# Copyright 2016-present CERN – European Organization for Nuclear Research
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
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#
# http://www.apache.org/licenses/LICENSE-2.0
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from abc import ABCMeta, abstractmethod
from datetime import datetime
from qf_lib.backtesting.portfolio.transaction import Transaction
[docs]class AbstractMonitor(metaclass=ABCMeta):
"""
AbstractMonitor is a class providing an interface for
all inherited Monitor classes (live, historic, custom, etc).
Monitor should be subclassed according to the use.
"""
[docs] @abstractmethod
def real_time_update(self, timestamp: datetime):
"""
Update a basic statistics.
This method should be light as it might be called after every transaction or price update
"""
raise NotImplementedError("Should implement real_time_update()")
[docs] @abstractmethod
def end_of_day_update(self, timestamp: datetime):
"""
Update the statistics after a whole day of trading. Should be used in live trading only
"""
raise NotImplementedError("Should implement end_of_day_update()")
[docs] @abstractmethod
def end_of_trading_update(self, timestamp: datetime = None):
"""
Final update at the end of backtest session
"""
raise NotImplementedError("Should implement end_of_trading_update()")
[docs] @abstractmethod
def record_transaction(self, transaction: Transaction):
"""
This method is called every time ExecutionHandler creates a new Transaction
"""
raise NotImplementedError("Should implement record_transaction()")