天软金融分析.NET函数大全 > 金融函数 > 金融工程 > 策略验证 > 交易类中间函数

PortfolioBackTesting_TradingEvaluation    

简述
策略验证-交易类-单品种，对交易记录做盈亏，成交金额，累计盈亏次数以及持续持仓时间等相关数据计算。
定义
PortfolioBackTesting_TradingEvaluation(PfInfoData:TableArray;t:TableArray):TableArray
参数
名称类型说明
PFInfoDataTableArray数据表类型，组合基本信息
tpZCPZ:数据表类型，调仓前资产配置
tPercent:数据表类型，调仓记录
rO:数据表类型，用于内部调试用数据(var)
返回TableArray策略验证-交易类-单品种，返回盈亏，成交金额，累计盈亏次数以及持续持仓时间等相关数据。
  • 范例

    PFInfoData:=array();
      t:=array(
    ("代码":"CU1201","名称":"CU1201","乘数":5.00,"方向":1.00,"开仓日期":40724.00,"开仓价":69450.00,"开仓数量":1.00,"开仓费率(%)":0.0125,"平仓日期":40763.00,"平仓价":67740.00,"平仓数量":1.00,"平仓费率(%)":0.0125),
    ("代码":"CU1201","名称":"CU1201","乘数":5.00,"方向":0.00,"开仓日期":40787.00,"开仓价":68200.00,"开仓数量":1.00,"开仓费率(%)":0.0125,"平仓日期":40801.00,"平仓价":65020.00,"平仓数量":1.00,"平仓费率(%)":0.0125),
    ("代码":"RU1201","名称":"RU1201","乘数":5.00,"方向":1.00,"开仓日期":40695.00,"开仓价":33365.00,"开仓数量":2.00,"开仓费率(%)":0.02,"平仓日期":40725.00,"平仓价":32175.00,"平仓数量":2.00,"平仓费率(%)":0.02),
    ("代码":"RU1201","名称":"RU1201","乘数":5.00,"方向":1.00,"开仓日期":40805.00,"开仓价":31925.00,"开仓数量":3.00,"开仓费率(%)":0.02,"平仓日期":40847.00,"平仓价":27105.00,"平仓数量":3.00,"平仓费率(%)":0.02),
    ("代码":"SZ000002","名称":"万科Ａ","乘数":1.00,"方向":1.00,"开仓日期":40556.00,"开仓价":9.01,"开仓数量":1100.00,"开仓费率(%)":0.01,"平仓日期":40569.00,"平仓价":8.5,"平仓数量":1100.00,"平仓费率(%)":0.01),
    ("代码":"SZ000002","名称":"万科Ａ","乘数":1.00,"方向":1.00,"开仓日期":40596.00,"开仓价":8.17,"开仓数量":1200.00,"开仓费率(%)":0.01,"平仓日期":40604.00,"平仓价":8.19,"平仓数量":1200.00,"平仓费率(%)":0.01),
    ("代码":"SZ000002","名称":"万科Ａ","乘数":1.00,"方向":1.00,"开仓日期":40616.00,"开仓价":8.28,"开仓数量":1200.00,"开仓费率(%)":0.01,"平仓日期":40627.00,"平仓价":8.67,"平仓数量":1200.00,"平仓费率(%)":0.01),
    ("代码":"SZ000002","名称":"万科Ａ","乘数":1.00,"方向":1.00,"开仓日期":40630.00,"开仓价":8.82,"开仓数量":1100.00,"开仓费率(%)":0.01,"平仓日期":40660.00,"平仓价":8.45,"平仓数量":1100.00,"平仓费率(%)":0.01),
    ("代码":"SZ000002","名称":"万科Ａ","乘数":1.00,"方向":1.00,"开仓日期":40714.00,"开仓价":8.16,"开仓数量":1200.00,"开仓费率(%)":0.01,"平仓日期":40746.00,"平仓价":8.41,"平仓数量":1200.00,"平仓费率(%)":0.01),
    ("代码":"SZ000002","名称":"万科Ａ","乘数":1.00,"方向":1.00,"开仓日期":40770.00,"开仓价":8.44,"开仓数量":1100.00,"开仓费率(%)":0.01,"平仓日期":40781.00,"平仓价":8.38,"平仓数量":1100.00,"平仓费率(%)":0.01));
      return PortfolioBackTesting_TradingEvaluation(PfInfoData,t);

    //结果：
相关