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zszq-trs/UnitTestProject/Resources/CalcModules/exchange_trade.json
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2024-05-09 14:06:26 +08:00

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{
"说明": "用于测试收盘后的dailypnl,totalpnl是否正确",
"RECORDS_ExchangeTrade": [
{
"id": 108,
"TradeDate": "28/10/2022",
"TradeNumber": "20221104092244481",
"TradeType": "商品期货",
"TradeSide": "多头开仓",
"UnderlyingCode": "AP301",
"UnderlyingId": 6145,
"Notional": 150.0,
"TradeLots": 15.0,
"TradeAmount": 150.0,
"TradeSinglePrice": 8310.0,
"AssetBookId": 3,
"TraderId": 3,
"TraderName": "管理员",
"InstrumentType": "CommodityFutures",
"CreateTime": "4/11/2022 09:22:44",
"IsValid": "1",
"TradeSource": "导入交易",
"MaturityDate": "13/1/2023",
"OptionCode": null,
"OptionStrike": null,
"OptionType": null,
"ExerciseMode": null,
"ExchangeAccountId": 6,
"ExchangeAccountCode": "532110211",
"Commission": 75.25,
"CommissionType": 2,
"Comments": "",
"OptId": 3,
"OptName": "管理员",
"OptDate": "4/11/2022 09:22:44"
},
{
"id": 115,
"TradeDate": "31/10/2022",
"TradeNumber": "20221104092244500",
"TradeType": "商品期货",
"TradeSide": "多头平仓",
"UnderlyingCode": "AP301",
"UnderlyingId": 6145,
"Notional": 150.0,
"TradeLots": 15.0,
"TradeAmount": 150.0,
"TradeSinglePrice": 8231.0,
"AssetBookId": 3,
"TraderId": 3,
"TraderName": "管理员",
"InstrumentType": "CommodityFutures",
"CreateTime": "4/11/2022 09:22:45",
"IsValid": "1",
"TradeSource": "导入交易",
"MaturityDate": "13/1/2023",
"OptionCode": null,
"OptionStrike": null,
"OptionType": "",
"ExerciseMode": null,
"ExchangeAccountId": 6,
"ExchangeAccountCode": "532110211",
"Commission": 75.27,
"CommissionType": 2,
"Comments": null,
"OptId": 3,
"OptName": "管理员",
"OptDate": "4/11/2022 09:55:16"
}
],
"RECORDS_ExchangeTradePosition": [
{
"id": 12313,
"ValueDate": "28/10/2022",
"TradeType": "商品期货",
"PositionType": "long",
"BookId": 3,
"UnderlyingCode": "AP301",
"Amount": 150.0,
"Cost": 1246575.25,
"LastPv": 0.0,
"Pv": 1248300.0,
"DailyPnL": 1724.75,
"TotalPnL": 1724.75,
"Commission": 75.25,
"ClosedPnL": 0.0,
"PositionPnL": 1724.75,
"RoundedPv": 1248300.0,
"RoundedPositionPnl": 1724.75,
"UnderlyingPrice": 8322.0
},
{
"id": 12395,
"ValueDate": "31/10/2022",
"TradeType": "商品期货",
"PositionType": "long",
"UnderlyingCode": "AP301",
"Amount": 0.0,
"Cost": 11849.979999999981,
"LastPv": 1248300.0,
"Pv": 0.0,
"DailyPnL": -13574.729999999981,
"TotalPnL": -11849.979999999981,
"Commission": 150.51999999999999,
"ClosedPnL": -4725.250000000051,
"PositionPnL": -11849.979999999981,
"RoundedPositionPnl": -11849.979999999981,
"UnderlyingPrice": 8279.0
}
]
}