def __convert_order_params_for_blotter(limit_price, stop_price, style):
"""
Helper method for converting deprecated limit_price and stop_price
arguments into ExecutionStyle instances.
This function assumes that either style == None or (limit_price,
stop_price) == (None, None).
"""
if style:
assert (limit_price, stop_price) == (None, None)
return style
if limit_price and stop_price:
return ExchangeStopLimitOrder(limit_price, stop_price)
if limit_price:
return ExchangeLimitOrder(limit_price)
if stop_price:
return ExchangeStopOrder(stop_price)
else:
return MarketOrder()
def order(self,
asset,
amount,
limit_price=None,
stop_price=None,
style=None):
"""Place an order.
Parameters
----------
asset : Asset
The asset that this order is for.
amount : int
The amount of shares to order. If ``amount`` is positive, this is
the number of shares to buy or cover. If ``amount`` is negative,
this is the number of shares to sell or short.
limit_price : float, optional
The limit price for the order.
stop_price : float, optional
The stop price for the order.
style : ExecutionStyle, optional
The execution style for the order.
Returns
-------
order_id : str or None
The unique identifier for this order, or None if no order was
placed.
Notes
-----
The ``limit_price`` and ``stop_price`` arguments provide shorthands for
passing common execution styles. Passing ``limit_price=N`` is
equivalent to ``style=LimitOrder(N)``. Similarly, passing
``stop_price=M`` is equivalent to ``style=StopOrder(M)``, and passing
``limit_price=N`` and ``stop_price=M`` is equivalent to
``style=StopLimitOrder(N, M)``. It is an error to pass both a ``style``
and ``limit_price`` or ``stop_price``.
See Also
--------
:class:`catalyst.finance.execution.ExecutionStyle`
:func:`catalyst.api.order_value`
:func:`catalyst.api.order_percent`
"""
if amount == 0:
log.warn('skipping order amount of 0')
return None
if asset.base_currency != self.base_currency.lower():
raise MismatchingBaseCurrencies(base_currency=asset.base_currency,
algo_currency=self.base_currency)
is_buy = (amount > 0)
if limit_price is not None and stop_price is not None:
style = ExchangeStopLimitOrder(limit_price,
stop_price,
exchange=self.name)
elif limit_price is not None:
style = ExchangeLimitOrder(limit_price, exchange=self.name)
elif stop_price is not None:
style = ExchangeStopOrder(stop_price, exchange=self.name)
elif style is not None:
raise InvalidOrderStyle(exchange=self.name.title(),
style=style.__class__.__name__)
else:
raise ValueError('Incomplete order data.')
display_price = limit_price if limit_price is not None else stop_price
log.debug(
'issuing {side} order of {amount} {symbol} for {type}: {price}'.
format(side='buy' if is_buy else 'sell',
amount=amount,
symbol=asset.symbol,
type=style.__class__.__name__,
price='{}{}'.format(display_price, asset.base_currency)))
order = self.create_order(asset, amount, is_buy, style)
if order:
self._portfolio.create_order(order)
return order.id
else:
return None