Mastering Python for Finance - Second Edition

Writing an abstract strategy class

The Strategy class given in the following code is the base class for all other strategy implementations, and is written as:

from abc import abstractmethodclass Strategy:    def __init__(self, send_order_event_handler):        self.send_order_event_handler = send_order_event_handler    @abstractmethod    def on_tick_event(self, market_data):        raise NotImplementedError('Method is required!')    @abstractmethod    def on_position_event(self, positions):        raise NotImplementedError('Method is required!')    def send_market_order(self, symbol, qty, is_buy, timestamp):        if self.send_order_event_handler:            order = Order(                timestamp,                symbol,                qty,                is_buy,                is_market_order=True,                price=0,            )            self.send_order_event_handler(order)

The on_tick_event() ...