TriggerPriceUpdate

API documentation for tradeexecutor.state.position.TriggerPriceUpdate Python class in Trading Strategy framework.

class TriggerPriceUpdate

Bases: object

A position trigger prices where updated.

Store the historical changes in trigger prices on TradingPosition.

See

• TradingPosition.trailing_stop_loss.

• TradingPosition.trigger_updates.

__init__(timestamp, mid_price=None, stop_loss_before=None, stop_loss_after=None, take_profit_before=None, take_profit_after=None)

Parameters:

• timestamp (datetime) –

• mid_price (Optional[float]) –

• stop_loss_before (Optional[float]) –

• stop_loss_after (Optional[float]) –

• take_profit_before (Optional[float]) –

• take_profit_after (Optional[float]) –

Return type:

None

Methods

__init__(timestamp[, mid_price, ...])
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

timestamp
mid_price
stop_loss_before
stop_loss_after
take_profit_before
take_profit_after

__init__(timestamp, mid_price=None, stop_loss_before=None, stop_loss_after=None, take_profit_before=None, take_profit_after=None)

Parameters:

• timestamp (datetime) –

• mid_price (Optional[float]) –

• stop_loss_before (Optional[float]) –

• stop_loss_after (Optional[float]) –

• take_profit_before (Optional[float]) –

• take_profit_after (Optional[float]) –

Return type:

None