def __init__(self, data):
OpenCSV.__init__(self, data)
self.working_order_keys = [
'', '', 'time_placed', 'spread', 'side', 'quantity',
'pos_effect', 'symbol', 'expire_date', 'strike', 'contract',
'price', 'order', 'tif', 'mark', 'status'
]
self.filled_order_keys = [
'', 'exec_time', 'spread', 'side', 'quantity', 'pos_effect',
'symbol', 'expire_date', 'strike', 'contract', 'price',
'net_price', 'order'
]
self.cancelled_order_keys = [
'', '', 'time_cancelled', 'spread', 'side', 'quantity',
'pos_effect', 'symbol', 'expire_date', 'strike', 'contract',
'price', 'order', 'tif', 'status'
]
self.rolling_strategy_keys = [
'position', 'new_expire_date', 'call_by', 'days_begin', 'order_price',
'active_time', 'move_to_market_time', 'status'
]
self.rolling_strategy_options = [
'side', 'symbol', 'right', 'ex_month', 'ex_year', 'strike', 'contract'
]
self.working_order = list()
self.filled_order = list()
self.cancelled_order = list()
self.rolling_strategy = list()
def __init__(self, data):
OpenCSV.__init__(self, data)
self.working_order_keys = [
'', '', 'time_placed', 'spread', 'side', 'quantity', 'pos_effect',
'symbol', 'expire_date', 'strike', 'contract', 'price', 'order',
'tif', 'mark', 'status'
]
self.filled_order_keys = [
'', 'exec_time', 'spread', 'side', 'quantity', 'pos_effect',
'symbol', 'expire_date', 'strike', 'contract', 'price',
'net_price', 'order'
]
self.cancelled_order_keys = [
'', '', 'time_cancelled', 'spread', 'side', 'quantity',
'pos_effect', 'symbol', 'expire_date', 'strike', 'contract',
'price', 'order', 'tif', 'status'
]
self.rolling_strategy_keys = [
'position', 'new_expire_date', 'call_by', 'days_begin',
'order_price', 'active_time', 'move_to_market_time', 'status'
]
self.rolling_strategy_options = [
'side', 'symbol', 'right', 'ex_month', 'ex_year', 'strike',
'contract'
]
self.working_order = list()
self.filled_order = list()
self.cancelled_order = list()
self.rolling_strategy = list()
def __init__(self, data):
OpenCSV.__init__(self, data=data)
self.equity_option_keys = [
'name', 'quantity', 'days', 'trade_price', 'mark', 'mark_change', 'delta',
'gamma', 'theta', 'vega', 'pct_change', 'pl_open', 'pl_day', 'bp_effect'
]
self.position_summary_keys = [
'cash_sweep', 'pl_ytd', 'bp_adjustment', 'futures_bp', 'available'
]
self.option_key = [
'right', 'special', 'ex_month', 'ex_year', 'strike', 'contract'
]
self.future_position_keys = [
'symbol', 'expire_date', 'spc', 'quantity', 'days', 'trade_price',
'mark', 'mark_change', 'pct_change', 'pl_open', 'pl_day', 'bp_effect',
'session'
]
self.forex_position_keys = [
'symbol', 'quantity', 'trade_price', 'mark', 'mark_change',
'pct_change', 'pl_open', 'pl_day', 'bp_effect'
]
self.equity_option_position = list()
self.position_summary = list()
self.future_position = list()
self.forex_position = list()
def __init__(self, data):
OpenCSV.__init__(self, data)
self.account_summary_keys = [
'net_liquid_value',
'stock_buying_power',
'option_buying_power',
'commissions_ytd',
'futures_commissions_ytd'
]
self.forex_summary_keys = [
'cash', 'upl', 'floating', 'equity', 'margin',
'available_equity', 'risk_level'
]
self.profit_loss_keys = [
'symbol', 'description', 'pl_open', 'pl_pct',
'pl_day', 'pl_ytd', 'margin_req', 'mark_value'
]
self.holding_equity_keys = [
'symbol', 'description', 'quantity', 'trade_price', 'mark', 'mark_value'
]
self.holding_option_keys = [
'symbol', 'option_code', 'expire_date', 'strike',
'contract', 'quantity', 'trade_price', 'mark', 'mark_value'
]
self.trade_history_keys = [
'', 'execute_time', 'spread', 'side', 'quantity',
'pos_effect', 'symbol', 'expire_date', 'strike',
'contract', 'price', 'net_price', 'order_type'
]
self.order_history_keys = [
'', '', 'time_placed', 'spread', 'side',
'quantity', 'pos_effect', 'symbol', 'expire_date',
'strike', 'contract', 'price', 'order', 'tif',
'status'
]
self.future_statement_keys = [
'trade_date', 'execute_date', 'execute_time', 'contract',
'ref_no', 'description', 'fee', 'commission', 'amount', 'balance'
]
self.holding_future_keys = [
'lookup', 'symbol', 'description', # not duplicate expire date
'spc', 'expire_date', 'quantity', 'trade_price', 'mark', 'pl_day'
]
self.forex_statement_keys = [
'', 'date', 'time', 'contract', 'ref_no',
'description', 'commissions', 'amount',
'amount_usd', 'balance'
]
self.holding_forex_keys = [
'symbol', 'description', 'quantity', 'trade_price', 'mark', 'fpl'
]
self.cash_balance_keys = [
'date', 'time', 'contract', 'ref_no', 'description',
'fees', 'commissions', 'amount', 'balance'
]
self.account_summary = dict()
self.forex_summary = dict()
self.profit_loss = list()
self.holding_option = list()
self.holding_equity = list()
self.trade_history = list()
self.order_history = list()
self.cash_balance = list()
self.future_statement = list()
self.holding_future = list()
self.forex_statement = list()
self.holding_forex = list()
