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Mariner Backtesting - CloudQuant Objects overview

Objects: Account, Market, Order, Service, Strategy

cloudquant.interfaces Overview:
  • This section describes the objects created and maintained by the system (event, account, event, order, service, timer) and the corresponding methods the system can call.
  • The Strategy Class is a python object that consists of multiple objects, methods, and sub objects.
  • To use our system your class must inherit from the Strategy class.
 from cloudquant.interfaces import Strategy
Sections:
  • Account - Information related to the account object (account values, positions, pending orders, executed trades)
  • Market - Information related to the market data object (L1, imbalances, stats, bars)
  • Order - Information related to the order object (sending buy/sell order, canceling trades)
  • Service - Information related to the service object (time functions, feedback [alerts, files])
  • Strategy - Methods callable by the system and the structure of the event (the events that are passed into the system methods)