PositionStatistics

API documentation for tradeexecutor.state.statistics.PositionStatistics Python class in Trading Strategy framework.

class PositionStatistics

Bases: object

Time-series of statistics calculated for each open position.

Position statistics are recalculated at the same time positions are revalued. The time-series of these statistics are stored as a part of the state, allowing one to plot the position performance over time.

__init__(calculated_at, last_valuation_at, profitability, profit_usd, quantity, value)

Parameters:

• calculated_at (datetime) –

• last_valuation_at (datetime) –

• profitability (float) –

• profit_usd (float) –

• quantity (float) –

• value (float) –

Return type:

None

Methods

__init__(calculated_at, last_valuation_at, ...)
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

calculated_at	Real-time clock when these stats were calculated
last_valuation_at	When this position was revalued last time.
profitability	Profitability %
profit_usd	How much profit we made so far
quantity	The current number of owned units
value	The current position size dollars

calculated_at: datetime

Real-time clock when these stats were calculated

last_valuation_at: datetime

When this position was revalued last time. Should not be far off from calculated_at because we should revalue positions always before calculating their stats.

profitability: float

Profitability %

Unrealised profitability

profit_usd: float

How much profit we made so far

quantity: float

The current number of owned units

value: float

The current position size dollars

__init__(calculated_at, last_valuation_at, profitability, profit_usd, quantity, value)

Parameters:

• calculated_at (datetime) –

• last_valuation_at (datetime) –

• profitability (float) –

• profit_usd (float) –

• quantity (float) –

• value (float) –

Return type:

None