How to use the tensortrade.orders.Order function in tensortrade

To help you get started, we’ve selected a few tensortrade examples, based on popular ways it is used in public projects.

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notadamking / tensortrade / tests / tensortrade / orders / test_order.py View on Github

def test_path_order_runs_though_broker():

    wallets = [
        Wallet(exchange, 10000 * USD),
        Wallet(exchange, 0 * BTC)
    ]
    portfolio = Portfolio(base_instrument=USD, wallets=wallets)
    exchange.reset()
    portfolio.reset()
    broker.reset()

    base_wallet = portfolio.get_wallet(exchange.id, USD)

    quantity = (1 / 10) * base_wallet.balance
    order = Order(side=TradeSide.BUY,
                  trade_type=TradeType.MARKET,
                  pair=USD / BTC,
                  quantity=quantity,
                  portfolio=portfolio)

    order = order.add_recipe(
        Recipe(
            side=TradeSide.SELL,
            trade_type=TradeType.MARKET,
            pair=USD/BTC,
            criteria=StopLoss(direction=StopDirection.EITHER, up_percent=0.02, down_percent=0.10)
        )
    )

    broker.submit(order)

notadamking / tensortrade / tests / tensortrade / orders / test_order.py View on Github

def test_init():
    wallets = [
        Wallet(exchange, 10000 * USD),
        Wallet(exchange, 0 * BTC)
    ]
    portfolio = Portfolio(base_instrument=USD, wallets=wallets)
    base_wallet = portfolio.get_wallet(exchange.id, USD)

    quantity = (1 / 10) * base_wallet.balance
    order = Order(side=TradeSide.BUY,
                  trade_type=TradeType.MARKET,
                  pair=USD/BTC,
                  quantity=quantity,
                  portfolio=portfolio)
    assert order
    assert order.id
    assert order.path_id
    assert order.quantity.instrument == USD
    assert order.filled_size == 0
    assert order.remaining_size == order.quantity
    assert isinstance(order.pair, TradingPair)
    assert order.pair.base == USD
    assert order.pair.quote == BTC

notadamking / tensortrade / tests / tensortrade / orders / test_order.py View on Github

def test_order_runs_through_broker():
    wallets = [
        Wallet(exchange, 10000 * USD),
        Wallet(exchange, 0 * BTC)
    ]
    portfolio = Portfolio(base_instrument=USD, wallets=wallets)
    exchange.reset()
    portfolio.reset()
    broker.reset()

    base_wallet = portfolio.get_wallet(exchange.id, USD)

    quantity = (1 / 10) * base_wallet.balance
    order = Order(side=TradeSide.BUY,
                  trade_type=TradeType.MARKET,
                  pair=USD / BTC,
                  quantity=quantity,
                  portfolio=portfolio)

    base_wallet -= quantity.size * order.pair.base
    base_wallet += order.quantity

    broker.submit(order)

    broker.update()
    portfolio.update()

notadamking / tensortrade / tests / tensortrade / orders / test_order.py View on Github

def test_adding_recipe():
    wallets = [
        Wallet(exchange, 10000 * USD),
        Wallet(exchange, 0 * BTC)
    ]
    portfolio = Portfolio(base_instrument=USD, wallets=wallets)
    base_wallet = portfolio.get_wallet(exchange.id, USD)

    quantity = (1 / 10) * base_wallet.balance
    order = Order(side=TradeSide.BUY,
                  trade_type=TradeType.MARKET,
                  pair=USD/BTC,
                  quantity=quantity,
                  portfolio=portfolio)

    order += Recipe(
        side=TradeSide.SELL,
        trade_type=TradeType.MARKET,
        pair=BTC/USD,
        criteria=StopLoss(direction=StopDirection.EITHER, up_percent=0.02, down_percent=0.10),
    )
    assert order.pair

notadamking / tensortrade / tests / tensortrade / orders / test_order.py View on Github

def test_buy_on_exchange():
    wallets = [
        Wallet(exchange, 10000 * USD),
        Wallet(exchange, 0 * BTC)
    ]
    portfolio = Portfolio(base_instrument=USD, wallets=wallets)

    base_wallet = portfolio.get_wallet(exchange.id, USD)
    quote_wallet = portfolio.get_wallet(exchange.id, BTC)

    quantity = (1 / 10) * base_wallet.balance
    order = Order(side=TradeSide.BUY,
                  trade_type=TradeType.MARKET,
                  pair=USD/BTC,
                  quantity=quantity,
                  portfolio=portfolio)

    current_price = 12390.90

    base_wallet -= quantity.size * order.pair.base
    base_wallet += order.quantity

    trade = exchange._execute_buy_order(order, base_wallet, quote_wallet, current_price)

    assert trade
    assert trade.size == 1000 * USD
    assert trade.commission == 3 * USD

notadamking / tensortrade / tests / tensortrade / orders / test_order.py View on Github

def test_sell_on_exchange():
    wallets = [
        Wallet(exchange, 0 * USD),
        Wallet(exchange, 10 * BTC)
    ]
    portfolio = Portfolio(base_instrument=USD, wallets=wallets)

    base_wallet = portfolio.get_wallet(exchange.id, USD)
    quote_wallet = portfolio.get_wallet(exchange.id, BTC)

    quantity = (1 / 10) * quote_wallet.balance
    order = Order(side=TradeSide.SELL,
                  trade_type=TradeType.MARKET,
                  pair=USD / BTC,
                  quantity=quantity,
                  portfolio=portfolio)

    current_price = 12390.90

    quote_wallet -= quantity.size * order.pair.quote
    quote_wallet += order.quantity

    trade = exchange._execute_sell_order(order, base_wallet, quote_wallet, current_price)

    assert trade
    assert trade.size == 0.997 * BTC
    assert trade.commission == 0.003 * BTC

notadamking / tensortrade / tensortrade / actions / pair_criteria_size_actions.py View on Github

(side, pair, criteria, size) = self._actions[action]

        instrument = pair.base if side == TradeSide.BUY else pair.quote
        wallet = portfolio.get_wallet(exchange.id, instrument=instrument)
        price = exchange.quote_price(instrument)
        amount = min(wallet.balance.amount, (wallet.balance.amount * size))

        if amount &lt; 10 ** -instrument.precision:
            return None

        quantity = amount * instrument

        wallet -= quantity

        order = Order(side=side,
                      trade_type=self._trade_type,
                      pair=pair,
                      price=price,
                      quantity=quantity,
                      portfolio=portfolio,
                      criteria=criteria)

        quantity.lock_for(order.id)

        wallet += quantity

        if self._order_listener is not None:
            order.attach(self._order_listener)

        return order

notadamking / tensortrade / tensortrade / actions / predefined_orders.py View on Github

(order, size) = self._actions[action]

        instrument = order.pair.base if order.side == TradeSide.BUY else order.pair.quote
        wallet = portfolio.get_wallet(exchange.id, instrument=instrument)
        price = exchange.quote_price(instrument)
        size = min(wallet.balance.size, (wallet.balance.size * size))

        if size &lt; 10 ** -instrument.precision:
            return None

        quantity = size * instrument

        wallet -= quantity

        order = Order(side=order.side,
                      trade_type=order.trade_type,
                      pair=order.pair,
                      price=price,
                      quantity=quantity,
                      portfolio=portfolio,
                      criteria=order.criteria,
                      followed_by=order.followed_by)

        quantity.lock_for(order.id)

        wallet += quantity

        if self._order_listener is not None:
            order.attach(self._order_listener)

        return order

notadamking / tensortrade / tensortrade / actions / managed_risk_orders.py View on Github

return None

        (pair, stop_loss, take_profit, size) = self._actions[action]

        base_instrument = pair.base if self._trade_side == TradeSide.BUY else pair.quote
        base_wallet = portfolio.get_wallet(exchange.id, instrument=base_instrument)

        price = exchange.quote_price(pair)
        size = min(base_wallet.balance.size, (base_wallet.balance.size * size))

        if size &lt; 10 ** -base_instrument.precision:
            return None

        buy_quantity = size * base_instrument

        order = Order(side=self._trade_side,
                      trade_type=self._trade_type,
                      pair=pair,
                      price=price,
                      quantity=buy_quantity,
                      portfolio=portfolio)

        risk_criteria = StopLoss(direction='either',
                                 up_percent=take_profit,
                                 down_percent=stop_loss)

        risk_management = Recipe(side=TradeSide.SELL if self._trade_side == TradeSide.BUY else TradeSide.BUY,
                                 trade_type=TradeType.MARKET,
                                 pair=pair,
                                 criteria=risk_criteria)

        order.add_recipe(risk_management)

notadamking / tensortrade / tensortrade / actions / dynamic_orders.py View on Github

(side, pair, criteria, size) = self._actions[action]

        instrument = pair.base if side == TradeSide.BUY else pair.quote
        wallet = portfolio.get_wallet(exchange.id, instrument=instrument)
        price = exchange.quote_price(instrument)
        size = min(wallet.balance.size, (wallet.balance.size * size))

        if size &lt; 10 ** -instrument.precision:
            return None

        quantity = size * instrument

        wallet -= quantity

        order = Order(side=side,
                      trade_type=self._trade_type,
                      pair=pair,
                      price=price,
                      quantity=quantity,
                      portfolio=portfolio,
                      criteria=criteria)

        quantity.lock_for(order.id)

        wallet += quantity

        if self._order_listener is not None:
            order.attach(self._order_listener)

        return order

How to use the tensortrade.orders.Order function in tensortrade

To help you get started, we’ve selected a few tensortrade examples, based on popular ways it is used in public projects.

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