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Controls.py
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Controls.py
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from Portfolio import Portfolio
from Security import *
class Event:
def CheckIfFilled(self, *args) -> bool:
pass
def Complete(self, *args):
pass
class Order(Event):
def __init__(self, Ticker, Price, Quantity, Type, Filled=False):
self.Ticker = Ticker
self.Price = Price
self.Quantity = Quantity
self.Filled = Filled
self.Type = Type
self.Cost = self.Price * self.Quantity
def CheckIfFilled(self, Candles):
Candle = Candles[self.Ticker]
if Candle.High >= self.Price >= Candle.Low:
return True
else:
return False
def Complete(self, Algo):
Algo.FillOrder(self)
class Controls:
def __init__(self):
self.Securities = {}
self.Portfolio = Portfolio()
self.Transactions = []
self.Schedule = []
def AddToSchedule(self, order):
self.Schedule.append(order)
def MarketOrder(self, ticker, Quantity):
Price = self.Securities[ticker].Price
order = Order(ticker, Price=Price, Quantity=Quantity, Type="MarketOrder")
self.FillOrder(order)
def LimitOrder(self, ticker, Quantity, Price):
order = Order(ticker, Price=Price, Quantity=Quantity, Type="LimitOrder")
self.AddToSchedule(order)
def FillOrder(self, order):
order.Filled = True
self.Transactions.append(order)
self.Portfolio.UpdateHolding(order)
self.Portfolio.UpdatePortfolioValue()
def CancelOrder(self, order):
self.Schedule.remove(order)