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