claude_dev
164690373f
- 资金占用成本(spec§195): StrategyRunner.daily_borrow_cost(used×risk_free/365) 归因per_strategy_pnl(不碰account总账, account.equity真实净值不变); config risk_free_rate=0.02; engine.step mark_to_market后计扣; =0向后兼容跳过 - 分红送股(spec§295): dividend_source.py(akshare stock_history_dividend_detail, 实测600000/000001纯现金分红); PositionLedger.apply_split(volume×factor/avg÷factor); Account.apply_cash_dividend; engine._apply_dividends(除权日调整,现金先split后); mark_to_market停牌prev_close兜底(今收→前收→均价); _run_replay注入dividends日历 - 修_restore_ledger预存bug: PositionLedger.__init__加volume/frozen/avg_price参数 (原只symbol, live_orchestrator跨日恢复4参数调用会TypeError, 首次step空仓未暴露) - 139 passed(119基准+20分红+3占用成本), 无回归 - live_step dividends注入待分期项(每日拉全市场分红慢, 需run_daily_update预拉日历)
58 lines
2.6 KiB
Python
58 lines
2.6 KiB
Python
"""单标的持仓对象（raw 计均价、T+1 冻结）。
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mutable，被 Account / StrategyRunner 持有（spec §6.3 双层记账）。
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- 均价：移动加权平均，买入刷新；卖出不影响剩余持仓成本（A 股惯例）
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- T+1：买入当日 frozen，次日开盘前由 Account.unfreeze_all() 解冻
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- 零股：卖出允许零股（退出持仓基本操作），买入由 matcher 保证 100 股整取
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"""
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class PositionLedger:
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def __init__(self, symbol: str, volume: int = 0, frozen: int = 0, avg_price: float = 0.0):
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self.symbol: str = symbol
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self.volume: int = volume
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self.frozen: int = frozen # T+1 当日买入冻结
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self.avg_price: float = avg_price
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@property
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def available(self) -> int:
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"""可卖出量 = 总持仓 - T+1 冻结。"""
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return self.volume - self.frozen
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def apply_buy(self, price: float, volume: int) -> None:
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"""买入：刷新移动加权均价，新买入量计入 frozen（T+1）。"""
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if volume <= 0 or price <= 0:
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raise ValueError(f"price/volume 必须为正: price={price}, volume={volume}")
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total_cost = self.avg_price * self.volume + price * volume
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self.volume += volume
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self.avg_price = total_cost / self.volume if self.volume else 0.0
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self.frozen += volume # T+1
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def apply_sell(self, price: float, volume: int) -> None:
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"""卖出：扣减持仓量。price 保留接口对称（不影响剩余持仓均价）。
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清仓时 avg_price 归零（避免下一次买入残留历史成本）。"""
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if volume <= 0 or price <= 0:
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raise ValueError(f"price/volume 必须为正: price={price}, volume={volume}")
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if volume > self.available:
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raise ValueError(
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f"卖出超过可卖量: want {volume}, available {self.available}"
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)
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self.volume -= volume
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if self.volume == 0:
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self.avg_price = 0.0
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def apply_split(self, factor: float) -> None:
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"""送股/转增：volume ×= factor，avg_price /= factor（总市值不变，spec §295）。
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factor=(10+送转)/10，对 100 股整数倍持仓结果恒为整数。
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factor<=0 非法；空持仓 no-op。
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"""
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if factor <= 0:
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raise ValueError(f"split factor 必须为正: {factor}")
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if self.volume <= 0:
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return
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self.volume = int(round(self.volume * factor))
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self.avg_price = self.avg_price / factor
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def unfreeze(self) -> None:
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"""次日开盘前调用：frozen → available。"""
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self.frozen = 0
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