Пример #1
0
    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)
Пример #2
0
    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)
Пример #3
0
    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)
Пример #4
0
    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)
Пример #5
0
 def daily_close(self):
     Portfolio.daily_close(self)