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 _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 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 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)
