Module `backtrader.broker`

Expand source code

#!/usr/bin/env python
# -*- coding: utf-8; py-indent-offset:4 -*-
###############################################################################
#
# Copyright (C) 2015-2023 Daniel Rodriguez
#
# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
#
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
# GNU General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with this program.  If not, see <http://www.gnu.org/licenses/>.
#
###############################################################################
from __future__ import (absolute_import, division, print_function,
                        unicode_literals)

from backtrader.comminfo import CommInfoBase
from backtrader.metabase import MetaParams
from backtrader.utils.py3 import with_metaclass

from . import fillers as fillers
from . import fillers as filler


class MetaBroker(MetaParams):
    def __init__(cls, name, bases, dct):
        '''
        Class has already been created ... fill missing methods if needed be
        '''
        # Initialize the class
        super(MetaBroker, cls).__init__(name, bases, dct)
        translations = {
            'get_cash': 'getcash',
            'get_value': 'getvalue',
        }

        for attr, trans in translations.items():
            if not hasattr(cls, attr):
                setattr(cls, name, getattr(cls, trans))


class BrokerBase(with_metaclass(MetaBroker, object)):
    params = (
        ('commission', CommInfoBase(percabs=True)),
    )

    def __init__(self):
        self.comminfo = dict()
        self.init()

    def init(self):
        # called from init and from start
        if None not in self.comminfo:
            self.comminfo = dict({None: self.p.commission})

    def start(self):
        self.init()

    def stop(self):
        pass

    def add_order_history(self, orders, notify=False):
        '''Add order history. See cerebro for details'''
        raise NotImplementedError

    def set_fund_history(self, fund):
        '''Add fund history. See cerebro for details'''
        raise NotImplementedError

    def getcommissioninfo(self, data):
        '''Retrieves the ``CommissionInfo`` scheme associated with the given
        ``data``'''
        if data._name in self.comminfo:
            return self.comminfo[data._name]

        return self.comminfo[None]

    def setcommission(self,
                      commission=0.0, margin=None, mult=1.0,
                      commtype=None, percabs=True, stocklike=False,
                      interest=0.0, interest_long=False, leverage=1.0,
                      automargin=False,
                      name=None):

        '''This method sets a `` CommissionInfo`` object for assets managed in
        the broker with the parameters. Consult the reference for
        ``CommInfoBase``

        If name is ``None``, this will be the default for assets for which no
        other ``CommissionInfo`` scheme can be found
        '''

        comm = CommInfoBase(commission=commission, margin=margin, mult=mult,
                            commtype=commtype, stocklike=stocklike,
                            percabs=percabs,
                            interest=interest, interest_long=interest_long,
                            leverage=leverage, automargin=automargin)
        self.comminfo[name] = comm

    def addcommissioninfo(self, comminfo, name=None):
        '''Adds a ``CommissionInfo`` object that will be the default for all assets if
        ``name`` is ``None``'''
        self.comminfo[name] = comminfo

    def getcash(self):
        raise NotImplementedError

    def getvalue(self, datas=None):
        raise NotImplementedError

    def get_fundshares(self):
        '''Returns the current number of shares in the fund-like mode'''
        return 1.0  # the abstract mode has only 1 share

    fundshares = property(get_fundshares)

    def get_fundvalue(self):
        return self.getvalue()

    fundvalue = property(get_fundvalue)

    def set_fundmode(self, fundmode, fundstartval=None):
        '''Set the actual fundmode (True or False)

        If the argument fundstartval is not ``None``, it will used
        '''
        pass  # do nothing, not all brokers can support this

    def get_fundmode(self):
        '''Returns the actual fundmode (True or False)'''
        return False

    fundmode = property(get_fundmode, set_fundmode)

    def getposition(self, data):
        raise NotImplementedError

    def submit(self, order):
        raise NotImplementedError

    def cancel(self, order):
        raise NotImplementedError

    def buy(self, owner, data, size, price=None, plimit=None,
            exectype=None, valid=None, tradeid=0, oco=None,
            trailamount=None, trailpercent=None,
            **kwargs):

        raise NotImplementedError

    def sell(self, owner, data, size, price=None, plimit=None,
             exectype=None, valid=None, tradeid=0, oco=None,
             trailamount=None, trailpercent=None,
             **kwargs):

        raise NotImplementedError

    def next(self):
        pass

# __all__ = ['BrokerBase', 'fillers', 'filler']

Classes

class BrokerBase

Expand source code

class BrokerBase(with_metaclass(MetaBroker, object)):
    params = (
        ('commission', CommInfoBase(percabs=True)),
    )

    def __init__(self):
        self.comminfo = dict()
        self.init()

    def init(self):
        # called from init and from start
        if None not in self.comminfo:
            self.comminfo = dict({None: self.p.commission})

    def start(self):
        self.init()

    def stop(self):
        pass

    def add_order_history(self, orders, notify=False):
        '''Add order history. See cerebro for details'''
        raise NotImplementedError

    def set_fund_history(self, fund):
        '''Add fund history. See cerebro for details'''
        raise NotImplementedError

    def getcommissioninfo(self, data):
        '''Retrieves the ``CommissionInfo`` scheme associated with the given
        ``data``'''
        if data._name in self.comminfo:
            return self.comminfo[data._name]

        return self.comminfo[None]

    def setcommission(self,
                      commission=0.0, margin=None, mult=1.0,
                      commtype=None, percabs=True, stocklike=False,
                      interest=0.0, interest_long=False, leverage=1.0,
                      automargin=False,
                      name=None):

        '''This method sets a `` CommissionInfo`` object for assets managed in
        the broker with the parameters. Consult the reference for
        ``CommInfoBase``

        If name is ``None``, this will be the default for assets for which no
        other ``CommissionInfo`` scheme can be found
        '''

        comm = CommInfoBase(commission=commission, margin=margin, mult=mult,
                            commtype=commtype, stocklike=stocklike,
                            percabs=percabs,
                            interest=interest, interest_long=interest_long,
                            leverage=leverage, automargin=automargin)
        self.comminfo[name] = comm

    def addcommissioninfo(self, comminfo, name=None):
        '''Adds a ``CommissionInfo`` object that will be the default for all assets if
        ``name`` is ``None``'''
        self.comminfo[name] = comminfo

    def getcash(self):
        raise NotImplementedError

    def getvalue(self, datas=None):
        raise NotImplementedError

    def get_fundshares(self):
        '''Returns the current number of shares in the fund-like mode'''
        return 1.0  # the abstract mode has only 1 share

    fundshares = property(get_fundshares)

    def get_fundvalue(self):
        return self.getvalue()

    fundvalue = property(get_fundvalue)

    def set_fundmode(self, fundmode, fundstartval=None):
        '''Set the actual fundmode (True or False)

        If the argument fundstartval is not ``None``, it will used
        '''
        pass  # do nothing, not all brokers can support this

    def get_fundmode(self):
        '''Returns the actual fundmode (True or False)'''
        return False

    fundmode = property(get_fundmode, set_fundmode)

    def getposition(self, data):
        raise NotImplementedError

    def submit(self, order):
        raise NotImplementedError

    def cancel(self, order):
        raise NotImplementedError

    def buy(self, owner, data, size, price=None, plimit=None,
            exectype=None, valid=None, tradeid=0, oco=None,
            trailamount=None, trailpercent=None,
            **kwargs):

        raise NotImplementedError

    def sell(self, owner, data, size, price=None, plimit=None,
             exectype=None, valid=None, tradeid=0, oco=None,
             trailamount=None, trailpercent=None,
             **kwargs):

        raise NotImplementedError

    def next(self):
        pass

Subclasses

Class variables

var frompackages
var packages
var params

Instance variables

var fundmode

Returns the actual fundmode (True or False)

Expand source code

def get_fundmode(self):
    '''Returns the actual fundmode (True or False)'''
    return False

var fundshares

Returns the current number of shares in the fund-like mode

Expand source code

def get_fundshares(self):
    '''Returns the current number of shares in the fund-like mode'''
    return 1.0  # the abstract mode has only 1 share

var fundvalue

Expand source code

def get_fundvalue(self):
    return self.getvalue()

Methods

def BrokerBase(self, datas=None)

Expand source code

def getvalue(self, datas=None):
    raise NotImplementedError

def add_order_history(self, orders, notify=False)

Add order history. See cerebro for details

Expand source code

def add_order_history(self, orders, notify=False):
    '''Add order history. See cerebro for details'''
    raise NotImplementedError

def addcommissioninfo(self, comminfo, name=None)

Adds a CommissionInfo object that will be the default for all assets if name is None

Expand source code

def addcommissioninfo(self, comminfo, name=None):
    '''Adds a ``CommissionInfo`` object that will be the default for all assets if
    ``name`` is ``None``'''
    self.comminfo[name] = comminfo

def buy(self, owner, data, size, price=None, plimit=None, exectype=None, valid=None, tradeid=0, oco=None, trailamount=None, trailpercent=None, **kwargs)

Expand source code

def buy(self, owner, data, size, price=None, plimit=None,
        exectype=None, valid=None, tradeid=0, oco=None,
        trailamount=None, trailpercent=None,
        **kwargs):

    raise NotImplementedError

def cancel(self, order)

Expand source code

def cancel(self, order):
    raise NotImplementedError

def get_fundmode(self)

Returns the actual fundmode (True or False)

Expand source code

def get_fundmode(self):
    '''Returns the actual fundmode (True or False)'''
    return False

def get_fundshares(self)

Returns the current number of shares in the fund-like mode

Expand source code

def get_fundshares(self):
    '''Returns the current number of shares in the fund-like mode'''
    return 1.0  # the abstract mode has only 1 share

def get_fundvalue(self)

Expand source code

def get_fundvalue(self):
    return self.getvalue()

def getcash(self)

Expand source code

def getcash(self):
    raise NotImplementedError

def getcommissioninfo(self, data)

Retrieves the CommissionInfo scheme associated with the given data

Expand source code

def getcommissioninfo(self, data):
    '''Retrieves the ``CommissionInfo`` scheme associated with the given
    ``data``'''
    if data._name in self.comminfo:
        return self.comminfo[data._name]

    return self.comminfo[None]

def getposition(self, data)

Expand source code

def getposition(self, data):
    raise NotImplementedError

def getvalue(self, datas=None)

Expand source code

def getvalue(self, datas=None):
    raise NotImplementedError

def init(self)

Expand source code

def init(self):
    # called from init and from start
    if None not in self.comminfo:
        self.comminfo = dict({None: self.p.commission})

def next(self)

Expand source code

def next(self):
    pass

def sell(self, owner, data, size, price=None, plimit=None, exectype=None, valid=None, tradeid=0, oco=None, trailamount=None, trailpercent=None, **kwargs)

Expand source code

def sell(self, owner, data, size, price=None, plimit=None,
         exectype=None, valid=None, tradeid=0, oco=None,
         trailamount=None, trailpercent=None,
         **kwargs):

    raise NotImplementedError

def set_fund_history(self, fund)

Add fund history. See cerebro for details

Expand source code

def set_fund_history(self, fund):
    '''Add fund history. See cerebro for details'''
    raise NotImplementedError

def set_fundmode(self, fundmode, fundstartval=None)

Set the actual fundmode (True or False)

If the argument fundstartval is not None, it will used

Expand source code

def set_fundmode(self, fundmode, fundstartval=None):
    '''Set the actual fundmode (True or False)

    If the argument fundstartval is not ``None``, it will used
    '''
    pass  # do nothing, not all brokers can support this

def setcommission(self, commission=0.0, margin=None, mult=1.0, commtype=None, percabs=True, stocklike=False, interest=0.0, interest_long=False, leverage=1.0, automargin=False, name=None)

This method sets a CommissionInfo object for assets managed in the broker with the parameters. Consult the reference for CommInfoBase

If name is None, this will be the default for assets for which no other CommissionInfo scheme can be found

Expand source code

def setcommission(self,
                  commission=0.0, margin=None, mult=1.0,
                  commtype=None, percabs=True, stocklike=False,
                  interest=0.0, interest_long=False, leverage=1.0,
                  automargin=False,
                  name=None):

    '''This method sets a `` CommissionInfo`` object for assets managed in
    the broker with the parameters. Consult the reference for
    ``CommInfoBase``

    If name is ``None``, this will be the default for assets for which no
    other ``CommissionInfo`` scheme can be found
    '''

    comm = CommInfoBase(commission=commission, margin=margin, mult=mult,
                        commtype=commtype, stocklike=stocklike,
                        percabs=percabs,
                        interest=interest, interest_long=interest_long,
                        leverage=leverage, automargin=automargin)
    self.comminfo[name] = comm

def start(self)

Expand source code

def start(self):
    self.init()

def stop(self)

Expand source code

def stop(self):
    pass

def submit(self, order)

Expand source code

def submit(self, order):
    raise NotImplementedError

class MetaBroker (name, bases, dct)

type(object) -> the object's type type(name, bases, dict, **kwds) -> a new type

Class has already been created … fill missing methods if needed be

Expand source code

class MetaBroker(MetaParams):
    def __init__(cls, name, bases, dct):
        '''
        Class has already been created ... fill missing methods if needed be
        '''
        # Initialize the class
        super(MetaBroker, cls).__init__(name, bases, dct)
        translations = {
            'get_cash': 'getcash',
            'get_value': 'getvalue',
        }

        for attr, trans in translations.items():
            if not hasattr(cls, attr):
                setattr(cls, name, getattr(cls, trans))

Ancestors

MetaParams
MetaBase
builtins.type

Subclasses

MetaVCBroker