AbstractMonitor

class qf_lib.backtesting.monitoring.abstract_monitor.AbstractMonitor

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)

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)

Final update at the end of backtest session

abstract real_time_update(timestamp: datetime)

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)

This method is called every time ExecutionHandler creates a new Transaction