def order(self, ticker, direction, amount):
'''
下单函数.向blotter中添加order对象。目前默认按照开盘价下单。
Parameters
----------
ticker
股票代码
direction
方向
amount
数量，如300股
'''
order_price = self.data_provider.current_date_data[ticker][1][
'open_price']
if direction == 1:
if order_price * amount < self.cash:
order = Order(ticker, direction, amount, order_price)
self.blotter.current_orders_universe.append(order)
else:
pass
if direction == -1:
if self.position.position[ticker] >= amount:
order = Order(ticker, direction, amount, order_price)
self.blotter.current_orders_universe.append(order)
else:
pass
def fromXml(xmlDoc, plant):
"""
A static method that creates an OrderList instance from an XML tree
node and returns it.
"""
orderList = OrderList()
for e in xmlDoc.getElementsByTagName("order"):
orderList.addOrder(Order.fromXml(e, plant))
return orderList
def _create_order_object(customer, date, customer_address, customer_phone,
purchase_price, note, order_details):
int_purchase_price = int(purchase_price)
order = Order(None, customer or None, date or None, customer_address,
customer_phone, int_purchase_price or None, note, list())
for detail_info in order_details:
order_details = OrderDetails(None, int(detail_info[0]), detail_info[1],
int(detail_info[2]), None)
order.order_details.append(order_details)
return order
def account_menu(self):
"""
Provides the different options for the sample application: balance, portfolio, view orders
:param self: Pass in authenticated session and information on selected account
"""
if self.account["institutionType"] == "BROKERAGE":
menu_items = {
"1": "Balance",
"2": "Portfolio",
"3": "Orders",
"5": "Rebalance",
"6": "Go Back"
}
while True:
print("")
options = menu_items.keys()
for entry in options:
print(entry + ")\t" + menu_items[entry])
selection = input("Please select an option: ")
if selection == "1":
self.balance()
elif selection == "2":
self.portfolio()
elif selection == "3":
order = Order(self.session, self.account, self.base_url)
order.view_orders()
elif selection == "5":
rebalancer = Rebalancer(self.holdingsDict)
print(rebalancer.rebalance())
elif selection == "6":
break
else:
print("Unknown Option Selected!")
elif self.account["institutionType"] == "BANK":
menu_items = {"1": "Balance", "2": "Go Back"}
while True:
print("\n")
options = menu_items.keys()
for entry in options:
print(entry + ")\t" + menu_items[entry])
selection = input("Please select an option: ")
if selection == "1":
self.balance()
elif selection == "2":
break
else:
print("Unknown Option Selected!")
else:
menu_items = {"1": "Go Back"}
while True:
print("")
options = menu_items.keys()
for entry in options:
print(entry + ")\t" + menu_items[entry])
selection = input("Please select an option: ")
if selection == "1":
break
else:
print("Unknown Option Selected!")
new_data_point_features = features_final.loc[
new_data_point.Date].values.reshape(1, -1)
signal = model.predict(new_data_point_features)
if signal == 1 or DEBUG_BASE_ONLY:
print("Long Entry Signal")
Long_Entry_price = new_data_point.Close
Long_Stop_Price = new_data_point.Close * 0.99
Long_Target_Price = new_data_point.Close * 1.02
Long_Quantity = QTY
Long_Max_Holding_period = datetime.datetime.now()
Long_Order = Order(SMA_portfolio, new_data_point.symbol, 'Long',
new_data_point.Date, Long_Entry_price,
Long_Target_Price, Long_Stop_Price,
Long_Quantity, Long_Max_Holding_period, 5)
if SMA_portfolio.FreeCapital > Long_Order.margin_required:
SMA_portfolio.add(Long_Order)
open_trades = SMA_portfolio.Open_Trades
for trade in open_trades:
if trade.direction == 'Short':
trade.max_holding_period = new_data_point.Date
if prev_data_point.MA_5 > prev_data_point.MA_20 and new_data_point.MA_5 < new_data_point.MA_20:
new_data_point_features = features_final.loc[
new_data_point.Date].values.reshape(1, -1)
"""Inserting orders to the database."""
from database.db_utils import db_connect, create_order
from order.order import Order
con = db_connect()
# at least 5 orders in the database
ord_1 = Order("Dell XPS 15", 12, 1)
ord_2 = Order("Acer Swift 5", 8, 2)
ord_3 = Order("ASUS ZenBook 14", 3, 2)
ord_4 = Order("Apple MacBook Air 2018", 15, 4)
ord_5 = Order("Lenovo ThinkPad L590", 11, 3)
try:
for i in range(1, 6):
order = globals()["ord_" + str(i)]
create_order(con, order.name, order.amount, order.client_id)
con.commit()
except:
con.rollback()
raise RuntimeError("Could not commit.")
def test_create_order():
o = Order()
assert hasattr(o, "created_at")
assert o._created_at == o.created_at
assert hasattr(o, "id")
assert len(o.id) == 20
def test_compare_orders():
o1 = Order()
o2 = Order()
assert o1 > o2