ezyquant.backtesting.context.Context

class ezyquant.backtesting.context.Context(ts: Timestamp, symbol: str = '', signal: Any = nan, close_price: float = nan, volume: float = nan, cost_price: float = nan, cash: float = nan, total_cost_value: float = nan, total_market_value: float = nan, port_value: float = nan)

Context class for backtest.

Context.buy_pct_port(pct_port)	Calculate buy volume from the percentage of the portfolio.
Context.buy_pct_position(pct_position)	Calculate buy volume from the percentage of the current position.
Context.buy_value(value)	Calculate buy volume from the given value.
Context.sell_pct_port(pct_port)	Calculate sell volume from the percentage of the portfolio.
Context.sell_pct_position(pct_position)	Calculate sell volume from the percentage of the current position.
Context.sell_value(value)	Calculate sell volume from the given value.
Context.target_pct_port(pct_port)	Calculate buy/sell volume to make the current position reach the target percentage of the portfolio.
Context.target_value(value)	Calculate buy/sell volume to make the current position reach the target value.

Context.cash	Available cash.
Context.close_price	Close price.
Context.cost_price	Cost price.
Context.port_value	Total portfolio value.
Context.signal	Signal.
Context.symbol	Selected symbol.
Context.total_cost_value	Sum of all stock market value in portfolio.
Context.total_market_value	Sum of all stock cost value in portfolio.
Context.volume	Current Volume.
Context.ts	Current timestamp.