perfectexecution: perfectexecution

In chenhaotian/High-Frequency-Trading-Simulation-System: High-Frequency Trading Simulation System

Description

execute and order immediatele with a specified price, without going through the simulation system. Can be used to comparing simulated strategy with a perfect situation.

Usage

perfectexecution(instrumentid, orderid = "xxx", direction, price, hands,
  action)

Arguments

instrumentid	character, instrument identifier.
orderid	character, specifying an unique order id, can be generated by randomid().
direction	integer, specifying trading direction. 1 for long, -1 for short.
price	numeric, specifiying order pirce.
hands	integer, specifying amount to be submitted.
action	character, specifying submit action, action can take value from one of "open","close","closetoday","closepreday" and "cancel". amount submitted in action='close' can not be greater than the sum of current holdings and queuing open hands.

Value

nothing.

Examples

## Not run: 
## submit an open order, buy 1 hand of TF1603 at price 99
## the order will be executed immediately at price 99
perfectexecution(instrumentid="TF1603",orderid='xxx',
                direction=1,price=99,hands=1,action="open")

## End(Not run)

chenhaotian/High-Frequency-Trading-Simulation-System documentation built on May 13, 2019, 3:52 p.m.