def commissionReport(cls, commissionReport): """ generated source for method commissionReport """ msg = "commission report:" \ + " execId=" + str(commissionReport.m_execId) \ + " commission=" + Util.DoubleMaxString(commissionReport.m_commission) \ + " currency=" + str(commissionReport.m_currency) \ + " realizedPNL=" + Util.DoubleMaxString(commissionReport.m_realizedPNL) \ + " yield=" + Util.DoubleMaxString(commissionReport.m_yield) \ + " yieldRedemptionDate=" \ + Util.IntMaxString(commissionReport.m_yieldRedemptionDate) return msg
def openOrder(cls, orderId, contract, order, orderState): """ generated source for method openOrder """ msg = "open order: orderId=" + orderId + " action=" + order.m_action + " quantity=" + order.m_totalQuantity + " symbol=" + contract.m_symbol + " exchange=" + contract.m_exchange + " secType=" + contract.m_secType + " type=" + order.m_orderType + " lmtPrice=" + Util.DoubleMaxString(order.m_lmtPrice) + " auxPrice=" + Util.DoubleMaxString(order.m_auxPrice) + " TIF=" + order.m_tif + " localSymbol=" + contract.m_localSymbol + " client Id=" + order.m_clientId + " parent Id=" + order.m_parentId + " permId=" + order.m_permId + " outsideRth=" + order.m_outsideRth + " hidden=" + order.m_hidden + " discretionaryAmt=" + order.m_discretionaryAmt + " displaySize=" + order.m_displaySize + " triggerMethod=" + order.m_triggerMethod + " goodAfterTime=" + order.m_goodAfterTime + " goodTillDate=" + order.m_goodTillDate + " faGroup=" + order.m_faGroup + " faMethod=" + order.m_faMethod + " faPercentage=" + order.m_faPercentage + " faProfile=" + order.m_faProfile + " shortSaleSlot=" + order.m_shortSaleSlot + " designatedLocation=" + order.m_designatedLocation + " exemptCode=" + order.m_exemptCode + " ocaGroup=" + order.m_ocaGroup + " ocaType=" + order.m_ocaType + " rule80A=" + order.m_rule80A + " allOrNone=" + order.m_allOrNone + " minQty=" + Util.IntMaxString(order.m_minQty) + " percentOffset=" + Util.DoubleMaxString(order.m_percentOffset) + " eTradeOnly=" + order.m_eTradeOnly + " firmQuoteOnly=" + order.m_firmQuoteOnly + " nbboPriceCap=" + Util.DoubleMaxString(order.m_nbboPriceCap) + " optOutSmartRouting=" + order.m_optOutSmartRouting + " auctionStrategy=" + order.m_auctionStrategy + " startingPrice=" + Util.DoubleMaxString(order.m_startingPrice) + " stockRefPrice=" + Util.DoubleMaxString(order.m_stockRefPrice) + " delta=" + Util.DoubleMaxString(order.m_delta) + " stockRangeLower=" + Util.DoubleMaxString(order.m_stockRangeLower) + " stockRangeUpper=" + Util.DoubleMaxString(order.m_stockRangeUpper) + " volatility=" + Util.DoubleMaxString(order.m_volatility) + " volatilityType=" + order.m_volatilityType + " deltaNeutralOrderType=" + order.m_deltaNeutralOrderType + " deltaNeutralAuxPrice=" + Util.DoubleMaxString(order.m_deltaNeutralAuxPrice) + " deltaNeutralConId=" + order.m_deltaNeutralConId + " deltaNeutralSettlingFirm=" + order.m_deltaNeutralSettlingFirm + " deltaNeutralClearingAccount=" + order.m_deltaNeutralClearingAccount + " deltaNeutralClearingIntent=" + order.m_deltaNeutralClearingIntent + " continuousUpdate=" + order.m_continuousUpdate + " referencePriceType=" + order.m_referencePriceType + " trailStopPrice=" + Util.DoubleMaxString(order.m_trailStopPrice) + " trailingPercent=" + Util.DoubleMaxString(order.m_trailingPercent) + " scaleInitLevelSize=" + Util.IntMaxString(order.m_scaleInitLevelSize) + " scaleSubsLevelSize=" + Util.IntMaxString(order.m_scaleSubsLevelSize) + " scalePriceIncrement=" + Util.DoubleMaxString(order.m_scalePriceIncrement) + " scalePriceAdjustValue=" + Util.DoubleMaxString(order.m_scalePriceAdjustValue) + " scalePriceAdjustInterval=" + Util.IntMaxString(order.m_scalePriceAdjustInterval) + " scaleProfitOffset=" + Util.DoubleMaxString(order.m_scaleProfitOffset) + " scaleAutoReset=" + order.m_scaleAutoReset + " scaleInitPosition=" + Util.IntMaxString(order.m_scaleInitPosition) + " scaleInitFillQty=" + Util.IntMaxString(order.m_scaleInitFillQty) + " scaleRandomPercent=" + order.m_scaleRandomPercent + " hedgeType=" + order.m_hedgeType + " hedgeParam=" + order.m_hedgeParam + " account=" + order.m_account + " settlingFirm=" + order.m_settlingFirm + " clearingAccount=" + order.m_clearingAccount + " clearingIntent=" + order.m_clearingIntent + " notHeld=" + order.m_notHeld + " whatIf=" + order.m_whatIf if "BAG" == contract.m_secType: if contract.m_comboLegsDescrip != None: msg += " comboLegsDescrip=" + contract.m_comboLegsDescrip msg += " comboLegs={" if contract.m_comboLegs != None: while i < len(contract.m_comboLegs): msg += " leg " + (i + 1) + ": " msg += "conId=" + comboLeg.m_conId msg += " ratio=" + comboLeg.m_ratio msg += " action=" + comboLeg.m_action msg += " exchange=" + comboLeg.m_exchange msg += " openClose=" + comboLeg.m_openClose msg += " shortSaleSlot=" + comboLeg.m_shortSaleSlot msg += " designatedLocation=" + comboLeg.m_designatedLocation msg += " exemptCode=" + comboLeg.m_exemptCode if order.m_orderComboLegs != None and len(contract.m_comboLegs) == len(order.m_orderComboLegs): msg += " price=" + Util.DoubleMaxString(orderComboLeg.m_price) msg += ";" i += 1 msg += "}" if order.m_basisPoints != Double.MAX_VALUE: msg += " basisPoints=" + Util.DoubleMaxString(order.m_basisPoints) msg += " basisPointsType=" + Util.IntMaxString(order.m_basisPointsType) if contract.m_underComp != None: msg += " underComp.conId =" + underComp.m_conId + " underComp.delta =" + underComp.m_delta + " underComp.price =" + underComp.m_price if not Util.StringIsEmpty(order.m_algoStrategy): msg += " algoStrategy=" + order.m_algoStrategy msg += " algoParams={" if order.m_algoParams != None: while i < len(algoParams): if i > 0: msg += "," msg += param.m_tag + "=" + param.m_value i += 1 msg += "}" if "BAG" == contract.m_secType: msg += " smartComboRoutingParams={" if order.m_smartComboRoutingParams != None: while i < len(smartComboRoutingParams): if i > 0: msg += "," msg += param.m_tag + "=" + param.m_value i += 1 msg += "}" orderStateMsg = " status=" + orderState.m_status + " initMargin=" + orderState.m_initMargin + " maintMargin=" + orderState.m_maintMargin + " equityWithLoan=" + orderState.m_equityWithLoan + " commission=" + Util.DoubleMaxString(orderState.m_commission) + " minCommission=" + Util.DoubleMaxString(orderState.m_minCommission) + " maxCommission=" + Util.DoubleMaxString(orderState.m_maxCommission) + " commissionCurrency=" + orderState.m_commissionCurrency + " warningText=" + orderState.m_warningText return msg + orderStateMsg
def position(cls, account, contract, position, avgCost): """ generated source for method position """ msg = " ---- Position begin ----\n" \ + "account = " + str(account) + "\n" \ + cls.contractMsg(contract) \ + "position = " + Util.IntMaxString(position) + "\n" \ + "avgCost = " + Util.DoubleMaxString(avgCost) + "\n" + \ " ---- Position end ----\n" return msg
def openOrder(cls, orderId, contract, order, orderState): msg = "open order: orderId=" + orderId + " action=" + order.m_action + " quantity=" + order.m_totalQuantity + " symbol=" + contract.m_symbol + " exchange=" + contract.m_exchange + " secType=" + contract.m_secType + " type=" + order.m_orderType + " lmtPrice=" + order.m_lmtPrice + " auxPrice=" + order.m_auxPrice + " TIF=" + order.m_tif + " localSymbol=" + contract.m_localSymbol + " client Id=" + order.m_clientId + " parent Id=" + order.m_parentId + " permId=" + order.m_permId + " outsideRth=" + order.m_outsideRth + " hidden=" + order.m_hidden + " discretionaryAmt=" + order.m_discretionaryAmt + " triggerMethod=" + order.m_triggerMethod + " goodAfterTime=" + order.m_goodAfterTime + " goodTillDate=" + order.m_goodTillDate + " faGroup=" + order.m_faGroup + " faMethod=" + order.m_faMethod + " faPercentage=" + order.m_faPercentage + " faProfile=" + order.m_faProfile + " shortSaleSlot=" + order.m_shortSaleSlot + " designatedLocation=" + order.m_designatedLocation + " ocaGroup=" + order.m_ocaGroup + " ocaType=" + order.m_ocaType + " rule80A=" + order.m_rule80A + " allOrNone=" + order.m_allOrNone + " minQty=" + order.m_minQty + " percentOffset=" + order.m_percentOffset + " eTradeOnly=" + order.m_eTradeOnly + " firmQuoteOnly=" + order.m_firmQuoteOnly + " nbboPriceCap=" + order.m_nbboPriceCap + " auctionStrategy=" + order.m_auctionStrategy + " startingPrice=" + order.m_startingPrice + " stockRefPrice=" + order.m_stockRefPrice + " delta=" + order.m_delta + " stockRangeLower=" + order.m_stockRangeLower + " stockRangeUpper=" + order.m_stockRangeUpper + " volatility=" + order.m_volatility + " volatilityType=" + order.m_volatilityType + " deltaNeutralOrderType=" + order.m_deltaNeutralOrderType + " deltaNeutralAuxPrice=" + order.m_deltaNeutralAuxPrice + " continuousUpdate=" + order.m_continuousUpdate + " referencePriceType=" + order.m_referencePriceType + " trailStopPrice=" + order.m_trailStopPrice + " scaleInitLevelSize=" + Util.IntMaxString( order.m_scaleInitLevelSize ) + " scaleSubsLevelSize=" + Util.IntMaxString( order.m_scaleSubsLevelSize ) + " scalePriceIncrement=" + Util.DoubleMaxString( order.m_scalePriceIncrement ) + " account=" + order.m_account + " settlingFirm=" + order.m_settlingFirm + " clearingAccount=" + order.m_clearingAccount + " clearingIntent=" + order.m_clearingIntent + " notHeld=" + order.m_notHeld + " whatIf=" + order.m_whatIf if "BAG" == contract.m_secType: if contract.m_comboLegsDescrip is not None: msg += " comboLegsDescrip=" + contract.m_comboLegsDescrip if (order.m_basisPoints != Double.MAX_VALUE): msg += " basisPoints=" + order.m_basisPoints msg += " basisPointsType=" + order.m_basisPointsType if contract.m_underComp is not None: underComp = contract.m_underComp msg += " underComp.conId =" + underComp.m_conId + " underComp.delta =" + underComp.m_delta + " underComp.price =" + underComp.m_price if not Util.StringIsEmpty(order.m_algoStrategy): msg += " algoStrategy=" + order.m_algoStrategy msg += " algoParams={" if order.m_algoParams is not None: algoParams = order.m_algoParams ## for-while i = 0 while i < len(algoParams): param = algoParams.elementAt(i) if i > 0: msg += "," msg += param.m_tag + "=" + param.m_value i += 1 msg += "}" orderStateMsg = " status=" + orderState.m_status + " initMargin=" + orderState.m_initMargin + " maintMargin=" + orderState.m_maintMargin + " equityWithLoan=" + orderState.m_equityWithLoan + " commission=" + Util.DoubleMaxString( orderState.m_commission ) + " minCommission=" + Util.DoubleMaxString( orderState.m_minCommission ) + " maxCommission=" + Util.DoubleMaxString( orderState.m_maxCommission ) + " commissionCurrency=" + orderState.m_commissionCurrency + " warningText=" + orderState.m_warningText return msg + orderStateMsg
def openOrder(cls, orderId, contract, order, orderState): """ generated source for method openOrder """ msg = "open order: orderId=" + str(orderId) \ + " action=" + str(order.m_action) \ + " quantity=" + str(order.m_totalQuantity) \ + " conid=" + str(contract.m_conId) \ + " symbol=" + str(contract.m_symbol) \ + " secType=" + str(contract.m_secType) \ + " expiry=" + str(contract.m_expiry) \ + " strike=" + str(contract.m_strike) \ + " right=" + str(contract.m_right) \ + " multiplier=" + str(contract.m_multiplier) \ + " exchange=" + str(contract.m_exchange) \ + " primaryExch=" + str(contract.m_primaryExch) \ + " currency=" + str(contract.m_currency) \ + " localSymbol=" + str(contract.m_localSymbol) \ + " tradingClass=" + str(contract.m_tradingClass) \ + " type=" + str(order.m_orderType) \ + " lmtPrice=" + Util.DoubleMaxString(order.m_lmtPrice) \ + " auxPrice=" + Util.DoubleMaxString(order.m_auxPrice) \ + " TIF=" + str(order.m_tif) \ + " localSymbol=" + str(contract.m_localSymbol) \ + " client Id=" + str(order.m_clientId) \ + " parent Id=" + str(order.m_parentId) \ + " permId=" + str(order.m_permId) \ + " outsideRth=" + str(order.m_outsideRth) \ + " hidden=" + str(order.m_hidden) \ + " discretionaryAmt=" + str(order.m_discretionaryAmt) \ + " displaySize=" + str(order.m_displaySize) \ + " triggerMethod=" + str(order.m_triggerMethod) \ + " goodAfterTime=" + str(order.m_goodAfterTime) \ + " goodTillDate=" + str(order.m_goodTillDate) \ + " faGroup=" + str(order.m_faGroup) \ + " faMethod=" + str(order.m_faMethod) \ + " faPercentage=" + str(order.m_faPercentage) \ + " faProfile=" + str(order.m_faProfile) \ + " shortSaleSlot=" + str(order.m_shortSaleSlot) \ + " designatedLocation=" + str(order.m_designatedLocation) \ + " exemptCode=" + str(order.m_exemptCode) \ + " ocaGroup=" + str(order.m_ocaGroup) \ + " ocaType=" + str(order.m_ocaType) \ + " rule80A=" + str(order.m_rule80A) \ + " allOrNone=" + str(order.m_allOrNone) \ + " minQty=" + Util.IntMaxString(order.m_minQty) \ + " percentOffset=" + Util.DoubleMaxString(order.m_percentOffset) \ + " eTradeOnly=" + order.m_eTradeOnly \ + " firmQuoteOnly=" + str(order.m_firmQuoteOnly) \ + " nbboPriceCap=" + Util.DoubleMaxString(order.m_nbboPriceCap) \ + " optOutSmartRouting=" + str(order.m_optOutSmartRouting) \ + " auctionStrategy=" + str(order.m_auctionStrategy) \ + " startingPrice=" + Util.DoubleMaxString(order.m_startingPrice) \ + " stockRefPrice=" + Util.DoubleMaxString(order.m_stockRefPrice) \ + " delta=" + Util.DoubleMaxString(order.m_delta) \ + " stockRangeLower=" + Util.DoubleMaxString(order.m_stockRangeLower) \ + " stockRangeUpper=" + Util.DoubleMaxString(order.m_stockRangeUpper) \ + " volatility=" + Util.DoubleMaxString(order.m_volatility) \ + " volatilityType=" + str(order.m_volatilityType) \ + " deltaNeutralOrderType=" + str(order.m_deltaNeutralOrderType) \ + " deltaNeutralAuxPrice=" + Util.DoubleMaxString(order.m_deltaNeutralAuxPrice) \ + " deltaNeutralConId=" + str(order.m_deltaNeutralConId) \ + " deltaNeutralSettlingFirm=" + str(order.m_deltaNeutralSettlingFirm) \ + " deltaNeutralClearingAccount=" + str(order.m_deltaNeutralClearingAccount) \ + " deltaNeutralClearingIntent=" + str(order.m_deltaNeutralClearingIntent) \ + " deltaNeutralOpenClose=" + str(order.m_deltaNeutralOpenClose) \ + " deltaNeutralShortSale=" + str(order.m_deltaNeutralShortSale) \ + " deltaNeutralShortSaleSlot=" + str(order.m_deltaNeutralShortSaleSlot) \ + " deltaNeutralDesignatedLocation=" + str(order.m_deltaNeutralDesignatedLocation) \ + " continuousUpdate=" + str(order.m_continuousUpdate) \ + " referencePriceType=" + str(order.m_referencePriceType) \ + " trailStopPrice=" + Util.DoubleMaxString(order.m_trailStopPrice) \ + " trailingPercent=" + Util.DoubleMaxString(order.m_trailingPercent) \ + " scaleInitLevelSize=" + Util.IntMaxString(order.m_scaleInitLevelSize) \ + " scaleSubsLevelSize=" + Util.IntMaxString(order.m_scaleSubsLevelSize) \ + " scalePriceIncrement=" + Util.DoubleMaxString(order.m_scalePriceIncrement) \ + " scalePriceAdjustValue=" + Util.DoubleMaxString(order.m_scalePriceAdjustValue) \ + " scalePriceAdjustInterval=" + Util.IntMaxString(order.m_scalePriceAdjustInterval) \ + " scaleProfitOffset=" + Util.DoubleMaxString(order.m_scaleProfitOffset) \ + " scaleAutoReset=" + str(order.m_scaleAutoReset) \ + " scaleInitPosition=" + Util.IntMaxString(order.m_scaleInitPosition) \ + " scaleInitFillQty=" + Util.IntMaxString(order.m_scaleInitFillQty) \ + " scaleRandomPercent=" + str(order.m_scaleRandomPercent) \ + " hedgeType=" + str(order.m_hedgeType) \ + " hedgeParam=" + str(order.m_hedgeParam) \ + " account=" + str(order.m_account) \ + " settlingFirm=" + str(order.m_settlingFirm) \ + " clearingAccount=" + str(order.m_clearingAccount) \ + " clearingIntent=" + str(order.m_clearingIntent) \ + " notHeld=" + str(order.m_notHeld) \ + " whatIf=" + str(order.m_whatIf) if "BAG" == contract.m_secType: if contract.m_comboLegsDescrip is not None: msg += " comboLegsDescrip=" + str(contract.m_comboLegsDescrip) msg += " comboLegs={" if contract.m_comboLegs is not None: i = 0 while i < len(contract.m_comboLegs): comboLeg = contract.m_comboLegs[i] msg += " leg " + str(i + 1) + ": " msg += "conId=" + str(comboLeg.m_conId) msg += " ratio=" + str(comboLeg.m_ratio) msg += " action=" + str(comboLeg.m_action) msg += " exchange=" + str(comboLeg.m_exchange) msg += " openClose=" + str(comboLeg.m_openClose) msg += " shortSaleSlot=" + str(comboLeg.m_shortSaleSlot) msg += " designatedLocation=" + str( comboLeg.m_designatedLocation) msg += " exemptCode=" + str(comboLeg.m_exemptCode) if order.m_orderComboLegs is not None and len( contract.m_comboLegs) == len( order.m_orderComboLegs): orderComboLeg = order.m_orderComboLegs[i] msg += " price=" + Util.DoubleMaxString( orderComboLeg.m_price) msg += ";" i += 1 msg += "}" if order.m_basisPoints != Double.MAX_VALUE: msg += " basisPoints=" + Util.DoubleMaxString( order.m_basisPoints) msg += " basisPointsType=" + Util.IntMaxString( order.m_basisPointsType) if contract.m_underComp is not None: underComp = contract.m_underComp msg += " underComp.conId =" + str( underComp.m_conId) + " underComp.delta =" + str( underComp.m_delta) + " underComp.price =" + str( underComp.m_price) if not Util.StringIsEmpty(order.m_algoStrategy): msg += " algoStrategy=" + str(order.m_algoStrategy) msg += " algoParams={" if order.m_algoParams is not None: algoParams = order.m_algoParams i = 0 while i < len(algoParams): param = algoParams[i] if i > 0: msg += "," msg += str(param.m_tag) + "=" + str(param.m_value) i += 1 msg += "}" if "BAG" == contract.m_secType: msg += " smartComboRoutingParams={" if order.m_smartComboRoutingParams is not None: smartComboRoutingParams = order.m_smartComboRoutingParams i = 0 while i < len(smartComboRoutingParams): param = smartComboRoutingParams[i] if i > 0: msg += "," msg += str(param.m_tag) + "=" + str(param.m_value) i += 1 msg += "}" orderStateMsg = " status=" + str(orderState.m_status) \ + " initMargin=" + str(orderState.m_initMargin) \ + " maintMargin=" + str(orderState.m_maintMargin) \ + " equityWithLoan=" + str(orderState.m_equityWithLoan) \ + " commission=" + Util.DoubleMaxString(orderState.m_commission) \ + " minCommission=" + Util.DoubleMaxString(orderState.m_minCommission) \ + " maxCommission=" + Util.DoubleMaxString(orderState.m_maxCommission) \ + " commissionCurrency=" + str(orderState.m_commissionCurrency) \ + " warningText=" + str(orderState.m_warningText) return msg + orderStateMsg