TimeInForce¶
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class
qf_lib.backtesting.order.time_in_force.
TimeInForce
(value)[source]¶ Bases:
enum.Enum
An enumeration.
Attributes
Order stays open until it is cancelled.
Order stays open for the rest of the day.
Active ony on market open Combined with MarketOrder Creates Market On Open Order.
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DAY
= (2,)¶ Order stays open for the rest of the day.
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GTC
= (1,)¶ Order stays open until it is cancelled.
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OPG
= 3¶ Active ony on market open Combined with MarketOrder Creates Market On Open Order.
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