def __init__(self, firstLegSymbol=None, secondLegSymbol=None, minProfit=0, avgPriceFirstLeg=0, avgPriceSecondLeg=0, firstLegSide=Context.Side_BUY, secondLegSide=Context.Side_SELL, bidPlaced=False, firstLegMode=-1, secondLegMode=1, orderPriceFirstLeg=0, qty=0, firstLegOrder=Context.Order(), secondLegOrder=Context.Order(), filledQtyFirstLeg=0, filledQtySecondLeg=0, isOrderPending=False, previousBidPrice=0): self.firstLegSymbol = firstLegSymbol self.secondLegSymbol = secondLegSymbol self.minProfit = minProfit self.avgPriceFirstLeg = avgPriceFirstLeg self.avgPriceSecondLeg = avgPriceSecondLeg self.firstLegSide = firstLegSide self.secondLegSide = secondLegSide self.bidPlaced = bidPlaced self.firstLegMode = firstLegMode self.secondLegMode = secondLegMode self.orderPriceFirstLeg = orderPriceFirstLeg self.qty = qty self.firstLegOrder = firstLegOrder self.secondLegOrder = secondLegOrder self.filledQtyFirstLeg = filledQtyFirstLeg self.filledQtySecondLeg = filledQtySecondLeg self.isOrderPending = isOrderPending self.previousBidPrice = previousBidPrice
tempQty = 0 for i in range(5): p = md.getPrice(side, i + 1) q = md.getQty(side, i + 1) tempPrice = tempPrice + p * q tempQty = tempQty + q if tempQty >= qty: break if tempQty < qty: return False, 0 avgPrice = tempPrice / tempQty print "avgPrice = ", avgPrice return True, avgPrice sd = symbolData("ESMNSE INFY 20131031", "ESMNSE ACC 20131031", 267500, 0, 0, Context.Side_SELL, Context.Side_BUY, False, 1, -1, 0, 250, Context.Order(), Context.Order(), 0, 0, 0) a = Bar(sd) #a = Application() contxt = Context.Context_getInstance() contxt.setApplication(a) host = "10.0.0.31" passw = "pass2@123" user = 14 port = 8286 try: contxt.login(user, passw, host, port, False) except Exception, e: print e