ContingencyLink
QuantConnect.Orders.ContingencyLink
ContingencyLink(
id: int,
type: ContingencyType,
role: Optional[ContingencyRole] = None,
triggered: bool = False,
triggered_time: Optional[datetime] = None,
)
Bases: Object
Links an order to a contingency, that is, a relationship with other orders of the same OrderContingency, and defines the role the order plays in it
Creates a new instance
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
id
|
int
|
The contingency id, unique within its set of contingent orders |
required |
type
|
ContingencyType
|
The contingency type |
required |
role
|
Optional[ContingencyRole]
|
The role of the order in this contingency, required for ContingencyType.ONE_TRIGGERS_OTHER only |
None
|
triggered
|
bool
|
For a child, whether it was already triggered |
False
|
triggered_time
|
Optional[datetime]
|
For a child, the utc time at which it was triggered |
None
|
id
id: int
The contingency id, unique within its set of contingent orders. Orders sharing a contingency id are related through it
role
role: Optional[ContingencyRole]
The role of the order in this contingency, for a ContingencyType.ONE_TRIGGERS_OTHER contingency. Null for the other types, whose orders are all siblings
triggered
triggered: bool
For a ContingencyRole.CHILD, whether the parent filled and so the order was released to the market
triggered_time
triggered_time: Optional[datetime]
For a ContingencyRole.CHILD, the utc time at which the order was triggered, if any
is_valid_role
is_valid_role(
type: ContingencyType, role: Optional[ContingencyRole]
) -> bool
Determines whether the role is valid for the contingency type: ContingencyType.ONE_TRIGGERS_OTHER has a parent and children, while the orders of the other types are all siblings, with no role
to_string
to_string() -> str
Returns a string that represents the current object