quantlab.execution.rules.BarExecution#

class quantlab.execution.rules.BarExecution(rejected, settled)[source]#

Bases: object

What happened to one bar’s orders, as booleans on [S].

Attributes:

rejectednp.ndarray: An order was rejected where it would have traded: its target is not 0 or the symbol was held.
settlednp.ndarray: A held symbol was settled.