modular_trader.framework.order_execution.base

Classes

BaseOrderExecution

Base class for order execution strategies.

Module Contents

class modular_trader.framework.order_execution.base.BaseOrderExecution

Bases: abc.ABC

Base class for order execution strategies.

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

__call__(context: modular_trader.context.Context, allocations: modular_trader.allocation.AllocationCollection) → None

Parameters:

• context (modular_trader.context.Context)

• allocations (modular_trader.allocation.AllocationCollection)

Return type:

None

abstract 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.

Parameters:

• context (modular_trader.context.Context)

• allocations (modular_trader.allocation.AllocationCollection)

Return type:

None