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PortfolioBackTesting_Quantity_TradeOfDelist    

简述
T日证券退市处理
定义
PortfolioBackTesting_Quantity_TradeOfDelist(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
返回TableArrayT日退市交易数据
  • 范例


    //换股退市

    PfInfoData :=array((
            "现金选择权":0,
            "到期自动平仓":1
            ));
    EndT:=inttodate(20230317);
    tpgp:=array(
         ("截止日":45001.0,"代码":"SZ002013","名称":"中航机电","方向":1,"数量":100000.0,"收盘":10.78,"市值":1078000.0,"总成本":1022000.0,"成本价":10.22,"浮动盈亏":56000.0,"证券类别":1,"乘数":1,"保证金比例(%)":100,"保证金比例II(%)":0,"今数量":100000.0,"今成本价":10.22,"今总成本":1022000.0),
         ("截止日":45001.0,"代码":"SZ003816","名称":"中国广核","方向":1,"数量":100000.0,"收盘":2.89,"市值":289000.0,"总成本":270000.0,"成本价":2.7,"浮动盈亏":19000.0,"证券类别":1,"乘数":1,"保证金比例(%)":100,"保证金比例II(%)":0,"今数量":100000.0,"今成本价":2.7,"今总成本":270000.0)
         );
    return PortfolioBackTesting_Quantity_TradeOfDelist(pfInfoData,EndT,tpGP);

    //结果 

    范例二：
    //现金退市

    PfInfoData :=array((
            "现金选择权":1,
            "到期自动平仓":1
            ));
    EndT:=inttodate(20230317);
    tpgp:=array(
         ("截止日":45001.0,"代码":"SZ002013","名称":"中航机电","方向":1,"数量":100000.0,"收盘":10.78,"市值":1078000.0,"总成本":1022000.0,"成本价":10.22,"浮动盈亏":56000.0,"证券类别":1,"乘数":1,"保证金比例(%)":100,"保证金比例II(%)":0,"今数量":100000.0,"今成本价":10.22,"今总成本":1022000.0),
         ("截止日":45001.0,"代码":"SZ003816","名称":"中国广核","方向":1,"数量":100000.0,"收盘":2.89,"市值":289000.0,"总成本":270000.0,"成本价":2.7,"浮动盈亏":19000.0,"证券类别":1,"乘数":1,"保证金比例(%)":100,"保证金比例II(%)":0,"今数量":100000.0,"今成本价":2.7,"今总成本":270000.0)
         );
    return PortfolioBackTesting_Quantity_TradeOfDelist(pfInfoData,EndT,tpGP);

    //结果
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