# 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.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
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import abc
from qf_lib.backtesting.trading_session.trading_session import TradingSession
[docs]class AbstractStrategy(metaclass=abc.ABCMeta):
""" Basic interface used to create a generic strategy. """
def __init__(self, ts: TradingSession):
self.timer = ts.timer
self.notifiers = ts.notifiers
[docs] @abc.abstractmethod
def calculate_and_place_orders(self):
"""
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.
"""
raise NotImplementedError()