def __init__(self, data): OpenCSV.__init__(self, data) self.working_order_keys = [ '', '', 'time_placed', 'spread', 'side', 'quantity', 'pos_effect', 'symbol', 'expire_date', 'strike', 'contract', 'price', 'order', 'tif', 'mark', 'status' ] self.filled_order_keys = [ '', 'exec_time', 'spread', 'side', 'quantity', 'pos_effect', 'symbol', 'expire_date', 'strike', 'contract', 'price', 'net_price', 'order' ] self.cancelled_order_keys = [ '', '', 'time_cancelled', 'spread', 'side', 'quantity', 'pos_effect', 'symbol', 'expire_date', 'strike', 'contract', 'price', 'order', 'tif', 'status' ] self.rolling_strategy_keys = [ 'position', 'new_expire_date', 'call_by', 'days_begin', 'order_price', 'active_time', 'move_to_market_time', 'status' ] self.rolling_strategy_options = [ 'side', 'symbol', 'right', 'ex_month', 'ex_year', 'strike', 'contract' ] self.working_order = list() self.filled_order = list() self.cancelled_order = list() self.rolling_strategy = list()
def __init__(self, data): OpenCSV.__init__(self, data=data) self.equity_option_keys = [ 'name', 'quantity', 'days', 'trade_price', 'mark', 'mark_change', 'delta', 'gamma', 'theta', 'vega', 'pct_change', 'pl_open', 'pl_day', 'bp_effect' ] self.position_summary_keys = [ 'cash_sweep', 'pl_ytd', 'bp_adjustment', 'futures_bp', 'available' ] self.option_key = [ 'right', 'special', 'ex_month', 'ex_year', 'strike', 'contract' ] self.future_position_keys = [ 'symbol', 'expire_date', 'spc', 'quantity', 'days', 'trade_price', 'mark', 'mark_change', 'pct_change', 'pl_open', 'pl_day', 'bp_effect', 'session' ] self.forex_position_keys = [ 'symbol', 'quantity', 'trade_price', 'mark', 'mark_change', 'pct_change', 'pl_open', 'pl_day', 'bp_effect' ] self.equity_option_position = list() self.position_summary = list() self.future_position = list() self.forex_position = list()
def __init__(self, data): OpenCSV.__init__(self, data) self.account_summary_keys = [ 'net_liquid_value', 'stock_buying_power', 'option_buying_power', 'commissions_ytd', 'futures_commissions_ytd' ] self.forex_summary_keys = [ 'cash', 'upl', 'floating', 'equity', 'margin', 'available_equity', 'risk_level' ] self.profit_loss_keys = [ 'symbol', 'description', 'pl_open', 'pl_pct', 'pl_day', 'pl_ytd', 'margin_req', 'mark_value' ] self.holding_equity_keys = [ 'symbol', 'description', 'quantity', 'trade_price', 'mark', 'mark_value' ] self.holding_option_keys = [ 'symbol', 'option_code', 'expire_date', 'strike', 'contract', 'quantity', 'trade_price', 'mark', 'mark_value' ] self.trade_history_keys = [ '', 'execute_time', 'spread', 'side', 'quantity', 'pos_effect', 'symbol', 'expire_date', 'strike', 'contract', 'price', 'net_price', 'order_type' ] self.order_history_keys = [ '', '', 'time_placed', 'spread', 'side', 'quantity', 'pos_effect', 'symbol', 'expire_date', 'strike', 'contract', 'price', 'order', 'tif', 'status' ] self.future_statement_keys = [ 'trade_date', 'execute_date', 'execute_time', 'contract', 'ref_no', 'description', 'fee', 'commission', 'amount', 'balance' ] self.holding_future_keys = [ 'lookup', 'symbol', 'description', # not duplicate expire date 'spc', 'expire_date', 'quantity', 'trade_price', 'mark', 'pl_day' ] self.forex_statement_keys = [ '', 'date', 'time', 'contract', 'ref_no', 'description', 'commissions', 'amount', 'amount_usd', 'balance' ] self.holding_forex_keys = [ 'symbol', 'description', 'quantity', 'trade_price', 'mark', 'fpl' ] self.cash_balance_keys = [ 'date', 'time', 'contract', 'ref_no', 'description', 'fees', 'commissions', 'amount', 'balance' ] self.account_summary = dict() self.forex_summary = dict() self.profit_loss = list() self.holding_option = list() self.holding_equity = list() self.trade_history = list() self.order_history = list() self.cash_balance = list() self.future_statement = list() self.holding_future = list() self.forex_statement = list() self.holding_forex = list()