fix(kernel): position price formula

No-Trade-No-Life · Feb 18, 2024 · 8280a8b · 8280a8b
1 parent 60280fd
commit 8280a8b
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Showing 3 changed files with 20 additions and 6 deletions.
diff --git a/common/changes/@yuants/kernel/2024-02-18-08-15.json b/common/changes/@yuants/kernel/2024-02-18-08-15.json
@@ -0,0 +1,10 @@
+{
+  "changes": [
+    {
+      "packageName": "@yuants/kernel",
+      "comment": "fix position price formula",
+      "type": "patch"
+    }
+  ],
+  "packageName": "@yuants/kernel"
+}
diff --git a/libraries/kernel/src/units/AccountInfoUnit.ts b/libraries/kernel/src/units/AccountInfoUnit.ts
@@ -103,9 +103,11 @@ export class AccountInfoUnit extends BasicUnit {
         } else {
           // 开仓的时候，如果有头寸，就要更新头寸
           const nextVolume = roundToStep(thePosition.volume + order.volume, theProduct.volume_step ?? 1);
-          const nextPositionPrice =
-            (thePosition.position_price * thePosition.volume + order.traded_price! * order.volume) /
-            nextVolume;
+          const nextPositionPrice = theProduct.value_scale_unit
+            ? nextVolume /
+              (thePosition.volume / thePosition.position_price + order.traded_volume! / order.volume)
+            : (thePosition.position_price * thePosition.volume + order.traded_price! * order.volume) /
+              nextVolume;
           const position: IPosition = {
             ...thePosition,
             volume: nextVolume,

diff --git a/libraries/kernel/src/units/AccountSimulatorUnit.ts b/libraries/kernel/src/units/AccountSimulatorUnit.ts
@@ -77,9 +77,11 @@ export class AccountSimulatorUnit extends BasicUnit {
         } else {
           // 开仓的时候，如果有头寸，就要更新头寸
           const nextVolume = roundToStep(thePosition.volume + order.volume, theProduct?.volume_step ?? 1);
-          const nextPositionPrice =
-            (thePosition.position_price * thePosition.volume + order.traded_price! * order.volume) /
-            nextVolume;
+          const nextPositionPrice = theProduct.value_scale_unit
+            ? nextVolume /
+              (thePosition.volume / thePosition.position_price + order.volume / order.traded_price!)
+            : (thePosition.position_price * thePosition.volume + order.traded_price! * order.volume) /
+              nextVolume;
           const position: IPosition = {
             ...thePosition,
             volume: nextVolume,