position.py 文件源码

def update(self, txn):
        if self.sid != txn.sid:
            raise Exception('updating position with txn for a '
                            'different sid')

        total_shares = self.amount + txn.amount

        if total_shares == 0:
            self.cost_basis = 0.0
        else:
            prev_direction = copysign(1, self.amount)
            txn_direction = copysign(1, txn.amount)

            if prev_direction != txn_direction:
                # we're covering a short or closing a position
                if abs(txn.amount) > abs(self.amount):
                    # we've closed the position and gone short
                    # or covered the short position and gone long
                    self.cost_basis = txn.price
            else:
                prev_cost = self.cost_basis * self.amount
                txn_cost = txn.amount * txn.price
                total_cost = prev_cost + txn_cost
                self.cost_basis = total_cost / total_shares

            # Update the last sale price if txn is
            # best data we have so far
            if self.last_sale_date is None or txn.dt > self.last_sale_date:
                self.last_sale_price = txn.price
                self.last_sale_date = txn.dt

        self.amount = total_shares