AbstractStrategy¶

class qf_lib.backtesting.strategies.abstract_strategy.AbstractStrategy(ts: qf_lib.backtesting.trading_session.trading_session.TradingSession)[source]¶

Bases: object

Basic interface used to create a generic strategy.

Methods

`calculate_and_place_orders`()	The base function of every strategy.
`subscribe`(event)	Subscribes the strategy to a given Time event.

abstract calculate_and_place_orders()[source]¶: The base function of every strategy. Its purpose is the computation of desired signals, creation of corresponding orders and afterwards sending them to the broker.

subscribe(event: Type[TimeEventType])[source]¶: Subscribes the strategy to a given Time event. Most commonly this will be CalculateAndPlaceOrdersPeriodicEvent or CalculateAndPlaceOrdersRegularEvent that calls calculate_and_place_orders method