def _update_positions(self, order, trans):
""" 更新持仓 """
## @todo 区分多空
pos = self.current_positions.setdefault(trans.contract,
Position(trans))
if trans.side == TradeSide.KAI:
# 开仓
pos.cost = (pos.cost * pos.quantity + trans.price *
trans.quantity) / (pos.quantity + trans.quantity)
pos.quantity += trans.quantity
elif trans.side == TradeSide.PING:
# 平仓
pos.quantity -= trans.quantity
def _update_positions(self, trans):
""" 更新持仓 """
poskey = PositionKey(trans.contract, trans.direction)
pos = self.positions.setdefault(poskey, Position(trans))
#print len(self.positions)
#print pos.contract, pos.quantity
if trans.side == TradeSide.KAI:
# 开仓
pos.cost = (pos.cost * pos.quantity + trans.price *
trans.quantity) / (pos.quantity + trans.quantity)
pos.quantity += trans.quantity
elif trans.side == TradeSide.PING:
# 平仓
pos.quantity -= trans.quantity
if pos.quantity == 0:
del self.positions[poskey]
def _update_positions(self, trans):
""" 更新持仓 """
poskey = PositionKey(trans.contract, trans.direction)
if trans.side == TradeSide.CANCEL:
pos = self.positions.get(poskey, None)
if pos:
pos.closable += trans.quantity
return
pos = self.positions.setdefault(poskey, Position(trans))
if trans.side == TradeSide.KAI:
pos.cost = (pos.cost*pos.quantity + trans.price*trans.quantity) / \
(pos.quantity+trans.quantity)
pos.quantity += trans.quantity
if trans.contract.is_stock:
pos.today += trans.quantity
else:
pos.closable += trans.quantity
assert(pos.quantity == pos.today + pos.closable)
elif trans.side == TradeSide.PING:
pos.quantity -= trans.quantity
if pos.quantity == 0:
del self.positions[poskey]
