def _get_future_trading_minutes(self, trading_date):
trading_minutes = set()
universe = self._get_universe()
for order_book_id in universe:
if get_account_type(order_book_id) == DEFAULT_ACCOUNT_TYPE.STOCK.name:
continue
trading_minutes.update(self._env.data_proxy.get_trading_minutes_for(order_book_id, trading_date))
return set([convert_int_to_datetime(minute) for minute in trading_minutes])
def get_position(self, order_book_id, direction):
account_type = get_account_type(order_book_id)
if account_type == DEFAULT_ACCOUNT_TYPE.STOCK.name:
return StockSimulationBookingPosition(
self._positions[order_book_id], direction)
elif account_type == DEFAULT_ACCOUNT_TYPE.FUTURE.name:
return FutureSimulationBookingPosition(
self._positions[order_book_id], direction)
else:
raise NotImplementedError
def _get_frontend_validator_for(self, order_book_id):
account_type = get_account_type(order_book_id)
try:
return self._frontend_validator[account_type]
except KeyError:
if account_type == ACCOUNT_TYPE.STOCK:
validator = StockFrontendValidator(self.mod_config)
elif account_type == ACCOUNT_TYPE.FUTURE:
validator = FutureFrontendValidator(self.mod_config)
else:
raise RuntimeError(
'account type {} not supported yet'.format(account_type))
self._frontend_validator[account_type] = validator
return validator
def get_future_trading_points(env, trading_date, frequency):
if frequency == "1m":
trading_minutes = set()
universe = env.get_universe()
for order_book_id in universe:
if get_account_type(
order_book_id) == DEFAULT_ACCOUNT_TYPE.STOCK:
continue
trading_minutes.update(
env.data_proxy.get_trading_minutes_for(
order_book_id, trading_date))
return set([
convert_int_to_datetime(minute) for minute in trading_minutes
])
# TODO future hours
return set()
def order(self, order_book_id, quantity, style, target=False):
account_type = get_account_type(order_book_id)
return self.accounts[account_type].order(order_book_id, quantity,
style, target)
def __missing__(self, key):
account_type = get_account_type(key)
for a_type in self._accounts:
if a_type == account_type:
return self._accounts[a_type].positions[key]
return None
def order(self, order_book_id, quantity, style, target=False):
account_type = get_account_type(order_book_id)
return self.accounts[account_type].order(order_book_id, quantity, style, target)
def __missing__(self, key):
account_type = get_account_type(key)
for a_type in self._accounts:
if a_type == account_type:
return self._accounts[a_type].positions[key]
return None
def get_account(self, order_book_id):
if not self.portfolio:
raise NotImplementedError
account_type = get_account_type(order_book_id)
return self.portfolio.accounts[account_type]
def get_account_type(self, order_book_id):
# 如果新的account_type 可以通过重写该函数来进行扩展
return get_account_type(order_book_id)
def _get_account_for(self, order_book_id):
account_type = get_account_type(order_book_id)
return self._accounts[account_type]
def get_account(self, order_book_id):
account_type = get_account_type(order_book_id)
return self.portfolio.accounts[account_type]
def get_account_type(self, order_book_id):
# 如果新的account_type 可以通过重写该函数来进行扩展
return get_account_type(order_book_id)
def get_account(self, order_book_id):
account_type = get_account_type(order_book_id)
return self.portfolio.accounts[account_type]
def get_account(self, order_book_id):
if not self.portfolio:
raise NotImplementedError
account_type = get_account_type(order_book_id)
return self.portfolio.accounts[account_type]
