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PortfolioBackTesting_Quantity_TransactionLog    

简述
策略验证-数量类组合-t日流水-分红送股+买卖
定义

PortfolioBackTesting_Quantity_TransactionLog(EndT:TDateTime,tpGP:TableArray,tJY:TableArray,bFHZTZ:Boolean):TableArray
参数

EndT:日期型时间,t日
tpGP:数据表类型,t-1日持仓明细
tJY:数据表类型,t日交易
bFHZTZ:布尔类型,分红再投资

返回:策略验证-数量类组合-t日流水-分红送股+买卖
  • 范例:

     endt:=38734;
      tpGP:=array(
    ("组合编号":151.00,"截止日":38733.00,"代码":"OF020001","名称":"","数量":10000.00,"市值":10810.00,"占净值比例(%)":0.0108,"板块名称":"开放式基金","占流通股比例(%)":0.0014,"总成本":10452.96,"成本价":1.0453,"浮动盈亏":357.04,"浮盈率(%)":3.4153,"排名":1.00),
    ("组合编号":0.00,"截止日":0.00,"代码":"OF510180","名称":"","数量":10000.00,"市值":0.00,"占净值比例(%)":0.00,"板块名称":"","占流通股比例(%)":0.00,"总成本":0.00,"成本价":0.00,"浮动盈亏":0.00,"浮盈率(%)":0.00,"排名":0.00),
    ("组合编号":0.00,"截止日":0.00,"代码":"OF510170","名称":"","数量":10000.00,"市值":0.00,"占净值比例(%)":0.00,"板块名称":"","占流通股比例(%)":0.00,"总成本":0.00,"成本价":0.00,"浮动盈亏":0.00,"浮盈率(%)":0.00,"排名":0.00));
      tJY:=array(
      ("组合编号":59,"代码":"OF020001","本次持有数量":100,"截止日":38734.00,"成交量":-70000.00,"成交价":13.8876,"成交金额":972132.00,"总成本":1000,"乘数":1,"动作":1,"成交时间":40369.9642),
      ("组合编号":59,"代码":"SH600595","本次持有数量":150,"截止日":38734.00,"成交量":2000000.00,"成交价":13.8876,"成交金额":-27775200.00,"总成本":1200,"乘数":1,"动作":0,"成交时间":40369.9646),
      ("组合编号":59,"代码":"SZ000002","本次持有数量":200,"截止日":38734.00,"成交量":400000.00,"成交价":9.582,"成交金额":-3832800.00,"总成本":2000,"乘数":1,"动作":0,"成交时间":40370.0404));
      RETURN PortfolioBackTesting_Quantity_TransactionLog(EndT,tpGP,tJY,bFHZTZ);

    //结果:

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