DecideTradesProtocol3

API documentation for tradeexecutor.strategy.strategy_module.DecideTradesProtocol3 Python class in Trading Strategy framework.

class DecideTradesProtocol3

Bases: Protocol

New decide_trades() function signature.

• For trading_strategy_engine_version == “0.4”

• Add parameters call signature

See DecideTradesProtocol

__init__(*args, **kwargs)

Methods

__init__(*args, **kwargs)

__call__(timestamp, parameters, strategy_universe, state, pricing_model, other_data)

The brain function to decide the trades on each

Parameters:

• timestamp (Timestamp) –

• parameters (StrategyParameters) –

• strategy_universe (TradingStrategyUniverse) –

• state (State) –

• pricing_model (PricingModel) –

• other_data (dict) –

Return type:

List[TradeExecution]

__init__(*args, **kwargs)