TimeInForce

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

Bases: enum.Enum

An enumeration.

Attributes

GTC

Order stays open until it is cancelled.

DAY

Order stays open for the rest of the day.

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.