SessionSnapshot

dataclass backtide.live.SessionSnapshot

Mark-to-market snapshot of a simulated account.

Attributes

portfolio : Portfolio

Cash, positions, and currently resting orders.

latest_prices : dict[str, float]

Latest valid close per canonical symbol.

equity : float

Cash plus positions marked to latest_prices.

realized_pnl : float

Cumulative realized PnL net of commissions.

unrealized_pnl : float

Open-position PnL marked to latest_prices.

processed_bars : int

Number of updates that triggered matching or strategy evaluation.

gross_exposure : float

Sum of absolute marked position values.

net_exposure : float

Signed marked value of all positions.

leverage : float

Gross exposure divided by equity.

buying_power : float

Remaining gross exposure capacity under the configured leverage cap.

drawdown : float

Fractional decline from peak session equity.

peak_equity : float

Highest marked equity observed during the session.

total_costs : float

Cumulative commissions, margin interest, and short-borrow charges.

trading_halted : bool

Whether a configured risk guard is rejecting exposure-increasing orders.

halt_reason : str | None

Human-readable reason for the active risk halt.

metrics : dict[str, float]

Selected live-compatible performance metrics computed from session state.

Example

>>> from backtide.live import Session

>>> snapshot = Session().snapshot()
>>> print(snapshot.equity)

100000.0
>>> print(snapshot.portfolio.positions)

{}