{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {
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   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Wall time: 11.7 s\n"
     ]
    }
   ],
   "source": [
    "%matplotlib inline\n",
    "%time from hikyuu.interactive.interactive import *"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "collapsed": true
   },
   "source": [
    "# 1 利用 TM 实现简单的记账本\n",
    "\n",
    "TradeManager对象可以理解为一个模拟的交易账户，负责交易的买/卖操作、记录交易记录以及持仓情况，也可以通过修改其买/卖操作的接口实现实盘接入。创建一个模拟交易账户，通常使用快捷创建函数 crtTM。TM对象的基本操作：\n",
    "\n",
    "- buy  买入\n",
    "- sell 卖出\n",
    "- checkin 存入现金\n",
    "- checkout 取出现金\n",
    "\n",
    "可以利用 TM 实现简单的记账本，手工记录自己的操作情况，例如："
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "TradeManager {\n",
      "  params: params[precision(i): 2, reinvest(b): 0, save_action(b): 1, support_borrow_cash(b): 0, support_borrow_stock(b): 0, ],\n",
      "  name: SYS,\n",
      "  init_date: 2017-1-1 0:0:0,\n",
      "  init_cash: 100000.00,\n",
      "  firstDatetime: 2017-1-3 0:0:0,\n",
      "  lastDatetime: 2017-1-3 0:0:0,\n",
      "  TradeCostFunc: TradeCostFunc(TC_Zero, params[]),\n",
      "  current cash: 99089.00,\n",
      "  current market_value: 916.00,\n",
      "  current short_market_value: 0.00,\n",
      "  current base_cash: 100000.00,\n",
      "  current base_asset: 0.00,\n",
      "  current borrow_cash: 0.00,\n",
      "  current borrow_asset: 0.00,\n",
      "  Position: \n",
      "    SZ000001 平安银行 2017-1-3 0:0:0 184 100 911.00 1111.00 200.00 21.95% 0.20%\n",
      "  Short Position: \n",
      "  Borrow Stock: \n",
      "}\n"
     ]
    }
   ],
   "source": [
    "#创建一个初始资金10万元，起始日期2017年1月1日的模拟账户\n",
    "my_tm = crtTM(initCash=100000, datetime=Datetime(201701010000))\n",
    "\n",
    "#2017年1月3日以9.11的价格买入100股\n",
    "td = my_tm.buy(Datetime(201701030000), sm['sz000001'], 9.11, 100)\n",
    "\n",
    "#查看当前资金及持仓情况\n",
    "print(my_tm)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>证券名称</th>\n",
       "      <th>买入日期</th>\n",
       "      <th>已持仓天数</th>\n",
       "      <th>持仓数量</th>\n",
       "      <th>投入金额</th>\n",
       "      <th>当前市值</th>\n",
       "      <th>盈亏金额</th>\n",
       "      <th>盈亏比例</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>证券代码</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>SZ000001</th>\n",
       "      <td>平安银行</td>\n",
       "      <td>2017-01-03</td>\n",
       "      <td>184</td>\n",
       "      <td>100</td>\n",
       "      <td>911.0</td>\n",
       "      <td>1111.0</td>\n",
       "      <td>200.0</td>\n",
       "      <td>21.953897</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "          证券名称       买入日期  已持仓天数  持仓数量   投入金额    当前市值   盈亏金额       盈亏比例\n",
       "证券代码                                                                   \n",
       "SZ000001  平安银行 2017-01-03    184   100  911.0  1111.0  200.0  21.953897"
      ]
     },
     "execution_count": 3,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "#转化为pandas的DataFrame显示当前持仓情况 \n",
    "position = my_tm.getPositionList()\n",
    "position.to_df()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "<TradeManager {\n",
       "  params: params[precision(i): 2, reinvest(b): 0, save_action(b): 1, support_borrow_cash(b): 0, support_borrow_stock(b): 0, ],\n",
       "  name: SYS,\n",
       "  init_date: 2017-1-1 0:0:0,\n",
       "  init_cash: 100000.00,\n",
       "  firstDatetime: 2017-1-3 0:0:0,\n",
       "  lastDatetime: 2017-2-21 0:0:0,\n",
       "  TradeCostFunc: TradeCostFunc(TC_Zero, params[]),\n",
       "  current cash: 100049.00,\n",
       "  current market_value: 0.00,\n",
       "  current short_market_value: 0.00,\n",
       "  current base_cash: 100000.00,\n",
       "  current base_asset: 0.00,\n",
       "  current borrow_cash: 0.00,\n",
       "  current borrow_asset: 0.00,\n",
       "  Position: \n",
       "  Short Position: \n",
       "  Borrow Stock: \n",
       "}>"
      ]
     },
     "execution_count": 4,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "#2017年2月21日以9.60的价格卖出100股\n",
    "td = my_tm.sell(Datetime(201702210000), sm['sz000001'], 9.60)\n",
    "\n",
    "my_tm"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# 2 利用 Excel 查看交易详情\n",
    "\n",
    "使用 tocsv 方法将 TM 的交易记录、当前持仓及已平仓详细情况分别保存为 csv 文件，以便用 Excel 查看详情。\n",
    "\n",
    "tocsv方法参数为一个指定的目录，目录必须以存在。其输出会在指定目录中，生成三个文件，“TM名称_交易记录.csv”、“TM名称_未平仓记录.csv”、“TM名称_已平仓记录.csv”。TM名称可在crtTM创建TM对象时指定，默认为“SYS”，如下图所示。\n",
    "\n",
    "<img src=\"images/008_01_tocsv.png\" align='left'>"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "#在 hikyuu_XXX.ini 文件中配置的临时路径中输出\n",
    "my_tm.tocsv(sm.tmpdir())"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "使用 Excel 查看 csv，如：\n",
    "\n",
    "<img src=\"images/008_02_tocsv_look.png\" align=\"left\">"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# 3 使用序列化保存或重新载入已有TM对象"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "#保存至指定文件\n",
    "from datetime import date\n",
    "filename = \"{}/my_trade/my_trade_record_{}.xml\".format(sm.tmpdir(), date.today());\n",
    "hku_save(my_tm, filename)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "#载入已保存的TM对象\n",
    "#filename = \"{}/my_trade/my_trade_record_{}.xml\".format(sm.tmpdir(), date.today())\n",
    "new_my_tm = crtTM()\n",
    "hku_load(new_my_tm, filename)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "使用 hku_save 保存的对象，其格式为XML文件，可直接使用 XML 工具或浏览器查看：\n",
    "\n",
    "<img src=\"images/008_03_pickle.png\" align=\"left\">"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": []
  }
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