contango.trading.execution.backtest.fill_behavior.rules.rule_context
contango.trading.execution.backtest.fill_behavior.rules.rule_context
RuleContext
Bases: NamedTuple
The context for all rules.
Attributes:
| Name | Type | Description |
|---|---|---|
desired_quantity |
int
|
The desired quantity of units for the order. |
current_position |
int
|
The current position in units for the order. |
total_cost |
float
|
The total cost for the order. |
current_cash |
float
|
The current cash available in the portfolio. |