5. 订单类型

order_shares买入一只股票的一定股份数

import rqalpha
from rqalpha.api import *
def init(context):
    context.s1 = '000001.XSHE'
def handle_bar(context, bar_dict):
    cur_position = context.portfolio.positions[context.s1].quantity
    shares = context.portfolio.cash/bar_dict[context.s1].close
    if cur_position==0:
        order_shares(context.s1, shares)

order_target_percent买入两只股票的一定百分比

def init(context):
    context.s1 = '000001.XSHE'
    context.s2 = '600036.XSHG'
def handle_bar(context, bar_dict):
    if context.s1 not in context.portfolio.positions:
        order_target_percent(context.s1, 0.5)
    if context.s2 not in context.portfolio.positions:
        order_target_percent(context.s2, 0.5)

sell_open卖空一手股指期货与buy_close买多平仓

连续两天MA下跌卖出一手股指期货，连续两天MA上涨买入平仓。

def init(context):
    context.future = get_future_contracts("IF")[0]
def handle_bar(context, bar_dict):
    prices = history_bars(context.future, 12, '1d', 'close')
    ma = talib.EMA(prices, 10)
    sell_qty = context.portfolio.positions[future].sell_quantity
    if ma[-1] < ma[-2] and ma[-2] < ma[-3] and sell_qty == 0:
        sell_open(context.future, 1)
    if ma[-1] > ma[-2] and ma[-2]>ma[-3] and sell_qty > 0:
        buy_close(context.future, 1)

更多下单接口使用方式，情参考： http://rqalpha.readthedocs.io/zh_CN/latest/index.html