# Copyright (c) Microsoft Corporation. # Licensed under the MIT License. class Order: SELL = 0 BUY = 1 def __init__(self, stock_id, amount, start_time, end_time, direction, factor): """Parameter direction : Order.SELL for sell; Order.BUY for buy stock_id : str amount : float trade_date : pd.Timestamp factor : float presents the weight factor assigned in Exchange() """ # check direction if direction not in {Order.SELL, Order.BUY}: raise NotImplementedError("direction not supported, `Order.SELL` for sell, `Order.BUY` for buy") self.stock_id = stock_id # amount of generated orders self.amount = amount # amount of successfully completed orders self.deal_amount = 0 self.start_time = start_time self.end_time = end_time self.direction = direction self.factor = factor