period.py 文件源码

def rollover(self):
        self.starting_value = self.ending_value
        self.starting_exposure = self.ending_exposure
        self.starting_cash = self.ending_cash
        self.period_cash_flow = 0.0
        self.pnl = 0.0
        self.processed_transactions = {}
        self.orders_by_modified = {}
        self.orders_by_id = OrderedDict()

        payout_assets = self._payout_last_sale_prices.keys()

        for asset in payout_assets:
            if asset in self._payout_last_sale_prices:
                self._payout_last_sale_prices[asset] = \
                    self.position_tracker.positions[asset].last_sale_price
            else:
                del self._payout_last_sale_prices[asset]