Target Position Task Order Management

Article TqSdk

Summary

This documentation explains how to manage a TargetPosTask instance in a futures trading application, focusing on cancelling a task and checking when it has finished. It states that an account may have only one such instance per contract at a time, and that its constructor settings cannot be changed. The cancellation method stops future target-volume updates and withdraws that task’s outstanding unfilled orders; the completion check indicates when the task will no longer submit or cancel orders.

The example uses a passive-priced task during the session, cancels it before the close, and waits for cancellation processing to finish. It then creates an active-priced task and sets the target volume to zero to close the position. This illustrates a practical order-management sequence, not a trading signal or profitability method. The example depends on the API’s update loop to process cancellations, and the document offers no execution guarantees or performance evidence.

Key ideas

Only one TargetPosTask instance can exist per account and contract at a time, with fixed constructor parameters.
Cancelling a task also requests withdrawal of its outstanding unfilled orders.
After cancellation, target-volume changes on that instance no longer take effect.
The completion check lets a strategy wait until task cancellation has finished before creating another instance.
The example switches from passive order handling to an active task targeting a flat position.

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Strategies 美股行业ETF三年输家—赢家逆向组合
Hypotheses 美股行业ETF三年输家—赢家逆向组合

Full text

# ... 策略代码 ...


.. _targetpostask2:

TargetPosTask 高级功能
====================================================

本篇文档假设您已经了解 :py:class:`~tqsdk.TargetPosTask` 的用法，文档参考 :ref:`targetpostask`。

本篇文档主要介绍 :py:class:`~tqsdk.TargetPosTask` 的高级用法。如何使用\
:py:meth:`~tqsdk.TargetPosTask.cancel` 和 :py:meth:`~tqsdk.TargetPosTask.is_finished` 方法。


应用情景说明
----------------------------------------------------

任何时刻，每个账户下一个合约只能有一个 :py:class:`~tqsdk.TargetPosTask` 实例，并且其构造参数不能修改。

但是在某些情况下，用户会希望可以管理 :py:class:`~tqsdk.TargetPosTask` 实例。

比如说，用户使用 :py:class:`~tqsdk.TargetPosTask` 的 **PASSIVE** 模式进行下单，希望在收盘前取消所有挂单（包含 :py:class:`~tqsdk.TargetPosTask` 实例的未成委托单），并平仓。

如何实现这样的功能
----------------------------------------------------

:py:class:`~tqsdk.TargetPosTask` 类提供了 :py:meth:`~tqsdk.TargetPosTask.cancel` 和 :py:meth:`~tqsdk.TargetPosTask.is_finished` 方法。

+ :py:meth:`~tqsdk.TargetPosTask.cancel` 方法会取消当前 :py:class:`~tqsdk.TargetPosTask` 实例，并撤销该实例已经发出但还未成交的委托单。取消后，此实例的 set_target_volume 函数不会再生效。
+ :py:meth:`~tqsdk.TargetPosTask.is_finished` 方法可以获取当前 :py:class:`~tqsdk.TargetPosTask` 实例是否已经结束。已经结束实例的 set_target_volume 函数不会再接受参数，此实例不会再下单或者撤单。

下面是一个例子::

    from datetime import datetime, time
    from tqsdk import TqApi, TqAuth, TargetPosTask

    api = TqApi(auth=TqAuth("快期账户", "账户密码"))
    quote = api.get_quote("SHFE.rb2701")
    target_pos_passive = TargetPosTask(api, "SHFE.rb2701", price="PASSIVE")

    while datetime.strptime(quote.datetime, "%Y-%m-%d %H:%M:%S.%f").time() < time(14, 50):
        api.wait_update()
        # ... 策略代码 ...

    # 取消 TargetPosTask 实例
    target_pos_passive.cancel()

    while not target_pos_passive.is_finished():  # 此循环等待 target_pos_passive 处理 cancel 结束
        api.wait_update()  # 调用wait_update()，会对已经发出但还是未成交的委托单撤单

    # 创建新的 TargetPosTask 实例
    target_pos_active = TargetPosTask(api, "SHFE.rb2701", price="ACTIVE")
    target_pos_active.set_target_volume(0)  # 平所有仓位

    while True:
        api.wait_update()
        # ... 策略代码 ...

    api.close()

Shown in full with attribution under the source's licence. Licence: Apache-2.0

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.

Managing Target Position Tasks and Cancelling Pending Orders

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