replaceall: replaceall

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

Description

replace all satisfied orders with one new one, which has a new price and a hands equal to the cumulated hands of orders replaced.

Usage

replaceall(instrumentid = NULL, direction = NULL, action = NULL,
  pricemin = NULL, pricemax = NULL, newprice = NULL)

Arguments

instrumentid	character, specifying a filter for instrument identifiers.
direction	integer, specifying a filter for trading directions. 1 for long and -1 for short.
action	character, specifying a filter for actions, can take value from one of "open","close","closetoday","closepreday"
pricemin	numeric, specifying a filter for price lower limit.
pricemax	numeric, specifying a filter for price upper limit.
newprice	numeric, new order price, will replace with a market order when newprice=0.

Value

nothing

See Also

cancelall

Examples

## Not run: 
## find all orders satisfy direction==-1 and action=='open' and
## price <=101, replace them with a new order with price 100.01.
replaceall(tradetime,"TF1512",direction=-1,action='open',
           pricemax=101,newprice=100.01)

## End(Not run)

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