pyalgotrade基本术语

• instrument——商品，标的，即一切可交易的东西
• bar——一根K线
• frequency——K线的周期（日线，周线等）
• ask price ——叫卖价
• bid price ——叫买价
• position——仓位
• open position——开仓
• close position——平仓
• long position——多头仓位
• long——做多；short——做空
• session——一日当中的交易时间段
• market order——市价委托（A market order is an order to buy or sell a stock at the best available price. Generally, this type of order will be executed immediately. However, the price at which a market order will be executed is not guaranteed.）
• limit order——现价委托（A limit order is an order to buy or sell a stock at a specific price or better. A buy limit order can only be executed at the limit price or lower, and a sell limit order can only be executed at the limit price or higher.）
• stop order——止损委托（A stop order, also referred to as a stop-loss order, is an order to buy or sell a stock once the price of the stock reaches a specified price, known as the stop price. When the stop price is reached, a stop order becomes a market order. A buy stop order is entered at a stop price above the current market price. Investors generally use a buy stop order to limit a loss or to protect a profit on a stock that they have sold short. A sell stop order is entered at a stop price below the current market price. Investors generally use a sell stop order to limit a loss or to protect a profit on a stock that they own.）
• a good 'til canceled (GTC) order ——长期有效委托（跨越多个交易日的委托）
• all or none——委托属性，全部成交或者全部不成交，即是否允许委托部分成交。True为不允许部分成交
• Commission——佣金
• fill 成交
• PnL——损益
• TimeWeightedReturns——时间回报率，及指定时间段的平均回报率，不受资金流入流出的影响，能很好地考察操作的水平