获取持仓均价大部分人用的是 position = exchanges[0].GetPosition() avgPrice = position[0][“Price”] 但是其实这样是不准的，打印币安合约position信息： [map[Amount:5 ContractType:swap FrozenAmount:0 Info:map[entryPrice:55173.32071038 isAutoAddMargin:false isolatedMargin:0.00000000 isolatedWallet:0 leverage:20 liquidationPrice:0 marginType:cross markPrice:55171.20000000 maxQty:50 notionalValue:-0.00906269 positionAmt:-5 positionSide:BOTH symbol:BTCUSD_PERP unRealizedProfit:0.00000034] Margin:0.0004531349689693174 MarginLevel:20 Price:55173.32071038 Profit:3.4e-07 Type:1]]
发现有2个价格entryPrice Price，而合约交易不同交易所每天都会进行结算，结算后Price就会变了，而entryPrice才算真正的原始持仓价格， 若这时你用Price去计算收益率来进行止盈止损，可能会造成较大的损失。
以上原因，封装了三大交易所的持仓均价函数，拿走不谢
def getAvgPrice(position):
if hasattr(position[0],'Info') and hasattr(position[0].Info,'cost_open'):# Huobi
return position[0].Info.cost_open
elif hasattr(position[0],'Info') and hasattr(position[0].Info,'avg_cost'):#OKex
return position[0].Info.avg_cost
elif hasattr(position[0],'Info') and hasattr(position[0].Info,'entryPrice'):#binance
return position[0].Info.entryPrice
else:
return position[0]["Price"]
def main():
Log(exchange.GetAccount())
position = exchanges[0].GetPosition()
if len(position)>0:
avgPrice = getAvgPrice(position)
Log(avgPrice)
okTrade 这个有用 拿走了 但是改了一下 def getAvgPrice(postinInfo): if hasattr(postinInfo,'Info') and hasattr(postinInfo.Info,'cost_open'):# Huobi return postinInfo.Info.cost_open elif hasattr(postinInfo,'Info') and hasattr(postinInfo.Info,'avg_cost'):#OKex return postinInfo.Info.avg_cost elif hasattr(postinInfo,'Info') and hasattr(postinInfo.Info,'entryPrice'):#binance return postinInfo.Info.entryPrice else: return postinInfo["Price"]
韬奋量化 牛逼
q631207207 如果使用_C 机器人会一直弹出持仓信息，能帮忙看看么
LiteFly 你自己嵌套了循环吧