def sell(self, direction, price, quantity, price_type, contract):
""" 平仓。
Args:
direction (str/int): 下单方向。多头 - 'long' / 1 ；空头 - 'short' / 2
price (float): 价格。
quantity (int): 数量。
price_type (str/int): 下单价格类型。限价单 - 'lmt' / 1；市价单 - 'mkt' / 2
contract (Contract): 合约
"""
self._orders.append(
Order(
self._datetime,
contract,
PriceType.arg_to_type(price_type),
TradeSide.PING,
Direction.arg_to_type(direction),
float(price),
quantity,
)
)
def sell(self, direction, price, quantity, price_type, contract):
self._orders.append(Order(
self._datetime,
contract,
PriceType.arg_to_type(price_type),
TradeSide.PING,
Direction.arg_to_type(direction),
float(price),
quantity
))
def buy(self, direction, price, quantity, price_type, contract):
self._orders.append(Order(
## @todo 时间放到blotter中设置
self._datetime,
contract,
PriceType.arg_to_type(price_type),
TradeSide.KAI,
Direction.arg_to_type(direction),
float(price),
quantity
))
def buy(self, direction, price, quantity, price_type='LMT', contract=None):
""" 开仓。
:param str/int direction: 下单方向。多头 - 'long' / 1 ；空头 - 'short' / 2
:param float price: 价格。
:param int quantity: 数量。
:param str/int price_type: 下单价格类型。限价单 - 'lmt' / 1；市价单 - 'mkt' / 2
"""
contract = None
con = Contract(contract) if contract else self._main_contract
self._orders.append(
Order(self.datetime, con,
PriceType.arg_to_type(price_type), TradeSide.KAI,
Direction.arg_to_type(direction), float(price), quantity))
def sell(self, direction, price, quantity, price_type='MKT', contract=None):
""" 平仓。
:param str/int direction: 下单方向。多头 - 'long' / 1 ；空头 - 'short' / 2
:param float price: 价格。
:param int quantity: 数量。
:param str/int price_type: 下单价格类型。限价单 - 'lmt' / 1；市价单 - 'mkt' / 2
"""
con = Contract(contract) if contract else self._main_contract
self._orders.append(Order(
self.datetime,
con,
PriceType.arg_to_type(price_type),
TradeSide.PING,
Direction.arg_to_type(direction),
float(price),
quantity
))
