position.py

# -*- coding:utf-8 -*-

"""
持仓对象

Author: CyberQuant
Date:   2023/06/01
"""

from aed_quant.utils import tools


class Position:
	""" 持仓对象
	"""

	def __init__(self, platform=None, account_id=None, strategy=None, symbol=None):
		""" 初始化持仓对象
		@param platform 交易平台
		@param account_id 账户
		@param strategy 策略名称
		@param symbol 合约名称
		"""
		self.platform = platform
		self.account_id = account_id
		self.strategy = strategy
		self.symbol = symbol
		self.quantity = 0
		self.avg_price = 0
		self.short_quantity = 0  # 空仓数量
		self.short_avg_price = 0  # 空仓持仓平均价格
		self.long_quantity = 0  # 多仓数量
		self.long_avg_price = 0  # 多仓持仓平均价格
		self.liquid_price = 0  # 预估爆仓价格
		self.utime = None  # 更新时间戳

	def update(self, short_quantity=0, short_avg_price=0, long_quantity=0, long_avg_price=0, liquid_price=0,
			   utime=None):
		self.short_quantity = short_quantity
		self.short_avg_price = short_avg_price
		self.long_quantity = long_quantity
		self.long_avg_price = long_avg_price
		self.liquid_price = liquid_price
		self.utime = utime if utime else tools.get_cur_timestamp_ms()

	def __str__(self):
		info = f"[platform: {self.platform}, account: {self.account_id}, strategy: {self.strategy}, symbol: {self.symbol}, " \
			   f"quantity: {self.quantity}, avg_price: {self.avg_price}, " \
			   f"short_quantity: {self.short_quantity}, short_avg_price: {self.short_avg_price}, " \
			   f"long_quantity: {self.long_quantity}, long_avg_price: {self.long_avg_price}, " \
			   f"liquid_price: {self.liquid_price}, utime: {self.utime}]"
		return info

	def __repr__(self):
		return str(self)