ctx_helpers module¶

Numba-compiled context helper functions for portfolio simulation.

col_has_free_cash_nb function¶

col_has_free_cash_nb(
    c,
    col
)

Check whether a column has free cash.

col_has_orders_nb function¶

col_has_orders_nb(
    c,
    col
)

Check whether there is any order in a column.

col_in_long_position_nb function¶

col_in_long_position_nb(
    c,
    col
)

Check whether a column is in a long position.

col_in_position_nb function¶

col_in_position_nb(
    c,
    col
)

Check whether a column is in a position.

col_in_short_position_nb function¶

col_in_short_position_nb(
    c,
    col
)

Check whether a column is in a short position.

get_allocation_nb function¶

get_allocation_nb(
    c
)

Get allocation of the current column in the current group.

get_cash_nb function¶

get_cash_nb(
    c
)

Get cash of the current column or group with cash sharing.

get_col_allocation_nb function¶

get_col_allocation_nb(
    c,
    col,
    group=None
)

Get allocation of a column in its group.

get_col_cash_nb function¶

get_col_cash_nb(
    c,
    col
)

Get cash of a column.

get_col_debt_nb function¶

get_col_debt_nb(
    c,
    col
)

Get debt of a column.

get_col_entry_trade_records_nb function¶

get_col_entry_trade_records_nb(
    c,
    col,
    init_position=0.0,
    init_price=nan
)

Get entry trade records of a column up to this point.

get_col_exit_trade_records_nb function¶

get_col_exit_trade_records_nb(
    c,
    col,
    init_position=0.0,
    init_price=nan
)

Get exit trade records of a column up to this point.

get_col_free_cash_nb function¶

get_col_free_cash_nb(
    c,
    col
)

Get free cash of a column.

get_col_last_order_nb function¶

get_col_last_order_nb(
    c,
    col
)

Get the last order in a column.

get_col_leverage_nb function¶

get_col_leverage_nb(
    c,
    col
)

Get leverage of a column.

get_col_limit_info_nb function¶

get_col_limit_info_nb(
    c,
    col
)

Get limit order information of a column.

get_col_limit_target_price_nb function¶

get_col_limit_target_price_nb(
    c,
    col
)

Get target price of limit order in a column.

get_col_locked_cash_nb function¶

get_col_locked_cash_nb(
    c,
    col
)

Get locked cash of a column.

get_col_order_count_nb function¶

get_col_order_count_nb(
    c,
    col
)

Get number of order records for a column.

get_col_order_records_nb function¶

get_col_order_records_nb(
    c,
    col
)

Get order records for a column.

get_col_position_nb function¶

get_col_position_nb(
    c,
    col
)

Get position of a column.

get_col_position_records_nb function¶

get_col_position_records_nb(
    c,
    col,
    init_position=0.0,
    init_price=nan
)

Get position records of a column up to this point.

get_col_position_value_nb function¶

get_col_position_value_nb(
    c,
    col
)

Get position value of a column.

get_col_sl_info_nb function¶

get_col_sl_info_nb(
    c,
    col
)

Get SL order information of a column.

get_col_sl_target_price_nb function¶

get_col_sl_target_price_nb(
    c,
    col
)

Get target price of SL order in a column.

get_col_tp_info_nb function¶

get_col_tp_info_nb(
    c,
    col
)

Get TP order information of a column.

get_col_tp_target_price_nb function¶

get_col_tp_target_price_nb(
    c,
    col
)

Get target price of TP order in a column.

get_col_tsl_info_nb function¶

get_col_tsl_info_nb(
    c,
    col
)

Get TSL/TTP order information of a column.

get_col_tsl_target_price_nb function¶

get_col_tsl_target_price_nb(
    c,
    col
)

Get target price of TSL/TTP order in a column.

get_col_val_price_nb function¶

get_col_val_price_nb(
    c,
    col
)

Get valuation price of a column.

get_col_value_nb function¶

get_col_value_nb(
    c,
    col
)

Get value of a column.

get_debt_nb function¶

get_debt_nb(
    c
)

Get debt of the current column.

get_entry_trade_records_nb function¶

get_entry_trade_records_nb(
    c,
    init_position=0.0,
    init_price=nan
)

Get entry trade records of the current column up to this point.

get_exit_trade_records_nb function¶

get_exit_trade_records_nb(
    c,
    init_position=0.0,
    init_price=nan
)

Get exit trade records of the current column up to this point.

get_free_cash_nb function¶

get_free_cash_nb(
    c
)

Get free cash of the current column or group with cash sharing.

get_group_cash_nb function¶

get_group_cash_nb(
    c,
    group
)

Get cash of a group.

get_group_free_cash_nb function¶

get_group_free_cash_nb(
    c,
    group
)

Get free cash of a group.

get_group_position_value_nb function¶

get_group_position_value_nb(
    c,
    group
)

Get position value of a group.

get_group_value_nb function¶

get_group_value_nb(
    c,
    group
)

Get value of a group.

get_last_order_nb function¶

get_last_order_nb(
    c
)

Get the last order in the current column.

get_leverage_nb function¶

get_leverage_nb(
    c
)

Get leverage of the current column.

get_limit_info_nb function¶

get_limit_info_nb(
    c
)

Get limit order information of the current column.

get_limit_target_price_nb function¶

get_limit_target_price_nb(
    c
)

Get target price of limit order in the current column.

get_locked_cash_nb function¶

get_locked_cash_nb(
    c
)

Get locked cash of the current column.

get_n_active_positions_nb function¶

get_n_active_positions_nb(
    c,
    all_groups=False
)

Get the number of active positions in the current group (regardless of cash sharing).

To calculate across all groups, set all_groups to True.

get_order_count_nb function¶

get_order_count_nb(
    c
)

Get number of order records for the current column.

get_order_records_nb function¶

get_order_records_nb(
    c
)

Get order records for the current column.

get_position_nb function¶

get_position_nb(
    c
)

Get position of the current column.

get_position_records_nb function¶

get_position_records_nb(
    c,
    init_position=0.0,
    init_price=nan
)

Get position records of the current column up to this point.

get_position_value_nb function¶

get_position_value_nb(
    c
)

Get position value of the current column.

get_sl_info_nb function¶

get_sl_info_nb(
    c
)

Get SL order information of the current column.

get_sl_target_price_nb function¶

get_sl_target_price_nb(
    c
)

Get target price of SL order in the current column.

get_tp_info_nb function¶

get_tp_info_nb(
    c
)

Get TP order information of the current column.

get_tp_target_price_nb function¶

get_tp_target_price_nb(
    c
)

Get target price of TP order in the current column.

get_tsl_info_nb function¶

get_tsl_info_nb(
    c
)

Get TSL/TTP order information of the current column.

get_tsl_target_price_nb function¶

get_tsl_target_price_nb(
    c
)

Get target price of TSL/TTP order in the current column.

get_val_price_nb function¶

get_val_price_nb(
    c
)

Get valuation price of the current column.

get_value_nb function¶

get_value_nb(
    c
)

Get value of the current column or group with cash sharing.

group_has_free_cash_nb function¶

group_has_free_cash_nb(
    c,
    group
)

Check whether a group has free cash.

has_free_cash_nb function¶

has_free_cash_nb(
    c
)

Check whether the current column or group with cash sharing has free cash.

has_orders_nb function¶

has_orders_nb(
    c
)

Check whether there is any order in the current column.

in_long_position_nb function¶

in_long_position_nb(
    c
)

Check whether the current column is in a long position.

in_position_nb function¶

in_position_nb(
    c
)

Check whether the current column is in a position.

in_short_position_nb function¶

in_short_position_nb(
    c
)

Check whether the current column is in a short position.

order_closed_position_nb function¶

order_closed_position_nb(
    c
)

Check whether the order has closed out an existing position.

order_decreased_position_nb function¶

order_decreased_position_nb(
    c
)

Check whether the order has decreased or closed an existing position.

order_filled_nb function¶

order_filled_nb(
    c
)

Check whether the order was filled.

order_increased_position_nb function¶

order_increased_position_nb(
    c
)

Check whether the order has opened or increased an existing position.

order_opened_position_nb function¶

order_opened_position_nb(
    c
)

Check whether the order has opened a new position.

order_reversed_position_nb function¶

order_reversed_position_nb(
    c
)

Check whether the order has reversed an existing position.

stop_group_sim_nb function¶

stop_group_sim_nb(
    c,
    group
)

Stop the simulation of a group.

stop_sim_nb function¶

stop_sim_nb(
    c
)

Stop the simulation of the current group.