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PortfolioBackTesting_Quantity_VolAfterDividendandSplit    

简述
根据T日分红、送股、配股数据调整昨持仓(数量、总成本、成本价)
定义
PortfolioBackTesting_Quantity_TradeOfDividendandSplit(pfInfoData:TableArray;EndT:TDateTime;tpGP: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
tFHSG:数据表类型,T日分红送股、配股等交易数据
返回TableArray根据T日分红、送股、配股数据调整后的昨持仓数据
  • 范例

    PfInfoData :=array((
            "自动参与配股":1,
            "分红再投资":0
            )); 
    EndT:=inttodate(20230810);
    tpGP:=array(
    ("组ID":"","截止日":45147.0,"代码":"SH600081","名称":"东风科技","方向":1,"数量":20000.0,"收盘":11.64,"市值":232800.0,"总成本":249600.0,"成本价":12.48,"浮动盈亏":-16800.0,"浮盈率(%)":-6.73076923076923,"证券类别":2,"乘数":1,"保证金比例(%)":100,"保证金比例II(%)":0,"保证金占用":232800.0,"市值变动":0.0,"买入金额":0,"卖出金额":0,"买入金额2":0,"卖出金额2":0,"分红金额":0,"配股金额":0,"迁入金额":0,"迁出金额":0,"迁入金额2":0,"迁出金额2":0,"买入金额(税后)":0,"卖出金额(税后)":0,"买入金额2(税后)":0,"卖出金额2(税后)":0,"迁入金额(税后)":0,"迁出金额(税后)":0,"迁入金额2(税后)":0,"迁出金额2(税后)":0,"调入金额":0,"调出金额":0,"调入金额2":0,"调出金额2":0,"当日盈亏(净额)":0.0,"费用":0,"当日盈亏":0.0,"冻结资金":0,"昨数量":20000.0,"昨收盘":11.64,"行业名称":"申万汽车","应计利息":0,"剩余期限":0,"组合类型":"","占净值比例(%)":0.0232799376982307,"Flag":0),
    ("组ID":"","截止日":45147.0,"代码":"SH600369","名称":"西南证券","方向":1,"数量":20000.0,"收盘":4.7,"市值":94000.0,"总成本":74200.0,"成本价":3.71,"浮动盈亏":19800.0,"浮盈率(%)":26.6846361185984,"证券类别":2,"乘数":1,"保证金比例(%)":100,"保证金比例II(%)":0,"保证金占用":94000.0,"市值变动":-1600.0,"买入金额":0,"卖出金额":0,"买入金额2":0,"卖出金额2":0,"分红金额":0,"配股金额":0,"迁入金额":0,"迁出金额":0,"迁入金额2":0,"迁出金额2":0,"买入金额(税后)":0,"卖出金额(税后)":0,"买入金额2(税后)":0,"卖出金额2(税后)":0,"迁入金额(税后)":0,"迁出金额(税后)":0,"迁入金额2(税后)":0,"迁出金额2(税后)":0,"调入金额":0,"调出金额":0,"调入金额2":0,"调出金额2":0,"当日盈亏(净额)":-1600.0,"费用":0,"当日盈亏":-1600.0,"冻结资金":0,"昨数量":20000.0,"昨收盘":4.78,"行业名称":"申万非银金融","应计利息":0,"剩余期限":0,"组合类型":"","占净值比例(%)":0.00939997484378732,"Flag":0)
    );
    tFHSG:=array(
    ("组ID":"","截止日":45148.0,"代码":"SH600369","名称":"西南证券","方向":1,"动作":2,"成交量":0,"成交价":0,"成交金额":600.0,"乘数":1,"保证金比例(%)":100,"费率(%)":0,"备注":"分红","昨数量":20000.0,"红利比":0.03,"实得比":0.03,"送股比":0,"送股数量":0,"分红金额":600.0,"分红再投资数量":0,"组合类型":""),
    ("组ID":"","截止日":45148.0,"代码":"SH600081","方向":1,"动作":4,"成交量":6000.0,"成交价":9.59,"成交金额":57540.0,"乘数":1,"保证金比例(%)":100,"费率(%)":0,"备注":"配股","组合类型":"")
    );
    return PortfolioBackTesting_Quantity_VolAfterDividendandSplit(pfInfoData,EndT,tpGP,tFHSG);

    //结果:
     
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