quantstrat (version 0.8.2)

getOrders: get orders by time span, status, type, and side

Description

This function exists so that other code can find open orders, potentially to update or cancel them.

Usage

getOrders(portfolio, symbol, status = "open", timespan = NULL, ordertype = NULL, side = NULL, qtysign = NULL, orderset = NULL, which.i = FALSE)

Arguments

portfolio

text name of the portfolio to associate the order book with

symbol

identifier of the instrument to find orders for. The name of any associated price objects (xts prices, usually OHLC) should match these

status

one of "open", "closed", "canceled", "revoked", or "replaced", default "open"

timespan

xts-style character timespan to be the period to find orders of the given status and ordertype

ordertype

one of NULL, "market","limit","stoplimit", "stoptrailing" or "iceberg" default NULL

side

one of NULL, "long" or "short", default NULL

qtysign

one of NULL, -1,0,1 ; could be useful when all qty's are reported as positive numbers and need to be identified other ways, default NULL

orderset

a tag identifying the orderset

which.i

if TRUE, return the row index numbers rather than the order rows matching the criteria, default FALSE

Details

It has some use as a reporting or post-hoc analytics tool, but it may not always be exported.

should this be symbols instead of symbol?

See Also

getOrderBook

addOrder