TimeInForce

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

Bases: Enum

An enumeration.

Attributes:

DAY

Order stays open for the rest of the day.

GTC

Order stays open until it is cancelled.

OPG

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

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.