def handle_bar(context, bar_dict):
order_id = order_percent(context.s1, 0.0001, style=LimitOrder(context.limitprice))
order = get_order(order_id)
order_side = SIDE.BUY if order.quantity > 0 else SIDE.SELL
assert order.side == order_side
assert order.order_book_id == context.s1
assert order.unfilled_quantity + order.filled_quantity == order.quantity
assert order.price == context.limitprice
def handle_bar(context, bar_dict):
order_id = order_target_percent(context.s1, 0.02, style=LimitOrder(context.limitprice))
print("after: ", context.portfolio.cash)
order = get_order(order_id)
order_side = SIDE.BUY if order.quantity > 0 else SIDE.SELL
assert order.side == order_side
assert order.order_book_id == context.s1
assert order.price == context.limitprice
def handle_bar(context, bar_dict):
order_id = order_lots(context.s1, 1, style=LimitOrder(context.limitprice))
order = get_order(order_id)
order_side = SIDE.BUY if context.amount > 0 else SIDE.SELL
assert order.side == order_side
assert order.order_book_id == context.s1
assert order.quantity == 100
assert order.unfilled_quantity + order.filled_quantity == order.quantity
assert order.price == context.limitprice
def handle_bar(context, bar_dict):
order_id = order_value(context.s1,
1000,
style=LimitOrder(context.limitprice))
order = get_order(order_id)
order_side = SIDE.BUY if order.quantity > 0 else SIDE.SELL
assert order.side == order_side, 'order.side is wrong'
assert order.order_book_id == context.s1, 'Order_book_id is wrong'
assert order.quantity == 100, 'order.quantity is wrong'
assert order.unfilled_quantity + order.filled_quantity == order.quantity, 'order.unfilled_quantity is wrong'
assert order.price == context.limitprice, 'order.price is wrong'
def handle_bar(context, bar_dict):
order_id = order_shares(context.s1,
10010,
style=LimitOrder(context.limitprice))
order = get_order(order_id)
assert order.side == SIDE.BUY, 'order.side is wrong'
assert order.order_book_id == context.s1, 'Order_book_id is wrong'
assert order.quantity == 10000, 'order.quantity is wrong'
assert order.unfilled_quantity + order.filled_quantity == order.quantity, 'order.unfilled_quantity is wrong'
assert order.price == context.limitprice, 'order.price is wrong'
order_id = order_shares(context.s1,
-10010,
style=LimitOrder(context.limitprice))
order = get_order(order_id)
assert order.side == SIDE.SELL, 'order.side is wrong'
assert order.order_book_id == context.s1, 'Order_book_id is wrong'
assert order.quantity == 10010, 'order.quantity is wrong'
assert order.unfilled_quantity + order.filled_quantity == order.quantity, 'order.unfilled_quantity is wrong'
assert order.price == context.limitprice, 'order.price is wrong'