added stop loss order type

Author: robcarver17

sysbrokers/IB/client/ib_orders_client.py

@@ -4,6 +4,7 @@
     LimitOrder as ibLimitOrder,
     Trade as ibTrade,
     Order as ibOrder,
+StopOrder as ibStopOrder
 )
 
 from syscore.exceptions import missingContract
@@ -27,6 +28,7 @@
     snap_mid_type,
     snap_prim_type,
     adaptive_mkt_type,
+    stop_loss_order_type
 )
 
 from sysobjects.contracts import futuresContract
@@ -148,6 +150,13 @@ def _build_ib_order(
                 return missing_order
             else:
                 ib_order = ibLimitOrder(ib_BS_str, ib_qty, limit_price)
+        elif order_type is stop_loss_order_type:
+            if limit_price is None:
+                self.log.critical("Need to have limit price with limit order!")
+                return missing_order
+            else:
+                ib_order = ibStopOrder(ib_BS_str, ib_qty, limit_price)
+
         elif order_type is snap_mkt_type:
             ## auxPrice is the offset so this will submit an order buy at the best offer, etc
             ## Works like a market order but works for instruments with no streaming data

sysbrokers/IB/ib_orders.py

@@ -144,7 +144,7 @@ def get_list_of_broker_orders_with_account_id(
 
         :return: list of brokerOrder objects
         """
-        list_of_control_objects = self._get_list_of_broker_control_orders(
+        list_of_control_objects = self.get_list_of_broker_control_orders(
             account_id=account_id
         )
         order_list = [
@@ -158,7 +158,7 @@ def get_list_of_broker_orders_with_account_id(
     def _get_dict_of_broker_control_orders(
         self, account_id: str = arg_not_supplied
     ) -> dict:
-        control_order_list = self._get_list_of_broker_control_orders(
+        control_order_list = self.get_list_of_broker_control_orders(
             account_id=account_id
         )
         dict_of_control_orders = dict(
@@ -169,7 +169,7 @@ def _get_dict_of_broker_control_orders(
         )
         return dict_of_control_orders
 
-    def _get_list_of_broker_control_orders(
+    def get_list_of_broker_control_orders(
         self, account_id: str = arg_not_supplied
     ) -> list:
         """

sysexecution/orders/broker_orders.py

@@ -40,9 +40,10 @@ def allowed_types(self):
             "snap_mid",
             "snap_prim",
             "adaptive_mkt",
+            "stop_loss"
         ]
 
-
+stop_loss_order_type = brokerOrderType("stop_loss")
 market_order_type = brokerOrderType("market")
 limit_order_type = brokerOrderType("limit")
 

systems/portfolio.py

@@ -642,13 +642,13 @@ def get_raw_estimated_instrument_weights(self) -> pd.DataFrame:
 
         # these will probably be annual
         optimiser = self.calculation_of_raw_instrument_weights()
-        weights_of_instruments_with_weights = optimiser.weights()
+        instrument_weights = optimiser.weights()
 
-        instrument_weights = self._add_zero_weights_to_instrument_weights_df(
-            weights_of_instruments_with_weights
+        instrument_weights_with_zeros = self._add_zero_weights_to_instrument_weights_df(
+            instrument_weights
         )
 
-        return instrument_weights
+        return instrument_weights_with_zeros
 
     def fit_periods(self):
         # FIXME, NO GUARANTEE THIS OBJECT HAS AN ESTIMATOR UNLESS IT INHERITS FROM