DecideTradesProtocol2

API documentation for tradeexecutor.strategy.strategy_module.DecideTradesProtocol2 Python class in Trading Strategy framework.

class DecideTradesProtocol2

Bases: Protocol

New decide_trades() function signature.

universe -> strategy_universe decide_trades() argument change.

See DecideTradesProtocol

__init__(*args, **kwargs)

Methods

__init__(*args, **kwargs)

__call__(timestamp, strategy_universe, state, pricing_model, cycle_debug_data)

The brain function to decide the trades on each

Parameters:

• timestamp (Timestamp) –

• strategy_universe (TradingStrategyUniverse) –

• state (State) –

• pricing_model (PricingModel) –

• cycle_debug_data (Dict) –

Return type:

List[TradeExecution]

__init__(*args, **kwargs)