Port `accounting._pos` to new `Symbol` simplifications
parent
65a7853cf3
commit
2583706b35
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@ -45,6 +45,7 @@ from ._ledger import (
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)
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from ._mktinfo import (
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Symbol,
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# MktPair,
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unpack_fqsn,
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)
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from .. import config
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@ -62,7 +63,7 @@ class Position(Struct):
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transaction history.
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'''
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symbol: Symbol
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symbol: Symbol # | MktPair
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# can be +ve or -ve for long/short
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size: float
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@ -113,7 +114,7 @@ class Position(Struct):
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# it via the trades ledger..
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# drop symbol obj in serialized form
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s = d.pop('symbol')
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fqsn = s.front_fqsn()
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fqsn = s.fqme
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broker, key, suffix = unpack_fqsn(fqsn)
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sym_info = s.broker_info[broker]
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@ -157,7 +158,6 @@ class Position(Struct):
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inline_table['tid'] = tid
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toml_clears_list.append(inline_table)
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d['clears'] = toml_clears_list
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return fqsn, d
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@ -218,19 +218,14 @@ class Position(Struct):
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symbol = self.symbol
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lot_size_digits = symbol.lot_size_digits
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ppu, size = (
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round(
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self.ppu = round(
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msg['avg_price'],
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ndigits=symbol.tick_size_digits
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),
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round(
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msg['size'],
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ndigits=lot_size_digits
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),
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ndigits=symbol.tick_size_digits,
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)
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self.size = round(
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msg['size'],
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ndigits=lot_size_digits,
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)
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self.ppu = ppu
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self.size = size
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@property
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def dsize(self) -> float:
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@ -406,7 +401,7 @@ class Position(Struct):
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size = round(size * self.split_ratio)
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return float(
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self.symbol.quantize_size(size),
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self.symbol.quantize(size),
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)
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def minimize_clears(
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@ -466,8 +461,8 @@ class Position(Struct):
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return clear
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def sugest_split(self) -> float:
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...
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# def sugest_split(self) -> float:
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# ...
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class PpTable(Struct):
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