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BrinsonOfPPercentandReturn    

简述
考虑买卖后的t-1日组合各个品种占净值的比例。
根据t-1日持有的资产配置、持仓明细,以及t日的交易明细、申购赎回金额,统计出今日持有明细、涨幅等数据。
定义

BrinsonOfPPercentandReturn (EndT:TDateTime,tpZCPZ:Array,tpCC:Array,JYData:Array,vSGSH:Real):Array
参数

EndT:TDateTime类型,截止日(t日);
tpZCPZ:数组,t-1日资产配置;
tpCC:数组,t-1日持仓明细;
JYData:数组,t日交易明细;
vSGSH:实数,t日申购赎回金额。

返回:数组,Brinson-考虑交易后的组合t-1日比例和t日涨幅。
  • 范例

    endt:=40547;
    //t-1日资产配置
    tpZCPZ:=array(
    ("截止日":40543.00,"股票市值":7252.00,"基金市值":0.00,"债券市值":0.00,"现金市值":9252.00,"资产净值":16504.00));
    //t-1日持仓明细
    tpCC:=array(
    ("截止日":40543.00,"代码":"SH600597","名称":"光明乳业","数量":1603.00,"市值":4911.00,"板块名称":"食品、饮料","证券类别":2.00),
    ("截止日":40543.00,"代码":"SH600804","名称":"鹏博士 ","数量":4608.00,"市值":16925.00,"板块名称":"信息技术业","证券类别":2.00),
    ("截止日":40543.00,"代码":"SH600312","名称":"平高电气","数量":5765.00,"市值":44049.00,"板块名称":"机械、设备、仪表","证券类别":2.00),
    ("截止日":40543.00,"代码":"SZ002022","名称":"科华生物","数量":6449.00,"市值":21582.00,"板块名称":"医药、生物制品","证券类别":1.00),
    ("截止日":40543.00,"代码":"SH600500","名称":"中化国际","数量":7481.00,"市值":69790.00,"板块名称":"批发和零售贸易","证券类别":2.00));
    //t-1日交易明细
    JYData:=array(
    ("代码":"SH600050","名称":"中国联通","买卖性质":0.00,"截止日":40547.00,"成交量":6073.00,"成交价":0.5,"成交金额":3061.00,"板块名称":"信息技术业","证券类别":2.00),
    ("代码":"SH600108","名称":"亚盛集团","买卖性质":0.00,"截止日":40547.00,"成交量":9244.00,"成交价":6.99,"成交金额":64571.00,"板块名称":"综合类","证券类别":2.00),
    ("代码":"SH600362","名称":"江西铜业","买卖性质":0.00,"截止日":40547.00,"成交量":3101.00,"成交价":3.28,"成交金额":10167.00,"板块名称":"金属、非金属","证券类别":2.00),
    ("代码":"SH600468","名称":"百利电气","买卖性质":1.00,"截止日":40547.00,"成交量":8017.00,"成交价":6.28,"成交金额":50306.00,"板块名称":"机械、设备、仪表","证券类别":2.00),
    ("代码":"SH600583","名称":"海油工程","买卖性质":0.00,"截止日":40547.00,"成交量":9692.00,"成交价":9.66,"成交金额":93630.00,"板块名称":"采掘业","证券类别":2.00));
    vSGSH:=0;
    return BrinsonOfPPercentandReturn(EndT,tpZCPZ,tpCC,JYData,vSGSH);


    参考
      
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