Trading API¶

Backtest execution semantics: order* APIs only submit requests during the current callback; orders are filled uniformly at the next trading day's opening price.

order¶

Place a buy or sell order by share count.

order(security, amount, style=None)

Parameter	Type	Required	Description
`security`	`str`	Yes	Stock code, e.g. `'601390'`
`amount`	`int`	Yes	Number of shares; positive = buy, negative = sell
`style`	—	No	`MarketOrder` or `LimitOrder`

Returns the pending order ID (str), or None on failure. Buy orders are automatically rounded to the nearest multiple of 100.

order('601390', 1000)    # Buy 1000 shares
order('601390', -500)    # Sell 500 shares

order_value¶

Place a buy or sell order by monetary value.

order_value(security, value, style=None)

Parameter	Type	Required	Description
`security`	`str`	Yes	Stock code
`value`	`float`	Yes	Order value; positive = buy, negative = sell
`style`	—	No	Order type

order_value('601390', 50000)    # Buy 50,000 yuan worth

order_target¶

Adjust position to a target share count.

order_target(security, amount, style=None)

Parameter	Type	Required	Description
`security`	`str`	Yes	Stock code
`amount`	`int`	Yes	Target position in shares; 0 = close position
`style`	—	No	Order type

order_target_value¶

Adjust position to a target market value.

order_target_value(security, value, style=None)

Parameter	Type	Required	Description
`security`	`str`	Yes	Stock code
`value`	`float`	Yes	Target market value; 0 = close position
`style`	—	No	Order type

order_lots¶

Place a buy or sell order by lot count (1 lot = 100 shares in A-share market).

order_lots(security, lots, style=None)

Parameter	Type	Required	Description
`security`	`str`	Yes	Stock code
`lots`	`int`	Yes	Number of lots; positive = buy, negative = sell
`style`	—	No	Order type

order_lots('601390', 5)     # Buy 5 lots (500 shares)
order_lots('601390', -2)    # Sell 2 lots (200 shares)

order_pct¶

Place an order using a percentage of available cash.

order_pct(security, pct, style=None)

Parameter	Type	Required	Description
`security`	`str`	Yes	Stock code
`pct`	`float`	Yes	Cash ratio, e.g. `0.5` = 50% of available cash; `-0.3` = sell 30% of current position
`style`	—	No	Order type

order_pct('601390', 0.5)     # Buy with 50% of available cash
order_pct('601390', -0.3)    # Sell 30% of current position

Commission Fees¶

Configure via set_order_cost() (see Configuration API). Defaults: buy stamp duty 0%, sell stamp duty 0.05% (halved since Aug 2023), buy/sell commission 0.025%, minimum commission 5 yuan.

Execution, status and security keys¶

Limits apply to the final execution price including slippage; an order waits if that price violates its limit. Buys and sells share a per-security, per-day volume budget across split orders and repeated matching calls. Temporarily unfillable requests remain queued. The first fill preserves the submitted symbol format for compatibility with existing position dictionary access. Later orders using bare or suffixed symbols resolve to the same existing position.

cancel_order(order_obj) cancels the unfilled remainder of a partial fill while preserving executions and setting cancelled. is_complete() is True only for filled. Value and target orders return None from remaining_amount() until matching first resolves their quantity; afterwards it reports the latest resolved remaining shares. Target-value quantities may change with prices. Negative order_pct uses current position shares; order_pct(code, -1) requests a full exit.

Missing or invalid quotes retain the last valid mark and set Position.price_stale=True; a fresh quote clears it. Missing data alone never resets the position to cost.