def __init__(self,
wrapper: ArrayWrapper,
records_arr: tp.RecordArray,
ts: tp.Optional[tp.ArrayLike] = None,
**kwargs) -> None:
Records.__init__(self, wrapper, records_arr, ts=ts, **kwargs)
self._ts = ts
def __init__(self,
wrapper: ArrayWrapper,
records_arr: tp.RecordArray,
close: tp.Optional[tp.ArrayLike] = None,
**kwargs) -> None:
Records.__init__(self, wrapper, records_arr, close=close, **kwargs)
self._close = close
def __init__(self,
wrapper,
records_arr,
close,
idx_field='exit_idx',
trade_type=TradeType.Trade,
**kwargs):
Records.__init__(self,
wrapper,
records_arr,
idx_field=idx_field,
close=close,
trade_type=trade_type,
**kwargs)
self._close = broadcast_to(close, wrapper.dummy(group_by=False))
self._trade_type = trade_type
if trade_type == TradeType.Trade:
if not all(field in records_arr.dtype.names
for field in trade_dt.names):
raise TypeError("Records array must match trade_dt")
else:
if not all(field in records_arr.dtype.names
for field in position_dt.names):
raise TypeError("Records array must match position_dt")
def __init__(self, wrapper, records_arr, idx_field='idx', **kwargs):
Records.__init__(self,
wrapper,
records_arr,
idx_field=idx_field,
**kwargs)
if not all(field in records_arr.dtype.names for field in log_dt.names):
raise TypeError("Records array must match debug_info_dt")
def __init__(self, wrapper, records_arr, close, idx_field='idx', **kwargs):
Records.__init__(self,
wrapper,
records_arr,
idx_field=idx_field,
close=close,
**kwargs)
self._close = broadcast_to(close, wrapper.dummy(group_by=False))
if not all(field in records_arr.dtype.names
for field in order_dt.names):
raise TypeError("Records array must match order_dt")
def __init__(self, records_arr, ts, freq=None, idx_field='end_idx'):
Records.__init__(self,
records_arr,
ArrayWrapper.from_obj(ts, freq=freq),
idx_field=idx_field)
PandasIndexer.__init__(self, _indexing_func)
if not all(field in records_arr.dtype.names
for field in drawdown_dt.names):
raise ValueError(
"Records array must have all fields defined in drawdown_dt")
self.ts = ts
def __init__(self, wrapper, records_arr, ts, idx_field='end_idx', **kwargs):
Records.__init__(
self,
wrapper,
records_arr,
idx_field=idx_field,
ts=ts,
**kwargs
)
self._ts = ts
if not all(field in records_arr.dtype.names for field in drawdown_dt.names):
raise TypeError("Records array must match drawdown_dt")
def __init__(self, records_arr, main_price, freq=None, idx_field='idx'):
Records.__init__(self,
records_arr,
ArrayWrapper.from_obj(main_price, freq=freq),
idx_field=idx_field)
PandasIndexer.__init__(self, _indexing_func)
if not all(field in records_arr.dtype.names
for field in order_dt.names):
raise ValueError(
"Records array must have all fields defined in order_dt")
self.main_price = main_price
def __init__(self, wrapper, records_arr, ts, idx_field='end_idx'):
Records.__init__(self, wrapper, records_arr, idx_field=idx_field)
Configured.__init__(self,
wrapper=wrapper,
records_arr=records_arr,
ts=ts,
idx_field=idx_field)
self._ts = ts
if not all(field in records_arr.dtype.names
for field in drawdown_dt.names):
raise ValueError(
"Records array must have all fields defined in drawdown_dt")
PandasIndexer.__init__(self, _indexing_func)
def __init__(self, wrapper, records_arr, close, idx_field='exit_idx'):
Records.__init__(self, wrapper, records_arr, idx_field=idx_field)
Configured.__init__(self,
wrapper=wrapper,
records_arr=records_arr,
close=close,
idx_field=idx_field)
self.close = close
if not all(field in records_arr.dtype.names
for field in event_dt.names):
raise ValueError(
"Records array must have all fields defined in event_dt")
PandasIndexer.__init__(self, _indexing_func)
def __init__(self,
wrapper: ArrayWrapper,
records_arr: tp.RecordArray,
ts: tp.ArrayLike,
idx_field: str = 'end_idx',
**kwargs) -> None:
Records.__init__(self,
wrapper,
records_arr,
idx_field=idx_field,
ts=ts,
**kwargs)
self._ts = broadcast_to(ts, wrapper.dummy(group_by=False))
if not all(field in records_arr.dtype.names
for field in drawdown_dt.names):
raise TypeError("Records array must match drawdown_dt")
