AlgoOrderMixin

class swordfish.plugins.backtest.AlgoOrderMixin

final submit_limit_tp_sl_order(code, exchange, time, order_type, order_price, stop_loss_price, take_profit_price, quantity, direct, slippage, order_validity, expiration_time, /, label='', account_type=AccountType.DEFAULT)

Submit a take-profit/stop-loss limit algorithmic order.

Parameters:

• code (str) – A STRING scalar, indicating the futures code.

• exchange (str) – A STRING scalar, indicating the exchange code.

• time (Timestamp) – A TIMESTAMP scalar, indicating the order timestamp.

• order_type (int) –

  An INT scalar, indicating the order type:

  • 0: Market order (submitted at limit up/limit-down price, following time-priority rules)

  • 1: Stop-loss market order

  • 2: Take-profit market order

  • 3: Stop-loss limit order

  • 4: Take-profit limit order

  • 5: Limit order (default)

  • 6: Cancel order request

• order_price (float) – A FLOAT scalar indicating the order price.

• stop_loss_price (float) – A FLOAT scalar indicating the stop-loss price.

• take_profit_price (float) – A FLOAT scalar indicating the take-profit price.

• quantity (int) – An INT scalar indicating the order quantity.

• direct (int) – An INT scalar indicating the buy/sell direction.

• slippage (float) – A FLOAT scalar indicating the slippage.

• order_validity (int) – An INT scalar indicating the validity of the order.

• expiration_time (Timestamp) – A TIMESTAMP scalar indicating the order timestamp.

• label (str, optional) – A STRING scalar used to specify the tag for order categorization.

• account_type (AccountType, optional) –

  An Enum value indicating the account type:

  • SPOT: Cash account

  • STOCK: Stock account

  • FUTURES: Futures account

  • OPTION: Options account

final submit_market_tp_sl_order(code, exchange, time, order_type, order_price, stop_loss_price, take_profit_price, quantity, direct, slippage, order_validity, expiration_time, /, label='', account_type=AccountType.DEFAULT)

Submit a take-profit/stop-loss market algorithmic order.

Parameters:

• code (str) – A STRING scalar, indicating the futures code.

• exchange (str) – A STRING scalar, indicating the exchange code.

• time (Timestamp) – A TIMESTAMP scalar, indicating the order timestamp.

• order_type (int) –

  An INT scalar, indicating the order type:

  • 0: Market order (submitted at limit up/limit-down price, following time-priority rules)

  • 1: Stop-loss market order

  • 2: Take-profit market order

  • 3: Stop-loss limit order

  • 4: Take-profit limit order

  • 5: Limit order (default)

  • 6: Cancel order request

• order_price (float) – A FLOAT scalar indicating the order price.

• stop_loss_price (float) – A FLOAT scalar indicating the stop-loss price.

• take_profit_price (float) – A FLOAT scalar indicating the take-profit price.

• quantity (int) – An INT scalar indicating the order quantity.

• direct (int) – An INT scalar indicating the buy/sell direction.

• slippage (float) – A FLOAT scalar indicating the slippage.

• order_validity (int) – An INT scalar indicating the validity of the order.

• expiration_time (Timestamp) – A TIMESTAMP scalar indicating the order timestamp.

• label (str, optional) – A STRING scalar used to specify the tag for order categorization.

• account_type (AccountType, optional) –

  An Enum value indicating the account type:

  • SPOT: Cash account

  • STOCK: Stock account

  • FUTURES: Futures account

  • OPTION: Options account

final submit_ask_bid_order(code, exchange, time, order_type, bid_offset_flag, bid_price, bid_qty, ask_offset_flag, ask_price, ask_qty, bid_difftolerance, ask_difftolerance, quantity_allowed, /, label='', account_type=AccountType.DEFAULT)

Submit a two sided quote order.

Parameters:

• code (str) – A STRING scalar, indicating the futures code.

• exchange (str) – A STRING scalar, indicating the exchange code.

• time (Timestamp) – A TIMESTAMP scalar, indicating the order timestamp.

• order_type (int) –

  An INT scalar, indicating the order type:

  • 0: Market order (submitted at limit up/limit-down price, following time-priority rules)

  • 1: Stop-loss market order

  • 2: Take-profit market order

  • 3: Stop-loss limit order

  • 4: Take-profit limit order

  • 5: Limit order (default)

  • 6: Cancel order request

• bid_offset_flag (int) – An INT scalar indicating the status of buy action, where 1 represents buy to open and 4 represents buy to close.

• bid_price (float) – A FLOAT scalar indicating the bid price.

• bid_qty (int) – An INT scalar indicating the bid quantity.

• ask_offset_flag (int) – An INT scalar indicating the status of sell action, where 2 represents sell to open and 3 represents sell to close.

• ask_price (float) – A FLOAT scalar indicating the ask price.

• ask_qty (int) – An INT scalar indicating the ask quantity.

• bid_difftolerance (float) – A FLOAT scalar indicating the maximum allowable deviation between the bid price and the reference market price.

• ask_difftolerance (float) – A FLOAT scalar indicating the maximum allowable deviation between the ask price and the reference market price.

• quantity_allowed (bool) – _description_

• label (str, optional) – A STRING scalar used to specify the tag for order categorization.

• account_type (AccountType, optional) –

  An Enum value representing the account type:

  • SPOT: Cash account

  • STOCK: Stock account

  • FUTURES: Futures account

  • OPTION: Options account

final submit_auto_order(code, exchange, time, order_type, order_price, stop_price, quantity, direct, order_validity, /, label=None, account_type=AccountType.DEFAULT)

Submit a auto order.

Parameters:

• code (str) – A STRING scalar, indicating the futures code.

• exchange (str) – A STRING scalar, indicating the exchange code.

• time (Timestamp) – A TIMESTAMP scalar, indicating the order timestamp.

• order_type (int) –

  An INT scalar, indicating the order type:

  • 0: Market order (submitted at limit up/limit-down price, following time-priority rules)

  • 1: Stop-loss market order

  • 2: Take-profit market order

  • 3: Stop-loss limit order

  • 4: Take-profit limit order

  • 5: Limit order (default)

  • 6: Cancel order request

• order_price (float) – A FLOAT scalar indicating the bid or ask price.

• stop_price (float) – A FLOAT scalar indicating the take-profit or stop-loss price.

• quantity (int) – An INT scalar indicating the order quantity.

• direct (int) – An INT scalar indicating the trade side.

• order_validity (int) – An INT scalar indicating the validity of the order.

• label (str, optional) – A STRING scalar used to specify the tag for order categorization.

• account_type (AccountType, optional) –

  An Enum value representing the account type:

  • SPOT: Cash account

  • STOCK: Stock account

  • FUTURES: Futures account

  • OPTION: Options account