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zipline的Order,Portfolio,Account,Position对象

2017-04-19 18:19 183 查看
1、order对象
dt,
sid,
amount,
stop,
limit,
id,
filled,
commission,
stop_reached,
limit_reached,
created
2、portfolio对象
self.capital_used = 0.0
self.starting_cash = 0.0
self.portfolio_value = 0.0
self.pnl = 0.0
self.returns = 0.0
self.cash = 0.0
self.positions = Positions()
self.start_date = None
self.positions_value = 0.0
3、account对象
self.settled_cash = 0.0
self.accrued_interest = 0.0
self.buying_power = float(inf)
self.equity_with_loan = 0.0
self.total_positions_value = 0.0
self.total_positions_exposure = 0.0
self.regt_equity = 0.0
self.regt_margin = float(inf)
self.initial_margin_requirement = 0.0
self.maintenance_margin_requirement = 0.0
self.available_funds = 0.0
self.excess_liquidity = 0.0
self.cushion = 0.0
self.day_trades_remaining = float(inf)
self.leverage = 0.0
self.net_leverage = 0.0
self.net_liquidation = 0.0
4、position对象
self.sid = sid
self.amount = 0
self.cost_basis = 0.0  # per share
self.last_sale_price = 0.0
self.last_sale_date = None
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