港股多品种对冲策略(2)

# 创建 FMZ 本地回测环境
from fmz import *
task = VCtx('''backtest
start: 2021-09-28 00:00:00
end: 2021-09-29 00:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Futures_XTP","currency":"STOCK","minFee":0}]
''')

# 订阅港股李宁数据
infoA = exchange.SetContractType("02331.HK")
print(infoA)

{'ExchangeID': 'HK', 'ExchangeInstID': '02331.HK', 'InstrumentID': '02331.HK', 'InstrumentName': '李宁', 'LongMarginRatio': 1, 'MaxLimitOrderVolume': 10000, 'MinBuyVolume': 1, 'OpenDate': '', 'PriceTick': 0.05, 'ShortMarginRatio': 1, 'VolumeMultiple': 500}

# 港股李宁K线
barsA = exchange.GetRecords()
print(barsA)

[{'Time': 1596643200000, 'Open': 27.8, 'High': 27.8, 'Low': 27.8, 'Close': 27.8, 'Volume': 0.0, 'OpenInterest': 0.0}, {'Time': 1596729600000, 'Open': 28.2, 'High': 28.2, 'Low': 26.6, 'Close': 27.2, 'Volume': 12410625.9999, 'OpenInterest': 0.0}, {'Time': 1596816000000, 'Open': 26.55, 'High': 27.5, 'Low': 26.55, 'Close': 27.25, 'Volume': 8165100.9999, 'OpenInterest': 0.0}, {'Time': 1596988800000, 'Open': 28.0, 'High': 28.0, 'Low': 26.7, 'Close': 26.8, 'Volume': 4547639.0, 'OpenInterest': 0.0}, {'Time': 1597075200000, 'Open': 27.3, 'High': 27.3, 'Low': 27.3, 'Close': 27.3, 'Volume': 0.0, 'OpenInterest': 0.0}, {'Time': 1597161600000, 'Open': 26.95, 'High': 30.0, 'Low': 26.95, 'Close': 28.85, 'Volume': 48237055.0, 'OpenInterest': 0.0}, {'Time': 1597248000000, 'Open': 29.5, 'High': 29.5, 'Low': 29.5, 'Close': 29.5, 'Volume': 0.0, 'OpenInterest': 0.0}, {'Time': 1597334400000, 'Open': 29.55, 'High': 31.0, 'Low': 28.45, 'Close': 31.0, 'Volume': 11159052.9999, 'OpenInterest': 0.0}, {'Time': 1597420800000, 'Open': 29.9, 'High': 32.3, 'Low': 29.9, 'Close': 31.55, 'Volume': 38387556.0, 'OpenInterest': 0.0}, {'Time': 1597593600000, 'Open': 32.0, 'High': 32.0, 'Low': 32.0, 'Close': 32.0, 'Volume': 0.0, 'OpenInterest': 0.0}, {'Time': 1597680000000, 'Open': 31.5, 'High': 32.8, 'Low': 31.35, 'Close': 32.0, 'Volume': 35849039.9997, 'OpenInterest': 0.0}, {'Time': 1597766400000, 'Open': 32.3, 'High': 32.3, 'Low': 31.55, 'Close': 31.75, 'Volume': 8045301.0, 'OpenInterest': 0.0}, {'Time': 1597852800000, 'Open': 32.15, 'High': 32.15, 'Low': 31.2, 'Close': 31.75, 'Volume': 6493556.0, 'OpenInterest': 0.0}, {'Time': 1597939200000, 'Open': 31.85, 'High': 31.85, 'Low': 31.85, 'Close': 31.85, 'Volume': 0.0, 'OpenInterest': 0.0}, {'Time': 1598025600000, 'Open': 31.5, 'High': 32.5, 'Low': 31.5, 'Close': 32.2, 'Volume': 16767156.0, 'OpenInterest': 0.0}, {'Time': 1598198400000, 'Open': 32.5, 'High': 34.2, 'Low': 32.35, 'Close': 34.2, 'Volume': 16354943.0, 'OpenInterest': 0.0}, {'Time': 1598284800000, 'Open': 34.35, 'High': 34.35, 'Low': 34.35, 'Close': 34.35, 'Volume': 0.0, 'OpenInterest': 0.0}, {'Time': 1598371200000, 'Open': 33.15, 'High': 34.6, 'Low': 33.15, 'Close': 34.0, 'Volume': 12666025.9999, 'OpenInterest': 0.0}, {'Time': 1598457600000, 'Open': 33.4, 'High': 34.5, 'Low': 33.4, 'Close': 34.25, 'Volume': 16772577.0, 'OpenInterest': 0.0}, {'Time': 1598544000000, 'Open': 34.35, 'High': 34.75, 'Low': 33.6, 'Close': 34.75, 'Volume': 6795582.0, 'OpenInterest': 0.0}, {'Time': 1598630400000, 'Open': 34.8, 'High': 34.8, 'Low': 33.45, 'Close': 34.45, 'Volume': 9775945.9999, 'OpenInterest': 0.0}, {'Time': 1598803200000, 'Open': 34.4, 'High': 34.4, 'Low': 34.4, 'Close': 34.4, 'Volume': 0.0, 'OpenInterest': 0.0}, {'Time': 1598889600000, 'Open': 34.45, 'High': 34.45, 'Low': 32.4, 'Close': 32.8, 'Volume': 13367707.9999, 'OpenInterest': 0.0}, {'Time': 1598976000000, 'Open': 32.4, 'High': 33.45, 'Low': 32.4, 'Close': 33.45, 'Volume': 12835194.9999, 'OpenInterest': 0.0}, {'Time': 1599062400000, 'Open': 33.1, 'High': 33.95, 'Low': 33.1, 'Close': 33.4, 'Volume': 13732190.9999, 'OpenInterest': 0.0}, {'Time': 1599148800000, 'Open': 31.9, 'High': 31.9, 'Low': 31.9, 'Close': 31.9, 'Volume': 0.0, 'OpenInterest': 0.0}, {'Time': 1599235200000, 'Open': 31.75, 'High': 32.95, 'Low': 31.75, 'Close': 32.75, 'Volume': 9880642.9999, 'OpenInterest': 0.0}, {'Time': 1599408000000, 'Open': 32.15, 'High': 34.35, 'Low': 32.15, 'Close': 32.5, 'Volume': 11703318.0, 'OpenInterest': 0.0}, {'Time': 1599494400000, 'Open': 32.7, 'High': 32.7, 'Low': 32.7, 'Close': 32.7, 'Volume': 0.0, 'OpenInterest': 0.0}, {'Time': 1599580800000, 'Open': 33.1, 'High': 33.1, 'Low': 30.6, 'Close': 31.05, 'Volume': 11888287.9999, 'OpenInterest': 0.0}, {'Time': 1599667200000, 'Open': 30.7, 'High': 32.1, 'Low': 30.7, 'Close': 32.1, 'Volume': 10885131.9999, 'OpenInterest': 0.0}, {'Time': 1599753600000, 'Open': 32.8, 'High': 32.8, 'Low': 31.55, 'Close': 32.05, 'Volume': 9239388.0, 'OpenInterest': 0.0}, {'Time': 1599840000000, 'Open': 31.45, 'High': 33.2, 'Low': 31.45, 'Close': 32.75, 'Volume': 4576875.9999, 'OpenInterest': 0.0}, {'Time': 1600012800000, 'Open': 32.75, 'High': 33.85, 'Low': 32.75, 'Close': 33.25, 'Volume': 4054642.0, 'OpenInterest': 0.0}, {'Time': 1600099200000, 'Open': 33.3, 'High': 33.3, 'Low': 33.3, 'Close': 33.3, 'Volume': 0.0, 'OpenInterest': 0.0}, {'Time': 1600185600000, 'Open': 32.8, 'High': 35.0, 'Low': 32.8, 'Close': 35.0, 'Volume': 8097523.9999, 'OpenInterest': 0.0}, {'Time': 1600272000000, 'Open': 35.6, 'High': 35.6, 'Low': 34.15, 'Close': 34.55, 'Volume': 9963966.0, 'OpenInterest': 0.0}, {'Time': 1600358400000, 'Open': 33.95, 'High': 35.25, 'Low': 33.95, 'Close': 35.0, 'Volume': 7211238.0, 'OpenInterest': 0.0}, {'Time': 1600444800000, 'Open': 34.6, 'High': 37.8, 'Low': 34.6, 'Close': 37.05, 'Volume': 21575313.9998, 'OpenInterest': 0.0}, {'Time': 1600617600000, 'Open': 37.0, 'High': 37.0, 'Low': 37.0, 'Close': 37.0, 'Volume': 0.0, 'OpenInterest': 0.0}, {'Time': 1600704000000, 'Open': 37.7, 'High': 37.7, 'Low': 34.85, 'Close': 35.25, 'Volume': 13489663.9999, 'OpenInterest': 0.0}, {'Time': 1600790400000, 'Open': 35.75, 'High': 35.75, 'Low': 34.0, 'Close': 34.9, 'Volume': 9903828.9999, 'OpenInterest': 0.0}, {'Time': 1600876800000, 'Open': 34.8, 'High': 36.15, 'Low': 34.8, 'Close': 35.1, 'Volume': 18631317.9998, 'OpenInterest': 0.0}, {'Time': 1600963200000, 'Open': 35.95, 'High': 35.95, 'Low': 34.55, 'Close': 34.9, 'Volume': 6366949.9999, 'OpenInterest': 0.0}, {'Time': 1601049600000, 'Open': 35.3, 'High': 35.3, 'Low': 34.5, 'Close': 34.85, 'Volume': 7024819.9999, 'OpenInterest': 0.0}, {'Time': 1601222400000, 'Open': 34.7, 'High': 34.7, 'Low': 34.7, 'Close': 34.7, 'Volume': 0.0, 'OpenInterest': 0.0}, {'Time': 1601308800000, 'Open': 35.25, 'High': 35.25, 'Low': 34.3, 'Close': 35.2, 'Volume': 4787607.9999, 'OpenInterest': 0.0}, {'Time': 1601395200000, 'Open': 34.95, 'High': 36.5, 'Low': 34.95, 'Close': 36.0, 'Volume': 12917513.0, 'OpenInterest': 0.0}, {'Time': 1601827200000, 'Open': 36.25, 'High': 38.75, 'Low': 35.85, 'Close': 38.75, 'Volume': 12853599.0, 'OpenInterest': 0.0}, {'Time': 1601913600000, 'Open': 39.25, 'High': 39.25, 'Low': 39.25, 'Close': 39.25, 'Volume': 0.0, 'OpenInterest': 0.0}, {'Time': 1602000000000, 'Open': 39.35, 'High': 39.35, 'Low': 37.3, 'Close': 37.3, 'Volume': 9852036.9999, 'OpenInterest': 0.0}, {'Time': 1602086400000, 'Open': 37.1, 'High': 38.4, 'Low': 37.1, 'Close': 37.5, 'Volume': 7971372.9999, 'OpenInterest': 0.0}, {'Time': 1602172800000, 'Open': 37.15, 'High': 38.55, 'Low': 37.15, 'Close': 38.5, 'Volume': 5405556.0, 'OpenInterest': 0.0}, {'Time': 1602259200000, 'Open': 38.8, 'High': 38.8, 'Low': 37.6, 'Close': 37.75, 'Volume': 8545458.9999, 'OpenInterest': 0.0}, {'Time': 1602432000000, 'Open': 37.7, 'High': 37.7, 'Low': 37.7, 'Close': 37.7, 'Volume': 0.0, 'OpenInterest': 0.0}, {'Time': 1602518400000, 'Open': 37.55, 'High': 39.55, 'Low': 37.55, 'Close': 39.45, 'Volume': 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'Close': 50.5, 'Volume': 20532126.0, 'OpenInterest': 0.0}, {'Time': 1611504000000, 'Open': 50.85, 'High': 50.85, 'Low': 50.85, 'Close': 50.85, 'Volume': 0.0, 'OpenInterest': 0.0}, {'Time': 1611590400000, 'Open': 50.3, 'High': 52.3, 'Low': 50.3, 'Close': 51.7, 'Volume': 14428134.0, 'OpenInterest': 0.0}, {'Time': 1611676800000, 'Open': 51.85, 'High': 51.85, 'Low': 46.6, 'Close': 48.85, 'Volume': 31419973.0, 'OpenInterest': 0.0}, {'Time': 1611763200000, 'Open': 47.85, 'High': 47.85, 'Low': 47.85, 'Close': 47.85, 'Volume': 0.0, 'OpenInterest': 0.0}, {'Time': 1611849600000, 'Open': 48.9, 'High': 50.2, 'Low': 45.3, 'Close': 48.55, 'Volume': 34541409.0, 'OpenInterest': 0.0}, {'Time': 1612108800000, 'Open': 48.45, 'High': 48.45, 'Low': 48.45, 'Close': 48.45, 'Volume': 0.0, 'OpenInterest': 0.0}, {'Time': 1612195200000, 'Open': 47.55, 'High': 51.3, 'Low': 47.55, 'Close': 51.3, 'Volume': 11063736.9999, 'OpenInterest': 0.0}, {'Time': 1612281600000, 'Open': 52.2, 'High': 52.2, 'Low': 49.95, 'Close': 51.05, 'Volume': 16967433.0, 'OpenInterest': 0.0}, {'Time': 1612368000000, 'Open': 51.7, 'High': 51.7, 'Low': 46.65, 'Close': 47.95, 'Volume': 34752159.9997, 'OpenInterest': 0.0}, {'Time': 1612454400000, 'Open': 46.5, 'High': 46.5, 'Low': 46.5, 'Close': 46.5, 'Volume': 0.0, 'OpenInterest': 0.0}, {'Time': 1612540800000, 'Open': 46.45, 'High': 51.9, 'Low': 46.45, 'Close': 50.9, 'Volume': 20721496.9998, 'OpenInterest': 0.0}, {'Time': 1612713600000, 'Open': 52.0, 'High': 52.0, 'Low': 52.0, 'Close': 52.0, 'Volume': 0.0, 'OpenInterest': 0.0}, {'Time': 1612800000000, 'Open': 52.35, 'High': 52.5, 'Low': 50.5, 'Close': 52.5, 'Volume': 8421429.9999, 'OpenInterest': 0.0}, {'Time': 1612886400000, 'Open': 51.8, 'High': 53.4, 'Low': 51.8, 'Close': 52.8, 'Volume': 6224124.9999, 'OpenInterest': 0.0}, {'Time': 1612972800000, 'Open': 51.8, 'High': 53.4, 'Low': 51.8, 'Close': 53.4, 'Volume': 6588813.9999, 'OpenInterest': 0.0}, {'Time': 1613404800000, 'Open': 54.5, 'High': 54.5, 'Low': 54.5, 'Close': 54.5, 'Volume': 0.0, 'OpenInterest': 0.0}, {'Time': 1613491200000, 'Open': 55.4, 'High': 55.4, 'Low': 52.5, 'Close': 52.5, 'Volume': 6578880.0, 'OpenInterest': 0.0}, {'Time': 1613577600000, 'Open': 51.6, 'High': 54.55, 'Low': 51.05, 'Close': 51.95, 'Volume': 18708984.0, 'OpenInterest': 0.0}, {'Time': 1613664000000, 'Open': 51.4, 'High': 51.4, 'Low': 51.4, 'Close': 51.4, 'Volume': 0.0, 'OpenInterest': 0.0}, {'Time': 1613750400000, 'Open': 50.2, 'High': 52.2, 'Low': 50.2, 'Close': 52.0, 'Volume': 6851712.0, 'OpenInterest': 0.0}]

# 订阅港股安踏数据
infoB = exchange.SetContractType("02020.HK")
print(infoB)

{'ExchangeID': 'HK', 'ExchangeInstID': '02020.HK', 'InstrumentID': '02020.HK', 'InstrumentName': '安踏体育', 'LongMarginRatio': 1, 'MaxLimitOrderVolume': 10000, 'MinBuyVolume': 1, 'OpenDate': '', 'PriceTick': 0.1, 'ShortMarginRatio': 1, 'VolumeMultiple': 1000}

# 港股安踏K线
barsB = exchange.GetRecords()
print(barsB)

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1597420800000, 'Open': 80.0, 'High': 84.7, 'Low': 80.0, 'Close': 82.7, 'Volume': 11601010.9999, 'OpenInterest': 0.0}, {'Time': 1597593600000, 'Open': 83.9, 'High': 83.9, 'Low': 83.9, 'Close': 83.9, 'Volume': 0.0, 'OpenInterest': 0.0}, {'Time': 1597680000000, 'Open': 85.5, 'High': 85.5, 'Low': 82.3, 'Close': 83.6, 'Volume': 7057011.0, 'OpenInterest': 0.0}, {'Time': 1597766400000, 'Open': 82.4, 'High': 86.7, 'Low': 82.4, 'Close': 82.6, 'Volume': 8875732.0, 'OpenInterest': 0.0}, {'Time': 1597852800000, 'Open': 81.8, 'High': 81.8, 'Low': 81.8, 'Close': 81.8, 'Volume': 0.0, 'OpenInterest': 0.0}, {'Time': 1597939200000, 'Open': 80.8, 'High': 83.7, 'Low': 80.8, 'Close': 83.7, 'Volume': 3063948.0, 'OpenInterest': 0.0}, {'Time': 1598025600000, 'Open': 82.3, 'High': 84.9, 'Low': 82.3, 'Close': 84.0, 'Volume': 2801787.9999, 'OpenInterest': 0.0}, {'Time': 1598198400000, 'Open': 85.3, 'High': 85.3, 'Low': 85.3, 'Close': 85.3, 'Volume': 0.0, 'OpenInterest': 0.0}, {'Time': 1598284800000, 'Open': 84.1, 'High': 87.6, 'Low': 84.1, 'Close': 87.6, 'Volume': 5531595.9999, 'OpenInterest': 0.0}, {'Time': 1598371200000, 'Open': 87.9, 'High': 87.9, 'Low': 82.2, 'Close': 82.2, 'Volume': 5625426.9999, 'OpenInterest': 0.0}, {'Time': 1598457600000, 'Open': 81.9, 'High': 84.7, 'Low': 81.7, 'Close': 81.7, 'Volume': 17708242.9998, 'OpenInterest': 0.0}, {'Time': 1598544000000, 'Open': 83.1, 'High': 83.1, 'Low': 80.9, 'Close': 80.9, 'Volume': 10317207.9999, 'OpenInterest': 0.0}, {'Time': 1598630400000, 'Open': 80.4, 'High': 83.1, 'Low': 80.4, 'Close': 81.8, 'Volume': 10493271.0, 'OpenInterest': 0.0}, {'Time': 1598803200000, 'Open': 82.0, 'High': 82.0, 'Low': 82.0, 'Close': 82.0, 'Volume': 0.0, 'OpenInterest': 0.0}, {'Time': 1598889600000, 'Open': 83.6, 'High': 83.6, 'Low': 75.4, 'Close': 77.1, 'Volume': 15197907.9999, 'OpenInterest': 0.0}, {'Time': 1598976000000, 'Open': 76.4, 'High': 79.5, 'Low': 76.4, 'Close': 79.5, 'Volume': 6286587.9999, 'OpenInterest': 0.0}, {'Time': 1599062400000, 'Open': 77.0, 'High': 80.4, 'Low': 77.0, 'Close': 77.9, 'Volume': 6487386.9999, 'OpenInterest': 0.0}, {'Time': 1599148800000, 'Open': 79.8, 'High': 79.8, 'Low': 76.6, 'Close': 76.6, 'Volume': 4922896.9999, 'OpenInterest': 0.0}, {'Time': 1599235200000, 'Open': 77.0, 'High': 77.0, 'Low': 74.8, 'Close': 76.3, 'Volume': 7641165.9999, 'OpenInterest': 0.0}, {'Time': 1599408000000, 'Open': 76.3, 'High': 76.3, 'Low': 76.3, 'Close': 76.3, 'Volume': 0.0, 'OpenInterest': 0.0}, {'Time': 1599494400000, 'Open': 77.3, 'High': 77.3, 'Low': 74.4, 'Close': 76.2, 'Volume': 5552905.9999, 'OpenInterest': 0.0}, {'Time': 1599580800000, 'Open': 76.3, 'High': 76.3, 'Low': 74.0, 'Close': 74.0, 'Volume': 3262165.9999, 'OpenInterest': 0.0}, {'Time': 1599667200000, 'Open': 73.1, 'High': 75.8, 'Low': 73.1, 'Close': 74.3, 'Volume': 7736348.9999, 'OpenInterest': 0.0}, {'Time': 1599753600000, 'Open': 73.9, 'High': 76.5, 'Low': 73.9, 'Close': 75.5, 'Volume': 4867582.0, 'OpenInterest': 0.0}, {'Time': 1600012800000, 'Open': 76.0, 'High': 76.0, 'Low': 76.0, 'Close': 76.0, 'Volume': 0.0, 'OpenInterest': 0.0}, {'Time': 1600099200000, 'Open': 75.1, 'High': 78.5, 'Low': 75.1, 'Close': 77.1, 'Volume': 6661629.9999, 'OpenInterest': 0.0}, {'Time': 1600185600000, 'Open': 76.7, 'High': 78.8, 'Low': 76.7, 'Close': 78.8, 'Volume': 5791984.9999, 'OpenInterest': 0.0}, {'Time': 1600272000000, 'Open': 77.6, 'High': 79.8, 'Low': 77.3, 'Close': 77.7, 'Volume': 10232601.9999, 'OpenInterest': 0.0}, {'Time': 1600358400000, 'Open': 77.7, 'High': 77.7, 'Low': 77.7, 'Close': 77.7, 'Volume': 0.0, 'OpenInterest': 0.0}, {'Time': 1600444800000, 'Open': 77.6, 'High': 81.5, 'Low': 77.6, 'Close': 80.6, 'Volume': 9246159.9999, 'OpenInterest': 0.0}, {'Time': 1600617600000, 'Open': 81.4, 'High': 81.4, 'Low': 81.4, 'Close': 81.4, 'Volume': 0.0, 'OpenInterest': 0.0}, {'Time': 1600704000000, 'Open': 81.5, 'High': 81.5, 'Low': 76.5, 'Close': 76.8, 'Volume': 7744753.9999, 'OpenInterest': 0.0}, {'Time': 1600790400000, 'Open': 77.2, 'High': 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'Close': 101.5, 'Volume': 6410535.0, 'OpenInterest': 0.0}, {'Time': 1605456000000, 'Open': 108.0, 'High': 108.0, 'Low': 108.0, 'Close': 108.0, 'Volume': 0.0, 'OpenInterest': 0.0}, {'Time': 1605542400000, 'Open': 104.5, 'High': 109.7, 'Low': 104.5, 'Close': 108.0, 'Volume': 15565195.9999, 'OpenInterest': 0.0}, {'Time': 1605628800000, 'Open': 108.5, 'High': 108.5, 'Low': 103.9, 'Close': 107.0, 'Volume': 6378078.0, 'OpenInterest': 0.0}, {'Time': 1605715200000, 'Open': 106.1, 'High': 109.5, 'Low': 106.1, 'Close': 109.5, 'Volume': 7325010.9999, 'OpenInterest': 0.0}, {'Time': 1605801600000, 'Open': 108.8, 'High': 114.3, 'Low': 108.8, 'Close': 111.6, 'Volume': 8203845.0, 'OpenInterest': 0.0}, {'Time': 1605888000000, 'Open': 111.9, 'High': 111.9, 'Low': 108.7, 'Close': 110.0, 'Volume': 6798786.0, 'OpenInterest': 0.0}, {'Time': 1606060800000, 'Open': 110.0, 'High': 110.0, 'Low': 110.0, 'Close': 110.0, 'Volume': 0.0, 'OpenInterest': 0.0}, {'Time': 1606147200000, 'Open': 111.0, 'High': 111.0, 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{'Time': 1608652800000, 'Open': 112.4, 'High': 115.8, 'Low': 112.4, 'Close': 114.6, 'Volume': 5218794.0, 'OpenInterest': 0.0}, {'Time': 1608739200000, 'Open': 116.0, 'High': 116.0, 'Low': 116.0, 'Close': 116.0, 'Volume': 0.0, 'OpenInterest': 0.0}, {'Time': 1608825600000, 'Open': 116.5, 'High': 116.5, 'Low': 114.0, 'Close': 115.7, 'Volume': 2438743.9999, 'OpenInterest': 0.0}, {'Time': 1609084800000, 'Open': 113.7, 'High': 120.7, 'Low': 113.7, 'Close': 119.6, 'Volume': 9469978.0, 'OpenInterest': 0.0}, {'Time': 1609171200000, 'Open': 120.8, 'High': 120.8, 'Low': 120.8, 'Close': 120.8, 'Volume': 0.0, 'OpenInterest': 0.0}, {'Time': 1609257600000, 'Open': 122.0, 'High': 122.0, 'Low': 116.4, 'Close': 118.3, 'Volume': 3955947.9999, 'OpenInterest': 0.0}, {'Time': 1609344000000, 'Open': 117.9, 'High': 123.4, 'Low': 117.9, 'Close': 123.2, 'Volume': 4701900.0, 'OpenInterest': 0.0}, {'Time': 1609430400000, 'Open': 124.2, 'High': 124.2, 'Low': 121.6, 'Close': 122.9, 'Volume': 3145185.0, 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127.8, 'Close': 128.3, 'Volume': 10184757.9999, 'OpenInterest': 0.0}, {'Time': 1612108800000, 'Open': 128.0, 'High': 128.0, 'Low': 128.0, 'Close': 128.0, 'Volume': 0.0, 'OpenInterest': 0.0}, {'Time': 1612195200000, 'Open': 126.5, 'High': 135.0, 'Low': 126.5, 'Close': 134.9, 'Volume': 6503337.0, 'OpenInterest': 0.0}, {'Time': 1612281600000, 'Open': 134.4, 'High': 141.0, 'Low': 134.4, 'Close': 138.3, 'Volume': 5619399.9999, 'OpenInterest': 0.0}, {'Time': 1612368000000, 'Open': 140.5, 'High': 140.5, 'Low': 134.1, 'Close': 139.0, 'Volume': 7556025.9999, 'OpenInterest': 0.0}, {'Time': 1612454400000, 'Open': 140.9, 'High': 144.4, 'Low': 135.9, 'Close': 141.7, 'Volume': 12642481.0, 'OpenInterest': 0.0}, {'Time': 1612713600000, 'Open': 145.2, 'High': 145.2, 'Low': 141.0, 'Close': 142.7, 'Volume': 3642160.0, 'OpenInterest': 0.0}, {'Time': 1612800000000, 'Open': 141.7, 'High': 141.7, 'Low': 141.7, 'Close': 141.7, 'Volume': 0.0, 'OpenInterest': 0.0}, {'Time': 1612886400000, 'Open': 140.8, 'High': 146.0, 'Low': 140.8, 'Close': 146.0, 'Volume': 3236061.0, 'OpenInterest': 0.0}, {'Time': 1612972800000, 'Open': 144.0, 'High': 146.9, 'Low': 143.4, 'Close': 145.3, 'Volume': 3161740.9999, 'OpenInterest': 0.0}, {'Time': 1613404800000, 'Open': 154.3, 'High': 154.3, 'Low': 146.8, 'Close': 147.1, 'Volume': 3381912.0, 'OpenInterest': 0.0}, {'Time': 1613491200000, 'Open': 146.5, 'High': 146.5, 'Low': 146.5, 'Close': 146.5, 'Volume': 0.0, 'OpenInterest': 0.0}, {'Time': 1613577600000, 'Open': 143.2, 'High': 148.6, 'Low': 143.2, 'Close': 147.2, 'Volume': 3687456.9999, 'OpenInterest': 0.0}, {'Time': 1613664000000, 'Open': 149.0, 'High': 149.0, 'Low': 143.0, 'Close': 143.1, 'Volume': 5707675.9999, 'OpenInterest': 0.0}, {'Time': 1613750400000, 'Open': 140.0, 'High': 144.6, 'Low': 140.0, 'Close': 143.7, 'Volume': 4629735.9999, 'OpenInterest': 0.0}]

import datetime

datesA = []
priceA = []
for i in barsA:
    data_time = datetime.datetime.fromtimestamp(int(i['Time']/1000))
    datesA.append(data_time.strftime("%Y-%m-%d"))
    priceA.append(i['Close'])
    
datesB = []
priceB = []
for i in barsA:
    data_time = datetime.datetime.fromtimestamp(int(i['Time']/1000))
    datesB.append(data_time.strftime("%Y-%m-%d"))
    priceB.append(i['Close'])

import matplotlib.pyplot as plt
import matplotlib.ticker as ticker

plt.plot(datesA,priceA)
axA=plt.gca()
axA.set_title("LI-NING && ANTA Price Chart", fontsize=30)
axA.set_ylabel('LI-NING')
axB=axA.twinx()
axB.plot(datesB, price, 'r')
axB.set_ylabel('ANTA')
axA.xaxis.set_major_locator(ticker.MultipleLocator(15))
plt.gcf().set_size_inches(17, 8)
plt.xlim
plt.show()

<Figure size 1224x576 with 2 Axes>