RegimeRegion

API documentation for tradeexecutor.analysis.regime.RegimeRegion Python class in Trading Strategy framework.

class RegimeRegion

Bases: object

One regime colouring region for the charts.

__init__(start, end, regime)

Parameters:

• start (Timestamp) –

• end (Timestamp) –

• regime (Regime) –

Return type:

None

Methods

__init__(start, end, regime)
get_duration()
is_predition_correct(close[, ...])	Check if the region matches actual data.

Attributes

start
end
regime

is_predition_correct(close, crab_region_tolerance=0.02)

Check if the region matches actual data.

• Bull region is correct if we closed higher since start

• Bear region is correct if we closed lowed since start

• Crab

Parameters:

• close (Series) – Close price series

• crab_region_tolerance (float) –

Returns:

Tuple (match, diff).

True if the underlying market data matches the region, and what was % observed price movement within the region.

Return type:

tuple[bool, float]

__init__(start, end, regime)

Parameters:

• start (Timestamp) –

• end (Timestamp) –

• regime (Regime) –

Return type:

None