This commit is contained in:
David Brazda
2023-05-09 16:49:21 +02:00
parent daae08d534
commit dcf2407806
4 changed files with 6 additions and 6 deletions

View File

@ -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:

View File

@ -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)

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@ -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