AbstractMonitor
- 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
- abstract end_of_day_update(timestamp: datetime)[source]
Update the statistics after a whole day of trading. Should be used in live trading only
- abstract end_of_trading_update(timestamp: Optional[datetime] = None)[source]
Final update at the end of backtest session
- abstract real_time_update(timestamp: datetime)[source]
Update a basic statistics. This method should be light as it might be called after every transaction or price update
- abstract record_transaction(transaction: Transaction)[source]
This method is called every time ExecutionHandler creates a new Transaction