Backtesting.execution
Execution API module for trade execution across different brokers.
Execution
Wrapper class for batch trade execution with validation.
Source code in Backtesting/execution.py
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__init__(api)
Initialize execution wrapper with API adapter.
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Source code in Backtesting/execution.py
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execute(output, time_step)
Execute all trades from output array with validation.
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Source code in Backtesting/execution.py
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set_api(api)
Change execution API adapter at runtime.
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Source code in Backtesting/execution.py
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ExecutionAPI
Bases: ABC
Abstract base class for execution API implementations.
Source code in Backtesting/execution.py
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execute_trade(stock, num_shares, flag, time_step)
abstractmethod
Execute a single trade.
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Source code in Backtesting/execution.py
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is_connected()
abstractmethod
Check if API connection is active.
Source code in Backtesting/execution.py
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MockExecutionAPI
Bases: ExecutionAPI
Mock execution API for backtesting. No actual trades executed.
Source code in Backtesting/execution.py
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__init__()
Initialize mock execution API.
Source code in Backtesting/execution.py
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execute_trade(stock, num_shares, flag, time_step)
Mock trade execution. Required for backtesting with historical prices.
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Source code in Backtesting/execution.py
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is_connected()
Always returns True for mock API.
Source code in Backtesting/execution.py
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PaperAlpacaExecutionAPI
Bases: ExecutionAPI
Alpaca paper trading execution API implementation.
Source code in Backtesting/execution.py
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__init__(api_key, secret_key, base_url=None)
Initialize Alpaca paper trading API client.
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Source code in Backtesting/execution.py
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execute_trade(stock, num_shares, flag, time_step)
Execute trade via Alpaca paper trading API.
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Source code in Backtesting/execution.py
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is_connected()
Check Alpaca API connection status.
Source code in Backtesting/execution.py
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PolygonExecutionAPI
Bases: ExecutionAPI
Polygon.io execution API implementation.
Source code in Backtesting/execution.py
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__init__(api_key)
Initialize Polygon execution API client.
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Source code in Backtesting/execution.py
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execute_trade(stock, num_shares, flag, time_step)
Execute trade via Polygon API.
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Source code in Backtesting/execution.py
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is_connected()
Check Polygon API connection status.
Source code in Backtesting/execution.py
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