TradingSignal

class zvt.trader.TradingSignal(entity_id: str, due_timestamp: Union[str, pandas._libs.tslibs.timestamps.Timestamp], happen_timestamp: Union[str, pandas._libs.tslibs.timestamps.Timestamp], trading_level: zvt.contract.IntervalLevel, trading_signal_type: zvt.trader.TradingSignalType, position_pct: Optional[float] = None, order_money: Optional[float] = None, order_amount: Optional[int] = None)

Bases: object

__init__(entity_id: str, due_timestamp: Union[str, pandas._libs.tslibs.timestamps.Timestamp], happen_timestamp: Union[str, pandas._libs.tslibs.timestamps.Timestamp], trading_level: zvt.contract.IntervalLevel, trading_signal_type: zvt.trader.TradingSignalType, position_pct: Optional[float] = None, order_money: Optional[float] = None, order_amount: Optional[int] = None)

Parameters

• entity_id – the entity id

• due_timestamp – the signal due time

• happen_timestamp – the time when generating the signal

• trading_level – the level

• trading_signal_type –

• position_pct – percentage of account to order

• order_money – money to order

• order_amount – amount to order