Question about get

Quantopian's community platform is shutting down. Please read this post for more information and download your code.

Back to Community

Question about get_order()

posted Jul 8, 2013

Firstly - this is an amazing community and project. I look forward to being heavily involved. Big congrats to all those that have made Quantopian what it is today.

I need to get the status of my orders, I know that I need to call get_order( orderId ), but I couldn't find the API to know how to access the returned order object. Is there a state field to know if the order has been cancelled, partially filled, pending or filled ? I've gone through most of the docs, and know this is a new feature so it doesn't surprise me there isn't documentation yet.

I'm also assuming that when I call order( sid, 100), that that returns the orderId.

Are there plans to also include a get_filled_orders, or get_all_orders ?

5 responses

Brent Groya

Jul 8, 2013

The backend Zipline is open source so we can simply look at the code to discover parts of the system that are not in the API documentation.

https://github.com/quantopian/zipline/blob/master/zipline/finance/blotter.py

        order = Order(**{  
            'dt': self.current_dt,  
            'sid': sid,  
            'amount': amount,  
            'filled': 0,  
            'stop': stop_price,  
            'limit': limit_price,  
            'id': order_id  
        })

Mike Pretti

Jul 8, 2013

Thank you for the quick reply.
I've now downloaded zipline's source.

Exciting times ahead

Mike Pretti

Jul 8, 2013

Need a bit more help...

I have the following:

orderId = order(sid(5061), 100)
orderObj = get_order( orderId )
log.info( orderObj.filled )

The strategy builds fine, but I get the following Runtime exception:

Runtime exception: AttributeError: 'NoneType' object has no attribute 'filled'

Sorry if I'm missing something obvious here, Python is not my strongest language (obviously :) )

-Mike

Brent Groya

Jul 8, 2013

Do a check on the order object before accessing the fields.

orderId = order(sid(5061), 100)  
orderObj = get_order( orderId )  
if orderObj is not None:  
    log.info( orderObj.filled )

I am not well versed in Python either so I don't know why it throws an error. We can also do log.info( orderObj ) which will print a string representation of all the fields within the object. Doing this without the if statement does not throw an error and the object does not appear to be None type. Trying to access the fields without doing a None check does throw an error though.

I've attached a backtest sample which makes an order that gets filled over multiple days and tracks the order status in the debug log.

Dan Dunn

Jul 8, 2013

Mike, check out the various order commands here: https://www.quantopian.com/help#api-other. We do have a get_open_orders() command.

For the other question - you can't see the properties for something that doesn't exist yet, so Brent's code is good protection.

We don't have a "get all orders." Is there something in particular you're after? The results of that command could be ginormous! I'd like to find some other way to find what you're after.

Disclaimer

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.

You've successfully submitted a support ticket.

Our support team will be in touch soon.

Need help? Contact support.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.

Careers

Events

Status

Twitter

YouTube