modular_trader.framework.order_execution
========================================

.. py:module:: modular_trader.framework.order_execution


Submodules
----------

.. toctree::
   :maxdepth: 1

   /autoapi/modular_trader/framework/order_execution/base/index
   /autoapi/modular_trader/framework/order_execution/instant/index
   /autoapi/modular_trader/framework/order_execution/threshold/index


Classes
-------

.. autoapisummary::

   modular_trader.framework.order_execution.BaseOrderExecution
   modular_trader.framework.order_execution.InstantOrderExecution
   modular_trader.framework.order_execution.ThresholdDeviationOrderExecution


Package Contents
----------------

.. py:class:: BaseOrderExecution

   Bases: :py:obj:`abc.ABC`

   .. autoapi-inheritance-diagram:: modular_trader.framework.order_execution.BaseOrderExecution
      :parts: 1
      :private-bases:


   Base class for order execution strategies.

   Note that run() is called by __call__() and should not be called directly.


   .. py:method:: __call__(context: modular_trader.context.Context, allocations: modular_trader.allocation.AllocationCollection) -> None


   .. py:method:: run(context: modular_trader.context.Context, allocations: modular_trader.allocation.AllocationCollection) -> None
      :abstractmethod:


      Execute orders from the given allocations.

      This method is called by __call__() and should not be called directly.



.. py:class:: InstantOrderExecution

   Bases: :py:obj:`modular_trader.framework.order_execution.base.BaseOrderExecution`

   .. autoapi-inheritance-diagram:: modular_trader.framework.order_execution.InstantOrderExecution
      :parts: 1
      :private-bases:


   Instantly execute orders from allocations

   Iterate through all allocations and place the corresponding orders.
   If an order is already pending, skip it.
   If the allocation is an AllocationTarget, close the position if weight is 0,
   otherwise place an order to set the weight to the target value.
   If the allocation is an AllocationAdjustment, place an order to adjust the
   weight by the target value.


   .. py:method:: run(context: modular_trader.context.Context, allocations: modular_trader.allocation.AllocationCollection) -> None

      Execute orders from the given allocations.

      This method is called by __call__() and should not be called directly.



.. py:class:: ThresholdDeviationOrderExecution

   Bases: :py:obj:`modular_trader.framework.order_execution.instant.InstantOrderExecution`

   .. autoapi-inheritance-diagram:: modular_trader.framework.order_execution.ThresholdDeviationOrderExecution
      :parts: 1
      :private-bases:


   Execute orders when any current positions deviate from the allocation targets by certain threshold in percentage.

   The threshold is in decimal format; e.g. 0.05 = 5%

   Args:
       threshold (float, optional): The threshold in decimal format. Defaults to 0.05.


   .. py:method:: run(context: modular_trader.context.Context, allocations: modular_trader.allocation.AllocationCollection) -> None

      Execute orders from the given allocations.

      This method is called by __call__() and should not be called directly.



   .. py:attribute:: threshold
      :type:  float
      :value: None