def test_order():
asset = Asset('asset-id', 'NSDQ', symbol='AAPL')
o = Order(datetime.now(), asset, 3)
assert o.asset == asset
assert o.sid == asset
assert o.open
o.filled = 3
assert o.open_amount == 0
assert not o.open
assert type(o.to_api_obj()) == proto.Order
def _order2zp(self, order):
zp_order = ZPOrder(
id=order.client_order_id,
asset=symbol_lookup(order.symbol),
amount=int(order.qty) if order.side == 'buy' else -int(order.qty),
stop=float(order.stop_price) if order.stop_price else None,
limit=float(order.limit_price) if order.limit_price else None,
dt=order.submitted_at,
commission=0,
)
zp_order._status = ZP_ORDER_STATUS.OPEN
if order.canceled_at:
zp_order._status = ZP_ORDER_STATUS.CANCELLED
if order.failed_at:
zp_order._status = ZP_ORDER_STATUS.REJECTED
if order.filled_at:
zp_order._status = ZP_ORDER_STATUS.FILLED
zp_order.filled = int(order.filled_qty)
return zp_order