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 _order2zp(self, order):
zp_order = ZPOrder(
id=order.client_order_id,
asset=symbol_lookup(order.symbol),
amount=int(order.qty) if order.side == 'buy' else -int(order.qty),
stop=float(order.stop_price) if order.stop_price else None,
limit=float(order.limit_price) if order.limit_price else None,
dt=order.submitted_at,
commission=0,
)
zp_order._status = ZP_ORDER_STATUS.OPEN
if order.canceled_at:
zp_order._status = ZP_ORDER_STATUS.CANCELLED
if order.failed_at:
zp_order._status = ZP_ORDER_STATUS.REJECTED
if order.filled_at:
zp_order._status = ZP_ORDER_STATUS.FILLED
zp_order.filled = int(order.filled_qty)
return zp_order
