def create_balance_trade(data):
data_broker = dataBroker(data)
default_account = data_broker.get_broker_account()
print("Most likely use case here is that IB has closed one of your positions as close to the expiry")
print("Or an edge case in which an order was submitted and then filled whilst you were not monitoring fills")
print("Trades have to be attributed to a strategy (even roll trades)")
strategy_name = get_valid_strategy_name_from_user()
instrument_code, contract_date = get_valid_instrument_code_and_contractid_from_user(data)
fill_qty = get_and_convert("Quantity ", type_expected=int, allow_default=False)
filled_price = get_and_convert("Filled price", type_expected=float, allow_default=False)
fill_datetime =get_datetime_input("Fill datetime", allow_default=True)
commission = get_and_convert("Commission", type_expected=float, allow_default=True, default_value=0.0)
broker_account = get_and_convert("Account ID", type_expected=str, allow_default=True, default_value=default_account)
broker_order = brokerOrder(strategy_name, instrument_code, contract_date, [fill_qty],
fill = [fill_qty],
algo_used="balance_trade",
order_type="balance_trade",
filled_price = filled_price,
fill_datetime = fill_datetime,
broker_account = broker_account,
commission = commission, manual_fill=True,
active = False)
print(broker_order)
ans = input("Are you sure? (Y/other)")
if ans !="Y":
return None
stack_handler = stackHandlerCreateBalanceTrades(data)
stack_handler.create_balance_trade(broker_order)
def create_broker_order_object(self, raw_order):
"""
Map from the data IB gives us to my broker order object
:param raw_order: named tuple with fields defined in ibClient
:return: brokerOrder
"""
sec_type = raw_order.contract.ib_sectype
if sec_type != "FUT":
## Doesn't handle non futures trades, just ignores them
return missing_order
strategy_name = "NOT_MATCHED"
instrument_code = self.futures_contract_data.get_instrument_code_from_broker_code(
raw_order.contract.ib_instrument_code)
contract_id = raw_order.contract.ib_contract_id
# NOT A SPREAD ORDER
order_sign = raw_order.order.order_sign
remain_qty = raw_order.order.remain_qty * order_sign
fill = raw_order.total_filled * order_sign
trade_size = fill + remain_qty
algo_comment = raw_order.algo_msg
order_type = raw_order.order.type
limit_price = raw_order.order.limit_price
broker_account = raw_order.order.account
broker_permid = raw_order.order.perm_id
broker_clientid, broker_tempid, filled_price, fill_datetime, commission = self.extract_totals_from_fill_data(
raw_order.fills)
broker_order = brokerOrder(strategy_name,
instrument_code, [contract_id],
[trade_size],
fill=[fill],
order_type=order_type,
limit_price=limit_price,
filled_price=filled_price,
algo_comment=algo_comment,
fill_datetime=fill_datetime,
broker_account=broker_account,
commission=commission,
broker_permid=broker_permid,
broker_tempid=broker_tempid,
broker_clientid=broker_clientid)
return broker_order