def __init__(self, account_init_position = None):
self.first_day = 20140101
if account_init_position != None:
self.stock_position = account_init_position.get_init_stock_position()
self.rongquan_position = account_init_position.get_init_rongquan_position()
self.stock_value = self.stock_position.getPositionValue(self.first_day)
self.rongquan_value = self.rongquan_position.getPositionValue(self.first_day)
self.init_position_value = self.stock_value + self.rongquan_value
self.init_cash = account_init_position.get_init_cash()
self.fund_units = self.init_position_value + self.init_cash
#self.net_total = self.fund_units # 净资产规模，融资融券要减掉
self.cash = self.init_cash
self.total_w_rzrq = self.stock_value + abs(self.rongquan_value) + self.cash
else:
self.init_position_value = 0
self.init_cash = 0
self.fund_units = 0
self.total_w_rzrq = 0
#self.net_total = 0
self.cash = 0
self.stock_position = StockPosition()
self.rongquan_position = StockPosition()
self.rongquan_position.is_rongquan = True
self.stock_value = 0
self.rongquan_value = 0
self.net_value = 1 # 净值初始为1
self.stock_code_name_map = {}
self.old_date = ''
self.current_date = ''
self.negative_max_cash = 0
self.has_remain_amount_column = True # 默认有剩余金额
#self.account_type = u'普通账户' # or '信用账户'
## statistics ##
self.total_debt_interest = 0 # 融资融券产生的全部利息
self.buy_sell_count = 0 # 股票买卖次数
#self.cash_debt = 0 # 融资借入金额
self.init_position_stock_code_map = {} # 用于标记是否已计算过初始持仓
class Account:
def __init__(self, account_init_position = None):
self.first_day = 20140101
if account_init_position != None:
self.stock_position = account_init_position.get_init_stock_position()
self.rongquan_position = account_init_position.get_init_rongquan_position()
self.stock_value = self.stock_position.getPositionValue(self.first_day)
self.rongquan_value = self.rongquan_position.getPositionValue(self.first_day)
self.init_position_value = self.stock_value + self.rongquan_value
self.init_cash = account_init_position.get_init_cash()
self.fund_units = self.init_position_value + self.init_cash
#self.net_total = self.fund_units # 净资产规模，融资融券要减掉
self.cash = self.init_cash
self.total_w_rzrq = self.stock_value + abs(self.rongquan_value) + self.cash
else:
self.init_position_value = 0
self.init_cash = 0
self.fund_units = 0
self.total_w_rzrq = 0
#self.net_total = 0
self.cash = 0
self.stock_position = StockPosition()
self.rongquan_position = StockPosition()
self.rongquan_position.is_rongquan = True
self.stock_value = 0
self.rongquan_value = 0
self.net_value = 1 # 净值初始为1
self.stock_code_name_map = {}
self.old_date = ''
self.current_date = ''
self.negative_max_cash = 0
self.has_remain_amount_column = True # 默认有剩余金额
#self.account_type = u'普通账户' # or '信用账户'
## statistics ##
self.total_debt_interest = 0 # 融资融券产生的全部利息
self.buy_sell_count = 0 # 股票买卖次数
#self.cash_debt = 0 # 融资借入金额
self.init_position_stock_code_map = {} # 用于标记是否已计算过初始持仓
def add_init_position_stock_code(self, stock_code):
self.init_position_stock_code_map[stock_code] =1
def set_init_cash(self, init_cash):
self.init_cash = init_cash
def get_init_cash(self):
return self.init_cash
def calculate_init_cash_if_no_remain_amount(self, df):
if self.has_remain_amount_column == False:
if 'actual_amount' in df.columns:
df['cs'] = df['actual_amount'].cumsum()
self.init_cash = -df['cs'].min()
else:
self.init_cash = -self.negative_max_cash
def set_init_date(self, date):
self.init_date = date
def get_init_date(self):
return self.init_date
def set_date(self, date):
self.current_date = date
def get_date(self):
return self.current_date
def get_datetime(self):
d = int(self.current_date)
return datetime.datetime(d/10000, d%10000/100, d%100)
def calculate_init_nv(self):
if self.fund_units == 0:
return
def calculate_nv(self, date=None):
if self.fund_units == 0:
return
if date == None:
date = self.current_date
self.stock_value = self.stock_position.getPositionValue(date)
self.rongquan_value = self.rongquan_position.getPositionValue(date)
self.total_w_rzrq = self.stock_value + self.cash + self.rongquan_value
# rely on cash_debt and rongquan_value to be positive or negative number
#self.net_total = self.stock_value + self.cash + self.cash_debt + self.rongquan_value
if self.total_w_rzrq == 0:
print '!!! total become 0, do not change nv, set fund_units to 0'
self.fund_units = 0
else:
self.net_value = float(self.total_w_rzrq) / self.fund_units
def get_profit_detail(self, date=None):
(profit_sum_list, df_list) = self.stock_position.get_profit_detail(date)
(profit_sum_list1, df_list1) = self.rongquan_position.get_profit_detail(date)
profit_sum_list += profit_sum_list1
df_list += df_list1
return (profit_sum_list, df_list)
#def report(self):
# return "%s total %f stock value %f rongquan %f cash %f nv %f units %f" % \
# (self.current_date, self.total, self.stock_value, self.rongquan_value, self.cash, self.net_value, self.fund_units)
def report_position_detail(self):
print self.stock_position.report(self.current_date)
print self.rongquan_position.report(self.current_date)
def get_position_dataframe(self, date):
df = self.stock_position.get_position_dataframe(date)
df1 = self.rongquan_position.get_position_dataframe(date)
return pd.concat([df, df1])
def get_status_data(self):
total_profit = self.stock_position.calculate_total_profit(self.current_date) +\
self.rongquan_position.calculate_total_profit(self.current_date)
return (self.current_date, round(self.total_w_rzrq, 2), round(self.stock_value, 2),
round(self.rongquan_value, 2), round(self.cash, 2),
round(self.net_value, 4), round(self.fund_units, 2), round(total_profit, 2), round(self.total_debt_interest, 2))
def get_status_columns(self):
return [u'日期', u'总资产', u'股票市值', u'融券市值', u'现金', u'净值', u'份额', u'累计赢利', u'累计利息']
def print_position(self):
print "stock_position:\n%s" % self.stock_position.report(self.current_date)
print "rongquan_position:\n%s" % self.rongquan_position.report(self.current_date)
def print_init_position(self):
print "stock init position:\n%s" % self.stock_position.get_init_position().report(self.current_date)
print "rongquan init position:\n%s" % self.rongquan_position.get_init_position().report(self.current_date)
def calculate_init_position_value(self, date):
return self.stock_position.get_init_position().getPositionValue(date)+\
self.rongquan_position.get_init_position().getPositionValue(date)
def get_init_stock_position(self):
return self.stock_position.get_init_position()
def get_init_rongquan_position(self):
return self.rongquan_position.get_init_position()
def get_init_position_dataframe(self):
df1 = self.stock_position.get_init_position().get_position_dataframe(self.first_day)
df2 = self.rongquan_position.get_init_position().get_position_dataframe(self.first_day)
return pd.concat([df1, df2])
def save_stock_code_name(self, stock_code, stock_name):
if self.stock_code_name_map.get(stock_code) == None:
self.stock_code_name_map[stock_code] = stock_name
def borrow_cash(self, amount):
self.add_minus_cash( abs(amount) )
self.fund_units += abs(amount) / self.net_value
#self.cash_debt += abs(amount)
#print 'borrow',amount,self.cash_debt
def return_cash(self, amount):
self.add_minus_cash( -abs(amount) )
self.fund_units -= abs(amount) / self.net_value
#self.cash_debt -= abs(amount)
#print 'return',amount,self.cash_debt
def pay_interest(self, amount):
self.add_minus_cash( -abs(amount) )
self.total_debt_interest += abs(amount)
def earn_interest(self, amount):
self.add_minus_cash( abs(amount) )
def pay_tax(self, amount):
self.add_minus_cash( -abs(amount) )
def bank_transfer(self, amount): # rely on amount to be + or -
self.add_minus_cash( amount )
self.fund_units += float(amount) / self.net_value
def bank_in_money(self, amount):
self.add_minus_cash( abs(amount) )
self.fund_units += abs(amount) / self.net_value
def bank_out_money(self, amount):
self.add_minus_cash( -abs(amount) )
self.fund_units -= abs(amount) / self.net_value
# stock_in = bank_in_money + buy_stock
def stock_in(self, date, stock_code, stock_name, stock_number, price, actual_amount): # 担保划入
#print 'stock in:', stock_name,stock_number
if math.isnan(price) or price == 0:
price = SinaQuote.getLastClosePrice(stock_code, date)
if math.isnan(actual_amount) or actual_amount == 0:
actual_amount = stock_number * price
self.bank_in_money(actual_amount)
self.buy_stock(date, stock_code, stock_name, stock_number, price, actual_amount)
#print self.cash, actual_amount, self.fund_units, self.net_value
#print date, stock_code, stock_name, stock_number, price, actual_amount
#self.save_stock_code_name(stock_code, stock_name)
#self.stock_position.add(date, stock_code, stock_name, stock_number, price)
# 净值不变，份额增加
#self.fund_units += actual_amount / self.net_value
# stock_out = sell_stock + bank_out_money
def stock_out(self, date, stock_code, stock_name, stock_number, price, actual_amount):
#print 'stock out:', stock_name,stock_number
if price == 0:
price = SinaQuote.getLastClosePrice(stock_code, date)
if actual_amount == 0:
actual_amount = stock_number * price
self.sell_stock(date, stock_code, stock_name, stock_number, price, actual_amount)
self.calculate_nv() # !!! need this because after sell stock nv will change !!!
self.bank_out_money(actual_amount)
#print self.cash, actual_amount, self.fund_units, self.net_value
def stock_transfer(self, date, stock_code, stock_name, stock_number): # 协议转让
self.save_stock_code_name(stock_code, stock_name)
price = SinaQuote.getLastClosePrice(stock_code, date)
self.stock_position.minus(date, stock_code, stock_name, stock_number, price, 7) # 操作类型7是转出
# 现金不增加，份额减少
self.fund_units -= float(stock_number * price) / self.net_value
def earn_stock(self, date, stock_code, stock_name, stock_number):
#print date, stock_code, stock_name, stock_number
self.save_stock_code_name(stock_code, stock_name)
price = 0 # 红利股票成本为0
self.stock_position.add(date, stock_code, stock_name, stock_number, price, 6) # 操作类型6是分红
def buy_stock(self, date, stock_code, stock_name, stock_number, price, actual_amount):
self.save_stock_code_name(stock_code, stock_name)
self.stock_position.add(date, stock_code, stock_name, stock_number, price, 1) # 操作类型1是买入
self.add_minus_cash( -abs(actual_amount) )
self.buy_sell_count += 1
def buy_new_stock(self, date, stock_code, stock_name, stock_number, price, actual_amount):
cd = SinaQuote.getNewStockCode(stock_code)
if cd != '':
stock_code = cd
self.buy_stock(date, stock_code, stock_name, stock_number, price, actual_amount)
self.buy_sell_count += 1
def sell_stock(self, date, stock_code, stock_name, stock_number, price, actual_amount):
self.save_stock_code_name(stock_code, stock_name)
self.stock_position.minus(date, stock_code, stock_name, stock_number, price, 2) # 操作类型2是卖出
self.add_minus_cash( abs(actual_amount) )
self.buy_sell_count += 1
def short_stock(self, date, stock_code, stock_name, stock_number, price, actual_amount):
self.save_stock_code_name(stock_code, stock_name)
self.rongquan_position.minus(date, stock_code, stock_name, stock_number, price, 4) # 操作类型4是做空
self.add_minus_cash( abs(actual_amount) )
self.buy_sell_count += 1
def cover_stock(self, date, stock_code, stock_name, stock_number, price, actual_amount):
self.save_stock_code_name(stock_code, stock_name)
self.rongquan_position.add(date, stock_code, stock_name, stock_number, price, 5) # 操作类型5是平仓
self.add_minus_cash( -abs(actual_amount) )
self.buy_sell_count += 1
def direct_return(self, date, stock_code, stock_name, stock_number, price):
actual_amount = stock_number*price
self.sell_stock(date, stock_code, stock_name, stock_number, price, actual_amount)
self.cover_stock(date, stock_code, stock_name, stock_number, price, actual_amount)
def add_minus_cash(self, amount):
self.cash = self.cash + amount
if self.cash < self.negative_max_cash:
self.negative_max_cash = self.cash
def add_init_position(self, stock_code, stock_name, stock_number):
self.stock_position.add_init_position(stock_code, stock_name, stock_number)
def add_rongquan_init_position(self, stock_code, stock_name, stock_number):
stock_number = -abs(stock_number)
self.rongquan_position.add_init_position(stock_code, stock_name, stock_number)
