应用平仓，并计算平仓盈亏

        买平：
        delta_realized_pnl = sum of ((trade_price - cost_price)* quantity) of closed trades * contract_multiplier

        卖平：
        delta_realized_pnl = sum of ((cost_price - trade_price)* quantity) of closed trades * contract_multiplier

        :param trade: rqalpha.model.trade.Trade
        :return: float

def _close_holding(self, trade):
        """
        应用平仓，并计算平仓盈亏

        买平：
        delta_realized_pnl = sum of ((trade_price - cost_price)* quantity) of closed trades * contract_multiplier

        卖平：
        delta_realized_pnl = sum of ((cost_price - trade_price)* quantity) of closed trades * contract_multiplier

        :param trade: rqalpha.model.trade.Trade
        :return: float
        """
        left_quantity = trade.last_quantity
        delta = 0
        if trade.side == SIDE.BUY:
            # 先平昨仓
            if trade.position_effect == POSITION_EFFECT.CLOSE and len(self._sell_old_holding_list) != 0:
                old_price, old_quantity = self._sell_old_holding_list.pop()

                if old_quantity > left_quantity:
                    consumed_quantity = left_quantity
                    self._sell_old_holding_list = [(old_price, old_quantity - left_quantity)]
                else:
                    consumed_quantity = old_quantity
                left_quantity -= consumed_quantity
                delta += self._cal_realized_pnl(old_price, trade.last_price, trade.side, consumed_quantity)
            # 再平今仓
            while True:
                if left_quantity <= 0:
                    break
                oldest_price, oldest_quantity = self._sell_today_holding_list.pop()
                if oldest_quantity > left_quantity:
                    consumed_quantity = left_quantity
                    self._sell_today_holding_list.append((oldest_price, oldest_quantity - left_quantity))
                else:
                    consumed_quantity = oldest_quantity
                left_quantity -= consumed_quantity
                delta += self._cal_realized_pnl(oldest_price, trade.last_price, trade.side, consumed_quantity)
        else:
            # 先平昨仓
            if trade.position_effect == POSITION_EFFECT.CLOSE and len(self._buy_old_holding_list) != 0:
                old_price, old_quantity = self._buy_old_holding_list.pop()
                if old_quantity > left_quantity:
                    consumed_quantity = left_quantity
                    self._buy_old_holding_list = [(old_price, old_quantity - left_quantity)]
                else:
                    consumed_quantity = old_quantity
                left_quantity -= consumed_quantity
                delta += self._cal_realized_pnl(old_price, trade.last_price, trade.side, consumed_quantity)
            # 再平今仓
            while True:
                if left_quantity <= 0:
                    break
                oldest_price, oldest_quantity = self._buy_today_holding_list.pop()
                if oldest_quantity > left_quantity:
                    consumed_quantity = left_quantity
                    self._buy_today_holding_list.append((oldest_price, oldest_quantity - left_quantity))
                    left_quantity = 0
                else:
                    consumed_quantity = oldest_quantity
                left_quantity -= consumed_quantity
                delta += self._cal_realized_pnl(oldest_price, trade.last_price, trade.side, consumed_quantity)
        return delta