renko + prescribedTrades and tradeList linked

This commit is contained in:
David Brazda
2023-11-09 13:44:33 +01:00
parent b7f148fadd
commit aead08a2c9
9 changed files with 275 additions and 48 deletions

View File

@ -17,9 +17,13 @@ class TradeStoplossType(str, Enum):
FIXED = "fixed"
TRAILING = "trailing"
#Predpis obchodu vygenerovany signalem, je to zastresujici jednotka
#ke kteremu jsou pak navazany jednotlivy FILLy (reprezentovany model.TradeUpdate) - napr. castecne exity atp.
class Trade(BaseModel):
id: UUID
last_update: datetime
entry_time: Optional[datetime] = None
exit_time: Optional[datetime] = None
status: TradeStatus
generated_by: Optional[str] = None
direction: TradeDirection

View File

@ -178,6 +178,7 @@ class Order(BaseModel):
side: OrderSide
limit_price: Optional[float]
#entita pro kazdy kompletni FILL, je navazana na prescribed_trade
class TradeUpdate(BaseModel):
event: Union[TradeEvent, str]
execution_id: Optional[UUID]
@ -194,6 +195,7 @@ class TradeUpdate(BaseModel):
rel_profit: Optional[float]
rel_profit_cum: Optional[float]
signal_name: Optional[str]
prescribed_trade_id: Optional[str]
class RunArchiveChange(BaseModel):