def get_plan_sell_list_mv(planSellList, tradingDay, signalData, dailyQuote, cannotSellList, dailyQuote1day, currHoldSet):
planSellListMV = []
if len(planSellList) == 0:
return planSellListMV
# 排序
planSellList = sort_by_tech(planSellList, signalData, tradingDay, StockConst.MOM) #TODO 排序
for innerCode in planSellList:
isCannotSell = SourceDataDao.check_if_cannot_sell_1day(dailyQuote1day, innerCode)
#能卖
if not isCannotSell:
dailyQuoteRow = SourceDataDao.select_by_inner_code_and_date(dailyQuote, tradingDay, innerCode)
stockHoldEntity = currHoldSet.get(innerCode)
# 当前vwap
sellPrice = BackTestHelper.get_vwap(dailyQuoteRow)
# 当前市值
sellMV = BackTestHelper.get_sell_mv(stockHoldEntity.buyPrice, stockHoldEntity.buyMV, sellPrice)
# mVEntity = MVEntity.MVEntity(innerCode, currMV)
planDict = {StockConst.INNERCODE: innerCode, planDictMV: sellMV, planDictPrice:sellPrice}
planSellListMV.append(planDict)
else:
cannotSellList.append(innerCode)
return planSellListMV
def get_plan_sell_list_mv(planSellList, tradingDay, signalData, dailyQuote, cannotSellList, dailyQuote1day, currHoldSet, preHoldList, currSelectStock, lastCapitalEntity):
planSellListMV = []
if len(planSellList) == 0:
return planSellListMV
# 昨日总现金
lastTotalCash = get_last_total_cash(lastCapitalEntity)
# 排序
planSellList = sort_by_tech(planSellList, signalData, tradingDay, StockConst.MOM) #TODO 排序
for innerCode in planSellList:
isCannotSell = SourceDataDao.check_if_cannot_sell_1day(dailyQuote1day, innerCode)
#能卖
if not isCannotSell:
dailyQuoteRow = SourceDataDao.select_by_inner_code_and_date(dailyQuote, tradingDay, innerCode)
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) #stockHoldEntity.buyPrice, stockHoldEntity.buyMV
# [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:
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
# 不卖的情况
if sellMV <= buyCash:
sellMV = 0
# 调整仓位
else:
sellMV = sellMV - buyCash
isAdjust = 1
partialFlg = 1
#################################################
# 有卖出
if sellMV > 0:
planDict = {StockConst.TRADINGDAY: tradingDay, StockConst.INNERCODE: innerCode, planDictMV: sellMV, planDictPrice: sellPrice, planDictIsAdjust:isAdjust, 'partialFlg': partialFlg}
planSellListMV.append(planDict)
else:
cannotSellList.append(innerCode)
return planSellListMV
