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stock_position字段property提示，portfolio字段向前兼容 #100

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handsomu opened this issue Apr 21, 2017 · 1 comment

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handsomu commented Apr 21, 2017 •

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stock_position有以下变更，应当在调用该property的时候打出warning，提示该字段已失效。

total_orders
total_trades
sold_quantity
sold_value
bought_quantity
bought_value

portfolio有以下变更需要注意

加入pnl字段，计算逻辑为 (unit_net_value - 1) * units。调用时提示该字段deprecate
加入starting_cash字段，值为units。在调用该property时候打出warning，提示该字段已失效，返回units字段
加入frozen_cash字段，数值为下属account的frozen_cash加总。调用时候提示该字段deprecate。

stock_account, future_account为了与stock_portfolio, future_portfolio兼容，加入以下字段：

portfolio_value，该字段与total_value值一致。如果调用，提示该字段deprecate，使用total_value代替
pnl, daily_pnl, daily_returns, total_returns, starting_cash全部返回0，提示abandon停止使用
daily_holding_pnl, daily_realized_pnl分别重定向至holding_pnl, realized_pnl

handsomu assigned wh1100717 and hzliu

wh1100717 added the enhancement label

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wh1100717 commented Apr 26, 2017

已实现

wh1100717 closed this as completed

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