# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. # Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. # # 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 datetime import timedelta from AlgorithmImports import * ### ### Demonstration on how to access order tickets right after placing an order. ### class OrderTicketAssignmentDemoAlgorithm(QCAlgorithm): '''Demonstration on how to access order tickets right after placing an order.''' def Initialize(self): self.SetStartDate(2013, 10, 7) self.SetEndDate(2013, 10, 11) self.SetCash(100000) self.symbol = self.AddEquity("SPY").Symbol self.trade_count = 0 self.Consolidate(self.symbol, timedelta(hours=1), self.HourConsolidator) def HourConsolidator(self, bar: TradeBar): # Reset self.ticket to None on each new bar self.ticket = None self.ticket = self.MarketOrder(self.symbol, 1, asynchronous=True) self.Debug(f"{self.Time}: Buy: Price {bar.Price}, orderId: {self.ticket.OrderId}") self.trade_count += 1 def OnOrderEvent(self, orderEvent: OrderEvent): # We cannot access self.ticket directly because it is assigned asynchronously: # this order event could be triggered before self.ticket is assigned. ticket = orderEvent.Ticket if ticket is None: raise Exception("Expected order ticket in order event to not be null") if orderEvent.Status == OrderStatus.Submitted and self.ticket is not None: raise Exception("Field self.ticket not expected no be assigned on the first order event") self.Debug(ticket.ToString()) def OnEndOfAlgorithm(self): # Just checking that orders were placed if not self.Portfolio.Invested or self.trade_count != self.Transactions.OrdersCount: raise Exception(f"Expected the portfolio to have holdings and to have {self.tradeCount} trades, but had {self.Transactions.OrdersCount}")