14 records deleted from our previous date position file
assetKey bodValUSD bodWeights fcost fcostUSD bcost bcostUSD preOptWeights postOptWeights optTradeWeights longBoundHard shortBoundHard trade_qty preOptQty target_contracts cvret vcret fxretd preTradePnLHoldUSD preTradeValUSD preTradePnLFxUSD preTradeWeights tradeBoundLo tradeBoundHi execWeights postExecWeights tradeValUSD tradeWeights linearCostUSD impactCostUSD tcostUSD postTradeValUSD postTradeWeights postTradePnLHoldUSD eodValUSD postTradePnLFxUSD pnlHoldUSD pnlFxUSD totalPnLUSD eodWeights ric position modifiedRic _merge priceCloseUSD numGQRShares
@ANHUI35 4134.2 2.6e-04 7.7e-03 8.8e-02 0.0 -0.0 2.6e-04 0.0e+00 -2.6e-04 1.0 1.0e-06 -3400 3400 0 -2.3e-02 1.3e-03 0.0 -95.9 4038.3 -1.6e-13 2.5e-04 -1.3e-01 1.3e-01 -2.5e-04 -1.0e-06 -3980.1 -2.5e-04 5.4 0.7 6.1 58.2 3.7e-06 7.4e-02 58.3 2.5e-16 -95.9 -1.6e-13 -102.0 3.7e-06 600971.SH NaN NaN left_only 1.2 4.9e+01
@CHINA127 2416.7 1.5e-04 7.7e-03 5.1e-02 0.0 -0.0 1.5e-04 0.0e+00 -1.5e-04 1.0 1.0e-06 -1400 1400 0 5.1e-04 -1.3e-03 0.0 1.2 2418.0 2.2e-13 1.5e-04 -1.7e-01 1.7e-01 -1.5e-04 8.4e-07 -2418.0 -1.5e-04 3.3 0.3 3.6 0.0 0.0e+00 -0.0e+00 0.0 0.0e+00 1.2 2.2e-13 -2.4 0.0e+00 000902.ZK NaN NaN left_only 1.7 0.0e+00
@CHINA3053 7980.6 5.0e-04 7.7e-03 1.7e-01 0.0 -0.0 5.0e-04 0.0e+00 -5.0e-04 1.0 1.0e-06 -16600 16600 0 -7.4e-03 -1.4e-03 0.0 -59.0 7921.6 6.4e-14 5.0e-04 -5.7e-02 5.7e-02 -5.0e-04 -1.0e-06 -7918.5 -5.0e-04 10.8 1.7 12.5 3.1 1.9e-07 -4.3e-03 3.1 -8.8e-17 -59.0 6.4e-14 -71.7 1.9e-07 688425.SH NaN NaN left_only 0.5 6.5e+00
@SANTO10 28479.2 1.8e-03 3.5e-03 2.7e-01 0.0 -0.0 1.8e-03 0.0e+00 -1.8e-03 1.0 1.0e-06 -6179 6179 0 -1.2e-02 2.0e-03 0.0 -340.2 28139.0 7.4e-13 1.8e-03 -5.3e-01 5.3e-01 -1.8e-03 -1.0e-06 -27958.9 -1.8e-03 6.3 4.8 11.1 180.1 1.1e-05 3.7e-01 180.5 4.6e-15 -339.8 7.4e-13 -351.2 1.1e-05 STO.AX NaN NaN left_only 4.6 4.0e+01
@SHANG121 8608.1 5.4e-04 7.7e-03 1.8e-01 0.0 -0.0 5.4e-04 0.0e+00 -5.4e-04 1.0 1.0e-06 -2100 2100 0 -3.0e-03 2.4e-03 0.0 -26.1 8582.0 4.9e-13 5.4e-04 -5.8e-02 5.8e-02 -5.4e-04 1.1e-06 -8582.0 -5.4e-04 11.7 2.5 14.2 0.0 0.0e+00 0.0e+00 0.0 0.0e+00 -26.1 4.9e-13 -40.5 0.0e+00 300236.ZK NaN NaN left_only 4.1 0.0e+00
@SHENZ257 11069.3 6.9e-04 7.7e-03 2.4e-01 0.0 -0.0 6.9e-04 0.0e+00 -6.9e-04 1.0 1.0e-06 -6800 6800 0 2.0e-02 2.8e-03 0.0 216.6 11285.9 -2.8e-13 7.1e-04 -1.7e-01 1.7e-01 -6.9e-04 1.7e-05 -11285.9 -7.1e-04 15.3 3.9 19.2 0.0 0.0e+00 0.0e+00 0.0 0.0e+00 216.6 -2.8e-13 197.1 0.0e+00 603063.SH NaN NaN left_only 1.7 0.0e+00
@SZTOP2 2123.4 1.3e-04 7.7e-03 4.5e-02 0.0 -0.0 1.3e-04 0.0e+00 -1.3e-04 1.0 1.0e-06 -5300 5300 0 4.4e-03 -8.4e-04 0.0 9.2 2132.6 -1.3e-13 1.3e-04 -5.2e-02 5.2e-02 -1.3e-04 1.2e-06 -2132.6 -1.3e-04 2.9 0.5 3.4 0.0 0.0e+00 -0.0e+00 0.0 0.0e+00 9.2 -1.3e-13 5.8 0.0e+00 002218.ZK NaN NaN left_only 0.4 0.0e+00
@TIANR1 3634.7 2.3e-04 7.7e-03 7.7e-02 0.0 -0.0 2.3e-04 0.0e+00 -2.3e-04 1.0 1.0e-06 -6400 6400 0 -2.6e-03 -2.4e-03 0.0 -9.4 3625.3 1.9e-13 2.3e-04 -4.9e-02 4.9e-02 -2.3e-04 5.6e-07 -3625.3 -2.3e-04 4.9 0.8 5.7 0.0 0.0e+00 -0.0e+00 0.0 0.0e+00 -9.4 1.9e-13 -15.1 0.0e+00 002283.ZK NaN NaN left_only 0.6 0.0e+00
@TOYOS3 6476.2 4.0e-04 3.0e-03 5.3e-02 0.0 -0.0 4.0e-04 0.0e+00 -4.0e-04 1.0 1.0e-06 -100 100 0 -8.3e-03 -2.3e-03 0.0 -53.8 6422.5 -2.9e-13 4.0e-04 -5.9e-01 5.9e-01 -4.0e-04 -1.0e-06 -6417.1 -4.0e-04 0.8 1.0 1.8 5.3 3.4e-07 -1.2e-02 5.3 -2.6e-16 -53.8 -2.9e-13 -55.7 3.4e-07 2875.T NaN NaN left_only 64.4 8.3e-02
@CHINA639 72653.7 4.5e-03 7.7e-03 1.5e+00 0.0 -0.0 4.5e-03 0.0e+00 -4.5e-03 1.0 1.0e-06 -70800 70800 0 -2.1e-02 -3.5e-03 0.0 -1544.6 71109.0 -1.4e-12 4.5e-03 -2.0e+00 2.0e+00 -4.5e-03 -1.0e-06 -69963.9 -4.4e-03 95.1 13.8 108.9 1145.2 7.2e-05 -4.0e+00 1141.2 6.9e-14 -1548.6 -1.3e-12 -1659.1 7.2e-05 601939.SH NaN NaN left_only 1.0 1.1e+03
@KEISE2 19158.4 1.2e-03 3.0e-03 1.6e-01 0.0 -0.0 1.2e-03 0.0e+00 -1.2e-03 1.0 1.0e-06 -600 600 0 -1.9e-02 2.6e-03 0.0 -363.0 18795.4 1.5e-12 1.2e-03 -4.0e-01 4.0e-01 -1.2e-03 -1.0e-06 -18548.0 -1.2e-03 2.3 4.7 7.0 247.4 1.6e-05 6.4e-01 248.1 -1.1e-14 -362.4 1.5e-12 -369.5 1.6e-05 9009.T NaN NaN left_only 31.6 7.9e+00
@CHINA255 0.0 0.0e+00 0.0e+00 0.0e+00 0.0 0.0 0.0e+00 0.0e+00 0.0e+00 1.0 1.0e-06 14100 0 14100 -1.1e-02 -2.0e-03 0.0 -0.0 0.0 0.0e+00 0.0e+00 -1.0e+00 1.0e+00 0.0e+00 0.0e+00 0.0 0.0e+00 0.0 0.0 0.0 0.0 0.0e+00 -0.0e+00 0.0 0.0e+00 -0.0 0.0e+00 0.0 0.0e+00 600050.SH NaN NaN left_only 0.6 0.0e+00
@CNOOC17 0.0 0.0e+00 0.0e+00 0.0e+00 0.0 0.0 0.0e+00 2.7e-03 2.7e-03 1.0 1.0e-06 11900 0 11900 -4.5e-02 2.6e-02 0.0 -0.0 0.0 0.0e+00 0.0e+00 -3.7e+00 3.7e+00 2.7e-03 2.7e-03 41265.5 2.6e-03 14.8 6.0 20.8 41265.5 2.6e-03 1.1e+03 42322.3 3.4e-12 1056.7 3.4e-12 1035.9 2.7e-03 600938.SH NaN NaN left_only 3.6 1.2e+04
@LARGA1 0.0 0.0e+00 0.0e+00 0.0e+00 0.0 0.0 0.0e+00 0.0e+00 0.0e+00 1.0 1.0e-06 0 0 0 2.3e-02 5.1e-03 0.0 0.0 0.0 0.0e+00 0.0e+00 -1.2e+00 1.2e+00 0.0e+00 0.0e+00 0.0 0.0e+00 0.0 0.0 0.0 0.0 0.0e+00 0.0e+00 0.0 0.0e+00 0.0 0.0e+00 0.0 0.0e+00 3008.TW NaN NaN left_only 83.7 0.0e+00
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