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Trade Module

The trade module works as a summary of a single trade, including entry and exit details, trade size, and commission effects. It is designed to have all the necessary information to calculate the profit or loss of a trade.

Trade Class

The Trade class encapsulates the execution of a single trade, including entry and exit details, trade size, and commission effects.

Parameters (Constructor)

Trade(
    df_slice: pd.DataFrame,
    trade_id: int,
    order_size: OrderSize,
    current_capital: float,
    initial_capital: float,
    trade_commissions: TradeCommissions,
    long: bool = True
)

  • df_slice (pd.DataFrame):
    DataFrame slice containing the data for the trade. This is typically a subset of the historical data used for backtesting.

  • trade_id (int):
    Unique identifier for the trade. This is used to track the trade throughout the backtesting process.

  • order_size (OrderSize):
    Object defining how much capital is allocated to the trade. Supported order sizes are linked here.

  • current_capital (float):
    Current capital available for trading. This is updated as trades are executed.

  • initial_capital (float):
    Capital available when the trade was initiated.

  • trade_commissions (TradeCommissions):
    Object describing commissions applied to each trade. Supported commission types are linked here.

  • long (bool):
    Indicates whether the trade is a long position. Default is True. If False, the trade is considered a short position.

Trade objects are returned in a list as a result of the Strategy class. The list contains all trades executed during the backtest.