code: def generate_trade_decision(self, execute_result=None):
      trade_step = self.trade_calendar.get_trade_step()
      (
          step_time_start,
          step_time_end,
      ) = self.trade_calendar.get_step_time(trade_step)
  
      order_list = []
      if step_time_start in self.volume_df:
          for stock_id, volume in (
              self.volume_df[step_time_start]
              .dropna()
              .sample(frac=self.sample_ratio)
              .items()
          ):
              order_list.append(
                  self.common_infra.get("trade_exchange")
                  .get_order_helper()
                  .create(
                      code=stock_id,
                      amount=volume * self.volume_ratio,
                      direction=self.direction,
                  )
              )
      return TradeDecisionWO(order_list, self, self.trade_range)
  
imports: from pathlib import Path
  import warnings
  import numpy
  import pandas
  from typing import IO, List, Tuple, Union
  from qlib.data.dataset.utils import convert_index_format
  from qlib.utils import lazy_sort_index
  from ...utils.resam import resam_ts_data, ts_data_last
  from ...data.data import D
  from ...strategy.base import BaseStrategy
  from ...backtest.decision import BaseTradeDecision, Order, TradeDecisionWO, TradeRange
  from ...backtest.exchange import Exchange, OrderHelper
  from ...backtest.utils import CommonInfrastructure, LevelInfrastructure
  from qlib.utils.file import get_io_object
  from qlib.backtest.utils import get_start_end_idx
label_desc: Use image node_id 2 for calling the RandomOrderStrategy obj's underlying member method code with example usage: obj.generate_trade_decision(execute_result) and returns: TradeDecisionWO