Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

Added equity stop order templates #323

Open
wants to merge 3 commits into
base: master
Choose a base branch
from
Open

Added equity stop order templates #323

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
3 commits
Select commit Hold shift + click to select a range
79aea28
Added draft equity stop order templates
alexgolec Oct 30, 2022
1cc2fea
Remove stop limit
alexgolec Nov 12, 2022
9f23a35
Removed accidentally added changes
alexgolec Nov 12, 2022
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
83 changes: 82 additions & 1 deletion tda/orders/equities.py
View file
Open in desktop
Original file line number Diff line number Diff line change
@@ -1,6 +1,13 @@
from enum import Enum

from tda.orders.common import Duration, Session
from tda.orders.common import (
Duration,
StopType,
Session,
StopType,
StopPriceLinkBasis,
StopPriceLinkType,
)


##########################################################################
Expand Down Expand Up @@ -154,3 +161,77 @@ def equity_buy_to_cover_limit(symbol, quantity, price):
.set_duration(Duration.DAY)
.set_order_strategy_type(OrderStrategyType.SINGLE)
.add_equity_leg(EquityInstruction.BUY_TO_COVER, symbol, quantity))


##########################################################################
# Stop orders


def equity_sell_stop_market(
symbol, quantity, stop_price, stop_type=StopType.MARK):
"""
Returns a pre-filled :class:`~tda.orders.generic.OrderBuilder` for an equity
sell stop order.
"""
from tda.orders.common import Duration, EquityInstruction
from tda.orders.common import OrderStrategyType, OrderType, Session
from tda.orders.generic import OrderBuilder

return (OrderBuilder()
.set_order_type(OrderType.STOP)
.set_quantity(quantity)
.set_session(Session.NORMAL)
.set_stop_price(stop_price)
.set_stop_type(stop_type)
.set_duration(Duration.DAY)
.set_order_strategy_type(OrderStrategyType.SINGLE)
.add_equity_leg(EquityInstruction.SELL, symbol, quantity))


def equity_sell_stop_limit(symbol, quantity, limit_price, stop_price,
stop_type=StopType.MARK):
"""
Returns a pre-filled :class:`~tda.orders.generic.OrderBuilder` for an equity
sell stop limit order.
"""

from tda.orders.common import Duration, EquityInstruction
from tda.orders.common import OrderStrategyType, OrderType, Session
from tda.orders.generic import OrderBuilder

return (OrderBuilder()
.set_order_type(OrderType.STOP_LIMIT)
.set_quantity(quantity)
.set_session(Session.NORMAL)
.set_price(limit_price)
.set_stop_price(stop_price)
.set_stop_type(stop_type)
.set_duration(Duration.DAY)
.set_order_strategy_type(OrderStrategyType.SINGLE)
.add_equity_leg(EquityInstruction.SELL, symbol, quantity))


def equity_sell_trailing_stop_market(
symbol, quantity, trail_offset,
trail_offset_type=StopPriceLinkType.PERCENT, stop_type=StopType.MARK,
stop_price_link_basis=StopPriceLinkBasis.MARK):
"""
Returns a pre-filled :class:`~tda.orders.generic.OrderBuilder` for an equity
sell trailing stop order.
"""

from tda.orders.common import Duration, EquityInstruction
from tda.orders.common import OrderStrategyType, OrderType, Session
from tda.orders.generic import OrderBuilder

return (OrderBuilder()
.set_order_type(OrderType.TRAILING_STOP)
.set_quantity(quantity)
.set_session(Session.NORMAL)
.set_duration(Duration.DAY)
.set_stop_type(stop_type)
.set_stop_price_offset(trail_offset)
.set_stop_price_link_basis(stop_price_link_basis)
.set_stop_price_link_type(trail_offset_type)
.set_order_strategy_type(OrderStrategyType.SINGLE)
.add_equity_leg(EquityInstruction.SELL, symbol, quantity))
60 changes: 60 additions & 0 deletions tests/orders_test.py
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -176,3 +176,63 @@ def test_equity_buy_to_cover_limit(self):
}
}]
}, equity_buy_to_cover_limit('GOOG', 10, 199.99).build()))

def test_equity_sell_stop_market(self):
self.assertFalse(has_diff({
'orderType': 'STOP',
'quantity': 10,
'session': 'NORMAL',
'duration': 'DAY',
'stopPrice': '199.99',
'stopType': 'MARK',
'orderStrategyType': 'SINGLE',
'orderLegCollection': [{
'instruction': 'SELL',
'quantity': 10,
'instrument': {
'symbol': 'GOOG',
'assetType': 'EQUITY',
}
}]
}, equity_sell_stop_market('GOOG', 10, 199.99).build()))

def test_equity_sell_stop_limit(self):
self.assertFalse(has_diff({
'orderType': 'STOP_LIMIT',
'quantity': 10,
'session': 'NORMAL',
'duration': 'DAY',
'price': '88.88',
'stopPrice': '199.99',
'stopType': 'MARK',
'orderStrategyType': 'SINGLE',
'orderLegCollection': [{
'instruction': 'SELL',
'quantity': 10,
'instrument': {
'symbol': 'GOOG',
'assetType': 'EQUITY',
}
}]
}, equity_sell_stop_limit('GOOG', 10, 88.88, 199.99).build()))

def test_equity_sell_trailing_stop_market(self):
self.assertFalse(has_diff({
'orderType': 'TRAILING_STOP',
'quantity': 10,
'session': 'NORMAL',
'duration': 'DAY',
'stopType': 'MARK',
'stopPriceOffset': 5,
'stopPriceLinkBasis': 'MARK',
'stopPriceLinkType': 'PERCENT',
'orderStrategyType': 'SINGLE',
'orderLegCollection': [{
'instruction': 'SELL',
'quantity': 10,
'instrument': {
'symbol': 'GOOG',
'assetType': 'EQUITY',
}
}]
}, equity_sell_trailing_stop_market('GOOG', 10, 5).build()))