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 ))