def sell(self, code, unit_price=0, cnt=0, desc=""):
kl = self.kls[code]
data = kl.get_kabuka()
(indexes, dates, open, high, low, close, volume) = self.data
if self.stocks.has_key(code) == False:
return False
if unit_price == 0:
unit_price = close[indexes[self.date]]
if cnt == 0:
cnt = self.stocks[code].get_cnt()
s = self.stocks[code]
buy_price = s.get_buy_price()
price = unit_price * cnt
pm = price - buy_price * cnt
ret = s.sell(unit_price, cnt)
if ret < 0:
return False
if ret == 0:
del self.stocks[code]
self.balance = self.balance + price - kf.get_charge(price)
f.log(
"[sell] C=%s, UP=%d, CNT=%d, P=%d, B=%d, PM=%d: R=[%s]"
% (code, unit_price, cnt, price, self.balance, pm, desc)
)
def buy(self, code, unit_price, cnt, desc=""):
price = unit_price * cnt
tmp_balance = self.balance - price - kf.get_charge(price)
if tmp_balance < 0:
return False
if self.stocks.has_key(code):
self.stocks[code].buy(unit_price, cnt)
else:
self.stocks[code] = StockInfo2(code, self.date, self.kls[code], unit_price, cnt)
self.balance = tmp_balance
f.log("[buy] C=%s, UP=%d, CNT=%d, P=%d, B=%d: R=[%s]" % (code, unit_price, cnt, price, self.balance, desc))
return True
def trade(self, code):
trader = self.traders[code]
unit_price = trader.get_open(self.date)
high = trader.get_high(self.date)
low = trader.get_low(self.date)
trade_mode_str = trader.get_curr_trade_mode()
tmp_loan = self.loan
tmp_balance = self.balance
enter_ok = True
if unit_price <= 0:
enter_ok = False
cnt = self._get_enter_cnt(code, unit_price)
if cnt == 0:
enter_ok = False
if trade_mode_str == "SELL":
tmp_price = low*cnt
charge = kf.get_charge(tmp_price)
tmp_loan = self.loan + tmp_price
tmp_balance -= charge
elif trade_mode_str == "BUY":
tmp_price = high*cnt
charge = kf.get_charge(tmp_price)
tmp_balance = self.balance - tmp_price - charge
if tmp_balance < 0:
enter_ok = False
tmp_loan = self.loan
tmp_balance = self.balance
(traded_cnt, traded_price, trade_mode_str) = trader.trade_1step(self.date, cnt, enter_ok)
curr_holding_n = trader.get_curr_holding_n()
charge = kf.get_charge(abs(traded_price))
if curr_holding_n <= 0:
del self.traders[code]
if trade_mode_str == "SELL":
tmp_loan = self.loan + traded_price
tmp_balance -= charge
elif trade_mode_str == "BUY":
tmp_balance = self.balance - traded_price - charge
else:
return False
self.loan = tmp_loan
self.balance = tmp_balance
if traded_cnt > 0:
enter_release = "enter"
elif traded_cnt < 0:
enter_release = "release"
else:
enter_release = ""
if enter_release != "":
desc = trader.get_desc()
(eval_price, holding_n) = self.get_eval()
geneid = trader.get_geneid()
fieldid = trader.get_fieldid()
f.log("[%s:%s] C=%s, UP=%d, CNT=%d, P=%d, EV=%d, H=%d R=[%s:%s:%s]" %
(enter_release, trade_mode_str, code, abs(traded_price/traded_cnt),
abs(traded_cnt), abs(traded_price), eval_price, holding_n, desc, geneid, fieldid))
return True
