An Order Manager for Quantopian. Slightly smarter management of open orders.

order_manager.py

class OrderManager(object):
    """ A helper for placing and tracking orders in Quantopian. """
    
    def __init__(self):
        self.orders = []
        self.context = None
        self.data = None
    
    def update(self, context, data):
        self.context = context
        self.data = data
        
        for order in self.orders:
            order.update(context, data)
    
    def open(self, sid, shares=None, target_shares=None, value=None, target_value=None, percent=None, limit=None, stop=None):

        # Determine the style of order
        style = self._order_style(limit=limit, stop=stop)
        
        # Determine how to open the position
        if shares is not None:
            return order(sid, shares, style=style)
        elif target_shares is not None:
            return order_target(sid, target_shares, style=style)
        elif value is not None:
            return order_value(sid, value, style=style)
        elif target_value is not None:
            return order_target_value(sid, target_value, style=style)
        elif percent is not None:
            return order_target_percent(sid, percent, style=style)
        else:
            raise ValueError('Could not intuit the appropriate order style based on passed parameters.')

    buy = open

    def sell(self, sid, shares=None, target_shares=None, value=None, target_value=None, percent=None, limit=None, stop=None):
        if shares is not None: shares = -shares
        if target_shares is not None: target_shares = -target_shares
        if value is not None: value = -value
        if target_value is not None: target_value = -target_value
        if percent is not None: percent = -percent
        return self.open(sid, shares, target_shares, value, target_value, percent, limit, stop)
    
    def close(self, sid, limit=None, stop=None):
        return self.open(sid, target_value=0, limit=limit, stop=stop)
    
    def cleanup(self, context, data):
        self.context = None
        self.data = None
    
    def open_orders(self, sid=None):
        return get_open_orders(sid)
    
    @staticmethod
    def _order_style(limit=None, stop=None):
        if limit and stop:
            return StopLimitOrder(limit, stop)
        elif limit:
            return LimitOrder(limit)
        elif stop:
            return StopOrder(stop)
        else:
            return None