kquant API document (0.3.6)

handle_stock_split

액면분할을 처리하는 함수

handle_stock_split(
    ratio: 'int',
    df_position: 'pd.DataFrame',
) -> pd.DataFrame

• ratio (int): 분할비율
• df_position (pd.DataFrame): 변환 전 포지션 정보 데이터프레임
• 반환값 (pd.DataFrame): 변환 후 포지션 정보 데이터프레임

예제 코드

import kquant as kq

df_result1, df_position1 = kq.backtest_update_stock_daily(
    "158430",
    3,
    "2023-09-05",
    init_cash=100_000,
)

[2023-09-05] 종목: 158430, 주문전 보유수량:      0 주문수량:      3, 매매수량:      3, 주문후 보유수량:      3

df_result1

	DATE	SYMBOL	PRICE	ORDER	QTY	TRADE_PRICE	POSITION	AVG_PRICE	FEE	TRADE_TAX	SLIPPAGE	CASHFLOW	CASH	HIST_VALUE	STOCK_VALUE	TOTAL_VALUE	REAL_PROFIT	UNREAL_PROFIT	PROFIT	HIGHWATERMARK	DRAWDOWN
0	2023-09-05	158430	4,490	3	3	4,490	3	4,490.0000	0	0	0	-13,470	86,530	13,470	13,470	100,000	0	0	0	100,000	0

df_position1

	DATE	SYMBOL	QTY	TRADE_PRICE	HIST_VALUE	FEE	NOT_DELETE
0	2023-09-05	158430	3	4,490	13,470	0	True

df_position1_adj = kq.handle_stock_split(5, df_position1)

df_position1_adj

	DATE	SYMBOL	QTY	TRADE_PRICE	HIST_VALUE	FEE	NOT_DELETE
0	2023-09-05	158430	15	898	13,470	0	True

df_result2, df_position2 = kq.backtest_update_stock_daily(
   "158430",
   0,
   "2023-09-06",
   df_result1,
   df_position1_adj,
)

[2023-09-06] 종목: 158430, 주문전 보유수량:     15 주문수량:      0, 매매수량:      0, 주문후 보유수량:     15

df_result2

	DATE	SYMBOL	PRICE	ORDER	QTY	TRADE_PRICE	POSITION	AVG_PRICE	FEE	TRADE_TAX	SLIPPAGE	CASHFLOW	CASH	HIST_VALUE	STOCK_VALUE	TOTAL_VALUE	REAL_PROFIT	UNREAL_PROFIT	PROFIT	HIGHWATERMARK	DRAWDOWN
0	2023-09-05	158430	4,490	3	3	4,490	3	4,490.0000	0	0	0	-13,470	86,530	13,470	13,470	100,000	0	0	0	100,000	0
1	2023-09-06	158430	4,100	0	0	0	15	898.0000	0	0	0	0	86,530	13,470	61,500	148,030	0	48,030	48,030	148,030	0

df_position2

	DATE	SYMBOL	QTY	TRADE_PRICE	HIST_VALUE	FEE	NOT_DELETE
0	2023-09-05	158430	15	898	13,470	0	True