def test_place_order_with_api_exception(self):
with patch.object(td_ameritrade, 'get_credentials',
return_value=("aaa", "bbb", "ccc")), \
patch.object(td_ameritrade, 'login', return_value=None), \
patch.object(td_ameritrade, 'request', side_effect=TradeError("Some Error", None, None)):
with self.assertRaises(TradeError):
td_ameritrade.place_order("SELL", "xxx", 1, "SHARES")
def test_place_order_with_invalid_param_values(self):
with patch.object(td_ameritrade, 'get_credentials',
return_value=("aaa", "bbb", "ccc")), \
patch.object(td_ameritrade, 'login', return_value=None), \
patch.object(td_ameritrade, 'request', return_value=({}, None)):
with self.assertRaises(ValidationError):
td_ameritrade.place_order("Something Else", "xxx", 1, "SHARES")
with self.assertRaises(ValidationError):
td_ameritrade.place_order("SELL", "xxx", 1, "NOT_VALID")
def test_place_order_with_invalid_headers(self):
with patch.object(td_ameritrade, 'get_credentials',
return_value=("aaa", "bbb", "ccc")), \
patch.object(td_ameritrade, 'login', return_value=None), \
patch.object(td_ameritrade, 'request', return_value=({}, None)):
order_id = td_ameritrade.place_order("SELL", "xxx", 1, "SHARES")
self.assertEqual(len(order_id), 2)
def test_place_order_with_valid_headers(self):
with patch.object(td_ameritrade, 'get_credentials',
return_value=("aaa", "bbb", "ccc")), \
patch.object(td_ameritrade, 'login', return_value=None), \
patch.object(td_ameritrade, 'request', return_value=({
'Location': 'https://api.tdameritrade.com/v1/accounts/123456789/orders/0987654321'
}, None)):
order_id = td_ameritrade.place_order("SELL", "xxx", 1, "SHARES")
self.assertEqual(order_id, '0987654321')
def trade(self, action: str, trade_instructions: list,
new_portfolio: dict):
'''
Executes all trades for the supplied list and action (BUY/SELL).
'new_portfolio' is optional and if supplied, will be updated
the details of the transaction.
Parameters
----------
action: str
Trade action (BUY or SELL)
trade_instructions: list
list of tuples (ticker, shares_amt) that must be traded.
new_portfolio: Portfolio
Optional portfolio object. When buying securities it will
be updated with the trade details.
'''
def fill_order(order_id: str, quantity: int, purchase_time: str):
'''
If the order is a BUY, then update the portfolio with the
details of the trade.
'''
if order_id in order_ids:
order_ids.remove(order_id)
if new_portfolio is None or action == 'SELL':
return
for sec in new_portfolio.model['current_portfolio']['securities']:
if sec['order_id'] == order_id:
sec['purchase_date'] = util.datetime_to_iso_utc_string(
parser.parse(purchase_time))
sec['trade_state'] = 'FILLED'
sec['quantity'] = quantity
break
def track_order(ticker: str, order_id: str):
'''
associates the supplied order ID with a specific security listed
in the portfolio
'''
order_ids.append(order_id)
if new_portfolio is None or action == 'SELL':
return
new_portfolio.get_position(ticker)['order_id'] = order_id
#
# Executes all trades
#
log.info("About to %s: %s" % (action, str(trade_instructions)))
order_ids = []
if (len(trade_instructions) == 0):
log.info("There are no securities to be traded")
return True
for (ticker, quantity) in trade_instructions:
try:
log.info("Placing order: %s %.2f %s" %
(action, quantity, ticker))
order_id = td_ameritrade.place_order(action, ticker, quantity,
'SHARES')
track_order(ticker, order_id)
except TradeError as te:
log.warning("Could not execute order, because: %s" % str(te))
order_ids.append('ERROR')
#
# Wait for trades to complete and update portfolio accordingly
#
for i in range(0, 5):
log.info("Waiting for all trades to execute")
recent_orders = td_ameritrade.list_recent_orders()
completed = True
for order_id in recent_orders.keys():
status = recent_orders[order_id]['status']
close_time = recent_orders[order_id]['closeTime']
log.debug("Order %s is in %s state" % (order_id, status))
if close_time is None:
log.info("Order %s is not completed" % order_id)
completed = False
elif status == 'FILLED':
log.info(
"Order %s was filled and will no longer be tracked" %
order_id)
fill_order(order_id, recent_orders[order_id]['quantity'],
recent_orders[order_id]['closeTime'])
else:
log.info("Order %s completed with an error state" %
order_id)
if order_id in order_ids:
order_ids.remove(order_id)
if completed:
log.info("All orders are closed.")
break
else:
log.info(
"One or more orders are still being processed. Sleeping for 1 minute"
)
time.sleep(60)
if len(order_ids) == 0:
log.info("All securities were succefully [%s] traded" % action)
return True
else:
log.info("%d security could not be [%s] traded" %
(len(order_ids), action))
return False