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BaseStrategy

class backtide.strategies.base.BaseStrategy()[source]

Abstract base class for all strategies.

Subclass it to create a custom strategy.


Example

from backtide.strategies import BaseStrategy

class MyStrategy(BaseStrategy):
    def __init__(self, threshold=0.02):
        self.threshold = threshold

    def evaluate(self, data, portfolio, state, indicators):
        orders = []
        # Your logic here ...
        return orders


Methods

evaluate Evaluate the strategy and return orders.
log Write a message to the experiment log.


method evaluate(data, portfolio, state, indicators)[source]

Evaluate the strategy and return orders.

Parameters

data : dict[str, pandas.DataFrame | polars.DataFrame]

Keys are the experiment's symbols and values are the historical OHLCV data available up to the current bar. For example, data["AAPL"]["close"] selects AAPL's visible close-price history.

portfolio : backtide.backtest.Portfolio
Current portfolio holdings (cash, positions and open orders). For example, portfolio.positions.get("AAPL", 0.0) returns the current signed quantity, while portfolio.orders contains pending orders.

state : backtide.backtest.State
Current simulation state. For example, use state.is_warmup to suppress orders during warmup and state.datetime to read the current bar's timezone-aware timestamp.

indicators : dict[str,dict[str,pd.Series | pd.DataFrame | pl.Series | pl.DataFrame]] | None
The first keys are the indicator names. The second keys are the experiment's symbols. The values are the pre-computed indicator histories available up to the current bar. For example, indicators["SMA_20"]["AAPL"] selects AAPL's visible 20-bar SMA history. None is permitted when no indicators were selected.
Returns

list[Order]

Orders to place this tick.



method log(message, level="info")[source]

Write a message to the experiment log.

Messages appear in the live log viewer while the experiment runs and are persisted to the experiment's logs.txt file.

Example

def evaluate(self, data, portfolio, state, indicators):
    self.log(f"Bar {state.bar_index}: evaluating...")
    ...
Parameters

message : str

The message to log.

level : str | LogLevel, default="info"
Tracing log level. Choose from: "error", "warn", "info", "debug".