def c_order(self, buy_sell):
'''click buy button'''
if self.check_login(): return
prod = self.box_product.currentText()[0:3]
prodM = self.box_month.currentText()[0:6]
price = self.box_price.value()
qty = self.box_qty.value()
hsi = Future(prod, prodM)
if web_trade.ib.qualifyContracts(hsi):
if buy_sell == 'B':
order = LimitOrder('BUY',
qty,
price,
outsideRth=self.c_t1.isChecked(),
orderRef=f"PY_{self.pwd_id[-1]}")
else:
order = LimitOrder('SELL',
qty,
price,
outsideRth=self.c_t1.isChecked(),
orderRef=f"PY_{self.pwd_id[-1]}")
web_trade.ib.placeOrder(hsi, order)
print("%s%s %d@%d" %
(prod, prodM, qty if buy_sell == 'B' else -qty, price))
if web_trade.status == 2:
w.statusBar().showMessage(web_trade.error)
def cb_close1(self):
if self.check_login(): return
getLots = self.box_lot2.value()
if getLots == 0:
return
Lots, Price = self.calc_close()
if Lots is None or Price is None:
return
prod = self.set1['合约']
web_trade.ib.waitOnUpdate(0.1)
able_lots = web_trade.get_lots('LMT')
if prod not in able_lots or able_lots[prod] == 0:
return
if abs(Lots) > abs(able_lots[prod]):
Lots = able_lots[prod]
# prod_code=prod[0:3]
# prod_month=prod[3:5]
# web_trade.orderdata['prod_code'] = prod_code
# web_trade.orderdata['contract_mth'] = prod_month
lotsList = self.getList(abs(int(Lots)))
# print(getLots,prod,Lots,Price,lotsList,self.c_close1.isChecked())
hsi = Future(localSymbol=prod)
if web_trade.ib.qualifyContracts(hsi):
if Lots > 0:
for x in lotsList:
# web_trade.order_buy(Price, x, prod_code=prod_code)
zy, thereAre = self.zszyGroup('zy')
order = LimitOrder('BUY',
x,
Price,
ocaGroup=zy,
ocaType=2,
outsideRth=self.c_close1.isChecked(),
orderRef=f"PY_{self.pwd_id[-1]}")
web_trade.ib.placeOrder(hsi, order)
print("%s %d@%d" % (prod, x, Price))
else:
for x in lotsList:
# web_trade.order_sell(Price, x, prod_code=prod_code)
zy, thereAre = self.zszyGroup('zy')
order = LimitOrder('SELL',
x,
Price,
ocaGroup=zy,
ocaType=2,
outsideRth=self.c_close1.isChecked(),
orderRef=f"PY_{self.pwd_id[-1]}")
web_trade.ib.placeOrder(hsi, order)
print("%s -%d@%d" % (prod, x, Price))
self.box_lot2.setValue(0)
self.c_orderlist()
def order(self):
tp_price = round_tick(
self.price - self.sl_points * self.direction * self.tp_multiple,
self.min_tick)
log.info(f'TAKE PROFIT PRICE: {tp_price}')
return LimitOrder(self.reverseAction, self.amount, tp_price,
tif='GTC')
def test_place_order(self):
# Arrange
instrument = IBTestStubs.instrument("AAPL")
contract_details = IBTestStubs.contract_details("AAPL")
self.instrument_setup(instrument=instrument,
contract_details=contract_details)
order = TestExecStubs.limit_order(instrument_id=instrument.id, )
command = TestCommandStubs.submit_order_command(order=order)
# Act
with patch.object(self.exec_client._client, "placeOrder") as mock:
self.exec_client.submit_order(command=command)
# Assert
expected = {
"contract":
Contract(
secType="STK",
conId=265598,
symbol="AAPL",
exchange="SMART",
primaryExchange="NASDAQ",
currency="USD",
localSymbol="AAPL",
tradingClass="NMS",
),
"order":
LimitOrder(action="BUY", totalQuantity=100.0, lmtPrice=55.0),
}
name, args, kwargs = mock.mock_calls[0]
# Can't directly compare kwargs for some reason?
assert kwargs["contract"] == expected["contract"]
assert kwargs["order"].action == expected["order"].action
assert kwargs["order"].totalQuantity == expected["order"].totalQuantity
assert kwargs["order"].lmtPrice == expected["order"].lmtPrice
def test_cancel_order(self):
# Arrange
instrument = IBTestStubs.instrument("AAPL")
contract_details = IBTestStubs.contract_details("AAPL")
contract = contract_details.contract
order = IBTestStubs.create_order()
self.instrument_setup(instrument=instrument,
contract_details=contract_details)
self.exec_client._ib_insync_orders[
TestIdStubs.client_order_id()] = Trade(contract=contract,
order=order)
# Act
command = TestCommandStubs.cancel_order_command(
instrument_id=instrument.id)
with patch.object(self.exec_client._client, "cancelOrder") as mock:
self.exec_client.cancel_order(command=command)
# Assert
expected = {
"contract":
Contract(
secType="STK",
conId=265598,
symbol="AAPL",
exchange="SMART",
primaryExchange="NASDAQ",
currency="USD",
localSymbol="AAPL",
tradingClass="NMS",
),
"order":
LimitOrder(action="BUY", totalQuantity=100_000, lmtPrice=105.0),
}
def _place_order(self, contract: Contract, side: str, size: int,
price: float) -> Trade:
side = side.upper()
if side not in ('SELL', 'BUY'):
return [f'invalid order type: {side}']
price = float(f'{round(float(price), 3):.3f}')
order = LimitOrder(side, size, price, tif='GTC')
trade = self._ib.placeOrder(contract, order)
return trade
def test_update_order(self):
# Arrange
instrument = IBTestStubs.instrument("AAPL")
contract_details = IBTestStubs.contract_details("AAPL")
contract = contract_details.contract
order = IBTestStubs.create_order()
self.instrument_setup(instrument=instrument,
contract_details=contract_details)
self.exec_client._ib_insync_orders[
TestIdStubs.client_order_id()] = Trade(contract=contract,
order=order)
# Act
command = TestCommandStubs.modify_order_command(
instrument_id=instrument.id,
price=Price.from_int(10),
quantity=Quantity.from_str("100"),
)
with patch.object(self.exec_client._client, "placeOrder") as mock:
self.exec_client.modify_order(command=command)
# Assert
expected = {
"contract":
Contract(
secType="STK",
conId=265598,
symbol="AAPL",
exchange="SMART",
primaryExchange="NASDAQ",
currency="USD",
localSymbol="AAPL",
tradingClass="NMS",
),
"order":
LimitOrder(action="BUY", totalQuantity=100, lmtPrice=10.0),
}
name, args, kwargs = mock.mock_calls[0]
# Can't directly compare kwargs for some reason?
assert kwargs["contract"] == expected["contract"]
assert kwargs["order"].action == expected["order"].action
assert kwargs["order"].totalQuantity == expected["order"].totalQuantity
assert kwargs["order"].lmtPrice == expected["order"].lmtPrice
def xiadan(price, vb):
if vb > 0:
order = LimitOrder('BUY', abs(vb), price, orderRef='PY_WH_3')
else:
order = LimitOrder('SELL', abs(vb), price, orderRef='PY_WH_3')
ib.placeOrder(hsi, order)
def take_profit(action: str, quantity: int, price: float, **kwargs
) -> Order:
return LimitOrder(action, quantity, price, tif='GTC')
def entry_order(action: str, quantity: int, price: float, **kwargs
) -> Order:
return LimitOrder(action, quantity, price, **kwargs)