def update_position(self, asset, amount=None, last_sale_price=None,
last_sale_date=None, cost_basis=None):
if asset not in self.positions:
position = Position(asset)
self.positions[asset] = position
else:
position = self.positions[asset]
if amount is not None:
position.amount = amount
if last_sale_price is not None:
position.last_sale_price = last_sale_price
if last_sale_date is not None:
position.last_sale_date = last_sale_date
if cost_basis is not None:
position.cost_basis = cost_basis
def execute_transaction(self, txn):
# Update Position
# ----------------
asset = txn.asset
# the decrement on the position size will be managed by the (exchange_algorithm::synchronize_portfolio)
if not self.is_simulation and txn.amount < 0:
if asset in self.positions:
position = self.positions[asset]
return
if asset not in self.positions:
position = Position(asset)
self.positions[asset] = position
else:
position = self.positions[asset]
position.update(txn)
def pay_dividends(self, next_trading_day):
"""
Returns a cash payment based on the dividends that should be paid out
according to the accumulated bookkeeping of earned, unpaid, and stock
dividends.
"""
net_cash_payment = 0.0
try:
payments = self._unpaid_dividends[next_trading_day]
# Mark these dividends as paid by dropping them from our unpaid
del self._unpaid_dividends[next_trading_day]
except KeyError:
payments = []
# representing the fact that we're required to reimburse the owner of
# the stock for any dividends paid while borrowing.
for payment in payments:
net_cash_payment += payment['amount']
# Add stock for any stock dividends paid. Again, the values here may
# be negative in the case of short positions.
try:
stock_payments = self._unpaid_stock_dividends[next_trading_day]
except:
stock_payments = []
for stock_payment in stock_payments:
payment_asset = stock_payment['payment_asset']
share_count = stock_payment['share_count']
# note we create a Position for stock dividend if we don't
# already own the asset
if payment_asset in self.positions:
position = self.positions[payment_asset]
else:
position = self.positions[payment_asset] = \
Position(payment_asset)
position.amount += share_count
return net_cash_payment
def execute_transaction(self, txn):
# Update Position
# ----------------
asset = txn.asset
if asset not in self.positions:
position = Position(asset)
self.positions[asset] = position
else:
position = self.positions[asset]
position.update(txn)
if position.amount == 0:
del self.positions[asset]
try:
# if this position exists in our user-facing dictionary,
# remove it as well.
del self._positions_store[asset]
except KeyError:
pass