position_tracker.py 文件源码

def calc_position_exposures(amounts,
                            last_sale_prices,
                            exposure_multipliers):
    iter_amount_price_multiplier = zip(
        amounts,
        last_sale_prices,
        itervalues(exposure_multipliers),
    )
    return [
        price * amount * multiplier for
        price, amount, multiplier in iter_amount_price_multiplier
    ]