def get_open_orders(self, sid=None, accountCode='default'):
self.log.debug(__name__ + '::get_open_orders')
accountCode = self.validateAccountCode(accountCode)
if sid == None:
ans = {}
for orderId in self.PORTFOLIO.orderStatusBook:
if self.PORTFOLIO.orderStatusBook[orderId].status in [
'PreSubmitted', 'Submitted'
]:
tp = self.PORTFOLIO.orderStatusBook[orderId].contract
security = from_contract_to_security(tp)
security = search_security_in_Qdata(
self.qData, security, self.logLevel)
if security not in ans:
ans[security] = [
self.PORTFOLIO.orderStatusBook[orderId]
]
else:
ans[security].append(
self.PORTFOLIO.orderStatusBook[orderId])
return ans
else:
ans = []
for orderId in self.PORTFOLIO.orderStatusBook:
if self.PORTFOLIO.orderStatusBook[orderId].status in [
'PreSubmitted', 'Submitted'
]:
tp = self.PORTFOLIO.orderStatusBook[orderId].contract
security = from_contract_to_security(tp)
security = search_security_in_Qdata(
self.qData, security, self.logLevel)
if same_security(sid, security):
ans.append(self.PORTFOLIO.orderStatusBook[orderId])
return ans
def count_positions(self, a_security, accountCode='default'):
self.log.debug(__name__ + '::count_positions')
accountCode = self.validateAccountCode(accountCode)
for sec in self.PORTFOLIO.positions:
if same_security(sec, a_security):
return self.PORTFOLIO.positions[sec].amount
return 0
def count_open_orders(self, security='All', accountCode='default'):
self.log.debug(__name__ + '::count_open_orders')
accountCode = self.validateAccountCode(accountCode)
count = 0
for orderId in self.PORTFOLIO.orderStatusBook:
if self.PORTFOLIO.orderStatusBook[orderId].status not in [
'Filled', 'Cancelled', 'Inactive'
]:
if security == 'All':
count += self.PORTFOLIO.orderStatusBook[orderId].amount
else:
tp = self.PORTFOLIO.orderStatusBook[orderId].contract
tp = from_contract_to_security(tp)
if same_security(tp, security):
count += self.PORTFOLIO.orderStatusBook[orderId].amount
return count
def close_all_positions_except(self, a_security, accountCode='default'):
self.log.debug(__name__ + '::close_all_positions_except:' +
str(a_security))
accountCode = self.validateAccountCode(accountCode)
tp = self.PORTFOLIO.positions.keys()
orderIdList = []
for security in tp:
if same_security(a_security, security):
pass
else:
orderId = self.order_target(security,
0,
accountCode=accountCode)
orderIdList.append(orderId)
for orderId in orderIdList:
self.order_status_monitor(orderId, 'Filled')
def build_security_in_positions_old(self,
a_security,
accountCode='default'):
self.log.notset(__name__ + '::_build_security_in_positions')
accountCode = self.validateAccountCode(accountCode)
if self.PORTFOLIO.positions == {}:
self.PORTFOLIO.positions[a_security] = PositionClass()
self.log.notset(__name__ + '::_build_security_in_positions: Empty,\
add a new position ' + str(a_security))
return
else:
# if found, then do nothing
# else: add it into positions.
for sec in self.PORTFOLIO.positions:
if same_security(sec, a_security):
return
self.PORTFOLIO.positions[a_security] = PositionClass()
self.log.notset(__name__ + '::_build_security_in_positions: Empty,\
add a new position ' + str(a_security))
return
def search_security_in_positions_old(self,
a_security,
accountCode='default'):
self.log.notset(__name__ + '::search_security_in_positions')
# if positions is empty, add new security, then return
accountCode = self.validateAccountCode(accountCode)
if self.PORTFOLIO.positions == {}:
self.PORTFOLIO.positions[a_security] = PositionClass()
self.log.notset(
__name__ +
'::search_security_in_positions: Empty, add a new position ' +
str(a_security))
return a_security
# search security in positions, if found only one, return,
foundFlag = 0
found = {}
for ct in self.PORTFOLIO.positions:
if same_security(ct, a_security):
foundFlag = foundFlag + 1
found[foundFlag] = ct
if foundFlag == 1:
return found[1]
elif foundFlag == 0:
# a_security is not in positions, add it in it
self.PORTFOLIO.positions[a_security] = PositionClass()
self.log.notset(
__name__ +
'::search_security_in_positions: cannot find one, add a new position '
+ str(a_security))
return a_security
else:
self.log.error(
__name__ +
'::search_security_in_positions: EXIT, found too many securities'
)
for ct in found:
self.log.error(str(found[ct]))
exit()