def _fill(self, order, price):
'''Fill the order at this price and delete the order
from the pending list.'''
del self._orders[order.id]
pos = self._positions.pop(order.asset, None)
if pos is None:
pos = zp.Position(order.asset)
pos.amount = 0
pos.cost_basis = 0
new_amount = pos.amount + order.amount
if new_amount < 0:
log.warn('not enough shares')
return
volume = price * order.amount
self._portfolio.cash -= volume
self._account.cash = self._portfolio.cash
self._account.buying_power -= volume
if new_amount == 0:
return
new_volume = price * order.amount + pos.cost_basis * pos.amount
pos.cost_basis = new_volume / new_amount
pos.amount = new_amount
pos.last_sale_date = self.now
self._positions[order.asset] = pos
def positions(self):
'''
pos = self._api.list_positions()
return pos
'''
z_positions = zp.Positions()
positions = self._api.list_positions()
position_map = {}
symbols = []
for pos in positions:
symbol = pos.symbol
try:
z_position = zp.Position(symbol_lookup(symbol))
except SymbolNotFound:
continue
z_position.amount = int(pos.qty)
z_position.cost_basis = float(pos.cost_basis) / float(pos.qty)
z_position.last_sale_price = None
z_position.last_sale_date = None
z_positions[symbol_lookup(symbol)] = z_position
z_position.last_sale_price = np.nan
z_position.last_sale_date = pd.NaT
symbols.append(symbol)
position_map[symbol] = z_position
return z_positions
def positions(self):
z_positions = zp.Positions()
positions = self._api.list_positions()
position_map = {}
symbols = []
for pos in positions:
symbol = pos.symbol
try:
z_position = zp.Position(symbol_lookup(symbol))
except SymbolNotFound:
continue
z_position.amount = int(pos.qty)
z_position.cost_basis = float(pos.cost_basis) / float(pos.qty)
z_position.last_sale_price = None
z_position.last_sale_date = None
z_positions[symbol_lookup(symbol)] = z_position
symbols.append(symbol)
position_map[symbol] = z_position
trades = self._symbol_trades(symbols)
for symbol, trade in trades.items():
z_position = position_map[symbol]
if trade is None:
z_position.last_sale_price = np.nan
z_position.last_sale_date = pd.NaT
else:
z_position.last_sale_price = float(trade.price)
z_position.last_sale_date = trade.timestamp
return z_positions
def positions(self):
z_positions = zp.Positions()
positions = self._api.list_positions()
position_map = {}
symbols = []
for pos in positions:
symbol = pos.symbol
try:
z_position = zp.Position(symbol_lookup(symbol))
except SymbolNotFound:
continue
z_position.amount = int(pos.qty)
z_position.cost_basis = float(pos.cost_basis) / float(pos.qty)
z_position.last_sale_price = None
z_position.last_sale_date = None
z_positions[symbol_lookup(symbol)] = z_position
symbols.append(symbol)
position_map[symbol] = z_position
quotes = self._api.list_quotes(symbols)
for quote in quotes:
price = quote.last
dt = quote.last_timestamp
z_position = position_map[quote.symbol]
z_position.last_sale_price = float(price)
z_position.last_sale_date = dt
return z_positions
def set_position(self, symbol, amount, cost_basis,
last_sale_price=None, last_sale_date=None):
asset = api.symbol(symbol) if isinstance(symbol, str) else symbol
pos = zp.Position(asset)
pos.amount = amount
pos.cost_basis = cost_basis
pos.last_sale_price = last_sale_price
pos.last_sale_date = last_sale_date
self._positions[asset] = pos
