Securities Calculation Formula

Calculation Formula of the stock transaction simulation part:

L [start date Index]: [start date] index of the current day

L [start date Index]: [start time] index of the current day

L [total assets = balance + total market value]

L [market value = cumulative quantity X closing price] calculated based on the maximum trading day close

L [position = market value/total assets] calculated based on the maximum trading day close

L [total income = (total assets-Initial assets)/Initial assets]

L [revenue = (closing price-cost price)/cost price] calculated based on a single item

L [relative income = total account return rate-comparison index increase over the same period (for example, Shanghai and Shenzhen 300 )]

L [handling fee = Sales Price X Sales Volume X percentage of charges]

L [average cost price = total cost/Accumulative number of shares] calculated based on the cumulative sales volume

L [position Profit and Loss = (sum of the amount incurred when a transaction is traded on a stock exchange) + market value of the stock] (purchase reduction, sales plus)

L position ratio = market value/total assets

L freeze funds = sum (number of stocks that have been purchased but not traded on the same day * commission price)

L [maximum purchased quantity = {rounded up (total assets * 70%-market position) * (1-purchase handling fee/100)/purchase price/100 )} * 100] (70% is the position control ratio, variable)

L [purchase quantity = {rounded up (total assets * 70%-market position) * (1-purchase handling fee/100)/2/purchase price/100 )} * 100] (70% indicates the position control ratio, which is variable. 2 indicates the ratio of available funds to be converted)

L review reference price = (stock registration day closing price + stock allocation * stock distribution rate-interest delivery rate)/(1 + stock delivery rate + conversion rate + stock distribution rate)

L forward Weight Factor = review reference price/closing price of the equity registration day

L number of shares held after permission assignment = number of original shares * (1 + Stock sending rate + conversion rate + stock allocation rate)

L adjusted average cost price = adjusted average price * Forward Weight Factor

L amount due to permission assignment = interest delivery ratio/10 * original shares-dividend distribution, which is simulated as a transaction and generates the amount

L adjust available funds after permission assignment = available funds before adjustment + number of original shares * dividend distribution per 10 shares/10-original shares * stock price * Number of allocated shares per 10 shares/10

Adjusted total assets = original total assets + number of original shares * dividend distribution per 10 shares/10-original shares * stock price * Number of allocated shares per 10 shares/10

Interest delivery rate/10 = interest delivery rate --- The amount of Yuan sent per 10 shares/10 stk_div_info.div_cn_rate/10

Stock sending ratio/10 = stock sending rate --- How many shares are sent per 10 shares/10 stk_div_info.bonus_rate/10

Conversion ratio/10 = conversion rate --- How many shares are transferred per 10 shares/10 stk_div_info.cap_rate/10

Allotment ratio/10 = allotment rate --- number of shares per 10 shares/10 stk_rati_result.rati_rate/10

Stock price-price per share stk_rati_result.rati_price

Original shareholding quantity invs_imt_position.sum_stk_count

 

Authorization reference price = (btclose + rati_price * rati_rate/10-div_cn_rate/10)/(1 + bonus_rate/10 + cap_rate/10 + rati_rate/10)

Permission removal factor = permission removal reference price/btclose

Number of positions after permission assignment = sum_stk_count * (1 + bonus_rate/10 + cap_rate/10 + rati_rate/10)