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)
#om = OrderManager()
#a = Execution(
#o = Order('wayhey', dwdw, qty, side, account, px)
#o.__init__('waye, security, qty, side, account, px)
#a = Execution()
#a.
#for o in [ o1, o2]:
# om.onOrder(o)
#for e in [ e1, e2, e3, e4, e5]:
# om.onExecution(e)
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)
#om = OrderManager()
#a = Execution(
#o = Order('wayhey', dwdw, qty, side, account, px)
#o.__init__('waye, security, qty, side, account, px)
#a = Execution()
#a.
#for o in [ o1, o2]:
# om.onOrder(o)
#for e in [ e1, e2, e3, e4, e5]:
# om.onExecution(e)
