BondOrderMixin

class swordfish.plugins.backtest.BondOrderMixin

final submit_bond_order(code, time, order_type, settlement_speed, bid_price, bid_quantity, ask_price, ask_quantity, direct, order_id, channel, /, label=None, account_type=AccountType.DEFAULT)

Submit a bond order.

Parameters:

• code (str) – A STRING scalar representing the option symbol.

• time (Timestamp) – A TIMESTAMP scalar indicating the order timestamp.

• order_type (int) –

  An INT scalar specifying the order type. Possible values are:

  • 0: A Market order.

  • 9: For automated orders, the buy/sell direction can only be set to 1 or 2.

• settlement_speed (int) – An INT scalar indiacting the settlement speed.

• bid_price (float) – A FLOAT scalar indicating buy order price.

• bid_quantity (int) – An INT scalar indicating the buy order quantity.

• ask_price (float) – A FLOAT scalar indicating sell order price.

• ask_quantity (int) – An INT scalar indicating the sell order quantity.

• direct (int) – An INT scalar indicating the order direction.

• order_id (int) – An INT scalar indicating the order id.

• channel (str) – A STRING scalar indicating the channel number.

• label (str, optional) – A STRING scalar indicating the label assigned to the order for classification.

• account_type (AccountType, optional) –

  The account type. Available values include:

  • SPOT: Cash account

  • STOCK: Stock account

  • FUTURES: Futures account

  • OPTION: Options account

final update_position(symbol, quantity, price=None)

Update positions and return the order ID. This interface can only be called in simulated trading mode.

Parameters:

• symbol (str) – A STRING scalar, indicating the instrument.

• quantity (int) – An INT scalar, positive to increase position, negative to decrease position.

• price (float, optional) – A DOUBLE scalar, indicating the trade price. If set to 0 or left empty, the latest market price is used.