本文整理汇总了Python中ib.ext.Order.Order.m_allOrNone方法的典型用法代码示例。如果您正苦于以下问题：Python Order.m_allOrNone方法的具体用法？Python Order.m_allOrNone怎么用？Python Order.m_allOrNone使用的例子？那么恭喜您, 这里精选的方法代码示例或许可以为您提供帮助。您也可以进一步了解该方法所在类ib.ext.Order.Order的用法示例。
在下文中一共展示了Order.m_allOrNone方法的2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: processMsg
# 需要导入模块: from ib.ext.Order import Order [as 别名]
# 或者: from ib.ext.Order.Order import m_allOrNone [as 别名]
#.........这里部分代码省略.........
if version >= 5:
order.m_goodAfterTime = self.readStr()
if version >= 6:
self.readStr()
if version >= 7:
order.m_faGroup = self.readStr()
order.m_faMethod = self.readStr()
order.m_faPercentage = self.readStr()
order.m_faProfile = self.readStr()
if version >= 8:
order.m_goodTillDate = self.readStr()
if version >= 9:
order.m_rule80A = self.readStr()
order.m_percentOffset = self.readDouble()
order.m_settlingFirm = self.readStr()
order.m_shortSaleSlot = self.readInt()
order.m_designatedLocation = self.readStr()
if (self.m_parent.serverVersion() == 51):
self.readInt()
else:
if version >= 23:
order.m_exemptCode = self.readInt()
order.m_auctionStrategy = self.readInt()
order.m_startingPrice = self.readDouble()
order.m_stockRefPrice = self.readDouble()
order.m_delta = self.readDouble()
order.m_stockRangeLower = self.readDouble()
order.m_stockRangeUpper = self.readDouble()
order.m_displaySize = self.readInt()
if version < 18:
self.readBoolFromInt()
order.m_blockOrder = self.readBoolFromInt()
order.m_sweepToFill = self.readBoolFromInt()
order.m_allOrNone = self.readBoolFromInt()
order.m_minQty = self.readInt()
order.m_ocaType = self.readInt()
order.m_eTradeOnly = self.readBoolFromInt()
order.m_firmQuoteOnly = self.readBoolFromInt()
order.m_nbboPriceCap = self.readDouble()
if version >= 10:
order.m_parentId = self.readInt()
order.m_triggerMethod = self.readInt()
if version >= 11:
order.m_volatility = self.readDouble()
order.m_volatilityType = self.readInt()
if (version == 11):
receivedInt = self.readInt()
order.m_deltaNeutralOrderType = "NONE" if (receivedInt == 0) else "MKT"
else:
order.m_deltaNeutralOrderType = self.readStr()
order.m_deltaNeutralAuxPrice = self.readDouble()
order.m_continuousUpdate = self.readInt()
if (self.m_parent.serverVersion() == 26):
order.m_stockRangeLower = self.readDouble()
order.m_stockRangeUpper = self.readDouble()
order.m_referencePriceType = self.readInt()
if version >= 13:
order.m_trailStopPrice = self.readDouble()
if version >= 14:
order.m_basisPoints = self.readDouble()
order.m_basisPointsType = self.readInt()
contract.m_comboLegsDescrip = self.readStr()
if version >= 15:
if version >= 20:
order.m_scaleInitLevelSize = self.readIntMax()
order.m_scaleSubsLevelSize = self.readIntMax()示例2: submitOrder
# 需要导入模块: from ib.ext.Order import Order [as 别名]
# 或者: from ib.ext.Order.Order import m_allOrNone [as 别名]
def submitOrder(self, order):
if order.isInitial():
ibContract = Contract()
ibOrder = Order()
ibContract.m_symbol = order.getInstrument()
ibContract.m_secType = self.__marketOptions['assetType']
ibContract.m_currency = self.__marketOptions['currency']
ibContract.m_exchange = self.__marketOptions['routing']
ibOrder.m_totalQuantity = order.getInstrumentTraits().roundQuantity(order.getQuantity())
if order.getAction() == (broker.Order.Action.BUY or broker.Order.Action.BUY_TO_COVER):
ibOrder.m_action = 'BUY'
elif order.getAction() == broker.Order.Action.SELL:
ibOrder.m_action = 'SELL'
elif order.getAction() == broker.Order.Action.SELL_SHORT:
ibOrder.m_action = 'SELL'
if order.getType() == broker.Order.Type.MARKET:
if order.getFillOnClose():
ibOrder.m_orderType = 'MOC'
else:
ibOrder.m_orderType = 'MKT'
elif order.getType() == broker.Order.Type.LIMIT:
ibOrder.m_orderType = 'LMT'
ibOrder.m_lmtPrice = order.getInstrumentTraits().roundPrice(order.getLimitPrice())
elif order.getType() == broker.Order.Type.STOP:
ibOrder.m_orderType = 'STP'
ibOrder.m_auxPrice = order.getInstrumentTraits().roundPrice(order.getStopPrice())
elif order.getType() == broker.Order.Type.STOP_LIMIT:
ibOrder.m_orderType = 'STP LMT'
ibOrder.m_lmtPrice = order.getInstrumentTraits().roundPrice(order.getLimitPrice())
ibOrder.m_auxPrice = order.getInstrumentTraits().roundPrice(order.getStopPrice())
if order.getAllOrNone() == True:
ibOrder.m_allOrNone = 1
else:
ibOrder.m_allOrNone = 0
if order.getGoodTillCanceled() == True:
ibOrder.m_tif = 'GTC'
else:
ibOrder.m_tif = 'DAY'
self.__ib.placeOrder(self.__nextOrderId, ibContract, ibOrder)
order.setSubmitted(self.__nextOrderId, datetime.datetime.now())
self.__nextOrderId += 1
self._registerOrder(order)
# Switch from INITIAL -> SUBMITTED
# IMPORTANT: Do not emit an event for this switch because when using the position interface
# the order is not yet mapped to the position and Position.onOrderUpdated will get called.
order.switchState(broker.Order.State.SUBMITTED)
else:
raise Exception("The order was already processed")