|
Q26 ALPHA-TRADING SYSTEM
|
Public Member Functions | |
| def | __init__ (self, brokerName, accountNumber=0) |
| def | connect (self, configFile=None) |
| LISTEN METHODS. More... | |
| def | checkConnection (self) |
| def | disconnect (self) |
| def | newContract (self, contractName, configFile=None) |
| CONTRACT DEFINITION METHODS. More... | |
| def | removeContract (self, contractName) |
| def | getHistoricalData (self, contractName, dateIni, dateEnd, timeframe, onlyOpen=True) |
| CONTRACT DATA METHODS. More... | |
| def | getLastPrice (self, contractName) |
| def | placeOrder (self, contractName, action="long", orderType="bracket", volume=0.1, stoploss=None, takeprofit=None, lmtPrice=None, auxPrice=None) |
| TRADING ORDER METHODS. More... | |
| def | editSLOrder (self, contractName, order, stoploss=None) |
| def | editTPOrder (self, contractName, order, takeprofit=None) |
| def | cancelOrder (self, contractName, order) |
| def | cancelLastOrder (self, n=1) |
| def | readPositions (self) |
| def | closePosition (self, contractName, order=None) |
| def | closeAllPositions (self) |
| def | getPositionInfo (self, contractName) |
Public Member Functions inherited from SYSTEM | |
| def | write_log (self, action, nargs, args, kwargs, result) |
| def | init_write_log (self, action, nargs, args, kwargs, mode="a") |
| def | init (function) |
| def | message (function) |
| def | error (function) |
| def | step (function) |
| def | placeOrder (function) |
| def | closePosition (function) |
| def | editSLOrder (function) |
| def | editTPOrder (function) |
| def | cancelOrder (function) |
| def | getActivePositions (function) |
| def | getHistoricalData (function) |
| def | getLastPrice (function) |
Public Attributes | |
| broker | |
| refNumber | |
| api | |
| contractsList | |
| configFile_connexion | |
| configFile_contract | |
| database | |
| trading_log_actions | |
| def cancelLastOrder | ( | self, | |
n = 1 |
|||
| ) |
Function that cancel the last-n specific order.
| def cancelOrder | ( | self, | |
| contractName, | |||
| order | |||
| ) |
Function that allows to cancel an order that have been previously placed but not executed yet on a given contract and to a given broker.
| def checkConnection | ( | self | ) |
Function that check if the Broker's api object is connected to the broker.
| def closeAllPositions | ( | self | ) |
Function that close positions for every existing contract
| def closePosition | ( | self, | |
| contractName, | |||
order = None |
|||
| ) |
Function that close a specific position on a given contract.
| def connect | ( | self, | |
configFile = None |
|||
| ) |
LISTEN METHODS.
CONNECTION METHODS
Function that connect the instance to the broker's API and
fill the associated api object.
Variables :
brokerName [str] : Name of the broker to connect
configFile [dict] : Dictionnary that contains the broker's connection informations
| def disconnect | ( | self | ) |
If connected, this function disconnect the broker's API object from the server.
| def editSLOrder | ( | self, | |
| contractName, | |||
| order, | |||
stoploss = None |
|||
| ) |
Function that allows to edit the stoploss of a bracket order
| def editTPOrder | ( | self, | |
| contractName, | |||
| order, | |||
takeprofit = None |
|||
| ) |
Function that allows to edit the takeprofit of a bracket order
| def getHistoricalData | ( | self, | |
| contractName, | |||
| dateIni, | |||
| dateEnd, | |||
| timeframe, | |||
onlyOpen = True |
|||
| ) |
CONTRACT DATA METHODS.
Function that returns an historical dataset for the selected contract.
| def getLastPrice | ( | self, | |
| contractName | |||
| ) |
Function that returns the last existing price for the selected contract.
| def getPositionInfo | ( | self, | |
| contractName | |||
| ) |
Function that returns informations on a global position for a specified contract.
| def newContract | ( | self, | |
| contractName, | |||
configFile = None |
|||
| ) |
CONTRACT DEFINITION METHODS.
Function that allows to define a new contract object compatible with a selected broker.
| def placeOrder | ( | self, | |
| contractName, | |||
action = "long", |
|||
orderType = "bracket", |
|||
volume = 0.1, |
|||
stoploss = None, |
|||
takeprofit = None, |
|||
lmtPrice = None, |
|||
auxPrice = None |
|||
| ) |
TRADING ORDER METHODS.
Function that allows to place an order with a selected contract object, on a selected
broker.
This function returns a list of 3 orders (with respect to the following order):
- A market order
- The limit takeprofit order
- The stoploss order
| def readPositions | ( | self | ) |
Function that returns the positions informations opened by the current client account.
| def removeContract | ( | self, | |
| contractName | |||
| ) |
Function that allows to remove a contract existing in the contractsList object.