moved update_positions to a function

roboquant/account.py

@@ -2,7 +2,6 @@
 from dataclasses import dataclass
 from datetime import datetime
 from decimal import Decimal
-from roboquant.event import Event
 
 from roboquant.order import Order
 
@@ -133,15 +132,18 @@ def mkt_value(self) -> float:
         )
 
     def equity(self) -> float:
-        """Return the equity of the account.
-
-        equity = cash + sum of the market value of the open positions
+        """Return the equity of the account. It will calcaluate the sum of the mkt value of
+        each open position and add the available cash.
 
+        The returned value is denoted in the base currency of the account.
         """
         return self.cash + self.mkt_value()
 
     def unrealized_pnl(self) -> float:
-        """Return the sum of the unrealized profit and loss for the open position."""
+        """Return the sum of the unrealized profit and loss for the open position.
+
+        The returned value is denoted in the base currency of the account.
+        """
         return sum(
             [self.contract_value(symbol, pos.size, pos.mkt_price - pos.avg_price) for symbol, pos in self.positions.items()],
             0.0,
@@ -155,19 +157,11 @@ def has_open_order(self, symbol: str) -> bool:
                 return True
         return False
 
-    def get_position_size(self, symbol) -> Decimal:
-        """Return the position size for the symbol"""
+    def get_position_size(self, symbol: str) -> Decimal:
+        """Return the position size for a symbol"""
         pos = self.positions.get(symbol)
         return pos.size if pos else Decimal(0)
 
-    def update_positions(self, event: Event, price_type: str = "DEFAULT"):
-        """update the open positions with the latest market prices"""
-        self.last_update = event.time
-
-        for symbol, position in self.positions.items():
-            if price := event.get_price(symbol, price_type):
-                position.mkt_price = price
-
     def open_orders(self):
         """Return a list with the open orders"""
         return [order for order in self.orders if order.open]

roboquant/brokers/broker.py

@@ -34,3 +34,15 @@ def sync(self, event: Event | None = None) -> Account:
 
         """
         ...
+
+
+def _update_positions(account: Account, event: Event | None, price_type: str = "DEFAULT"):
+    """update the open positions in the account with the latest market prices"""
+    if not event:
+        return
+
+    account.last_update = event.time
+
+    for symbol, position in account.positions.items():
+        if price := event.get_price(symbol, price_type):
+            position.mkt_price = price

roboquant/brokers/ibkr.py

@@ -14,7 +14,7 @@
 from roboquant.account import Account, Position
 from roboquant.event import Event
 from roboquant.order import Order, OrderStatus
-from .broker import Broker
+from .broker import Broker, _update_positions
 
 assert VERSION["major"] == 10 and VERSION["minor"] == 19, "Wrong version of the IBAPI found"
 
@@ -194,6 +194,7 @@ def sync(self, event: Event | None = None) -> Account:
             acc.buying_power = api.get_buying_power()
             acc.cash = api.get_cash()
 
+        _update_positions(acc, event)
         logger.debug("end sync")
         return acc
 

roboquant/brokers/simbroker.py

@@ -4,7 +4,7 @@
 import logging
 
 from roboquant.account import Account, Position
-from roboquant.brokers.broker import Broker
+from roboquant.brokers.broker import Broker, _update_positions
 from roboquant.event import Event
 from roboquant.order import Order, OrderStatus
 
@@ -184,6 +184,7 @@ def sync(self, event: Event | None = None) -> Account:
 
         self._process_modify_order()
         self._process_create_orders(prices)
+        _update_positions(acc, event, self.price_type)
 
         acc.buying_power = acc.cash
         acc.orders = list(self._create_orders.values())

roboquant/run.py

@@ -17,8 +17,7 @@ def run(
         journal: Journal | None = None,
         timeframe: Timeframe | None = None,
         capacity: int = 10,
-        heartbeat_timeout: float | None = None,
-        price_type: str = "DEFAULT"
+        heartbeat_timeout: float | None = None
 ) -> Account:
     """Start a new run. Only the first two parameters, the feed and strategy, are mandatory.
     The other parameters are optional.
@@ -45,7 +44,6 @@ def run(
     while event := channel.get(heartbeat_timeout):
         signals = strategy.create_signals(event)
         account = broker.sync(event)
-        account.update_positions(event, price_type)
         orders = trader.create_orders(signals, event, account)
         broker.place_orders(orders)
         if journal: