def extract_totals_from_fill_data_for_contract_id(
list_of_fills_for_contractid):
"""
Sum up info over fills
:param list_of_fills: list of named tuples
:return: broker_clientid, broker_tempid, filled_price, fill_datetime, commission (as list of tuples)
"""
qty_and_price_and_datetime_and_id = [
(fill.cum_qty, fill.avg_price, fill.time, fill.temp_id, fill.client_id,
fill.signed_qty) for fill in list_of_fills_for_contractid
]
## sort by total quantity
qty_and_price_and_datetime_and_id.sort(key=lambda x: x[0])
final_fill = qty_and_price_and_datetime_and_id[-1]
_, filled_price, fill_datetime, broker_tempid, broker_clientid, signed_qty = final_fill
commission = [
currencyValue(fill.commission_ccy, fill.commission)
for fill in list_of_fills_for_contractid
]
return broker_clientid, broker_tempid, filled_price, fill_datetime, commission, signed_qty
def extract_totals_from_fill_data(self, list_of_fills):
"""
Sum up info over fills
:param list_of_fills: list of named tuples
:return: average_filled_price, commission (as list of tuples), total quantity filled
"""
if len(list_of_fills) == 0:
return no_order_id, no_order_id, None, None, 0.0
qty_and_price_and_datetime_and_id = [
(fill.cum_qty, fill.avg_price, fill.time, fill.temp_id,
fill.client_id) for fill in list_of_fills
]
## sort by total quantity
qty_and_price_and_datetime_and_id.sort(key=lambda x: x[0])
final_fill = qty_and_price_and_datetime_and_id[-1]
_, filled_price, fill_datetime, broker_tempid, broker_clientid = final_fill
commission = [
currencyValue(fill.commission_ccy, fill.commission)
for fill in list_of_fills
]
return broker_clientid, broker_tempid, filled_price, fill_datetime, commission
def broker_get_account_value_across_currency_across_accounts(
self, account_id=arg_not_supplied):
list_of_currencies = self.get_list_of_currencies_for_liquidation_values(
)
list_of_values_per_currency = list([
currencyValue(
currency,
self.get_liquidation_value_for_currency_across_accounts(
currency)) for currency in list_of_currencies
])
return list_of_values_per_currency
