def test_order_trade_task():
from jaqs.data.basic import TradeStat, Trade, Task, TaskInd, Order, OrderStatusInd
order = Order()
order.symbol = 'SPY'
order.task_id = 10000001
order.entrust_no = '123'
order.entrust_size = 10
order.entrust_action = 'Short'
order.entrust_price = 1.2
order.entrust_time = 95055
order.entrust_date = 20171201
order.fill_price = 1.19
order.fill_size = 3
order.commission = 0.001
str(order)
o2 = Order(order)
o2.entrust_no = '124'
o3 = Order.new_order('SPY', 'Buy', 10, 10, 20111111, 143029, 'Limit')
oind = OrderStatusInd(order)
OrderStatusInd.create_from_dict({'symbol': 'SPY'})
str(oind)
task = Task(order.task_id, 'vwap', {'a': 'b'}, order, 'place_order',
order.entrust_date)
assert (not task.is_finished)
task.task_status = common.TASK_STATUS.DONE
assert task.is_finished
tind = TaskInd(task.task_id, task.task_status, task.algo, 'success')
str(tind)
tind2 = TaskInd.create_from_dict({'task_id': 2011223})
trade = Trade(order)
trade.set_fill_info(15, 20, 20171202, 112311, 12345)
str(trade)
t2 = Trade.create_from_dict({'symbol': 'SPY'})
tstat = TradeStat()
str(tstat)
def on_task_status(self, ind_dic):
# print("\nGateway on task ind: ")
# print(ind_dic)
ind = TaskInd.create_from_dict(ind_dic)
ind.task_no = self._task_no_id_map[ind.task_id]
e = Event(EVENT_TYPE.TASK_STATUS_IND)
e.dic['ind'] = ind
self.ctx.instance.put(e)
def test_order_trade_task():
from jaqs.data.basic import TradeStat, Trade, Task, TaskInd, Order, OrderStatusInd
order = Order()
order.symbol = 'SPY'
order.task_id = 10000001
order.entrust_no = '123'
order.entrust_size = 10
order.entrust_action = 'Short'
order.entrust_price = 1.2
order.entrust_time = 95055
order.entrust_date = 20171201
order.fill_price = 1.19
order.fill_size = 3
order.commission = 0.001
str(order)
o2 = Order(order)
o2.entrust_no = '124'
o3 = Order.new_order('SPY', 'Buy', 10, 10, 20111111, 143029, 'Limit')
oind = OrderStatusInd(order)
OrderStatusInd.create_from_dict({'symbol': 'SPY'})
str(oind)
task = Task(order.task_id, 'vwap', {'a': 'b'}, order, 'place_order', order.entrust_date)
assert (not task.is_finished)
task.task_status = common.TASK_STATUS.DONE
assert task.is_finished
tind = TaskInd(task.task_id, task.task_status, task.algo, 'success')
str(tind)
tind2 = TaskInd.create_from_dict({'task_id': 2011223})
trade = Trade(order)
trade.set_fill_info(15, 20, 20171202, 112311, 12345)
str(trade)
t2 = Trade.create_from_dict({'symbol': 'SPY'})
tstat = TradeStat()
str(tstat)
def match_and_callback(self, quote, freq):
results = self._process_quote(quote, freq)
for trade_ind, order_status_ind in results:
self._add_commission(trade_ind)
# self._add_task_id(trade_ind)
# self._add_task_id(order_status_ind)
task_id = self.entrust_no_task_id_map[trade_ind.entrust_no]
self._order_status_callback(order_status_ind)
self._trade_callback(trade_ind)
task = self.ctx.pm.get_task(task_id)
if task.is_finished:
task_ind = TaskInd(task_id, task_status=task.task_status,
task_algo='', task_msg="")
self._task_status_callback(task_ind)
def match_and_callback(self, price_dict):
results = self._simulator.match(price_dict, date=self.ctx.trade_date, time=self.MATCH_TIME)
for trade_ind, order_status_ind in results:
self._add_commission(trade_ind)
task_id = self.entrust_no_task_id_map[trade_ind.entrust_no]
self._add_task_id(trade_ind)
self._add_task_id(order_status_ind)
self._order_status_callback(order_status_ind)
self._trade_callback(trade_ind)
task = self.ctx.pm.get_task(task_id)
if task.is_finished:
task_ind = TaskInd(task_id, task_status=task.task_status,
task_algo='', task_msg="")
self._task_status_callback(task_ind)
return results
def on_task_status(self, ind_dic):
# print("\nGateway on task ind: ")
# print(ind_dic)
ind = TaskInd.create_from_dict(ind_dic)
self.ctx.strategy.on_task_status(ind)
def on_task_status(self, ind_dic):
# print("\nGateway on task ind: ")
# print(ind_dic)
ind = TaskInd.create_from_dict(ind_dic)
self.ctx.strategy.on_task_status(ind)
