position_tracker.py 文件源码

def maybe_create_close_position_transaction(self, asset, dt, data_portal):
        if not self.positions.get(asset):
            return None

        amount = self.positions.get(asset).amount
        price = data_portal.get_spot_value(
            asset, 'price', dt, self.data_frequency)

        # Get the last traded price if price is no longer available
        if isnan(price):
            price = self.positions.get(asset).last_sale_price

        txn = Transaction(
            asset=asset,
            amount=(-1 * amount),
            dt=dt,
            price=price,
            commission=0,
            order_id=None,
        )
        return txn