本文整理汇总了Python中zipline.finance.blotter.Blotter.execute_cancel_policy方法的典型用法代码示例。如果您正苦于以下问题：Python Blotter.execute_cancel_policy方法的具体用法？Python Blotter.execute_cancel_policy怎么用？Python Blotter.execute_cancel_policy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zipline.finance.blotter.Blotter的用法示例。
在下文中一共展示了Blotter.execute_cancel_policy方法的4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: test_blotter_never_cancel
# 需要导入模块: from zipline.finance.blotter import Blotter [as 别名]
# 或者: from zipline.finance.blotter.Blotter import execute_cancel_policy [as 别名]
def test_blotter_never_cancel(self):
blotter = Blotter('minute', cancel_policy=NeverCancel())
blotter.order(self.asset_24, 100, MarketOrder())
self.assertEqual(len(blotter.new_orders), 1)
self.assertEqual(blotter.new_orders[0].status, ORDER_STATUS.OPEN)
blotter.execute_cancel_policy(BAR)
self.assertEqual(blotter.new_orders[0].status, ORDER_STATUS.OPEN)
blotter.execute_cancel_policy(SESSION_END)
self.assertEqual(blotter.new_orders[0].status, ORDER_STATUS.OPEN)示例2: test_blotter_never_cancel
# 需要导入模块: from zipline.finance.blotter import Blotter [as 别名]
# 或者: from zipline.finance.blotter.Blotter import execute_cancel_policy [as 别名]
def test_blotter_never_cancel(self):
blotter = Blotter("minute", self.env.asset_finder, cancel_policy=NeverCancel())
blotter.order(blotter.asset_finder.retrieve_asset(24), 100, MarketOrder())
self.assertEqual(len(blotter.new_orders), 1)
self.assertEqual(blotter.new_orders[0].status, ORDER_STATUS.OPEN)
blotter.execute_cancel_policy(BAR)
self.assertEqual(blotter.new_orders[0].status, ORDER_STATUS.OPEN)
blotter.execute_cancel_policy(DAY_END)
self.assertEqual(blotter.new_orders[0].status, ORDER_STATUS.OPEN)示例3: test_blotter_eod_cancellation
# 需要导入模块: from zipline.finance.blotter import Blotter [as 别名]
# 或者: from zipline.finance.blotter.Blotter import execute_cancel_policy [as 别名]
def test_blotter_eod_cancellation(self):
blotter = Blotter('minute', cancel_policy=EODCancel())
# Make two orders for the same asset, so we can test that we are not
# mutating the orders list as we are cancelling orders
blotter.order(self.asset_24, 100, MarketOrder())
blotter.order(self.asset_24, -100, MarketOrder())
self.assertEqual(len(blotter.new_orders), 2)
order_ids = [order.id for order in blotter.open_orders[self.asset_24]]
self.assertEqual(blotter.new_orders[0].status, ORDER_STATUS.OPEN)
self.assertEqual(blotter.new_orders[1].status, ORDER_STATUS.OPEN)
blotter.execute_cancel_policy(BAR)
self.assertEqual(blotter.new_orders[0].status, ORDER_STATUS.OPEN)
self.assertEqual(blotter.new_orders[1].status, ORDER_STATUS.OPEN)
blotter.execute_cancel_policy(SESSION_END)
for order_id in order_ids:
order = blotter.orders[order_id]
self.assertEqual(order.status, ORDER_STATUS.CANCELLED)示例4: test_blotter_eod_cancellation
# 需要导入模块: from zipline.finance.blotter import Blotter [as 别名]
# 或者: from zipline.finance.blotter.Blotter import execute_cancel_policy [as 别名]
def test_blotter_eod_cancellation(self):
blotter = Blotter("minute", self.env.asset_finder, cancel_policy=EODCancel())
asset_24 = blotter.asset_finder.retrieve_asset(24)
# Make two orders for the same sid, so we can test that we are not
# mutating the orders list as we are cancelling orders
blotter.order(asset_24, 100, MarketOrder())
blotter.order(asset_24, -100, MarketOrder())
self.assertEqual(len(blotter.new_orders), 2)
order_ids = [order.id for order in blotter.open_orders[asset_24]]
self.assertEqual(blotter.new_orders[0].status, ORDER_STATUS.OPEN)
self.assertEqual(blotter.new_orders[1].status, ORDER_STATUS.OPEN)
blotter.execute_cancel_policy(BAR)
self.assertEqual(blotter.new_orders[0].status, ORDER_STATUS.OPEN)
self.assertEqual(blotter.new_orders[1].status, ORDER_STATUS.OPEN)
blotter.execute_cancel_policy(DAY_END)
for order_id in order_ids:
order = blotter.orders[order_id]
self.assertEqual(order.status, ORDER_STATUS.CANCELLED)