def execute_orders(self, trade_obj: Trade) -> dict:
"""Executes a Trade Object.
Overview:
----
The `execute_orders` method will execute trades as they're signaled. When executed,
the `Trade` object will have the order response saved to it, and the order response will
be saved to a JSON file for further analysis.
Arguments:
----
trade_obj {Trade} -- A trade object with the `order` property filled out.
Returns:
----
{dict} -- An order response dicitonary.
"""
# Execute the order.
order_dict = self.session.place_order(account=self.trading_account,
order=trade_obj.order)
# Store the order.
trade_obj._order_response = order_dict
# Process the order response.
trade_obj._process_order_response()
return order_dict
def create_trade(self,
trade_id: str,
enter_or_exit: str,
long_or_short: str,
order_type: str = 'mkt',
price: float = 0.0,
stop_limit_price: float = 0.0) -> Trade:
'''
Init a new instance of the trade object.
The point is to simplify the process of building an order
'''
trade = Trade()
trade.new_trade(trade_id=trade_id,
order_type=order_type,
enter_or_exit=enter_or_exit,
side=long_or_short,
price=price,
stop_limit_price=stop_limit_price)
self.trades[trade_id] = trade
return trade
def create_trade(self,
trade_id: str,
enter_or_exit: str,
long_or_short: str,
order_type: str = 'mkt',
price: float = 0.0,
stop_limit_price=0.0) -> Trade:
"""Initalizes a new instance of a Trade Object.
This helps simplify the process of building an order by using pre-built templates that can be
easily modified to incorporate more complex strategies.
Arguments:
----
trade_id {str} -- The ID associated with the trade, this can then be used to access the trade during runtime.
enter_or_exit {str} -- Defines whether this trade will be used to enter or exit a position.
If used to enter, specify `enter`. If used to exit, speicfy `exit`.
long_or_short {str} -- Defines whether this trade will be used to go long or short a position.
If used to go long, specify `long`. If used to go short, speicfy `short`.
Keyword Arguments:
----
order_type {str} -- Defines the type of order to initalize. Possible values
are `'mkt', 'lmt', 'stop', 'stop-lmt', 'trailign-stop'` (default: {'mkt'})
price {float} -- The Price to be associate with the order. If the order type is `stop` or `stop-lmt` then
it is the stop price, if it is a `lmt` order then it is the limit price, and `mkt` is the market
price.(default: {0.0})
stop_limit_price {float} -- Only used if the order is a `stop-lmt` and represents the limit price of
the `stop-lmt` order. (default: {0.0})
Usage:
----
>>> trading_robot = PyRobot(
client_id=CLIENT_ID,
redirect_uri=REDIRECT_URI,
credentials_path=CREDENTIALS_PATH
)
>>> new_trade = trading_robot_portfolio.create_trade(
trade_id='long_1',
enter_or_exit='enter',
long_or_short='long',
order_type='mkt'
)
>>> new_trade
>>> new_market_trade = trading_robot_portfolio.create_trade(
trade_id='long_2',
enter_or_exit='enter',
long_or_short='long',
order_type='mkt',
price=12.00
)
>>> new_market_trade
>>> new_stop_trade = trading_robot_portfolio.create_trade(
trade_id='long_3',
enter_or_exit='enter',
long_or_short='long',
order_type='stop',
price=2.00
)
>>> new_stop_trade
>>> new_stop_limit_trade = trading_robot_portfolio.create_trade(
trade_id='long_4',
enter_or_exit='enter',
long_or_short='long',
order_type='stop-lmt',
price=2.00,
stop_limit_price=1.90
)
>>> new_stop_limit_trade
Returns:
----
Trade -- A pyrobot.Trade object with the specified template.
"""
# Initalize a new trade object.
trade = Trade()
# Create a new trade.
trade.new_trade(trade_id=trade_id,
order_type=order_type,
side=long_or_short,
enter_or_exit=enter_or_exit,
price=price,
stop_limit_price=stop_limit_price)
self.trades[trade_id] = trade
return trade