`contango.runners.static.static_runner`

contango.runners.static.static_runner

StaticRunner

Bases: Generic[TConfig]

Runner for fetching data and executing a singular, unchanging Strategy implementation.

fetch_data `staticmethod`

fetch_data(provider: HistoricalDataProvider[TConfig], config: TConfig, database_path: str | Path | None = None) -> list[MarketDataEvent]

Fetches and stores data into the database.

Parameters:

Name	Type	Description	Default
`provider`	`HistoricalDataProvider[TConfig]`	The historical data provider (i.e. Yfinance) implementation.	required
`config`	`TConfig`	The configuration that matches the data provider (i.e. YfinanceConfig).	required
`database_path`	`str \| Path \| None`	The optional database path; if not provided, defaults to the OS-standard user data directory.	`None`

Returns:

Type	Description
`list[MarketDataEvent]`	list[MarketDataEvent]: The OHLCV data from the database and/or historical data provider.

Source code in src\contango\runners\static\static_runner.py

@staticmethod
def fetch_data(
    provider: HistoricalDataProvider[TConfig],
    config: TConfig,
    database_path: str | Path | None = None,
) -> list[MarketDataEvent]:
    """
    Fetches and stores data into the database.

    Args:
        provider: The historical data provider (i.e. Yfinance) implementation.
        config: The configuration that matches the data provider (i.e. YfinanceConfig).
        database_path: The optional database path; if not provided, defaults to the OS-standard user data directory.

    Returns:
        list[MarketDataEvent]: The OHLCV data from the database and/or historical data provider.
    """
    return DataRepository[config].get_data_and_store(
        provider=provider,
        config=config,
        expected_timestamps=provider.get_expected_timestamps(config),
        database_path=database_path,
    )

fetch_data_multi `staticmethod`

fetch_data_multi(provider: HistoricalDataProvider[TConfig], configs: Mapping[str, TConfig], database_path: str | Path | None = None) -> dict[str, list[MarketDataEvent]]

Fetches and stores data for multiple symbols, keyed by the same symbol strings intend to use in param_grid["symbol"].

Parameters:

Name	Type	Description	Default
`provider`	`HistoricalDataProvider[TConfig]`	The historical data provider (i.e. Yfinance) implementation.	required
`configs`	`Mapping[str, TConfig]`	A mapping of symbol -> config for the symbol (e.g. {"AAPL": YfinanceConfig(ticker="AAPL", ...)}).	required
`database_path`	`str \| Path \| None`	The optional database path. if not provided, defaults to the OS-standard user data directory.	`None`

Returns:

Type	Description
`dict[str, list[MarketDataEvent]]`	dict[str, list[MarketDataEvent]]: OHLCV data per symbol.

Source code in src\contango\runners\static\static_runner.py

@staticmethod
def fetch_data_multi(
    provider: HistoricalDataProvider[TConfig],
    configs: Mapping[str, TConfig],
    database_path: str | Path | None = None,
) -> dict[str, list[MarketDataEvent]]:
    """
    Fetches and stores data for multiple symbols, keyed by the same
    symbol strings intend to use in param_grid["symbol"].

    Args:
        provider: The historical data provider (i.e. Yfinance) implementation.
        configs: A mapping of symbol -> config for the symbol (e.g. {"AAPL": YfinanceConfig(ticker="AAPL", ...)}).
        database_path: The optional database path. if not provided, defaults to the OS-standard user data directory.

    Returns:
        dict[str, list[MarketDataEvent]]: OHLCV data per symbol.
    """
    return {
        symbol: StaticRunner[TConfig].fetch_data(provider=provider, config=config, database_path=database_path)
        for symbol, config in configs.items()
    }

run `staticmethod`

run(ohlcv_data: list[MarketDataEvent], strategy: Strategy, backtester_config: BacktesterConfig) -> Metrics

Runs a backtest for a static, singular strategy.

Parameters:

Name	Type	Description	Default
`ohlcv_data`	`list[MarketDataEvent]`	A list of historical market data events to use for the backtest.	required
`strategy`	`Strategy`	The singular strategy implementation to backtest.	required
`backtester_config`	`BacktesterConfig`	The configuration for the backtester.	required

Returns:

Name	Type	Description
`Metrics`	`Metrics`	The metrics for the backtest.

Source code in src\contango\runners\static\static_runner.py

@staticmethod
def run(
    ohlcv_data: list[MarketDataEvent], 
    strategy: Strategy, 
    backtester_config: BacktesterConfig
) -> Metrics:
    """
    Runs a backtest for a static, singular strategy.

    Args:
        ohlcv_data: A list of historical market data events to use for the backtest.
        strategy: The singular strategy implementation to backtest.
        backtester_config: The configuration for the backtester.

    Returns:
        Metrics: The metrics for the backtest.
    """
    raw_results = StrategyBacktester.backtest(
        ohlcv_data=ohlcv_data, strategy=strategy, config=backtester_config
    )
    return calculate_metrics(raw_results)

contango.runners.static.static_runner