TimeInForce
- class qf_lib.backtesting.order.time_in_force.TimeInForce(value)[source]
Bases:
Enum
An enumeration.
Attributes:
Order stays open for the rest of the day.
Order stays open until it is cancelled.
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.