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Question about get_order()

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

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  
        })  

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

Exciting times ahead

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

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.

Clone Algorithm
6
Loading...
Backtest from to with initial capital
Total Returns
--
Alpha
--
Beta
--
Sharpe
--
Sortino
--
Max Drawdown
--
Benchmark Returns
--
Volatility
--
Returns 1 Month 3 Month 6 Month 12 Month
Alpha 1 Month 3 Month 6 Month 12 Month
Beta 1 Month 3 Month 6 Month 12 Month
Sharpe 1 Month 3 Month 6 Month 12 Month
Sortino 1 Month 3 Month 6 Month 12 Month
Volatility 1 Month 3 Month 6 Month 12 Month
Max Drawdown 1 Month 3 Month 6 Month 12 Month
# Backtest ID: 51dafb25cd2bc306f3744fe6
This backtest was created using an older version of the backtester. Please re-run this backtest to see results using the latest backtester. Learn more about the recent changes.
There was a runtime error.

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.

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