certis.base module

class certis.base.Action

Bases: object

Abstract class for Order, OrderCancellation

class certis.base.Logger

Bases: object

Logger Object

property account_infos

account infos during the backtest. recorded interval-by-interval

Returns

self._account_infos

add_account_info(account_info: Dict[str, Any]) → None

adds account info

Parameters

account_info – account info

Returns

None

add_transaction(transactions: List[Dict[str, Any]]) → None

adds transactions

Parameters

transactions – transactions

Returns

None

add_unfilled_orders(unfilled_orders: Dict[str, Any]) → None

adds unfilled orders

Parameters

unfilled_orders – unfilled orders

Returns

None

to_json(target_directory: str) → None

writes logger to json

Parameters

target_directory – target directory to write

Returns

None

property transactions

list of transactions during the backtest. each transaction is generated when order fills

Returns

self._transactions

property unfilled_orders

unfilled orders during the backtest. recorded interval-by-interval

Returns

self._unfilled_orders

class certis.base.Strategy(config, name='CertisStrategy')

Bases: object

Abstract method for generating user-defined trading strategies with certis

calculate(data: pandas.core.frame.DataFrame)

execute(state_dict: Dict[str, Any]) → List[certis.base.Action]