AbstractMonitor¶
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class
qf_lib.backtesting.monitoring.abstract_monitor.
AbstractMonitor
[source]¶ Bases:
object
AbstractMonitor is a class providing an interface for all inherited Monitor classes (live, historic, custom, etc). Monitor should be subclassed according to the use.
Methods
end_of_day_update
(timestamp)Update the statistics after a whole day of trading.
end_of_trading_update
(timestamp)Final update at the end of backtest session
real_time_update
(timestamp)Update a basic statistics.
record_transaction
(transaction)This method is called every time ExecutionHandler creates a new Transaction
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abstract
end_of_day_update
(timestamp: datetime.datetime)[source]¶ Update the statistics after a whole day of trading. Should be used in live trading only
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abstract
end_of_trading_update
(timestamp: datetime.datetime = None)[source]¶ Final update at the end of backtest session
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abstract
real_time_update
(timestamp: datetime.datetime)[source]¶ Update a basic statistics. This method should be light as it might be called after every transaction or price update
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abstract
record_transaction
(transaction: qf_lib.backtesting.portfolio.transaction.Transaction)[source]¶ This method is called every time ExecutionHandler creates a new Transaction
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abstract