判斷結算日的函式

在策略進行回測時，常會需要判斷當天是否為結算日，以進行策略的微調，台股在2008年12月以前是在每個月的第三個星期三為最後交易日，星期四開盤時進 行結算，而2008年12月起，每個月的第三個星期三為最後交易日，亦為結算日，結算時以13:00至13:30的加權平均為結算價，但是2010年2月 與2010年6月因為假日的關係，結算日並非在第三個星期三，因此無法以程式自動推算結算日，筆者就利用查表的方式，將結算日寫成一個函式，當需要判斷結 算日時，則呼叫此函式即可判斷。以下即為此函式的原始碼：

函式名稱：IsSettleDay
回傳值：true or false

Input : ExDate(NumericSimple);
Variables : Counter(0), IsFound(false);
Arrays : SettleDate[113](0);

SettleDate[0] = 1010117;
SettleDate[1] = 1010221;
SettleDate[2] = 1010321;
SettleDate[3] = 1010418;
SettleDate[4] = 1010516;
SettleDate[5] = 1010620;
SettleDate[6] = 1010718;
SettleDate[7] = 1010815;
SettleDate[8] = 1010919;
SettleDate[9] = 1011017;
SettleDate[10] = 1011121;
SettleDate[11] = 1011219;
SettleDate[12] = 1020116;
SettleDate[13] = 1020220;
SettleDate[14] = 1020320;
SettleDate[15] = 1020417;
SettleDate[16] = 1020515;
SettleDate[17] = 1020619;
SettleDate[18] = 1020717;
SettleDate[19] = 1020821;
SettleDate[20] = 1020918;
SettleDate[21] = 1021016;
SettleDate[22] = 1021120;
SettleDate[23] = 1021218;
SettleDate[24] = 1030115;
SettleDate[25] = 1030219;
SettleDate[26] = 1030319;
SettleDate[27] = 1030416;
SettleDate[28] = 1030521;
SettleDate[29] = 1030618;
SettleDate[30] = 1030716;
SettleDate[31] = 1030820;
SettleDate[32] = 1030917;
SettleDate[33] = 1031015;
SettleDate[34] = 1031119;
SettleDate[35] = 1031217;
SettleDate[36] = 1040127;
SettleDate[37] = 1040218;
SettleDate[38] = 1040317;
SettleDate[39] = 1040421;
SettleDate[40] = 1040519;
SettleDate[41] = 1040616;
SettleDate[42] = 1040721;
SettleDate[43] = 1040818;
SettleDate[44] = 1040915;
SettleDate[45] = 1041020;
SettleDate[46] = 1041117;
SettleDate[47] = 1041215;
SettleDate[48] = 1050119;
SettleDate[49] = 1050203;
SettleDate[50] = 1050316;
SettleDate[51] = 1050420;
SettleDate[52] = 1050518;
SettleDate[53] = 1050615;
SettleDate[54] = 1050720;
SettleDate[55] = 1050817;
SettleDate[56] = 1050921;
SettleDate[57] = 1051019;
SettleDate[58] = 1051116;
SettleDate[59] = 1051221;
SettleDate[60] = 1060118;
SettleDate[61] = 1060215;
SettleDate[62] = 1060315;
SettleDate[63] = 1060419;
SettleDate[64] = 1060517;
SettleDate[65] = 1060621;
SettleDate[66] = 1060719;
SettleDate[67] = 1060816;
SettleDate[68] = 1060920;
SettleDate[69] = 1061018;
SettleDate[70] = 1061115;
SettleDate[71] = 1061220;
SettleDate[72] = 1070117;
SettleDate[73] = 1070226;
SettleDate[74] = 1070321;
SettleDate[75] = 1070418;
SettleDate[76] = 1070516;
SettleDate[77] = 1070620;
SettleDate[78] = 1070718;
SettleDate[79] = 1070815;
SettleDate[80] = 1070919;
SettleDate[81] = 1071017;
SettleDate[82] = 1071121;
SettleDate[83] = 1071219;
SettleDate[84] = 1080116;
SettleDate[85] = 1080220;
SettleDate[86] = 1080319;
SettleDate[87] = 1080416;
SettleDate[88] = 1080521;
SettleDate[89] = 1080618;
SettleDate[90] = 1080716;
SettleDate[91] = 1080820;
SettleDate[92] = 1080917;
SettleDate[93] = 1081015;
SettleDate[94] = 1081119;
SettleDate[95] = 1081217;
SettleDate[96] = 1090121;
SettleDate[97] = 1090218;
SettleDate[98] = 1090318;
SettleDate[99] = 1090415;
SettleDate[100] = 1090520;
SettleDate[101] = 1090617;
SettleDate[102] = 1090715;
SettleDate[103] = 1090819;
SettleDate[104] = 1090916;
SettleDate[105] = 1091021;
SettleDate[106] = 1091118;
SettleDate[107] = 1091216;
SettleDate[108] = 1100120;
SettleDate[109] = 1100222;
SettleDate[110] = 1100317;
SettleDate[111] = 1100421;
SettleDate[112] = 1100519;
SettleDate[113] = 1100617;

IsFound = false;
For Counter = 0 To 113
Begin
If SettleDate[Counter] = ExDate Then
IsFound = true;
End;
IsSettleDay = IsFound;

在圖1中，是畫出日Ｋ線圖，然後寫一個指標，若為結算日則值為1，否則為0，以驗證函式的正確性。

 圖1. 標示結算日