Data Types¶

Bar¶

A single OHLCV candle. Frozen dataclass (immutable).

from replaybt import Bar

bar = Bar(
    timestamp=datetime(2024, 1, 1, 0, 0),
    open=2300.50,
    high=2301.20,
    low=2299.80,
    close=2300.90,
    volume=125.5,
    symbol="ETH",
    timeframe="1m",
)

Field	Type	Default	Description
`timestamp`	`datetime`	required	Bar open time
`open`	`float`	required	Open price
`high`	`float`	required	High price
`low`	`float`	required	Low price
`close`	`float`	required	Close price
`volume`	`float`	required	Volume
`symbol`	`str`	`""`	Asset symbol
`timeframe`	`str`	`"1m"`	Bar timeframe

Side¶

Trade direction.

from replaybt import Side

Side.LONG   # "LONG"
Side.SHORT  # "SHORT"

OrderType¶

from replaybt import OrderType

OrderType.MARKET  # "MARKET"
OrderType.LIMIT   # "LIMIT"
OrderType.STOP    # "STOP"

ExitReason¶

from replaybt import ExitReason

ExitReason.STOP_LOSS          # "STOP_LOSS"
ExitReason.STOP_LOSS_GAP      # "STOP_LOSS_GAP"
ExitReason.TAKE_PROFIT        # "TAKE_PROFIT"
ExitReason.TAKE_PROFIT_GAP    # "TAKE_PROFIT_GAP"
ExitReason.BREAKEVEN          # "BREAKEVEN"
ExitReason.BREAKEVEN_GAP      # "BREAKEVEN_GAP"
ExitReason.TRAILING_STOP      # "TRAILING_STOP"
ExitReason.TRAILING_STOP_GAP  # "TRAILING_STOP_GAP"
ExitReason.PARTIAL_TP         # "PARTIAL_TP"
ExitReason.SIGNAL             # "SIGNAL"

Fill¶

An order fill event. Frozen dataclass.

from replaybt import Fill

Field	Type	Default	Description
`timestamp`	`datetime`	required	Fill time
`side`	`Side`	required	LONG or SHORT
`price`	`float`	required	Fill price (after slippage)
`size_usd`	`float`	required	Position size in USD
`symbol`	`str`	`""`	Asset symbol
`fees`	`float`	`0.0`	Fees paid
`slippage_cost`	`float`	`0.0`	Slippage cost
`is_entry`	`bool`	`True`	True for entries, False for exits
`reason`	`str`	`""`	Exit reason (empty for entries)

Position¶

An open position. Mutable dataclass.

Field	Type	Default	Description
`side`	`Side`	required	LONG or SHORT
`entry_price`	`float`	required	Average entry price
`entry_time`	`datetime`	required	Entry timestamp
`size_usd`	`float`	required	Position size
`stop_loss`	`float`	required	Current SL price
`take_profit`	`float`	required	Current TP price
`symbol`	`str`	`""`	Asset symbol
`breakeven_activated`	`bool`	`False`	Breakeven active
`breakeven_trigger`	`float`	`0.0`	Breakeven trigger price
`breakeven_lock`	`float`	`0.0`	Breakeven lock price
`trailing_stop_pct`	`float`	`0.0`	Trail distance
`trailing_stop_activation_pct`	`float`	`0.0`	Trail activation
`position_high`	`float`	`0.0`	Highest price since entry
`position_low`	`float`	`0.0`	Lowest price since entry
`trailing_stop_activated`	`bool`	`False`	Trail active
`partial_tp_pct`	`float`	`0.0`	Partial TP fraction
`partial_tp_new_tp_pct`	`float`	`0.0`	New TP after partial
`partial_tp_done`	`bool`	`False`	Partial TP executed
`group`	`Optional[str]`	`None`	Position group

Properties¶

Property	Type	Description
`is_long`	`bool`	True if LONG side

Trade¶

A completed trade (entry + exit). Frozen dataclass.

Field	Type	Default	Description
`entry_time`	`datetime`	required	Entry timestamp
`exit_time`	`datetime`	required	Exit timestamp
`side`	`Side`	required	LONG or SHORT
`entry_price`	`float`	required	Entry price
`exit_price`	`float`	required	Exit price
`size_usd`	`float`	required	Position size
`pnl_usd`	`float`	required	Profit/loss in USD
`pnl_pct`	`float`	required	Profit/loss as fraction
`fees`	`float`	required	Total fees (entry + exit)
`reason`	`str`	required	Exit reason
`symbol`	`str`	`""`	Asset symbol
`is_partial`	`bool`	`False`	Partial close
`group`	`Optional[str]`	`None`	Position group

PendingOrder¶

Internal representation of a queued order.

Field	Type	Default	Description
`side`	`Side`	required	Direction
`order_type`	`OrderType`	`MARKET`	Order type
`limit_price`	`Optional[float]`	`None`	Limit fill price
`size_usd`	`Optional[float]`	`None`	Position size
`stop_loss_pct`	`Optional[float]`	`None`	SL percentage
`take_profit_pct`	`Optional[float]`	`None`	TP percentage
`symbol`	`str`	`""`	Asset symbol
`bars_elapsed`	`int`	`0`	Bars since placed
`max_bars`	`int`	`0`	Timeout (0 = never)