def split_spread_order(self):
"""
:param self:
:return: list of contract orders, will be original order if not a spread order
"""
if len(self.contract_id) == 1:
# not a spread trade
return [self]
list_of_derived_broker_orders = []
original_as_dict = self.as_dict()
for contractid, trade_qty, fill, fill_price in zip(
self.contract_id, self.trade, self.fill, self.filled_price):
new_order_as_dict = copy(original_as_dict)
new_tradeable_object = contractTradeableObject(
self.strategy_name, self.instrument_code, contractid)
new_key = new_tradeable_object.key
new_order_as_dict['key'] = new_key
new_order_as_dict['trade'] = trade_qty
new_order_as_dict['fill'] = fill
new_order_as_dict['filled_price'] = fill_price
new_order_as_dict['order_id'] = no_order_id
new_order = brokerOrder.from_dict(new_order_as_dict)
new_order.split_order(self.order_id)
list_of_derived_broker_orders.append(new_order)
return list_of_derived_broker_orders
def get_list_of_order_ids_for_strategy_and_contract(
self, strategy_name, contract_object):
instrument_code = contract_object.instrument_code
contract_id = contract_object.date_str
tradeable_object = contractTradeableObject(strategy_name,
instrument_code,
contract_id)
object_key = tradeable_object.key
result_dict = self._mongo.collection.find(dict(key=object_key))
list_oforder_id = [result["order_id"] for result in result_dict]
alt_key = tradeable_object.alt_key
result_dict = self._mongo.collection.find(dict(key=alt_key))
alt_list_oforder_id = [result["order_id"] for result in result_dict]
list_oforder_id = list_oforder_id + alt_list_oforder_id
return list_oforder_id
