refactor booking

rqalpha/api/api_base.py

@@ -904,3 +904,21 @@ def current_snapshot(id_or_symbol):
 
     # PT、实盘直接取最新快照，忽略 frequency, dt 参数
     return env.data_proxy.current_snapshot(order_book_id, frequency, dt)
+
+
+@export_as_api
+def get_positions():
+    booking = Environment.get_instance().booking
+    if not booking:
+        raise RuntimeError(_("Booking has not been set, please check your broker configuration."))
+    return booking.get_positions()
+
+
+@export_as_api
+@apply_rules(verify_that('direction').is_in([POSITION_DIRECTION.LONG, POSITION_DIRECTION.SHORT]))
+def get_position(order_book_id, direction):
+    booking = Environment.get_instance().booking
+    if not booking:
+        raise RuntimeError(_("Booking has not been set, please check your broker configuration."))
+
+    return booking.get_position(order_book_id, direction)

rqalpha/environment.py

@@ -42,6 +42,7 @@ def __init__(self, config):
         self.user_detail_log = user_detail_log
         self.event_bus = EventBus()
         self.portfolio = None
+        self.booking = None
         self.benchmark_portfolio = None
         self.calendar_dt = None
         self.trading_dt = None

rqalpha/interface.py

@@ -131,6 +131,19 @@ def transaction_cost(self):
         raise NotImplementedError
 
 
+class AbstractBookingPosition(with_metaclass(abc.ABCMeta)):
+
+    @property
+    @abc.abstractmethod
+    def order_book_id(self):
+        raise NotImplementedError
+
+    @property
+    @abc.abstractmethod
+    def direction(self):
+        raise NotImplementedError
+
+
 class AbstractPosition(with_metaclass(abc.ABCMeta)):
     """
     仓位接口，主要用于构建仓位信息
@@ -512,6 +525,11 @@ def get_portfolio(self):
 
         :return: Portfolio
         """
+        raise NotImplementedError
+
+    @abc.abstractmethod
+    def get_booking(self):
+        raise NotImplementedError
 
     @abc.abstractmethod
     def submit_order(self, order):

rqalpha/main.py

@@ -229,6 +229,12 @@ def run(config, source_code=None, user_funcs=None):
         broker = env.broker
         assert broker is not None
         env.portfolio = broker.get_portfolio()
+
+        try:
+            env.booking = broker.get_booking()
+        except NotImplementedError:
+            pass
+
         env.benchmark_portfolio = create_benchmark_portfolio(env)
 
         event_source = env.event_source

rqalpha/mod/__init__.py

@@ -93,6 +93,5 @@ def tear_down(self, *args):
     "sys_simulation",
     "sys_stock_realtime",
     "sys_incremental",
-    "sys_booking",
     "sys_transaction_cost"
 ]