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PortfolioBackTesting_Quantity_CompositeDetail    

简述
策略验证-数量类组合-t日持股明细,得到股票组合tpGP与tLS在EndT时的持仓明细
定义
PortfolioBackTesting_Quantity_CompositeDetail(EndT:TDateTime;tpGP:TableArray;tLS:TableArray):TableArray
参数
名称类型说明
返回TableArray策略验证-数量类组合-t日持股明细,返回股票组合tpGP与tLS在EndT时的持仓明细
  • 范例

    endt:=IntToDate(20120711);
      tpGP:=array(
      ("截止日":39818.00,"代码":"SZ002232","数量":716300.00,"市值":9999548.00,"总成本":9999548.00,"成本价":13.96,"浮动盈亏":0.00,"浮盈率(%)":0.00,"收盘":13.96,"方向":1.00,"乘数":1.00,"保证金比例(%)":100.00,"红利比":0.00,"实得比":0.00,"送股比":0.00,"分红金额":0.00,"今数量":716300.00,"今总成本":9999548.00,"今成本价":13.96),
      ("截止日":39818.00,"代码":"SH600068","数量":1116000.00,"市值":9999360.00,"总成本":9999360.00,"成本价":8.96,"浮动盈亏":0.00,"浮盈率(%)":0.00,"收盘":8.96,"方向":1.00,"乘数":1.00,"保证金比例(%)":100.00,"红利比":0.00,"实得比":0.00,"送股比":0.00,"分红金额":0.00,"今数量":1116000.00,"今总成本":9999360.00,"今成本价":8.96),
      ("截止日":39818.00,"代码":"SH600036","数量":794200.00,"市值":9998978.00,"总成本":9998978.00,"成本价":12.59,"浮动盈亏":0.00,"浮盈率(%)":0.00,"收盘":12.59,"方向":1.00,"乘数":1.00,"保证金比例(%)":100.00,"红利比":0.00,"实得比":0.00,"送股比":0.00,"分红金额":0.00,"今数量":794200.00,"今总成本":9998978.00,"今成本价":12.59));
      tLS:=array(
      ("代码":"SH600036","名称":"招商银行","截止日":39819.00,"动作":0.00,"成交价":13.1,"成交量":305300.00,"费率(%)":0.1,"乘数":1.00,"保证金比例(%)":100.00,"方向":1.00,"成交金额(税前)":3999430.00,"费用":3999.43,"买入金额":3999430.00,"卖出金额":0.00,"上一笔数量":794200.00,"上一笔总成本":9998978.00,"上一笔成本价":12.59,"数量":1099500.00,"总成本":13998408.00,"成本价":12.73,"备注":""),
      ("代码":"SH600036","名称":"招商银行","截止日":39819.00,"动作":0.00,"成交价":12.45,"成交量":240900.00,"费率(%)":0.1,"乘数":1.00,"保证金比例(%)":100.00,"方向":1.00,"成交金额(税前)":2999205.00,"费用":2999.2,"买入金额":2999205.00,"卖出金额":0.00,"上一笔数量":1099500.00,"上一笔总成本":13998408.00,"上一笔成本价":12.73,"数量":1340400.00,"总成本":16997613.00,"成本价":12.68,"备注":""),
      ("代码":"SH600036","名称":"招商银行","截止日":39819.00,"动作":0.00,"成交价":13.1,"成交量":458000.00,"费率(%)":0.1,"乘数":1.00,"保证金比例(%)":100.00,"方向":1.00,"成交金额(税前)":5999800.00,"费用":5999.8,"买入金额":5999800.00,"卖出金额":0.00,"上一笔数量":1340400.00,"上一笔总成本":16997613.00,"上一笔成本价":12.68,"数量":1798400.00,"总成本":22997413.00,"成本价":12.79,"备注":""),
      ("代码":"SZ000002","名称":"万科A","截止日":39819.00,"动作":0.00,"成交价":7.00,"成交量":428500.00,"费率(%)":0.1,"乘数":1.00,"保证金比例(%)":100.00,"方向":1.00,"成交金额(税前)":2999500.00,"费用":2999.5,"买入金额":2999500.00,"卖出金额":0.00,"上一笔数量":0.00,"上一笔总成本":0.00,"上一笔成本价":0.00,"数量":428500.00,"总成本":2999500.00,"成本价":7.00,"备注":""),
      ("代码":"SZ000002","名称":"万科A","截止日":39819.00,"动作":0.00,"成交价":6.9,"成交量":289800.00,"费率(%)":0.1,"乘数":1.00,"保证金比例(%)":100.00,"方向":1.00,"成交金额(税前)":1999620.00,"费用":1999.62,"买入金额":1999620.00,"卖出金额":0.00,"上一笔数量":428500.00,"上一笔总成本":2999500.00,"上一笔成本价":7.00,"数量":718300.00,"总成本":4999120.00,"成本价":6.96,"备注":""));
      return PortfolioBackTesting_Quantity_CompositeDetail(EndT,tpGP,tLS);

    //结果:
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