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Ichinga Samuel
145 lines
4.6 KiB
Markdown
145 lines
4.6 KiB
Markdown
# Strategy
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The base class for creating strategies.
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## Table of Contents
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- [Strategy](#strategy.strategy)
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- [\__init\__](#strategy.__init__)
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- [sleep](#strategy.sleep)
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- [delay](#strategy.delay)
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- [live_sleep](#strategy.live_sleep)
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- [backtest_sleep](#strategy.backtest_sleep)
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- [run_strategy](#strategy.run_strategy)
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- [live_strategy](#strategy.live_strategy)
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- [backtest_strategy](#strategy.backtest_strategy)
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- [trade](#strategy.trade)
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- [test](#strategy.test)
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- [initialize](#strategy.initialize)
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<a id="strategy.strategy"></a>
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### Strategy
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```python
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class Strategy(ABC)
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```
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The base class for creating strategies.
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#### Attributes:
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| Name | Type | Description | Default |
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|-----------------------|--------------------------------|------------------------------------------------|---------|
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| `name` | `str` | A name for the strategy. | None |
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| `symbol` | `Symbol` | The Financial Instrument as a Symbol Object | None |
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| `sessions` | `Sessions` | Trading sessions. | None |
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| `mt5` | `MetaTrader \| MetaBackTester` | MetaTrader instance. | None |
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| `config` | `Config` | Config instance. | None |
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| `parameters` | `dict` | A dictionary of parameters for the strategy. | None |
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| `backtest_controller` | `BackTesterController` | A controller for the backtester. |
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| `current_session` | `Session` | The current trading session |
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| `running` | `bool` | A flag to indicate if the strategy is running. | True |
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<a id="strategy.__init__"></a>
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### \__init\__
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```python
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def __init__(*, symbol: Symbol, params: dict = None, sessions: Sessions, name: str = "")
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```
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Initiate the parameters dict and add name and symbol fields. Use class name as strategy name if name is not provided.
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#### Parameters:
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| Name | Type | Description | Default |
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|------------|------------|-----------------------------|---------|
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| `symbol` | `Symbol` | The Financial instrument | |
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| `params` | `Dict` | Trading strategy parameters | None |
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| `sessions` | `Sessions` | Trading sessions | None |
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| `name` | `str` | The name of the strategy | "" |
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<a id="strategy.sleep"></a>
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### sleep
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```python
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async def sleep(*, secs: float)
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```
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Sleep for the needed amount of seconds in between requests to the terminal.
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computes the accurate amount of time needed to sleep ensuring that the next request is made at the start of
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a new bar and making cooperative multitasking possible.
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This method calls the `live_sleep` method during live trading or `backtest_sleep`.
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#### Parameters:
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| Name | Type | Description | Default |
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|--------|---------|----------------------------------------------------------------|---------|
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| `secs` | `float` | The time in seconds. Usually the timeframe you are trading on. | None |
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<a id="strategy.delay"></a>
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### delay
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```python
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async def delay(*, secs: float)
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```
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Sleep for the needed amount of seconds specified in the parameter.
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<a id="strategy.live_sleep"></a>
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### live_sleep
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```python
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async def live_sleep(*, secs: float)
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```
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Sleep method for live trading
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<a id="strategy.backtest_sleep"></a>
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### backtest_sleep
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```python
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async def backtest_sleep(*, secs: float)
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```
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Sleep method for backtesting
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<a id="strategy.trade"></a>
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### trade
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```python
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@abstractmethod
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async def trade()
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```
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Place trades using this method.
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Implement this method in your own strategy as you wish.
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<a id="strategy.test"></a>
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### test
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```python
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@abstractmethod
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async def test()
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```
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Use for backtesting. If not implemented use the trade method.
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<a id="strategy.run_strategy"></a>
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### run_strategy
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```python
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async def run_strategy()
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```
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Run the strategy by calling the trade or test method repeatedly in a while loop.
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This method actually calls the `live_strategy` or `backtest_strategy` depending on the mode.
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<a id="strategy.live_strategy"></a>
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### live_strategy
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```python
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async def live_strategy()
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```
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Runs the strategy in live mode.
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<a id="strategy.backtest_strategy"></a>
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### backtest_strategy
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```python
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async def live_strategy()
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```
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Runs the strategy in backtest mode.
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<a id="strategy.initialize"></a>
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### initialize
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```python
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async def initialize()
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```
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Initialize a strategy
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