_performance.py 文件源码

def trade_summary_all(self):
        dct = OrderedDict()
        panel = pd.Panel(self.trade_summary).swapaxes(0, 1)
        for field in panel.keys():
            if field.startswith(u"?"):
                dct[field] = panel[field].apply(np.sum, axis=0)
        for field in [u"??????", u"??????"]:
            dct[field] = panel[field].apply(np.max, axis=0)
        dct[u"??????"] = dct[u"???"] / dct[u"?????"]
        dct[u"??????"] = dct[u"???"] / dct[u"?????"]
        dct[u"????????"] = dct[u"?????"] / dct[u"?????"]
        dct[u"????????"] = dct[u"?????"] / dct[u"?????"]
        dct[u"??????"] = (dct[u"?????"] / dct[u"?????"]).astype(str)
        dct[u"?????"] = dct[u"?????"].astype(str)
        dct[u"??"] = dct[u"?????"] / dct[u"?????"]
        orders = self.order_details
        start = orders["??????"].iloc[0]
        end = orders["??????"].iloc[-1]
        dct[u"????"] = [_workdays(start, end), np.nan, np.nan]
        result = pd.DataFrame(data=dct).T
        return result