def __init__(
self,
name: str,
type: StrategyType,
batch_id: str,
schedule: List[Dict],
ref_run_id: int = None,
data_loader: DataLoader = None,
):
"""Strategy default initialization, should be called by all Strategy objects.
Keyword arguments:
name: Strategy name, used in the `tradeplan.toml` file,
type: Strategy type (= day-trade / swing),
batch_id: generated by the platform, used to group executions,
schedule: execution time, a defined in the .toml file, note it's mandatory to include,
may have more than one execution window. Execution winodows are not enforced
by the platform.
ref_run_id : Used for back-testing,
data_loader: Passed by the framework, used like a DataFrame to access symbol data.
"""
self.name = name
self.batch_id = batch_id
self.type = type
self.ref_run_id = ref_run_id
self.algo_run = AlgoRun(strategy_name=self.name, batch_id=batch_id)
self.schedule = schedule
self.data_loader = data_loader
self.global_var: Dict = {}
def __init__(
self,
name: str,
type: StrategyType,
batch_id: str,
schedule: List[Dict],
ref_run_id: int = None,
):
self.name = name
self.type = type
self.ref_run_id = ref_run_id
self.algo_run = AlgoRun(strategy_name=self.name, batch_id=batch_id)
self.schedule = schedule
async def create_session(self, algo_name: str) -> AlgoRun:
new_batch_id = str(uuid.uuid4())
algo_run = AlgoRun(algo_name, new_batch_id)
await algo_run.save()
return algo_run