modular_trader.trader

Submodules

• modular_trader.trader.alpaca
• modular_trader.trader.base

Classes

AlpacaTrader	A trader class that uses Alpaca as the engine.
BaseTrader	Abstract base class for traders.

Package Contents

class modular_trader.trader.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: modular_trader.trader.base.BaseTrader

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.

Parameters:

• engine (modular_trader.engine.alpaca.AlpacaEngine)

• framework (modular_trader.framework.collection.FrameworkCollection)

• subscription_symbols (list[str])

• indicator (modular_trader.indicator.handler.alpaca.AlpacaIndicatorHandler | None)

• context (modular_trader.context.Context | None)

• recorder (modular_trader.record.Recorder | None)

• is_log_heartbeat (bool)

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.

Parameters:

• symbols (list[str])

• length (int)

• frequency (modular_trader.indicator.handler.alpaca.Frequency)

• delay (pendulum.Duration)

Return type:

pandas.DataFrame

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.

Parameters:

asset_class (alpaca.trading.enums.AssetClass)

Return type:

int | float

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.

Parameters:

asset_class (alpaca.trading.enums.AssetClass)

Return type:

int | float

async handle_daily_bars(bar) → None

Handle daily bars.

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

Return type:

None

async handle_minute_bars(bar) → None

Handle minute bars.

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

Return type:

None

async handle_trade_update(data) → None

Handle trade updates.

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

Return type:

None

init_subscription() → None

Initialize the subscriptions.

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

Return type:

None

record_status() → None

Record the status of the trader.

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

Return type:

None

run() → None

Run the trader.

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

Return type:

None

daily_bar_heartbeat_timestamp

is_log_heartbeat = True

minute_bar_heartbeat_timestamp

subscription_symbols

class modular_trader.trader.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: abc.ABC

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.

Parameters:

• 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)

abstract run()

context

engine

framework

indicator

logger: modular_trader.logging.base.BaseLogger

recorder