trade 交易明細

Example

input
rp.trade
output
id direction type entry_time entry_price exit_time exit_price current_time current_price qty tax fee cost entry_amount exit_amount predict pnl returns
0 0050 long 持有 2021/5/31 122.2806 2022/3/9 121.961 NaT NaN 1000 0.001 0.0003 183 -122311 121809 NaN -503 -0.0041
1 0050 long 持有 2022/3/18 126.0202 2022/5/10 112.6894 NaT NaN 1000 0.001 0.0003 172 -126052 112549 NaN -13503 -0.1071
2 0050 long 持有 2022/5/23 115.5954 2022/7/1 106.6928 NaT NaN 1000 0.001 0.0003 162 -115624 106559 NaN -9065 -0.0784
3 0050 long 持有 2022/7/22 109.2722 2022/9/26 101.2595 NaT NaN 1000 0.001 0.0003 154 -109300 101133 NaN -8167 -0.0747
4 0050 long 持有 2022/10/7 100.6504 2024/7/23 183.7 NaT NaN 1000 0.001 0.0003 255 -100676 183470 NaN 82795 0.8224
5 0050 long 已出場 2024/8/12 177.25 NaT NaN 2024/12/19 194.4 1000 0.001 0.0003 287 -177294 NaN 194157 16863 0.0951
6 2330 long 持有 2021/8/3 554.6007 2022/2/25 565.3428 NaT NaN 1000 0.001 0.0003 1976 -554739 563505 NaN 8766 0.0158
7 2330 long 持有 2022/3/18 551.0987 2022/4/28 501.8597 NaT NaN 1000 0.001 0.0003 1769 -551236 500229 NaN -51008 -0.0925
8 2330 long 持有 2022/5/17 493.3375 2022/6/20 476.0241 NaT NaN 1000 0.001 0.0003 1670 -493461 474477 NaN -18984 -0.0385
9 2330 long 持有 2022/7/8 447.4627 2022/9/8 450.3188 NaT NaN 1000 0.001 0.0003 1575 -447575 448855 NaN 1281 0.0029
10 2330 long 持有 2022/10/17 383.0138 2022/12/30 438.1859 NaT NaN 1000 0.001 0.0003 1520 -383110 436762 NaN 53652 0.14
11 2330 long 持有 2023/1/6 438.1859 2023/9/22 511.6068 NaT NaN 1000 0.001 0.0003 1772 -438295 509944 NaN 71649 0.1635
12 2330 long 持有 2023/10/12 533.1275 2024/7/22 956.0364 NaT NaN 1000 0.001 0.0003 3240 -533261 952929 NaN 419668 0.787
0 2330 long 已出場 2024/8/7 893.5568 NaT NaN 2024/12/19 1070 1000 0.001 0.0003 3701 -893780 NaN 1066522 172742 0.1933

Return Attribute

Return type: Object DataFrame

參數 資料型態 說明
id object 交易標的代碼
direction object 交易方向，'long' or 'short'
type object 當前狀態，'持有' or '已出場' or '準備進場' or '準備出場'
entry_price float 進場價格
exit_time datetime 出場時間
exit_price float 出場價格
current_time datetime 最新結算時間
current_price float 最新價格
qty float 交易股數
tax float 交易稅率
fee float 手續費率
cost float 交易稅和手續費總和
entry_amount float 進場時的現金流
exit_amount float 出場時的現金流
predict float 在未出場時的預估收益
pnl float 進場付出 + 出場所得 + predict
returns float 回報率，由 entry_amount和pnl 所得