Mastering Python for Finance - Second Edition

Running our trading system

Finally, to start running our trading system, we need an entry point. Add the following run() class method to the MeanReversionTrader class:

def run(self):
    self.get_positions()
    self.broker.stream_prices(symbols=[self.symbol])

During the first run of our trading system, we read our current positions and use the information to initialize all position-related information. Then, we request our broker to start streaming prices for the given symbol and hold the connection until the program is terminated.

With an entry point defined, all we need to do is initialize our MeanReversionTrader class and call the run() command using the following codes:

trader = MeanReversionTrader( broker, symbol='EUR_USD', units=1 resample_interval='60s', ...