Improved doc and removed unused code

roboquant/__init__.py

@@ -2,7 +2,7 @@
 The `roboquant` package contains the `run` method and shared classes like `Account`, `Asset` and `Event`.
 """
 
-__version__ = "0.9.3"
+__version__ = "0.9.4"
 
 import logging
 

roboquant/account.py

@@ -83,7 +83,7 @@ def long_positions(self) -> dict[Asset, Position]:
         return {symbol: position for (symbol, position) in self.positions.items() if position.is_long}
 
     def contract_value(self, asset: Asset, size: Decimal, price: float) -> float:
-        """Contract value denoted in the base currency of hte account"""
+        """Contract value denoted in the base currency of the account"""
         return asset.contract_amount(size, price).convert_to(self.base_currency, self.last_update)
 
     def equity(self) -> Wallet:
@@ -110,11 +110,11 @@ def unrealized_pnl(self) -> Wallet:
 
     def required_buying_power(self, order: Order) -> Amount:
         """Return the amount of buying power required for a certain order. The underlying logic takes into
-        account that a reduction is position size doesn't require buying power.
+        account that a reduction in position size doesn't require buying power.
         """
         pos_size = self.get_position_size(order.asset)
 
-        # only additional required if remaining order size would increase position size
+        # only buying power required if the remaining order size increases the position size
         if abs(pos_size + order.remaining) > abs(pos_size):
             return order.asset.contract_amount(abs(order.remaining), order.limit)
 

roboquant/brokers/broker.py

@@ -39,39 +39,6 @@ def sync(self, event: Event | None = None) -> Account:
         ...
 
 
-class BaseBroker(Broker):
-    """A broker accepts orders and communicates its state through the account object"""
-
-    @abstractmethod
-    def place_orders(self, orders: list[Order]):
-        """
-        Place zero or more orders at this broker.
-
-        The following logic applies:
-
-        - If the order doesn't yet have an `id`, it is considered to be a new order and will get assigned a new id.
-        - If the order has an `id` and its `size` is zero, it is a cancellation order of an existing order with the same id.
-        - If the order has an `id` and its `size` is non-zero, it is an update order of an existing order with the same id.
-
-        Args:
-            orders: The orders to be placed.
-        """
-        ...
-
-    @abstractmethod
-    def sync(self, event: Event | None = None) -> Account:
-        """Sync the state, and return an updated account to reflect the latest state.
-
-        Args:
-            event: optional the latest event.
-
-        Returns:
-            The latest account object.
-
-        """
-        ...
-
-
 def _update_account(account: Account, event: Event | None, price_type: str = "DEFAULT"):
 
     if not event:

roboquant/brokers/ibkr.py

@@ -114,8 +114,8 @@ class IBKRBroker(LiveBroker):
 
     port
        By default, TWS uses socket port 7496 for live sessions and 7497 for paper sessions.
-       IB Gateway by contrast uses 4001 for live sessions and 4002 for paper sessions.
-       However these are just defaults, and can be modified as desired.
+       IB Gateway, by contrast, uses 4001 for live sessions and 4002 for paper sessions.
+       However, these are just defaults, and can be modified as desired.
 
     client_id
         The client id to use to connect to TWS or IB Gateway.
@@ -143,7 +143,7 @@ def use_tws(cls, client_id=123):
         return cls("127.0.0.1", 7497, client_id)
 
     @classmethod
-    def use_ibgateway(cls, client_id=123):
+    def use_gateway(cls, client_id=123):
         """Return a broker connected to a IB Gateway papertrade instance with its default port (4002) settings"""
         return cls("127.0.0.1", 4002, client_id)
 
@@ -212,7 +212,7 @@ def __update_ibkr_object(obj, update):
                 logger.warning("unknown field name=%s value=%s", name, value)
 
     def _get_contract(self, order: Order) -> Contract:
-        """Map an order to a IBKR contract."""
+        """Map an order to an IBKR contract."""
 
         c = self.contract_mapping.get(order.asset)
 
@@ -229,7 +229,7 @@ def _get_contract(self, order: Order) -> Contract:
         return c
 
     def _get_order(self, order: Order) -> IBKROrder:
-        """Map an order to a IBKR order."""
+        """Map an order to an IBKR order."""
         o = IBKROrder()
         o.action = "BUY" if order.is_buy else "SELL"
         o.totalQuantity = abs(order.size)

roboquant/event.py

@@ -131,8 +131,9 @@ def volume(self, volume_type: str = "DEFAULT") -> float:
 class Event:
     """
     An event represents zero of items of information happening at a certain moment in time.
-    An item can contain any type of information, but the most common use-case are price-items like quotes, trades or bars.
-    Time is always a datetime object with the timezone set at UTC.
+
+    - `Event.time` is a datetime object with the timezone set at UTC.
+    - An item can be any type of object. But the most common use-case are price-items like quotes, trades or bars.
     """
 
     def __init__(self, dt: datetime, items: list[Any]):