数据库
表关系图
PG view 和 funcion
view 部分说明
1.资金变化
- e2q_cash
说明: 初始化资金与当前资金的情况.
示例:
E2Q=> select * from e2q_cash;
-[ RECORD 1 ]---------------------
quantid | 1032451500
name | CLIENT874
stock | 600519
verid | 1
init_cash | 1000000
now_cash | 1009794
diff_cash | 9794
diff_per | 0.009794
day | 2023-11-03 00:00:00+08
end_day | 2024-07-22 00:00:00+08
2.资金变化
- e2q_cash_se
说明: 初始化资金与当前资金的情况.
示例:
E2Q=> select * from e2q_cash_se;
-[ RECORD 1 ]-------------------
quantid | 1032451498
name | CLIENT874
stock | 600030
tid | 113
credit | 1009794
verid | 1
symbol | 1
day | 2024-07-22 00:00:00+08
stat | end
-[ RECORD 2 ]-------------------
quantid | 1032451500
name | CLIENT874
stock | 600519
tid | 1
credit | 1000000
verid | 1
symbol | 3
day | 2023-11-03 00:00:00+08
stat | init
3.订单历史记录
- e2q_history
说明: 回测过程中的所有订单历史记录.
示例:
E2Q=> select * from e2q_history limit 2;
-[ RECORD 1 ]+-----------------------
sid | 2
verid | 1
symobl | 179593
stock | 600519
buy_price | 1811.24
buy_time | 2023-11-03 00:00:00+08
stop_price | 1812
stop_time | 2023-11-06 00:00:00+08
sell_adjpx | 11131.702
buy_adjpx | 11127.425
profit | 0.038
closetck | 1032451500
LossOrProfit | StopLoss
cash | 0
share | 0
quantid | 1032451500
bticket | 1032451500
sticket | 1032451502
position | 0.9
amount | 304
qty | 4
-[ RECORD 2 ]+-----------------------
sid | 7
verid | 1
symobl | 179593
stock | 600519
buy_price | 1791.17
buy_time | 2023-11-07 00:00:00+08
stop_price | 1798.34
stop_time | 2023-11-08 00:00:00+08
sell_adjpx | 11054.827
buy_adjpx | 11014.476
profit | 0.366
closetck | 1032451506
LossOrProfit | StopLoss
cash | 0
share | 0
quantid | 1032451500
bticket | 1032451506
sticket | 1032451508
position | 0.9
amount | 717
qty | 1
4.订单的仓位情况
- e2q_postion
说明: 回测过程中的关于订单占当前仓位的情况.
示例:
E2Q=> select * from e2q_postion limit 2;
-[ RECORD 1 ]-------------------
verid | 1
quantid | 1032451498
values | 0.9
type | 2
date | 2024-07-22 00:00:00+08
rule | mode_m_8/17/30/60
-[ RECORD 2 ]-------------------
verid | 1
quantid | 1032451498
values | 0.9
type | 2
date | 2024-07-18 00:00:00+08
rule | mode_m_8/17/30/60
5.参数的收益值
- e2q_profit
说明: 回测过程中的各个策略的参数收益情况.
示例:
E2Q=> SELECT * FROM "e2q_profit" limit 2;
-[ RECORD 1 ]+-------------
name | mode_ma
argv | 15/39
version | 1.3.0
quantid | 1036343292
init_cash | 200000.00298
profit | 198860.003
postion | 0.2
verid | 1
targetcompid | CLIENT2851
-[ RECORD 2 ]+-------------
name | mode_vma
argv | 5/13
version | 1.3.0
quantid | 1036343281
init_cash | 200000.00298
profit | 199148.003
postion | 0.2
verid | 1
targetcompid | CLIENT2852
6.风险(MVO)
- e2q_risk_performance
说明: mean-variance optimization(MVO) 数据 . risk 相关的，都是采用PyPortfolioOpt 生成
示例:
E2Q=> SELECT * FROM e2q_risk_performance limit 2;
-[ RECORD 1 ]-------------------
risk | Expected_annual_return
quantid | 1032131609
verid | 1
values | 0.3001
day | 2024-07-30 00:00:00+08
-[ RECORD 2 ]-------------------
risk | Annual_volatility
quantid | 1032131609
verid | 1
values | 38.2169
day | 2024-07-30 00:00:00+08
7.收益曲线(包含风险)
- e2q_risk_profit
说明: 收益曲线
示例:
E2Q=> SELECT * FROM e2q_risk_profit limit 2;
-[ RECORD 1 ]-------------
symbol | 1
ticket | 1032131615
closetck | 0
side | 1
quantid | 1032131609
ctime | 1409673600000
amount | 43875
buy_amount | 0
stock | 600048
verid | 1
profit | 0
profit_pre | 0
-[ RECORD 2 ]-------------
symbol | 1
ticket | 1032131617
closetck | 1032131615
side | 2
quantid | 1032131609
ctime | 1410451200000
amount | 42750
buy_amount | 43875
stock | 600048
verid | 1
profit | -1125
profit_pre | -0.025
8. 个股的风险仓位分布
- e2q_risk_value
说明: 个股的风险仓位分布,(不再使用)
示例:
E2Q=> SELECT * FROM e2q_risk_value limit 2;
-[ RECORD 1 ]-------------------
quantid | 1032206436
values | 0
day | 2014-08-26 00:00:00+08
stock | 601398
verid | 5
-[ RECORD 2 ]-------------------
quantid | 1032206432
values | 0
day | 2014-08-26 00:00:00+08
stock | 600048
verid | 5
9.股票池
- e2q_symbol_pool
说明: 股票池列表.
示例:
E2Q=> select * from e2q_symbol_pool limit 2;
-[ RECORD 1 ]--+-----------
quantid | 1036343281
count | 2
verid | 1
stock | 600048
trader_number | 2
trading_number | 0
-[ RECORD 2 ]--+-----------
quantid | 1036343282
count | 6
verid | 1
stock | 600048
trader_number | 5
trading_number | 1
10.正在交易中
- e2q_trading
说明: 正在交易进行中的订单.
示例:
E2Q=> select * from e2q_trading limit 2;
-[ RECORD 1 ]-----------
id | 1571
verid | 5
symbol | 294522
stock | 600028
open_price | 4.12
open_qty | 435
open_time | 2022/11/02
ticket | 1036344727
amount | 179220
quantid | 1036345708
name | mode_adxvma
argv | 25/65
-[ RECORD 2 ]-----------
id | 1952
verid | 6
symbol | 294523
stock | 601398
open_price | 4.32
open_qty | 46
open_time | 2022/12/28
ticket | 1036345108
amount | 19872
quantid | 1036346309
name | mode_adxvma
argv | 20/52
11.各个版本的收益统计
- e2q_risk_profit_count
说明: 各个版本的收益统计.
示例:
E2Q=> select * from e2q_risk_profit_count limit 2;
-[ RECORD 1 ]-------+--
profit<=-20.0 | 0
-20.0<profit<=-10.0 | 0
-10.0<profit<=-5.0 | 3
-5.0<profit<=0 | 2
0<profit<=5.0 | 1
5.0<profit<=10.0 | 2
10.0<profit<=30.0 | 0
30.0<profit<=80.0 | 0
80.0<profit | 0
12.各个版本的收益列
- e2q_risk_profit_count_list
说明: 各个版本的收益列表.
示例:
E2Q=> select * from e2q_risk_profit_count_list limit 2;
-[ RECORD 1 ]---------------
credits | 922101.3
profit | -7.789869999999996
verid | 4
-[ RECORD 2 ]---------------
credits | 943889.2
profit | -5.611080000000005
verid | 2
13.当前所有回测数据收益范围图表
- e2q_risk_profit_count_row
说明: 当前所有回测数据收益范围图表.
示例:
E2Q=> select * from e2q_risk_profit_count_row;
-[ RECORD 1 ]--------------
key | profit<=-20.0
value | 0
-[ RECORD 2 ]--------------
key | -20.0<profit<=-10.0
value | 0
-[ RECORD 3 ]--------------
key | -10.0<profit<=-5.0
value | 0
-[ RECORD 4 ]--------------
key | -5.0<profit<=0
value | 3
-[ RECORD 5 ]--------------
key | 0<profit<=5.0
value | 0
-[ RECORD 6 ]--------------
key | 5.0<profit<=10.0
value | 3
-[ RECORD 7 ]--------------
key | 10.0<profit<=30.0
value | 4
-[ RECORD 8 ]--------------
key | 30.0<profit<=80.0
value | 1
-[ RECORD 9 ]--------------
key | 80.0<profit
value | 0
14.股票状态
- e2q_symbol_status
说明: 股票状态.
示例:
E2Q=> select * from e2q_symbol_status limit 5;
-[ RECORD 1 ]---------------
id | 361
stock | 600875
sday | 2017-01-09 12:00:00
status | 交易
verid | 6
-[ RECORD 2 ]---------------
id | 482
stock | 600098
sday | 2018-05-03 12:00:00
status | 退出
verid | 7
-[ RECORD 3 ]---------------
id | 396
stock | 000060
sday | 2020-05-07 12:00:00
status | 退出
verid | 6
-[ RECORD 4 ]---------------
id | 684
stock | 000528
sday | 2023-09-04 12:00:00
status | 退出
verid | 10
-[ RECORD 5 ]---------------
id | 125
stock | 001979
sday | 2020-10-12 12:00:00
status | 退出
verid | 3
15.取委托的订单
- e2q_trade_detail
说明: 取委托的订单.
示例:
E2Q=> select * from e2q_trade_detail limit 5;
(0 rows)
function 部分说明
1.按版本查看不同账号资金情况
- quant_account
说明: 按版本查看不同账号资金情况.
- 参数: version_id
示例:
E2Q=> SELECT * FROM quant_account(1);
-[ RECORD 1 ]+----------
targetcompid | CLIENT845
sessionid | 845
balance | 925602.88
margin | 0
all_cash | 925602.88
mode | mode_ha
2.各个账号的账号的资金变动概要(日)
- quant_account_credit
说明: 各个账号的账号的资金变动概要(日).
- 参数: version_id
示例:
E2Q=> SELECT * FROM quant_account_credit(1) limit 2;
-[ RECORD 1 ]+-----------------------
credit | 1000000
targetcompid | CLIENT2850
pday | 2022-07-27 00:00:00+08
-[ RECORD 2 ]+-----------------------
credit | 980968
targetcompid | CLIENT2850
pday | 2022-08-03 00:00:00+08
3.各个账号的资金波动(最大/小的百分比)
- quant_account_credit_bands
说明: 各个账号的资金波动(最大/小的百分比).
- 参数: version_id
示例:
E2Q=> SELECT * FROM quant_account_credit_bands(1) limit 2;
-[ RECORD 1 ]-+-----------------------
btargetcompid | CLIENT2852
bmax_credit | 1000252
bmin_credit | 990243
binit_credit | 1000000
bmpday | 2022-08-16 00:00:00+08
-[ RECORD 2 ]-+-----------------------
btargetcompid | CLIENT2850
bmax_credit | 1000000
bmin_credit | 899328
binit_credit | 1000000
bmpday | 2022-07-27 00:00:00+08
4.各个账号的收益曲线(日)
- quant_account_credit_day
说明: 各个账号的收益曲线(日).
- 参数: version_id
示例:
E2Q=> SELECT * FROM quant_account_credit_day(1) limit 2;
-[ RECORD 1 ]-+-----------------------
dcredit | 1000000
dtargetcompid | CLIENT2850
dpday | 2022-07-27 00:00:00+08
dreturn_value | 0
-[ RECORD 2 ]-+-----------------------
dcredit | 980968
dtargetcompid | CLIENT2850
dpday | 2022-08-03 00:00:00+08
dreturn_value | -1.9032
5.各个账号的收益曲线(月)
- quant_account_credit_month
说明: 各个账号的收益曲线(月).
- 参数: version_id
示例:
E2Q=> SELECT * FROM quant_account_credit_month(1) limit 2;
-[ RECORD 1 ]-+-----------
dcredit | 1000000
dtargetcompid | CLIENT2850
dpday | 2022-07
dreturn_value | 0
-[ RECORD 2 ]-+-----------
dcredit | 899328
dtargetcompid | CLIENT2850
dpday | 2022-08
dreturn_value | -10.0672
6.各个账号的累计收益(%)
- quant_account_credit_sum
说明: 各个账号的累计收益(%).
- 参数: version_id
示例:
E2Q=> SELECT * FROM quant_account_credit_sum(1) limit 2;
-[ RECORD 1 ]-+-----------------------
dcredit | 1000000
dtargetcompid | CLIENT2850
dpday | 2022-07-27 00:00:00+08
dreturn_value | 0
-[ RECORD 2 ]-+-----------------------
dcredit | 980968
dtargetcompid | CLIENT2850
dpday | 2022-08-03 00:00:00+08
dreturn_value | -1.9032
7.各个 QuantId 的资金波动(最大/小的百分比)
- quant_bands
说明: 各个 QuantId 的资金波动(最大/小的百分比).
- 参数: version_id
示例:
E2Q=> SELECT * FROM quant_bands(1) limit 2;
-[ RECORD 1 ]----------------------
idxs | 1
quantid | 1036343299
name | mode_adxvma
argv | 5/13
init_cash | 200000.00298
min_pro | 171021
max_pro | 200000
min_diff | -14.489501274106425
max_diff | -1.4899999729002438e-06
-[ RECORD 2 ]----------------------
idxs | 2
quantid | 1036343301
name | mode_adxvma
argv | 15/39
init_cash | 200000.00298
min_pro | 180968
max_pro | 200000
min_diff | -9.516001348211574
max_diff | -1.4899999729002438e-06
8.订单交易时长比较(天)
- quant_order_day
说明: 各个 QuantId 的资金波动(最大/小的百分比).
- 参数: version_id
示例:
E2Q=> SELECT * FROM quant_order_day(1) limit 2;
-[ RECORD 1 ]-----------
rquantid | 1036343300
order_stock | 600048
order_day | 7
-[ RECORD 2 ]-----------
rquantid | 1036343299
order_stock | 600048
order_day | 8
9.订单收益过程中涨跌波幅张度(%)
- quant_order_tl
说明: 订单收益过程中涨跌波幅张度(%).
- 参数: version_id
示例:
E2Q=> SELECT * FROM quant_order_tl(1) limit 2;
-[ RECORD 1 ]--------
rquantid | 1036343300
rvalue | -5.42
rticket | 1036343155
rvtype | loss
-[ RECORD 2 ]--------
rquantid | 1036343300
rvalue | -8.409
rticket | 1036343155
rvtype | order
10.策略 ID 资金的详细变化.
- quant_profit
说明: 订单收益过程中涨跌波幅张度(%).
- 参数: quant_id
示例:
E2Q=> SELECT * FROM quant_profit(1036343292) limit 2;
-[ RECORD 1 ]-------------------
qid | 1036343292
margin | 9140
rticket | 243
profits | 0
pday | 2024-01-12 00:00:00
pside | 1
profit_x | 200000
profit_sum | 200000
-[ RECORD 2 ]-------------------
qid | 1036343292
margin | 0
rticket | 272
profits | 8000
pday | 2024-04-16 00:00:00
pside | 2
profit_x | -1140
profit_sum | 198860
11.资金的详细变化.
- quant_profit
说明: 资金的详细变化.
- 参数: verid
- 参数: offset
示例:
E2Q=> SELECT * FROM quant_profit_one_verid(1,0) limit 2;
-[ RECORD 1 ]--------------------
vday | 2022-07-27 00:00:00
vprofit_sum | 200000
stat | 开仓
pqid | 1036343299
qverid | 1
-[ RECORD 2 ]--------------------
vday | 2022-08-04 00:00:00
vprofit_sum | 180344
stat | 平仓
pqid | 1036343299
qverid | 1
12.个股及指数每天回报(%)
- quant_return_day
说明: 个股及指数每天回报(%).
- 参数: cficode
示例:
E2Q=> SELECT * from quant_return_day(179591) limit 5;
-[ RECORD 1 ]+----------------------
rstock | 600048
pday | 2014-06-04 00:00:00
price | 89.1838
return_value | 0
-[ RECORD 2 ]+----------------------
rstock | 600048
pday | 2014-06-05 00:00:00
price | 86.9694
return_value | -0.024829621523191563
-[ RECORD 3 ]+----------------------
rstock | 600048
pday | 2014-06-06 00:00:00
price | 88.077
return_value | 0.012735513870395853
-[ RECORD 4 ]+----------------------
rstock | 600048
pday | 2014-06-09 00:00:00
price | 88.235
return_value | 0.0017938848961704106
-[ RECORD 5 ]+----------------------
rstock | 600048
pday | 2014-06-10 00:00:00
price | 91.3986
return_value | 0.03585425284750952
13.返回个股月回报
- quant_return_fmonth
说明: 返回个股月回报.
- 参数: cficode
示例:
E2Q=> SELECT * from quant_return_fmonth(179591) limit 5;
-[ RECORD 1 ]+--------------------
rstock | 600048
pday | 2014-06
price | 89.1838
return_value | 0
-[ RECORD 2 ]+--------------------
rstock | 600048
pday | 2014-07
price | 88.551
return_value | -0.7095459040767529
-[ RECORD 3 ]+--------------------
rstock | 600048
pday | 2014-08
price | 105.1606
return_value | 18.757100428001944
-[ RECORD 4 ]+--------------------
rstock | 600048
pday | 2014-09
price | 99.7822
return_value | -5.114463021321672
-[ RECORD 5 ]+--------------------
rstock | 600048
pday | 2014-10
price | 97.8842
return_value | -1.9021428671646807
14.返回个股月累计回报
- quant_return_month
说明: 返回个股月累计回报.
- 参数: cficode
示例:
E2Q=> SELECT * from quant_return_month(179591) limit 5;
-[ RECORD 1 ]+--------------------
rstock | 600048
pday | 2014-06
price | 89.1838
return_value | 0
-[ RECORD 2 ]+--------------------
rstock | 600048
pday | 2014-07
price | 88.551
return_value | -0.7095459040767529
-[ RECORD 3 ]+--------------------
rstock | 600048
pday | 2014-08
price | 105.1606
return_value | 17.91446428611474
-[ RECORD 4 ]+--------------------
rstock | 600048
pday | 2014-09
price | 99.7822
return_value | 11.88377261341185
-[ RECORD 5 ]+--------------------
rstock | 600048
pday | 2014-10
price | 97.8842
return_value | 9.755583413131086
15.返回个股日线周期累计回报收益
- quant_return
说明: 返回个股日线周期累计回报收益.
- 参数: cficode
示例:
E2Q=> SELECT * from quant_return(179591) limit 5;
-[ RECORD 1 ]+--------------------
rstock | 600048
pday | 2014-06-04 00:00:00
price | 89.1838
return_value | 0
-[ RECORD 2 ]+--------------------
rstock | 600048
pday | 2014-06-05 00:00:00
price | 86.9694
return_value | -2.482962152319156
-[ RECORD 3 ]+--------------------
rstock | 600048
pday | 2014-06-06 00:00:00
price | 88.077
return_value | -1.2410325642100994
-[ RECORD 4 ]+--------------------
rstock | 600048
pday | 2014-06-09 00:00:00
price | 88.235
return_value | -1.0638703441656507
-[ RECORD 5 ]+--------------------
rstock | 600048
pday | 2014-06-10 00:00:00
price | 91.3986
return_value | 2.483410664268619
16.各个 QuantId 止赢止损平仓(数量)比
- quant_take_loss
说明: 各个 QuantId 止赢止损平仓(数量)比.
- 参数: verid
示例:
E2Q=> SELECT * from quant_take_loss(1) limit 2;
-[ RECORD 1 ]-------
type | 100
stat | 策略平仓
quantid | 1036343281
number | 3
-[ RECORD 2 ]-------
type | 100
stat | 策略平仓
quantid | 1036343282
number | 7
17.基本指标-adxvma
- indicator_adxvma
说明: 基本指标-adxvma.
- 参数: verid
示例:
E2Q=> SELECT * from indicator_adxvma(1) limit 2;
-[ RECORD 1 ]-------
type | 100
stat | 策略平仓
quantid | 1036343281
number | 3
-[ RECORD 2 ]-------
type | 100
stat | 策略平仓
quantid | 1036343282
number | 7
18.基本指标-report log
- **indicator_report_log **
说明: 基本指标-adxvma.
- 参数: verid
- 参数: 类型ID
示例:
E2Q=> SELECT * from indicator_report_log (1, 60) limit 2;
-[ RECORD 1 ]-------
type | 100
stat | 策略平仓
quantid | 1036343281
number | 3
-[ RECORD 2 ]-------
type | 100
stat | 策略平仓
quantid | 1036343282
number | 7
19.基本指标-SharpeRatio
- **indicator_sharpe_ratio **
说明: 基本指标-adxvma.
- 参数: verid
示例:
E2Q=> SELECT * from indicator_sharpe_ratio (1) limit 2;
(0 rows)
20.各种时长的综合收益比(%)
- **quant_order_day_sum **
说明: 各种时长的综合收益比(%).
- 参数: verid
示例:
E2Q=> SELECT * from quant_order_day_count (1) ;
profits | time_long
---------------------+-----------
-1.2371564278554426 | 1-5
2.587309727542426 | 20-90
-2.925019796170004 | 5-20
4.994651350376545 | 90
(4 rows)
21.资金波动(%)/日
- **quant_order_day_sum **
说明: 资金波动(%)/日.
- 参数: verid
示例:
E2Q=> select * from quant_risk_profix(1) limit 2;
rid | rquantid | rday | rcredit | rpcredit_first | rpcredit_pre
-----+------------+------------------------+---------+----------------+--------------
1 | 1055023176 | 2021-05-12 00:00:00+08 | 1000000 | 0 | 0
3 | 1055023180 | 2021-05-12 00:00:00+08 | 1000000 | 0 | 0
(2 rows)
22.资金波动(%)/月
- **quant_risk_profix_month **
说明: 资金波动(%)/月.
- 参数: verid
示例:
E2Q=> select * from quant_risk_profix_month(1) limit 2;
rid | rquantid | rday | rcredit | rpcredit_first | rpcredit_pre
-----+------------+---------+---------+----------------+---------------------
1 | 1055023176 | 2021-05 | 1000000 | 0 | 0
33 | 1055023160 | 2021-06 | 1002528 | 2528 | 0.25279999999999997
(2 rows)
23.资金波动(%)/月
- **quant_risk_profix_month **
说明: 资金波动(%)/月.
- 参数: verid
示例:
E2Q=> select * from quant_risk_profix_month(1) limit 2;
rid | rquantid | rday | rcredit | rpcredit_first | rpcredit_pre
-----+------------+---------+---------+----------------+---------------------
1 | 1055023176 | 2021-05 | 1000000 | 0 | 0
33 | 1055023160 | 2021-06 | 1002528 | 2528 | 0.25279999999999997
(2 rows)
24.账号每天余额
- **risk_balance_for_day **
说明: 账号每天余额.
- 参数: verid
- 参数: _init_cash 初始化的金额
示例:
E2Q=> select * from risk_balance_for_day(1,10000000) limit 3;
tday | balances
------------------------+----------
2021-05-12 00:00:00+08 | 41645046
2021-05-13 00:00:00+08 | 23197601
2021-05-14 00:00:00+08 | 13747785
(3 rows)
25.账号余额
- **risk_balance_for_total **
说明: 账号余额.
- 参数: verid
- 参数: _init_cash 初始化的金额
关联: risk_balance_for_total_loop
示例:
26.账号每天信用
- **risk_credit_for_day **
说明: 账号每天信用.
- 参数: verid
- 参数: _init_cash 初始化的金额
示例:
E2Q=> select * from risk_credit_for_day(1,10000000) limit 5;
tday | credits
------------------------+------------
2024-07-29 00:00:00+08 | 7436564.85
2024-07-24 00:00:00+08 | 7425219.85
2024-07-23 00:00:00+08 | 7419234.05
2024-07-12 00:00:00+08 | 7525032.05
2024-07-11 00:00:00+08 | 7525035.05
(5 rows)
27.账号信用
- **risk_credit_for_total **
说明: 账号信用.
- 参数: verid
- 参数: _init_cash 初始化的金额
关联: risk_credit_for_total_loop
示例:
28.账号每天投入金
- **risk_credit_for_day **
说明: 账号每天投入金.
- 参数: verid
- 参数: _init_cash 初始化的金额
示例:
E2Q=> select * from risk_margin_for_day(1,10000000) limit 5;
tday | margins
------------------------+----------
2021-05-12 00:00:00+08 | 41354954
2021-05-13 00:00:00+08 | 21798092
2021-05-14 00:00:00+08 | 12247908
2021-05-20 00:00:00+08 | 11349142
2021-05-21 00:00:00+08 | 11820306
(5 rows)
29.账号投入金
- **risk_margin_for_total **
说明: 账号投入金.
- 参数: verid
- 参数: _init_cash 初始化的金额
关联: risk_margin_for_total_loop
示例:
30.订单收益回报(%)
- **risk_returns_for_day **
说明: 订单收益回报.
- 参数: verid
- 参数: _init_cash 初始化的金额
示例:
E2Q=> select * from risk_returns_for_day(1,10000000) limit 5;
tdays | credits | returns_day
------------------------+----------+---------------------
2021-05-12 00:00:00+08 | 43000000 | 0
2021-05-13 00:00:00+08 | 24995693 | -41.87048139534883
2021-05-14 00:00:00+08 | 15995693 | -62.800713953488376
2021-05-20 00:00:00+08 | 16034749 | -62.709886046511635
2021-05-21 00:00:00+08 | 16034746 | -62.709893023255816
(5 rows)
31.订单收益回报(%)/月
- **risk_returns_for_month **
说明: 订单收益回报(%)/月.
- 参数: verid
- 参数: _init_cash 初始化的金额
示例:
E2Q=> select * from risk_returns_for_month(1,10000000) limit 5;
tdays | credits | returns_month
---------+-------------+--------------------
2021-05 | 43000000 | 0
2021-06 | 16023293 | -62.73652790697675
2021-07 | 16055731.23 | -62.6610901627907
2021-08 | 7096224.67 | -83.49715193023255
2021-09 | 7062237.67 | -83.57619146511628
(5 rows)
多股票风险 部分说明
1.每日累计收益回报情况(%)
- risk_credit_for_day
说明: 每日累计收益回报情况(%).
- 参数: verid
示例:
E2Q=> select * from risk_returns_for_day(1,1000000) limit 3;
-[ RECORD 1 ]-----------------------
tdays | 2020-06-15 00:00:00+08
credits | 3000000
returns_day | 0
-[ RECORD 2 ]-----------------------
tdays | 2020-06-16 00:00:00+08
credits | 3013736
returns_day | 0.45786666666666664
-[ RECORD 3 ]-----------------------
tdays | 2020-06-17 00:00:00+08
credits | 3013736
returns_day | 0.45786666666666664
2.每月累计收益回报情况(%)
- risk_returns_for_month
说明: 每月累计收益回报情况(%).
- 参数: verid
示例:
E2Q=> select * from risk_returns_for_month(1,1000000) limit 3;
-[ RECORD 1 ]-+---------------------
tdays | 2020-06
credits | 3000000
returns_month | 0
-[ RECORD 2 ]-+---------------------
tdays | 2020-07
credits | 2991908
returns_month | -0.2697333333333333
-[ RECORD 3 ]-+---------------------
tdays | 2020-08
credits | 2995067
returns_month | -0.16443333333333335
3.资金变动概要(日)
- risk_credit_for_day
说明: 资金变动概要(日).
- 参数: verid
示例:
E2Q=> select * from risk_credit_for_day(1,1000000) limit 3;
-[ RECORD 1 ]-------------------
tday | 2020-06-15 00:00:00+08
credits | 3000000
-[ RECORD 2 ]-------------------
tday | 2020-06-16 00:00:00+08
credits | 3013736
-[ RECORD 3 ]-------------------
tday | 2020-06-17 00:00:00+08
credits | 3013736
数据可以采用 BI 分析
metabase 数据分析
来源: metabase
