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Added equity stop order templates #323

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Added equity stop order templates #323

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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
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83 changes: 82 additions & 1 deletion tda/orders/equities.py
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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
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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()))