'iUVddlmZmZmZmZddlZddlmZddlZddlZddl m Z m Z m Z ddl mZddlmZGdd eZGd d eZGd d e eeZGddeZGddeZGddeZGddeZGddeZGddeZGddeZy))absolute_importdivisionprint_functionunicode_literalsN)copy)rangewith_metaclass iteritems) MetaParams)AutoOrderedDictc"eZdZdZ ddZy)OrderExecutionBita Intended to hold information about order execution. A "bit" does not determine if the order has been fully/partially executed, it just holds information. Member Attributes: - dt: datetime (float) execution time - size: how much was executed - price: execution price - closed: how much of the execution closed an existing postion - opened: how much of the execution opened a new position - openedvalue: market value of the "opened" part - closedvalue: market value of the "closed" part - closedcomm: commission for the "closed" part - openedcomm: commission for the "opened" part - value: market value for the entire bit size - comm: commission for the entire bit execution - pnl: pnl generated by this bit (if something was closed) - psize: current open position size - pprice: current open position price Nc ||_||_||_||_||_||_||_||_| |_||z|_ || z|_ | |_ | |_ | |_ yN)dtsizepriceclosedopened closedvalue openedvalue closedcomm openedcommvaluecommpnlpsizepprice selfrrrrrrrrrrrrs N/var/www/app/trading-bot/venv/lib/python3.12/site-packages/backtrader/order.py__init__zOrderExecutionBit.__init__>sr    &&$$ ;. +   ) Nrrr%r%rr%r%r%rr%)__name__ __module__ __qualname____doc__r#r$r"rr#s6),7:7:!$ r$rcteZdZdZ ddZdZdZeeeZdZ dZ ddZ d Z d Z d Zd Zd Zy) OrderDataa Holds actual order data for Creation and Execution. In the case of Creation the request made and in the case of Execution the actual outcome. Member Attributes: - exbits : iterable of OrderExecutionBits for this OrderData - dt: datetime (float) creation/execution time - size: requested/executed size - price: execution price Note: if no price is given and no pricelimite is given, the closing price at the time or order creation will be used as reference - pricelimit: holds pricelimit for StopLimit (which has trigger first) - trailamount: absolute price distance in trailing stops - trailpercent: percentage price distance in trailing stops - value: market value for the entire bit size - comm: commission for the entire bit execution - pnl: pnl generated by this bit (if something was closed) - margin: margin incurred by the Order (if any) - psize: current open position size - pprice: current open position price Nc b||_tj|_d\|_|_||_||_||_||_ ||_ ||_ ||_ |s|j|_ |r |s||_ ||_ d|_d|_d|_d|_d|_d|_y)N)rrr%r)pclose collectionsdequeexbitsp1p2rrremsizer pricelimit trailamount trailpercentplimitrrmarginrrr) r!rrrr5r4r.r6r7s r"r#zOrderData.__init__s !'')    $&("jjDO e#DJ       r$c|jSr_plimitr!s r" _getplimitzOrderData._getplimit ||r$c||_yrr;r!vals r" _setplimitzOrderData._setplimit  r$c,t|jSr)lenr1r=s r"__len__zOrderData.__len__s4;;r$c |j|Sr)r1)r!keys r" __getitem__zOrderData.__getitem__s{{3r$c N|jt||||||||| | | | yr)addbitrr s r"addz OrderData.adds3 b$$k:$k:s#V - .r$ch|jj||xj|jzc_|j|_|j|j z}|j|j z}|xj|jz c_||z|jz |_|xj |j z c_|xj|jz c_|xj|jz c_|j|_ |j|_ yr) r1appendr4rrrrrrrr)r!exbitoldvaluenewvalues r"rLzOrderData.addbits 5!  " ((99tzz):: + UZZ )TYY6  ekk!  UZZ  EII[[ ll r$c4t|jSr)list iterpendingr=s r" getpendingzOrderData.getpendingsD$$&''r$cltj|j|j|jSr) itertoolsislicer1r2r3r=s r"rUzOrderData.iterpendings# TWWdgg>>r$c\|jt|jc|_|_yr)r3rFr1r2r=s r" markpendingzOrderData.markpendings77C $4r$c<|jt|}|Sr)r[rr!objs r"clonezOrderData.clones 4j r$)Nrr%r%rr%r%r%) rr%r%rr%r%r%rr%)r&r'r(r)r#r>rCpropertyr8rGrJrMrLrVrUr[r_r*r$r"r,r,XsfRLM;>Bj* -F  3625 .#"(?5r$r,c eZdZdZej Zed\ZZ Z Z edZ ed\Z ZZZZZZZgdZddgZed\ZZed \ ZZZZZZZZ Z!eZ"gd Z#e$jJdZ&d Z'd Z(e)e'e(Z*d Z+fdZ,dZ-dZ.dZ/d+dZ0d+dZ1e2dZ3d+dZ4dZ5dZ6dZ7dZ8dZ9dZ:dZ;dZd+d Z?d+d!Z@d"ZAd+d#ZBd$ZCd%ZDd&ZEd'ZFd(ZGd)ZHd*ZIxZJS), OrderBase))ownerN)dataN)rN)rN)r5N)exectypeN)validN)tradeidr)ocoN)r6N)r7N)parentN)transmitT) simulatedF) histnotifyFr)MarketCloseLimitStop StopLimit StopTrailStopTrailLimit HistoricalBuySell ) Created SubmittedAcceptedPartial CompletedCanceledExpiredMarginRejectedc|jSrr;r=s r"r>zOrderBase._getplimitr?r$c||_yrr;rAs r"rCzOrderBase._setplimit rDr$c.t|j|Sr)getattrparams)r!names r" __getattr__zOrderBase.__getattr__st{{D))r$ct|j|rt|j||ytt|||yr)hasattrrsetattrsuperOrder__setattribute__)r!rr __class__s r"rzOrderBase.__setattribute__s2 4;; % DKKu - % /e ? l))$++67 l))$*<*<*>?@ j'' 23 k((45 '..t?@ '..t/?/?@A (//0A0ABC n++DMM:; n++D,=,=,?@A n++DMM:; *11$**=> j'' 23 l))$++67 k((67yy  r$c D t|j|_d|_t |_d|_d|_|jdu|_ tj|_ |jj|_|j tj"|_|j%s|j& |_|jj(s|j*j,dn |j.}|j.s|js|n |j.}|jj(s|j*j0dnd}t3||j&||j||j4|j6|_|j tj:tj<fvr|j8j.|j8jz |_|j8j.}tAd|j%zxsd|j8_|jC|nd|_t3|j&|_"d|_#tI|jJt0jLr,|j*jO|jJ|_%ntI|jJt0jPr|jJ|jRk(rYt0j0jU|j*j0jMt1jVdd d d }n1|j*j0j1|jJz}|j*jO||_%n|jJ|jJsYt0j0jU|j*j0jMt1jVdd d d }n&|j*j0d|jJz}|jj(s|j*j0j1d}|j*jjX}|j[|j\|j^|j`|jb }||kr|t1jPd z }|j*jO||_2yd|_2y)NFrr%)rrrr5r.r6r7infz-inf)r4;i')hourminutesecond microsecondr)days)3nextrefbasisrrr rr triggeredri_activerr{rpr5r8reroisbuyrrkrdcloserdatetimer,r6r7createdrtru _limitoffsetfloat trailadjustexecutedposition isinstancerfdatedate2num timedeltaDAYcombinetime sessionendreplacerrrrr)r!r.rdcreatedrfdtimesessionrs r"r#zOrderBase.__init__.s & #%  {{d* mm ff'' == !LLDMzz| DI,066+;+;#"jjdjj040@0@499%%a(c H&*ii',,0OO(.-1-=-=.2.?.? A  ==U__e.B.BC C $ 2 2T\\5L5L LD LL&&E!&utzz|';'Ev!FDLL    U # #D !$))4  djj(-- 0++DJJ7DJ  H$6$6 7zzTXX% ))11II&&++-x}}RR/NP **335 B++E2DJ ZZ #:: ))11II&&++-x}}RR/NP **1- :vvII&&//2Eiikk,,GMMw||GNN)0.5.A.A"CEu}++33++E2DJDJr$cZt|}|jj|_|Sr)rrr_r]s r"r_zOrderBase.clones&4j}}**,  r$c@|j||jS|S)z;Returns the name for a given status or the one of the order)Statusr)r!rs r"rzOrderBase.getstatusnames!{{&.4;;EEfEEr$c@|j||jS|S)z=Returns the name for a given exectype or the one of the order) ExecTypesre)r!res r"rzOrderBase.getordernames"~~x/?dmmNNXNNr$ct||Sr)r)clsres r"ExecTypezOrderBase.ExecTypessH%%r$c@|j||jS|S)z> >r$c||_y)z2Stores a CommInfo scheme associated with the assetN)r)r!rs r" addcomminfozOrderBase.addcomminfo   r$c Ht|D]\}}||j|<y)zwAdd the keys, values of kwargs to the internal info dictionary to hold custom information in the order N)r r)r!kwargsrIrBs r"addinfozOrderBase.addinfos)"&) !HC DIIcN !r$c@|duxr|j|jk(Srrr!others r"__eq__zOrderBase.__eq__sD :TXX%::r$c4|j|jk7Srrrs r"__ne__zOrderBase.__ne__sxx599$$r$c4|j|jk(S)z(Returns True if the order is a Buy order)rrwr=s r"rzOrderBase.isbuys||txx''r$c4|j|jk(S)z)Returns True if the order is a Sell order)rrxr=s r"issellzOrderBase.issells||tyy((r$c||_y)z:Receives the current position for the asset and stotres itN)r)r!rs r" setpositionzOrderBase.setpositionrr$cptj|_||_t |j |_y)zSMarks an order as submitted and stores the broker to which it was submittedN)rr|rrrFrdplenr!rs r"submitzOrderBase.submits%oo   N r$c<tj|_||_y)zMarks an order as acceptedN)rr}rrrs r"acceptzOrderBase.acceptsnn  r$ch|jr|jj|S|jS)zTries to retrieve the status from the broker in which the order is. Defaults to last known status if no broker is associated)r orderstatusrr=s r" brokerstatuszOrderBase.brokerstatuss* ;;;;**40 0{{r$c|jtjk(rytj|_||_|jj s(|j jd|j_ y)zMarks an order as rejectedFrT) rrrrrrkrdrrrrs r"rejectzOrderBase.rejectsR ;;%.. (nn  vv#yy11!4DMM r$ctj|_|jjs)|j j d|j_yy)zMarks an order as cancelledrN) rrrrrkrdrrrr=s r"cancelzOrderBase.cancels:nn vv#yy11!4DMM  r$ctj|_|jjs)|j j d|j_yy)z*Marks an order as having met a margin callrN) rrrrrkrdrrrr=s r"r9zOrderBase.margins:ll vv#yy11!4DMM  r$c&|j|_y)z#Marks an order as completely filledN)rrr=s r" completedzOrderBase.completeds nn r$c&|j|_y)z"Marks an order as partially filledN)r~rr=s r"partialzOrderBase.partials ll r$cx|sy|jj||||||||| | | | | |j_y)z+Receives data execution input and stores itN)rrMr9)r!rrrrrrrrrr9rrrs r"executezOrderBase.executesE  "dE +z +zuf . & r$c&|j|_y)z4Marks an order as expired. Returns True if it workedT)rrr=s r"expirezOrderBase.expiresll r$cyrr*)r!rs r"rzOrderBase.trailadjust s r$r)Kr&r'r(rrrrr T_CloseT_DayT_DateT_NoneV_Nonerorprqrrrsrtrurvrrrwrxr{r|r}r~rrrrr CancelledrrXcountrr>rCr`r8rrrr#r_rr classmethodrrrrrrrrrrrrrrrrrr9rrrrr __classcell__rs@r"rbrbsz F (   C&+1X"GUFF1XF8VUE4I~1IvHaIC/4Ah,GY'9'68IF yq!Hj* -F*= !,PdFO&&K>!!;%()!#  5 5 %#&"  r$rbc.eZdZdZfdZdZdZxZS)raV Class which holds creation/execution data and type of oder. The order may have the following status: - Submitted: sent to the broker and awaiting confirmation - Accepted: accepted by the broker - Partial: partially executed - Completed: fully exexcuted - Canceled/Cancelled: canceled by the user - Expired: expired - Margin: not enough cash to execute the order. - Rejected: Rejected by the broker This can happen during order submission (and therefore the order will not reach the Accepted status) or before execution with each new bar price because cash has been drawn by other sources (future-like instruments may have reduced the cash or orders orders may have been executed) Member Attributes: - ref: unique order identifier - created: OrderData holding creation data - executed: OrderData holding execution data - info: custom information passed over method :func:`addinfo`. It is kept in the form of an OrderedDict which has been subclassed, so that keys can also be specified using '.' notation User Methods: - isbuy(): returns bool indicating if the order buys - issell(): returns bool indicating if the order sells - alive(): returns bool if order is in status Partial or Accepted ctt| ||||||||| | | | | |jjrtj |_ytj|_yr)rrrrr4r~rr)r!rrrrrrrrrr9rrrrs r"rz Order.execute6sV eT"2tU#); #); #)3v ? == --DK//DKr$c |jtjk(ry|jrd|jj d|jkDr>tj |_|jj d|j_ yy)NFrT) rerrorfrdrrrrrr=s r"rz Order.expireHsb ==ELL ( ::$)),,Q/$**<--DK#yy11!4DMM r$cD|jr |j}n|jr||jz}nd}|jrm||z }||jjkrN||j_|j t jk(r||jz |j_ yyy||z}||jjkDrN||j_|j t jk(r||jz |j_ yyy)Nr%) r6r7rrrrerrurr5)r!rpamounts r"rzOrder.trailadjustSs   &&G   d///GG ::< W Et||)))%* "==E$8$88.3d6G6G.GDLL+9* W Et||)))%* "==E$8$88/4d6G6G.GDLL+9*r$)r&r'r(r)rrrrrs@r"rrs#J*$ Hr$rc$eZdZejZy)BuyOrderN)r&r'r(rrwrr*r$r"rrls iiGr$rc eZdZy) StopBuyOrderNr&r'r(r*r$r"rrpr$rc eZdZy)StopLimitBuyOrderNrr*r$r"rrtrr$rc$eZdZejZy) SellOrderN)r&r'r(rrxrr*r$r"rrxs jjGr$rc eZdZy) StopSellOrderNrr*r$r"rr|rr$rc eZdZy)StopLimitSellOrderNrr*r$r"rrrr$r) __future__rrrrr/rrrX utils.py3r r r metabaser utilsr objectrr,rbrrrrrrrr*r$r"r!s***77 "22jCCLo z62o d YHIYHxu 8    I   r$