def __init__(self,
wrapper: ArrayWrapper,
records_arr: tp.RecordArray,
close: tp.ArrayLike,
idx_field: str = 'exit_idx',
trade_type: int = TradeType.Trade,
**kwargs) -> None:
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: 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")
def __init__(self,
wrapper: ArrayWrapper,
records_arr: tp.RecordArray,
close: tp.ArrayLike,
idx_field: str = 'idx',
**kwargs) -> None:
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")
