量化交易之vn.py篇 - 从策略数据中获取品种(vt_symbol格式)的理论持仓

from vnpy.app.position_manager.tools.position_operator.position_operator import PositionModel


class SymbolOperator:

    @classmethod
    def get_strategy_position(cls, strategy_data, market_vt_symbol):

        if market_vt_symbol in cls.__get_strategy_vt_symbols(strategy_symbols=strategy_data.keys()):
            market_vt_symbol = cls.__find_strategy_symbol_with_vt_symbol(
                strategy_symbols=strategy_data.keys(),
                vt_symbol=market_vt_symbol
            )
            strategy_position = strategy_data[market_vt_symbol][PositionModel.position_key()]
        else:
            strategy_position = 0

        return strategy_position


    @staticmethod
    def __get_vt_symbol(strategy_symbol):
        return strategy_symbol.split(".")[0] + "." + strategy_symbol.split(".")[1]


    @classmethod
    def __get_strategy_vt_symbols(cls, strategy_symbols):
        strategy_vt_symbols = []
        for strategy_symbol in strategy_symbols:
            vt_symbol = cls.__get_vt_symbol(strategy_symbol=strategy_symbol)
            strategy_vt_symbols.append(vt_symbol)

        return strategy_vt_symbols


    @classmethod
    def __find_strategy_symbol_with_vt_symbol(cls, strategy_symbols, vt_symbol):
        find_strategy_symbol = None
        for strategy_symbol in strategy_symbols:
            strategy_vt_symbol = cls.__get_vt_symbol(strategy_symbol=strategy_symbol)
            if vt_symbol == strategy_vt_symbol:
                find_strategy_symbol = strategy_symbol

        return find_strategy_symbol