交易管理

• 基础数据结构
  • 交易业务类型
    • get_business_name()
    • BUSINESS
  • 交易成本记录
    • CostRecord
  • 交易记录
    • TradeRecordList
      • TradeRecordList.to_numpy()
      • TradeRecordList.to_pandas()
      • TradeRecordList.to_pyarrow()
    • TradeRecord
      • TradeRecord.part
  • 持仓记录
    • PositionRecordList
      • PositionRecordList.to_numpy()
      • PositionRecordList.to_pandas()
      • PositionRecordList.to_pyarrow()
    • PositionRecord
  • 资产情况记录
    • FundsRecord
• 交易成本算法
  • 内建交易成本算法
    • 零交易成本算法
      • TC_Zero()
    • 沪深A股交易成本算法
      • TC_FixedA2015()
      • TC_FixedA()
  • 自定义交易成本算法
  • 交易算法成本基类
    • TradeCostBase
      • TradeCostBase.get_param()
      • TradeCostBase.set_param()
      • TradeCostBase.clone()
      • TradeCostBase.get_buy_cost()
      • TradeCostBase.get_sell_cost()
      • TradeCostBase._clone()
• 交易管理
  • crtTM()
  • TradeManager
    • TradeManager.name
    • TradeManager.cost_func
    • TradeManager.init_cash
    • TradeManager.current_cash
    • TradeManager.init_datetime
    • TradeManager.first_datetime
    • TradeManager.last_datetime
    • TradeManager.precision
    • TradeManager.broker_last_datetime
    • TradeManager.__init__()
    • TradeManager.get_param()
    • TradeManager.set_param()
    • TradeManager.have_param()
    • TradeManager.reset()
    • TradeManager.clone()
    • TradeManager.checkin()
    • TradeManager.checkout()
    • TradeManager.checkin_stock()
    • TradeManager.checkout_stock()
    • TradeManager.borrow_cash()
    • TradeManager.return_cash()
    • TradeManager.borrow_stock()
    • TradeManager.return_stock()
    • TradeManager.buy()
    • TradeManager.sell()
    • TradeManager.buy_short()
    • TradeManager.sell_short()
    • TradeManager.have()
    • TradeManager.have_short()
    • TradeManager.cash()
    • TradeManager.get_stock_num()
    • TradeManager.get_short_stock_num()
    • TradeManager.get_hold_num()
    • TradeManager.get_short_hold_num()
    • TradeManager.get_debt_number()
    • TradeManager.get_debt_cash()
    • TradeManager.get_position()
    • TradeManager.get_short_position()
    • TradeManager.get_position_list()
    • TradeManager.get_positions()
    • TradeManager.get_history_position_list()
    • TradeManager.get_short_position_list()
    • TradeManager.get_short_history_position_list()
    • TradeManager.get_borrow_stock_list()
    • TradeManager.get_trade_list()
    • TradeManager.get_buy_cost()
    • TradeManager.get_sell_cost()
    • TradeManager.get_borrow_cash_cost()
    • TradeManager.get_return_cash_cost()
    • TradeManager.get_borrow_stock_cost()
    • TradeManager.get_return_stock_cost()
    • TradeManager.get_funds()
    • TradeManager.get_funds_list()
    • TradeManager.get_funds_curve()
    • TradeManager.get_profit_curve()
    • TradeManager.get_profit_cum_change_curve()
    • TradeManager.get_base_assets_curve()
    • TradeManager.add_trade_record()
    • TradeManager.add_position()
    • TradeManager.tocsv()
    • TradeManager.reg_broker()
    • TradeManager.clear_broker()
    • TradeManager.get_margin_rate()
    • TradeManager.update_with_weight()
    • TradeManager.fetch_asset_info_from_broker()
    • TradeManager.get_performance()
    • TradeManager.get_max_pull_back()
    • TradeManager.get_position_ext_info_list()
    • TradeManager.get_position_ext_info()
    • TradeManager.get_history_position_ext_info_list()
    • TradeManager.get_profit_percent_monthly()
    • TradeManager.get_profit_percent_yearly()
• 订单代理
  • Python中的订单代理包装
    • OrderBrokerWrap
      • OrderBrokerWrap.__init__()
      • OrderBrokerWrap._buy()
      • OrderBrokerWrap._sell()
      • OrderBrokerWrap._get_asset_info()
    • crtOB()
  • 内建的订单代理类
    • TestOrderBroker
    • MailOrderBroker
      • MailOrderBroker.__init__()
      • MailOrderBroker.buy()
      • MailOrderBroker.sell()
  • 订单代理基类
    • OrderBrokerBase
      • OrderBrokerBase.__init__()
      • OrderBrokerBase.buy()
      • OrderBrokerBase.sell()
      • OrderBrokerBase._buy()
      • OrderBrokerBase._sell()
      • OrderBrokerBase._get_asset_info()
• 绩效统计
  • Performance
    • Performance.reset()
    • Performance.report()
    • Performance.statistics()
    • Performance.get()
    • Performance.__getitem__()