certis.base module

class certis.base.Action[source]

Bases: object

Abstract class for Order, OrderCancellation

class certis.base.Logger[source]

Bases: object

Logger Object

property account_infos: List[Dict[str, Any]]

account infos during the backtest. recorded interval-by-interval

Returns

self._account_infos

add_account_info(account_info: Dict[str, Any]) → None[source]

adds account info

Parameters

account_info – account info

Returns

None

add_transaction(transactions: List[Dict[str, Any]]) → None[source]

adds transactions

Parameters

transactions – transactions

Returns

None

add_unfilled_orders(unfilled_orders: Dict[str, Any]) → None[source]

adds unfilled orders

Parameters

unfilled_orders – unfilled orders

Returns

None

to_json(target_directory: str) → None[source]

writes logger to json

Parameters

target_directory – target directory to write

Returns

None

property transactions: List[Dict[str, Any]]

list of transactions during the backtest. each transaction is generated when order fills

Returns

self._transactions

property unfilled_orders: List[Dict[str, Any]]

unfilled orders during the backtest. recorded interval-by-interval

Returns

self._unfilled_orders

class certis.base.Strategy(config, name='CertisStrategy')[source]

Bases: object

Abstract method for generating user-defined trading strategies with certis

calculate(data: DataFrame)[source]
execute(state_dict: Dict[str, Any]) → List[Action][source]