# Copyright 2019 The TensorTrade Authors.
#
# 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
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License
from tensortrade.orders import Order, OrderSpec, TradeSide, TradeType
from tensortrade.orders.criteria import Stop, Limit
[docs]def market_order(step: int,
side: 'TradeSide',
pair: 'TradingPair',
price: float,
size: float,
portfolio: 'Portfolio'):
instrument = side.instrument(pair)
order = Order(step=step,
side=side,
trade_type=TradeType.MARKET,
pair=pair,
price=price,
quantity=(size * instrument),
portfolio=portfolio
)
return order
[docs]def limit_order(step: int,
side: 'TradeSide',
pair: 'TradingPair',
price: float,
size: float,
portfolio: 'Portfolio',
start: int = None,
end: int = None):
instrument = side.unstrument(pair)
order = Order(step=step,
side=side,
trade_type=TradeType.LIMIT,
pair=pair,
price=price,
quantity=(size * instrument),
start=start,
end=end,
portfolio=portfolio
)
return order
[docs]def hidden_limit_order(step: int,
side: 'TradeSide',
pair: 'TradingPair',
price: float,
size: float,
portfolio: 'Portfolio',
start: int = None,
end: int = None):
instrument = side.instrument(pair)
order = Order(step=step,
side=side,
trade_type=TradeType.MARKET,
pair=pair,
price=price,
quantity=(size * instrument),
start=start,
end=end,
portfolio=portfolio,
criteria=Limit(limit_price=price)
)
return order
[docs]def risk_managed_order(step: int,
side: 'TradeSide',
trade_type: 'TradeType',
pair: 'TradingPair',
price: float,
size: float,
down_percent: float,
up_percent: float,
portfolio: 'Portfolio',
start: int = None,
end: int = None):
instrument = side.instrument(pair)
order = Order(step=step,
side=side,
trade_type=trade_type,
pair=pair,
price=price,
start=start,
end=end,
quantity=(size * instrument),
portfolio=portfolio)
risk_criteria = Stop("down", down_percent) ^ Stop("up", up_percent)
risk_management = OrderSpec(side=TradeSide.SELL if side == TradeSide.BUY else TradeSide.BUY,
trade_type=TradeType.MARKET,
pair=pair,
criteria=risk_criteria)
order += risk_management
return order