量化交易之vn.py篇 - 新增(判断实际和理论仓位是否一致,同步提示,品种是否存在于理论部位)


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


class SymbolOperator:

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

        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


    @classmethod
    def tqz_synchronization_hint(cls, strategy_data, real_data, fail_vt_symbol):

        if cls.__strategyData_is_realData(strategy_data=strategy_data, real_data=real_data):
            hint = "持仓已同步完成"
        else:
            hint = "品种: " + str(fail_vt_symbol) + "  同步失败"

        return hint


    # --- private part ---
    @classmethod
    def __strategyData_is_realData(cls, strategy_data, real_data):
        all_symbols_is_same = None
        for vt_symbol in real_data.keys():

            strategy_position_temp = cls.tqz_get_strategy_position(market_vt_symbol=vt_symbol, strategy_data=strategy_data)

            if strategy_position_temp is real_data[vt_symbol]:
                all_symbols_is_same = strategy_position_temp is real_data[vt_symbol]
                continue
            else:
                all_symbols_is_same = strategy_position_temp is real_data[vt_symbol]
                break

        return all_symbols_is_same


    @classmethod
    def __marketVtSymbol_exsit_in_strategyData(cls, market_vt_symbol, strategy_data):
        return market_vt_symbol in cls.__get_strategy_vt_symbols(strategy_symbols=strategy_data.keys())


    @classmethod
    def __marketVtSymbol_not_in_strategyData(cls, market_vt_symbol, strategy_data):
        return not cls.__marketVtSymbol_exsit_in_strategyData(
            market_vt_symbol=market_vt_symbol,
            strategy_data=strategy_data.keys()
        )


    @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

 

  • 0
    点赞
  • 1
    收藏
    觉得还不错? 一键收藏
  • 0
    评论

“相关推荐”对你有帮助么?

  • 非常没帮助
  • 没帮助
  • 一般
  • 有帮助
  • 非常有帮助
提交
评论
添加红包

请填写红包祝福语或标题

红包个数最小为10个

红包金额最低5元

当前余额3.43前往充值 >
需支付:10.00
成就一亿技术人!
领取后你会自动成为博主和红包主的粉丝 规则
hope_wisdom
发出的红包
实付
使用余额支付
点击重新获取
扫码支付
钱包余额 0

抵扣说明:

1.余额是钱包充值的虚拟货币,按照1:1的比例进行支付金额的抵扣。
2.余额无法直接购买下载,可以购买VIP、付费专栏及课程。

余额充值