def position_direction(self):
# type: () -> POSITION_DIRECTION
return get_position_direction(self._side, self._position_effect)
class Trade(object):
__repr__ = property_repr
trade_id_gen = id_gen(int(time.time()) * 10000)
def __init__(self):
self._calendar_dt = None
self._trading_dt = None
self._price = None
self._amount = None
self._order_id = None
self._commission = None
self._tax = None
self._trade_id = None
self._close_today_amount = None
self._side = None
self._position_effect = None
self._right_type = None # type: Optional[RIGHT_TYPE]
self._order_book_id = None
self._frozen_price = None
@classmethod
def __from_create__(
cls, order_id, price, amount, side, position_effect, order_book_id, commission=0., tax=0.,
trade_id=None, close_today_amount=0, frozen_price=0, calendar_dt=None, trading_dt=None, right_type=None
):
trade = cls()
trade_id = trade_id or next(trade.trade_id_gen)
for value in (price, amount, commission, tax, frozen_price):
if value != value:
raise RuntimeError(_(
"price, amount, commission, tax and frozen_price of trade {trade_id} is not supposed to be nan, "
"current_value is {price}, {amount}, {commission}, {tax}, {frozen_price}"
).format(
trade_id=trade_id, price=price, amount=amount, commission=commission, tax=tax,
frozen_price=frozen_price
))
env = Environment.get_instance()
trade._calendar_dt = calendar_dt or env.calendar_dt
trade._trading_dt = trading_dt or env.trading_dt
trade._price = price
trade._amount = amount
trade._order_id = order_id
trade._commission = commission
trade._tax = tax
trade._trade_id = trade_id
trade._close_today_amount = close_today_amount
trade._side = side
trade._position_effect = position_effect
trade._right_type = right_type
trade._order_book_id = order_book_id
trade._frozen_price = frozen_price
return trade
order_book_id = property(lambda self: self._order_book_id)
trading_datetime = property(lambda self: self._trading_dt)
datetime = property(lambda self: self._calendar_dt)
order_id = property(lambda self: self._order_id)
last_price = property(lambda self: self._price)
last_quantity = property(lambda self: self._amount)
commission = property(lambda self: self._commission)
tax = property(lambda self: self._tax)
transaction_cost = property(lambda self: self.commission + self.tax)
side = property(lambda self: self._side)
position_effect = property(lambda self: self._position_effect or (
POSITION_EFFECT.OPEN if self._side == SIDE.BUY else POSITION_EFFECT.CLOSE
))
position_direction = property(lambda self: get_position_direction(self._side, self._position_effect))
right_type = property(lambda self: self._right_type)
exec_id = property(lambda self: self._trade_id)
frozen_price = property(lambda self: self._frozen_price)
close_today_amount = property(lambda self: self._close_today_amount)
def __simple_object__(self):
return properties(self)
