Python Order.m_action方法代码示例

# 需要导入模块: from ib.ext.Order import Order [as 别名]
# 或者: from ib.ext.Order.Order import m_action [as 别名]
            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

# 需要导入模块: from ib.ext.Order import Order [as 别名]
# 或者: from ib.ext.Order.Order import m_action [as 别名]
def create_order(order_type, quantity, limit_price=None):
    """
    Creates an (ib.ext.Order) object to send to IB
    :param order_type: (string) "MARKET" or "LIMIT"
    :param quantity: (int)
    :return: (ib.ext.Order)
    """
    order = Order()
    if order_type is "MARKET":
        order.m_orderType = "MKT"
    elif order_type is "LIMIT":
        order.m_orderType = "LMT"
        order.m_lmtPrice = limit_price
    assert(order.m_orderType is not None), "Invalid order_type!"

    if quantity == 0:
        raise Exception('Order quantity is 0!')
    elif quantity > 0:
        order.m_action = "BUY"
    elif quantity < 0:
        order.m_action = "SELL"
    assert(order.m_action is not None), "Invalid order action!"
    order.m_totalQuantity = abs(quantity)
    assert(abs(order.m_totalQuantity) > 0), "Invalid order quantity!"

    return order

# 需要导入模块: from ib.ext.Order import Order [as 别名]
# 或者: from ib.ext.Order.Order import m_action [as 别名]
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

# 需要导入模块: from ib.ext.Order import Order [as 别名]
# 或者: from ib.ext.Order.Order import m_action [as 别名]
            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

# 需要导入模块: from ib.ext.Order import Order [as 别名]
# 或者: from ib.ext.Order.Order import m_action [as 别名]
 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

# 需要导入模块: from ib.ext.Order import Order [as 别名]
# 或者: from ib.ext.Order.Order import m_action [as 别名]
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[sign(shares)]
    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    

# 需要导入模块: from ib.ext.Order import Order [as 别名]
# 或者: from ib.ext.Order.Order import m_action [as 别名]
def create_order(order_type, quantity, action, limitprice, transmitf, auxprice, stopprice, rptype):
    order = Order()
    order.m_action = action
    order.m_totalQuantity = quantity
    order.m_transmit = transmitf
    order.m_orderType = order_type
    if order_type == 'LMT':
        order.m_lmtPrice = limitprice
        pass
    elif order_type  == 'STP':
        order.m_stpPrice = stopprice
        pass
    else:
        print'failing on price...need one'
    return order
#####################
##if ordernumx == 'filled':
##    launch profittake and stopbracket with ocaGroup
##reqIds()
##orderStatus()
##ParentID
##ocaType
##ocaGroup
###############################
##datahandler for snapshots
##reqmktdata live data
##req live recent bars
##PlaceOrder(entryorder)
##if entryorder filled:
##    PlaceOrder(profitorder)
##    get orderid
##    PlaceOrder(profitorder by number, transmit)
##    PlaceOrder(stopbracket) # with transmit true 
    '''

# 需要导入模块: from ib.ext.Order import Order [as 别名]
# 或者: from ib.ext.Order.Order import m_action [as 别名]
    def placeOrder(self, symbol, shares, limit=None, 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_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)

# 需要导入模块: from ib.ext.Order import Order [as 别名]
# 或者: from ib.ext.Order.Order import m_action [as 别名]
 def sendOrder(self, orderReq):
     """发单"""
     # 增加报单号1，最后再次进行查询
     # 这里双重设计的目的是为了防止某些情况下，连续发单时，nextOrderId的回调推送速度慢导致没有更新
     self.orderId += 1
     
     # 创建合约对象
     contract = Contract()
     contract.m_symbol = str(orderReq.symbol)
     contract.m_exchange = exchangeMap.get(orderReq.exchange, '')
     contract.m_secType = productClassMap.get(orderReq.productClass, '')
     contract.m_currency = currencyMap.get(orderReq.currency, '')
     
     contract.m_expiry = orderReq.expiry
     contract.m_strike = orderReq.strikePrice
     contract.m_right = optionTypeMap.get(orderReq.optionType, '')
     
     # 创建委托对象
     order = Order()
     order.m_orderId = self.orderId
     order.m_clientId = self.clientId
     
     order.m_action = directionMap.get(orderReq.direction, '')
     order.m_lmtPrice = orderReq.price
     order.m_totalQuantity = orderReq.volume
     order.m_orderType = priceTypeMap.get(orderReq.priceType, '')
     
     # 发送委托
     self.connection.placeOrder(self.orderId, contract, order)
     
     # 查询下一个有效编号
     self.connection.reqIds(1)

# 需要导入模块: from ib.ext.Order import Order [as 别名]
# 或者: from ib.ext.Order.Order import m_action [as 别名]
def make_order(limit_price):
    order = Order()
    order.m_minQty = 100
    order.m_lmtPrice = limit_price
    order.m_orderType = 'MKT'
    order.m_totalQuantity = 100
    order.m_action = 'BUY'
    return order

# 需要导入模块: from ib.ext.Order import Order [as 别名]
# 或者: from ib.ext.Order.Order import m_action [as 别名]
 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

# 需要导入模块: from ib.ext.Order import Order [as 别名]
# 或者: from ib.ext.Order.Order import m_action [as 别名]
 def _create_order(action, qty, order_type, limit_price, stop_price):
     order = Order()
     order.m_action = action
     order.m_totalQuantity = qty
     order.m_auxPrice = stop_price
     order.m_lmtPrice = limit_price
     order.m_orderType = order_type
     return order

# 需要导入模块: from ib.ext.Order import Order [as 别名]
# 或者: from ib.ext.Order.Order import m_action [as 别名]
def makeStkOrder(shares,action,account,ordertype='MKT'):
    order = Order()
    order.m_minQty = shares
    order.m_orderType = ordertype
    order.m_totalQuantity = shares
    order.m_action = str(action).upper()
    order.m_outsideRth = True #allow order to be filled ourside regular trading hours
    order.m_account = account
    return order

# 需要导入模块: from ib.ext.Order import Order [as 别名]
# 或者: from ib.ext.Order.Order import m_action [as 别名]
	def addmktorder(self, action, qty, oc, cid, tif = "DAY"):
		o = Order()
		o.m_action = action
		print tif
		o.m_tif = tif
		o.m_orderType = 'MKT'
		o.m_totalQuantity = qty
		o.m_openClose = oc
		res = self.placeOrder(cid, o)
		return(res)

# 需要导入模块: from ib.ext.Order import Order [as 别名]
# 或者: from ib.ext.Order.Order import m_action [as 别名]
 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