Comments (1)
wh1100717
commented on June 22, 2024
@handsomu 这个属于RQAlpha enhancement 的内容，重新在RQAlpha 项目上开一个issue~
我想了一下，有两种方案：
维持现有的API 不变，增加 buy_close_tody 和 sell_close_today API 来区分平今还是平昨，用户自行处理自己到底需要发的是什么单，因为像上期这种对今仓和昨仓做了区分的，用户也有选择自己要平什么仓位的业务场景。
第二种是增加一个只能开平的API，区别于现有 buy_open / buy_close / sell_open / sell_close，比如 order(side, quantity, price=None, position_effect=None) 当不设置 price 就是 market_order, 不设置 position_effect 就自动判断开平及昨仓今仓。
至于具体的方案，可能还需要讨论一下
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