def _sell_all_stock(order_book_id, amount, style):
env = Environment.get_instance()
order = Order.__from_create__(env.calendar_dt, env.trading_dt,
order_book_id, amount, SIDE.SELL, style,
None)
if env.can_submit_order(order):
env.broker.submit_order(order)
return order
def order(id_or_ins, amount, side, position_effect, style):
if not isinstance(style, OrderStyle):
raise RuntimeError
if amount <= 0:
raise RuntimeError
if isinstance(style, LimitOrder) and style.get_limit_price() <= 0:
raise RQInvalidArgument(_(u"Limit order price should be positive"))
order_book_id = assure_future_order_book_id(id_or_ins)
env = Environment.get_instance()
price = env.get_last_price(order_book_id)
if np.isnan(price):
user_system_log.warn(
_(u"Order Creation Failed: [{order_book_id}] No market data").
format(order_book_id=order_book_id))
return
amount = int(amount)
r_order = Order.__from_create__(env.calendar_dt, env.trading_dt,
order_book_id, amount, side, style,
position_effect)
if np.isnan(price) or price == 0:
user_system_log.warn(
_(u"Order Creation Failed: [{order_book_id}] No market data").
format(order_book_id=order_book_id))
r_order.mark_rejected(
_(u"Order Creation Failed: [{order_book_id}] No market data").
format(order_book_id=order_book_id))
return r_order
if r_order.type == ORDER_TYPE.MARKET:
r_order.set_frozen_price(price)
if env.can_submit_order(r_order):
env.broker.submit_order(r_order)
return r_order
def order_shares(id_or_ins, amount, style=MarketOrder()):
"""
落指定股数的买/卖单，最常见的落单方式之一。如有需要落单类型当做一个参量传入，如果忽略掉落单类型，那么默认是市价单（market order）。
:param id_or_ins: 下单标的物
:type id_or_ins: :class:`~Instrument` object | `str`
:param int amount: 下单量, 正数代表买入，负数代表卖出。将会根据一手xx股来向下调整到一手的倍数，比如中国A股就是调整成100股的倍数。
:param style: 下单类型, 默认是市价单。目前支持的订单类型有 :class:`~LimitOrder` 和 :class:`~MarketOrder`
:type style: `OrderStyle` object
:return: :class:`~Order` object
:example:
.. code-block:: python
#购买Buy 2000 股的平安银行股票，并以市价单发送：
order_shares('000001.XSHE', 2000)
#卖出2000股的平安银行股票，并以市价单发送：
order_shares('000001.XSHE', -2000)
#购买1000股的平安银行股票，并以限价单发送，价格为￥10：
order_shares('000001.XSHG', 1000, style=LimitOrder(10))
"""
if amount is 0:
# 如果下单量为0，则认为其并没有发单，则直接返回None
return None
if not isinstance(style, OrderStyle):
raise RQInvalidArgument(_(u"style should be OrderStyle"))
if isinstance(style, LimitOrder):
if style.get_limit_price() <= 0:
raise RQInvalidArgument(_(u"Limit order price should be positive"))
order_book_id = assure_stock_order_book_id(id_or_ins)
env = Environment.get_instance()
price = env.get_last_price(order_book_id)
if np.isnan(price):
user_system_log.warn(
_(u"Order Creation Failed: [{order_book_id}] No market data").
format(order_book_id=order_book_id))
return
if amount > 0:
side = SIDE.BUY
else:
amount = abs(amount)
side = SIDE.SELL
round_lot = int(env.get_instrument(order_book_id).round_lot)
try:
amount = int(Decimal(amount) / Decimal(round_lot)) * round_lot
except ValueError:
amount = 0
r_order = Order.__from_create__(env.calendar_dt, env.trading_dt,
order_book_id, amount, side, style, None)
if price == 0:
user_system_log.warn(
_(u"Order Creation Failed: [{order_book_id}] No market data").
format(order_book_id=order_book_id))
r_order.mark_rejected(
_(u"Order Creation Failed: [{order_book_id}] No market data").
format(order_book_id=order_book_id))
return r_order
if amount == 0:
# 如果计算出来的下单量为0, 则不生成Order, 直接返回None
# 因为很多策略会直接在handle_bar里面执行order_target_percent之类的函数，经常会出现下一个量为0的订单，如果这些订单都生成是没有意义的。
r_order.mark_rejected(_(u"Order Creation Failed: 0 order quantity"))
return r_order
if r_order.type == ORDER_TYPE.MARKET:
r_order.set_frozen_price(price)
if env.can_submit_order(r_order):
env.broker.submit_order(r_order)
return r_order