def __init__(self, date, code, name, number, price, op_type): self.stock_code = code self.stock_name = name self.stock_number = float(number) if price == 0: price = SinaQuote.getLastClosePrice(code, date) self.position_flow = [ (date, number, price, op_type) ]
def calculate_profit(self, last_date, is_rongquan=False): stock_count = 0 stock_cost = 0 profit_total = 0 profit_list = [] for (date, number, price, op_type) in self.position_flow: profit = 0 if (number>0 and is_rongquan==False) or (number<0 and is_rongquan==True): if stock_cost == 0: stock_cost = price else: total = stock_count + number if total == 0: print is_rongquan for p in self.position_flow: print p print '!!! total stock number is 0, date %s stock_code %s stock_name %s number %d' % (date, self.stock_code, self.stock_name, number) stock_cost = float(stock_count*stock_cost + number*price) / (stock_count + number) stock_count += number elif (number<0 and is_rongquan==False) or (number>0 and is_rongquan==True): profit = (price - stock_cost)*(-number) profit_total += profit stock_count += number profit_list.append( (date, self.stock_code, self.stock_name, number, price, stock_count, stock_cost, profit, profit_total, op_type) ) if stock_count != 0: last_price = SinaQuote.getLastClosePrice(self.stock_code, last_date) profit = stock_count * ( last_price - stock_cost) profit_total += profit profit_list.append( (last_date, self.stock_code, self.stock_name, 0, last_price, stock_count, stock_cost, profit, profit_total, 3) ) # 操作类型3是持仓 columns = [u'日期', u'代码', u'名称', u'数量', u'价格', u'当前总持仓', u'当前成本', u'本次盈亏', u'总盈亏', u'操作类型'] return (profit_total, profit_list, columns)
def stock_in(self, date, stock_code, stock_name, stock_number, price, actual_amount): # 担保划入 #print 'stock in:', stock_name,stock_number if math.isnan(price) or price == 0: price = SinaQuote.getLastClosePrice(stock_code, date) if math.isnan(actual_amount) or actual_amount == 0: actual_amount = stock_number * price self.bank_in_money(actual_amount) self.buy_stock(date, stock_code, stock_name, stock_number, price, actual_amount)
def getValue(self, date): closePrice = SinaQuote.getLastClosePrice(self.stock_code, date) value = 0; if closePrice == -1: print "!!!error: getClosePrice %s %s error" % (self.stock_code, date) else: value = closePrice * self.stock_number return value
def stock_out(self, date, stock_code, stock_name, stock_number, price, actual_amount): #print 'stock out:', stock_name,stock_number if price == 0: price = SinaQuote.getLastClosePrice(stock_code, date) if actual_amount == 0: actual_amount = stock_number * price self.sell_stock(date, stock_code, stock_name, stock_number, price, actual_amount) self.calculate_nv() # !!! need this because after sell stock nv will change !!! self.bank_out_money(actual_amount)
def get_position_dataframe(self, date): position_list = [] for stock_code, s in self.stock.items(): if s.stock_number != 0: price = SinaQuote.getLastClosePrice(stock_code, date) position_list.append([date, s.stock_code, s.stock_name, s.stock_number, price, s.stock_number*price]) df = pd.DataFrame() if len(position_list) > 0: df = pd.DataFrame(data=position_list, columns=[u'日期', u'代码', u'名称', u'数量', u'价格', u'市值']) return df
def get_value(date):
total_value = 0
for line in open(argv[1]):
r = line.split(',')
#print r[1][4:-1]
stock_number = int(r[6])
stock_cd = r[1][4:-1]
last_price = SinaQuote.getLastClosePrice(stock_cd, date)
print stock_cd, stock_number, last_price
value = stock_number * last_price
total_value += value
return total_value
def handle_row(row, account, is_first_row):
#print row
deal_date = get_row_date(row)
deal_time = row[u'deal_time']
stock_code = norm_stock_code(row[u'stock_code'])
if stock_code == '000nan' and row['operation'] in ['buy','sell','earn stock']:
print row
stock_name = row[u'stock_name']
operation = row[u'operation']
stock_price = row[u'stock_price']
if stock_price != u'---':
stock_price = float(stock_price)
else:
stock_price = 0
stock_number = row[u'stock_number'] # number should always be positive
if stock_number != u'---':
#print stock_number, type(stock_number)
stock_number = abs(float(stock_number))
else:
stock_number = 0
deal_amount = 0
if 'deal_amount' in row.index:
deal_amount = float(row[u'deal_amount']) # optional
elif operation not in ['buy (bond repurchase)', 'sell (bond repurchase)']:
deal_amount = stock_number * stock_price
actual_amount = 0
if 'actual_amount' in row.index:
if not math.isnan(row[u'actual_amount']):
actual_amount = float(row[u'actual_amount'])
else:
actual_amount = deal_amount
remain_amount = 0
if 'remain_amount' in row.index:
remain_amount = float(row[u'remain_amount'])
else:
account.has_remain_amount_column = False
#print deal_date, deal_time, stock_code, stock_name, operation, stock_price, stock_number, actual_amount, remain_amount
if is_first_row:
init_cash = remain_amount-actual_amount
if row['operation'] == 'stock in': # 如果第一笔操作是担保转入，直接用剩余金额，不能减去发生金额
init_cash = remain_amount
account.set_init_cash(init_cash)
account.set_init_date(deal_date)
print 'first row, init_cash %f, init_date %s' % (init_cash, deal_date)
account.set_date(deal_date)
if 'remain_stock' in row.index:
remain_stock = row[u'remain_stock'] # number should always be positive
if remain_stock != u'---':
#print stock_number, type(stock_number)
remain_stock = abs(float(remain_stock))
else:
remain_stock = 0
process_init_position(account, remain_stock, stock_number, stock_code, stock_name, operation)
if operation == 'buy':
account.buy_stock(deal_date, stock_code, stock_name, stock_number, stock_price, actual_amount)
elif operation == 'buy (new stock)':
account.buy_new_stock(deal_date, stock_code, stock_name, stock_number, stock_price, actual_amount)
elif operation == 'buy (bond repurchase)':
#print '===========',row
SinaQuote.setGC001Price(stock_code, stock_number, deal_amount, actual_amount)
stock_price = SinaQuote.getGC001Price(stock_code)
#print stock_code,stock_number,stock_price
account.buy_stock(deal_date, stock_code, stock_name, stock_number, stock_price, actual_amount)
elif operation == 'sell':
account.sell_stock(deal_date, stock_code, stock_name, stock_number, stock_price, actual_amount)
elif operation == 'sell (bond repurchase)':
#print '===========',row
SinaQuote.setGC001Price(stock_code, stock_number, deal_amount, actual_amount)
stock_price = SinaQuote.getGC001Price(stock_code)
#print stock_code,stock_number,stock_price
account.sell_stock(deal_date, stock_code, stock_name, stock_number, stock_price, actual_amount)
elif operation == 'short':
account.short_stock(deal_date, stock_code, stock_name, stock_number, stock_price, actual_amount)
elif operation == 'cover':
account.cover_stock(deal_date, stock_code, stock_name, stock_number, stock_price, actual_amount)
elif operation == 'direct return':
account.direct_return(deal_date, stock_code, stock_name, stock_number, stock_price)
elif operation == 'stock in':
account.stock_in(deal_date, stock_code, stock_name, stock_number, stock_price, actual_amount)
elif operation == 'stock out':
account.stock_out(deal_date, stock_code, stock_name, stock_number, stock_price, actual_amount)
elif operation == 'fenji fund split':
stock_price = SinaQuote.getLastClosePrice(stock_code, deal_date)
actual_amount = float(stock_price * stock_number)
account.stock_in(deal_date, stock_code, stock_name, stock_number, stock_price, actual_amount)
elif operation in ['bank in money', 'bank out money', 'bank transfer']:
account.bank_transfer(actual_amount)
elif operation == 'borrow cash':
account.borrow_cash(actual_amount)
elif operation == 'return cash':
account.return_cash(actual_amount)
elif operation == 'pay interest':
account.pay_interest(actual_amount)
elif operation == 'pay tax':
account.pay_tax(actual_amount)
elif operation == 'earn interest':
account.earn_interest(actual_amount)
elif operation == 'earn stock':
account.earn_stock(deal_date, stock_code, stock_name, stock_number)
elif operation == 'earn stock interest':
if stock_number != 0 and actual_amount == 0:
account.earn_stock(deal_date, stock_code, stock_name, stock_number)
elif actual_amount != 0 and stock_number == 0:
account.earn_interest(actual_amount)
else:
print '!!!! error earn stock interest, stock_number %f deal_amount %f' % (stock_number, actual_amount)
elif operation == 'init position':
account.add_init_position(stock_code, stock_name, stock_number)
elif operation == 'init rongquan position':
account.add_init_rongquan_position(stock_code, stock_name, stock_number)
elif operation.startswith('todo:'):
print '==== todo: row %s' % row
elif operation.startswith('pass:'******'!!!! unknown operation %s row %s' % (operation, row)
def stock_transfer(self, date, stock_code, stock_name, stock_number): # 协议转让 self.save_stock_code_name(stock_code, stock_name) price = SinaQuote.getLastClosePrice(stock_code, date) self.stock_position.minus(date, stock_code, stock_name, stock_number, price, 7) # 操作类型7是转出 # 现金不增加，份额减少 self.fund_units -= float(stock_number * price) / self.net_value
