{
 "cells": [
  {
   "cell_type": "markdown",
   "id": "1c0c1b3c",
   "metadata": {
    "id": "1c0c1b3c"
   },
   "source": [
    "# 下單方法介紹(一)\n",
    "\n",
    "<span id=\"menu\"></span>\n",
    "# Zipline Order函數介紹－order和order_target\n",
    "Order函數是用於交易股票的函數，可以利用以下六種函數得出我們指定要交易的股票以及數量\n",
    "\n",
    "> ## Zipline有六種下單函數：\n",
    "\torder()：購買指定股數。\n",
    "\torder_value()：購買指定價值的股票。\n",
    "\torder_percent()：購買指定價值（整個投資組合價值（portfolio value）的一個特定比例）的股票。\n",
    "\torder_target()：交易直到該股票帳上總股數達到指定數量為止。\n",
    "    order_target_value()：交易到帳上該股票價值達到指定價值為止。\n",
    "    order_target_percent()：將股票在投資組合的比重調整到指定的比例。\n",
    ">     \n",
    "> ## 本篇將會介紹`order()`以及`order_target()`的使用辦法。\n",
    "本文件包含以下四個部份：\n",
    "> 1. [函數說明](#下單函數的參數與回傳值)\n",
    "> 2. [範例：order（搭配 limit_price）](#limit_price)\n",
    "> 3. [範例：order（搭配 stop_price）](#Stop_price)\n",
    "> 4. [範例：order_target](#order_target)\n",
    ">\n",
    "> ## 閱讀本篇之後可以搭配閱讀：\n",
    "> \n",
    "> 1. [Zipline Order（value & target_value）.ipynb](https://github.com/tejtw/TQuant-Lab/blob/main/lecture/Zipline%20Order%20(value%20%26%20target_value).ipynb)\n",
    ">\n",
    "> 2. [Zipline Order（percent & target_percent）.ipynb](https://github.com/tejtw/TQuant-Lab/blob/main/lecture/Zipline%20Order%20(percent%20%26%20target_percent).ipynb)"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "e03477ee",
   "metadata": {
    "id": "e03477ee"
   },
   "source": [
    "<span id=\"下單函數的參數與回傳值\"></span>\n",
    "## 下單函數的參數與回傳值：\n",
    "### <u>Import：</u>     \n",
    "使用前記得先做 import：`from zipline.api import order, order_target`或`from zipline.api import *`。\n",
    "\n",
    "\n",
    "### <u>Parameters：</u>\n",
    "- asset：*zipline.assets.Asset*，為該股票的`Asset`物件（`zipline.assets.Asset`，例如：Equity(0 [1101])，透過`symbol(\"1101\")`可將 symbol 轉成`Asset`物件）。\n",
    "- **amount／value／target／percent：數量、價值、目標、比重，依照每個下單函數各有不同，但一律正值代表 long（buy or cover），而負值代表 short（sell or short）。**\n",
    "- limit_price：*float, optional*\n",
    "  - 限價。\n",
    "  - 代表最高的買進價（或最低的賣出價）。\n",
    "  - 預設為 None。\n",
    "  \n",
    "    ```python\n",
    "    # 以order為例，其它下單函數概念一樣。\n",
    "    from zipline.api import order\n",
    "    \n",
    "    order(asset, amount, limit_price=limit_price)\n",
    "    ```\n",
    "- stop_price：*float, optional*\n",
    "  - 止損價。\n",
    "  - 若為買單，當市價 >= stop price，則用市價買入（若是賣單，則是在市價 <= stop price 後用市價賣出）。\n",
    "  - 預設為 None。\n",
    "  \n",
    "    ```python\n",
    "    # 以order為例，其它下單函數概念一樣。\n",
    "    from zipline.api import order\n",
    "    \n",
    "    order(asset, amount, stop_price=stop_price)\n",
    "    ```\n",
    "- style：*zipline.finance.execution.ExecutionStyle*\n",
    "  - 預設為 None。\n",
    "  - 設定限價及止損價。如果`limit_price`或`stop_price`已經提供了，就不能使用這個參數。\n",
    "  \n",
    "    ```python   \n",
    "    # 以order為例，其下單函數概念一樣。\n",
    "    from zipline.finance.execution import LimitOrder, StopOrder, StopLimitOrder\n",
    "    from zipline.api import order\n",
    "\n",
    "    # Limit order：\n",
    "    order(asset, amount, style=LimitOrder(limit_price))\n",
    "    # Stop order：\n",
    "    order(asset, amount, style=StopOrder(stop_price))\n",
    "    # StopLimit order：\n",
    "    order(asset, amount, style=StopLimitOrder(limit_price, stop_price))\n",
    "    ```\n",
    "\n",
    "### <u>Returns：</u>\n",
    "order_id：*str or None*，每張訂單獨一無二的 16 進制編碼。\n",
    "\n",
    "---\n",
    "\n",
    "### 交易機制：\n",
    "- 市價皆為**收盤價**。\n",
    "- 因 zipline 交易機制的關係，下單後會到next bar才成交（**也就是今天下單，下一交易日才成交**），所以`stop_price`及`limit_price`皆是和**下一個交易日的收盤價**做比較。\n",
    "- 若遇到**股票分割、股票股利等股數變動**情形：\n",
    "  - 在**除權日之前**下的單，`stop_price`及`limit_price`會在**除權日**進行調整。\n",
    "  - 新的`stop_price`及`limit_price`都是**原本數值乘以 ratio（也就是僅除權的調整係數）** 並 round 到小數以下第二位。（**僅除權的調整係數**使用 TEJ API 的 TWN/APIPRCD（交易資料-股價資料）中的 adjfac_a 欄位進行計算）\n",
    "  \n",
    "### 規則補充：\n",
    "- order 系列函數通常在`handle_data`階段使用且不得在`before_trading_start`階段使用。\n",
    "- 當使用 limit order、stop order、stop limit order 等**條件單（contingent order）**時，會產生額外的交易成本（**機會成本 opportunity cost**），因這些條件單的使用可能會影響潛在利潤。order 系列函數都提供相關功能可以模擬該成本。"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "99875a04",
   "metadata": {
    "id": "99875a04"
   },
   "source": [
    "## 設定環境"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 1,
   "id": "83c1fb45",
   "metadata": {
    "id": "83c1fb45",
    "outputId": "ab5200d9-fc1c-44e9-edc1-67fc3caddeab"
   },
   "outputs": [],
   "source": [
    "import pandas as pd\n",
    "import numpy as np\n",
    "import datetime\n",
    "import tejapi\n",
    "import time\n",
    "import os\n",
    "import warnings\n",
    "warnings.filterwarnings('ignore')\n",
    "\n",
    "# tej_key\n",
    "tej_key ='your key'\n",
    "tejapi.ApiConfig.api_key = tej_key\n",
    "os.environ['TEJAPI_BASE'] = \"https://api.tej.com.tw\"\n",
    "os.environ['TEJAPI_KEY'] = tej_key\n",
    "\n",
    "\n",
    "# date\n",
    "start='2018-07-24'\n",
    "end='2018-08-14'\n",
    "os.environ['mdate'] = '20180724 20180814'\n",
    "\n",
    "tz = 'UTC'\n",
    "start_dt, end_dt = pd.Timestamp(start, tz = tz), pd.Timestamp(end, tz = tz)\n",
    "\n",
    "# calendar\n",
    "calendar_name='TEJ'\n",
    "\n",
    "# bundle_name\n",
    "bundle_name = 'tquant'\n",
    "\n",
    "os.environ['ticker'] = '1101 1102 IR0001'"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "id": "725dab47",
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Merging daily equity files:\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "[2023-11-30 07:50:14.101796] INFO: zipline.data.bundles.core: Ingesting tquant.\n"
     ]
    }
   ],
   "source": [
    "!zipline ingest -b tquant"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "id": "da077113",
   "metadata": {},
   "outputs": [],
   "source": [
    "from zipline.api import *\n",
    "from zipline import run_algorithm\n",
    "from zipline.finance import commission, slippage\n",
    "from zipline.utils.calendar_utils import get_calendar\n",
    "\n",
    "from zipline.utils.run_algo import  get_transaction_detail"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "752a57ed",
   "metadata": {
    "id": "752a57ed"
   },
   "source": [
    "<span id=\"limit_price\"></span>\n",
    "# 範例：order（搭配 limit_price）\n",
    "從2018/07/24到2018/08/14，每天買一張1101，limit_price = 45。\n",
    "\n",
    "[Return to Menu](#menu)"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "77121776",
   "metadata": {
    "id": "77121776"
   },
   "source": [
    "`zipline.api.order(asset, amount, limit_price=None, stop_price=None, style=None)`\n",
    "\n",
    "####  amount\n",
    "- 單位為**股**。\n",
    "- 若下單股數有**小數點**的情形，則會**取整數**後再進行下單。取整數的方法為：若股數和最近整數相差在 0.0001 以內，就取最接近整數，否則直接去掉小數（3.9999 -> 4.0　;　5.5 -> 5.0　;　-5.5 -> -5.0）。\n",
    "\n",
    "####   limit_price = XX\n",
    "購買的價格必須<=XX才會買進"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "edfb3a3f",
   "metadata": {
    "id": "edfb3a3f"
   },
   "source": [
    "## 設定交易模型\n",
    "#### initialize(context):\n",
    "在回測開始時被調用的函數，進行初始化設定\n",
    "\n",
    "這邊透過context參數來儲存和共享各種回測所需的變數和參數\n",
    "\n",
    "* `context.tickers = ['1101']`\n",
    "        定義一個股票代碼列表，這裡我們指定 1101 的股票資料。\n",
    "* `context.asset = [symbol(ticker) for ticker in context.tickers]`\n",
    "        將股票代碼輸入進 context 中，並轉換為 `Asset` 物件。\n",
    "* `set_slippage(slippage.FixedSlippage(spread=0.00))`\n",
    "        設定滑價模型，這裡使用的是固定滑價模型，價差為 0。方便觀察。\n",
    "* `set_commission(commission.PerDollar(cost=commission_cost))`\n",
    "        設定交易費用模型，這裡設定一定比例的交易費用。\n",
    "* `set_benchmark(symbol('IR0001'))`\n",
    "        設定benchmark，將benchmark設為代碼為 'IR0001' 的資產，即發行量加權股價報酬指數。"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "id": "0c622aa2",
   "metadata": {
    "id": "0c622aa2"
   },
   "outputs": [],
   "source": [
    "def initialize(context):\n",
    "    context.tickers = ['1101']\n",
    "    context.asset = [symbol(ticker) for ticker in context.tickers]\n",
    "    set_slippage(slippage.FixedSlippage(spread=0.00))\n",
    "    set_commission(commission.PerDollar(cost=commission_cost))\n",
    "    set_benchmark(symbol('IR0001'))"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "32cd5711",
   "metadata": {
    "id": "32cd5711"
   },
   "source": [
    "## 設定交易策略\n",
    "#### handle_data(context, data):\n",
    "在每個交易日被調用的函數，用於處理資料並進行交易\n",
    "- data用於提供回測過程中的資料。通過data，我們可以獲取股票的歷史價格、成交量等資訊。\n",
    "\n",
    "對context.asset中的每檔股票，下單購買 1000 股，限價為 45。\n",
    "```python\n",
    "for asset in context.asset: \n",
    "    order(asset, 1000, limit_price = 45)\n",
    "```"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "id": "3a7281b3",
   "metadata": {
    "id": "3a7281b3"
   },
   "outputs": [],
   "source": [
    "def handle_data(context, data):\n",
    "\n",
    "    for asset in context.asset:\n",
    "        order(asset, 1000, limit_price = 45)"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "c995be5c",
   "metadata": {
    "id": "c995be5c"
   },
   "source": [
    "### 設定交易成本、回測\n",
    "- commission_cost：交易成本設置\n",
    "- capital_base：交易本金"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "id": "5944167b",
   "metadata": {
    "id": "5944167b"
   },
   "outputs": [],
   "source": [
    "commission_cost = 0.001425 + 0.003 / 2\n",
    "capital_base = 1e6"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "b07edbb3",
   "metadata": {
    "id": "b07edbb3"
   },
   "source": [
    "## 設置run_algorithm中的函數\n",
    "run_algorithm是用於運行zipline回測的主要程式碼，通過設定回測的起始日期、結束日期、初始資本金和所使用的數據，並使用initialize、handle_data和 analyze函數來進行回測運算。<br>\n",
    "### positions, transactions, orders = get_transaction_detail(performance)\n",
    "        使用get_transaction_detail產出以下三個DataFrame:\n",
    "            - positions 持倉狀態\n",
    "            - transactions 交易紀錄\n",
    "            - orders 訂單紀錄"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "id": "bff1c794",
   "metadata": {
    "id": "bff1c794",
    "outputId": "d4277e88-049c-40ee-fb7e-f3df633ade90"
   },
   "outputs": [],
   "source": [
    "closing_price = tejapi.fastget('TWN/APIPRCD',\n",
    "                               coid=['1101'],\n",
    "                               opts={'columns':['mdate','coid','close_d']},\n",
    "                               mdate={'gte':start_dt,'lte':end_dt },\n",
    "                               paginate=True)\n",
    "\n",
    "performance = run_algorithm(start=start_dt,\n",
    "                            end=end_dt,\n",
    "                            initialize=initialize,\n",
    "                            handle_data=handle_data,\n",
    "                            capital_base=capital_base,\n",
    "                            trading_calendar=get_calendar(calendar_name),\n",
    "                            bundle=bundle_name)\n",
    "\n",
    "positions, transactions, orders = get_transaction_detail(performance)"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "da96e2c8",
   "metadata": {
    "id": "da96e2c8"
   },
   "source": [
    "## 講解說明"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "5a003a24",
   "metadata": {},
   "source": [
    "### 7/25\n",
    "- 可以觀察到在每日收盤價7/25的收盤價大於 limit_price 的 45 元，因此只有下單，沒有買入股票。"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "id": "73406970",
   "metadata": {
    "scrolled": true
   },
   "outputs": [
    {
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    "closing_price[0:2]"
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       "      <td>45.0</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>Equity(0 [1101])</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                           sid symbol                                id  \\\n",
       "2018-07-24 13:30:00+08:00    0   1101  7c5082ab4b254b7eae1a047dd1fbe859   \n",
       "2018-07-25 13:30:00+08:00    0   1101  1c10829f4e49414c8a0ece983f70e6c7   \n",
       "\n",
       "                                                 dt reason  \\\n",
       "2018-07-24 13:30:00+08:00 2018-07-24 13:30:00+08:00   None   \n",
       "2018-07-25 13:30:00+08:00 2018-07-25 13:30:00+08:00   None   \n",
       "\n",
       "                                            created  amount  filled  \\\n",
       "2018-07-24 13:30:00+08:00 2018-07-24 13:30:00+08:00    1000       0   \n",
       "2018-07-25 13:30:00+08:00 2018-07-25 13:30:00+08:00    1000       0   \n",
       "\n",
       "                           commission  stop  limit  stop_reached  \\\n",
       "2018-07-24 13:30:00+08:00         0.0  None   45.0         False   \n",
       "2018-07-25 13:30:00+08:00         0.0  None   45.0         False   \n",
       "\n",
       "                           limit_reached             asset  status  \n",
       "2018-07-24 13:30:00+08:00          False  Equity(0 [1101])       0  \n",
       "2018-07-25 13:30:00+08:00          False  Equity(0 [1101])       0  "
      ]
     },
     "execution_count": 9,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# 7/24~7/25只有下單，沒有買入股票\n",
    "orders.loc['2018-07-24':'2018-07-25']"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 10,
   "id": "7ab4250d",
   "metadata": {
    "id": "7ab4250d",
    "outputId": "4d0228ec-1e4f-4253-ccad-1439f8b53868",
    "scrolled": true
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   "outputs": [
    {
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       "      <th>sid</th>\n",
       "      <th>symbol</th>\n",
       "      <th>amount</th>\n",
       "      <th>dt</th>\n",
       "      <th>price</th>\n",
       "      <th>order_id</th>\n",
       "      <th>asset</th>\n",
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       "Empty DataFrame\n",
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   ],
   "source": [
    "# 7/24~7/25沒有交易紀錄\n",
    "transactions.loc['2018-07-24':'2018-07-25']"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "5a40c368",
   "metadata": {},
   "source": [
    "### 7/26\n",
    "- 2018/7/26是**除權日**，配發 10% 股票股利。ratio = 0.908945。\n",
    "  - orders 中的 amount 由 1000 股變 1100 股（1000 / 0.908945）。\n",
    "  - 在7/24、7/25下的單（created），limit 皆變成 45 * 0.908945 = 40.9。\n",
    "- 因為7/26的收盤價 40.5 <= 40.9，所以兩單都在7/26成交（**status=1**），下單量也都調整成了 1100（amount）。而且**limit_reached在成交時也都變成了True**。\n",
    "\n",
    "- 但是7/26當天下的單（**created = '2018-07-26'**），limit_price 還是 45 沒有調整，amount 還是 1000。代表除權日後如果股價 <= 45（limit_price），則買進 1000 股。"
   ]
  },
  {
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   "execution_count": 11,
   "id": "b0d95893",
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   "outputs": [
    {
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       "       mdate  coid  close_d\n",
       "0 2018-07-24  1101     45.5\n",
       "1 2018-07-25  1101     45.1\n",
       "2 2018-07-26  1101     40.5"
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   "source": [
    "closing_price[0:3]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 12,
   "id": "572821fb",
   "metadata": {},
   "outputs": [
    {
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       "      <td>2018-07-26 13:30:00+08:00</td>\n",
       "      <td>None</td>\n",
       "      <td>2018-07-25 13:30:00+08:00</td>\n",
       "      <td>1100</td>\n",
       "      <td>1100</td>\n",
       "      <td>130.30875</td>\n",
       "      <td>None</td>\n",
       "      <td>40.9</td>\n",
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       "      <td>Equity(0 [1101])</td>\n",
       "      <td>1</td>\n",
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       "    <tr>\n",
       "      <th>2018-07-26 13:30:00+08:00</th>\n",
       "      <td>0</td>\n",
       "      <td>1101</td>\n",
       "      <td>3cd522d9281948798b443b5f0d204610</td>\n",
       "      <td>2018-07-26 13:30:00+08:00</td>\n",
       "      <td>None</td>\n",
       "      <td>2018-07-26 13:30:00+08:00</td>\n",
       "      <td>1000</td>\n",
       "      <td>0</td>\n",
       "      <td>0.00000</td>\n",
       "      <td>None</td>\n",
       "      <td>45.0</td>\n",
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       "      <td>0</td>\n",
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       "    <tr>\n",
       "      <th>2018-07-27 13:30:00+08:00</th>\n",
       "      <td>0</td>\n",
       "      <td>1101</td>\n",
       "      <td>3cd522d9281948798b443b5f0d204610</td>\n",
       "      <td>2018-07-27 13:30:00+08:00</td>\n",
       "      <td>None</td>\n",
       "      <td>2018-07-26 13:30:00+08:00</td>\n",
       "      <td>1000</td>\n",
       "      <td>1000</td>\n",
       "      <td>117.87750</td>\n",
       "      <td>None</td>\n",
       "      <td>45.0</td>\n",
       "      <td>False</td>\n",
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      "text/plain": [
       "                           sid symbol                                id  \\\n",
       "2018-07-24 13:30:00+08:00    0   1101  7c5082ab4b254b7eae1a047dd1fbe859   \n",
       "2018-07-25 13:30:00+08:00    0   1101  1c10829f4e49414c8a0ece983f70e6c7   \n",
       "2018-07-26 13:30:00+08:00    0   1101  7c5082ab4b254b7eae1a047dd1fbe859   \n",
       "2018-07-26 13:30:00+08:00    0   1101  1c10829f4e49414c8a0ece983f70e6c7   \n",
       "2018-07-26 13:30:00+08:00    0   1101  3cd522d9281948798b443b5f0d204610   \n",
       "2018-07-27 13:30:00+08:00    0   1101  3cd522d9281948798b443b5f0d204610   \n",
       "\n",
       "                                                 dt reason  \\\n",
       "2018-07-24 13:30:00+08:00 2018-07-24 13:30:00+08:00   None   \n",
       "2018-07-25 13:30:00+08:00 2018-07-25 13:30:00+08:00   None   \n",
       "2018-07-26 13:30:00+08:00 2018-07-26 13:30:00+08:00   None   \n",
       "2018-07-26 13:30:00+08:00 2018-07-26 13:30:00+08:00   None   \n",
       "2018-07-26 13:30:00+08:00 2018-07-26 13:30:00+08:00   None   \n",
       "2018-07-27 13:30:00+08:00 2018-07-27 13:30:00+08:00   None   \n",
       "\n",
       "                                            created  amount  filled  \\\n",
       "2018-07-24 13:30:00+08:00 2018-07-24 13:30:00+08:00    1000       0   \n",
       "2018-07-25 13:30:00+08:00 2018-07-25 13:30:00+08:00    1000       0   \n",
       "2018-07-26 13:30:00+08:00 2018-07-24 13:30:00+08:00    1100    1100   \n",
       "2018-07-26 13:30:00+08:00 2018-07-25 13:30:00+08:00    1100    1100   \n",
       "2018-07-26 13:30:00+08:00 2018-07-26 13:30:00+08:00    1000       0   \n",
       "2018-07-27 13:30:00+08:00 2018-07-26 13:30:00+08:00    1000    1000   \n",
       "\n",
       "                           commission  stop  limit  stop_reached  \\\n",
       "2018-07-24 13:30:00+08:00     0.00000  None   45.0         False   \n",
       "2018-07-25 13:30:00+08:00     0.00000  None   45.0         False   \n",
       "2018-07-26 13:30:00+08:00   130.30875  None   40.9         False   \n",
       "2018-07-26 13:30:00+08:00   130.30875  None   40.9         False   \n",
       "2018-07-26 13:30:00+08:00     0.00000  None   45.0         False   \n",
       "2018-07-27 13:30:00+08:00   117.87750  None   45.0         False   \n",
       "\n",
       "                           limit_reached             asset  status  \n",
       "2018-07-24 13:30:00+08:00          False  Equity(0 [1101])       0  \n",
       "2018-07-25 13:30:00+08:00          False  Equity(0 [1101])       0  \n",
       "2018-07-26 13:30:00+08:00           True  Equity(0 [1101])       1  \n",
       "2018-07-26 13:30:00+08:00           True  Equity(0 [1101])       1  \n",
       "2018-07-26 13:30:00+08:00          False  Equity(0 [1101])       0  \n",
       "2018-07-27 13:30:00+08:00           True  Equity(0 [1101])       1  "
      ]
     },
     "execution_count": 12,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "orders.query('created.dt.strftime(\"%Y-%m-%d\") in [\"2018-07-24\", \"2018-07-25\",\"2018-07-26\"]')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 13,
   "id": "92ce60b7",
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      "text/plain": [
       "                           sid symbol  amount                        dt  \\\n",
       "2018-07-26 13:30:00+08:00    0   1101    1100 2018-07-26 13:30:00+08:00   \n",
       "2018-07-26 13:30:00+08:00    0   1101    1100 2018-07-26 13:30:00+08:00   \n",
       "\n",
       "                           price                          order_id  \\\n",
       "2018-07-26 13:30:00+08:00   40.5  7c5082ab4b254b7eae1a047dd1fbe859   \n",
       "2018-07-26 13:30:00+08:00   40.5  1c10829f4e49414c8a0ece983f70e6c7   \n",
       "\n",
       "                                      asset commission  \n",
       "2018-07-26 13:30:00+08:00  Equity(0 [1101])       None  \n",
       "2018-07-26 13:30:00+08:00  Equity(0 [1101])       None  "
      ]
     },
     "execution_count": 13,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "transactions.loc['2018-07-26']"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "dd07a513",
   "metadata": {},
   "source": [
    "### 7/27\n",
    "- 因為7/27收盤價為 40.3 <= 45，於是用 40.3 元成交 1000 股。"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 14,
   "id": "6a2a0aff",
   "metadata": {},
   "outputs": [
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       "</div>"
      ],
      "text/plain": [
       "       mdate  coid  close_d\n",
       "3 2018-07-27  1101     40.3"
      ]
     },
     "execution_count": 14,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "closing_price[3:4]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 15,
   "id": "b8a0ed52",
   "metadata": {
    "scrolled": true
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   "outputs": [
    {
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       "                           sid symbol                                id  \\\n",
       "2018-07-26 13:30:00+08:00    0   1101  3cd522d9281948798b443b5f0d204610   \n",
       "2018-07-27 13:30:00+08:00    0   1101  3cd522d9281948798b443b5f0d204610   \n",
       "\n",
       "                                                 dt reason  \\\n",
       "2018-07-26 13:30:00+08:00 2018-07-26 13:30:00+08:00   None   \n",
       "2018-07-27 13:30:00+08:00 2018-07-27 13:30:00+08:00   None   \n",
       "\n",
       "                                            created  amount  filled  \\\n",
       "2018-07-26 13:30:00+08:00 2018-07-26 13:30:00+08:00    1000       0   \n",
       "2018-07-27 13:30:00+08:00 2018-07-26 13:30:00+08:00    1000    1000   \n",
       "\n",
       "                           commission  stop  limit  stop_reached  \\\n",
       "2018-07-26 13:30:00+08:00      0.0000  None   45.0         False   \n",
       "2018-07-27 13:30:00+08:00    117.8775  None   45.0         False   \n",
       "\n",
       "                           limit_reached             asset  status  \n",
       "2018-07-26 13:30:00+08:00          False  Equity(0 [1101])       0  \n",
       "2018-07-27 13:30:00+08:00           True  Equity(0 [1101])       1  "
      ]
     },
     "execution_count": 15,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "orders.query('created.dt.strftime(\"%Y-%m-%d\") == \"2018-07-26\"')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 16,
   "id": "894ff299",
   "metadata": {},
   "outputs": [
    {
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      ],
      "text/plain": [
       "                           sid symbol  amount                        dt  \\\n",
       "2018-07-27 13:30:00+08:00    0   1101    1000 2018-07-27 13:30:00+08:00   \n",
       "\n",
       "                           price                          order_id  \\\n",
       "2018-07-27 13:30:00+08:00   40.3  3cd522d9281948798b443b5f0d204610   \n",
       "\n",
       "                                      asset commission  \n",
       "2018-07-27 13:30:00+08:00  Equity(0 [1101])       None  "
      ]
     },
     "execution_count": 16,
     "metadata": {},
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   ],
   "source": [
    "transactions.loc['2018-07-27']"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "637b7289",
   "metadata": {},
   "source": [
    "### 補充：\n",
    "若原本 limit_price 設為 43.5，其餘條件不變，那7/24、7/25下的那兩單，要一直等到7/31股價 <= 43.5 * 0.908945 = 39.54 後，才會各以當天收盤價 39.35 及 1100 股成交。"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 17,
   "id": "f78faf9b",
   "metadata": {},
   "outputs": [
    {
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       "       mdate  coid  close_d\n",
       "0 2018-07-24  1101    45.50\n",
       "1 2018-07-25  1101    45.10\n",
       "2 2018-07-26  1101    40.50\n",
       "3 2018-07-27  1101    40.30\n",
       "4 2018-07-30  1101    40.70\n",
       "5 2018-07-31  1101    39.35"
      ]
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   "source": [
    "closing_price[0:6]"
   ]
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  {
   "cell_type": "markdown",
   "id": "1ac1e3db",
   "metadata": {
    "id": "1ac1e3db"
   },
   "source": [
    "<span id=\"Stop_price\"></span>\n",
    "# 範例：order（搭配 stop_price）\n",
    "[Return to Menu](#menu)"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "035b292c",
   "metadata": {
    "id": "035b292c"
   },
   "source": [
    "## 從2018/07/24到2018/08/14，每天買一張1101，stop_price = 43\n",
    "### stop_price = xx\n",
    "當價格>=xx時買入股票\n",
    "\n",
    "### handle_data設置\n",
    "這邊將交易策略進行修改：每天買一張 1101，購買的金額要 >= 43。"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 18,
   "id": "5b7bd672",
   "metadata": {
    "id": "5b7bd672"
   },
   "outputs": [],
   "source": [
    "def initialize(context):\n",
    "\n",
    "    context.tickers = ['1101']\n",
    "    context.asset = [symbol(ticker) for ticker in context.tickers]\n",
    "    set_slippage(slippage.FixedSlippage(spread=0.00))\n",
    "    set_commission(commission.PerDollar(cost=commission_cost))\n",
    "    set_benchmark(symbol('IR0001'))\n",
    "\n",
    "def handle_data(context, data):\n",
    "\n",
    "    for asset in context.asset:\n",
    "        order(asset, 1000, stop_price = 43)\n",
    "\n",
    "    record(close=data.current(context.asset, 'close'))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 19,
   "id": "d4f82708",
   "metadata": {
    "id": "d4f82708",
    "outputId": "2d4dc886-49e2-43b1-e246-51ac8485d7a5"
   },
   "outputs": [],
   "source": [
    "performance = run_algorithm(start=start_dt,\n",
    "                            end=end_dt,\n",
    "                            initialize=initialize,\n",
    "                            handle_data=handle_data,\n",
    "                            capital_base=capital_base,\n",
    "                            trading_calendar=get_calendar(calendar_name),\n",
    "                            bundle=bundle_name)\n",
    "\n",
    "positions, transactions, orders = get_transaction_detail(performance)"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "207bd38a",
   "metadata": {
    "id": "207bd38a"
   },
   "source": [
    "## 講解說明\n",
    "\n",
    "### 7/25\n",
    "  \n",
    "- 1101 在7/25（還沒發股票股利）收盤價為 45.1 >= 43（stop_price），所以7/24的單在7/25以 45.1 * 1000 股成交。成交時 'stop_reached' 也會變成 True。"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 20,
   "id": "8b4d700f",
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    "id": "8b4d700f",
    "outputId": "76863e3c-815e-4f99-90bf-b071d5830d3b",
    "scrolled": true
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      ],
      "text/plain": [
       "                           sid symbol                                id  \\\n",
       "2018-07-24 13:30:00+08:00    0   1101  9ab43e2f8af8492b8849fb2ba0d31f78   \n",
       "2018-07-25 13:30:00+08:00    0   1101  9ab43e2f8af8492b8849fb2ba0d31f78   \n",
       "\n",
       "                                                 dt reason  \\\n",
       "2018-07-24 13:30:00+08:00 2018-07-24 13:30:00+08:00   None   \n",
       "2018-07-25 13:30:00+08:00 2018-07-25 13:30:00+08:00   None   \n",
       "\n",
       "                                            created  amount  filled  \\\n",
       "2018-07-24 13:30:00+08:00 2018-07-24 13:30:00+08:00    1000       0   \n",
       "2018-07-25 13:30:00+08:00 2018-07-24 13:30:00+08:00    1000    1000   \n",
       "\n",
       "                           commission  stop limit  stop_reached  \\\n",
       "2018-07-24 13:30:00+08:00      0.0000  43.0  None         False   \n",
       "2018-07-25 13:30:00+08:00    131.9175  43.0  None          True   \n",
       "\n",
       "                           limit_reached             asset  status  \n",
       "2018-07-24 13:30:00+08:00          False  Equity(0 [1101])       0  \n",
       "2018-07-25 13:30:00+08:00          False  Equity(0 [1101])       1  "
      ]
     },
     "execution_count": 21,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "orders.query('created.dt.strftime(\"%Y-%m-%d\") == \"2018-07-24\"')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 22,
   "id": "764042bb",
   "metadata": {},
   "outputs": [
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       "      <th>2018-07-25 13:30:00+08:00</th>\n",
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       "      <td>1000</td>\n",
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       "      <td>45.1</td>\n",
       "      <td>9ab43e2f8af8492b8849fb2ba0d31f78</td>\n",
       "      <td>Equity(0 [1101])</td>\n",
       "      <td>None</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                           sid symbol  amount                        dt  \\\n",
       "2018-07-25 13:30:00+08:00    0   1101    1000 2018-07-25 13:30:00+08:00   \n",
       "\n",
       "                           price                          order_id  \\\n",
       "2018-07-25 13:30:00+08:00   45.1  9ab43e2f8af8492b8849fb2ba0d31f78   \n",
       "\n",
       "                                      asset commission  \n",
       "2018-07-25 13:30:00+08:00  Equity(0 [1101])       None  "
      ]
     },
     "execution_count": 22,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "transactions.loc['2018-07-25']"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "5391f2d0",
   "metadata": {},
   "source": [
    "### 7/26\n",
    "\n",
    "- 7/26為除權日，7/25的單處理邏輯是：下單量調整成 1000 / 0.908945 = 1100，stop_price 調整為 43 * 0.908945 = 39.08。\n",
    "  - 因為7/26收盤價 40.5 >= 39.08（新 stop_price），所以會以 40.5 * 1100 股成交。"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 23,
   "id": "d606ce11",
   "metadata": {},
   "outputs": [
    {
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       "       mdate  coid  close_d\n",
       "2 2018-07-26  1101     40.5"
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    "closing_price[2:3]"
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       "                           sid symbol                                id  \\\n",
       "2018-07-25 13:30:00+08:00    0   1101  aeceec987b19442ebd37483fb5a6acab   \n",
       "2018-07-26 13:30:00+08:00    0   1101  aeceec987b19442ebd37483fb5a6acab   \n",
       "\n",
       "                                                 dt reason  \\\n",
       "2018-07-25 13:30:00+08:00 2018-07-25 13:30:00+08:00   None   \n",
       "2018-07-26 13:30:00+08:00 2018-07-26 13:30:00+08:00   None   \n",
       "\n",
       "                                            created  amount  filled  \\\n",
       "2018-07-25 13:30:00+08:00 2018-07-25 13:30:00+08:00    1000       0   \n",
       "2018-07-26 13:30:00+08:00 2018-07-25 13:30:00+08:00    1100    1100   \n",
       "\n",
       "                           commission   stop limit  stop_reached  \\\n",
       "2018-07-25 13:30:00+08:00     0.00000  43.00  None         False   \n",
       "2018-07-26 13:30:00+08:00   130.30875  39.08  None          True   \n",
       "\n",
       "                           limit_reached             asset  status  \n",
       "2018-07-25 13:30:00+08:00          False  Equity(0 [1101])       0  \n",
       "2018-07-26 13:30:00+08:00          False  Equity(0 [1101])       1  "
      ]
     },
     "execution_count": 24,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "orders.query('created.dt.strftime(\"%Y-%m-%d\") == \"2018-07-25\"')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 25,
   "id": "62b0c3b7",
   "metadata": {},
   "outputs": [
    {
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       "                           sid symbol  amount                        dt  \\\n",
       "2018-07-26 13:30:00+08:00    0   1101    1100 2018-07-26 13:30:00+08:00   \n",
       "\n",
       "                           price                          order_id  \\\n",
       "2018-07-26 13:30:00+08:00   40.5  aeceec987b19442ebd37483fb5a6acab   \n",
       "\n",
       "                                      asset commission  \n",
       "2018-07-26 13:30:00+08:00  Equity(0 [1101])       None  "
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     "execution_count": 25,
     "metadata": {},
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    "transactions.loc['2018-07-26']"
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   "metadata": {},
   "source": [
    "- 7/26和之後下的單子，因為收盤價一直沒有達到 43，7/26到8/13的單子都累積到了8/14才各自用 43.3 * 1000 股成交。"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 26,
   "id": "6d8c8253",
   "metadata": {},
   "outputs": [
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       "        mdate  coid  close_d\n",
       "3  2018-07-27  1101    40.30\n",
       "4  2018-07-30  1101    40.70\n",
       "5  2018-07-31  1101    39.35\n",
       "6  2018-08-01  1101    41.05\n",
       "7  2018-08-02  1101    40.60\n",
       "8  2018-08-03  1101    40.45\n",
       "9  2018-08-06  1101    40.35\n",
       "10 2018-08-07  1101    40.15\n",
       "11 2018-08-08  1101    40.60\n",
       "12 2018-08-09  1101    40.50\n",
       "13 2018-08-10  1101    41.50\n",
       "14 2018-08-13  1101    42.15\n",
       "15 2018-08-14  1101    43.30"
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   "source": [
    "closing_price[3:]"
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  {
   "cell_type": "markdown",
   "id": "7a0ba317",
   "metadata": {
    "id": "7a0ba317"
   },
   "source": [
    "- 在下面這張 positions 表格可以看到，7/25的 1000 股（amount），是除權前就成交的（7/24下單，7/25成交）。\n",
    "- 而7/25的單在除權日（7/26）成交，所以才會變成買入 1100 股，原本帳上持有的 1000 股也在7/26變成 1100 股，帳上共 2200 股（amount）。\n",
    "- 7/26至8/13共計 13 交易日的單子，則全部在8/14成交，因為下單跟成交都在除權後發生，沒有受到影響，每一單都是 1000 股。"
   ]
  },
  {
   "cell_type": "code",
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   "id": "a5650bd0",
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    "id": "a5650bd0",
    "outputId": "caa8f1aa-854f-4080-87c3-b48f637300e3",
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       "      <td>2200</td>\n",
       "      <td>40.864231</td>\n",
       "      <td>40.60</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-08-09 13:30:00+08:00</th>\n",
       "      <td>0</td>\n",
       "      <td>1101</td>\n",
       "      <td>Equity(0 [1101])</td>\n",
       "      <td>2200</td>\n",
       "      <td>40.864231</td>\n",
       "      <td>40.50</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-08-10 13:30:00+08:00</th>\n",
       "      <td>0</td>\n",
       "      <td>1101</td>\n",
       "      <td>Equity(0 [1101])</td>\n",
       "      <td>2200</td>\n",
       "      <td>40.864231</td>\n",
       "      <td>41.50</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-08-13 13:30:00+08:00</th>\n",
       "      <td>0</td>\n",
       "      <td>1101</td>\n",
       "      <td>Equity(0 [1101])</td>\n",
       "      <td>2200</td>\n",
       "      <td>40.864231</td>\n",
       "      <td>42.15</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-08-14 13:30:00+08:00</th>\n",
       "      <td>0</td>\n",
       "      <td>1101</td>\n",
       "      <td>Equity(0 [1101])</td>\n",
       "      <td>15200</td>\n",
       "      <td>43.055776</td>\n",
       "      <td>43.30</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                           sid symbol             asset  amount  cost_basis  \\\n",
       "2018-07-25 13:30:00+08:00    0   1101  Equity(0 [1101])    1000   45.231918   \n",
       "2018-07-26 13:30:00+08:00    0   1101  Equity(0 [1101])    2200   40.864231   \n",
       "2018-07-27 13:30:00+08:00    0   1101  Equity(0 [1101])    2200   40.864231   \n",
       "2018-07-30 13:30:00+08:00    0   1101  Equity(0 [1101])    2200   40.864231   \n",
       "2018-07-31 13:30:00+08:00    0   1101  Equity(0 [1101])    2200   40.864231   \n",
       "2018-08-01 13:30:00+08:00    0   1101  Equity(0 [1101])    2200   40.864231   \n",
       "2018-08-02 13:30:00+08:00    0   1101  Equity(0 [1101])    2200   40.864231   \n",
       "2018-08-03 13:30:00+08:00    0   1101  Equity(0 [1101])    2200   40.864231   \n",
       "2018-08-06 13:30:00+08:00    0   1101  Equity(0 [1101])    2200   40.864231   \n",
       "2018-08-07 13:30:00+08:00    0   1101  Equity(0 [1101])    2200   40.864231   \n",
       "2018-08-08 13:30:00+08:00    0   1101  Equity(0 [1101])    2200   40.864231   \n",
       "2018-08-09 13:30:00+08:00    0   1101  Equity(0 [1101])    2200   40.864231   \n",
       "2018-08-10 13:30:00+08:00    0   1101  Equity(0 [1101])    2200   40.864231   \n",
       "2018-08-13 13:30:00+08:00    0   1101  Equity(0 [1101])    2200   40.864231   \n",
       "2018-08-14 13:30:00+08:00    0   1101  Equity(0 [1101])   15200   43.055776   \n",
       "\n",
       "                           last_sale_price  \n",
       "2018-07-25 13:30:00+08:00            45.10  \n",
       "2018-07-26 13:30:00+08:00            40.50  \n",
       "2018-07-27 13:30:00+08:00            40.30  \n",
       "2018-07-30 13:30:00+08:00            40.70  \n",
       "2018-07-31 13:30:00+08:00            39.35  \n",
       "2018-08-01 13:30:00+08:00            41.05  \n",
       "2018-08-02 13:30:00+08:00            40.60  \n",
       "2018-08-03 13:30:00+08:00            40.45  \n",
       "2018-08-06 13:30:00+08:00            40.35  \n",
       "2018-08-07 13:30:00+08:00            40.15  \n",
       "2018-08-08 13:30:00+08:00            40.60  \n",
       "2018-08-09 13:30:00+08:00            40.50  \n",
       "2018-08-10 13:30:00+08:00            41.50  \n",
       "2018-08-13 13:30:00+08:00            42.15  \n",
       "2018-08-14 13:30:00+08:00            43.30  "
      ]
     },
     "execution_count": 27,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "positions"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "612e519c",
   "metadata": {
    "id": "612e519c"
   },
   "source": [
    "<span id=\"order_target\"></span>\n",
    "# 範例：order_target\n",
    "[Return to Menu](#menu)"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "a7471383",
   "metadata": {
    "id": "a7471383"
   },
   "source": [
    "`zipline.api.order_target(asset, target, limit_price=None, stop_price=None, style=None)`\n",
    "\n",
    "- `order_target`的概念和`order`很像，差別是`order_target`會透過買／賣讓**帳上的股票數量達到指定的數量('target')**，而不像`order`直接買／賣該數量('amount')。\n",
    "- 若下單股數若有**小數點**情形，則會**取整數**後再進行下單。取整數的方法為：若股數和最近整數相差在 0.0001 以內，就取最接近整數，否則直接去掉小數（3.9999 -> 4.0　;　5.5 -> 5.0　;　-5.5 -> -5.0）。\n",
    "- target 單位為**股**。"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "ebc8c24b",
   "metadata": {
    "id": "ebc8c24b"
   },
   "source": [
    "## 把本單元所有概念結合\n",
    "### 設定交易策略\n",
    "#### handle_data\n",
    "1. ```python\n",
    "    if context.i == 0: # 2018-07-24\n",
    "        for asset in context.asset:\n",
    "            order(asset, 1000)\n",
    "   ```\n",
    "   在回測的第一個時間點（context.i 為 0，2018-07-24），下單購買 1000 股的1101。\n",
    "        \n",
    "2. ```python\n",
    "    if context.i == 1: # 2018-07-25\n",
    "        for asset in context.asset:\n",
    "            order_target(asset, 1100)\n",
    "   ```\n",
    "   在回測的第二個時間點（context.i 為 1，2018-07-25），對投資組合中的每檔股票進行調整，使其持有量達到 1100 股。    \n",
    "        \n",
    "3. ```python\n",
    "    if context.i == 3: # 2018-07-27\n",
    "        for asset in context.asset:\n",
    "            order_target(asset, 2000)\n",
    "   ```\n",
    "   在回測的第四個時間點（context.i 為 3，2018-07-27），對投資組合中的每檔股票進行調整，使其持有量達到 2000 股。\n",
    "    \n",
    "4. ```python\n",
    "    if context.i == 5: # 2018-07-31\n",
    "        for asset in context.asset:\n",
    "            order_target(asset, 3000, stop_price = 40, limit_price = 40.3)\n",
    "   ```\n",
    "   在回測的第六個時間點（context.i 為 5，2018-07-31），對投資組合中的每檔股票進行調整，使其持有量達到 3000 股。此外，此訂單還設定了（stop_price）為 40 和（limit_price）為 40.3，代表當股價在 >= 40 及 <= 40.3 時才會進行交易。\n",
    "        \n",
    "5. \n",
    "```python\n",
    "record(close=data.current(context.asset, 'close'))\n",
    "context.i += 1\n",
    "```\n",
    "記錄每檔股票的收盤價，並將 `context.i` 遞增 1，表示回測進入下一個時間點。"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 28,
   "id": "8c4aa31c",
   "metadata": {
    "id": "8c4aa31c"
   },
   "outputs": [],
   "source": [
    "def initialize(context):\n",
    "    context.i = 0\n",
    "    context.tickers = ['1101']\n",
    "    context.asset = [symbol(ticker) for ticker in context.tickers]\n",
    "    set_slippage(slippage.FixedSlippage(spread=0.00))\n",
    "    set_commission(commission.PerDollar(cost=commission_cost))\n",
    "    set_benchmark(symbol('IR0001'))\n",
    "\n",
    "def handle_data(context, data):\n",
    "\n",
    "    if context.i == 0: # 2018-07-24\n",
    "        for asset in context.asset:\n",
    "            order(asset, 1000)\n",
    "\n",
    "    if context.i == 1: # 2018-07-25\n",
    "        for asset in context.asset:\n",
    "            order_target(asset, 1100)\n",
    "\n",
    "    if context.i == 3: # 2018-07-27\n",
    "        for asset in context.asset:\n",
    "            order_target(asset, 2000)\n",
    "\n",
    "    if context.i == 5: # 2018-07-30\n",
    "        for asset in context.asset:\n",
    "            order_target(asset, 3000, stop_price = 40, limit_price = 40.3)\n",
    "\n",
    "    record(close=data.current(context.asset, 'close'))\n",
    "    context.i += 1"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 29,
   "id": "a0a3bcda",
   "metadata": {
    "id": "a0a3bcda",
    "outputId": "c05c76ab-6a10-426d-b2f5-6356ef4db869"
   },
   "outputs": [],
   "source": [
    "performance = run_algorithm(start=start_dt,\n",
    "                            end=end_dt,\n",
    "                            initialize=initialize,\n",
    "                            handle_data=handle_data,\n",
    "                            capital_base=capital_base,\n",
    "                            trading_calendar=get_calendar(calendar_name),\n",
    "                            bundle=bundle_name)\n",
    "\n",
    "positions, transactions, orders = get_transaction_detail(performance)"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "960ad785",
   "metadata": {
    "id": "960ad785"
   },
   "source": [
    "## 講解說明"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "33c965e9",
   "metadata": {
    "id": "33c965e9"
   },
   "source": [
    "### 7/24、7/25\n",
    "- 7/24時用最基本的order功能下單 1000 股的台泥（1101）。並在7/25成交。\n",
    "- 7/25用 order_target 將目標股數設為 1100，於是下單 100 股。"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 30,
   "id": "2c4e83a9",
   "metadata": {
    "id": "2c4e83a9",
    "outputId": "ef6341f9-cdf6-49aa-fd2b-ad8a157e3690",
    "scrolled": false
   },
   "outputs": [
    {
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       "    <tr>\n",
       "      <th>2018-07-24 13:30:00+08:00</th>\n",
       "      <td>0</td>\n",
       "      <td>1101</td>\n",
       "      <td>820fc923a6ec4f85a374b399011c3d74</td>\n",
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       "      <td>0</td>\n",
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       "    <tr>\n",
       "      <th>2018-07-25 13:30:00+08:00</th>\n",
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       "      <td>1101</td>\n",
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       "      <th>2018-07-25 13:30:00+08:00</th>\n",
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       "                           sid symbol                                id  \\\n",
       "2018-07-24 13:30:00+08:00    0   1101  820fc923a6ec4f85a374b399011c3d74   \n",
       "2018-07-25 13:30:00+08:00    0   1101  820fc923a6ec4f85a374b399011c3d74   \n",
       "2018-07-25 13:30:00+08:00    0   1101  dbc6e7a6a4474f46920d8008ac93dcdb   \n",
       "\n",
       "                                                 dt reason  \\\n",
       "2018-07-24 13:30:00+08:00 2018-07-24 13:30:00+08:00   None   \n",
       "2018-07-25 13:30:00+08:00 2018-07-25 13:30:00+08:00   None   \n",
       "2018-07-25 13:30:00+08:00 2018-07-25 13:30:00+08:00   None   \n",
       "\n",
       "                                            created  amount  filled  \\\n",
       "2018-07-24 13:30:00+08:00 2018-07-24 13:30:00+08:00    1000       0   \n",
       "2018-07-25 13:30:00+08:00 2018-07-24 13:30:00+08:00    1000    1000   \n",
       "2018-07-25 13:30:00+08:00 2018-07-25 13:30:00+08:00     100       0   \n",
       "\n",
       "                           commission  stop limit  stop_reached  \\\n",
       "2018-07-24 13:30:00+08:00      0.0000  None  None         False   \n",
       "2018-07-25 13:30:00+08:00    131.9175  None  None         False   \n",
       "2018-07-25 13:30:00+08:00      0.0000  None  None         False   \n",
       "\n",
       "                           limit_reached             asset  status  \n",
       "2018-07-24 13:30:00+08:00          False  Equity(0 [1101])       0  \n",
       "2018-07-25 13:30:00+08:00          False  Equity(0 [1101])       1  \n",
       "2018-07-25 13:30:00+08:00          False  Equity(0 [1101])       0  "
      ]
     },
     "execution_count": 30,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "orders.loc['2018-07-24':'2018-07-25']"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "b212bf90",
   "metadata": {},
   "source": [
    "在下一個交易日（7/26）遇到除權日，ratio = 0.908945，所以7/25的單子amount會調整成 100 / 0.908945 = 110。"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 31,
   "id": "419b12d1",
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    "id": "419b12d1",
    "outputId": "ad8b6bbf-1cc0-4ad6-fdb5-6e9b82d8ce4b",
    "scrolled": true
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      "text/plain": [
       "                           sid symbol                                id  \\\n",
       "2018-07-25 13:30:00+08:00    0   1101  dbc6e7a6a4474f46920d8008ac93dcdb   \n",
       "2018-07-26 13:30:00+08:00    0   1101  dbc6e7a6a4474f46920d8008ac93dcdb   \n",
       "\n",
       "                                                 dt reason  \\\n",
       "2018-07-25 13:30:00+08:00 2018-07-25 13:30:00+08:00   None   \n",
       "2018-07-26 13:30:00+08:00 2018-07-26 13:30:00+08:00   None   \n",
       "\n",
       "                                            created  amount  filled  \\\n",
       "2018-07-25 13:30:00+08:00 2018-07-25 13:30:00+08:00     100       0   \n",
       "2018-07-26 13:30:00+08:00 2018-07-25 13:30:00+08:00     110     110   \n",
       "\n",
       "                           commission  stop limit  stop_reached  \\\n",
       "2018-07-25 13:30:00+08:00    0.000000  None  None         False   \n",
       "2018-07-26 13:30:00+08:00   13.030875  None  None         False   \n",
       "\n",
       "                           limit_reached             asset  status  \n",
       "2018-07-25 13:30:00+08:00          False  Equity(0 [1101])       0  \n",
       "2018-07-26 13:30:00+08:00          False  Equity(0 [1101])       1  "
      ]
     },
     "execution_count": 31,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "orders.query('created.dt.strftime(\"%Y-%m-%d\") == \"2018-07-25\"')"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "2d338ab5",
   "metadata": {},
   "source": [
    "原本帳上的 1000 股也在除權日調整成 1100 股，所以7/26收盤時手上共有 1100 + 110 = 1210 股。 不會是原先設定的 1100 股。"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 32,
   "id": "ede206e1",
   "metadata": {
    "id": "ede206e1",
    "outputId": "f4eee615-da39-4a65-a5a7-a7188bebabf7",
    "scrolled": true
   },
   "outputs": [
    {
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       "      <th>2018-07-25 13:30:00+08:00</th>\n",
       "      <td>0</td>\n",
       "      <td>1101</td>\n",
       "      <td>Equity(0 [1101])</td>\n",
       "      <td>1000</td>\n",
       "      <td>45.231918</td>\n",
       "      <td>45.1</td>\n",
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       "      <th>2018-07-26 13:30:00+08:00</th>\n",
       "      <td>0</td>\n",
       "      <td>1101</td>\n",
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       "      <td>1210</td>\n",
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       "      <td>40.5</td>\n",
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      "text/plain": [
       "                           sid symbol             asset  amount  cost_basis  \\\n",
       "2018-07-25 13:30:00+08:00    0   1101  Equity(0 [1101])    1000   45.231918   \n",
       "2018-07-26 13:30:00+08:00    0   1101  Equity(0 [1101])    1210   41.065315   \n",
       "\n",
       "                           last_sale_price  \n",
       "2018-07-25 13:30:00+08:00             45.1  \n",
       "2018-07-26 13:30:00+08:00             40.5  "
      ]
     },
     "execution_count": 32,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "positions.loc['2018-07-25':'2018-07-26']"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "9cac63c0",
   "metadata": {
    "id": "9cac63c0"
   },
   "source": [
    "### 7/27\n",
    "在7/27時用 order_target 將手上股數調整成 2000，算出還需要 2000 - 1210 = 790股，下單後隔日成交。"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 33,
   "id": "ac1159c7",
   "metadata": {
    "id": "ac1159c7",
    "outputId": "3d6d428e-063a-408d-cf10-1139e0cd38bf",
    "scrolled": true
   },
   "outputs": [
    {
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       "      <th>2018-07-27 13:30:00+08:00</th>\n",
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       "      <td>Equity(0 [1101])</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-07-30 13:30:00+08:00</th>\n",
       "      <td>0</td>\n",
       "      <td>1101</td>\n",
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       "      <td>2018-07-30 13:30:00+08:00</td>\n",
       "      <td>None</td>\n",
       "      <td>2018-07-27 13:30:00+08:00</td>\n",
       "      <td>790</td>\n",
       "      <td>790</td>\n",
       "      <td>94.047525</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>Equity(0 [1101])</td>\n",
       "      <td>1</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                           sid symbol                                id  \\\n",
       "2018-07-27 13:30:00+08:00    0   1101  d08de58cacf9486ea3600687569cc154   \n",
       "2018-07-30 13:30:00+08:00    0   1101  d08de58cacf9486ea3600687569cc154   \n",
       "\n",
       "                                                 dt reason  \\\n",
       "2018-07-27 13:30:00+08:00 2018-07-27 13:30:00+08:00   None   \n",
       "2018-07-30 13:30:00+08:00 2018-07-30 13:30:00+08:00   None   \n",
       "\n",
       "                                            created  amount  filled  \\\n",
       "2018-07-27 13:30:00+08:00 2018-07-27 13:30:00+08:00     790       0   \n",
       "2018-07-30 13:30:00+08:00 2018-07-27 13:30:00+08:00     790     790   \n",
       "\n",
       "                           commission  stop limit  stop_reached  \\\n",
       "2018-07-27 13:30:00+08:00    0.000000  None  None         False   \n",
       "2018-07-30 13:30:00+08:00   94.047525  None  None         False   \n",
       "\n",
       "                           limit_reached             asset  status  \n",
       "2018-07-27 13:30:00+08:00          False  Equity(0 [1101])       0  \n",
       "2018-07-30 13:30:00+08:00          False  Equity(0 [1101])       1  "
      ]
     },
     "execution_count": 33,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "orders.loc['2018-07-27':'2018-07-30']"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 34,
   "id": "6bf52975",
   "metadata": {
    "scrolled": true
   },
   "outputs": [
    {
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       "      <th>last_sale_price</th>\n",
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       "      <th>2018-07-30 13:30:00+08:00</th>\n",
       "      <td>0</td>\n",
       "      <td>1101</td>\n",
       "      <td>Equity(0 [1101])</td>\n",
       "      <td>2000</td>\n",
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       "      <td>40.7</td>\n",
       "    </tr>\n",
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      ],
      "text/plain": [
       "                           sid symbol             asset  amount  cost_basis  \\\n",
       "2018-07-30 13:30:00+08:00    0   1101  Equity(0 [1101])    2000   40.968039   \n",
       "\n",
       "                           last_sale_price  \n",
       "2018-07-30 13:30:00+08:00             40.7  "
      ]
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     "execution_count": 34,
     "metadata": {},
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   "source": [
    "positions[3:4]"
   ]
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  {
   "cell_type": "markdown",
   "id": "dad58e6b",
   "metadata": {
    "id": "dad58e6b"
   },
   "source": [
    "### 7/31\n",
    "在7/31時下單：`order_target(asset, 3000, stop_price = 40, limit_price = 40.3)`\n",
    "- 這代表當股價 >= 40 以後，買 1000 股將帳上持有股數從 2000 股調整成 3000 股，但是限制買入價不能超過 40.3。\n",
    "- 在8/1時股價就超過 40，所以一直要到8/7時股價 <= 40.3 時才會買入 1000 股。"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 35,
   "id": "ccefaf2b",
   "metadata": {
    "id": "ccefaf2b",
    "outputId": "b256ad77-4a32-423e-d241-d9a3a9f2b17c",
    "scrolled": true
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   "outputs": [
    {
     "data": {
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       "      <th>symbol</th>\n",
       "      <th>id</th>\n",
       "      <th>dt</th>\n",
       "      <th>reason</th>\n",
       "      <th>created</th>\n",
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       "      <th>limit_reached</th>\n",
       "      <th>asset</th>\n",
       "      <th>status</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2018-07-31 13:30:00+08:00</th>\n",
       "      <td>0</td>\n",
       "      <td>1101</td>\n",
       "      <td>a03305260c3d4760a7c586b5153970fb</td>\n",
       "      <td>2018-07-31 13:30:00+08:00</td>\n",
       "      <td>None</td>\n",
       "      <td>2018-07-31 13:30:00+08:00</td>\n",
       "      <td>1000</td>\n",
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       "      <td>0.0</td>\n",
       "      <td>40.0</td>\n",
       "      <td>40.3</td>\n",
       "      <td>False</td>\n",
       "      <td>False</td>\n",
       "      <td>Equity(0 [1101])</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                           sid symbol                                id  \\\n",
       "2018-07-31 13:30:00+08:00    0   1101  a03305260c3d4760a7c586b5153970fb   \n",
       "\n",
       "                                                 dt reason  \\\n",
       "2018-07-31 13:30:00+08:00 2018-07-31 13:30:00+08:00   None   \n",
       "\n",
       "                                            created  amount  filled  \\\n",
       "2018-07-31 13:30:00+08:00 2018-07-31 13:30:00+08:00    1000       0   \n",
       "\n",
       "                           commission  stop limit  stop_reached  \\\n",
       "2018-07-31 13:30:00+08:00         0.0  40.0  40.3         False   \n",
       "\n",
       "                           limit_reached             asset  status  \n",
       "2018-07-31 13:30:00+08:00          False  Equity(0 [1101])       0  "
      ]
     },
     "execution_count": 35,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# 下order_target(asset, 3000, stop_price = 40, limit_price = 40.3)\n",
    "orders.loc['2018-07-31']"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 36,
   "id": "aad2fde3",
   "metadata": {
    "id": "aad2fde3",
    "outputId": "795d75c6-8317-45b6-ce93-ca02f3564d0c"
   },
   "outputs": [
    {
     "data": {
      "text/html": [
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       "<table border=\"1\" class=\"dataframe\">\n",
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       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>mdate</th>\n",
       "      <th>coid</th>\n",
       "      <th>close_d</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>2018-07-30</td>\n",
       "      <td>1101</td>\n",
       "      <td>40.70</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5</th>\n",
       "      <td>2018-07-31</td>\n",
       "      <td>1101</td>\n",
       "      <td>39.35</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6</th>\n",
       "      <td>2018-08-01</td>\n",
       "      <td>1101</td>\n",
       "      <td>41.05</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>7</th>\n",
       "      <td>2018-08-02</td>\n",
       "      <td>1101</td>\n",
       "      <td>40.60</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>8</th>\n",
       "      <td>2018-08-03</td>\n",
       "      <td>1101</td>\n",
       "      <td>40.45</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>9</th>\n",
       "      <td>2018-08-06</td>\n",
       "      <td>1101</td>\n",
       "      <td>40.35</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>10</th>\n",
       "      <td>2018-08-07</td>\n",
       "      <td>1101</td>\n",
       "      <td>40.15</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "        mdate  coid  close_d\n",
       "4  2018-07-30  1101    40.70\n",
       "5  2018-07-31  1101    39.35\n",
       "6  2018-08-01  1101    41.05\n",
       "7  2018-08-02  1101    40.60\n",
       "8  2018-08-03  1101    40.45\n",
       "9  2018-08-06  1101    40.35\n",
       "10 2018-08-07  1101    40.15"
      ]
     },
     "execution_count": 36,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# 8/1-8/6股價 > 40.3，8/7 <= 40.3\n",
    "closing_price[4:11]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 37,
   "id": "37789e9e",
   "metadata": {
    "id": "37789e9e",
    "outputId": "b3679588-cd30-4f42-b179-76dd2d673792",
    "scrolled": true
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    {
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       "      <th>2018-08-07 13:30:00+08:00</th>\n",
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       "      <td>2018-08-07 13:30:00+08:00</td>\n",
       "      <td>None</td>\n",
       "      <td>2018-07-31 13:30:00+08:00</td>\n",
       "      <td>1000</td>\n",
       "      <td>1000</td>\n",
       "      <td>117.43875</td>\n",
       "      <td>None</td>\n",
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       "      <td>False</td>\n",
       "      <td>True</td>\n",
       "      <td>Equity(0 [1101])</td>\n",
       "      <td>1</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                           sid symbol                                id  \\\n",
       "2018-08-07 13:30:00+08:00    0   1101  a03305260c3d4760a7c586b5153970fb   \n",
       "\n",
       "                                                 dt reason  \\\n",
       "2018-08-07 13:30:00+08:00 2018-08-07 13:30:00+08:00   None   \n",
       "\n",
       "                                            created  amount  filled  \\\n",
       "2018-08-07 13:30:00+08:00 2018-07-31 13:30:00+08:00    1000    1000   \n",
       "\n",
       "                           commission  stop limit  stop_reached  \\\n",
       "2018-08-07 13:30:00+08:00   117.43875  None  40.3         False   \n",
       "\n",
       "                           limit_reached             asset  status  \n",
       "2018-08-07 13:30:00+08:00           True  Equity(0 [1101])       1  "
      ]
     },
     "execution_count": 37,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# 8/7成交\n",
    "orders.loc['2018-08-07']"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 38,
   "id": "07a471bf",
   "metadata": {
    "id": "07a471bf",
    "outputId": "1536587e-21b5-404d-ad55-9aeb0e951e52"
   },
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
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       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>sid</th>\n",
       "      <th>symbol</th>\n",
       "      <th>asset</th>\n",
       "      <th>amount</th>\n",
       "      <th>cost_basis</th>\n",
       "      <th>last_sale_price</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2018-07-31 13:30:00+08:00</th>\n",
       "      <td>0</td>\n",
       "      <td>1101</td>\n",
       "      <td>Equity(0 [1101])</td>\n",
       "      <td>2000</td>\n",
       "      <td>40.968039</td>\n",
       "      <td>39.35</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-08-01 13:30:00+08:00</th>\n",
       "      <td>0</td>\n",
       "      <td>1101</td>\n",
       "      <td>Equity(0 [1101])</td>\n",
       "      <td>2000</td>\n",
       "      <td>40.968039</td>\n",
       "      <td>41.05</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-08-02 13:30:00+08:00</th>\n",
       "      <td>0</td>\n",
       "      <td>1101</td>\n",
       "      <td>Equity(0 [1101])</td>\n",
       "      <td>2000</td>\n",
       "      <td>40.968039</td>\n",
       "      <td>40.60</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-08-03 13:30:00+08:00</th>\n",
       "      <td>0</td>\n",
       "      <td>1101</td>\n",
       "      <td>Equity(0 [1101])</td>\n",
       "      <td>2000</td>\n",
       "      <td>40.968039</td>\n",
       "      <td>40.45</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-08-06 13:30:00+08:00</th>\n",
       "      <td>0</td>\n",
       "      <td>1101</td>\n",
       "      <td>Equity(0 [1101])</td>\n",
       "      <td>2000</td>\n",
       "      <td>40.968039</td>\n",
       "      <td>40.35</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-08-07 13:30:00+08:00</th>\n",
       "      <td>0</td>\n",
       "      <td>1101</td>\n",
       "      <td>Equity(0 [1101])</td>\n",
       "      <td>3000</td>\n",
       "      <td>40.734506</td>\n",
       "      <td>40.15</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                           sid symbol             asset  amount  cost_basis  \\\n",
       "2018-07-31 13:30:00+08:00    0   1101  Equity(0 [1101])    2000   40.968039   \n",
       "2018-08-01 13:30:00+08:00    0   1101  Equity(0 [1101])    2000   40.968039   \n",
       "2018-08-02 13:30:00+08:00    0   1101  Equity(0 [1101])    2000   40.968039   \n",
       "2018-08-03 13:30:00+08:00    0   1101  Equity(0 [1101])    2000   40.968039   \n",
       "2018-08-06 13:30:00+08:00    0   1101  Equity(0 [1101])    2000   40.968039   \n",
       "2018-08-07 13:30:00+08:00    0   1101  Equity(0 [1101])    3000   40.734506   \n",
       "\n",
       "                           last_sale_price  \n",
       "2018-07-31 13:30:00+08:00            39.35  \n",
       "2018-08-01 13:30:00+08:00            41.05  \n",
       "2018-08-02 13:30:00+08:00            40.60  \n",
       "2018-08-03 13:30:00+08:00            40.45  \n",
       "2018-08-06 13:30:00+08:00            40.35  \n",
       "2018-08-07 13:30:00+08:00            40.15  "
      ]
     },
     "execution_count": 38,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# 8/7帳上由2000股->3000股\n",
    "positions[4:10]"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "1e6c8b4c",
   "metadata": {},
   "source": [
    "[Return to Menu](#menu)"
   ]
  }
 ],
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