state

API documentation for tradeexecutor.state Python module in Trading Strategy.

Module description

Strategy execution state.

This module defines data structures used to manage the strategy execution.

• The internal data is a nested tree structure starting with tradeexecutor.state.state.State root class.

• The state includes portfolios, open and closed positions, trades being currently executed, deposits and withdraws, portfolio valuation events and such.

• The whole state must be serialisable as JSON, so that the JavaScript clients can read it.

• The same state structure is used for both backtesting (simulation) and live trading

• The application also internally stores its state as a flat file on the disk, see tradeexecutor.state.store

For an overview, see architecture documentation.

Submodules

tradeexecutor.state.balance_update	Balance update data.
tradeexecutor.state.blockhain_transaction	Tracking of blockchain transactions.
tradeexecutor.state.freeze	Frozen position management.
tradeexecutor.state.generic_position	Base class for trading and reserve positions.
tradeexecutor.state.identifier	Asset and trading pair identifiers.
tradeexecutor.state.interest	Interest tracking data structures.
tradeexecutor.state.interest_distribution	Distribute gained asset interest across positions holding those assets.
tradeexecutor.state.loan	Loan data structures.
tradeexecutor.state.metadata	Metadata describes strategy for website rendering.
tradeexecutor.state.other_data	Storing of custom variables in the backtesting state.
tradeexecutor.state.pickle_over_json	Serialise complex Python types to JSON using pickled hex.
tradeexecutor.state.portfolio	Portfolio state management.
tradeexecutor.state.position	Trading position state info.
tradeexecutor.state.repair	Maanually repair broken states.
tradeexecutor.state.reserve	Strategy reserve currency management.
tradeexecutor.state.retry	Retry failed trades.
tradeexecutor.state.revaluation	Position valuation state management.
tradeexecutor.state.size_risk	Trade size risk estimation.
tradeexecutor.state.state	Trade executor state.
tradeexecutor.state.statistics	Various statistics calculated across portfolios and positions.
tradeexecutor.state.store	State serialisation to disk and JavaScript clients.
tradeexecutor.state.sync	"Store information about caught up chain state.
tradeexecutor.state.trade	Trade execution state info.
tradeexecutor.state.trigger	Trigger order structure.
tradeexecutor.state.types	Type aliases for state data structures.
tradeexecutor.state.uptime	Uptime statistics.
tradeexecutor.state.validator	Stateful data validation.
tradeexecutor.state.valuation	Position valuations.
tradeexecutor.state.visualisation	Visualisation of a strategy.