alpheast.events.event module¶

class alpheast.events.event.Event[source]¶

Bases: ABC

Base class for all events

property type: str¶

class alpheast.events.event.MarketEvent(symbol, timestamp, data)[source]¶

Bases: Event

Handles the receipt of new market data (e.g. a new bar for a specific symbol)

property type: EventType¶

class alpheast.events.event.SignalEvent(symbol, timestamp, direction)[source]¶

Bases: Event

Handles the generation of a trade signal by a strategy.

property type: EventType¶

class alpheast.events.event.OrderEvent(order_id, symbol, timestamp, direction, quantity, order_type=OrderType.MARKET, price=None)[source]¶

Bases: Event

Handles placing an order with the execution handler. Comes from the portfolio manager based on signal events.

property type: EventType¶

class alpheast.events.event.FillEvent(order_id, symbol, timestamp, direction, quantity, fill_price, commission=Decimal('0.0'), successful=True)[source]¶

Bases: Event

Encapsulates the notion of an order being filled, with a quantity and an actual fill prices. Comes from the execution handler.

property type: EventType¶

class alpheast.events.event.DailyUpdateEvent(timestamp)[source]¶

Bases: object

Represents an event signifying the end of a trading day, triggering daily portfolio value calculations and updates.

property type: EventType¶