TRADER Class Reference

Public Member Functions
def	__init__ (self)
def	set_database (self, name="Unamed", path="./", model="sqlite3", log=True, tables=[])
def	set_client (self, name=None, client_connect_path=None, client_contract_path=None)
	Description : More...
def	set_strategy (self, strategy_name=None, strategy_path=None)
	Description : More...
def	run (self, latency=60)
	Description : More...

Public Attributes
	client
	client_name
	client_connect_path
	client_contract_path
	strategy_name
	strategy_path
	strategy

Detailed Description

---

Q26 - QuanTrader module - SIMULATION(ANALYSIS, WRITER) object.

Description :

Main class of the Q26 QuanTester module. This object is dedicated to 
initialize the simulation parameters and output the simulation 
results. 

Examples :

Planned developments :

Known bugs :

Member Function Documentation

run()

def run	(		self,
			latency = 60
	)

Description :

Function that allows to run a trading strategy.  

Parameters :

- latency [int] = 60 : Latency time between two execution of the STRATEGY.run() and STRATEGY.show() functions.  
                       The time is expressed in seconds. 

Returns :

None 

Do be done :

set_client()

def set_client	(		self,
			name = None,
			client_connect_path = None,
			client_contract_path = None
	)

Description :

Function that allows to define the trading CLIENT object properties. 

Parameters :

- name [str] : Name of the client as registered in the local system. The choices are : 
    - IBKR : Interactive Broker (Trading Workstation) 
    - MT4  : MetaTrader 4 
- client_connect_path [str]  : Path to the "client_connection.json" file containing all the informations of connection to the selected client. 
- client_contract_path [str] : Path to the "client_contracts.json" file containing all the identities of the different contracts whithin the different 
                               trading platforms. 

Returns :

None 

Do be done :

set_strategy()

def set_strategy	(		self,
			strategy_name = None,
			strategy_path = None
	)

Description :

Function that allows to define the trading STRATEGY object. 

Parameters :

- strategy_name [str] : Name of the trading strategy file. 
- strategy_path [str] : Path to the trading strategy file.  

Returns :

None 

Do be done :

Member Data Documentation

client

client

CLIENT class object

Type: class CLIENT()
Description :
This object contains trading API client connexion informations.

client_connect_path

client_connect_path

Client connection path

Type: string
Description:
Path to the "client_connection.json" file in which  the client connexion informations are stored.

client_contract_path

client_contract_path

Client contract path

Type: string
Description:
Path to the "client_contracts.json" file in which  every contract identity is stored.

client_name

client_name

Name of the client

Type: string
Description :
Name of the client as defined in the local system.

strategy

strategy

STRATEGY class object

Type: class STRATEGY()
Description:
STRATEGY class stored in the strategy python file.

strategy_name

strategy_name

Strategy name

 Type: string
Description:
Name of the strategy to be run in live mode.

strategy_path

strategy_path

Strategy path

Type: string
Description:
Path to the strategy python file.

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The documentation for this class was generated from the following file:

• trader.py