fix: sync bybit hedge position sides

Author: yunjinqi

backtrader/brokers/btapibroker.py

@@ -108,6 +108,8 @@
     "Side",
     "position_side",
     "positionSide",
+    "positionIdx",
+    "position_idx",
     "posSide",
     "PositionSide",
     "position_direction",
@@ -1052,9 +1054,7 @@ def _sync_one_position(
 
         size = self._extract_update_value(item, *_POSITION_SIZE_KEYS)
         size = float(size or 0.0)
-        direction = self._normalise_position_direction(
-            self._extract_update_value(item, *_POSITION_DIRECTION_KEYS)
-        )
+        direction = self._extract_position_direction(item)
 
         price = self._extract_update_value(item, *_POSITION_PRICE_KEYS)
         price = float(price or 0.0)
@@ -1143,6 +1143,30 @@ def _normalise_position_direction(value):
             return "short"
         return text
 
+    @classmethod
+    def _extract_position_direction(cls, item):
+        if not isinstance(item, dict):
+            return ""
+        details = item.get("details")
+        if not isinstance(details, dict):
+            details = {}
+        for key in _POSITION_DIRECTION_KEYS:
+            value = item.get(key)
+            if value in (None, ""):
+                value = details.get(key)
+            if value in (None, ""):
+                continue
+            if key in {"positionIdx", "position_idx"}:
+                text = cls._normalise_code_text(value)
+                if text == "1":
+                    return "long"
+                if text == "2":
+                    return "short"
+                if text == "0":
+                    return ""
+            return cls._normalise_position_direction(value)
+        return ""
+
     def _sync_remote_open_orders(self, force=False, raise_errors=False):
         """Refresh the cached provider-side open-order snapshot."""
         if self.store is None or not self._live_started or not self.store.is_connected:

tests/unit/brokers/test_btapibroker.py

@@ -974,6 +974,78 @@ def test_sync_positions_accepts_raw_okx_position_aliases():
         broker.stop()
 
 
+def test_sync_positions_accepts_raw_bybit_position_idx_in_net_mode():
+    """Bybit hedge snapshots may expose direction only through positionIdx."""
+    symbol = "BTCUSDT"
+    client = FakeBtApiClient(
+        balance={"cash": 1250.0, "value": 1450.0},
+        positions=[
+            {
+                "symbol": symbol,
+                "positionIdx": "2",
+                "size": "0.5",
+                "avgPrice": "60125.5",
+            }
+        ],
+        history={symbol: [make_bar(0, 60000.0, 60200.0, 59900.0, 60100.0)]},
+    )
+    store = make_store(api=client, provider="bybit")
+    data = store.getdata(dataname=symbol)
+    broker = store.getbroker(account_refresh_interval=60.0, positions_refresh_interval=60.0)
+
+    data._start()
+    assert data.load() is True
+    broker.start()
+    try:
+        position = broker.getposition(data)
+
+        assert position.size == pytest.approx(-0.5)
+        assert position.price == pytest.approx(60125.5)
+        assert broker.positions[symbol].size == pytest.approx(-0.5)
+    finally:
+        broker.stop()
+
+
+def test_sync_positions_accepts_raw_bybit_position_idx_in_dual_side_mode():
+    """Bybit positionIdx=2 must hydrate the short leg in dual-side mode."""
+    symbol = "BTCUSDT"
+    client = FakeBtApiClient(
+        balance={"cash": 1250.0, "value": 1450.0},
+        positions=[
+            {
+                "symbol": symbol,
+                "positionIdx": "2",
+                "size": "0.5",
+                "avgPrice": "60125.5",
+            }
+        ],
+        history={symbol: [make_bar(0, 60000.0, 60200.0, 59900.0, 60100.0)]},
+    )
+    store = make_store(api=client, provider="bybit", supports_dual_side=True)
+    data = store.getdata(dataname=symbol)
+    broker = store.getbroker(
+        account_refresh_interval=60.0,
+        positions_refresh_interval=60.0,
+        position_mode="dual_side",
+    )
+
+    data._start()
+    assert data.load() is True
+    broker.start()
+    try:
+        net_position = broker.getposition(data)
+        short_position = broker.getposition(data, side="short")
+        long_position = broker.getposition(data, side="long")
+
+        assert net_position.size == pytest.approx(-0.5)
+        assert net_position.price == pytest.approx(60125.5)
+        assert short_position.size == pytest.approx(0.5)
+        assert short_position.price == pytest.approx(60125.5)
+        assert long_position.size == pytest.approx(0.0)
+    finally:
+        broker.stop()
+
+
 def test_sync_positions_accepts_float_string_ctp_position_direction_codes():
     """CTP numeric-string position direction codes must not flip shorts long."""
     symbol = "IF2506"