Example #1
0
 def __prestop(self):
     """检查,若做多做空和一键平仓同时出现,则只一键平仓"""
     for i in self._signal_list:
         if i.exectype == "CloseAll":
             self._signal_list = [] if i.units == 0 else [i]
             break
     for i in self._signal_list:
         if i.instrument is self.instrument:
             events.put(i)
Example #2
0
        def set_event(ordtype, order, change_price=True):
            self._order_list.remove(order)
            if change_price:
                order.price = data1["open"]
            order.type = "Order"

            order.ordtype = ordtype
            order.date = data1["date"]
            order.exectype = f"{order.exectype} Triggered"
            events.put(order)
Example #3
0
        def set_take_stop(trade):

            trade.type = "Order"
            if trade.ordtype == "Buy":
                trade.ordtype = "Sell"
            else:
                trade.ordtype = "Buy"
            trade.takeprofit = None
            trade.stoploss = None
            trade.trailingstop = None

            trade.date = data1["date"]
            events.put(trade)
Example #4
0
 def submit_order(self):
     """发送交易指令"""
     fillevent = FillEvent(self.orderevent.order)
     events.put(fillevent)
Example #5
0
 def generate_order(self):
     """生成OrderEvent"""
     order = self.signalevent.order
     events.put(OrderEvent(order))
Example #6
0
 def next(self):
     self.__update_bar()
     events.put(MarketEvent(self))