Files
noteQuant-backtest/backend/data/model.py
T

33 lines
545 B
Python

from dataclasses import dataclass
from datetime import datetime
@dataclass
class Candle:
time_open: datetime
open: float
high: float
low: float
close: float
volume: float
@dataclass
class Signal:
direction: str
stop_loss: float
entry_price: float
@dataclass
class Trade:
enter_time: datetime
enter_price: float
direction: str
exit_time: datetime
exit_price: float
pnl: float
r_multiple: float = 0.0
partial_tp_taken: bool = False
partial_tp_realized_pnl: float = 0.0