def data_started(self, data): pos = self.getposition(data) if pos.size < 0: order = SellOrder(data=data, size=pos.size, price=pos.price, exectype=Order.Market, simulated=True) order.addcomminfo(self.getcommissioninfo(data)) order.execute(0, pos.size, pos.price, 0, 0.0, 0.0, pos.size, 0.0, 0.0, 0.0, 0.0, pos.size, pos.price) order.completed() self.notify.order(order) elif pos.size > 0: order = BuyOrder(data=data, size=pos.size, price=pos.price, exectype=Order.Market, simulated=True) order.addcomminfo(self.getcommissioninfo(data)) order.execute(0, pos.size, pos.price, 0, 0.0, 0.0, pos.size, 0.0, 0.0, 0.0, 0.0, pos.size, pos.price) order.completed() self.notify(order)
def _fill_external(self, data, size, price): if size == 0: return pos = self.getposition(data, clone=False) pos.update(size, price) if size < 0: order = SellOrder(data=data, size=size, price=price, exectype=Order.Market, simulated=True) else: order = BuyOrder(data=data, size=size, price=price, exectype=Order.Market, simulated=True) order.addcomminfo(self.getcommissioninfo(data)) order.execute(0, size, price, 0, 0.0, 0.0, size, 0.0, 0.0, 0.0, 0.0, size, price) order.completed() self.notify(order)
def _fill_external(self, data, size, price): logger.debug("Fill external order: {}, {}, {}".format( data, size, price)) if size == 0: return pos = self.getposition(data, clone=False) pos.update(size, price) if size < 0: order = SellOrder(data=data, size=size, price=price, exectype=Order.Market, simulated=True) else: order = BuyOrder(data=data, size=size, price=price, exectype=Order.Market, simulated=True) order.addcomminfo(self.getcommissioninfo(data)) order.execute(0, size, price, 0, 0.0, 0.0, size, 0.0, 0.0, 0.0, 0.0, size, price) order.completed() self.notify(order) self._ococheck(order) self.o.get_balance()
def data_started(self, data): pos = self.getposition(data) if pos.size < 0: # pylint: disable=unexpected-keyword-arg order = SellOrder( data=data, size=pos.size, price=pos.price, exectype=Order.Market, simulated=True, ) order.addcomminfo(self.getcommissioninfo(data)) order.execute( 0, pos.size, pos.price, 0, 0.0, 0.0, pos.size, 0.0, 0.0, 0.0, 0.0, pos.size, pos.price, ) order.completed() self.notify(order) elif pos.size > 0: # pylint: disable=unexpected-keyword-arg order = BuyOrder( data=data, size=pos.size, price=pos.price, exectype=Order.Market, simulated=True, ) order.addcomminfo(self.getcommissioninfo(data)) order.execute( 0, pos.size, pos.price, 0, 0.0, 0.0, pos.size, 0.0, 0.0, 0.0, 0.0, pos.size, pos.price, ) order.completed() self.notify(order)