trading.execution.engine.results.execution_data
trading.execution.engine.results.execution_data
ExecutionData
Bases: NamedTuple
The accumulated execution data for analysis.
Attributes:
| Name | Type | Description |
|---|---|---|
accepted_fill_events |
tuple[AcceptedFillEvent, ...]
|
All the accumulated accepted fill events (order from start -> finish) during execution. |
rejected_fill_events |
tuple[RejectedFillEvent, ...]
|
All the accumulated rejected fill events (order from start -> finish) during execution. |
order_events |
tuple[OrderEvent, ...]
|
All the accumulated order events (order from start -> finish) during execution. |
market_data_events |
tuple[MarketDataEvent, ...]
|
All the accumulated market data (order from start -> finish) during execution. |
initial_portfolio_snapshot_event |
PortfolioSnapshotEvent
|
The first portfolio snapshot event before any trading. |
portfolio_snapshot_events |
tuple[PortfolioSnapshotEvent, ...]
|
All the accumulated portfolio snapshots (order from start -> finish) during execution. |