Beispiel #1
0
    def execute_transaction(self, txn):
        # Update Position
        # ----------------
        sid = txn.sid

        if sid not in self.positions:
            position = Position(sid)
            self.positions[sid] = position
        else:
            position = self.positions[sid]

        position.update(txn)

        if position.amount == 0:
            # if this position now has 0 shares, remove it from our internal
            # bookkeeping.
            del self.positions[sid]

            try:
                # if this position exists in our user-facing dictionary,
                # remove it as well.
                del self._positions_store[sid]
            except KeyError:
                pass

        self._update_asset(sid)
Beispiel #2
0
    def execute_transaction(self, txn):
        # Update Position
        # ----------------
        sid = txn.sid

        if sid not in self.positions:
            position = Position(sid)
            self.positions[sid] = position
        else:
            position = self.positions[sid]
        position.update(txn)

        if position.amount == 0:
            # if this position now has 0 shares, remove it from our internal
            # bookkeeping.
            del self.positions[sid]

            # GD FIXING ISSUE OF MIXING MULTIPLE MULTIPLIERS
            # FIXME TODO check that this is ok forever..
            del self._position_value_multipliers[sid]
            del self._position_exposure_multipliers[sid]

            try:
                # if this position exists in our user-facing dictionary,
                # remove it as well.
                del self._positions_store[sid]
            except KeyError:
                pass
        else:
            self._update_asset(sid)
Beispiel #3
0
    def execute_transaction(self, txn):
        # Update Position
        # ----------------
        sid = txn.sid

        if sid not in self.positions:
            position = Position(sid)
            self.positions[sid] = position
        else:
            position = self.positions[sid]

        position.update(txn)

        if position.amount == 0:
            # if this position now has 0 shares, remove it from our internal
            # bookkeeping.
            del self.positions[sid]

            try:
                # if this position exists in our user-facing dictionary,
                # remove it as well.
                del self._positions_store[sid]
            except KeyError:
                pass

        self._update_asset(sid)
Beispiel #4
0
    def execute_transaction(self, txn):
        # Update Position
        # ----------------
        sid = txn.sid

        if sid not in self.positions:
            position = Position(sid)
            self.positions[sid] = position
        else:
            position = self.positions[sid]
        position.update(txn)

        if position.amount == 0:
            # if this position now has 0 shares, remove it from our internal
            # bookkeeping.
            del self.positions[sid]

            # GD FIXING ISSUE OF MIXING MULTIPLE MULTIPLIERS
            # FIXME TODO check that this is ok forever..
            del self._position_value_multipliers[sid]
            del self._position_exposure_multipliers[sid]

            try:
                # if this position exists in our user-facing dictionary,
                # remove it as well.
                del self._positions_store[sid]
            except KeyError:
                pass
        else:
            self._update_asset(sid)
Beispiel #5
0
    def execute_transaction(self, txn):
        # Update Position
        # ----------------
        asset = txn.asset

        if asset not in self.positions:
            position = Position(asset)
            self.positions[asset] = position
        else:
            position = self.positions[asset]

        position.update(txn)

        if position.amount == 0:
            del self.positions[asset]

            try:
                # if this position exists in our user-facing dictionary,
                # remove it as well.
                del self._positions_store[asset]
            except KeyError:
                pass
Beispiel #6
0
    def execute_transaction(self, txn):
        # Update Position
        # ----------------
        asset = txn.asset

        if asset not in self.positions:
            position = Position(asset)
            self.positions[asset] = position
        else:
            position = self.positions[asset]

        position.update(txn)

        if position.amount == 0:
            del self.positions[asset]

            try:
                # if this position exists in our user-facing dictionary,
                # remove it as well.
                del self._positions_store[asset]
            except KeyError:
                pass