Trader

class zvt.trader.trader.Trader(entity_ids: Optional[List[str]] = None, exchanges: Optional[List[str]] = None, codes: Optional[List[str]] = None, start_timestamp: Optional[Union[str, pandas._libs.tslibs.timestamps.Timestamp]] = None, end_timestamp: Optional[Union[str, pandas._libs.tslibs.timestamps.Timestamp]] = None, provider: Optional[str] = None, level: Union[str, zvt.contract.IntervalLevel] = IntervalLevel.LEVEL_1DAY, trader_name: Optional[str] = None, real_time: bool = False, kdata_use_begin_time: bool = False, draw_result: bool = True, rich_mode: bool = False, adjust_type: Optional[zvt.contract.AdjustType] = None, profit_threshold=(3, - 0.3), keep_history=False)

Bases: object

__init__(entity_ids: Optional[List[str]] = None, exchanges: Optional[List[str]] = None, codes: Optional[List[str]] = None, start_timestamp: Optional[Union[str, pandas._libs.tslibs.timestamps.Timestamp]] = None, end_timestamp: Optional[Union[str, pandas._libs.tslibs.timestamps.Timestamp]] = None, provider: Optional[str] = None, level: Union[str, zvt.contract.IntervalLevel] = IntervalLevel.LEVEL_1DAY, trader_name: Optional[str] = None, real_time: bool = False, kdata_use_begin_time: bool = False, draw_result: bool = True, rich_mode: bool = False, adjust_type: Optional[zvt.contract.AdjustType] = None, profit_threshold=(3, - 0.3), keep_history=False) → None

init_selectors(entity_ids, entity_schema, exchanges, codes, start_timestamp, end_timestamp, adjust_type=None)

overwrite it to init selectors if you want to use selector/factor computing model :param adjust_type:

update_targets_by_level(level: zvt.contract.IntervalLevel, long_targets: List[str], short_targets: List[str]) → None

the trading signals is generated in min level,before that,we should cache targets of all levels

Parameters

• level –

• long_targets –

• short_targets –

on_targets_selected_from_levels(timestamp) → Tuple[List[str], List[str]]

this method’s called in every min level cycle to select targets in all levels generated by the previous cycle the default implementation is selecting the targets in all levels overwrite it for your custom logic

Parameters

timestamp – current event time

Returns

long targets, short targets

on_targets_filtered(timestamp, level, selector: zvt.factors.target_selector.TargetSelector, long_targets: List[str], short_targets: List[str]) → Tuple[List[str], List[str]]

overwrite it to filter the targets from selector

Parameters

• timestamp – the event time

• level – the level

• selector – the selector

• long_targets – the long targets from the selector

• short_targets – the short targets from the selector

Returns

filtered long targets, filtered short targets

on_time(timestamp: pandas._libs.tslibs.timestamps.Timestamp)

called in every min level cycle

Parameters

timestamp – event time