v1.7.5: adding a get_unrealized_pl and a new overload of get_close_price

Author: thiagowinkler

CMakeLists.txt

@@ -8,7 +8,7 @@ get_filename_component(PROJECT_DIR_NAME ${CMAKE_CURRENT_LIST_DIR} NAME)
 string(REPLACE " " "_" PROJECT_DIR_NAME ${PROJECT_DIR_NAME})
 
 project(${PROJECT_DIR_NAME}
-        VERSION 1.7.0 # <major>.<minor>.<patch>
+        VERSION 1.7.5 # <major>.<minor>.<patch>
         LANGUAGES CXX)
 
 set(LIB_NAME shift)

include/Trader.h

@@ -55,14 +55,16 @@ class Trader {
             .def("get_portfolio_summary", &Trader::getPortfolioSummary)
             .def("get_portfolio_items", &Trader::getPortfolioItems)
             .def("get_portfolio_item", &Trader::getPortfolioItem, py::arg("symbol"))
+            .def("get_unrealized_pl", &Trader::getUnrealizedPL, py::arg("symbol") = "")
             .def("get_submitted_orders_size", &Trader::getSubmittedOrdersSize)
             .def("get_submitted_orders", &Trader::getSubmittedOrders)
             .def("get_order", &Trader::getOrder, py::arg("order_id"))
             .def("get_executed_orders", &Trader::getExecutedOrders, py::arg("order_id"))
             .def("get_waiting_list_size", &Trader::getWaitingListSize)
             .def("get_waiting_list", &Trader::getWaitingList)
             .def("cancel_all_pending_orders", &Trader::cancelAllPendingOrders)
-            .def("get_close_price", &Trader::getClosePrice, py::arg("symbol"), py::arg("buy"), py::arg("size"))
+            .def("get_close_price", py::overload_cast<const std::string&, bool, int>(&Trader::getClosePrice), py::arg("symbol"), py::arg("buy"), py::arg("size"))
+            .def("get_close_price", py::overload_cast<const std::string&>(&Trader::getClosePrice), py::arg("symbol"))
             .def("get_last_price", &Trader::getLastPrice, py::arg("symbol"))
             .def("get_last_size", &Trader::getLastSize, py::arg("symbol"))
             .def("get_last_trade_time", &Trader::getLastTradeTime)
@@ -111,6 +113,7 @@ class Trader {
     shift::PortfolioSummary getPortfolioSummary();
     std::map<std::string, shift::PortfolioItem> getPortfolioItems();
     shift::PortfolioItem getPortfolioItem(const std::string& symbol);
+    double getUnrealizedPL(const std::string& symbol);
     int getSubmittedOrdersSize();
     std::vector<shift::Order> getSubmittedOrders();
     shift::Order getOrder(const std::string& orderID);
@@ -121,6 +124,7 @@ class Trader {
 
     // price methods
     double getClosePrice(const std::string& symbol, bool buy, int size);
+    double getClosePrice(const std::string& symbol);
     double getLastPrice(const std::string& symbol);
     int getLastSize(const std::string& symbol);
     std::chrono::system_clock::time_point getLastTradeTime();

release/conda/quickfix/meta.yaml

@@ -17,5 +17,6 @@ requirements:
     - openssl
 
 about:
-  home: https://github.com/quickfix/quickfix
+  home: https://github.com/hanlonlab/quickfix
+  # home: https://github.com/quickfix/quickfix
   license_file: LICENSE

release/conda/shift-coreclient/meta.yaml

@@ -1,6 +1,6 @@
 package:
   name: shift-coreclient
-  version: "1.7.0"
+  version: "1.7.5"
 
 source:
   git_url: https://github.com/hanlonlab/shift-main.git

release/conda/shift-miscutils/meta.yaml

@@ -1,6 +1,6 @@
 package:
   name: shift-miscutils
-  version: "1.7.0"
+  version: "1.7.5"
 
 source:
   git_url: https://github.com/hanlonlab/shift-main.git

release/conda/shift-python/meta.yaml

@@ -1,6 +1,6 @@
 package:
   name: shift-python
-  version: "1.7.0"
+  version: "1.7.5"
 
 source:
   git_url: https://github.com/hanlonlab/shift-python.git

release/docker/Dockerfile

@@ -19,7 +19,7 @@ RUN conda install black
 RUN pip install keras==2.2.5 tensorflow==1.14.0
 
 # Install shift-python
-RUN wget -qO- https://github.com/hanlonlab/shift-python/releases/download/v1.7.0/shift_python-1.7.0-conda_linux.zip | bsdtar -xvf- && \
+RUN wget -qO- https://github.com/hanlonlab/shift-python/releases/download/v1.7.5/shift_python-1.7.5-conda_linux.zip | bsdtar -xvf- && \
     cd shift* && \
     conda install *.tar.bz2
 

setup.py

@@ -96,7 +96,7 @@ def run(self):
 
 setup(
     name="shift",
-    version="1.7.0",
+    version="1.7.5",
     author="SHIFT",
     author_email="",
     description="Stevens High Frequency Trading (SHIFT) Simulation System Python Client",

src/SHIFT.cpp

@@ -12,7 +12,7 @@
 PYBIND11_MODULE(shift, m)
 {
     m.doc() = "SHIFT-Python API";
-    m.attr("__version__") = "1.7.0";
+    m.attr("__version__") = "1.7.5";
 
     py::register_exception<shift::IncorrectPasswordError>(m, "IncorrectPasswordError");
     py::register_exception<shift::ConnectionTimeoutError>(m, "ConnectionTimeoutError");

src/Trader.cpp

@@ -137,6 +137,11 @@ shift::PortfolioItem Trader::getPortfolioItem(const std::string& symbol)
     return m_client->getPortfolioItem(symbol);
 }
 
+double Trader::getUnrealizedPL(const std::string& symbol)
+{
+    return m_client->getUnrealizedPL(symbol);
+}
+
 int Trader::getSubmittedOrdersSize()
 {
     return m_client->getSubmittedOrdersSize();
@@ -177,6 +182,11 @@ double Trader::getClosePrice(const std::string& symbol, bool buy, int size)
     return m_client->getClosePrice(symbol, buy, size);
 }
 
+double Trader::getClosePrice(const std::string& symbol)
+{
+    return m_client->getClosePrice(symbol);
+}
+
 double Trader::getLastPrice(const std::string& symbol)
 {
     return m_client->getLastPrice(symbol);