范例一:
//单个市场指数作为基准:沪深300作为基准
BMinfo:=array(
"复合收益率计算方法":0,
"基准类型":0,
"基准代码":"沪深300"
);
BMArr:= array(
("截止日":44930.0,"基准收益率(%)":0.129851617552233),
("截止日":44931.0,"基准收益率(%)":1.9427566417088),
("截止日":44932.0,"基准收益率(%)":0.310201774529736),
("截止日":44935.0,"基准收益率(%)":0.809638289821103),
("截止日":44936.0,"基准收益率(%)":0.10849664186435),
("截止日":44937.0,"基准收益率(%)":-0.185260702515608),
("截止日":44938.0,"基准收益率(%)":0.19546732171066),
("截止日":44939.0,"基准收益率(%)":1.40641711283184),
("截止日":44942.0,"基准收益率(%)":1.56065815408548),
("截止日":44943.0,"基准收益率(%)":-0.017450609711639),
("截止日":44944.0,"基准收益率(%)":-0.167452125476234),
("截止日":44945.0,"基准收益率(%)":0.622068882263999),
("截止日":44946.0,"基准收益率(%)":0.614026773819506)
);
t:=array(
("截止日":44930.0,"净值收益率(%)":-0.332793457),
("截止日":44931.0,"净值收益率(%)":-0.263773111664858),
("截止日":44932.0,"净值收益率(%)":0.0354019916831471),
("截止日":44935.0,"净值收益率(%)":0.277866916531731),
("截止日":44936.0,"净值收益率(%)":0.351341637362642),
("截止日":44937.0,"净值收益率(%)":-0.857619853637283),
("截止日":44938.0,"净值收益率(%)":-0.829772904725061),
("截止日":44939.0,"净值收益率(%)":-1.37385104622509),
("截止日":44942.0,"净值收益率(%)":-0.698157299507218),
("截止日":44943.0,"净值收益率(%)":-1.30100783081455),
("截止日":44944.0,"净值收益率(%)":0.328379438447828),
("截止日":44945.0,"净值收益率(%)":0.204243778249732),
("截止日":44946.0,"净值收益率(%)":-0.398048534322399)
);
return PortfolioBackTesting_CalBenchmarkReturn(BMinfo,BMArr,t);
//结果
范例二:
//多个市场市场指数加权作为基准
//array(("代码":"SH000012","比例(%)":35),("代码":"SH000300","比例(%)":65))
BMinfo:=array(
"复合收益率计算方法":0,//累计收益率计算方式0-累成,1-累加
"基准类型":1,
"基准代码":"复合基准"
);
BMArr:= array(
("截止日":43801.0,"基准收益率(%)":0.123171172283601),
("截止日":43802.0,"基准收益率(%)":0.25829833514229),
("截止日":43803.0,"基准收益率(%)":-0.020653085113629),
("截止日":43804.0,"基准收益率(%)":0.505178796361568),
("截止日":43805.0,"基准收益率(%)":0.388033089336361),
("截止日":43808.0,"基准收益率(%)":-0.105537214736128),
("截止日":43809.0,"基准收益率(%)":0.0888504434722582),
("截止日":43810.0,"基准收益率(%)":0.0416111626986788)
);
t:=array(
("截止日":43801.0,"净值收益率(%)":-0.0021054),
("截止日":43802.0,"净值收益率(%)":0.0144003031839832),
("截止日":43803.0,"净值收益率(%)":0.0105986969326069),
("截止日":43804.0,"净值收益率(%)":0.0173960172514344),
("截止日":43805.0,"净值收益率(%)":0.0361854192300629),
("截止日":43808.0,"净值收益率(%)":0.0275789036279854),
("截止日":43809.0,"净值收益率(%)":0.0241748353018918),
("截止日":43810.0,"净值收益率(%)":0.00659154340575376)
);
return PortfolioBackTesting_CalBenchmarkReturn(BMinfo,BMArr,t);
//结果
