PandasTraderRunner#

API documentation for tradeexecutor.strategy.pandas_trader.runner.PandasTraderRunner Python class in Trading Strategy framework.

class PandasTraderRunner[source]#

Bases: StrategyRunner

A trading executor for Pandas math based algorithm.

__init__(*args, decide_trades, max_data_age=None, **kwargs)[source]#
Parameters:

Methods

__init__(*args, decide_trades[, max_data_age])

param engine_version:

check_accounts(universe, state)

Perform extra accounting checks on live trading startup.

check_position_triggers(clock, state, ...)

Check stop loss/take profit for positions.

collect_post_execution_data(...)

Collect post execution data for all trades.

get_image_and_dark_image(figure, width, height)

Renders the figure as a PNG image and a dark theme PNG image.

get_large_images(large_figure)

Gets the png image of the figure and the dark theme png image.

get_small_images(small_figure)

Gets the png image of the figure and the dark theme png image.

is_progress_report_needed()

Do we log the strategy steps to logger?

on_clock(clock, strategy_universe, ...)

Run one strategy tick.

on_data_signal()

pretick_check(ts, universe)

Check the data looks more or less sane.

refresh_visualisations(state, universe)

Update the visualisations in the run state.

repair_state(state)

Repair unclean state issues.

report_after_execution(clock, universe, ...)

report_after_sync_and_revaluation(clock, ...)

report_before_execution(clock, universe, ...)

report_strategy_thinking(...)

Strategy admin helpers to understand a live running strategy.

revalue_portfolio(ts, state, valuation_method)

Revalue portfolio based on the data.

setup_routing(universe)

Setups routing state for this cycle.

sync_portfolio(strategy_cycle_ts, universe, ...)

Adjust portfolio balances based on the external events.

tick(strategy_cycle_timestamp, universe, ...)

Execute the core functions of a strategy.

update_strategy_thinking_image_data(...)

Update the strategy thinking image data with small, small dark theme, large, and large dark theme images.
__init__(*args, decide_trades, max_data_age=None, **kwargs)[source]#
Parameters:
on_clock(clock, strategy_universe, pricing_model, state, debug_details)[source]#

Run one strategy tick.

Parameters:
Return type:

List[TradeExecution]

pretick_check(ts, universe)[source]#

Check the data looks more or less sane.

Parameters:
refresh_visualisations(state, universe)[source]#

Update the visualisations in the run state.

This will update RunState.visualisations for the current strategy.

  • In-process memory charts are served by webhook

  • In-process memory charts are posted to Discord, etc.

  • This is called on the startup, so that we have immediately good visualisation to show over the webhook when the web server boots up

  • This is called after each strategy thinking cycle is complete.

The function is overridden by the child class for actual strategy runner specific implementation.

Parameters:
update_strategy_thinking_image_data(small_figure, large_figure)[source]#

Update the strategy thinking image data with small, small dark theme, large, and large dark theme images.

Parameters:

  • small_image – 512 x 512 image

  • large_image – 1920 x 1920 image

get_small_images(small_figure)[source]#

Gets the png image of the figure and the dark theme png image. Images are 512 x 512.

get_large_images(large_figure)[source]#

Gets the png image of the figure and the dark theme png image. Images are 1024 x 1024.

get_image_and_dark_image(figure, width, height, format='svg')[source]#

Renders the figure as a PNG image and a dark theme PNG image.

report_strategy_thinking(strategy_cycle_timestamp, cycle, universe, state, trades, debug_details)[source]#

Strategy admin helpers to understand a live running strategy.

  • Post latest variables

  • Draw the single pair strategy visualisation.

To manually test the visualisation see: manual-visualisation-test.py.

Parameters:

  • strategy_cycle_timestamp (datetime) – real time lock

  • cycle (int) – Cycle number

  • universe (TradingStrategyUniverse) – Currnet trading universe

  • trades (List[TradeExecution]) – Trades executed on this cycle

  • state (State) – Current execution state

  • debug_details (dict) – Dict of random debug stuff