Strategies

The strategy API.

Handlers

• on_start, on_stop
• on_quote, on_trade, on_bar
• on_timer
• on_order_event

Commands

• submit_market, submit_limit
• submit_stop_market, submit_stop_limit
• submit_bracket
• cancel
• set_timer, cancel_timer
• subscribe_bars

Contract

A strategy never talks to a venue. It asks its context to act, and the engine carries the command out after the handler returns, through the risk checks. The context gives read-only access to the cache, portfolio and orders.

Timers

Timers are named per strategy; setting the same name again replaces the timer. A strategy cannot cancel another strategy's timer.