def daily_open(self):
Portfolio.daily_open(self)
fn = get_dss() + 'fut/engine/follow/portfolio_follow_param.csv'
if os.path.exists(fn):
df = pd.read_csv(fn)
if len(df) > 0:
rec = df.iloc[-1, :] # 取最近日期的记录
self.symbol_c = rec.symbol_c
self.symbol_p = rec.symbol_p
self.strike_high = rec.strike_high
self.strike_low = rec.strike_low
self.profit_o = rec.profit_o
self.price_o = rec.price_o
self.price_o_high = 1.04 * self.price_o
self.price_o_low = 0.96 * self.price_o
self.price_c = rec.price_c
self.price_p = rec.price_p
self.hold_c = rec.hold_c
self.hold_p = rec.hold_p
def daily_open(self):
Portfolio.daily_open(self)
fn = get_dss() + 'opt/sdiffer_d_base.csv'
df = pd.read_csv(fn)
date_list = sorted(list(set(df.date)))
# print(date_list)
date = date_list[-1]
df = df[df.date == date]
for i, row in df.iterrows():
self.d_base_dict[row.basic + '_' + str(row.strike)] = row.d_base
def daily_open(self):
Portfolio.daily_open(self)
fn = get_dss(
) + 'fut/engine/ratio/portfolio_' + self.name_second + '_save.csv'
if os.path.exists(fn):
df = pd.read_csv(fn)
df = df[(df.symbol_c == self.symbol_c)
& (df.symbol_p == self.symbol_p)]
if len(df) > 0:
rec = df.iloc[-1, :] # 取最近日期的记录
self.price_c = rec.price_c
self.price_p = rec.price_p
self.hold_c = rec.hold_c
self.hold_p = rec.hold_p
def daily_open(self):
Portfolio.daily_open(self)
fn = get_dss() + 'fut/engine/follow/portfolio_' + self.name_second + '_save.csv'
if os.path.exists(fn):
df = pd.read_csv(fn)
if len(df) > 0:
rec = df.iloc[-1,:] # 取最近日期的记录
self.profit_o = rec.profit_o
self.price_o = rec.price_o
self.price_o_high = (1+self.percent) * self.price_o
self.price_o_low = (1-self.percent) * self.price_o
self.price_c = rec.price_c
self.price_p = rec.price_p
self.hold_c = rec.hold_c
self.hold_p = rec.hold_p
def daily_open(self):
Portfolio.daily_open(self)