def _get_one_real_time_price_from_local_variable_hist(
self, security, timeNow, tickType, freq='dummy'):
# print('_get_one_real_time_price_from_local_variable_hist', security, timeNow, tickType)
# Store the last value, be prepared that this function is fired twice at one timeNow
security_no_exchange_primaryExchange = stripe_exchange_primaryExchange_from_security(
security)
str_security = security_no_exchange_primaryExchange.full_print()
if (str_security, timeNow, tickType) in self._lastRealTimePrice:
self._log.notset(
__name__ +
'::_get_one_real_time_price_from_local_variable_hist: str_security=%s timeNow=%s tickType=%s returnedValue=SavedValue'
% (str_security, timeNow, tickType))
return self._lastRealTimePrice[(str_security, timeNow, tickType)]
ans = -1
if tickType in [
IBCpp.TickType.ASK, IBCpp.TickType.BID, IBCpp.TickType.LAST,
IBCpp.TickType.OPEN, IBCpp.TickType.HIGH, IBCpp.TickType.LOW,
IBCpp.TickType.CLOSE
]:
ans = roundToMinTick(random.uniform(50, 100))
elif tickType in [
IBCpp.TickType.VOLUME, IBCpp.TickType.BID_SIZE,
IBCpp.TickType.ASK_SIZE
]:
ans = roundToMinTick(random.uniform(10000, 50000), 1)
else:
self._log.error(
__name__ +
'::_get_one_real_time_price_from_local_variable_hist: EXIT, do not support tickType=%s'
% (str(tickType), ))
exit()
self._lastRealTimePrice[(str_security, timeNow, tickType)] = ans
if tickType == IBCpp.TickType.CLOSE:
self._lastRealTimePrice[(str_security, timeNow,
IBCpp.TickType.ASK)] = ans
self._lastRealTimePrice[(str_security, timeNow,
IBCpp.TickType.BID)] = ans
self._log.notset(
__name__ +
'::_get_one_real_time_price_from_local_variable_hist: str_security=%s timeNow=%s tickType=%s returnedValue=%s'
% (str_security, timeNow, tickType, ans))
return ans
def provide_real_time_price(self, security, tickType):
ans = roundToMinTick(random.uniform(50, 100))
# print(__name__ + '::provide_real_time_price: ans=%s' % (ans,))
self._log.notset(__name__ + '::provide_real_time_price: ans=%s' %
(ans, ))
return ans
def simulate_commissions(execution):
# self._log.debug(__name__ + '::simulate_commission: $0.0075 per share or $1.00')
return roundToMinTick(max(execution.shares * 0.0075, 1.0))