ctx_helpers module¶

Numba-compiled helper functions for portfolio simulation.

any_order_nb function¶

any_order_nb(
    c
)

Check whether there is any order in the current column.

get_allocation_nb function¶

get_allocation_nb(
    c
)

Get asset value of the current column.

get_asset_value_nb function¶

get_asset_value_nb(
    c
)

Get asset value of the current column.

get_cash_nb function¶

get_cash_nb(
    c
)

Get cash of the current column or group with cash sharing.

get_entry_trade_records_nb function¶

get_entry_trade_records_nb(
    c,
    init_position=0.0,
    init_price=nan
)

Get entry trade records up to this point.

get_exit_trade_records_nb function¶

get_exit_trade_records_nb(
    c,
    init_position=0.0,
    init_price=nan
)

Get exit trade records up to this point.

get_free_cash_nb function¶

get_free_cash_nb(
    c
)

Get free cash of the current column or group with cash sharing.

get_last_order_nb function¶

get_last_order_nb(
    c
)

Get the last order in the current column.

get_limit_target_price_nb function¶

get_limit_target_price_nb(
    c
)

Get limit target price.

get_n_active_positions_nb function¶

get_n_active_positions_nb(
    c
)

Get the number of active positions in the current group (regardless of cash sharing).

get_order_records_nb function¶

get_order_records_nb(
    c
)

Get order records up to this point.

get_position_records_nb function¶

get_position_records_nb(
    c,
    init_position=0.0,
    init_price=nan
)

Get position records up to this point.

get_sl_target_price_nb function¶

get_sl_target_price_nb(
    c
)

Get SL target price.

get_tp_target_price_nb function¶

get_tp_target_price_nb(
    c
)

Get TP target price.

get_tsl_target_price_nb function¶

get_tsl_target_price_nb(
    c
)

Get TSL/TTP target price.

get_value_nb function¶

get_value_nb(
    c
)

Get value of the current column or group with cash sharing.

has_free_cash_nb function¶

has_free_cash_nb(
    c
)

Check whether the current column or group with cash sharing has free cash.

in_long_position_nb function¶

in_long_position_nb(
    c
)

Check whether the current column is in a long position.

in_position_nb function¶

in_position_nb(
    c
)

Check whether the current column is in a position.

in_short_position_nb function¶

in_short_position_nb(
    c
)

Check whether the current column is in a short position.

order_closed_position_nb function¶

order_closed_position_nb(
    c
)

Check whether the order has closed out an existing position.

order_decreased_position_nb function¶

order_decreased_position_nb(
    c
)

Check whether the order has decreased an existing position.

order_filled_nb function¶

order_filled_nb(
    c
)

Check whether the order was filled.

order_increased_position_nb function¶

order_increased_position_nb(
    c
)

Check whether the order has increased an existing position.

order_opened_position_nb function¶

order_opened_position_nb(
    c
)

Check whether the order has opened a new position.

order_reversed_position_nb function¶

order_reversed_position_nb(
    c
)

Check whether the order has reversed an existing position.