Strategy

class qtrade.backtest.Strategy(broker, data, params)

Base class for trading strategies.

Single-asset strategies use the legacy attribute-style API (self.data, self.position, self.buy(size=10)); multi-asset strategies use self.data_by_asset[asset], self.positions[asset], and pass an asset symbol to self.buy("AAPL", size=10).

参数:

• broker -- The Broker instance.

• data -- Either a single DataFrame (single-asset, kept under the key "default") or a dict[str, DataFrame] (multi-asset).

• params -- Strategy parameters dict; entries are also bound as attributes.

Lifecycle methods

abstract Strategy.prepare()

Initialize the strategy (e.g., declare indicators).

abstract Strategy.on_bar_close()

Called on each bar (time step) to generate trading signals.

Order placement

Strategy.buy(asset: str | None = None, *, size: int | None = None, limit: float | None = None, stop: float | None = None, sl: float | None = None, tp: float | None = None, trail_percent: float | None = None, trail_amount: float | None = None, tag: object | None = None)

Place a buy order.

参数:

• asset -- Asset symbol (positional). Required when the strategy is running on more than one asset; optional otherwise.

• size -- Order size. If omitted, defaults to the maximum size that fits in current available margin at the most recent close.

• tag (limit / stop / sl / tp /) -- standard order fields.

• trail_percent -- Trailing-stop distance as a fraction (e.g. 0.05 for 5%). The Broker auto-bumps the SL each bar so it ratchets up only — never moves against the trade. Mutually exclusive with trail_amount.

• trail_amount -- Trailing-stop distance as an absolute price gap. Mutually exclusive with trail_percent.

Strategy.sell(asset: str | None = None, *, size: int | None = None, limit: float | None = None, stop: float | None = None, sl: float | None = None, tp: float | None = None, trail_percent: float | None = None, trail_amount: float | None = None, tag: object | None = None)

Place a sell order.

参数:

• asset -- Asset symbol (positional). Required when the strategy is running on more than one asset; optional otherwise.

• size -- Order size. If omitted, defaults to the current position size on that asset (used for closing longs).

• tag (limit / stop / sl / tp /) -- standard order fields.

• trail_amount (trail_percent /) -- see buy(). For shorts, the trailing stop ratchets down as price falls.

Strategy.close(asset: str | None = None)

Close all open positions.

参数:

asset -- If provided, close only that asset's position. Otherwise close every asset's position.

Read accessors

Single-asset shorthand: data, position, equity, unrealized_pnl, active_trades, closed_trades, pending_orders.

Multi-asset accessors: assets (list of symbols), positions (dict), data_by_asset (dict of truncated DataFrames). The single-asset shorthand properties (data, position) raise AttributeError with a clear message when the strategy is running on more than one asset.