PandasTraderRunner#

tradeexecutor.strategy.pandas_trader.runner.PandasTraderRunner class.

class PandasTraderRunner[source]#

Bases: StrategyRunner

A trading executor for Pandas math based algorithm.

__init__(*args, decide_trades, max_data_age=None, **kwargs)[source]#
Parameters

Methods

__init__(*args, decide_trades[, max_data_age])

check_position_triggers(clock, state, ...)

Check stop loss/take profit for positions.

on_clock(clock, executor_universe, ...)

Run one strategy tick.

on_data_signal()

pretick_check(ts, universe)

Check the data looks more or less sane.

report_after_execution(clock, universe, ...)

report_after_sync_and_revaluation(clock, ...)

report_before_execution(clock, universe, ...)

report_strategy_thinking(clock, universe, ...)

Strategy runner subclass can fill in.

revalue_portfolio(ts, state, valuation_method)

Revalue portfolio based on the data.

setup_routing(universe)

Setups routing state for this cycle.

sync_portfolio(ts, universe, state, ...)

Adjust portfolio balances based on the external events.

tick(clock, universe, state, debug_details)

Perform the strategy main tick.

__init__(*args, decide_trades, max_data_age=None, **kwargs)[source]#
Parameters
on_clock(clock, executor_universe, pricing_model, state, debug_details)[source]#

Run one strategy tick.

Parameters
Return type

List[TradeExecution]

pretick_check(ts, universe)[source]#

Check the data looks more or less sane.

Parameters