Strategies API

arbitrix_core.BaseStrategy

warmup_bars

warmup_bars() -> int

Return the number of additional bars required before evaluation.

on_bar

on_bar(row: Series, portfolio: 'Portfolio', regime_output: Any = None) -> list[Signal]

Called once per prepared bar in backtest and live modes.

clone

clone() -> 'BaseStrategy'

Create a fresh strategy instance for parallel backtest modes.

arbitrix_core.Signal dataclass

Discrete trading intent emitted by a strategy.

The additional order fields are optional so legacy strategies that only populate when, action and price keep working without changes.

arbitrix_core.Trade dataclass

Represents a completed or open trade linked to an entry order.

arbitrix_core.Order dataclass

Represents a pending or filled order in the backtest/live domain.

arbitrix_core.Position dataclass

Aggregated view over multiple trades.

arbitrix_core.InstrumentConfig dataclass

Lightweight metadata describing a tradable instrument.

Extracted into the core namespace so that importing backtesting helpers does not implicitly require the heavier configuration loader machinery.