87 lines
2.3 KiB
Python
87 lines
2.3 KiB
Python
from enum import Enum
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from alpaca.trading.enums import OrderSide, OrderStatus, OrderType
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class Env(str, Enum):
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PROD = "prod"
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TEST = "test"
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class TargetTRFM(str, Enum):
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#ponecha as is
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KEEPVAL = "keepval"
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#ponecha jen posune N-steps dopredu
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KEEPVAL_MOVE = "keepval_move"
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#posune o N-steps dopredu a hodnotu upravi na 1 nebo 0 podle toho jestli stoupa
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#nejspis tohle bude delat v indikatorech pri priprave dat ve strategii a vyuzitvat KEEP a KEEP_STEPS
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BINARY_TREND_UP = "binary_trend_up"
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class Source(str, Enum):
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RUNNERS = "runners"
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SAMPLES = "sample"
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class PredOutput(str, Enum):
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LINEAR = "linear"
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BINARY = "binary"
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class Order:
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def __init__(self, id: str, status: OrderStatus, side: OrderSide, symbol: str, qty: int, limit_price: float = None, filled_qty: int = 0, filled_avg_price: float = 0, filled_time: float = None) -> None:
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self.id = id
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self.status = status
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self.side = side
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self.symbol = symbol
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self.qty = qty
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self.filled_qty = filled_qty
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self.filled_avg_price = filled_avg_price
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self.filled_time = filled_time
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self.limit_price = limit_price
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class Followup(str, Enum):
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REVERSE = "reverse"
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ADD = "add"
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class FillCondition(str, Enum):
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"""
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Execution settings:
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fast = pro vyplneni limi orderu musi byt cena stejne
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slow = vetsi (prip. mensi pro sell)
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TBD nejspis pridat jeste stredni cestu - musi byt stejna
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"""
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FAST = "fast"
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SLOW = "slow"
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class Account(str, Enum):
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"""
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Accounts - keys to config
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"""
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ACCOUNT1 = "ACCOUNT1"
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ACCOUNT2 = "ACCOUNT2"
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class RecordType(str, Enum):
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"""
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Represents output of aggregator
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"""
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BAR = "bar"
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CBAR = "cbar"
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CBARVOLUME = "cbarvolume"
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CBARRENKO = "cbarrenko"
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TRADE = "trade"
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class Mode(str, Enum):
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"""
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LIVE - live on production
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PAPER - on paper account
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BT - full backtest
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PREP - only prepare data (indicators and bars), no trades performed
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"""
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PAPER = "paper"
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LIVE = "live"
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BT = "backtest"
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PREP = "prep"
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class StartBarAlign(str, Enum):
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"""
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Represents first bar start time alignement according to timeframe
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ROUND = bar starts at 0,5,10 (for 5s timeframe)
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RANDOM = first bar starts when first trade occurs
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"""
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ROUND = "round"
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RANDOM = "random" |