mirror of
https://github.com/wassname/catalyst.git
synced 2026-07-02 21:37:16 +08:00
Scott Sanderson
119a1a4cda
existing `limit_price` and `stop_price` parameters. The goal of this change is to refactor the existing ordering API to provide a cleaner interface for defining more complex order types. Adds a new module, zipline.finance.execution, which defines the ExecutionStyle abstract base class, along with concrete MarketOrder, LimitOrder, StopOrder, and StopLimitOrder subclasses. Adds a new `style` keyword argument to the function signature of the `order` API method, which accepts an instance of ExecutionStyle. The existing limit_price and stop_price parameters are still supported at this time, but are converted into the new ExecutionStyle objects before being passed to Blotter.order.
22 lines
662 B
Python
22 lines
662 B
Python
#
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# Copyright 2013 Quantopian, Inc.
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#
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# Licensed under the Apache License, Version 2.0 (the "License");
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# you may not use this file except in compliance with the License.
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# You may obtain a copy of the License at
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#
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# http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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from . import execution, trading
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__all__ = [
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'trading',
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'execution'
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]
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