diff --git a/testy/moduleTests/liveInterfaceTest.py b/testy/moduleTests/liveInterfaceTest.py index 49af66a..2a88370 100644 --- a/testy/moduleTests/liveInterfaceTest.py +++ b/testy/moduleTests/liveInterfaceTest.py @@ -1,5 +1,5 @@ from v2realbot.config import Keys, get_key -from v2realbot.enums.enums import Mode, Account, OrderSide +from v2realbot.enums.enums import Mode, Account, OrderSide, OrderType from v2realbot.interfaces.live_interface import LiveInterface from msgpack import packb, unpackb key = get_key(mode=Mode.PAPER, account=Account.ACCOUNT1) @@ -20,7 +20,7 @@ if int(data["index"])%int(consolidation_bar_count) == 0: print("***Consolidation ENTRY***") orderlist = li.get_open_orders(symbol=symbol, side=None) - #print(orderlist) + print(orderlist) pendingbuys_new = {} limitka = None jevylozeno = 1 @@ -29,7 +29,7 @@ if int(data["index"])%int(consolidation_bar_count) == 0: print("Puvodni LIMITKA", limitka) limitka = o.id print("Přepsaná LIMITKA", limitka) - if o.side == OrderSide.BUY: + if o.side == OrderSide.BUY and o.order_type == OrderType.LIMIT: pendingbuys_new[str(o.id)]=o.limit_price if pendingbuys_new != pendingbuys: diff --git a/v2realbot/ENTRY_backtest_strategyVykladaci.py b/v2realbot/ENTRY_backtest_strategyVykladaci.py index 6b157ae..037f0f5 100644 --- a/v2realbot/ENTRY_backtest_strategyVykladaci.py +++ b/v2realbot/ENTRY_backtest_strategyVykladaci.py @@ -2,7 +2,7 @@ import os,sys sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__)))) from v2realbot.strategy.base import StrategyState from v2realbot.strategy.StrategyOrderLimitVykladaci import StrategyOrderLimitVykladaci -from v2realbot.enums.enums import RecordType, StartBarAlign, Mode, Account, OrderSide +from v2realbot.enums.enums import RecordType, StartBarAlign, Mode, Account, OrderSide, OrderType from v2realbot.indicators.indicators import ema from v2realbot.utils.utils import ltp, isrising, isfalling,trunc,AttributeDict, zoneNY, price2dec, dict_replace_value, print, safe_get from datetime import datetime @@ -305,7 +305,7 @@ def next(data, state: StrategyState): print("prepocitavam filledmnozstvi od limitka_qty a filled_qty", limitka_qty, limitka_filled_qty) limitka_qty = int(limitka_qty) - int(limitka_filled_qty) ##TODO sem pridat upravu ceny - if o.side == OrderSide.BUY: + if o.side == OrderSide.BUY and o.order_type == OrderType.LIMIT: pendingbuys_new[str(o.id)]=float(o.limit_price) state.ilog(e="Konzolidace limitky", msg=f"stejna:{(str(limitka_old)==str(state.vars.limitka))}", limitka_old=str(limitka_old), limitka_new=str(state.vars.limitka), limitka_new_price=state.vars.limitka_price, limitka_qty=limitka_qty, limitka_filled_qty=limitka_filled_qty) diff --git a/v2realbot/enums/__pycache__/enums.cpython-310.pyc b/v2realbot/enums/__pycache__/enums.cpython-310.pyc index 7abbfb4..1530907 100644 Binary files a/v2realbot/enums/__pycache__/enums.cpython-310.pyc and b/v2realbot/enums/__pycache__/enums.cpython-310.pyc differ diff --git a/v2realbot/enums/enums.py b/v2realbot/enums/enums.py index 4e649af..d9d31b7 100644 --- a/v2realbot/enums/enums.py +++ b/v2realbot/enums/enums.py @@ -1,5 +1,5 @@ from enum import Enum -from alpaca.trading.enums import OrderSide, OrderStatus +from alpaca.trading.enums import OrderSide, OrderStatus, OrderType class Order: def __init__(self, id: str, status: OrderStatus, side: OrderSide, symbol: str, qty: int, limit_price: float = None, filled_qty: int = 0, filled_avg_price: float = 0, filled_time: float = None) -> None: self.id = id