SessionUpdate
dataclass backtide.live.SessionUpdate
State transition produced after processing a market update.
| Attributes |
market : MarketUpdate
Market update supplied by the caller.
fills : list[SessionFill]
Orders filled, canceled, or rejected during this transition.
snapshot : SessionSnapshot
Account state after this transition.
orders_submitted : int
Number of explicit and strategy orders submitted on this update.
processed : bool
Whether this update was new, valid, and eligible for trading.
indicators : dict[str, dict[str, list[list[float]]]]
Latest values for configured and strategy-required indicators, grouped
by deterministic indicator name and symbol.
|
See Also
A candle received from a live market-data connection.
A stateful simulated account with optional strategy evaluation.
Example
>>> from backtide.live import MarketUpdate, Session
>>> market = MarketUpdate(
... "BTC-USD", "1m", 1_700_000_000, 1_700_000_060,
... 100.0, 102.0, 99.0, 101.0,
... )
>>> update = Session().on_bar(market)
>>> print(update.processed)
True
>>> print(update.snapshot.equity)
100000.0