position_tracker.py 文件源码

def sync_last_sale_prices(self, dt, handle_non_market_minutes,
                              data_portal):
        if not handle_non_market_minutes:
            for asset, position in iteritems(self.positions):
                last_sale_price = data_portal.get_spot_value(
                    asset, 'price', dt, self.data_frequency
                )

                if not np.isnan(last_sale_price):
                    position.last_sale_price = last_sale_price
        else:
            for asset, position in iteritems(self.positions):
                last_sale_price = data_portal.get_adjusted_value(
                    asset,
                    'price',
                    data_portal.trading_calendar.previous_minute(dt),
                    dt,
                    self.data_frequency
                )

                if not np.isnan(last_sale_price):
                    position.last_sale_price = last_sale_price