From d790c8e6ffbc3763a4fefeee3cf17dbfca690b17 Mon Sep 17 00:00:00 2001
From: Juan Pablo Amoroso <juanpablo.amoroso@gmail.com>
Date: Tue, 4 Jun 2019 16:39:30 -0300
Subject: [PATCH] Moved Order enum to signal module. Created Signal (ENTRY |
 EXIT) enum.

---
 backtester/option.py          |  7 -------
 backtester/strategy/signal.py | 21 +++++++++++++++++++++
 2 files changed, 21 insertions(+), 7 deletions(-)
 create mode 100644 backtester/strategy/signal.py

diff --git a/backtester/option.py b/backtester/option.py
index e7695f0..af9233b 100644
--- a/backtester/option.py
+++ b/backtester/option.py
@@ -3,10 +3,3 @@ from enum import Enum
 
 Type = Enum("Type", {"CALL": "call", "PUT": "put"})
 Direction = Enum("Direction", {"BUY": "ask", "SELL": "bid"})
-
-# Orders:
-# BTO: Buy to Open
-# BTC: Buy to Close
-# STO: Sell to Open
-# STC: Sell to Close
-Order = Enum("Order", "BTO BTC STO STC")
diff --git a/backtester/strategy/signal.py b/backtester/strategy/signal.py
new file mode 100644
index 0000000..10568cd
--- /dev/null
+++ b/backtester/strategy/signal.py
@@ -0,0 +1,21 @@
+from enum import Enum
+from backtester.option import Direction
+
+Signal = Enum("Signal", "ENTRY EXIT")
+
+# Orders:
+# BTO: Buy to Open
+# BTC: Buy to Close
+# STO: Sell to Open
+# STC: Sell to Close
+Order = Enum("Order", "BTO BTC STO STC")
+
+
+def get_order(direction, signal):
+    """Returns Order type given direction (BUY | SELL) and
+    signal (ENTRY | EXIT).
+    """
+    if direction == Direction.BUY:
+        return Order.BTO if signal == Signal.ENTRY else Order.STC
+    else:
+        return Order.STO if signal == Signal.ENTRY else Order.BTC