add update_position_force to broker

ccxtbt/ccxtbroker.py

@@ -178,6 +178,24 @@ def getposition(self, data, clone=True):
  pos = pos.clone()
  return pos
 
+ def update_position_force(self, data):
+ if self.store.exchange.id == 'bitmex' and data._dataname == 'BTC/USD':
+ sum_of_currentQty = 0
+ avg_of_price = None
+ # x = collections.Counter([d['symbol'] for d in self.store.exchange.privateGetPosition()])
+ for p in self.store.exchange.privateGetPosition():
+ if p['symbol'] == 'XBTUSD':
+ if avg_of_price is None:
+ avg_of_price = float(p['avgEntryPrice'] if p['avgEntryPrice'] is not None else 0)
+ else:
+ avg_of_price = (float(avg_of_price) * float(sum_of_currentQty) + float(p['avgEntryPrice']) * float(p['currentQty'])) \
+ / (float(sum_of_currentQty) + float(p['currentQty']))
+ sum_of_currentQty += p['currentQty']
+
+ self.positions[data._dataname].fix(sum_of_currentQty, avg_of_price) # tetsuya
+ else:
+ raise NotImplementedError("This is not implemented for exchanges other than bitmex and/or symbol")
+
  def next(self):
 
  if self.debug: