PortfolioBackTesting_BuySellDefaultRatio
简述
策略验证-缺省买卖费率和费用,判断数据BuyRatio,SellRatio BuyOtherFee ,SellOtherFee为nil则按照证券代码类型分别赋值
PortfolioBackTesting_BuySellDefaultRatio(StockId:String,EndT:TDateTime,BuyRatio:Real,SellRatio:Real,BuyOtherFee:Real,SellOtherFee:Real):TableArray
StockId:字符串,证券代码
EndT:日期型时间,截止日
BuyRatio:实数,开仓费率(%)
SellRatio:实数,平仓费率(%)
BuyOtherFee:实数,开仓其他费用
SellOtherFee:实数,平仓其他费用
返回:返策略验证-缺省买卖费率和费用
范例:
BuyRatio:=0.3;
SellRatio:=NIL;
BuyOtherFee:=NIL;
PortfolioBackTesting_BuySellDefaultRatio('SH000300',INTTODATE(20121029),BuyRatio,SellRatio,BuyOtherFee,SellOtherFee);
RETURN ARRAY(BuyRatio,SellRatio,BuyOtherFee);
//结果: