Python check_order_triggersの例

コード例 #1

ファイル: tradesimulation.py プロジェクト: benmccann/zipline

 def check_triggers(self, event):
     """
     Update internal state based on price triggers and the
     trade event's price.
     """
     self.last_modified_dt = event.dt
     self.stop_reached, self.limit_reached = \
         check_order_triggers(self, event)

コード例 #2

ファイル: blotter.py プロジェクト: laute/zipline

 def check_triggers(self, event):
     """
     Update internal state based on price triggers and the
     trade event's price.
     """
     stop_reached, limit_reached = \
         check_order_triggers(self, event)
     if (stop_reached, limit_reached) \
             != (self.stop_reached, self.limit_reached):
         self.dt = event.dt
     self.stop_reached = stop_reached
     self.limit_reached = limit_reached

コード例 #3

ファイル: tradesimulation.py プロジェクト: pgari/zipline

 def check_triggers(self, event):
     """
     Update internal state based on price triggers and the
     trade event's price.
     """
     stop_reached, limit_reached = \
         check_order_triggers(self, event)
     if (stop_reached, limit_reached) \
             != (self.stop_reached, self.limit_reached):
         self.dt = event.dt
     self.stop_reached = stop_reached
     self.limit_reached = limit_reached

コード例 #4

ファイル: blotter.py プロジェクト: rand-RI/DM

 def check_triggers(self, event):
     """
     Update internal state based on price triggers and the
     trade event's price.
     """
     stop_reached, limit_reached, sl_stop_reached = check_order_triggers(self, event)
     if (stop_reached, limit_reached) != (self.stop_reached, self.limit_reached):
         self.dt = event.dt
     self.stop_reached = stop_reached
     self.limit_reached = limit_reached
     if sl_stop_reached:
         # Change the STOP LIMIT order into a LIMIT order
         self.stop = None

コード例 #5

ファイル: blotter.py プロジェクト: mikimaus78/myIbPy

 def check_triggers(self, event):
     """
     Update internal state based on price triggers and the
     trade event's price.
     """
     stop_reached, limit_reached, sl_stop_reached = \
         check_order_triggers(self, event)
     if (stop_reached, limit_reached) \
             != (self.stop_reached, self.limit_reached):
         self.dt = event.dt
     self.stop_reached = stop_reached
     self.limit_reached = limit_reached
     if sl_stop_reached:
         # Change the STOP LIMIT order into a LIMIT order
         self.stop = None