Officially drop `Position.size`

piker/accounting/README.rst

@@ -0,0 +1,16 @@
+.accounting
+-----------
+A subsystem for transaction processing, storage and historical
+measurement.
+
+
+.pnl
+----
+BEP, the break even price: the price at which liquidating
+a remaining position results in a zero PnL since the position was
+"opened" in the destination asset.
+
+PPU: price-per-unit: the "average cost" (in cumulative mean terms)
+of the "entry" transactions which "make a position larger"; taking
+a profit relative to this price means that you will "make more
+profit then made prior" since the position was opened.

piker/accounting/_pos.py

@@ -38,6 +38,7 @@ from pendulum import (
     datetime,
     now,
 )
+import polars as pl
 import tomlkit
 
 from ._ledger import (
@@ -143,6 +144,8 @@ class Position(Struct):
     # trade was opened.?
     # def bep() -> float:
     #     ...
+    def clears_df(self) -> pl.DataFrame:
+        ...
 
     def clearsitems(self) -> list[(str, dict)]:
         return ppu(
@@ -436,11 +439,6 @@ class Position(Struct):
             ndigits=self.mkt.size_tick_digits,
         )
 
-    @property
-    def size(self) -> float:
-        log.warning('`Position.size` is deprecated, use `.cumsize`')
-        return self.cumsize
-
     # TODO: once we have an `.events` table with diff
     # mkt event types..?
     # def suggest_split(self) -> float: