def renew_all_market_position(self):
# positions = utils.get_trader(common_pb2.FULL_INFO).positions
ress = utils.get_trader(common_pb2.FULL_INFO)
positions=ress.positions
rorders=[]
# if hasattr(utils.get_trader(common_pb2.FULL_INFO),"orders"):
# orderrr=utils.get_trader(common_pb2.FULL_INFO).orders
#
# rorders=list(orderrr.orders.values())
if hasattr(ress,"orders"):
orderrr=ress.orders
rorders=list(orderrr.orders.values())
#todo
self.remaining_orders=rorders
for symbol in SYMBOLS:
market_position = 0
avg_entry_price = 0
unrealized_pnl = 0
if hasattr(positions, 'long_positions') and positions.long_positions[symbol] is not None:
if hasattr(positions.long_positions[symbol], 'volume'):
if positions.long_positions[symbol].volume > 0:
market_position = positions.long_positions[symbol].volume
avg_entry_price = positions.long_positions[symbol].avg_price
unrealized_pnl = positions.long_positions[symbol].unrealized_pnl
if hasattr(positions, 'short_positions') and positions.short_positions[symbol] is not None:
if hasattr(positions.short_positions[symbol], 'volume'):
if positions.short_positions[symbol].volume > 0:
market_position = - positions.short_positions[symbol].volume
avg_entry_price = positions.short_positions[symbol].avg_price
unrealized_pnl = positions.short_positions[symbol].unrealized_pnl
self.marketPosition[symbol] = market_position
self.averageEntryPrice[symbol] = avg_entry_price
self.unrealizedPnl[symbol] = unrealized_pnl
for symbol in UNDERLYING:
market_position = 0
avg_entry_price = 0
unrealized_pnl = 0
if hasattr(positions, 'long_positions') and positions.long_positions[symbol] is not None:
if hasattr(positions.long_positions[symbol], 'volume'):
if positions.long_positions[symbol].volume > 0:
market_position = positions.long_positions[symbol].volume
avg_entry_price = positions.long_positions[symbol].avg_price
unrealized_pnl = positions.long_positions[symbol].unrealized_pnl
if hasattr(positions, 'short_positions') and positions.short_positions[symbol] is not None:
if hasattr(positions.short_positions[symbol], 'volume'):
if positions.short_positions[symbol].volume > 0:
market_position = - positions.short_positions[symbol].volume
avg_entry_price = positions.short_positions[symbol].avg_price
unrealized_pnl = positions.short_positions[symbol].unrealized_pnl
self.marketPosition[symbol] = market_position
self.averageEntryPrice[symbol] = avg_entry_price
self.unrealizedPnl[symbol] = unrealized_pnl
return self.marketPosition
def renew_market_positionandorder(self,symbol,thisorder):
ress=utils.get_trader(common_pb2.FULL_INFO)
rorders = []
if hasattr(ress, "orders"):
orderrr = ress.orders.orders
for id in thisorder.outgoingorder:
if not id is None:
if not orderrr[id].symbol=='':
rorders.append(orderrr[id])
self.remaining_orders = rorders
market_position = 0
avg_entry_price = 0
unrealized_pnl = 0
positions=ress.positions
if hasattr(positions, 'long_positions') and positions.long_positions[symbol] is not None:
if hasattr(positions.long_positions[symbol], 'volume'):
if positions.long_positions[symbol].volume > 0:
self.marketLongPosition[symbol]=positions.long_positions[symbol].volume
market_position = positions.long_positions[symbol].volume
avg_entry_price = positions.long_positions[symbol].avg_price
unrealized_pnl = positions.long_positions[symbol].unrealized_pnl
if hasattr(positions, 'short_positions') and positions.short_positions[symbol] is not None:
if hasattr(positions.short_positions[symbol], 'volume'):
if positions.short_positions[symbol].volume > 0:
self.marketShortPosition[symbol]=positions.short_positions[symbol].volume
market_position = - positions.short_positions[symbol].volume
avg_entry_price = positions.short_positions[symbol].avg_price
unrealized_pnl = positions.short_positions[symbol].unrealized_pnl
self.marketPosition[symbol] = market_position
self.averageEntryPrice[symbol] = avg_entry_price
self.unrealizedPnl[symbol] = unrealized_pnl
def renew_all_market_position(self):
positions = utils.get_trader(common_pb2.FULL_INFO).positions
for symbol in SYMBOLS:
market_position = 0
avg_entry_price = 0
unrealized_pnl = 0
if hasattr(positions, 'long_positions'
) and positions.long_positions[symbol] is not None:
if hasattr(positions.long_positions[symbol], 'volume'):
if positions.long_positions[symbol].volume > 0:
market_position = positions.long_positions[
symbol].volume
avg_entry_price = positions.long_positions[
symbol].avg_price
unrealized_pnl = positions.long_positions[
symbol].unrealized_pnl
if hasattr(positions, 'short_positions'
) and positions.short_positions[symbol] is not None:
if hasattr(positions.short_positions[symbol], 'volume'):
if positions.short_positions[symbol].volume > 0:
market_position = -positions.short_positions[
symbol].volume
avg_entry_price = positions.short_positions[
symbol].avg_price
unrealized_pnl = positions.short_positions[
symbol].unrealized_pnl
self.marketPosition[symbol] = market_position
self.averageEntryPrice[symbol] = avg_entry_price
self.unrealizedPnl[symbol] = unrealized_pnl
return self.marketPosition
def renew_market_position(self, symbol):
ress = utils.get_trader(common_pb2.FULL_INFO)
market_position = 0
avg_entry_price = 0
unrealized_pnl = 0
positions = ress.positions
if hasattr(positions, 'long_positions'
) and positions.long_positions[symbol] is not None:
if hasattr(positions.long_positions[symbol], 'volume'):
if positions.long_positions[symbol].volume > 0:
market_position = positions.long_positions[symbol].volume
avg_entry_price = positions.long_positions[
symbol].avg_price
self.unrealizedPnllong[symbol] = positions.long_positions[
symbol].unrealized_pnl
self.occupiedcashlong[symbol] = positions.long_positions[
symbol].occupied_cash
if hasattr(positions, 'short_positions'
) and positions.short_positions[symbol] is not None:
if hasattr(positions.short_positions[symbol], 'volume'):
if positions.short_positions[symbol].volume > 0:
market_position = -positions.short_positions[symbol].volume
avg_entry_price = positions.short_positions[
symbol].avg_price
self.unrealizedPnlshort[
symbol] = positions.short_positions[
symbol].unrealized_pnl
self.occupiedcashshort[symbol] = positions.short_positions[
symbol].occupied_cash
self.marketPosition[symbol] = market_position
self.averageEntryPrice[symbol] = avg_entry_price
def renew_allfast(self, orders):
ress = utils.get_trader(common_pb2.FULL_INFO)
# print(ress.positions)
# 正式比赛时考虑注释这一行
# print(ress.market_records[2])
# print(ress.pnl)
# print(ress.market_records)
rorders = []
for symbol in SYMBOLS:
if hasattr(ress, "orders"):
orderrr = ress.orders.orders
for id in orders[symbol].outgoingorder:
if not id is None:
if not orderrr[id].symbol == '':
rorders.append(orderrr[id])
self.orderdict[symbol] = rorders
market_position = 0
avg_entry_price = 0
unrealized_pnl = 0
positions = ress.positions
if hasattr(positions, 'long_positions'
) and positions.long_positions[symbol] is not None:
if hasattr(positions.long_positions[symbol], 'volume'):
if positions.long_positions[symbol].volume > 0:
self.marketLongPosition[
symbol] = positions.long_positions[symbol].volume
market_position = positions.long_positions[
symbol].volume
avg_entry_price = positions.long_positions[
symbol].avg_price
# unrealized_pnl = positions.long_positions[symbol].unrealized_pnl
self.unrealizedPnllong[
symbol] = positions.long_positions[
symbol].unrealized_pnl
self.occupiedcashlong[
symbol] = positions.long_positions[
symbol].occupied_cash
if hasattr(positions, 'short_positions'
) and positions.short_positions[symbol] is not None:
if hasattr(positions.short_positions[symbol], 'volume'):
if positions.short_positions[symbol].volume > 0:
self.marketShortPosition[
symbol] = positions.short_positions[symbol].volume
market_position = -positions.short_positions[
symbol].volume
avg_entry_price = positions.short_positions[
symbol].avg_price
# unrealized_pnl = positions.short_positions[symbol].unrealized_pnl
self.unrealizedPnlshort[
symbol] = positions.short_positions[
symbol].unrealized_pnl
self.occupiedcashshort[
symbol] = positions.short_positions[
symbol].occupied_cash
self.marketPosition[symbol] = market_position
self.averageEntryPrice[symbol] = avg_entry_price
def insert_closePosition(self, symbol):
positions = utils.get_trader(common_pb2.FULL_INFO).positions
if hasattr(positions, 'long_positions'):
long_positions = positions.long_positions
if long_positions[symbol] is not None:
self.buf.append(
(common_pb2.ASK, symbol, long_positions[symbol].volume,
None, True, common_pb2.LONG))
if hasattr(positions, 'short_positions'):
short_positions = positions.short_positions
if short_positions[symbol] is not None:
self.buf.append(
(common_pb2.BID, symbol, short_positions[symbol].volume,
None, True, common_pb2.SHORT))
def renew_market_position(self):
positions=utils.get_trader(common_pb2.FULL_INFO)
if hasattr(positions, 'long_positions') and positions.long_positions[self.symbol] is not None:
if hasattr(positions.long_positions[self.symbol],'volume'):
if positions.long_positions[self.symbol].volume>0:
self.longpositions = positions.long_positions[self.symbol].volume
self.avgentry_long = positions.long_positions[self.symbol].avg_price
self.longpnl= positions.long_positions[self.symbol].unrealized_pnl
if hasattr(positions, 'short_positions') and positions.short_positions[self.symbol] is not None:
if hasattr(positions.short_positions[self.symbol], 'volume'):
if positions.short_positions[self.symbol].volume > 0:
self.shortpositions = - positions.short_positions[self.symbol].volume
self.avgentry_long = positions.short_positions[self.symbol].avg_price
self.shortpnl = positions.short_positions[self.symbol].unrealized_pnl
