Inheritance diagram for trade_book.TradeBook:
Public Member Functions | |
| def | __init__ (self, days, monitor, verbose=False) |
| def | set_day (self, day) |
| def | new_trade (self, name) |
| def | new_options_trade (self, name, options_strategy, size) |
| def | add_strategy_to_trade (self, name, options_strategy, size) |
| def | exit_strategy_in_trade (self, name, options_strategy, size) |
| def | order_book (self, name) |
| def | get_flat (self, name) |
| def | add_order_to_trade (self, name, order) |
| def | trades_available (self) |
| def | positions (self, name) |
| def | pnl (self, name) |
| def | greeks (self, name, volatility=None) |
Public Attributes | |
| verbose | |
| monitor | |
Detailed Description
To keep track of trades by tag and type.
Member Function Documentation
◆ add_strategy_to_trade()
| def trade_book.TradeBook.add_strategy_to_trade | ( | self, | |
| name, | |||
| options_strategy, | |||
| size | |||
| ) |
Options strategy trade.
◆ exit_strategy_in_trade()
| def trade_book.TradeBook.exit_strategy_in_trade | ( | self, | |
| name, | |||
| options_strategy, | |||
| size | |||
| ) |
Options strategy trade.
◆ get_flat()
| def trade_book.TradeBook.get_flat | ( | self, | |
| name | |||
| ) |
Creates orders that match against orders in trade and closes them.
◆ new_options_trade()
| def trade_book.TradeBook.new_options_trade | ( | self, | |
| name, | |||
| options_strategy, | |||
| size | |||
| ) |
Options strategy trade.
The documentation for this class was generated from the following file:
- trade_book.py
