Live Execution¶

class src.boatwright.LiveExecution.LiveExecution(strategy, broker, allocated_frac=1, debug=False)¶

Execute a strategy in real time

Parameters:

strategy (Strategy) – strategy
broker (Broker) – broker, can be either a backtest broker or live broker interface
allocated_frac (float) – value between 0 and 1 indicating the fraction of the total equity to allocate towards this strategy (default 1)
debug – boolean toggle to print debugging information to terminal

notify_listeners(row)¶

puts a row of data in each listeners queue

Parameters:: row (DataFrame) – one row of data with all signals calculated, and aum, base, quote values updated

register_listener(listener)¶: register a listener to be updated with each row of data (only for asynchronous runs)

set_prerequisite_data(data)¶

seeds self.current_data and self.cumulative_data with the provided data, intended to be the most recent historical data

async step(bar)¶

actions on each bar of data recieved

Parameters:: bar (DataFrame) – a new bar of the most recent OHLCV volume