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)