OrdersFilter

class qf_lib.backtesting.orders_filter.orders_filter.OrdersFilter(data_provider: qf_lib.data_providers.data_provider.DataProvider)

Bases: object

Adjusts final orders list to meet various requirements e.g. volume limitations.

Methods

adjust_orders(orders)

Takes the original produced list of orders and returns a new one, where all of the original orders are modified in order to meet the predefined requirements.

abstract adjust_orders(orders: List[qf_lib.backtesting.order.order.Order]) → List[qf_lib.backtesting.order.order.Order]

Takes the original produced list of orders and returns a new one, where all of the original orders are modified in order to meet the predefined requirements.