Ejemplo n.º 1
0
 def updatePortfolio(self, contract: Contract, position: float,
                     marketPrice: float, marketValue: float,
                     averageCost: float, unrealizedPNL: float,
                     realizedPNL: float, accountName: str):
     print('-----------------Portfolio信息-----------------------')
     print('Contract:', contract.__str__())
     print('Position:', position, ' Market Price:', marketPrice, ' MarketValue:', marketPrice, ' Average Cost:',
           averageCost, ' unRealized PNL:', unrealizedPNL, ' Realized PNL:', realizedPNL, ' Account Name:',
           accountName)
Ejemplo n.º 2
0
    def openOrder(self, orderId: OrderId, contract: Contract, order: Order, orderState: OrderState):
        print('OpenOrders信息:')
        print(orderId)
        print(order.__str__())
        print(contract.__str__())
        # print_Order_State(orderState)

        self.placedorders.append(order_contract_idfy_genarator(order, contract))
        self.placedorderIDs.append(orderId)
        self.placedorderTotalQty.append(order.totalQuantity)
Ejemplo n.º 3
0
 def Place_Order_Singal(self, orderId: int, contract: Contract,
                        order: Order):
     self.placeOrder(orderId, contract, order)
     print('提交父订单--', contract.__str__(), '----', order.__str__())
     self.control_reqtime_gap()
     self.reqIds(-1)
     self.control_reqtime_gap()
     while True:
         if orderId < self.NextValidID:
             break
     self.ProClient.APIreturnValues = self.NextValidID
Ejemplo n.º 4
0
 def position(self, account:str, contract:Contract, position:float,
              avgCost:float):
     print('-----------------Position信息-----------------------')
     print('Account:', account, ' Position:', position, ' avgCost:', avgCost)
     print('Contract:', contract.__str__())