本文整理汇总了Python中ib.ext.Order.Order.m_openClose方法的典型用法代码示例。如果您正苦于以下问题:Python Order.m_openClose方法的具体用法?Python Order.m_openClose怎么用?Python Order.m_openClose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_openClose方法的6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: close
# 需要导入模块: from ib.ext.Order import Order [as 别名]
# 或者: from ib.ext.Order.Order import m_openClose [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
示例2: 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_openClose [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
示例3: addmktorder
# 需要导入模块: from ib.ext.Order import Order [as 别名]
# 或者: from ib.ext.Order.Order import m_openClose [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)
示例4: addlmtorder
# 需要导入模块: from ib.ext.Order import Order [as 别名]
# 或者: from ib.ext.Order.Order import m_openClose [as 别名]
def addlmtorder(self, action, qty, oc, price, cid, tif = "DAY", date = ""):
o = Order()
o.m_action = action
#print tif
o.m_tif = tif
o.m_orderType = 'LMT'
o.m_totalQuantity = qty
o.m_openClose = oc
o.m_lmtPrice = float(round(price,2))
o.m_goodTillDate = date
res = self.placeOrder(cid, o)
return(res)
示例5: 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_openClose [as 别名]
#.........这里部分代码省略.........
version = self.readInt()
if version < 2:
msg = self.readStr()
self.m_parent.error(msg)
else:
id = self.readInt()
errorCode = self.readInt()
errorMsg = self.readStr()
self.m_parent.error(id, errorCode, errorMsg)
elif msgId == self.OPEN_ORDER:
version = self.readInt()
order = Order()
order.m_orderId = self.readInt()
contract = Contract()
if version >= 17:
contract.m_conId = self.readInt()
contract.m_symbol = self.readStr()
contract.m_secType = self.readStr()
contract.m_expiry = self.readStr()
contract.m_strike = self.readDouble()
contract.m_right = self.readStr()
contract.m_exchange = self.readStr()
contract.m_currency = self.readStr()
if version >= 2:
contract.m_localSymbol = self.readStr()
order.m_action = self.readStr()
order.m_totalQuantity = self.readInt()
order.m_orderType = self.readStr()
order.m_lmtPrice = self.readDouble()
order.m_auxPrice = self.readDouble()
order.m_tif = self.readStr()
order.m_ocaGroup = self.readStr()
order.m_account = self.readStr()
order.m_openClose = self.readStr()
order.m_origin = self.readInt()
order.m_orderRef = self.readStr()
if version >= 3:
order.m_clientId = self.readInt()
if version >= 4:
order.m_permId = self.readInt()
if version < 18:
self.readBoolFromInt()
else:
order.m_outsideRth = self.readBoolFromInt()
order.m_hidden = (self.readInt() == 1)
order.m_discretionaryAmt = self.readDouble()
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:
示例6: Contract
# 需要导入模块: from ib.ext.Order import Order [as 别名]
# 或者: from ib.ext.Order.Order import m_openClose [as 别名]
o = Pyro.core.getProxyForURI("PYRONAME://serverInterface")
c = Contract()
c.m_symbol = "GS"
c.m_secType = 'STK'
c.m_exchange = "SMART"
c.m_currency = "USD"
order1 = Order()
order1.m_action = "BUY"
order1.m_tif = "DAY"
order1.m_orderType = 'LMT'
order1.m_totalQuantity = 100
order1.m_openClose = "O"
order1.m_lmtPrice = float(round(120,2))
order2 = Order()
order2.m_action = "BUY"
order2.m_tif = "DAY"
order2.m_orderType = 'LMT'
order2.m_totalQuantity = 100
order2.m_openClose = "O"
order2.m_lmtPrice = float(round(130,2))
oid1 = o.placeOrder(c, order2, None)
print "orderId1: " + str(oid1)
oid2 = o.placeOrder(c, order1, timedelta(seconds=3))
print "orderId2: " + str(oid2)