def handle_bar(context, bar_dict):
order_id = order_percent(context.s1, 0.0001, style=LimitOrder(context.limitprice))
order = get_order(order_id)
order_side = SIDE.BUY if order.quantity > 0 else SIDE.SELL
assert order.side == order_side
assert order.order_book_id == context.s1
assert order.unfilled_quantity + order.filled_quantity == order.quantity
assert order.price == context.limitprice
def handle_bar(context, bar_dict):
order_id = order_shares(context.s1, context.amount, style=LimitOrder(context.limitprice))
cancel_order(order_id)
order = get_order(order_id)
assert order.order_book_id == context.s1
assert order.filled_quantity == 0
return order_id
assert order.price == context.limitprice
def handle_bar(context, bar_dict):
order_id = order_shares(context.s1,
context.amount,
style=LimitOrder(9.5))
order = get_order(order_id)
assert order.order_book_id == context.s1
assert order.quantity == context.amount
assert order.unfilled_quantity + order.filled_quantity == order.quantity
def handle_bar(context, bar_dict):
order_id = order_target_percent(context.s1, 0.02, style=LimitOrder(context.limitprice))
print("after: ", context.portfolio.cash)
order = get_order(order_id)
order_side = SIDE.BUY if order.quantity > 0 else SIDE.SELL
assert order.side == order_side
assert order.order_book_id == context.s1
assert order.price == context.limitprice
def handle_bar(context, bar_dict):
order_id = order_target_percent(context.s1, 0.02, style=LimitOrder(context.limitprice))
print("after: ", context.portfolio.cash)
order = get_order(order_id)
order_side = SIDE.BUY if order.quantity > 0 else SIDE.SELL
assert order.side == order_side
assert order.order_book_id == context.s1
assert order.price == context.limitprice
def handle_bar(context, bar_dict):
order_id = order_shares(context.s1, context.amount, style=LimitOrder(context.limitprice))
cancel_order(order_id)
order = get_order(order_id)
assert order.order_book_id == context.s1
assert order.filled_quantity == 0
return order_id
assert order.price == context.limitprice
def handle_bar(context, bar_dict):
order_id = order_percent(context.s1, 0.0001, style=LimitOrder(context.limitprice))
order = get_order(order_id)
order_side = SIDE.BUY if order.quantity > 0 else SIDE.SELL
assert order.side == order_side
assert order.order_book_id == context.s1
assert order.unfilled_quantity + order.filled_quantity == order.quantity
assert order.price == context.limitprice
def handle_bar(context, bar_dict):
order_id = order_lots(context.s1, 1, style=LimitOrder(context.limitprice))
order = get_order(order_id)
order_side = SIDE.BUY if context.amount > 0 else SIDE.SELL
assert order.side == order_side
assert order.order_book_id == context.s1
assert order.quantity == 100
assert order.unfilled_quantity + order.filled_quantity == order.quantity
assert order.price == context.limitprice
def handle_bar(context, bar_dict):
order_id = order_lots(context.s1, 1, style=LimitOrder(context.limitprice))
order = get_order(order_id)
order_side = SIDE.BUY if context.amount > 0 else SIDE.SELL
assert order.side == order_side
assert order.order_book_id == context.s1
assert order.quantity == 100
assert order.unfilled_quantity + order.filled_quantity == order.quantity
assert order.price == context.limitprice
def handle_bar(context, bar_dict):
order_id = order_value(context.s1, 1000, style=LimitOrder(context.limitprice))
order = get_order(order_id)
order_side = SIDE.BUY if order.quantity > 0 else SIDE.SELL
assert order.side == order_side, 'order.side is wrong'
assert order.order_book_id == context.s1, 'Order_book_id is wrong'
assert order.quantity == 100, 'order.quantity is wrong'
assert order.unfilled_quantity + order.filled_quantity == order.quantity, 'order.unfilled_quantity is wrong'
assert order.price == context.limitprice, 'order.price is wrong'
def handle_bar(context, bar_dict):
order_id = buy_open(context.f1, 1)
order = get_order(order_id)
assert order.order_book_id == context.f1
assert order.quantity == 1
assert order.status == ORDER_STATUS.ACTIVE
assert order.unfilled_quantity == 1
assert order.unfilled_quantity + order.filled_quantity == order.quantity
assert order.side == SIDE.BUY
assert order.position_effect == POSITION_EFFECT.OPEN
def handle_bar(context, bar_dict):
order_id = buy_close(context.f1, 1)
order = get_order(order_id)
assert order.order_book_id == context.f1
assert order.quantity == 1
assert order.status == ORDER_STATUS.ACTIVE
assert order.unfilled_quantity == 1
assert order.unfilled_quantity + order.filled_quantity == order.quantity
assert order.side == SIDE.BUY
assert order.position_effect == POSITION_EFFECT.CLOSE
def handle_bar(context, bar_dict):
order_id = buy_close(context.f1, 1)
order = get_order(order_id)
assert order.order_book_id == context.f1, 'Order_book_id is wrong'
assert order.quantity == 1, 'order.quantity is wrong'
assert order.status == ORDER_STATUS.REJECTED, 'order.status is wrong'
assert order.unfilled_quantity == 1, 'order.unfilled_quantity is wrong'
assert order.unfilled_quantity + order.filled_quantity == order.quantity, 'order.unfilled_quantity is wrong'
assert order.side == SIDE.BUY, 'order.side is wrong'
assert order.position_effect == POSITION_EFFECT.CLOSE, 'order.position_effect is wrong'
def handle_bar(context, bar_dict):
order_id = sell_open(context.f1, 1)
order = get_order(order_id)
assert order.order_book_id == context.f1, 'Order_book_id is wrong'
assert order.quantity == 1, 'order.quantity is wrong'
assert order.status == ORDER_STATUS.FILLED, 'order.status is wrong'
assert order.unfilled_quantity == 0, 'order.unfilled_quantity is wrong'
assert order.unfilled_quantity + order.filled_quantity == order.quantity, 'order.unfilled_quantity is wrong'
assert order.side == SIDE.SELL, 'order.side is wrong'
assert order.position_effect == POSITION_EFFECT.OPEN, 'order.position_effect is wrong'
def handle_bar(context, bar_dict):
order_id = sell_close(context.f1, 1)
order = get_order(order_id)
assert order.order_book_id == context.f1
assert order.quantity == 1
assert order.status == ORDER_STATUS.REJECTED
assert order.unfilled_quantity == 1
assert order.unfilled_quantity + order.filled_quantity == order.quantity
assert order.side == SIDE.SELL
assert order.position_effect == POSITION_EFFECT.CLOSE
def handle_bar(context, bar_dict):
order_id = order_value(context.s1,
1000,
style=LimitOrder(context.limitprice))
order = get_order(order_id)
order_side = SIDE.BUY if order.quantity > 0 else SIDE.SELL
assert order.side == order_side, 'order.side is wrong'
assert order.order_book_id == context.s1, 'Order_book_id is wrong'
assert order.quantity == 100, 'order.quantity is wrong'
assert order.unfilled_quantity + order.filled_quantity == order.quantity, 'order.unfilled_quantity is wrong'
assert order.price == context.limitprice, 'order.price is wrong'
def handle_bar(context, bar_dict):
order_id = order_shares(context.s1,
10010,
style=LimitOrder(context.limitprice))
order = get_order(order_id)
assert order.side == SIDE.BUY, 'order.side is wrong'
assert order.order_book_id == context.s1, 'Order_book_id is wrong'
assert order.quantity == 10000, 'order.quantity is wrong'
assert order.unfilled_quantity + order.filled_quantity == order.quantity, 'order.unfilled_quantity is wrong'
assert order.price == context.limitprice, 'order.price is wrong'
order_id = order_shares(context.s1,
-10010,
style=LimitOrder(context.limitprice))
order = get_order(order_id)
assert order.side == SIDE.SELL, 'order.side is wrong'
assert order.order_book_id == context.s1, 'Order_book_id is wrong'
assert order.quantity == 10010, 'order.quantity is wrong'
assert order.unfilled_quantity + order.filled_quantity == order.quantity, 'order.unfilled_quantity is wrong'
assert order.price == context.limitprice, 'order.price is wrong'
def handle_bar(context, bar_dict):
context.counter += 1
order = order_shares(context.s1, context.amount, style=LimitOrder(context.limitprice))
context.order_id = order.order_id
print('cash: ', context.portfolio.cash)
print('check_get_open_orders done')
print(order.order_id)
# print(get_open_orders())
print(get_open_orders())
print(get_order(order.order_id))
if context.counter == 2:
assert order.order_id in get_open_orders()
context.counter = 0
def handle_bar(context, bar_dict):
context.counter += 1
order = order_shares(context.s1, context.amount, style=LimitOrder(context.limitprice))
context.order_id = order.order_id
print('cash: ', context.portfolio.cash)
print('check_get_open_orders done')
print(order.order_id)
# print(get_open_orders())
print(get_open_orders())
print(get_order(order.order_id))
if context.counter == 2:
assert order.order_id in get_open_orders()
context.counter = 0
def handle_bar(context, bar_dict):
order_id = order_shares(context.s1, context.amount, style=LimitOrder(9.5))
order = get_order(order_id)
assert order.order_book_id == context.s1
assert order.quantity == context.amount
assert order.unfilled_quantity + order.filled_quantity == order.quantity
