def test_order_trade_task():
from jaqs.data.basic import TradeStat, Trade, Task, TaskInd, Order, OrderStatusInd
order = Order()
order.symbol = 'SPY'
order.task_id = 10000001
order.entrust_no = '123'
order.entrust_size = 10
order.entrust_action = 'Short'
order.entrust_price = 1.2
order.entrust_time = 95055
order.entrust_date = 20171201
order.fill_price = 1.19
order.fill_size = 3
order.commission = 0.001
str(order)
o2 = Order(order)
o2.entrust_no = '124'
o3 = Order.new_order('SPY', 'Buy', 10, 10, 20111111, 143029, 'Limit')
oind = OrderStatusInd(order)
OrderStatusInd.create_from_dict({'symbol': 'SPY'})
str(oind)
task = Task(order.task_id, 'vwap', {'a': 'b'}, order, 'place_order',
order.entrust_date)
assert (not task.is_finished)
task.task_status = common.TASK_STATUS.DONE
assert task.is_finished
tind = TaskInd(task.task_id, task.task_status, task.algo, 'success')
str(tind)
tind2 = TaskInd.create_from_dict({'task_id': 2011223})
trade = Trade(order)
trade.set_fill_info(15, 20, 20171202, 112311, 12345)
str(trade)
t2 = Trade.create_from_dict({'symbol': 'SPY'})
tstat = TradeStat()
str(tstat)
def test_order_trade_task():
from jaqs.data.basic import TradeStat, Trade, Task, TaskInd, Order, OrderStatusInd
order = Order()
order.symbol = 'SPY'
order.task_id = 10000001
order.entrust_no = '123'
order.entrust_size = 10
order.entrust_action = 'Short'
order.entrust_price = 1.2
order.entrust_time = 95055
order.entrust_date = 20171201
order.fill_price = 1.19
order.fill_size = 3
order.commission = 0.001
str(order)
o2 = Order(order)
o2.entrust_no = '124'
o3 = Order.new_order('SPY', 'Buy', 10, 10, 20111111, 143029, 'Limit')
oind = OrderStatusInd(order)
OrderStatusInd.create_from_dict({'symbol': 'SPY'})
str(oind)
task = Task(order.task_id, 'vwap', {'a': 'b'}, order, 'place_order', order.entrust_date)
assert (not task.is_finished)
task.task_status = common.TASK_STATUS.DONE
assert task.is_finished
tind = TaskInd(task.task_id, task.task_status, task.algo, 'success')
str(tind)
tind2 = TaskInd.create_from_dict({'task_id': 2011223})
trade = Trade(order)
trade.set_fill_info(15, 20, 20171202, 112311, 12345)
str(trade)
t2 = Trade.create_from_dict({'symbol': 'SPY'})
tstat = TradeStat()
str(tstat)
def on_order_status(self, ind_dic):
"""
Parameters
----------
ind_dic : dict
"""
# print("\nGateway on order status: ")
# print(ind_dic)
if 'security' in ind_dic:
ind_dic['symbol'] = ind_dic.pop('security')
ind = OrderStatusInd.create_from_dict(ind_dic)
self.ctx.strategy.on_order_status(ind)
def on_order_status(self, ind_dic):
"""
Parameters
----------
ind_dic : dict
"""
# print("\nGateway on order status: ")
# print(ind_dic)
if 'security' in ind_dic:
ind_dic['symbol'] = ind_dic.pop('security')
ind = OrderStatusInd.create_from_dict(ind_dic)
self.ctx.strategy.on_order_status(ind)
def on_order_status(self, ind_dic):
"""
Parameters
----------
ind_dic : dict
"""
# print("\nGateway on order status: ")
# print(ind_dic)
if 'security' in ind_dic:
ind_dic['symbol'] = ind_dic.pop('security')
ind = OrderStatusInd.create_from_dict(ind_dic)
ind.task_no = self._task_no_id_map[ind.task_id]
e = Event(EVENT_TYPE.ORDER_STATUS_IND)
e.dic['ind'] = ind
self.ctx.instance.put(e)
