def test_position(): from jaqs.data.basic import Position, GoalPosition pos = Position() df = pd.DataFrame({'symbol': ['SPY', 'WTI'], 'current_size': [12, 15]}) l = Position.create_from_df(df) for p in l: str(p) gp = GoalPosition() str(gp)
def test_position(): from jaqs.data.basic import Position, GoalPosition pos = Position() df = pd.DataFrame({'symbol': ['SPY', 'WTI'], 'current_size': [12, 15]}) l = Position.create_from_df(df) for p in l: str(p) gp = GoalPosition() str(gp)
def init_positions(self): #df_acc, msg = self.ctx.trade_api.query_account() #if not msg.split(',')[0] == '0': # print(msg) # raise RuntimeError("Query account failed") #account_info = df_acc.set_index('type').to_dict(orient='index') # #df_univ, msg = self.ctx.trade_api.query_universe() #df_univ = df_univ.rename(columns={'security': 'symbol'}) #univ = df_univ['symbol'].values.copy() ## self.ctx.init_universe(univ) df_pos, msg = self.ctx.trade_api.query_position() df_pos = df_pos.rename(columns={'security': 'symbol'}) pos_list = Position.create_from_df(df_pos) pos_dic = {p.symbol: p for p in pos_list} self.positions.update(pos_dic)
def init_positions(self): query_account_res = self.ctx.trade_api.query_account() if query_account_res is None: return df_acc, msg = self.ctx.trade_api.query_account() if msg != '0,': print(msg) raise RuntimeError("Query account failed") account_info = df_acc.set_index('type').to_dict(orient='index') df_univ, msg = self.ctx.trade_api.query_universe() df_univ = df_univ.rename(columns={'security': 'symbol'}) univ = df_univ['symbol'].values.copy() # self.ctx.init_universe(univ) df_pos, msg = self.ctx.trade_api.query_position() df_pos = df_pos.rename(columns={'security': 'symbol'}) pos_list = Position.create_from_df(df_pos) pos_dic = {p.symbol: p for p in pos_list} self.positions.update(pos_dic)