endt:=inttodate(20090105);
tZCPZ:=array(
("截止日":41540.00,"资产净值":2000000.00,"保证金占用":0.00,"可用资金":2000000.00));
tLS:=array(
("截止日":41541.00,"代码":"SH600036","方向":1.00,"动作编号":0.00,"成交量":5000.00,"成交价":10.98,"乘数":1.00,"保证金比例(%)":100.00,"费率(%)":0.1,"费用":54.9,"成交金额":54900.00,"买入金额":54900.00,"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":5000.00,"总成本":54900.00,"成本价":10.98),
("截止日":41541.00,"代码":"SH600036","方向":1.00,"动作编号":0.00,"成交量":6000.00,"成交价":10.89,"乘数":1.00,"保证金比例(%)":100.00,"费率(%)":0.1,"费用":65.34,"成交金额":65340.00,"买入金额":65340.00,"卖出金额":0.00,"上一笔数量":5000.00,"上一笔总成本":54900.00,"上一笔成本价":10.98,"数量":11000.00,"总成本":120240.00,"成本价":10.93),
("截止日":41541.00,"代码":"IF1312","方向":1.00,"动作编号":0.00,"成交量":4.00,"成交价":2461.2,"乘数":300.00,"保证金比例(%)":15.00,"费率(%)":0.00,"费用":73.84,"成交金额":2953440.00,"买入金额":2953440.00,"卖出金额":0.00,"上一笔数量":1.00,"上一笔总成本":743340.00,"上一笔成本价":2477.8,"数量":5.00,"总成本":3696780.00,"成本价":2464.52));
tGP:=array(
("截止日":41541.00,"代码":"SH600036","证券类别":2.00,"方向":1.00,"乘数":1.00,"保证金比例(%)":100.00,"数量":18000.00,"总成本":196540.00,"成本价":10.92,"收盘价":10.88,"市值":195840.00,"保证金占用":195840.00,"买入金额":196540.00,"卖出金额":0.00,"买持仓量":18000.00,"卖持仓量":0.00,"浮动盈亏":-700.00,"浮盈率(%)":-0.36,"分红金额":0.00,"市值变动":195840.00,"当日盈亏":-700.00,"冻结资金":0.00),
("截止日":41541.00,"代码":"IF1312","证券类别":27.00,"方向":1.00,"乘数":300.00,"保证金比例(%)":15.00,"数量":5.00,"总成本":3696780.00,"成本价":2464.52,"收盘价":2458.6,"市值":3687900.15,"保证金占用":553185.02,"买入金额":3696780.00,"卖出金额":0.00,"买持仓量":5.00,"卖持仓量":0.00,"浮动盈亏":-8879.85,"浮盈率(%)":-0.24,"分红金额":0.00,"市值变动":3687900.15,"当日盈亏":-8879.85,"冻结资金":544305.17));
tta:=array(
("截止日":41542.00,"业务类型":2.00,"成交金额":0.00));
vzcjz:=array();
return PortfolioBackTesting_Quantity_InvestmentRatio(EndT,tZCPZ,tLS,tGP,tta,vZCJZ);
//结果:
