SpotTrade#

tradingstrategy.analysis.tradeanalyzer.SpotTrade class.

class SpotTrade[source]#

Track spot trades to construct position performance.

For sells, quantity is negative.

__init__(trade_id, pair_id, timestamp, price, quantity, commission, slippage, hint=None, state_details=None)#

Parameters

Return type

None

Methods

`__init__`(trade_id, pair_id, timestamp, ...)
`is_buy`()
`is_sell`()

Attributes

`hint`	Any hints applied for this trade why it was performed
`state_details`	Internal state dump of the algorithm when this trade was made.
`value`
`trade_id`	Internal running counter to uniquely label all trades in trade analysis
`pair_id`	Trading pair for this trade
`timestamp`	When this trade was made, the backtes simulation thick
`price`	Asset price at buy in
`quantity`	How much we bought the asset.
`commission`	How much fees we paid to the exchange
`slippage`	How much we lost against the midprice due to the slippage

trade_id: PrimaryKey#: Internal running counter to uniquely label all trades in trade analysis

timestamp: Timestamp#: When this trade was made, the backtes simulation thick

slippage: USDollarAmount#: How much we lost against the midprice due to the slippage

hint: Optional[TradeHint] = None#: Any hints applied for this trade why it was performed

state_details: Optional[Dict] = None#: Internal state dump of the algorithm when this trade was made. This is mostly useful when doing the trade analysis try to understand why some trades were made. It also allows you to reconstruct the portfolio state over the time.

__init__(trade_id, pair_id, timestamp, price, quantity, commission, slippage, hint=None, state_details=None)#

Parameters

Return type

None