backtrader.position module

Position Module - Position tracking and management.

This module provides the Position class for tracking the size and price of trading positions. It maintains position state including opening and closing amounts.

Classes:

Position: Tracks position size, price, and related attributes.

示例

Getting position from broker: >>> position = broker.getposition(data) >>> print(f"Size: {position.size}, Price: {position.price}")

class backtrader.position.Position

基类：object

Keeps and updates the size and price of a position.

The Position object has no relationship to any specific asset. It only keeps size and price information.

size

Current position size (positive for long, negative for short).

price

Current price of the position.

price_orig

Original price when position was opened.

upopened

Amount of position opened in last update.

upclosed

Amount of position closed in last update.

adjbase

Adjustment base for position calculations.

示例

>>> position = Position(size=100, price=50.0)
>>> print(len(position))  # Returns True if size != 0

__init__(size=0, price=0.0)

Initialize a Position instance.

参数:

• size -- Initial position size (default: 0).

• price -- Initial price for the position (default: 0.0).

fix(size, price)

Fix the position to a specific size and price.

参数:

• size -- The new position size.

• price -- The new position price.

返回:

True if size equals oldsize, False otherwise.

返回类型:

bool

set(size, price)

Set position's size and price, calculating opening and closing amounts.

参数:

• size -- The new position size.

• price -- The new position price.

返回:

(size, price, upopened, upclosed) calculated values.

返回类型:

tuple

clone()

Create a copy of the current position.

返回:

A new Position instance with the same size and price.

返回类型:

Position

pseudoupdate(size, price)

Create a pseudo-update by cloning and updating.

参数:

• size -- The size to add to the position.

• price -- The price for the update.

返回:

A new Position instance after update.

返回类型:

Position

update(size, price, dt=None)

Updates the current position and returns the updated size, price and units used to open/close a position # Update current position and return updated size, price and position size needed to open/close

参数:

• size (# Amount to update position) -- amount to update the position's size if size < 0: A sell operation has taken place if size > 0: A buy operation has taken place

• size

• 0 (if size >)

• executed (a buy operation will be)

• 0

• executed

• price (float) -- Must always be positive to ensure consistency

• Price (#)

• consistency (must always be positive to maintain)

• dt (datetime.datetime) -- record datetime update (datetime.datetime)

返回:

A tuple (non-named) contaning

size - new position size

Simply the sum of the existing size plus the "size" argument

price - new position price

If a position is increased, the new average price will be returned If a position is reduced, the price of the remaining size does not change If a position is closed, the price is nullified If a position is reversed, the price is the price given as argument

opened - amount of contracts from argument "size" that were used

to open/increase a position. A position can be opened from 0 or can be a reversal. If a reversal is performed, then opened is less than "size", because part of "size" will have been used to close the existing position

closed - the amount of units from arguments "size" that were used to

close/reduce a position

Both opened and closed carry the same sign as the "size" argument because they refer to a part of the "size" argument # Result will return a tuple containing the following data: # size represents new position size, simply existing position size plus new position increment # price represents new position price, returns different price based on different position # opened represents position size to be newly opened # closed represents position size to be closed