rp.position| date | id | direction | qty | entry_date | entry_price | CLOSE | entry_cost | market_value | pnl | |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 2021/5/31 | META | long | 1000 | 2021/5/31 | 122.2806 | 123.4512 | -122311 | 123297 | 986 |
| 1 | 2021/6/1 | META | long | 1000 | 2021/5/31 | 122.2806 | 123.9914 | -122311 | 123836 | 1525 |
| 2 | 2021/6/2 | META | long | 1000 | 2021/5/31 | 122.2806 | 123.9914 | -122311 | 123836 | 1525 |
| 3 | 2021/6/3 | META | long | 1000 | 2021/5/31 | 122.2806 | 123.9014 | -122311 | 123747 | 1436 |
| 4 | 2021/6/4 | META | long | 1000 | 2021/5/31 | 122.2806 | 123.3161 | -122311 | 123162 | 851 |
| ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... |
| 729 | 2024/12/13 | GOOG | long | 1000 | 2024/8/7 | 893.5568 | 1065 | -893780 | 1061539 | 167759 |
| 730 | 2024/12/16 | GOOG | long | 1000 | 2024/8/7 | 893.5568 | 1085 | -893780 | 1081474 | 187694 |
| 731 | 2024/12/17 | GOOG | long | 1000 | 2024/8/7 | 893.5568 | 1075 | -893780 | 1071506 | 177726 |
| 732 | 2024/12/18 | GOOG | long | 1000 | 2024/8/7 | 893.5568 | 1085 | -893780 | 1081474 | 187694 |
| 733 | 2024/12/19 | GOOG | long | 1000 | 2024/8/7 | 893.5568 | 1070 | -893780 | 1066522 | 172742 |
Return type: Object DataFrame
| 參數 | 資料型態 | 說明 |
|---|---|---|
| date | datetime | 日期 |
| id | object | 交易標的代碼 |
| direction | object | 交易方向，'long' or 'short' long：代表"多" short：代表"空" |
| qty | float | 交易股數 |
| entry_date | datetime | 進場時間 |
| entry_price | float | 進場價格 |
| CLOSE | float | 在對應日期的收盤價 |
| entry_cost | float | 進場時付出費用 |
| market_value | float | 在對應日期的倉位市值 |
| pnl | float | 在對應日期時的預估收益 |