Source code for tensortrade.oms.orders.order_spec

# Copyright 2019 The TensorTrade Authors.
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# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
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#     http://www.apache.org/licenses/LICENSE-2.0
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# Unless required by applicable law or agreed to in writing, software
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from typing import Callable

from tensortrade.core import Identifiable
from tensortrade.oms.orders import Order, TradeSide, TradeType


[docs]class OrderSpec(Identifiable): """A class for order creation following an order being complete. Parameters ---------- side : `TradeSide` The trading side of the specification. trade_type : `TradeType` The type of trade for the specification. exchange_pair : `ExchangePair` The exchange pair for the specification. criteria : `Callable[[Order, Exchange], bool]` The criteria for executing the order after its been created. """ def __init__(self, side: 'TradeSide', trade_type: 'TradeType', exchange_pair: 'ExchangePair', criteria: 'Callable[[Order, Exchange], bool]' = None): self.side = side self.type = trade_type self.exchange_pair = exchange_pair self.criteria = criteria
[docs] def create_order(self, order: 'Order') -> 'Order': """Creates an order following from another order. Parameters ---------- order : `Order` The previous order in the order path. Returns ------- `Order` The order created from the specification parameters and the parameters of `order`. """ wallet_instrument = self.side.instrument(self.exchange_pair.pair) exchange = order.exchange_pair.exchange wallet = order.portfolio.get_wallet(exchange.id, instrument=wallet_instrument) quantity = wallet.locked.get(order.path_id, None) if not quantity or quantity.size == 0: return None return Order(step=exchange.clock.step, side=self.side, trade_type=self.type, exchange_pair=self.exchange_pair, quantity=quantity, portfolio=order.portfolio, price=self.exchange_pair.price, criteria=self.criteria, end=order.end, path_id=order.path_id)
[docs] def to_dict(self) -> dict: """Creates dictionary representation of specification. Returns ------- dict The dictionary representation of specification. """ return { "id": self.id, "type": self.type, "exchange_pair": self.exchange_pair, "criteria": self.criteria }
def __str__(self) -> str: data = ['{}={}'.format(k, v) for k, v in self.to_dict().items()] return '<{}: {}>'.format(self.__class__.__name__, ', '.join(data)) def __repr__(self) -> str: return str(self)