ValuationUpdate

API documentation for tradeexecutor.state.valuation.ValuationUpdate Python class in Trading Strategy framework.

class ValuationUpdate

Bases: object

Valuation update events.

Generated by tradeexecutor.strategy.valuation.ValuationModel

__init__(position_id, created_at, valued_at, new_value, new_price, old_value=None, old_price=None, block_number=None)

Parameters:

• position_id (int) –

• created_at (datetime) –

• valued_at (datetime) –

• new_value (float) –

• new_price (float) –

• old_value (Optional[float]) –

• old_price (Optional[float]) –

• block_number (Optional[int]) –

Return type:

None

Methods

__init__(position_id, created_at, valued_at, ...)
from_dict(kvs, *[, infer_missing])
from_json(s, *[, parse_float, parse_int, ...])
schema(*[, infer_missing, only, exclude, ...])
to_dict([encode_json])
to_json(*[, skipkeys, ensure_ascii, ...])

Attributes

block_number	What is the block number is valuation is based on.
old_price	What was the position base asset price before this update.
old_value	What was the position value before this update.
position_id
created_at	When this valuation was updated.
valued_at	The block timestamp this valuation is based on.
new_value
new_price	The new price of the base asset of the position.

created_at: datetime

When this valuation was updated.

Valuation can be based on old data, this is the strategy cycle timestamp or wall-clock timestmap when this event was generated.

See also valued_at

valued_at: datetime

The block timestamp this valuation is based on.

If not available then wall clock time of the valuation. Note that block timestamp may lag created_at because we cannot use the last block due to chain tip instability.

See also event_generated_at

new_price: float

The new price of the base asset of the position.

Note that position value depends also on gained interest and the price of the quote asset.

old_value: float | None = None

What was the position value before this update.

old_price: float | None = None

What was the position base asset price before this update.

block_number: int | None = None

What is the block number is valuation is based on.

Must match valued_at.

__init__(position_id, created_at, valued_at, new_value, new_price, old_value=None, old_price=None, block_number=None)

Parameters:

• position_id (int) –

• created_at (datetime) –

• valued_at (datetime) –

• new_value (float) –

• new_price (float) –

• old_value (Optional[float]) –

• old_price (Optional[float]) –

• block_number (Optional[int]) –

Return type:

None