def newBar(self, bar):
#Tracking the pop up of a new bar
self.historyBars.append(bar)
if hasattr(bar, "Time"):
self.logger.append(
appendTime("Prompting a new bar, bar datetime %s %s" %
(bar.Date, bar.Time)))
else:
self.logger.append(
appendTime("Prompting a new bar, bar datetime %s" % bar.Date))
#Update daily result.
self.updateDailyClose(bar.datetime, bar.Close)
def newStopOrder(self, so):
#Track the info of sending a new stop order
self.stopOrderDict[so.soID] = so
if self.frequency == FREQUENCY_INNERDAY:
self.logger.append(
appendTime(
"Burying a new stop order TYPE *%s* at time %s, order ID %s, price: %s, volume: %s"
% (so.orderType, so.datetimeCreated.time(), so.soID,
so.price, so.volume)))
elif self.frequency == FREQUENCY_INTERDAY:
self.logger.append(
appendTime(
"Burying a new stop order TYPE *%s*, order ID %s, price: %s, volume: %s"
% (so.offset, so.orderID, so.price, so.volume)))
def newLimitOrder(self, order):
#Track the info of sending a new limit order
self.limitOrderDict[order.orderID] = order
if self.frequency == FREQUENCY_INNERDAY:
self.logger.append(
appendTime(
"Sending a new limit order TYPE *%s* at time %s, order ID %s, price: %s, volume: %s"
% (order.orderType, order.datetimeCreated.time(),
order.orderID, order.price, order.volume)))
elif self.frequency == FREQUENCY_INTERDAY:
self.logger.append(
appendTime(
"Sending a new limit order TYPE *%s*, order ID %s, price: %s, volume: %s"
% (order.orderType, order.orderID, order.price,
order.volume)))
def newTrade(self, trade):
#Track the info of fulfilling a new trade.
self.historyTrade[trade.tradeID] = trade
msg = "|%s| New trade %s, offset is %s, direction is %s, price %s, volume %s" % (
trade.datetimeCreated, trade.tradeID, trade.offset,
trade.direction, trade.price, trade.volume)
self.logger.append(appendTime(msg))
def stopOrderTriggered(self, so):
#Track the info of triggering a previous stop order
msg = "|%s| The stop order %s is triggered." % (so.datetimeTriggered,
so.soID)
self.logger.append(appendTime(msg))
def orderFailure(self, dateTime):
#Track the info of failure sending an order
self.logger.append(
appendTime("Fail to send an order at datetime %s" % dateTime))
def writeLog(self, msg):
#Write a log into logger
self.logger.append(appendTime(msg))