TradeBuilder

QuantConnect.Statistics.TradeBuilder

TradeBuilder(
    grouping_method: FillGroupingMethod,
    matching_method: FillMatchingMethod,
)

Bases: Object, ITradeBuilder

The TradeBuilder class generates trades from executions and market price updates

Initializes a new instance of the TradeBuilder class

closed_trades: List[Trade]

The list of closed trades

apply_split(
    split: Split,
    live_mode: bool,
    data_normalization_mode: DataNormalizationMode,
) -> None

Applies a split to the trade builder

Parameters:

Name	Type	Description	Default
`split`	`Split`	The split to be applied	required
`live_mode`	`bool`	True if live mode, false for backtest	required
`data_normalization_mode`	`DataNormalizationMode`	The DataNormalizationMode for this security	required

has_open_position(
    symbol: Union[Symbol, str, BaseContract],
) -> bool

Returns true if there is an open position for the symbol

Parameters:

Name	Type	Description	Default
`symbol`	`Union[Symbol, str, BaseContract]`	The symbol	required

Returns:

Type	Description
`bool`	true if there is an open position for the symbol.

process_fill(
    fill: OrderEvent,
    security_conversion_rate: float,
    fee_in_account_currency: float,
    multiplier: float = 1.0,
) -> None

Processes a new fill, eventually creating new trades

Parameters:

Name	Type	Description	Default
`fill`	`OrderEvent`	The new fill order event	required
`security_conversion_rate`	`float`	The current security market conversion rate into the account currency	required
`fee_in_account_currency`	`float`	The current order fee in the account currency	required
`multiplier`	`float`	The contract multiplier	`1.0`

set_live_mode(live: bool) -> None

Sets the live mode flag

Parameters:

Name	Type	Description	Default
`live`	`bool`	The live mode flag	required

set_market_price(
    symbol: Union[Symbol, str, BaseContract], price: float
) -> None

Sets the current market price for the symbol

Parameters:

Name	Type	Description	Default
`symbol`	`Union[Symbol, str, BaseContract]`		required
`price`	`float`		required

set_security_manager(securities: SecurityManager) -> None

Sets the security manager instance

Parameters:

Name	Type	Description	Default
`securities`	`SecurityManager`	The security manager	required