def check_triggers(self, event):
"""
Update internal state based on price triggers and the
trade event's price.
"""
self.last_modified_dt = event.dt
self.stop_reached, self.limit_reached = \
check_order_triggers(self, event)
def check_triggers(self, event):
"""
Update internal state based on price triggers and the
trade event's price.
"""
stop_reached, limit_reached = \
check_order_triggers(self, event)
if (stop_reached, limit_reached) \
!= (self.stop_reached, self.limit_reached):
self.dt = event.dt
self.stop_reached = stop_reached
self.limit_reached = limit_reached
def check_triggers(self, event):
"""
Update internal state based on price triggers and the
trade event's price.
"""
stop_reached, limit_reached = \
check_order_triggers(self, event)
if (stop_reached, limit_reached) \
!= (self.stop_reached, self.limit_reached):
self.dt = event.dt
self.stop_reached = stop_reached
self.limit_reached = limit_reached
def check_triggers(self, event):
"""
Update internal state based on price triggers and the
trade event's price.
"""
stop_reached, limit_reached, sl_stop_reached = check_order_triggers(self, event)
if (stop_reached, limit_reached) != (self.stop_reached, self.limit_reached):
self.dt = event.dt
self.stop_reached = stop_reached
self.limit_reached = limit_reached
if sl_stop_reached:
# Change the STOP LIMIT order into a LIMIT order
self.stop = None
def check_triggers(self, event):
"""
Update internal state based on price triggers and the
trade event's price.
"""
stop_reached, limit_reached, sl_stop_reached = \
check_order_triggers(self, event)
if (stop_reached, limit_reached) \
!= (self.stop_reached, self.limit_reached):
self.dt = event.dt
self.stop_reached = stop_reached
self.limit_reached = limit_reached
if sl_stop_reached:
# Change the STOP LIMIT order into a LIMIT order
self.stop = None
