def testShortLoss(self):
s1 = Symbol.get("TEST")
s1.lot_size = 10000
# LONG
order = Order(s1, 1, Entry(Entry.Type.MARKET), Direction.SHORT)
tick = Tick(datetime.utcnow(), 1.12239, 1.12245) # spread of 0.6
position = Position(order, tick)
tick = Tick(datetime.utcnow(), 1.12259, 1.12265)
position.close(tick)
self.assertAlmostEquals(-2, position.points_delta())
def testShortLoss(self):
s1 = Symbol.get("TEST")
s1.lot_size = 10000
# LONG
order = Order(s1, 1, Entry(Entry.Type.MARKET), Direction.SHORT)
tick = Tick(datetime.utcnow(), 1.12239, 1.12245) # spread of 0.6
position = Position(order, tick)
tick = Tick(datetime.utcnow(), 1.12259, 1.12265)
position.close(tick)
self.assertAlmostEquals(-2, position.points_delta())
def testModifiedStopLoss(self):
s1 = Symbol.get("TEST")
s1.lot_size = 10000
# LONG
order = Order(s1, 1, Entry(Entry.Type.MARKET), Direction.SHORT)
tick = Tick(datetime.utcnow(), 1.12239, 1.12245) # spread of 0.6
position = Position(order, tick)
self.assertIsNone(position.stop_price)
position.update(stop_loss=StopLoss(StopLoss.Type.FIXED, 2))
self.assertIsNotNone(position.stop_price)
self.assertEqual(1.12265, position.stop_price)
def testModifiedStopLoss(self):
s1 = Symbol.get("TEST")
s1.lot_size = 10000
# LONG
order = Order(s1, 1, Entry(Entry.Type.MARKET), Direction.SHORT)
tick = Tick(datetime.utcnow(), 1.12239, 1.12245) # spread of 0.6
position = Position(order, tick)
self.assertIsNone(position.stop_price)
position.update(stop_loss=StopLoss(StopLoss.Type.FIXED, 2))
self.assertIsNotNone(position.stop_price)
self.assertEqual(1.12265, position.stop_price)
def place_order(self, order):
self.orders.append(order)
[f(order, State.PENDING_NEW) for f in self.orderStatusObservers]
position = Position(order, self.tick)
[f(order, State.FILLED) for f in self.orderStatusObservers]
self.positions.append(position)
[f(position, None) for f in self.positionObservers]
def _fill_order(self, order, tick):
previousState = order.status
#Create position and notify client (ordersStatusObservers & position_observers)
order.status = State.FILLED
self.orders.remove(order)
#TODO we should filter the observers to the observers related to the position/order
[f(order, previousState) for f in self.orderStatusObservers]
position = Position(order, tick)
[f(position, None) for f in self.positionObservers]
self.positions.append(position)
logging.debug("Opened position for %s" % position)
