贸易#

贸易的定义：

  • 当仪器的头寸从0变为大小为X的位置时（对于多头/空头仓位可能是正/负值），该交易是开放的。

  • 当仓位从X变为0时，该交易被关闭。

以下两种情况：

  • 正向变为负向

  • 负向变为正向

实际上被视为：

  1. 一个交易已关闭（仓位从X变为0）

  2. 一个新的交易已开放（仓位从0变为Y）交易只是信息性的，没有用户可调用的方法。

参考：交易#

class backtrader.trade.Trade(data=None, tradeid=0, historyon=False, size=0, price=0.0, value=0.0, commission=0.0)#

Keeps track of the life of an trade: size, price, commission (and value?)

An trade starts at 0 can be increased and reduced and can be considered closed if it goes back to 0.

The trade can be long (positive size) or short (negative size)

An trade is not meant to be reversed (no support in the logic for it)

Member Attributes:

  • ref: unique trade identifier

  • status (int): one of Created, Open, Closed

  • tradeid: grouping tradeid passed to orders during creation The default in orders is 0

  • size (int): current size of the trade

  • price (float): current price of the trade

  • value (float): current value of the trade

  • commission (float): current accumulated commission

  • pnl (float): current profit and loss of the trade (gross pnl)

  • pnlcomm (float): current profit and loss of the trade minus commission (net pnl)

  • isclosed (bool): records if the last update closed (set size to null the trade

  • isopen (bool): records if any update has opened the trade

  • justopened (bool): if the trade was just opened

  • baropen (int): bar in which this trade was opened

  • dtopen (float): float coded datetime in which the trade was opened

    • Use method open_datetime to get a Python datetime.datetime or use the platform provided num2date method

  • barclose (int): bar in which this trade was closed

  • dtclose (float): float coded datetime in which the trade was closed

    • Use method close_datetime to get a Python datetime.datetime or use the platform provided num2date method

  • barlen (int): number of bars this trade was open

  • historyon (bool): whether history has to be recorded

  • history (list): holds a list updated with each “update” event containing the resulting status and parameters used in the update

    The first entry in the history is the Opening Event The last entry in the history is the Closing Event