交易成本算法接口基类
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#include <TradeCostBase.h>
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| TradeCostBase (const string &name) |
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virtual | ~TradeCostBase () |
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TradeCostPtr | clone () |
| 克隆操作 更多...
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const string & | name () const |
| 获取名称 更多...
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virtual CostRecord | getBuyCost (const Datetime &datetime, const Stock &stock, price_t price, size_t num) const =0 |
| 计算买入成本 更多...
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virtual CostRecord | getSellCost (const Datetime &datetime, const Stock &stock, price_t price, size_t num) const =0 |
| 计算卖出成本 更多...
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virtual CostRecord | getBorrowCashCost (const Datetime &datetime, price_t cash) const |
| 计算借入现金花费的成本 更多...
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virtual CostRecord | getReturnCashCost (const Datetime &borrow_datetime, const Datetime &return_datetime, price_t cash) const |
| 计算归还融资成本 更多...
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virtual CostRecord | getBorrowStockCost (const Datetime &datetime, const Stock &stock, price_t price, size_t num) const |
| 计算融劵借入成本 更多...
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virtual CostRecord | getReturnStockCost (const Datetime &borrow_datetime, const Datetime &return_datetime, const Stock &stock, price_t price, size_t num) const |
| 计算融劵归还成本 更多...
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virtual TradeCostPtr | _clone ()=0 |
| 继承子类必须实现私有变量的克隆接口 更多...
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hku::TradeCostBase::TradeCostBase |
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const string & |
name | ) |
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hku::TradeCostBase::~TradeCostBase |
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virtual |
计算融劵归还成本
- 参数
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borrow_datetime | 借入日期 |
return_datetime | 归还日期 |
stock | 归还的对象 |
price | 归还时每股价格 |
num | 归还的数量 |
被 hku::TradeCostStub 重载.
const string& hku::TradeCostBase::name |
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const |
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inline |
friend class boost::serialization::access |
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friend |
该类的文档由以下文件生成: