def sell(self, direction, price, quantity, price_type, contract):
""" 平仓。
Args:
direction (str/int): 下单方向。多头 - 'long' / 1 ；空头 - 'short' / 2
price (float): 价格。
quantity (int): 数量。
price_type (str/int): 下单价格类型。限价单 - 'lmt' / 1；市价单 - 'mkt' / 2
contract (Contract): 合约
"""
self._orders.append(
Order(
self._datetime,
contract,
PriceType.arg_to_type(price_type),
TradeSide.PING,
Direction.arg_to_type(direction),
float(price),
quantity,
)
)
def sell(self, direction, price, quantity, price_type, contract):
self._orders.append(Order(
self._datetime,
contract,
PriceType.arg_to_type(price_type),
TradeSide.PING,
Direction.arg_to_type(direction),
float(price),
quantity
))
def buy(self, direction, price, quantity, price_type, contract):
self._orders.append(Order(
## @todo 时间放到blotter中设置
self._datetime,
contract,
PriceType.arg_to_type(price_type),
TradeSide.KAI,
Direction.arg_to_type(direction),
float(price),
quantity
))
def buy(self, direction, price, quantity, price_type='LMT', contract=None):
""" 开仓。
:param str/int direction: 下单方向。多头 - 'long' / 1 ；空头 - 'short' / 2
:param float price: 价格。
:param int quantity: 数量。
:param str/int price_type: 下单价格类型。限价单 - 'lmt' / 1；市价单 - 'mkt' / 2
"""
contract = None
con = Contract(contract) if contract else self._main_contract
self._orders.append(
Order(self.datetime, con,
PriceType.arg_to_type(price_type), TradeSide.KAI,
Direction.arg_to_type(direction), float(price), quantity))
def pos(self, direction='long', symbol=None):
""" 合约的当前可平仓位。
Args:
direction (str/int): 持仓方向。多头 - 'long' / 1 ；空头 - 'short' / 2
, 默认为多头。
symbol (str): 字符串合约，默认为None表示主合约。
Returns:
int. 该合约的持仓数目。
"""
if not self._trading:
raise Exception('只有on_bar函数内能查询当前持仓！')
direction = Direction.arg_to_type(direction)
contract = Contract(symbol) if symbol else self._cur_data_context.contract
## @TODO assert direction
return self._cur_strategy_context.pos(contract, direction)
def sell(self, direction, price, quantity, price_type='MKT', contract=None):
""" 平仓。
:param str/int direction: 下单方向。多头 - 'long' / 1 ；空头 - 'short' / 2
:param float price: 价格。
:param int quantity: 数量。
:param str/int price_type: 下单价格类型。限价单 - 'lmt' / 1；市价单 - 'mkt' / 2
"""
con = Contract(contract) if contract else self._main_contract
self._orders.append(Order(
self.datetime,
con,
PriceType.arg_to_type(price_type),
TradeSide.PING,
Direction.arg_to_type(direction),
float(price),
quantity
))
def position(self, direction='long', symbol=None):
""" 当前仓位。
Args:
direction (str/int): 持仓方向。多头 - 'long' / 1 ；空头 - 'short' / 2
, 默认为多头。
symbol (str): 字符串合约，默认为None表示主合约。
Returns:
Position. 该合约的持仓
"""
if not self._trading:
raise Exception('只有on_bar函数内能查询当前持仓！')
direction = Direction.arg_to_type(direction)
contract = Contract(symbol) if symbol else \
self._cur_data_context.contract
# @TODO assert direction
return self._cur_strategy_context.position(contract, direction)
def position(self, direction='long', symbol=None):
""" 合约当前持仓仓位。
Args:
direction (str/int): 持仓方向。多头 - 'long' / 1 ；空头 - 'short' / 2
, 默认为多头。
symbol (str): 字符串合约，默认为None表示主合约。
Returns:
Position. 该合约的持仓
"""
if not self.on_bar:
raise Exception('只有on_bar函数内能查询当前持仓！')
direction = Direction.arg_to_type(direction)
contract = Contract(symbol) if symbol else \
self.contract
# @TODO assert direction
try:
poskey = PositionKey(contract, direction)
return self.blotter.positions[poskey]
except KeyError:
return None
