class_docstr: stock_id : str
  amount : float
  start_time : pd.Timestamp
      closed start time for order trading
  end_time : pd.Timestamp
      closed end time for order trading
  direction : int
      Order.SELL for sell; Order.BUY for buy
  factor : float
          presents the weight factor assigned in Exchange()
class_docstr_tok: ["stock_id",":","str","amount",":","float","start_time",":","pd.Timestamp","closed","start","time","for","order","trading","end_time",":","pd.Timestamp","closed","end","time","for","order","trading","direction",":","int","Order.SELL","for","sell",";","Order.BUY","for","buy","factor",":","float","presents","the","weight","factor","assigned","in","Exchange","(",")"]
docstr: return the delta of deal_amount.
  - Positive value indicates buying `deal_amount` of share
  - Negative value indicates selling `deal_amount` of share
code: def deal_amount_delta(self) -> float:
      """
      return the delta of deal_amount.
      - Positive value indicates buying `deal_amount` of share
      - Negative value indicates selling `deal_amount` of share
      """
      return self.deal_amount * self.sign
  
imports: from __future__ import annotations
  from abc import abstractmethod
  from datetime import time
  from enum import IntEnum
  from typing import TYPE_CHECKING, Any, ClassVar, Generic, List, Optional, Tuple, TypeVar, Union, cast
  from qlib.backtest.utils import TradeCalendarManager
  from qlib.data.data import Cal
  from qlib.log import get_module_logger
  from qlib.utils.time import concat_date_time, epsilon_change
  from dataclasses import dataclass
  import numpy
  import pandas
label_desc: Use image node_id 3 for calling the Order obj's underlying member method code with example usage: obj.deal_amount_delta() and returns: unknown