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132 lines
4.4 KiB
ReStructuredText
132 lines
4.4 KiB
ReStructuredText
.. currentmodule:: hikyuu.trade_manage
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.. highlight:: python
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基础数据结构
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============
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交易业务类型
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------------
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.. py:function:: get_business_name(business)
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:param BUSINESS business: 交易业务类型
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:return: 交易业务类型名称("INIT"|"BUY"|"SELL"|"GIFT"|"BONUS"|"CHECKIN"|"CHECKOUT"|"UNKNOWN"
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:rtype: string
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.. py:class:: BUSINESS
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- BUSINESS.INIT - 建立初始账户
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- BUSINESS.BUY - 买入
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- BUSINESS.SELL - 卖出
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- BUSINESS.GIFT - 送股
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- BUSINESS.BONUS - 分红
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- BUSINESS.CHECKIN - 存入现金
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- BUSINESS.CHECKOUT - 取出现金
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- BUSINESS.INVALID - 无效类型
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交易成本记录
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------------
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交易成本计算的返回结果
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.. py:class:: CostRecord
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交易成本记录
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.. py:attribute:: commission 佣金(float)
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.. py:attribute:: stamptax 印花税(float)
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.. py:attribute:: transferfee 过户费(float)
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.. py:attribute:: others 其它费用(float)
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.. py:attribute:: total 总成本(float),= 佣金 + 印花税 + 过户费 + 其它费用
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交易记录
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--------
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.. py:class:: TradeRecordList
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交易记录列表,C++ std::vector<TradeRecord>包装
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.. py:method:: to_np()
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仅在安装了numpy模块时生效,转换为numpy.array
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.. py:method:: to_df()
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仅在安装了pandas模块时生效,转换为pandas.DataFrame
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.. py:class:: TradeRecord([stock, datetime, business, planPrice, realPrice, goalPrice, number, cost, stoploss, cash, part])
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交易记录
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.. py:attribute:: stock 股票(Stock)
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.. py:attribute:: datetime 交易时间(Datetime)
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.. py:attribute:: business 交易类型
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.. py:attribute:: plan_price 计划交易价格(float)
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.. py:attribute:: real_price 实际交易价格(float)
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.. py:attribute:: goal_price 目标价格(float),如果为0表示未限定目标
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.. py:attribute:: number 成交数量(float)
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.. py:attribute:: cost 交易成本
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类型::py:class:`CostRecord`
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.. py:attribute:: stoploss 止损价(float)
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.. py:attribute:: cash 现金余额(float)
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.. py:attribute:: part
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交易指示来源,区别是交易系统哪个部件发出的指示,参见: :py:class:`System.Part`
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持仓记录
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--------
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.. py:class:: PositionRecordList
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持仓记录列表,C++ std::vector<PositionRecord>包装
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.. py:method:: to_np()
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仅在安装了numpy模块时生效,转换为numpy.array
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.. py:method:: to_df()
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仅在安装了pandas模块时生效,转换为pandas.DataFrame
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.. py:class:: PositionRecord([stock, take_datetime, clean_datetime, number, stoploss, goal_price, total_number, buy_money, total_cost, total_risk, sell_money])
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持仓记录
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.. py:attribute:: stock 交易对象(Stock)
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.. py:attribute:: take_datetime 初次建仓时刻(Datetime)
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.. py:attribute:: clean_datetime 平仓日期,当前持仓记录中为 constant.null_datetime
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.. py:attribute:: number 当前持仓数量(float)
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.. py:attribute:: stoploss 当前止损价(float)
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.. py:attribute:: goal_price 当前的目标价格(float)
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.. py:attribute:: total_number 累计持仓数量(float)
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.. py:attribute:: buy_money 累计买入资金(float)
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.. py:attribute:: total_cost 累计交易总成本(float)
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.. py:attribute:: total_risk 累计交易风险(float) = 各次 (买入价格-止损)*买入数量, 不包含交易成本
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.. py:attribute:: sell_money 累计卖出资金(float)
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资产情况记录
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------------
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由TradeManager::getFunds返回
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.. py:class:: FundsRecord([cash, market_value, short_market_value, base_cash, base_asset, borrow_cash, borrow_asset])
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当前资产情况记录,由 :py:meth:`TradeManager.getFunds` 返回
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.. py:attribute:: cash 当前现金(float)
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.. py:attribute:: market_value 当前多头市值(float)
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.. py:attribute:: short_market_value 当前空头仓位市值(float)
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.. py:attribute:: base_cash 当前投入本金(float)
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.. py:attribute:: base_asset 当前投入的资产价值(float)
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.. py:attribute:: borrow_cash 当前借入的资金(float),即负债
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.. py:attribute:: borrow_asset 当前借入证券资产价值(float) |