def get_plan_buy_list_mv(planBuyList, dailyQuote, tradingDay, cannotBuyList, dailyQuotePn, dailyQuote1day, lastCapitalEntity, currSelectStock, preHoldList, currHoldSet):
planBuyListMV = []
if len(planBuyList) == 0:
return planBuyListMV
#无需排序，因为planBuyList已经排过序
# 昨日总现金
lastTotalCash = get_last_total_cash(lastCapitalEntity)
for innerCode in planBuyList:
# print('dailyQuote:' + str(len(dailyQuote)))
# print('dailyQuote1day:'+str(len(dailyQuote1day)))
# isCannotBuy = SourceDataDao.checkIfCannotBuy(dailyQuote,tradingDay,innerCode)
isCannotBuy = SourceDataDao.check_if_cannot_buy_1day(dailyQuote1day, innerCode)
# isCannotBuy = SourceDataDao.checkIfCannotBuyPn(dailyQuotePn, tradingDay, innerCode)
# isCannotBuy = False
#buyFlg = dailyQuoteRow[StockConst.buyFlg]
#可买
if not isCannotBuy:
dailyQuoteRow = SourceDataDao.select_by_inner_code_and_date(dailyQuote, tradingDay, innerCode)
# 当前vwap
buyPrice = BackTestHelper.get_vwap(dailyQuoteRow)
volWeight = currSelectStock.ix[innerCode][StockConst.VOL_WEIGHT]
# 计划买入现金=昨日总现金*仓位权重
buyCash = lastTotalCash * volWeight
# [处理调整仓位2017-03-28]######################################
# 在昨日持有列表中：调整仓位
isAdjust = None
partialFlg = None
if innerCode in preHoldList:
stockHoldEntity = currHoldSet.get(innerCode)
# 当前vwap
sellPrice = BackTestHelper.get_vwap(dailyQuoteRow)
# 当前市值
sellMV = BackTestHelper.get_sell_mv(stockHoldEntity.closePrice, stockHoldEntity.closeMV, sellPrice)
# 不买的情况
if buyCash <= sellMV:
buyCash = 0
# 调整仓位
else:
buyCash = buyCash - sellMV
isAdjust = 1
partialFlg = 1
#################################################
# 有买入
if buyCash > 0:
planDict = {StockConst.TRADINGDAY: tradingDay, StockConst.INNERCODE: innerCode, planDictMV:buyCash, planDictPrice:buyPrice, planDictIsAdjust:isAdjust, 'partialFlg': partialFlg}
planBuyListMV.append(planDict)
else:
cannotBuyList.append(innerCode)
return planBuyListMV
def get_plan_buy_list_mv(planBuyList, dailyQuote, tradingDay, cannotBuyList, dailyQuotePn, dailyQuote1day, lastCapitalEntity, currSelectStock):
planBuyListMV = []
if len(planBuyList) == 0:
return planBuyListMV
#无需排序，因为planBuyList已经排过序
lastStockMV = lastCapitalEntity.get_stock_mv() #昨日股票市值
lastUsableCash = lastCapitalEntity.get_usable_cash() #昨日现金
# 佣金（元）
commission = BackTestHelper.get_sell_commission(lastStockMV, StockConst.SELL_COMMISSION / 100)
# 昨日市值扣掉佣金后可得现金
lastMVToCash = lastStockMV - commission
# 昨日总现金
lastTotalCash = lastUsableCash + lastMVToCash
for innerCode in planBuyList:
# print('dailyQuote:' + str(len(dailyQuote)))
# print('dailyQuote1day:'+str(len(dailyQuote1day)))
# isCannotBuy = SourceDataDao.checkIfCannotBuy(dailyQuote,tradingDay,innerCode)
isCannotBuy = SourceDataDao.check_if_cannot_buy_1day(dailyQuote1day, innerCode)
# isCannotBuy = SourceDataDao.checkIfCannotBuyPn(dailyQuotePn, tradingDay, innerCode)
# isCannotBuy = False
#buyFlg = dailyQuoteRow[StockConst.buyFlg]
#可买
if not isCannotBuy:
dailyQuoteRow = SourceDataDao.select_by_inner_code_and_date(dailyQuote, tradingDay, innerCode)
# 当前vwap
buyPrice = BackTestHelper.get_vwap(dailyQuoteRow)
volWeight = currSelectStock.ix[innerCode][StockConst.VOL_WEIGHT]
# 计划买入现金=昨日总现金*仓位权重
buyCash = lastTotalCash * volWeight
# mVEntity = MVEntity.MVEntity(innerCode,buyMV)
planDict = {StockConst.INNERCODE: innerCode, planDictMV:buyCash, planDictPrice:buyPrice}
planBuyListMV.append(planDict)
else:
cannotBuyList.append(innerCode)
return planBuyListMV
def getActualBuyList(planBuyList, dailyQuote, tradingDate, cannotBuyList,
dailyQuotePn, dailyQuote1day):
if len(planBuyList) == 0:
return planBuyList
actualBuyList = []
for innerCode in planBuyList:
# print('dailyQuote:' + str(len(dailyQuote)))
# print('dailyQuote1day:'+str(len(dailyQuote1day)))
# isCannotBuy = SourceDataDao.checkIfCannotBuy(dailyQuote,tradingDate,innerCode)
isCannotBuy = SourceDataDao.check_if_cannot_buy_1day(
dailyQuote1day, innerCode)
# isCannotBuy = SourceDataDao.checkIfCannotBuyPn(dailyQuotePn, tradingDate, innerCode)
# isCannotBuy = False
#buyFlg = dailyQuoteRow[StockConst.buyFlg]
#可买
if not isCannotBuy:
actualBuyList.append(innerCode)
else:
cannotBuyList.append(innerCode)
return actualBuyList
