事件驱动策略-高送转事件¶

本文将以高送转事件为例，分享一个简单的高送转事件驱动策略的产生过程，希望能给大家带来一些帮助。

高送转含义¶

对高送转理解的深度对于理解本篇文章的要义影响并不大，看完文章后在去研究高送转的细节也可以。
百度百科对高送转的解释：高送转股票（简称：高送转）简单理解为：股数增加，股价变小。举例：1张100元，换成了2张50元，数量增加总价值没变动。是指送红股或者转增股票的比例很大。实质是股东权益的内部结构调整，对净资产收益率没有影响，对公司的盈利能力也并没有任何实质性影响。“高送转”后，公司股本总数虽然扩大了，但公司的股东权益并不会因此而增加。而且，在净利润不变的情况下，由于股本扩大，资本公积金转增股本摊薄每股收益。在公司“高送转”方案的实施日，公司股价将做除权处理，也就是说，尽管“高送转”方案使得投资者手中的股票数量增加了，但股价也将进行相应的调整，投资者持股比例不变，持有股票的总价值也未发生变化。

研究思路¶

猜想，股票公司公布要进行高送转后，股价会上涨。
验证思路，获取历史上进行高送转股票的数据，计算出这些股票公布高送转之后的股价变化，对其加总平均，统计出平均看来股票高送转后股价变化情况，如果有上涨趋势，认为猜想成立。

导入库与函数¶

以下这部分内容是加载各种用到的库，以及自定义的函数，需要先运行过一次才能正确运行后续的内容

from jqdata import *
import jqdata
import pandas as pd
import datetime 
import pickle

# 全局变量
# 交易日期列表
all_trade_days=[i.strftime('%Y-%m-%d') for i in list(get_all_trade_days())]

# 获取相对baseday的ix个交易日量价涨跌幅
def get_pct_change(scu,ix,date,fqy='1d',field='close'):
    if ix<=0:
        df=get_price(security=scu,count=-ix+2,end_date=date,fields=[field],frequency=fqy)[field,:,:].pct_change().iloc[1:,:]

    else:
        df=get_price(security=scu,count=ix+2,end_date=all_trade_days[all_trade_days.index(date)+ix],fields=[field],frequency=fqy)[field,:,:].pct_change().iloc[1:,:]
    if df.index.empty==True:
        df=df.T
        df['0000-00-00']=[]
        df=df.T
    return df
# 获取相对baseday的ix个交易日量价累计涨跌幅
def get_pct_change_accum(scu,ix,date,fqy='1d',field='close'):
    if ix<=0:
        df=get_price(security=scu,count=-ix+2,end_date=date,fields=[field],frequency=fqy)[field,:,:].iloc[1:,:]

    else:
        df=get_price(security=scu,count=ix+2,end_date=all_trade_days[all_trade_days.index(date)+ix],fields=[field],frequency=fqy)[field,:,:].iloc[1:,:]
    if df.index.empty==True:
        df=df.T
        df['0000-00-00']=[]
        df=df.T
        
    return df/df.iloc[0]
# 筛去涨跌停股
def tenper_stk_filter(scu,date,ix=0):
    if len(scu)==0:
        return []
    df=get_pct_change(scu,ix,date,fqy='1d',field='close').T
    df=df[df<0.099].dropna()
    df=df[df>-0.099].dropna()
    return list(df.index)

获取事件数据¶

获取事件数据没有通法。不同的事件数据来源可能不同，导致格式不同，甚至有些数据需要自己生成与整理，所以换成其他事件时，主要改的地方也就是这里。
此处以高送转事件数据来源是 tushare 分配预案。
高送转采取的定义是，每10股转增和送股数大于8，才算"高”送转。所以进行了符合高送转定义的事件的筛选，并将其整理成key为日期，value为股票代码的dict形式。
此处一次性提取了2007到2018的数据，所以会有点慢。

# 初始化存储事件触发情况的变量
totalLog=dict()
top_shares=pd.DataFrame()

# 导入tushare库
import tushare as ts

# 获取2007年到2018年的数据
years=range(2007,2018+1)
for i in years:
    # 打印当前正在获取的数据的年份，用以展示进度
    print(i)
    t = ts.profit_data(year=i,top=4000)
    top_shares=pd.concat([top_shares,t],axis=0)

# 对数据进行按公布日期排序
top_shares.sort_values(by=['report_date'],ascending=True,inplace=True)
# 重置数据index
top_shares.reset_index(inplace=True,drop=True)
# 转化股票代码为聚宽格式
top_shares['code']=top_shares['code'].apply(normalize_code)
# 筛选出每10股转增和送股数大于8的数据
top_shares=top_shares[top_shares['shares']>=8]

2007
[Getting data:]#####################################2008
[Getting data:]#####################################2009
[Getting data:]###########################################2010
[Getting data:]#########################################################2011
[Getting data:]#####################################################################2012
[Getting data:]#############################################################################2013
[Getting data:]##############################################################################2014
[Getting data:]###################################################################################2015
[Getting data:]##########################################################################################2016
[Getting data:]######################################################################################################2017
[Getting data:]####################################################################################################################2018
[Getting data:]####

# 把公告日期中非交易日换成最近的前一个交易日
df=pd.DataFrame(all_trade_days)
f=lambda x:df[df<=x].dropna().iloc[-1].values[0]
top_shares['report_date']=top_shares['report_date'].apply(f)

# 数据展示
top_shares
# - code:股票代码
# - name:股票名称
# - year:分配年份
# - report_date:公布日期
# - divi:分红金额（每10股）
# - shares:转增和送股数（每10股）

# 将数据整理成key为日期，value为股票代码的dict形式
for i,j in zip(top_shares['report_date'],top_shares['code']):
#     print(i,j)
    if i in totalLog:
        totalLog[i]+=[j]
    else:
        totalLog[i]=[j]

# 展示totalLog，即每天触发事件的股票
totalLog

{'2007-07-12': [u'002093.XSHE'],
 '2007-07-18': [u'600298.XSHG'],
 '2007-07-24': [u'600109.XSHG'],
 '2007-07-26': [u'002097.XSHE'],
 '2007-07-27': [u'600481.XSHG'],
 '2007-07-30': [u'002121.XSHE'],
 '2007-07-31': [u'002019.XSHE', u'600888.XSHG'],
 '2007-08-01': [u'001696.XSHE'],
 '2007-08-07': [u'600311.XSHG'],
 '2007-08-09': [u'600595.XSHG'],
 '2007-08-10': [u'600804.XSHG', u'600614.XSHG'],
 '2007-08-15': [u'600249.XSHG'],
 '2007-08-21': [u'600089.XSHG', u'000712.XSHE'],
 '2007-08-23': [u'600382.XSHG'],
 '2007-08-29': [u'600285.XSHG'],
 '2007-08-30': [u'600975.XSHG'],
 '2008-01-23': [u'600325.XSHG'],
 '2008-01-25': [u'600693.XSHG'],
 '2008-01-29': [u'002202.XSHE', u'002093.XSHE'],
 '2008-01-30': [u'002118.XSHE'],
 '2008-01-31': [u'000687.XSHE'],
 '2008-02-01': [u'000829.XSHE',
  u'000996.XSHE',
  u'600408.XSHG',
  u'002079.XSHE'],
 '2008-02-04': [u'600740.XSHG'],
 '2008-02-05': [u'600048.XSHG', u'600795.XSHG'],
 '2008-02-15': [u'000511.XSHE', u'002092.XSHE'],
 '2008-02-19': [u'600482.XSHG', u'000046.XSHE', u'600565.XSHG'],
 '2008-02-20': [u'000024.XSHE', u'002009.XSHE'],
 '2008-02-22': [u'600335.XSHG',
  u'600439.XSHG',
  u'600383.XSHG',
  u'002133.XSHE'],
 '2008-02-25': [u'600660.XSHG'],
 '2008-02-26': [u'002056.XSHE', u'002038.XSHE', u'600673.XSHG'],
 '2008-02-28': [u'002153.XSHE',
  u'002068.XSHE',
  u'000677.XSHE',
  u'600380.XSHG'],
 '2008-02-29': [u'002064.XSHE',
  u'002146.XSHE',
  u'002032.XSHE',
  u'600337.XSHG',
  u'600463.XSHG',
  u'600586.XSHG'],
 '2008-03-05': [u'002172.XSHE', u'600517.XSHG', u'600588.XSHG'],
 '2008-03-06': [u'600497.XSHG', u'600282.XSHG'],
 '2008-03-07': [u'002073.XSHE',
  u'600087.XSHG',
  u'002048.XSHE',
  u'000069.XSHE',
  u'600592.XSHG',
  u'600582.XSHG'],
 '2008-03-10': [u'600583.XSHG', u'002161.XSHE'],
 '2008-03-11': [u'600572.XSHG', u'600736.XSHG', u'600220.XSHG'],
 '2008-03-12': [u'002177.XSHE'],
 '2008-03-14': [u'002005.XSHE'],
 '2008-03-17': [u'600030.XSHG'],
 '2008-03-18': [u'002131.XSHE', u'002122.XSHE', u'002147.XSHE'],
 '2008-03-19': [u'002154.XSHE'],
 '2008-03-21': [u'600271.XSHG',
  u'000839.XSHE',
  u'000002.XSHE',
  u'600509.XSHG',
  u'600611.XSHG'],
 '2008-03-25': [u'002114.XSHE', u'000609.XSHE', u'600577.XSHG'],
 '2008-03-26': [u'600545.XSHG', u'600575.XSHG', u'002194.XSHE'],
 '2008-03-27': [u'600432.XSHG'],
 '2008-03-28': [u'600584.XSHG',
  u'002170.XSHE',
  u'601699.XSHG',
  u'002089.XSHE',
  u'002193.XSHE',
  u'600547.XSHG',
  u'002168.XSHE',
  u'002119.XSHE',
  u'002124.XSHE',
  u'002152.XSHE',
  u'600836.XSHG',
  u'600255.XSHG',
  u'000006.XSHE',
  u'600360.XSHG'],
 '2008-03-31': [u'000402.XSHE'],
 '2008-04-01': [u'002130.XSHE', u'600227.XSHG', u'600111.XSHG'],
 '2008-04-03': [u'601003.XSHG'],
 '2008-04-08': [u'000016.XSHE', u'000418.XSHE'],
 '2008-04-09': [u'002123.XSHE', u'002069.XSHE', u'000838.XSHE'],
 '2008-04-10': [u'002184.XSHE', u'600837.XSHG'],
 '2008-04-11': [u'600153.XSHG'],
 '2008-04-15': [u'000831.XSHE', u'000419.XSHE', u'600555.XSHG'],
 '2008-04-18': [u'002157.XSHE', u'002065.XSHE', u'000031.XSHE'],
 '2008-04-21': [u'000541.XSHE'],
 '2008-04-22': [u'002183.XSHE',
  u'002025.XSHE',
  u'000411.XSHE',
  u'600326.XSHG',
  u'000157.XSHE'],
 '2008-04-25': [u'002094.XSHE',
  u'600478.XSHG',
  u'600348.XSHG',
  u'600331.XSHG'],
 '2008-04-29': [u'002011.XSHE'],
 '2008-04-30': [u'600864.XSHG',
  u'002113.XSHE',
  u'600511.XSHG',
  u'000408.XSHE'],
 '2008-07-21': [u'600499.XSHG'],
 '2008-07-24': [u'002244.XSHE'],
 '2008-07-25': [u'000718.XSHE', u'600415.XSHG'],
 '2008-08-01': [u'002016.XSHE', u'002139.XSHE'],
 '2008-08-12': [u'000826.XSHE', u'000983.XSHE'],
 '2008-08-20': [u'600143.XSHG'],
 '2008-08-21': [u'600765.XSHG', u'600017.XSHG'],
 '2008-08-22': [u'600533.XSHG'],
 '2008-08-29': [u'600718.XSHG', u'002024.XSHE', u'600428.XSHG'],
 '2009-01-15': [u'600435.XSHG'],
 '2009-02-20': [u'600246.XSHG'],
 '2009-02-26': [u'002251.XSHE'],
 '2009-02-27': [u'002168.XSHE', u'600547.XSHG'],
 '2009-03-03': [u'002122.XSHE', u'000768.XSHE'],
 '2009-03-05': [u'600351.XSHG'],
 '2009-03-06': [u'600022.XSHG'],
 '2009-03-09': [u'002232.XSHE'],
 '2009-03-17': [u'002241.XSHE'],
 '2009-03-18': [u'002153.XSHE', u'600614.XSHG'],
 '2009-03-19': [u'600518.XSHG'],
 '2009-03-20': [u'002228.XSHE', u'002169.XSHE', u'600082.XSHG'],
 '2009-03-24': [u'600565.XSHG'],
 '2009-03-25': [u'002242.XSHE', u'002170.XSHE'],
 '2009-03-26': [u'002063.XSHE', u'600804.XSHG'],
 '2009-03-27': [u'002200.XSHE',
  u'600300.XSHG',
  u'600109.XSHG',
  u'600997.XSHG'],
 '2009-03-30': [u'600352.XSHG', u'600641.XSHG'],
 '2009-03-31': [u'002192.XSHE'],
 '2009-04-03': [u'002249.XSHE', u'600551.XSHG'],
 '2009-04-08': [u'002237.XSHE', u'600986.XSHG'],
 '2009-04-09': [u'002086.XSHE', u'000541.XSHE'],
 '2009-04-17': [u'002021.XSHE',
  u'002245.XSHE',
  u'600297.XSHG',
  u'600346.XSHG',
  u'600561.XSHG',
  u'600511.XSHG'],
 '2009-04-21': [u'002107.XSHE'],
 '2009-04-23': [u'002216.XSHE'],
 '2009-04-24': [u'600415.XSHG',
  u'600543.XSHG',
  u'600993.XSHG',
  u'002121.XSHE',
  u'600970.XSHG',
  u'000516.XSHE'],
 '2009-04-27': [u'600260.XSHG'],
 '2009-04-28': [u'002161.XSHE'],
 '2009-04-29': [u'600489.XSHG'],
 '2009-08-11': [u'600317.XSHG'],
 '2009-08-12': [u'000570.XSHE', u'002219.XSHE'],
 '2009-08-14': [u'000925.XSHE', u'600269.XSHG'],
 '2010-01-15': [u'600173.XSHG'],
 '2010-01-19': [u'002290.XSHE'],
 '2010-01-20': [u'600133.XSHG'],
 '2010-01-26': [u'300033.XSHE'],
 '2010-01-28': [u'600159.XSHG', u'600406.XSHG', u'002167.XSHE'],
 '2010-01-29': [u'002271.XSHE'],
 '2010-02-05': [u'300002.XSHE'],
 '2010-02-08': [u'600703.XSHG'],
 '2010-02-10': [u'300019.XSHE', u'600990.XSHG', u'600118.XSHG'],
 '2010-02-11': [u'600595.XSHG'],
 '2010-02-12': [u'600844.XSHG'],
 '2010-02-23': [u'002069.XSHE'],
 '2010-02-26': [u'300024.XSHE',
  u'002309.XSHE',
  u'300018.XSHE',
  u'300031.XSHE'],
 '2010-03-04': [u'002276.XSHE', u'000627.XSHE'],
 '2010-03-05': [u'300007.XSHE', u'600828.XSHG', u'600351.XSHG'],
 '2010-03-10': [u'000815.XSHE', u'600383.XSHG'],
 '2010-03-12': [u'002226.XSHE', u'000671.XSHE'],
 '2010-03-15': [u'300015.XSHE', u'002294.XSHE'],
 '2010-03-16': [u'300027.XSHE', u'000969.XSHE'],
 '2010-03-18': [u'300005.XSHE',
  u'002236.XSHE',
  u'300026.XSHE',
  u'600547.XSHG',
  u'600725.XSHG'],
 '2010-03-19': [u'600495.XSHG'],
 '2010-03-23': [u'002090.XSHE', u'002250.XSHE', u'600525.XSHG'],
 '2010-03-24': [u'002280.XSHE', u'002122.XSHE', u'600415.XSHG'],
 '2010-03-26': [u'002308.XSHE',
  u'600596.XSHG',
  u'300040.XSHE',
  u'002166.XSHE',
  u'002220.XSHE',
  u'600175.XSHG',
  u'300021.XSHE'],
 '2010-03-29': [u'002140.XSHE',
  u'300020.XSHE',
  u'002284.XSHE',
  u'000159.XSHE'],
 '2010-03-30': [u'002208.XSHE',
  u'300025.XSHE',
  u'300009.XSHE',
  u'600153.XSHG',
  u'600585.XSHG',
  u'000012.XSHE',
  u'600822.XSHG'],
 '2010-03-31': [u'300011.XSHE',
  u'002277.XSHE',
  u'300003.XSHE',
  u'600970.XSHG',
  u'600329.XSHG',
  u'600512.XSHG',
  u'600795.XSHG'],
 '2010-04-01': [u'600199.XSHG'],
 '2010-04-02': [u'002297.XSHE'],
 '2010-04-07': [u'600227.XSHG'],
 '2010-04-09': [u'600655.XSHG'],
 '2010-04-13': [u'000667.XSHE'],
 '2010-04-15': [u'300022.XSHE'],
 '2010-04-16': [u'002279.XSHE',
  u'600321.XSHG',
  u'600875.XSHG',
  u'002312.XSHE',
  u'002213.XSHE',
  u'002064.XSHE'],
 '2010-04-20': [u'002131.XSHE'],
 '2010-04-22': [u'002206.XSHE',
  u'002078.XSHE',
  u'601001.XSHG',
  u'600647.XSHG',
  u'600555.XSHG'],
 '2010-04-23': [u'600348.XSHG', u'000516.XSHE', u'000066.XSHE'],
 '2010-04-27': [u'600489.XSHG'],
 '2010-07-07': [u'000157.XSHE'],
 '2010-07-08': [u'002310.XSHE'],
 '2010-07-21': [u'600507.XSHG', u'300076.XSHE'],
 '2010-07-23': [u'002248.XSHE'],
 '2010-07-30': [u'600252.XSHG'],
 '2010-08-05': [u'002198.XSHE'],
 '2010-08-13': [u'002334.XSHE'],
 '2010-08-23': [u'600031.XSHG'],
 '2010-08-24': [u'000338.XSHE'],
 '2010-08-26': [u'300050.XSHE'],
 '2011-01-20': [u'002479.XSHE'],
 '2011-01-21': [u'000979.XSHE'],
 '2011-01-24': [u'600703.XSHG'],
 '2011-01-25': [u'002299.XSHE', u'600307.XSHG', u'002176.XSHE'],
 '2011-01-26': [u'002171.XSHE', u'002481.XSHE'],
 '2011-01-28': [u'300143.XSHE', u'600873.XSHG', u'600406.XSHG'],
 '2011-01-31': [u'300074.XSHE', u'002283.XSHE'],
 '2011-02-18': [u'300057.XSHE'],
 '2011-02-22': [u'002437.XSHE', u'002132.XSHE', u'300129.XSHE'],
 '2011-02-23': [u'002058.XSHE', u'300118.XSHE'],
 '2011-02-24': [u'300048.XSHE', u'002506.XSHE'],
 '2011-02-25': [u'002503.XSHE',
  u'300030.XSHE',
  u'002324.XSHE',
  u'002168.XSHE',
  u'300024.XSHE',
  u'002493.XSHE',
  u'300064.XSHE',
  u'300043.XSHE',
  u'300099.XSHE',
  u'300121.XSHE',
  u'002419.XSHE',
  u'000100.XSHE'],
 '2011-02-28': [u'300070.XSHE',
  u'002441.XSHE',
  u'002400.XSHE',
  u'300091.XSHE',
  u'002160.XSHE',
  u'002425.XSHE'],
 '2011-03-01': [u'002392.XSHE', u'000026.XSHE'],
 '2011-03-02': [u'002390.XSHE'],
 '2011-03-03': [u'600466.XSHG'],
 '2011-03-04': [u'002436.XSHE',
  u'000055.XSHE',
  u'600087.XSHG',
  u'000069.XSHE'],
 '2011-03-07': [u'300147.XSHE', u'002422.XSHE'],
 '2011-03-08': [u'300133.XSHE',
  u'300086.XSHE',
  u'002431.XSHE',
  u'000801.XSHE'],
 '2011-03-09': [u'000903.XSHE'],
 '2011-03-10': [u'300078.XSHE',
  u'300085.XSHE',
  u'300104.XSHE',
  u'300128.XSHE',
  u'002456.XSHE',
  u'600122.XSHG'],
 '2011-03-11': [u'300131.XSHE',
  u'002389.XSHE',
  u'002335.XSHE',
  u'300027.XSHE',
  u'002011.XSHE',
  u'600979.XSHG'],
 '2011-03-15': [u'002360.XSHE',
  u'300050.XSHE',
  u'300119.XSHE',
  u'300077.XSHE',
  u'600893.XSHG',
  u'300153.XSHE'],
 '2011-03-16': [u'002010.XSHE',
  u'300132.XSHE',
  u'300090.XSHE',
  u'300004.XSHE',
  u'300101.XSHE'],
 '2011-03-17': [u'002368.XSHE', u'002415.XSHE', u'300034.XSHE'],
 '2011-03-18': [u'002362.XSHE',
  u'002501.XSHE',
  u'300005.XSHE',
  u'002477.XSHE',
  u'002080.XSHE',
  u'002535.XSHE',
  u'300021.XSHE',
  u'300080.XSHE',
  u'600458.XSHG',
  u'600690.XSHG',
  u'600807.XSHG',
  u'600572.XSHG',
  u'600993.XSHG',
  u'002101.XSHE',
  u'600268.XSHG'],
 '2011-03-22': [u'002108.XSHE',
  u'300115.XSHE',
  u'002412.XSHE',
  u'002305.XSHE',
  u'002353.XSHE',
  u'002357.XSHE',
  u'300046.XSHE',
  u'002497.XSHE',
  u'600085.XSHG'],
 '2011-03-23': [u'002544.XSHE',
  u'002450.XSHE',
  u'300124.XSHE',
  u'300113.XSHE'],
 '2011-03-24': [u'600166.XSHG'],
 '2011-03-25': [u'300117.XSHE',
  u'300126.XSHE',
  u'002533.XSHE',
  u'300103.XSHE',
  u'300107.XSHE',
  u'600525.XSHG',
  u'300149.XSHE',
  u'002365.XSHE',
  u'002340.XSHE',
  u'002351.XSHE',
  u'002375.XSHE',
  u'300102.XSHE',
  u'002483.XSHE'],
 '2011-03-28': [u'002399.XSHE',
  u'002329.XSHE',
  u'300125.XSHE',
  u'300071.XSHE',
  u'002519.XSHE',
  u'002532.XSHE',
  u'300159.XSHE',
  u'300079.XSHE',
  u'300072.XSHE'],
 '2011-03-29': [u'300140.XSHE',
  u'300171.XSHE',
  u'002163.XSHE',
  u'601101.XSHG',
  u'601699.XSHG',
  u'300066.XSHE',
  u'300182.XSHE',
  u'002524.XSHE',
  u'300155.XSHE',
  u'300136.XSHE',
  u'002444.XSHE',
  u'300083.XSHE',
  u'300105.XSHE',
  u'600169.XSHG',
  u'600303.XSHG',
  u'601166.XSHG'],
 '2011-03-30': [u'002304.XSHE',
  u'002173.XSHE',
  u'002118.XSHE',
  u'300154.XSHE'],
 '2011-03-31': [u'300130.XSHE',
  u'300145.XSHE',
  u'300073.XSHE',
  u'300045.XSHE',
  u'002408.XSHE',
  u'600801.XSHG'],
 '2011-04-01': [u'300088.XSHE'],
 '2011-04-06': [u'300087.XSHE', u'601558.XSHG'],
 '2011-04-07': [u'002555.XSHE',
  u'002480.XSHE',
  u'002396.XSHE',
  u'002212.XSHE'],
 '2011-04-08': [u'002376.XSHE',
  u'002473.XSHE',
  u'002432.XSHE',
  u'002379.XSHE',
  u'600100.XSHG',
  u'000937.XSHE',
  u'300051.XSHE'],
 '2011-04-12': [u'300144.XSHE',
  u'300062.XSHE',
  u'002369.XSHE',
  u'300109.XSHE',
  u'002164.XSHE'],
 '2011-04-14': [u'300022.XSHE'],
 '2011-04-15': [u'002387.XSHE',
  u'300156.XSHE',
  u'600491.XSHG',
  u'300053.XSHE',
  u'300157.XSHE',
  u'000625.XSHE',
  u'000046.XSHE'],
 '2011-04-18': [u'002482.XSHE',
  u'300146.XSHE',
  u'002512.XSHE',
  u'002495.XSHE',
  u'002326.XSHE'],
 '2011-04-19': [u'002074.XSHE',
  u'002102.XSHE',
  u'300055.XSHE',
  u'300096.XSHE',
  u'300135.XSHE',
  u'002341.XSHE',
  u'002343.XSHE',
  u'600575.XSHG'],
 '2011-04-20': [u'002241.XSHE',
  u'300093.XSHE',
  u'002394.XSHE',
  u'002388.XSHE',
  u'002447.XSHE',
  u'600415.XSHG'],
 '2011-04-21': [u'002472.XSHE', u'600252.XSHG', u'002041.XSHE'],
 '2011-04-22': [u'002411.XSHE',
  u'002233.XSHE',
  u'600353.XSHG',
  u'300084.XSHE',
  u'002245.XSHE',
  u'002236.XSHE',
  u'002271.XSHE'],
 '2011-04-25': [u'002424.XSHE'],
 '2011-04-26': [u'600308.XSHG', u'600586.XSHG'],
 '2011-04-27': [u'002344.XSHE',
  u'300006.XSHE',
  u'002311.XSHE',
  u'002377.XSHE',
  u'002361.XSHE',
  u'002154.XSHE',
  u'002358.XSHE'],
 '2011-04-28': [u'600416.XSHG'],
 '2011-04-29': [u'002266.XSHE',
  u'600713.XSHG',
  u'600887.XSHG',
  u'600783.XSHG'],
 '2011-07-14': [u'600971.XSHG', u'300134.XSHE'],
 '2011-07-15': [u'000598.XSHE'],
 '2011-07-20': [u'600862.XSHG'],
 '2011-07-22': [u'002445.XSHE', u'300175.XSHE'],
 '2011-07-27': [u'002093.XSHE', u'300215.XSHE'],
 '2011-07-28': [u'002546.XSHE'],
 '2011-07-29': [u'002042.XSHE'],
 '2011-08-02': [u'600063.XSHG', u'002572.XSHE'],
 '2011-08-05': [u'000523.XSHE', u'601233.XSHG', u'002342.XSHE'],
 '2011-08-09': [u'300197.XSHE'],
 '2011-08-10': [u'002307.XSHE', u'002513.XSHE', u'002539.XSHE'],
 '2011-08-12': [u'002006.XSHE', u'002439.XSHE'],
 '2011-08-16': [u'002136.XSHE'],
 '2011-08-17': [u'002434.XSHE'],
 '2011-08-18': [u'300162.XSHE'],
 '2011-08-19': [u'002401.XSHE'],
 '2011-08-22': [u'002573.XSHE', u'002416.XSHE'],
 '2011-08-23': [u'000982.XSHE', u'300177.XSHE', u'002392.XSHE'],
 '2011-08-25': [u'600446.XSHG'],
 '2011-08-26': [u'000547.XSHE', u'002259.XSHE'],
 '2011-08-29': [u'601258.XSHG'],
 '2011-08-31': [u'002264.XSHE', u'002111.XSHE'],
 '2012-01-13': [u'300166.XSHE'],
 '2012-01-19': [u'002556.XSHE'],
 '2012-01-20': [u'300271.XSHE'],
 '2012-01-31': [u'002234.XSHE', u'002353.XSHE', u'601311.XSHG'],
 '2012-02-01': [u'002298.XSHE', u'002538.XSHE', u'300146.XSHE'],
 '2012-02-02': [u'002229.XSHE'],
 '2012-02-03': [u'300141.XSHE'],
 '2012-02-08': [u'601717.XSHG'],
 '2012-02-09': [u'002547.XSHE'],
 '2012-02-10': [u'002371.XSHE',
  u'600106.XSHG',
  u'002642.XSHE',
  u'002637.XSHE'],
 '2012-02-15': [u'002638.XSHE', u'002236.XSHE', u'002438.XSHE'],
 '2012-02-16': [u'002272.XSHE'],
 '2012-02-17': [u'300135.XSHE', u'002601.XSHE', u'300248.XSHE'],
 '2012-02-20': [u'002055.XSHE'],
 '2012-02-21': [u'300217.XSHE',
  u'300209.XSHE',
  u'300204.XSHE',
  u'002541.XSHE',
  u'300174.XSHE',
  u'000703.XSHE'],
 '2012-02-22': [u'002161.XSHE'],
 '2012-02-23': [u'600522.XSHG',
  u'300158.XSHE',
  u'300177.XSHE',
  u'002571.XSHE',
  u'300212.XSHE'],
 '2012-02-24': [u'300259.XSHE',
  u'300230.XSHE',
  u'002401.XSHE',
  u'002518.XSHE',
  u'300098.XSHE',
  u'002349.XSHE'],
 '2012-02-27': [u'002276.XSHE', u'300042.XSHE'],
 '2012-02-28': [u'002509.XSHE',
  u'002526.XSHE',
  u'300216.XSHE',
  u'300226.XSHE',
  u'300201.XSHE',
  u'300210.XSHE',
  u'300231.XSHE',
  u'300263.XSHE',
  u'300274.XSHE',
  u'002566.XSHE',
  u'600577.XSHG',
  u'600858.XSHG',
  u'000507.XSHE',
  u'300072.XSHE',
  u'300238.XSHE',
  u'002358.XSHE'],
 '2012-02-29': [u'002582.XSHE',
  u'002301.XSHE',
  u'300277.XSHE',
  u'300101.XSHE',
  u'002310.XSHE',
  u'002309.XSHE',
  u'002325.XSHE',
  u'002341.XSHE',
  u'300056.XSHE',
  u'002458.XSHE',
  u'002530.XSHE',
  u'002614.XSHE',
  u'300221.XSHE',
  u'002628.XSHE',
  u'002231.XSHE',
  u'600784.XSHG',
  u'002176.XSHE'],
 '2012-03-01': [u'300058.XSHE',
  u'002273.XSHE',
  u'002117.XSHE',
  u'000877.XSHE'],
 '2012-03-02': [u'300222.XSHE',
  u'300164.XSHE',
  u'300105.XSHE',
  u'002067.XSHE',
  u'600449.XSHG'],
 '2012-03-05': [u'002050.XSHE'],
 '2012-03-06': [u'300197.XSHE', u'002339.XSHE', u'600460.XSHG'],
 '2012-03-07': [u'300245.XSHE', u'002321.XSHE'],
 '2012-03-08': [u'300239.XSHE', u'300181.XSHE'],
 '2012-03-09': [u'300104.XSHE',
  u'300235.XSHE',
  u'300108.XSHE',
  u'300190.XSHE',
  u'300159.XSHE',
  u'000043.XSHE'],
 '2012-03-13': [u'300045.XSHE',
  u'002340.XSHE',
  u'002220.XSHE',
  u'300251.XSHE',
  u'300138.XSHE'],
 '2012-03-14': [u'300250.XSHE'],
 '2012-03-15': [u'002322.XSHE',
  u'002313.XSHE',
  u'002477.XSHE',
  u'300219.XSHE',
  u'002079.XSHE'],
 '2012-03-16': [u'300215.XSHE',
  u'002428.XSHE',
  u'000868.XSHE',
  u'300103.XSHE',
  u'002489.XSHE'],
 '2012-03-19': [u'300169.XSHE'],
 '2012-03-20': [u'300183.XSHE', u'000988.XSHE'],
 '2012-03-21': [u'002481.XSHE', u'300160.XSHE'],
 '2012-03-22': [u'002474.XSHE', u'002334.XSHE'],
 '2012-03-23': [u'300133.XSHE',
  u'600139.XSHG',
  u'600157.XSHG',
  u'600567.XSHG'],
 '2012-03-26': [u'002585.XSHE', u'300064.XSHE'],
 '2012-03-27': [u'002135.XSHE',
  u'002385.XSHE',
  u'300218.XSHE',
  u'300208.XSHE',
  u'300124.XSHE',
  u'002415.XSHE',
  u'600170.XSHG',
  u'600111.XSHG'],
 '2012-03-28': [u'600039.XSHG',
  u'601908.XSHG',
  u'601996.XSHG',
  u'000750.XSHE',
  u'600674.XSHG',
  u'600841.XSHG',
  u'300185.XSHE',
  u'300202.XSHE',
  u'002562.XSHE',
  u'601208.XSHG',
  u'002449.XSHE'],
 '2012-03-29': [u'002252.XSHE',
  u'002096.XSHE',
  u'300286.XSHE',
  u'300244.XSHE',
  u'600354.XSHG',
  u'000596.XSHE'],
 '2012-03-30': [u'002306.XSHE',
  u'002586.XSHE',
  u'002572.XSHE',
  u'002476.XSHE',
  u'002490.XSHE',
  u'300188.XSHE',
  u'002598.XSHE',
  u'300262.XSHE'],
 '2012-04-05': [u'300257.XSHE',
  u'601616.XSHG',
  u'601216.XSHG',
  u'300205.XSHE'],
 '2012-04-06': [u'002648.XSHE',
  u'300191.XSHE',
  u'601519.XSHG',
  u'002005.XSHE',
  u'000061.XSHE'],
 '2012-04-09': [u'300278.XSHE'],
 '2012-04-10': [u'300199.XSHE',
  u'300228.XSHE',
  u'002624.XSHE',
  u'002645.XSHE',
  u'002116.XSHE',
  u'002004.XSHE',
  u'600809.XSHG'],
 '2012-04-11': [u'601558.XSHG', u'600391.XSHG'],
 '2012-04-12': [u'300152.XSHE', u'300065.XSHE', u'600240.XSHG'],
 '2012-04-13': [u'601113.XSHG', u'000729.XSHE'],
 '2012-04-16': [u'300268.XSHE'],
 '2012-04-17': [u'002266.XSHE',
  u'002384.XSHE',
  u'002640.XSHE',
  u'002607.XSHE',
  u'002517.XSHE',
  u'000776.XSHE'],
 '2012-04-18': [u'002255.XSHE',
  u'300246.XSHE',
  u'002237.XSHE',
  u'002626.XSHE'],
 '2012-04-19': [u'300139.XSHE', u'600123.XSHG'],
 '2012-04-20': [u'002382.XSHE',
  u'002606.XSHE',
  u'002542.XSHE',
  u'600077.XSHG',
  u'600256.XSHG',
  u'600321.XSHG',
  u'002066.XSHE',
  u'002046.XSHE',
  u'002043.XSHE',
  u'000917.XSHE'],
 '2012-04-23': [u'002167.XSHE'],
 '2012-04-24': [u'002126.XSHE',
  u'300187.XSHE',
  u'300279.XSHE',
  u'002099.XSHE',
  u'600869.XSHG'],
 '2012-04-25': [u'300253.XSHE',
  u'300156.XSHE',
  u'002503.XSHE',
  u'600527.XSHG',
  u'002165.XSHE'],
 '2012-04-26': [u'002267.XSHE', u'002467.XSHE'],
 '2012-04-27': [u'601012.XSHG'],
 '2012-07-04': [u'300307.XSHE', u'300306.XSHE'],
 '2012-07-10': [u'600490.XSHG'],
 '2012-07-18': [u'601000.XSHG', u'300301.XSHE'],
 '2012-07-20': [u'300175.XSHE'],
 '2012-07-25': [u'600711.XSHG'],
 '2012-07-31': [u'002012.XSHE'],
 '2012-08-02': [u'002568.XSHE'],
 '2012-08-03': [u'000602.XSHE'],
 '2012-08-07': [u'002453.XSHE'],
 '2012-08-08': [u'300310.XSHE'],
 '2012-08-13': [u'300168.XSHE'],
 '2012-08-15': [u'002662.XSHE'],
 '2012-08-22': [u'002421.XSHE', u'002559.XSHE'],
 '2012-08-24': [u'300309.XSHE', u'002447.XSHE'],
 '2012-08-30': [u'000566.XSHE'],
 '2012-08-31': [u'600568.XSHG', u'600667.XSHG'],
 '2013-01-10': [u'300320.XSHE', u'300339.XSHE', u'300305.XSHE'],
 '2013-01-11': [u'300325.XSHE', u'600794.XSHG', u'002306.XSHE'],
 '2013-01-14': [u'002319.XSHE',
  u'002330.XSHE',
  u'300288.XSHE',
  u'300314.XSHE'],
 '2013-01-15': [u'300044.XSHE',
  u'002433.XSHE',
  u'300068.XSHE',
  u'300099.XSHE',
  u'300208.XSHE'],
 '2013-01-16': [u'300074.XSHE', u'002521.XSHE', u'002643.XSHE'],
 '2013-01-17': [u'601700.XSHG', u'300324.XSHE'],
 '2013-01-18': [u'300347.XSHE',
  u'002216.XSHE',
  u'300329.XSHE',
  u'300251.XSHE',
  u'300047.XSHE'],
 '2013-01-21': [u'002605.XSHE', u'300352.XSHE'],
 '2013-01-22': [u'300227.XSHE', u'002655.XSHE'],
 '2013-01-23': [u'002653.XSHE', u'300275.XSHE'],
 '2013-01-24': [u'300316.XSHE'],
 '2013-01-25': [u'300200.XSHE', u'002573.XSHE', u'300241.XSHE'],
 '2013-01-29': [u'002665.XSHE',
  u'002571.XSHE',
  u'601886.XSHG',
  u'300300.XSHE'],
 '2013-02-01': [u'300204.XSHE',
  u'600732.XSHG',
  u'002361.XSHE',
  u'300281.XSHE'],
 '2013-02-05': [u'002241.XSHE', u'002684.XSHE', u'000739.XSHE'],
 '2013-02-06': [u'300054.XSHE', u'002317.XSHE', u'300100.XSHE'],
 '2013-02-08': [u'002371.XSHE', u'002531.XSHE'],
 '2013-02-19': [u'300040.XSHE'],
 '2013-02-20': [u'002355.XSHE', u'300273.XSHE'],
 '2013-02-21': [u'300297.XSHE', u'002501.XSHE'],
 '2013-02-22': [u'600388.XSHG'],
 '2013-02-26': [u'300186.XSHE',
  u'002487.XSHE',
  u'002486.XSHE',
  u'600575.XSHG',
  u'300016.XSHE'],
 '2013-02-27': [u'002428.XSHE',
  u'300290.XSHE',
  u'002654.XSHE',
  u'300270.XSHE',
  u'002214.XSHE'],
 '2013-02-28': [u'002381.XSHE',
  u'002348.XSHE',
  u'300039.XSHE',
  u'300081.XSHE',
  u'300104.XSHE',
  u'300201.XSHE',
  u'601360.XSHG',
  u'601313.XSHG',
  u'002678.XSHE',
  u'002364.XSHE',
  u'002347.XSHE'],
 '2013-03-01': [u'300150.XSHE'],
 '2013-03-05': [u'300246.XSHE', u'002540.XSHE', u'000887.XSHE'],
 '2013-03-06': [u'002641.XSHE', u'300179.XSHE'],
 '2013-03-07': [u'000638.XSHE', u'002658.XSHE'],
 '2013-03-08': [u'002344.XSHE', u'300220.XSHE', u'002221.XSHE'],
 '2013-03-12': [u'002456.XSHE', u'600433.XSHG'],
 '2013-03-13': [u'002543.XSHE', u'300291.XSHE'],
 '2013-03-14': [u'002236.XSHE', u'600336.XSHG'],
 '2013-03-15': [u'002702.XSHE',
  u'300199.XSHE',
  u'300212.XSHE',
  u'300215.XSHE',
  u'000598.XSHE',
  u'600221.XSHG',
  u'002020.XSHE'],
 '2013-03-18': [u'002592.XSHE'],
 '2013-03-19': [u'300308.XSHE', u'300110.XSHE', u'002687.XSHE'],
 '2013-03-20': [u'002544.XSHE'],
 '2013-03-21': [u'002312.XSHE'],
 '2013-03-22': [u'002659.XSHE'],
 '2013-03-26': [u'002186.XSHE',
  u'300249.XSHE',
  u'600066.XSHG',
  u'000895.XSHE',
  u'000552.XSHE'],
 '2013-03-27': [u'002327.XSHE', u'002339.XSHE'],
 '2013-03-28': [u'300012.XSHE',
  u'002400.XSHE',
  u'002251.XSHE',
  u'002170.XSHE',
  u'002379.XSHE',
  u'002389.XSHE',
  u'002666.XSHE',
  u'300188.XSHE',
  u'600691.XSHG',
  u'000581.XSHE',
  u'000802.XSHE'],
 '2013-03-29': [u'000008.XSHE',
  u'300340.XSHE',
  u'002692.XSHE',
  u'601933.XSHG',
  u'600397.XSHG',
  u'000671.XSHE'],
 '2013-04-02': [u'002395.XSHE',
  u'300131.XSHE',
  u'002509.XSHE',
  u'002575.XSHE',
  u'600535.XSHG'],
 '2013-04-03': [u'300167.XSHE', u'300202.XSHE'],
 '2013-04-08': [u'601218.XSHG'],
 '2013-04-09': [u'002385.XSHE',
  u'002376.XSHE',
  u'002663.XSHE',
  u'002656.XSHE',
  u'002415.XSHE',
  u'002322.XSHE'],
 '2013-04-11': [u'600425.XSHG'],
 '2013-04-12': [u'002345.XSHE', u'002471.XSHE', u'600403.XSHG'],
 '2013-04-15': [u'002660.XSHE', u'600280.XSHG'],
 '2013-04-16': [u'300157.XSHE'],
 '2013-04-17': [u'000562.XSHE'],
 '2013-04-18': [u'002374.XSHE',
  u'300299.XSHE',
  u'002310.XSHE',
  u'002052.XSHE'],
 '2013-04-19': [u'300059.XSHE',
  u'300128.XSHE',
  u'300262.XSHE',
  u'300293.XSHE',
  u'300315.XSHE',
  u'300191.XSHE',
  u'002293.XSHE',
  u'300032.XSHE',
  u'002373.XSHE',
  u'600498.XSHG'],
 '2013-04-22': [u'300346.XSHE'],
 '2013-04-23': [u'300051.XSHE',
  u'002448.XSHE',
  u'600390.XSHG',
  u'000723.XSHE',
  u'600967.XSHG'],
 '2013-04-24': [u'300116.XSHE',
  u'002481.XSHE',
  u'002572.XSHE',
  u'002112.XSHE'],
 '2013-04-26': [u'600546.XSHG',
  u'000970.XSHE',
  u'002524.XSHE',
  u'000563.XSHE'],
 '2013-07-02': [u'300111.XSHE', u'300097.XSHE'],
 '2013-07-05': [u'002266.XSHE', u'002465.XSHE'],
 '2013-07-08': [u'300285.XSHE'],
 '2013-07-09': [u'000979.XSHE', u'300052.XSHE', u'600187.XSHG'],
 '2013-07-24': [u'002303.XSHE'],
 '2013-08-02': [u'002628.XSHE'],
 '2013-08-09': [u'002414.XSHE'],
 '2013-08-13': [u'002671.XSHE'],
 '2013-08-14': [u'002359.XSHE'],
 '2013-08-20': [u'002444.XSHE', u'600305.XSHG', u'002440.XSHE'],
 '2013-08-23': [u'600578.XSHG',
  u'002697.XSHE',
  u'300315.XSHE',
  u'600280.XSHG'],
 '2013-08-30': [u'600216.XSHG'],
 '2013-10-30': [u'000612.XSHE'],
 '2013-12-24': [u'300286.XSHE'],
 '2013-12-27': [u'300284.XSHE'],
 '2013-12-31': [u'300076.XSHE', u'002486.XSHE'],
 '2014-01-03': [u'002239.XSHE',
  u'002379.XSHE',
  u'002553.XSHE',
  u'300181.XSHE',
  u'002224.XSHE',
  u'002564.XSHE'],
 '2014-01-07': [u'300121.XSHE', u'300166.XSHE', u'300253.XSHE'],
 '2014-01-08': [u'002681.XSHE'],
 '2014-01-09': [u'002367.XSHE', u'002453.XSHE'],
 '2014-01-10': [u'300031.XSHE', u'002631.XSHE', u'002514.XSHE'],
 '2014-01-13': [u'300079.XSHE'],
 '2014-01-14': [u'000692.XSHE',
  u'002452.XSHE',
  u'300145.XSHE',
  u'300225.XSHE'],
 '2014-01-15': [u'300063.XSHE'],
 '2014-01-16': [u'002198.XSHE', u'300336.XSHE'],
 '2014-01-17': [u'300090.XSHE', u'300119.XSHE'],
 '2014-01-20': [u'300163.XSHE', u'300198.XSHE'],
 '2014-01-21': [u'002648.XSHE',
  u'300126.XSHE',
  u'300095.XSHE',
  u'002433.XSHE'],
 '2014-01-22': [u'300030.XSHE', u'300213.XSHE', u'002178.XSHE'],
 '2014-01-24': [u'002148.XSHE',
  u'300058.XSHE',
  u'300017.XSHE',
  u'300123.XSHE'],
 '2014-01-27': [u'300274.XSHE', u'300343.XSHE'],
 '2014-01-28': [u'300267.XSHE', u'300251.XSHE'],
 '2014-01-29': [u'300168.XSHE', u'603077.XSHG'],
 '2014-01-30': [u'002346.XSHE'],
 '2014-02-07': [u'002426.XSHE'],
 '2014-02-10': [u'002247.XSHE'],
 '2014-02-11': [u'000721.XSHE', u'300263.XSHE'],
 '2014-02-12': [u'002369.XSHE'],
 '2014-02-14': [u'300247.XSHE', u'002057.XSHE'],
 '2014-02-17': [u'300001.XSHE'],
 '2014-02-18': [u'300383.XSHE'],
 '2014-02-21': [u'300127.XSHE', u'002502.XSHE'],
 '2014-02-24': [u'300067.XSHE'],
 '2014-02-25': [u'300352.XSHE', u'300151.XSHE', u'300178.XSHE'],
 '2014-02-26': [u'300155.XSHE'],
 '2014-02-27': [u'002671.XSHE',
  u'002492.XSHE',
  u'002065.XSHE',
  u'600373.XSHG',
  u'300065.XSHE'],
 '2014-02-28': [u'300014.XSHE',
  u'002363.XSHE',
  u'300113.XSHE',
  u'300146.XSHE',
  u'601933.XSHG',
  u'002565.XSHE',
  u'300215.XSHE',
  u'300002.XSHE',
  u'300011.XSHE',
  u'002078.XSHE'],
 '2014-03-03': [u'300373.XSHE'],
 '2014-03-07': [u'300085.XSHE', u'600787.XSHG'],
 '2014-03-11': [u'300368.XSHE', u'000712.XSHE'],
 '2014-03-12': [u'300159.XSHE',
  u'002542.XSHE',
  u'300349.XSHE',
  u'600587.XSHG'],
 '2014-03-13': [u'300124.XSHE'],
 '2014-03-14': [u'000686.XSHE',
  u'600343.XSHG',
  u'002550.XSHE',
  u'002456.XSHE'],
 '2014-03-17': [u'002591.XSHE'],
 '2014-03-18': [u'300347.XSHE', u'300341.XSHE', u'000024.XSHE'],
 '2014-03-19': [u'300177.XSHE',
  u'300231.XSHE',
  u'300371.XSHE',
  u'600517.XSHG',
  u'600206.XSHG'],
 '2014-03-20': [u'002611.XSHE', u'300237.XSHE'],
 '2014-03-21': [u'300210.XSHE'],
 '2014-03-24': [u'002510.XSHE'],
 '2014-03-25': [u'002630.XSHE',
  u'300367.XSHE',
  u'002285.XSHE',
  u'002360.XSHE',
  u'600536.XSHG',
  u'600056.XSHG',
  u'603288.XSHG',
  u'600967.XSHG',
  u'000777.XSHE'],
 '2014-03-26': [u'300115.XSHE',
  u'002474.XSHE',
  u'002451.XSHE',
  u'002587.XSHE',
  u'300105.XSHE'],
 '2014-03-27': [u'002694.XSHE', u'300071.XSHE', u'300296.XSHE'],
 '2014-03-28': [u'300043.XSHE',
  u'000042.XSHE',
  u'000998.XSHE',
  u'002303.XSHE',
  u'002701.XSHE',
  u'300322.XSHE',
  u'300324.XSHE',
  u'600801.XSHG',
  u'000333.XSHE',
  u'000977.XSHE'],
 '2014-03-31': [u'002439.XSHE', u'600988.XSHG', u'600396.XSHG'],
 '2014-04-01': [u'300107.XSHE', u'300291.XSHE', u'002669.XSHE'],
 '2014-04-02': [u'300202.XSHE'],
 '2014-04-03': [u'300033.XSHE', u'600820.XSHG'],
 '2014-04-04': [u'002552.XSHE', u'002049.XSHE', u'600526.XSHG'],
 '2014-04-08': [u'002688.XSHE', u'300235.XSHE'],
 '2014-04-09': [u'300370.XSHE', u'601515.XSHG'],
 '2014-04-10': [u'002480.XSHE', u'300024.XSHE', u'000531.XSHE'],
 '2014-04-11': [u'002644.XSHE',
  u'002532.XSHE',
  u'300136.XSHE',
  u'300325.XSHE',
  u'002699.XSHE'],
 '2014-04-15': [u'002460.XSHE',
  u'002589.XSHE',
  u'002207.XSHE',
  u'600982.XSHG'],
 '2014-04-16': [u'002412.XSHE', u'300205.XSHE', u'600633.XSHG'],
 '2014-04-17': [u'300353.XSHE', u'002700.XSHE'],
 '2014-04-18': [u'300182.XSHE',
  u'300365.XSHE',
  u'002227.XSHE',
  u'002397.XSHE',
  u'002522.XSHE',
  u'603000.XSHG',
  u'300013.XSHE',
  u'600157.XSHG'],
 '2014-04-21': [u'300337.XSHE', u'000783.XSHE'],
 '2014-04-23': [u'300122.XSHE',
  u'300302.XSHE',
  u'002455.XSHE',
  u'002686.XSHE',
  u'600562.XSHG'],
 '2014-04-24': [u'300170.XSHE',
  u'300243.XSHE',
  u'300287.XSHE',
  u'002650.XSHE',
  u'300326.XSHE'],
 '2014-04-25': [u'002384.XSHE',
  u'300059.XSHE',
  u'002286.XSHE',
  u'300276.XSHE',
  u'002696.XSHE',
  u'600317.XSHG'],
 '2014-04-28': [u'002467.XSHE', u'002377.XSHE', u'002390.XSHE'],
 '2014-04-29': [u'000413.XSHE'],
 '2014-04-30': [u'300355.XSHE'],
 '2014-06-19': [u'300342.XSHE'],
 '2014-06-24': [u'002203.XSHE', u'002574.XSHE'],
 '2014-06-26': [u'002437.XSHE', u'300217.XSHE'],
 '2014-06-27': [u'601377.XSHG'],
 '2014-07-01': [u'600109.XSHG', u'000861.XSHE'],
 '2014-07-02': [u'300308.XSHE',
  u'300220.XSHE',
  u'002505.XSHE',
  u'002548.XSHE'],
 '2014-07-04': [u'300377.XSHE'],
 '2014-07-08': [u'300304.XSHE'],
 '2014-07-10': [u'002583.XSHE', u'300132.XSHE', u'300232.XSHE'],
 '2014-07-11': [u'002595.XSHE'],
 '2014-07-14': [u'002717.XSHE', u'002697.XSHE'],
 '2014-07-15': [u'300381.XSHE'],
 '2014-07-17': [u'000705.XSHE'],
 '2014-07-18': [u'300192.XSHE', u'300360.XSHE'],
 '2014-07-25': [u'300234.XSHE'],
 '2014-07-30': [u'600711.XSHG'],
 '2014-08-07': [u'600010.XSHG'],
 '2014-08-13': [u'002345.XSHE'],
 '2014-08-15': [u'002605.XSHE', u'002252.XSHE', u'300376.XSHE'],
 '2014-08-20': [u'300319.XSHE'],
 '2014-08-21': [u'600792.XSHG'],
 '2014-08-22': [u'600255.XSHG'],
 '2014-08-25': [u'300096.XSHE'],
 '2014-08-28': [u'000883.XSHE', u'600705.XSHG'],
 '2014-08-29': [u'600039.XSHG'],
 '2014-11-26': [u'601028.XSHG'],
 '2014-12-02': [u'002501.XSHE'],
 '2014-12-03': [u'002495.XSHE'],
 '2014-12-04': [u'000997.XSHE'],
 '2014-12-05': [u'600794.XSHG'],
 '2014-12-09': [u'002665.XSHE'],
 '2014-12-10': [u'002588.XSHE'],
 '2014-12-11': [u'300309.XSHE'],
 '2014-12-16': [u'002392.XSHE', u'300389.XSHE'],
 '2014-12-18': [u'300010.XSHE'],
 '2014-12-19': [u'600673.XSHG', u'002540.XSHE', u'002677.XSHE'],
 '2014-12-22': [u'002622.XSHE'],
 '2014-12-23': [u'300269.XSHE',
  u'002538.XSHE',
  u'300084.XSHE',
  u'300195.XSHE'],
 '2014-12-25': [u'300139.XSHE', u'002337.XSHE', u'300166.XSHE'],
 '2014-12-26': [u'002421.XSHE',
  u'002358.XSHE',
  u'601012.XSHG',
  u'000656.XSHE'],
 '2014-12-30': [u'300224.XSHE', u'300265.XSHE'],
 '2014-12-31': [u'600478.XSHG'],
 '2015-01-05': [u'300001.XSHE'],
 '2015-01-06': [u'002578.XSHE',
  u'300386.XSHE',
  u'300162.XSHE',
  u'300253.XSHE',
  u'300043.XSHE',
  u'300017.XSHE',
  u'002268.XSHE'],
 '2015-01-09': [u'300306.XSHE', u'300379.XSHE'],
 '2015-01-12': [u'300348.XSHE'],
 '2015-01-13': [u'002632.XSHE', u'002657.XSHE'],
 '2015-01-15': [u'600496.XSHG', u'002107.XSHE'],
 '2015-01-16': [u'300142.XSHE', u'300199.XSHE'],
 '2015-01-19': [u'002516.XSHE'],
 '2015-01-20': [u'002448.XSHE', u'603168.XSHG'],
 '2015-01-21': [u'002292.XSHE', u'300368.XSHE'],
 '2015-01-22': [u'300351.XSHE',
  u'300396.XSHE',
  u'300278.XSHE',
  u'300188.XSHE',
  u'002497.XSHE'],
 '2015-01-23': [u'600401.XSHG',
  u'300004.XSHE',
  u'002597.XSHE',
  u'300358.XSHE',
  u'300271.XSHE',
  u'300285.XSHE'],
 '2015-01-26': [u'300229.XSHE',
  u'300406.XSHE',
  u'300225.XSHE',
  u'300283.XSHE'],
 '2015-01-27': [u'600346.XSHG', u'300328.XSHE'],
 '2015-01-28': [u'002684.XSHE',
  u'002590.XSHE',
  u'300252.XSHE',
  u'601339.XSHG',
  u'002245.XSHE'],
 '2015-01-29': [u'002683.XSHE', u'300107.XSHE'],
 '2015-01-30': [u'300288.XSHE', u'300179.XSHE'],
 '2015-02-02': [u'002685.XSHE'],
 '2015-02-03': [u'600577.XSHG',
  u'002214.XSHE',
  u'300383.XSHE',
  u'002728.XSHE'],
 '2015-02-04': [u'002699.XSHE', u'002129.XSHE'],
 '2015-02-05': [u'002717.XSHE', u'300300.XSHE'],
 '2015-02-06': [u'002575.XSHE',
  u'300375.XSHE',
  u'300131.XSHE',
  u'600184.XSHG'],
 '2015-02-10': [u'300255.XSHE'],
 '2015-02-11': [u'002178.XSHE', u'300075.XSHE'],
 '2015-02-12': [u'300296.XSHE',
  u'300395.XSHE',
  u'300238.XSHE',
  u'002303.XSHE'],
 '2015-02-13': [u'002716.XSHE',
  u'002364.XSHE',
  u'002195.XSHE',
  u'300248.XSHE',
  u'002690.XSHE'],
 '2015-02-16': [u'002600.XSHE'],
 '2015-02-17': [u'300266.XSHE',
  u'300363.XSHE',
  u'002249.XSHE',
  u'000540.XSHE'],
 '2015-02-26': [u'002284.XSHE'],
 '2015-02-27': [u'300365.XSHE',
  u'300221.XSHE',
  u'002138.XSHE',
  u'002522.XSHE',
  u'002491.XSHE',
  u'002154.XSHE',
  u'601010.XSHG'],
 '2015-03-02': [u'300049.XSHE'],
 '2015-03-03': [u'300267.XSHE', u'002635.XSHE'],
 '2015-03-04': [u'002280.XSHE', u'300172.XSHE', u'600966.XSHG'],
 '2015-03-05': [u'300380.XSHE',
  u'002595.XSHE',
  u'300032.XSHE',
  u'300140.XSHE'],
 '2015-03-06': [u'603017.XSHG',
  u'300316.XSHE',
  u'002652.XSHE',
  u'002494.XSHE',
  u'300055.XSHE',
  u'300282.XSHE',
  u'002550.XSHE',
  u'002631.XSHE'],
 '2015-03-09': [u'300183.XSHE'],
 '2015-03-10': [u'002237.XSHE',
  u'601700.XSHG',
  u'300322.XSHE',
  u'002663.XSHE',
  u'603288.XSHG',
  u'600617.XSHG',
  u'002004.XSHE'],
 '2015-03-11': [u'300216.XSHE'],
 '2015-03-12': [u'300237.XSHE', u'300087.XSHE', u'002059.XSHE'],
 '2015-03-13': [u'601058.XSHG',
  u'002050.XSHE',
  u'300184.XSHE',
  u'300303.XSHE',
  u'300190.XSHE'],
 '2015-03-17': [u'002439.XSHE',
  u'300092.XSHE',
  u'002563.XSHE',
  u'300281.XSHE',
  u'300324.XSHE',
  u'603601.XSHG',
  u'300313.XSHE'],
 '2015-03-18': [u'300159.XSHE',
  u'002559.XSHE',
  u'002658.XSHE',
  u'002723.XSHE',
  u'300033.XSHE'],
 '2015-03-19': [u'002626.XSHE', u'300382.XSHE'],
 '2015-03-20': [u'002216.XSHE',
  u'002146.XSHE',
  u'300058.XSHE',
  u'002404.XSHE',
  u'002447.XSHE',
  u'300178.XSHE',
  u'002641.XSHE',
  u'002726.XSHE',
  u'601318.XSHG',
  u'000977.XSHE',
  u'000810.XSHE',
  u'000786.XSHE',
  u'600495.XSHG',
  u'002672.XSHE',
  u'300019.XSHE'],
 '2015-03-24': [u'300370.XSHE',
  u'300407.XSHE',
  u'002326.XSHE',
  u'002615.XSHE',
  u'002664.XSHE',
  u'603611.XSHG',
  u'002226.XSHE',
  u'000748.XSHE',
  u'000639.XSHE'],
 '2015-03-25': [u'603188.XSHG',
  u'002537.XSHE',
  u'300412.XSHE',
  u'002700.XSHE',
  u'002023.XSHE'],
 '2015-03-26': [u'300180.XSHE',
  u'300384.XSHE',
  u'002402.XSHE',
  u'300150.XSHE',
  u'600340.XSHG'],
 '2015-03-27': [u'300367.XSHE',
  u'300071.XSHE',
  u'002334.XSHE',
  u'300392.XSHE',
  u'601231.XSHG',
  u'002616.XSHE',
  u'300222.XSHE',
  u'002702.XSHE',
  u'002441.XSHE',
  u'300207.XSHE',
  u'002356.XSHE',
  u'300338.XSHE',
  u'603128.XSHG',
  u'300401.XSHE',
  u'600415.XSHG'],
 '2015-03-31': [u'600690.XSHG',
  u'300104.XSHE',
  u'002452.XSHE',
  u'300287.XSHE',
  u'002555.XSHE',
  u'300130.XSHE',
  u'000338.XSHE',
  u'002580.XSHE',
  u'002422.XSHE',
  u'600352.XSHG'],
 '2015-04-01': [u'002681.XSHE',
  u'002610.XSHE',
  u'300168.XSHE',
  u'002269.XSHE'],
 '2015-04-02': [u'600353.XSHG'],
 '2015-04-03': [u'300129.XSHE', u'002455.XSHE', u'300388.XSHE'],
 '2015-04-07': [u'300301.XSHE'],
 '2015-04-08': [u'002553.XSHE', u'002630.XSHE'],
 '2015-04-09': [u'002636.XSHE', u'300173.XSHE', u'300336.XSHE'],
 '2015-04-10': [u'002519.XSHE',
  u'603606.XSHG',
  u'300085.XSHE',
  u'300211.XSHE',
  u'300291.XSHE',
  u'300314.XSHE',
  u'300359.XSHE',
  u'002327.XSHE',
  u'600518.XSHG',
  u'600251.XSHG',
  u'002191.XSHE',
  u'002064.XSHE',
  u'300347.XSHE',
  u'002603.XSHE',
  u'002707.XSHE',
  u'002573.XSHE'],
 '2015-04-13': [u'002673.XSHE'],
 '2015-04-14': [u'002515.XSHE', u'002503.XSHE'],
 '2015-04-15': [u'603000.XSHG', u'300153.XSHE', u'002436.XSHE'],
 '2015-04-16': [u'300136.XSHE',
  u'002406.XSHE',
  u'603969.XSHG',
  u'002667.XSHE',
  u'002397.XSHE',
  u'002100.XSHE',
  u'002098.XSHE'],
 '2015-04-17': [u'002470.XSHE',
  u'002488.XSHE',
  u'603366.XSHG',
  u'002713.XSHE',
  u'300391.XSHE',
  u'600436.XSHG',
  u'002255.XSHE',
  u'300315.XSHE',
  u'002542.XSHE',
  u'002581.XSHE',
  u'300135.XSHE',
  u'600388.XSHG'],
 '2015-04-20': [u'300320.XSHE',
  u'300408.XSHE',
  u'603583.XSHG',
  u'002689.XSHE'],
 '2015-04-21': [u'002378.XSHE',
  u'300045.XSHE',
  u'002737.XSHE',
  u'300302.XSHE',
  u'002586.XSHE',
  u'300318.XSHE',
  u'000685.XSHE',
  u'002041.XSHE'],
 '2015-04-22': [u'002531.XSHE',
  u'002390.XSHE',
  u'002602.XSHE',
  u'300311.XSHE',
  u'300257.XSHE',
  u'601258.XSHG'],
 '2015-04-23': [u'002609.XSHE', u'600674.XSHG'],
 '2015-04-24': [u'300297.XSHE',
  u'300326.XSHE',
  u'300411.XSHE',
  u'002293.XSHE',
  u'300171.XSHE',
  u'300151.XSHE',
  u'300366.XSHE',
  u'300372.XSHE',
  u'300374.XSHE',
  u'300369.XSHE',
  u'002711.XSHE',
  u'300270.XSHE',
  u'600887.XSHG',
  u'000888.XSHE'],
 '2015-04-27': [u'002714.XSHE'],
 '2015-04-28': [u'002446.XSHE',
  u'002271.XSHE',
  u'601890.XSHG',
  u'601567.XSHG',
  u'300102.XSHE',
  u'000415.XSHE',
  u'000651.XSHE'],
 '2015-04-29': [u'002288.XSHE',
  u'002244.XSHE',
  u'601216.XSHG',
  u'002666.XSHE',
  u'600280.XSHG',
  u'000630.XSHE',
  u'600594.XSHG'],
 '2015-05-27': [u'002471.XSHE'],
 '2015-06-03': [u'002617.XSHE'],
 '2015-06-05': [u'000565.XSHE'],
 '2015-06-09': [u'002176.XSHE'],
 '2015-06-15': [u'000861.XSHE'],
 '2015-06-18': [u'300079.XSHE'],
 '2015-06-19': [u'300219.XSHE'],
 '2015-06-23': [u'300126.XSHE',
  u'300337.XSHE',
  u'300432.XSHE',
  u'603338.XSHG'],
 '2015-06-24': [u'300329.XSHE', u'002651.XSHE', u'300233.XSHE'],
 '2015-06-25': [u'300152.XSHE', u'300193.XSHE', u'603686.XSHG'],
 '2015-06-26': [u'300101.XSHE', u'002219.XSHE'],
 '2015-06-30': [u'300426.XSHE',
  u'600086.XSHG',
  u'002085.XSHE',
  u'002750.XSHE',
  u'300450.XSHE'],
 '2015-07-01': [u'002252.XSHE', u'002481.XSHE', u'300222.XSHE'],
 '2015-07-02': [u'300436.XSHE'],
 '2015-07-03': [u'002644.XSHE',
  u'603993.XSHG',
  u'300098.XSHE',
  u'300182.XSHE',
  u'002721.XSHE',
  u'002708.XSHE',
  u'002568.XSHE'],
 '2015-07-06': [u'300290.XSHE',
  u'300425.XSHE',
  u'300404.XSHE',
  u'300471.XSHE'],
 '2015-07-07': [u'603901.XSHG', u'300295.XSHE', u'300445.XSHE'],
 '2015-07-08': [u'300414.XSHE', u'002424.XSHE', u'300399.XSHE'],
 '2015-07-09': [u'300422.XSHE', u'603309.XSHG'],
 '2015-07-10': [u'300228.XSHE',
  u'300237.XSHE',
  u'300415.XSHE',
  u'601126.XSHG',
  u'600310.XSHG',
  u'600582.XSHG',
  u'603077.XSHG'],
 '2015-07-13': [u'000008.XSHE', u'300431.XSHE'],
 '2015-07-14': [u'300331.XSHE', u'300392.XSHE'],
 '2015-07-15': [u'300242.XSHE', u'000671.XSHE', u'002547.XSHE'],
 '2015-07-16': [u'002539.XSHE', u'300333.XSHE'],
 '2015-07-17': [u'300373.XSHE'],
 '2015-07-20': [u'002498.XSHE',
  u'002640.XSHE',
  u'300350.XSHE',
  u'300459.XSHE'],
 '2015-07-21': [u'000981.XSHE', u'600576.XSHG'],
 '2015-07-22': [u'600487.XSHG', u'002318.XSHE', u'300387.XSHE'],
 '2015-07-23': [u'600728.XSHG', u'300439.XSHE'],
 '2015-07-27': [u'601929.XSHG', u'300289.XSHE', u'002131.XSHE'],
 '2015-07-28': [u'600252.XSHG', u'000545.XSHE', u'002388.XSHE'],
 '2015-07-29': [u'600844.XSHG'],
 '2015-07-30': [u'300090.XSHE'],
 '2015-07-31': [u'600816.XSHG',
  u'000517.XSHE',
  u'600481.XSHG',
  u'603968.XSHG',
  u'300088.XSHE',
  u'300208.XSHE'],
 '2015-08-03': [u'600355.XSHG', u'002545.XSHE'],
 '2015-08-04': [u'002650.XSHE',
  u'002317.XSHE',
  u'002380.XSHE',
  u'600730.XSHG',
  u'002175.XSHE',
  u'600687.XSHG'],
 '2015-08-05': [u'000555.XSHE', u'300345.XSHE', u'002741.XSHE'],
 '2015-08-06': [u'300144.XSHE', u'300418.XSHE', u'603898.XSHG'],
 '2015-08-07': [u'603558.XSHG', u'600869.XSHG', u'002739.XSHE'],
 '2015-08-10': [u'300056.XSHE'],
 '2015-08-11': [u'002751.XSHE', u'300297.XSHE'],
 '2015-08-12': [u'000560.XSHE', u'002329.XSHE'],
 '2015-08-14': [u'600446.XSHG', u'300462.XSHE', u'600614.XSHG'],
 '2015-08-17': [u'002489.XSHE'],
 '2015-08-18': [u'601011.XSHG', u'002166.XSHE', u'300294.XSHE'],
 '2015-08-19': [u'600369.XSHG', u'002512.XSHE', u'300410.XSHE'],
 '2015-08-20': [u'600201.XSHG', u'603818.XSHG'],
 '2015-08-21': [u'603939.XSHG',
  u'300383.XSHE',
  u'002707.XSHE',
  u'601636.XSHG'],
 '2015-08-24': [u'000425.XSHE', u'002769.XSHE', u'601021.XSHG'],
 '2015-08-25': [u'300441.XSHE',
  u'002493.XSHE',
  u'600392.XSHG',
  u'600365.XSHG',
  u'300444.XSHE'],
 '2015-08-26': [u'300163.XSHE',
  u'300154.XSHE',
  u'300142.XSHE',
  u'300287.XSHE',
  u'300353.XSHE',
  u'300189.XSHE',
  u'601199.XSHG',
  u'300007.XSHE'],
 '2015-08-27': [u'002465.XSHE', u'002583.XSHE'],
 '2015-08-28': [u'300467.XSHE',
  u'002639.XSHE',
  u'601908.XSHG',
  u'600226.XSHG',
  u'002589.XSHE',
  u'002563.XSHE',
  u'300078.XSHE',
  u'000016.XSHE',
  u'601633.XSHG',
  u'000630.XSHE',
  u'000426.XSHE',
  u'600165.XSHG'],
 '2015-10-30': [u'603885.XSHG', u'600763.XSHG'],
 '2015-11-20': [u'002555.XSHE'],
 '2015-11-24': [u'002536.XSHE'],
 '2015-11-25': [u'603703.XSHG'],
 '2015-12-01': [u'002622.XSHE', u'002584.XSHE'],
 '2015-12-07': [u'300094.XSHE'],
 '2015-12-08': [u'000838.XSHE', u'002418.XSHE', u'002654.XSHE'],
 '2015-12-09': [u'300066.XSHE'],
 '2015-12-10': [u'000566.XSHE', u'002730.XSHE'],
 '2015-12-14': [u'300070.XSHE'],
 '2015-12-15': [u'002560.XSHE'],
 '2015-12-21': [u'300187.XSHE'],
 '2015-12-22': [u'002482.XSHE'],
 '2015-12-23': [u'000801.XSHE', u'300463.XSHE', u'002413.XSHE'],
 '2015-12-24': [u'600400.XSHG',
  u'300099.XSHE',
  u'300232.XSHE',
  u'300362.XSHE',
  u'300408.XSHE',
  u'002750.XSHE',
  u'300416.XSHE',
  u'300435.XSHE'],
 '2015-12-25': [u'600176.XSHG'],
 '2015-12-28': [u'300390.XSHE', u'300481.XSHE'],
 '2015-12-30': [u'002593.XSHE'],
 '2015-12-31': [u'002505.XSHE', u'002681.XSHE'],
 '2016-01-05': [u'002768.XSHE'],
 '2016-01-06': [u'002279.XSHE', u'300145.XSHE'],
 '2016-01-07': [u'000615.XSHE', u'002283.XSHE', u'300160.XSHE'],
 '2016-01-08': [u'300464.XSHE', u'603718.XSHG'],
 '2016-01-11': [u'300156.XSHE', u'002121.XSHE'],
 '2016-01-12': [u'300376.XSHE', u'002183.XSHE', u'300053.XSHE'],
 '2016-01-13': [u'600422.XSHG',
  u'600525.XSHG',
  u'000592.XSHE',
  u'300023.XSHE'],
 '2016-01-14': [u'300018.XSHE', u'300386.XSHE'],
 '2016-01-15': [u'002018.XSHE', u'002099.XSHE'],
 '2016-01-18': [u'300466.XSHE'],
 '2016-01-19': [u'000795.XSHE', u'002509.XSHE'],
 '2016-01-21': [u'600530.XSHG',
  u'300406.XSHE',
  u'300146.XSHE',
  u'300482.XSHE'],
 '2016-01-22': [u'300091.XSHE',
  u'002711.XSHE',
  u'603300.XSHG',
  u'000836.XSHE'],
 '2016-01-25': [u'300083.XSHE'],
 '2016-01-26': [u'002514.XSHE', u'600116.XSHG', u'300370.XSHE'],
 '2016-01-27': [u'300124.XSHE',
  u'300131.XSHE',
  u'300256.XSHE',
  u'002634.XSHE',
  u'300427.XSHE',
  u'300450.XSHE'],
 '2016-01-28': [u'002310.XSHE', u'603010.XSHG'],
 '2016-01-29': [u'300348.XSHE',
  u'300277.XSHE',
  u'300477.XSHE',
  u'601137.XSHG',
  u'600728.XSHG',
  u'000839.XSHE',
  u'002466.XSHE'],
 '2016-02-01': [u'300217.XSHE'],
 '2016-02-02': [u'002770.XSHE',
  u'300332.XSHE',
  u'600562.XSHG',
  u'000552.XSHE',
  u'002228.XSHE'],
 '2016-02-03': [u'002776.XSHE',
  u'002437.XSHE',
  u'300367.XSHE',
  u'600136.XSHG'],
 '2016-02-04': [u'600531.XSHG'],
 '2016-02-05': [u'002676.XSHE'],
 '2016-02-15': [u'000018.XSHE'],
 '2016-02-16': [u'002727.XSHE'],
 '2016-02-17': [u'002504.XSHE', u'300117.XSHE'],
 '2016-02-18': [u'002086.XSHE', u'002174.XSHE', u'002740.XSHE'],
 '2016-02-19': [u'600571.XSHG',
  u'300437.XSHE',
  u'002772.XSHE',
  u'603318.XSHG'],
 '2016-02-22': [u'002665.XSHE'],
 '2016-02-23': [u'002280.XSHE',
  u'300324.XSHE',
  u'002546.XSHE',
  u'002554.XSHE',
  u'300271.XSHE',
  u'002712.XSHE',
  u'300485.XSHE'],
 '2016-02-24': [u'300443.XSHE',
  u'300438.XSHE',
  u'300006.XSHE',
  u'002601.XSHE'],
 '2016-02-25': [u'300453.XSHE', u'002714.XSHE'],
 '2016-02-26': [u'300122.XSHE',
  u'600370.XSHG',
  u'000563.XSHE',
  u'002261.XSHE',
  u'002258.XSHE',
  u'002221.XSHE'],
 '2016-02-29': [u'603315.XSHG', u'002701.XSHE', u'002236.XSHE'],
 '2016-03-01': [u'603105.XSHG', u'603618.XSHG'],
 '2016-03-02': [u'603015.XSHG', u'300077.XSHE', u'002145.XSHE'],
 '2016-03-03': [u'002158.XSHE',
  u'603006.XSHG',
  u'300495.XSHE',
  u'300441.XSHE'],
 '2016-03-04': [u'603889.XSHG',
  u'600715.XSHG',
  u'002409.XSHE',
  u'300249.XSHE',
  u'002434.XSHE',
  u'600611.XSHG'],
 '2016-03-07': [u'002247.XSHE'],
 '2016-03-08': [u'002374.XSHE',
  u'002756.XSHE',
  u'300389.XSHE',
  u'600233.XSHG'],
 '2016-03-10': [u'300024.XSHE'],
 '2016-03-11': [u'600298.XSHG', u'002661.XSHE'],
 '2016-03-14': [u'300239.XSHE', u'002431.XSHE'],
 '2016-03-15': [u'300244.XSHE', u'002692.XSHE', u'002020.XSHE'],
 '2016-03-16': [u'002707.XSHE'],
 '2016-03-17': [u'603456.XSHG', u'002562.XSHE', u'300025.XSHE'],
 '2016-03-18': [u'002496.XSHE',
  u'603519.XSHG',
  u'601058.XSHG',
  u'600705.XSHG',
  u'600271.XSHG',
  u'002302.XSHE',
  u'300059.XSHE',
  u'300255.XSHE'],
 '2016-03-21': [u'300247.XSHE', u'002450.XSHE'],
 '2016-03-22': [u'300036.XSHE',
  u'002637.XSHE',
  u'603899.XSHG',
  u'600537.XSHG',
  u'600663.XSHG'],
 '2016-03-23': [u'002408.XSHE', u'300368.XSHE', u'603019.XSHG'],
 '2016-03-24': [u'300476.XSHE',
  u'300081.XSHE',
  u'601992.XSHG',
  u'000716.XSHE',
  u'600845.XSHG',
  u'600231.XSHG'],
 '2016-03-25': [u'002323.XSHE',
  u'601801.XSHG',
  u'601880.XSHG',
  u'300455.XSHE',
  u'000035.XSHE',
  u'000727.XSHE',
  u'000673.XSHE',
  u'002407.XSHE',
  u'002031.XSHE',
  u'600836.XSHG'],
 '2016-03-28': [u'300490.XSHE', u'300451.XSHE'],
 '2016-03-29': [u'300480.XSHE',
  u'002510.XSHE',
  u'002470.XSHE',
  u'300089.XSHE',
  u'603018.XSHG',
  u'002758.XSHE',
  u'603023.XSHG',
  u'300328.XSHE',
  u'603369.XSHG',
  u'002769.XSHE',
  u'002085.XSHE'],
 '2016-03-30': [u'002056.XSHE',
  u'603108.XSHG',
  u'603998.XSHG',
  u'603011.XSHG',
  u'600008.XSHG',
  u'000516.XSHE',
  u'000530.XSHE'],
 '2016-03-31': [u'600693.XSHG',
  u'002622.XSHE',
  u'002426.XSHE',
  u'300003.XSHE',
  u'601000.XSHG',
  u'603598.XSHG',
  u'300479.XSHE',
  u'603901.XSHG',
  u'603020.XSHG',
  u'300419.XSHE',
  u'002612.XSHE',
  u'002153.XSHE',
  u'002019.XSHE'],
 '2016-04-01': [u'300050.XSHE',
  u'603398.XSHG',
  u'603111.XSHG',
  u'000683.XSHE'],
 '2016-04-05': [u'300251.XSHE', u'002516.XSHE', u'300407.XSHE'],
 '2016-04-06': [u'300267.XSHE'],
 '2016-04-07': [u'300041.XSHE'],
 '2016-04-08': [u'002373.XSHE',
  u'603778.XSHG',
  u'002126.XSHE',
  u'002348.XSHE',
  u'603566.XSHG',
  u'002382.XSHE'],
 '2016-04-11': [u'603022.XSHG', u'002743.XSHE'],
 '2016-04-12': [u'002460.XSHE',
  u'002709.XSHE',
  u'002531.XSHE',
  u'300211.XSHE',
  u'002588.XSHE',
  u'002786.XSHE',
  u'300359.XSHE',
  u'300341.XSHE',
  u'300434.XSHE',
  u'300394.XSHE',
  u'601216.XSHG',
  u'600438.XSHG',
  u'002124.XSHE'],
 '2016-04-13': [u'300012.XSHE'],
 '2016-04-14': [u'300470.XSHE',
  u'300206.XSHE',
  u'002002.XSHE',
  u'600742.XSHG',
  u'600054.XSHG'],
 '2016-04-15': [u'002706.XSHE',
  u'002619.XSHE',
  u'603599.XSHG',
  u'002688.XSHE',
  u'300448.XSHE',
  u'002775.XSHE',
  u'600884.XSHG',
  u'603588.XSHG',
  u'000056.XSHE'],
 '2016-04-18': [u'002127.XSHE'],
 '2016-04-19': [u'603158.XSHG',
  u'300484.XSHE',
  u'603012.XSHG',
  u'300449.XSHE',
  u'300352.XSHE',
  u'600185.XSHG',
  u'600305.XSHG'],
 '2016-04-20': [u'300263.XSHE',
  u'300250.XSHE',
  u'601599.XSHG',
  u'300312.XSHE',
  u'002748.XSHE',
  u'601199.XSHG'],
 '2016-04-21': [u'002361.XSHE', u'300494.XSHE', u'600435.XSHG'],
 '2016-04-22': [u'300165.XSHE',
  u'300113.XSHE',
  u'002477.XSHE',
  u'300738.XSHE',
  u'300489.XSHE',
  u'300417.XSHE',
  u'300452.XSHE',
  u'002638.XSHE',
  u'002640.XSHE',
  u'002352.XSHE',
  u'002618.XSHE',
  u'300397.XSHE',
  u'002027.XSHE',
  u'600522.XSHG',
  u'002610.XSHE',
  u'002044.XSHE',
  u'002782.XSHE',
  u'002204.XSHE',
  u'002632.XSHE',
  u'300433.XSHE',
  u'000700.XSHE',
  u'000957.XSHE',
  u'600975.XSHG',
  u'600467.XSHG'],
 '2016-04-25': [u'002747.XSHE',
  u'300377.XSHE',
  u'300355.XSHE',
  u'300440.XSHE',
  u'300496.XSHE',
  u'002195.XSHE',
  u'000902.XSHE',
  u'002333.XSHE',
  u'002340.XSHE',
  u'002175.XSHE'],
 '2016-04-26': [u'601789.XSHG',
  u'300305.XSHE',
  u'603567.XSHG',
  u'300447.XSHE',
  u'300456.XSHE',
  u'603227.XSHG',
  u'603017.XSHG',
  u'002759.XSHE',
  u'300302.XSHE',
  u'300364.XSHE',
  u'300409.XSHE',
  u'000078.XSHE',
  u'000758.XSHE',
  u'600559.XSHG',
  u'000019.XSHE',
  u'300264.XSHE',
  u'300321.XSHE',
  u'002351.XSHE',
  u'300048.XSHE',
  u'002550.XSHE',
  u'300445.XSHE',
  u'002263.XSHE',
  u'300446.XSHE'],
 '2016-04-28': [u'601009.XSHG',
  u'603222.XSHG',
  u'000966.XSHE',
  u'603616.XSHG',
  u'603838.XSHG',
  u'601933.XSHG',
  u'000876.XSHE',
  u'600105.XSHG',
  u'600313.XSHG'],
 '2016-04-29': [u'002680.XSHE',
  u'300343.XSHE',
  u'603918.XSHG',
  u'603277.XSHG',
  u'600499.XSHG',
  u'300318.XSHE',
  u'000961.XSHE'],
 '2016-06-14': [u'300428.XSHE'],
 '2016-06-20': [u'002256.XSHE', u'002402.XSHE'],
 '2016-06-22': [u'000626.XSHE'],
 '2016-06-23': [u'300201.XSHE', u'300292.XSHE'],
 '2016-06-24': [u'002053.XSHE', u'603601.XSHG'],
 '2016-06-30': [u'002695.XSHE', u'300499.XSHE', u'300474.XSHE'],
 '2016-07-06': [u'002675.XSHE'],
 '2016-07-07': [u'601222.XSHG', u'300429.XSHE'],
 '2016-07-08': [u'002113.XSHE'],
 '2016-07-11': [u'002141.XSHE'],
 '2016-07-12': [u'600777.XSHG', u'300026.XSHE'],
 '2016-07-13': [u'300465.XSHE'],
 '2016-07-14': [u'300274.XSHE'],
 '2016-07-15': [u'002157.XSHE', u'300510.XSHE'],
 '2016-07-18': [u'002502.XSHE'],
 '2016-07-21': [u'300198.XSHE'],
 '2016-07-28': [u'300506.XSHE'],
 '2016-07-29': [u'300512.XSHE'],
 '2016-08-01': [u'300426.XSHE'],
 '2016-08-03': [u'300185.XSHE'],
 '2016-08-04': [u'300459.XSHE'],
 '2016-08-10': [u'300737.XSHE'],
 '2016-08-16': [u'600497.XSHG', u'002472.XSHE'],
 '2016-08-18': [u'300242.XSHE', u'002558.XSHE', u'300381.XSHE'],
 '2016-08-19': [u'002347.XSHE', u'300325.XSHE'],
 '2016-08-22': [u'000595.XSHE', u'002102.XSHE'],
 '2016-08-23': [u'002252.XSHE', u'002436.XSHE'],
 '2016-08-24': [u'600461.XSHG'],
 '2016-08-25': [u'002118.XSHE'],
 '2016-08-26': [u'300326.XSHE', u'300207.XSHE', u'002421.XSHE'],
 '2016-08-31': [u'000420.XSHE', u'600782.XSHG'],
 '2016-09-05': [u'603596.XSHG'],
 '2016-10-24': [u'603516.XSHG'],
 '2016-11-18': [u'300063.XSHE', u'002795.XSHE'],
 '2016-11-21': [u'002620.XSHE', u'300531.XSHE'],
 '2016-11-22': [u'300352.XSHE', u'603021.XSHG'],
 '2016-11-24': [u'300304.XSHE', u'002793.XSHE'],
 '2016-11-29': [u'300376.XSHE'],
 '2016-12-01': [u'300502.XSHE'],
 '2016-12-02': [u'002606.XSHE'],
 '2016-12-06': [u'002619.XSHE'],
 '2016-12-08': [u'300364.XSHE'],
 '2016-12-12': [u'600337.XSHG', u'002464.XSHE', u'002801.XSHE'],
 '2016-12-13': [u'002456.XSHE'],
 '2016-12-15': [u'300296.XSHE'],
 '2016-12-19': [u'000939.XSHE'],
 '2016-12-20': [u'300194.XSHE', u'300317.XSHE'],
 '2016-12-21': [u'002699.XSHE'],
 '2016-12-22': [u'002206.XSHE'],
 '2016-12-23': [u'002596.XSHE'],
 '2016-12-26': [u'002169.XSHE'],
 '2016-12-27': [u'002185.XSHE'],
 '2016-12-28': [u'300543.XSHE', u'002277.XSHE'],
 '2016-12-29': [u'002065.XSHE', u'002131.XSHE'],
 '2017-01-03': [u'300500.XSHE'],
 '2017-01-04': [u'603009.XSHG'],
 '2017-01-05': [u'300748.XSHE'],
 '2017-01-09': [u'600568.XSHG', u'603766.XSHG'],
 '2017-01-10': [u'002537.XSHE'],
 '2017-01-11': [u'300562.XSHE', u'300546.XSHE'],
 '2017-01-12': [u'300377.XSHE', u'300466.XSHE', u'002425.XSHE'],
 '2017-01-13': [u'300403.XSHE'],
 '2017-01-16': [u'300285.XSHE', u'300021.XSHE', u'300062.XSHE'],
 '2017-01-17': [u'000587.XSHE', u'300400.XSHE'],
 '2017-01-18': [u'300549.XSHE', u'300230.XSHE', u'603528.XSHG'],
 '2017-01-19': [u'603077.XSHG', u'300398.XSHE'],
 '2017-01-20': [u'601996.XSHG'],
 '2017-01-23': [u'300458.XSHE',
  u'300422.XSHE',
  u'002315.XSHE',
  u'002429.XSHE'],
 '2017-01-25': [u'300526.XSHE', u'600816.XSHG'],
 '2017-01-26': [u'002089.XSHE', u'300012.XSHE'],
 '2017-02-06': [u'002349.XSHE'],
 '2017-02-09': [u'300493.XSHE'],
 '2017-02-13': [u'300104.XSHE', u'300379.XSHE', u'002747.XSHE'],
 '2017-02-14': [u'300515.XSHE'],
 '2017-02-17': [u'600892.XSHG', u'300213.XSHE', u'002578.XSHE'],
 '2017-02-20': [u'002643.XSHE'],
 '2017-02-21': [u'002148.XSHE', u'002600.XSHE', u'600318.XSHG'],
 '2017-02-22': [u'603007.XSHG',
  u'300356.XSHE',
  u'603066.XSHG',
  u'000903.XSHE',
  u'002662.XSHE'],
 '2017-02-23': [u'002217.XSHE'],
 '2017-02-24': [u'002182.XSHE', u'002765.XSHE'],
 '2017-02-27': [u'300487.XSHE'],
 '2017-02-28': [u'601016.XSHG',
  u'300339.XSHE',
  u'600393.XSHG',
  u'002239.XSHE',
  u'300014.XSHE'],
 '2017-03-01': [u'002383.XSHE',
  u'603636.XSHG',
  u'002438.XSHE',
  u'002783.XSHE'],
 '2017-03-02': [u'600879.XSHG'],
 '2017-03-03': [u'300420.XSHE', u'300128.XSHE', u'000591.XSHE'],
 '2017-03-06': [u'002149.XSHE'],
 '2017-03-07': [u'300116.XSHE', u'002668.XSHE', u'002478.XSHE'],
 '2017-03-08': [u'002829.XSHE'],
 '2017-03-09': [u'002281.XSHE', u'000963.XSHE'],
 '2017-03-10': [u'603600.XSHG',
  u'002836.XSHE',
  u'300595.XSHE',
  u'300520.XSHE'],
 '2017-03-13': [u'300507.XSHE', u'300534.XSHE'],
 '2017-03-14': [u'300073.XSHE',
  u'300017.XSHE',
  u'002338.XSHE',
  u'300035.XSHE'],
 '2017-03-15': [u'300310.XSHE',
  u'300419.XSHE',
  u'002572.XSHE',
  u'002354.XSHE',
  u'002056.XSHE'],
 '2017-03-16': [u'000711.XSHE'],
 '2017-03-17': [u'300569.XSHE', u'000928.XSHE', u'600386.XSHG'],
 '2017-03-20': [u'002823.XSHE'],
 '2017-03-21': [u'002830.XSHE',
  u'300383.XSHE',
  u'300611.XSHE',
  u'000055.XSHE',
  u'002218.XSHE',
  u'002076.XSHE'],
 '2017-03-22': [u'002241.XSHE', u'603027.XSHG', u'300491.XSHE'],
 '2017-03-23': [u'002649.XSHE',
  u'603678.XSHG',
  u'002503.XSHE',
  u'600420.XSHG'],
 '2017-03-24': [u'300303.XSHE', u'002706.XSHE', u'300350.XSHE'],
 '2017-03-27': [u'603118.XSHG', u'002703.XSHE', u'000792.XSHE'],
 '2017-03-28': [u'300145.XSHE',
  u'300037.XSHE',
  u'603588.XSHG',
  u'603085.XSHG',
  u'603131.XSHG',
  u'300495.XSHE',
  u'300319.XSHE'],
 '2017-03-29': [u'300008.XSHE',
  u'300443.XSHE',
  u'603108.XSHG',
  u'300539.XSHE',
  u'600604.XSHG'],
 '2017-03-30': [u'300174.XSHE',
  u'300078.XSHE',
  u'000338.XSHE',
  u'300471.XSHE',
  u'002821.XSHE',
  u'603030.XSHG',
  u'002616.XSHE'],
 '2017-03-31': [u'300585.XSHE',
  u'300440.XSHE',
  u'300210.XSHE',
  u'002589.XSHE',
  u'300503.XSHE',
  u'603239.XSHG',
  u'600552.XSHG',
  u'002060.XSHE',
  u'000958.XSHE'],
 '2017-04-06': [u'002766.XSHE',
  u'300532.XSHE',
  u'002771.XSHE',
  u'600172.XSHG'],
 '2017-04-07': [u'300266.XSHE',
  u'002684.XSHE',
  u'002770.XSHE',
  u'600325.XSHG',
  u'000797.XSHE'],
 '2017-04-10': [u'002822.XSHE'],
 '2017-04-11': [u'300425.XSHE',
  u'603986.XSHG',
  u'000070.XSHE',
  u'002130.XSHE'],
 '2017-04-12': [u'300570.XSHE', u'002787.XSHE', u'300054.XSHE'],
 '2017-04-13': [u'603999.XSHG',
  u'300523.XSHE',
  u'300577.XSHE',
  u'603328.XSHG'],
 '2017-04-14': [u'300484.XSHE', u'300097.XSHE', u'300412.XSHE'],
 '2017-04-18': [u'300366.XSHE',
  u'300279.XSHE',
  u'300590.XSHE',
  u'300519.XSHE',
  u'603888.XSHG',
  u'002366.XSHE'],
 '2017-04-20': [u'300522.XSHE', u'002582.XSHE'],
 '2017-04-21': [u'300555.XSHE',
  u'002835.XSHE',
  u'000723.XSHE',
  u'300369.XSHE',
  u'000530.XSHE'],
 '2017-04-25': [u'002676.XSHE',
  u'300260.XSHE',
  u'002607.XSHE',
  u'300607.XSHE',
  u'002837.XSHE',
  u'300415.XSHE',
  u'300253.XSHE'],
 '2017-04-26': [u'300382.XSHE', u'603828.XSHG'],
 '2017-04-27': [u'300581.XSHE',
  u'300536.XSHE',
  u'603798.XSHG',
  u'002599.XSHE'],
 '2017-04-28': [u'600293.XSHG', u'601888.XSHG', u'603778.XSHG'],
 '2017-07-07': [u'300571.XSHE'],
 '2017-07-10': [u'300457.XSHE'],
 '2017-07-13': [u'300649.XSHE'],
 '2017-07-14': [u'002742.XSHE'],
 '2017-07-18': [u'002859.XSHE', u'603388.XSHG'],
 '2017-07-19': [u'300196.XSHE'],
 '2017-07-31': [u'002171.XSHE'],
 '2017-08-04': [u'002853.XSHE'],
 '2017-08-08': [u'300088.XSHE'],
 '2017-08-10': [u'603429.XSHG'],
 '2017-08-11': [u'002370.XSHE'],
 '2017-08-15': [u'600988.XSHG'],
 '2017-08-17': [u'002777.XSHE'],
 '2017-08-25': [u'603579.XSHG', u'300424.XSHE', u'300320.XSHE'],
 '2017-08-28': [u'300628.XSHE', u'002517.XSHE'],
 '2017-08-29': [u'300521.XSHE', u'002763.XSHE'],
 '2017-08-31': [u'002845.XSHE'],
 '2017-11-17': [u'300639.XSHE'],
 '2017-11-28': [u'300038.XSHE'],
 '2017-12-01': [u'603165.XSHG'],
 '2017-12-04': [u'603038.XSHG'],
 '2017-12-25': [u'300375.XSHE'],
 '2017-12-28': [u'300396.XSHE'],
 '2018-01-04': [u'002511.XSHE'],
 '2018-01-05': [u'300478.XSHE'],
 '2018-01-09': [u'300387.XSHE'],
 '2018-01-10': [u'300365.XSHE'],
 '2018-01-16': [u'300668.XSHE'],
 '2018-01-18': [u'600366.XSHG'],
 '2018-01-19': [u'300340.XSHE'],
 '2018-01-22': [u'603456.XSHG'],
 '2018-01-23': [u'300158.XSHE'],
 '2018-01-24': [u'002866.XSHE', u'002745.XSHE'],
 '2018-01-26': [u'300567.XSHE'],
 '2018-01-30': [u'002696.XSHE', u'300237.XSHE', u'300677.XSHE'],
 '2018-01-31': [u'300648.XSHE'],
 '2018-02-02': [u'603466.XSHG', u'002842.XSHE'],
 '2018-02-05': [u'300401.XSHE', u'300476.XSHE', u'300514.XSHE'],
 '2018-02-06': [u'300586.XSHE', u'300230.XSHE', u'300451.XSHE'],
 '2018-02-07': [u'002878.XSHE', u'603716.XSHG'],
 '2018-02-08': [u'002716.XSHE', u'300241.XSHE', u'300547.XSHE'],
 '2018-02-09': [u'002714.XSHE', u'002838.XSHE'],
 '2018-02-12': [u'002815.XSHE', u'300425.XSHE'],
 '2018-02-13': [u'300707.XSHE'],
 '2018-02-23': [u'300602.XSHE'],
 '2018-02-27': [u'300180.XSHE'],
 '2018-02-28': [u'300176.XSHE', u'002341.XSHE', u'300143.XSHE'],
 '2018-03-02': [u'300561.XSHE'],
 '2018-03-05': [u'300627.XSHE'],
 '2018-03-07': [u'002812.XSHE'],
 '2018-03-08': [u'300450.XSHE', u'002068.XSHE'],
 '2018-03-09': [u'300545.XSHE', u'300559.XSHE', u'300485.XSHE'],
 '2018-03-12': [u'300647.XSHE'],
 '2018-03-13': [u'300715.XSHE', u'300732.XSHE', u'600581.XSHG'],
 '2018-03-15': [u'300511.XSHE', u'300357.XSHE'],
 '2018-03-16': [u'002737.XSHE'],
 '2018-03-20': [u'002717.XSHE'],
 '2018-03-21': [u'300509.XSHE', u'300705.XSHE', u'002858.XSHE'],
 '2018-03-22': [u'300130.XSHE'],
 '2018-03-23': [u'000971.XSHE'],
 '2018-03-26': [u'300679.XSHE'],
 '2018-03-27': [u'002461.XSHE',
  u'603978.XSHG',
  u'300532.XSHE',
  u'600419.XSHG'],
 '2018-03-28': [u'002873.XSHE', u'000488.XSHE'],
 '2018-03-29': [u'300349.XSHE'],
 '2018-03-30': [u'300403.XSHE',
  u'600167.XSHG',
  u'300044.XSHE',
  u'300259.XSHE',
  u'300190.XSHE'],
 '2018-04-02': [u'300670.XSHE'],
 '2018-04-03': [u'002398.XSHE',
  u'002627.XSHE',
  u'002887.XSHE',
  u'300685.XSHE'],
 '2018-04-04': [u'300441.XSHE'],
 '2018-04-09': [u'300616.XSHE', u'300660.XSHE'],
 '2018-04-10': [u'300595.XSHE', u'300589.XSHE'],
 '2018-04-11': [u'300497.XSHE', u'300572.XSHE'],
 '2018-04-12': [u'300623.XSHE'],
 '2018-04-13': [u'300577.XSHE'],
 '2018-04-16': [u'300713.XSHE'],
 '2018-04-17': [u'300626.XSHE', u'300554.XSHE', u'300469.XSHE'],
 '2018-04-18': [u'300448.XSHE', u'300578.XSHE', u'300444.XSHE'],
 '2018-04-20': [u'300411.XSHE', u'300388.XSHE', u'300461.XSHE'],
 '2018-04-23': [u'300468.XSHE', u'300718.XSHE'],
 '2018-04-24': [u'300409.XSHE',
  u'300615.XSHE',
  u'300640.XSHE',
  u'300527.XSHE',
  u'300706.XSHE'],
 '2018-04-25': [u'300382.XSHE',
  u'300604.XSHE',
  u'300628.XSHE',
  u'300581.XSHE',
  u'300525.XSHE',
  u'300678.XSHE',
  u'300477.XSHE',
  u'300687.XSHE'],
 '2018-04-26': [u'000030.XSHE'],
 '2018-04-27': [u'300482.XSHE'],
 '2018-06-25': [u'300384.XSHE'],
 '2018-07-02': [u'300309.XSHE'],
 '2018-07-24': [u'300091.XSHE'],
 '2018-08-10': [u'300684.XSHE'],
 '2018-08-24': [u'300510.XSHE', u'300470.XSHE', u'300434.XSHE'],
 '2018-08-29': [u'300176.XSHE'],
 '2018-11-14': [u'300645.XSHE'],
 '2018-11-21': [u'300410.XSHE'],
 '2018-11-22': [u'300449.XSHE'],
 '2018-11-28': [u'300343.XSHE']}

统计事件触发后股价涨跌幅变化情况¶

不管你的事件是什么，只要你的数据格式处理成和前文的totalLog一样就可以套用，即是dict类型，其中，key为日期，类型为字符串，value为股票代码，类型为聚宽平台API使用的股票代码。

# 选择统计事件出现情况的起止时间
start='2007-07-12'
end='2018-01-29'
# 获取起止时间内的交易日
days=[i.strftime('%Y-%m-%d') for i in list(get_trade_days(start,end))]

# 选择基准指数
# 如果选择了基准指数则统计的股票涨跌幅是减去了该指数涨跌幅的相对涨跌幅
# 如果想看单纯股票涨跌幅，可以赋值为空字符串''
baseIndex='000300.XSHG'

# 选择要统计触发事件后多少天的股价变化情况
n_limt=200
# 选择要从触发事件前多少天开始统计股价变化情况
ahead_days=0

# 把事件数据赋值给stk
stk=totalLog
# 初始化存储统计结果的变量
totalSum=pd.DataFrame()

# 循环触发了事件的每一天
for i in stk.keys():
    if i<start or i>end:
        continue
#     print(i)
    # 获得当天触发事件的股票
    stk_list=stk[i]
    # 如果选择了基准指数
    if baseIndex!='':
        # 获取当天触发事件后股票相对基准指数的累计涨跌幅
        t=get_pct_change_accum([baseIndex]+stk_list,n_limt,all_trade_days[all_trade_days.index(i)-ahead_days],fqy='1d')
        t.reset_index(drop=True,inplace=True)
        t=t.sub(t[baseIndex],axis=0)
        del t[baseIndex]
    # 如果没选基准指数
    else:
        # 获取当天触发事件后股票的累计涨跌幅
        t=get_pct_change_accum(stk_list,n_limt,all_trade_days[all_trade_days.index(i)-ahead_days],fqy='1d')
        t.reset_index(drop=True,inplace=True)
    # 记录当天触发事件后股票的涨跌幅，存储在totalSum
    totalSum=pd.concat([totalSum,t],axis=1)

# 展示统计结果
# 格式为dataframe，字段为股票代码，索引为事件后第几天，当天为0，值为涨跌幅
totalSum

事件触发后股价平均涨跌幅走势图¶

为了能快速对事件触发后股价走势有个判断，我们画出事件触发后股价平均涨跌幅走势图。
以高送转事件为例，可见在2007至2018期间，平均来看，股票公布进行高送转后，股价会持续上涨，在第80天左右达到10%左右的超额收益，随后股价开始走低。

# 设置作图大小
figsize=(16,5)
# 生成事件触发后股价平均涨跌幅走势图
totalSum.T.mean().plot(figsize=figsize).grid()

转成策略¶

为了把统计后的发现转成一个事件驱动策略，我们需要确定买卖方法。
买卖方法没有通法，此处采用简单的等资金量的买入方法，与到期抛售的卖出方法，以高送转事件为例具体如下。首先定的是，事件触发后第2天买入，第80天卖出。然后，因为事件是不断触发的，所以我们要统计出在80天的时间窗口内最多会有多少个股票触发事件。下文统计出是312个，所以我们把总资金分为312份，每次触发事件，拿出一份去买入该股票。

统计一段时间窗口内触发事件的最大次数¶

# 把事件数据赋值给stk
stk=totalLog
# 选择时间窗口为几天
period=80
# 初始化存储每天触发事件次数的变量
stk_num={}
# 初始化存储时间窗口内触发事件的最大次数的变量
max_stk_num=0

# 循环统计起止时间内的交易日
for i in days:
    # 如果当天有事件触发
    if stk.has_key(i):
        t=len(stk[i])
    # 如果当天没有事件触发
    else:
        t=0
    # 记录当天事件触发数
    stk_num[i]=t
#     # 计算当前时间窗口内触发事件总数
#     t=sum(stk_num[-period:])
#     # 更新时间窗口内触发事件最大总数
#     max_stk_num=max(max_stk_num,t)
# 展示结果
# max_stk_num
stk_num=pd.DataFrame.from_dict(data=stk_num,orient='index')
stk_num.sort_index(inplace=True)
stk_num=stk_num[0]

# 展示每天触发事件次数走势图
df=stk_num
df.plot(figsize=figsize).grid()

# 展示时间窗口内触发事件总数走势图
df=stk_num
df=df.rolling(window=period).sum()
df.plot(figsize=figsize).grid()
# 展示历史上时间窗口内触发事件总数的最大值
df.max()

333.0

最佳资金分配份数估计¶

从上文的时间窗口内触发事件总数走势图可以看到，相当多的时间窗口内触发事件数不超过50，因此如果总资金分为333份，每次触发事件，拿出一份去买入该股票的话，会发现平时大量的资金都是闲置的。因此最佳资金分配份数应该比333小不少。
如果每次高送转事件触发后持有相同天数80，必定获取相同的正收益10%，那么最佳资金分配份数应该是1。其中的数学解释是最佳资金分配份数a，应使得当x=a时下式y值为最大，其中$m_i$为第i个时间窗口内触发事件数，x为资金分配份数，x为1到333的整数，n为总共的时间窗口数。不难想到x越小，y越大。不理解没关系，有结论。 $$y=\sum_{i=1}^n \frac{min(m_i,x)}{x}$$
下文画出了y随x的变化关系，可发现，如果“每次事件触发后持有相同天数，必定获取相同的正收益”该前提成立，则最佳资金分配份数是1，即每次都满仓，哪怕错过一些事件的触发。问题是前提只在足够多的样本统计结果下成立，实际上触发高送转后并不一定盈利，所以实际最佳资金分配份数不能太小，那样会导致买卖股票数过少使得前提不成立，从而使得收益变得极不稳定，达不到预期甚至负收益。
最后我们人为估计的选取50，作为接下来示例策略采用的资金分配份数。

# 画出了y随x的变化关系
best_vp=pd.DataFrame(data=[0])
df=stk_num
for i in range(1,int(df.max())+1):
    
    f=lambda x:min(i,x)
    t=sum(df.apply(f).values)/i
    best_vp[i]=t

df=best_vp.T
df.plot(figsize=figsize).grid()
df.idxmax(axis=0).values

array([1])

数据存储¶

把事件触发情况的数据（totalLog）存在研究空间中，以备在策略回测中使用。

# 把事件触发情况的数据（totalLog）存在研究空间中，存为top_shares.json
import json
with open("top_shares.json", "w") as f:
    json.dump(obj=totalLog, fp=f)

策略回测结果¶

策略的回测结果如图。回测时间为2007-01-01到2018-11-30，初始资金10000000，频度每天。累计收益112%，年化收益率6.7%，最大回撤率48%。

事件驱动.png

问题与思考¶

而且用历史数据统计出的参数做对应历史时期的回测，有参数过拟合问题，应考虑样本外测试。
事件触发后股价平均涨跌幅走势图统计上多大程度上可信？可能只是随机波动的结果，应增加统计检验环节。
买入卖出方式过于简单，限制了盈利能力。

	300377.XSHE	300466.XSHE	002425.XSHE	002717.XSHE	300300.XSHE	002182.XSHE	002765.XSHE	002685.XSHE	300487.XSHE	600577.XSHG	...	300186.XSHE	002487.XSHE	002486.XSHE	600575.XSHG	300016.XSHE	002428.XSHE	300290.XSHE	002654.XSHE	300270.XSHE	002214.XSHE
0	0.000000	0.000000	0.000000	0.000000	0.000000	0.000000	0.000000	0.000000	0.000000	0.000000	...	0.000000	0.000000	0.000000	0.000000	0.000000	0.000000	0.000000	0.000000	0.000000	0.000000
1	-0.099019	0.052502	-0.019558	-0.014851	0.010858	0.007954	0.003875	-0.062180	0.030523	0.005379	...	0.005713	0.015494	-0.028015	-0.027961	-0.073366	0.000838	-0.018870	0.054025	-0.036891	0.032625
2	-0.183068	0.070164	-0.117251	-0.034605	0.015850	-0.000173	0.007417	-0.083746	0.026149	-0.004491	...	-0.008659	-0.051596	-0.067380	-0.046155	-0.097207	-0.010211	0.014897	0.079853	-0.002265	0.041349
3	-0.147876	0.064327	-0.150780	-0.060899	-0.004409	0.033513	-0.020036	-0.098787	0.032922	-0.016129	...	0.018835	-0.031618	-0.039430	-0.046893	-0.080177	-0.007488	0.021159	0.079111	0.100011	0.058497
4	-0.164651	-0.010308	-0.144219	-0.062436	0.041947	0.049578	-0.001080	-0.096089	0.128671	-0.010874	...	0.072207	-0.040958	-0.008946	-0.033767	-0.071275	-0.018829	0.053232	0.077512	0.084553	0.073075
5	-0.160328	-0.062965	-0.153761	-0.042159	0.032945	0.066198	0.003721	-0.099298	0.122811	-0.031127	...	0.055732	-0.050149	-0.017137	-0.048867	-0.045272	-0.003828	0.054115	0.083018	0.115662	0.102144
6	-0.154549	-0.071308	-0.142609	-0.014217	0.052688	0.079529	0.011957	-0.114102	0.124754	-0.026534	...	0.064033	-0.032173	0.002762	-0.029685	0.015365	0.022390	0.077398	0.050682	0.073775	0.097667
7	-0.168887	-0.065943	-0.142584	-0.023024	0.100444	0.060763	0.004368	-0.120511	0.133122	-0.019079	...	0.074644	-0.051457	-0.007107	-0.030157	0.001864	0.027228	0.047910	0.043472	0.027077	0.062878
8	-0.195348	-0.038520	-0.149684	-0.016736	0.078719	0.046691	-0.001606	-0.111256	0.185127	-0.014421	...	0.037527	-0.049173	-0.032786	-0.025269	-0.008527	0.023253	0.071827	0.049081	0.054616	0.059163
9	-0.152528	0.055024	-0.141955	-0.016860	0.035103	0.032195	-0.010970	-0.109123	0.212262	-0.018048	...	0.054036	-0.038296	-0.027117	-0.014625	0.015817	0.009464	0.031073	0.027103	0.036984	0.033703
10	-0.133669	0.126484	-0.135107	-0.029796	0.018701	0.036076	0.007792	-0.097626	0.206695	-0.004692	...	0.038541	-0.060438	-0.047736	-0.020210	-0.039477	0.029889	0.044202	0.058024	0.081817	0.021234
11	-0.113741	0.248076	-0.144805	-0.059518	0.066916	0.065802	0.018131	-0.111215	0.181520	0.010490	...	0.044077	-0.054691	-0.028047	-0.004279	-0.030219	0.006507	0.037010	0.047376	0.098938	0.002301
12	-0.111869	0.253585	-0.133455	-0.035280	0.111836	0.064129	0.017176	-0.113472	0.198233	-0.012484	...	0.050918	-0.057335	-0.043791	-0.001947	-0.046445	0.023518	0.044005	0.049234	0.092394	-0.002188
13	-0.107031	0.234575	-0.140971	0.007156	0.133163	0.043437	0.016535	-0.129410	0.241931	0.025611	...	0.059577	-0.056911	-0.037238	-0.004128	-0.018066	0.017956	0.069853	0.047576	0.139695	0.005225
14	-0.108481	0.244913	-0.145579	-0.002920	0.230944	0.050756	0.022949	-0.124583	0.245438	0.024843	...	0.057876	-0.047561	-0.035780	-0.009471	-0.001809	0.046784	0.051988	0.022800	0.122211	-0.017473
15	-0.081553	0.272283	-0.132028	-0.000850	0.225175	0.041303	0.015552	-0.088989	0.211441	0.052004	...	0.034167	-0.056365	-0.057684	-0.035687	-0.053058	0.045944	0.051236	0.018124	0.090519	-0.008304
16	-0.100874	0.222044	-0.145597	-0.023334	0.233671	0.031900	0.023973	-0.061152	0.150395	0.050335	...	0.033552	-0.063458	-0.055885	-0.046434	-0.064121	0.044888	0.060822	0.032333	0.136909	0.001496
17	-0.078180	0.268366	-0.150369	-0.029488	0.209676	0.013583	0.011678	-0.030698	0.187102	0.062865	...	0.049293	-0.080958	-0.066493	-0.040846	-0.028645	0.055589	0.068696	0.031053	0.157559	0.030520
18	-0.105673	0.282275	-0.157914	-0.030933	0.204094	0.024505	0.020448	-0.013639	0.159429	0.040551	...	0.045289	-0.097876	-0.050319	-0.039652	-0.023147	0.059195	0.045532	0.025029	0.165050	0.023204
19	-0.115565	0.212681	-0.166944	-0.050108	0.168742	0.018994	0.036729	0.003540	0.147760	0.030820	...	0.050029	-0.085430	-0.061390	-0.032647	-0.024513	0.057085	0.062484	0.019613	0.162170	-0.001760
20	-0.125214	0.188114	-0.177629	-0.062191	0.125010	-0.000380	0.049172	-0.027679	0.147460	0.045806	...	0.068912	-0.078424	-0.059672	0.002072	-0.007997	0.057012	0.018026	0.052489	0.195086	-0.005028
21	-0.123195	0.155190	-0.176646	-0.054855	0.236103	-0.003282	0.040263	0.016414	0.142081	0.037130	...	0.057479	-0.071310	-0.058608	-0.013669	0.005678	0.036758	0.002433	0.060854	0.194653	-0.012193
22	-0.151747	0.147644	-0.192401	-0.063021	0.262257	0.025047	0.069824	0.033853	0.206920	0.029792	...	0.088929	-0.082777	-0.060738	-0.010715	-0.003962	0.032793	0.008636	0.058464	0.196279	-0.005905
23	-0.122416	0.263723	-0.183267	-0.070133	0.207488	0.048183	0.054838	-0.020377	0.129744	0.035074	...	0.060762	-0.083738	-0.041628	-0.011560	-0.000621	0.035121	0.020808	0.079275	0.216746	-0.049463
24	-0.129648	0.316076	-0.186056	0.001493	0.212025	0.030408	0.029713	-0.031165	0.131457	0.034469	...	0.100795	-0.080395	-0.023422	-0.010821	0.001815	0.041734	-0.004033	0.057798	0.110813	-0.053837
25	-0.118910	0.305384	-0.178308	0.014807	0.179749	-0.024988	0.033678	-0.028593	0.109350	0.012002	...	0.098022	-0.090769	-0.060077	-0.035538	-0.063450	0.029252	-0.014378	0.034798	0.094365	-0.057403
26	-0.115214	0.290206	-0.145623	-0.010689	0.176863	-0.022147	0.029421	0.018778	0.110515	0.008630	...	0.107260	-0.092266	-0.080803	-0.051843	-0.075925	0.027996	0.001398	0.039133	0.128305	-0.050737
27	-0.127450	0.233454	-0.147776	0.014722	0.158592	-0.035454	0.018341	0.105822	0.015417	0.037967	...	0.182101	-0.100906	-0.058955	-0.032537	-0.044379	0.054141	-0.002916	0.040563	0.083326	-0.034029
28	-0.117226	0.280278	-0.149064	0.035672	0.278897	-0.037476	0.011239	0.233129	-0.084708	0.137597	...	0.156459	-0.099765	-0.065627	-0.041696	-0.049353	0.068509	-0.017346	0.030103	0.055309	-0.046427
29	-0.106069	0.349921	-0.143073	0.130331	0.288589	-0.055736	-0.009007	0.354664	-0.086417	0.176973	...	0.135029	-0.040869	-0.085856	-0.030141	-0.064726	0.053003	-0.012193	0.032967	0.064752	-0.059879
...	...	...	...	...	...	...	...	...	...	...	...	...	...	...	...	...	...	...	...	...	...
171	-0.270524	-0.161151	-0.486610	0.315140	0.797381	-0.177203	-0.445032	0.536680	-0.292011	0.077083	...	0.137304	-0.000526	0.510595	-0.107569	-0.106771	0.002410	0.560348	0.344767	-0.029612	0.687593
172	-0.272226	-0.155141	-0.496673	0.447043	0.793096	-0.191997	-0.458034	0.406805	-0.307559	0.104665	...	0.151248	0.006113	0.508581	-0.128876	-0.099570	0.007755	0.586008	0.355061	-0.052913	0.714063
173	-0.267343	-0.156042	-0.505261	0.522766	0.771744	-0.182932	-0.466434	0.459312	-0.279107	0.138577	...	0.150856	0.008940	0.508042	-0.136932	-0.109088	-0.003203	0.590206	0.349031	0.003583	0.700254
174	-0.259757	-0.156169	-0.500495	0.475957	0.805802	-0.190962	-0.486701	0.482674	-0.297323	0.138335	...	0.143447	-0.008484	0.508165	-0.149964	-0.132741	0.005645	0.614964	0.379579	0.010035	0.690388
175	-0.276228	-0.156572	-0.506489	0.515949	0.825723	-0.228327	-0.488909	0.511200	-0.308408	0.184782	...	0.166227	0.008453	0.549619	-0.063842	-0.116034	0.005548	0.607786	0.370673	0.005145	0.694823
176	-0.279794	-0.160781	-0.507903	0.546766	0.879923	-0.217403	-0.503079	0.542324	-0.321088	0.167052	...	0.163996	0.006116	0.518477	-0.053858	-0.120976	0.000093	0.579189	0.356320	0.010873	0.653930
177	-0.216450	-0.174558	-0.520981	0.653896	0.798998	-0.234057	-0.517245	0.620214	-0.305870	0.214612	...	0.146749	0.004091	0.484964	-0.035632	-0.128770	0.016709	0.590689	0.405132	0.015508	0.658565
178	-0.207832	-0.176865	-0.509312	0.825306	0.717796	-0.248471	-0.525488	0.622798	-0.329126	0.179388	...	0.151433	0.003567	0.467814	-0.055824	-0.134273	0.006728	0.557673	0.380617	-0.075193	0.720437
179	-0.243188	-0.180730	-0.501996	0.850410	0.792103	-0.288646	-0.545387	0.653076	-0.386714	0.153795	...	0.178103	0.017618	0.436514	-0.042238	-0.050841	0.002403	0.590177	0.389116	-0.107621	0.711581
180	-0.232786	-0.183825	-0.508585	0.744079	0.776576	-0.278668	-0.583257	0.499218	-0.371912	0.146840	...	0.211096	0.012883	0.423886	-0.056691	-0.057160	0.002356	0.614071	0.402782	-0.116955	0.813038
181	-0.240996	-0.186251	-0.519397	0.773676	0.856273	-0.298783	-0.578316	0.434542	-0.388779	0.154408	...	0.195135	0.017967	0.417712	-0.084645	-0.062608	0.085353	0.576957	0.385096	-0.125513	0.787067
182	-0.292061	-0.183973	-0.525505	0.774428	1.039758	-0.341854	-0.613177	0.460506	-0.397123	0.141882	...	0.175894	0.005607	0.460358	-0.074501	-0.072364	0.136698	0.638968	0.413434	-0.089103	0.875871
183	-0.306086	-0.183860	-0.530982	0.969352	1.137923	-0.343656	-0.588824	0.454368	-0.391867	0.141455	...	0.208642	0.024064	0.552289	-0.086710	-0.065344	0.252293	0.488841	0.288672	-0.166861	0.729793
184	-0.364944	-0.193232	-0.538956	1.180015	1.133533	-0.270240	-0.575905	0.470681	-0.370006	0.125288	...	0.104026	-0.025378	0.455336	-0.118661	-0.128801	0.269403	0.399501	0.307536	-0.205714	0.774158
185	-0.358481	-0.189340	-0.536462	1.062312	1.067006	-0.242723	-0.563509	0.558369	-0.354719	0.147358	...	0.108231	0.030381	0.476558	-0.110594	-0.126263	0.219395	0.425935	0.299084	-0.230244	0.733718
186	-0.351372	-0.188014	-0.537931	1.001726	0.970592	-0.221913	-0.541093	0.562186	-0.346831	0.157240	...	0.102406	0.022990	0.494526	-0.083393	-0.116791	0.166158	0.435474	0.382079	-0.245114	0.692103
187	-0.350633	-0.189204	-0.544013	1.207199	1.063466	-0.213220	-0.546183	0.582403	-0.336637	0.138388	...	0.094268	0.122046	0.431726	-0.080690	-0.086924	0.181076	0.395839	0.400259	-0.229113	0.698234
188	-0.376605	-0.197823	-0.557524	1.109230	0.982993	-0.193932	-0.551705	0.575185	-0.336057	0.117667	...	0.101820	0.099596	0.429188	-0.074494	-0.087519	0.176030	0.398673	0.416869	-0.208831	0.691787
189	-0.367115	-0.203115	-0.558622	0.969983	0.870840	-0.207213	-0.540027	0.640666	-0.326894	0.137464	...	0.121341	0.092335	0.425373	-0.073943	-0.069990	0.185469	0.386287	0.407892	-0.226223	0.700166
190	-0.366342	-0.208126	-0.565031	1.081429	0.944984	-0.214267	-0.537735	0.699741	-0.348896	0.144134	...	0.110902	0.078360	0.494288	-0.074897	-0.077735	0.140398	0.392765	0.387380	-0.212784	0.720460
191	-0.391610	-0.216684	-0.577782	1.195983	1.029469	-0.233731	-0.548458	0.626876	-0.402590	0.139087	...	0.115858	0.120198	0.531918	-0.059101	-0.070428	0.148646	0.409842	0.392455	-0.202953	0.763477
192	-0.457970	-0.212993	-0.594357	1.082953	1.072007	-0.305287	-0.566150	0.576927	-0.383191	0.141810	...	0.126413	0.103039	0.524255	-0.058030	-0.072753	0.153142	0.434027	0.393756	-0.195073	0.820722
193	-0.441640	-0.212087	-0.590656	1.064815	1.043027	-0.279586	-0.557781	0.640576	-0.377054	0.266980	...	0.139923	0.096542	0.538670	-0.056716	-0.059554	0.176050	0.451236	0.432774	-0.204275	0.865947
194	-0.436669	-0.172749	-0.595300	1.131746	1.123375	-0.280200	-0.519742	0.611937	-0.379580	0.410603	...	0.213268	0.075162	0.527548	-0.041637	-0.069942	0.189286	0.423650	0.409111	-0.207500	0.826108
195	-0.434253	-0.084042	-0.612226	1.272319	1.048852	-0.276005	-0.531086	0.647026	-0.391457	0.385442	...	0.209635	0.095284	0.510211	-0.037140	-0.072236	0.208927	0.443917	0.509185	-0.208924	0.811794
196	-0.430988	-0.185333	-0.622768	1.093882	0.892328	-0.232733	-0.547401	0.629912	-0.388729	0.527379	...	0.218789	0.089745	0.474945	-0.037471	-0.062380	0.176957	0.476365	0.474573	-0.199360	0.774739
197	-0.418920	-0.295833	-0.630567	1.035529	0.908741	-0.233952	-0.532685	0.662325	-0.395876	0.566330	...	0.221679	0.088993	0.484610	-0.077557	-0.059506	0.163530	0.469822	0.471394	-0.156512	0.728057
198	-0.431545	-0.300256	-0.643417	0.828673	0.871348	-0.241684	-0.543854	0.696057	-0.393954	0.477722	...	0.222492	0.084090	0.505749	-0.078807	-0.063835	0.139472	0.442159	0.392597	-0.182031	0.725565
199	-0.424522	-0.311516	-0.628258	0.762208	0.791039	-0.246215	-0.540361	0.695397	-0.387206	0.602482	...	0.331084	0.091988	0.503230	-0.093763	-0.017117	0.140463	0.488808	0.395208	-0.172471	0.747470
200	-0.402082	-0.336194	-0.639461	0.875001	0.848019	-0.253945	-0.540238	0.868860	-0.366566	0.530126	...	0.325599	0.090568	0.514911	-0.097671	-0.042306	0.149140	0.596726	0.424853	-0.150461	0.780598

	code	name	year	report_date	divi	shares
0	002093.XSHE	国脉科技	2007	2007-07-12	0.0	10.0
1	600298.XSHG	安琪酵母	2007	2007-07-18	0.0	10.0
5	600109.XSHG	国金证券	2007	2007-07-24	0.0	10.0
6	002097.XSHE	山河智能	2007	2007-07-26	0.3	10.0
7	600481.XSHG	双良节能	2007	2007-07-27	0.0	10.0
9	002121.XSHE	科陆电子	2007	2007-07-30	0.0	10.0
10	002019.XSHE	亿帆医药	2007	2007-07-31	0.0	10.0
11	600888.XSHG	新疆众和	2007	2007-07-31	0.7	8.0
12	001696.XSHE	宗申动力	2007	2007-08-01	1.2	10.0
14	600311.XSHG	荣华实业	2007	2007-08-07	0.0	10.0
18	600595.XSHG	中孚实业	2007	2007-08-09	0.0	10.0
21	600804.XSHG	鹏博士	2007	2007-08-10	0.0	10.0
22	600614.XSHG	鹏起科技	2007	2007-08-10	0.0	14.0
23	600249.XSHG	两面针	2007	2007-08-15	0.0	10.0
29	600089.XSHG	特变电工	2007	2007-08-21	0.0	10.0
32	000712.XSHE	锦龙股份	2007	2007-08-21	0.0	10.0
37	600382.XSHG	广东明珠	2007	2007-08-23	0.0	10.0
42	600285.XSHG	羚锐制药	2007	2007-08-29	1.0	10.0
44	600975.XSHG	新五丰	2007	2007-08-30	0.0	8.0
49	600325.XSHG	华发股份	2007	2008-01-23	1.0	10.0
53	600693.XSHG	东百集团	2007	2008-01-25	0.0	10.0
58	002202.XSHE	金风科技	2007	2008-01-29	1.0	10.0
59	002093.XSHE	国脉科技	2007	2008-01-29	1.0	10.0
61	002118.XSHE	紫鑫药业	2007	2008-01-30	0.3	8.0
66	000687.XSHE	华讯方舟	2007	2008-01-31	0.0	10.0
72	000829.XSHE	天音控股	2007	2008-02-01	0.0	8.0
74	000996.XSHE	中国中期	2007	2008-02-01	0.0	10.0
75	600408.XSHG	*ST安泰	2007	2008-02-01	0.0	8.0
76	002079.XSHE	苏州固锝	2007	2008-02-01	0.0	10.0
86	600740.XSHG	山西焦化	2007	2008-02-04	0.0	10.0
...	...	...	...	...	...	...
18937	300461.XSHE	田中精机	2017	2018-04-20	0.7	8.0
19011	300468.XSHE	四方精创	2017	2018-04-23	2.5	8.0
19014	300718.XSHE	长盛轴承	2017	2018-04-23	3.7	9.8
19071	300409.XSHE	道氏技术	2017	2018-04-24	2.2	8.0
19118	300615.XSHE	欣天科技	2017	2018-04-24	1.0	8.0
19133	300640.XSHE	德艺文创	2017	2018-04-24	2.5	8.0
19145	300527.XSHE	中国应急	2017	2018-04-24	0.3	8.0
19149	300706.XSHE	阿石创	2017	2018-04-24	0.6	8.0
19251	300382.XSHE	斯莱克	2017	2018-04-25	5.0	8.0
19268	300604.XSHE	长川科技	2017	2018-04-25	1.5	9.0
19315	300628.XSHE	亿联网络	2017	2018-04-25	16.0	10.0
19316	300581.XSHE	晨曦航空	2017	2018-04-25	0.0	9.0
19322	300525.XSHE	博思软件	2017	2018-04-25	2.1	8.0
19332	300678.XSHE	中科信息	2017	2018-04-25	0.5	8.0
19350	300477.XSHE	合纵科技	2017	2018-04-25	1.0	8.0
19353	300687.XSHE	赛意信息	2017	2018-04-25	2.0	8.0
19536	000030.XSHE	富奥股份	2017	2018-04-26	2.0	8.0
19757	300482.XSHE	万孚生物	2017	2018-04-27	5.0	8.0
19854	300384.XSHE	三联虹普	2018	2018-06-25	0.0	9.0
19857	300309.XSHE	吉艾科技	2018	2018-07-02	0.0	8.0
19862	300091.XSHE	金通灵	2018	2018-07-24	0.0	9.0
19879	300684.XSHE	中石科技	2018	2018-08-10	0.0	8.0
19903	300510.XSHE	金冠股份	2018	2018-08-24	0.6	8.0
19905	300470.XSHE	日机密封	2018	2018-08-24	0.0	8.0
19906	300434.XSHE	金石东方	2018	2018-08-24	0.0	8.0
19932	300176.XSHE	鸿特科技	2018	2018-08-29	0.5	9.0
19959	300645.XSHE	正元智慧	2018	2018-11-14	1.5	9.0
19960	300410.XSHE	正业科技	2018	2018-11-21	4.2	9.5
19961	300449.XSHE	汉邦高科	2018	2018-11-22	0.7	8.0
19962	300343.XSHE	联创互联	2018	2018-11-28	0.2	8.0

量化交易吧 / 量化平台 帖子：3365867 新帖：0

事件驱动策略-高送转事件

美联储发表于：5 月 10 日 07：39回复(1)

事件驱动策略-高送转事件¶

高送转含义¶

研究思路¶

导入库与函数¶

获取事件数据¶

统计事件触发后股价涨跌幅变化情况¶

事件触发后股价平均涨跌幅走势图¶

转成策略¶

统计一段时间窗口内触发事件的最大次数¶

最佳资金分配份数估计¶

数据存储¶

策略回测结果¶

问题与思考¶

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量化交易吧 / 量化平台帖子：3365867 新帖：0