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def | __init__ (self) |
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def | read (self) |
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Q26 - QuanTester module - ORDER object.
Description :
Examples :
Planned developments :
Known bugs :
◆ action
Action
Type : string
Defaut value : None
Description :
Order direction : "long" or "short".
◆ brokerLoan
Broker Loan
Type : float
Filled at execution
Description :
In case of a leverage > 1, loan value of the broker to access the asked asset volume.
◆ cancelDate
Cancel date
Type : datetime
Defaut value : None
Description :
Date at which, if the order hasn't been executed yet, will be canceled
◆ comment
Comment
Type : string
Defaut value : None
Description :
Comment inputed by the user.
◆ commission
Commission
Type : float
Filled at execution
Description :
Potential fee paid at execution.
◆ executed
Execution status
Type : boolean
Defaut value : False
Description :
If executed, this status becomes True. In case of a cancelled order, the ORDER object is placed in PORTFOLIO.executedOrders list but its execution status remains False.
◆ executionDate
Execution date
Type : datetime
Filled at execution
Description :
Exact execution date.
◆ executionPrice
Execution price
Type : float
Filled at execution
Description :
Exact execution price.
◆ lmtPrice
Limit price
Type : float
Defaut value : None
Description :
Limit price dedicated to trigger LMT and/or MIT orders when conditions are met.
◆ orderID
Order ID
Type : integer
Defaut value : None
Description :
To each ORDER is associated a random integer. This reference number should not be edited by the user.
◆ orderType
Order type
Type : string
Defaut value : None
Description :
"MKT" (Market), "LMT" (Limit), "MIT" (Market If Touched)
◆ parentID
Parent order ID
Type : integer
Defaut value : None
Description :
Typically, children orders are pending orders placed as security orders when a parent order have been placed. The parent order haven parentID value but children orders have a parentOrder value corresponding to the orderID value of the parent order.
◆ requestMargin
Request margin
Type : float
Filled at execution
Description :
Margin requested by the broker to access to the asked asset volume.
◆ symbolName
Symbol name
Type : string
Defaut value : None
Description :
Name of the symbol subject to the transaction
◆ totalPrice
Total price
Type : float
Filled at execution
Description :
Price paid by the user+broker to access to the volume of asset requested.
◆ volume
Volume of asset
Type : float
Defaut value : None
Description :
Volume of asset to be traded in symbol lot size unit.
The documentation for this class was generated from the following file:
- simulation/backtester/order.py
