Mastering Python for Finance - Second Edition

Declaring an abstract method for getting prices

Since fetching prices from a data source is a main requirement of any trading system, create an abstract method named get_prices() to perform such a function. It expects a symbols parameter to contain a list of broker-defined symbols, that will be used for querying data from our broker. The inheriting child classes are expected to implement this method, otherwise a NotImplementedError exception is thrown:

@abstractmethod
def get_prices(self, symbols=[]):
    """
    Query market prices from a broker
    :param symbols: list of symbols recognized by your broker
    """
    raise NotImplementedError('Method is required!')

Note that this get_prices() method is expected to perform a one-time fetch of the current market ...