def view_overrides(data):
diag_overrides = diagOverrides(data)
all_overrides = diag_overrides.get_dict_of_all_overrides()
print("All overrides:\n")
for key, item in all_overrides.items():
print("%s %s" % (key, str(item)))
print("\n")
def apply_overrides_for_instrument_and_strategy(self, proposed_order: instrumentOrder)\
-> instrumentOrder:
"""
Apply an override to a trade
:param strategy_name: str
:param instrument_code: str
:return: int, updated position
"""
diag_overrides = diagOverrides(self.data)
diag_positions = diagPositions(self.data)
instrument_strategy = proposed_order.instrument_strategy
original_position = diag_positions.get_current_position_for_instrument_strategy(
instrument_strategy)
override = diag_overrides.get_cumulative_override_for_instrument_strategy(
instrument_strategy)
revised_order = override.apply_override(original_position,
proposed_order)
if revised_order.trade != proposed_order.trade:
log = proposed_order.log_with_attributes(self.log)
log.msg("%s trade change from %s to %s because of override %s" % (
instrument_strategy.key,
str(revised_order.trade),
str(proposed_order.trade),
str(override),
))
return revised_order
def get_overrides_as_df(data):
diag_overrides = diagOverrides(data)
all_overrides = diag_overrides.get_dict_of_all_overrides()
all_overrides_as_list = [dataOverride(key, value) for key, value in all_overrides.items()]
pdf = make_df_from_list_of_named_tuple(dataOverride, all_overrides_as_list)
return pdf
def apply_overrides_for_instrument_and_strategy(self, proposed_order):
"""
Apply an override to a trade
:param strategy_name: str
:param instrument_code: str
:return: int, updated position
"""
diag_overrides = diagOverrides(self.data)
diag_positions = diagPositions(self.data)
strategy_name = proposed_order.strategy_name
instrument_code = proposed_order.instrument_code
original_position = diag_positions.get_position_for_strategy_and_instrument(
strategy_name, instrument_code)
override = diag_overrides.get_cumulative_override_for_strategy_and_instrument(
strategy_name, instrument_code)
revised_order = override.apply_override(original_position,
proposed_order)
if revised_order.trade != proposed_order.trade:
self.log.msg(
"%s/%s trade change from %d to %d because of override %s" %
(strategy_name, instrument_code, revised_order.trade,
proposed_order.trade, str(override)),
strategy_name=strategy_name,
instrument_code=instrument_code)
return revised_order
def get_override_for_instrument_strategy(
data: dataBlob, instrument_strategy: instrumentStrategy) -> Override:
diag_overrides = diagOverrides(data)
override = diag_overrides.get_cumulative_override_for_instrument_strategy(
instrument_strategy)
return override
def view_overrides(data):
diag_overrides = diagOverrides(data)
all_overrides = diag_overrides.get_dict_of_all_overrides_with_reasons()
print("All overrides:\n")
list_of_keys = list(all_overrides.keys())
list_of_keys.sort()
for key in list_of_keys:
print("%s %s" % (key, str(all_overrides[key])))
print("\n")
