Events & types
Engine-neutral value types. Every one is importable from signalai_quant.
Bar
One period of market data.
| Field | Type | Meaning |
|---|---|---|
symbol | str | Ticker, e.g. "AAPL" |
timestamp | datetime | Bar time |
open / high / low / close | float | OHLC prices |
volume | float | Traded volume |
resolution | str | "daily" or "minute" |
Side
Order direction: Side.BUY, Side.SELL.
OrderType
OrderType.MARKET, OrderType.LIMIT.
Trade
A market print: symbol, timestamp, price, size.
OrderFilled
An executed order: order_id, symbol, side, qty, price, timestamp. These populate BacktestResult.trades.
Timer
Passed to every() callbacks. Field: timestamp.