PyalgoTrade基本概念

1. instrument——商品，标的，即一切可交易的东西
2. bar——一根K线
3. frequency——K线的周期（日线，周线等）
4. ask price ——叫卖价
5. bid price ——叫买价
6. position——仓位
   1. open position——开仓
   2. close position——平仓
   3. long position——多头仓位
7. long——做多；short——做空
8. session——一日当中的交易时间段
9. market order——市价委托（A market order is an order to buy or sell a stock at the best available price. Generally, this type of order will be executed immediately. However, the price at which a market order will be executed is not guaranteed.）
10. limit order——现价委托（A limit order is an order to buy or sell a stock at a specific price or better. A buy limit order can only be executed at the limit price or lower, and a sell limit order can only be executed at the limit price or higher.）
11. stop order——止损委托（A stop order, also referred to as a stop-loss order, is an order to buy or sell a stock once the price of the stock reaches a specified price, known as the stop price. When the stop price is reached, a stop order becomes a market order. A buy stop order is entered at a stop price above the current market price. Investors generally use a buy stop order to limit a loss or to protect a profit on a stock that they have sold short. A sell stop order is entered at a stop price below the current market price. Investors generally use a sell stop order to limit a loss or to protect a profit on a stock that they own.）
12. a good 'til canceled (GTC) order  ——长期有效委托（跨越多个交易日的委托）

13. all or none——委托属性，全部成交或者全部不成交，即是否允许委托部分成交。True为不允许部分成交

14. Commission——佣金

15. fill 成交
16. PnL——损益
17. TimeWeightedReturns——时间回报率，及指定时间段的平均回报率，不受资金流入流出的影响，能很好地考察操作的水平