def extract_totals_from_fill_data_for_contract_id( list_of_fills_for_contractid): """ Sum up info over fills :param list_of_fills: list of named tuples :return: broker_clientid, broker_tempid, filled_price, fill_datetime, commission (as list of tuples) """ qty_and_price_and_datetime_and_id = [ (fill.cum_qty, fill.avg_price, fill.time, fill.temp_id, fill.client_id, fill.signed_qty) for fill in list_of_fills_for_contractid ] ## sort by total quantity qty_and_price_and_datetime_and_id.sort(key=lambda x: x[0]) final_fill = qty_and_price_and_datetime_and_id[-1] _, filled_price, fill_datetime, broker_tempid, broker_clientid, signed_qty = final_fill commission = [ currencyValue(fill.commission_ccy, fill.commission) for fill in list_of_fills_for_contractid ] return broker_clientid, broker_tempid, filled_price, fill_datetime, commission, signed_qty
def extract_totals_from_fill_data(self, list_of_fills): """ Sum up info over fills :param list_of_fills: list of named tuples :return: average_filled_price, commission (as list of tuples), total quantity filled """ if len(list_of_fills) == 0: return no_order_id, no_order_id, None, None, 0.0 qty_and_price_and_datetime_and_id = [ (fill.cum_qty, fill.avg_price, fill.time, fill.temp_id, fill.client_id) for fill in list_of_fills ] ## sort by total quantity qty_and_price_and_datetime_and_id.sort(key=lambda x: x[0]) final_fill = qty_and_price_and_datetime_and_id[-1] _, filled_price, fill_datetime, broker_tempid, broker_clientid = final_fill commission = [ currencyValue(fill.commission_ccy, fill.commission) for fill in list_of_fills ] return broker_clientid, broker_tempid, filled_price, fill_datetime, commission
def broker_get_account_value_across_currency_across_accounts( self, account_id=arg_not_supplied): list_of_currencies = self.get_list_of_currencies_for_liquidation_values( ) list_of_values_per_currency = list([ currencyValue( currency, self.get_liquidation_value_for_currency_across_accounts( currency)) for currency in list_of_currencies ]) return list_of_values_per_currency