# coding :utf-8
#
# The MIT License (MIT)
#
# Copyright (c) 2016-2019 XuHaiJiang/QFF
#
# Permission is hereby granted, free of charge, to any person obtaining a copy
# of this software and associated documentation files (the "Software"), to deal
# in the Software without restriction, including without limitation the rights
# to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
# copies of the Software, and to permit persons to whom the Software is
# furnished to do so, subject to the following conditions:
#
# The above copyright notice and this permission notice shall be included in all
# copies or substantial portions of the Software.
#
# THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
# IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
# FITNESS FOR A PARTICULAR PURPOSE AND NONINFINGEMENT. IN NO EVENT SHALL THE
# AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
# LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
# OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
# SOFTWARE.
from qff.price.cache import get_current_data
from qff.frame.context import context
from qff.tools.date import get_trade_gap
[文档]class Position:
"""
持仓标的信息
持有的某个标的的信息
====================== ============== ==============================================================
属性 类型 说明
====================== ============== ==============================================================
security str 股票代码
security_name str 股票名称
init_time str 建仓时间
avg_cost float 当前持仓成本，只有在开仓/加仓时会更新
acc_avg_cost float 累计的持仓成本,在清仓/减仓时也会更新，该持仓累积的收益都会用于计算成本
transact_time str 最后交易时间
locked_amount int 挂单冻结仓位
closeable_amount int 可卖出的仓位，不包括挂单冻结仓位，建仓当天不能卖出
today_open_amount int 今天开仓的仓位
today_open_price float 今日开仓价格
total_amount int 总仓位, 等于locked_amount+closeable_amount+today_open_amount)
latest_price float 最新行情价格
valuation float 标的市值，计算方法是: price * total_amount
income float 浮动盈亏
income_rate float 浮动盈亏比率
today_income float 当日盈亏
today_income_rate float 当日盈亏比率
hold_days int 持仓天数
====================== ============== ==============================================================
"""
def __init__(self, security, security_name, init_time, amount, avg_cost):
self.security = security
self.security_name = security_name # 股票名称
self.init_time = init_time # 建仓时间
self.avg_cost = avg_cost # 是当前持仓成本，只有在开仓/加仓时会更新
self.acc_avg_cost = avg_cost # 累计的持仓成本,在清仓/减仓时也会更新，该持仓累积的收益都会用于计算成本
self.transact_time = init_time # 最后交易时间
self.locked_amount = 0 # 挂单冻结仓位
self.closeable_amount = 0 # 可卖出的仓位，不包括挂单冻结仓位，建仓当天不能卖出
self.today_open_amount = amount # 今天开的仓位
self.today_open_price = avg_cost # 今日开仓价格，加仓时保存，用于计算当日盈亏
self.total_amount = amount # 总仓位, 等于locked_amount+closeable_amount+today_open_amount)
self.price = None # 最新行情价格
self.value = None # 标的价值，计算方法是: price * total_amount
@property
def latest_price(self):
""" 最新行情价格 """
return get_current_data(self.security).last_price
@property
def valuation(self):
""" 当前市值 """
return round(self.total_amount * self.latest_price, 2)
@property
def income(self):
""" 浮动盈亏 """
return round((self.latest_price - self.acc_avg_cost) * self.total_amount, 2)
@property
def income_rate(self):
""" 浮动利率率 """
return round(self.latest_price / self.acc_avg_cost - 1, 4)
@property
def today_income(self):
""" 当日盈亏 """
cur_data = get_current_data(self.security)
return round((self.total_amount - self.today_open_amount) *
(cur_data.last_price - cur_data.pre_close) +
(self.today_open_amount * (cur_data.last_price - self.today_open_price)), 2)
@property
def today_income_rate(self):
""" 当日盈亏率 """
today_income = self.today_income
return round(today_income / (self.valuation - today_income), 4)
@property
def hold_days(self):
""" 持仓天数 """
return get_trade_gap(self.init_time[:10], context.current_dt[:10])
@property
def message(self):
""" 当前持仓快照 """
return {
'日期': context.current_dt[:10],
'股票代码' : self.security,
'股票名称' : self.security_name,
'持仓数量' : self.total_amount,
'今开数量' : self.today_open_amount,
'可用数量' : self.closeable_amount,
'平均成本' : self.acc_avg_cost,
'当前价格' : self.latest_price,
'浮动盈亏' : self.income,
'浮动盈亏率' : '{:.2%}'.format(self.income_rate),
'当日盈亏' : self.today_income,
'当日盈亏率' : '{:.2%}'.format(self.today_income_rate),
'持仓天数' : self.hold_days,
'当日市值': self.valuation,
'仓位占比' : '{:.2%}'.format(self.valuation / context.portfolio.total_assets)
}