contango.strategy.rule_based.contexts.trading_context

contango.strategy.rule_based.contexts.trading_context

TradingContext dataclass

TradingContext(event: MarketDataEvent, portfolio: PortfolioSnapshotEvent)

Bases: Context

A specific context for trading strategies.

Attributes:

Name	Type	Description
event	MarketDataEvent	The underlying market data event for the current context snapshot.
portfolio	PortfolioSnapshotEvent	The portfolio event for the current context snapshot.