tensortrade.oms.orders.criteria module¶
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class
tensortrade.oms.orders.criteria.
Criteria
[source]¶ Bases:
object
A criteria to be satisfied before an order will be executed.
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check
(order: tensortrade.oms.orders.order.Order, exchange: tensortrade.oms.exchanges.exchange.Exchange) → bool[source]¶ Checks whether the order is executable on exchange.
Parameters: - order (Order) – An order.
- exchange (Exchange) – The exchange to check.
Returns: bool – Whether order is executable on exchange.
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class
tensortrade.oms.orders.criteria.
CriteriaBinOp
(left: Callable[[tensortrade.oms.orders.order.Order, tensortrade.oms.exchanges.exchange.Exchange], bool], right: Callable[[tensortrade.oms.orders.order.Order, tensortrade.oms.exchanges.exchange.Exchange], bool], op: Callable[[bool, bool], bool], op_str: str)[source]¶ Bases:
tensortrade.oms.orders.criteria.Criteria
A class for using a binary operation for criteria.
Parameters: - left (Callable[[Order, Exchange], bool]) – The left criteria argument.
- right (Callable[[Order, Exchange], bool]) – The right criteria argument.
- op (Callable[[bool, bool], bool]) – The binary boolean operation.
- op_str (str) – The string representing the op.
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check
(order: tensortrade.oms.orders.order.Order, exchange: tensortrade.oms.exchanges.exchange.Exchange) → bool[source]¶ Checks whether the order is executable on exchange.
Parameters: - order (Order) – An order.
- exchange (Exchange) – The exchange to check.
Returns: bool – Whether order is executable on exchange.
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class
tensortrade.oms.orders.criteria.
Limit
(limit_price: float)[source]¶ Bases:
tensortrade.oms.orders.criteria.Criteria
An order criteria that allows execution when the quote price for a trading pair is at or below a specific price, hidden from the public order book.
Parameters: limit_price (float) – The quote price to check for execution. -
check
(order: tensortrade.oms.orders.order.Order, exchange: tensortrade.oms.exchanges.exchange.Exchange) → bool[source]¶ Checks whether the order is executable on exchange.
Parameters: - order (Order) – An order.
- exchange (Exchange) – The exchange to check.
Returns: bool – Whether order is executable on exchange.
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class
tensortrade.oms.orders.criteria.
NotCriteria
(criteria: Callable[[tensortrade.oms.orders.order.Order, tensortrade.oms.exchanges.exchange.Exchange], bool])[source]¶ Bases:
tensortrade.oms.orders.criteria.Criteria
A criteria to invert the truth value of another criteria.
Parameters: criteria (Callable[[Order, Exchange], bool]) – The criteria to invert the truth value of. -
check
(order: tensortrade.oms.orders.order.Order, exchange: tensortrade.oms.exchanges.exchange.Exchange) → bool[source]¶ Checks whether the order is executable on exchange.
Parameters: - order (Order) – An order.
- exchange (Exchange) – The exchange to check.
Returns: bool – Whether order is executable on exchange.
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class
tensortrade.oms.orders.criteria.
Stop
(direction: Union[tensortrade.oms.orders.criteria.StopDirection, str], percent: float)[source]¶ Bases:
tensortrade.oms.orders.criteria.Criteria
An order criteria that allows execution when the quote price for a trading pair is above or below a specific price.
Parameters: - direction (Union[StopDirection, str]) – The direction to watch for the stop criteria.
- percent (float) – The percentage of the current price to use for watching.
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check
(order: tensortrade.oms.orders.order.Order, exchange: tensortrade.oms.exchanges.exchange.Exchange) → bool[source]¶ Checks whether the order is executable on exchange.
Parameters: - order (Order) – An order.
- exchange (Exchange) – The exchange to check.
Returns: bool – Whether order is executable on exchange.
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class
tensortrade.oms.orders.criteria.
StopDirection
[source]¶ Bases:
enum.Enum
An enumeration for the directions of a stop criteria.
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DOWN
= 'down'¶
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UP
= 'up'¶
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class
tensortrade.oms.orders.criteria.
Timed
(duration: float)[source]¶ Bases:
tensortrade.oms.orders.criteria.Criteria
An order criteria for waiting a certain amount of time for execution.
Parameters: duration (float) – The amount of time to wait. -
check
(order: tensortrade.oms.orders.order.Order, exchange: tensortrade.oms.exchanges.exchange.Exchange)[source]¶ Checks whether the order is executable on exchange.
Parameters: - order (Order) – An order.
- exchange (Exchange) – The exchange to check.
Returns: bool – Whether order is executable on exchange.
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