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PortfolioBackTesting_Quantity_TradeDetails    

简述
策略验证-数量类组合-t日交易明细
定义
PortfolioBackTesting_Quantity_TradeDetails(pfInfoData:TableArray;EndT:TDateTime;tpGP:TableArray;tJY:TableArray):TableArray
参数
名称类型说明
pfInfoDataTableArray数据表类型，组合基本信息
EndTTDateTime日期型时间，截止日
tpGPTableArray数据表类型，昨持仓明细
tJYTableArray数据表类型，t日所有交易数据
返回TableArray策略验证-数量类组合-t日交易明细(成交金额、费用、数量、总成本)
  • 范例

    pfInfoData:=array((
               "费用类别":1,
               "最低费用类别":0,
               "开仓最低费用":5,
               "平仓最低费用":5,
               ));
    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)
    );
    tJY:=array(
     ("代码":"SH600036","名称":"招商银行","截止日":39819.00,"方向":1,"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,"备注":""),
        ("代码":"SH600036","名称":"招商银行","截止日":39819.00,"方向":1,"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,"备注":""),
     ("代码":"SH600036","名称":"招商银行","截止日":39819.00,"方向":1,"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,"备注":""),
        ("代码":"SZ000002","名称":"万科Ａ","截止日":39819.00,"方向":1,"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,"备注":""),
        ("代码":"SZ000002","名称":"万科Ａ","截止日":39819.00,"方向":1,"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,"备注":"")
    );
    return PortfolioBackTesting_Quantity_TradeDetails(pfInfoData,EndT,tpGP,tJY);

    //结果
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