FundsRecord.h

浏览该文件的文档.

/*
 * FundsRecord.h
 *
 *  Created on: 2013-5-2
 *      Author: fasiondog
 */

#ifndef FUNDSRECORD_H_
#define FUNDSRECORD_H_

#include "../DataType.h"
#include "../config.h"

#if HKU_SUPPORT_SERIALIZATION
#include <boost/serialization/nvp.hpp>
#endif

namespace hku {

class HKU_API FundsRecord {
public:
    FundsRecord();
    FundsRecord(price_t cash,
            price_t market_value, price_t short_market_value,
            price_t base_cash, price_t base_asset,
            price_t borrow_cash, price_t borrow_asset);

    price_t cash;            
    price_t market_value;    
    price_t short_market_value; 
    price_t base_cash;       
    price_t base_asset;      
    price_t borrow_cash;     
    price_t borrow_asset;    
    //当前总资产 = 现金 + 多头市值 + 空头数量×（借入价格 - 当前价格)
    //         = cash + market_value + borrow_asset - short_market_value
    //当前负债 = 借入的资金 + 借入的资产价值
    //        = borrow_cash + borrow_asset
    //当前净资产 = 总资产 - 负债
    //         = cash + market_value - short_market_value - borrow_cash
    //当前投入本值资产 = 投入本金 + 投入资产价值
    //               = base_cash + base_asset
    //当前收益 = 当前净资产 - 当前投入本值资产
    //        = cash + market_value - short_market_value - borrow_cash - base_cash - base_asset

    //序列化支持
#if HKU_SUPPORT_SERIALIZATION
private:
    friend class boost::serialization::access;
    template<class Archive>
    void serialize(Archive & ar, const unsigned int version) {
        ar & BOOST_SERIALIZATION_NVP(cash);
        ar & BOOST_SERIALIZATION_NVP(market_value);
        ar & BOOST_SERIALIZATION_NVP(short_market_value);
        ar & BOOST_SERIALIZATION_NVP(base_cash);
        ar & BOOST_SERIALIZATION_NVP(base_asset);
        ar & BOOST_SERIALIZATION_NVP(borrow_cash);
        ar & BOOST_SERIALIZATION_NVP(borrow_asset);
    }
#endif
};


HKU_API std::ostream & operator<<(std::ostream &, const FundsRecord&);

bool HKU_API operator==(const FundsRecord& d1, const FundsRecord& d2);

} /* namespace hku */
#endif /* FUNDSRECORD_H_ */