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file.csv
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close open positions signal returns total
Time
2016-01-03 16:30:00 1.0851 1.0866 NaN 0.0 NaN NaN
2016-01-03 17:30:00 1.0845 1.0851 0.0 0.0 -0.0 0.0
2016-01-03 18:30:00 1.0859 1.0844 0.0 0.0 0.0 0.0
2016-01-03 19:30:00 1.0871 1.0859 0.0 0.0 0.0 0.0
2016-01-03 20:30:00 1.0870 1.0872 0.0 0.0 -0.0 0.0
2016-01-03 21:30:00 1.0878 1.0870 0.0 0.0 0.0 0.0
2016-01-03 22:30:00 1.0897 1.0879 0.0 0.0 0.0 0.0
2016-01-03 23:30:00 1.0888 1.0896 0.0 0.0 -0.0 0.0
2016-01-04 00:30:00 1.0912 1.0889 0.0 0.0 0.0 0.0
2016-01-04 01:30:00 1.0923 1.0911 0.0 0.0 0.0 0.0
2016-01-04 02:30:00 1.0929 1.0924 0.0 0.0 0.0 0.0
2016-01-04 03:30:00 1.0905 1.0929 0.0 0.0 -0.0 0.0
2016-01-04 04:30:00 1.0916 1.0906 0.0 0.0 0.0 0.0
2016-01-04 05:30:00 1.0906 1.0917 0.0 0.0 -0.0 0.0
2016-01-04 06:30:00 1.0854 1.0905 0.0 0.0 -0.0 0.0
2016-01-04 07:30:00 1.0833 1.0854 0.0 0.0 -0.0 0.0
2016-01-04 08:30:00 1.0801 1.0834 0.0 0.0 -0.0 0.0
2016-01-04 09:30:00 1.0802 1.0802 0.0 0.0 0.0 0.0
2016-01-04 10:30:00 1.0817 1.0802 0.0 0.0 0.0 0.0
2016-01-04 11:30:00 1.0821 1.0817 0.0 0.0 0.0 0.0
2016-01-04 12:30:00 1.0826 1.0822 0.0 0.0 0.0 0.0
2016-01-04 13:30:00 1.0828 1.0827 0.0 0.0 0.0 0.0
2016-01-04 14:30:00 1.0829 1.0829 0.0 0.0 0.0 0.0
2016-01-04 15:30:00 1.0828 1.0828 0.0 0.0 -0.0 0.0
2016-01-04 16:30:00 1.0823 1.0827 0.0 0.0 -0.0 0.0
2016-01-04 17:30:00 1.0830 1.0822 0.0 0.0 0.0 0.0
2016-01-04 18:30:00 1.0824 1.0831 0.0 0.0 -0.0 0.0
2016-01-04 19:30:00 1.0816 1.0823 0.0 0.0 -0.0 0.0
2016-01-04 20:30:00 1.0819 1.0816 0.0 0.0 0.0 0.0
2016-01-04 21:30:00 1.0822 1.0818 0.0 0.0 0.0 0.0
... ... ... ... ... ... ...
2017-01-01 18:30:00 1.0519 1.0519 0.0 0.0 0.0 0.0
2017-01-01 19:30:00 1.0515 1.0518 0.0 0.0 -0.0 0.0
2017-01-01 20:30:00 1.0519 1.0516 0.0 0.0 0.0 0.0
2017-01-01 21:30:00 1.0514 1.0519 0.0 0.0 -0.0 0.0
2017-01-01 22:30:00 1.0511 1.0514 0.0 0.0 -0.0 0.0
2017-01-01 23:30:00 1.0514 1.0512 0.0 0.0 0.0 0.0
2017-01-02 00:30:00 1.0515 1.0515 0.0 0.0 0.0 0.0
2017-01-02 01:30:00 1.0489 1.0515 0.0 0.0 -0.0 0.0
2017-01-02 02:30:00 1.0486 1.0490 0.0 0.0 -0.0 0.0
2017-01-02 03:30:00 1.0480 1.0487 0.0 0.0 -0.0 0.0
2017-01-02 04:30:00 1.0478 1.0479 0.0 0.0 -0.0 0.0
2017-01-02 05:30:00 1.0465 1.0478 0.0 0.0 -0.0 0.0
2017-01-02 06:30:00 1.0465 1.0465 0.0 0.0 0.0 0.0
2017-01-02 07:30:00 1.0472 1.0465 -1.0 0.0 0.0 0.0
2017-01-02 08:30:00 1.0469 1.0472 0.0 0.0 -0.0 0.0
2017-01-02 09:30:00 1.0469 1.0469 -1.0 0.0 0.0 0.0
2017-01-02 10:30:00 1.0465 1.0468 0.0 0.0 -0.0 0.0
2017-01-02 11:30:00 1.0459 1.0465 0.0 0.0 -0.0 0.0
2017-01-02 12:30:00 1.0459 1.0460 0.0 0.0 0.0 0.0
2017-01-02 13:30:00 1.0458 1.0459 0.0 0.0 -0.0 0.0
2017-01-02 14:30:00 1.0454 1.0459 -1.0 0.0 -0.0 0.0
2017-01-02 15:30:00 1.0461 1.0453 0.0 0.0 0.0 0.0
2017-01-02 16:30:00 1.0457 1.0462 0.0 0.0 -0.0 0.0
2017-01-02 17:30:00 1.0466 1.0457 0.0 0.0 0.0 0.0
2017-01-02 18:30:00 1.0475 1.0466 0.0 0.0 0.0 0.0
2017-01-02 19:30:00 1.0471 1.0476 0.0 0.0 -0.0 0.0
2017-01-02 20:30:00 1.0484 1.0471 0.0 0.0 0.0 0.0
2017-01-02 21:30:00 1.0488 1.0485 0.0 0.0 0.0 0.0
2017-01-02 22:30:00 1.0482 1.0488 0.0 0.0 -0.0 0.0
2017-01-02 23:30:00 1.0487 1.0481 0.0 0.0 0.0 0.0
[6156 rows x 6 columns]