SpotTrade

tradingstrategy.analysis.tradeanalyzer.SpotTrade Python class in Trading Strategy framework.

class SpotTrade

Bases: object

Track spot trades to construct position performance.

For sells, quantity is negative.

__init__(trade_id, pair_id, timestamp, price, quantity, commission, slippage, hint=None, state_details=None)

Parameters:

• trade_id (int) –

• pair_id (int) –

• timestamp (Timestamp) –

• price (float) –

• quantity (float) –

• commission (float) –

• slippage (float) –

• hint (Optional[TradeHint]) –

• state_details (Optional[Dict]) –

Return type:

None

Methods

__init__(trade_id, pair_id, timestamp, ...)
is_buy()
is_sell()

Attributes

hint	Any hints applied for this trade why it was performed
state_details	Internal state dump of the algorithm when this trade was made.
value
trade_id	Internal running counter to uniquely label all trades in trade analysis
pair_id	Trading pair for this trade
timestamp	When this trade was made, the backtes simulation thick
price	Asset price at buy in
quantity	How much we bought the asset.
commission	How much fees we paid to the exchange
slippage	How much we lost against the midprice due to the slippage

trade_id: int

Internal running counter to uniquely label all trades in trade analysis

pair_id: int

Trading pair for this trade

timestamp: Timestamp

When this trade was made, the backtes simulation thick

price: float

Asset price at buy in

quantity: float

How much we bought the asset. Negative value for sells.

commission: float

How much fees we paid to the exchange

slippage: float

How much we lost against the midprice due to the slippage

hint: Optional[TradeHint] = None

Any hints applied for this trade why it was performed

state_details: Optional[Dict] = None

Internal state dump of the algorithm when this trade was made. This is mostly useful when doing the trade analysis try to understand why some trades were made. It also allows you to reconstruct the portfolio state over the time.

__init__(trade_id, pair_id, timestamp, price, quantity, commission, slippage, hint=None, state_details=None)

Parameters:

• trade_id (int) –

• pair_id (int) –

• timestamp (Timestamp) –

• price (float) –

• quantity (float) –

• commission (float) –

• slippage (float) –

• hint (Optional[TradeHint]) –

• state_details (Optional[Dict]) –

Return type:

None