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-  金字塔客服中心 - 专业程序化交易软件提供商  (http://222.73.7.161/bbs/index.asp)
--  公式模型编写问题提交  (http://222.73.7.161/bbs/list.asp?boardid=4)
----  [原创]期货成本价计算  (http://222.73.7.161/bbs/dispbbs.asp?boardid=4&id=5206)
--  作者：z7c9
--  发布时间：2011/2/18 19:27:49
--  [原创]期货成本价计算

//做多,固定手续费

costprice*multiplier*lots-enterprice*multiplier*lots = 2*commission*lots;

(costprice-enterprice)*multiplier = 2*commission;

costprice-enterprice = 2*commission/multiplier;

costprice = enterprice+2*commission/multiplier;

costprice = trimprice(enterprice+2*commission/multiplier)+mindiff;

//做空,固定手续费

enterprice*multiplier*lots - costprice*multiplier*lots = 2*commission*lots;

(enterprice-costprice)*multiplier = 2*commission;

enterprice-costprice = 2*commission/multiplier;

costprice = enterprice-2*commission;

costprice = trimprice(enterprice-2*commission/multiplier)-mindiff;

//做多,百分比手续费

costprice*multiplier*lots - enterprice*multiplier*lots = enterprice*multiplier*lots*commission + costprice*multiplier*lots*commission;

costprice-enterprice = enterprice*commission + costprice*commission;

costprice-costprice*commission = enterprice+enterprice*commission;

costprice*(1-commission) = enterprice*(1+commission);

costprice = enterprice*(1+commission)/(1-commission);

costprice = trimprice(enterprice*(1+commission)/(1-commission))+mindiff;

//做空,百分比手续费

enterprice*multiplier*lots - costprice*multiplier*lots = enterprice*multiplier*lots*commission + costprice*multiplier*lots*commission;

enterprice-costprice = enterprice*commission + costprice*commission;

costprice+costprice*commission = enterprice-enterprice*commission;

costprice*(1+commission) = enterprice*(1-commission);

costprice = enterprice*(1-commission)/(1+commission);

costprice = trimprice(enterprice*(1+commission)/(1-commission))-mindiff;