lazysubmission: lazysubmission

Description Usage Arguments Value See Also Examples

View source: R/hftsimulator.r

Description

submit a target holding, simulator will cancel all irrevelant orders and chase bid1 or ask1 price automatically until the target holding

Usage

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lazysubmission(instrumentid, longholding = NULL, shortholding = NULL)

Arguments

instrumentid

character, instrument identifier

longholding

integer, specifying target long holdings of 'instrumentid', longholding must be greater than or equal to 0.

shortholding

integer, specifying target short holdings of 'instrumentid', shortholding must be less than or equal to 0.

Value

nothing

See Also

HFTsimulator

Examples

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## Not run: 
 lazysubmission("TF1512",longholding=5,shortholding=-3)

## End(Not run)

chenhaotian/High-Frequency-Trading-Simulation-System documentation built on April 18, 2018, 9:24 p.m.