语法指南 | 发明者量化

exchange.GetPositions

获取持仓信息。GetPositions()是交易所对象exchange的成员函数，只作用于该交易所对象绑定的账户（多账户时用exchanges[i].GetPositions()指定账户）。


    
    
    
exchange.GetPositions()


    
    
    
exchange.GetPositions(symbol)

示例

查询持仓（不传参数时按默认范围）并逐条打印。


    javascript
    
    
function main() {
    var positions = exchange.GetPositions()
    if (!positions) return    // 获取失败时为null，没有持仓时为空数组
    for (var pos of positions) {
        Log(pos.Symbol, "数量", pos.Amount, "均价", pos.Price, "浮动盈亏", pos.Profit)
    }
    // 输出：每个持仓一行，依次为品种代码、持仓量、持仓均价、浮动盈亏
}


    python
    
    
def main():
    positions = exchange.GetPositions()
    if positions is None:
        return
    for pos in positions:
        Log(pos["Symbol"], "数量", pos["Amount"], "均价", pos["Price"], "浮动盈亏", pos["Profit"])
    # 输出：每个持仓一行，依次为品种代码、持仓量、持仓均价、浮动盈亏


    rust
    
    
fn main() {
    let Ok(positions) = exchange.GetPositions(None) else { return };
    for pos in &positions {
        Log!(pos.Symbol, "数量", pos.Amount, "均价", pos.Price, "浮动盈亏", pos.Profit);
    }
    // 输出：每个持仓一行，依次为品种代码、持仓量、持仓均价、浮动盈亏
}

使用期货交易所对象，对多个不同交易对、不同合约代码的品种下市价单，并通过多种方式查询持仓信息。


    javascript
    
    
/*backtest
start: 2024-05-21 00:00:00
end: 2024-09-05 00:00:00
period: 5m
basePeriod: 1m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

function main() {
    var arrSymbol = ["BTC_USDT.swap", "BTC_USDT.quarter", "ETH_USDT.swap", "ETH_USDT.quarter"]

    for (var symbol of arrSymbol) {
        exchange.CreateOrder(symbol, "buy", -1, 1)
        exchange.CreateOrder(symbol, "sell", -1, 1)
    }

    var defaultPositions = exchange.GetPositions()
    var swapPositions = exchange.GetPositions("USDT.swap")
    var futuresPositions = exchange.GetPositions("USDT.futures")
    var btcUsdtSwapPositions = exchange.GetPositions("BTC_USDT.swap")

    var tbls = []
    var arr = [defaultPositions, swapPositions, futuresPositions, btcUsdtSwapPositions]
    var tblDesc = ["defaultPositions", "swapPositions", "futuresPositions", "btcUsdtSwapPositions"]
    for (var index in arr) {
        var positions = arr[index]
        var tbl = {type: "table", title: tblDesc[index], cols: ["Symbol", "MarginLevel", "Amount", "FrozenAmount", "Price", "Profit", "Type", "ContractType", "Margin"], rows: [] }
        for (var pos of positions) {
            tbl.rows.push([pos.Symbol, pos.MarginLevel, pos.Amount, pos.FrozenAmount, pos.Price, pos.Profit, pos.Type, pos.ContractType, pos.Margin])
        }
        tbls.push(tbl)
    }

    LogStatus("`" + JSON.stringify(tbls) + "`")

    // 打印输出一次信息后返回，防止后续回测时订单成交，影响数据观察
    return
}


    python
    
    
'''backtest
start: 2024-05-21 00:00:00
end: 2024-09-05 00:00:00
period: 5m
basePeriod: 1m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
'''

import json

def main():
    arrSymbol = ["BTC_USDT.swap", "BTC_USDT.quarter", "ETH_USDT.swap", "ETH_USDT.quarter"]

    for symbol in arrSymbol:
        exchange.CreateOrder(symbol, "buy", -1, 1)
        exchange.CreateOrder(symbol, "sell", -1, 1)

    defaultPositions = exchange.GetPositions()
    swapPositions = exchange.GetPositions("USDT.swap")
    futuresPositions = exchange.GetPositions("USDT.futures")
    btcUsdtSwapPositions = exchange.GetPositions("BTC_USDT.swap")

    tbls = []
    arr = [defaultPositions, swapPositions, futuresPositions, btcUsdtSwapPositions]
    tblDesc = ["defaultPositions", "swapPositions", "futuresPositions", "btcUsdtSwapPositions"]
    for index in range(len(arr)):
        positions = arr[index]
        tbl = {"type": "table", "title": tblDesc[index], "cols": ["Symbol", "MarginLevel", "Amount", "FrozenAmount", "Price", "Profit", "Type", "ContractType", "Margin"], "rows": []}
        for pos in positions:
            tbl["rows"].append([pos["Symbol"], pos["MarginLevel"], pos["Amount"], pos["FrozenAmount"], pos["Price"], pos["Profit"], pos["Type"], pos["ContractType"], pos["Margin"]])

        tbls.append(tbl)

    LogStatus("`" + json.dumps(tbls) + "`")

    return


    rust
    
    
/*backtest
start: 2024-05-21 00:00:00
end: 2024-09-05 00:00:00
period: 5m
basePeriod: 1m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

fn main() {
    let arrSymbol = ["BTC_USDT.swap", "BTC_USDT.quarter", "ETH_USDT.swap", "ETH_USDT.quarter"];

    for symbol in arrSymbol {
        exchange.CreateOrder(symbol, "buy", -1, 1);
        exchange.CreateOrder(symbol, "sell", -1, 1);
    }

    let defaultPositions = exchange.GetPositions(None).unwrap();
    let swapPositions = exchange.GetPositions("USDT.swap").unwrap();
    let futuresPositions = exchange.GetPositions("USDT.futures").unwrap();
    let btcUsdtSwapPositions = exchange.GetPositions("BTC_USDT.swap").unwrap();

    // Rust SDK 没有JSON序列化，使用format!拼接表格的JSON文本
    let mut tbls: Vec<String> = Vec::new();
    let arr = [defaultPositions, swapPositions, futuresPositions, btcUsdtSwapPositions];
    let tblDesc = ["defaultPositions", "swapPositions", "futuresPositions", "btcUsdtSwapPositions"];
    for (index, positions) in arr.iter().enumerate() {
        let mut rows: Vec<String> = Vec::new();
        for pos in positions {
            rows.push(format!(r#"["{}", {}, {}, {}, {}, {}, {}, "{}", {}]"#, pos.Symbol, pos.MarginLevel, pos.Amount, pos.FrozenAmount, pos.Price, pos.Profit, pos.Type, pos.ContractType, pos.Margin));
        }
        let tbl = format!(r#"{{"type": "table", "title": "{}", "cols": ["Symbol", "MarginLevel", "Amount", "FrozenAmount", "Price", "Profit", "Type", "ContractType", "Margin"], "rows": [{}]}}"#, tblDesc[index], rows.join(","));
        tbls.push(tbl);
    }

    LogStatus!(format!("`[{}]`", tbls.join(",")));

    // 打印输出一次信息后返回，防止后续回测时订单成交，影响数据观察
    return;
}

返回值

类型	描述
`Position`数组 / 空值	成功时返回`Position`结构数组；失败时返回空值。

参数

名称	类型	必填	描述
symbol	string	否	要查询的品种（例如`BTC_USDT.swap`）或品种范围（例如`USDT.swap`）。不传或传空字符串时，查询当前计价币种与合约类型的范围（例如当前品种为`BTC_USDT.swap`时即`USDT.swap`）。范围写法与缺省范围的完整规则见`品种代码`。

参考

Position exchange.SetCurrency exchange.SetContractType

备注

加密货币期货合约与加密货币现货不同，现货仅有逻辑上的持仓概念。在FMZ量化交易平台的系统中，加密货币期货合约的具体品种由**交易对**、**合约代码**共同标识。可参阅exchange.SetCurrency、exchange.SetContractType函数。

范围写法（USDT.swap、USD.futures、USDT.option等）与不传symbol时的缺省范围见品种代码；交易所接口不支持的范围会报错并返回空值。

兼容exchange.GetPosition()调用，GetPosition与GetPositions的用法完全一致。

当交易所对象exchange所代表的账户在查询范围内或指定的交易品种上没有持仓时，exchange.GetPositions()函数返回空数组，例如：[]。