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 __init__(self, cash=1e6, size=50, clock=None):
'''
paramters:
cash: initial cash balance
size: the number of stocks in universe
clock: soft clock
'''
self._account = zp.Account()
self._account.buying_power = cash
self._account.total_position_value = 0
self._portfolio = zp.Portfolio()
self._portfolio.cash = cash
self._portfolio.positions = self._positions = zp.Positions()
self._order_seq = 0
self._orders = {}
self._clock = clock
self._last_process_time = None
self._data_proxy = FakeDataBackend(size=size, clock=clock)
class portfolio:
portfolio_value = 1000.0
positions = proto.Positions()
