def process_order(order):
split_order = order.replace("/", " ").split(" ")
product = which_substring(order, p.products_list)
product_index = split_order.index(product)
product_description = split_order[0:product_index]
order_description = split_order[product_index+1:]
months = [m for m in product_description if m in p.months]
strikes = [float(k) for k in product_description if isfloat(k)]
direction = get_direction(" ".join(order_description))
prices, quantities = get_prices_and_quantities(order_description, direction)
order_object = Order(prices, quantities, direction, product, months, strikes)
if not (prices and quantities and direction and product and months and strikes):
print("Bad order - try again")
return False
else:
return order_object.to_string()
def get_prices_and_quantities(order_desc, direction):
first_number_index = [1 if isfloat(e) else 0 for e in order_desc].index(1)
info = order_desc[first_number_index:]
if direction == "bid":
prices = [float(info[0])]
quantities = [int(info[3])]
elif direction == "offer":
prices = [float(info[2])]
quantities = [int(info[0])]
elif direction == "market":
prices = [float(info[0]), float(info[2])]
quantities = [int(info[3])]
if "up" not in info:
quantities.append(int(info[5]))
else:
return False, False
return prices, quantities
def risk_reversal(order):
split_order = order.split(" ")
months_order = [m for m in split_order if m in p.months]
strikes = [float(k) for k in split_order if isfloat(k)]
