def simulate_order_execution(self, exchange, symbol, timeframe,
new_candle):
"""
:param exchange:
:param symbol:
:param timeframe:
:param new_candle:
:return:
"""
previous_candle = self.get_current_candle(exchange, symbol, timeframe)
orders = selectors.get_orders(exchange, symbol)
if previous_candle[2] == new_candle[2]:
return
for o in orders:
# skip inactive orders
if not o.is_active:
continue
if ((o.price >= previous_candle[2]) and
(o.price <= new_candle[2])) or ((o.price <= previous_candle[2])
and
(o.price >= new_candle[2])):
o.execute()
def simulate_order_execution(self, exchange: str, symbol: str, timeframe: str, new_candle: np.ndarray) -> None:
previous_candle = self.get_current_candle(exchange, symbol, timeframe)
orders = selectors.get_orders(exchange, symbol)
if previous_candle[2] == new_candle[2]:
return
for o in orders:
# skip inactive orders
if not o.is_active:
continue
if ((o.price >= previous_candle[2]) and (o.price <= new_candle[2])) or (
(o.price <= previous_candle[2]) and (o.price >= new_candle[2])):
o.execute()