def xtrdObjSet(qx): ''' 设置交易节点数据 Args: qx (zwDatX): zwQuant数据包 #xtrdName=['date','ID','mode','code','dprice','num','kprice','sum','cash']; ''' b2=pd.Series(zw.xtrdNil,index=zw.xtrdName); b2['date']=qx.xtim;b2['code']=qx.stkCode;b2['num']=qx.stkNum; if qx.stkNum!=0: b2['mode']=zwt.iff3(qx.stkNum,0,'sell','','buy'); b2['dprice']=stkGetVars(qx,qx.priceWrk) #kprice=stkGetVars(qx,qx.priceBuy) kprice=stkGetPrice(qx,qx.priceBuy) b2['kprice']=kprice b2['sum']=kprice*qx.stkNum; dcash9=qx.qxUsr['cash']; b2['cash']=dcash9-kprice*b2['num'] #print('\nb2\n',b2) return b2;
def xtrdObjSet(qx): ''' 设置交易节点数据 Args: qx (zwDatX): zwQuant数据包 #xtrdName=['date','ID','mode','code','dprice','num','kprice','sum','cash'] ''' b2 = pd.Series(zw.xtrdNil, index=zw.xtrdName) b2['date'] = qx.xtim b2['code'] = qx.stkCode b2['num'] = qx.stkNum if qx.stkNum != 0: b2['mode'] = zwt.iff3(qx.stkNum, 0, 'sell', '', 'buy') b2['dprice'] = stkGetVars(qx, qx.priceWrk) # kprice=stkGetVars(qx,qx.priceBuy) kprice = stkGetPrice(qx, qx.priceBuy) b2['kprice'] = kprice b2['sum'] = kprice * qx.stkNum dcash9 = qx.qxUsr['cash'] b2['cash'] = dcash9 - kprice * b2['num'] # print('\nb2\n',b2) return b2
def xtrdObjSet(account): ''' 设置交易节点数据 Args: qx (zwDatX): zwQuant数据包 #xtrdName=['date','ID','mode','code','dprice','num','kprice','sum','cash']; ''' b2 = pd.Series(zw.xtrdNil, index=zw.xtrdName) b2['date'] = account.xtim b2['code'] = account.stkCode b2['num'] = account.stkNum if account.stkNum != 0: b2['mode'] = zwt.iff3(account.stkNum, 0, 'sell', '', 'buy') b2['dprice'] = stkGetVars(account, account.priceWrk) #kprice=stkGetVars(qx,qx.priceBuy) kprice = stkGetPrice(account, account.priceBuy) b2['kprice'] = kprice b2['sum'] = kprice * account.stkNum dcash9 = account.qxUsr['cash'] b2['cash'] = dcash9 - kprice * b2['num'] #print('\nb2\n',b2) return b2