def load_local_positions(self, tday):
pos_date = tday
logfile = self.file_prefix + 'EODPos_' + pos_date.strftime(
'%y%m%d') + '.csv'
if not os.path.isfile(logfile):
pos_date = workdays.workday(pos_date, -1, CHN_Holidays)
logfile = self.file_prefix + 'EODPos_' + pos_date.strftime(
'%y%m%d') + '.csv'
if not os.path.isfile(logfile):
logContent = "no prior position file is found"
self.onLog(logContent, level=logging.INFO)
return False
else:
self.eod_flag = True
with open(logfile, 'rb') as f:
reader = csv.reader(f)
for idx, row in enumerate(reader):
if row[0] == 'capital':
self.account_info['prev_capital'] = float(row[1])
elif row[0] == 'pos':
inst = row[1]
if inst in self.instruments:
if inst not in self.positions:
self.positions[inst] = order.Position(
self.agent.instruments[inst], self)
self.positions[inst].pos_yday.long = int(row[2])
self.positions[inst].pos_yday.short = int(row[3])
return True
def day_finalize(self, tday):
self.save_local_positions(tday)
eod_pos = {}
for inst in self.positions:
pos = self.positions[inst]
eod_pos[inst] = [pos.curr_pos.long, pos.curr_pos.short]
self.id2order = {}
self.positions = {}
self.order_stats = {
'total_submit': 0,
'total_failure': 0,
'total_cancel': 0
}
for inst in self.instruments:
self.order_stats[inst] = {
'submit': 0,
'cancel': 0,
'failure': 0,
'status': True
}
self.positions[inst] = order.Position(self.agent.instruments[inst],
self)
self.positions[inst].pos_yday.long = eod_pos[inst][0]
self.positions[inst].pos_yday.short = eod_pos[inst][1]
self.positions[inst].re_calc()
self.account_info['prev_capital'] = self.account_info['curr_capital']
def add_instrument(self, instID):
if instID not in self.positions:
self.positions[instID] = order.Position(self.agent.instruments[instID], self)
if instID not in self.order_stats:
self.order_stats[instID] = {'submit': 0, 'cancel':0, 'failure': 0, 'status': True }
if instID not in self.qry_pos:
self.qry_pos[instID] = {'tday': [0, 0], 'yday': [0, 0]}