def executeOrder(self, event):
trade = events.TradeEvent(self.date, event.symbol, 'NYSE',
event.quantity, event.price,
event.quantity * event.price)
self.event.append(trade)
def execute(self, index):
order = self.event.popleft()
trade = events.TradeEvent(
datetime.datetime.now(), order.symbol, 'NYSE', order.quantity,
self.handler.get_latest_bar(order.symbol)[1][5], ' ',
order.quantity * self.handler.get_latest_bar(order.symbol)[1][5])
self.portfolio.fill(trade, index)
def execute(self):
order = self.event.popleft()
trade = events.TradeEvent(
self.handler.get_latest_bar_datetime(self.symbol), order.symbol,
'SGX', order.quantity,
self.handler.get_latest_bar_value(order.symbol, ''), ' ',
order.quantity *
self.handler.get_latest_bar_value(order.symbol, ''))
self.portfolio.fill(trade)