OptionOrderMixin

class swordfish.plugins.backtest.OptionOrderMixin

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

Submits an options order.

Parameters:

• code (str) – A STRING scalar representing the option symbol.

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

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

• order_type (int) –

  An INT scalar specifying the order type. Possible values are:

  • 0: Market order, submitted at the limit up or limit down price, following the time priority rule.

  • 1: Market stop-loss order.

  • 2: Market take-profit order.

  • 3: Limit stop-loss order.

  • 4: Limit take-profit order.

  • 5: Limit order (default).

  • 6: Cancel order.

  • 9: Auto order mode. In this mode, only directions 1 and 2 are supported:

    • If direct = 1:

      • When the order quantity is greater than the current long position (longPosition), a buy open order is submitted.

      • When the order quantity is less than or equal to longPosition, a sell close (direction = 3) order is submitted.

    • If direct = 2:

      • When the order quantity is greater than the current short position (shortPosition), a sell open order is submitted.

      • When the order quantity is less than or equal to shortPosition, a buy close (direction = 4) order is submitted.

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

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

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

• direct (int) –

  An INT scalar specifying the trade direction. Possible values are:

  • 1: Buy open

  • 2: Sell open

  • 3: Sell close

  • 4: Buy close

  • 5: Option exercise

• order_validity (int) –

  An INT scalar indicating the order validity type. Possible values are:

  • 0: Good for day (default).

  • 1: Fill or kill (FOK) — execute immediately in full or cancel.

  • 2: Fill and kill (FAK) — execute immediately and cancel any remaining quantity.

  The stop-loss/take-profit price is not currently supported and defaults to 0.

• label (str, optional) – A STRING scalar used to tag or categorize the order.

• account_type (AccountType, optional) –

  The account type. Possible values are:

  • SPOT: Cash account

  • STOCK: Stock account

  • FUTURES: Futures account

  • OPTION: Options account

property option_total_portfolios

Query daily option PnL

Returns:

Return a table with the following structure:

Field Name	Description
tradeDate	Date
margin	Margin occupied
floatingPnl	Floating PnL
realizedPnl	Realized cumulative PnL
totalPnl	Total cumulative PnL
cash	Available cash
totalEquity	Total account equity
marginRatio	Margin ratio
pnl	Daily PnL
netValue	Account unit net value
totalReturn	Cumulative return up to the day
ratio	Daily return

Return type:

Table