def test_lmt_order_update_cancel(broker, inst_id=3, qty=1000, limit_price=100):
print "### testing limit order"
cl_ord_id = next_cl_ord_id()
order = NewOrderRequest(cl_id=1,
cl_ord_id=1,
inst_id=inst_id,
action=OrdAction.BUY,
type=OrdType.LIMIT,
qty=qty,
limit_price=limit_price)
broker.on_new_ord_req(order)
time.sleep(5)
print "### testing order update"
order = OrderReplaceRequest(cl_id=1,
cl_ord_id=1,
type=OrdType.LIMIT,
qty=qty * 2,
limit_price=limit_price * 1.2)
broker.on_ord_replace_req(order)
time.sleep(5)
print "### testing order cancel"
broker.on_ord_cancel_req(order)
time.sleep(5)
def test_order_replace_request(self, name, serializer):
item = OrderReplaceRequest(timestamp=datetime.datetime.now(),
cl_id=1,
cl_ord_id=1,
type=OrdType.LIMIT,
qty=12,
limit_price=13.2,
stop_price=13.5,
tif=TIF.DAY,
oca_tag="WTF",
params=None)
SerializerTest.ser_deser(name, serializer, item)
def test_order_replace_request(self, name, datastore):
persistable = OrderReplaceRequest(timestamp=clock.now(),
cl_id=1,
cl_ord_id=1,
type=OrdType.LIMIT,
qty=12,
limit_price=13.2,
stop_price=13.5,
tif=TIF.DAY,
oca_tag="WTF",
params=None)
DataStoreTest.save_load(name, persistable, datastore,
datastore.save_ord_replace_req,
'ord_replace_reqs')
def replace_order(self,
cl_ord_id=None,
type=None,
qty=None,
limit_price=None,
stop_price=None,
tif=None):
req = OrderReplaceRequest(timestamp=self.clock.now(),
cl_id=self.stg_id,
cl_ord_id=cl_ord_id,
type=type,
qty=qty,
limit_price=limit_price,
stop_price=stop_price,
tif=tif)
order = self.portfolio.replace_order(req)
return order