vnpy学习05_onTradeOnOrderOnStopOrder区别
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vnpy学习05_onTradeOnOrderOnStopOrder区别
ontrade
cataEngine:processTradeEvent self.eventEngine.register(EVENT_TRADE, self.processTradeEvent)
backtestingdef crossLimitOrder(self):def crossStopOrder(self):onOrder
cataEngine:processOrderEventself.eventEngine.register(EVENT_ORDER, self.processOrderEvent)
backtestingdef cancelOrder(self, vtOrderID):def crossLimitOrder(self):def crossStopOrder(self):onStopOrder
cataEngine:def cancelStopOrder(self, stopOrderID):def processStopOrder(self, tick):def sendStopOrder(self, vtSymbol, orderType, price, volume, strategy):
backtestingdef cancelStopOrder(self, stopOrderID):def crossStopOrder(self):特殊注意
so.status = STOPORDER_TRIGGEREDso.strategy.onStopOrder(so)停止单被触发和停止单被执行,并不完全相同,触发是发送个券商,执行才是真正完成。
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vnpy学习05_onTradeOnOrderOnStopOrder区别
https://quant.yuanjh.cn/posts/dd0722e4/