def computeOrders(orders, bts, dbars):
assets = bts['assets']
total_in_shares = 0.0
if orders == None:
equityHist.append(equityHist[-1])
balanceHist.append(balanceHist[-1])
datesHist.append(sim_dates[bts['curr']])
for asset in assets:
bar = dbars[asset]
price = b3.getLastPrice(bar)
total_in_shares = total_in_shares + bts[
'shares_' +
asset] * price # counts the value in asset with no order
if bts['verbose']:
print('No orders in time(', bts['curr'], ') = ',
sim_dates[bts['curr']], ' capital=', bts['capital'],
'total in shares=', total_in_shares)
return True
if bts['verbose']:
print('List of ', len(orders), 'orders in time(', bts['curr'], ') :')
for asset in assets:
bar = dbars[asset]
if bar is None:
print('Error accesing bar to compute order')
return False
price = b3.getLastPrice(bar)
order = getOrder(orders, asset)
if order == None: # if no order for that asset, go to the next
total_in_shares = total_in_shares + bts[
'shares_' +
asset] * price # counts the value in asset with no order
continue
volume = order['volume']
if b3.isSellOrder(order):
bts['shares_' + asset] = bts['shares_' + asset] - volume
bts['capital'] = bts['capital'] + volume * price
if bts['verbose']:
print("Order for selling ", volume, "shares of asset=", asset,
" at price=", price)
else:
bts['shares_' + asset] = bts['shares_' + asset] + volume
bts['capital'] = bts['capital'] - volume * price
if bts['verbose']:
print("Order for buying ", volume, "shares of asset=", asset,
" at price=", price)
total_in_shares = total_in_shares + float(bts[
'shares_' + asset]) * price # counts the value in asset with order
if bts['verbose']:
print(len(orders), ' order(s) in time(', bts['curr'], ') = ',
sim_dates[bts['curr']], ' capital=', bts['capital'],
'total in shares=', total_in_shares, 'equity=',
bts['capital'] + total_in_shares)
equityHist.append(bts['capital'] + total_in_shares)
balanceHist.append(bts['capital'])
datesHist.append(sim_dates[bts['curr']])
def checkOrder(req,bts,bars):
if req==None:
return False
money=bts['capital']
asset=req['symbol']
volume=req['volume']
price=b3.getLastPrice(bars)
sell=b3.isSellOrder(req)
if sell:
if bts['shares_'+asset]>=volume:
return True
else:
return False
else:
if money>=volume*price : # checa se não ficaria negativo com a execução
return True
else:
b3.setLastError('Trade would make the balance negative! Therefore, it does not check!')
return False