def validate_order_params(self,
asset,
amount,
limit_price,
stop_price,
style):
"""
Helper method for validating parameters to the order API function.
Raises an UnsupportedOrderParameters if invalid arguments are found.
"""
if not self.initialized:
raise OrderDuringInitialize(
msg="order() can only be called from within handle_data()"
)
if style:
if limit_price:
raise UnsupportedOrderParameters(
msg="Passing both limit_price and style is not supported."
)
if stop_price:
raise UnsupportedOrderParameters(
msg="Passing both stop_price and style is not supported."
)
for control in self.trading_controls:
control.validate(asset,
amount,
self.portfolio,
self.get_datetime(),
self.executor.current_data)
def _can_order_asset(self, asset):
if not isinstance(asset, Asset):
raise UnsupportedOrderParameters(
msg="Passing non-Asset argument to 'order()' is not supported."
" Use 'sid()' or 'symbol()' methods to look up an Asset.")
if asset.auto_close_date:
day = normalize_date(self.get_datetime())
if day > min(asset.end_date, asset.auto_close_date):
# If we are after the asset's end date or auto close date, warn
# the user that they can't place an order for this asset, and
# return None.
log.warn("Cannot place order for {0}"
", as it is not tradable.".format(asset.symbol))
return False
return True