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vnpy学习05_onTradeOnOrderOnStopOrder区别

ontrade#

cataEngine:
processTradeEvent
self.eventEngine.register(EVENT_TRADE, self.processTradeEvent)
backtesting
def crossLimitOrder(self):
def crossStopOrder(self):

onOrder#

cataEngine:
processOrderEvent
self.eventEngine.register(EVENT_ORDER, self.processOrderEvent)
backtesting
def 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):
backtesting
def cancelStopOrder(self, stopOrderID):
def crossStopOrder(self):

特殊注意#

so.status = STOPORDER_TRIGGERED
so.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

vnpy学习05_onTradeOnOrderOnStopOrder区别
/posts/quant/dd0722e4/
作者
思想的巨人
发布于
2019-06-02
许可协议
CC BY-NC-SA 4.0

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