# 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 typing import Callable
from tensortrade.base import Identifiable
from tensortrade.orders import Order, TradeSide, TradeType
[docs]class OrderSpec(Identifiable):
def __init__(self,
side: TradeSide,
trade_type: TradeType,
pair: 'TradingPair',
criteria: Callable[['Order', 'Exchange'], bool] = None):
self.side = side
self.type = trade_type
self.pair = pair
self.criteria = criteria
[docs] def create_order(self, order: 'Order', exchange: 'Exchange') -> 'Order':
wallet_instrument = self.side.instrument(self.pair)
wallet = order.portfolio.get_wallet(exchange.id, instrument=wallet_instrument)
quantity = wallet.locked.get(order.path_id, 0)
return Order(step=exchange.clock.step,
side=self.side,
trade_type=self.type,
pair=self.pair,
quantity=quantity,
portfolio=order.portfolio,
price=order.price,
criteria=self.criteria,
start=order.start,
end=order.end,
path_id=order.path_id)
[docs] def to_dict(self):
return {
"id": self.id,
"type": self.type,
"pair": self.pair,
"criteria": self.criteria
}
def __str__(self):
data = ['{}={}'.format(k, v) for k, v in self.to_dict().items()]
return '<{}: {}>'.format(self.__class__.__name__, ', '.join(data))
def __repr__(self):
return str(self)