diff --git a/roboquant/event.py b/roboquant/event.py index 765719e..1145727 100644 --- a/roboquant/event.py +++ b/roboquant/event.py @@ -92,10 +92,6 @@ def price(self, price_type: str = "DEFAULT") -> float: case _: return self.ohlcv[3] - @property - def close(self): - return self.ohlcv[3] - def volume(self, volume_type: str = "DEFAULT") -> float: return self.ohlcv[4] diff --git a/roboquant/order.py b/roboquant/order.py index 60e814a..b30ee1a 100644 --- a/roboquant/order.py +++ b/roboquant/order.py @@ -129,4 +129,8 @@ def is_sell(self): @property def remaining(self): + """Return the remaining to be filled. + + In case of a sell order, the remaining can be a negative number. + """ return self.size - self.fill diff --git a/roboquant/signal.py b/roboquant/signal.py index ab59012..b60e879 100644 --- a/roboquant/signal.py +++ b/roboquant/signal.py @@ -12,7 +12,9 @@ class SignalType(Flag): @dataclass(slots=True, frozen=True) class Signal: - """Signal that a strategy can create""" + """Signal that a strategy can create. + It contains both a rating between -1.0 and 1.0 and a type. + """ rating: float type: SignalType = SignalType.BOTH