KeyMetric

tradeexecutor.strategy.summary.KeyMetric Python class in Trading Strategy framework.

class KeyMetric

Bases: object

One of available key metrics on the summary card.

__init__(kind, source, value, calculation_window_start_at=None, calculation_window_end_at=None, calculation_method=None, unavailability_reason=None, help_link=None)

Parameters:

• kind (KeyMetricKind) –

• source (KeyMetricSource) –

• value (float | datetime.datetime | datetime.timedelta | None) –

• calculation_window_start_at (Optional[datetime]) –

• calculation_window_end_at (Optional[timedelta]) –

• calculation_method (Optional[KeyMetricCalculationMethod]) –

• unavailability_reason (Optional[str]) –

• help_link (Optional[str]) –

Return type:

None

Methods

__init__(kind, source, value[, ...])
create_metric(kind, source, value, ...)	Create a metric value.
create_na(kind, reason)	Create missing value placeholder.
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

kind	What is this metric
source	Did we calculate this metric based on live trading or backtesting data
value	What's the time period for which this metric was calculated.
calculation_window_start_at	What's the time period for which this metric was calculated
calculation_window_end_at	What's the time period for which this metric was calculated
calculation_method	How this key metric is calculated
unavailability_reason	Unavaiability reason.
help_link	Help link

kind: KeyMetricKind

What is this metric

source: KeyMetricSource

Did we calculate this metric based on live trading or backtesting data

value: float | datetime.datetime | datetime.timedelta | None

What’s the time period for which this metric was calculated.

Different Python value types supported, but everything is serialised to JavaScript Number type in for JSON.

Set to None when unavailable. In this case this should be presented as “N/A” in the frontend.

calculation_window_start_at: datetime.datetime | None

What’s the time period for which this metric was calculated

calculation_window_end_at: datetime.timedelta | None

What’s the time period for which this metric was calculated

calculation_method: tradeexecutor.strategy.summary.KeyMetricCalculationMethod | None

How this key metric is calculated

Hint for the frontend

unavailability_reason: str | None

Unavaiability reason.

Human readable error message why this metric is not available. Useful for tooltips.

help_link: str | None

Help link

Read more link.

Does not need to be part of the state, but we make the frontend dev life easy.

static create_na(kind, reason)

Create missing value placeholder.

Parameters:

• kind (KeyMetricKind) –

• reason (str) –

Return type:

KeyMetric

static create_metric(kind, source, value, calculation_window_start_at, calculation_window_end_at, method)

Create a metric value.

Automatically fill in the help text link from our hardcoded mapping.

Parameters:

• kind (KeyMetricKind) –

• source (KeyMetricSource) –

• value (Any) –

• calculation_window_start_at (datetime) –

• calculation_window_end_at (datetime) –

• method (KeyMetricCalculationMethod) –

Return type:

KeyMetric

__init__(kind, source, value, calculation_window_start_at=None, calculation_window_end_at=None, calculation_method=None, unavailability_reason=None, help_link=None)

Parameters:

• kind (KeyMetricKind) –

• source (KeyMetricSource) –

• value (float | datetime.datetime | datetime.timedelta | None) –

• calculation_window_start_at (Optional[datetime]) –

• calculation_window_end_at (Optional[timedelta]) –

• calculation_method (Optional[KeyMetricCalculationMethod]) –

• unavailability_reason (Optional[str]) –

• help_link (Optional[str]) –

Return type:

None