Order¶

class qf_lib.backtesting.order.order.Order(ticker: qf_lib.common.tickers.tickers.Ticker, quantity: float, execution_style: qf_lib.backtesting.order.execution_style.ExecutionStyle, time_in_force: qf_lib.backtesting.order.time_in_force.TimeInForce, order_state: str = '', strategy: str = '')[source]¶

Bases: object

Order generated by a strategy, then processed by PositionSizer. Finally executed by ExecutionHandler.