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Mastering Python for Finance - Second Edition
book

Mastering Python for Finance - Second Edition

by James Ma Weiming
April 2019
Intermediate to advanced
426 pages
11h 13m
English
Packt Publishing
Content preview from Mastering Python for Finance - Second Edition

Storing the position event handler

Add the following two methods as the getter and setter for the position event handler:

@property
def on_position_event(self):
    """
    Listeners will receive:
    symbol, is_long, units, unrealized_pnl, pnl
    """
    return self.__position_event_handler

@on_position_event.setter
def on_position_event(self, event_handler):
    self.__position_event_handler = event_handler

When a position update event is received from your broker, the inheriting child classes will notify the listeners through the on_position_event method invocation containing the symbol information, a flag indicating a long or short position, the number of units traded, the unrealized profit and loss, and the realized profit and loss.

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Publisher Resources

ISBN: 9781789346466Supplemental Content