- 金字塔客服中心 - 专业程序化交易软件提供商 (http://weistock.com/bbs/index.asp)
-- 公式模型编写问题提交 (http://weistock.com/bbs/list.asp?boardid=4)
---- [原创]期货/股票/ETF/权证开仓成本价公式 (http://weistock.com/bbs/dispbbs.asp?boardid=4&id=5516)
-- 发布时间：2011/3/13 11:54:48
-- [原创]期货/股票/ETF/权证开仓成本价公式
-- 发布时间：2011/3/13 11:57:53
--
//手续费
commission:=0.001;
//印花税
stamptax:=0.001;
//过户费
transferfee:=0.001;
{期货}
//固定手续费(zn/al/fu/au/rb/a/b/m/c/y/l/v/p/cf/ro/sr/ta/er/ws/wt)
//做多
costprice:=trimprice(enterprice+2*commission/multiplier)+mindiff;
//做空
costprice:=trimprice(enterprice-2*commission/multiplier)-mindiff;
//百分比手续费(cu/ru/wr/rb)
//做多
costprice:=trimprice(enterprice*(1+commission)/(1-commission))+mindiff;
//做空
costprice:=trimprice(enterprice*(1-commission)/(1+commission))-mindiff;
{股票}
//上海A股
costprice:=trimprice((enterprice*(1+commission)+2*transferfee)/(1-commission-stamptax))+mindiff;
//深圳A股
costprice:=trimprice((enterprice*(1+commission))/(1-commission-stamptax))+mindiff;
{ETF}
costprice:=trimprice(enterprice*(1+commission)/(1-commission))+mindiff;
{权证}
costprice:=trimprice(enterprice*(1+commission)/(1-commission))+mindiff;