trading_agent.trading.order_arguments ¶

The arguments a model gives to place an order: the instrument, the order itself and the reason for it.

The price fields are checked against the order type here, as UBI would check them, so a model learns of a missing price at once and in plain words.

Typical usage example:

arguments = OrderArguments(exchange='nse', segment='equities', symbol='INFY', transaction_type='buy', quantity=10, product='mis', order_type='limit', price=1500.0, reason='Breakout above the previous high')

OrderArguments ¶

Bases: InstrumentArguments

One order in one instrument.

Attributes:

Name	Type	Description
`transaction_type`	`Literal['buy', 'sell']`	"buy" or "sell".
`quantity`	`int`	How many units, which is lots times lot size for futures and options.
`product`	`Literal['cnc', 'mis', 'nrml']`	"cnc" for delivery, "mis" for intraday, "nrml" for carried futures and options.
`order_type`	`Literal['market', 'limit', 'sl', 'sl-m']`	"market", "limit", "sl" (stop-limit) or "sl-m" (stop-market).
`price`	`float \| None`	The limit price in rupees, needed for limit and sl orders and not allowed otherwise.
`trigger_price`	`float \| None`	The trigger price in rupees, needed for sl and sl-m orders and not allowed otherwise.
`validity`	`Literal['day', 'ioc'] \| None`	"day" or "ioc", or None for day.
`reason`	`str`	Why the desk is placing the order, kept in the journal.