TimeInForce#

class qf_lib.backtesting.order.time_in_force.TimeInForce(value)[source]#

Bases: Enum

DAY = (2,)#

Order stays open for the rest of the day.

GTC = (1,)#

Order stays open until it is cancelled.

OPG = 3#

Active ony on market open Combined with MarketOrder Creates Market On Open Order.