modular_trader.engine.base#

Classes#

BaseEngine

Helper class that provides a standard way to create an ABC using

Module Contents#

class modular_trader.engine.base.BaseEngine#

Bases: abc.ABC

Inheritance diagram of modular_trader.engine.base.BaseEngine

Helper class that provides a standard way to create an ABC using inheritance.

abstract cancel_all_orders() → Any#

Cancel all active orders.

Return type:

Any

abstract cancel_orders(symbol: str) → Any#

Cancel all active orders for a given symbol.

Parameters:

symbol (str)

Return type:

Any

abstract close_all_positions() → Any#

Close all positions

Return type:

Any

abstract close_position(symbol: str) → Any#

Close a position for a given symbol.

Parameters:

symbol (str)

Return type:

Any

abstract get_cash() → int | float#

Get remaining cash in the account

Return type:

int | float

abstract get_equity() → int | float#

Get the current equity in the account

Return type:

int | float

abstract get_historical_data()#

Get the historical data

abstract get_logger()#
abstract get_name() → str#

Get the name of the engine

Return type:

str

get_orders() → Any#

Get all active orders.

Return type:

Any

abstract get_positions()#

Get all positions held by the account

abstract order_percent(symbol: str, percent: int | float) → Any#

Place an order in the specified asset corresponding to the given percent of the current portfolio value. percent is in decimal format; 0.5 = 50%

Parameters:

  • symbol (str)

  • percent (int | float)

Return type:

Any

abstract order_share(symbol: str, share: int | float) → Any#

Place an order for a fixed number of shares.

Parameters:

  • symbol (str)

  • share (int | float)

Return type:

Any

abstract order_target_percent(symbol: str, target_percent: int | float) → Any#

Place an order to adjust a position to a target percent of the current portfolio value.

Parameters:

  • symbol (str)

  • target_percent (int | float)

Return type:

Any

abstract order_target_share(symbol: str, target_share: int | float) → Any#

Place an order to adjust a position to a target number of shares.

Parameters:

  • symbol (str)

  • target_share (int | float)

Return type:

Any

abstract order_target_value(symbol: str, target_value: int | float) → Any#

Place an order to adjust a position to a target amount of money.

Parameters:

  • symbol (str)

  • target_value (int | float)

Return type:

Any

abstract order_value(symbol: str, value: int | float) → Any#

Place an order for a fixed amount of money.

Parameters:

  • symbol (str)

  • value (int | float)

Return type:

Any

abstract streaming() → None#

Streaming data from the engine

Return type:

None