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PHP get_historical_turtle_portfolio_value函数代码示例

本文整理汇总了PHP中get_historical_turtle_portfolio_value函数的典型用法代码示例。如果您正苦于以下问题:PHP get_historical_turtle_portfolio_value函数的具体用法?PHP get_historical_turtle_portfolio_value怎么用?PHP get_historical_turtle_portfolio_value使用的例子?那么恭喜您, 这里精选的函数代码示例或许可以为您提供帮助。


在下文中一共展示了get_historical_turtle_portfolio_value函数的4个代码示例,这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞,您的评价将有助于系统推荐出更棒的PHP代码示例。

示例1: get_portfolio_risk

function get_portfolio_risk($trade_date, $portfolioID)
{
    #$p_value =get_real_time_turtle_portfolio_value($portfolioID);
    $p_value = get_historical_turtle_portfolio_value($trade_date, $portfolioID);
    $tmp_sql = "select sum(risk) from turtle_portfolio where symbol != 'CASH' and portfolio_id = " . $portfolioID;
    $tmp_result = queryMysql($tmp_sql);
    while ($tmp_data = mysql_fetch_row($tmp_result)) {
        $r_value = $tmp_data[0];
    }
    $current_risk = $r_value / $p_value * 100;
    return $current_risk;
}
开发者ID:jimmyc815,项目名称:algo,代码行数:12,代码来源:connorsRSI_strat_5.php

示例2: turtle_portfolio_pyramid_buy

function turtle_portfolio_pyramid_buy($date)
{
    global $max_num_holdings;
    global $max_risk;
    global $risk_factor;
    $risk_factor = 1 / $max_num_holdings;
    $my_sql = "select a.symbol, a.shares, c.high, c.trade_date, a.stop_loss, a.stop_buy, c.ATR, a.cost_basis, a.risk, a.risk_pct, c.low, c.open from turtle_portfolio a, price_history c where a.symbol = c.symbol  and c.trade_date = '" . $date . "' and c.high > a.stop_buy order by c.pct_change desc";
    /*if ($date == "2012-12-05")
    {
    	print "pyramid buy: ";
    	print $my_sql;
    	print "<br>";
    }
    */
    $result = queryMysql($my_sql);
    while ($data = mysql_fetch_row($result)) {
        $this_symbol = $data[0];
        $this_shares = $data[1];
        $this_today_high = $data[2];
        $this_trade_date = $data[3];
        $this_stop_loss = $data[4];
        $this_stop_buy = $data[5];
        $this_ATR = $data[6];
        $this_cost_basis = $data[7];
        $this_risk = $data[8];
        $this_risk_pct = $data[9];
        $this_today_low = $data[10];
        $this_today_open = $data[11];
        ### get portfolio value
        $portfolio_value = get_historical_turtle_portfolio_value($date);
        ### get current available cash
        $query = "select shares from turtle_portfolio where portfolio_id = 1 and symbol = 'CASH'";
        $result2 = queryMysql($query);
        while ($data2 = mysql_fetch_row($result2)) {
            $cash = $data2[0];
        }
        $risk_value = $portfolio_value * $risk_factor / 100;
        $num_shares = floor($risk_value / (2 * $this_ATR));
        // set would-be purchase price of the stock
        // if high > moving avg
        // 		AND moving avg > low, then purchase price = moving avg
        //		AND moving avg < open, the purchase price = opening price
        $purchase_price = $this_stop_buy;
        if ($this_stop_buy > $this_today_low) {
            $purchase_price = $this_stop_buy;
        } elseif ($this_stop_buy < $this_today_open) {
            $purchase_price = $this_today_open;
        } elseif ($this_stop_buy < $this_today_low) {
            $purchase_price = $this_today_low;
        }
        $this_stop_buy = $purchase_price;
        //			$purchase_value = $num_shares * $this_stop_buy;
        $purchase_value = $num_shares * $purchase_price;
        $current_risk = get_current_risk();
        if ($cash > $purchase_value && $current_risk < $max_risk) {
            $stop_loss = $this_stop_buy - 2 * $this_ATR;
            $stop_buy = $this_stop_buy + $this_ATR;
            $avg_cost_basis = ($this_shares * $this_cost_basis + $purchase_value) / ($this_shares + $num_shares);
            $total_shares = $this_shares + $num_shares;
            $risk_dollar = $this_shares * (2 * $this_ATR) + $this_risk;
            $risk_pct = $risk_dollar / $portfolio_value * 100;
            $query3 = "update turtle_portfolio set shares = " . $total_shares . ", cost_basis = " . $avg_cost_basis . ", stop_loss = " . $stop_loss . ", stop_buy=" . $stop_buy . ", risk=" . $risk_dollar . ", risk_pct=" . $risk_pct . " where symbol = '" . $this_symbol . "'";
            $result3 = queryMysql($query3);
            //print "query 3: $query3 ";
            // insert into transaction history table
            $query4 = "insert into turtle_portfolio_transaction (portfolio_id, symbol, trade_type, trade_date, shares, price, risk, risk_pct) ";
            $query4 .= "values (1, '" . $this_symbol . "', ";
            $query4 .= "'BUY', ";
            $query4 .= "'" . $date . "', ";
            $query4 .= $num_shares . ", ";
            $query4 .= $this_stop_buy . ", ";
            $query4 .= $risk_dollar . ", ";
            $query4 .= $risk_pct . " )";
            $result4 = queryMysql($query4);
            $cash_left = $cash - $purchase_value;
            // update cash position
            $query5 = "update turtle_portfolio set shares = " . $cash_left . " where symbol = 'CASH'";
            $result5 = queryMysql($query5);
        }
    }
}
开发者ID:jimmyc815,项目名称:algo,代码行数:81,代码来源:portfolio_selection.php

示例3: simulate_range_trade

function simulate_range_trade($portfolioID, $start_date, $end_date, $enterCRSI, $enterRange, $enterLimit, $exitCRSI, $commission, $max_risk, $risk_factor, $stop_loss_multiplier, $orderBy)
{
    global $original_investment;
    global $breakOutSignal;
    global $ADX_filter;
    global $breakOutSignal;
    global $breakOutOrderBy;
    global $simplePriceHistory;
    global $showOutput;
    global $risk_factor;
    global $max_risk;
    global $stop_loss_multiplier;
    global $tranHistArray;
    global $portfolio_table;
    $dailyBuyList = "crsi_daily_buy_list" . $portfolioID;
    ### drop recreate daily buy list table
    $query = "drop table if exists " . $dailyBuyList;
    $result = queryMysql($query);
    $create_sql = "CREATE TABLE {$dailyBuyList} ( ";
    $create_sql .= "portfolio_id int(11) DEFAULT NULL, ";
    $create_sql .= "rank int(11) NOT NULL DEFAULT '0', ";
    $create_sql .= "trade_date date DEFAULT NULL, ";
    $create_sql .= "symbol varchar(6) COLLATE latin1_german2_ci DEFAULT NULL, ";
    $create_sql .= "buy_price double DEFAULT NULL, ";
    $create_sql .= "UNIQUE KEY uniq_idx (portfolio_id,symbol), ";
    $create_sql .= "KEY pid_idex (portfolio_id)  ";
    $create_sql .= ") ENGINE=MEMORY ";
    $result = queryMysql($create_sql);
    $tranHistory = "turtle_portfolio_transaction" . $portfolioID;
    reset_portfolio($portfolioID);
    prepare_transactions_table($portfolioID, $tranHistory, $portfolio_table);
    $query = "select trade_date from quotes_memory where symbol = 'AAPL' and trade_date >= '" . $start_date . "' and trade_date <= '" . $end_date . "' order by trade_date";
    $result = queryMysql($query);
    $dateArray = array();
    $dateCount = 0;
    while ($data = mysql_fetch_row($result)) {
        $dateArray[$dateCount]['trade_date'] = $data[0];
        $dateCount++;
    }
    $count = 0;
    $minReturn = 100;
    $maxReturn = -100;
    $retArray = array();
    for ($x = 0; $x < $dateCount - 1; $x++) {
        #while ($data = mysql_fetch_row($result)) {
        #	$trade_date = $data[0];
        $trade_date = $dateArray[$x]['trade_date'];
        $next_trade_date = $dateArray[$x + 1]['trade_date'];
        if ($showOutput) {
            print "trade date: {$trade_date} <br />";
        }
        crsi_sell($trade_date, $portfolioID, $tranHistory, $exitCRSI, $stopLoss, $next_trade_date);
        crsi_buy($trade_date, $breakOutSignal, $ADX_filter, $breakOutOrderBy, $portfolioID, $dailyBuyList, $enterCRSI, $enterRange, $enterLimit, $tranHistory, $orderBy, $next_trade_date);
        $value = get_historical_turtle_portfolio_value($trade_date, $portfolioID);
        $preturn = ($value - $original_investment) / $original_investment * 100;
        $dollar_return = $value - $original_investment;
        if ($preturn > $maxReturn) {
            $maxReturn = $preturn;
        }
        if ($preturn < $minReturn) {
            $minReturn = $preturn;
        }
        $portfolioReturn[$count]['trade_date'] = $trade_date;
        $portfolioReturn[$count]['return'] = $preturn;
        $portfolioReturn[$count]['value'] = $value;
        $portfolioReturn[$count]['maxReturn'] = $maxReturn;
        $portfolioReturn[$count]['minReturn'] = $minReturn;
        $portfolioReturn[$count]['dollar_return'] = $dollar_return;
        $newDateStr = strtotime($trade_date);
        $newDateStr = $newDateStr * 1000 - 14400000;
        array_push($retArray, array($newDateStr, $preturn));
        $count++;
    }
    ## batch insert into crsi_portfolio_performance afterward
    $sql = array();
    foreach ($portfolioReturn as $row) {
        $sql[] = '(' . $portfolioID . ", '" . mysql_real_escape_string($row['trade_date']) . "', " . $row['dollar_return'] . ", " . $row['return'] . ", " . $row['value'] . ")";
    }
    try {
        mysql_query('INSERT INTO crsi_portfolio_performance (portfolio_id, trade_date, return_dollar, return_pct, portfolio_value) VALUES ' . implode(',', $sql));
    } catch (Exception $e) {
        echo "Query: {$query} \n";
        echo 'Caught exception: ', $e->getMessage(), "\n";
    }
    foreach ($tranHistArray as $th) {
        try {
            queryMysql($th);
        } catch (Exception $e) {
            echo "Query: {$th} \n";
            echo 'Caught exception: ', $e->getMessage(), "\n";
        }
    }
    mysql_close();
    return json_encode($retArray);
}
开发者ID:jimmyc815,项目名称:algo,代码行数:95,代码来源:backup_connorsRSI_strat_14.20150525.php

示例4: crsi_buy

function crsi_buy($date, $breakOutSignal, $ADX_filter, $breakOutOrderBy, $portfolioID, $dailyBuyList)
{
    global $max_num_holdings;
    global $max_risk;
    global $risk_factor;
    global $stop_loss_muptiplier;
    global $portfolio_tbl;
    global $showOutput;
    if (!$portfolioID) {
        $portfolioID = 1;
    }
    if (!$dailyBuyList) {
        $dailyBuyList = "crsi_daily_buy_list";
    }
    //$breakOutSignal = "55_DAY_HIGH";
    ### get list of breakout stocks
    //$breakOutStockArray = array();
    $crsiThreshold = 20;
    $pctLimitBelow = 2;
    //		$breakOutStockArray = getBreakoutStock5 ($date, $breakOutSignal, $breakOutOrderBy, $portfolioID, $dailyBuyList);
    //		$breakOutStockArray = getBreakoutStock6 ($date, $breakOutSignal, $breakOutOrderBy, $portfolioID, $dailyBuyList);
    $breakOutStockArray = getBuyList($date, $crsiThreshold, $breakOutOrderBy, $portfolioID, $dailyBuyList, $dailyBuyList);
    //		echo json_decode($breakOutStockArray);
    // set how many breakout stocks to buy
    //$len_array = count($breakOutStockArray);
    $len_array = count($breakOutStockArray);
    $risk_factor = 1 / $max_num_holdings;
    $portfolio_value = 0;
    $current_pos = 0;
    $next_buy_point = 100000;
    $stop_loss = 0;
    $num_shares = 0;
    $current_N = 0;
    $risk_value = 0;
    $purchase_value = 0;
    $sim_start_day = 55;
    $pyramid_mode = 0;
    $stop_loss = 0;
    $current_trade_date_id = 0;
    $workingArray = $breakOutStockArray;
    $adxArray = "";
    $adxCount = 1;
    $len_array = count($breakOutStockArray);
    for ($x = 1; $x < $len_array; $x++) {
        ### get portfolio value
        $portfolio_value = get_historical_turtle_portfolio_value($date, $portfolioID);
        ### get current available cash
        $query = "select shares from turtle_portfolio where symbol = 'CASH' and portfolio_id = " . $portfolioID;
        $result = queryMysql($query);
        while ($data = mysql_fetch_row($result)) {
            $cash = $data[0];
        }
        $risk_value = $portfolio_value * $risk_factor / 100;
        $current_N = $breakOutStockArray[$x]['ATR'];
        if ($current_N > 0) {
            $num_shares = floor($risk_value / ($stop_loss_muptiplier * $current_N));
        }
        /*				$purchase_value = $num_shares * $breakOutStockArray[$x][$breakOutSignal];
        				$stop_loss = $breakOutStockArray[$x][$breakOutSignal] - (2*$current_N);
        				$stop_buy = $breakOutStockArray[$x][$breakOutSignal] + $current_N;
        */
        ## find purchase price
        ## if target buy price > open (gap down at open, past buy price)
        ##	set purchase price = (open + low ) / 2
        ## if open > target buy price > close (regular price action
        ##  set purchase price = target buy price
        if ($breakOutStockArray[$x]['buy_price'] > $breakOutStockArray[$x]['open']) {
            $breakOutStockArray[$x]['purchase_price'] = ($breakOutStockArray[$x]['open'] + $breakOutStockArray[$x]['low']) / 2;
            $s = $breakOutStockArray[$x]['symbol'];
            $p = $breakOutStockArray[$x]['purchase_price'];
            $b = $breakOutStockArray[$x]['buy_price'];
            #print "buy price > open: $s buy price = $b purchase price = $p <br />";
        } else {
            ##$breakOutStockArray[$x]['purchase_price'] = ($breakOutStockArray[$x]['high'] + $breakOutStockArray[$x]['buy_price'] + $breakOutStockArray[$x]['low'] + $breakOutStockArray[$x]['close'] )/4;
            $breakOutStockArray[$x]['purchase_price'] = $breakOutStockArray[$x]['close'];
            $s = $breakOutStockArray[$x]['symbol'];
            $p = $breakOutStockArray[$x]['purchase_price'];
            $b = $breakOutStockArray[$x]['buy_price'];
            $h = $breakOutStockArray[$x]['high'];
            $l = $breakOutStockArray[$x]['low'];
            $o = $breakOutStockArray[$x]['open'];
            $c = $breakOutStockArray[$x]['close'];
            #print "regular price: $o high $h low $l  close $c : $s buy price = $b purchase price = $p <br />";
        }
        #$breakOutStockArray[$x]['purchase_price'] = $breakOutStockArray[$x]['buy_price'];
        $purchase_value = $num_shares * $breakOutStockArray[$x]['purchase_price'];
        $stop_loss = $breakOutStockArray[$x]['purchase_price'] - $stop_loss_muptiplier * $current_N;
        $stop_buy = $breakOutStockArray[$x]['purchase_price'] + $current_N;
        $current_risk = get_current_risk($portfolioID);
        if ($cash > $purchase_value && $current_risk < $max_risk) {
            $cash = $cash - $purchase_value;
            $risk_dollar = $num_shares * ($stop_loss_muptiplier * $current_N);
            $risk_pct = $risk_dollar / $portfolio_value * 100;
            // insert into turtle_portfolio
            $my_sql = "insert into turtle_portfolio (portfolio_id, symbol, last_price, shares, cost_basis, stop_loss, stop_buy, risk, risk_pct) ";
            $my_sql .= "values (" . $portfolioID . ", '" . $breakOutStockArray[$x]['symbol'] . "', ";
            $my_sql .= $breakOutStockArray[$x]['close'] . ", ";
            $my_sql .= $num_shares . ", ";
            //					$my_sql .= $breakOutStockArray[$x][$breakOutSignal].", ";
            $my_sql .= $breakOutStockArray[$x]['purchase_price'] . ", ";
//.........这里部分代码省略.........
开发者ID:jimmyc815,项目名称:algo,代码行数:101,代码来源:connorsRSI_strat.php


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