Ari Cooperman
771244aaa0
* Add order related mappings to resolve tye & status IDs in pure python * Update order.py Co-authored-by: Martin-Molinero <martin@quantconnect.com>
20 lines
1.0 KiB
Python
20 lines
1.0 KiB
Python
# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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# Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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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 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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ORDER_TYPES = ['Market', 'Limit', 'StopMarket', 'StopLimit', 'MarketOnOpen', 'MarketOnClose', 'OptionExercise']
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ORDER_DIRECTIONS = ['Buy', 'Sell', 'Hold']
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# Positions are based on the C# OrderStatus enum
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ORDER_STATUSES = ['New', 'Submitted', 'PartiallyFilled', 'Filled', None, 'Canceled', 'None', 'Invalid', 'CancelPending', 'UpdateSubmitted']
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