Account

class hokohoko.entities.Account

Bases: object

Holds real-time information about the account during benchmarking.

Provides access to the following data structures:

balance

A list[numpy.float64] of per-minute balances for the testing period. Starts with an initial balance of 0.0. Current balance can be retrieved via self.account.balance[-1].

equity

A list[numpy.float64] of per-minute equity for the testing period. Starts with an initial value of 0.0. Current equity can be retrieved via self.account.equity[-1].

orders

The list[hokohoko.entities.Order] temporarily containing the Orders placed by predictor.place_order[s]. These get actioned at the end of the minute/bar in which they were placed, after closing requests have been actioned.

positions

The dict[numpy.int64, hokohoko.entities.Position] of Positions that are considered ‘open’. These are made available to the Predictor (so can be manually closed), but their primary purpose is to keep a running record of balance and equity.

history

The list[hokohoko.entities.Positions] that will be passed into the Assessors.

symbol_ids

The list[str] of symbols available to this account. Order should match that of returned Bars.

POSITION_OPEN_VALUE = 1000.0

The amount of account currency used per position.