def overrides(suite_type_mro, order_info, suffix):
from captain.lib import (Override, OverrideSet, OverrideSets,
PriceQuantityChange, ChangeAsCancelReplace)
from commontests.utils import Small_Price_Qty_Chg_Predicate, AcctChg_Predicate
spqc = Override(PriceQuantityChange, Small_Price_Qty_Chg_Predicate())
suite_type_mro_names = [c.__name__ for c in suite_type_mro]
if 'OrderManagementSuite' in suite_type_mro_names:
return OverrideSets([TOCOM_OVERRIDES, [spqc]])
else:
return OverrideSet([Override()])
ContractFilter, AConfigKey, Worker,
ExchangeClearingAccount,
ExchangeSubAccount, FreeText, Tif,
UserName, Broker, Company,
OperatorID, SubUserId, FileNames)
# Captain imports
from captain.lib.strategy_definitions import Strategy
from captain.controlled import (controlled_name_type, ControlledName)
from captain.lib.strategy import StrategyLeg, strike_equal_value_minus_diff
from pyrate.ttapi.predicates import ProductComparison, ContractComparison
from ttutil import PositiveIntegerBounds, in_, not_in_
#CommonTests Imports
from commontests.utils import Small_Price_Qty_Chg_Predicate
pcq = [Override(PriceQuantityChange, Small_Price_Qty_Chg_Predicate)]
# Global Variables
log = logging.getLogger(__name__)
################
#Aconfig path
################
PFX_enabled = AConfigKey.PRICE_SERVER_PFXENABLED
NumDepthLevels = AConfigKey.MARKET_DEPTH_NUMDEPTHLEVELS
EchoCount = AConfigKey.PRICE_SERVER_PDD_ECHOCOUNT
accumulate_ltq = AConfigKey.GAL_LAST_TRADED_QUANTITY
TTQAP_enabled = AConfigKey.TTQAP_ENABLED
MarketDepth_Coalescing = AConfigKey.MARKET_DEPTH_INTERVAL_MSECS
PDD_Type = AConfigKey.PRICE_SERVER_PDD_TYPE
#from ttapi.client import pythonify
from captain import implements, scope, Action
from captain.lib import (Override, OverrideSets, PriceQuantityChange,
SetExpectedNonTradeDataFromFills, SetOrderAction, SendOrder,
WaitForLastPricesOnTradeDataUpdateNoDuplicateCallbackCheck,
WaitForOrderStatus, WaitForFill, DeleteOrder, ReplaceOrder,
WaitForDirectTradeDataIgnoreOtherCallbacks)
from ttutil import hash_value
from ttapi import aenums, cppclient
# CommonTests Imports
from commontests import *
log = logging.getLogger(__name__)
spqc = Override(PriceQuantityChange, Small_Price_Qty_Chg_Predicate())
SPQC_SET = OverrideSets([[Override()], [spqc]])
tocom_price_overrides = []
tocom_tradestate_overrides = []
#Predicate for TOCOM DeleteOrder
class TOCOM_HoldOrder_Predicate(object):
def __call__(self, action_type, arg_spec, test):
for key in arg_spec.keys():
order_status = arg_spec[key]
if order_status == aenums.TT_ORDER_STATUS_HOLD:
return True
else:
return False
if at.base_id == 'SetOrderAttr' and \
action.args['chg_qty'] > 0:
return True
return False
def __hash__(self):
return hash(hash_value(self.__class__.__name__).hexdigest())
def __eq__(self, other):
if type(other) != type(self):
return False
return True
def __ne__(self, other):
return not self.__eq__(other)
def __str__(self):
return self.__class__.__name__
__repr__ = __str__
@property
def signature(self):
return str(self)
#TFXOverrides.append(Override(TFXSetCurrentLastPrices))
#TFXOverrides.append(Override(ChangeAsCancelReplace, TFXChangeIncreaseQty()))
TFXOverrides.append(
Override(WaitForLastPricesOnTradeDataUpdateNoDuplicateCallbackCheck))
from captain import implements, scope, Action
from captain.lib import (
Override, OverrideSets, PriceQuantityChange,
SetExpectedNonTradeDataFromFills, SetOrderAction, SendOrder,
WaitForLastPricesOnTradeDataUpdateNoDuplicateCallbackCheck,
WaitForOrderStatus, WaitForFill, DeleteOrder, ReplaceOrder,
WaitForDirectTradeDataIgnoreOtherCallbacks)
from ttutil import hash_value
from ttapi import aenums, cppclient
# CommonTests Imports
from commontests import *
log = logging.getLogger(__name__)
spqc = Override(PriceQuantityChange, Small_Price_Qty_Chg_Predicate())
SPQC_SET = OverrideSets([[Override()], [spqc]])
ose_price_overrides = []
ose_tradestate_overrides = []
#Predicate for OSE DeleteOrder
class OSE_HoldOrder_Predicate(object):
def __call__(self, action_type, arg_spec, test):
for key in arg_spec.keys():
order_status = arg_spec[key]
if order_status == aenums.TT_ORDER_STATUS_HOLD:
return True
else:
return False
# Pyrate Imports
from ttapi import aenums, cppclient
from ttapi.client import pythonify
from captain import implements, scope, interface, Action, Context, OrderContext, create_context
from captain.lib import Override, PriceQuantityChange, SetExpectedNonTradeDataFromFills,\
WaitForLastPricesOnTradeDataUpdateNoDuplicateCallbackCheck,\
WaitForOrderStatus, WaitForDirectTradeDataIgnoreOtherCallbacks,\
SetCurrentLastPrices
from pyrate.manager import Manager
# CommonTests Imports
from commontests import Small_Price_Qty_Chg_Predicate
log = logging.getLogger(__name__)
SPQCOverride = [Override(PriceQuantityChange, Small_Price_Qty_Chg_Predicate())]
SGXOverrides = []
SGXTradestateOverrides = []
### predicate ####
class IsSpreadChange(object):
def __call__(self, action_type, arg_spec, test):
if arg_spec['order_action'] == aenums.TT_ORDER_ACTION_CHANGE:
# Trace thru the test to see if we are dealing with
# a spread or strategy contract
contract_types = 'TT_PROD_FSPREAD, TT_PROD_OSTRATEGY'
for action in reversed(test.actions):
at = type(action)
if at.base_id == 'TickRel' and \
filter(lambda v: v in action.signature, contract_types):