def IBridgePyPlaceOrder(self,
an_order,
accountCode='default',
followUpWaiver=False):
self.log.debug(__name__ + '::IBridgePyPlaceOrder')
if not self.validateAccountCode(accountCode):
return
an_order.order.account = self.adjust_accountCode(accountCode)
an_order.orderId = self.nextId
an_order.created = self.get_datetime()
an_order.stop = an_order.order.auxPrice
an_order.limit = an_order.order.lmtPrice
an_order.amount = an_order.order.totalQuantity
an_order.status = 'PreSubmitted'
# in the test_run mode, self.nextId may change after self.placeOrder, so, record it at first place
orderId = self.nextId
self.nextId = self.nextId + 1
self.PORTFOLIO.orderStatusBook[orderId] = an_order
self.request_data(
ReqData.placeOrder(orderId, an_order.contract, an_order.order,
followUpWaiver))
return orderId
def modify_order(self,
orderId,
newQuantity=None,
newLimitPrice=None,
newStopPrice=None,
newTif=None,
newOrderRef=None):
self.log.debug(__name__ + '::modify_order: orderId = %s' % (orderId, ))
if self.PORTFOLIO.orderStatusBook[orderId].status in [
OrderStatus.PRESUBMITTED, OrderStatus.SUBMITTED
]:
an_order = self.PORTFOLIO.orderStatusBook[orderId]
an_order.status = OrderStatus.PRESUBMITTED
if newQuantity is not None:
# amount is the same number as order.totalQuantity. Keep it because Quantopian has it.
an_order.amount = newQuantity
an_order.order.totalQuantity = newQuantity
if newLimitPrice is not None:
an_order.limit = newLimitPrice
an_order.order.lmtPrice = newLimitPrice
if newStopPrice is not None:
an_order.stop = newStopPrice
an_order.order.auxPrice = newStopPrice
if newTif is not None:
an_order.order.tif = newTif
if newOrderRef is not None:
an_order.order.orderRef = newOrderRef
self.request_data(
ReqData.placeOrder(orderId, an_order.contract, an_order.order,
FollowUpRequest.DO_NOT_FOLLOW_UP))
else:
self.log.error(
__name__ +
'::modify_order: Cannot modify order. orderId = %s' %
(orderId, ))
exit()