def update_close_position(self, order):
executed_amount = abs(order.executed_amount)
if self.episode_count != self.close_position.get_episode_count():
old_close_position = self.close_position
self.close_position = Episode()
self.close_position.episode_number = self.get_episode_number() + 'S'
self.close_position.item_name = order.item_name
self.close_position.order_price = order.order_price
self.close_position.virtual_open_amount = old_close_position.virtual_open_amount
self.orders[self.close_position.episode_number] = self.close_position
self.close_position.executed_time = order.executed_time
self.close_position.order_number = order.order_number
self.close_position.order_position = order.order_position
self.close_position.order_state = order.order_state
self.close_position.executed_price_avg = order.executed_price_avg
if order.order_state == RECEIPT:
self.close_position.order_amount += order.order_amount
self.close_position.open_amount += order.open_amount
elif order.order_state == ORDER_EXECUTED:
self.close_position.open_amount -= executed_amount
self.close_position.virtual_open_amount -= executed_amount
self.close_position.executed_amount_sum += executed_amount
self.close_position.profit += order.profit
self.close_position.net_profit += order.net_profit
self.total_profit += order.profit
self.total_fee += order.total_fee
self.net_profit += order.net_profit
if not self.close_position.open_amount:
if self.trade_position == SELL:
self.close_position_purchase_history[self.close_position.executed_time] = self.close_position.executed_price_avg
else:
self.close_position_sale_history[self.close_position.executed_time] = self.close_position.executed_price_avg
if self.stop_loss_ordered and not order.open_amount:
self.stop_loss_ordered = False
def update_open_position(self, order):
executed_amount = abs(order.executed_amount)
if self.episode_count != self.open_position.get_episode_count():
old_open_position = self.open_position
self.open_position = Episode()
self.open_position.episode_number = self.get_episode_number() + 'E'
self.open_position.item_name = order.item_name
self.open_position.virtual_open_amount = old_open_position.virtual_open_amount
self.orders[self.open_position.episode_number] = self.open_position
self.open_position.order_price = order.order_price
self.open_position.executed_time = order.executed_time
self.open_position.order_number = order.order_number
self.open_position.order_position = order.order_position
self.open_position.order_state = order.order_state
self.open_position.executed_price_avg = order.executed_price_avg
if order.order_state == RECEIPT:
self.open_position.order_amount += order.order_amount
self.open_position.open_amount += order.open_amount
elif order.order_state == ORDER_EXECUTED:
self.open_position.open_amount -= executed_amount
self.open_position.virtual_open_amount -= executed_amount
self.open_position.executed_amount_sum += executed_amount
if not self.open_position.open_amount:
if self.trade_position == PURCHASE:
self.open_position_purchase_history[self.open_position.executed_time] = self.open_position.executed_price_avg
else:
self.open_position_sale_history[self.open_position.executed_time] = self.open_position.executed_price_avg
def stop(self):
if not self.is_running:
return
self.post('STOPPED')
# Open Orders cancellation
self.clear_open_orders()
# Init Fields
self.broker = None
self.is_running = False
self.sell_off_ordered = False
self.settle_up_in_progress = False
self.finish_up_in_progress = False
self.open_orders = 0
self.open_correct_orders = 0
self.open_cancel_orders = 0
self.open_purchase_correct_orders = 0
self.open_purchase_cancel_orders = 0
self.open_sale_correct_orders = 0
self.open_sale_cancel_orders = 0
self.previous_situation = ''
self.previous_msg = ()
self.timer.stop()
self.chart_locator = list()
self.chart_formatter = list()
self.interval_prices = list()
self.loss_cut_prices = list()
self.top_price = 0
self.bottom_price = 0
self.chart_scope = 60
self.orders.clear()
self.purchase_episode_shifted = False
self.sale_episode_shifted = False
self.episode_purchase = Episode()
self.episode_sale = Episode()
self.episode_purchase_number = ''
self.episode_sale_number = ''
self.episode_count = 0
self.episode_amount = 0
self.capital = 0
self.interval = 0
self.loss_cut = 0
self.shift_interval = 0
self.reference_price = 0
self.buy_limit = 0
self.loss_limit = 0
self.minimum_transaction_amount = 0
self.start_time_text = ''
self.start_time = 0
self.start_price = 0
self.total_profit = 0
self.total_fee = 0
self.net_profit = 0
self.fee = 0
self.fee_ratio = 0.0
self.tax_ratio = 0.0
# Continue Charting
self.trader.go_chart()
def __init__(self, trader, log):
WookLog.custom_init(self, log)
self.trader = trader
self.log = log
self.broker = None
self.is_running = False
self.sell_off_ordered = False
self.settle_up_in_progress = False
self.finish_up_in_progress = False
self.open_orders = 0
self.open_correct_orders = 0
self.open_cancel_orders = 0
self.open_purchase_correct_orders = 0
self.open_purchase_cancel_orders = 0
self.open_sale_correct_orders = 0
self.open_sale_cancel_orders = 0
self.previous_situation = ''
self.previous_msg = ()
self.draw_chart = ChartDrawer(self.display_chart)
self.timer = QTimer()
self.timer.setInterval(60000)
self.timer.timeout.connect(self.on_every_minute)
self.chart_locator = list()
self.chart_formatter = list()
self.interval_prices = list()
self.loss_cut_prices = list()
self.top_price = 0
self.bottom_price = 0
self.chart_scope = 90
self.items = dict()
self.orders = dict()
self.episode_purchase = Episode()
self.episode_sale = Episode()
self.purchase_episode_shifted = False
self.sale_episode_shifted = False
self.episode_purchase_number = ''
self.episode_sale_number = ''
self.episode_count = 0
self.episode_amount = 0
self.capital = 0
self.interval = 0
self.loss_cut = 0
self.shift_interval = 0
self.reference_price = 0
self.buy_limit = 0
self.loss_limit = 0
self.minimum_transaction_amount = 0
self.start_time_text = ''
self.start_comment = ''
self.start_time = 0
self.start_price = 0
self.total_profit = 0
self.total_fee = 0
self.net_profit = 0
self.fee = 0
self.fee_ratio = 0.0
self.tax_ratio = 0.0