def _make_start_time(self, arg):
if arg['<date>'] and arg['<time>']:
datetime_str = '{} {}'.format(arg['<date>'], arg['<time>'])
return parse_to_aware(datetime_str)
if self.first_match:
return to_local(self.first_match.time)
raise Exception("*** no date-time specified or match record")
def _make_start_time(self, arg):
if arg['<date>'] and arg['<time>']:
datetime_str = '{} {}'.format(arg['<date>'], arg['<time>'])
return parse_to_aware(datetime_str)
if self.first_match:
return to_local(self.first_match.time)
raise Exception("*** no date-time specified or match record")
def show_strategy_detail(self, name):
s = self._query_strategy(name)
created_time = to_local(s.created_time)
print ' Name:', s.name
print ' Symbol:', s.symbol
print ' Cost:', s.cost
print 'Created:', created_time.strftime(TIME_FORMAT)
def show_strategy_detail(self, name):
s = self._query_strategy(name)
created_time = to_local(s.created_time)
print ' Name:', s.name
print ' Symbol:', s.symbol
print ' Cost:', s.cost
print 'Created:', created_time.strftime(TIME_FORMAT)
def open_order(self, strategy, open_type, open_time, open_price, size):
self._verify_open_type(open_type)
type_symbol = Order.get_open_type_symbol(open_type)
new_order = Order.objects.create(strategy=strategy,
open_type=type_symbol,
open_time=open_time,
open_price=open_price,
size=size,
state='O')
local_time = to_local(open_time)
local_time = local_time.strftime(TIME_FORMAT)
print "Opened a {} order #{} at [{}], price is {}".format(
open_type.upper(), new_order.pk, local_time, open_price)
def open_order(self, strategy, open_type, open_time, open_price, size):
self._verify_open_type(open_type)
type_symbol = Order.get_open_type_symbol(open_type)
new_order = Order.objects.create(strategy=strategy,
open_type=type_symbol,
open_time=open_time,
open_price=open_price,
size=size,
state='O')
local_time = to_local(open_time)
local_time = local_time.strftime(TIME_FORMAT)
print "Opened a {} order #{} at [{}], price is {}".format(
open_type.upper(),
new_order.pk,
local_time,
open_price)
def show_active_orders(self):
print ' Name:', self.strategy.name
print ' Symbol:', self.strategy.symbol
print ' Method:', self.method
print 'Active orders:'
active_orders = Order.objects.filter(strategy=self.strategy, state='O')
if not active_orders.exists():
print '--- None ---'
return
# show orders in table
print '{} | {:>5} | {:^19} | {:>6} | {} |'.format(
'Ticket', 'Type', 'Time', 'Price', 'Size')
print '-' * 54
for order in active_orders:
temp = to_local(order.open_time)
formatted_open_time = temp.strftime(TIME_FORMAT)
print '{:>6} | {:>5} | {} | {:>6} | {:>4} |'.format(
order.pk, order.get_open_type_display(), formatted_open_time,
order.open_price, order.size)
def close_order(self, ticket, close_time, close_price):
order = Order.objects.get(pk=ticket)
if order.get_state_display() == 'Close':
raise Exception("*** order has already been closed")
if order.open_time > close_time:
raise Exception("*** close time is before open time")
order.close_time = close_time
order.close_price = close_price
order.state = 'C'
if order.get_open_type_display() == 'Long':
profit = order.close_price - order.open_price
if order.get_open_type_display() == 'Short':
profit = order.open_price - order.close_price
order.per_size_gross_profit = profit
order.gross_profit = profit * order.size
order.save()
local_time = to_local(close_time)
local_time = local_time.strftime(TIME_FORMAT)
print "Closed order #{} at [{}], price is {}".format(
ticket, local_time, close_price)
print "Diff is {}, total diff is {}".format(
order.per_size_gross_profit, order.gross_profit)
def show_active_orders(self):
print ' Name:', self.strategy.name
print ' Symbol:', self.strategy.symbol
print ' Method:', self.method
print 'Active orders:'
active_orders = Order.objects.filter(strategy=self.strategy,
state='O')
if not active_orders.exists():
print '--- None ---'
return
# show orders in table
print '{} | {:>5} | {:^19} | {:>6} | {} |'.format(
'Ticket', 'Type', 'Time', 'Price', 'Size')
print '-' * 54
for order in active_orders:
temp = to_local(order.open_time)
formatted_open_time = temp.strftime(TIME_FORMAT)
print '{:>6} | {:>5} | {} | {:>6} | {:>4} |'.format(
order.pk,
order.get_open_type_display(),
formatted_open_time,
order.open_price,
order.size)
def close_order(self, ticket, close_time, close_price):
order = Order.objects.get(pk=ticket)
if order.get_state_display() == 'Close':
raise Exception("*** order has already been closed")
if order.open_time > close_time:
raise Exception("*** close time is before open time")
order.close_time = close_time
order.close_price = close_price
order.state = 'C'
if order.get_open_type_display() == 'Long':
profit = order.close_price - order.open_price
if order.get_open_type_display() == 'Short':
profit = order.open_price - order.close_price
order.per_size_gross_profit = profit
order.gross_profit = profit * order.size
order.save()
local_time = to_local(close_time)
local_time = local_time.strftime(TIME_FORMAT)
print "Closed order #{} at [{}], price is {}".format(
ticket, local_time, close_price)
print "Diff is {}, total diff is {}".format(
order.per_size_gross_profit,
order.gross_profit)
def _format_to_local(self, datetime_obj):
local = to_local(datetime_obj)
return local.strftime(TIME_FORMAT)
def _format_to_local(self, datetime_obj):
local = to_local(datetime_obj)
return local.strftime(TIME_FORMAT)
def format_close_time(point):
if not point.close_time:
return None
local = to_local(point.close_time)
return local.strftime(TIME_FORMAT)
def format_open_time(point):
local = to_local(point.open_time)
return local.strftime(TIME_FORMAT)
def format_close_time(point):
if not point.close_time:
return None
local = to_local(point.close_time)
return local.strftime(TIME_FORMAT)
def format_open_time(point):
local = to_local(point.open_time)
return local.strftime(TIME_FORMAT)