After submitting a backtesting job on the AlgoBulls platform, the AlgoBulls backtesting engine starts executing the strategy. During its execution, along with the logs, the P&L table and the statistics table of the AlgoBulls backtesting engine generate an order history log in real time. This log contains state transitions of every order, along with the timestamps and additional information (if any) for each order state. The order history log is crucial for understanding how long it has taken for a trade to go from an 'OPEN' state to 'COMPLETE' or 'CANCELLED'. For example, the MARKET orders would immediately go from 'OPEN' to 'COMPLETE' but the LIMIT orders may take a while, based on the market conditions, to go from 'OPEN' to 'COMPLETE' – they may even get to 'CANCELLED'. All this information is available in...
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You're reading from Python Algorithmic Trading Cookbook
Product typeBook
Published inAug 2020
Reading LevelIntermediate
PublisherPackt
ISBN-139781838989354
Edition1st Edition
Languages
Concepts
Author (1)
Pushpak Dagade
Pushpak Dagade
Pushpak Dagade is working in the area of algorithmic trading with Python for more than 3 years. He is a co-founder and CEO of AlgoBulls, an algorithmic trading platform.
Read more about Pushpak Dagade
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Python Algorithmic Trading CookbookPublished in: Aug 2020Publisher: PacktISBN-13: 9781838989354
© 2020 Packt Publishing Limited All Rights Reserved
Author (1)
Pushpak Dagade
Pushpak Dagade is working in the area of algorithmic trading with Python for more than 3 years. He is a co-founder and CEO of AlgoBulls, an algorithmic trading platform.
Read more about Pushpak Dagade