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From Documentation:
# Get an enumerable of open QuantConnect.Orders.OrderTicket for the specified
# symbol
self.GetOpenOrderTickets(filter = null):
return List<OrderTicket>
My Code:
otFilter = lambda ot: ( ot.Symbol == OrderTicket.Symbol and self.OpenTag in OrderTicket.Tag )
OTList = self.Transactions.GetOpenOrderTickets(otFilter)
Error Message:
Runtime Error: Trying to dynamically access a method that does not exist throws a TypeError exception. To prevent the exception, ensure each parameter type matches those required by the GetOpenOrderTickets method. Please checkout the API documentation. at OnOrderEvent in main.py:line 298 :: OTList = self.Transactions.GetOpenOrderTickets(otFilter) TypeError : No method matches given arguments for GetOpenOrderTickets
How do I set and pass correct filter parameter to function all self.Transactions.GetOpenOrderTickets( filter = null ) ? Can you point me to any pytho example code?
Thank you in advance.
Rahul Chowdhury
Hey Shailesh,
The error is being thrown because the filter function you are passing in is not in the correct format.
Specifically, the latter part of your lambda function:
self.OpenTag in OrderTicket.TagThis part doesn't seem to make sense in the context that you are posting.
Maybe you could try using GetOpenOrderTickets(symbol).
OTList = GetOpenOrderTickets(OrderTicket.Symbol)
#and then filter for tags
#Not sure what you are exactly filtering for in your code
#But here's an example
filteredOTList = [ot for ot in OTList if ot.Tag is in self.openTags]
If you attach a backtest to your post, we might be able to more precisely debug your issue.
Hope that helped!
Best
Rahul
Shailesh Raval
Thank You..
I understand that your solution gets the whole list and then filter it further.. OpenTag is a string "open" and I want to select all the orderTickets for which Order.Tag contains the word string "open".
If you could provide me any sample call to GetOpenOrderTickets() with filter function with more than one test conditions will be great.
Thanks
Shailesh.
Rahul Chowdhury
Hey Shailesh,
Here's an example of a filter function with more than one test condition using the parameters from your code:
class UncoupledCalibratedInterceptor(QCAlgorithm): def Initialize(self): self.SetStartDate(2019, 12, 13) # Set Start Date self.SetEndDate(2019, 12, 18) # Set Start Date self.SetCash(100000) # Set Strategy Cash self.AddEquity("SPY", Resolution.Hour) self.OpenTag = "open" def OnData(self, data): #Some Trial Trades self.MarketOrder("SPY", 1) OrderTicket = self.LimitOrder("SPY", -1, self.Securities["SPY"].Close * 1.002) #We must check whether "open" is in our ot.Tag otFilter = lambda ot: ( ot.Symbol == OrderTicker.Symbol and self.OpenTag in ot.Tag ) #We then pass our filter function to the GetOpenOrderTickets method OTList = self.Transactions.GetOpenOrderTickets(filter = otFilter)Best
Rahul
Shailesh Raval
Thank You Rahul.
Though I was developer some 25 years ago, I am new to QC and new to python.
Shailesh Raval
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