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	Order type (reserved parameter)

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.