41 lines
1.7 KiB
Python
41 lines
1.7 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):
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self.symbol: str = symbol
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self.volume: int = 0
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self.frozen: int = 0 # T+1 当日买入冻结
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self.avg_price: float = 0.0
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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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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 > 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 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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