这种情况重复出现,下面的7.16号,11,17号都出现了。这应该和策略没关系吧
datetime,orderid,tradeid,direction,offset,price,volume
2010-06-07 11:25:00+08:06,1,1,Direction.SHORT,Offset.OPEN,4020.4,14.0
2010-07-16 09:00:00+08:06,2,2,Direction.LONG,Offset.CLOSE,4063.4,14.0
2010-07-16 09:00:00+08:06,3,3,Direction.LONG,Offset.CLOSE,4058.0,14.0
2010-07-16 09:00:00+08:06,4,4,Direction.LONG,Offset.CLOSE,4058.0,14.0
2010-07-16 09:00:00+08:06,5,5,Direction.LONG,Offset.CLOSE,4058.0,14.0
2010-07-16 09:00:00+08:06,6,6,Direction.LONG,Offset.CLOSE,4058.0,14.0
2010-07-20 13:35:00+08:06,7,7,Direction.LONG,Offset.OPEN,4185.6,31.0
2010-08-23 09:15:00+08:06,8,8,Direction.SHORT,Offset.CLOSE,4273.6,31.0
2010-08-23 09:25:00+08:06,9,9,Direction.SHORT,Offset.CLOSE,4258.0,31.0
2010-09-06 09:00:00+08:06,10,10,Direction.LONG,Offset.OPEN,4471.0,56.0
2010-09-09 09:25:00+08:06,11,11,Direction.SHORT,Offset.CLOSE,4350.8,56.0
2010-11-05 09:00:00+08:06,12,12,Direction.LONG,Offset.OPEN,4650.0,22.0
2010-11-17 09:00:00+08:06,13,13,Direction.SHORT,Offset.CLOSE,4512.2,22.0
2010-11-17 09:00:00+08:06,14,14,Direction.SHORT,Offset.CLOSE,4526.4,22.0
2010-11-17 09:00:00+08:06,15,15,Direction.SHORT,Offset.CLOSE,4529.0,22.0
2010-11-17 09:00:00+08:06,16,16,Direction.SHORT,Offset.CLOSE,4529.0,22.0
2010-12-20 09:00:00+08:06,17,17,Direction.LONG,Offset.OPEN,4819.0,40.0
2010-12-27 09:00:00+08:06,18,18,Direction.SHORT,Offset.CLOSE,4722.4,40.0
2011-01-10 09:05:00+08:06,19,19,Direction.LONG,Offset.OPEN,4840.0,69.0
2011-02-21 09:00:00+08:06,20,20,Direction.SHORT,Offset.CLOSE,4974.0,69.0
2011-03-02 09:10:00+08:06,21,21,Direction.SHORT,Offset.OPEN,4800.4,25.0
2011-03-29 10:55:00+08:06,22,22,Direction.LONG,Offset.CLOSE,4800.8,25.0
2011-03-29 11:00:00+08:06,23,23,Direction.LONG,Offset.CLOSE,4808.8,25.0
2011-03-29 11:25:00+08:06,24,24,Direction.LONG,Offset.CLOSE,4819.8,25.0
2011-04-08 11:10:00+08:06,25,25,Direction.LONG,Offset.OPEN,4903.6,38.0