OlympusTrader.insight.executors package

Subpackages

• OlympusTrader.insight.executors.canceled package
  • Submodules
  • OlympusTrader.insight.executors.canceled.defaultOnCancelled module
    • DefaultOnCancelledExecutor
      • DefaultOnCancelledExecutor.run()
  • Module contents
• OlympusTrader.insight.executors.closed package
  • Submodules
  • OlympusTrader.insight.executors.closed.defaultOnClosed module
    • DefaultOnClosedExecutor
      • DefaultOnClosedExecutor.run()
  • Module contents
• OlympusTrader.insight.executors.executed package
  • Module contents
• OlympusTrader.insight.executors.filled package
  • Submodules
  • OlympusTrader.insight.executors.filled.basicStopLoss module
    • BasicStopLossExecutor
      • BasicStopLossExecutor.run()
  • OlympusTrader.insight.executors.filled.basicTakeProfit module
    • BasicTakeProfitExecutor
      • BasicTakeProfitExecutor.run()
  • OlympusTrader.insight.executors.filled.closeExhaustedInsight module
    • CloseExhaustedInsightExecutor
      • CloseExhaustedInsightExecutor.run()
  • OlympusTrader.insight.executors.filled.closeMarketChanged module
    • CloseMarketChangedExecutor
      • CloseMarketChangedExecutor.run()
  • Module contents
• OlympusTrader.insight.executors.new package
  • Submodules
  • OlympusTrader.insight.executors.new.cancelAllOppositeSide module
    • CancelAllOppositeSidetExecutor
      • CancelAllOppositeSidetExecutor.run()
  • OlympusTrader.insight.executors.new.dynamicQuantityToRisk module
    • DynamicQuantityToRiskExecutor
      • DynamicQuantityToRiskExecutor.maximum_costbasis
      • DynamicQuantityToRiskExecutor.minimum_costbasis
      • DynamicQuantityToRiskExecutor.run()
  • OlympusTrader.insight.executors.new.fullAccountQuantiityToRisk module
    • FullAccountQuantityToRiskExecutor
      • FullAccountQuantityToRiskExecutor.run()
  • OlympusTrader.insight.executors.new.marketOrderEntryPrice module
    • MarketOrderEntryPriceExecutor
      • MarketOrderEntryPriceExecutor.run()
  • OlympusTrader.insight.executors.new.minimumRiskToReward module
    • MinimumRiskToRewardExecutor
      • MinimumRiskToRewardExecutor.run()
  • OlympusTrader.insight.executors.new.percentageDCALevels module
    • PercentageDCALevels
      • PercentageDCALevels.calculate_dca_quantities()
      • PercentageDCALevels.calculate_drawdowns()
      • PercentageDCALevels.dcaPercentage
      • PercentageDCALevels.dcalevels
      • PercentageDCALevels.includes
      • PercentageDCALevels.run()
  • OlympusTrader.insight.executors.new.rejectExpiredInsight module
    • RejectExpiredInsightExecutor
      • RejectExpiredInsightExecutor.run()
  • Module contents
• OlympusTrader.insight.executors.rejected package
  • Submodules
  • OlympusTrader.insight.executors.rejected.defaultOnReject module
    • DefaultOnRejectExecutor
      • DefaultOnRejectExecutor.run()
  • Module contents

Submodules

OlympusTrader.insight.executors.base_executor module

class OlympusTrader.insight.executors.base_executor.BaseExecutor(strategy: BaseStrategy, state: InsightState, version: float = '1.0', allowed_assets: set[str] | None = None, allowed_alphas: set[str] | None = None, allowed_insight_change_state: bool = True)

Bases: ABC

### Abstract class for BaseExecutor implementations. Used to manage orders based on insights.

ALLOWED_ALPHAS: set[str] | None = {}

Set of allowed alphas for the executor

ALLOWED_ASSETS: set[str] | None = {}

Set of allowed assets for the executor

ALLOW_INSIGHT_CHANGE_STATE: bool = True

NAME: str

STRATEGY: BaseStrategy

Reference to the strategy instance.

VERSION: str

Version of the executor model.

changeState(insight: Insight, state: InsightState, message: str = None) → None

Change the state of the insight

get_asset(symbol: str) → IAsset

Get the asset of a symbol

get_history(symbol: str) → DataFrame

Get the history of a symbol

get_latest_bar(symbol: str) → DataFrame

Get the latest bar of a symbol

get_latest_quote(insight: Insight) → IQuote

Get the latest quote of an insight

get_previos_bar(symbol: str) → DataFrame

Get the previous bar of a symbol

isAllowedAlpha(alpha: str) → bool

Check if the alpha is allowed

isAllowedAsset(symbol: str) → bool

Check if the asset is allowed

returnResults(passed: bool, success: bool = True, message: str = None) → ExecutorResults

abstractmethod run(insight: Insight) → ExecutorResults

Run the executor.

should_run(insight: Insight) → bool

Check if the executor should run

state: InsightState

Reference to the working state of the executor

class OlympusTrader.insight.executors.base_executor.ExecutorResults(passed: bool, success: bool = True, message: str = None, executor: str = None)

Bases: object

### Executor Results This class is used to store the results of the executor.

executor: str

Name of the executor.

message: str

Message indicating the result of the executor.

passed: bool

Boolean value indicating if the executor passed or not.

success: bool

Boolean value indicating if the executor was ran successful or not.

Module contents