modular_trader.trader
=====================

.. py:module:: modular_trader.trader


Submodules
----------

.. toctree::
   :maxdepth: 1

   /autoapi/modular_trader/trader/alpaca/index
   /autoapi/modular_trader/trader/base/index


Classes
-------

.. autoapisummary::

   modular_trader.trader.AlpacaTrader
   modular_trader.trader.BaseTrader


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

.. py:class:: AlpacaTrader(engine: modular_trader.engine.alpaca.AlpacaEngine, framework: modular_trader.framework.collection.FrameworkCollection, subscription_symbols: list[str], indicator: modular_trader.indicator.handler.alpaca.AlpacaIndicatorHandler | None = None, context: modular_trader.context.Context | None = Context(), recorder: modular_trader.record.Recorder | None = Recorder(), is_log_heartbeat: bool = True)

   Bases: :py:obj:`modular_trader.trader.base.BaseTrader`

   .. autoapi-inheritance-diagram:: modular_trader.trader.AlpacaTrader
      :parts: 1
      :private-bases:


   A trader class that uses Alpaca as the engine.

   This class is responsible for setting up the subscriptions, and handling the
   trade updates, minute bars, and daily bars.

   Attributes:
       engine (AlpacaEngine): The Alpaca engine instance.
       framework (FrameworkCollection): The framework instance.
       subscription_symbols (list[str]): The symbols to subscribe to.
       indicator (AlpacaIndicatorHandler | None): The indicator handler instance.
       context (Context | None): The context instance.
       recorder (Recorder | None): The recorder instance.
       is_log_heartbeat (bool): Whether to log heartbeats.
       daily_bar_heartbeat_timestamp (pendulum.DateTime): The timestamp of the
           daily bar heartbeat.
       minute_bar_heartbeat_timestamp (pendulum.DateTime): The timestamp of the
           minute bar heartbeat.


   .. py:method:: get_historical_data(symbols: list[str], length: int, frequency: modular_trader.indicator.handler.alpaca.Frequency, delay: pendulum.Duration = pendulum.duration(minutes=0)) -> pandas.DataFrame

      Get the historical data.

      Args:
          symbols (list[str]): The symbols for which to get the historical data.
          length (int): The length of the historical data.
          frequency (Frequency): The frequency of the historical data.
          delay (bool): Whether to delay the request if it fails.

      Returns:
          pd.DataFrame: The historical data.



   .. py:method:: get_n_trading_days_in_year(asset_class: alpaca.trading.enums.AssetClass) -> int | float

      Get the number of trading days in a year for the given asset class.

      Args:
          asset_class (AssetClass): The asset class.

      Returns:
          int | float: The number of trading days in a year.



   .. py:method:: get_n_trading_minutes_in_day(asset_class: alpaca.trading.enums.AssetClass) -> int | float

      Get the number of trading minutes in a day for the given asset class.

      Args:
          asset_class (AssetClass): The asset class.

      Returns:
          int | float: The number of trading minutes in a day.



   .. py:method:: handle_daily_bars(bar) -> None
      :async:


      Handle daily bars.

      This method will log the daily bar and record the status of the trader.



   .. py:method:: handle_minute_bars(bar) -> None
      :async:


      Handle minute bars.

      This method will log the minute bar and record the status of the trader.



   .. py:method:: handle_trade_update(data) -> None
      :async:


      Handle trade updates.

      This method will log the trade update and record the status of the trader.



   .. py:method:: init_subscription() -> None

      Initialize the subscriptions.

      This method will set up the subscriptions for the symbols in the
      `subscription_symbols` attribute.



   .. py:method:: record_status() -> None

      Record the status of the trader.

      This method will record the positions, indicators, and other relevant
      information of the trader.



   .. py:method:: run() -> None

      Run the trader.

      This method will start the engine and set up the subscriptions.



   .. py:attribute:: daily_bar_heartbeat_timestamp


   .. py:attribute:: is_log_heartbeat
      :value: True



   .. py:attribute:: minute_bar_heartbeat_timestamp


   .. py:attribute:: subscription_symbols


.. py:class:: BaseTrader(engine: modular_trader.engine.base.BaseEngine, framework: modular_trader.framework.collection.FrameworkCollection, indicator: modular_trader.indicator.handler.base.BaseIndicatorHandler, context: modular_trader.context.Context, recorder: modular_trader.record.Recorder)

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

   .. autoapi-inheritance-diagram:: modular_trader.trader.BaseTrader
      :parts: 1
      :private-bases:


   Abstract base class for traders.

   Attributes:
       engine (BaseEngine): The engine to use for running the backtest.
       framework (FrameworkCollection): The framework to use for running the backtest.
       indicator (BaseIndicatorHandler | None): The indicator to use for running the backtest.
       context (Context): The context to use for running the backtest.
       recorder (Recorder): The recorder to use for running the backtest.

   Properties:
       logger (BaseLogger): The logger to use for logging.

   Methods:
       run ():
           Runs the backtest.


   .. py:method:: run()
      :abstractmethod:



   .. py:attribute:: context


   .. py:attribute:: engine


   .. py:attribute:: framework


   .. py:attribute:: indicator


   .. py:attribute:: logger
      :type:  modular_trader.logging.base.BaseLogger


   .. py:attribute:: recorder