def data_started(self, data):
pos = self.getposition(data)
if pos.size < 0:
order = SellOrder(data=data,
size=pos.size,
price=pos.price,
exectype=Order.Market,
simulated=True)
order.addcomminfo(self.getcommissioninfo(data))
order.execute(0, pos.size, pos.price, 0, 0.0, 0.0, pos.size, 0.0,
0.0, 0.0, 0.0, pos.size, pos.price)
order.completed()
self.notify.order(order)
elif pos.size > 0:
order = BuyOrder(data=data,
size=pos.size,
price=pos.price,
exectype=Order.Market,
simulated=True)
order.addcomminfo(self.getcommissioninfo(data))
order.execute(0, pos.size, pos.price, 0, 0.0, 0.0, pos.size, 0.0,
0.0, 0.0, 0.0, pos.size, pos.price)
order.completed()
self.notify(order)
def _fill_external(self, data, size, price):
if size == 0:
return
pos = self.getposition(data, clone=False)
pos.update(size, price)
if size < 0:
order = SellOrder(data=data,
size=size,
price=price,
exectype=Order.Market,
simulated=True)
else:
order = BuyOrder(data=data,
size=size,
price=price,
exectype=Order.Market,
simulated=True)
order.addcomminfo(self.getcommissioninfo(data))
order.execute(0, size, price, 0, 0.0, 0.0, size, 0.0, 0.0, 0.0, 0.0,
size, price)
order.completed()
self.notify(order)
def sell(self,
owner,
data,
size,
price=None,
plimit=None,
exectype=None,
valid=None,
tradeid=0,
oco=None,
trailamount=None,
trailpercent=None,
parent=None,
transmit=True,
**kwargs): # pylint: disable=arguments-differ
# pylint: disable=unexpected-keyword-arg
order = SellOrder(owner=owner,
data=data,
size=size,
price=price,
pricelimit=plimit,
exectype=exectype,
valid=valid,
tradeid=tradeid,
trailamount=trailamount,
trailpercent=trailpercent,
parent=parent,
transmit=transmit)
order.addinfo(**kwargs)
order.addcomminfo(self.getcommissioninfo(data))
return self._transmit(order)
def sell(self,
owner,
data,
size,
price=None,
plimit=None,
exectype=None,
valid=None,
tradeid=0,
oco=None,
trailamount=None,
trailpercent=None,
parent=None,
transmit=True,
**kwargs):
order = SellOrder(
owner=owner,
data=data,
size=size,
price=price,
pricelimit=plimit,
exectype=exectype,
valid=valid,
tradeid=tradeid,
trailamount=trailamount,
trailpercent=trailpercent,
parent=parent,
transmit=transmit,
)
order.addinfo(**kwargs)
order.addcomminfo(self.getcommissioninfo(data))
return self._transmit(order)
def data_started(self, data):
pos = self.getposition(data)
if pos.size < 0:
order = SellOrder(data=data,
size=pos.size, price=pos.price,
exectype=Order.Market,
simulated=True)
order.addcomminfo(self.getcommissioninfo(data))
order.execute(0, pos.size, pos.price,
0, 0.0, 0.0,
pos.size, 0.0, 0.0,
0.0, 0.0,
pos.size, pos.price)
order.completed()
self.notify.order(order)
elif pos.size > 0:
order = BuyOrder(data=data,
size=pos.size, price=pos.price,
exectype=Order.Market,
simulated=True)
order.addcomminfo(self.getcommissioninfo(data))
order.execute(0, pos.size, pos.price,
0, 0.0, 0.0,
pos.size, 0.0, 0.0,
0.0, 0.0,
pos.size, pos.price)
order.completed()
self.notify(order)
def _fill_external(self, data, size, price):
logger.debug("Fill external order: {}, {}, {}".format(
data, size, price))
if size == 0:
return
pos = self.getposition(data, clone=False)
pos.update(size, price)
if size < 0:
order = SellOrder(data=data,
size=size,
price=price,
exectype=Order.Market,
simulated=True)
else:
order = BuyOrder(data=data,
size=size,
price=price,
exectype=Order.Market,
simulated=True)
order.addcomminfo(self.getcommissioninfo(data))
order.execute(0, size, price, 0, 0.0, 0.0, size, 0.0, 0.0, 0.0, 0.0,
size, price)
order.completed()
self.notify(order)
self._ococheck(order)
self.o.get_balance()
def sell(self, owner, data,
size, price=None, plimit=None,
exectype=None, valid=None, tradeid=0,
**kwargs):
order = SellOrder(owner=owner, data=data,
size=size, price=price, pricelimit=plimit,
exectype=exectype, valid=valid, tradeid=tradeid)
order.addinfo(**kwargs)
order.addcomminfo(self.getcommissioninfo(data))
self.orders[order.ref] = order
return self.o.order_create(order)
def sell(self, owner, data,
size, price=None, plimit=None,
exectype=None, valid=None, tradeid=0,
**kwargs):
order = SellOrder(owner=owner, data=data,
size=size, price=price, pricelimit=plimit,
exectype=exectype, valid=valid, tradeid=tradeid)
order.addinfo(**kwargs)
order.addcomminfo(self.getcommissioninfo(data))
self.orders[order.ref] = order
return self.o.order_create(order)
def sell(self, owner, data,
size, price=None, plimit=None,
exectype=None, valid=None, tradeid=0, oco=None,
trailamount=None, trailpercent=None,
parent=None, transmit=True,
**kwargs):
order = SellOrder(owner=owner, data=data,
size=size, price=price, pricelimit=plimit,
exectype=exectype, valid=valid, tradeid=tradeid,
trailamount=trailamount, trailpercent=trailpercent,
parent=parent, transmit=transmit)
order.addinfo(**kwargs)
order.addcomminfo(self.getcommissioninfo(data))
return self._transmit(order)
def data_started(self, data):
pos = self.getposition(data)
if pos.size < 0:
# pylint: disable=unexpected-keyword-arg
order = SellOrder(
data=data,
size=pos.size,
price=pos.price,
exectype=Order.Market,
simulated=True,
)
order.addcomminfo(self.getcommissioninfo(data))
order.execute(
0,
pos.size,
pos.price,
0,
0.0,
0.0,
pos.size,
0.0,
0.0,
0.0,
0.0,
pos.size,
pos.price,
)
order.completed()
self.notify(order)
elif pos.size > 0:
# pylint: disable=unexpected-keyword-arg
order = BuyOrder(
data=data,
size=pos.size,
price=pos.price,
exectype=Order.Market,
simulated=True,
)
order.addcomminfo(self.getcommissioninfo(data))
order.execute(
0,
pos.size,
pos.price,
0,
0.0,
0.0,
pos.size,
0.0,
0.0,
0.0,
0.0,
pos.size,
pos.price,
)
order.completed()
self.notify(order)
