本文整理汇总了Python中ib.ext.Order.Order类的典型用法代码示例。如果您正苦于以下问题：Python Order类的具体用法？Python Order怎么用？Python Order使用的例子？那么恭喜您, 这里精选的类代码示例或许可以为您提供帮助。
在下文中一共展示了Order类的15个代码示例，这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞，您的评价将有助于系统推荐出更棒的Python代码示例。
示例1: create_order
def create_order(self, account, orderType, totalQuantity, action):
order = Order()
order.m_account = account
order.m_orderType = orderType
order.m_totalQuantity = totalQuantity
order.m_action = action
return order示例2: create_order
def create_order(self, order_type, quantity, action):
""" Create an Order Object to pair with the Contract Object
"""
order = Order()
order.m_orderType = order_type # 'MKT'/'LMT'
order.m_totalQuantity = quantity # Integer
order.m_action = action # 'BUY'/'SELL'
return order示例3: create_stock_order
def create_stock_order(self, quantity, is_buy, is_market_order=False):
order = Order()
order.m_totalQuantity = quantity
order.m_orderType = \
DataType.ORDER_TYPE_MARKET if is_market_order else \
DataType.ORDER_TYPE_LIMIT
order.m_action = \
DataType.ORDER_ACTION_BUY if is_buy else \
DataType.ORDER_ACTION_SELL
return order示例4: mkOrder
def mkOrder(id,shares, limit=None, account='',transmit=0, tif = 'DAY'):
'''
create order object
Parameters
-----------
orderId : The order Id. You must specify a unique value.
When the order status returns, it will be identified by this tag.
This tag is also used when canceling the order.
shares: number of shares to buy or sell. Negative for sell order.
limit : price limit, None for MKT order
transmit: transmit immideatelly from tws
'''
action = {-1:'SELL',1:'BUY'}
o = Order()
o.m_orderId = id
o.m_account=account
o.m_action = action[cmp(shares,0)]
o.m_totalQuantity = abs(shares)
o.m_transmit = transmit
if limit is not None:
o.m_orderType = 'LMT'
o.m_lmtPrice = limit
else:
o.m_orderType = 'MKT'
return o示例5: close
def close(orderty = "MKT", price = None, timeout = None):
position = self["position"]
order = Order()
if position > 0:
order.m_action = "SELL"
else:
order.m_action = "BUY"
order.m_tif = "DAY"
order.m_orderType = orderty
order.m_totalQuantity = abs(position)
order.m_openClose = "C"
if price <> None: order.m_lmtPrice = price
if price == None and orderty <> "MKT": order.m_lmtPrice = self.best_price(position)
if timeout == None:
oid = self.con.placeOrder(self.contract, order, None)
self.oids.append(oid)
return oid
else:
oid = self.con.placeOrder(self.contract, order, timedelta(seconds=timeout))
if oid == None:
return None
else:
self.oids.append(oid)
return oid示例6: create_order
def create_order(self, order_type, quantity, action):
"""Create an Order object (Market/Limit) to go long/short.
order_type - 'MKT', 'LMT' for Market or Limit orders
quantity - Integral number of assets to order
action - 'BUY' or 'SELL'"""
order = Order()
order.m_orderType = order_type
order.m_totalQuantity = quantity
order.m_action = action
return order示例7: create_order
def create_order(self, order_type, quantity, action):
''' Create an Order object (Market/Limit) to go long/short.
order_type - 'MKT', 'LMT' for market or limit orders
quantity - integer number of units to order
action - 'BUY' or 'SELL'
'''
order = Order()
order.m_orderType = order_type
order.m_totalQuantity = quantity
order.m_action = action
return order示例8: create_order
def create_order(data):
if isinstance(data, dict):
try:
order = Order()
order.m_orderType = data['type']
order.m_totalQuantity = data['quantity']
order.m_action = data['action']
return order
except:
raise ValueError
else:
raise TypeError 示例9: createOrder
def createOrder(orderId, shares, limit=None, transmit=0):
"""
create order object
Parameters
-----------
orderId : The order Id. You must specify a unique value.
When the order status returns, it will be identified by this tag.
This tag is also used when canceling the order.
shares: number of shares to buy or sell. Negative for sell order.
limit : price limit, None for MKT order
transmit: transmit immideatelly from tws
"""
action = {-1: "SELL", 1: "BUY"}
o = Order()
o.m_orderId = orderId
o.m_action = action[cmp(shares, 0)]
o.m_totalQuantity = abs(shares)
o.m_transmit = transmit
if limit is not None:
o.m_orderType = "LMT"
o.m_lmtPrice = limit
else:
o.m_orderType = "MKT"
return o示例10: placeOrder
def placeOrder(self,symbol,shares,limit=None,account='U8830832',exchange='SMART', transmit=0):
''' place an order on already subscribed contract '''
if symbol not in self.contracts.keys():
self.log.error("Can't place order, not subscribed to %s" % symbol)
return
action = {-1:'SELL',1:'BUY'}
o= Order()
o.m_orderId = self.getOrderId()
o.m_action = action[cmp(shares,0)]
o.m_totalQuantity = abs(shares)
o.m_account = account
o.m_transmit = transmit
if limit is not None:
o.m_orderType = 'LMT'
o.m_lmtPrice = limit
self.log.debug('Placing %s order for %i %s (id=%i)' % (o.m_action,o.m_totalQuantity,symbol,o.m_orderId))
self.tws.placeOrder(o.m_orderId,self.contracts[symbol],o) 示例11: order
def order(position = "BUY", orderty = "MKT", quantity = 100, price = None, timeout = None, openClose = "O"):
order = Order()
order.m_action = position
order.m_tif = "DAY"
order.m_orderType = orderty
order.m_totalQuantity = quantity
order.m_openClose = openClose
if price <> None: order.m_lmtPrice = price
if position == "BUY":
pos = quantity
else:
pos = -quantity
if price == None and orderty <> "MKT": order.m_lmtPrice = self.best_price(pos)
if timeout == None:
oid = self.con.placeOrder(self.contract, order, None)
self.oids.append(oid)
return oid
else:
oid = self.con.placeOrder(self.contract, order, timedelta(seconds=timeout))
if oid == None:
return None
else:
self.oids.append(oid)
return oid示例12: create_order
def create_order(self, order_type, quantity, action):
"""
Creates the second component of the pair, the Order object
(Market/Limit) to go long/short.
Parameters
order_type - 'MKT' or 'LMT' for Market or Limit orders respectively
quantity - An integral number of assets to order
action - 'BUY' or 'SELL'
"""
order = Order()
order.m_orderType = order_type
order.m_totalQuantity = quantity
order.m_action = action
return order示例13: make_order
def make_order(action, quantity, price = None):
if price is not None:
order = Order()
order.m_orderType = 'LMT'
order.m_totalQuantity = quantity
order.m_action = action
order.m_lmtPrice = price
else:
order = Order()
order.m_orderType = 'MKT'
order.m_totalQuantity = quantity
order.m_action = action
return order示例14: create_order
def create_order(self, order_type, quantity, action):
"""
Create an Order object (Market/Limit) to go long/short.
Parameters:
order_type = "MKT", "LMT" for Market or Limit orders
quantity - Integral number of assets to order
action - "BUY" or "SELL"
Note:
This method generates the second component of the Contract/Order pair. It expects an order type (e.g., market or limit), a quantity to trade and an "action" (buy or sell).
"""
order = Order()
order.m_orderType = order_type
order.m_totalQuantity = quantity
order.m_action = action
return order示例15: make_order
def make_order(qty, limit_price, action):
order = Order()
order.m_minQty = qty
order.m_lmtPrice = limit_price
order.m_orderType = 'LMT'
order.m_totalQuantity = qty
order.m_action = action
order.m_tif = 'GTC'
order.m_outsideRth = True
return order