def handle_data(self, data):
if self.target_shares == 0:
assert 0 not in self.portfolio.positions
self.order(self.sid(0), 10)
self.target_shares = 10
return
else:
assert self.portfolio.positions[0].amount == \
self.target_shares, "Orders not filled immediately."
assert self.portfolio.positions[0].last_sale_price == \
data.current(sid(0), "price"), \
"Orders not filled at current price."
self.order_percent(self.sid(0), .001)
if isinstance(self.sid(0), Equity):
price = data.current(sid(0), "price")
new_shares = (.001 * self.portfolio.portfolio_value) / price
elif isinstance(self.sid(0), Future):
new_shares = (.001 * self.portfolio.portfolio_value) / \
(data.current(sid(0), "price") *
self.sid(0).contract_multiplier)
new_shares = int(round_if_near_integer(new_shares))
self.target_shares += new_shares
def handle_data(self, data):
if self.incr == 0:
assert 0 not in self.portfolio.positions
else:
assert self.portfolio.positions[0].amount == \
self.incr, "Orders not filled immediately."
assert self.portfolio.positions[0].last_sale_price == \
self.last_price, "Orders was not filled at last price."
self.incr += 1
self.order_value(self.sid(0), data.current(sid(0), "price"))
self.last_price = data.current(sid(0), "price")
def handle_data_api(context, data):
if context.incr == 0:
assert 0 not in context.portfolio.positions
else:
assert context.portfolio.positions[0].amount == \
context.incr, "Orders not filled immediately."
assert context.portfolio.positions[0].last_sale_price == \
data.current(sid(0), "price"), \
"Orders not filled at current price."
context.incr += 1
order(sid(0), 1)
record(incr=context.incr)
def handle_data(self, data):
if self.incr == 0:
assert 0 not in self.portfolio.positions
else:
assert self.portfolio.positions[0].amount == \
self.incr, "Orders not filled immediately."
assert self.portfolio.positions[0].last_sale_price == \
data.current(sid(0), "price"), \
"Orders not filled at current price."
self.incr += 2
multiplier = 2.
if isinstance(self.sid(0), Future):
multiplier *= self.sid(0).multiplier
self.order_value(
self.sid(0),
data.current(sid(0), "price") * multiplier
)
def handle_data(self, data):
if self.target_shares == 0:
assert 0 not in self.portfolio.positions
else:
assert self.portfolio.positions[0].amount == \
self.target_shares, "Orders not filled immediately."
assert self.portfolio.positions[0].last_sale_price == \
data.current(sid(0), "price"), \
"Orders not filled at current price."
self.target_shares = 10
self.order_target(self.sid(0), self.target_shares)
def handle_data(self, data):
if self.target_shares == 0:
assert 0 not in self.portfolio.positions
self.order(self.sid(0), 10)
self.target_shares = 10
return
else:
assert self.portfolio.positions[0].amount == \
self.target_shares, "Orders not filled immediately."
assert self.portfolio.positions[0].last_sale_price == \
data.current(sid(0), "price"), \
"Orders not filled at current price."
self.order_target_value(self.sid(0), 20)
self.target_shares = np.round(20 / data.current(sid(0), "price"))
if isinstance(self.sid(0), Equity):
self.target_shares = np.round(20 / data.current(sid(0), "price"))
if isinstance(self.sid(0), Future):
self.target_shares = np.round(
20 / (data.current(sid(0), "price") * self.sid(0).multiplier))
def handle_data(self, data):
if not self.ordered:
assert not self.portfolio.positions
else:
# Since you can't own fractional shares (at least in this
# example), we want to make sure that our target amount is
# no more than a share's value away from our current
# holdings.
target_value = self.portfolio.portfolio_value * 0.002
position_value = self.portfolio.positions[0].amount * \
self.sale_price
assert abs(target_value - position_value) <= self.sale_price, \
"Orders not filled correctly"
assert self.portfolio.positions[0].last_sale_price == \
data.current(sid(0), "price"), \
"Orders not filled at current price."
self.sale_price = data.current(sid(0), "price")
self._order(sid(0), .002)
self.ordered = True
def handle_data(self, data):
if self.incr == 0:
assert len(self.portfolio.positions.keys()) == 0
method_to_check = getattr(self, self.method_name)
method_to_check(self.sid(133),
data.current(sid(0), "price"),
style=StopLimitOrder(10, 10))
assert len(self.blotter.open_orders[self.sid(133)]) == 1
result = self.blotter.open_orders[self.sid(133)][0]
assert result.limit == 10
assert result.stop == 10
self.incr += 1