Files
2019-05-13 15:35:59 -03:00

35 lines
840 B
Python

class Event():
"""
Event is base class providing an interface for all subsequent
(inherited) events, that will trigger further events in the
trading infrastructure.
"""
pass
class MarketEvent(Event):
"""
Handles the event of receiving a new market update with
corresponding bars.
"""
def __init__(self):
self.type = "MARKET"
class SignalEvent(Event):
"""
Handles the event of receiving a signal form the Strategy
object.
Portfolio object processes buy/sell orders.
"""
def __init__(self, symbol, direction, strength):
"""symbol: ticker symbol
direction: BUY | SELL
strength: (%Win chance, Win/Loss ratio)"""
self.type = "SIGNAL"
self.symbol = symbol
self.direction = direction
self.strength = strength