def cover(self, code: str, price: float, volume: float) -> bool:
"""
做空股票：平仓
"""
if volume < 0.1:
print(f" ==> cover {code} fail,volume = 0")
return False
shortPos = self.getShortPosition(code)
hasVolume = shortPos.getPosAvailable() / self.a_hand_size
if (hasVolume < volume):
print(f" <== cover {code} fail,仓位不够：需要：{volume},可用{hasVolume}")
return False
symbol = utils.to_vt_symbol(code)
self.__initTrade(code, symbol)
vt_order_ids = self.strategy.cover(symbol, price, volume, False)
###冻结仓位，今天不可以再交易
lockingDagta = PortfolioImpl.TradingLocking(order_id=vt_order_ids[0], code=code)
lockingDagta.lock_pos = volume * self.a_hand_size
shortPos.pos_lock += volume * self.a_hand_size
self.__locking_data[lockingDagta.order_id] = lockingDagta
return True
def _on_today_end(self,bars: Dict[str, BarData]):
self.cancel_all_order()
code_ids = list(self.__daylyTradeCodeSet.keys())
for code in code_ids:
bar = self.market.getRealTime().getKBar(code)
if (not bar is None):
symbol = utils.to_vt_symbol(code)
bars[symbol] = bar
##所有的订单都得处理完
assert len(self.engine.active_limit_orders) == 0
self.__daylyTradeCodeSet.clear()
self.__locking_data.clear()
def short(self, code: str, price: float, volume: float) -> bool:
"""
做空股票：开仓
"""
if volume < 0.1:
print(f" ==> short {code} fail,volume = 0")
return False
need_capital = self._compute_commission(price, volume) + price * volume * self.a_hand_size
if (need_capital >= self.valid_captical):
print(f" ==> short {code} fail,可用资金不够：需要：{need_capital},可用{self.valid_captical}")
return False
symbol = utils.to_vt_symbol(code)
self.__initTrade(code, symbol)
self.valid_captical = self.valid_captical - need_capital
vt_order_ids = self.strategy.short(symbol, price, volume, False)
###冻结资金
lockingDagta = PortfolioImpl.TradingLocking(order_id=vt_order_ids[0], code=code)
lockingDagta.lock_price = need_capital
self.__locking_data[lockingDagta.order_id] = lockingDagta
return True