PredictionBasedTradingStrategy

class scml.scml2020.PredictionBasedTradingStrategy(*args, add_trade=True, **kwargs)[source]

Bases: scml.FixedTradePredictionStrategy, scml.MeanERPStrategy, scml.TradingStrategy

A trading strategy that uses prediction strategies to manage inputs/outputs needed

Hooks Into:
Requires:
Remarks:
  • Attributes section describes the attributes that can be used to construct the component (passed to its __init__ method).

  • Provides section describes the attributes (methods, properties, data-members) made available by this component directly. Note that everything provided by the bases of this components are also available to the agent (Check the Bases section above for all the bases of this component).

  • Requires section describes any requirements from the agent using this component. It defines a set of methods or properties/data-members that must exist in the agent that uses this component. These requirement are usually implemented as abstract methods in the component

  • Abstract section describes abstract methods that MUST be implemented by any descendant of this component.

  • Hooks Into section describes the methods this component overrides calling super () which allows other components to hook into the same method (by overriding it). Usually callbacks starting with on_ are hooked into this way.

  • Overrides section describes the methods this component overrides without calling super effectively disallowing any other components after it in the MRO to call this method. Usually methods that do some action (i.e. not starting with on_) are overridden this way.

Methods Summary

before_step()

init()

on_agent_bankrupt(agent, contracts, …)

rtype

None

on_contracts_finalized(signed, cancelled, …)

rtype

None

sign_all_contracts(contracts)

rtype

List[Optional[str]]

step()

Methods Documentation

before_step()[source]
init()[source]
on_agent_bankrupt(agent, contracts, quantities, compensation_money)[source]
Return type

None

on_contracts_finalized(signed, cancelled, rejectors)[source]
Return type

None

sign_all_contracts(contracts)[source]
Return type

List[Optional[str]]

step()[source]