Source code for tradeexecutor.strategy.factory

"""Strategy initialisation using factory design pattern.

Bind loaded strategies to the execution environment.
"""

from typing import Protocol, Optional

from contextlib import AbstractContextManager

from tradeexecutor.state.types import Percent
from tradingstrategy.client import Client, BaseClient

from tradeexecutor.strategy.sync_model import SyncMethodV0, SyncModel
from tradeexecutor.strategy.approval import ApprovalModel
from tradeexecutor.strategy.description import StrategyExecutionDescription
from tradeexecutor.strategy.execution_model import ExecutionModel
from tradeexecutor.strategy.pricing_model import PricingModelFactory
from tradeexecutor.strategy.routing import RoutingModel
from tradeexecutor.strategy.valuation import ValuationModelFactory



class StrategyFactory(Protocol):
    """A callable that creates a new strategy when loaded from an external script.

    For the current implementation see `make_factory_from_strategy_mod()`.
    """

    # Only accept kwargs as per https://www.python.org/dev/peps/pep-3102/
    def __call__(
        *ignore,
        execution_model: ExecutionModel,
        sync_model: SyncModel,
        pricing_model_factory: PricingModelFactory,
        valuation_model_factory: ValuationModelFactory,
        client: Optional[BaseClient],
        timed_task_context_manager: AbstractContextManager,
        approval_model: ApprovalModel,
        routing_model: Optional[RoutingModel] = None,
        max_price_impact: Percent | None = None,
        **kwargs) -> StrategyExecutionDescription:
        """

        :param ignore:

        :param execution_model:
            TODO

        :param sync_method:
            TODO

        :param pricing_model_factory:
            TODO

        :param valuation_model_factory:
            TODO

        :param client:
            TODO

        :param timed_task_context_manager:
            TODO

        :param approval_model:
            TODO

        :param routing_model:
            Strategy factory can create its own routing model, or accept the passed one.
            Passing it here is mainly used in the tests as a shortcut.

        :param kwargs:
        :return:
        """