04 00:00:00 TSLA -1000 @ 1.39933300018311"
## [1] "2010-10-06 00:00:00 TSLA 1000 @ 1.3639999628067"
## [1] "2010-10-07 00:00:00 TSLA -1000 @ 1.36199998855591"
## [1] "2010-10-26 00:00:00 TSLA 1000 @ 1.42400002479553"
## [1] "2010-12-03 00:00:00 TSLA -1000 @ 2.09933304786682"
## [1] "2011-02-03 00:00:00 TSLA 1000 @ 1.57533299922943"
## [1] "2011-02-08 00:00:00 TSLA -1000 @ 1.63266694545746"
## [1] "2011-02-09 00:00:00 TSLA 1000 @ 1.54733300209045"
## [1] "2011-02-24 00:00:00 TSLA -1000 @ 1.50199997425079"
## [1] "2011-02-28 00:00:00 TSLA 1000 @ 1.59266698360443"
## [1] "2011-03-17 00:00:00 TSLA -1000 @ 1.52066695690155"
## [1] "2011-03-30 00:00:00 TSLA 1000 @ 1.58066701889038"
## [1] "2011-04-14 00:00:00 TSLA -1000 @ 1.67599999904633"
## [1] "2011-04-25 00:00:00 TSLA 1000 @ 1.75933301448822"
## [1] "2011-05-06 00:00:00 TSLA -1000 @ 1.80799996852875"
## [1] "2011-05-10 00:00:00 TSLA 1000 @ 1.88866698741913"
## [1] "2011-05-12 00:00:00 TSLA -1000 @ 1.84466695785522"
## [1] "2011-05-26 00:00:00 TSLA 1000 @ 1.96533298492432"
## [1] "2011-06-08 00:00:00 TSLA -1000 @ 1.80799996852875"
## [1] "2011-06-30 00:00:00 TSLA 1000 @ 1.94200003147125"
## [1] "2011-07-15 00:00:00 TSLA -1000 @ 1.83866703510284"
## [1] "2011-07-25 00:00:00 TSLA 1000 @ 1.89933300018311"
## [1] "2011-07-27 00:00:00 TSLA -1000 @ 1.84266698360443"
## [1] "2011-08-18 00:00:00 TSLA 1000 @ 1.61733305454254"
## [1] "2011-08-19 00:00:00 TSLA -1000 @ 1.48666703701019"
## [1] "2011-08-30 00:00:00 TSLA 1000 @ 1.64199995994568"
## [1] "2011-10-03 00:00:00 TSLA -1000 @ 1.58200001716614"
## [1] "2011-10-07 00:00:00 TSLA 1000 @ 1.79933297634125"
## [1] "2011-11-22 00:00:00 TSLA -1000 @ 2.13800001144409"
## [1] "2011-12-07 00:00:00 TSLA 1000 @ 2.27933311462402"
## [1] "2011-12-09 00:00:00 TSLA -1000 @ 2.06933307647705"
## [1] "2012-01-12 00:00:00 TSLA 1000 @ 1.88333296775818"
## [1] "2012-01-17 00:00:00 TSLA -1000 @ 1.77333295345306"
## [1] "2012-01-23 00:00:00 TSLA 1000 @ 1.78466701507568"
## [1] "2012-02-29 00:00:00 TSLA -1000 @ 2.22733306884766"
## [1] "2012-03-14 00:00:00 TSLA 1000 @ 2.35266709327698"
## [1] "2012-03-16 00:00:00 TSLA -1000 @ 2.35466694831848"
## [1] "2012-03-28 00:00:00 TSLA 1000 @ 2.52333307266235"
## [1] "2012-04-05 00:00:00 TSLA -1000 @ 2.29866695404053"
## [1] "2012-05-01 00:00:00 TSLA 1000 @ 2.25200009346008"
## [1] "2012-05-07 00:00:00 TSLA -1000 @ 2.16466689109802"
## [1] "2012-05-25 00:00:00 TSLA 1000 @ 1.98733305931091"
## [1] "2012-06-05 00:00:00 TSLA -1000 @ 1.86066699028015"
## [1] "2012-06-11 00:00:00 TSLA 1000 @ 1.94133305549622"
## [1] "2012-07-03 00:00:00 TSLA -1000 @ 2.04399991035461"
## [1] "2012-07-13 00:00:00 TSLA 1000 @ 2.28333306312561"
## [1] "2012-07-23 00:00:00 TSLA -1000 @ 2.04399991035461"
## [1] "2012-08-10 00:00:00 TSLA 1000 @ 1.99600005149841"
## [1] "2012-08-29 00:00:00 TSLA -1000 @ 1.89400005340576"
## [1] "2012-09-10 00:00:00 TSLA 1000 @ 1.82466697692871"
## [1] "2012-09-11 00:00:00 TSLA -1000 @ 1.85333299636841"
## [1] "2012-09-14 00:00:00 TSLA 1000 @ 2.02600002288818"
## [1] "2012-09-26 00:00:00 TSLA -1000 @ 1.83599996566772"
## [1] "2012-11-02 00:00:00 TSLA 1000 @ 1.92799997329712"
## [1] "2012-12-14 00:00:00 TSLA -1000 @ 2.25399994850159"
## [1] "2013-01-23 00:00:00 TSLA 1000 @ 2.40000009536743"
## [1] "2013-02-14 00:00:00 TSLA -1000 @ 2.55133295059204"
## [1] "2013-03-08 00:00:00 TSLA 1000 @ 2.56466698646545"
## [1] "2013-03-18 00:00:00 TSLA -1000 @ 2.34333300590515"
## [1] "2013-03-27 00:00:00 TSLA 1000 @ 2.54399991035461"
## [1] "2013-06-03 00:00:00 TSLA -1000 @ 6.17266702651978"
## [1] "2013-07-03 00:00:00 TSLA 1000 @ 7.68266677856445"
## [1] "2013-07-17 00:00:00 TSLA -1000 @ 8.01666736602783"
## [1] "2013-08-01 00:00:00 TSLA 1000 @ 9.03666687011719"
## [1] "2013-08-15 00:00:00 TSLA -1000 @ 9.31133270263672"
## [1] "2013-08-26 00:00:00 TSLA 1000 @ 10.9479999542236"
## [1] "2013-09-09 00:00:00 TSLA -1000 @ 10.7133331298828"
## [1] "2013-09-24 00:00:00 TSLA 1000 @ 12.1553325653076"
## [1] "2013-10-03 00:00:00 TSLA -1000 @ 11.5539999008179"
## [1] "2013-12-03 00:00:00 TSLA 1000 @ 9.64666652679443"
## [1] "2014-01-10 00:00:00 TSLA -1000 @ 9.71466732025146"
## [1] "2014-01-15 00:00:00 TSLA 1000 @ 10.9420003890991"
## [1] "2014-02-06 00:00:00 TSLA -1000 @ 11.8920001983643"
## [1] "2014-02-11 00:00:00 TSLA 1000 @ 13.1079998016357"
## [1] "2014-03-11 00:00:00 TSLA -1000 @ 15.6273326873779"
## [1] "2014-04-24 00:00:00 TSLA 1000 @ 13.8573331832886"
## [1] "2014-04-29 00:00:00 TSLA -1000 @ 13.7946672439575"
## [1] "2014-04-30 00:00:00 TSLA 1000 @ 13.8593330383301"
## [1] "2014-05-09 00:00:00 TSLA -1000 @ 12.1506671905518"
## [1] "2014-05-21 00:00:00 TSLA 1000 @ 13.296667098999"
## [1] "2014-07-07 00:00:00 TSLA -1000 @ 14.8439998626709"
## [1] "2014-07-31 00:00:00 TSLA 1000 @ 14.8866672515869"
## [1] "2014-08-22 00:00:00 TSLA -1000 @ 17.1186676025391"
## [1] "2014-09-03 00:00:00 TSLA 1000 @ 18.746000289917"
## [1] "2014-09-12 00:00:00 TSLA -1000 @ 18.6133327484131"
## [1] "2014-10-08 00:00:00 TSLA 1000 @ 17.2853336334229"
## [1] "2014-10-13 00:00:00 TSLA -1000 @ 14.9726667404175"
## [1] "2014-10-27 00:00:00 TSLA 1000 @ 14.7779998779297"
## [1] "2014-10-28 00:00:00 TSLA -1000 @ 16.1846675872803"
## [1] "2014-10-29 00:00:00 TSLA 1000 @ 15.8733329772949"
## [1] "2014-12-01 00:00:00 TSLA -1000 @ 15.4426670074463"
## [1] "2014-12-23 00:00:00 TSLA 1000 @ 14.7313327789307"
## [1] "2015-01-09 00:00:00 TSLA -1000 @ 13.7773332595825"
## [1] "2015-01-27 00:00:00 TSLA 1000 @ 13.7320003509521"
## [1] "2015-02-18 00:00:00 TSLA -1000 @ 13.6306667327881"
## [1] "2015-02-23 00:00:00 TSLA 1000 @ 13.8226671218872"
## [1] "2015-02-25 00:00:00 TSLA -1000 @ 13.5839996337891"
## [1] "2015-03-19 00:00:00 TSLA 1000 @ 13.0433330535889"
## [1] "2015-03-30 00:00:00 TSLA -1000 @ 12.7046670913696"
## [1] "2015-04-07 00:00:00 TSLA 1000 @ 13.5500001907349"
## [1] "2015-05-22 00:00:00 TSLA -1000 @ 16.5153331756592"
## [1] "2015-06-22 00:00:00 TSLA 1000 @ 17.3193321228027"
## [1] "2015-06-30 00:00:00 TSLA -1000 @ 17.8840007781982"
## [1] "2015-07-01 00:00:00 TSLA 1000 @ 17.9433326721191"
## [1] "2015-07-09 00:00:00 TSLA -1000 @ 17.1946678161621"
## [1] "2015-07-21 00:00:00 TSLA 1000 @ 17.7846660614014"
## [1] "2015-07-22 00:00:00 TSLA -1000 @ 17.8579998016357"
## [1] "2015-08-20 00:00:00 TSLA 1000 @ 16.1453323364258"
## [1] "2015-08-21 00:00:00 TSLA -1000 @ 15.3846673965454"
## [1] "2015-09-01 00:00:00 TSLA 1000 @ 15.9086666107178"
## [1] "2015-09-30 00:00:00 TSLA -1000 @ 16.5599994659424"
## [1] "2015-11-03 00:00:00 TSLA 1000 @ 13.8900003433228"
## [1] "2015-12-14 00:00:00 TSLA -1000 @ 14.5719995498657"
## [1] "2015-12-18 00:00:00 TSLA 1000 @ 15.3640003204346"
## [1] "2016-01-06 00:00:00 TSLA -1000 @ 14.6026668548584"
## [1] "2016-02-19 00:00:00 TSLA 1000 @ 11.1053333282471"
## [1] "2016-03-31 00:00:00 TSLA -1000 @ 15.3179998397827"
## [1] "2016-04-05 00:00:00 TSLA 1000 @ 17.0313339233398"
## [1] "2016-04-13 00:00:00 TSLA -1000 @ 16.9686660766602"
## [1] "2016-05-24 00:00:00 TSLA 1000 @ 14.5273332595825"
## [1] "2016-06-16 00:00:00 TSLA -1000 @ 14.5286674499512"
## [1] "2016-07-05 00:00:00 TSLA 1000 @ 14.2653331756592"
## [1] "2016-08-09 00:00:00 TSLA -1000 @ 15.2720003128052"
## [1] "2016-09-20 00:00:00 TSLA 1000 @ 13.6426668167114"
## [1] "2016-10-11 00:00:00 TSLA -1000 @ 13.3400001525879"
## [1] "2016-10-21 00:00:00 TSLA 1000 @ 13.3393325805664"
## [1] "2016-11-02 00:00:00 TSLA -1000 @ 12.5346670150757"
## [1] "2016-11-23 00:00:00 TSLA 1000 @ 12.8760004043579"
## [1] "2016-12-05 00:00:00 TSLA -1000 @ 12.453332901001"
## [1] "2016-12-07 00:00:00 TSLA 1000 @ 12.8766670227051"
## [1] "2017-02-01 00:00:00 TSLA -1000 @ 16.6159992218018"
## [1] "2017-02-13 00:00:00 TSLA 1000 @ 18.7066669464111"
## [1] "2017-02-21 00:00:00 TSLA -1000 @ 18.4926662445068"
## [1] "2017-03-17 00:00:00 TSLA 1000 @ 17.4333324432373"
## [1] "2017-04-20 00:00:00 TSLA -1000 @ 20.1673336029053"
## [1] "2017-05-31 00:00:00 TSLA 1000 @ 22.7339992523193"
## [1] "2017-06-27 00:00:00 TSLA -1000 @ 24.1580009460449"
## [1] "2017-07-25 00:00:00 TSLA 1000 @ 22.6399993896484"
## [1] "2017-08-02 00:00:00 TSLA -1000 @ 21.7259998321533"
## [1] "2017-08-04 00:00:00 TSLA 1000 @ 23.7940006256104"
## [1] "2017-08-22 00:00:00 TSLA -1000 @ 22.7566661834717"
## [1] "2017-09-12 00:00:00 TSLA 1000 @ 24.1833324432373"
## [1] "2017-09-25 00:00:00 TSLA -1000 @ 22.9993324279785"
## [1] "2017-10-12 00:00:00 TSLA 1000 @ 23.7119998931885"
## [1] "2017-10-23 00:00:00 TSLA -1000 @ 22.4680004119873"
## [1] "2017-11-16 00:00:00 TSLA 1000 @ 20.8333320617676"
## [1] "2017-12-27 00:00:00 TSLA -1000 @ 20.7759990692139"
## [1] "2018-01-09 00:00:00 TSLA 1000 @ 22.246000289917"
## [1] "2018-02-05 00:00:00 TSLA -1000 @ 22.208667755127"
## [1] "2018-02-23 00:00:00 TSLA 1000 @ 23.4699993133545"
## [1] "2018-03-06 00:00:00 TSLA -1000 @ 21.8799991607666"
## [1] "2018-03-14 00:00:00 TSLA 1000 @ 21.775333404541"
## [1] "2018-03-15 00:00:00 TSLA -1000 @ 21.7066669464111"
## [1] "2018-04-09 00:00:00 TSLA 1000 @ 19.3106670379639"
## [1] "2018-05-17 00:00:00 TSLA -1000 @ 18.9693336486816"
## [1] "2018-05-31 00:00:00 TSLA 1000 @ 18.9820003509521"
## [1] "2018-06-26 00:00:00 TSLA -1000 @ 22.7999992370605"
## [1] "2018-08-03 00:00:00 TSLA 1000 @ 23.211332321167"
## [1] "2018-08-20 00:00:00 TSLA -1000 @ 20.5626678466797"
## [1] "2018-09-18 00:00:00 TSLA 1000 @ 18.9973335266113"
## [1] "2018-10-08 00:00:00 TSLA -1000 @ 16.7040004730225"
## [1] "2018-10-19 00:00:00 TSLA 1000 @ 17.3333320617676"
## [1] "2018-10-22 00:00:00 TSLA -1000 @ 17.3966674804688"
## [1] "2018-10-23 00:00:00 TSLA 1000 @ 19.6093330383301"
## [1] "2018-11-20 00:00:00 TSLA -1000 @ 23.1660003662109"
## [1] "2018-12-12 00:00:00 TSLA 1000 @ 24.4400005340576"
## [1] "2018-12-18 00:00:00 TSLA -1000 @ 22.4686660766602"
## [1] "2019-01-10 00:00:00 TSLA 1000 @ 22.9979991912842"
## [1] "2019-01-22 00:00:00 TSLA -1000 @ 19.92799949646"
## [1] "2019-02-05 00:00:00 TSLA 1000 @ 21.4233322143555"
## [1] "2019-02-22 00:00:00 TSLA -1000 @ 19.6473331451416"
## [1] "2019-02-28 00:00:00 TSLA 1000 @ 21.3253326416016"
## [1] "2019-03-05 00:00:00 TSLA -1000 @ 18.4360008239746"
## [1] "2019-03-15 00:00:00 TSLA 1000 @ 18.3619995117188"
## [1] "2019-03-18 00:00:00 TSLA -1000 @ 17.9659996032715"
## [1] "2019-03-29 00:00:00 TSLA 1000 @ 18.6573333740234"
## [1] "2019-04-16 00:00:00 TSLA -1000 @ 18.2240009307861"
## [1] "2019-04-17 00:00:00 TSLA 1000 @ 18.0820007324219"
## [1] "2019-04-23 00:00:00 TSLA -1000 @ 17.5933322906494"
## [1] "2019-05-08 00:00:00 TSLA 1000 @ 16.3226661682129"
## [1] "2019-05-13 00:00:00 TSLA -1000 @ 15.1339998245239"
## [1] "2019-06-07 00:00:00 TSLA 1000 @ 13.6333332061768"
## [1] "2019-07-26 00:00:00 TSLA -1000 @ 15.2026672363281"
## [1] "2019-09-03 00:00:00 TSLA 1000 @ 15.0006666183472"
## [1] "2019-09-25 00:00:00 TSLA -1000 @ 15.2466669082642"
## [1] "2019-10-02 00:00:00 TSLA 1000 @ 16.208667755127"
## [1] "2019-10-04 00:00:00 TSLA -1000 @ 15.4286670684814"
## [1] "2019-10-11 00:00:00 TSLA 1000 @ 16.5259990692139"
## [1] "2019-11-19 00:00:00 TSLA -1000 @ 23.9680004119873"
## [1] "2019-12-17 00:00:00 TSLA 1000 @ 25.2660007476807"
## [1] "2020-01-29 00:00:00 TSLA -1000 @ 38.732666015625"
## [1] "2020-01-31 00:00:00 TSLA 1000 @ 43.3713340759277"
## [1] "2020-02-14 00:00:00 TSLA -1000 @ 53.335334777832"
## [1] "2020-02-20 00:00:00 TSLA 1000 @ 59.9606666564941"
## [1] "2020-02-25 00:00:00 TSLA -1000 @ 53.3273315429688"
## [1] "2020-03-30 00:00:00 TSLA 1000 @ 33.4753341674805"
## [1] "2020-05-06 00:00:00 TSLA -1000 @ 52.1720008850098"
## [1] "2020-05-11 00:00:00 TSLA 1000 @ 54.0859985351562"
## [1] "2020-05-12 00:00:00 TSLA -1000 @ 53.9606666564941"
## [1] "2020-06-03 00:00:00 TSLA 1000 @ 58.8639984130859"
## [1] "2020-06-05 00:00:00 TSLA -1000 @ 59.0439987182617"
## [1] "2020-06-09 00:00:00 TSLA 1000 @ 62.7113342285156"
## [1] "2020-06-23 00:00:00 TSLA -1000 @ 66.7853317260742"
## [1] "2020-07-02 00:00:00 TSLA 1000 @ 80.5773315429688"
## [1] "2020-07-24 00:00:00 TSLA -1000 @ 94.466667175293"
## [1] "2020-08-18 00:00:00 TSLA 1000 @ 125.805999755859"
## [1] "2020-09-04 00:00:00 TSLA -1000 @ 139.440002441406"
## [1] "2020-10-14 00:00:00 TSLA 1000 @ 153.766662597656"
## [1] "2020-10-20 00:00:00 TSLA -1000 @ 140.646667480469"
## [1] "2020-11-09 00:00:00 TSLA 1000 @ 140.419998168945"
## [1] "2020-11-11 00:00:00 TSLA -1000 @ 139.043334960938"
## [1] "2020-11-18 00:00:00 TSLA 1000 @ 162.213333129883"
## [1] "2020-12-16 00:00:00 TSLA -1000 @ 207.589996337891"
## [1] "2020-12-21 00:00:00 TSLA 1000 @ 216.619995117188"
## [1] "2020-12-22 00:00:00 TSLA -1000 @ 213.446670532227"
## [1] "2021-01-06 00:00:00 TSLA 1000 @ 251.99333190918"
## [1] "2021-01-21 00:00:00 TSLA -1000 @ 281.663330078125"
## [1] "2021-03-15 00:00:00 TSLA 1000 @ 235.979995727539"
## [1] "2021-03-29 00:00:00 TSLA -1000 @ 203.763336181641"
## [1] "2021-04-01 00:00:00 TSLA 1000 @ 220.58332824707"
## [1] "2021-04-29 00:00:00 TSLA -1000 @ 225.66667175293"
## [1] "2021-05-27 00:00:00 TSLA 1000 @ 210.283340454102"
## [1] "2021-07-12 00:00:00 TSLA -1000 @ 228.566665649414"
## [1] "2021-07-13 00:00:00 TSLA 1000 @ 222.846664428711"
## [1] "2021-07-15 00:00:00 TSLA -1000 @ 216.866668701172"
## [1] "2021-08-02 00:00:00 TSLA 1000 @ 236.556671142578"
## [1] "2021-08-17 00:00:00 TSLA -1000 @ 221.903335571289"
## [1] "2021-08-31 00:00:00 TSLA 1000 @ 245.240005493164"
## [1] "2021-09-21 00:00:00 TSLA -1000 @ 246.460006713867"
## [1] "2021-09-28 00:00:00 TSLA 1000 @ 259.186676025391"
## [1] "2021-10-06 00:00:00 TSLA -1000 @ 260.916656494141"
## [1] "2021-10-08 00:00:00 TSLA 1000 @ 261.829986572266"
## [1] "2021-10-11 00:00:00 TSLA -1000 @ 263.980010986328"
## [1] "2021-10-13 00:00:00 TSLA 1000 @ 270.359985351562"
## [1] "2021-11-10 00:00:00 TSLA -1000 @ 355.983337402344"
## [1] "2021-12-28 00:00:00 TSLA 1000 @ 362.823333740234"
## [1] "2022-01-12 00:00:00 TSLA -1000 @ 368.739990234375"
## [1] "2022-01-13 00:00:00 TSLA 1000 @ 343.853332519531"
## [1] "2022-01-14 00:00:00 TSLA -1000 @ 349.869995117188"
## [1] "2022-02-10 00:00:00 TSLA 1000 @ 301.516662597656"
## [1] "2022-02-14 00:00:00 TSLA -1000 @ 291.920013427734"
## [1] "2022-02-16 00:00:00 TSLA 1000 @ 307.796661376953"
## [1] "2022-02-23 00:00:00 TSLA -1000 @ 254.679992675781"
## [1] "2022-03-02 00:00:00 TSLA 1000 @ 293.296661376953"
## [1] "2022-03-15 00:00:00 TSLA -1000 @ 267.296661376953"
## [1] "2022-03-17 00:00:00 TSLA 1000 @ 290.533325195312"
## [1] "2022-04-11 00:00:00 TSLA -1000 @ 325.309997558594"
## [1] "2022-05-31 00:00:00 TSLA 1000 @ 252.753326416016"
## [1] "2022-06-17 00:00:00 TSLA -1000 @ 216.759994506836"
## [1] "2022-06-22 00:00:00 TSLA 1000 @ 236.086669921875"
## [1] "2022-08-12 00:00:00 TSLA -1000 @ 300.029998779297"
## [1] "2022-08-17 00:00:00 TSLA 1000 @ 303.996673583984"
## [1] "2022-08-18 00:00:00 TSLA -1000 @ 302.869995117188"
## [1] "2022-09-13 00:00:00 TSLA 1000 @ 292.130004882812"
## [1] "2022-09-23 00:00:00 TSLA -1000 @ 275.329986572266"
## [1] "2022-10-26 00:00:00 TSLA 1000 @ 224.639999389648"
## [1] "2022-11-09 00:00:00 TSLA -1000 @ 177.589996337891"
## [1] "2022-11-29 00:00:00 TSLA 1000 @ 180.830001831055"
## [1] "2022-12-14 00:00:00 TSLA -1000 @ 156.800003051758"
## [1] "2023-01-11 00:00:00 TSLA 1000 @ 123.220001220703"
## [1] "2023-02-22 00:00:00 TSLA -1000 @ 200.860000610352"
## [1] "2023-03-24 00:00:00 TSLA 1000 @ 190.410003662109"
## [1] "2023-04-06 00:00:00 TSLA -1000 @ 185.059997558594"
## [1] "2023-05-08 00:00:00 TSLA 1000 @ 171.789993286133"
## [1] "2023-06-27 00:00:00 TSLA -1000 @ 250.210006713867"
## [1] "2023-08-29 00:00:00 TSLA 1000 @ 257.179992675781"
## [1] "2023-09-25 00:00:00 TSLA -1000 @ 246.990005493164"
## [1] "2023-10-06 00:00:00 TSLA 1000 @ 260.529998779297"
## [1] "2023-10-17 00:00:00 TSLA -1000 @ 254.850006103516"
## [1] "2023-11-07 00:00:00 TSLA 1000 @ 222.179992675781"
## [1] "2023-12-13 00:00:00 TSLA -1000 @ 239.289993286133"
## [1] "2023-12-15 00:00:00 TSLA 1000 @ 253.5"
## [1] "2024-01-02 00:00:00 TSLA -1000 @ 248.419998168945"
## [1] "2024-02-12 00:00:00 TSLA 1000 @ 188.130004882812"
## [1] "2024-03-07 00:00:00 TSLA -1000 @ 178.649993896484"
## [1] "2024-03-25 00:00:00 TSLA 1000 @ 172.630004882812"
## [1] "2024-04-17 00:00:00 TSLA -1000 @ 155.449996948242"
## [1] "2024-04-26 00:00:00 TSLA 1000 @ 168.289993286133"
## [1] "2024-05-30 00:00:00 TSLA -1000 @ 178.789993286133"
## [1] "2024-06-17 00:00:00 TSLA 1000 @ 187.440002441406"
## [1] "2024-07-19 00:00:00 TSLA -1000 @ 239.199996948242"
## [1] "2024-08-20 00:00:00 TSLA 1000 @ 221.100006103516"
## [1] "2024-08-30 00:00:00 TSLA -1000 @ 214.110000610352"
## [1] "2024-09-03 00:00:00 TSLA 1000 @ 210.600006103516"
## [1] "2024-10-04 00:00:00 TSLA -1000 @ 250.080001831055"
## [1] "2024-10-25 00:00:00 TSLA 1000 @ 269.190002441406"
## [1] "2024-11-27 00:00:00 TSLA -1000 @ 332.890014648438"
## [1] "2024-12-09 00:00:00 TSLA 1000 @ 389.790008544922"
## [1] "2024-12-23 00:00:00 TSLA -1000 @ 430.600006103516"
## [1] "2025-03-24 00:00:00 TSLA 1000 @ 278.390014648438"
## [1] "2025-04-09 00:00:00 TSLA -1000 @ 272.200012207031"
## [1] "2025-04-10 00:00:00 TSLA 1000 @ 252.399993896484"
## [1] "2025-04-22 00:00:00 TSLA -1000 @ 237.970001220703"
## [1] "2025-04-24 00:00:00 TSLA 1000 @ 259.510009765625"
## 测试参数组合 15/27: nFast=16, nSlow=26, nSig=9
## 策略环境已重置
## [1] "2010-08-27 00:00:00 TSLA 1000 @ 1.31333303451538"
## [1] "2010-09-23 00:00:00 TSLA -1000 @ 1.30400002002716"
## [1] "2010-09-30 00:00:00 TSLA 1000 @ 1.36066699028015"
## [1] "2010-10-04 00:00:00 TSLA -1000 @ 1.39933300018311"
## [1] "2010-10-06 00:00:00 TSLA 1000 @ 1.3639999628067"
## [1] "2010-10-07 00:00:00 TSLA -1000 @ 1.36199998855591"
## [1] "2010-10-26 00:00:00 TSLA 1000 @ 1.42400002479553"
## [1] "2010-12-03 00:00:00 TSLA -1000 @ 2.09933304786682"
## [1] "2011-02-09 00:00:00 TSLA 1000 @ 1.54733300209045"
## [1] "2011-02-24 00:00:00 TSLA -1000 @ 1.50199997425079"
## [1] "2011-02-25 00:00:00 TSLA 1000 @ 1.57400000095367"
## [1] "2011-03-18 00:00:00 TSLA -1000 @ 1.53066694736481"
## [1] "2011-03-30 00:00:00 TSLA 1000 @ 1.58066701889038"
## [1] "2011-04-19 00:00:00 TSLA -1000 @ 1.67733299732208"
## [1] "2011-04-25 00:00:00 TSLA 1000 @ 1.75933301448822"
## [1] "2011-05-06 00:00:00 TSLA -1000 @ 1.80799996852875"
## [1] "2011-05-10 00:00:00 TSLA 1000 @ 1.88866698741913"
## [1] "2011-05-16 00:00:00 TSLA -1000 @ 1.77333295345306"
## [1] "2011-05-27 00:00:00 TSLA 1000 @ 1.97000002861023"
## [1] "2011-06-09 00:00:00 TSLA -1000 @ 1.84133303165436"
## [1] "2011-07-01 00:00:00 TSLA 1000 @ 1.93466699123383"
## [1] "2011-07-15 00:00:00 TSLA -1000 @ 1.83866703510284"
## [1] "2011-07-25 00:00:00 TSLA 1000 @ 1.89933300018311"
## [1] "2011-07-27 00:00:00 TSLA -1000 @ 1.84266698360443"
## [1] "2011-08-31 00:00:00 TSLA 1000 @ 1.64933300018311"
## [1] "2011-10-04 00:00:00 TSLA -1000 @ 1.57733297348022"
## [1] "2011-10-07 00:00:00 TSLA 1000 @ 1.79933297634125"
## [1] "2011-11-22 00:00:00 TSLA -1000 @ 2.13800001144409"
## [1] "2012-01-13 00:00:00 TSLA 1000 @ 1.51933300495148"
## [1] "2012-01-17 00:00:00 TSLA -1000 @ 1.77333295345306"
## [1] "2012-01-24 00:00:00 TSLA 1000 @ 1.82799994945526"
## [1] "2012-03-01 00:00:00 TSLA -1000 @ 2.29399991035461"
## [1] "2012-03-14 00:00:00 TSLA 1000 @ 2.35266709327698"
## [1] "2012-03-16 00:00:00 TSLA -1000 @ 2.35466694831848"
## [1] "2012-03-28 00:00:00 TSLA 1000 @ 2.52333307266235"
## [1] "2012-04-05 00:00:00 TSLA -1000 @ 2.29866695404053"
## [1] "2012-05-02 00:00:00 TSLA 1000 @ 2.26266694068909"
## [1] "2012-05-07 00:00:00 TSLA -1000 @ 2.16466689109802"
## [1] "2012-05-29 00:00:00 TSLA 1000 @ 2.11266708374023"
## [1] "2012-06-04 00:00:00 TSLA -1000 @ 1.85866701602936"
## [1] "2012-06-11 00:00:00 TSLA 1000 @ 1.94133305549622"
## [1] "2012-07-05 00:00:00 TSLA -1000 @ 2.08200001716614"
## [1] "2012-07-13 00:00:00 TSLA 1000 @ 2.28333306312561"
## [1] "2012-07-24 00:00:00 TSLA -1000 @ 1.98933303356171"
## [1] "2012-08-13 00:00:00 TSLA 1000 @ 2.07800006866455"
## [1] "2012-08-30 00:00:00 TSLA -1000 @ 1.89400005340576"
## [1] "2012-09-14 00:00:00 TSLA 1000 @ 2.02600002288818"
## [1] "2012-09-27 00:00:00 TSLA -1000 @ 1.89933300018311"
## [1] "2012-11-02 00:00:00 TSLA 1000 @ 1.92799997329712"
## [1] "2012-12-14 00:00:00 TSLA -1000 @ 2.25399994850159"
## [1] "2013-01-23 00:00:00 TSLA 1000 @ 2.40000009536743"
## [1] "2013-02-15 00:00:00 TSLA -1000 @ 2.4693329334259"
## [1] "2013-03-11 00:00:00 TSLA 1000 @ 2.60666704177856"
## [1] "2013-03-18 00:00:00 TSLA -1000 @ 2.34333300590515"
## [1] "2013-03-27 00:00:00 TSLA 1000 @ 2.54399991035461"
## [1] "2013-06-03 00:00:00 TSLA -1000 @ 6.17266702651978"
## [1] "2013-07-08 00:00:00 TSLA 1000 @ 8.10733318328857"
## [1] "2013-07-17 00:00:00 TSLA -1000 @ 8.01666736602783"
## [1] "2013-08-02 00:00:00 TSLA 1000 @ 9.19999980926514"
## [1] "2013-08-15 00:00:00 TSLA -1000 @ 9.31133270263672"
## [1] "2013-08-26 00:00:00 TSLA 1000 @ 10.9479999542236"
## [1] "2013-09-09 00:00:00 TSLA -1000 @ 10.7133331298828"
## [1] "2013-09-25 00:00:00 TSLA 1000 @ 12.3493328094482"
## [1] "2013-10-04 00:00:00 TSLA -1000 @ 12.065333366394"
## [1] "2013-12-04 00:00:00 TSLA 1000 @ 9.26333332061768"
## [1] "2014-01-13 00:00:00 TSLA -1000 @ 9.28933334350586"
## [1] "2014-01-15 00:00:00 TSLA 1000 @ 10.9420003890991"
## [1] "2014-02-06 00:00:00 TSLA -1000 @ 11.8920001983643"
## [1] "2014-02-10 00:00:00 TSLA 1000 @ 13.1040000915527"
## [1] "2014-03-11 00:00:00 TSLA -1000 @ 15.6273326873779"
## [1] "2014-05-01 00:00:00 TSLA 1000 @ 13.8486671447754"
## [1] "2014-05-09 00:00:00 TSLA -1000 @ 12.1506671905518"
## [1] "2014-05-21 00:00:00 TSLA 1000 @ 13.296667098999"
## [1] "2014-07-08 00:00:00 TSLA -1000 @ 14.6046667098999"
## [1] "2014-07-31 00:00:00 TSLA 1000 @ 14.8866672515869"
## [1] "2014-08-01 00:00:00 TSLA -1000 @ 15.5513334274292"
## [1] "2014-08-04 00:00:00 TSLA 1000 @ 15.9013328552246"
## [1] "2014-08-27 00:00:00 TSLA -1000 @ 17.5499992370605"
## [1] "2014-09-02 00:00:00 TSLA 1000 @ 18.941333770752"
## [1] "2014-09-12 00:00:00 TSLA -1000 @ 18.6133327484131"
## [1] "2014-10-09 00:00:00 TSLA 1000 @ 17.1340007781982"
## [1] "2014-10-13 00:00:00 TSLA -1000 @ 14.9726667404175"
## [1] "2014-10-29 00:00:00 TSLA 1000 @ 15.8733329772949"
## [1] "2014-12-02 00:00:00 TSLA -1000 @ 15.4286670684814"
## [1] "2014-12-23 00:00:00 TSLA 1000 @ 14.7313327789307"
## [1] "2015-01-12 00:00:00 TSLA -1000 @ 13.4806671142578"
## [1] "2015-01-27 00:00:00 TSLA 1000 @ 13.7320003509521"
## [1] "2015-02-19 00:00:00 TSLA -1000 @ 14.1140003204346"
## [1] "2015-02-20 00:00:00 TSLA 1000 @ 14.4739999771118"
## [1] "2015-02-25 00:00:00 TSLA -1000 @ 13.5839996337891"
## [1] "2015-03-19 00:00:00 TSLA 1000 @ 13.0433330535889"
## [1] "2015-03-30 00:00:00 TSLA -1000 @ 12.7046670913696"
## [1] "2015-04-07 00:00:00 TSLA 1000 @ 13.5500001907349"
## [1] "2015-05-22 00:00:00 TSLA -1000 @ 16.5153331756592"
## [1] "2015-06-24 00:00:00 TSLA 1000 @ 17.67799949646"
## [1] "2015-06-30 00:00:00 TSLA -1000 @ 17.8840007781982"
## [1] "2015-07-02 00:00:00 TSLA 1000 @ 18.6679992675781"
## [1] "2015-07-09 00:00:00 TSLA -1000 @ 17.1946678161621"
## [1] "2015-07-21 00:00:00 TSLA 1000 @ 17.7846660614014"
## [1] "2015-07-22 00:00:00 TSLA -1000 @ 17.8579998016357"
## [1] "2015-09-01 00:00:00 TSLA 1000 @ 15.9086666107178"
## [1] "2015-09-30 00:00:00 TSLA -1000 @ 16.5599994659424"
## [1] "2015-11-05 00:00:00 TSLA 1000 @ 15.4513330459595"
## [1] "2015-12-14 00:00:00 TSLA -1000 @ 14.5719995498657"
## [1] "2015-12-17 00:00:00 TSLA 1000 @ 15.5593328475952"
## [1] "2016-01-06 00:00:00 TSLA -1000 @ 14.6026668548584"
## [1] "2016-02-22 00:00:00 TSLA 1000 @ 11.8493328094482"
## [1] "2016-04-14 00:00:00 TSLA -1000 @ 16.7906665802002"
## [1] "2016-05-26 00:00:00 TSLA 1000 @ 15.0080003738403"
## [1] "2016-06-20 00:00:00 TSLA -1000 @ 14.6466665267944"
## [1] "2016-06-22 00:00:00 TSLA 1000 @ 13.1106672286987"
## [1] "2016-06-23 00:00:00 TSLA -1000 @ 13.0933332443237"
## [1] "2016-07-05 00:00:00 TSLA 1000 @ 14.2653331756592"
## [1] "2016-08-09 00:00:00 TSLA -1000 @ 15.2720003128052"
## [1] "2016-09-20 00:00:00 TSLA 1000 @ 13.6426668167114"
## [1] "2016-10-12 00:00:00 TSLA -1000 @ 13.4340000152588"
## [1] "2016-10-20 00:00:00 TSLA 1000 @ 13.2733325958252"
## [1] "2016-11-02 00:00:00 TSLA -1000 @ 12.5346670150757"
## [1] "2016-11-23 00:00:00 TSLA 1000 @ 12.8760004043579"
## [1] "2016-12-05 00:00:00 TSLA -1000 @ 12.453332901001"
## [1] "2016-12-06 00:00:00 TSLA 1000 @ 12.3900003433228"
## [1] "2017-02-02 00:00:00 TSLA -1000 @ 16.7700004577637"
## [1] "2017-02-13 00:00:00 TSLA 1000 @ 18.7066669464111"
## [1] "2017-02-21 00:00:00 TSLA -1000 @ 18.4926662445068"
## [1] "2017-03-21 00:00:00 TSLA 1000 @ 16.7119998931885"
## [1] "2017-03-22 00:00:00 TSLA -1000 @ 17.0006675720215"
## [1] "2017-03-27 00:00:00 TSLA 1000 @ 18.0146675109863"
## [1] "2017-04-21 00:00:00 TSLA -1000 @ 20.3733329772949"
## [1] "2017-05-31 00:00:00 TSLA 1000 @ 22.7339992523193"
## [1] "2017-06-27 00:00:00 TSLA -1000 @ 24.1580009460449"
## [1] "2017-07-26 00:00:00 TSLA 1000 @ 22.9233322143555"
## [1] "2017-08-02 00:00:00 TSLA -1000 @ 21.7259998321533"
## [1] "2017-08-04 00:00:00 TSLA 1000 @ 23.7940006256104"
## [1] "2017-08-22 00:00:00 TSLA -1000 @ 22.7566661834717"
## [1] "2017-09-13 00:00:00 TSLA 1000 @ 24.4153327941895"
## [1] "2017-09-25 00:00:00 TSLA -1000 @ 22.9993324279785"
## [1] "2017-10-13 00:00:00 TSLA 1000 @ 23.7046661376953"
## [1] "2017-10-23 00:00:00 TSLA -1000 @ 22.4680004119873"
## [1] "2017-11-17 00:00:00 TSLA 1000 @ 21.0033321380615"
## [1] "2017-12-28 00:00:00 TSLA -1000 @ 21.0240001678467"
## [1] "2018-01-10 00:00:00 TSLA 1000 @ 22.3199996948242"
## [1] "2018-02-05 00:00:00 TSLA -1000 @ 22.208667755127"
## [1] "2018-02-23 00:00:00 TSLA 1000 @ 23.4699993133545"
## [1] "2018-03-06 00:00:00 TSLA -1000 @ 21.8799991607666"
## [1] "2018-04-10 00:00:00 TSLA 1000 @ 20.3133335113525"
## [1] "2018-05-18 00:00:00 TSLA -1000 @ 18.4546661376953"
## [1] "2018-06-01 00:00:00 TSLA 1000 @ 19.4546661376953"
## [1] "2018-06-27 00:00:00 TSLA -1000 @ 22.966667175293"
## [1] "2018-08-03 00:00:00 TSLA 1000 @ 23.211332321167"
## [1] "2018-08-20 00:00:00 TSLA -1000 @ 20.5626678466797"
## [1] "2018-09-20 00:00:00 TSLA 1000 @ 19.8886661529541"
## [1] "2018-10-08 00:00:00 TSLA -1000 @ 16.7040004730225"
## [1] "2018-10-24 00:00:00 TSLA 1000 @ 19.2333335876465"
## [1] "2018-11-23 00:00:00 TSLA -1000 @ 21.7220001220703"
## [1] "2018-12-12 00:00:00 TSLA 1000 @ 24.4400005340576"
## [1] "2018-12-18 00:00:00 TSLA -1000 @ 22.4686660766602"
## [1] "2019-01-10 00:00:00 TSLA 1000 @ 22.9979991912842"
## [1] "2019-01-22 00:00:00 TSLA -1000 @ 19.92799949646"
## [1] "2019-02-06 00:00:00 TSLA 1000 @ 21.1480007171631"
## [1] "2019-02-22 00:00:00 TSLA -1000 @ 19.6473331451416"
## [1] "2019-02-28 00:00:00 TSLA 1000 @ 21.3253326416016"
## [1] "2019-03-05 00:00:00 TSLA -1000 @ 18.4360008239746"
## [1] "2019-03-29 00:00:00 TSLA 1000 @ 18.6573333740234"
## [1] "2019-04-24 00:00:00 TSLA -1000 @ 17.2439994812012"
## [1] "2019-06-07 00:00:00 TSLA 1000 @ 13.6333332061768"
## [1] "2019-07-29 00:00:00 TSLA -1000 @ 15.7180004119873"
## [1] "2019-09-04 00:00:00 TSLA 1000 @ 14.7119998931885"
## [1] "2019-09-26 00:00:00 TSLA -1000 @ 16.1706676483154"
## [1] "2019-09-30 00:00:00 TSLA 1000 @ 16.0580005645752"
## [1] "2019-10-04 00:00:00 TSLA -1000 @ 15.4286670684814"
## [1] "2019-10-11 00:00:00 TSLA 1000 @ 16.5259990692139"
## [1] "2019-11-21 00:00:00 TSLA -1000 @ 23.6553325653076"
## [1] "2019-12-17 00:00:00 TSLA 1000 @ 25.2660007476807"
## [1] "2020-02-18 00:00:00 TSLA -1000 @ 57.2266654968262"
## [1] "2020-02-19 00:00:00 TSLA 1000 @ 61.1613311767578"
## [1] "2020-02-25 00:00:00 TSLA -1000 @ 53.3273315429688"
## [1] "2020-04-01 00:00:00 TSLA 1000 @ 32.1040000915527"
## [1] "2020-04-03 00:00:00 TSLA -1000 @ 32.0006675720215"
## [1] "2020-04-07 00:00:00 TSLA 1000 @ 36.3633346557617"
## [1] "2020-05-14 00:00:00 TSLA -1000 @ 53.5553321838379"
## [1] "2020-06-04 00:00:00 TSLA 1000 @ 57.6253318786621"
## [1] "2020-06-05 00:00:00 TSLA -1000 @ 59.0439987182617"
## [1] "2020-06-09 00:00:00 TSLA 1000 @ 62.7113342285156"
## [1] "2020-06-24 00:00:00 TSLA -1000 @ 64.0566635131836"
## [1] "2020-07-02 00:00:00 TSLA 1000 @ 80.5773315429688"
## [1] "2020-07-24 00:00:00 TSLA -1000 @ 94.466667175293"
## [1] "2020-08-18 00:00:00 TSLA 1000 @ 125.805999755859"
## [1] "2020-09-08 00:00:00 TSLA -1000 @ 110.069999694824"
## [1] "2020-10-15 00:00:00 TSLA 1000 @ 149.626663208008"
## [1] "2020-10-19 00:00:00 TSLA -1000 @ 143.610000610352"
## [1] "2020-11-18 00:00:00 TSLA 1000 @ 162.213333129883"
## [1] "2020-12-17 00:00:00 TSLA -1000 @ 218.633331298828"
## [1] "2020-12-21 00:00:00 TSLA 1000 @ 216.619995117188"
## [1] "2020-12-22 00:00:00 TSLA -1000 @ 213.446670532227"
## [1] "2021-01-06 00:00:00 TSLA 1000 @ 251.99333190918"
## [1] "2021-01-21 00:00:00 TSLA -1000 @ 281.663330078125"
## [1] "2021-03-16 00:00:00 TSLA 1000 @ 225.626663208008"
## [1] "2021-03-29 00:00:00 TSLA -1000 @ 203.763336181641"
## [1] "2021-04-01 00:00:00 TSLA 1000 @ 220.58332824707"
## [1] "2021-04-30 00:00:00 TSLA -1000 @ 236.479995727539"
## [1] "2021-05-28 00:00:00 TSLA 1000 @ 208.406661987305"
## [1] "2021-07-15 00:00:00 TSLA -1000 @ 216.866668701172"
## [1] "2021-08-02 00:00:00 TSLA 1000 @ 236.556671142578"
## [1] "2021-08-18 00:00:00 TSLA -1000 @ 229.663330078125"
## [1] "2021-08-31 00:00:00 TSLA 1000 @ 245.240005493164"
## [1] "2021-09-21 00:00:00 TSLA -1000 @ 246.460006713867"
## [1] "2021-09-28 00:00:00 TSLA 1000 @ 259.186676025391"
## [1] "2021-10-07 00:00:00 TSLA -1000 @ 264.536682128906"
## [1] "2021-10-08 00:00:00 TSLA 1000 @ 261.829986572266"
## [1] "2021-10-11 00:00:00 TSLA -1000 @ 263.980010986328"
## [1] "2021-10-13 00:00:00 TSLA 1000 @ 270.359985351562"
## [1] "2021-11-11 00:00:00 TSLA -1000 @ 354.503326416016"
## [1] "2021-12-28 00:00:00 TSLA 1000 @ 362.823333740234"
## [1] "2022-01-14 00:00:00 TSLA -1000 @ 349.869995117188"
## [1] "2022-02-11 00:00:00 TSLA 1000 @ 286.666656494141"
## [1] "2022-02-14 00:00:00 TSLA -1000 @ 291.920013427734"
## [1] "2022-02-16 00:00:00 TSLA 1000 @ 307.796661376953"
## [1] "2022-02-22 00:00:00 TSLA -1000 @ 273.843322753906"
## [1] "2022-03-03 00:00:00 TSLA 1000 @ 279.763336181641"
## [1] "2022-03-15 00:00:00 TSLA -1000 @ 267.296661376953"
## [1] "2022-03-17 00:00:00 TSLA 1000 @ 290.533325195312"
## [1] "2022-04-12 00:00:00 TSLA -1000 @ 328.983337402344"
## [1] "2022-06-01 00:00:00 TSLA 1000 @ 246.789993286133"
## [1] "2022-06-21 00:00:00 TSLA -1000 @ 237.036666870117"
## [1] "2022-06-22 00:00:00 TSLA 1000 @ 236.086669921875"
## [1] "2022-08-19 00:00:00 TSLA -1000 @ 296.666656494141"
## [1] "2022-09-15 00:00:00 TSLA 1000 @ 303.75"
## [1] "2022-09-23 00:00:00 TSLA -1000 @ 275.329986572266"
## [1] "2022-10-27 00:00:00 TSLA 1000 @ 225.089996337891"
## [1] "2022-11-09 00:00:00 TSLA -1000 @ 177.589996337891"
## [1] "2022-11-29 00:00:00 TSLA 1000 @ 180.830001831055"
## [1] "2022-12-14 00:00:00 TSLA -1000 @ 156.800003051758"
## [1] "2023-01-12 00:00:00 TSLA 1000 @ 123.559997558594"
## [1] "2023-02-24 00:00:00 TSLA -1000 @ 196.880004882812"
## [1] "2023-03-30 00:00:00 TSLA 1000 @ 195.279998779297"
## [1] "2023-04-06 00:00:00 TSLA -1000 @ 185.059997558594"
## [1] "2023-05-09 00:00:00 TSLA 1000 @ 169.149993896484"
## [1] "2023-06-27 00:00:00 TSLA -1000 @ 250.210006713867"
## [1] "2023-08-30 00:00:00 TSLA 1000 @ 256.899993896484"
## [1] "2023-09-25 00:00:00 TSLA -1000 @ 246.990005493164"
## [1] "2023-10-09 00:00:00 TSLA 1000 @ 259.670013427734"
## [1] "2023-10-17 00:00:00 TSLA -1000 @ 254.850006103516"
## [1] "2023-11-08 00:00:00 TSLA 1000 @ 222.110000610352"
## [1] "2024-01-03 00:00:00 TSLA -1000 @ 238.449996948242"
## [1] "2024-02-12 00:00:00 TSLA 1000 @ 188.130004882812"
## [1] "2024-03-07 00:00:00 TSLA -1000 @ 178.649993896484"
## [1] "2024-03-26 00:00:00 TSLA 1000 @ 177.669998168945"
## [1] "2024-04-17 00:00:00 TSLA -1000 @ 155.449996948242"
## [1] "2024-04-26 00:00:00 TSLA 1000 @ 168.289993286133"
## [1] "2024-06-04 00:00:00 TSLA -1000 @ 174.770004272461"
## [1] "2024-06-18 00:00:00 TSLA 1000 @ 184.860000610352"
## [1] "2024-07-22 00:00:00 TSLA -1000 @ 251.509994506836"
## [1] "2024-08-21 00:00:00 TSLA 1000 @ 223.270004272461"
## [1] "2024-08-29 00:00:00 TSLA -1000 @ 206.279998779297"
## [1] "2024-09-05 00:00:00 TSLA 1000 @ 230.169998168945"
## [1] "2024-10-08 00:00:00 TSLA -1000 @ 244.5"
## [1] "2024-10-28 00:00:00 TSLA 1000 @ 262.510009765625"
## [1] "2024-11-29 00:00:00 TSLA -1000 @ 345.160003662109"
## [1] "2024-12-09 00:00:00 TSLA 1000 @ 389.790008544922"
## [1] "2024-12-23 00:00:00 TSLA -1000 @ 430.600006103516"
## [1] "2025-03-25 00:00:00 TSLA 1000 @ 288.140014648438"
## 测试参数组合 16/27: nFast=8, nSlow=30, nSig=9
## 策略环境已重置
## [1] "2010-08-24 00:00:00 TSLA 1000 @ 1.27999997138977"
## [1] "2010-09-22 00:00:00 TSLA -1000 @ 1.32466697692871"
## [1] "2010-09-30 00:00:00 TSLA 1000 @ 1.36066699028015"
## [1] "2010-10-04 00:00:00 TSLA -1000 @ 1.39933300018311"
## [1] "2010-10-06 00:00:00 TSLA 1000 @ 1.3639999628067"
## [1] "2010-10-07 00:00:00 TSLA -1000 @ 1.36199998855591"
## [1] "2010-10-25 00:00:00 TSLA 1000 @ 1.38999998569489"
## [1] "2010-12-03 00:00:00 TSLA -1000 @ 2.09933304786682"
## [1] "2011-01-11 00:00:00 TSLA 1000 @ 1.79733300209045"
## [1] "2011-01-12 00:00:00 TSLA -1000 @ 1.79733300209045"
## [1] "2011-02-01 00:00:00 TSLA 1000 @ 1.59399998188019"
## [1] "2011-02-08 00:00:00 TSLA -1000 @ 1.63266694545746"
## [1] "2011-02-09 00:00:00 TSLA 1000 @ 1.54733300209045"
## [1] "2011-02-24 00:00:00 TSLA -1000 @ 1.50199997425079"
## [1] "2011-02-28 00:00:00 TSLA 1000 @ 1.59266698360443"
## [1] "2011-03-16 00:00:00 TSLA -1000 @ 1.52133297920227"
## [1] "2011-03-29 00:00:00 TSLA 1000 @ 1.59466695785522"
## [1] "2011-04-14 00:00:00 TSLA -1000 @ 1.67599999904633"
## [1] "2011-04-25 00:00:00 TSLA 1000 @ 1.75933301448822"
## [1] "2011-05-06 00:00:00 TSLA -1000 @ 1.80799996852875"
## [1] "2011-05-10 00:00:00 TSLA 1000 @ 1.88866698741913"
## [1] "2011-05-12 00:00:00 TSLA -1000 @ 1.84466695785522"
## [1] "2011-05-26 00:00:00 TSLA 1000 @ 1.96533298492432"
## [1] "2011-06-08 00:00:00 TSLA -1000 @ 1.80799996852875"
## [1] "2011-06-29 00:00:00 TSLA 1000 @ 1.8860000371933"
## [1] "2011-07-13 00:00:00 TSLA -1000 @ 1.90933299064636"
## [1] "2011-07-25 00:00:00 TSLA 1000 @ 1.89933300018311"
## [1] "2011-07-27 00:00:00 TSLA -1000 @ 1.84266698360443"
## [1] "2011-08-17 00:00:00 TSLA 1000 @ 1.72200000286102"
## [1] "2011-08-19 00:00:00 TSLA -1000 @ 1.48666703701019"
## [1] "2011-08-30 00:00:00 TSLA 1000 @ 1.64199995994568"
## [1] "2011-09-30 00:00:00 TSLA -1000 @ 1.62600004673004"
## [1] "2011-10-07 00:00:00 TSLA 1000 @ 1.79933297634125"
## [1] "2011-10-27 00:00:00 TSLA -1000 @ 1.91733300685883"
## [1] "2011-10-28 00:00:00 TSLA 1000 @ 1.9913330078125"
## [1] "2011-11-03 00:00:00 TSLA -1000 @ 2.16400003433228"
## [1] "2011-11-04 00:00:00 TSLA 1000 @ 2.15400004386902"
## [1] "2011-11-22 00:00:00 TSLA -1000 @ 2.13800001144409"
## [1] "2011-12-07 00:00:00 TSLA 1000 @ 2.27933311462402"
## [1] "2011-12-09 00:00:00 TSLA -1000 @ 2.06933307647705"
## [1] "2012-01-03 00:00:00 TSLA 1000 @ 1.87199997901917"
## [1] "2012-01-05 00:00:00 TSLA -1000 @ 1.80799996852875"
## [1] "2012-01-12 00:00:00 TSLA 1000 @ 1.88333296775818"
## [1] "2012-01-17 00:00:00 TSLA -1000 @ 1.77333295345306"
## [1] "2012-01-23 00:00:00 TSLA 1000 @ 1.78466701507568"
## [1] "2012-02-28 00:00:00 TSLA -1000 @ 2.25399994850159"
## [1] "2012-03-14 00:00:00 TSLA 1000 @ 2.35266709327698"
## [1] "2012-03-19 00:00:00 TSLA -1000 @ 2.33200001716614"
## [1] "2012-03-28 00:00:00 TSLA 1000 @ 2.52333307266235"
## [1] "2012-04-05 00:00:00 TSLA -1000 @ 2.29866695404053"
## [1] "2012-04-30 00:00:00 TSLA 1000 @ 2.20866703987122"
## [1] "2012-05-07 00:00:00 TSLA -1000 @ 2.16466689109802"
## [1] "2012-05-24 00:00:00 TSLA 1000 @ 2.01866698265076"
## [1] "2012-06-04 00:00:00 TSLA -1000 @ 1.85866701602936"
## [1] "2012-06-11 00:00:00 TSLA 1000 @ 1.94133305549622"
## [1] "2012-07-03 00:00:00 TSLA -1000 @ 2.04399991035461"
## [1] "2012-07-13 00:00:00 TSLA 1000 @ 2.28333306312561"
## [1] "2012-07-23 00:00:00 TSLA -1000 @ 2.04399991035461"
## [1] "2012-08-08 00:00:00 TSLA 1000 @ 1.93933296203613"
## [1] "2012-08-28 00:00:00 TSLA -1000 @ 1.91266703605652"
## [1] "2012-09-10 00:00:00 TSLA 1000 @ 1.82466697692871"
## [1] "2012-09-11 00:00:00 TSLA -1000 @ 1.85333299636841"
## [1] "2012-09-14 00:00:00 TSLA 1000 @ 2.02600002288818"
## [1] "2012-09-26 00:00:00 TSLA -1000 @ 1.83599996566772"
## [1] "2012-11-02 00:00:00 TSLA 1000 @ 1.92799997329712"
## [1] "2012-12-14 00:00:00 TSLA -1000 @ 2.25399994850159"
## [1] "2013-01-22 00:00:00 TSLA 1000 @ 2.34599995613098"
## [1] "2013-02-13 00:00:00 TSLA -1000 @ 2.56333303451538"
## [1] "2013-03-07 00:00:00 TSLA 1000 @ 2.54866695404053"
## [1] "2013-03-18 00:00:00 TSLA -1000 @ 2.34333300590515"
## [1] "2013-03-27 00:00:00 TSLA 1000 @ 2.54399991035461"
## [1] "2013-06-03 00:00:00 TSLA -1000 @ 6.17266702651978"
## [1] "2013-07-02 00:00:00 TSLA 1000 @ 7.85466718673706"
## [1] "2013-07-17 00:00:00 TSLA -1000 @ 8.01666736602783"
## [1] "2013-07-30 00:00:00 TSLA 1000 @ 8.78266716003418"
## [1] "2013-08-15 00:00:00 TSLA -1000 @ 9.31133270263672"
## [1] "2013-08-26 00:00:00 TSLA 1000 @ 10.9479999542236"
## [1] "2013-09-09 00:00:00 TSLA -1000 @ 10.7133331298828"
## [1] "2013-09-23 00:00:00 TSLA 1000 @ 12.0740003585815"
## [1] "2013-10-03 00:00:00 TSLA -1000 @ 11.5539999008179"
## [1] "2013-11-06 00:00:00 TSLA 1000 @ 10.0773334503174"
## [1] "2013-11-07 00:00:00 TSLA -1000 @ 9.31799983978271"
## [1] "2013-12-02 00:00:00 TSLA 1000 @ 8.27799987792969"
## [1] "2014-01-08 00:00:00 TSLA -1000 @ 10.0853328704834"
## [1] "2014-01-09 00:00:00 TSLA 1000 @ 9.8353328704834"
## [1] "2014-01-10 00:00:00 TSLA -1000 @ 9.71466732025146"
## [1] "2014-01-15 00:00:00 TSLA 1000 @ 10.9420003890991"
## [1] "2014-02-05 00:00:00 TSLA -1000 @ 11.6280002593994"
## [1] "2014-02-11 00:00:00 TSLA 1000 @ 13.1079998016357"
## [1] "2014-03-10 00:00:00 TSLA -1000 @ 15.9226665496826"
## [1] "2014-04-23 00:00:00 TSLA 1000 @ 13.8660001754761"
## [1] "2014-04-29 00:00:00 TSLA -1000 @ 13.7946672439575"
## [1] "2014-04-30 00:00:00 TSLA 1000 @ 13.8593330383301"
## [1] "2014-05-09 00:00:00 TSLA -1000 @ 12.1506671905518"
## [1] "2014-05-20 00:00:00 TSLA 1000 @ 13.0200004577637"
## [1] "2014-06-12 00:00:00 TSLA -1000 @ 13.5679998397827"
## [1] "2014-06-17 00:00:00 TSLA 1000 @ 15.4446668624878"
## [1] "2014-07-03 00:00:00 TSLA -1000 @ 15.283332824707"
## [1] "2014-07-29 00:00:00 TSLA 1000 @ 15.0006666183472"
## [1] "2014-08-22 00:00:00 TSLA -1000 @ 17.1186676025391"
## [1] "2014-09-03 00:00:00 TSLA 1000 @ 18.746000289917"
## [1] "2014-09-11 00:00:00 TSLA -1000 @ 18.6873321533203"
## [1] "2014-10-07 00:00:00 TSLA 1000 @ 17.304666519165"
## [1] "2014-10-13 00:00:00 TSLA -1000 @ 14.9726667404175"
## [1] "2014-10-27 00:00:00 TSLA 1000 @ 14.7779998779297"
## [1] "2014-10-28 00:00:00 TSLA -1000 @ 16.1846675872803"
## [1] "2014-10-29 00:00:00 TSLA 1000 @ 15.8733329772949"
## [1] "2014-11-25 00:00:00 TSLA -1000 @ 16.5393333435059"
## [1] "2014-12-22 00:00:00 TSLA 1000 @ 14.8400001525879"
## [1] "2015-01-08 00:00:00 TSLA -1000 @ 14.0413331985474"
## [1] "2015-01-26 00:00:00 TSLA 1000 @ 13.7700004577637"
## [1] "2015-02-17 00:00:00 TSLA -1000 @ 13.6233329772949"
## [1] "2015-02-23 00:00:00 TSLA 1000 @ 13.8226671218872"
## [1] "2015-02-25 00:00:00 TSLA -1000 @ 13.5839996337891"
## [1] "2015-03-19 00:00:00 TSLA 1000 @ 13.0433330535889"
## [1] "2015-03-30 00:00:00 TSLA -1000 @ 12.7046670913696"
## [1] "2015-04-07 00:00:00 TSLA 1000 @ 13.5500001907349"
## [1] "2015-05-21 00:00:00 TSLA -1000 @ 16.3746662139893"
## [1] "2015-06-19 00:00:00 TSLA 1000 @ 17.5006675720215"
## [1] "2015-06-30 00:00:00 TSLA -1000 @ 17.8840007781982"
## [1] "2015-07-02 00:00:00 TSLA 1000 @ 18.6679992675781"
## [1] "2015-07-09 00:00:00 TSLA -1000 @ 17.1946678161621"
## [1] "2015-07-21 00:00:00 TSLA 1000 @ 17.7846660614014"
## [1] "2015-07-23 00:00:00 TSLA -1000 @ 17.8133335113525"
## [1] "2015-08-19 00:00:00 TSLA 1000 @ 17.0166664123535"
## [1] "2015-08-24 00:00:00 TSLA -1000 @ 14.5913333892822"
## [1] "2015-08-31 00:00:00 TSLA 1000 @ 16.6040000915527"
## [1] "2015-09-29 00:00:00 TSLA -1000 @ 16.4433326721191"
## [1] "2015-11-03 00:00:00 TSLA 1000 @ 13.8900003433228"
## [1] "2015-11-16 00:00:00 TSLA -1000 @ 14.28733253479"
## [1] "2015-11-19 00:00:00 TSLA 1000 @ 14.7866668701172"
## [1] "2015-12-11 00:00:00 TSLA -1000 @ 14.4680004119873"
## [1] "2015-12-18 00:00:00 TSLA 1000 @ 15.3640003204346"
## [1] "2016-01-05 00:00:00 TSLA -1000 @ 14.8953332901001"
## [1] "2016-02-18 00:00:00 TSLA 1000 @ 11.1180000305176"
## [1] "2016-03-30 00:00:00 TSLA -1000 @ 15.1260004043579"
## [1] "2016-04-05 00:00:00 TSLA 1000 @ 17.0313339233398"
## [1] "2016-04-13 00:00:00 TSLA -1000 @ 16.9686660766602"
## [1] "2016-05-23 00:00:00 TSLA 1000 @ 14.4146671295166"
## [1] "2016-06-15 00:00:00 TSLA -1000 @ 14.5133333206177"
## [1] "2016-07-01 00:00:00 TSLA 1000 @ 14.4333333969116"
## [1] "2016-08-04 00:00:00 TSLA -1000 @ 15.3739995956421"
## [1] "2016-09-19 00:00:00 TSLA 1000 @ 13.7559995651245"
## [1] "2016-10-10 00:00:00 TSLA -1000 @ 13.3966665267944"
## [1] "2016-10-20 00:00:00 TSLA 1000 @ 13.2733325958252"
## [1] "2016-11-02 00:00:00 TSLA -1000 @ 12.5346670150757"
## [1] "2016-11-23 00:00:00 TSLA 1000 @ 12.8760004043579"
## [1] "2016-12-05 00:00:00 TSLA -1000 @ 12.453332901001"
## [1] "2016-12-08 00:00:00 TSLA 1000 @ 12.8193330764771"
## [1] "2017-01-31 00:00:00 TSLA -1000 @ 16.7953338623047"
## [1] "2017-02-10 00:00:00 TSLA 1000 @ 17.9486675262451"
## [1] "2017-02-21 00:00:00 TSLA -1000 @ 18.4926662445068"
## [1] "2017-03-17 00:00:00 TSLA 1000 @ 17.4333324432373"
## [1] "2017-04-19 00:00:00 TSLA -1000 @ 20.3680000305176"
## [1] "2017-05-15 00:00:00 TSLA 1000 @ 21.058666229248"
## [1] "2017-05-16 00:00:00 TSLA -1000 @ 21.1340007781982"
## [1] "2017-05-31 00:00:00 TSLA 1000 @ 22.7339992523193"
## [1] "2017-06-21 00:00:00 TSLA -1000 @ 25.0933322906494"
## [1] "2017-07-25 00:00:00 TSLA 1000 @ 22.6399993896484"
## [1] "2017-08-02 00:00:00 TSLA -1000 @ 21.7259998321533"
## [1] "2017-08-04 00:00:00 TSLA 1000 @ 23.7940006256104"
## [1] "2017-08-21 00:00:00 TSLA -1000 @ 22.5240001678467"
## [1] "2017-09-05 00:00:00 TSLA 1000 @ 23.3059997558594"
## [1] "2017-09-06 00:00:00 TSLA -1000 @ 22.9686660766602"
## [1] "2017-09-12 00:00:00 TSLA 1000 @ 24.1833324432373"
## [1] "2017-09-25 00:00:00 TSLA -1000 @ 22.9993324279785"
## [1] "2017-10-09 00:00:00 TSLA 1000 @ 22.8626670837402"
## [1] "2017-10-10 00:00:00 TSLA -1000 @ 23.7059993743896"
## [1] "2017-10-11 00:00:00 TSLA 1000 @ 23.6399993896484"
## [1] "2017-10-23 00:00:00 TSLA -1000 @ 22.4680004119873"
## [1] "2017-11-15 00:00:00 TSLA 1000 @ 20.7533321380615"
## [1] "2017-12-06 00:00:00 TSLA -1000 @ 20.8840007781982"
## [1] "2017-12-07 00:00:00 TSLA 1000 @ 20.7493324279785"
## [1] "2017-12-27 00:00:00 TSLA -1000 @ 20.7759990692139"
## [1] "2018-01-09 00:00:00 TSLA 1000 @ 22.246000289917"
## [1] "2018-01-29 00:00:00 TSLA -1000 @ 23.3020000457764"
## [1] "2018-01-30 00:00:00 TSLA 1000 @ 23.054666519165"
## [1] "2018-01-31 00:00:00 TSLA -1000 @ 23.6206665039062"
## [1] "2018-02-01 00:00:00 TSLA 1000 @ 23.283332824707"
## [1] "2018-02-05 00:00:00 TSLA -1000 @ 22.208667755127"
## [1] "2018-02-21 00:00:00 TSLA 1000 @ 22.2199993133545"
## [1] "2018-03-05 00:00:00 TSLA -1000 @ 22.2233333587646"
## [1] "2018-03-14 00:00:00 TSLA 1000 @ 21.775333404541"
## [1] "2018-03-15 00:00:00 TSLA -1000 @ 21.7066669464111"
## [1] "2018-04-06 00:00:00 TSLA 1000 @ 19.953332901001"
## [1] "2018-04-26 00:00:00 TSLA -1000 @ 19.0319995880127"
## [1] "2018-04-30 00:00:00 TSLA 1000 @ 19.5933322906494"
## [1] "2018-05-16 00:00:00 TSLA -1000 @ 19.0986671447754"
## [1] "2018-05-31 00:00:00 TSLA 1000 @ 18.9820003509521"
## [1] "2018-06-25 00:00:00 TSLA -1000 @ 22.2006664276123"
## [1] "2018-08-03 00:00:00 TSLA 1000 @ 23.211332321167"
## [1] "2018-08-17 00:00:00 TSLA -1000 @ 20.3666667938232"
## [1] "2018-09-17 00:00:00 TSLA 1000 @ 19.6560001373291"
## [1] "2018-10-05 00:00:00 TSLA -1000 @ 17.4633331298828"
## [1] "2018-10-18 00:00:00 TSLA 1000 @ 17.5939998626709"
## [1] "2018-11-14 00:00:00 TSLA -1000 @ 22.9333324432373"
## [1] "2018-12-07 00:00:00 TSLA 1000 @ 23.8646678924561"
## [1] "2018-12-18 00:00:00 TSLA -1000 @ 22.4686660766602"
## [1] "2019-01-09 00:00:00 TSLA 1000 @ 22.5686664581299"
## [1] "2019-01-22 00:00:00 TSLA -1000 @ 19.92799949646"
## [1] "2019-02-04 00:00:00 TSLA 1000 @ 20.8593330383301"
## [1] "2019-02-22 00:00:00 TSLA -1000 @ 19.6473331451416"
## [1] "2019-02-28 00:00:00 TSLA 1000 @ 21.3253326416016"
## [1] "2019-03-05 00:00:00 TSLA -1000 @ 18.4360008239746"
## [1] "2019-03-15 00:00:00 TSLA 1000 @ 18.3619995117188"
## [1] "2019-03-18 00:00:00 TSLA -1000 @ 17.9659996032715"
## [1] "2019-03-28 00:00:00 TSLA 1000 @ 18.5746669769287"
## [1] "2019-04-15 00:00:00 TSLA -1000 @ 17.7586669921875"
## [1] "2019-04-18 00:00:00 TSLA 1000 @ 18.2173328399658"
## [1] "2019-04-23 00:00:00 TSLA -1000 @ 17.5933322906494"
## [1] "2019-05-07 00:00:00 TSLA 1000 @ 16.470666885376"
## [1] "2019-05-14 00:00:00 TSLA -1000 @ 15.4873332977295"
## [1] "2019-06-06 00:00:00 TSLA 1000 @ 13.7299995422363"
## [1] "2019-07-26 00:00:00 TSLA -1000 @ 15.2026672363281"
## [1] "2019-09-03 00:00:00 TSLA 1000 @ 15.0006666183472"
## [1] "2019-09-25 00:00:00 TSLA -1000 @ 15.2466669082642"
## [1] "2019-10-02 00:00:00 TSLA 1000 @ 16.208667755127"
## [1] "2019-10-04 00:00:00 TSLA -1000 @ 15.4286670684814"
## [1] "2019-10-11 00:00:00 TSLA 1000 @ 16.5259990692139"
## [1] "2019-11-19 00:00:00 TSLA -1000 @ 23.9680004119873"
## [1] "2019-12-13 00:00:00 TSLA 1000 @ 23.8926677703857"
## [1] "2020-01-29 00:00:00 TSLA -1000 @ 38.732666015625"
## [1] "2020-01-31 00:00:00 TSLA 1000 @ 43.3713340759277"
## [1] "2020-02-13 00:00:00 TSLA -1000 @ 53.5999984741211"
## [1] "2020-02-20 00:00:00 TSLA 1000 @ 59.9606666564941"
## [1] "2020-02-25 00:00:00 TSLA -1000 @ 53.3273315429688"
## [1] "2020-03-27 00:00:00 TSLA 1000 @ 34.2906684875488"
## [1] "2020-05-04 00:00:00 TSLA -1000 @ 50.7459983825684"
## [1] "2020-06-02 00:00:00 TSLA 1000 @ 58.7706680297852"
## [1] "2020-06-23 00:00:00 TSLA -1000 @ 66.7853317260742"
## [1] "2020-07-02 00:00:00 TSLA 1000 @ 80.5773315429688"
## [1] "2020-07-23 00:00:00 TSLA -1000 @ 100.87133026123"
## [1] "2020-08-17 00:00:00 TSLA 1000 @ 122.375999450684"
## [1] "2020-09-04 00:00:00 TSLA -1000 @ 139.440002441406"
## [1] "2020-09-22 00:00:00 TSLA 1000 @ 141.410003662109"
## [1] "2020-09-23 00:00:00 TSLA -1000 @ 126.786666870117"
## [1] "2020-10-14 00:00:00 TSLA 1000 @ 153.766662597656"
## [1] "2020-10-20 00:00:00 TSLA -1000 @ 140.646667480469"
## [1] "2020-11-06 00:00:00 TSLA 1000 @ 143.316665649414"
## [1] "2020-11-11 00:00:00 TSLA -1000 @ 139.043334960938"
## [1] "2020-11-18 00:00:00 TSLA 1000 @ 162.213333129883"
## [1] "2020-12-14 00:00:00 TSLA -1000 @ 213.276672363281"
## [1] "2020-12-21 00:00:00 TSLA 1000 @ 216.619995117188"
## [1] "2020-12-22 00:00:00 TSLA -1000 @ 213.446670532227"
## [1] "2021-01-05 00:00:00 TSLA 1000 @ 245.036666870117"
## [1] "2021-01-20 00:00:00 TSLA -1000 @ 283.483337402344"
## [1] "2021-03-12 00:00:00 TSLA 1000 @ 231.24333190918"
## [1] "2021-03-26 00:00:00 TSLA -1000 @ 206.236663818359"
## [1] "2021-04-01 00:00:00 TSLA 1000 @ 220.58332824707"
## [1] "2021-04-28 00:00:00 TSLA -1000 @ 231.466659545898"
## [1] "2021-05-26 00:00:00 TSLA 1000 @ 206.376663208008"
## [1] "2021-07-08 00:00:00 TSLA -1000 @ 217.603332519531"
## [1] "2021-07-30 00:00:00 TSLA 1000 @ 229.066665649414"
## [1] "2021-08-17 00:00:00 TSLA -1000 @ 221.903335571289"
## [1] "2021-08-30 00:00:00 TSLA 1000 @ 243.636672973633"
## [1] "2021-09-15 00:00:00 TSLA -1000 @ 251.943328857422"
## [1] "2021-09-16 00:00:00 TSLA 1000 @ 252.330001831055"
## [1] "2021-09-21 00:00:00 TSLA -1000 @ 246.460006713867"
## [1] "2021-09-28 00:00:00 TSLA 1000 @ 259.186676025391"
## [1] "2021-10-06 00:00:00 TSLA -1000 @ 260.916656494141"
## [1] "2021-10-08 00:00:00 TSLA 1000 @ 261.829986572266"
## [1] "2021-10-11 00:00:00 TSLA -1000 @ 263.980010986328"
## [1] "2021-10-13 00:00:00 TSLA 1000 @ 270.359985351562"
## [1] "2021-11-10 00:00:00 TSLA -1000 @ 355.983337402344"
## [1] "2021-12-27 00:00:00 TSLA 1000 @ 364.646667480469"
## [1] "2022-01-11 00:00:00 TSLA -1000 @ 354.799987792969"
## [1] "2022-02-09 00:00:00 TSLA 1000 @ 310.666656494141"
## [1] "2022-02-14 00:00:00 TSLA -1000 @ 291.920013427734"
## [1] "2022-02-16 00:00:00 TSLA 1000 @ 307.796661376953"
## [1] "2022-02-23 00:00:00 TSLA -1000 @ 254.679992675781"
## [1] "2022-03-02 00:00:00 TSLA 1000 @ 293.296661376953"
## [1] "2022-03-15 00:00:00 TSLA -1000 @ 267.296661376953"
## [1] "2022-03-17 00:00:00 TSLA 1000 @ 290.533325195312"
## [1] "2022-04-08 00:00:00 TSLA -1000 @ 341.829986572266"
## [1] "2022-05-31 00:00:00 TSLA 1000 @ 252.753326416016"
## [1] "2022-06-15 00:00:00 TSLA -1000 @ 233"
## [1] "2022-06-16 00:00:00 TSLA 1000 @ 213.100006103516"
## [1] "2022-06-17 00:00:00 TSLA -1000 @ 216.759994506836"
## [1] "2022-06-22 00:00:00 TSLA 1000 @ 236.086669921875"
## [1] "2022-08-10 00:00:00 TSLA -1000 @ 294.356658935547"
## [1] "2022-09-12 00:00:00 TSLA 1000 @ 304.420013427734"
## [1] "2022-09-23 00:00:00 TSLA -1000 @ 275.329986572266"
## [1] "2022-10-26 00:00:00 TSLA 1000 @ 224.639999389648"
## [1] "2022-11-08 00:00:00 TSLA -1000 @ 191.300003051758"
## [1] "2022-11-28 00:00:00 TSLA 1000 @ 182.919998168945"
## [1] "2022-12-13 00:00:00 TSLA -1000 @ 160.949996948242"
## [1] "2023-01-10 00:00:00 TSLA 1000 @ 118.849998474121"
## [1] "2023-02-22 00:00:00 TSLA -1000 @ 200.860000610352"
## [1] "2023-03-22 00:00:00 TSLA 1000 @ 191.149993896484"
## [1] "2023-04-06 00:00:00 TSLA -1000 @ 185.059997558594"
## [1] "2023-05-08 00:00:00 TSLA 1000 @ 171.789993286133"
## [1] "2023-06-26 00:00:00 TSLA -1000 @ 241.050003051758"
## [1] "2023-08-28 00:00:00 TSLA 1000 @ 238.820007324219"
## [1] "2023-09-22 00:00:00 TSLA -1000 @ 244.880004882812"
## [1] "2023-10-06 00:00:00 TSLA 1000 @ 260.529998779297"
## [1] "2023-10-17 00:00:00 TSLA -1000 @ 254.850006103516"
## [1] "2023-11-06 00:00:00 TSLA 1000 @ 219.270004272461"
## [1] "2023-12-13 00:00:00 TSLA -1000 @ 239.289993286133"
## [1] "2023-12-15 00:00:00 TSLA 1000 @ 253.5"
## [1] "2024-01-02 00:00:00 TSLA -1000 @ 248.419998168945"
## [1] "2024-02-09 00:00:00 TSLA 1000 @ 193.570007324219"
## [1] "2024-03-06 00:00:00 TSLA -1000 @ 176.539993286133"
## [1] "2024-03-22 00:00:00 TSLA 1000 @ 170.830001831055"
## [1] "2024-04-17 00:00:00 TSLA -1000 @ 155.449996948242"
## [1] "2024-04-26 00:00:00 TSLA 1000 @ 168.289993286133"
## [1] "2024-05-13 00:00:00 TSLA -1000 @ 171.889999389648"
## [1] "2024-05-20 00:00:00 TSLA 1000 @ 174.949996948242"
## [1] "2024-05-21 00:00:00 TSLA -1000 @ 186.600006103516"
## [1] "2024-05-22 00:00:00 TSLA 1000 @ 180.110000610352"
## [1] "2024-05-29 00:00:00 TSLA -1000 @ 176.190002441406"
## [1] "2024-06-14 00:00:00 TSLA 1000 @ 178.009994506836"
## [1] "2024-07-18 00:00:00 TSLA -1000 @ 249.229995727539"
## [1] "2024-08-19 00:00:00 TSLA 1000 @ 222.720001220703"
## [1] "2024-08-29 00:00:00 TSLA -1000 @ 206.279998779297"
## [1] "2024-09-05 00:00:00 TSLA 1000 @ 230.169998168945"
## [1] "2024-10-04 00:00:00 TSLA -1000 @ 250.080001831055"
## [1] "2024-10-25 00:00:00 TSLA 1000 @ 269.190002441406"
## [1] "2024-11-26 00:00:00 TSLA -1000 @ 338.230010986328"
## [1] "2024-12-09 00:00:00 TSLA 1000 @ 389.790008544922"
## [1] "2024-12-23 00:00:00 TSLA -1000 @ 430.600006103516"
## [1] "2025-03-21 00:00:00 TSLA 1000 @ 248.710006713867"
## [1] "2025-04-09 00:00:00 TSLA -1000 @ 272.200012207031"
## [1] "2025-04-10 00:00:00 TSLA 1000 @ 252.399993896484"
## [1] "2025-04-22 00:00:00 TSLA -1000 @ 237.970001220703"
## [1] "2025-04-24 00:00:00 TSLA 1000 @ 259.510009765625"
## 测试参数组合 17/27: nFast=12, nSlow=30, nSig=9
## 策略环境已重置
## [1] "2010-08-24 00:00:00 TSLA 1000 @ 1.27999997138977"
## [1] "2010-09-23 00:00:00 TSLA -1000 @ 1.30400002002716"
## [1] "2010-09-30 00:00:00 TSLA 1000 @ 1.36066699028015"
## [1] "2010-10-04 00:00:00 TSLA -1000 @ 1.39933300018311"
## [1] "2010-10-06 00:00:00 TSLA 1000 @ 1.3639999628067"
## [1] "2010-10-07 00:00:00 TSLA -1000 @ 1.36199998855591"
## [1] "2010-10-26 00:00:00 TSLA 1000 @ 1.42400002479553"
## [1] "2010-12-03 00:00:00 TSLA -1000 @ 2.09933304786682"
## [1] "2011-02-09 00:00:00 TSLA 1000 @ 1.54733300209045"
## [1] "2011-02-24 00:00:00 TSLA -1000 @ 1.50199997425079"
## [1] "2011-02-28 00:00:00 TSLA 1000 @ 1.59266698360443"
## [1] "2011-03-17 00:00:00 TSLA -1000 @ 1.52066695690155"
## [1] "2011-03-30 00:00:00 TSLA 1000 @ 1.58066701889038"
## [1] "2011-04-15 00:00:00 TSLA -1000 @ 1.70533299446106"
## [1] "2011-04-25 00:00:00 TSLA 1000 @ 1.75933301448822"
## [1] "2011-05-06 00:00:00 TSLA -1000 @ 1.80799996852875"
## [1] "2011-05-10 00:00:00 TSLA 1000 @ 1.88866698741913"
## [1] "2011-05-16 00:00:00 TSLA -1000 @ 1.77333295345306"
## [1] "2011-05-27 00:00:00 TSLA 1000 @ 1.97000002861023"
## [1] "2011-06-08 00:00:00 TSLA -1000 @ 1.80799996852875"
## [1] "2011-06-30 00:00:00 TSLA 1000 @ 1.94200003147125"
## [1] "2011-07-15 00:00:00 TSLA -1000 @ 1.83866703510284"
## [1] "2011-07-25 00:00:00 TSLA 1000 @ 1.89933300018311"
## [1] "2011-07-27 00:00:00 TSLA -1000 @ 1.84266698360443"
## [1] "2011-08-31 00:00:00 TSLA 1000 @ 1.64933300018311"
## [1] "2011-10-03 00:00:00 TSLA -1000 @ 1.58200001716614"
## [1] "2011-10-07 00:00:00 TSLA 1000 @ 1.79933297634125"
## [1] "2011-11-22 00:00:00 TSLA -1000 @ 2.13800001144409"
## [1] "2011-12-07 00:00:00 TSLA 1000 @ 2.27933311462402"
## [1] "2011-12-09 00:00:00 TSLA -1000 @ 2.06933307647705"
## [1] "2012-01-12 00:00:00 TSLA 1000 @ 1.88333296775818"
## [1] "2012-01-17 00:00:00 TSLA -1000 @ 1.77333295345306"
## [1] "2012-01-24 00:00:00 TSLA 1000 @ 1.82799994945526"
## [1] "2012-03-01 00:00:00 TSLA -1000 @ 2.29399991035461"
## [1] "2012-03-14 00:00:00 TSLA 1000 @ 2.35266709327698"
## [1] "2012-03-16 00:00:00 TSLA -1000 @ 2.35466694831848"
## [1] "2012-03-28 00:00:00 TSLA 1000 @ 2.52333307266235"
## [1] "2012-04-05 00:00:00 TSLA -1000 @ 2.29866695404053"
## [1] "2012-05-02 00:00:00 TSLA 1000 @ 2.26266694068909"
## [1] "2012-05-07 00:00:00 TSLA -1000 @ 2.16466689109802"
## [1] "2012-05-25 00:00:00 TSLA 1000 @ 1.98733305931091"
## [1] "2012-06-04 00:00:00 TSLA -1000 @ 1.85866701602936"
## [1] "2012-06-11 00:00:00 TSLA 1000 @ 1.94133305549622"
## [1] "2012-07-05 00:00:00 TSLA -1000 @ 2.08200001716614"
## [1] "2012-07-13 00:00:00 TSLA 1000 @ 2.28333306312561"
## [1] "2012-07-23 00:00:00 TSLA -1000 @ 2.04399991035461"
## [1] "2012-08-10 00:00:00 TSLA 1000 @ 1.99600005149841"
## [1] "2012-08-29 00:00:00 TSLA -1000 @ 1.89400005340576"
## [1] "2012-09-14 00:00:00 TSLA 1000 @ 2.02600002288818"
## [1] "2012-09-27 00:00:00 TSLA -1000 @ 1.89933300018311"
## [1] "2012-11-02 00:00:00 TSLA 1000 @ 1.92799997329712"
## [1] "2012-12-14 00:00:00 TSLA -1000 @ 2.25399994850159"
## [1] "2013-01-23 00:00:00 TSLA 1000 @ 2.40000009536743"
## [1] "2013-02-14 00:00:00 TSLA -1000 @ 2.55133295059204"
## [1] "2013-03-08 00:00:00 TSLA 1000 @ 2.56466698646545"
## [1] "2013-03-18 00:00:00 TSLA -1000 @ 2.34333300590515"
## [1] "2013-03-27 00:00:00 TSLA 1000 @ 2.54399991035461"
## [1] "2013-06-03 00:00:00 TSLA -1000 @ 6.17266702651978"
## [1] "2013-07-03 00:00:00 TSLA 1000 @ 7.68266677856445"
## [1] "2013-07-17 00:00:00 TSLA -1000 @ 8.01666736602783"
## [1] "2013-08-01 00:00:00 TSLA 1000 @ 9.03666687011719"
## [1] "2013-08-15 00:00:00 TSLA -1000 @ 9.31133270263672"
## [1] "2013-08-26 00:00:00 TSLA 1000 @ 10.9479999542236"
## [1] "2013-09-09 00:00:00 TSLA -1000 @ 10.7133331298828"
## [1] "2013-09-24 00:00:00 TSLA 1000 @ 12.1553325653076"
## [1] "2013-10-03 00:00:00 TSLA -1000 @ 11.5539999008179"
## [1] "2013-12-04 00:00:00 TSLA 1000 @ 9.26333332061768"
## [1] "2014-01-13 00:00:00 TSLA -1000 @ 9.28933334350586"
## [1] "2014-01-15 00:00:00 TSLA 1000 @ 10.9420003890991"
## [1] "2014-02-06 00:00:00 TSLA -1000 @ 11.8920001983643"
## [1] "2014-02-11 00:00:00 TSLA 1000 @ 13.1079998016357"
## [1] "2014-03-11 00:00:00 TSLA -1000 @ 15.6273326873779"
## [1] "2014-04-25 00:00:00 TSLA 1000 @ 13.3233327865601"
## [1] "2014-04-28 00:00:00 TSLA -1000 @ 13.2340002059937"
## [1] "2014-05-01 00:00:00 TSLA 1000 @ 13.8486671447754"
## [1] "2014-05-09 00:00:00 TSLA -1000 @ 12.1506671905518"
## [1] "2014-05-21 00:00:00 TSLA 1000 @ 13.296667098999"
## [1] "2014-07-07 00:00:00 TSLA -1000 @ 14.8439998626709"
## [1] "2014-07-31 00:00:00 TSLA 1000 @ 14.8866672515869"
## [1] "2014-08-25 00:00:00 TSLA -1000 @ 17.5033321380615"
## [1] "2014-09-03 00:00:00 TSLA 1000 @ 18.746000289917"
## [1] "2014-09-12 00:00:00 TSLA -1000 @ 18.6133327484131"
## [1] "2014-10-08 00:00:00 TSLA 1000 @ 17.2853336334229"
## [1] "2014-10-13 00:00:00 TSLA -1000 @ 14.9726667404175"
## [1] "2014-10-29 00:00:00 TSLA 1000 @ 15.8733329772949"
## [1] "2014-12-01 00:00:00 TSLA -1000 @ 15.4426670074463"
## [1] "2014-12-23 00:00:00 TSLA 1000 @ 14.7313327789307"
## [1] "2015-01-09 00:00:00 TSLA -1000 @ 13.7773332595825"
## [1] "2015-01-27 00:00:00 TSLA 1000 @ 13.7320003509521"
## [1] "2015-02-18 00:00:00 TSLA -1000 @ 13.6306667327881"
## [1] "2015-02-23 00:00:00 TSLA 1000 @ 13.8226671218872"
## [1] "2015-02-25 00:00:00 TSLA -1000 @ 13.5839996337891"
## [1] "2015-03-19 00:00:00 TSLA 1000 @ 13.0433330535889"
## [1] "2015-03-30 00:00:00 TSLA -1000 @ 12.7046670913696"
## [1] "2015-04-07 00:00:00 TSLA 1000 @ 13.5500001907349"
## [1] "2015-05-22 00:00:00 TSLA -1000 @ 16.5153331756592"
## [1] "2015-06-22 00:00:00 TSLA 1000 @ 17.3193321228027"
## [1] "2015-06-23 00:00:00 TSLA -1000 @ 17.8446674346924"
## [1] "2015-06-24 00:00:00 TSLA 1000 @ 17.67799949646"
## [1] "2015-06-30 00:00:00 TSLA -1000 @ 17.8840007781982"
## [1] "2015-07-01 00:00:00 TSLA 1000 @ 17.9433326721191"
## [1] "2015-07-09 00:00:00 TSLA -1000 @ 17.1946678161621"
## [1] "2015-07-21 00:00:00 TSLA 1000 @ 17.7846660614014"
## [1] "2015-07-22 00:00:00 TSLA -1000 @ 17.8579998016357"
## [1] "2015-08-20 00:00:00 TSLA 1000 @ 16.1453323364258"
## [1] "2015-08-21 00:00:00 TSLA -1000 @ 15.3846673965454"
## [1] "2015-09-01 00:00:00 TSLA 1000 @ 15.9086666107178"
## [1] "2015-09-30 00:00:00 TSLA -1000 @ 16.5599994659424"
## [1] "2015-11-04 00:00:00 TSLA 1000 @ 15.4420003890991"
## [1] "2015-12-14 00:00:00 TSLA -1000 @ 14.5719995498657"
## [1] "2015-12-18 00:00:00 TSLA 1000 @ 15.3640003204346"
## [1] "2016-01-06 00:00:00 TSLA -1000 @ 14.6026668548584"
## [1] "2016-02-19 00:00:00 TSLA 1000 @ 11.1053333282471"
## [1] "2016-04-01 00:00:00 TSLA -1000 @ 15.8393325805664"
## [1] "2016-04-04 00:00:00 TSLA 1000 @ 16.4659996032715"
## [1] "2016-04-13 00:00:00 TSLA -1000 @ 16.9686660766602"
## [1] "2016-05-25 00:00:00 TSLA 1000 @ 14.6386671066284"
## [1] "2016-06-16 00:00:00 TSLA -1000 @ 14.5286674499512"
## [1] "2016-07-05 00:00:00 TSLA 1000 @ 14.2653331756592"
## [1] "2016-08-09 00:00:00 TSLA -1000 @ 15.2720003128052"
## [1] "2016-09-20 00:00:00 TSLA 1000 @ 13.6426668167114"
## [1] "2016-10-11 00:00:00 TSLA -1000 @ 13.3400001525879"
## [1] "2016-10-20 00:00:00 TSLA 1000 @ 13.2733325958252"
## [1] "2016-11-02 00:00:00 TSLA -1000 @ 12.5346670150757"
## [1] "2016-11-23 00:00:00 TSLA 1000 @ 12.8760004043579"
## [1] "2016-12-05 00:00:00 TSLA -1000 @ 12.453332901001"
## [1] "2016-12-07 00:00:00 TSLA 1000 @ 12.8766670227051"
## [1] "2017-02-01 00:00:00 TSLA -1000 @ 16.6159992218018"
## [1] "2017-02-13 00:00:00 TSLA 1000 @ 18.7066669464111"
## [1] "2017-02-21 00:00:00 TSLA -1000 @ 18.4926662445068"
## [1] "2017-03-20 00:00:00 TSLA 1000 @ 17.461332321167"
## [1] "2017-03-23 00:00:00 TSLA -1000 @ 16.9853324890137"
## [1] "2017-03-27 00:00:00 TSLA 1000 @ 18.0146675109863"
## [1] "2017-04-21 00:00:00 TSLA -1000 @ 20.3733329772949"
## [1] "2017-05-31 00:00:00 TSLA 1000 @ 22.7339992523193"
## [1] "2017-06-27 00:00:00 TSLA -1000 @ 24.1580009460449"
## [1] "2017-07-25 00:00:00 TSLA 1000 @ 22.6399993896484"
## [1] "2017-08-02 00:00:00 TSLA -1000 @ 21.7259998321533"
## [1] "2017-08-04 00:00:00 TSLA 1000 @ 23.7940006256104"
## [1] "2017-08-22 00:00:00 TSLA -1000 @ 22.7566661834717"
## [1] "2017-09-12 00:00:00 TSLA 1000 @ 24.1833324432373"
## [1] "2017-09-25 00:00:00 TSLA -1000 @ 22.9993324279785"
## [1] "2017-10-13 00:00:00 TSLA 1000 @ 23.7046661376953"
## [1] "2017-10-23 00:00:00 TSLA -1000 @ 22.4680004119873"
## [1] "2017-11-16 00:00:00 TSLA 1000 @ 20.8333320617676"
## [1] "2017-12-27 00:00:00 TSLA -1000 @ 20.7759990692139"
## [1] "2018-01-09 00:00:00 TSLA 1000 @ 22.246000289917"
## [1] "2018-02-05 00:00:00 TSLA -1000 @ 22.208667755127"
## [1] "2018-02-23 00:00:00 TSLA 1000 @ 23.4699993133545"
## [1] "2018-03-06 00:00:00 TSLA -1000 @ 21.8799991607666"
## [1] "2018-03-14 00:00:00 TSLA 1000 @ 21.775333404541"
## [1] "2018-03-15 00:00:00 TSLA -1000 @ 21.7066669464111"
## [1] "2018-04-09 00:00:00 TSLA 1000 @ 19.3106670379639"
## [1] "2018-05-17 00:00:00 TSLA -1000 @ 18.9693336486816"
## [1] "2018-05-31 00:00:00 TSLA 1000 @ 18.9820003509521"
## [1] "2018-06-26 00:00:00 TSLA -1000 @ 22.7999992370605"
## [1] "2018-08-03 00:00:00 TSLA 1000 @ 23.211332321167"
## [1] "2018-08-20 00:00:00 TSLA -1000 @ 20.5626678466797"
## [1] "2018-09-18 00:00:00 TSLA 1000 @ 18.9973335266113"
## [1] "2018-10-08 00:00:00 TSLA -1000 @ 16.7040004730225"
## [1] "2018-10-24 00:00:00 TSLA 1000 @ 19.2333335876465"
## [1] "2018-11-21 00:00:00 TSLA -1000 @ 22.5459995269775"
## [1] "2018-12-11 00:00:00 TSLA 1000 @ 24.4506664276123"
## [1] "2018-12-18 00:00:00 TSLA -1000 @ 22.4686660766602"
## [1] "2019-01-10 00:00:00 TSLA 1000 @ 22.9979991912842"
## [1] "2019-01-22 00:00:00 TSLA -1000 @ 19.92799949646"
## [1] "2019-02-05 00:00:00 TSLA 1000 @ 21.4233322143555"
## [1] "2019-02-22 00:00:00 TSLA -1000 @ 19.6473331451416"
## [1] "2019-02-28 00:00:00 TSLA 1000 @ 21.3253326416016"
## [1] "2019-03-05 00:00:00 TSLA -1000 @ 18.4360008239746"
## [1] "2019-03-15 00:00:00 TSLA 1000 @ 18.3619995117188"
## [1] "2019-03-18 00:00:00 TSLA -1000 @ 17.9659996032715"
## [1] "2019-03-29 00:00:00 TSLA 1000 @ 18.6573333740234"
## [1] "2019-04-16 00:00:00 TSLA -1000 @ 18.2240009307861"
## [1] "2019-04-17 00:00:00 TSLA 1000 @ 18.0820007324219"
## [1] "2019-04-23 00:00:00 TSLA -1000 @ 17.5933322906494"
## [1] "2019-05-08 00:00:00 TSLA 1000 @ 16.3226661682129"
## [1] "2019-05-13 00:00:00 TSLA -1000 @ 15.1339998245239"
## [1] "2019-06-07 00:00:00 TSLA 1000 @ 13.6333332061768"
## [1] "2019-07-26 00:00:00 TSLA -1000 @ 15.2026672363281"
## [1] "2019-09-04 00:00:00 TSLA 1000 @ 14.7119998931885"
## [1] "2019-09-25 00:00:00 TSLA -1000 @ 15.2466669082642"
## [1] "2019-10-02 00:00:00 TSLA 1000 @ 16.208667755127"
## [1] "2019-10-04 00:00:00 TSLA -1000 @ 15.4286670684814"
## [1] "2019-10-11 00:00:00 TSLA 1000 @ 16.5259990692139"
## [1] "2019-11-21 00:00:00 TSLA -1000 @ 23.6553325653076"
## [1] "2019-12-17 00:00:00 TSLA 1000 @ 25.2660007476807"
## [1] "2020-02-18 00:00:00 TSLA -1000 @ 57.2266654968262"
## [1] "2020-02-20 00:00:00 TSLA 1000 @ 59.9606666564941"
## [1] "2020-02-25 00:00:00 TSLA -1000 @ 53.3273315429688"
## [1] "2020-03-31 00:00:00 TSLA 1000 @ 34.9333343505859"
## [1] "2020-05-14 00:00:00 TSLA -1000 @ 53.5553321838379"
## [1] "2020-06-03 00:00:00 TSLA 1000 @ 58.8639984130859"
## [1] "2020-06-05 00:00:00 TSLA -1000 @ 59.0439987182617"
## [1] "2020-06-09 00:00:00 TSLA 1000 @ 62.7113342285156"
## [1] "2020-06-23 00:00:00 TSLA -1000 @ 66.7853317260742"
## [1] "2020-07-02 00:00:00 TSLA 1000 @ 80.5773315429688"
## [1] "2020-07-24 00:00:00 TSLA -1000 @ 94.466667175293"
## [1] "2020-08-18 00:00:00 TSLA 1000 @ 125.805999755859"
## [1] "2020-09-04 00:00:00 TSLA -1000 @ 139.440002441406"
## [1] "2020-10-15 00:00:00 TSLA 1000 @ 149.626663208008"
## [1] "2020-10-20 00:00:00 TSLA -1000 @ 140.646667480469"
## [1] "2020-11-18 00:00:00 TSLA 1000 @ 162.213333129883"
## [1] "2020-12-17 00:00:00 TSLA -1000 @ 218.633331298828"
## [1] "2020-12-21 00:00:00 TSLA 1000 @ 216.619995117188"
## [1] "2020-12-22 00:00:00 TSLA -1000 @ 213.446670532227"
## [1] "2021-01-06 00:00:00 TSLA 1000 @ 251.99333190918"
## [1] "2021-01-21 00:00:00 TSLA -1000 @ 281.663330078125"
## [1] "2021-03-16 00:00:00 TSLA 1000 @ 225.626663208008"
## [1] "2021-03-29 00:00:00 TSLA -1000 @ 203.763336181641"
## [1] "2021-04-01 00:00:00 TSLA 1000 @ 220.58332824707"
## [1] "2021-04-29 00:00:00 TSLA -1000 @ 225.66667175293"
## [1] "2021-05-27 00:00:00 TSLA 1000 @ 210.283340454102"
## [1] "2021-07-12 00:00:00 TSLA -1000 @ 228.566665649414"
## [1] "2021-07-13 00:00:00 TSLA 1000 @ 222.846664428711"
## [1] "2021-07-15 00:00:00 TSLA -1000 @ 216.866668701172"
## [1] "2021-08-02 00:00:00 TSLA 1000 @ 236.556671142578"
## [1] "2021-08-18 00:00:00 TSLA -1000 @ 229.663330078125"
## [1] "2021-08-31 00:00:00 TSLA 1000 @ 245.240005493164"
## [1] "2021-09-21 00:00:00 TSLA -1000 @ 246.460006713867"
## [1] "2021-09-28 00:00:00 TSLA 1000 @ 259.186676025391"
## [1] "2021-10-07 00:00:00 TSLA -1000 @ 264.536682128906"
## [1] "2021-10-08 00:00:00 TSLA 1000 @ 261.829986572266"
## [1] "2021-10-11 00:00:00 TSLA -1000 @ 263.980010986328"
## [1] "2021-10-13 00:00:00 TSLA 1000 @ 270.359985351562"
## [1] "2021-11-10 00:00:00 TSLA -1000 @ 355.983337402344"
## [1] "2021-12-28 00:00:00 TSLA 1000 @ 362.823333740234"
## [1] "2022-01-12 00:00:00 TSLA -1000 @ 368.739990234375"
## [1] "2022-01-13 00:00:00 TSLA 1000 @ 343.853332519531"
## [1] "2022-01-14 00:00:00 TSLA -1000 @ 349.869995117188"
## [1] "2022-02-10 00:00:00 TSLA 1000 @ 301.516662597656"
## [1] "2022-02-14 00:00:00 TSLA -1000 @ 291.920013427734"
## [1] "2022-02-16 00:00:00 TSLA 1000 @ 307.796661376953"
## [1] "2022-02-22 00:00:00 TSLA -1000 @ 273.843322753906"
## [1] "2022-03-02 00:00:00 TSLA 1000 @ 293.296661376953"
## [1] "2022-03-15 00:00:00 TSLA -1000 @ 267.296661376953"
## [1] "2022-03-17 00:00:00 TSLA 1000 @ 290.533325195312"
## [1] "2022-04-12 00:00:00 TSLA -1000 @ 328.983337402344"
## [1] "2022-06-01 00:00:00 TSLA 1000 @ 246.789993286133"
## [1] "2022-06-17 00:00:00 TSLA -1000 @ 216.759994506836"
## [1] "2022-06-22 00:00:00 TSLA 1000 @ 236.086669921875"
## [1] "2022-08-12 00:00:00 TSLA -1000 @ 300.029998779297"
## [1] "2022-08-16 00:00:00 TSLA 1000 @ 306.563323974609"
## [1] "2022-08-19 00:00:00 TSLA -1000 @ 296.666656494141"
## [1] "2022-09-13 00:00:00 TSLA 1000 @ 292.130004882812"
## [1] "2022-09-23 00:00:00 TSLA -1000 @ 275.329986572266"
## [1] "2022-10-27 00:00:00 TSLA 1000 @ 225.089996337891"
## [1] "2022-11-08 00:00:00 TSLA -1000 @ 191.300003051758"
## [1] "2022-11-29 00:00:00 TSLA 1000 @ 180.830001831055"
## [1] "2022-12-14 00:00:00 TSLA -1000 @ 156.800003051758"
## [1] "2023-01-11 00:00:00 TSLA 1000 @ 123.220001220703"
## [1] "2023-02-23 00:00:00 TSLA -1000 @ 202.070007324219"
## [1] "2023-03-28 00:00:00 TSLA 1000 @ 189.190002441406"
## [1] "2023-04-06 00:00:00 TSLA -1000 @ 185.059997558594"
## [1] "2023-05-09 00:00:00 TSLA 1000 @ 169.149993896484"
## [1] "2023-06-27 00:00:00 TSLA -1000 @ 250.210006713867"
## [1] "2023-08-29 00:00:00 TSLA 1000 @ 257.179992675781"
## [1] "2023-09-25 00:00:00 TSLA -1000 @ 246.990005493164"
## [1] "2023-10-09 00:00:00 TSLA 1000 @ 259.670013427734"
## [1] "2023-10-17 00:00:00 TSLA -1000 @ 254.850006103516"
## [1] "2023-11-07 00:00:00 TSLA 1000 @ 222.179992675781"
## [1] "2024-01-03 00:00:00 TSLA -1000 @ 238.449996948242"
## [1] "2024-02-12 00:00:00 TSLA 1000 @ 188.130004882812"
## [1] "2024-03-07 00:00:00 TSLA -1000 @ 178.649993896484"
## [1] "2024-03-25 00:00:00 TSLA 1000 @ 172.630004882812"
## [1] "2024-04-17 00:00:00 TSLA -1000 @ 155.449996948242"
## [1] "2024-04-26 00:00:00 TSLA 1000 @ 168.289993286133"
## [1] "2024-05-30 00:00:00 TSLA -1000 @ 178.789993286133"
## [1] "2024-05-31 00:00:00 TSLA 1000 @ 178.080001831055"
## [1] "2024-06-03 00:00:00 TSLA -1000 @ 176.289993286133"
## [1] "2024-06-14 00:00:00 TSLA 1000 @ 178.009994506836"
## [1] "2024-07-22 00:00:00 TSLA -1000 @ 251.509994506836"
## [1] "2024-08-20 00:00:00 TSLA 1000 @ 221.100006103516"
## [1] "2024-08-29 00:00:00 TSLA -1000 @ 206.279998779297"
## [1] "2024-09-05 00:00:00 TSLA 1000 @ 230.169998168945"
## [1] "2024-10-07 00:00:00 TSLA -1000 @ 240.830001831055"
## [1] "2024-10-28 00:00:00 TSLA 1000 @ 262.510009765625"
## [1] "2024-11-29 00:00:00 TSLA -1000 @ 345.160003662109"
## [1] "2024-12-09 00:00:00 TSLA 1000 @ 389.790008544922"
## [1] "2024-12-23 00:00:00 TSLA -1000 @ 430.600006103516"
## [1] "2025-03-24 00:00:00 TSLA 1000 @ 278.390014648438"
## [1] "2025-04-09 00:00:00 TSLA -1000 @ 272.200012207031"
## [1] "2025-04-10 00:00:00 TSLA 1000 @ 252.399993896484"
## [1] "2025-04-22 00:00:00 TSLA -1000 @ 237.970001220703"
## [1] "2025-04-24 00:00:00 TSLA 1000 @ 259.510009765625"
## 测试参数组合 18/27: nFast=16, nSlow=30, nSig=9
## 策略环境已重置
## [1] "2010-08-26 00:00:00 TSLA 1000 @ 1.31666696071625"
## [1] "2010-09-23 00:00:00 TSLA -1000 @ 1.30400002002716"
## [1] "2010-09-30 00:00:00 TSLA 1000 @ 1.36066699028015"
## [1] "2010-10-04 00:00:00 TSLA -1000 @ 1.39933300018311"
## [1] "2010-10-06 00:00:00 TSLA 1000 @ 1.3639999628067"
## [1] "2010-10-07 00:00:00 TSLA -1000 @ 1.36199998855591"
## [1] "2010-10-27 00:00:00 TSLA 1000 @ 1.39999997615814"
## [1] "2010-12-06 00:00:00 TSLA -1000 @ 2.02066707611084"
## [1] "2011-02-09 00:00:00 TSLA 1000 @ 1.54733300209045"
## [1] "2011-02-24 00:00:00 TSLA -1000 @ 1.50199997425079"
## [1] "2011-02-28 00:00:00 TSLA 1000 @ 1.59266698360443"
## [1] "2011-03-18 00:00:00 TSLA -1000 @ 1.53066694736481"
## [1] "2011-03-30 00:00:00 TSLA 1000 @ 1.58066701889038"
## [1] "2011-04-19 00:00:00 TSLA -1000 @ 1.67733299732208"
## [1] "2011-04-25 00:00:00 TSLA 1000 @ 1.75933301448822"
## [1] "2011-05-09 00:00:00 TSLA -1000 @ 1.86066699028015"
## [1] "2011-05-10 00:00:00 TSLA 1000 @ 1.88866698741913"
## [1] "2011-05-17 00:00:00 TSLA -1000 @ 1.73066699504852"
## [1] "2011-05-27 00:00:00 TSLA 1000 @ 1.97000002861023"
## [1] "2011-06-09 00:00:00 TSLA -1000 @ 1.84133303165436"
## [1] "2011-07-01 00:00:00 TSLA 1000 @ 1.93466699123383"
## [1] "2011-07-15 00:00:00 TSLA -1000 @ 1.83866703510284"
## [1] "2011-07-25 00:00:00 TSLA 1000 @ 1.89933300018311"
## [1] "2011-07-27 00:00:00 TSLA -1000 @ 1.84266698360443"
## [1] "2011-08-31 00:00:00 TSLA 1000 @ 1.64933300018311"
## [1] "2011-09-07 00:00:00 TSLA -1000 @ 1.58933305740356"
## [1] "2011-09-08 00:00:00 TSLA 1000 @ 1.57400000095367"
## [1] "2011-10-04 00:00:00 TSLA -1000 @ 1.57733297348022"
## [1] "2011-10-07 00:00:00 TSLA 1000 @ 1.79933297634125"
## [1] "2011-11-22 00:00:00 TSLA -1000 @ 2.13800001144409"
## [1] "2012-01-13 00:00:00 TSLA 1000 @ 1.51933300495148"
## [1] "2012-01-17 00:00:00 TSLA -1000 @ 1.77333295345306"
## [1] "2012-01-25 00:00:00 TSLA 1000 @ 1.86466705799103"
## [1] "2012-03-05 00:00:00 TSLA -1000 @ 2.25133299827576"
## [1] "2012-03-14 00:00:00 TSLA 1000 @ 2.35266709327698"
## [1] "2012-03-16 00:00:00 TSLA -1000 @ 2.35466694831848"
## [1] "2012-03-28 00:00:00 TSLA 1000 @ 2.52333307266235"
## [1] "2012-04-05 00:00:00 TSLA -1000 @ 2.29866695404053"
## [1] "2012-05-03 00:00:00 TSLA 1000 @ 2.16400003433228"
## [1] "2012-05-04 00:00:00 TSLA -1000 @ 2.12199997901917"
## [1] "2012-05-30 00:00:00 TSLA 1000 @ 2.02733302116394"
## [1] "2012-06-04 00:00:00 TSLA -1000 @ 1.85866701602936"
## [1] "2012-06-11 00:00:00 TSLA 1000 @ 1.94133305549622"
## [1] "2012-07-09 00:00:00 TSLA -1000 @ 2.09933304786682"
## [1] "2012-07-13 00:00:00 TSLA 1000 @ 2.28333306312561"
## [1] "2012-07-24 00:00:00 TSLA -1000 @ 1.98933303356171"
## [1] "2012-08-13 00:00:00 TSLA 1000 @ 2.07800006866455"
## [1] "2012-08-30 00:00:00 TSLA -1000 @ 1.89400005340576"
## [1] "2012-09-14 00:00:00 TSLA 1000 @ 2.02600002288818"
## [1] "2012-09-27 00:00:00 TSLA -1000 @ 1.89933300018311"
## [1] "2012-11-02 00:00:00 TSLA 1000 @ 1.92799997329712"
## [1] "2012-12-17 00:00:00 TSLA -1000 @ 2.29333305358887"
## [1] "2013-01-24 00:00:00 TSLA 1000 @ 2.46600008010864"
## [1] "2013-02-15 00:00:00 TSLA -1000 @ 2.4693329334259"
## [1] "2013-03-11 00:00:00 TSLA 1000 @ 2.60666704177856"
## [1] "2013-03-18 00:00:00 TSLA -1000 @ 2.34333300590515"
## [1] "2013-03-27 00:00:00 TSLA 1000 @ 2.54399991035461"
## [1] "2013-06-04 00:00:00 TSLA -1000 @ 6.32266712188721"
## [1] "2013-07-08 00:00:00 TSLA 1000 @ 8.10733318328857"
## [1] "2013-07-17 00:00:00 TSLA -1000 @ 8.01666736602783"
## [1] "2013-08-05 00:00:00 TSLA 1000 @ 9.6453332901001"
## [1] "2013-08-15 00:00:00 TSLA -1000 @ 9.31133270263672"
## [1] "2013-08-26 00:00:00 TSLA 1000 @ 10.9479999542236"
## [1] "2013-09-09 00:00:00 TSLA -1000 @ 10.7133331298828"
## [1] "2013-09-25 00:00:00 TSLA 1000 @ 12.3493328094482"
## [1] "2013-10-03 00:00:00 TSLA -1000 @ 11.5539999008179"
## [1] "2013-12-04 00:00:00 TSLA 1000 @ 9.26333332061768"
## [1] "2014-01-14 00:00:00 TSLA -1000 @ 10.7513332366943"
## [1] "2014-01-15 00:00:00 TSLA 1000 @ 10.9420003890991"
## [1] "2014-02-07 00:00:00 TSLA -1000 @ 12.4353332519531"
## [1] "2014-02-10 00:00:00 TSLA 1000 @ 13.1040000915527"
## [1] "2014-03-11 00:00:00 TSLA -1000 @ 15.6273326873779"
## [1] "2014-05-02 00:00:00 TSLA 1000 @ 14.0606670379639"
## [1] "2014-05-09 00:00:00 TSLA -1000 @ 12.1506671905518"
## [1] "2014-05-22 00:00:00 TSLA 1000 @ 13.6586666107178"
## [1] "2014-07-08 00:00:00 TSLA -1000 @ 14.6046667098999"
## [1] "2014-08-04 00:00:00 TSLA 1000 @ 15.9013328552246"
## [1] "2014-08-29 00:00:00 TSLA -1000 @ 17.9799995422363"
## [1] "2014-09-02 00:00:00 TSLA 1000 @ 18.941333770752"
## [1] "2014-09-15 00:00:00 TSLA -1000 @ 16.923999786377"
## [1] "2014-10-30 00:00:00 TSLA 1000 @ 15.9106674194336"
## [1] "2014-12-02 00:00:00 TSLA -1000 @ 15.4286670684814"
## [1] "2014-12-24 00:00:00 TSLA 1000 @ 14.8173332214355"
## [1] "2015-01-12 00:00:00 TSLA -1000 @ 13.4806671142578"
## [1] "2015-01-27 00:00:00 TSLA 1000 @ 13.7320003509521"
## [1] "2015-02-26 00:00:00 TSLA -1000 @ 13.8126668930054"
## [1] "2015-03-20 00:00:00 TSLA 1000 @ 13.2053327560425"
## [1] "2015-03-30 00:00:00 TSLA -1000 @ 12.7046670913696"
## [1] "2015-04-07 00:00:00 TSLA 1000 @ 13.5500001907349"
## [1] "2015-05-27 00:00:00 TSLA -1000 @ 16.4953327178955"
## [1] "2015-06-24 00:00:00 TSLA 1000 @ 17.67799949646"
## [1] "2015-06-30 00:00:00 TSLA -1000 @ 17.8840007781982"
## [1] "2015-07-06 00:00:00 TSLA 1000 @ 18.6480007171631"
## [1] "2015-07-09 00:00:00 TSLA -1000 @ 17.1946678161621"
## [1] "2015-07-21 00:00:00 TSLA 1000 @ 17.7846660614014"
## [1] "2015-07-22 00:00:00 TSLA -1000 @ 17.8579998016357"
## [1] "2015-09-01 00:00:00 TSLA 1000 @ 15.9086666107178"
## [1] "2015-09-30 00:00:00 TSLA -1000 @ 16.5599994659424"
## [1] "2015-11-05 00:00:00 TSLA 1000 @ 15.4513330459595"
## [1] "2015-12-14 00:00:00 TSLA -1000 @ 14.5719995498657"
## [1] "2015-12-17 00:00:00 TSLA 1000 @ 15.5593328475952"
## [1] "2016-01-06 00:00:00 TSLA -1000 @ 14.6026668548584"
## [1] "2016-02-22 00:00:00 TSLA 1000 @ 11.8493328094482"
## [1] "2016-04-15 00:00:00 TSLA -1000 @ 16.9673328399658"
## [1] "2016-05-26 00:00:00 TSLA 1000 @ 15.0080003738403"
## [1] "2016-06-20 00:00:00 TSLA -1000 @ 14.6466665267944"
## [1] "2016-06-22 00:00:00 TSLA 1000 @ 13.1106672286987"
## [1] "2016-06-23 00:00:00 TSLA -1000 @ 13.0933332443237"
## [1] "2016-07-05 00:00:00 TSLA 1000 @ 14.2653331756592"
## [1] "2016-08-10 00:00:00 TSLA -1000 @ 15.0433330535889"
## [1] "2016-09-21 00:00:00 TSLA 1000 @ 13.6813325881958"
## [1] "2016-10-12 00:00:00 TSLA -1000 @ 13.4340000152588"
## [1] "2016-10-13 00:00:00 TSLA 1000 @ 13.3493328094482"
## [1] "2016-10-14 00:00:00 TSLA -1000 @ 13.1006669998169"
## [1] "2016-10-20 00:00:00 TSLA 1000 @ 13.2733325958252"
## [1] "2016-11-02 00:00:00 TSLA -1000 @ 12.5346670150757"
## [1] "2016-11-23 00:00:00 TSLA 1000 @ 12.8760004043579"
## [1] "2017-02-02 00:00:00 TSLA -1000 @ 16.7700004577637"
## [1] "2017-02-10 00:00:00 TSLA 1000 @ 17.9486675262451"
## [1] "2017-02-21 00:00:00 TSLA -1000 @ 18.4926662445068"
## [1] "2017-03-21 00:00:00 TSLA 1000 @ 16.7119998931885"
## [1] "2017-03-22 00:00:00 TSLA -1000 @ 17.0006675720215"
## [1] "2017-03-27 00:00:00 TSLA 1000 @ 18.0146675109863"
## [1] "2017-04-24 00:00:00 TSLA -1000 @ 20.5353336334229"
## [1] "2017-04-26 00:00:00 TSLA 1000 @ 20.67799949646"
## [1] "2017-04-27 00:00:00 TSLA -1000 @ 20.5753326416016"
## [1] "2017-05-02 00:00:00 TSLA 1000 @ 21.2593326568604"
## [1] "2017-05-03 00:00:00 TSLA -1000 @ 20.7346668243408"
## [1] "2017-06-01 00:00:00 TSLA 1000 @ 22.691333770752"
## [1] "2017-06-28 00:00:00 TSLA -1000 @ 24.7493324279785"
## [1] "2017-07-27 00:00:00 TSLA 1000 @ 22.2973327636719"
## [1] "2017-08-01 00:00:00 TSLA -1000 @ 21.304666519165"
## [1] "2017-08-04 00:00:00 TSLA 1000 @ 23.7940006256104"
## [1] "2017-08-22 00:00:00 TSLA -1000 @ 22.7566661834717"
## [1] "2017-09-13 00:00:00 TSLA 1000 @ 24.4153327941895"
## [1] "2017-09-26 00:00:00 TSLA -1000 @ 23.0166664123535"
## [1] "2017-10-16 00:00:00 TSLA 1000 @ 23.3733329772949"
## [1] "2017-10-17 00:00:00 TSLA -1000 @ 23.716667175293"
## [1] "2017-10-18 00:00:00 TSLA 1000 @ 23.9766674041748"
## [1] "2017-10-23 00:00:00 TSLA -1000 @ 22.4680004119873"
## [1] "2017-11-17 00:00:00 TSLA 1000 @ 21.0033321380615"
## [1] "2017-12-28 00:00:00 TSLA -1000 @ 21.0240001678467"
## [1] "2018-01-09 00:00:00 TSLA 1000 @ 22.246000289917"
## [1] "2018-02-06 00:00:00 TSLA -1000 @ 22.2646675109863"
## [1] "2018-02-23 00:00:00 TSLA 1000 @ 23.4699993133545"
## [1] "2018-03-06 00:00:00 TSLA -1000 @ 21.8799991607666"
## [1] "2018-04-11 00:00:00 TSLA 1000 @ 20.0620002746582"
## [1] "2018-05-18 00:00:00 TSLA -1000 @ 18.4546661376953"
## [1] "2018-06-01 00:00:00 TSLA 1000 @ 19.4546661376953"
## [1] "2018-06-28 00:00:00 TSLA -1000 @ 23.3286666870117"
## [1] "2018-08-03 00:00:00 TSLA 1000 @ 23.211332321167"
## [1] "2018-08-20 00:00:00 TSLA -1000 @ 20.5626678466797"
## [1] "2018-09-20 00:00:00 TSLA 1000 @ 19.8886661529541"
## [1] "2018-10-08 00:00:00 TSLA -1000 @ 16.7040004730225"
## [1] "2018-10-24 00:00:00 TSLA 1000 @ 19.2333335876465"
## [1] "2018-11-23 00:00:00 TSLA -1000 @ 21.7220001220703"
## [1] "2018-12-12 00:00:00 TSLA 1000 @ 24.4400005340576"
## [1] "2018-12-18 00:00:00 TSLA -1000 @ 22.4686660766602"
## [1] "2019-01-11 00:00:00 TSLA 1000 @ 23.1506671905518"
## [1] "2019-01-22 00:00:00 TSLA -1000 @ 19.92799949646"
## [1] "2019-02-06 00:00:00 TSLA 1000 @ 21.1480007171631"
## [1] "2019-02-22 00:00:00 TSLA -1000 @ 19.6473331451416"
## [1] "2019-02-28 00:00:00 TSLA 1000 @ 21.3253326416016"
## [1] "2019-03-05 00:00:00 TSLA -1000 @ 18.4360008239746"
## [1] "2019-03-29 00:00:00 TSLA 1000 @ 18.6573333740234"
## [1] "2019-04-24 00:00:00 TSLA -1000 @ 17.2439994812012"
## [1] "2019-06-07 00:00:00 TSLA 1000 @ 13.6333332061768"
## [1] "2019-07-29 00:00:00 TSLA -1000 @ 15.7180004119873"
## [1] "2019-09-05 00:00:00 TSLA 1000 @ 15.3053331375122"
## [1] "2019-09-26 00:00:00 TSLA -1000 @ 16.1706676483154"
## [1] "2019-09-30 00:00:00 TSLA 1000 @ 16.0580005645752"
## [1] "2019-10-04 00:00:00 TSLA -1000 @ 15.4286670684814"
## [1] "2019-10-11 00:00:00 TSLA 1000 @ 16.5259990692139"
## [1] "2019-11-21 00:00:00 TSLA -1000 @ 23.6553325653076"
## [1] "2019-12-17 00:00:00 TSLA 1000 @ 25.2660007476807"
## [1] "2020-02-25 00:00:00 TSLA -1000 @ 53.3273315429688"
## [1] "2020-04-07 00:00:00 TSLA 1000 @ 36.3633346557617"
## [1] "2020-05-15 00:00:00 TSLA -1000 @ 53.2779998779297"
## [1] "2020-06-04 00:00:00 TSLA 1000 @ 57.6253318786621"
## [1] "2020-06-05 00:00:00 TSLA -1000 @ 59.0439987182617"
## [1] "2020-06-09 00:00:00 TSLA 1000 @ 62.7113342285156"
## [1] "2020-06-24 00:00:00 TSLA -1000 @ 64.0566635131836"
## [1] "2020-07-02 00:00:00 TSLA 1000 @ 80.5773315429688"
## [1] "2020-07-24 00:00:00 TSLA -1000 @ 94.466667175293"
## [1] "2020-08-18 00:00:00 TSLA 1000 @ 125.805999755859"
## [1] "2020-09-08 00:00:00 TSLA -1000 @ 110.069999694824"
## [1] "2020-10-15 00:00:00 TSLA 1000 @ 149.626663208008"
## [1] "2020-10-19 00:00:00 TSLA -1000 @ 143.610000610352"
## [1] "2020-11-19 00:00:00 TSLA 1000 @ 166.42333984375"
## [1] "2020-12-23 00:00:00 TSLA -1000 @ 215.32666015625"
## [1] "2021-01-06 00:00:00 TSLA 1000 @ 251.99333190918"
## [1] "2021-01-22 00:00:00 TSLA -1000 @ 282.213317871094"
## [1] "2021-03-17 00:00:00 TSLA 1000 @ 233.936660766602"
## [1] "2021-03-25 00:00:00 TSLA -1000 @ 213.463333129883"
## [1] "2021-04-01 00:00:00 TSLA 1000 @ 220.58332824707"
## [1] "2021-04-30 00:00:00 TSLA -1000 @ 236.479995727539"
## [1] "2021-05-28 00:00:00 TSLA 1000 @ 208.406661987305"
## [1] "2021-07-16 00:00:00 TSLA -1000 @ 214.740005493164"
## [1] "2021-08-02 00:00:00 TSLA 1000 @ 236.556671142578"
## [1] "2021-08-18 00:00:00 TSLA -1000 @ 229.663330078125"
## [1] "2021-08-31 00:00:00 TSLA 1000 @ 245.240005493164"
## [1] "2021-09-21 00:00:00 TSLA -1000 @ 246.460006713867"
## [1] "2021-09-28 00:00:00 TSLA 1000 @ 259.186676025391"
## [1] "2021-10-11 00:00:00 TSLA -1000 @ 263.980010986328"
## [1] "2021-10-13 00:00:00 TSLA 1000 @ 270.359985351562"
## [1] "2021-11-11 00:00:00 TSLA -1000 @ 354.503326416016"
## [1] "2021-12-28 00:00:00 TSLA 1000 @ 362.823333740234"
## [1] "2022-01-14 00:00:00 TSLA -1000 @ 349.869995117188"
## [1] "2022-02-17 00:00:00 TSLA 1000 @ 292.116668701172"
## [1] "2022-02-22 00:00:00 TSLA -1000 @ 273.843322753906"
## [1] "2022-03-03 00:00:00 TSLA 1000 @ 279.763336181641"
## [1] "2022-03-15 00:00:00 TSLA -1000 @ 267.296661376953"
## [1] "2022-03-17 00:00:00 TSLA 1000 @ 290.533325195312"
## [1] "2022-04-12 00:00:00 TSLA -1000 @ 328.983337402344"
## [1] "2022-06-01 00:00:00 TSLA 1000 @ 246.789993286133"
## [1] "2022-06-21 00:00:00 TSLA -1000 @ 237.036666870117"
## [1] "2022-06-22 00:00:00 TSLA 1000 @ 236.086669921875"
## [1] "2022-08-22 00:00:00 TSLA -1000 @ 289.913330078125"
## [1] "2022-09-15 00:00:00 TSLA 1000 @ 303.75"
## [1] "2022-09-23 00:00:00 TSLA -1000 @ 275.329986572266"
## [1] "2022-10-28 00:00:00 TSLA 1000 @ 228.520004272461"
## [1] "2022-11-09 00:00:00 TSLA -1000 @ 177.589996337891"
## [1] "2022-11-29 00:00:00 TSLA 1000 @ 180.830001831055"
## [1] "2022-12-14 00:00:00 TSLA -1000 @ 156.800003051758"
## [1] "2023-01-12 00:00:00 TSLA 1000 @ 123.559997558594"
## [1] "2023-02-27 00:00:00 TSLA -1000 @ 207.630004882812"
## [1] "2023-03-31 00:00:00 TSLA 1000 @ 207.460006713867"
## [1] "2023-04-06 00:00:00 TSLA -1000 @ 185.059997558594"
## [1] "2023-05-09 00:00:00 TSLA 1000 @ 169.149993896484"
## [1] "2023-06-27 00:00:00 TSLA -1000 @ 250.210006713867"
## [1] "2023-08-30 00:00:00 TSLA 1000 @ 256.899993896484"
## [1] "2023-09-25 00:00:00 TSLA -1000 @ 246.990005493164"
## [1] "2023-10-09 00:00:00 TSLA 1000 @ 259.670013427734"
## [1] "2023-10-17 00:00:00 TSLA -1000 @ 254.850006103516"
## [1] "2023-11-08 00:00:00 TSLA 1000 @ 222.110000610352"
## [1] "2024-01-03 00:00:00 TSLA -1000 @ 238.449996948242"
## [1] "2024-02-13 00:00:00 TSLA 1000 @ 184.020004272461"
## [1] "2024-03-07 00:00:00 TSLA -1000 @ 178.649993896484"
## [1] "2024-03-26 00:00:00 TSLA 1000 @ 177.669998168945"
## [1] "2024-04-17 00:00:00 TSLA -1000 @ 155.449996948242"
## [1] "2024-04-26 00:00:00 TSLA 1000 @ 168.289993286133"
## [1] "2024-06-05 00:00:00 TSLA -1000 @ 175"
## [1] "2024-06-17 00:00:00 TSLA 1000 @ 187.440002441406"
## [1] "2024-07-22 00:00:00 TSLA -1000 @ 251.509994506836"
## [1] "2024-08-21 00:00:00 TSLA 1000 @ 223.270004272461"
## [1] "2024-08-29 00:00:00 TSLA -1000 @ 206.279998779297"
## [1] "2024-09-05 00:00:00 TSLA 1000 @ 230.169998168945"
## [1] "2024-10-08 00:00:00 TSLA -1000 @ 244.5"
## [1] "2024-10-28 00:00:00 TSLA 1000 @ 262.510009765625"
## [1] "2024-11-29 00:00:00 TSLA -1000 @ 345.160003662109"
## [1] "2024-12-09 00:00:00 TSLA 1000 @ 389.790008544922"
## [1] "2024-12-24 00:00:00 TSLA -1000 @ 462.279998779297"
## [1] "2025-03-25 00:00:00 TSLA 1000 @ 288.140014648438"
## 测试参数组合 19/27: nFast=8, nSlow=22, nSig=11
## 策略环境已重置
## [1] "2010-08-24 00:00:00 TSLA 1000 @ 1.27999997138977"
## [1] "2010-09-20 00:00:00 TSLA -1000 @ 1.40400004386902"
## [1] "2010-09-21 00:00:00 TSLA 1000 @ 1.38466703891754"
## [1] "2010-09-22 00:00:00 TSLA -1000 @ 1.32466697692871"
## [1] "2010-09-30 00:00:00 TSLA 1000 @ 1.36066699028015"
## [1] "2010-10-04 00:00:00 TSLA -1000 @ 1.39933300018311"
## [1] "2010-10-06 00:00:00 TSLA 1000 @ 1.3639999628067"
## [1] "2010-10-07 00:00:00 TSLA -1000 @ 1.36199998855591"
## [1] "2010-10-25 00:00:00 TSLA 1000 @ 1.38999998569489"
## [1] "2010-12-02 00:00:00 TSLA -1000 @ 2.15666699409485"
## [1] "2011-01-11 00:00:00 TSLA 1000 @ 1.79733300209045"
## [1] "2011-01-14 00:00:00 TSLA -1000 @ 1.71666705608368"
## [1] "2011-01-28 00:00:00 TSLA 1000 @ 1.60066699981689"
## [1] "2011-02-24 00:00:00 TSLA -1000 @ 1.50199997425079"
## [1] "2011-02-28 00:00:00 TSLA 1000 @ 1.59266698360443"
## [1] "2011-03-16 00:00:00 TSLA -1000 @ 1.52133297920227"
## [1] "2011-03-30 00:00:00 TSLA 1000 @ 1.58066701889038"
## [1] "2011-04-13 00:00:00 TSLA -1000 @ 1.66199994087219"
## [1] "2011-04-26 00:00:00 TSLA 1000 @ 1.79533302783966"
## [1] "2011-05-05 00:00:00 TSLA -1000 @ 1.76266694068909"
## [1] "2011-05-11 00:00:00 TSLA 1000 @ 1.8046669960022"
## [1] "2011-05-12 00:00:00 TSLA -1000 @ 1.84466695785522"
## [1] "2011-05-26 00:00:00 TSLA 1000 @ 1.96533298492432"
## [1] "2011-06-08 00:00:00 TSLA -1000 @ 1.80799996852875"
## [1] "2011-06-29 00:00:00 TSLA 1000 @ 1.8860000371933"
## [1] "2011-07-14 00:00:00 TSLA -1000 @ 1.84066700935364"
## [1] "2011-07-25 00:00:00 TSLA 1000 @ 1.89933300018311"
## [1] "2011-07-27 00:00:00 TSLA -1000 @ 1.84266698360443"
## [1] "2011-08-17 00:00:00 TSLA 1000 @ 1.72200000286102"
## [1] "2011-08-19 00:00:00 TSLA -1000 @ 1.48666703701019"
## [1] "2011-08-30 00:00:00 TSLA 1000 @ 1.64199995994568"
## [1] "2011-09-30 00:00:00 TSLA -1000 @ 1.62600004673004"
## [1] "2011-10-07 00:00:00 TSLA 1000 @ 1.79933297634125"
## [1] "2011-10-27 00:00:00 TSLA -1000 @ 1.91733300685883"
## [1] "2011-10-28 00:00:00 TSLA 1000 @ 1.9913330078125"
## [1] "2011-11-03 00:00:00 TSLA -1000 @ 2.16400003433228"
## [1] "2011-11-04 00:00:00 TSLA 1000 @ 2.15400004386902"
## [1] "2011-11-22 00:00:00 TSLA -1000 @ 2.13800001144409"
## [1] "2011-12-07 00:00:00 TSLA 1000 @ 2.27933311462402"
## [1] "2011-12-09 00:00:00 TSLA -1000 @ 2.06933307647705"
## [1] "2012-01-03 00:00:00 TSLA 1000 @ 1.87199997901917"
## [1] "2012-01-06 00:00:00 TSLA -1000 @ 1.7940000295639"
## [1] "2012-01-11 00:00:00 TSLA 1000 @ 1.88199996948242"
## [1] "2012-01-17 00:00:00 TSLA -1000 @ 1.77333295345306"
## [1] "2012-01-20 00:00:00 TSLA 1000 @ 1.77333295345306"
## [1] "2012-02-28 00:00:00 TSLA -1000 @ 2.25399994850159"
## [1] "2012-03-14 00:00:00 TSLA 1000 @ 2.35266709327698"
## [1] "2012-03-16 00:00:00 TSLA -1000 @ 2.35466694831848"
## [1] "2012-03-28 00:00:00 TSLA 1000 @ 2.52333307266235"
## [1] "2012-04-05 00:00:00 TSLA -1000 @ 2.29866695404053"
## [1] "2012-04-30 00:00:00 TSLA 1000 @ 2.20866703987122"
## [1] "2012-05-08 00:00:00 TSLA -1000 @ 2.01266694068909"
## [1] "2012-05-24 00:00:00 TSLA 1000 @ 2.01866698265076"
## [1] "2012-06-05 00:00:00 TSLA -1000 @ 1.86066699028015"
## [1] "2012-06-11 00:00:00 TSLA 1000 @ 1.94133305549622"
## [1] "2012-07-03 00:00:00 TSLA -1000 @ 2.04399991035461"
## [1] "2012-07-13 00:00:00 TSLA 1000 @ 2.28333306312561"
## [1] "2012-07-23 00:00:00 TSLA -1000 @ 2.04399991035461"
## [1] "2012-08-09 00:00:00 TSLA 1000 @ 1.96066701412201"
## [1] "2012-08-29 00:00:00 TSLA -1000 @ 1.89400005340576"
## [1] "2012-09-10 00:00:00 TSLA 1000 @ 1.82466697692871"
## [1] "2012-09-11 00:00:00 TSLA -1000 @ 1.85333299636841"
## [1] "2012-09-14 00:00:00 TSLA 1000 @ 2.02600002288818"
## [1] "2012-09-26 00:00:00 TSLA -1000 @ 1.83599996566772"
## [1] "2012-11-01 00:00:00 TSLA 1000 @ 1.95000004768372"
## [1] "2012-12-10 00:00:00 TSLA -1000 @ 2.3046669960022"
## [1] "2012-12-12 00:00:00 TSLA 1000 @ 2.35066699981689"
## [1] "2012-12-14 00:00:00 TSLA -1000 @ 2.25399994850159"
## [1] "2013-01-22 00:00:00 TSLA 1000 @ 2.34599995613098"
## [1] "2013-02-13 00:00:00 TSLA -1000 @ 2.56333303451538"
## [1] "2013-03-07 00:00:00 TSLA 1000 @ 2.54866695404053"
## [1] "2013-03-18 00:00:00 TSLA -1000 @ 2.34333300590515"
## [1] "2013-03-27 00:00:00 TSLA 1000 @ 2.54399991035461"
## [1] "2013-05-09 00:00:00 TSLA -1000 @ 4.62666702270508"
## [1] "2013-05-10 00:00:00 TSLA 1000 @ 5.11733293533325"
## [1] "2013-05-24 00:00:00 TSLA -1000 @ 6.47200012207031"
## [1] "2013-05-29 00:00:00 TSLA 1000 @ 6.97533321380615"
## [1] "2013-06-03 00:00:00 TSLA -1000 @ 6.17266702651978"
## [1] "2013-07-02 00:00:00 TSLA 1000 @ 7.85466718673706"
## [1] "2013-07-17 00:00:00 TSLA -1000 @ 8.01666736602783"
## [1] "2013-07-30 00:00:00 TSLA 1000 @ 8.78266716003418"
## [1] "2013-08-15 00:00:00 TSLA -1000 @ 9.31133270263672"
## [1] "2013-08-26 00:00:00 TSLA 1000 @ 10.9479999542236"
## [1] "2013-09-09 00:00:00 TSLA -1000 @ 10.7133331298828"
## [1] "2013-09-23 00:00:00 TSLA 1000 @ 12.0740003585815"
## [1] "2013-10-03 00:00:00 TSLA -1000 @ 11.5539999008179"
## [1] "2013-11-06 00:00:00 TSLA 1000 @ 10.0773334503174"
## [1] "2013-11-07 00:00:00 TSLA -1000 @ 9.31799983978271"
## [1] "2013-12-02 00:00:00 TSLA 1000 @ 8.27799987792969"
## [1] "2014-01-07 00:00:00 TSLA -1000 @ 9.95733261108398"
## [1] "2014-01-15 00:00:00 TSLA 1000 @ 10.9420003890991"
## [1] "2014-02-05 00:00:00 TSLA -1000 @ 11.6280002593994"
## [1] "2014-02-11 00:00:00 TSLA 1000 @ 13.1079998016357"
## [1] "2014-03-10 00:00:00 TSLA -1000 @ 15.9226665496826"
## [1] "2014-04-23 00:00:00 TSLA 1000 @ 13.8660001754761"
## [1] "2014-05-09 00:00:00 TSLA -1000 @ 12.1506671905518"
## [1] "2014-05-20 00:00:00 TSLA 1000 @ 13.0200004577637"
## [1] "2014-06-12 00:00:00 TSLA -1000 @ 13.5679998397827"
## [1] "2014-06-17 00:00:00 TSLA 1000 @ 15.4446668624878"
## [1] "2014-07-03 00:00:00 TSLA -1000 @ 15.283332824707"
## [1] "2014-07-29 00:00:00 TSLA 1000 @ 15.0006666183472"
## [1] "2014-08-22 00:00:00 TSLA -1000 @ 17.1186676025391"
## [1] "2014-09-03 00:00:00 TSLA 1000 @ 18.746000289917"
## [1] "2014-09-11 00:00:00 TSLA -1000 @ 18.6873321533203"
## [1] "2014-10-07 00:00:00 TSLA 1000 @ 17.304666519165"
## [1] "2014-10-13 00:00:00 TSLA -1000 @ 14.9726667404175"
## [1] "2014-10-24 00:00:00 TSLA 1000 @ 15.6826667785645"
## [1] "2014-10-28 00:00:00 TSLA -1000 @ 16.1846675872803"
## [1] "2014-10-29 00:00:00 TSLA 1000 @ 15.8733329772949"
## [1] "2014-11-25 00:00:00 TSLA -1000 @ 16.5393333435059"
## [1] "2014-12-22 00:00:00 TSLA 1000 @ 14.8400001525879"
## [1] "2015-01-08 00:00:00 TSLA -1000 @ 14.0413331985474"
## [1] "2015-01-26 00:00:00 TSLA 1000 @ 13.7700004577637"
## [1] "2015-02-17 00:00:00 TSLA -1000 @ 13.6233329772949"
## [1] "2015-02-23 00:00:00 TSLA 1000 @ 13.8226671218872"
## [1] "2015-02-24 00:00:00 TSLA -1000 @ 13.6073331832886"
## [1] "2015-03-19 00:00:00 TSLA 1000 @ 13.0433330535889"
## [1] "2015-03-30 00:00:00 TSLA -1000 @ 12.7046670913696"
## [1] "2015-04-07 00:00:00 TSLA 1000 @ 13.5500001907349"
## [1] "2015-05-21 00:00:00 TSLA -1000 @ 16.3746662139893"
## [1] "2015-06-19 00:00:00 TSLA 1000 @ 17.5006675720215"
## [1] "2015-06-30 00:00:00 TSLA -1000 @ 17.8840007781982"
## [1] "2015-07-01 00:00:00 TSLA 1000 @ 17.9433326721191"
## [1] "2015-07-09 00:00:00 TSLA -1000 @ 17.1946678161621"
## [1] "2015-07-21 00:00:00 TSLA 1000 @ 17.7846660614014"
## [1] "2015-07-23 00:00:00 TSLA -1000 @ 17.8133335113525"
## [1] "2015-08-19 00:00:00 TSLA 1000 @ 17.0166664123535"
## [1] "2015-08-24 00:00:00 TSLA -1000 @ 14.5913333892822"
## [1] "2015-08-31 00:00:00 TSLA 1000 @ 16.6040000915527"
## [1] "2015-09-29 00:00:00 TSLA -1000 @ 16.4433326721191"
## [1] "2015-10-30 00:00:00 TSLA 1000 @ 13.7953329086304"
## [1] "2015-11-16 00:00:00 TSLA -1000 @ 14.28733253479"
## [1] "2015-11-18 00:00:00 TSLA 1000 @ 14.7379999160767"
## [1] "2015-12-10 00:00:00 TSLA -1000 @ 15.1379995346069"
## [1] "2015-12-18 00:00:00 TSLA 1000 @ 15.3640003204346"
## [1] "2016-01-05 00:00:00 TSLA -1000 @ 14.8953332901001"
## [1] "2016-02-18 00:00:00 TSLA 1000 @ 11.1180000305176"
## [1] "2016-03-30 00:00:00 TSLA -1000 @ 15.1260004043579"
## [1] "2016-04-06 00:00:00 TSLA 1000 @ 17.6946678161621"
## [1] "2016-04-12 00:00:00 TSLA -1000 @ 16.521333694458"
## [1] "2016-05-23 00:00:00 TSLA 1000 @ 14.4146671295166"
## [1] "2016-06-15 00:00:00 TSLA -1000 @ 14.5133333206177"
## [1] "2016-07-01 00:00:00 TSLA 1000 @ 14.4333333969116"
## [1] "2016-08-04 00:00:00 TSLA -1000 @ 15.3739995956421"
## [1] "2016-09-19 00:00:00 TSLA 1000 @ 13.7559995651245"
## [1] "2016-10-10 00:00:00 TSLA -1000 @ 13.3966665267944"
## [1] "2016-10-20 00:00:00 TSLA 1000 @ 13.2733325958252"
## [1] "2016-11-02 00:00:00 TSLA -1000 @ 12.5346670150757"
## [1] "2016-11-23 00:00:00 TSLA 1000 @ 12.8760004043579"
## [1] "2016-12-05 00:00:00 TSLA -1000 @ 12.453332901001"
## [1] "2016-12-08 00:00:00 TSLA 1000 @ 12.8193330764771"
## [1] "2017-01-31 00:00:00 TSLA -1000 @ 16.7953338623047"
## [1] "2017-02-13 00:00:00 TSLA 1000 @ 18.7066669464111"
## [1] "2017-02-21 00:00:00 TSLA -1000 @ 18.4926662445068"
## [1] "2017-03-17 00:00:00 TSLA 1000 @ 17.4333324432373"
## [1] "2017-04-19 00:00:00 TSLA -1000 @ 20.3680000305176"
## [1] "2017-05-15 00:00:00 TSLA 1000 @ 21.058666229248"
## [1] "2017-05-16 00:00:00 TSLA -1000 @ 21.1340007781982"
## [1] "2017-05-31 00:00:00 TSLA 1000 @ 22.7339992523193"
## [1] "2017-06-21 00:00:00 TSLA -1000 @ 25.0933322906494"
## [1] "2017-07-24 00:00:00 TSLA 1000 @ 22.8346672058105"
## [1] "2017-08-02 00:00:00 TSLA -1000 @ 21.7259998321533"
## [1] "2017-08-04 00:00:00 TSLA 1000 @ 23.7940006256104"
## [1] "2017-08-21 00:00:00 TSLA -1000 @ 22.5240001678467"
## [1] "2017-09-05 00:00:00 TSLA 1000 @ 23.3059997558594"
## [1] "2017-09-06 00:00:00 TSLA -1000 @ 22.9686660766602"
## [1] "2017-09-12 00:00:00 TSLA 1000 @ 24.1833324432373"
## [1] "2017-09-25 00:00:00 TSLA -1000 @ 22.9993324279785"
## [1] "2017-10-09 00:00:00 TSLA 1000 @ 22.8626670837402"
## [1] "2017-10-10 00:00:00 TSLA -1000 @ 23.7059993743896"
## [1] "2017-10-11 00:00:00 TSLA 1000 @ 23.6399993896484"
## [1] "2017-10-23 00:00:00 TSLA -1000 @ 22.4680004119873"
## [1] "2017-11-14 00:00:00 TSLA 1000 @ 20.5799999237061"
## [1] "2017-12-27 00:00:00 TSLA -1000 @ 20.7759990692139"
## [1] "2018-01-09 00:00:00 TSLA 1000 @ 22.246000289917"
## [1] "2018-01-29 00:00:00 TSLA -1000 @ 23.3020000457764"
## [1] "2018-02-01 00:00:00 TSLA 1000 @ 23.283332824707"
## [1] "2018-02-02 00:00:00 TSLA -1000 @ 22.9166679382324"
## [1] "2018-02-21 00:00:00 TSLA 1000 @ 22.2199993133545"
## [1] "2018-03-05 00:00:00 TSLA -1000 @ 22.2233333587646"
## [1] "2018-03-14 00:00:00 TSLA 1000 @ 21.775333404541"
## [1] "2018-03-15 00:00:00 TSLA -1000 @ 21.7066669464111"
## [1] "2018-04-06 00:00:00 TSLA 1000 @ 19.953332901001"
## [1] "2018-04-26 00:00:00 TSLA -1000 @ 19.0319995880127"
## [1] "2018-04-27 00:00:00 TSLA 1000 @ 19.6053333282471"
## [1] "2018-05-16 00:00:00 TSLA -1000 @ 19.0986671447754"
## [1] "2018-05-31 00:00:00 TSLA 1000 @ 18.9820003509521"
## [1] "2018-06-25 00:00:00 TSLA -1000 @ 22.2006664276123"
## [1] "2018-08-03 00:00:00 TSLA 1000 @ 23.211332321167"
## [1] "2018-08-17 00:00:00 TSLA -1000 @ 20.3666667938232"
## [1] "2018-09-17 00:00:00 TSLA 1000 @ 19.6560001373291"
## [1] "2018-10-08 00:00:00 TSLA -1000 @ 16.7040004730225"
## [1] "2018-10-18 00:00:00 TSLA 1000 @ 17.5939998626709"
## [1] "2018-11-14 00:00:00 TSLA -1000 @ 22.9333324432373"
## [1] "2018-12-07 00:00:00 TSLA 1000 @ 23.8646678924561"
## [1] "2018-12-10 00:00:00 TSLA -1000 @ 24.3433322906494"
## [1] "2018-12-11 00:00:00 TSLA 1000 @ 24.4506664276123"
## [1] "2018-12-18 00:00:00 TSLA -1000 @ 22.4686660766602"
## [1] "2019-01-09 00:00:00 TSLA 1000 @ 22.5686664581299"
## [1] "2019-01-22 00:00:00 TSLA -1000 @ 19.92799949646"
## [1] "2019-02-04 00:00:00 TSLA 1000 @ 20.8593330383301"
## [1] "2019-02-22 00:00:00 TSLA -1000 @ 19.6473331451416"
## [1] "2019-02-28 00:00:00 TSLA 1000 @ 21.3253326416016"
## [1] "2019-03-05 00:00:00 TSLA -1000 @ 18.4360008239746"
## [1] "2019-03-15 00:00:00 TSLA 1000 @ 18.3619995117188"
## [1] "2019-03-18 00:00:00 TSLA -1000 @ 17.9659996032715"
## [1] "2019-03-28 00:00:00 TSLA 1000 @ 18.5746669769287"
## [1] "2019-04-15 00:00:00 TSLA -1000 @ 17.7586669921875"
## [1] "2019-04-18 00:00:00 TSLA 1000 @ 18.2173328399658"
## [1] "2019-04-23 00:00:00 TSLA -1000 @ 17.5933322906494"
## [1] "2019-05-07 00:00:00 TSLA 1000 @ 16.470666885376"
## [1] "2019-05-14 00:00:00 TSLA -1000 @ 15.4873332977295"
## [1] "2019-06-06 00:00:00 TSLA 1000 @ 13.7299995422363"
## [1] "2019-07-26 00:00:00 TSLA -1000 @ 15.2026672363281"
## [1] "2019-09-03 00:00:00 TSLA 1000 @ 15.0006666183472"
## [1] "2019-09-25 00:00:00 TSLA -1000 @ 15.2466669082642"
## [1] "2019-10-02 00:00:00 TSLA 1000 @ 16.208667755127"
## [1] "2019-10-04 00:00:00 TSLA -1000 @ 15.4286670684814"
## [1] "2019-10-11 00:00:00 TSLA 1000 @ 16.5259990692139"
## [1] "2019-11-18 00:00:00 TSLA -1000 @ 23.3326663970947"
## [1] "2019-12-13 00:00:00 TSLA 1000 @ 23.8926677703857"
## [1] "2020-01-29 00:00:00 TSLA -1000 @ 38.732666015625"
## [1] "2020-01-31 00:00:00 TSLA 1000 @ 43.3713340759277"
## [1] "2020-02-13 00:00:00 TSLA -1000 @ 53.5999984741211"
## [1] "2020-02-20 00:00:00 TSLA 1000 @ 59.9606666564941"
## [1] "2020-02-25 00:00:00 TSLA -1000 @ 53.3273315429688"
## [1] "2020-03-27 00:00:00 TSLA 1000 @ 34.2906684875488"
## [1] "2020-05-04 00:00:00 TSLA -1000 @ 50.7459983825684"
## [1] "2020-06-03 00:00:00 TSLA 1000 @ 58.8639984130859"
## [1] "2020-06-23 00:00:00 TSLA -1000 @ 66.7853317260742"
## [1] "2020-07-02 00:00:00 TSLA 1000 @ 80.5773315429688"
## [1] "2020-07-23 00:00:00 TSLA -1000 @ 100.87133026123"
## [1] "2020-08-17 00:00:00 TSLA 1000 @ 122.375999450684"
## [1] "2020-09-04 00:00:00 TSLA -1000 @ 139.440002441406"
## [1] "2020-09-22 00:00:00 TSLA 1000 @ 141.410003662109"
## [1] "2020-09-23 00:00:00 TSLA -1000 @ 126.786666870117"
## [1] "2020-10-13 00:00:00 TSLA 1000 @ 148.883331298828"
## [1] "2020-10-20 00:00:00 TSLA -1000 @ 140.646667480469"
## [1] "2020-11-06 00:00:00 TSLA 1000 @ 143.316665649414"
## [1] "2020-11-11 00:00:00 TSLA -1000 @ 139.043334960938"
## [1] "2020-11-18 00:00:00 TSLA 1000 @ 162.213333129883"
## [1] "2020-12-14 00:00:00 TSLA -1000 @ 213.276672363281"
## [1] "2021-01-06 00:00:00 TSLA 1000 @ 251.99333190918"
## [1] "2021-01-20 00:00:00 TSLA -1000 @ 283.483337402344"
## [1] "2021-03-12 00:00:00 TSLA 1000 @ 231.24333190918"
## [1] "2021-03-29 00:00:00 TSLA -1000 @ 203.763336181641"
## [1] "2021-04-01 00:00:00 TSLA 1000 @ 220.58332824707"
## [1] "2021-04-28 00:00:00 TSLA -1000 @ 231.466659545898"
## [1] "2021-05-26 00:00:00 TSLA 1000 @ 206.376663208008"
## [1] "2021-07-08 00:00:00 TSLA -1000 @ 217.603332519531"
## [1] "2021-08-02 00:00:00 TSLA 1000 @ 236.556671142578"
## [1] "2021-08-17 00:00:00 TSLA -1000 @ 221.903335571289"
## [1] "2021-08-31 00:00:00 TSLA 1000 @ 245.240005493164"
## [1] "2021-09-15 00:00:00 TSLA -1000 @ 251.943328857422"
## [1] "2021-09-16 00:00:00 TSLA 1000 @ 252.330001831055"
## [1] "2021-09-21 00:00:00 TSLA -1000 @ 246.460006713867"
## [1] "2021-09-28 00:00:00 TSLA 1000 @ 259.186676025391"
## [1] "2021-10-06 00:00:00 TSLA -1000 @ 260.916656494141"
## [1] "2021-10-08 00:00:00 TSLA 1000 @ 261.829986572266"
## [1] "2021-10-11 00:00:00 TSLA -1000 @ 263.980010986328"
## [1] "2021-10-13 00:00:00 TSLA 1000 @ 270.359985351562"
## [1] "2021-11-10 00:00:00 TSLA -1000 @ 355.983337402344"
## [1] "2021-12-27 00:00:00 TSLA 1000 @ 364.646667480469"
## [1] "2022-01-11 00:00:00 TSLA -1000 @ 354.799987792969"
## [1] "2022-01-13 00:00:00 TSLA 1000 @ 343.853332519531"
## [1] "2022-01-14 00:00:00 TSLA -1000 @ 349.869995117188"
## [1] "2022-02-08 00:00:00 TSLA 1000 @ 307.333343505859"
## [1] "2022-02-23 00:00:00 TSLA -1000 @ 254.679992675781"
## [1] "2022-03-02 00:00:00 TSLA 1000 @ 293.296661376953"
## [1] "2022-03-15 00:00:00 TSLA -1000 @ 267.296661376953"
## [1] "2022-03-17 00:00:00 TSLA 1000 @ 290.533325195312"
## [1] "2022-04-08 00:00:00 TSLA -1000 @ 341.829986572266"
## [1] "2022-05-31 00:00:00 TSLA 1000 @ 252.753326416016"
## [1] "2022-06-15 00:00:00 TSLA -1000 @ 233"
## [1] "2022-06-16 00:00:00 TSLA 1000 @ 213.100006103516"
## [1] "2022-06-17 00:00:00 TSLA -1000 @ 216.759994506836"
## [1] "2022-06-22 00:00:00 TSLA 1000 @ 236.086669921875"
## [1] "2022-08-10 00:00:00 TSLA -1000 @ 294.356658935547"
## [1] "2022-09-13 00:00:00 TSLA 1000 @ 292.130004882812"
## [1] "2022-09-23 00:00:00 TSLA -1000 @ 275.329986572266"
## [1] "2022-10-25 00:00:00 TSLA 1000 @ 222.419998168945"
## [1] "2022-11-08 00:00:00 TSLA -1000 @ 191.300003051758"
## [1] "2022-11-28 00:00:00 TSLA 1000 @ 182.919998168945"
## [1] "2022-12-13 00:00:00 TSLA -1000 @ 160.949996948242"
## [1] "2023-01-10 00:00:00 TSLA 1000 @ 118.849998474121"
## [1] "2023-02-21 00:00:00 TSLA -1000 @ 197.369995117188"
## [1] "2023-03-22 00:00:00 TSLA 1000 @ 191.149993896484"
## [1] "2023-04-06 00:00:00 TSLA -1000 @ 185.059997558594"
## [1] "2023-05-08 00:00:00 TSLA 1000 @ 171.789993286133"
## [1] "2023-06-26 00:00:00 TSLA -1000 @ 241.050003051758"
## [1] "2023-08-28 00:00:00 TSLA 1000 @ 238.820007324219"
## [1] "2023-09-22 00:00:00 TSLA -1000 @ 244.880004882812"
## [1] "2023-10-06 00:00:00 TSLA 1000 @ 260.529998779297"
## [1] "2023-10-17 00:00:00 TSLA -1000 @ 254.850006103516"
## [1] "2023-11-06 00:00:00 TSLA 1000 @ 219.270004272461"
## [1] "2023-12-13 00:00:00 TSLA -1000 @ 239.289993286133"
## [1] "2023-12-15 00:00:00 TSLA 1000 @ 253.5"
## [1] "2024-01-02 00:00:00 TSLA -1000 @ 248.419998168945"
## [1] "2024-02-09 00:00:00 TSLA 1000 @ 193.570007324219"
## [1] "2024-03-06 00:00:00 TSLA -1000 @ 176.539993286133"
## [1] "2024-03-22 00:00:00 TSLA 1000 @ 170.830001831055"
## [1] "2024-04-17 00:00:00 TSLA -1000 @ 155.449996948242"
## [1] "2024-04-26 00:00:00 TSLA 1000 @ 168.289993286133"
## [1] "2024-05-13 00:00:00 TSLA -1000 @ 171.889999389648"
## [1] "2024-05-22 00:00:00 TSLA 1000 @ 180.110000610352"
## [1] "2024-05-24 00:00:00 TSLA -1000 @ 179.240005493164"
## [1] "2024-05-28 00:00:00 TSLA 1000 @ 176.75"
## [1] "2024-05-29 00:00:00 TSLA -1000 @ 176.190002441406"
## [1] "2024-06-14 00:00:00 TSLA 1000 @ 178.009994506836"
## [1] "2024-07-18 00:00:00 TSLA -1000 @ 249.229995727539"
## [1] "2024-08-19 00:00:00 TSLA 1000 @ 222.720001220703"
## [1] "2024-08-30 00:00:00 TSLA -1000 @ 214.110000610352"
## [1] "2024-09-03 00:00:00 TSLA 1000 @ 210.600006103516"
## [1] "2024-10-04 00:00:00 TSLA -1000 @ 250.080001831055"
## [1] "2024-10-25 00:00:00 TSLA 1000 @ 269.190002441406"
## [1] "2024-11-26 00:00:00 TSLA -1000 @ 338.230010986328"
## [1] "2024-12-09 00:00:00 TSLA 1000 @ 389.790008544922"
## [1] "2024-12-23 00:00:00 TSLA -1000 @ 430.600006103516"
## [1] "2025-03-21 00:00:00 TSLA 1000 @ 248.710006713867"
## [1] "2025-04-09 00:00:00 TSLA -1000 @ 272.200012207031"
## [1] "2025-04-10 00:00:00 TSLA 1000 @ 252.399993896484"
## [1] "2025-04-22 00:00:00 TSLA -1000 @ 237.970001220703"
## [1] "2025-04-24 00:00:00 TSLA 1000 @ 259.510009765625"
## 测试参数组合 20/27: nFast=12, nSlow=22, nSig=11
## 策略环境已重置
## [1] "2010-08-26 00:00:00 TSLA 1000 @ 1.31666696071625"
## [1] "2010-09-23 00:00:00 TSLA -1000 @ 1.30400002002716"
## [1] "2010-09-30 00:00:00 TSLA 1000 @ 1.36066699028015"
## [1] "2010-10-01 00:00:00 TSLA -1000 @ 1.37333297729492"
## [1] "2010-10-26 00:00:00 TSLA 1000 @ 1.42400002479553"
## [1] "2010-12-03 00:00:00 TSLA -1000 @ 2.09933304786682"
## [1] "2011-02-03 00:00:00 TSLA 1000 @ 1.57533299922943"
## [1] "2011-02-24 00:00:00 TSLA -1000 @ 1.50199997425079"
## [1] "2011-02-25 00:00:00 TSLA 1000 @ 1.57400000095367"
## [1] "2011-03-17 00:00:00 TSLA -1000 @ 1.52066695690155"
## [1] "2011-03-30 00:00:00 TSLA 1000 @ 1.58066701889038"
## [1] "2011-04-15 00:00:00 TSLA -1000 @ 1.70533299446106"
## [1] "2011-04-26 00:00:00 TSLA 1000 @ 1.79533302783966"
## [1] "2011-05-06 00:00:00 TSLA -1000 @ 1.80799996852875"
## [1] "2011-05-10 00:00:00 TSLA 1000 @ 1.88866698741913"
## [1] "2011-05-12 00:00:00 TSLA -1000 @ 1.84466695785522"
## [1] "2011-05-27 00:00:00 TSLA 1000 @ 1.97000002861023"
## [1] "2011-06-08 00:00:00 TSLA -1000 @ 1.80799996852875"
## [1] "2011-06-30 00:00:00 TSLA 1000 @ 1.94200003147125"
## [1] "2011-07-15 00:00:00 TSLA -1000 @ 1.83866703510284"
## [1] "2011-07-25 00:00:00 TSLA 1000 @ 1.89933300018311"
## [1] "2011-07-27 00:00:00 TSLA -1000 @ 1.84266698360443"
## [1] "2011-08-18 00:00:00 TSLA 1000 @ 1.61733305454254"
## [1] "2011-08-19 00:00:00 TSLA -1000 @ 1.48666703701019"
## [1] "2011-08-30 00:00:00 TSLA 1000 @ 1.64199995994568"
## [1] "2011-10-03 00:00:00 TSLA -1000 @ 1.58200001716614"
## [1] "2011-10-07 00:00:00 TSLA 1000 @ 1.79933297634125"
## [1] "2011-11-22 00:00:00 TSLA -1000 @ 2.13800001144409"
## [1] "2012-01-12 00:00:00 TSLA 1000 @ 1.88333296775818"
## [1] "2012-01-17 00:00:00 TSLA -1000 @ 1.77333295345306"
## [1] "2012-01-23 00:00:00 TSLA 1000 @ 1.78466701507568"
## [1] "2012-02-29 00:00:00 TSLA -1000 @ 2.22733306884766"
## [1] "2012-03-28 00:00:00 TSLA 1000 @ 2.52333307266235"
## [1] "2012-04-05 00:00:00 TSLA -1000 @ 2.29866695404053"
## [1] "2012-05-01 00:00:00 TSLA 1000 @ 2.25200009346008"
## [1] "2012-05-07 00:00:00 TSLA -1000 @ 2.16466689109802"
## [1] "2012-05-25 00:00:00 TSLA 1000 @ 1.98733305931091"
## [1] "2012-06-05 00:00:00 TSLA -1000 @ 1.86066699028015"
## [1] "2012-06-11 00:00:00 TSLA 1000 @ 1.94133305549622"
## [1] "2012-07-03 00:00:00 TSLA -1000 @ 2.04399991035461"
## [1] "2012-07-13 00:00:00 TSLA 1000 @ 2.28333306312561"
## [1] "2012-07-23 00:00:00 TSLA -1000 @ 2.04399991035461"
## [1] "2012-08-10 00:00:00 TSLA 1000 @ 1.99600005149841"
## [1] "2012-08-30 00:00:00 TSLA -1000 @ 1.89400005340576"
## [1] "2012-09-14 00:00:00 TSLA 1000 @ 2.02600002288818"
## [1] "2012-09-27 00:00:00 TSLA -1000 @ 1.89933300018311"
## [1] "2012-11-02 00:00:00 TSLA 1000 @ 1.92799997329712"
## [1] "2012-12-14 00:00:00 TSLA -1000 @ 2.25399994850159"
## [1] "2013-01-23 00:00:00 TSLA 1000 @ 2.40000009536743"
## [1] "2013-02-14 00:00:00 TSLA -1000 @ 2.55133295059204"
## [1] "2013-03-08 00:00:00 TSLA 1000 @ 2.56466698646545"
## [1] "2013-03-18 00:00:00 TSLA -1000 @ 2.34333300590515"
## [1] "2013-03-27 00:00:00 TSLA 1000 @ 2.54399991035461"
## [1] "2013-06-03 00:00:00 TSLA -1000 @ 6.17266702651978"
## [1] "2013-07-03 00:00:00 TSLA 1000 @ 7.68266677856445"
## [1] "2013-07-17 00:00:00 TSLA -1000 @ 8.01666736602783"
## [1] "2013-08-01 00:00:00 TSLA 1000 @ 9.03666687011719"
## [1] "2013-08-15 00:00:00 TSLA -1000 @ 9.31133270263672"
## [1] "2013-08-26 00:00:00 TSLA 1000 @ 10.9479999542236"
## [1] "2013-09-09 00:00:00 TSLA -1000 @ 10.7133331298828"
## [1] "2013-09-24 00:00:00 TSLA 1000 @ 12.1553325653076"
## [1] "2013-10-04 00:00:00 TSLA -1000 @ 12.065333366394"
## [1] "2013-12-03 00:00:00 TSLA 1000 @ 9.64666652679443"
## [1] "2014-01-10 00:00:00 TSLA -1000 @ 9.71466732025146"
## [1] "2014-01-15 00:00:00 TSLA 1000 @ 10.9420003890991"
## [1] "2014-02-06 00:00:00 TSLA -1000 @ 11.8920001983643"
## [1] "2014-02-11 00:00:00 TSLA 1000 @ 13.1079998016357"
## [1] "2014-03-11 00:00:00 TSLA -1000 @ 15.6273326873779"
## [1] "2014-04-24 00:00:00 TSLA 1000 @ 13.8573331832886"
## [1] "2014-04-29 00:00:00 TSLA -1000 @ 13.7946672439575"
## [1] "2014-04-30 00:00:00 TSLA 1000 @ 13.8593330383301"
## [1] "2014-05-09 00:00:00 TSLA -1000 @ 12.1506671905518"
## [1] "2014-05-21 00:00:00 TSLA 1000 @ 13.296667098999"
## [1] "2014-07-07 00:00:00 TSLA -1000 @ 14.8439998626709"
## [1] "2014-07-31 00:00:00 TSLA 1000 @ 14.8866672515869"
## [1] "2014-08-25 00:00:00 TSLA -1000 @ 17.5033321380615"
## [1] "2014-09-03 00:00:00 TSLA 1000 @ 18.746000289917"
## [1] "2014-09-12 00:00:00 TSLA -1000 @ 18.6133327484131"
## [1] "2014-10-08 00:00:00 TSLA 1000 @ 17.2853336334229"
## [1] "2014-10-13 00:00:00 TSLA -1000 @ 14.9726667404175"
## [1] "2014-10-29 00:00:00 TSLA 1000 @ 15.8733329772949"
## [1] "2014-12-01 00:00:00 TSLA -1000 @ 15.4426670074463"
## [1] "2014-12-23 00:00:00 TSLA 1000 @ 14.7313327789307"
## [1] "2015-01-12 00:00:00 TSLA -1000 @ 13.4806671142578"
## [1] "2015-01-27 00:00:00 TSLA 1000 @ 13.7320003509521"
## [1] "2015-02-18 00:00:00 TSLA -1000 @ 13.6306667327881"
## [1] "2015-02-23 00:00:00 TSLA 1000 @ 13.8226671218872"
## [1] "2015-02-25 00:00:00 TSLA -1000 @ 13.5839996337891"
## [1] "2015-03-19 00:00:00 TSLA 1000 @ 13.0433330535889"
## [1] "2015-03-30 00:00:00 TSLA -1000 @ 12.7046670913696"
## [1] "2015-04-07 00:00:00 TSLA 1000 @ 13.5500001907349"
## [1] "2015-05-22 00:00:00 TSLA -1000 @ 16.5153331756592"
## [1] "2015-06-22 00:00:00 TSLA 1000 @ 17.3193321228027"
## [1] "2015-06-23 00:00:00 TSLA -1000 @ 17.8446674346924"
## [1] "2015-06-24 00:00:00 TSLA 1000 @ 17.67799949646"
## [1] "2015-07-09 00:00:00 TSLA -1000 @ 17.1946678161621"
## [1] "2015-07-21 00:00:00 TSLA 1000 @ 17.7846660614014"
## [1] "2015-07-22 00:00:00 TSLA -1000 @ 17.8579998016357"
## [1] "2015-08-20 00:00:00 TSLA 1000 @ 16.1453323364258"
## [1] "2015-08-21 00:00:00 TSLA -1000 @ 15.3846673965454"
## [1] "2015-09-01 00:00:00 TSLA 1000 @ 15.9086666107178"
## [1] "2015-09-30 00:00:00 TSLA -1000 @ 16.5599994659424"
## [1] "2015-11-03 00:00:00 TSLA 1000 @ 13.8900003433228"
## [1] "2015-12-14 00:00:00 TSLA -1000 @ 14.5719995498657"
## [1] "2015-12-18 00:00:00 TSLA 1000 @ 15.3640003204346"
## [1] "2016-01-06 00:00:00 TSLA -1000 @ 14.6026668548584"
## [1] "2016-02-19 00:00:00 TSLA 1000 @ 11.1053333282471"
## [1] "2016-03-31 00:00:00 TSLA -1000 @ 15.3179998397827"
## [1] "2016-04-05 00:00:00 TSLA 1000 @ 17.0313339233398"
## [1] "2016-04-13 00:00:00 TSLA -1000 @ 16.9686660766602"
## [1] "2016-05-24 00:00:00 TSLA 1000 @ 14.5273332595825"
## [1] "2016-06-17 00:00:00 TSLA -1000 @ 14.3646669387817"
## [1] "2016-07-05 00:00:00 TSLA 1000 @ 14.2653331756592"
## [1] "2016-08-08 00:00:00 TSLA -1000 @ 15.0773334503174"
## [1] "2016-09-20 00:00:00 TSLA 1000 @ 13.6426668167114"
## [1] "2016-10-12 00:00:00 TSLA -1000 @ 13.4340000152588"
## [1] "2016-10-21 00:00:00 TSLA 1000 @ 13.3393325805664"
## [1] "2016-11-02 00:00:00 TSLA -1000 @ 12.5346670150757"
## [1] "2016-11-23 00:00:00 TSLA 1000 @ 12.8760004043579"
## [1] "2016-12-05 00:00:00 TSLA -1000 @ 12.453332901001"
## [1] "2016-12-06 00:00:00 TSLA 1000 @ 12.3900003433228"
## [1] "2017-02-01 00:00:00 TSLA -1000 @ 16.6159992218018"
## [1] "2017-02-13 00:00:00 TSLA 1000 @ 18.7066669464111"
## [1] "2017-02-21 00:00:00 TSLA -1000 @ 18.4926662445068"
## [1] "2017-03-20 00:00:00 TSLA 1000 @ 17.461332321167"
## [1] "2017-04-21 00:00:00 TSLA -1000 @ 20.3733329772949"
## [1] "2017-05-31 00:00:00 TSLA 1000 @ 22.7339992523193"
## [1] "2017-06-27 00:00:00 TSLA -1000 @ 24.1580009460449"
## [1] "2017-07-25 00:00:00 TSLA 1000 @ 22.6399993896484"
## [1] "2017-08-03 00:00:00 TSLA -1000 @ 23.1393337249756"
## [1] "2017-08-04 00:00:00 TSLA 1000 @ 23.7940006256104"
## [1] "2017-08-22 00:00:00 TSLA -1000 @ 22.7566661834717"
## [1] "2017-09-13 00:00:00 TSLA 1000 @ 24.4153327941895"
## [1] "2017-09-25 00:00:00 TSLA -1000 @ 22.9993324279785"
## [1] "2017-10-13 00:00:00 TSLA 1000 @ 23.7046661376953"
## [1] "2017-10-23 00:00:00 TSLA -1000 @ 22.4680004119873"
## [1] "2017-11-16 00:00:00 TSLA 1000 @ 20.8333320617676"
## [1] "2017-12-27 00:00:00 TSLA -1000 @ 20.7759990692139"
## [1] "2018-01-10 00:00:00 TSLA 1000 @ 22.3199996948242"
## [1] "2018-02-05 00:00:00 TSLA -1000 @ 22.208667755127"
## [1] "2018-02-23 00:00:00 TSLA 1000 @ 23.4699993133545"
## [1] "2018-03-06 00:00:00 TSLA -1000 @ 21.8799991607666"
## [1] "2018-03-14 00:00:00 TSLA 1000 @ 21.775333404541"
## [1] "2018-03-15 00:00:00 TSLA -1000 @ 21.7066669464111"
## [1] "2018-04-09 00:00:00 TSLA 1000 @ 19.3106670379639"
## [1] "2018-05-17 00:00:00 TSLA -1000 @ 18.9693336486816"
## [1] "2018-06-01 00:00:00 TSLA 1000 @ 19.4546661376953"
## [1] "2018-06-26 00:00:00 TSLA -1000 @ 22.7999992370605"
## [1] "2018-08-03 00:00:00 TSLA 1000 @ 23.211332321167"
## [1] "2018-08-20 00:00:00 TSLA -1000 @ 20.5626678466797"
## [1] "2018-09-18 00:00:00 TSLA 1000 @ 18.9973335266113"
## [1] "2018-10-08 00:00:00 TSLA -1000 @ 16.7040004730225"
## [1] "2018-10-24 00:00:00 TSLA 1000 @ 19.2333335876465"
## [1] "2018-11-20 00:00:00 TSLA -1000 @ 23.1660003662109"
## [1] "2018-12-13 00:00:00 TSLA 1000 @ 25.1193332672119"
## [1] "2018-12-18 00:00:00 TSLA -1000 @ 22.4686660766602"
## [1] "2019-01-10 00:00:00 TSLA 1000 @ 22.9979991912842"
## [1] "2019-01-23 00:00:00 TSLA -1000 @ 19.1726665496826"
## [1] "2019-02-05 00:00:00 TSLA 1000 @ 21.4233322143555"
## [1] "2019-02-22 00:00:00 TSLA -1000 @ 19.6473331451416"
## [1] "2019-02-28 00:00:00 TSLA 1000 @ 21.3253326416016"
## [1] "2019-03-05 00:00:00 TSLA -1000 @ 18.4360008239746"
## [1] "2019-03-15 00:00:00 TSLA 1000 @ 18.3619995117188"
## [1] "2019-03-18 00:00:00 TSLA -1000 @ 17.9659996032715"
## [1] "2019-03-29 00:00:00 TSLA 1000 @ 18.6573333740234"
## [1] "2019-04-16 00:00:00 TSLA -1000 @ 18.2240009307861"
## [1] "2019-04-17 00:00:00 TSLA 1000 @ 18.0820007324219"
## [1] "2019-04-23 00:00:00 TSLA -1000 @ 17.5933322906494"
## [1] "2019-05-08 00:00:00 TSLA 1000 @ 16.3226661682129"
## [1] "2019-05-13 00:00:00 TSLA -1000 @ 15.1339998245239"
## [1] "2019-06-07 00:00:00 TSLA 1000 @ 13.6333332061768"
## [1] "2019-07-26 00:00:00 TSLA -1000 @ 15.2026672363281"
## [1] "2019-09-03 00:00:00 TSLA 1000 @ 15.0006666183472"
## [1] "2019-09-25 00:00:00 TSLA -1000 @ 15.2466669082642"
## [1] "2019-10-02 00:00:00 TSLA 1000 @ 16.208667755127"
## [1] "2019-10-04 00:00:00 TSLA -1000 @ 15.4286670684814"
## [1] "2019-10-11 00:00:00 TSLA 1000 @ 16.5259990692139"
## [1] "2019-11-19 00:00:00 TSLA -1000 @ 23.9680004119873"
## [1] "2019-12-17 00:00:00 TSLA 1000 @ 25.2660007476807"
## [1] "2020-01-30 00:00:00 TSLA -1000 @ 42.7206687927246"
## [1] "2020-01-31 00:00:00 TSLA 1000 @ 43.3713340759277"
## [1] "2020-02-14 00:00:00 TSLA -1000 @ 53.335334777832"
## [1] "2020-02-20 00:00:00 TSLA 1000 @ 59.9606666564941"
## [1] "2020-02-25 00:00:00 TSLA -1000 @ 53.3273315429688"
## [1] "2020-03-31 00:00:00 TSLA 1000 @ 34.9333343505859"
## [1] "2020-05-07 00:00:00 TSLA -1000 @ 52.0026664733887"
## [1] "2020-06-04 00:00:00 TSLA 1000 @ 57.6253318786621"
## [1] "2020-06-05 00:00:00 TSLA -1000 @ 59.0439987182617"
## [1] "2020-06-09 00:00:00 TSLA 1000 @ 62.7113342285156"
## [1] "2020-06-23 00:00:00 TSLA -1000 @ 66.7853317260742"
## [1] "2020-07-02 00:00:00 TSLA 1000 @ 80.5773315429688"
## [1] "2020-07-24 00:00:00 TSLA -1000 @ 94.466667175293"
## [1] "2020-08-18 00:00:00 TSLA 1000 @ 125.805999755859"
## [1] "2020-09-08 00:00:00 TSLA -1000 @ 110.069999694824"
## [1] "2020-10-14 00:00:00 TSLA 1000 @ 153.766662597656"
## [1] "2020-10-20 00:00:00 TSLA -1000 @ 140.646667480469"
## [1] "2020-11-09 00:00:00 TSLA 1000 @ 140.419998168945"
## [1] "2020-11-11 00:00:00 TSLA -1000 @ 139.043334960938"
## [1] "2020-11-18 00:00:00 TSLA 1000 @ 162.213333129883"
## [1] "2020-12-16 00:00:00 TSLA -1000 @ 207.589996337891"
## [1] "2021-01-07 00:00:00 TSLA 1000 @ 272.013336181641"
## [1] "2021-01-21 00:00:00 TSLA -1000 @ 281.663330078125"
## [1] "2021-03-15 00:00:00 TSLA 1000 @ 235.979995727539"
## [1] "2021-03-29 00:00:00 TSLA -1000 @ 203.763336181641"
## [1] "2021-04-01 00:00:00 TSLA 1000 @ 220.58332824707"
## [1] "2021-04-29 00:00:00 TSLA -1000 @ 225.66667175293"
## [1] "2021-05-27 00:00:00 TSLA 1000 @ 210.283340454102"
## [1] "2021-07-12 00:00:00 TSLA -1000 @ 228.566665649414"
## [1] "2021-07-13 00:00:00 TSLA 1000 @ 222.846664428711"
## [1] "2021-07-15 00:00:00 TSLA -1000 @ 216.866668701172"
## [1] "2021-08-02 00:00:00 TSLA 1000 @ 236.556671142578"
## [1] "2021-08-17 00:00:00 TSLA -1000 @ 221.903335571289"
## [1] "2021-08-31 00:00:00 TSLA 1000 @ 245.240005493164"
## [1] "2021-09-21 00:00:00 TSLA -1000 @ 246.460006713867"
## [1] "2021-09-28 00:00:00 TSLA 1000 @ 259.186676025391"
## [1] "2021-10-07 00:00:00 TSLA -1000 @ 264.536682128906"
## [1] "2021-10-08 00:00:00 TSLA 1000 @ 261.829986572266"
## [1] "2021-10-11 00:00:00 TSLA -1000 @ 263.980010986328"
## [1] "2021-10-13 00:00:00 TSLA 1000 @ 270.359985351562"
## [1] "2021-11-10 00:00:00 TSLA -1000 @ 355.983337402344"
## [1] "2021-12-28 00:00:00 TSLA 1000 @ 362.823333740234"
## [1] "2022-01-14 00:00:00 TSLA -1000 @ 349.869995117188"
## [1] "2022-02-10 00:00:00 TSLA 1000 @ 301.516662597656"
## [1] "2022-02-14 00:00:00 TSLA -1000 @ 291.920013427734"
## [1] "2022-02-16 00:00:00 TSLA 1000 @ 307.796661376953"
## [1] "2022-02-23 00:00:00 TSLA -1000 @ 254.679992675781"
## [1] "2022-03-02 00:00:00 TSLA 1000 @ 293.296661376953"
## [1] "2022-03-15 00:00:00 TSLA -1000 @ 267.296661376953"
## [1] "2022-03-17 00:00:00 TSLA 1000 @ 290.533325195312"
## [1] "2022-04-11 00:00:00 TSLA -1000 @ 325.309997558594"
## [1] "2022-05-31 00:00:00 TSLA 1000 @ 252.753326416016"
## [1] "2022-06-21 00:00:00 TSLA -1000 @ 237.036666870117"
## [1] "2022-06-22 00:00:00 TSLA 1000 @ 236.086669921875"
## [1] "2022-08-12 00:00:00 TSLA -1000 @ 300.029998779297"
## [1] "2022-09-13 00:00:00 TSLA 1000 @ 292.130004882812"
## [1] "2022-09-26 00:00:00 TSLA -1000 @ 276.010009765625"
## [1] "2022-10-26 00:00:00 TSLA 1000 @ 224.639999389648"
## [1] "2022-11-09 00:00:00 TSLA -1000 @ 177.589996337891"
## [1] "2022-11-29 00:00:00 TSLA 1000 @ 180.830001831055"
## [1] "2022-12-14 00:00:00 TSLA -1000 @ 156.800003051758"
## [1] "2023-01-11 00:00:00 TSLA 1000 @ 123.220001220703"
## [1] "2023-02-22 00:00:00 TSLA -1000 @ 200.860000610352"
## [1] "2023-03-27 00:00:00 TSLA 1000 @ 191.809997558594"
## [1] "2023-04-06 00:00:00 TSLA -1000 @ 185.059997558594"
## [1] "2023-05-09 00:00:00 TSLA 1000 @ 169.149993896484"
## [1] "2023-06-27 00:00:00 TSLA -1000 @ 250.210006713867"
## [1] "2023-08-29 00:00:00 TSLA 1000 @ 257.179992675781"
## [1] "2023-09-25 00:00:00 TSLA -1000 @ 246.990005493164"
## [1] "2023-10-09 00:00:00 TSLA 1000 @ 259.670013427734"
## [1] "2023-10-17 00:00:00 TSLA -1000 @ 254.850006103516"
## [1] "2023-11-07 00:00:00 TSLA 1000 @ 222.179992675781"
## [1] "2023-12-14 00:00:00 TSLA -1000 @ 251.050003051758"
## [1] "2023-12-15 00:00:00 TSLA 1000 @ 253.5"
## [1] "2024-01-02 00:00:00 TSLA -1000 @ 248.419998168945"
## [1] "2024-02-12 00:00:00 TSLA 1000 @ 188.130004882812"
## [1] "2024-03-07 00:00:00 TSLA -1000 @ 178.649993896484"
## [1] "2024-03-26 00:00:00 TSLA 1000 @ 177.669998168945"
## [1] "2024-04-17 00:00:00 TSLA -1000 @ 155.449996948242"
## [1] "2024-04-26 00:00:00 TSLA 1000 @ 168.289993286133"
## [1] "2024-05-30 00:00:00 TSLA -1000 @ 178.789993286133"
## [1] "2024-06-18 00:00:00 TSLA 1000 @ 184.860000610352"
## [1] "2024-07-19 00:00:00 TSLA -1000 @ 239.199996948242"
## [1] "2024-08-20 00:00:00 TSLA 1000 @ 221.100006103516"
## [1] "2024-08-30 00:00:00 TSLA -1000 @ 214.110000610352"
## [1] "2024-09-03 00:00:00 TSLA 1000 @ 210.600006103516"
## [1] "2024-10-04 00:00:00 TSLA -1000 @ 250.080001831055"
## [1] "2024-10-28 00:00:00 TSLA 1000 @ 262.510009765625"
## [1] "2024-11-27 00:00:00 TSLA -1000 @ 332.890014648438"
## [1] "2024-12-10 00:00:00 TSLA 1000 @ 400.989990234375"
## [1] "2024-12-23 00:00:00 TSLA -1000 @ 430.600006103516"
## [1] "2025-03-24 00:00:00 TSLA 1000 @ 278.390014648438"
## [1] "2025-04-09 00:00:00 TSLA -1000 @ 272.200012207031"
## [1] "2025-04-10 00:00:00 TSLA 1000 @ 252.399993896484"
## [1] "2025-04-22 00:00:00 TSLA -1000 @ 237.970001220703"
## [1] "2025-04-24 00:00:00 TSLA 1000 @ 259.510009765625"
## 测试参数组合 21/27: nFast=16, nSlow=22, nSig=11
## 策略环境已重置
## [1] "2010-08-27 00:00:00 TSLA 1000 @ 1.31333303451538"
## [1] "2010-09-23 00:00:00 TSLA -1000 @ 1.30400002002716"
## [1] "2010-09-30 00:00:00 TSLA 1000 @ 1.36066699028015"
## [1] "2010-10-01 00:00:00 TSLA -1000 @ 1.37333297729492"
## [1] "2010-10-27 00:00:00 TSLA 1000 @ 1.39999997615814"
## [1] "2010-12-06 00:00:00 TSLA -1000 @ 2.02066707611084"
## [1] "2011-02-09 00:00:00 TSLA 1000 @ 1.54733300209045"
## [1] "2011-03-18 00:00:00 TSLA -1000 @ 1.53066694736481"
## [1] "2011-03-30 00:00:00 TSLA 1000 @ 1.58066701889038"
## [1] "2011-04-19 00:00:00 TSLA -1000 @ 1.67733299732208"
## [1] "2011-04-25 00:00:00 TSLA 1000 @ 1.75933301448822"
## [1] "2011-05-06 00:00:00 TSLA -1000 @ 1.80799996852875"
## [1] "2011-05-10 00:00:00 TSLA 1000 @ 1.88866698741913"
## [1] "2011-05-16 00:00:00 TSLA -1000 @ 1.77333295345306"
## [1] "2011-05-27 00:00:00 TSLA 1000 @ 1.97000002861023"
## [1] "2011-06-09 00:00:00 TSLA -1000 @ 1.84133303165436"
## [1] "2011-07-01 00:00:00 TSLA 1000 @ 1.93466699123383"
## [1] "2011-07-15 00:00:00 TSLA -1000 @ 1.83866703510284"
## [1] "2011-07-25 00:00:00 TSLA 1000 @ 1.89933300018311"
## [1] "2011-07-27 00:00:00 TSLA -1000 @ 1.84266698360443"
## [1] "2011-08-31 00:00:00 TSLA 1000 @ 1.64933300018311"
## [1] "2011-10-04 00:00:00 TSLA -1000 @ 1.57733297348022"
## [1] "2011-10-07 00:00:00 TSLA 1000 @ 1.79933297634125"
## [1] "2011-11-22 00:00:00 TSLA -1000 @ 2.13800001144409"
## [1] "2012-01-13 00:00:00 TSLA 1000 @ 1.51933300495148"
## [1] "2012-01-17 00:00:00 TSLA -1000 @ 1.77333295345306"
## [1] "2012-01-24 00:00:00 TSLA 1000 @ 1.82799994945526"
## [1] "2012-03-01 00:00:00 TSLA -1000 @ 2.29399991035461"
## [1] "2012-03-28 00:00:00 TSLA 1000 @ 2.52333307266235"
## [1] "2012-04-05 00:00:00 TSLA -1000 @ 2.29866695404053"
## [1] "2012-05-03 00:00:00 TSLA 1000 @ 2.16400003433228"
## [1] "2012-05-07 00:00:00 TSLA -1000 @ 2.16466689109802"
## [1] "2012-05-29 00:00:00 TSLA 1000 @ 2.11266708374023"
## [1] "2012-06-05 00:00:00 TSLA -1000 @ 1.86066699028015"
## [1] "2012-06-11 00:00:00 TSLA 1000 @ 1.94133305549622"
## [1] "2012-07-06 00:00:00 TSLA -1000 @ 2.06599998474121"
## [1] "2012-07-13 00:00:00 TSLA 1000 @ 2.28333306312561"
## [1] "2012-07-24 00:00:00 TSLA -1000 @ 1.98933303356171"
## [1] "2012-08-13 00:00:00 TSLA 1000 @ 2.07800006866455"
## [1] "2012-08-30 00:00:00 TSLA -1000 @ 1.89400005340576"
## [1] "2012-09-14 00:00:00 TSLA 1000 @ 2.02600002288818"
## [1] "2012-09-27 00:00:00 TSLA -1000 @ 1.89933300018311"
## [1] "2012-11-02 00:00:00 TSLA 1000 @ 1.92799997329712"
## [1] "2012-12-14 00:00:00 TSLA -1000 @ 2.25399994850159"
## [1] "2013-01-24 00:00:00 TSLA 1000 @ 2.46600008010864"
## [1] "2013-02-15 00:00:00 TSLA -1000 @ 2.4693329334259"
## [1] "2013-03-11 00:00:00 TSLA 1000 @ 2.60666704177856"
## [1] "2013-03-18 00:00:00 TSLA -1000 @ 2.34333300590515"
## [1] "2013-03-27 00:00:00 TSLA 1000 @ 2.54399991035461"
## [1] "2013-06-03 00:00:00 TSLA -1000 @ 6.17266702651978"
## [1] "2013-07-08 00:00:00 TSLA 1000 @ 8.10733318328857"
## [1] "2013-07-17 00:00:00 TSLA -1000 @ 8.01666736602783"
## [1] "2013-08-02 00:00:00 TSLA 1000 @ 9.19999980926514"
## [1] "2013-08-15 00:00:00 TSLA -1000 @ 9.31133270263672"
## [1] "2013-08-26 00:00:00 TSLA 1000 @ 10.9479999542236"
## [1] "2013-09-09 00:00:00 TSLA -1000 @ 10.7133331298828"
## [1] "2013-09-25 00:00:00 TSLA 1000 @ 12.3493328094482"
## [1] "2013-10-04 00:00:00 TSLA -1000 @ 12.065333366394"
## [1] "2013-12-04 00:00:00 TSLA 1000 @ 9.26333332061768"
## [1] "2014-01-13 00:00:00 TSLA -1000 @ 9.28933334350586"
## [1] "2014-01-15 00:00:00 TSLA 1000 @ 10.9420003890991"
## [1] "2014-02-06 00:00:00 TSLA -1000 @ 11.8920001983643"
## [1] "2014-02-10 00:00:00 TSLA 1000 @ 13.1040000915527"
## [1] "2014-03-11 00:00:00 TSLA -1000 @ 15.6273326873779"
## [1] "2014-05-01 00:00:00 TSLA 1000 @ 13.8486671447754"
## [1] "2014-05-09 00:00:00 TSLA -1000 @ 12.1506671905518"
## [1] "2014-05-21 00:00:00 TSLA 1000 @ 13.296667098999"
## [1] "2014-07-08 00:00:00 TSLA -1000 @ 14.6046667098999"
## [1] "2014-08-04 00:00:00 TSLA 1000 @ 15.9013328552246"
## [1] "2014-08-28 00:00:00 TSLA -1000 @ 17.5906677246094"
## [1] "2014-09-02 00:00:00 TSLA 1000 @ 18.941333770752"
## [1] "2014-09-12 00:00:00 TSLA -1000 @ 18.6133327484131"
## [1] "2014-10-10 00:00:00 TSLA 1000 @ 15.793999671936"
## [1] "2014-10-13 00:00:00 TSLA -1000 @ 14.9726667404175"
## [1] "2014-10-29 00:00:00 TSLA 1000 @ 15.8733329772949"
## [1] "2014-12-02 00:00:00 TSLA -1000 @ 15.4286670684814"
## [1] "2014-12-24 00:00:00 TSLA 1000 @ 14.8173332214355"
## [1] "2015-01-12 00:00:00 TSLA -1000 @ 13.4806671142578"
## [1] "2015-01-27 00:00:00 TSLA 1000 @ 13.7320003509521"
## [1] "2015-02-19 00:00:00 TSLA -1000 @ 14.1140003204346"
## [1] "2015-02-20 00:00:00 TSLA 1000 @ 14.4739999771118"
## [1] "2015-02-25 00:00:00 TSLA -1000 @ 13.5839996337891"
## [1] "2015-03-20 00:00:00 TSLA 1000 @ 13.2053327560425"
## [1] "2015-03-30 00:00:00 TSLA -1000 @ 12.7046670913696"
## [1] "2015-04-07 00:00:00 TSLA 1000 @ 13.5500001907349"
## [1] "2015-05-22 00:00:00 TSLA -1000 @ 16.5153331756592"
## [1] "2015-06-24 00:00:00 TSLA 1000 @ 17.67799949646"
## [1] "2015-06-30 00:00:00 TSLA -1000 @ 17.8840007781982"
## [1] "2015-07-01 00:00:00 TSLA 1000 @ 17.9433326721191"
## [1] "2015-07-09 00:00:00 TSLA -1000 @ 17.1946678161621"
## [1] "2015-07-21 00:00:00 TSLA 1000 @ 17.7846660614014"
## [1] "2015-07-22 00:00:00 TSLA -1000 @ 17.8579998016357"
## [1] "2015-09-01 00:00:00 TSLA 1000 @ 15.9086666107178"
## [1] "2015-09-30 00:00:00 TSLA -1000 @ 16.5599994659424"
## [1] "2015-11-05 00:00:00 TSLA 1000 @ 15.4513330459595"
## [1] "2015-12-14 00:00:00 TSLA -1000 @ 14.5719995498657"
## [1] "2015-12-18 00:00:00 TSLA 1000 @ 15.3640003204346"
## [1] "2016-01-06 00:00:00 TSLA -1000 @ 14.6026668548584"
## [1] "2016-02-22 00:00:00 TSLA 1000 @ 11.8493328094482"
## [1] "2016-04-13 00:00:00 TSLA -1000 @ 16.9686660766602"
## [1] "2016-05-26 00:00:00 TSLA 1000 @ 15.0080003738403"
## [1] "2016-06-20 00:00:00 TSLA -1000 @ 14.6466665267944"
## [1] "2016-06-21 00:00:00 TSLA 1000 @ 14.6406669616699"
## [1] "2016-06-23 00:00:00 TSLA -1000 @ 13.0933332443237"
## [1] "2016-07-05 00:00:00 TSLA 1000 @ 14.2653331756592"
## [1] "2016-08-09 00:00:00 TSLA -1000 @ 15.2720003128052"
## [1] "2016-09-21 00:00:00 TSLA 1000 @ 13.6813325881958"
## [1] "2016-10-14 00:00:00 TSLA -1000 @ 13.1006669998169"
## [1] "2016-10-20 00:00:00 TSLA 1000 @ 13.2733325958252"
## [1] "2016-11-02 00:00:00 TSLA -1000 @ 12.5346670150757"
## [1] "2016-11-23 00:00:00 TSLA 1000 @ 12.8760004043579"
## [1] "2017-02-02 00:00:00 TSLA -1000 @ 16.7700004577637"
## [1] "2017-02-13 00:00:00 TSLA 1000 @ 18.7066669464111"
## [1] "2017-02-21 00:00:00 TSLA -1000 @ 18.4926662445068"
## [1] "2017-03-21 00:00:00 TSLA 1000 @ 16.7119998931885"
## [1] "2017-03-22 00:00:00 TSLA -1000 @ 17.0006675720215"
## [1] "2017-03-27 00:00:00 TSLA 1000 @ 18.0146675109863"
## [1] "2017-04-24 00:00:00 TSLA -1000 @ 20.5353336334229"
## [1] "2017-06-01 00:00:00 TSLA 1000 @ 22.691333770752"
## [1] "2017-06-28 00:00:00 TSLA -1000 @ 24.7493324279785"
## [1] "2017-07-26 00:00:00 TSLA 1000 @ 22.9233322143555"
## [1] "2017-08-02 00:00:00 TSLA -1000 @ 21.7259998321533"
## [1] "2017-08-04 00:00:00 TSLA 1000 @ 23.7940006256104"
## [1] "2017-08-22 00:00:00 TSLA -1000 @ 22.7566661834717"
## [1] "2017-09-13 00:00:00 TSLA 1000 @ 24.4153327941895"
## [1] "2017-09-26 00:00:00 TSLA -1000 @ 23.0166664123535"
## [1] "2017-10-16 00:00:00 TSLA 1000 @ 23.3733329772949"
## [1] "2017-10-23 00:00:00 TSLA -1000 @ 22.4680004119873"
## [1] "2017-11-17 00:00:00 TSLA 1000 @ 21.0033321380615"
## [1] "2017-12-28 00:00:00 TSLA -1000 @ 21.0240001678467"
## [1] "2018-01-10 00:00:00 TSLA 1000 @ 22.3199996948242"
## [1] "2018-02-05 00:00:00 TSLA -1000 @ 22.208667755127"
## [1] "2018-02-23 00:00:00 TSLA 1000 @ 23.4699993133545"
## [1] "2018-03-06 00:00:00 TSLA -1000 @ 21.8799991607666"
## [1] "2018-04-11 00:00:00 TSLA 1000 @ 20.0620002746582"
## [1] "2018-05-18 00:00:00 TSLA -1000 @ 18.4546661376953"
## [1] "2018-06-01 00:00:00 TSLA 1000 @ 19.4546661376953"
## [1] "2018-06-28 00:00:00 TSLA -1000 @ 23.3286666870117"
## [1] "2018-08-03 00:00:00 TSLA 1000 @ 23.211332321167"
## [1] "2018-08-20 00:00:00 TSLA -1000 @ 20.5626678466797"
## [1] "2018-09-20 00:00:00 TSLA 1000 @ 19.8886661529541"
## [1] "2018-10-08 00:00:00 TSLA -1000 @ 16.7040004730225"
## [1] "2018-10-24 00:00:00 TSLA 1000 @ 19.2333335876465"
## [1] "2018-11-23 00:00:00 TSLA -1000 @ 21.7220001220703"
## [1] "2018-12-14 00:00:00 TSLA 1000 @ 24.3806667327881"
## [1] "2018-12-17 00:00:00 TSLA -1000 @ 23.2280006408691"
## [1] "2019-01-11 00:00:00 TSLA 1000 @ 23.1506671905518"
## [1] "2019-01-23 00:00:00 TSLA -1000 @ 19.1726665496826"
## [1] "2019-02-06 00:00:00 TSLA 1000 @ 21.1480007171631"
## [1] "2019-02-22 00:00:00 TSLA -1000 @ 19.6473331451416"
## [1] "2019-02-28 00:00:00 TSLA 1000 @ 21.3253326416016"
## [1] "2019-03-05 00:00:00 TSLA -1000 @ 18.4360008239746"
## [1] "2019-03-29 00:00:00 TSLA 1000 @ 18.6573333740234"
## [1] "2019-04-24 00:00:00 TSLA -1000 @ 17.2439994812012"
## [1] "2019-06-07 00:00:00 TSLA 1000 @ 13.6333332061768"
## [1] "2019-07-29 00:00:00 TSLA -1000 @ 15.7180004119873"
## [1] "2019-09-04 00:00:00 TSLA 1000 @ 14.7119998931885"
## [1] "2019-09-26 00:00:00 TSLA -1000 @ 16.1706676483154"
## [1] "2019-09-30 00:00:00 TSLA 1000 @ 16.0580005645752"
## [1] "2019-10-04 00:00:00 TSLA -1000 @ 15.4286670684814"
## [1] "2019-10-11 00:00:00 TSLA 1000 @ 16.5259990692139"
## [1] "2019-11-21 00:00:00 TSLA -1000 @ 23.6553325653076"
## [1] "2019-12-17 00:00:00 TSLA 1000 @ 25.2660007476807"
## [1] "2020-02-18 00:00:00 TSLA -1000 @ 57.2266654968262"
## [1] "2020-02-19 00:00:00 TSLA 1000 @ 61.1613311767578"
## [1] "2020-02-25 00:00:00 TSLA -1000 @ 53.3273315429688"
## [1] "2020-04-01 00:00:00 TSLA 1000 @ 32.1040000915527"
## [1] "2020-04-03 00:00:00 TSLA -1000 @ 32.0006675720215"
## [1] "2020-04-06 00:00:00 TSLA 1000 @ 34.4160003662109"
## [1] "2020-05-14 00:00:00 TSLA -1000 @ 53.5553321838379"
## [1] "2020-06-09 00:00:00 TSLA 1000 @ 62.7113342285156"
## [1] "2020-06-24 00:00:00 TSLA -1000 @ 64.0566635131836"
## [1] "2020-07-02 00:00:00 TSLA 1000 @ 80.5773315429688"
## [1] "2020-07-24 00:00:00 TSLA -1000 @ 94.466667175293"
## [1] "2020-08-18 00:00:00 TSLA 1000 @ 125.805999755859"
## [1] "2020-09-08 00:00:00 TSLA -1000 @ 110.069999694824"
## [1] "2020-10-15 00:00:00 TSLA 1000 @ 149.626663208008"
## [1] "2020-10-20 00:00:00 TSLA -1000 @ 140.646667480469"
## [1] "2020-11-18 00:00:00 TSLA 1000 @ 162.213333129883"
## [1] "2020-12-17 00:00:00 TSLA -1000 @ 218.633331298828"
## [1] "2020-12-21 00:00:00 TSLA 1000 @ 216.619995117188"
## [1] "2020-12-22 00:00:00 TSLA -1000 @ 213.446670532227"
## [1] "2021-01-07 00:00:00 TSLA 1000 @ 272.013336181641"
## [1] "2021-01-22 00:00:00 TSLA -1000 @ 282.213317871094"
## [1] "2021-03-16 00:00:00 TSLA 1000 @ 225.626663208008"
## [1] "2021-03-29 00:00:00 TSLA -1000 @ 203.763336181641"
## [1] "2021-04-01 00:00:00 TSLA 1000 @ 220.58332824707"
## [1] "2021-04-30 00:00:00 TSLA -1000 @ 236.479995727539"
## [1] "2021-05-28 00:00:00 TSLA 1000 @ 208.406661987305"
## [1] "2021-07-15 00:00:00 TSLA -1000 @ 216.866668701172"
## [1] "2021-08-02 00:00:00 TSLA 1000 @ 236.556671142578"
## [1] "2021-08-18 00:00:00 TSLA -1000 @ 229.663330078125"
## [1] "2021-08-31 00:00:00 TSLA 1000 @ 245.240005493164"
## [1] "2021-09-21 00:00:00 TSLA -1000 @ 246.460006713867"
## [1] "2021-09-28 00:00:00 TSLA 1000 @ 259.186676025391"
## [1] "2021-10-07 00:00:00 TSLA -1000 @ 264.536682128906"
## [1] "2021-10-08 00:00:00 TSLA 1000 @ 261.829986572266"
## [1] "2021-10-11 00:00:00 TSLA -1000 @ 263.980010986328"
## [1] "2021-10-13 00:00:00 TSLA 1000 @ 270.359985351562"
## [1] "2021-11-11 00:00:00 TSLA -1000 @ 354.503326416016"
## [1] "2021-12-28 00:00:00 TSLA 1000 @ 362.823333740234"
## [1] "2022-01-14 00:00:00 TSLA -1000 @ 349.869995117188"
## [1] "2022-02-16 00:00:00 TSLA 1000 @ 307.796661376953"
## [1] "2022-02-23 00:00:00 TSLA -1000 @ 254.679992675781"
## [1] "2022-03-03 00:00:00 TSLA 1000 @ 279.763336181641"
## [1] "2022-03-15 00:00:00 TSLA -1000 @ 267.296661376953"
## [1] "2022-03-17 00:00:00 TSLA 1000 @ 290.533325195312"
## [1] "2022-04-12 00:00:00 TSLA -1000 @ 328.983337402344"
## [1] "2022-06-01 00:00:00 TSLA 1000 @ 246.789993286133"
## [1] "2022-08-19 00:00:00 TSLA -1000 @ 296.666656494141"
## [1] "2022-09-15 00:00:00 TSLA 1000 @ 303.75"
## [1] "2022-09-26 00:00:00 TSLA -1000 @ 276.010009765625"
## [1] "2022-10-27 00:00:00 TSLA 1000 @ 225.089996337891"
## [1] "2022-11-09 00:00:00 TSLA -1000 @ 177.589996337891"
## [1] "2022-11-29 00:00:00 TSLA 1000 @ 180.830001831055"
## [1] "2022-12-14 00:00:00 TSLA -1000 @ 156.800003051758"
## [1] "2023-01-12 00:00:00 TSLA 1000 @ 123.559997558594"
## [1] "2023-02-24 00:00:00 TSLA -1000 @ 196.880004882812"
## [1] "2023-03-31 00:00:00 TSLA 1000 @ 207.460006713867"
## [1] "2023-04-06 00:00:00 TSLA -1000 @ 185.059997558594"
## [1] "2023-05-09 00:00:00 TSLA 1000 @ 169.149993896484"
## [1] "2023-06-27 00:00:00 TSLA -1000 @ 250.210006713867"
## [1] "2023-08-30 00:00:00 TSLA 1000 @ 256.899993896484"
## [1] "2023-09-25 00:00:00 TSLA -1000 @ 246.990005493164"
## [1] "2023-10-09 00:00:00 TSLA 1000 @ 259.670013427734"
## [1] "2023-10-17 00:00:00 TSLA -1000 @ 254.850006103516"
## [1] "2023-11-08 00:00:00 TSLA 1000 @ 222.110000610352"
## [1] "2024-01-03 00:00:00 TSLA -1000 @ 238.449996948242"
## [1] "2024-02-12 00:00:00 TSLA 1000 @ 188.130004882812"
## [1] "2024-03-08 00:00:00 TSLA -1000 @ 175.339996337891"
## [1] "2024-03-26 00:00:00 TSLA 1000 @ 177.669998168945"
## [1] "2024-04-17 00:00:00 TSLA -1000 @ 155.449996948242"
## [1] "2024-04-26 00:00:00 TSLA 1000 @ 168.289993286133"
## [1] "2024-06-03 00:00:00 TSLA -1000 @ 176.289993286133"
## [1] "2024-06-18 00:00:00 TSLA 1000 @ 184.860000610352"
## [1] "2024-07-22 00:00:00 TSLA -1000 @ 251.509994506836"
## [1] "2024-08-21 00:00:00 TSLA 1000 @ 223.270004272461"
## [1] "2024-08-30 00:00:00 TSLA -1000 @ 214.110000610352"
## [1] "2024-09-03 00:00:00 TSLA 1000 @ 210.600006103516"
## [1] "2024-10-08 00:00:00 TSLA -1000 @ 244.5"
## [1] "2024-10-28 00:00:00 TSLA 1000 @ 262.510009765625"
## [1] "2024-11-29 00:00:00 TSLA -1000 @ 345.160003662109"
## [1] "2024-12-09 00:00:00 TSLA 1000 @ 389.790008544922"
## [1] "2024-12-24 00:00:00 TSLA -1000 @ 462.279998779297"
## [1] "2025-03-25 00:00:00 TSLA 1000 @ 288.140014648438"
## 测试参数组合 22/27: nFast=8, nSlow=26, nSig=11
## 策略环境已重置
## [1] "2010-08-26 00:00:00 TSLA 1000 @ 1.31666696071625"
## [1] "2010-09-22 00:00:00 TSLA -1000 @ 1.32466697692871"
## [1] "2010-09-30 00:00:00 TSLA 1000 @ 1.36066699028015"
## [1] "2010-10-04 00:00:00 TSLA -1000 @ 1.39933300018311"
## [1] "2010-10-06 00:00:00 TSLA 1000 @ 1.3639999628067"
## [1] "2010-10-07 00:00:00 TSLA -1000 @ 1.36199998855591"
## [1] "2010-10-25 00:00:00 TSLA 1000 @ 1.38999998569489"
## [1] "2010-12-03 00:00:00 TSLA -1000 @ 2.09933304786682"
## [1] "2011-02-01 00:00:00 TSLA 1000 @ 1.59399998188019"
## [1] "2011-02-24 00:00:00 TSLA -1000 @ 1.50199997425079"
## [1] "2011-02-28 00:00:00 TSLA 1000 @ 1.59266698360443"
## [1] "2011-03-16 00:00:00 TSLA -1000 @ 1.52133297920227"
## [1] "2011-03-30 00:00:00 TSLA 1000 @ 1.58066701889038"
## [1] "2011-04-14 00:00:00 TSLA -1000 @ 1.67599999904633"
## [1] "2011-04-25 00:00:00 TSLA 1000 @ 1.75933301448822"
## [1] "2011-05-06 00:00:00 TSLA -1000 @ 1.80799996852875"
## [1] "2011-05-10 00:00:00 TSLA 1000 @ 1.88866698741913"
## [1] "2011-05-12 00:00:00 TSLA -1000 @ 1.84466695785522"
## [1] "2011-05-26 00:00:00 TSLA 1000 @ 1.96533298492432"
## [1] "2011-06-08 00:00:00 TSLA -1000 @ 1.80799996852875"
## [1] "2011-06-29 00:00:00 TSLA 1000 @ 1.8860000371933"
## [1] "2011-07-14 00:00:00 TSLA -1000 @ 1.84066700935364"
## [1] "2011-07-25 00:00:00 TSLA 1000 @ 1.89933300018311"
## [1] "2011-07-27 00:00:00 TSLA -1000 @ 1.84266698360443"
## [1] "2011-08-17 00:00:00 TSLA 1000 @ 1.72200000286102"
## [1] "2011-08-19 00:00:00 TSLA -1000 @ 1.48666703701019"
## [1] "2011-08-30 00:00:00 TSLA 1000 @ 1.64199995994568"
## [1] "2011-09-30 00:00:00 TSLA -1000 @ 1.62600004673004"
## [1] "2011-10-07 00:00:00 TSLA 1000 @ 1.79933297634125"
## [1] "2011-11-03 00:00:00 TSLA -1000 @ 2.16400003433228"
## [1] "2011-11-04 00:00:00 TSLA 1000 @ 2.15400004386902"
## [1] "2011-11-22 00:00:00 TSLA -1000 @ 2.13800001144409"
## [1] "2011-12-07 00:00:00 TSLA 1000 @ 2.27933311462402"
## [1] "2011-12-09 00:00:00 TSLA -1000 @ 2.06933307647705"
## [1] "2012-01-12 00:00:00 TSLA 1000 @ 1.88333296775818"
## [1] "2012-01-17 00:00:00 TSLA -1000 @ 1.77333295345306"
## [1] "2012-01-23 00:00:00 TSLA 1000 @ 1.78466701507568"
## [1] "2012-02-28 00:00:00 TSLA -1000 @ 2.25399994850159"
## [1] "2012-03-14 00:00:00 TSLA 1000 @ 2.35266709327698"
## [1] "2012-03-16 00:00:00 TSLA -1000 @ 2.35466694831848"
## [1] "2012-03-28 00:00:00 TSLA 1000 @ 2.52333307266235"
## [1] "2012-04-05 00:00:00 TSLA -1000 @ 2.29866695404053"
## [1] "2012-04-30 00:00:00 TSLA 1000 @ 2.20866703987122"
## [1] "2012-05-07 00:00:00 TSLA -1000 @ 2.16466689109802"
## [1] "2012-05-24 00:00:00 TSLA 1000 @ 2.01866698265076"
## [1] "2012-06-05 00:00:00 TSLA -1000 @ 1.86066699028015"
## [1] "2012-06-11 00:00:00 TSLA 1000 @ 1.94133305549622"
## [1] "2012-07-03 00:00:00 TSLA -1000 @ 2.04399991035461"
## [1] "2012-07-13 00:00:00 TSLA 1000 @ 2.28333306312561"
## [1] "2012-07-23 00:00:00 TSLA -1000 @ 2.04399991035461"
## [1] "2012-08-09 00:00:00 TSLA 1000 @ 1.96066701412201"
## [1] "2012-08-29 00:00:00 TSLA -1000 @ 1.89400005340576"
## [1] "2012-09-10 00:00:00 TSLA 1000 @ 1.82466697692871"
## [1] "2012-09-11 00:00:00 TSLA -1000 @ 1.85333299636841"
## [1] "2012-09-14 00:00:00 TSLA 1000 @ 2.02600002288818"
## [1] "2012-09-26 00:00:00 TSLA -1000 @ 1.83599996566772"
## [1] "2012-11-02 00:00:00 TSLA 1000 @ 1.92799997329712"
## [1] "2012-12-14 00:00:00 TSLA -1000 @ 2.25399994850159"
## [1] "2013-01-23 00:00:00 TSLA 1000 @ 2.40000009536743"
## [1] "2013-02-13 00:00:00 TSLA -1000 @ 2.56333303451538"
## [1] "2013-03-08 00:00:00 TSLA 1000 @ 2.56466698646545"
## [1] "2013-03-18 00:00:00 TSLA -1000 @ 2.34333300590515"
## [1] "2013-03-27 00:00:00 TSLA 1000 @ 2.54399991035461"
## [1] "2013-06-03 00:00:00 TSLA -1000 @ 6.17266702651978"
## [1] "2013-07-02 00:00:00 TSLA 1000 @ 7.85466718673706"
## [1] "2013-07-17 00:00:00 TSLA -1000 @ 8.01666736602783"
## [1] "2013-07-30 00:00:00 TSLA 1000 @ 8.78266716003418"
## [1] "2013-08-15 00:00:00 TSLA -1000 @ 9.31133270263672"
## [1] "2013-08-26 00:00:00 TSLA 1000 @ 10.9479999542236"
## [1] "2013-09-09 00:00:00 TSLA -1000 @ 10.7133331298828"
## [1] "2013-09-23 00:00:00 TSLA 1000 @ 12.0740003585815"
## [1] "2013-10-03 00:00:00 TSLA -1000 @ 11.5539999008179"
## [1] "2013-11-06 00:00:00 TSLA 1000 @ 10.0773334503174"
## [1] "2013-11-07 00:00:00 TSLA -1000 @ 9.31799983978271"
## [1] "2013-12-02 00:00:00 TSLA 1000 @ 8.27799987792969"
## [1] "2014-01-08 00:00:00 TSLA -1000 @ 10.0853328704834"
## [1] "2014-01-09 00:00:00 TSLA 1000 @ 9.8353328704834"
## [1] "2014-01-10 00:00:00 TSLA -1000 @ 9.71466732025146"
## [1] "2014-01-15 00:00:00 TSLA 1000 @ 10.9420003890991"
## [1] "2014-02-05 00:00:00 TSLA -1000 @ 11.6280002593994"
## [1] "2014-02-11 00:00:00 TSLA 1000 @ 13.1079998016357"
## [1] "2014-03-10 00:00:00 TSLA -1000 @ 15.9226665496826"
## [1] "2014-04-23 00:00:00 TSLA 1000 @ 13.8660001754761"
## [1] "2014-04-29 00:00:00 TSLA -1000 @ 13.7946672439575"
## [1] "2014-04-30 00:00:00 TSLA 1000 @ 13.8593330383301"
## [1] "2014-05-09 00:00:00 TSLA -1000 @ 12.1506671905518"
## [1] "2014-05-20 00:00:00 TSLA 1000 @ 13.0200004577637"
## [1] "2014-06-13 00:00:00 TSLA -1000 @ 13.7613334655762"
## [1] "2014-06-16 00:00:00 TSLA 1000 @ 14.9739999771118"
## [1] "2014-07-07 00:00:00 TSLA -1000 @ 14.8439998626709"
## [1] "2014-07-30 00:00:00 TSLA 1000 @ 15.2613334655762"
## [1] "2014-08-22 00:00:00 TSLA -1000 @ 17.1186676025391"
## [1] "2014-09-03 00:00:00 TSLA 1000 @ 18.746000289917"
## [1] "2014-09-11 00:00:00 TSLA -1000 @ 18.6873321533203"
## [1] "2014-10-07 00:00:00 TSLA 1000 @ 17.304666519165"
## [1] "2014-10-13 00:00:00 TSLA -1000 @ 14.9726667404175"
## [1] "2014-10-27 00:00:00 TSLA 1000 @ 14.7779998779297"
## [1] "2014-10-28 00:00:00 TSLA -1000 @ 16.1846675872803"
## [1] "2014-10-29 00:00:00 TSLA 1000 @ 15.8733329772949"
## [1] "2014-11-25 00:00:00 TSLA -1000 @ 16.5393333435059"
## [1] "2014-12-22 00:00:00 TSLA 1000 @ 14.8400001525879"
## [1] "2015-01-08 00:00:00 TSLA -1000 @ 14.0413331985474"
## [1] "2015-01-26 00:00:00 TSLA 1000 @ 13.7700004577637"
## [1] "2015-02-17 00:00:00 TSLA -1000 @ 13.6233329772949"
## [1] "2015-02-23 00:00:00 TSLA 1000 @ 13.8226671218872"
## [1] "2015-02-25 00:00:00 TSLA -1000 @ 13.5839996337891"
## [1] "2015-03-19 00:00:00 TSLA 1000 @ 13.0433330535889"
## [1] "2015-03-30 00:00:00 TSLA -1000 @ 12.7046670913696"
## [1] "2015-04-07 00:00:00 TSLA 1000 @ 13.5500001907349"
## [1] "2015-05-21 00:00:00 TSLA -1000 @ 16.3746662139893"
## [1] "2015-06-22 00:00:00 TSLA 1000 @ 17.3193321228027"
## [1] "2015-06-30 00:00:00 TSLA -1000 @ 17.8840007781982"
## [1] "2015-07-01 00:00:00 TSLA 1000 @ 17.9433326721191"
## [1] "2015-07-09 00:00:00 TSLA -1000 @ 17.1946678161621"
## [1] "2015-07-21 00:00:00 TSLA 1000 @ 17.7846660614014"
## [1] "2015-07-23 00:00:00 TSLA -1000 @ 17.8133335113525"
## [1] "2015-08-19 00:00:00 TSLA 1000 @ 17.0166664123535"
## [1] "2015-08-24 00:00:00 TSLA -1000 @ 14.5913333892822"
## [1] "2015-08-31 00:00:00 TSLA 1000 @ 16.6040000915527"
## [1] "2015-09-29 00:00:00 TSLA -1000 @ 16.4433326721191"
## [1] "2015-11-03 00:00:00 TSLA 1000 @ 13.8900003433228"
## [1] "2015-12-11 00:00:00 TSLA -1000 @ 14.4680004119873"
## [1] "2015-12-18 00:00:00 TSLA 1000 @ 15.3640003204346"
## [1] "2016-01-05 00:00:00 TSLA -1000 @ 14.8953332901001"
## [1] "2016-02-19 00:00:00 TSLA 1000 @ 11.1053333282471"
## [1] "2016-03-31 00:00:00 TSLA -1000 @ 15.3179998397827"
## [1] "2016-04-05 00:00:00 TSLA 1000 @ 17.0313339233398"
## [1] "2016-04-13 00:00:00 TSLA -1000 @ 16.9686660766602"
## [1] "2016-05-23 00:00:00 TSLA 1000 @ 14.4146671295166"
## [1] "2016-06-15 00:00:00 TSLA -1000 @ 14.5133333206177"
## [1] "2016-07-05 00:00:00 TSLA 1000 @ 14.2653331756592"
## [1] "2016-08-04 00:00:00 TSLA -1000 @ 15.3739995956421"
## [1] "2016-09-19 00:00:00 TSLA 1000 @ 13.7559995651245"
## [1] "2016-10-10 00:00:00 TSLA -1000 @ 13.3966665267944"
## [1] "2016-10-20 00:00:00 TSLA 1000 @ 13.2733325958252"
## [1] "2016-11-02 00:00:00 TSLA -1000 @ 12.5346670150757"
## [1] "2016-11-23 00:00:00 TSLA 1000 @ 12.8760004043579"
## [1] "2016-12-05 00:00:00 TSLA -1000 @ 12.453332901001"
## [1] "2016-12-08 00:00:00 TSLA 1000 @ 12.8193330764771"
## [1] "2017-01-31 00:00:00 TSLA -1000 @ 16.7953338623047"
## [1] "2017-02-13 00:00:00 TSLA 1000 @ 18.7066669464111"
## [1] "2017-02-21 00:00:00 TSLA -1000 @ 18.4926662445068"
## [1] "2017-03-17 00:00:00 TSLA 1000 @ 17.4333324432373"
## [1] "2017-04-19 00:00:00 TSLA -1000 @ 20.3680000305176"
## [1] "2017-05-15 00:00:00 TSLA 1000 @ 21.058666229248"
## [1] "2017-05-16 00:00:00 TSLA -1000 @ 21.1340007781982"
## [1] "2017-05-31 00:00:00 TSLA 1000 @ 22.7339992523193"
## [1] "2017-06-22 00:00:00 TSLA -1000 @ 25.5073337554932"
## [1] "2017-06-23 00:00:00 TSLA 1000 @ 25.5633335113525"
## [1] "2017-06-26 00:00:00 TSLA -1000 @ 25.1660003662109"
## [1] "2017-07-25 00:00:00 TSLA 1000 @ 22.6399993896484"
## [1] "2017-08-02 00:00:00 TSLA -1000 @ 21.7259998321533"
## [1] "2017-08-04 00:00:00 TSLA 1000 @ 23.7940006256104"
## [1] "2017-08-22 00:00:00 TSLA -1000 @ 22.7566661834717"
## [1] "2017-09-05 00:00:00 TSLA 1000 @ 23.3059997558594"
## [1] "2017-09-06 00:00:00 TSLA -1000 @ 22.9686660766602"
## [1] "2017-09-12 00:00:00 TSLA 1000 @ 24.1833324432373"
## [1] "2017-09-25 00:00:00 TSLA -1000 @ 22.9993324279785"
## [1] "2017-10-12 00:00:00 TSLA 1000 @ 23.7119998931885"
## [1] "2017-10-23 00:00:00 TSLA -1000 @ 22.4680004119873"
## [1] "2017-11-15 00:00:00 TSLA 1000 @ 20.7533321380615"
## [1] "2017-12-27 00:00:00 TSLA -1000 @ 20.7759990692139"
## [1] "2018-01-09 00:00:00 TSLA 1000 @ 22.246000289917"
## [1] "2018-01-31 00:00:00 TSLA -1000 @ 23.6206665039062"
## [1] "2018-02-01 00:00:00 TSLA 1000 @ 23.283332824707"
## [1] "2018-02-05 00:00:00 TSLA -1000 @ 22.208667755127"
## [1] "2018-02-22 00:00:00 TSLA 1000 @ 23.0779991149902"
## [1] "2018-03-06 00:00:00 TSLA -1000 @ 21.8799991607666"
## [1] "2018-03-14 00:00:00 TSLA 1000 @ 21.775333404541"
## [1] "2018-03-15 00:00:00 TSLA -1000 @ 21.7066669464111"
## [1] "2018-04-09 00:00:00 TSLA 1000 @ 19.3106670379639"
## [1] "2018-04-26 00:00:00 TSLA -1000 @ 19.0319995880127"
## [1] "2018-04-27 00:00:00 TSLA 1000 @ 19.6053333282471"
## [1] "2018-05-16 00:00:00 TSLA -1000 @ 19.0986671447754"
## [1] "2018-05-31 00:00:00 TSLA 1000 @ 18.9820003509521"
## [1] "2018-06-26 00:00:00 TSLA -1000 @ 22.7999992370605"
## [1] "2018-08-03 00:00:00 TSLA 1000 @ 23.211332321167"
## [1] "2018-08-17 00:00:00 TSLA -1000 @ 20.3666667938232"
## [1] "2018-09-17 00:00:00 TSLA 1000 @ 19.6560001373291"
## [1] "2018-10-08 00:00:00 TSLA -1000 @ 16.7040004730225"
## [1] "2018-10-18 00:00:00 TSLA 1000 @ 17.5939998626709"
## [1] "2018-11-14 00:00:00 TSLA -1000 @ 22.9333324432373"
## [1] "2018-12-07 00:00:00 TSLA 1000 @ 23.8646678924561"
## [1] "2018-12-10 00:00:00 TSLA -1000 @ 24.3433322906494"
## [1] "2018-12-11 00:00:00 TSLA 1000 @ 24.4506664276123"
## [1] "2018-12-18 00:00:00 TSLA -1000 @ 22.4686660766602"
## [1] "2019-01-09 00:00:00 TSLA 1000 @ 22.5686664581299"
## [1] "2019-01-22 00:00:00 TSLA -1000 @ 19.92799949646"
## [1] "2019-02-05 00:00:00 TSLA 1000 @ 21.4233322143555"
## [1] "2019-02-22 00:00:00 TSLA -1000 @ 19.6473331451416"
## [1] "2019-02-28 00:00:00 TSLA 1000 @ 21.3253326416016"
## [1] "2019-03-05 00:00:00 TSLA -1000 @ 18.4360008239746"
## [1] "2019-03-15 00:00:00 TSLA 1000 @ 18.3619995117188"
## [1] "2019-03-18 00:00:00 TSLA -1000 @ 17.9659996032715"
## [1] "2019-03-29 00:00:00 TSLA 1000 @ 18.6573333740234"
## [1] "2019-04-15 00:00:00 TSLA -1000 @ 17.7586669921875"
## [1] "2019-04-17 00:00:00 TSLA 1000 @ 18.0820007324219"
## [1] "2019-04-23 00:00:00 TSLA -1000 @ 17.5933322906494"
## [1] "2019-05-07 00:00:00 TSLA 1000 @ 16.470666885376"
## [1] "2019-05-14 00:00:00 TSLA -1000 @ 15.4873332977295"
## [1] "2019-06-06 00:00:00 TSLA 1000 @ 13.7299995422363"
## [1] "2019-07-26 00:00:00 TSLA -1000 @ 15.2026672363281"
## [1] "2019-09-03 00:00:00 TSLA 1000 @ 15.0006666183472"
## [1] "2019-09-25 00:00:00 TSLA -1000 @ 15.2466669082642"
## [1] "2019-10-02 00:00:00 TSLA 1000 @ 16.208667755127"
## [1] "2019-10-04 00:00:00 TSLA -1000 @ 15.4286670684814"
## [1] "2019-10-11 00:00:00 TSLA 1000 @ 16.5259990692139"
## [1] "2019-11-19 00:00:00 TSLA -1000 @ 23.9680004119873"
## [1] "2019-12-16 00:00:00 TSLA 1000 @ 25.4333324432373"
## [1] "2020-01-29 00:00:00 TSLA -1000 @ 38.732666015625"
## [1] "2020-01-31 00:00:00 TSLA 1000 @ 43.3713340759277"
## [1] "2020-02-13 00:00:00 TSLA -1000 @ 53.5999984741211"
## [1] "2020-02-20 00:00:00 TSLA 1000 @ 59.9606666564941"
## [1] "2020-02-25 00:00:00 TSLA -1000 @ 53.3273315429688"
## [1] "2020-03-27 00:00:00 TSLA 1000 @ 34.2906684875488"
## [1] "2020-05-05 00:00:00 TSLA -1000 @ 51.2140007019043"
## [1] "2020-06-03 00:00:00 TSLA 1000 @ 58.8639984130859"
## [1] "2020-06-23 00:00:00 TSLA -1000 @ 66.7853317260742"
## [1] "2020-07-02 00:00:00 TSLA 1000 @ 80.5773315429688"
## [1] "2020-07-23 00:00:00 TSLA -1000 @ 100.87133026123"
## [1] "2020-08-17 00:00:00 TSLA 1000 @ 122.375999450684"
## [1] "2020-09-04 00:00:00 TSLA -1000 @ 139.440002441406"
## [1] "2020-10-14 00:00:00 TSLA 1000 @ 153.766662597656"
## [1] "2020-10-20 00:00:00 TSLA -1000 @ 140.646667480469"
## [1] "2020-11-06 00:00:00 TSLA 1000 @ 143.316665649414"
## [1] "2020-11-11 00:00:00 TSLA -1000 @ 139.043334960938"
## [1] "2020-11-18 00:00:00 TSLA 1000 @ 162.213333129883"
## [1] "2020-12-14 00:00:00 TSLA -1000 @ 213.276672363281"
## [1] "2021-01-06 00:00:00 TSLA 1000 @ 251.99333190918"
## [1] "2021-01-20 00:00:00 TSLA -1000 @ 283.483337402344"
## [1] "2021-03-12 00:00:00 TSLA 1000 @ 231.24333190918"
## [1] "2021-03-29 00:00:00 TSLA -1000 @ 203.763336181641"
## [1] "2021-04-01 00:00:00 TSLA 1000 @ 220.58332824707"
## [1] "2021-04-29 00:00:00 TSLA -1000 @ 225.66667175293"
## [1] "2021-05-26 00:00:00 TSLA 1000 @ 206.376663208008"
## [1] "2021-07-09 00:00:00 TSLA -1000 @ 218.983337402344"
## [1] "2021-08-02 00:00:00 TSLA 1000 @ 236.556671142578"
## [1] "2021-08-17 00:00:00 TSLA -1000 @ 221.903335571289"
## [1] "2021-08-31 00:00:00 TSLA 1000 @ 245.240005493164"
## [1] "2021-09-21 00:00:00 TSLA -1000 @ 246.460006713867"
## [1] "2021-09-28 00:00:00 TSLA 1000 @ 259.186676025391"
## [1] "2021-10-06 00:00:00 TSLA -1000 @ 260.916656494141"
## [1] "2021-10-08 00:00:00 TSLA 1000 @ 261.829986572266"
## [1] "2021-10-11 00:00:00 TSLA -1000 @ 263.980010986328"
## [1] "2021-10-13 00:00:00 TSLA 1000 @ 270.359985351562"
## [1] "2021-11-10 00:00:00 TSLA -1000 @ 355.983337402344"
## [1] "2021-12-27 00:00:00 TSLA 1000 @ 364.646667480469"
## [1] "2022-01-11 00:00:00 TSLA -1000 @ 354.799987792969"
## [1] "2022-01-13 00:00:00 TSLA 1000 @ 343.853332519531"
## [1] "2022-01-14 00:00:00 TSLA -1000 @ 349.869995117188"
## [1] "2022-02-09 00:00:00 TSLA 1000 @ 310.666656494141"
## [1] "2022-02-15 00:00:00 TSLA -1000 @ 307.476654052734"
## [1] "2022-02-16 00:00:00 TSLA 1000 @ 307.796661376953"
## [1] "2022-02-23 00:00:00 TSLA -1000 @ 254.679992675781"
## [1] "2022-03-02 00:00:00 TSLA 1000 @ 293.296661376953"
## [1] "2022-03-15 00:00:00 TSLA -1000 @ 267.296661376953"
## [1] "2022-03-17 00:00:00 TSLA 1000 @ 290.533325195312"
## [1] "2022-04-11 00:00:00 TSLA -1000 @ 325.309997558594"
## [1] "2022-05-31 00:00:00 TSLA 1000 @ 252.753326416016"
## [1] "2022-06-15 00:00:00 TSLA -1000 @ 233"
## [1] "2022-06-16 00:00:00 TSLA 1000 @ 213.100006103516"
## [1] "2022-06-17 00:00:00 TSLA -1000 @ 216.759994506836"
## [1] "2022-06-22 00:00:00 TSLA 1000 @ 236.086669921875"
## [1] "2022-08-10 00:00:00 TSLA -1000 @ 294.356658935547"
## [1] "2022-09-13 00:00:00 TSLA 1000 @ 292.130004882812"
## [1] "2022-09-23 00:00:00 TSLA -1000 @ 275.329986572266"
## [1] "2022-10-26 00:00:00 TSLA 1000 @ 224.639999389648"
## [1] "2022-11-08 00:00:00 TSLA -1000 @ 191.300003051758"
## [1] "2022-11-28 00:00:00 TSLA 1000 @ 182.919998168945"
## [1] "2022-12-13 00:00:00 TSLA -1000 @ 160.949996948242"
## [1] "2023-01-11 00:00:00 TSLA 1000 @ 123.220001220703"
## [1] "2023-02-22 00:00:00 TSLA -1000 @ 200.860000610352"
## [1] "2023-03-23 00:00:00 TSLA 1000 @ 192.220001220703"
## [1] "2023-04-06 00:00:00 TSLA -1000 @ 185.059997558594"
## [1] "2023-05-08 00:00:00 TSLA 1000 @ 171.789993286133"
## [1] "2023-06-26 00:00:00 TSLA -1000 @ 241.050003051758"
## [1] "2023-08-28 00:00:00 TSLA 1000 @ 238.820007324219"
## [1] "2023-09-22 00:00:00 TSLA -1000 @ 244.880004882812"
## [1] "2023-10-06 00:00:00 TSLA 1000 @ 260.529998779297"
## [1] "2023-10-17 00:00:00 TSLA -1000 @ 254.850006103516"
## [1] "2023-11-06 00:00:00 TSLA 1000 @ 219.270004272461"
## [1] "2023-12-13 00:00:00 TSLA -1000 @ 239.289993286133"
## [1] "2023-12-15 00:00:00 TSLA 1000 @ 253.5"
## [1] "2024-01-02 00:00:00 TSLA -1000 @ 248.419998168945"
## [1] "2024-02-09 00:00:00 TSLA 1000 @ 193.570007324219"
## [1] "2024-03-06 00:00:00 TSLA -1000 @ 176.539993286133"
## [1] "2024-03-22 00:00:00 TSLA 1000 @ 170.830001831055"
## [1] "2024-04-17 00:00:00 TSLA -1000 @ 155.449996948242"
## [1] "2024-04-26 00:00:00 TSLA 1000 @ 168.289993286133"
## [1] "2024-05-14 00:00:00 TSLA -1000 @ 177.550003051758"
## [1] "2024-05-15 00:00:00 TSLA 1000 @ 173.990005493164"
## [1] "2024-05-16 00:00:00 TSLA -1000 @ 174.839996337891"
## [1] "2024-05-20 00:00:00 TSLA 1000 @ 174.949996948242"
## [1] "2024-05-21 00:00:00 TSLA -1000 @ 186.600006103516"
## [1] "2024-05-22 00:00:00 TSLA 1000 @ 180.110000610352"
## [1] "2024-05-29 00:00:00 TSLA -1000 @ 176.190002441406"
## [1] "2024-06-14 00:00:00 TSLA 1000 @ 178.009994506836"
## [1] "2024-07-19 00:00:00 TSLA -1000 @ 239.199996948242"
## [1] "2024-08-19 00:00:00 TSLA 1000 @ 222.720001220703"
## [1] "2024-08-30 00:00:00 TSLA -1000 @ 214.110000610352"
## [1] "2024-09-03 00:00:00 TSLA 1000 @ 210.600006103516"
## [1] "2024-10-04 00:00:00 TSLA -1000 @ 250.080001831055"
## [1] "2024-10-25 00:00:00 TSLA 1000 @ 269.190002441406"
## [1] "2024-11-27 00:00:00 TSLA -1000 @ 332.890014648438"
## [1] "2024-12-09 00:00:00 TSLA 1000 @ 389.790008544922"
## [1] "2024-12-23 00:00:00 TSLA -1000 @ 430.600006103516"
## [1] "2025-03-24 00:00:00 TSLA 1000 @ 278.390014648438"
## [1] "2025-04-09 00:00:00 TSLA -1000 @ 272.200012207031"
## [1] "2025-04-10 00:00:00 TSLA 1000 @ 252.399993896484"
## [1] "2025-04-22 00:00:00 TSLA -1000 @ 237.970001220703"
## [1] "2025-04-24 00:00:00 TSLA 1000 @ 259.510009765625"
## 测试参数组合 23/27: nFast=12, nSlow=26, nSig=11
## 策略环境已重置
## [1] "2010-08-27 00:00:00 TSLA 1000 @ 1.31333303451538"
## [1] "2010-09-23 00:00:00 TSLA -1000 @ 1.30400002002716"
## [1] "2010-09-30 00:00:00 TSLA 1000 @ 1.36066699028015"
## [1] "2010-10-01 00:00:00 TSLA -1000 @ 1.37333297729492"
## [1] "2010-10-26 00:00:00 TSLA 1000 @ 1.42400002479553"
## [1] "2010-12-03 00:00:00 TSLA -1000 @ 2.09933304786682"
## [1] "2011-02-09 00:00:00 TSLA 1000 @ 1.54733300209045"
## [1] "2011-02-24 00:00:00 TSLA -1000 @ 1.50199997425079"
## [1] "2011-02-25 00:00:00 TSLA 1000 @ 1.57400000095367"
## [1] "2011-03-17 00:00:00 TSLA -1000 @ 1.52066695690155"
## [1] "2011-03-30 00:00:00 TSLA 1000 @ 1.58066701889038"
## [1] "2011-04-15 00:00:00 TSLA -1000 @ 1.70533299446106"
## [1] "2011-04-25 00:00:00 TSLA 1000 @ 1.75933301448822"
## [1] "2011-05-06 00:00:00 TSLA -1000 @ 1.80799996852875"
## [1] "2011-05-10 00:00:00 TSLA 1000 @ 1.88866698741913"
## [1] "2011-05-13 00:00:00 TSLA -1000 @ 1.83666694164276"
## [1] "2011-05-27 00:00:00 TSLA 1000 @ 1.97000002861023"
## [1] "2011-06-09 00:00:00 TSLA -1000 @ 1.84133303165436"
## [1] "2011-06-30 00:00:00 TSLA 1000 @ 1.94200003147125"
## [1] "2011-07-15 00:00:00 TSLA -1000 @ 1.83866703510284"
## [1] "2011-07-25 00:00:00 TSLA 1000 @ 1.89933300018311"
## [1] "2011-07-27 00:00:00 TSLA -1000 @ 1.84266698360443"
## [1] "2011-08-31 00:00:00 TSLA 1000 @ 1.64933300018311"
## [1] "2011-10-04 00:00:00 TSLA -1000 @ 1.57733297348022"
## [1] "2011-10-07 00:00:00 TSLA 1000 @ 1.79933297634125"
## [1] "2011-11-22 00:00:00 TSLA -1000 @ 2.13800001144409"
## [1] "2012-01-12 00:00:00 TSLA 1000 @ 1.88333296775818"
## [1] "2012-01-17 00:00:00 TSLA -1000 @ 1.77333295345306"
## [1] "2012-01-24 00:00:00 TSLA 1000 @ 1.82799994945526"
## [1] "2012-03-01 00:00:00 TSLA -1000 @ 2.29399991035461"
## [1] "2012-03-28 00:00:00 TSLA 1000 @ 2.52333307266235"
## [1] "2012-04-05 00:00:00 TSLA -1000 @ 2.29866695404053"
## [1] "2012-05-02 00:00:00 TSLA 1000 @ 2.26266694068909"
## [1] "2012-05-07 00:00:00 TSLA -1000 @ 2.16466689109802"
## [1] "2012-05-25 00:00:00 TSLA 1000 @ 1.98733305931091"
## [1] "2012-06-05 00:00:00 TSLA -1000 @ 1.86066699028015"
## [1] "2012-06-11 00:00:00 TSLA 1000 @ 1.94133305549622"
## [1] "2012-07-05 00:00:00 TSLA -1000 @ 2.08200001716614"
## [1] "2012-07-13 00:00:00 TSLA 1000 @ 2.28333306312561"
## [1] "2012-07-24 00:00:00 TSLA -1000 @ 1.98933303356171"
## [1] "2012-08-10 00:00:00 TSLA 1000 @ 1.99600005149841"
## [1] "2012-08-30 00:00:00 TSLA -1000 @ 1.89400005340576"
## [1] "2012-09-14 00:00:00 TSLA 1000 @ 2.02600002288818"
## [1] "2012-09-27 00:00:00 TSLA -1000 @ 1.89933300018311"
## [1] "2012-11-02 00:00:00 TSLA 1000 @ 1.92799997329712"
## [1] "2012-12-14 00:00:00 TSLA -1000 @ 2.25399994850159"
## [1] "2013-01-23 00:00:00 TSLA 1000 @ 2.40000009536743"
## [1] "2013-02-14 00:00:00 TSLA -1000 @ 2.55133295059204"
## [1] "2013-03-08 00:00:00 TSLA 1000 @ 2.56466698646545"
## [1] "2013-03-18 00:00:00 TSLA -1000 @ 2.34333300590515"
## [1] "2013-03-27 00:00:00 TSLA 1000 @ 2.54399991035461"
## [1] "2013-06-03 00:00:00 TSLA -1000 @ 6.17266702651978"
## [1] "2013-07-05 00:00:00 TSLA 1000 @ 8.00599956512451"
## [1] "2013-07-17 00:00:00 TSLA -1000 @ 8.01666736602783"
## [1] "2013-08-01 00:00:00 TSLA 1000 @ 9.03666687011719"
## [1] "2013-08-15 00:00:00 TSLA -1000 @ 9.31133270263672"
## [1] "2013-08-26 00:00:00 TSLA 1000 @ 10.9479999542236"
## [1] "2013-09-09 00:00:00 TSLA -1000 @ 10.7133331298828"
## [1] "2013-09-24 00:00:00 TSLA 1000 @ 12.1553325653076"
## [1] "2013-10-04 00:00:00 TSLA -1000 @ 12.065333366394"
## [1] "2013-12-04 00:00:00 TSLA 1000 @ 9.26333332061768"
## [1] "2014-01-13 00:00:00 TSLA -1000 @ 9.28933334350586"
## [1] "2014-01-15 00:00:00 TSLA 1000 @ 10.9420003890991"
## [1] "2014-02-06 00:00:00 TSLA -1000 @ 11.8920001983643"
## [1] "2014-02-11 00:00:00 TSLA 1000 @ 13.1079998016357"
## [1] "2014-03-11 00:00:00 TSLA -1000 @ 15.6273326873779"
## [1] "2014-04-25 00:00:00 TSLA 1000 @ 13.3233327865601"
## [1] "2014-04-28 00:00:00 TSLA -1000 @ 13.2340002059937"
## [1] "2014-04-30 00:00:00 TSLA 1000 @ 13.8593330383301"
## [1] "2014-05-09 00:00:00 TSLA -1000 @ 12.1506671905518"
## [1] "2014-05-21 00:00:00 TSLA 1000 @ 13.296667098999"
## [1] "2014-07-08 00:00:00 TSLA -1000 @ 14.6046667098999"
## [1] "2014-07-31 00:00:00 TSLA 1000 @ 14.8866672515869"
## [1] "2014-08-01 00:00:00 TSLA -1000 @ 15.5513334274292"
## [1] "2014-08-04 00:00:00 TSLA 1000 @ 15.9013328552246"
## [1] "2014-08-25 00:00:00 TSLA -1000 @ 17.5033321380615"
## [1] "2014-09-03 00:00:00 TSLA 1000 @ 18.746000289917"
## [1] "2014-09-12 00:00:00 TSLA -1000 @ 18.6133327484131"
## [1] "2014-10-09 00:00:00 TSLA 1000 @ 17.1340007781982"
## [1] "2014-10-13 00:00:00 TSLA -1000 @ 14.9726667404175"
## [1] "2014-10-29 00:00:00 TSLA 1000 @ 15.8733329772949"
## [1] "2014-12-01 00:00:00 TSLA -1000 @ 15.4426670074463"
## [1] "2014-12-23 00:00:00 TSLA 1000 @ 14.7313327789307"
## [1] "2015-01-12 00:00:00 TSLA -1000 @ 13.4806671142578"
## [1] "2015-01-27 00:00:00 TSLA 1000 @ 13.7320003509521"
## [1] "2015-02-19 00:00:00 TSLA -1000 @ 14.1140003204346"
## [1] "2015-02-20 00:00:00 TSLA 1000 @ 14.4739999771118"
## [1] "2015-02-25 00:00:00 TSLA -1000 @ 13.5839996337891"
## [1] "2015-03-19 00:00:00 TSLA 1000 @ 13.0433330535889"
## [1] "2015-03-30 00:00:00 TSLA -1000 @ 12.7046670913696"
## [1] "2015-04-07 00:00:00 TSLA 1000 @ 13.5500001907349"
## [1] "2015-05-22 00:00:00 TSLA -1000 @ 16.5153331756592"
## [1] "2015-06-24 00:00:00 TSLA 1000 @ 17.67799949646"
## [1] "2015-06-30 00:00:00 TSLA -1000 @ 17.8840007781982"
## [1] "2015-07-01 00:00:00 TSLA 1000 @ 17.9433326721191"
## [1] "2015-07-09 00:00:00 TSLA -1000 @ 17.1946678161621"
## [1] "2015-07-21 00:00:00 TSLA 1000 @ 17.7846660614014"
## [1] "2015-07-22 00:00:00 TSLA -1000 @ 17.8579998016357"
## [1] "2015-08-20 00:00:00 TSLA 1000 @ 16.1453323364258"
## [1] "2015-08-21 00:00:00 TSLA -1000 @ 15.3846673965454"
## [1] "2015-09-01 00:00:00 TSLA 1000 @ 15.9086666107178"
## [1] "2015-09-30 00:00:00 TSLA -1000 @ 16.5599994659424"
## [1] "2015-11-05 00:00:00 TSLA 1000 @ 15.4513330459595"
## [1] "2015-12-14 00:00:00 TSLA -1000 @ 14.5719995498657"
## [1] "2015-12-18 00:00:00 TSLA 1000 @ 15.3640003204346"
## [1] "2016-01-06 00:00:00 TSLA -1000 @ 14.6026668548584"
## [1] "2016-02-22 00:00:00 TSLA 1000 @ 11.8493328094482"
## [1] "2016-04-01 00:00:00 TSLA -1000 @ 15.8393325805664"
## [1] "2016-04-04 00:00:00 TSLA 1000 @ 16.4659996032715"
## [1] "2016-04-13 00:00:00 TSLA -1000 @ 16.9686660766602"
## [1] "2016-05-25 00:00:00 TSLA 1000 @ 14.6386671066284"
## [1] "2016-06-20 00:00:00 TSLA -1000 @ 14.6466665267944"
## [1] "2016-07-05 00:00:00 TSLA 1000 @ 14.2653331756592"
## [1] "2016-08-09 00:00:00 TSLA -1000 @ 15.2720003128052"
## [1] "2016-09-20 00:00:00 TSLA 1000 @ 13.6426668167114"
## [1] "2016-10-12 00:00:00 TSLA -1000 @ 13.4340000152588"
## [1] "2016-10-21 00:00:00 TSLA 1000 @ 13.3393325805664"
## [1] "2016-11-02 00:00:00 TSLA -1000 @ 12.5346670150757"
## [1] "2016-11-23 00:00:00 TSLA 1000 @ 12.8760004043579"
## [1] "2016-12-05 00:00:00 TSLA -1000 @ 12.453332901001"
## [1] "2016-12-06 00:00:00 TSLA 1000 @ 12.3900003433228"
## [1] "2017-02-01 00:00:00 TSLA -1000 @ 16.6159992218018"
## [1] "2017-02-13 00:00:00 TSLA 1000 @ 18.7066669464111"
## [1] "2017-02-21 00:00:00 TSLA -1000 @ 18.4926662445068"
## [1] "2017-03-20 00:00:00 TSLA 1000 @ 17.461332321167"
## [1] "2017-03-23 00:00:00 TSLA -1000 @ 16.9853324890137"
## [1] "2017-03-27 00:00:00 TSLA 1000 @ 18.0146675109863"
## [1] "2017-04-21 00:00:00 TSLA -1000 @ 20.3733329772949"
## [1] "2017-05-31 00:00:00 TSLA 1000 @ 22.7339992523193"
## [1] "2017-06-27 00:00:00 TSLA -1000 @ 24.1580009460449"
## [1] "2017-07-26 00:00:00 TSLA 1000 @ 22.9233322143555"
## [1] "2017-08-02 00:00:00 TSLA -1000 @ 21.7259998321533"
## [1] "2017-08-04 00:00:00 TSLA 1000 @ 23.7940006256104"
## [1] "2017-08-22 00:00:00 TSLA -1000 @ 22.7566661834717"
## [1] "2017-09-13 00:00:00 TSLA 1000 @ 24.4153327941895"
## [1] "2017-09-25 00:00:00 TSLA -1000 @ 22.9993324279785"
## [1] "2017-10-13 00:00:00 TSLA 1000 @ 23.7046661376953"
## [1] "2017-10-23 00:00:00 TSLA -1000 @ 22.4680004119873"
## [1] "2017-11-17 00:00:00 TSLA 1000 @ 21.0033321380615"
## [1] "2017-12-28 00:00:00 TSLA -1000 @ 21.0240001678467"
## [1] "2018-01-10 00:00:00 TSLA 1000 @ 22.3199996948242"
## [1] "2018-02-05 00:00:00 TSLA -1000 @ 22.208667755127"
## [1] "2018-02-23 00:00:00 TSLA 1000 @ 23.4699993133545"
## [1] "2018-03-06 00:00:00 TSLA -1000 @ 21.8799991607666"
## [1] "2018-03-14 00:00:00 TSLA 1000 @ 21.775333404541"
## [1] "2018-03-15 00:00:00 TSLA -1000 @ 21.7066669464111"
## [1] "2018-04-10 00:00:00 TSLA 1000 @ 20.3133335113525"
## [1] "2018-05-17 00:00:00 TSLA -1000 @ 18.9693336486816"
## [1] "2018-06-01 00:00:00 TSLA 1000 @ 19.4546661376953"
## [1] "2018-06-27 00:00:00 TSLA -1000 @ 22.966667175293"
## [1] "2018-08-03 00:00:00 TSLA 1000 @ 23.211332321167"
## [1] "2018-08-20 00:00:00 TSLA -1000 @ 20.5626678466797"
## [1] "2018-09-20 00:00:00 TSLA 1000 @ 19.8886661529541"
## [1] "2018-10-08 00:00:00 TSLA -1000 @ 16.7040004730225"
## [1] "2018-10-24 00:00:00 TSLA 1000 @ 19.2333335876465"
## [1] "2018-11-21 00:00:00 TSLA -1000 @ 22.5459995269775"
## [1] "2018-12-12 00:00:00 TSLA 1000 @ 24.4400005340576"
## [1] "2018-12-18 00:00:00 TSLA -1000 @ 22.4686660766602"
## [1] "2019-01-10 00:00:00 TSLA 1000 @ 22.9979991912842"
## [1] "2019-01-23 00:00:00 TSLA -1000 @ 19.1726665496826"
## [1] "2019-02-06 00:00:00 TSLA 1000 @ 21.1480007171631"
## [1] "2019-02-22 00:00:00 TSLA -1000 @ 19.6473331451416"
## [1] "2019-02-28 00:00:00 TSLA 1000 @ 21.3253326416016"
## [1] "2019-03-05 00:00:00 TSLA -1000 @ 18.4360008239746"
## [1] "2019-03-15 00:00:00 TSLA 1000 @ 18.3619995117188"
## [1] "2019-03-18 00:00:00 TSLA -1000 @ 17.9659996032715"
## [1] "2019-03-29 00:00:00 TSLA 1000 @ 18.6573333740234"
## [1] "2019-04-16 00:00:00 TSLA -1000 @ 18.2240009307861"
## [1] "2019-04-17 00:00:00 TSLA 1000 @ 18.0820007324219"
## [1] "2019-04-24 00:00:00 TSLA -1000 @ 17.2439994812012"
## [1] "2019-06-07 00:00:00 TSLA 1000 @ 13.6333332061768"
## [1] "2019-07-26 00:00:00 TSLA -1000 @ 15.2026672363281"
## [1] "2019-09-04 00:00:00 TSLA 1000 @ 14.7119998931885"
## [1] "2019-09-25 00:00:00 TSLA -1000 @ 15.2466669082642"
## [1] "2019-10-02 00:00:00 TSLA 1000 @ 16.208667755127"
## [1] "2019-10-04 00:00:00 TSLA -1000 @ 15.4286670684814"
## [1] "2019-10-11 00:00:00 TSLA 1000 @ 16.5259990692139"
## [1] "2019-11-21 00:00:00 TSLA -1000 @ 23.6553325653076"
## [1] "2019-12-17 00:00:00 TSLA 1000 @ 25.2660007476807"
## [1] "2020-02-18 00:00:00 TSLA -1000 @ 57.2266654968262"
## [1] "2020-02-19 00:00:00 TSLA 1000 @ 61.1613311767578"
## [1] "2020-02-25 00:00:00 TSLA -1000 @ 53.3273315429688"
## [1] "2020-04-01 00:00:00 TSLA 1000 @ 32.1040000915527"
## [1] "2020-05-14 00:00:00 TSLA -1000 @ 53.5553321838379"
## [1] "2020-06-04 00:00:00 TSLA 1000 @ 57.6253318786621"
## [1] "2020-06-05 00:00:00 TSLA -1000 @ 59.0439987182617"
## [1] "2020-06-09 00:00:00 TSLA 1000 @ 62.7113342285156"
## [1] "2020-06-24 00:00:00 TSLA -1000 @ 64.0566635131836"
## [1] "2020-07-02 00:00:00 TSLA 1000 @ 80.5773315429688"
## [1] "2020-07-24 00:00:00 TSLA -1000 @ 94.466667175293"
## [1] "2020-08-18 00:00:00 TSLA 1000 @ 125.805999755859"
## [1] "2020-09-08 00:00:00 TSLA -1000 @ 110.069999694824"
## [1] "2020-10-15 00:00:00 TSLA 1000 @ 149.626663208008"
## [1] "2020-10-20 00:00:00 TSLA -1000 @ 140.646667480469"
## [1] "2020-11-18 00:00:00 TSLA 1000 @ 162.213333129883"
## [1] "2020-12-17 00:00:00 TSLA -1000 @ 218.633331298828"
## [1] "2020-12-21 00:00:00 TSLA 1000 @ 216.619995117188"
## [1] "2020-12-22 00:00:00 TSLA -1000 @ 213.446670532227"
## [1] "2021-01-06 00:00:00 TSLA 1000 @ 251.99333190918"
## [1] "2021-01-21 00:00:00 TSLA -1000 @ 281.663330078125"
## [1] "2021-03-16 00:00:00 TSLA 1000 @ 225.626663208008"
## [1] "2021-03-29 00:00:00 TSLA -1000 @ 203.763336181641"
## [1] "2021-04-01 00:00:00 TSLA 1000 @ 220.58332824707"
## [1] "2021-04-30 00:00:00 TSLA -1000 @ 236.479995727539"
## [1] "2021-05-27 00:00:00 TSLA 1000 @ 210.283340454102"
## [1] "2021-07-15 00:00:00 TSLA -1000 @ 216.866668701172"
## [1] "2021-08-02 00:00:00 TSLA 1000 @ 236.556671142578"
## [1] "2021-08-18 00:00:00 TSLA -1000 @ 229.663330078125"
## [1] "2021-08-31 00:00:00 TSLA 1000 @ 245.240005493164"
## [1] "2021-09-21 00:00:00 TSLA -1000 @ 246.460006713867"
## [1] "2021-09-28 00:00:00 TSLA 1000 @ 259.186676025391"
## [1] "2021-10-07 00:00:00 TSLA -1000 @ 264.536682128906"
## [1] "2021-10-08 00:00:00 TSLA 1000 @ 261.829986572266"
## [1] "2021-10-11 00:00:00 TSLA -1000 @ 263.980010986328"
## [1] "2021-10-13 00:00:00 TSLA 1000 @ 270.359985351562"
## [1] "2021-11-11 00:00:00 TSLA -1000 @ 354.503326416016"
## [1] "2021-12-28 00:00:00 TSLA 1000 @ 362.823333740234"
## [1] "2022-01-14 00:00:00 TSLA -1000 @ 349.869995117188"
## [1] "2022-02-10 00:00:00 TSLA 1000 @ 301.516662597656"
## [1] "2022-02-14 00:00:00 TSLA -1000 @ 291.920013427734"
## [1] "2022-02-16 00:00:00 TSLA 1000 @ 307.796661376953"
## [1] "2022-02-23 00:00:00 TSLA -1000 @ 254.679992675781"
## [1] "2022-03-02 00:00:00 TSLA 1000 @ 293.296661376953"
## [1] "2022-03-15 00:00:00 TSLA -1000 @ 267.296661376953"
## [1] "2022-03-17 00:00:00 TSLA 1000 @ 290.533325195312"
## [1] "2022-04-12 00:00:00 TSLA -1000 @ 328.983337402344"
## [1] "2022-06-01 00:00:00 TSLA 1000 @ 246.789993286133"
## [1] "2022-06-21 00:00:00 TSLA -1000 @ 237.036666870117"
## [1] "2022-06-22 00:00:00 TSLA 1000 @ 236.086669921875"
## [1] "2022-08-12 00:00:00 TSLA -1000 @ 300.029998779297"
## [1] "2022-08-16 00:00:00 TSLA 1000 @ 306.563323974609"
## [1] "2022-08-19 00:00:00 TSLA -1000 @ 296.666656494141"
## [1] "2022-09-15 00:00:00 TSLA 1000 @ 303.75"
## [1] "2022-09-26 00:00:00 TSLA -1000 @ 276.010009765625"
## [1] "2022-10-27 00:00:00 TSLA 1000 @ 225.089996337891"
## [1] "2022-11-09 00:00:00 TSLA -1000 @ 177.589996337891"
## [1] "2022-11-29 00:00:00 TSLA 1000 @ 180.830001831055"
## [1] "2022-12-14 00:00:00 TSLA -1000 @ 156.800003051758"
## [1] "2023-01-12 00:00:00 TSLA 1000 @ 123.559997558594"
## [1] "2023-02-23 00:00:00 TSLA -1000 @ 202.070007324219"
## [1] "2023-03-30 00:00:00 TSLA 1000 @ 195.279998779297"
## [1] "2023-04-06 00:00:00 TSLA -1000 @ 185.059997558594"
## [1] "2023-05-09 00:00:00 TSLA 1000 @ 169.149993896484"
## [1] "2023-06-27 00:00:00 TSLA -1000 @ 250.210006713867"
## [1] "2023-08-29 00:00:00 TSLA 1000 @ 257.179992675781"
## [1] "2023-09-25 00:00:00 TSLA -1000 @ 246.990005493164"
## [1] "2023-10-09 00:00:00 TSLA 1000 @ 259.670013427734"
## [1] "2023-10-17 00:00:00 TSLA -1000 @ 254.850006103516"
## [1] "2023-11-08 00:00:00 TSLA 1000 @ 222.110000610352"
## [1] "2024-01-03 00:00:00 TSLA -1000 @ 238.449996948242"
## [1] "2024-02-12 00:00:00 TSLA 1000 @ 188.130004882812"
## [1] "2024-03-07 00:00:00 TSLA -1000 @ 178.649993896484"
## [1] "2024-03-26 00:00:00 TSLA 1000 @ 177.669998168945"
## [1] "2024-04-17 00:00:00 TSLA -1000 @ 155.449996948242"
## [1] "2024-04-26 00:00:00 TSLA 1000 @ 168.289993286133"
## [1] "2024-05-30 00:00:00 TSLA -1000 @ 178.789993286133"
## [1] "2024-05-31 00:00:00 TSLA 1000 @ 178.080001831055"
## [1] "2024-06-03 00:00:00 TSLA -1000 @ 176.289993286133"
## [1] "2024-06-18 00:00:00 TSLA 1000 @ 184.860000610352"
## [1] "2024-07-22 00:00:00 TSLA -1000 @ 251.509994506836"
## [1] "2024-08-20 00:00:00 TSLA 1000 @ 221.100006103516"
## [1] "2024-08-30 00:00:00 TSLA -1000 @ 214.110000610352"
## [1] "2024-09-03 00:00:00 TSLA 1000 @ 210.600006103516"
## [1] "2024-10-07 00:00:00 TSLA -1000 @ 240.830001831055"
## [1] "2024-10-28 00:00:00 TSLA 1000 @ 262.510009765625"
## [1] "2024-11-29 00:00:00 TSLA -1000 @ 345.160003662109"
## [1] "2024-12-09 00:00:00 TSLA 1000 @ 389.790008544922"
## [1] "2024-12-23 00:00:00 TSLA -1000 @ 430.600006103516"
## [1] "2025-03-24 00:00:00 TSLA 1000 @ 278.390014648438"
## 测试参数组合 24/27: nFast=16, nSlow=26, nSig=11
## 策略环境已重置
## [1] "2010-08-31 00:00:00 TSLA 1000 @ 1.29866695404053"
## [1] "2010-09-23 00:00:00 TSLA -1000 @ 1.30400002002716"
## [1] "2010-09-30 00:00:00 TSLA 1000 @ 1.36066699028015"
## [1] "2010-10-01 00:00:00 TSLA -1000 @ 1.37333297729492"
## [1] "2010-10-27 00:00:00 TSLA 1000 @ 1.39999997615814"
## [1] "2010-12-06 00:00:00 TSLA -1000 @ 2.02066707611084"
## [1] "2011-02-09 00:00:00 TSLA 1000 @ 1.54733300209045"
## [1] "2011-03-18 00:00:00 TSLA -1000 @ 1.53066694736481"
## [1] "2011-03-30 00:00:00 TSLA 1000 @ 1.58066701889038"
## [1] "2011-04-20 00:00:00 TSLA -1000 @ 1.71666705608368"
## [1] "2011-04-25 00:00:00 TSLA 1000 @ 1.75933301448822"
## [1] "2011-05-09 00:00:00 TSLA -1000 @ 1.86066699028015"
## [1] "2011-05-10 00:00:00 TSLA 1000 @ 1.88866698741913"
## [1] "2011-05-16 00:00:00 TSLA -1000 @ 1.77333295345306"
## [1] "2011-05-27 00:00:00 TSLA 1000 @ 1.97000002861023"
## [1] "2011-06-09 00:00:00 TSLA -1000 @ 1.84133303165436"
## [1] "2011-07-01 00:00:00 TSLA 1000 @ 1.93466699123383"
## [1] "2011-07-15 00:00:00 TSLA -1000 @ 1.83866703510284"
## [1] "2011-07-25 00:00:00 TSLA 1000 @ 1.89933300018311"
## [1] "2011-07-27 00:00:00 TSLA -1000 @ 1.84266698360443"
## [1] "2011-08-31 00:00:00 TSLA 1000 @ 1.64933300018311"
## [1] "2011-10-05 00:00:00 TSLA -1000 @ 1.69133305549622"
## [1] "2011-10-07 00:00:00 TSLA 1000 @ 1.79933297634125"
## [1] "2011-11-23 00:00:00 TSLA -1000 @ 2.09666705131531"
## [1] "2012-01-13 00:00:00 TSLA 1000 @ 1.51933300495148"
## [1] "2012-01-17 00:00:00 TSLA -1000 @ 1.77333295345306"
## [1] "2012-01-25 00:00:00 TSLA 1000 @ 1.86466705799103"
## [1] "2012-03-05 00:00:00 TSLA -1000 @ 2.25133299827576"
## [1] "2012-03-28 00:00:00 TSLA 1000 @ 2.52333307266235"
## [1] "2012-04-05 00:00:00 TSLA -1000 @ 2.29866695404053"
## [1] "2012-05-03 00:00:00 TSLA 1000 @ 2.16400003433228"
## [1] "2012-05-04 00:00:00 TSLA -1000 @ 2.12199997901917"
## [1] "2012-05-30 00:00:00 TSLA 1000 @ 2.02733302116394"
## [1] "2012-06-04 00:00:00 TSLA -1000 @ 1.85866701602936"
## [1] "2012-06-11 00:00:00 TSLA 1000 @ 1.94133305549622"
## [1] "2012-07-09 00:00:00 TSLA -1000 @ 2.09933304786682"
## [1] "2012-07-10 00:00:00 TSLA 1000 @ 2.08466696739197"
## [1] "2012-07-11 00:00:00 TSLA -1000 @ 2.10066699981689"
## [1] "2012-07-12 00:00:00 TSLA 1000 @ 2.1800000667572"
## [1] "2012-07-24 00:00:00 TSLA -1000 @ 1.98933303356171"
## [1] "2012-08-13 00:00:00 TSLA 1000 @ 2.07800006866455"
## [1] "2012-08-30 00:00:00 TSLA -1000 @ 1.89400005340576"
## [1] "2012-09-14 00:00:00 TSLA 1000 @ 2.02600002288818"
## [1] "2012-09-27 00:00:00 TSLA -1000 @ 1.89933300018311"
## [1] "2012-11-02 00:00:00 TSLA 1000 @ 1.92799997329712"
## [1] "2012-12-17 00:00:00 TSLA -1000 @ 2.29333305358887"
## [1] "2013-01-24 00:00:00 TSLA 1000 @ 2.46600008010864"
## [1] "2013-02-15 00:00:00 TSLA -1000 @ 2.4693329334259"
## [1] "2013-03-11 00:00:00 TSLA 1000 @ 2.60666704177856"
## [1] "2013-03-18 00:00:00 TSLA -1000 @ 2.34333300590515"
## [1] "2013-03-28 00:00:00 TSLA 1000 @ 2.52600002288818"
## [1] "2013-06-04 00:00:00 TSLA -1000 @ 6.32266712188721"
## [1] "2013-07-09 00:00:00 TSLA 1000 @ 8.22999954223633"
## [1] "2013-07-17 00:00:00 TSLA -1000 @ 8.01666736602783"
## [1] "2013-08-05 00:00:00 TSLA 1000 @ 9.6453332901001"
## [1] "2013-08-15 00:00:00 TSLA -1000 @ 9.31133270263672"
## [1] "2013-08-26 00:00:00 TSLA 1000 @ 10.9479999542236"
## [1] "2013-09-09 00:00:00 TSLA -1000 @ 10.7133331298828"
## [1] "2013-09-25 00:00:00 TSLA 1000 @ 12.3493328094482"
## [1] "2013-10-04 00:00:00 TSLA -1000 @ 12.065333366394"
## [1] "2013-12-04 00:00:00 TSLA 1000 @ 9.26333332061768"
## [1] "2014-01-14 00:00:00 TSLA -1000 @ 10.7513332366943"
## [1] "2014-01-15 00:00:00 TSLA 1000 @ 10.9420003890991"
## [1] "2014-03-12 00:00:00 TSLA -1000 @ 16.0993328094482"
## [1] "2014-05-02 00:00:00 TSLA 1000 @ 14.0606670379639"
## [1] "2014-05-09 00:00:00 TSLA -1000 @ 12.1506671905518"
## [1] "2014-05-22 00:00:00 TSLA 1000 @ 13.6586666107178"
## [1] "2014-07-08 00:00:00 TSLA -1000 @ 14.6046667098999"
## [1] "2014-08-04 00:00:00 TSLA 1000 @ 15.9013328552246"
## [1] "2014-09-15 00:00:00 TSLA -1000 @ 16.923999786377"
## [1] "2014-10-30 00:00:00 TSLA 1000 @ 15.9106674194336"
## [1] "2014-12-02 00:00:00 TSLA -1000 @ 15.4286670684814"
## [1] "2014-12-24 00:00:00 TSLA 1000 @ 14.8173332214355"
## [1] "2015-01-12 00:00:00 TSLA -1000 @ 13.4806671142578"
## [1] "2015-01-27 00:00:00 TSLA 1000 @ 13.7320003509521"
## [1] "2015-02-26 00:00:00 TSLA -1000 @ 13.8126668930054"
## [1] "2015-03-23 00:00:00 TSLA 1000 @ 13.3086671829224"
## [1] "2015-03-30 00:00:00 TSLA -1000 @ 12.7046670913696"
## [1] "2015-04-07 00:00:00 TSLA 1000 @ 13.5500001907349"
## [1] "2015-05-27 00:00:00 TSLA -1000 @ 16.4953327178955"
## [1] "2015-06-24 00:00:00 TSLA 1000 @ 17.67799949646"
## [1] "2015-06-30 00:00:00 TSLA -1000 @ 17.8840007781982"
## [1] "2015-07-06 00:00:00 TSLA 1000 @ 18.6480007171631"
## [1] "2015-07-09 00:00:00 TSLA -1000 @ 17.1946678161621"
## [1] "2015-09-01 00:00:00 TSLA 1000 @ 15.9086666107178"
## [1] "2015-10-01 00:00:00 TSLA -1000 @ 15.9919996261597"
## [1] "2015-11-05 00:00:00 TSLA 1000 @ 15.4513330459595"
## [1] "2015-12-15 00:00:00 TSLA -1000 @ 14.739333152771"
## [1] "2015-12-17 00:00:00 TSLA 1000 @ 15.5593328475952"
## [1] "2016-01-06 00:00:00 TSLA -1000 @ 14.6026668548584"
## [1] "2016-02-23 00:00:00 TSLA 1000 @ 11.8140001296997"
## [1] "2016-04-15 00:00:00 TSLA -1000 @ 16.9673328399658"
## [1] "2016-05-27 00:00:00 TSLA 1000 @ 14.8693332672119"
## [1] "2016-06-20 00:00:00 TSLA -1000 @ 14.6466665267944"
## [1] "2016-06-21 00:00:00 TSLA 1000 @ 14.6406669616699"
## [1] "2016-06-23 00:00:00 TSLA -1000 @ 13.0933332443237"
## [1] "2016-07-05 00:00:00 TSLA 1000 @ 14.2653331756592"
## [1] "2016-08-11 00:00:00 TSLA -1000 @ 14.9940004348755"
## [1] "2016-09-21 00:00:00 TSLA 1000 @ 13.6813325881958"
## [1] "2016-10-17 00:00:00 TSLA -1000 @ 12.9306669235229"
## [1] "2016-10-20 00:00:00 TSLA 1000 @ 13.2733325958252"
## [1] "2016-11-02 00:00:00 TSLA -1000 @ 12.5346670150757"
## [1] "2016-11-23 00:00:00 TSLA 1000 @ 12.8760004043579"
## [1] "2017-02-02 00:00:00 TSLA -1000 @ 16.7700004577637"
## [1] "2017-02-13 00:00:00 TSLA 1000 @ 18.7066669464111"
## [1] "2017-02-21 00:00:00 TSLA -1000 @ 18.4926662445068"
## [1] "2017-03-27 00:00:00 TSLA 1000 @ 18.0146675109863"
## [1] "2017-04-25 00:00:00 TSLA -1000 @ 20.9193325042725"
## [1] "2017-04-26 00:00:00 TSLA 1000 @ 20.67799949646"
## [1] "2017-04-27 00:00:00 TSLA -1000 @ 20.5753326416016"
## [1] "2017-06-01 00:00:00 TSLA 1000 @ 22.691333770752"
## [1] "2017-06-28 00:00:00 TSLA -1000 @ 24.7493324279785"
## [1] "2017-07-27 00:00:00 TSLA 1000 @ 22.2973327636719"
## [1] "2017-08-01 00:00:00 TSLA -1000 @ 21.304666519165"
## [1] "2017-08-04 00:00:00 TSLA 1000 @ 23.7940006256104"
## [1] "2017-08-23 00:00:00 TSLA -1000 @ 23.5179996490479"
## [1] "2017-09-13 00:00:00 TSLA 1000 @ 24.4153327941895"
## [1] "2017-09-26 00:00:00 TSLA -1000 @ 23.0166664123535"
## [1] "2017-10-16 00:00:00 TSLA 1000 @ 23.3733329772949"
## [1] "2017-10-17 00:00:00 TSLA -1000 @ 23.716667175293"
## [1] "2017-10-18 00:00:00 TSLA 1000 @ 23.9766674041748"
## [1] "2017-10-23 00:00:00 TSLA -1000 @ 22.4680004119873"
## [1] "2017-11-20 00:00:00 TSLA 1000 @ 20.5826663970947"
## [1] "2017-12-28 00:00:00 TSLA -1000 @ 21.0240001678467"
## [1] "2018-01-10 00:00:00 TSLA 1000 @ 22.3199996948242"
## [1] "2018-02-06 00:00:00 TSLA -1000 @ 22.2646675109863"
## [1] "2018-02-26 00:00:00 TSLA 1000 @ 23.8279991149902"
## [1] "2018-03-06 00:00:00 TSLA -1000 @ 21.8799991607666"
## [1] "2018-04-11 00:00:00 TSLA 1000 @ 20.0620002746582"
## [1] "2018-05-18 00:00:00 TSLA -1000 @ 18.4546661376953"
## [1] "2018-06-01 00:00:00 TSLA 1000 @ 19.4546661376953"
## [1] "2018-07-02 00:00:00 TSLA -1000 @ 22.3379993438721"
## [1] "2018-08-03 00:00:00 TSLA 1000 @ 23.211332321167"
## [1] "2018-08-20 00:00:00 TSLA -1000 @ 20.5626678466797"
## [1] "2018-09-20 00:00:00 TSLA 1000 @ 19.8886661529541"
## [1] "2018-10-08 00:00:00 TSLA -1000 @ 16.7040004730225"
## [1] "2018-10-24 00:00:00 TSLA 1000 @ 19.2333335876465"
## [1] "2018-11-23 00:00:00 TSLA -1000 @ 21.7220001220703"
## [1] "2018-12-14 00:00:00 TSLA 1000 @ 24.3806667327881"
## [1] "2018-12-18 00:00:00 TSLA -1000 @ 22.4686660766602"
## [1] "2019-01-11 00:00:00 TSLA 1000 @ 23.1506671905518"
## [1] "2019-01-22 00:00:00 TSLA -1000 @ 19.92799949646"
## [1] "2019-02-06 00:00:00 TSLA 1000 @ 21.1480007171631"
## [1] "2019-02-22 00:00:00 TSLA -1000 @ 19.6473331451416"
## [1] "2019-02-28 00:00:00 TSLA 1000 @ 21.3253326416016"
## [1] "2019-03-05 00:00:00 TSLA -1000 @ 18.4360008239746"
## [1] "2019-03-29 00:00:00 TSLA 1000 @ 18.6573333740234"
## [1] "2019-04-24 00:00:00 TSLA -1000 @ 17.2439994812012"
## [1] "2019-06-07 00:00:00 TSLA 1000 @ 13.6333332061768"
## [1] "2019-07-29 00:00:00 TSLA -1000 @ 15.7180004119873"
## [1] "2019-09-06 00:00:00 TSLA 1000 @ 15.1633329391479"
## [1] "2019-09-26 00:00:00 TSLA -1000 @ 16.1706676483154"
## [1] "2019-09-27 00:00:00 TSLA 1000 @ 16.1420001983643"
## [1] "2019-10-04 00:00:00 TSLA -1000 @ 15.4286670684814"
## [1] "2019-10-11 00:00:00 TSLA 1000 @ 16.5259990692139"
## [1] "2019-11-21 00:00:00 TSLA -1000 @ 23.6553325653076"
## [1] "2019-12-17 00:00:00 TSLA 1000 @ 25.2660007476807"
## [1] "2020-02-25 00:00:00 TSLA -1000 @ 53.3273315429688"
## [1] "2020-04-07 00:00:00 TSLA 1000 @ 36.3633346557617"
## [1] "2020-05-15 00:00:00 TSLA -1000 @ 53.2779998779297"
## [1] "2020-06-09 00:00:00 TSLA 1000 @ 62.7113342285156"
## [1] "2020-06-24 00:00:00 TSLA -1000 @ 64.0566635131836"
## [1] "2020-07-02 00:00:00 TSLA 1000 @ 80.5773315429688"
## [1] "2020-07-27 00:00:00 TSLA -1000 @ 102.639999389648"
## [1] "2020-08-18 00:00:00 TSLA 1000 @ 125.805999755859"
## [1] "2020-09-08 00:00:00 TSLA -1000 @ 110.069999694824"
## [1] "2020-10-15 00:00:00 TSLA 1000 @ 149.626663208008"
## [1] "2020-10-19 00:00:00 TSLA -1000 @ 143.610000610352"
## [1] "2020-11-19 00:00:00 TSLA 1000 @ 166.42333984375"
## [1] "2020-12-23 00:00:00 TSLA -1000 @ 215.32666015625"
## [1] "2021-01-07 00:00:00 TSLA 1000 @ 272.013336181641"
## [1] "2021-01-22 00:00:00 TSLA -1000 @ 282.213317871094"
## [1] "2021-03-17 00:00:00 TSLA 1000 @ 233.936660766602"
## [1] "2021-03-29 00:00:00 TSLA -1000 @ 203.763336181641"
## [1] "2021-04-01 00:00:00 TSLA 1000 @ 220.58332824707"
## [1] "2021-04-30 00:00:00 TSLA -1000 @ 236.479995727539"
## [1] "2021-05-28 00:00:00 TSLA 1000 @ 208.406661987305"
## [1] "2021-07-16 00:00:00 TSLA -1000 @ 214.740005493164"
## [1] "2021-08-02 00:00:00 TSLA 1000 @ 236.556671142578"
## [1] "2021-08-18 00:00:00 TSLA -1000 @ 229.663330078125"
## [1] "2021-08-31 00:00:00 TSLA 1000 @ 245.240005493164"
## [1] "2021-09-21 00:00:00 TSLA -1000 @ 246.460006713867"
## [1] "2021-09-28 00:00:00 TSLA 1000 @ 259.186676025391"
## [1] "2021-10-11 00:00:00 TSLA -1000 @ 263.980010986328"
## [1] "2021-10-13 00:00:00 TSLA 1000 @ 270.359985351562"
## [1] "2021-11-11 00:00:00 TSLA -1000 @ 354.503326416016"
## [1] "2021-12-28 00:00:00 TSLA 1000 @ 362.823333740234"
## [1] "2022-01-14 00:00:00 TSLA -1000 @ 349.869995117188"
## [1] "2022-02-17 00:00:00 TSLA 1000 @ 292.116668701172"
## [1] "2022-02-22 00:00:00 TSLA -1000 @ 273.843322753906"
## [1] "2022-03-03 00:00:00 TSLA 1000 @ 279.763336181641"
## [1] "2022-03-15 00:00:00 TSLA -1000 @ 267.296661376953"
## [1] "2022-03-17 00:00:00 TSLA 1000 @ 290.533325195312"
## [1] "2022-04-12 00:00:00 TSLA -1000 @ 328.983337402344"
## [1] "2022-06-01 00:00:00 TSLA 1000 @ 246.789993286133"
## [1] "2022-08-22 00:00:00 TSLA -1000 @ 289.913330078125"
## [1] "2022-09-16 00:00:00 TSLA 1000 @ 303.350006103516"
## [1] "2022-09-23 00:00:00 TSLA -1000 @ 275.329986572266"
## [1] "2022-10-28 00:00:00 TSLA 1000 @ 228.520004272461"
## [1] "2022-11-09 00:00:00 TSLA -1000 @ 177.589996337891"
## [1] "2022-11-29 00:00:00 TSLA 1000 @ 180.830001831055"
## [1] "2022-12-14 00:00:00 TSLA -1000 @ 156.800003051758"
## [1] "2023-01-12 00:00:00 TSLA 1000 @ 123.559997558594"
## [1] "2023-02-27 00:00:00 TSLA -1000 @ 207.630004882812"
## [1] "2023-04-03 00:00:00 TSLA 1000 @ 194.770004272461"
## [1] "2023-04-06 00:00:00 TSLA -1000 @ 185.059997558594"
## [1] "2023-05-10 00:00:00 TSLA 1000 @ 168.539993286133"
## [1] "2023-06-28 00:00:00 TSLA -1000 @ 256.239990234375"
## [1] "2023-08-30 00:00:00 TSLA 1000 @ 256.899993896484"
## [1] "2023-09-25 00:00:00 TSLA -1000 @ 246.990005493164"
## [1] "2023-10-09 00:00:00 TSLA 1000 @ 259.670013427734"
## [1] "2023-10-17 00:00:00 TSLA -1000 @ 254.850006103516"
## [1] "2023-11-09 00:00:00 TSLA 1000 @ 209.979995727539"
## [1] "2024-01-03 00:00:00 TSLA -1000 @ 238.449996948242"
## [1] "2024-02-14 00:00:00 TSLA 1000 @ 188.710006713867"
## [1] "2024-03-08 00:00:00 TSLA -1000 @ 175.339996337891"
## [1] "2024-03-26 00:00:00 TSLA 1000 @ 177.669998168945"
## [1] "2024-04-17 00:00:00 TSLA -1000 @ 155.449996948242"
## [1] "2024-04-29 00:00:00 TSLA 1000 @ 194.050003051758"
## [1] "2024-06-04 00:00:00 TSLA -1000 @ 174.770004272461"
## [1] "2024-06-18 00:00:00 TSLA 1000 @ 184.860000610352"
## [1] "2024-07-23 00:00:00 TSLA -1000 @ 246.380004882812"
## [1] "2024-08-22 00:00:00 TSLA 1000 @ 210.660003662109"
## [1] "2024-08-29 00:00:00 TSLA -1000 @ 206.279998779297"
## [1] "2024-09-05 00:00:00 TSLA 1000 @ 230.169998168945"
## [1] "2024-10-08 00:00:00 TSLA -1000 @ 244.5"
## [1] "2024-10-28 00:00:00 TSLA 1000 @ 262.510009765625"
## [1] "2024-12-02 00:00:00 TSLA -1000 @ 357.089996337891"
## [1] "2024-12-09 00:00:00 TSLA 1000 @ 389.790008544922"
## [1] "2024-12-24 00:00:00 TSLA -1000 @ 462.279998779297"
## [1] "2025-03-25 00:00:00 TSLA 1000 @ 288.140014648438"
## 测试参数组合 25/27: nFast=8, nSlow=30, nSig=11
## 策略环境已重置
## [1] "2010-09-30 00:00:00 TSLA 1000 @ 1.36066699028015"
## [1] "2010-10-04 00:00:00 TSLA -1000 @ 1.39933300018311"
## [1] "2010-10-06 00:00:00 TSLA 1000 @ 1.3639999628067"
## [1] "2010-10-07 00:00:00 TSLA -1000 @ 1.36199998855591"
## [1] "2010-10-25 00:00:00 TSLA 1000 @ 1.38999998569489"
## [1] "2010-12-03 00:00:00 TSLA -1000 @ 2.09933304786682"
## [1] "2011-02-03 00:00:00 TSLA 1000 @ 1.57533299922943"
## [1] "2011-02-08 00:00:00 TSLA -1000 @ 1.63266694545746"
## [1] "2011-02-09 00:00:00 TSLA 1000 @ 1.54733300209045"
## [1] "2011-02-24 00:00:00 TSLA -1000 @ 1.50199997425079"
## [1] "2011-02-28 00:00:00 TSLA 1000 @ 1.59266698360443"
## [1] "2011-03-16 00:00:00 TSLA -1000 @ 1.52133297920227"
## [1] "2011-03-30 00:00:00 TSLA 1000 @ 1.58066701889038"
## [1] "2011-04-14 00:00:00 TSLA -1000 @ 1.67599999904633"
## [1] "2011-04-25 00:00:00 TSLA 1000 @ 1.75933301448822"
## [1] "2011-05-06 00:00:00 TSLA -1000 @ 1.80799996852875"
## [1] "2011-05-10 00:00:00 TSLA 1000 @ 1.88866698741913"
## [1] "2011-05-13 00:00:00 TSLA -1000 @ 1.83666694164276"
## [1] "2011-05-26 00:00:00 TSLA 1000 @ 1.96533298492432"
## [1] "2011-06-08 00:00:00 TSLA -1000 @ 1.80799996852875"
## [1] "2011-06-30 00:00:00 TSLA 1000 @ 1.94200003147125"
## [1] "2011-07-14 00:00:00 TSLA -1000 @ 1.84066700935364"
## [1] "2011-07-25 00:00:00 TSLA 1000 @ 1.89933300018311"
## [1] "2011-07-27 00:00:00 TSLA -1000 @ 1.84266698360443"
## [1] "2011-08-17 00:00:00 TSLA 1000 @ 1.72200000286102"
## [1] "2011-08-19 00:00:00 TSLA -1000 @ 1.48666703701019"
## [1] "2011-08-30 00:00:00 TSLA 1000 @ 1.64199995994568"
## [1] "2011-10-03 00:00:00 TSLA -1000 @ 1.58200001716614"
## [1] "2011-10-07 00:00:00 TSLA 1000 @ 1.79933297634125"
## [1] "2011-11-22 00:00:00 TSLA -1000 @ 2.13800001144409"
## [1] "2011-12-07 00:00:00 TSLA 1000 @ 2.27933311462402"
## [1] "2011-12-09 00:00:00 TSLA -1000 @ 2.06933307647705"
## [1] "2012-01-12 00:00:00 TSLA 1000 @ 1.88333296775818"
## [1] "2012-01-17 00:00:00 TSLA -1000 @ 1.77333295345306"
## [1] "2012-01-24 00:00:00 TSLA 1000 @ 1.82799994945526"
## [1] "2012-02-29 00:00:00 TSLA -1000 @ 2.22733306884766"
## [1] "2012-03-14 00:00:00 TSLA 1000 @ 2.35266709327698"
## [1] "2012-03-16 00:00:00 TSLA -1000 @ 2.35466694831848"
## [1] "2012-03-28 00:00:00 TSLA 1000 @ 2.52333307266235"
## [1] "2012-04-05 00:00:00 TSLA -1000 @ 2.29866695404053"
## [1] "2012-05-01 00:00:00 TSLA 1000 @ 2.25200009346008"
## [1] "2012-05-07 00:00:00 TSLA -1000 @ 2.16466689109802"
## [1] "2012-05-24 00:00:00 TSLA 1000 @ 2.01866698265076"
## [1] "2012-06-04 00:00:00 TSLA -1000 @ 1.85866701602936"
## [1] "2012-06-11 00:00:00 TSLA 1000 @ 1.94133305549622"
## [1] "2012-07-03 00:00:00 TSLA -1000 @ 2.04399991035461"
## [1] "2012-07-13 00:00:00 TSLA 1000 @ 2.28333306312561"
## [1] "2012-07-23 00:00:00 TSLA -1000 @ 2.04399991035461"
## [1] "2012-08-09 00:00:00 TSLA 1000 @ 1.96066701412201"
## [1] "2012-08-29 00:00:00 TSLA -1000 @ 1.89400005340576"
## [1] "2012-09-10 00:00:00 TSLA 1000 @ 1.82466697692871"
## [1] "2012-09-11 00:00:00 TSLA -1000 @ 1.85333299636841"
## [1] "2012-09-14 00:00:00 TSLA 1000 @ 2.02600002288818"
## [1] "2012-09-26 00:00:00 TSLA -1000 @ 1.83599996566772"
## [1] "2012-11-02 00:00:00 TSLA 1000 @ 1.92799997329712"
## [1] "2012-12-14 00:00:00 TSLA -1000 @ 2.25399994850159"
## [1] "2013-01-23 00:00:00 TSLA 1000 @ 2.40000009536743"
## [1] "2013-02-13 00:00:00 TSLA -1000 @ 2.56333303451538"
## [1] "2013-03-08 00:00:00 TSLA 1000 @ 2.56466698646545"
## [1] "2013-03-18 00:00:00 TSLA -1000 @ 2.34333300590515"
## [1] "2013-03-27 00:00:00 TSLA 1000 @ 2.54399991035461"
## [1] "2013-06-03 00:00:00 TSLA -1000 @ 6.17266702651978"
## [1] "2013-07-03 00:00:00 TSLA 1000 @ 7.68266677856445"
## [1] "2013-07-17 00:00:00 TSLA -1000 @ 8.01666736602783"
## [1] "2013-07-31 00:00:00 TSLA 1000 @ 8.95199966430664"
## [1] "2013-08-15 00:00:00 TSLA -1000 @ 9.31133270263672"
## [1] "2013-08-26 00:00:00 TSLA 1000 @ 10.9479999542236"
## [1] "2013-09-09 00:00:00 TSLA -1000 @ 10.7133331298828"
## [1] "2013-09-23 00:00:00 TSLA 1000 @ 12.0740003585815"
## [1] "2013-10-03 00:00:00 TSLA -1000 @ 11.5539999008179"
## [1] "2013-12-03 00:00:00 TSLA 1000 @ 9.64666652679443"
## [1] "2014-01-10 00:00:00 TSLA -1000 @ 9.71466732025146"
## [1] "2014-01-15 00:00:00 TSLA 1000 @ 10.9420003890991"
## [1] "2014-02-06 00:00:00 TSLA -1000 @ 11.8920001983643"
## [1] "2014-02-11 00:00:00 TSLA 1000 @ 13.1079998016357"
## [1] "2014-03-11 00:00:00 TSLA -1000 @ 15.6273326873779"
## [1] "2014-04-23 00:00:00 TSLA 1000 @ 13.8660001754761"
## [1] "2014-04-29 00:00:00 TSLA -1000 @ 13.7946672439575"
## [1] "2014-04-30 00:00:00 TSLA 1000 @ 13.8593330383301"
## [1] "2014-05-09 00:00:00 TSLA -1000 @ 12.1506671905518"
## [1] "2014-05-21 00:00:00 TSLA 1000 @ 13.296667098999"
## [1] "2014-06-13 00:00:00 TSLA -1000 @ 13.7613334655762"
## [1] "2014-06-16 00:00:00 TSLA 1000 @ 14.9739999771118"
## [1] "2014-07-07 00:00:00 TSLA -1000 @ 14.8439998626709"
## [1] "2014-07-30 00:00:00 TSLA 1000 @ 15.2613334655762"
## [1] "2014-08-22 00:00:00 TSLA -1000 @ 17.1186676025391"
## [1] "2014-09-03 00:00:00 TSLA 1000 @ 18.746000289917"
## [1] "2014-09-12 00:00:00 TSLA -1000 @ 18.6133327484131"
## [1] "2014-10-08 00:00:00 TSLA 1000 @ 17.2853336334229"
## [1] "2014-10-13 00:00:00 TSLA -1000 @ 14.9726667404175"
## [1] "2014-10-27 00:00:00 TSLA 1000 @ 14.7779998779297"
## [1] "2014-10-28 00:00:00 TSLA -1000 @ 16.1846675872803"
## [1] "2014-10-29 00:00:00 TSLA 1000 @ 15.8733329772949"
## [1] "2014-11-28 00:00:00 TSLA -1000 @ 16.3013324737549"
## [1] "2014-12-23 00:00:00 TSLA 1000 @ 14.7313327789307"
## [1] "2015-01-08 00:00:00 TSLA -1000 @ 14.0413331985474"
## [1] "2015-01-26 00:00:00 TSLA 1000 @ 13.7700004577637"
## [1] "2015-02-17 00:00:00 TSLA -1000 @ 13.6233329772949"
## [1] "2015-02-23 00:00:00 TSLA 1000 @ 13.8226671218872"
## [1] "2015-02-25 00:00:00 TSLA -1000 @ 13.5839996337891"
## [1] "2015-03-19 00:00:00 TSLA 1000 @ 13.0433330535889"
## [1] "2015-03-30 00:00:00 TSLA -1000 @ 12.7046670913696"
## [1] "2015-04-07 00:00:00 TSLA 1000 @ 13.5500001907349"
## [1] "2015-05-22 00:00:00 TSLA -1000 @ 16.5153331756592"
## [1] "2015-06-22 00:00:00 TSLA 1000 @ 17.3193321228027"
## [1] "2015-06-30 00:00:00 TSLA -1000 @ 17.8840007781982"
## [1] "2015-07-02 00:00:00 TSLA 1000 @ 18.6679992675781"
## [1] "2015-07-09 00:00:00 TSLA -1000 @ 17.1946678161621"
## [1] "2015-07-21 00:00:00 TSLA 1000 @ 17.7846660614014"
## [1] "2015-07-22 00:00:00 TSLA -1000 @ 17.8579998016357"
## [1] "2015-08-19 00:00:00 TSLA 1000 @ 17.0166664123535"
## [1] "2015-08-21 00:00:00 TSLA -1000 @ 15.3846673965454"
## [1] "2015-08-31 00:00:00 TSLA 1000 @ 16.6040000915527"
## [1] "2015-09-29 00:00:00 TSLA -1000 @ 16.4433326721191"
## [1] "2015-11-03 00:00:00 TSLA 1000 @ 13.8900003433228"
## [1] "2015-12-14 00:00:00 TSLA -1000 @ 14.5719995498657"
## [1] "2015-12-18 00:00:00 TSLA 1000 @ 15.3640003204346"
## [1] "2016-01-06 00:00:00 TSLA -1000 @ 14.6026668548584"
## [1] "2016-02-19 00:00:00 TSLA 1000 @ 11.1053333282471"
## [1] "2016-03-31 00:00:00 TSLA -1000 @ 15.3179998397827"
## [1] "2016-04-05 00:00:00 TSLA 1000 @ 17.0313339233398"
## [1] "2016-04-13 00:00:00 TSLA -1000 @ 16.9686660766602"
## [1] "2016-05-24 00:00:00 TSLA 1000 @ 14.5273332595825"
## [1] "2016-06-15 00:00:00 TSLA -1000 @ 14.5133333206177"
## [1] "2016-07-05 00:00:00 TSLA 1000 @ 14.2653331756592"
## [1] "2016-08-04 00:00:00 TSLA -1000 @ 15.3739995956421"
## [1] "2016-08-05 00:00:00 TSLA 1000 @ 15.3353328704834"
## [1] "2016-08-08 00:00:00 TSLA -1000 @ 15.0773334503174"
## [1] "2016-09-19 00:00:00 TSLA 1000 @ 13.7559995651245"
## [1] "2016-10-10 00:00:00 TSLA -1000 @ 13.3966665267944"
## [1] "2016-10-20 00:00:00 TSLA 1000 @ 13.2733325958252"
## [1] "2016-11-02 00:00:00 TSLA -1000 @ 12.5346670150757"
## [1] "2016-11-23 00:00:00 TSLA 1000 @ 12.8760004043579"
## [1] "2016-12-05 00:00:00 TSLA -1000 @ 12.453332901001"
## [1] "2016-12-08 00:00:00 TSLA 1000 @ 12.8193330764771"
## [1] "2017-02-01 00:00:00 TSLA -1000 @ 16.6159992218018"
## [1] "2017-02-10 00:00:00 TSLA 1000 @ 17.9486675262451"
## [1] "2017-02-21 00:00:00 TSLA -1000 @ 18.4926662445068"
## [1] "2017-03-17 00:00:00 TSLA 1000 @ 17.4333324432373"
## [1] "2017-04-19 00:00:00 TSLA -1000 @ 20.3680000305176"
## [1] "2017-05-15 00:00:00 TSLA 1000 @ 21.058666229248"
## [1] "2017-05-16 00:00:00 TSLA -1000 @ 21.1340007781982"
## [1] "2017-05-31 00:00:00 TSLA 1000 @ 22.7339992523193"
## [1] "2017-06-27 00:00:00 TSLA -1000 @ 24.1580009460449"
## [1] "2017-07-25 00:00:00 TSLA 1000 @ 22.6399993896484"
## [1] "2017-08-02 00:00:00 TSLA -1000 @ 21.7259998321533"
## [1] "2017-08-04 00:00:00 TSLA 1000 @ 23.7940006256104"
## [1] "2017-08-22 00:00:00 TSLA -1000 @ 22.7566661834717"
## [1] "2017-09-05 00:00:00 TSLA 1000 @ 23.3059997558594"
## [1] "2017-09-06 00:00:00 TSLA -1000 @ 22.9686660766602"
## [1] "2017-09-12 00:00:00 TSLA 1000 @ 24.1833324432373"
## [1] "2017-09-25 00:00:00 TSLA -1000 @ 22.9993324279785"
## [1] "2017-10-12 00:00:00 TSLA 1000 @ 23.7119998931885"
## [1] "2017-10-23 00:00:00 TSLA -1000 @ 22.4680004119873"
## [1] "2017-11-16 00:00:00 TSLA 1000 @ 20.8333320617676"
## [1] "2017-12-27 00:00:00 TSLA -1000 @ 20.7759990692139"
## [1] "2018-01-09 00:00:00 TSLA 1000 @ 22.246000289917"
## [1] "2018-02-05 00:00:00 TSLA -1000 @ 22.208667755127"
## [1] "2018-02-23 00:00:00 TSLA 1000 @ 23.4699993133545"
## [1] "2018-03-06 00:00:00 TSLA -1000 @ 21.8799991607666"
## [1] "2018-03-14 00:00:00 TSLA 1000 @ 21.775333404541"
## [1] "2018-03-15 00:00:00 TSLA -1000 @ 21.7066669464111"
## [1] "2018-04-09 00:00:00 TSLA 1000 @ 19.3106670379639"
## [1] "2018-04-26 00:00:00 TSLA -1000 @ 19.0319995880127"
## [1] "2018-04-27 00:00:00 TSLA 1000 @ 19.6053333282471"
## [1] "2018-05-16 00:00:00 TSLA -1000 @ 19.0986671447754"
## [1] "2018-05-31 00:00:00 TSLA 1000 @ 18.9820003509521"
## [1] "2018-06-26 00:00:00 TSLA -1000 @ 22.7999992370605"
## [1] "2018-08-03 00:00:00 TSLA 1000 @ 23.211332321167"
## [1] "2018-08-20 00:00:00 TSLA -1000 @ 20.5626678466797"
## [1] "2018-09-18 00:00:00 TSLA 1000 @ 18.9973335266113"
## [1] "2018-10-08 00:00:00 TSLA -1000 @ 16.7040004730225"
## [1] "2018-10-18 00:00:00 TSLA 1000 @ 17.5939998626709"
## [1] "2018-11-15 00:00:00 TSLA -1000 @ 23.2293338775635"
## [1] "2018-11-19 00:00:00 TSLA 1000 @ 23.5646667480469"
## [1] "2018-11-20 00:00:00 TSLA -1000 @ 23.1660003662109"
## [1] "2018-12-07 00:00:00 TSLA 1000 @ 23.8646678924561"
## [1] "2018-12-10 00:00:00 TSLA -1000 @ 24.3433322906494"
## [1] "2018-12-11 00:00:00 TSLA 1000 @ 24.4506664276123"
## [1] "2018-12-18 00:00:00 TSLA -1000 @ 22.4686660766602"
## [1] "2019-01-09 00:00:00 TSLA 1000 @ 22.5686664581299"
## [1] "2019-01-22 00:00:00 TSLA -1000 @ 19.92799949646"
## [1] "2019-02-05 00:00:00 TSLA 1000 @ 21.4233322143555"
## [1] "2019-02-22 00:00:00 TSLA -1000 @ 19.6473331451416"
## [1] "2019-02-28 00:00:00 TSLA 1000 @ 21.3253326416016"
## [1] "2019-03-05 00:00:00 TSLA -1000 @ 18.4360008239746"
## [1] "2019-03-15 00:00:00 TSLA 1000 @ 18.3619995117188"
## [1] "2019-03-18 00:00:00 TSLA -1000 @ 17.9659996032715"
## [1] "2019-03-29 00:00:00 TSLA 1000 @ 18.6573333740234"
## [1] "2019-04-15 00:00:00 TSLA -1000 @ 17.7586669921875"
## [1] "2019-04-17 00:00:00 TSLA 1000 @ 18.0820007324219"
## [1] "2019-04-23 00:00:00 TSLA -1000 @ 17.5933322906494"
## [1] "2019-05-07 00:00:00 TSLA 1000 @ 16.470666885376"
## [1] "2019-05-13 00:00:00 TSLA -1000 @ 15.1339998245239"
## [1] "2019-06-06 00:00:00 TSLA 1000 @ 13.7299995422363"
## [1] "2019-07-26 00:00:00 TSLA -1000 @ 15.2026672363281"
## [1] "2019-09-03 00:00:00 TSLA 1000 @ 15.0006666183472"
## [1] "2019-09-25 00:00:00 TSLA -1000 @ 15.2466669082642"
## [1] "2019-10-02 00:00:00 TSLA 1000 @ 16.208667755127"
## [1] "2019-10-04 00:00:00 TSLA -1000 @ 15.4286670684814"
## [1] "2019-10-11 00:00:00 TSLA 1000 @ 16.5259990692139"
## [1] "2019-11-19 00:00:00 TSLA -1000 @ 23.9680004119873"
## [1] "2019-12-16 00:00:00 TSLA 1000 @ 25.4333324432373"
## [1] "2020-01-29 00:00:00 TSLA -1000 @ 38.732666015625"
## [1] "2020-01-31 00:00:00 TSLA 1000 @ 43.3713340759277"
## [1] "2020-02-13 00:00:00 TSLA -1000 @ 53.5999984741211"
## [1] "2020-02-20 00:00:00 TSLA 1000 @ 59.9606666564941"
## [1] "2020-02-25 00:00:00 TSLA -1000 @ 53.3273315429688"
## [1] "2020-03-30 00:00:00 TSLA 1000 @ 33.4753341674805"
## [1] "2020-05-06 00:00:00 TSLA -1000 @ 52.1720008850098"
## [1] "2020-05-11 00:00:00 TSLA 1000 @ 54.0859985351562"
## [1] "2020-05-13 00:00:00 TSLA -1000 @ 52.7306671142578"
## [1] "2020-06-03 00:00:00 TSLA 1000 @ 58.8639984130859"
## [1] "2020-06-23 00:00:00 TSLA -1000 @ 66.7853317260742"
## [1] "2020-07-02 00:00:00 TSLA 1000 @ 80.5773315429688"
## [1] "2020-07-24 00:00:00 TSLA -1000 @ 94.466667175293"
## [1] "2020-08-18 00:00:00 TSLA 1000 @ 125.805999755859"
## [1] "2020-09-04 00:00:00 TSLA -1000 @ 139.440002441406"
## [1] "2020-10-14 00:00:00 TSLA 1000 @ 153.766662597656"
## [1] "2020-10-20 00:00:00 TSLA -1000 @ 140.646667480469"
## [1] "2020-11-09 00:00:00 TSLA 1000 @ 140.419998168945"
## [1] "2020-11-11 00:00:00 TSLA -1000 @ 139.043334960938"
## [1] "2020-11-18 00:00:00 TSLA 1000 @ 162.213333129883"
## [1] "2020-12-16 00:00:00 TSLA -1000 @ 207.589996337891"
## [1] "2020-12-21 00:00:00 TSLA 1000 @ 216.619995117188"
## [1] "2020-12-22 00:00:00 TSLA -1000 @ 213.446670532227"
## [1] "2021-01-06 00:00:00 TSLA 1000 @ 251.99333190918"
## [1] "2021-01-21 00:00:00 TSLA -1000 @ 281.663330078125"
## [1] "2021-03-15 00:00:00 TSLA 1000 @ 235.979995727539"
## [1] "2021-03-29 00:00:00 TSLA -1000 @ 203.763336181641"
## [1] "2021-04-01 00:00:00 TSLA 1000 @ 220.58332824707"
## [1] "2021-04-29 00:00:00 TSLA -1000 @ 225.66667175293"
## [1] "2021-05-27 00:00:00 TSLA 1000 @ 210.283340454102"
## [1] "2021-07-09 00:00:00 TSLA -1000 @ 218.983337402344"
## [1] "2021-07-13 00:00:00 TSLA 1000 @ 222.846664428711"
## [1] "2021-07-15 00:00:00 TSLA -1000 @ 216.866668701172"
## [1] "2021-08-02 00:00:00 TSLA 1000 @ 236.556671142578"
## [1] "2021-08-17 00:00:00 TSLA -1000 @ 221.903335571289"
## [1] "2021-08-31 00:00:00 TSLA 1000 @ 245.240005493164"
## [1] "2021-09-21 00:00:00 TSLA -1000 @ 246.460006713867"
## [1] "2021-09-28 00:00:00 TSLA 1000 @ 259.186676025391"
## [1] "2021-10-06 00:00:00 TSLA -1000 @ 260.916656494141"
## [1] "2021-10-08 00:00:00 TSLA 1000 @ 261.829986572266"
## [1] "2021-10-11 00:00:00 TSLA -1000 @ 263.980010986328"
## [1] "2021-10-13 00:00:00 TSLA 1000 @ 270.359985351562"
## [1] "2021-11-10 00:00:00 TSLA -1000 @ 355.983337402344"
## [1] "2021-12-27 00:00:00 TSLA 1000 @ 364.646667480469"
## [1] "2022-01-11 00:00:00 TSLA -1000 @ 354.799987792969"
## [1] "2022-01-13 00:00:00 TSLA 1000 @ 343.853332519531"
## [1] "2022-01-14 00:00:00 TSLA -1000 @ 349.869995117188"
## [1] "2022-02-09 00:00:00 TSLA 1000 @ 310.666656494141"
## [1] "2022-02-14 00:00:00 TSLA -1000 @ 291.920013427734"
## [1] "2022-02-16 00:00:00 TSLA 1000 @ 307.796661376953"
## [1] "2022-02-23 00:00:00 TSLA -1000 @ 254.679992675781"
## [1] "2022-03-02 00:00:00 TSLA 1000 @ 293.296661376953"
## [1] "2022-03-15 00:00:00 TSLA -1000 @ 267.296661376953"
## [1] "2022-03-17 00:00:00 TSLA 1000 @ 290.533325195312"
## [1] "2022-04-11 00:00:00 TSLA -1000 @ 325.309997558594"
## [1] "2022-05-31 00:00:00 TSLA 1000 @ 252.753326416016"
## [1] "2022-06-15 00:00:00 TSLA -1000 @ 233"
## [1] "2022-06-16 00:00:00 TSLA 1000 @ 213.100006103516"
## [1] "2022-06-17 00:00:00 TSLA -1000 @ 216.759994506836"
## [1] "2022-06-22 00:00:00 TSLA 1000 @ 236.086669921875"
## [1] "2022-08-11 00:00:00 TSLA -1000 @ 286.630004882812"
## [1] "2022-08-16 00:00:00 TSLA 1000 @ 306.563323974609"
## [1] "2022-08-18 00:00:00 TSLA -1000 @ 302.869995117188"
## [1] "2022-09-13 00:00:00 TSLA 1000 @ 292.130004882812"
## [1] "2022-09-23 00:00:00 TSLA -1000 @ 275.329986572266"
## [1] "2022-10-26 00:00:00 TSLA 1000 @ 224.639999389648"
## [1] "2022-11-08 00:00:00 TSLA -1000 @ 191.300003051758"
## [1] "2022-11-29 00:00:00 TSLA 1000 @ 180.830001831055"
## [1] "2022-12-13 00:00:00 TSLA -1000 @ 160.949996948242"
## [1] "2023-01-11 00:00:00 TSLA 1000 @ 123.220001220703"
## [1] "2023-02-22 00:00:00 TSLA -1000 @ 200.860000610352"
## [1] "2023-03-24 00:00:00 TSLA 1000 @ 190.410003662109"
## [1] "2023-04-06 00:00:00 TSLA -1000 @ 185.059997558594"
## [1] "2023-05-08 00:00:00 TSLA 1000 @ 171.789993286133"
## [1] "2023-06-27 00:00:00 TSLA -1000 @ 250.210006713867"
## [1] "2023-08-28 00:00:00 TSLA 1000 @ 238.820007324219"
## [1] "2023-09-22 00:00:00 TSLA -1000 @ 244.880004882812"
## [1] "2023-10-06 00:00:00 TSLA 1000 @ 260.529998779297"
## [1] "2023-10-17 00:00:00 TSLA -1000 @ 254.850006103516"
## [1] "2023-11-07 00:00:00 TSLA 1000 @ 222.179992675781"
## [1] "2023-12-13 00:00:00 TSLA -1000 @ 239.289993286133"
## [1] "2023-12-15 00:00:00 TSLA 1000 @ 253.5"
## [1] "2024-01-02 00:00:00 TSLA -1000 @ 248.419998168945"
## [1] "2024-02-09 00:00:00 TSLA 1000 @ 193.570007324219"
## [1] "2024-03-07 00:00:00 TSLA -1000 @ 178.649993896484"
## [1] "2024-03-22 00:00:00 TSLA 1000 @ 170.830001831055"
## [1] "2024-04-17 00:00:00 TSLA -1000 @ 155.449996948242"
## [1] "2024-04-26 00:00:00 TSLA 1000 @ 168.289993286133"
## [1] "2024-05-14 00:00:00 TSLA -1000 @ 177.550003051758"
## [1] "2024-05-15 00:00:00 TSLA 1000 @ 173.990005493164"
## [1] "2024-05-30 00:00:00 TSLA -1000 @ 178.789993286133"
## [1] "2024-06-14 00:00:00 TSLA 1000 @ 178.009994506836"
## [1] "2024-07-19 00:00:00 TSLA -1000 @ 239.199996948242"
## [1] "2024-08-19 00:00:00 TSLA 1000 @ 222.720001220703"
## [1] "2024-08-29 00:00:00 TSLA -1000 @ 206.279998779297"
## [1] "2024-09-05 00:00:00 TSLA 1000 @ 230.169998168945"
## [1] "2024-10-04 00:00:00 TSLA -1000 @ 250.080001831055"
## [1] "2024-10-25 00:00:00 TSLA 1000 @ 269.190002441406"
## [1] "2024-11-27 00:00:00 TSLA -1000 @ 332.890014648438"
## [1] "2024-12-09 00:00:00 TSLA 1000 @ 389.790008544922"
## [1] "2024-12-23 00:00:00 TSLA -1000 @ 430.600006103516"
## [1] "2025-03-24 00:00:00 TSLA 1000 @ 278.390014648438"
## [1] "2025-04-09 00:00:00 TSLA -1000 @ 272.200012207031"
## [1] "2025-04-10 00:00:00 TSLA 1000 @ 252.399993896484"
## [1] "2025-04-22 00:00:00 TSLA -1000 @ 237.970001220703"
## [1] "2025-04-24 00:00:00 TSLA 1000 @ 259.510009765625"
## 测试参数组合 26/27: nFast=12, nSlow=30, nSig=11
## 策略环境已重置
## [1] "2010-09-30 00:00:00 TSLA 1000 @ 1.36066699028015"
## [1] "2010-10-04 00:00:00 TSLA -1000 @ 1.39933300018311"
## [1] "2010-10-06 00:00:00 TSLA 1000 @ 1.3639999628067"
## [1] "2010-10-07 00:00:00 TSLA -1000 @ 1.36199998855591"
## [1] "2010-10-26 00:00:00 TSLA 1000 @ 1.42400002479553"
## [1] "2010-12-06 00:00:00 TSLA -1000 @ 2.02066707611084"
## [1] "2011-02-09 00:00:00 TSLA 1000 @ 1.54733300209045"
## [1] "2011-02-24 00:00:00 TSLA -1000 @ 1.50199997425079"
## [1] "2011-02-28 00:00:00 TSLA 1000 @ 1.59266698360443"
## [1] "2011-03-18 00:00:00 TSLA -1000 @ 1.53066694736481"
## [1] "2011-03-30 00:00:00 TSLA 1000 @ 1.58066701889038"
## [1] "2011-04-19 00:00:00 TSLA -1000 @ 1.67733299732208"
## [1] "2011-04-25 00:00:00 TSLA 1000 @ 1.75933301448822"
## [1] "2011-05-06 00:00:00 TSLA -1000 @ 1.80799996852875"
## [1] "2011-05-10 00:00:00 TSLA 1000 @ 1.88866698741913"
## [1] "2011-05-16 00:00:00 TSLA -1000 @ 1.77333295345306"
## [1] "2011-05-27 00:00:00 TSLA 1000 @ 1.97000002861023"
## [1] "2011-06-09 00:00:00 TSLA -1000 @ 1.84133303165436"
## [1] "2011-07-01 00:00:00 TSLA 1000 @ 1.93466699123383"
## [1] "2011-07-15 00:00:00 TSLA -1000 @ 1.83866703510284"
## [1] "2011-07-25 00:00:00 TSLA 1000 @ 1.89933300018311"
## [1] "2011-07-27 00:00:00 TSLA -1000 @ 1.84266698360443"
## [1] "2011-08-31 00:00:00 TSLA 1000 @ 1.64933300018311"
## [1] "2011-10-04 00:00:00 TSLA -1000 @ 1.57733297348022"
## [1] "2011-10-07 00:00:00 TSLA 1000 @ 1.79933297634125"
## [1] "2011-11-22 00:00:00 TSLA -1000 @ 2.13800001144409"
## [1] "2012-01-13 00:00:00 TSLA 1000 @ 1.51933300495148"
## [1] "2012-01-17 00:00:00 TSLA -1000 @ 1.77333295345306"
## [1] "2012-01-25 00:00:00 TSLA 1000 @ 1.86466705799103"
## [1] "2012-03-01 00:00:00 TSLA -1000 @ 2.29399991035461"
## [1] "2012-03-14 00:00:00 TSLA 1000 @ 2.35266709327698"
## [1] "2012-03-16 00:00:00 TSLA -1000 @ 2.35466694831848"
## [1] "2012-03-28 00:00:00 TSLA 1000 @ 2.52333307266235"
## [1] "2012-04-05 00:00:00 TSLA -1000 @ 2.29866695404053"
## [1] "2012-05-02 00:00:00 TSLA 1000 @ 2.26266694068909"
## [1] "2012-05-07 00:00:00 TSLA -1000 @ 2.16466689109802"
## [1] "2012-05-29 00:00:00 TSLA 1000 @ 2.11266708374023"
## [1] "2012-06-04 00:00:00 TSLA -1000 @ 1.85866701602936"
## [1] "2012-06-11 00:00:00 TSLA 1000 @ 1.94133305549622"
## [1] "2012-07-05 00:00:00 TSLA -1000 @ 2.08200001716614"
## [1] "2012-07-13 00:00:00 TSLA 1000 @ 2.28333306312561"
## [1] "2012-07-24 00:00:00 TSLA -1000 @ 1.98933303356171"
## [1] "2012-08-13 00:00:00 TSLA 1000 @ 2.07800006866455"
## [1] "2012-08-30 00:00:00 TSLA -1000 @ 1.89400005340576"
## [1] "2012-09-14 00:00:00 TSLA 1000 @ 2.02600002288818"
## [1] "2012-09-27 00:00:00 TSLA -1000 @ 1.89933300018311"
## [1] "2012-11-02 00:00:00 TSLA 1000 @ 1.92799997329712"
## [1] "2012-12-14 00:00:00 TSLA -1000 @ 2.25399994850159"
## [1] "2013-01-24 00:00:00 TSLA 1000 @ 2.46600008010864"
## [1] "2013-02-15 00:00:00 TSLA -1000 @ 2.4693329334259"
## [1] "2013-03-11 00:00:00 TSLA 1000 @ 2.60666704177856"
## [1] "2013-03-18 00:00:00 TSLA -1000 @ 2.34333300590515"
## [1] "2013-03-27 00:00:00 TSLA 1000 @ 2.54399991035461"
## [1] "2013-06-03 00:00:00 TSLA -1000 @ 6.17266702651978"
## [1] "2013-07-08 00:00:00 TSLA 1000 @ 8.10733318328857"
## [1] "2013-07-17 00:00:00 TSLA -1000 @ 8.01666736602783"
## [1] "2013-08-02 00:00:00 TSLA 1000 @ 9.19999980926514"
## [1] "2013-08-15 00:00:00 TSLA -1000 @ 9.31133270263672"
## [1] "2013-08-26 00:00:00 TSLA 1000 @ 10.9479999542236"
## [1] "2013-09-09 00:00:00 TSLA -1000 @ 10.7133331298828"
## [1] "2013-09-25 00:00:00 TSLA 1000 @ 12.3493328094482"
## [1] "2013-10-04 00:00:00 TSLA -1000 @ 12.065333366394"
## [1] "2013-12-04 00:00:00 TSLA 1000 @ 9.26333332061768"
## [1] "2014-01-13 00:00:00 TSLA -1000 @ 9.28933334350586"
## [1] "2014-01-15 00:00:00 TSLA 1000 @ 10.9420003890991"
## [1] "2014-02-07 00:00:00 TSLA -1000 @ 12.4353332519531"
## [1] "2014-02-10 00:00:00 TSLA 1000 @ 13.1040000915527"
## [1] "2014-03-11 00:00:00 TSLA -1000 @ 15.6273326873779"
## [1] "2014-05-01 00:00:00 TSLA 1000 @ 13.8486671447754"
## [1] "2014-05-09 00:00:00 TSLA -1000 @ 12.1506671905518"
## [1] "2014-05-22 00:00:00 TSLA 1000 @ 13.6586666107178"
## [1] "2014-07-08 00:00:00 TSLA -1000 @ 14.6046667098999"
## [1] "2014-07-31 00:00:00 TSLA 1000 @ 14.8866672515869"
## [1] "2014-08-01 00:00:00 TSLA -1000 @ 15.5513334274292"
## [1] "2014-08-04 00:00:00 TSLA 1000 @ 15.9013328552246"
## [1] "2014-08-28 00:00:00 TSLA -1000 @ 17.5906677246094"
## [1] "2014-09-02 00:00:00 TSLA 1000 @ 18.941333770752"
## [1] "2014-09-15 00:00:00 TSLA -1000 @ 16.923999786377"
## [1] "2014-10-09 00:00:00 TSLA 1000 @ 17.1340007781982"
## [1] "2014-10-13 00:00:00 TSLA -1000 @ 14.9726667404175"
## [1] "2014-10-29 00:00:00 TSLA 1000 @ 15.8733329772949"
## [1] "2014-12-02 00:00:00 TSLA -1000 @ 15.4286670684814"
## [1] "2014-12-24 00:00:00 TSLA 1000 @ 14.8173332214355"
## [1] "2015-01-12 00:00:00 TSLA -1000 @ 13.4806671142578"
## [1] "2015-01-27 00:00:00 TSLA 1000 @ 13.7320003509521"
## [1] "2015-02-19 00:00:00 TSLA -1000 @ 14.1140003204346"
## [1] "2015-02-20 00:00:00 TSLA 1000 @ 14.4739999771118"
## [1] "2015-02-25 00:00:00 TSLA -1000 @ 13.5839996337891"
## [1] "2015-03-20 00:00:00 TSLA 1000 @ 13.2053327560425"
## [1] "2015-03-30 00:00:00 TSLA -1000 @ 12.7046670913696"
## [1] "2015-04-07 00:00:00 TSLA 1000 @ 13.5500001907349"
## [1] "2015-05-26 00:00:00 TSLA -1000 @ 16.4973335266113"
## [1] "2015-06-24 00:00:00 TSLA 1000 @ 17.67799949646"
## [1] "2015-06-30 00:00:00 TSLA -1000 @ 17.8840007781982"
## [1] "2015-07-02 00:00:00 TSLA 1000 @ 18.6679992675781"
## [1] "2015-07-09 00:00:00 TSLA -1000 @ 17.1946678161621"
## [1] "2015-07-21 00:00:00 TSLA 1000 @ 17.7846660614014"
## [1] "2015-07-22 00:00:00 TSLA -1000 @ 17.8579998016357"
## [1] "2015-09-01 00:00:00 TSLA 1000 @ 15.9086666107178"
## [1] "2015-09-30 00:00:00 TSLA -1000 @ 16.5599994659424"
## [1] "2015-11-05 00:00:00 TSLA 1000 @ 15.4513330459595"
## [1] "2015-12-14 00:00:00 TSLA -1000 @ 14.5719995498657"
## [1] "2015-12-17 00:00:00 TSLA 1000 @ 15.5593328475952"
## [1] "2016-01-06 00:00:00 TSLA -1000 @ 14.6026668548584"
## [1] "2016-02-22 00:00:00 TSLA 1000 @ 11.8493328094482"
## [1] "2016-04-14 00:00:00 TSLA -1000 @ 16.7906665802002"
## [1] "2016-05-26 00:00:00 TSLA 1000 @ 15.0080003738403"
## [1] "2016-06-20 00:00:00 TSLA -1000 @ 14.6466665267944"
## [1] "2016-07-05 00:00:00 TSLA 1000 @ 14.2653331756592"
## [1] "2016-08-09 00:00:00 TSLA -1000 @ 15.2720003128052"
## [1] "2016-09-20 00:00:00 TSLA 1000 @ 13.6426668167114"
## [1] "2016-10-12 00:00:00 TSLA -1000 @ 13.4340000152588"
## [1] "2016-10-21 00:00:00 TSLA 1000 @ 13.3393325805664"
## [1] "2016-11-02 00:00:00 TSLA -1000 @ 12.5346670150757"
## [1] "2016-11-23 00:00:00 TSLA 1000 @ 12.8760004043579"
## [1] "2017-02-02 00:00:00 TSLA -1000 @ 16.7700004577637"
## [1] "2017-02-13 00:00:00 TSLA 1000 @ 18.7066669464111"
## [1] "2017-02-21 00:00:00 TSLA -1000 @ 18.4926662445068"
## [1] "2017-03-21 00:00:00 TSLA 1000 @ 16.7119998931885"
## [1] "2017-03-22 00:00:00 TSLA -1000 @ 17.0006675720215"
## [1] "2017-03-27 00:00:00 TSLA 1000 @ 18.0146675109863"
## [1] "2017-04-24 00:00:00 TSLA -1000 @ 20.5353336334229"
## [1] "2017-05-31 00:00:00 TSLA 1000 @ 22.7339992523193"
## [1] "2017-06-28 00:00:00 TSLA -1000 @ 24.7493324279785"
## [1] "2017-07-26 00:00:00 TSLA 1000 @ 22.9233322143555"
## [1] "2017-08-02 00:00:00 TSLA -1000 @ 21.7259998321533"
## [1] "2017-08-04 00:00:00 TSLA 1000 @ 23.7940006256104"
## [1] "2017-08-22 00:00:00 TSLA -1000 @ 22.7566661834717"
## [1] "2017-09-13 00:00:00 TSLA 1000 @ 24.4153327941895"
## [1] "2017-09-25 00:00:00 TSLA -1000 @ 22.9993324279785"
## [1] "2017-10-13 00:00:00 TSLA 1000 @ 23.7046661376953"
## [1] "2017-10-23 00:00:00 TSLA -1000 @ 22.4680004119873"
## [1] "2017-11-17 00:00:00 TSLA 1000 @ 21.0033321380615"
## [1] "2017-12-28 00:00:00 TSLA -1000 @ 21.0240001678467"
## [1] "2018-01-10 00:00:00 TSLA 1000 @ 22.3199996948242"
## [1] "2018-02-05 00:00:00 TSLA -1000 @ 22.208667755127"
## [1] "2018-02-23 00:00:00 TSLA 1000 @ 23.4699993133545"
## [1] "2018-03-06 00:00:00 TSLA -1000 @ 21.8799991607666"
## [1] "2018-04-10 00:00:00 TSLA 1000 @ 20.3133335113525"
## [1] "2018-05-18 00:00:00 TSLA -1000 @ 18.4546661376953"
## [1] "2018-06-01 00:00:00 TSLA 1000 @ 19.4546661376953"
## [1] "2018-06-28 00:00:00 TSLA -1000 @ 23.3286666870117"
## [1] "2018-08-03 00:00:00 TSLA 1000 @ 23.211332321167"
## [1] "2018-08-20 00:00:00 TSLA -1000 @ 20.5626678466797"
## [1] "2018-09-20 00:00:00 TSLA 1000 @ 19.8886661529541"
## [1] "2018-10-08 00:00:00 TSLA -1000 @ 16.7040004730225"
## [1] "2018-10-24 00:00:00 TSLA 1000 @ 19.2333335876465"
## [1] "2018-11-23 00:00:00 TSLA -1000 @ 21.7220001220703"
## [1] "2018-12-12 00:00:00 TSLA 1000 @ 24.4400005340576"
## [1] "2018-12-18 00:00:00 TSLA -1000 @ 22.4686660766602"
## [1] "2019-01-11 00:00:00 TSLA 1000 @ 23.1506671905518"
## [1] "2019-01-22 00:00:00 TSLA -1000 @ 19.92799949646"
## [1] "2019-02-06 00:00:00 TSLA 1000 @ 21.1480007171631"
## [1] "2019-02-22 00:00:00 TSLA -1000 @ 19.6473331451416"
## [1] "2019-02-28 00:00:00 TSLA 1000 @ 21.3253326416016"
## [1] "2019-03-05 00:00:00 TSLA -1000 @ 18.4360008239746"
## [1] "2019-03-29 00:00:00 TSLA 1000 @ 18.6573333740234"
## [1] "2019-04-24 00:00:00 TSLA -1000 @ 17.2439994812012"
## [1] "2019-06-07 00:00:00 TSLA 1000 @ 13.6333332061768"
## [1] "2019-07-29 00:00:00 TSLA -1000 @ 15.7180004119873"
## [1] "2019-09-04 00:00:00 TSLA 1000 @ 14.7119998931885"
## [1] "2019-09-26 00:00:00 TSLA -1000 @ 16.1706676483154"
## [1] "2019-09-30 00:00:00 TSLA 1000 @ 16.0580005645752"
## [1] "2019-10-04 00:00:00 TSLA -1000 @ 15.4286670684814"
## [1] "2019-10-11 00:00:00 TSLA 1000 @ 16.5259990692139"
## [1] "2019-11-21 00:00:00 TSLA -1000 @ 23.6553325653076"
## [1] "2019-12-17 00:00:00 TSLA 1000 @ 25.2660007476807"
## [1] "2020-02-18 00:00:00 TSLA -1000 @ 57.2266654968262"
## [1] "2020-02-19 00:00:00 TSLA 1000 @ 61.1613311767578"
## [1] "2020-02-25 00:00:00 TSLA -1000 @ 53.3273315429688"
## [1] "2020-04-01 00:00:00 TSLA 1000 @ 32.1040000915527"
## [1] "2020-04-03 00:00:00 TSLA -1000 @ 32.0006675720215"
## [1] "2020-04-07 00:00:00 TSLA 1000 @ 36.3633346557617"
## [1] "2020-05-14 00:00:00 TSLA -1000 @ 53.5553321838379"
## [1] "2020-06-04 00:00:00 TSLA 1000 @ 57.6253318786621"
## [1] "2020-06-05 00:00:00 TSLA -1000 @ 59.0439987182617"
## [1] "2020-06-09 00:00:00 TSLA 1000 @ 62.7113342285156"
## [1] "2020-06-24 00:00:00 TSLA -1000 @ 64.0566635131836"
## [1] "2020-07-02 00:00:00 TSLA 1000 @ 80.5773315429688"
## [1] "2020-07-24 00:00:00 TSLA -1000 @ 94.466667175293"
## [1] "2020-08-18 00:00:00 TSLA 1000 @ 125.805999755859"
## [1] "2020-09-08 00:00:00 TSLA -1000 @ 110.069999694824"
## [1] "2020-10-15 00:00:00 TSLA 1000 @ 149.626663208008"
## [1] "2020-10-19 00:00:00 TSLA -1000 @ 143.610000610352"
## [1] "2020-11-18 00:00:00 TSLA 1000 @ 162.213333129883"
## [1] "2020-12-17 00:00:00 TSLA -1000 @ 218.633331298828"
## [1] "2020-12-21 00:00:00 TSLA 1000 @ 216.619995117188"
## [1] "2020-12-22 00:00:00 TSLA -1000 @ 213.446670532227"
## [1] "2021-01-06 00:00:00 TSLA 1000 @ 251.99333190918"
## [1] "2021-01-22 00:00:00 TSLA -1000 @ 282.213317871094"
## [1] "2021-03-16 00:00:00 TSLA 1000 @ 225.626663208008"
## [1] "2021-03-29 00:00:00 TSLA -1000 @ 203.763336181641"
## [1] "2021-04-01 00:00:00 TSLA 1000 @ 220.58332824707"
## [1] "2021-04-30 00:00:00 TSLA -1000 @ 236.479995727539"
## [1] "2021-05-28 00:00:00 TSLA 1000 @ 208.406661987305"
## [1] "2021-07-16 00:00:00 TSLA -1000 @ 214.740005493164"
## [1] "2021-08-02 00:00:00 TSLA 1000 @ 236.556671142578"
## [1] "2021-08-18 00:00:00 TSLA -1000 @ 229.663330078125"
## [1] "2021-08-31 00:00:00 TSLA 1000 @ 245.240005493164"
## [1] "2021-09-21 00:00:00 TSLA -1000 @ 246.460006713867"
## [1] "2021-09-28 00:00:00 TSLA 1000 @ 259.186676025391"
## [1] "2021-10-07 00:00:00 TSLA -1000 @ 264.536682128906"
## [1] "2021-10-08 00:00:00 TSLA 1000 @ 261.829986572266"
## [1] "2021-10-11 00:00:00 TSLA -1000 @ 263.980010986328"
## [1] "2021-10-13 00:00:00 TSLA 1000 @ 270.359985351562"
## [1] "2021-11-11 00:00:00 TSLA -1000 @ 354.503326416016"
## [1] "2021-12-28 00:00:00 TSLA 1000 @ 362.823333740234"
## [1] "2022-01-14 00:00:00 TSLA -1000 @ 349.869995117188"
## [1] "2022-02-16 00:00:00 TSLA 1000 @ 307.796661376953"
## [1] "2022-02-22 00:00:00 TSLA -1000 @ 273.843322753906"
## [1] "2022-03-03 00:00:00 TSLA 1000 @ 279.763336181641"
## [1] "2022-03-15 00:00:00 TSLA -1000 @ 267.296661376953"
## [1] "2022-03-17 00:00:00 TSLA 1000 @ 290.533325195312"
## [1] "2022-04-12 00:00:00 TSLA -1000 @ 328.983337402344"
## [1] "2022-06-01 00:00:00 TSLA 1000 @ 246.789993286133"
## [1] "2022-06-21 00:00:00 TSLA -1000 @ 237.036666870117"
## [1] "2022-06-22 00:00:00 TSLA 1000 @ 236.086669921875"
## [1] "2022-08-22 00:00:00 TSLA -1000 @ 289.913330078125"
## [1] "2022-09-15 00:00:00 TSLA 1000 @ 303.75"
## [1] "2022-09-23 00:00:00 TSLA -1000 @ 275.329986572266"
## [1] "2022-10-27 00:00:00 TSLA 1000 @ 225.089996337891"
## [1] "2022-11-09 00:00:00 TSLA -1000 @ 177.589996337891"
## [1] "2022-11-29 00:00:00 TSLA 1000 @ 180.830001831055"
## [1] "2022-12-14 00:00:00 TSLA -1000 @ 156.800003051758"
## [1] "2023-01-12 00:00:00 TSLA 1000 @ 123.559997558594"
## [1] "2023-02-24 00:00:00 TSLA -1000 @ 196.880004882812"
## [1] "2023-03-30 00:00:00 TSLA 1000 @ 195.279998779297"
## [1] "2023-04-06 00:00:00 TSLA -1000 @ 185.059997558594"
## [1] "2023-05-09 00:00:00 TSLA 1000 @ 169.149993896484"
## [1] "2023-06-27 00:00:00 TSLA -1000 @ 250.210006713867"
## [1] "2023-08-30 00:00:00 TSLA 1000 @ 256.899993896484"
## [1] "2023-09-25 00:00:00 TSLA -1000 @ 246.990005493164"
## [1] "2023-10-09 00:00:00 TSLA 1000 @ 259.670013427734"
## [1] "2023-10-17 00:00:00 TSLA -1000 @ 254.850006103516"
## [1] "2023-11-08 00:00:00 TSLA 1000 @ 222.110000610352"
## [1] "2024-01-03 00:00:00 TSLA -1000 @ 238.449996948242"
## [1] "2024-02-13 00:00:00 TSLA 1000 @ 184.020004272461"
## [1] "2024-03-07 00:00:00 TSLA -1000 @ 178.649993896484"
## [1] "2024-03-26 00:00:00 TSLA 1000 @ 177.669998168945"
## [1] "2024-04-17 00:00:00 TSLA -1000 @ 155.449996948242"
## [1] "2024-04-26 00:00:00 TSLA 1000 @ 168.289993286133"
## [1] "2024-06-04 00:00:00 TSLA -1000 @ 174.770004272461"
## [1] "2024-06-17 00:00:00 TSLA 1000 @ 187.440002441406"
## [1] "2024-07-22 00:00:00 TSLA -1000 @ 251.509994506836"
## [1] "2024-08-21 00:00:00 TSLA 1000 @ 223.270004272461"
## [1] "2024-08-29 00:00:00 TSLA -1000 @ 206.279998779297"
## [1] "2024-09-05 00:00:00 TSLA 1000 @ 230.169998168945"
## [1] "2024-10-08 00:00:00 TSLA -1000 @ 244.5"
## [1] "2024-10-28 00:00:00 TSLA 1000 @ 262.510009765625"
## [1] "2024-11-29 00:00:00 TSLA -1000 @ 345.160003662109"
## [1] "2024-12-09 00:00:00 TSLA 1000 @ 389.790008544922"
## [1] "2024-12-24 00:00:00 TSLA -1000 @ 462.279998779297"
## [1] "2025-03-25 00:00:00 TSLA 1000 @ 288.140014648438"
## 测试参数组合 27/27: nFast=16, nSlow=30, nSig=11
## 策略环境已重置
## [1] "2010-08-26 00:00:00 TSLA 1000 @ 1.31666696071625"
## [1] "2010-09-23 00:00:00 TSLA -1000 @ 1.30400002002716"
## [1] "2010-09-30 00:00:00 TSLA 1000 @ 1.36066699028015"
## [1] "2010-10-04 00:00:00 TSLA -1000 @ 1.39933300018311"
## [1] "2010-10-06 00:00:00 TSLA 1000 @ 1.3639999628067"
## [1] "2010-10-07 00:00:00 TSLA -1000 @ 1.36199998855591"
## [1] "2010-10-27 00:00:00 TSLA 1000 @ 1.39999997615814"
## [1] "2010-12-06 00:00:00 TSLA -1000 @ 2.02066707611084"
## [1] "2011-02-15 00:00:00 TSLA 1000 @ 1.52266705036163"
## [1] "2011-02-24 00:00:00 TSLA -1000 @ 1.50199997425079"
## [1] "2011-02-28 00:00:00 TSLA 1000 @ 1.59266698360443"
## [1] "2011-03-21 00:00:00 TSLA -1000 @ 1.51533305644989"
## [1] "2011-03-30 00:00:00 TSLA 1000 @ 1.58066701889038"
## [1] "2011-04-20 00:00:00 TSLA -1000 @ 1.71666705608368"
## [1] "2011-04-21 00:00:00 TSLA 1000 @ 1.78266704082489"
## [1] "2011-05-17 00:00:00 TSLA -1000 @ 1.73066699504852"
## [1] "2011-05-27 00:00:00 TSLA 1000 @ 1.97000002861023"
## [1] "2011-06-09 00:00:00 TSLA -1000 @ 1.84133303165436"
## [1] "2011-07-01 00:00:00 TSLA 1000 @ 1.93466699123383"
## [1] "2011-07-15 00:00:00 TSLA -1000 @ 1.83866703510284"
## [1] "2011-07-25 00:00:00 TSLA 1000 @ 1.89933300018311"
## [1] "2011-07-27 00:00:00 TSLA -1000 @ 1.84266698360443"
## [1] "2011-09-01 00:00:00 TSLA 1000 @ 1.60000002384186"
## [1] "2011-09-07 00:00:00 TSLA -1000 @ 1.58933305740356"
## [1] "2011-09-08 00:00:00 TSLA 1000 @ 1.57400000095367"
## [1] "2011-10-05 00:00:00 TSLA -1000 @ 1.69133305549622"
## [1] "2011-10-06 00:00:00 TSLA 1000 @ 1.79733300209045"
## [1] "2011-11-23 00:00:00 TSLA -1000 @ 2.09666705131531"
## [1] "2012-01-25 00:00:00 TSLA 1000 @ 1.86466705799103"
## [1] "2012-03-06 00:00:00 TSLA -1000 @ 2.20733308792114"
## [1] "2012-03-14 00:00:00 TSLA 1000 @ 2.35266709327698"
## [1] "2012-03-16 00:00:00 TSLA -1000 @ 2.35466694831848"
## [1] "2012-03-28 00:00:00 TSLA 1000 @ 2.52333307266235"
## [1] "2012-04-05 00:00:00 TSLA -1000 @ 2.29866695404053"
## [1] "2012-05-30 00:00:00 TSLA 1000 @ 2.02733302116394"
## [1] "2012-06-04 00:00:00 TSLA -1000 @ 1.85866701602936"
## [1] "2012-06-11 00:00:00 TSLA 1000 @ 1.94133305549622"
## [1] "2012-07-24 00:00:00 TSLA -1000 @ 1.98933303356171"
## [1] "2012-08-13 00:00:00 TSLA 1000 @ 2.07800006866455"
## [1] "2012-08-30 00:00:00 TSLA -1000 @ 1.89400005340576"
## [1] "2012-09-14 00:00:00 TSLA 1000 @ 2.02600002288818"
## [1] "2012-09-27 00:00:00 TSLA -1000 @ 1.89933300018311"
## [1] "2012-11-02 00:00:00 TSLA 1000 @ 1.92799997329712"
## [1] "2012-12-17 00:00:00 TSLA -1000 @ 2.29333305358887"
## [1] "2013-01-24 00:00:00 TSLA 1000 @ 2.46600008010864"
## [1] "2013-02-19 00:00:00 TSLA -1000 @ 2.61866688728333"
## [1] "2013-03-11 00:00:00 TSLA 1000 @ 2.60666704177856"
## [1] "2013-03-18 00:00:00 TSLA -1000 @ 2.34333300590515"
## [1] "2013-03-28 00:00:00 TSLA 1000 @ 2.52600002288818"
## [1] "2013-06-04 00:00:00 TSLA -1000 @ 6.32266712188721"
## [1] "2013-07-09 00:00:00 TSLA 1000 @ 8.22999954223633"
## [1] "2013-07-17 00:00:00 TSLA -1000 @ 8.01666736602783"
## [1] "2013-08-05 00:00:00 TSLA 1000 @ 9.6453332901001"
## [1] "2013-08-15 00:00:00 TSLA -1000 @ 9.31133270263672"
## [1] "2013-08-26 00:00:00 TSLA 1000 @ 10.9479999542236"
## [1] "2013-09-09 00:00:00 TSLA -1000 @ 10.7133331298828"
## [1] "2013-09-26 00:00:00 TSLA 1000 @ 12.576000213623"
## [1] "2013-10-04 00:00:00 TSLA -1000 @ 12.065333366394"
## [1] "2013-12-04 00:00:00 TSLA 1000 @ 9.26333332061768"
## [1] "2014-01-14 00:00:00 TSLA -1000 @ 10.7513332366943"
## [1] "2014-01-15 00:00:00 TSLA 1000 @ 10.9420003890991"
## [1] "2014-03-12 00:00:00 TSLA -1000 @ 16.0993328094482"
## [1] "2014-05-05 00:00:00 TSLA 1000 @ 14.4406671524048"
## [1] "2014-05-09 00:00:00 TSLA -1000 @ 12.1506671905518"
## [1] "2014-05-22 00:00:00 TSLA 1000 @ 13.6586666107178"
## [1] "2014-07-08 00:00:00 TSLA -1000 @ 14.6046667098999"
## [1] "2014-08-04 00:00:00 TSLA 1000 @ 15.9013328552246"
## [1] "2014-09-15 00:00:00 TSLA -1000 @ 16.923999786377"
## [1] "2014-10-30 00:00:00 TSLA 1000 @ 15.9106674194336"
## [1] "2014-12-02 00:00:00 TSLA -1000 @ 15.4286670684814"
## [1] "2014-12-24 00:00:00 TSLA 1000 @ 14.8173332214355"
## [1] "2015-01-12 00:00:00 TSLA -1000 @ 13.4806671142578"
## [1] "2015-01-27 00:00:00 TSLA 1000 @ 13.7320003509521"
## [1] "2015-02-26 00:00:00 TSLA -1000 @ 13.8126668930054"
## [1] "2015-03-23 00:00:00 TSLA 1000 @ 13.3086671829224"
## [1] "2015-03-30 00:00:00 TSLA -1000 @ 12.7046670913696"
## [1] "2015-04-07 00:00:00 TSLA 1000 @ 13.5500001907349"
## [1] "2015-05-27 00:00:00 TSLA -1000 @ 16.4953327178955"
## [1] "2015-06-24 00:00:00 TSLA 1000 @ 17.67799949646"
## [1] "2015-06-30 00:00:00 TSLA -1000 @ 17.8840007781982"
## [1] "2015-07-06 00:00:00 TSLA 1000 @ 18.6480007171631"
## [1] "2015-07-09 00:00:00 TSLA -1000 @ 17.1946678161621"
## [1] "2015-09-03 00:00:00 TSLA 1000 @ 16.3713321685791"
## [1] "2015-10-01 00:00:00 TSLA -1000 @ 15.9919996261597"
## [1] "2015-11-05 00:00:00 TSLA 1000 @ 15.4513330459595"
## [1] "2015-12-15 00:00:00 TSLA -1000 @ 14.739333152771"
## [1] "2015-12-17 00:00:00 TSLA 1000 @ 15.5593328475952"
## [1] "2016-01-06 00:00:00 TSLA -1000 @ 14.6026668548584"
## [1] "2016-02-23 00:00:00 TSLA 1000 @ 11.8140001296997"
## [1] "2016-04-18 00:00:00 TSLA -1000 @ 16.9253330230713"
## [1] "2016-05-27 00:00:00 TSLA 1000 @ 14.8693332672119"
## [1] "2016-06-20 00:00:00 TSLA -1000 @ 14.6466665267944"
## [1] "2016-06-21 00:00:00 TSLA 1000 @ 14.6406669616699"
## [1] "2016-06-23 00:00:00 TSLA -1000 @ 13.0933332443237"
## [1] "2016-07-06 00:00:00 TSLA 1000 @ 14.2959995269775"
## [1] "2016-08-11 00:00:00 TSLA -1000 @ 14.9940004348755"
## [1] "2016-09-22 00:00:00 TSLA 1000 @ 13.7620000839233"
## [1] "2016-10-17 00:00:00 TSLA -1000 @ 12.9306669235229"
## [1] "2016-10-20 00:00:00 TSLA 1000 @ 13.2733325958252"
## [1] "2016-11-02 00:00:00 TSLA -1000 @ 12.5346670150757"
## [1] "2016-11-25 00:00:00 TSLA 1000 @ 13.1099996566772"
## [1] "2017-02-03 00:00:00 TSLA -1000 @ 16.7553329467773"
## [1] "2017-02-10 00:00:00 TSLA 1000 @ 17.9486675262451"
## [1] "2017-02-22 00:00:00 TSLA -1000 @ 18.2339992523193"
## [1] "2017-03-28 00:00:00 TSLA 1000 @ 18.4966678619385"
## [1] "2017-04-28 00:00:00 TSLA -1000 @ 20.9379997253418"
## [1] "2017-05-02 00:00:00 TSLA 1000 @ 21.2593326568604"
## [1] "2017-05-04 00:00:00 TSLA -1000 @ 19.6973323822021"
## [1] "2017-06-01 00:00:00 TSLA 1000 @ 22.691333770752"
## [1] "2017-06-28 00:00:00 TSLA -1000 @ 24.7493324279785"
## [1] "2017-07-28 00:00:00 TSLA 1000 @ 22.3379993438721"
## [1] "2017-08-01 00:00:00 TSLA -1000 @ 21.304666519165"
## [1] "2017-08-04 00:00:00 TSLA 1000 @ 23.7940006256104"
## [1] "2017-08-23 00:00:00 TSLA -1000 @ 23.5179996490479"
## [1] "2017-09-13 00:00:00 TSLA 1000 @ 24.4153327941895"
## [1] "2017-09-26 00:00:00 TSLA -1000 @ 23.0166664123535"
## [1] "2017-10-19 00:00:00 TSLA 1000 @ 23.4540004730225"
## [1] "2017-10-23 00:00:00 TSLA -1000 @ 22.4680004119873"
## [1] "2017-11-20 00:00:00 TSLA 1000 @ 20.5826663970947"
## [1] "2017-12-29 00:00:00 TSLA -1000 @ 20.7566661834717"
## [1] "2018-01-09 00:00:00 TSLA 1000 @ 22.246000289917"
## [1] "2018-02-06 00:00:00 TSLA -1000 @ 22.2646675109863"
## [1] "2018-02-26 00:00:00 TSLA 1000 @ 23.8279991149902"
## [1] "2018-03-06 00:00:00 TSLA -1000 @ 21.8799991607666"
## [1] "2018-04-11 00:00:00 TSLA 1000 @ 20.0620002746582"
## [1] "2018-05-21 00:00:00 TSLA -1000 @ 18.9659996032715"
## [1] "2018-06-01 00:00:00 TSLA 1000 @ 19.4546661376953"
## [1] "2018-07-02 00:00:00 TSLA -1000 @ 22.3379993438721"
## [1] "2018-08-03 00:00:00 TSLA 1000 @ 23.211332321167"
## [1] "2018-08-20 00:00:00 TSLA -1000 @ 20.5626678466797"
## [1] "2018-09-21 00:00:00 TSLA 1000 @ 19.9400005340576"
## [1] "2018-10-08 00:00:00 TSLA -1000 @ 16.7040004730225"
## [1] "2018-10-24 00:00:00 TSLA 1000 @ 19.2333335876465"
## [1] "2018-11-26 00:00:00 TSLA -1000 @ 23.0666675567627"
## [1] "2018-12-12 00:00:00 TSLA 1000 @ 24.4400005340576"
## [1] "2018-12-18 00:00:00 TSLA -1000 @ 22.4686660766602"
## [1] "2019-01-11 00:00:00 TSLA 1000 @ 23.1506671905518"
## [1] "2019-01-22 00:00:00 TSLA -1000 @ 19.92799949646"
## [1] "2019-02-06 00:00:00 TSLA 1000 @ 21.1480007171631"
## [1] "2019-02-22 00:00:00 TSLA -1000 @ 19.6473331451416"
## [1] "2019-02-28 00:00:00 TSLA 1000 @ 21.3253326416016"
## [1] "2019-03-05 00:00:00 TSLA -1000 @ 18.4360008239746"
## [1] "2019-03-29 00:00:00 TSLA 1000 @ 18.6573333740234"
## [1] "2019-04-25 00:00:00 TSLA -1000 @ 16.5086669921875"
## [1] "2019-06-10 00:00:00 TSLA 1000 @ 14.1920003890991"
## [1] "2019-07-29 00:00:00 TSLA -1000 @ 15.7180004119873"
## [1] "2019-09-06 00:00:00 TSLA 1000 @ 15.1633329391479"
## [1] "2019-09-26 00:00:00 TSLA -1000 @ 16.1706676483154"
## [1] "2019-09-27 00:00:00 TSLA 1000 @ 16.1420001983643"
## [1] "2019-10-04 00:00:00 TSLA -1000 @ 15.4286670684814"
## [1] "2019-10-11 00:00:00 TSLA 1000 @ 16.5259990692139"
## [1] "2019-11-22 00:00:00 TSLA -1000 @ 22.2026672363281"
## [1] "2019-12-18 00:00:00 TSLA 1000 @ 26.2099990844727"
## [1] "2020-02-25 00:00:00 TSLA -1000 @ 53.3273315429688"
## [1] "2020-04-08 00:00:00 TSLA 1000 @ 36.5893325805664"
## [1] "2020-05-18 00:00:00 TSLA -1000 @ 54.242000579834"
## [1] "2020-06-09 00:00:00 TSLA 1000 @ 62.7113342285156"
## [1] "2020-06-25 00:00:00 TSLA -1000 @ 65.7320022583008"
## [1] "2020-07-02 00:00:00 TSLA 1000 @ 80.5773315429688"
## [1] "2020-07-27 00:00:00 TSLA -1000 @ 102.639999389648"
## [1] "2020-08-19 00:00:00 TSLA 1000 @ 125.235336303711"
## [1] "2020-09-08 00:00:00 TSLA -1000 @ 110.069999694824"
## [1] "2020-11-19 00:00:00 TSLA 1000 @ 166.42333984375"
## [1] "2020-12-23 00:00:00 TSLA -1000 @ 215.32666015625"
## [1] "2021-01-06 00:00:00 TSLA 1000 @ 251.99333190918"
## [1] "2021-01-22 00:00:00 TSLA -1000 @ 282.213317871094"
## [1] "2021-03-18 00:00:00 TSLA 1000 @ 217.720001220703"
## [1] "2021-03-22 00:00:00 TSLA -1000 @ 223.33332824707"
## [1] "2021-03-23 00:00:00 TSLA 1000 @ 220.720001220703"
## [1] "2021-03-25 00:00:00 TSLA -1000 @ 213.463333129883"
## [1] "2021-04-01 00:00:00 TSLA 1000 @ 220.58332824707"
## [1] "2021-05-03 00:00:00 TSLA -1000 @ 228.300003051758"
## [1] "2021-05-28 00:00:00 TSLA 1000 @ 208.406661987305"
## [1] "2021-07-19 00:00:00 TSLA -1000 @ 215.406661987305"
## [1] "2021-08-02 00:00:00 TSLA 1000 @ 236.556671142578"
## [1] "2021-08-18 00:00:00 TSLA -1000 @ 229.663330078125"
## [1] "2021-08-31 00:00:00 TSLA 1000 @ 245.240005493164"
## [1] "2021-09-21 00:00:00 TSLA -1000 @ 246.460006713867"
## [1] "2021-09-28 00:00:00 TSLA 1000 @ 259.186676025391"
## [1] "2021-10-12 00:00:00 TSLA -1000 @ 268.573333740234"
## [1] "2021-10-13 00:00:00 TSLA 1000 @ 270.359985351562"
## [1] "2021-11-12 00:00:00 TSLA -1000 @ 344.473327636719"
## [1] "2021-12-29 00:00:00 TSLA 1000 @ 362.063323974609"
## [1] "2022-01-14 00:00:00 TSLA -1000 @ 349.869995117188"
## [1] "2022-02-17 00:00:00 TSLA 1000 @ 292.116668701172"
## [1] "2022-02-22 00:00:00 TSLA -1000 @ 273.843322753906"
## [1] "2022-03-03 00:00:00 TSLA 1000 @ 279.763336181641"
## [1] "2022-03-15 00:00:00 TSLA -1000 @ 267.296661376953"
## [1] "2022-03-17 00:00:00 TSLA 1000 @ 290.533325195312"
## [1] "2022-04-13 00:00:00 TSLA -1000 @ 340.790008544922"
## [1] "2022-06-02 00:00:00 TSLA 1000 @ 258.333343505859"
## [1] "2022-06-21 00:00:00 TSLA -1000 @ 237.036666870117"
## [1] "2022-06-22 00:00:00 TSLA 1000 @ 236.086669921875"
## [1] "2022-08-22 00:00:00 TSLA -1000 @ 289.913330078125"
## [1] "2022-09-16 00:00:00 TSLA 1000 @ 303.350006103516"
## [1] "2022-09-23 00:00:00 TSLA -1000 @ 275.329986572266"
## [1] "2022-10-28 00:00:00 TSLA 1000 @ 228.520004272461"
## [1] "2022-11-09 00:00:00 TSLA -1000 @ 177.589996337891"
## [1] "2022-11-30 00:00:00 TSLA 1000 @ 194.699996948242"
## [1] "2022-12-14 00:00:00 TSLA -1000 @ 156.800003051758"
## [1] "2023-01-13 00:00:00 TSLA 1000 @ 122.400001525879"
## [1] "2023-02-28 00:00:00 TSLA -1000 @ 205.710006713867"
## [1] "2023-04-03 00:00:00 TSLA 1000 @ 194.770004272461"
## [1] "2023-04-06 00:00:00 TSLA -1000 @ 185.059997558594"
## [1] "2023-05-10 00:00:00 TSLA 1000 @ 168.539993286133"
## [1] "2023-06-28 00:00:00 TSLA -1000 @ 256.239990234375"
## [1] "2023-08-30 00:00:00 TSLA 1000 @ 256.899993896484"
## [1] "2023-09-26 00:00:00 TSLA -1000 @ 244.119995117188"
## [1] "2023-10-09 00:00:00 TSLA 1000 @ 259.670013427734"
## [1] "2023-10-17 00:00:00 TSLA -1000 @ 254.850006103516"
## [1] "2023-11-09 00:00:00 TSLA 1000 @ 209.979995727539"
## [1] "2024-01-04 00:00:00 TSLA -1000 @ 237.929992675781"
## [1] "2024-02-15 00:00:00 TSLA 1000 @ 200.449996948242"
## [1] "2024-03-08 00:00:00 TSLA -1000 @ 175.339996337891"
## [1] "2024-03-27 00:00:00 TSLA 1000 @ 179.830001831055"
## [1] "2024-04-17 00:00:00 TSLA -1000 @ 155.449996948242"
## [1] "2024-04-29 00:00:00 TSLA 1000 @ 194.050003051758"
## [1] "2024-06-05 00:00:00 TSLA -1000 @ 175"
## [1] "2024-06-18 00:00:00 TSLA 1000 @ 184.860000610352"
## [1] "2024-07-24 00:00:00 TSLA -1000 @ 215.990005493164"
## [1] "2024-08-22 00:00:00 TSLA 1000 @ 210.660003662109"
## [1] "2024-08-28 00:00:00 TSLA -1000 @ 205.75"
## [1] "2024-09-05 00:00:00 TSLA 1000 @ 230.169998168945"
## [1] "2024-10-08 00:00:00 TSLA -1000 @ 244.5"
## [1] "2024-10-28 00:00:00 TSLA 1000 @ 262.510009765625"
## [1] "2024-12-04 00:00:00 TSLA -1000 @ 357.929992675781"
## [1] "2024-12-09 00:00:00 TSLA 1000 @ 389.790008544922"
## [1] "2024-12-24 00:00:00 TSLA -1000 @ 462.279998779297"
## [1] "2025-03-25 00:00:00 TSLA 1000 @ 288.140014648438"

# 找出最佳参数组合（基于夏普比率）
best_params <- results[which.max(results$SharpeRatio), ]
print("最佳参数组合:")

## [1] "最佳参数组合:"

print(best_params)

##   nFast nSlow nSig SharpeRatio    Return MaxDrawdown TradeCount
## 2    12    22    7   0.6538898 0.8066036   0.1417261        330

# 可视化参数优化结果
ggplot(results, aes(x = as.factor(nFast), 
                    y = SharpeRatio, 
                    fill = as.factor(nSig))) +
  geom_boxplot() +
  facet_wrap(~ nSlow) +
  labs(title = "MACD参数优化结果（夏普比率）",
       x = "快速EMA周期(nFast)",
       y = "年化夏普比率",
       fill = "信号线周期(nSig)") +
  theme_minimal(base_family = "SimHei")

基于最佳参数的回测

根据参数优化结果，我们使用最佳参数组合重新进行回测，并详细分析策略表现：

# 清理历史环境。
reset_strategy_env()

## 策略环境已重置

rm(list = ls(.blotter))
rm(list = ls(.strategy))

# 设置初始参数
initEq.st <- 1000000  
portfolio.st <- "MACD_Portfolio"
strategy.st <- "MACD_Strategy"
account.st <- "MACD_Account"
symbols.st <- "TSLA"

# 初始化quantstrat
currency("USD")

## [1] "USD"

stock("TSLA", currency = "USD", multiplier = 1)

## [1] "TSLA"

initPortf(portfolio.st, symbols = symbols.st)

## [1] "MACD_Portfolio"

initAcct(account.st, portfolios = portfolio.st, initEq = initEq.st)

## [1] "MACD_Account"

initOrders(portfolio.st, symbols.st, initDate = initDate)
strategy(strategy.st, store = TRUE)

#
indicator_label <- paste0("MACD_", 
                          best_params$nFast, 
                          "_", 
                          best_params$nSlow, 
                          "_", 
                          best_params$nSig)

# 添加MACD指标，使用最佳参数
add.indicator(strategy.st, 
              name = "MACD", 
              arguments = list(x = quote(Cl(mktdata)), 
                               nFast = best_params$nFast, 
                               nSlow = best_params$nSlow, 
                               nSig = best_params$nSig),
              label = indicator_label
              )

## [1] "MACD_Strategy"

#
macd_col <- paste0("macd.MACD_", 
                   best_params$nFast, 
                   "_", 
                   best_params$nSlow, 
                   "_", 
                   best_params$nSig)

signal_col<- paste0("signal.MACD_", 
                    best_params$nFast, 
                    "_", 
                    best_params$nSlow, 
                    "_", 
                    best_params$nSig)
# 添加相同的交易信号和规则
# 买入信号
add.signal(strategy.st, 
           name = "sigCrossover", 
           arguments = list(columns =c(macd_col, signal_col), 
                            relationship = "gte"),
           label = "Buy_Signal")

## [1] "MACD_Strategy"

# 卖出信号
add.signal(strategy.st, 
           name = "sigCrossover", 
           arguments = list(columns = c(macd_col, signal_col), 
                            relationship = "lte"),
           label = "Sell_Signal")

## [1] "MACD_Strategy"

# 添加交易规则
add.rule(strategy.st, 
         name = "ruleSignal", 
         arguments = list(sigcol = "Buy_Signal", 
                          sigval = TRUE, 
                          orderqty = 1000, 
                          ordertype = "market", 
                          orderside = "long", 
                          replace = FALSE, 
                          prefer = "Close"),
         type = "enter", 
         label = "Enter_Long")

## [1] "MACD_Strategy"

add.rule(strategy.st, 
         name = "ruleSignal", 
         arguments = list(sigcol = "Sell_Signal", 
                          sigval = TRUE, 
                          orderqty = "all", 
                          ordertype = "market", 
                          orderside = "long", 
                          replace = FALSE, 
                          prefer = "Close"),
         type = "exit", 
         label = "Exit_Long")

## [1] "MACD_Strategy"

# 运行回测
applyStrategy(strategy = strategy.st, portfolios = portfolio.st)

## [1] "2010-08-24 00:00:00 TSLA 1000 @ 1.27999997138977"
## [1] "2010-09-20 00:00:00 TSLA -1000 @ 1.40400004386902"
## [1] "2010-09-30 00:00:00 TSLA 1000 @ 1.36066699028015"
## [1] "2010-10-04 00:00:00 TSLA -1000 @ 1.39933300018311"
## [1] "2010-10-06 00:00:00 TSLA 1000 @ 1.3639999628067"
## [1] "2010-10-07 00:00:00 TSLA -1000 @ 1.36199998855591"
## [1] "2010-10-25 00:00:00 TSLA 1000 @ 1.38999998569489"
## [1] "2010-12-02 00:00:00 TSLA -1000 @ 2.15666699409485"
## [1] "2011-01-11 00:00:00 TSLA 1000 @ 1.79733300209045"
## [1] "2011-01-14 00:00:00 TSLA -1000 @ 1.71666705608368"
## [1] "2011-01-28 00:00:00 TSLA 1000 @ 1.60066699981689"
## [1] "2011-02-24 00:00:00 TSLA -1000 @ 1.50199997425079"
## [1] "2011-02-28 00:00:00 TSLA 1000 @ 1.59266698360443"
## [1] "2011-03-16 00:00:00 TSLA -1000 @ 1.52133297920227"
## [1] "2011-03-30 00:00:00 TSLA 1000 @ 1.58066701889038"
## [1] "2011-04-13 00:00:00 TSLA -1000 @ 1.66199994087219"
## [1] "2011-04-26 00:00:00 TSLA 1000 @ 1.79533302783966"
## [1] "2011-05-05 00:00:00 TSLA -1000 @ 1.76266694068909"
## [1] "2011-05-11 00:00:00 TSLA 1000 @ 1.8046669960022"
## [1] "2011-05-12 00:00:00 TSLA -1000 @ 1.84466695785522"
## [1] "2011-05-26 00:00:00 TSLA 1000 @ 1.96533298492432"
## [1] "2011-06-08 00:00:00 TSLA -1000 @ 1.80799996852875"
## [1] "2011-06-29 00:00:00 TSLA 1000 @ 1.8860000371933"
## [1] "2011-07-13 00:00:00 TSLA -1000 @ 1.90933299064636"
## [1] "2011-07-25 00:00:00 TSLA 1000 @ 1.89933300018311"
## [1] "2011-07-27 00:00:00 TSLA -1000 @ 1.84266698360443"
## [1] "2011-08-02 00:00:00 TSLA 1000 @ 1.82266700267792"
## [1] "2011-08-03 00:00:00 TSLA -1000 @ 1.81333303451538"
## [1] "2011-08-17 00:00:00 TSLA 1000 @ 1.72200000286102"
## [1] "2011-08-19 00:00:00 TSLA -1000 @ 1.48666703701019"
## [1] "2011-08-30 00:00:00 TSLA 1000 @ 1.64199995994568"
## [1] "2011-09-30 00:00:00 TSLA -1000 @ 1.62600004673004"
## [1] "2011-10-07 00:00:00 TSLA 1000 @ 1.79933297634125"
## [1] "2011-10-27 00:00:00 TSLA -1000 @ 1.91733300685883"
## [1] "2011-10-28 00:00:00 TSLA 1000 @ 1.9913330078125"
## [1] "2011-11-03 00:00:00 TSLA -1000 @ 2.16400003433228"
## [1] "2011-11-04 00:00:00 TSLA 1000 @ 2.15400004386902"
## [1] "2011-11-21 00:00:00 TSLA -1000 @ 2.11733293533325"
## [1] "2011-12-07 00:00:00 TSLA 1000 @ 2.27933311462402"
## [1] "2011-12-09 00:00:00 TSLA -1000 @ 2.06933307647705"
## [1] "2012-01-03 00:00:00 TSLA 1000 @ 1.87199997901917"
## [1] "2012-01-06 00:00:00 TSLA -1000 @ 1.7940000295639"
## [1] "2012-01-11 00:00:00 TSLA 1000 @ 1.88199996948242"
## [1] "2012-01-17 00:00:00 TSLA -1000 @ 1.77333295345306"
## [1] "2012-01-20 00:00:00 TSLA 1000 @ 1.77333295345306"
## [1] "2012-02-28 00:00:00 TSLA -1000 @ 2.25399994850159"
## [1] "2012-03-14 00:00:00 TSLA 1000 @ 2.35266709327698"
## [1] "2012-03-16 00:00:00 TSLA -1000 @ 2.35466694831848"
## [1] "2012-03-28 00:00:00 TSLA 1000 @ 2.52333307266235"
## [1] "2012-04-05 00:00:00 TSLA -1000 @ 2.29866695404053"
## [1] "2012-04-30 00:00:00 TSLA 1000 @ 2.20866703987122"
## [1] "2012-05-07 00:00:00 TSLA -1000 @ 2.16466689109802"
## [1] "2012-05-24 00:00:00 TSLA 1000 @ 2.01866698265076"
## [1] "2012-06-05 00:00:00 TSLA -1000 @ 1.86066699028015"
## [1] "2012-06-11 00:00:00 TSLA 1000 @ 1.94133305549622"
## [1] "2012-07-02 00:00:00 TSLA -1000 @ 2.02666711807251"
## [1] "2012-07-13 00:00:00 TSLA 1000 @ 2.28333306312561"
## [1] "2012-07-23 00:00:00 TSLA -1000 @ 2.04399991035461"
## [1] "2012-08-08 00:00:00 TSLA 1000 @ 1.93933296203613"
## [1] "2012-08-28 00:00:00 TSLA -1000 @ 1.91266703605652"
## [1] "2012-09-10 00:00:00 TSLA 1000 @ 1.82466697692871"
## [1] "2012-09-11 00:00:00 TSLA -1000 @ 1.85333299636841"
## [1] "2012-09-14 00:00:00 TSLA 1000 @ 2.02600002288818"
## [1] "2012-09-26 00:00:00 TSLA -1000 @ 1.83599996566772"
## [1] "2012-11-01 00:00:00 TSLA 1000 @ 1.95000004768372"
## [1] "2012-11-28 00:00:00 TSLA -1000 @ 2.21533298492432"
## [1] "2012-11-29 00:00:00 TSLA 1000 @ 2.24600005149841"
## [1] "2012-12-07 00:00:00 TSLA -1000 @ 2.27800011634827"
## [1] "2012-12-12 00:00:00 TSLA 1000 @ 2.35066699981689"
## [1] "2012-12-14 00:00:00 TSLA -1000 @ 2.25399994850159"
## [1] "2013-01-22 00:00:00 TSLA 1000 @ 2.34599995613098"
## [1] "2013-02-13 00:00:00 TSLA -1000 @ 2.56333303451538"
## [1] "2013-03-07 00:00:00 TSLA 1000 @ 2.54866695404053"
## [1] "2013-03-18 00:00:00 TSLA -1000 @ 2.34333300590515"
## [1] "2013-03-27 00:00:00 TSLA 1000 @ 2.54399991035461"
## [1] "2013-05-09 00:00:00 TSLA -1000 @ 4.62666702270508"
## [1] "2013-05-10 00:00:00 TSLA 1000 @ 5.11733293533325"
## [1] "2013-05-24 00:00:00 TSLA -1000 @ 6.47200012207031"
## [1] "2013-05-29 00:00:00 TSLA 1000 @ 6.97533321380615"
## [1] "2013-05-31 00:00:00 TSLA -1000 @ 6.51733303070068"
## [1] "2013-07-02 00:00:00 TSLA 1000 @ 7.85466718673706"
## [1] "2013-07-17 00:00:00 TSLA -1000 @ 8.01666736602783"
## [1] "2013-07-30 00:00:00 TSLA 1000 @ 8.78266716003418"
## [1] "2013-08-15 00:00:00 TSLA -1000 @ 9.31133270263672"
## [1] "2013-08-26 00:00:00 TSLA 1000 @ 10.9479999542236"
## [1] "2013-09-09 00:00:00 TSLA -1000 @ 10.7133331298828"
## [1] "2013-09-23 00:00:00 TSLA 1000 @ 12.0740003585815"
## [1] "2013-10-03 00:00:00 TSLA -1000 @ 11.5539999008179"
## [1] "2013-11-06 00:00:00 TSLA 1000 @ 10.0773334503174"
## [1] "2013-11-07 00:00:00 TSLA -1000 @ 9.31799983978271"
## [1] "2013-12-02 00:00:00 TSLA 1000 @ 8.27799987792969"
## [1] "2014-01-07 00:00:00 TSLA -1000 @ 9.95733261108398"
## [1] "2014-01-15 00:00:00 TSLA 1000 @ 10.9420003890991"
## [1] "2014-02-04 00:00:00 TSLA -1000 @ 11.9153327941895"
## [1] "2014-02-11 00:00:00 TSLA 1000 @ 13.1079998016357"
## [1] "2014-03-10 00:00:00 TSLA -1000 @ 15.9226665496826"
## [1] "2014-04-23 00:00:00 TSLA 1000 @ 13.8660001754761"
## [1] "2014-05-09 00:00:00 TSLA -1000 @ 12.1506671905518"
## [1] "2014-05-20 00:00:00 TSLA 1000 @ 13.0200004577637"
## [1] "2014-06-12 00:00:00 TSLA -1000 @ 13.5679998397827"
## [1] "2014-06-17 00:00:00 TSLA 1000 @ 15.4446668624878"
## [1] "2014-07-03 00:00:00 TSLA -1000 @ 15.283332824707"
## [1] "2014-07-29 00:00:00 TSLA 1000 @ 15.0006666183472"
## [1] "2014-08-21 00:00:00 TSLA -1000 @ 16.9559993743896"
## [1] "2014-09-03 00:00:00 TSLA 1000 @ 18.746000289917"
## [1] "2014-09-11 00:00:00 TSLA -1000 @ 18.6873321533203"
## [1] "2014-10-07 00:00:00 TSLA 1000 @ 17.304666519165"
## [1] "2014-10-13 00:00:00 TSLA -1000 @ 14.9726667404175"
## [1] "2014-10-24 00:00:00 TSLA 1000 @ 15.6826667785645"
## [1] "2014-10-28 00:00:00 TSLA -1000 @ 16.1846675872803"
## [1] "2014-10-29 00:00:00 TSLA 1000 @ 15.8733329772949"
## [1] "2014-11-24 00:00:00 TSLA -1000 @ 16.4479999542236"
## [1] "2014-12-22 00:00:00 TSLA 1000 @ 14.8400001525879"
## [1] "2015-01-08 00:00:00 TSLA -1000 @ 14.0413331985474"
## [1] "2015-01-26 00:00:00 TSLA 1000 @ 13.7700004577637"
## [1] "2015-02-17 00:00:00 TSLA -1000 @ 13.6233329772949"
## [1] "2015-02-23 00:00:00 TSLA 1000 @ 13.8226671218872"
## [1] "2015-02-24 00:00:00 TSLA -1000 @ 13.6073331832886"
## [1] "2015-03-19 00:00:00 TSLA 1000 @ 13.0433330535889"
## [1] "2015-03-30 00:00:00 TSLA -1000 @ 12.7046670913696"
## [1] "2015-04-07 00:00:00 TSLA 1000 @ 13.5500001907349"
## [1] "2015-05-21 00:00:00 TSLA -1000 @ 16.3746662139893"
## [1] "2015-06-19 00:00:00 TSLA 1000 @ 17.5006675720215"
## [1] "2015-06-30 00:00:00 TSLA -1000 @ 17.8840007781982"
## [1] "2015-07-01 00:00:00 TSLA 1000 @ 17.9433326721191"
## [1] "2015-07-09 00:00:00 TSLA -1000 @ 17.1946678161621"
## [1] "2015-07-21 00:00:00 TSLA 1000 @ 17.7846660614014"
## [1] "2015-07-23 00:00:00 TSLA -1000 @ 17.8133335113525"
## [1] "2015-08-19 00:00:00 TSLA 1000 @ 17.0166664123535"
## [1] "2015-08-24 00:00:00 TSLA -1000 @ 14.5913333892822"
## [1] "2015-08-31 00:00:00 TSLA 1000 @ 16.6040000915527"
## [1] "2015-09-29 00:00:00 TSLA -1000 @ 16.4433326721191"
## [1] "2015-10-30 00:00:00 TSLA 1000 @ 13.7953329086304"
## [1] "2015-11-16 00:00:00 TSLA -1000 @ 14.28733253479"
## [1] "2015-11-19 00:00:00 TSLA 1000 @ 14.7866668701172"
## [1] "2015-12-10 00:00:00 TSLA -1000 @ 15.1379995346069"
## [1] "2015-12-18 00:00:00 TSLA 1000 @ 15.3640003204346"
## [1] "2016-01-05 00:00:00 TSLA -1000 @ 14.8953332901001"
## [1] "2016-02-18 00:00:00 TSLA 1000 @ 11.1180000305176"
## [1] "2016-03-29 00:00:00 TSLA -1000 @ 15.3420000076294"
## [1] "2016-04-06 00:00:00 TSLA 1000 @ 17.6946678161621"
## [1] "2016-04-12 00:00:00 TSLA -1000 @ 16.521333694458"
## [1] "2016-05-23 00:00:00 TSLA 1000 @ 14.4146671295166"
## [1] "2016-06-15 00:00:00 TSLA -1000 @ 14.5133333206177"
## [1] "2016-07-01 00:00:00 TSLA 1000 @ 14.4333333969116"
## [1] "2016-08-04 00:00:00 TSLA -1000 @ 15.3739995956421"
## [1] "2016-09-19 00:00:00 TSLA 1000 @ 13.7559995651245"
## [1] "2016-10-10 00:00:00 TSLA -1000 @ 13.3966665267944"
## [1] "2016-10-20 00:00:00 TSLA 1000 @ 13.2733325958252"
## [1] "2016-11-02 00:00:00 TSLA -1000 @ 12.5346670150757"
## [1] "2016-11-23 00:00:00 TSLA 1000 @ 12.8760004043579"
## [1] "2016-12-05 00:00:00 TSLA -1000 @ 12.453332901001"
## [1] "2016-12-08 00:00:00 TSLA 1000 @ 12.8193330764771"
## [1] "2017-01-31 00:00:00 TSLA -1000 @ 16.7953338623047"
## [1] "2017-02-10 00:00:00 TSLA 1000 @ 17.9486675262451"
## [1] "2017-02-21 00:00:00 TSLA -1000 @ 18.4926662445068"
## [1] "2017-03-17 00:00:00 TSLA 1000 @ 17.4333324432373"
## [1] "2017-04-19 00:00:00 TSLA -1000 @ 20.3680000305176"
## [1] "2017-05-15 00:00:00 TSLA 1000 @ 21.058666229248"
## [1] "2017-05-16 00:00:00 TSLA -1000 @ 21.1340007781982"
## [1] "2017-05-31 00:00:00 TSLA 1000 @ 22.7339992523193"
## [1] "2017-06-21 00:00:00 TSLA -1000 @ 25.0933322906494"
## [1] "2017-07-24 00:00:00 TSLA 1000 @ 22.8346672058105"
## [1] "2017-08-02 00:00:00 TSLA -1000 @ 21.7259998321533"
## [1] "2017-08-04 00:00:00 TSLA 1000 @ 23.7940006256104"
## [1] "2017-08-21 00:00:00 TSLA -1000 @ 22.5240001678467"
## [1] "2017-09-05 00:00:00 TSLA 1000 @ 23.3059997558594"
## [1] "2017-09-06 00:00:00 TSLA -1000 @ 22.9686660766602"
## [1] "2017-09-12 00:00:00 TSLA 1000 @ 24.1833324432373"
## [1] "2017-09-25 00:00:00 TSLA -1000 @ 22.9993324279785"
## [1] "2017-10-09 00:00:00 TSLA 1000 @ 22.8626670837402"
## [1] "2017-10-10 00:00:00 TSLA -1000 @ 23.7059993743896"
## [1] "2017-10-11 00:00:00 TSLA 1000 @ 23.6399993896484"
## [1] "2017-10-23 00:00:00 TSLA -1000 @ 22.4680004119873"
## [1] "2017-11-14 00:00:00 TSLA 1000 @ 20.5799999237061"
## [1] "2017-12-26 00:00:00 TSLA -1000 @ 21.1526660919189"
## [1] "2018-01-09 00:00:00 TSLA 1000 @ 22.246000289917"
## [1] "2018-01-29 00:00:00 TSLA -1000 @ 23.3020000457764"
## [1] "2018-02-01 00:00:00 TSLA 1000 @ 23.283332824707"
## [1] "2018-02-02 00:00:00 TSLA -1000 @ 22.9166679382324"
## [1] "2018-02-21 00:00:00 TSLA 1000 @ 22.2199993133545"
## [1] "2018-03-05 00:00:00 TSLA -1000 @ 22.2233333587646"
## [1] "2018-03-14 00:00:00 TSLA 1000 @ 21.775333404541"
## [1] "2018-03-15 00:00:00 TSLA -1000 @ 21.7066669464111"
## [1] "2018-04-06 00:00:00 TSLA 1000 @ 19.953332901001"
## [1] "2018-04-26 00:00:00 TSLA -1000 @ 19.0319995880127"
## [1] "2018-04-30 00:00:00 TSLA 1000 @ 19.5933322906494"
## [1] "2018-05-16 00:00:00 TSLA -1000 @ 19.0986671447754"
## [1] "2018-05-31 00:00:00 TSLA 1000 @ 18.9820003509521"
## [1] "2018-06-25 00:00:00 TSLA -1000 @ 22.2006664276123"
## [1] "2018-08-03 00:00:00 TSLA 1000 @ 23.211332321167"
## [1] "2018-08-17 00:00:00 TSLA -1000 @ 20.3666667938232"
## [1] "2018-09-17 00:00:00 TSLA 1000 @ 19.6560001373291"
## [1] "2018-10-05 00:00:00 TSLA -1000 @ 17.4633331298828"
## [1] "2018-10-18 00:00:00 TSLA 1000 @ 17.5939998626709"
## [1] "2018-11-14 00:00:00 TSLA -1000 @ 22.9333324432373"
## [1] "2018-12-07 00:00:00 TSLA 1000 @ 23.8646678924561"
## [1] "2018-12-10 00:00:00 TSLA -1000 @ 24.3433322906494"
## [1] "2018-12-11 00:00:00 TSLA 1000 @ 24.4506664276123"
## [1] "2018-12-18 00:00:00 TSLA -1000 @ 22.4686660766602"
## [1] "2019-01-09 00:00:00 TSLA 1000 @ 22.5686664581299"
## [1] "2019-01-22 00:00:00 TSLA -1000 @ 19.92799949646"
## [1] "2019-02-04 00:00:00 TSLA 1000 @ 20.8593330383301"
## [1] "2019-02-22 00:00:00 TSLA -1000 @ 19.6473331451416"
## [1] "2019-02-28 00:00:00 TSLA 1000 @ 21.3253326416016"
## [1] "2019-03-05 00:00:00 TSLA -1000 @ 18.4360008239746"
## [1] "2019-03-14 00:00:00 TSLA 1000 @ 19.3306674957275"
## [1] "2019-03-18 00:00:00 TSLA -1000 @ 17.9659996032715"
## [1] "2019-03-28 00:00:00 TSLA 1000 @ 18.5746669769287"
## [1] "2019-04-15 00:00:00 TSLA -1000 @ 17.7586669921875"
## [1] "2019-04-18 00:00:00 TSLA 1000 @ 18.2173328399658"
## [1] "2019-04-23 00:00:00 TSLA -1000 @ 17.5933322906494"
## [1] "2019-05-07 00:00:00 TSLA 1000 @ 16.470666885376"
## [1] "2019-05-14 00:00:00 TSLA -1000 @ 15.4873332977295"
## [1] "2019-06-06 00:00:00 TSLA 1000 @ 13.7299995422363"
## [1] "2019-07-26 00:00:00 TSLA -1000 @ 15.2026672363281"
## [1] "2019-09-03 00:00:00 TSLA 1000 @ 15.0006666183472"
## [1] "2019-09-25 00:00:00 TSLA -1000 @ 15.2466669082642"
## [1] "2019-10-02 00:00:00 TSLA 1000 @ 16.208667755127"
## [1] "2019-10-04 00:00:00 TSLA -1000 @ 15.4286670684814"
## [1] "2019-10-11 00:00:00 TSLA 1000 @ 16.5259990692139"
## [1] "2019-11-18 00:00:00 TSLA -1000 @ 23.3326663970947"
## [1] "2019-12-13 00:00:00 TSLA 1000 @ 23.8926677703857"
## [1] "2020-01-28 00:00:00 TSLA -1000 @ 37.7933311462402"
## [1] "2020-01-31 00:00:00 TSLA 1000 @ 43.3713340759277"
## [1] "2020-02-13 00:00:00 TSLA -1000 @ 53.5999984741211"
## [1] "2020-02-20 00:00:00 TSLA 1000 @ 59.9606666564941"
## [1] "2020-02-25 00:00:00 TSLA -1000 @ 53.3273315429688"
## [1] "2020-03-27 00:00:00 TSLA 1000 @ 34.2906684875488"
## [1] "2020-05-04 00:00:00 TSLA -1000 @ 50.7459983825684"
## [1] "2020-06-02 00:00:00 TSLA 1000 @ 58.7706680297852"
## [1] "2020-06-23 00:00:00 TSLA -1000 @ 66.7853317260742"
## [1] "2020-07-02 00:00:00 TSLA 1000 @ 80.5773315429688"
## [1] "2020-07-22 00:00:00 TSLA -1000 @ 106.155334472656"
## [1] "2020-08-17 00:00:00 TSLA 1000 @ 122.375999450684"
## [1] "2020-09-04 00:00:00 TSLA -1000 @ 139.440002441406"
## [1] "2020-09-22 00:00:00 TSLA 1000 @ 141.410003662109"
## [1] "2020-09-23 00:00:00 TSLA -1000 @ 126.786666870117"
## [1] "2020-10-02 00:00:00 TSLA 1000 @ 138.363327026367"
## [1] "2020-10-05 00:00:00 TSLA -1000 @ 141.893325805664"
## [1] "2020-10-13 00:00:00 TSLA 1000 @ 148.883331298828"
## [1] "2020-10-20 00:00:00 TSLA -1000 @ 140.646667480469"
## [1] "2020-11-06 00:00:00 TSLA 1000 @ 143.316665649414"
## [1] "2020-11-11 00:00:00 TSLA -1000 @ 139.043334960938"
## [1] "2020-11-18 00:00:00 TSLA 1000 @ 162.213333129883"
## [1] "2020-12-14 00:00:00 TSLA -1000 @ 213.276672363281"
## [1] "2021-01-05 00:00:00 TSLA 1000 @ 245.036666870117"
## [1] "2021-01-20 00:00:00 TSLA -1000 @ 283.483337402344"
## [1] "2021-03-12 00:00:00 TSLA 1000 @ 231.24333190918"
## [1] "2021-03-29 00:00:00 TSLA -1000 @ 203.763336181641"
## [1] "2021-04-01 00:00:00 TSLA 1000 @ 220.58332824707"
## [1] "2021-04-28 00:00:00 TSLA -1000 @ 231.466659545898"
## [1] "2021-05-26 00:00:00 TSLA 1000 @ 206.376663208008"
## [1] "2021-07-08 00:00:00 TSLA -1000 @ 217.603332519531"
## [1] "2021-07-30 00:00:00 TSLA 1000 @ 229.066665649414"
## [1] "2021-08-17 00:00:00 TSLA -1000 @ 221.903335571289"
## [1] "2021-08-30 00:00:00 TSLA 1000 @ 243.636672973633"
## [1] "2021-09-15 00:00:00 TSLA -1000 @ 251.943328857422"
## [1] "2021-09-16 00:00:00 TSLA 1000 @ 252.330001831055"
## [1] "2021-09-21 00:00:00 TSLA -1000 @ 246.460006713867"
## [1] "2021-09-28 00:00:00 TSLA 1000 @ 259.186676025391"
## [1] "2021-10-06 00:00:00 TSLA -1000 @ 260.916656494141"
## [1] "2021-10-08 00:00:00 TSLA 1000 @ 261.829986572266"
## [1] "2021-10-11 00:00:00 TSLA -1000 @ 263.980010986328"
## [1] "2021-10-13 00:00:00 TSLA 1000 @ 270.359985351562"
## [1] "2021-11-10 00:00:00 TSLA -1000 @ 355.983337402344"
## [1] "2021-12-27 00:00:00 TSLA 1000 @ 364.646667480469"
## [1] "2022-01-11 00:00:00 TSLA -1000 @ 354.799987792969"
## [1] "2022-01-13 00:00:00 TSLA 1000 @ 343.853332519531"
## [1] "2022-01-14 00:00:00 TSLA -1000 @ 349.869995117188"
## [1] "2022-02-08 00:00:00 TSLA 1000 @ 307.333343505859"
## [1] "2022-02-15 00:00:00 TSLA -1000 @ 307.476654052734"
## [1] "2022-02-16 00:00:00 TSLA 1000 @ 307.796661376953"
## [1] "2022-02-23 00:00:00 TSLA -1000 @ 254.679992675781"
## [1] "2022-03-02 00:00:00 TSLA 1000 @ 293.296661376953"
## [1] "2022-03-15 00:00:00 TSLA -1000 @ 267.296661376953"
## [1] "2022-03-17 00:00:00 TSLA 1000 @ 290.533325195312"
## [1] "2022-04-08 00:00:00 TSLA -1000 @ 341.829986572266"
## [1] "2022-05-31 00:00:00 TSLA 1000 @ 252.753326416016"
## [1] "2022-06-15 00:00:00 TSLA -1000 @ 233"
## [1] "2022-06-16 00:00:00 TSLA 1000 @ 213.100006103516"
## [1] "2022-06-17 00:00:00 TSLA -1000 @ 216.759994506836"
## [1] "2022-06-22 00:00:00 TSLA 1000 @ 236.086669921875"
## [1] "2022-08-10 00:00:00 TSLA -1000 @ 294.356658935547"
## [1] "2022-09-12 00:00:00 TSLA 1000 @ 304.420013427734"
## [1] "2022-09-23 00:00:00 TSLA -1000 @ 275.329986572266"
## [1] "2022-10-25 00:00:00 TSLA 1000 @ 222.419998168945"
## [1] "2022-11-08 00:00:00 TSLA -1000 @ 191.300003051758"
## [1] "2022-11-28 00:00:00 TSLA 1000 @ 182.919998168945"
## [1] "2022-12-13 00:00:00 TSLA -1000 @ 160.949996948242"
## [1] "2023-01-10 00:00:00 TSLA 1000 @ 118.849998474121"
## [1] "2023-02-17 00:00:00 TSLA -1000 @ 208.309997558594"
## [1] "2023-03-22 00:00:00 TSLA 1000 @ 191.149993896484"
## [1] "2023-04-06 00:00:00 TSLA -1000 @ 185.059997558594"
## [1] "2023-05-08 00:00:00 TSLA 1000 @ 171.789993286133"
## [1] "2023-06-26 00:00:00 TSLA -1000 @ 241.050003051758"
## [1] "2023-08-28 00:00:00 TSLA 1000 @ 238.820007324219"
## [1] "2023-09-22 00:00:00 TSLA -1000 @ 244.880004882812"
## [1] "2023-10-06 00:00:00 TSLA 1000 @ 260.529998779297"
## [1] "2023-10-17 00:00:00 TSLA -1000 @ 254.850006103516"
## [1] "2023-11-06 00:00:00 TSLA 1000 @ 219.270004272461"
## [1] "2023-12-12 00:00:00 TSLA -1000 @ 237.009994506836"
## [1] "2023-12-15 00:00:00 TSLA 1000 @ 253.5"
## [1] "2024-01-02 00:00:00 TSLA -1000 @ 248.419998168945"
## [1] "2024-02-09 00:00:00 TSLA 1000 @ 193.570007324219"
## [1] "2024-03-06 00:00:00 TSLA -1000 @ 176.539993286133"
## [1] "2024-03-22 00:00:00 TSLA 1000 @ 170.830001831055"
## [1] "2024-04-16 00:00:00 TSLA -1000 @ 157.110000610352"
## [1] "2024-04-26 00:00:00 TSLA 1000 @ 168.289993286133"
## [1] "2024-05-13 00:00:00 TSLA -1000 @ 171.889999389648"
## [1] "2024-05-22 00:00:00 TSLA 1000 @ 180.110000610352"
## [1] "2024-05-24 00:00:00 TSLA -1000 @ 179.240005493164"
## [1] "2024-05-28 00:00:00 TSLA 1000 @ 176.75"
## [1] "2024-05-29 00:00:00 TSLA -1000 @ 176.190002441406"
## [1] "2024-06-14 00:00:00 TSLA 1000 @ 178.009994506836"
## [1] "2024-07-18 00:00:00 TSLA -1000 @ 249.229995727539"
## [1] "2024-08-19 00:00:00 TSLA 1000 @ 222.720001220703"
## [1] "2024-08-30 00:00:00 TSLA -1000 @ 214.110000610352"
## [1] "2024-09-03 00:00:00 TSLA 1000 @ 210.600006103516"
## [1] "2024-10-04 00:00:00 TSLA -1000 @ 250.080001831055"
## [1] "2024-10-25 00:00:00 TSLA 1000 @ 269.190002441406"
## [1] "2024-11-26 00:00:00 TSLA -1000 @ 338.230010986328"
## [1] "2024-12-09 00:00:00 TSLA 1000 @ 389.790008544922"
## [1] "2024-12-23 00:00:00 TSLA -1000 @ 430.600006103516"
## [1] "2025-03-21 00:00:00 TSLA 1000 @ 248.710006713867"
## [1] "2025-04-09 00:00:00 TSLA -1000 @ 272.200012207031"
## [1] "2025-04-10 00:00:00 TSLA 1000 @ 252.399993896484"
## [1] "2025-04-22 00:00:00 TSLA -1000 @ 237.970001220703"
## [1] "2025-04-24 00:00:00 TSLA 1000 @ 259.510009765625"

updatePortf(portfolio.st)

## [1] "MACD_Portfolio"

updateAcct(account.st)

## [1] "MACD_Account"

updateEndEq(account.st)

## [1] "MACD_Account"

# 获取策略收益
port_ret_best <- PortfReturns(account.st)

# 计算评估指标
sharpe_ratio_best <- SharpeRatio.annualized(port_ret_best)
total_return_best <- Return.cumulative(port_ret_best)
max_drawdown_best <- maxDrawdown(port_ret_best)
trade_count_best <- length(index(getTxns(Portfolio = portfolio.st, 
                                         Symbol = symbols.st)
                                 )
                           )

# 计算买入持有策略的收益作为基准
buy_hold_ret <- dailyReturn(Cl(TSLA))
sharpe_ratio_bh <- SharpeRatio.annualized(buy_hold_ret)
total_return_bh <- Return.cumulative(buy_hold_ret)
max_drawdown_bh <- maxDrawdown(buy_hold_ret)

# 输出评估结果
results_df <- data.frame(
  Strategy = c("MACD策略", "买入持有"),
  年化夏普比率 = c(sharpe_ratio_best, sharpe_ratio_bh),
  总收益率 = c(total_return_best, total_return_bh),
  最大回撤 = c(max_drawdown_best, max_drawdown_bh),
  交易次数 = c(trade_count_best, NA)
)

print("策略评估结果:")

## [1] "策略评估结果:"

print(results_df)

##   Strategy 年化夏普比率  总收益率  最大回撤 交易次数
## 1 MACD策略    0.6538898 0.8066036 0.1417261      330
## 2 买入持有    0.7942006 8.5434117 0.7363222       NA

# 可视化策略收益
charts.PerformanceSummary(cbind(port_ret_best, buy_hold_ret), 
                          main = "MACD策略与买入持有策略收益对比",
                          colorset = bluefocus, 
                          wealth.index = TRUE)

交易信号可视化

为了更直观地理解MACD指标的交易信号，我们将可视化价格走势和MACD指标，并标记买卖点：

# 1. 计算MACD指标
macd_values <- MACD(Cl(TSLA), 
                    nFast = best_params$nFast, 
                    nSlow = best_params$nSlow, 
                    nSig = best_params$nSig)

# 2. 生成交易信号
txns <- getTxns(portfolio.st, "TSLA")  # 获取交易记录
signals <- generateSimpleSignalChain(txns, type = "numeric")[-1, ]  # 生成信号

# 3. 准备价格数据
price_data <- data.frame(
    date = index(TSLA),
    close = as.numeric(Cl(TSLA))
)

# 4. 准备MACD指标数据
macd_data <- data.frame(
    date = index(macd_values),
    macd = as.numeric(macd_values$macd),
    signal_line = as.numeric(macd_values$signal),  # 避免与交易信号重名
    histogram = as.numeric(macd_values$macd - macd_values$signal)
)

# 5. 准备交易信号数据
signal_data <- data.frame(
    date = as.Date(index(signals)),
    signal_value = as.numeric(signals$Signal)
)

# 6. 数据合并（以价格数据为基准，左连接）
merged_data <- price_data %>%
    left_join(macd_data, by = "date") %>%
    left_join(signal_data, by = "date") %>%
    # 填充缺失的信号值为0（无交易）
    mutate(signal_value = ifelse(is.na(signal_value), 0, signal_value))

# 7. 提取买卖点
buy_points <- merged_data %>% filter(signal_value == 1)
sell_points <- merged_data %>% filter(signal_value == -1)

# 8. 价格与交易信号图（修复版）
# 预先计算移动平均线和趋势带（使用rollapply替代rollsd）
merged_data <- merged_data %>%
    mutate(
        ma20 = zoo::rollmean(close, 20, fill = NA),  # 20日移动平均线
        ma20_lower = ma20 * 0.98,                     # 趋势带下轨（±2%）
        ma20_upper = ma20 * 1.02,                     # 趋势带上轨
        # 使用rollapply计算滚动标准差
        ma20_sd = zoo::rollapply(close, 20, sd, fill = NA),
        bb_lower = ma20 - 1.5 * ma20_sd,              # 布林带下轨（±1.5σ）
        bb_upper = ma20 + 1.5 * ma20_sd,               # 布林带上轨
        direction = ifelse(histogram >= 0, "1", "-1")  # 新增方向列
    )

price_plot <- ggplot(merged_data, aes(x = date, y = close)) +
    # 价格线
    geom_line(color = "#2c3e50", size = 0.5) +
    # 移动平均线
    geom_line(aes(y = ma20), color = "#e74c3c", size = 1, linetype = "dashed") +
    # 固定百分比趋势带
    #geom_ribbon(
    #    aes(ymin = ma20_lower, ymax = ma20_upper),
    #    fill = "grey", alpha = 0.5
    #) +
    # 布林带式趋势带
    geom_ribbon(
        aes(ymin = bb_lower, ymax = bb_upper),
        fill = "blue", alpha = 0.2
    ) +
    # 买卖点标记
    geom_point(data = buy_points, 
               aes(y = close), 
               color = "#27ae60", 
               size = 1, 
               shape = 16, 
               fill = "white", 
               alpha = 0.9) +
    geom_point(data = sell_points, 
               aes(y = close), 
               color = "#e74c3c", 
               size = 1, 
               shape = 16, 
               fill = "white", 
               alpha = 0.9) +
    # 标题和坐标轴设置
    labs(
        title = "TSLA价格走势与MACD交易信号",
        subtitle = paste0("参数: Fast=", best_params$nFast, 
                          ", Slow=", best_params$nSlow, 
                          ", Signal=", best_params$nSig),
        y = "收盘价",
        x = ""
    ) +
    # 自定义主题
    theme_minimal(base_size = 12,
                  base_family = "SimHei") +
    theme(
        plot.title = element_text(hjust = 0.5, size = 16, face = "bold"),
        plot.subtitle = element_text(hjust = 0.5, size = 10, color = "gray50"),
        axis.text.x = element_text(angle = 45, hjust = 1),
        legend.position = "top",
        panel.grid.minor = element_blank()
    ) +
    # 优化坐标轴显示
    scale_x_date(
        date_breaks = "3 months",
        date_labels = "%Y-%m",
        expand = c(0, 5)
    ) +
    # 添加图例说明
    scale_color_manual(
        values = c("价格" = "#2c3e50", "20日均线" = "#e74c3c"),
        labels = c("价格", "20日移动平均线")
    ) +
    # 添加参考线和标记
    geom_hline(yintercept = mean(merged_data$close, na.rm = TRUE), 
               color = "gray", linetype = "dashed", size = 0.7) +
    annotate("text", x = max(merged_data$date, na.rm = TRUE), 
             y = mean(merged_data$close, na.rm = TRUE) * 0.97, 
             label = "平均价格", color = "gray", size = 3.5, hjust = 1)

# 9. MACD指标图（优化方向填充色对比）
macd_plot <- ggplot(merged_data, aes(x = date)) +
    geom_line(aes(y = macd, color = "DIF线"), size = 0.5) +
    geom_line(aes(y = signal_line, color = "DEA线"), size = 0.5) +
    
    # 优化柱状图填充和边框
    geom_bar(aes(y = histogram, fill = direction), 
             stat = "identity", width = 1.5, alpha = 0.8,
             color = ifelse(merged_data$direction == "1", "#1E8449", "#B03A2E"),
             size = 0.5) +  # 边框粗细
    
    # 优化填充颜色对比
    scale_fill_manual(
        values = c(
            "1" = "#2ECC71",  # 更明亮的绿色（多头）
            "-1" = "#E74C3C"  # 更鲜明的红色（空头）
        ),
        guide = FALSE  # 移除填充图例
    ) +
    
    # 标记零轴参考线
    geom_hline(yintercept = 0, color = "gray", linetype = "dashed", size = 0.5) +
    
    # 标记多空区域（与direction列对应）
    annotate("text", 
             x = min(merged_data$date, na.rm = TRUE), 
             y = 0.1,
             label = "多头区域", 
             color = "#2ECC71", 
             size = 3.5, 
             fontface = "italic") +
    annotate("text", 
             x = min(merged_data$date,na.rm = TRUE), 
             y = -0.1, 
             label = "空头区域", 
             color = "#E74C3C", 
             size = 3.5, 
             fontface = "italic") +
    
    # 标记买卖点
    geom_point(data = buy_points, aes(y = macd), 
               color = "#2ECC71", size = 2, shape = 16, alpha = 0.7) +
    geom_point(data = sell_points, aes(y = macd), 
               color = "#E74C3C", size = 2, shape = 16, alpha = 0.7) +
    
    # 标题和坐标轴
    labs(
        title = "MACD技术指标",
        y = "指标值",
        x = "日期"
    ) +
    
    # 主题设置
    theme_minimal(base_size = 12, base_family = "SimHei") +
    theme(
        plot.title = element_text(hjust = 0.5, size = 16, face = "bold"),
        axis.text.x = element_text(angle = 45, hjust = 1),
        legend.position = "top",
        panel.grid.minor = element_blank()
    ) +
    
    # 颜色映射
    scale_color_manual(
        values = c("DIF线" = "#3498DB", "DEA线" = "#E74C3C"),
        labels = c("DIF线 (快线)", "DEA线 (慢线)")
    ) +
    
    # 优化坐标轴显示
    scale_x_date(
        date_breaks = "3 months",
        date_labels = "%Y-%m",
        expand = c(0, 5)
    )

# 10. 组合图表
combined_plot <- gridExtra::grid.arrange(
    price_plot, macd_plot,
    nrow = 2,
    heights = c(2, 1.8),
    top = grid::textGrob(
        "基于MACD指标的TSLA交易信号分析",
        gp = grid::gpar(fontsize = 18, fontface = "bold")
    )
)

# 显示图表
print(combined_plot)

## TableGrob (3 x 1) "arrange": 3 grobs
##   z     cells    name                grob
## 1 1 (2-2,1-1) arrange      gtable[layout]
## 2 2 (3-3,1-1) arrange      gtable[layout]
## 3 3 (1-1,1-1) arrange text[GRID.text.552]

交易频率分析

接下来，我们分析交易频率和持有期，这对于评估策略的实用性非常重要：

# 假设getTxns(portfolio.st,"AAPL")已获取交易数据
trades <- getTxns(portfolio.st,symbols.st)

# 数据预处理
if (nrow(trades) > 0) {
  # 转换为data.frame并添加日期列
  trades_df <- as.data.frame(trades)
  trades_df$Date <- as.Date(index(trades))
  
  # 提取买卖交易
  buy_trades <- trades_df[trades_df$Txn.Qty > 0, ]
  sell_trades <- trades_df[trades_df$Txn.Qty < 0, ]
  
  # 确保买卖交易数量匹配
  n_trades <- min(nrow(buy_trades), nrow(sell_trades))
  
  if (n_trades > 0) {
    # 按时间排序
    buy_trades <- buy_trades[order(buy_trades$Date), ]
    sell_trades <- sell_trades[order(sell_trades$Date), ]
    
    # 取前n_trades笔交易进行匹配
    buy_trades <- buy_trades[1:n_trades, ]
    sell_trades <- sell_trades[1:n_trades, ]
    
    # 计算持有期（天数）
    hold_periods <- as.numeric(sell_trades$Date - buy_trades$Date)
    
    # 计算持有期统计数据
    stats <- data.frame(
      总交易次数 = n_trades,
      平均持有期 = round(mean(hold_periods), 1),
      最长持有期 = max(hold_periods),
      最短持有期 = min(hold_periods),
      持有期标准差 = round(sd(hold_periods), 1)
    )
    
    # 输出统计结果
    print("交易持有期统计:")
    print(stats)
    
    # 1. 持有期分布直方图 - 使用ggplot2
    hold_dist_plot <- ggplot(data.frame(hold_periods), aes(x = hold_periods)) +
      geom_histogram(aes(y = ..density..), 
                     bins = 20, 
                     fill = "#3366CC", 
                     color = "white") +
      geom_density(alpha = 0.2, 
                   fill = "#FF9900") +
      geom_vline(xintercept = mean(hold_periods), 
                 color = "red", 
                 linetype = "dashed", 
                 size = 1) +
      labs(
        title = "交易持有期分布",
        x = "持有天数",
        y = "密度",
        subtitle = paste("平均持有期: ", mean(hold_periods), "天")
      ) +
      theme_minimal(base_family = "SimHei") +
      theme(
        plot.title = element_text(hjust = 0.5, size = 16, face = "bold"),
        plot.subtitle = element_text(hjust = 0.5, size = 12),
        axis.text = element_text(size = 10),
        panel.grid.minor = element_blank()
      )
    
    # 2. 持有期箱线图 - 展示分布特征
    hold_boxplot <- ggplot(data.frame(hold_periods), 
                           aes(x = "", y = hold_periods)) +
      geom_boxplot(fill = "#3366CC", alpha = 0.7) +
      geom_jitter(color = "#FF9900", alpha = 0.5) +
      labs(
        title = "持有期分布箱线图",
        y = "持有天数"
      ) +
      theme_minimal(base_family = "SimHei") +
      theme(
        plot.title = element_text(hjust = 0.5, size = 16, face = "bold"),
        axis.text.x = element_blank(),
        panel.grid.minor = element_blank()
      )
    
    # 3. 交易频率分析 - 按月统计
    trades_df$YearMonth <- format(trades_df$Date, "%Y-%m")
    trade_frequency <- trades_df %>% 
      group_by(YearMonth) %>% 
      summarise(交易次数 = n())
    
    # 交易频率柱状图
    freq_barplot <- ggplot(trade_frequency, aes(x = YearMonth, y = 交易次数)) +
      geom_bar(stat = "identity", fill = "#33CC99", color = "white") +
      labs(
        title = "月度交易频率",
        x = "年月",
        y = "交易次数"
      ) +
      theme_minimal(base_family = "SimHei") +
      theme(
        plot.title = element_text(hjust = 0.5, size = 16, face = "bold"),
        axis.text.x = element_text(angle = 45, hjust = 1, size = 8),
        panel.grid.minor = element_blank()
      )
    
    # 4. 组合图表
    library(patchwork)
    combined_plot <- (hold_dist_plot + hold_boxplot) / freq_barplot +
      plot_annotation(title = "AAPL交易持有期与交易频率分析",
                      theme = theme(plot.title = element_text(hjust = 0.5, 
                                                              size = 18, 
                                                              face = "bold")))
    
    # 显示图表
    print(combined_plot)
    
    # 保存图表（可选）
    # ggsave("trading_analysis.png", 
    #       combined_plot, 
    #       width = 12, 
    #       height = 8, 
    #       dpi = 300)
  } else {
    cat("没有足够的买卖交易对进行分析\n")
  }
} else {
  cat("没有交易数据可供分析\n")
}

## [1] "交易持有期统计:"
##   总交易次数 平均持有期 最长持有期 最短持有期 持有期标准差
## 1        164       16.2         54          1         12.4

结论与展望

研究结论

通过对MACD指标的参数优化和回测分析，我们得出以下结论：

  1. 在研究期间内，基于MACD指标的择时策略在特定参数组合下能够取得优于简单买入持有策略的风险调整后收益。
  2. 最佳参数组合显示，快速EMA周期、慢速EMA周期和信号线周期对策略表现有显著影响。
  3. 策略的交易频率适中，平均持有期符合中期投资风格。

策略局限性

尽管MACD指标在趋势市场中表现良好，但仍存在以下局限性：

  1. 回测结果受历史数据限制，未来表现可能与历史表现不同。
  2. 策略在震荡市场环境中可能产生更多的虚假信号。
  3. 交易成本和滑点未被充分考虑，实际应用中可能降低策略收益。

未来研究方向

  1. 结合其他技术指标（如KDJ、RSI等）构建多指标复合策略。
  2. 研究不同市场环境下MACD指标的适用性，开发自适应参数机制。
  3. 考虑交易成本、滑点和税费等实际因素，优化策略实现。

通过本研究，我们展示了如何使用R语言和相关金融包实现技术指标的回测和优化，为量化交易策略的开发提供了实用的方法和思路。

这篇文章提供了一个完整的MACD指标择时交易策略分析流程，包括数据获取、指标计算、策略实现、参数优化、回测分析和可视化。您可以直接将代码复制到R Markdown环境中运行，或者根据需要进行调整和扩展。希望这对您的研究和实践有所帮助！如果有任何问题或需要进一步的讨论，请随时联系我。