def __onOrderUpdated(self, broker, order):
position = self.__orderToPosition.get(order.getId(), None)
if position == None:
self.onOrderUpdated(order)
elif position.getEntryOrder().getId() == order.getId():
if order.isFilled():
self.__unregisterOrder(position, order)
self.onEnterOk(position)
elif order.isCanceled():
self.__unregisterOrder(position, order)
self.onEnterCanceled(position)
else:
assert (order.isAccepted())
elif position.getExitOrder().getId() == order.getId():
if order.isFilled():
self.__unregisterOrder(position, order)
self.onExitOk(position)
elif order.isCanceled():
self.__unregisterOrder(position, order)
self.onExitCanceled(position)
else:
assert (order.isAccepted())
else:
# The order used to belong to a position but it was ovewritten with a new one
# and the previous order should have been canceled.
assert (order.isCanceled())
def __onOrderUpdated(self, broker, order): position = self.__orderToPosition.get(order.getId(), None) if position == None: self.onOrderUpdated(order) elif position.getEntryOrder().getId() == order.getId(): if order.isFilled(): self.__unregisterOrder(position, order) self.onEnterOk(position) elif order.isCanceled(): self.__unregisterOrder(position, order) self.onEnterCanceled(position) else: assert(order.isAccepted()) elif position.getExitOrder().getId() == order.getId(): if order.isFilled(): self.__unregisterOrder(position, order) self.onExitOk(position) elif order.isCanceled(): self.__unregisterOrder(position, order) self.onExitCanceled(position) else: assert(order.isAccepted()) else: # The order used to belong to a position but it was ovewritten with a new one # and the previous order should have been canceled. assert(order.isCanceled())
def onExitOk(self, position):
extorder = position.getExitOrder()
execInfo = extorder.getExecutionInfo()
inst = position.getEntryOrder().getInstrument()
price = format(execInfo.getPrice(),'<6.2f')
shares = format(execInfo.getQuantity(),'<10.2f')
self.debug("SELL: " + str(inst) + " at $%s shares:%s orderid:%d" % (price,shares,extorder.getId()))
def __registerActivePosition(self, position):
for order in [position.getEntryOrder(), position.getExitOrder()]:
if order and order.isAccepted():
self.__registerOrder(position, order)