MarginOrderMixin

class swordfish.plugins.backtest.MarginOrderMixin

final submit_margin_order(code, time, order_type, order_price, quantity, direct, /, label=None, account_type=AccountType.DEFAULT)

Submit a margin trading order.

Parameters:

• code (str) – A STRING scalar indicating the stock symbol.

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

• order_type (int) –

  An INT scalar indicating the order type. Available values include:

  • 0: Market order

  • 5: Limit order

• order_price (float) – A FLOAT scalar indicating the order price.

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

• direct (int) –

  An INT scalar indicating the trade direction. Available values include:

  • 1: Collateral purchase

  • 2: Collateral sale

  • 3: Margin purchase

  • 4: Short sale

  • 5: Direct repayment

  • 6: Sell for repayment

  • 7: Direct return of borrowed shares

  • 8: Buy for return of borrowed shares

• 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 get_margin_secu_position(symbols=None)

Query the collateral purchase position information.

Parameters:

symbols (List[str], optional) – A STRING vector indicating the list of stock symbols. If omitted, the function returns all collateral purchase positions.

Returns:

• When the length of symbolList is 1, the function returns a dictionary.

• When the length of symbolList is not 1, an error is raised.

• When symbolList is omitted, the function returns a table.

The returned table’s structure is as follows:

Name	Description
symbol	Stock symbol.
lastDayLongPosition	Collateral purchase position quantity at the previous day’s close.
lastDayBuyValue	Collateral purchase value at the previous day’s close.
longPosition	Current collateral purchase position quantity.
buyValue	Current collateral purchase value.
todayBuyVolume	Collateral purchase traded quantity for the current day.
todayBuyValue	Collateral purchase traded value for the current day.

Return type:

Dictionary or Table

final get_margin_trading_position(symbols=None)

Queries margin purchase position information.

Parameters:

symbols (List[str], optional) – A STRING vector indicating the list of stock symbols. If omitted, the function returns margin purchase positions for all stocks.

Returns:

• When symbolList contains only one symbol, a dictionary is returned.

• When symbolList contains more than one symbol, an error is raised.

• When symbolList is omitted, a table is returned.

The returned table’s structure is as follows:

Field	Type	Description
symbol	STRING	Stock symbol
lastDayLongPosition	DECIMAL128(8)	Margin purchase position at previous day’s close
lastDayBuyValue	DECIMAL128(8)	Margin purchase amount at previous day’s close
lastDayMarginDebt	DECIMAL128(8)	Margin debt at previous day’s close
longPosition	DECIMAL128(8)	Current margin purchase position
buyValue	DECIMAL128(8)	Current margin purchase amount
todayBuyVolume	DECIMAL128(8)	Margin purchase traded volume today
todayBuyValue	DECIMAL128(8)	Margin purchase traded amount today
marginBuyProfit	DECIMAL128(8)	Profit or loss of margin purchase
financialFee	DECIMAL128(8)	Financing interest

Return type:

Dictionary or Table

final get_secu_lending_position(symbols=None)

Query short sale positions.

Parameters:

symbols (List[str], optional) – A STRING vector indicating a list of stock symbols. If omitted, all short-sale positions will be returned by default.

Returns:

• When the length of symbolList is 1, a dictionary is returned.

• When the length of symbolList is not 1, an error is raised.

• If symbolList is omitted, a table is returned.

The returned table’s structure is as follows:

Name	Description
symbol	The underlying stock symbol
lastDayShortPosition	Short-sale position at previous close
lastDayShortValue	Short-sale value at previous close
lastDaySecuLendingDebt	Short-sale debt at previous close
shortPosition	Current short-sale position
shortValue	Current short-sale value
todayShortVolume	Executed short-sale volume for the day
todayShortValue	Executed short-sale value for the day
secuLendingProfit	Profit or loss from short selling
secuLendingFee	Fees for short selling

Return type:

Dictionary or Table