refactor trader

examples/trader/follow_ii_trader.py

@@ -32,12 +32,12 @@ def on_time(self, timestamp: pd.Timestamp):
         long_df = df[df["change_ratio"] > 0.05]
         short_df = df[df["change_ratio"] < -0.5]
         try:
-            self.trade_the_targets(
-                due_timestamp=timestamp,
-                happen_timestamp=timestamp,
-                long_selected=set(long_df["entity_id"].to_list()),
-                short_selected=set(short_df["entity_id"].to_list()),
-            )
+            long_targets = set(long_df["entity_id"].to_list())
+            short_targets = set(short_df["entity_id"].to_list())
+            if long_targets:
+                self.buy(timestamp=timestamp, entity_ids=long_targets)
+            if short_targets:
+                self.sell(timestamp=timestamp, entity_ids=short_targets)
         except Exception as e:
             self.logger.error(e)
 

examples/trader/macd_day_trader.py

@@ -74,11 +74,11 @@ def short_position_control(self):
         # 空头仓位管理
         return super().short_position_control()
 
-    def on_targets_filtered(
+    def on_factor_targets_filtered(
         self, timestamp, level, factor: Factor, long_targets: List[str], short_targets: List[str]
     ) -> Tuple[List[str], List[str]]:
         # 过滤某级别选出的 标的
-        return super().on_targets_filtered(timestamp, level, factor, long_targets, short_targets)
+        return super().on_factor_targets_filtered(timestamp, level, factor, long_targets, short_targets)
 
 
 if __name__ == "__main__":

src/zvt/contract/factor.py

@@ -506,7 +506,7 @@ def fill_gap(self):
         self.result_df = self.result_df.reindex(new_index)
         self.result_df = self.result_df.groupby(level=0).fillna(method=self.fill_method, limit=self.effective_number)
 
-    def update_entities(self, entity_ids):
+    def add_entities(self, entity_ids):
         if (self.entity_ids and entity_ids) and (set(self.entity_ids) == set(entity_ids)):
             self.logger.info(f"current: {self.entity_ids}")
             self.logger.info(f"refresh: {entity_ids}")

src/zvt/trader/__init__.py

@@ -29,15 +29,14 @@ def __init__(
         position_pct: float = 0,
         order_money: float = 0,
     ):
+        self.trading_signal_type = trading_signal_type
         self.entity_id = entity_id
         self.due_timestamp = due_timestamp
         self.happen_timestamp = happen_timestamp
         self.trading_level = trading_level
-        self.trading_signal_type = trading_signal_type
 
         # use position_pct or order_money
         self.position_pct = position_pct
-
         # when close the position,just use position_pct
         self.order_money = order_money