claude_dev
05d74fc2c1
M1: PaperOrder+limit+matcher 加 listing_days(创业/科创/北交所前5日不锁,0=已过) M3: is_locked_for_*_symbol cfg 注解 AccountConfig M4: matcher NaN bar 拒单 bar_missing L3: PositionLedger price/volume 正数校验 L5: PaperOrder __post_init__ volume 类型校验(拒 float/bool) M5: current_close 契约 docstring + H3 残留注释修正(transfer_fee 双向) 79 tests passed.
45 lines
2.0 KiB
Python
45 lines
2.0 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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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 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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