def setcommission(self,
commission=0.0,
margin=None,
mult=1.0,
commtype=None,
percabs=True,
stocklike=False,
interest=0.0,
interest_long=False,
leverage=1.0,
automargin=False,
name=None):
'''This method sets a `` CommissionInfo`` object for assets managed in
the broker with the parameters. Consult the reference for
``CommInfoBase``
If name is ``None``, this will be the default for assets for which no
other ``CommissionInfo`` scheme can be found
'''
comm = CommInfoBase(commission=commission,
margin=margin,
mult=mult,
commtype=commtype,
stocklike=stocklike,
percabs=percabs,
interest=interest,
interest_long=interest_long,
leverage=leverage,
automargin=automargin)
self.comminfo[name] = comm
def setcommission(self,
commission=0.0,
margin=None,
mult=1.0,
commtype=None,
percabs=True,
stocklike=False,
interest=0.0,
interest_long=False,
name=None):
comm = CommInfoBase(commission=commission,
margin=margin,
mult=mult,
commtype=commtype,
stocklike=stocklike,
percabs=percabs,
interest=interest,
interest_long=interest_long)
self.comminfo[name] = comm
class BrokerBase(with_metaclass(MetaBroker, object)):
params = (
('commission', CommInfoBase(percabs=True)),
)
def __init__(self):
self.comminfo = dict()
self.init()
def init(self):
# called from init and from start
if None not in self.comminfo:
self.comminfo = dict({None: self.p.commission})
def start(self):
self.init()
def stop(self):
pass
def add_order_history(self, orders, notify=False):
'''Add order history. See cerebro for details'''
raise NotImplementedError
def set_fund_history(self, fund):
'''Add fund history. See cerebro for details'''
raise NotImplementedError
def getcommissioninfo(self, data):
'''Retrieves the ``CommissionInfo`` scheme associated with the given
``data``'''
if data._name in self.comminfo:
return self.comminfo[data._name]
return self.comminfo[None]
def setcommission(self,
commission=0.0, margin=None, mult=1.0,
commtype=None, percabs=True, stocklike=False,
interest=0.0, interest_long=False, leverage=1.0,
automargin=False,
name=None):
'''This method sets a `` CommissionInfo`` object for assets managed in
the broker with the parameters. Consult the reference for
``CommInfoBase``
If name is ``None``, this will be the default for assets for which no
other ``CommissionInfo`` scheme can be found
'''
comm = CommInfoBase(commission=commission, margin=margin, mult=mult,
commtype=commtype, stocklike=stocklike,
percabs=percabs,
interest=interest, interest_long=interest_long,
leverage=leverage, automargin=automargin)
self.comminfo[name] = comm
def addcommissioninfo(self, comminfo, name=None):
'''Adds a ``CommissionInfo`` object that will be the default for all assets if
``name`` is ``None``'''
self.comminfo[name] = comminfo
def getcash(self):
raise NotImplementedError
def getvalue(self, datas=None):
raise NotImplementedError
def get_fundshares(self):
'''Returns the current number of shares in the fund-like mode'''
return 1.0 # the abstract mode has only 1 share
fundshares = property(get_fundshares)
def get_fundvalue(self):
return self.getvalue()
fundvalue = property(get_fundvalue)
def getposition(self, data):
raise NotImplementedError
def submit(self, order):
raise NotImplementedError
def cancel(self, order):
raise NotImplementedError
def buy(self, owner, data, size, price=None, plimit=None,
exectype=None, valid=None, tradeid=0, oco=None,
trailamount=None, trailpercent=None,
**kwargs):
raise NotImplementedError
def sell(self, owner, data, size, price=None, plimit=None,
exectype=None, valid=None, tradeid=0, oco=None,
trailamount=None, trailpercent=None,
**kwargs):
raise NotImplementedError
def next(self):
pass
class BrokerBase(with_metaclass(MetaParams, object)):
params = (('commission', CommInfoBase(percabs=True)), )
def __init__(self):
self.comminfo = dict()
self.init()
def init(self):
# called from init and from start
if None not in self.comminfo:
self.comminfo = dict({None: self.p.commission})
def start(self):
self.init()
def stop(self):
pass
def getcommissioninfo(self, data):
if data._name in self.comminfo:
return self.comminfo[data._name]
return self.comminfo[None]
def setcommission(self,
commission=0.0,
margin=None,
mult=1.0,
commtype=None,
percabs=True,
stocklike=False,
interest=0.0,
interest_long=False,
name=None):
comm = CommInfoBase(commission=commission,
margin=margin,
mult=mult,
commtype=commtype,
stocklike=stocklike,
percabs=percabs,
interest=interest,
interest_long=interest_long)
self.comminfo[name] = comm
def addcommissioninfo(self, comminfo, name=None):
self.comminfo[name] = comminfo
def getcash(self):
raise NotImplementedError
def getvalue(self, datas=None):
raise NotImplementedError
def getposition(self, data):
raise NotImplementedError
def submit(self, order):
raise NotImplementedError
def cancel(self, order):
raise NotImplementedError
def buy(self,
owner,
data,
size,
price=None,
plimit=None,
exectype=None,
valid=None,
tradeid=0,
**kwargs):
raise NotImplementedError
def sell(self,
owner,
data,
size,
price=None,
plimit=None,
exectype=None,
valid=None,
tradeid=0,
**kwargs):
raise NotImplementedError
def next(self):
pass