Advanced order types: BracketOrders/OCO/OTO/TrailingStops · quantopian/zipline#1357

(2 评论) (1 反应) (0 负责人)Python (17,019 star) (4,633 fork)batch import

Feature RequestHelp Wanted

描述

See also #366 and #189.

Bracket Orders:

Simultaneous orders that aim to limit profits and losses http://www.investopedia.com/terms/b/bracketedbuyorder.asp http://www.investopedia.com/terms/b/bracketedsellorder.asp

One-Cancels-the-Other(OCO):

An order that cancels a different open order upon success (necessary for brackets) http://www.investopedia.com/terms/o/oco.asp

One-Triggers-Other(OTO):

An order that triggers another order to be placed upon success http://www.investopedia.com/university/intro-to-order-types/conditional-orders.asp

Trailing Stops:

A fixed nominal or percentage amount from the peak price after purchase that triggers an order http://www.investopedia.com/terms/t/trailingstop.asp

Most of these could be implemented by adding an optional trigger callback to order objects, which can then be used with the already implemented order types.

贡献者指南

技术栈: python
领域: backend
议题类型: feature
难度: 4
预计时间: over 1 week
活动状态: stale
清晰度: mostly clear
前置要求: PythonBasic trading concepts
新手友好度: 25
研究方向: Investigate existing order types in the zipline codebase, particularly the order classes and their handling. Review referenced issues #366 and #189 for prior discussion. Consider implementing an optional trigger callback for order objects to support bracket orders, OCO, OTO, and trailing stops. Examine the comments on the issue for any additional guidance from maintainers.