aiomql/docs/core/backtesting/trades_manager.md

TradesManager

Table of Contents

• trades_manager
  • TradesManager
    • update
    • values
    • keys
    • items
    • to_dict
  • PositionsManager
    • _init_
    • margin
    • close
    • get_margin
    • delete_margin
    • set_margin
    • positions_get
    • positions_total
    • open_positions
  • OrdersManager
    • get_orders_range
    • history_orders_get
    • history_orders_total
  • DealsManager
    • get_deals_range
    • history_deals_get
    • history_deals_total

TradesManager

class TradeManager(Generic[TradeData])

A generic class to manage trades data during a backtest. It is the parent class of the PositionsManager, OrdersManager, and DealsManager. It implements some dict-like methods to manage the data. It has a private attribute _data to store the data. It exposes the data through the values, keys, and items methods. It also has a to_dict method to convert the data to a dictionary.

Parameters:

Name	Type	Description
_data	dict[int, TradeData]	The data to store the trades

Examples:

>>> manager = TradeManager()
>>> manager[123456] = TradePosition(ticket=123456, symbol="EURUSD", volume=0.1)
>>> manager.update(ticket=123456, symbol="EURUSD", volume=0.1)
>>> manager[123456]
TradePosition(ticket=123456, symbol='EURUSD', volume=0.1)
>>> manager.values()
(TradePosition(ticket=123456, symbol='EURUSD', volume=0.1),)
>>> manager.keys()
(123456,)
>>> manager.items()
((123456, TradePosition(ticket=123456, symbol='EURUSD', volume=0.1)),)
>>> manager.to_dict()
{'123456' - {'ticket': 123456, 'symbol': 'EURUSD', 'volume': 0.1}}
>>> pos = manager.get(123456)
>>> pos
TradePosition(ticket=123456, symbol='EURUSD', volume=0.1)
>>> pos in manager
True
>>> len(manager)
1
>>> pos in manager
False

update

def update(*, ticket: int, **kwargs)

Update the data of a trade. Given the ticket of the trade and the new data to update.

Parameters:

Name	Type	Description
ticket	int	The ticket of the trade to update.
**kwargs		The new data to update.

values

def values() -> tuple[TradeData, ...]

Returns the values of the data.

keys

def keys() -> tuple[int, ...]

Returns the keys of the data.

items

def items() -> tuple[tuple[int, TradeData], ...]

Returns the items of the data.

to_dict

def to_dict()

Convert the data to a dictionary.

class PositionsManager(TradeManager)

A class to manage the open positions during a backtest. It is a subclass of It has an additional attribute _open_positions to store the open positions. It also has a margins attribute to store the margins of the open positions. It overrides some methods of the TradeManager class to manage the open positions.

Attributes:

Name	Type	Description
data	dict	The data to store the trades. This used for continuation of the backtesting, if it was stopped with some open positions.
open_positions	set[int]	The open positions.
margins	dict[int, float]	The margins of the open positions.

_init_

def __init__(*, data: dict = None, open_positions: set[int] = None, margins: dict = None)

Positions manager manages the open positions during a backtest. It is a subclass of It has an additional attribute _open_positions to store the open positions. It also has a margins attribute to store the margins of the open positions. It overrides some methods of the TradeManager class to manage the open positions.

Parameters:

Name	Type	Description
data	dict	The data to store the trades. This used for continuation of the backtesting, if it was stopped with some open positions.
open_positions	set[int]	The open positions.
margins	dict[int, float]	The margins of the open positions.

margin

@property
def margin()

Returns the total margin of all open positions

close

def close(*, ticket: int) -> bool

Close a position. Given the ticket of the position to close.

Parameters:

Name	Type	Description
ticket	int	The ticket of the position to close.

get_margin

def get_margin(*, ticket: int) -> float

Get the margin of a position. Given the ticket of the position.

Parameters:

Name	Type	Description
ticket	int	The ticket of the position.

Returns:

Type	Description
float	The margin of the position.

delete_margin

def delete_margin(*, ticket: int)

Delete the margin of a position. Given the ticket of the position.

Parameters:

Name	Type	Description
ticket	int	The ticket of the position.

set_margin

def set_margin(*, ticket: int, margin: float)

Set the margin of a position. Given the ticket of the position and the margin.

Parameters:

Name	Type	Description
ticket	int	The ticket of the position.
margin	float	The margin of the position.

positions_get

def positions_get(*, ticket: int = None, symbol: str = None, group: None = None) -> tuple[TradePosition, ...]

Get positions. Given the ticket, symbol, or group of the positions.

Parameters:

Name	Type	Description
ticket	int	The ticket of the position.
symbol	str	The symbol of the position.
group	str	The group of the position.

Returns:

Type	Description
tuple[TradePosition]	The positions.

Returns:

Type	Description
tuple[TradePosition, ...]	The positions.

positions_total

def positions_total() -> int

Get the total number of open positions.

Returns:

Type	Description
int	The total number of open positions.

open_positions

@property
def open_positions() -> tuple[TradePosition, ...]

Returns the open positions.

Parameters:

Name	Type	Description
ticket	int	The ticket of the position.

OrdersManager

class OrdersManager(TradeManager)

Managers orders data during a backtest. It is a subclass of It manages access to the historical orders data

get_orders_range

def get_orders_range(*, date_from: float, date_to: float) -> tuple[TradeData, ...]

Get orders within a date range. Given the start and end date of the range.

Parameters:

Name	Type	Description
date_from	float	The start date of the range.
date_to	float	The end date of the range.

Returns:

Type	Description
tuple[TradeData]	The orders within the date range.

Returns:

Type	Description
tuple[TradeData]	The orders within the date range.

history_orders_get

def history_orders_get(*, date_from: float | datetime = None, date_to: float | datetime = None,
                       group: str = "", ticket: int = None, position: int = None) -> tuple[TradeOrder, ...]

Get historical orders. Given the start and end date of the range, the group, ticket, or position of the orders.

Parameters:

Name	Type	Description
date_from	float	The start date of the range.
date_to	float	The end date of the range.
group	str	The group of the orders.
ticket	int	The ticket of the order.
position	int	The position of the order.

Returns:

Type	Description
tuple[TradeOrder]	The historical orders.

history_orders_total

def history_orders_total(*, date_from: datetime | float,
                         date_to: datetime | float) -> int

Get the total number of historical orders. Given the start and end date of the range.

Parameters:

Name	Type	Description
date_from	float	The start date of the range.
date_to	float	The end date of the range.

DealsManager

class DealsManager(TradeManager)

get_deals_range

def get_deals_range(*, date_from: float, date_to: float) -> tuple[TradeData, ...]

Get deals within a date range. Given the start and end date of the range.

Parameters:

Name	Type	Description
date_from	float	The start date of the range.
date_to	float	The end date of the range.

Returns:

Type	Description
tuple[TradeData]	The deals within the date range.

history_deals_get

def history_deals_get(*,
                      date_from: float | datetime = None,
                      date_to: float | datetime = None,
                      group: str = "",
                      ticket: int = None,
                      position: int = None) -> tuple[TradeDeal, ...]

History deals get. Given the start and end date of the range, the group, ticket, or position of the deals.

Parameters:

Name	Type	Description
date_from	float	The start date of the range.
date_to	float	The end date of the range.
group	str	The group of the deals.
ticket	int	The ticket of the deal.
position	int	The position of the deal.

history_deals_total

def history_deals_total(*, date_from: datetime | float,
                        date_to: datetime | float) -> int

Get the total number of historical deals. Given the start and end date of the range

Parameters:

Name	Type	Description
date_from	float	The start date of the range.
date_to	float	The end date of the range.

Returns:

Type	Description
int	The total number of historical deals.