def log_with_attributes(self, log):
"""
Returns a new log object with contract_order attributes added
:param log: logger
:return: log
"""
new_log = log.setup(
strategy_name=self.strategy_name,
instrument_code=self.instrument_code,
contract_order_id=object_to_none(self.order_id, no_order_id),
instrument_order_id=object_to_none(self.parent, no_parent, 0))
return new_log
def as_dict(self):
object_dict = dict(key=self.key)
object_dict["trade"] = list(self.trade)
object_dict["fill"] = list(self.fill)
object_dict["fill_datetime"] = self.fill_datetime
object_dict["filled_price"] = self.filled_price
object_dict["locked"] = self._locked
object_dict["order_id"] = object_to_none(self.order_id, no_order_id)
object_dict["parent"] = object_to_none(self.parent, no_parent)
object_dict["children"] = object_to_none(self.children, no_children)
object_dict["active"] = self.active
object_dict["order_type"] = self.order_type.as_string()
for info_key, info_value in self.order_info.items():
object_dict[info_key] = info_value
return object_dict
def log_with_attributes(self, log):
"""
Returns a new log object with broker_order attributes added
:param log: logger
:return: log
"""
broker_order = self
new_log = log.setup(
strategy_name=broker_order.strategy_name,
instrument_code=broker_order.instrument_code,
contract_order_id=object_to_none(broker_order.parent, no_parent),
broker_order_id=object_to_none(broker_order.order_id, no_order_id),
)
return new_log
def log_attributes_from_contract_order(log, contract_order):
"""
Returns a new log object with contract_order attributes added
:param log: logger
:param instrument_order:
:return: log
"""
new_log = log.setup(
strategy_name=contract_order.strategy_name,
instrument_code=contract_order.instrument_code,
contract_order_id=object_to_none(contract_order.order_id, no_order_id),
instrument_order_id=object_to_none(contract_order.parent, no_parent,
0))
return new_log
def as_dict(self):
object_dict = dict(key = self.key)
object_dict['trade'] = self._trade
object_dict['fill'] = self._fill
object_dict['fill_datetime'] = self._fill_datetime
object_dict['filled_price'] = self._filled_price
object_dict['locked'] = self._locked
object_dict['order_id'] = object_to_none(self._order_id, no_order_id)
object_dict['modification_status'] = self._modification_status
object_dict['modification_quantity'] = self._modification_quantity
object_dict['parent'] = object_to_none(self._parent, no_parent)
object_dict['children'] = object_to_none(self._children, no_children)
object_dict['active'] = self._active
for info_key, info_value in self._order_info.items():
object_dict[info_key] = info_value
return object_dict
def as_dict(self):
object_dict = dict(key=self.key)
object_dict["trade"] = self.trade.qty
object_dict["fill"] = self.fill.qty
object_dict["fill_datetime"] = self.fill_datetime
object_dict["filled_price"] = self.filled_price.price
object_dict["locked"] = self._locked
object_dict["order_id"] = object_to_none(self.order_id, no_order_id)
object_dict["modification_status"] = self._modification_status
object_dict["modification_quantity"] = self._modification_quantity
object_dict["parent"] = object_to_none(self.parent, no_parent)
object_dict["children"] = object_to_none(self.children, no_children)
object_dict["active"] = self.active
for info_key, info_value in self._order_info.items():
object_dict[info_key] = info_value
return object_dict
