trader.simulation package

The shadow-portfolio simulator (issue #33, Slice 3e Part 4).

A forward-only measurement instrument, not a trading path. Read the module docstring on step.py for the isolation boundary this package exists inside.

class trader.simulation.SimulationRunner(settings, pipeline_config, discovery_settings, fixed_symbols, bar_repository, decision_repository, simulation_repository)[source]

Bases: object

Steps every configured strategy’s shadow portfolio forward one cycle.

Since issue #42, that is two portfolios per strategy id: the normal one (its own sell decisions honoured) and an Always-be-Buying (AbB) variant that reads the same decisions with sell signals ignored, so only the trailing stop can close a position — isolating whether the sell side is what costs performance, independent of whether the entries are any good.

Parameters:
settings: SimulationSettings
pipeline_config: PipelineConfig
discovery_settings: DiscoverySettings
fixed_symbols: Collection[str]
bar_repository: BarRepository
decision_repository: DecisionRepository
simulation_repository: SimulationRepository
run(*, strategy_ids, now)[source]

Advance both of one strategy’s portfolios per id, all four* failure points isolated from each other.

(*) two per strategy, times as many strategies as strategy_ids holds. One variant of one strategy raising (a malformed inputs_json, a repository error) must not stop its own sibling variant, another strategy’s either variant, or the real cycle this was called from — the same per-unit isolation discipline discover_symbols uses per-theme.

Parameters:

  • strategy_ids (Sequence[str])

  • now (datetime)

Return type:

None

trader.simulation.advance(*, strategy_id, now, bar_repository, decision_repository, simulation_repository, settings, pipeline_config, discovery_settings, fixed_symbols, portfolio_key=None, disable_sell_signals=False)[source]

Step strategy_id’s simulated portfolio through every completed, not-yet-applied bar of settings.sim_interval.

portfolio_key names the SimPortfolio row this call reads and writes; it defaults to strategy_id when left unset, which is every caller before issue #42. Decisions are always read using the real strategy_id — only the portfolio/account identity changes — which is how the Always-be-Buying (AbB) variant gets its own isolated ledger from the same recorded decisions a strategy’s normal portfolio already reads.

disable_sell_signals (issue #42) makes a recorded signal_action == “sell” a no-op for this call, as if it were unreadable — no round trip, no cash or position change — so only the trailing-stop test can ever close a position. It does not touch the stop itself.

Idempotent: a bar already recorded in SimPortfolio.last_bar_ts is never reapplied, and SimEquitySnapshot’s own (portfolio_id, bar_ts) unique constraint is the second, independent guard against the same thing. Never raises past this function for anything that can be isolated to one symbol or one bar — the caller’s own try/except is the last resort, not the first.

Parameters:
Return type:

None

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