Module engine

Classes

class Trade (security: str, security_price: float, amount: int, amount_borrowed: int, transaction_id: str, timestamp: datetime.datetime, trade_type: TradeType, order: TradeOrder)

Helper class that provides a standard way to create an ABC using inheritance.

Parent

• abc.ABC

Static methods

def load(data: dict)

This method loads a trade object from a dictionary.

Args:

data: The dictionary containing the object state

Returns:

The object

Methods

def export(self) ‑> dict

This method export the trade object to a JSONable dictionary.

Returns:

The object state as a dictionary

def getCost(self) ‑> float

This method calculates the upfront cost of the trade. It ignores the cost of borrowing the securities.

Note

It doesn't include transaction costs nor the cost of borrowing the securities.

Returns:

The upfront cost of the trade

class TradeOrder (timestamp: datetime.datetime, security: str, security_price_limit: Tuple[Optional[float], Optional[float]], amount: int, amount_borrowed: int, trade_type: TradeType, expiry: Optional[datetime.datetime])

Helper class that provides a standard way to create an ABC using inheritance.

Parent

• abc.ABC

Static methods

def load(data: dict)

This method loads a trade order object from a dictionary.

Args:

data: The dictionary containing the object state

Returns:

The object

Methods

def export(self) ‑> dict

This method export the trade order object to a JSONable dictionary.

Returns:

The object state as a dictionary

class TradeType (*args, **kwds)

Create a collection of name/value pairs.

Example enumeration:

>>> class Color(Enum):
...     RED = 1
...     BLUE = 2
...     GREEN = 3

Access them by:

• attribute access:

Color.RED

• value lookup:

Color(1)

• name lookup:

Color['RED']

Enumerations can be iterated over, and know how many members they have:

>>> len(Color)
3

>>> list(Color)
[<Color.RED: 1>, <Color.BLUE: 2>, <Color.GREEN: 3>]

Methods can be added to enumerations, and members can have their own attributes – see the documentation for details.

Parent

• enum.Enum

Class variables

var BuyLong

var BuyShort

var SellLong

var SellShort

Static methods

def available()