def get_list_of_order_ids_for_instrument_and_contract_str(
self, instrument_code: str, contract_str: str) -> list:
order_id_list = self.get_list_of_order_ids()
key_list = [
self.mongo_data.get_result_dict_for_key(order_id)['key']
for order_id in order_id_list
]
contract_strategies = [
futuresContractStrategy.from_key(key) for key in key_list
]
def _contains_both(futures_contract_strategy: futuresContractStrategy,
instrument_code: str, contract_str: str):
list_of_date_str = futures_contract_strategy.contract_date.list_of_date_str
if futures_contract_strategy.instrument_code == instrument_code and\
contract_str in list_of_date_str:
return True
else:
return False
order_ids = [
orderid for orderid, futures_contract_strategy in zip(
order_id_list, contract_strategies)
if _contains_both(futures_contract_strategy,
instrument_code=instrument_code,
contract_str=contract_str)
]
return order_ids
def split_contract_order_args(
args: tuple, fill: tradeQuantity) -> contractOrderKeyArguments:
if len(args) == 2:
tradeable_object = futuresContractStrategy.from_key(args[0])
trade = args[1]
elif len(args) == 4:
strategy = args[0]
instrument = args[1]
contract_id = args[2]
trade = args[3]
tradeable_object = futuresContractStrategy(strategy, instrument,
contract_id)
else:
raise Exception(
"contractOrder(strategy, instrument, contractid, trade, **kwargs) or ('strategy/instrument/contract_order_id', trade, **kwargs) "
)
key_arguments = contractOrderKeyArguments(
tradeable_object=tradeable_object, trade=trade, fill=fill)
return key_arguments