示例#1
0
						'StartTrading', 'EndTrading', 'Date', 'DateTime', 'Close', 'IsPeriod', 'Action', \
									'PosSize', 'PosDir', 'PosPrc', 'DynamicPNL', 'RealizedPNL'])
					yearSummary.TradeID = tradeID
					yearSummary.Year = year
					yearSummary.Symbol = symbol
					yearSummary.Strat = strat
					#yearSummary.Buy = MRCI.ix[i, 'Buy'] + " " + MRCI.ix[i, 'b_Month'] + str(y_buy)
					#yearSummary.Sell = MRCI.ix[i, 'Sell'] + " " + MRCI.ix[i, 's_Month'] + str(y_sell)
					yearSummary.StartTrading = datetime_toString(start_trading_date)
					yearSummary.EndTrading = datetime_toString(end_trading_date)	
					yearSummary.Date = df.Date
					yearSummary.DateTime = dt
					#yearSummary.DateCode = t
					yearSummary.Close = df.Close
					yearSummary.IsPeriod = seasonal_trading_period
					yearSummary.Action = rsi_action
					yearSummary.PosSize = abs(posSize)
					yearSummary.PosDir = posSize
					yearSummary.PosPrc = posPrc
					yearSummary.DynamicPNL = dynamicPNL
					yearSummary.RealizedPNL = realizedPNL
					yearSummaryList.append(yearSummary)
	""" Error Check for a single trade"""
	if len(yearSummary) == []:
		print ("Check the year cases logic error for this trade")
		raise SystemExit 
	""" Generate a time-series trade summary for the trade """
	if yearSummaryList != []:
		tradeSummary = mergeResultList(yearSummaryList)
		tradeSummary = addDollarPNLColumn(buy_symbol, tradeSummary, 'DynamicPNL', 'DynamicDollarPNL')
		tradeSummary = addDollarPNLColumn(buy_symbol, tradeSummary, 'RealizedPNL', 'RealizedDollarPNL')