Class: JIJI::Position

Inherits:
Object
  • Object
show all
Defined in:
lib/jiji/operator.rb

Overview

ポジション

Constant Summary collapse

SELL =

売り/買い区分

0
BUY = 
1
STATE_WAITING =

状態:注文中

0
STATE_START =

状態:新規

1
STATE_FIX_WAITING =

状態:決済注文中

2
STATE_FIXED =

状態:決済済み

3
STATE_LOST =

状態:約定前にシステムが再起動された

4

Instance Attribute Summary collapse

Instance Method Summary collapse

Constructor Details

#initialize(position_id, sell_or_buy, count, unit, date, rate, pair, trader, operator, open_interest_no = "", order_no = "") ⇒ Position

コンストラクタ

sell_or_buy

売りor買い

count

数量

unit

取引単位

date

取引日時

rate

レート

pair

通貨ペア

trader

取引実行者

operator

operator

open_interest_no

建玉番号

order_no

注文番号



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# File 'lib/jiji/operator.rb', line 165

def initialize( position_id, sell_or_buy, count, unit, date, rate, pair,
  trader, operator, open_interest_no="", order_no="" )
  @position_id = position_id
  @sell_or_buy = sell_or_buy
  @count = count
  @unit = unit
  @price = (count*unit*rate).to_i
  @date = date
  @profit_or_loss = 0
  @state =STATE_START
  @rate = rate
  @pair = pair
  @trader = trader

  @open_interest_no = open_interest_no
  @order_no = order_no

  @operator = operator
  @info = {}
  @swap = 0
  @swap_time = Time.local( date.year, \
    date.month, date.day, operator.conf.get([:swap_time], 5 ))
  @swap_time += 60*60*24 if date > @swap_time
end

Instance Attribute Details

#count ⇒ Object (readonly)

取引数量



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# File 'lib/jiji/operator.rb', line 266

def count
  @count
end

#current_price ⇒ Object (readonly)

現在価値



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# File 'lib/jiji/operator.rb', line 270

def current_price
  @current_price
end

#date ⇒ Object (readonly)

購入日時



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# File 'lib/jiji/operator.rb', line 262

def date
  @date
end

#fix_date ⇒ Object (readonly)

決済日時



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# File 'lib/jiji/operator.rb', line 264

def fix_date
  @fix_date
end

#fix_rate ⇒ Object (readonly)

決済時のレート



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# File 'lib/jiji/operator.rb', line 276

def fix_rate
  @fix_rate
end

#open_interest_no ⇒ Object

建玉番号



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# File 'lib/jiji/operator.rb', line 250

def open_interest_no
  @open_interest_no
end

#operator ⇒ Object (readonly)

クライアント



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# File 'lib/jiji/operator.rb', line 248

def operator
  @operator
end

#order_no ⇒ Object

注文番号



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# File 'lib/jiji/operator.rb', line 252

def order_no
  @order_no
end

#pair ⇒ Object (readonly)

通貨ペア



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# File 'lib/jiji/operator.rb', line 280

def pair
  @pair
end

#position_id ⇒ Object (readonly)

一意な識別子



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# File 'lib/jiji/operator.rb', line 255

def position_id
  @position_id
end

#price ⇒ Object (readonly)

取得金額



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# File 'lib/jiji/operator.rb', line 268

def price
  @price
end

#profit_or_loss ⇒ Object (readonly)

現在の損益



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# File 'lib/jiji/operator.rb', line 272

def profit_or_loss
  @profit_or_loss
end

#rate ⇒ Object (readonly)

購入時のレート



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# File 'lib/jiji/operator.rb', line 274

def rate
  @rate
end

#sell_or_buy ⇒ Object (readonly)

売りか買いか?



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# File 'lib/jiji/operator.rb', line 257

def sell_or_buy
  @sell_or_buy
end

#state ⇒ Object (readonly)

状態



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# File 'lib/jiji/operator.rb', line 259

def state
  @state
end

#swap ⇒ Object (readonly)

決済時のレート



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# File 'lib/jiji/operator.rb', line 278

def swap
  @swap
end

#trader ⇒ Object (readonly)

取引実行者



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# File 'lib/jiji/operator.rb', line 282

def trader
  @trader
end

Instance Method Details

#[](key) ⇒ Object 



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# File 'lib/jiji/operator.rb', line 221

def [](key)
  @info[key]
end

#[]=(key, value) ⇒ Object 



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# File 'lib/jiji/operator.rb', line 224

def []=(key, value)
  @info[key] = value
end

#_commit ⇒ Object 



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# File 'lib/jiji/operator.rb', line 190

def _commit
  raise "illegal state" if @state != STATE_START
  @state = STATE_FIXED
  @fix_date = @current_date
  @fix_rate = @current_rate
end

#lost ⇒ Object 



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# File 'lib/jiji/operator.rb', line 197

def lost
  @state = STATE_LOST
end

#next(rates) ⇒ Object

現在価格を更新



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# File 'lib/jiji/operator.rb', line 202

def next(rates)
  return if @state == STATE_FIXED
  rate = rates[@pair]
  @current_rate = @sell_or_buy == BUY ? rate.bid : rate.ask
  @current_price = (@count * @unit * @current_rate).to_i

  # swap

  if @swap_time <= rates.time
    @swap += @sell_or_buy == BUY ? rate.buy_swap : rate.sell_swap
    @swap_time += 60*60*24
  end

  @profit_or_loss = @sell_or_buy == BUY \
      ? @current_price - @price + @swap\
      : @price - @current_price + @swap

  @current_date = rates.time
end

#values ⇒ Object 



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# File 'lib/jiji/operator.rb', line 228

def values
  {
    :position_id => position_id,
    :open_interest_no=> open_interest_no,
    :sell_or_buy =>  sell_or_buy == JIJI::Position::SELL ? :sell : :buy,
    :state => state,
    :date => date.to_i,
    :fix_date => fix_date.to_i,
    :count => count ,
    :price => price,
    :profit_or_loss => profit_or_loss.to_i,
    :rate => rate,
    :fix_rate => fix_rate,
    :swap=> swap,
    :pair => pair,
    :trader => trader
  }
end