B 9-et/ã@sxddlmZddlmZddlmZddlmZddlmZdd„Z Gdd „d e ƒZ Gd d „d e ƒZ Gd d „d e ƒZ dS)é)Ú AccountInfo)ÚKeyedIbridgePyOrders)ÚKeyedPositionRecords)Úcopy)ÚexitcCst|ƒ}d|_d|_|S)NÚ)rÚexchangeÚprimaryExchange)ÚsecurityÚ copy_security©r úµG:\My Drive\STUDY\EPAT\09 TBP - Trading & Back-testing Platforms\TBP04 - Backtesting & Live Trading\IB IBridgePy API\02 Python 3.7 IBridgePy_Win_Anaconda37_64\models\SingleTrader.pyÚ-stripe_exchange_primaryExchange_from_security src@s²eZdZdZdd„Zdd„Zdd„Zdd „Zd d „Zd d „Z dd„Z dd„Z dd„Z dd„Z dd„Zdd„Zdd„Zdd„Zdd„Zd d!„Zd"d#„Zd,d%d&„Zd'd(„Zd)d*„Zd+S)-Ú SingleTraderz0 The interface for outside world to use cCsi|_||_d|_tƒ|_dS)N)Ú_brokerNameDictÚ_logÚ_accountCodeDictÚsetÚ*_account_codes_with_real_value_from_broker)ÚselfÚlogr r r Ú__init__szSingleTrader.__init__cCsVdt|ƒf}|js$|dd…d}x$|jD]}|t|j|ƒd7}q,W|dd…S)NzSingleTrader id=%s éÿÿÿÿz{Empty self._brokerNameDict}Ú )ÚidrÚstr)rÚansÚ brokerNamer r r Ú__str__%s  zSingleTrader.__str__cCs”|j td||f¡t|tƒs>|j td|f¡tƒ||jkr^t||f|jƒ|j|<|j|  ¡|_ ||j krŠt ||jƒ|j |<|j |S)NzK::_find_account_by_brokerName_and_accountCode: brokerName=%s accountCode=%szQ::_find_account_by_brokerName_and_accountCode: EXIT, cannot handle accountCode=%s) rÚnotsetÚ__name__Ú isinstancerÚerrorrrÚBrokerÚgetAccountCodeDictrÚAccount)rrÚ accountCoder r r Ú+_find_account_by_brokerName_and_accountCode-s   z8SingleTrader._find_account_by_brokerName_and_accountCodecCs| ||¡}|j |¡dS)N)r'ÚkeyedIbridgePyOrdersÚcreateFromPlaceOrder)rrr&Ú ibpyOrderIdÚaccountr r r Úset_from_send_req_to_server:s z(SingleTrader.set_from_send_req_to_servercCs| ||¡}|j |¡dS)N)r'ÚkeyedPositionRecordsÚupdate)rrr&ZpositionRecordr+r r r Ú set_position>s zSingleTrader.set_positioncCs6|j td|||f¡| ||¡}|j |¡dS)NzE::set_orderStatus: _brokerName=%s accountCode=%s orderStatusRecord=%s)rÚdebugr r'r(ÚupdateFromOrderStatus)rrr&ÚorderStatusRecordr+r r r Úset_orderStatusBs  zSingleTrader.set_orderStatuscCs6|j td|||f¡| ||¡}|j |¡dS)NzA::set_openOrder: _brokerName=%s accountCode=%s openOrderRecord=%s)rrr r'r(ÚupdateFromOpenOrder)rrr&ÚopenOrderRecordr+r r r Ú set_openOrderHs  zSingleTrader.set_openOrdercCs*| ||¡}| ¡ |¡|j |¡dS)N)r'ÚgetAccountInfoÚupdate_from_accountSummaryrÚadd)rrr&ÚaccountSummaryRecordr+r r r Úset_accountSummaryNs zSingleTrader.set_accountSummarycCsD|j td|||f¡| ||¡}| ¡ |¡|j |¡dS)NzR::set_updateAccountValue: brokerName=%s accountCode=%s updateAccountValueRecord=%s)rrr r'r7Úupdate_from_updateAccountValuerr9)rrr&ÚupdateAccountValueRecordr+r r r Úset_updateAccountValueSs z#SingleTrader.set_updateAccountValuecCs| ||¡}|j |¡dS)N)r'r(ÚupdateFromExecDetails)rrr&ÚexecDetailsRecordr+r r r Úset_execDetailsYs zSingleTrader.set_execDetailscCs:|j td|||f¡| ||¡}t|ƒ}|j |¡S)Nz9::get_position: _brokerName=%s accountCode=%s security=%s)rrr r'rr-ZgetPositionRecord)rrr&r r+Ú adj_securityr r r Ú get_position]s  zSingleTrader.get_positioncCs| ||¡}|j ¡S)zW :param brokerName: :param accountCode: :return: bool )r'r-Úhold_any_position)rrr&r+r r r rDds zSingleTrader.hold_any_positioncCs| ||¡}|j ¡dS)aC To run algo continuously, the positions must be always fresh. 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And get_all_order from broker will only return recent orders. It means that orders' latest status may not be updated if the order was placed a few days ago. The solution is to delete every order and request latest order info from broker. :param brokerName: :param accountCode: :return: None N)r'r(Údelete_every_order)rrr&r+r r r rKŽs zSingleTrader.delete_every_ordercCsN| ||¡}|j ¡}t|ƒdkr&gSi}x|D]}| |||¡||<q0W|S)zx :param brokerName: :param accountCode: :return: list of models::Order::IbridgePyOrder r)r'r(Úget_all_ibpyOrderIdÚlenrJ)rrr&r+Ú orderIdListrÚorderIdr r r Úget_all_orders›s    zSingleTrader.get_all_ordersÚvaluecCsB| ||¡}|dkr"| ¡ |¡S|j td|f¡tƒ‚dS)NrQz ::get_account_info: EXIT meta=%s)r'r7Ú get_valuerr"r ÚNotImplementedError)rrr&ÚtagÚmetar+r r r Úget_account_info¬s  zSingleTrader.get_account_infocCsÞ|j td||f¡||jkr4|j| ¡|_nttd|j ¡fƒtƒx(|jD]}|  |||¡}|dk rZ|SqZW|j  td|f¡t |jƒdkr²t |j ¡ƒdSx |jD]}|j  d|f¡qºWtƒdS)zœ This is a search logic, Exit if cannot find an accountCode :param str_brokerName: :param str_ibpyOrderId: :return: zB::get_accountCode_by_ibpyOrderId: str_brokerName=%s ibpyOrderId=%sz8::SingleTrader::get_accountCode_by_ibpyOrderId: EXIT, %sNzK::get_accountCode_by_ibpyOrderId: Cannot find accountCode by ibpyOrderId=%sérzPossible accountCode=%s) rrr rr$rÚprintÚkeysrrJr"rMÚlist)rZstr_brokerNamerIr&ÚibridgePyOrderZacctCoder r r Úget_accountCode_by_ibpyOrderIdµs   z+SingleTrader.get_accountCode_by_ibpyOrderIdcCs|jS)N)r)rrr r r Úget_all_active_accountCodesÏsz(SingleTrader.get_all_active_accountCodesN)rQ)r Ú __module__Ú __qualname__Ú__doc__rrr'r,r/r3r6r;r>rArCrDrErFrJrKrPrVr\r]r r r r rs*     rc@s$eZdZdd„Zdd„Zdd„ZdS)r#cCs6||_||_i|_x|D]}t||jƒ|j|<qWdS)N)rÚ _brokerNamerr%)rrZtuple_accountCodesrZaccountCr r r rÖs  zBroker.__init__cCsVd|jt|ƒf}|js(|dd…d}x |jD]}|d|j|7}q0W|dd…S)NzBroker=%s id=%s rz{Empty self._accountCodeDict}z%s )rarr)rrr&r r r rÝs  zBroker.__str__cCs|jS)N)r)rr r r r$åszBroker.getAccountCodeDictN)r r^r_rrr$r r r r r#Õsr#c@s4eZdZdd„Zdd„Zdd„Zdd„Zd d „Zd S) r%cCs6||_||_t|jƒ|_t||jƒ|_t|jƒ|_dS)N)r&rrr-rr(rÚ _accountInfo)rr&rr r r rês  zAccount.__init__cCsFd|jt|ƒf}x&|j|j|jgD]}|d|f7}q$W|dd…S)NzPrint models::Account=%s id=%s z%s r)r&rr-r(rb)rrÚitemr r r rñszAccount.__str__cCs|jS)N)rb)rr r r r7÷szAccount.getAccountInfocCs |j |¡S)N)r(rG)rr*r r r rGúszAccount.has_ibpyOrderIdcCs |j |¡S)N)r(rH)rr*r r r rHýszAccount.get_ibridgePyOrderN)r r^r_rrr7rGrHr r r r r%és r%N)Úmodels.AccountInforÚ models.OrderrZmodels.PositionrrÚsysrrÚobjectrr#r%r r r r Ús     <