Source code for tradeexecutor.state.trigger

"""Trigger order structure.

- Simulate market limit orders and such

- Stop loss and take profit are hardcoded into :py:class:``
  and not currently part of :py:class:`Trigger` data structure

import datetime
import enum

from tradingstrategy.types import USDollarAmount

[docs]class TriggerType(enum.Enum): cross_above = "cross_above" cross_below = "cross_below"
[docs]class Trigger: """Trigger data for market orders. - Trigger orders can be created to make trades to happen outside the strategy decision cycle - Market limit order is the most famous trigger order from the TradFi markets, used to enter into breakout positions - Triggers are executed in the s - Nested structure inside :py:class:`` """ #: Do we trigger when price crossed above or below type: TriggerType #: When to take action price_level: USDollarAmount | None #: After expiration, this trade execution is removed from the hanging queue expiration: datetime.datetime | None #: When the trigger happened triggered_at: datetime.datetime | None = None def __post_init__(self): if self.expiration is not None: assert isinstance(self.expiration, datetime.datetime) if self.price_level is not None: assert type(self.price_level) == float def is_expired(self, ts: datetime.datetime) -> bool: return ts > self.expiration