def transact_transaction(self, transaction: Transaction):
"""
Adjusts positions to account for a transaction.
Handles any new position or modification to a current position
"""
transaction_cost = 0.0
existing_position = self.open_positions_dict.get(
transaction.ticker, None)
if existing_position is None: # open new, empty position
new_position = self._create_new_position(transaction)
transaction_cost += new_position.transact_transaction(transaction)
else: # there is already an existing position
results_in_opposite_direction, basic_transaction, remaining_transaction \
= split_transaction_if_needed(existing_position.quantity(), transaction)
transaction_cost += existing_position.transact_transaction(
basic_transaction)
if existing_position.is_closed():
ticker = transaction.ticker
self.open_positions_dict.pop(ticker)
self._closed_positions.append(existing_position)
if results_in_opposite_direction: # means we were going from Long to Short in one transaction
new_position = self._create_new_position(remaining_transaction)
transaction_cost += new_position.transact_transaction(
remaining_transaction)
self.current_cash += transaction_cost
def _split_transactions_if_needed(self, transactions_series: QFSeries):
"""
Split these transactions, which change the direction of the position (e.g. the direction of the position
"""
# before the transaction was -1, after it is 1)
split_transactions = [] # type: List[Transaction]
total_quantity: int = 0
for transaction in transactions_series:
split_required, closing_transaction, remaining_transaction = split_transaction_if_needed(
total_quantity, transaction)
total_quantity += transaction.quantity
if split_required:
split_transactions.extend(
[closing_transaction, remaining_transaction])
else:
split_transactions.append(transaction)
return split_transactions