getOrders: get orders by time span, status, type, and side

In quantstrat: Quantitative Strategy Model Framework

Description

This function exists so that other code can find open orders, potentially to update or cancel them.

Usage

getOrders(portfolio, symbol, status = "open", timespan = NULL,
  ordertype = NULL, side = NULL, qtysign = NULL, orderset = NULL,
  which.i = FALSE)

Arguments

portfolio	text name of the portfolio to associate the order book with
symbol	identifier of the instrument to find orders for. The name of any associated price objects (xts prices, usually OHLC) should match these
status	one of "open", "closed", "canceled", "revoked", or "replaced", default "open"
timespan	xts-style character timespan to be the period to find orders of the given status and ordertype
ordertype	one of NULL, "market","limit","stoplimit", "stoptrailing" or "iceberg" default NULL
side	one of NULL, "long" or "short", default NULL
qtysign	one of NULL, -1,0,1 ; could be useful when all qty's are reported as positive numbers and need to be identified other ways, default NULL
orderset	a tag identifying the orderset
which.i	if TRUE, return the row index numbers rather than the order rows matching the criteria, default FALSE

Details

It has some use as a reporting or post-hoc analytics tool, but it may not always be exported.

See Also

getOrderBook

addOrder

quantstrat documentation built on May 31, 2017, 2:35 a.m.