def daily_close(self):
Portfolio.daily_close(self)
r = [ [self.result.date, self.profit_o, self.price_o, self.price_c, self.price_p, self.hold_c, self.hold_p] ]
df = pd.DataFrame(r, columns=['datetime', 'profit_o','price_o', 'price_c', 'price_p', 'hold_c', 'hold_p'])
fn = get_dss() + 'fut/engine/follow/portfolio_' + self.name_second + '_save.csv'
if os.path.exists(fn):
df.to_csv(fn, index=False, mode='a', header=False)
else:
df.to_csv(fn, index=False)
def daily_close(self):
Portfolio.daily_close(self)
fn = get_dss() + 'fut/engine/sdiffer/portfolio_sdiffer_param.csv'
df = pd.read_csv(fn)
for i, row in df.iterrows():
if row.date == self.result.date[:
10] and row.source == 'sdiffer' and row.hold_m0 == 0:
df.at[i, 'state'] = 'stop'
df = df[(df.state == 'run') | (df.date == self.result.date[:10])]
df.to_csv(fn, index=False)
def daily_close(self):
Portfolio.daily_close(self)
fn = get_dss() + 'fut/engine/ratio/portfolio_ratio_param.csv'
df = pd.read_csv(fn)
for i, row in df.iterrows():
if row.date == self.result.date[:
10] and row.hold_b == 0 and row.hold_s == 0:
df.at[i, 'state'] = 'stop'
df = df[(df.state == 'run') |
(df.date >= get_trade_preday(self.result.date[:10]))]
df.to_csv(fn, index=False)
def daily_close(self):
Portfolio.daily_close(self)
r = [ [self.result.date, self.symbol_c, self.symbol_p, self.strike_high, self.strike_low, \
self.profit_o, self.price_o, self.price_c, self.price_p, self.hold_c, self.hold_p] ]
df = pd.DataFrame(r,
columns=[
'datetime', 'symbol_c', 'symbol_p',
'strike_high', 'strike_low', 'profit_o',
'price_o', 'price_c', 'price_p', 'hold_c',
'hold_p'
])
fn = get_dss() + 'fut/engine/follow/portfolio_follow_param.csv'
if os.path.exists(fn):
df.to_csv(fn, index=False, mode='a', header=False)
else:
df.to_csv(fn, index=False)
def daily_close(self):
Portfolio.daily_close(self)