def onOrder(self, order):
#print "onOrder"
# order object contains names
# orderstate object contains actual objects
# XXX These assertions should be accept/rejects
assert not self.ordersByClOrdID.has_key( order.clOrdID)
assert not self.openOrdersByClOrdID.has_key( order.clOrdID)
os = OrderState(order)
#account = self.accountManager.getUnique( lambda x: x.name==order.account)
#os.account = account
print "Type of security is %s %s" % (type(order.security), order.security )
#security = self.securityManager.getUnique( lambda x: order.security.upper() in [ x.ticker.upper(), x.ric.upper() ] )
#os.security = security
os.setPortfolios( self.portfolioManager.portfoliosForOrder( os ) )
self.ordersByClOrdID[ order.clOrdID ] = os
self.openOrdersByClOrdID[ order.clOrdID ] = os
self.numOrders += 1
if not self.recoveryManager.inRecovery:
self.fixApplication.send_order(order)
self.persister.writeObject( order )
if self.orderStateListener:
self.orderStateListener.notify( os )
def getCopyableState(self):
d = self.__dict__
d['security'] = d['security'].ric
d['account'] = d['account'].name
d['broker'] = d['broker'].name
def __repr__(self):
return "Order: %s %s %s %s %s %s" % (self.clOrdID, self.side.name,
self.orderQty, self.security,
self.px, self.account)
if __name__ == '__main__':
o1 = Order('order1', 'MSFT', 100, Side.BUY)
o2 = Order('order2', 'MSFT', 200, Side.SELL)
os1 = OrderState(o1)
os2 = OrderState(o2)
e1 = Execution(ExecType.PARTIAL_FILL, 'exec1', 'order1', Side.BUY, 50,
'MSFT', 40.25)
e2 = Execution(ExecType.FILL, 'exec2', 'order1', Side.BUY, 50, 'MSFT',
41.0)
e3 = Execution(ExecType.FILL, 'exec3', 'order2', Side.SELL, 100, 'MSFT',
41.0)
e4 = Execution(ExecType.FILL, 'exec4', 'order2', Side.SELL, 50, 'MSFT',
40.5)
e5 = Execution(ExecType.FILL, 'exec5', 'order2', Side.SELL, 50, 'MSFT',
41.5)
#e6 = Execution()
os1.apply(e1)
self.sender = sender
#self.volume = 0.0
def getCopyableState(self):
d = self.__dict__
d['security'] = d['security'].ric
d['account'] = d['account'].name
d['broker'] = d['broker'].name
def __repr__(self):
return "Order: %s %s %s %s %s %s" % ( self.clOrdID, self.side.name, self.orderQty, self.security, self.px, self.account)
if __name__=='__main__':
o1 = Order( 'order1', 'MSFT', 100, Side.BUY)
o2 = Order( 'order2', 'MSFT', 200, Side.SELL)
os1 = OrderState(o1)
os2 = OrderState(o2)
e1 = Execution( ExecType.PARTIAL_FILL, 'exec1', 'order1', Side.BUY, 50, 'MSFT', 40.25)
e2 = Execution( ExecType.FILL, 'exec2', 'order1', Side.BUY, 50, 'MSFT', 41.0)
e3 = Execution( ExecType.FILL, 'exec3', 'order2', Side.SELL, 100, 'MSFT', 41.0)
e4 = Execution( ExecType.FILL, 'exec4', 'order2', Side.SELL, 50, 'MSFT', 40.5)
e5 = Execution( ExecType.FILL, 'exec5', 'order2', Side.SELL, 50, 'MSFT', 41.5)
#e6 = Execution()
os1.apply(e1)
os1.apply(e2)
os2.apply(e3)
os2.apply(e4)
os2.apply(e5)
