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.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.position_internal_share_price	Running state for position internal share price tracking.
tradeexecutor.state.revaluation	Position valuation state management.
tradeexecutor.state.trigger	Trigger order structure.
tradeexecutor.state.types	Type aliases for state data structures.
tradeexecutor.state.valuation	Position valuations.