class ICFutures(Asset): lag = 0 exchange = 'CFFEX' commission = PerValue(buyCost=_test_cost, sellCost=_test_cost) multiplier = 200 margin = 0. settle = 0. minimum = 1 short = True
class IHFutures(Asset): u""" 中金所上证50指数期货 """ lag = 0 exchange = 'CFFEX' commission = PerValue(buyCost=_test_cost, sellCost=_test_cost) multiplier = 300 margin = 0. settle = 0. minimum = 1 short = True
class XSHEMutualFund(Asset): u""" 深圳证券交易所公募基金E """ lag = 1 exchange = "XSH" commission = PerValue(buyCost=0.0, sellCost=0.001) multiplier = 1. margin = 0. settle = 1. minimum = 100 short = False
class EXIndex(Asset): u""" 交易所指数 """ lag = 0 exchange = "SE" commission = PerValue(buyCost=0.0, sellCost=0.0) multiplier = 1. margin = 0. settle = 1. minimum = 1 short = True
class XSHEStock(Asset): u""" 深圳证券交易所股票 """ lag = 1 exchange = "XSHE" commission = PerValue(buyCost=0.0, sellCost=0.001) multiplier = 1. margin = 0. settle = 1. minimum = 100 short = False
class IFFutures(Asset): u""" 中金所沪深300股指期货 """ lag = 0 exchange = 'CFFEX' commission = PerValue(buyCost=_test_cost, sellCost=_test_cost) multiplier = 300 margin = 0. settle = 0. minimum = 1 short = True price_limit = 0.1
class RBFutures(Asset): u""" 上期所螺纹钢合约 """ lag = 0 exchange = 'XSGE' commission = PerValue(buyCost=future_cost, sellCost=future_cost) multiplier = 1 margin = 0. settle = 0. minimum = 1 short = True price_limit = 0.1
class TFutures(Asset): u""" 中金所10年期国债期货 """ lag = 0 exchange = 'CCFX' commission = PerValue(buyCost=future_cost, sellCost=future_cost) multiplier = 1 margin = 0. settle = 0. minimum = 1 short = True price_limit = 0.1
class XSHGMutualFund(Asset): u""" 上海证券交易所公募基金 """ lag = 1 exchange = "XSHG" commission = PerValue(buyCost=0.0, sellCost=0.001) multiplier = 1. margin = 0. settle = 1. minimum = 100 short = False price_limit = 0.1
class XSHGStock(Asset): u""" 上海证券交易所股票 """ lag = 1 exchange = "XSHG" commission = PerValue(buyCost=0.001, sellCost=0.002) multiplier = 1. margin = 1. settle = 1. minimum = 100 short = False price_limit = 0.1
class EXIndex(Asset): u""" 交易所指数 """ lag = 0 exchange = "ZICN" commission = PerValue(buyCost=index_cost, sellCost=index_cost) multiplier = 1. margin = 1. settle = 1. minimum = 1 short = True price_limit = 0.1
# -*- coding: utf-8 -*- u""" Created on 2015-9-25 @author: cheng.li """ from AlgoTrading.Assets.base import Asset from AlgoTrading.Finance.Commission import PerValue XSHGStock = Asset(lag=1, exchange='XSHG', commission=PerValue(buyCost=0.0, sellCost=0.001), multiplier=1., margin=0., settle=1., minimum=100, short=False) XSHEStock = Asset(lag=1, exchange='XSHE', commission=PerValue(buyCost=0.0, sellCost=0.001), multiplier=1., margin=0., settle=1., minimum=100, short=False)
# -*- coding: utf-8 -*- u""" Created on 2015-11-13 @author: cheng.li """ from AlgoTrading.Assets.base import Asset from AlgoTrading.Finance.Commission import PerValue _test_cost = 0.0 IFFutures = Asset(lag=0, exchange='CFFEX', commission=PerValue(buyCost=_test_cost, sellCost=_test_cost), multiplier=6, margin=0., settle=0., minimum=1, short=True) IHFutures = Asset(lag=0, exchange='CFFEX', commission=PerValue(buyCost=_test_cost, sellCost=_test_cost), multiplier=8, margin=0., settle=0., minimum=1, short=True) ICFutures = Asset(lag=0,