position

Position

Position(
    id: str,
    exchange: Exchange,
    data: DataFeed,
    size: float,
    parent: Order,
    state: PositionState = PositionState.Open,
    entry_price: float | None = None,
    entry_fee: float = 0.0,
    entry_at: Timestamp | None = None,
    sl_order: Order | None = None,
    tp_order: Order | None = None,
    tag: str | None = None,
    **kwargs
)

Bases: BaseTransaction

When an Order is filled, it results in an active Position. Find active positions in Strategy.positions and closed, settled positions in Strategy.closed_positions.

Source code in lettrade/exchange/position.py

def __init__(
    self,
    id: str,
    exchange: "Exchange",
    data: "DataFeed",
    size: float,
    parent: "Order",
    state: PositionState = PositionState.Open,
    entry_price: float | None = None,
    entry_fee: float = 0.0,
    entry_at: pd.Timestamp | None = None,
    sl_order: Order | None = None,
    tp_order: Order | None = None,
    tag: str | None = None,
    **kwargs,
):
    super().__init__(
        id=id,
        exchange=exchange,
        data=data,
        size=size,
        **kwargs,
    )
    self._account: "Account" = self.exchange._account

    self.state: PositionState = state
    self.parent: "Order" = parent
    self.tag: str | None = tag

    self.entry_price: float | None = entry_price
    self.entry_fee: float = entry_fee
    self.entry_at: pd.Timestamp | None = entry_at

    self.exit_price: float | None = None
    self.exit_fee: float = 0.0
    self.exit_at: pd.Timestamp | None = None
    self.exit_pl: float | None = None

    self.sl_order: Order | None = sl_order
    self.tp_order: Order | None = tp_order

fee property

fee: float

Fee/Estimate Fee for trade

Returns:

• float ( float ) –

  Fee

is_exited property

is_exited: bool

Flag to check Position state.

Returns:

• bool ( bool ) –

  True if the trade exited

is_long property

is_long: bool

True if side is long (size is positive).

Returns:

• bool ( bool ) –

  True/False

is_opening property

is_opening: bool

Flag to check Position state.

Returns:

• bool ( bool ) –

  True if the trade opening

is_short property

is_short: bool

True if side is short (size is negative).

Returns:

• bool ( bool ) –

  description

pl property

pl: float

Estimate Profit or Loss of Position

Returns:

• float ( float ) –

  PnL

side property

side: TradeSide

True if side is short (size is negative).

Returns:

• bool ( TradeSide ) –

  description

merge

merge(other: Position) -> bool

Merge position from another position has same id

Parameters:

• other (Position) –

  description

Raises:

• RuntimeError –

  description

Source code in lettrade/exchange/position.py

def merge(self, other: "Position") -> bool:
    """Merge position from another position has same id

    Args:
        other (Position): _description_

    Raises:
        RuntimeError: _description_
    """
    if other is self:
        return False

    if self.id != other.id:
        raise RuntimeError(f"Merge difference id {self.id} != {other.id} order")

    self.size = other.size

    if other.sl_order is not None:
        self.sl_order = other.sl_order
        self.sl_order.parent = self
    elif self.sl_order is not None:
        self.sl_order.cancel()
        self.sl_order = None

    if other.tp_order is not None:
        self.tp_order = other.tp_order
        self.tp_order.parent = self
    elif self.tp_order is not None:
        self.tp_order.cancel()
        self.tp_order = None

    if other.entry_at:
        self.entry_at = other.entry_at
    if other.entry_price:
        self.entry_price = other.entry_price

    if other.exit_at:
        self.exit_at = other.exit_at
    if other.exit_price:
        self.exit_price = other.exit_price
    if other.exit_fee:
        self.exit_fee = other.exit_fee
    if other.exit_pl:
        self.exit_pl = other.exit_pl

    if other.parent:
        self.parent = other.parent

    return True

PositionResult

PositionResult(
    ok: bool = True,
    position: Position | None = None,
    raw: object | None = None,
)

Result of Position

Parameters:

• ok (bool | None, default: True ) –

  Flag to check Position is success or not. Defaults to True.

• position (Position | None, default: None ) –

  Position own the result. Defaults to None.

• raw (object | None, default: None ) –

  Raw object of Position. Defaults to None.

Source code in lettrade/exchange/position.py

def __init__(
    self,
    ok: bool = True,
    position: "Position | None" = None,
    raw: object | None = None,
) -> None:
    """_summary_

    Args:
        ok (bool | None, optional): Flag to check `Position` is success or not. Defaults to True.
        position (Position | None, optional): Position own the result. Defaults to None.
        raw (object | None, optional): Raw object of `Position`. Defaults to None.
    """
    self.ok: bool = ok
    self.position: "Position | None" = position
    self.raw: object | None = raw

PositionResultError

PositionResultError(
    error: str,
    position: Position | None = None,
    raw: object | None = None,
)

Bases: PositionResult

Result of a error Position

Parameters:

• error (str) –

  Error message

• position (Position | None, default: None ) –

  Position own the result. Defaults to None.

• raw (object | None, default: None ) –

  Raw object of Position. Defaults to None.

Source code in lettrade/exchange/position.py

def __init__(
    self,
    error: str,
    position: "Position | None" = None,
    raw: object | None = None,
) -> None:
    """_summary_

    Args:
        error (str): Error message
        position (Position | None, optional): Position own the result. Defaults to None.
        raw (object | None, optional): Raw object of `Position`. Defaults to None.
    """
    super().__init__(ok=False, position=position, raw=raw)
    self.error: str = error

PositionResultOk

PositionResultOk(
    position: Position | None = None,
    raw: object | None = None,
)

Bases: PositionResult

Result of a success Position

Parameters:

• position (Position | None, default: None ) –

  Position own the result. Defaults to None.

• raw (object | None, default: None ) –

  Raw object of Position. Defaults to None.

Source code in lettrade/exchange/position.py

def __init__(
    self,
    position: "Position | None" = None,
    raw: object | None = None,
) -> None:
    """_summary_

    Args:
        position (Position | None, optional): Position own the result. Defaults to None.
        raw (object | None, optional): Raw object of `Position`. Defaults to None.
    """
    super().__init__(ok=True, position=position, raw=raw)