Position

class zvt.domain.trader_info.Position(**kwargs)

Bases: sqlalchemy.orm.decl_api.Base, zvt.contract.schema.Mixin

__init__(**kwargs)

A simple constructor that allows initialization from kwargs.

Sets attributes on the constructed instance using the names and values in kwargs.

Only keys that are present as attributes of the instance’s class are allowed. These could be, for example, any mapped columns or relationships.

trader_name

机器人名字

account_stats_id

账户id

long_amount

做多数量

available_long

可平多数量

average_long_price

平均做多价格

short_amount

做空数量

available_short

可平空数量

average_short_price

平均做空价格

profit

盈亏

profit_rate

盈亏比例

value

市值 或者 占用的保证金(方便起见，总是100%)

trading_t

交易类型(0代表T+0,1代表T+1)

entity_id

entity id

classmethod get_providers() → List[str]

providers of the schema defined by cls

Returns

providers

classmethod get_storages(provider: Optional[str] = None)

get the storages info

Parameters

provider – provider

Returns

storages

id

id

classmethod query_data(provider_index: int = 0, ids: Optional[List[str]] = None, entity_ids: Optional[List[str]] = None, entity_id: Optional[str] = None, codes: Optional[List[str]] = None, code: Optional[str] = None, level: Optional[Union[zvt.contract.IntervalLevel, str]] = None, provider: Optional[str] = None, columns: Optional[List] = None, col_label: Optional[dict] = None, return_type: str = 'df', start_timestamp: Optional[Union[str, pandas._libs.tslibs.timestamps.Timestamp]] = None, end_timestamp: Optional[Union[str, pandas._libs.tslibs.timestamps.Timestamp]] = None, filters: Optional[List] = None, session: Optional[sqlalchemy.orm.session.Session] = None, order=None, limit: Optional[int] = None, index: Optional[Union[str, list]] = None, drop_index_col=False, time_field: str = 'timestamp')

query data by the arguments

Parameters

  • provider_index –

  • data_schema –

  • ids –

  • entity_ids –

  • entity_id –

  • codes –

  • code –

  • level –

  • provider –

  • columns –

  • col_label – dict with key(column), value(label)

  • return_type – df, domain or dict. default is df

  • start_timestamp –

  • end_timestamp –

  • filters –

  • session –

  • order –

  • limit –

  • index – index field name, str for single index, str list for multiple index

  • drop_index_col – whether drop the col if it’s in index, default False

  • time_field –

Returns

results basing on return_type.

classmethod record_data(provider_index: int = 0, provider: Optional[str] = None, force_update=None, sleeping_time=None, exchanges=None, entity_id=None, entity_ids=None, code=None, codes=None, real_time=None, fix_duplicate_way=None, start_timestamp=None, end_timestamp=None, one_day_trading_minutes=None, **kwargs)

record data by the arguments

Parameters

  • provider_index –

  • provider –

  • force_update –

  • sleeping_time –

  • exchanges –

  • entity_ids –

  • code –

  • codes –

  • real_time –

  • fix_duplicate_way –

  • start_timestamp –

  • end_timestamp –

  • one_day_trading_minutes –

  • kwargs –

Returns

classmethod register_provider(provider)

register the provider to the schema defined by cls

Parameters

provider –

classmethod register_recorder_cls(provider, recorder_cls)

register the recorder for the schema

Parameters

  • provider –

  • recorder_cls –

timestamp

the meaning could be different for different case,most time it means ‘happen time’