Skip to content

base

AccountingRule Protocol and RuleRegistry.

Classes:

  • AccountingRule –

    Protocol for accounting rules that generate transactions for instruments.

  • RuleRegistry –

    Registry of accounting rules applied to instruments.

AccountingRule

Bases: Protocol

Protocol for accounting rules that generate transactions for instruments.

Methods:

  • applies_to –

    Return True if this rule applies to the given instrument on the given date.

  • generate –

    Generate the transactions for the given instrument on the given date.

applies_to 

applies_to(
    instrument: Instrument,
    position: Position,
    context: RuleContext,
) -> bool

Return True if this rule applies to the given instrument on the given date.

generate 

generate(
    instrument: Instrument,
    position: Position,
    context: RuleContext,
) -> list[Transaction]

Generate the transactions for the given instrument on the given date.

RuleRegistry 

RuleRegistry()

Registry of accounting rules applied to instruments.

Methods:

  • apply_all –

    Apply all applicable rules and return the combined list of transactions.

  • register –

    Register a rule with the registry.

apply_all 

apply_all(
    instrument: Instrument,
    position: Position,
    valuation_store: ValuationStore,
    market_state: MarketState | None,
    date: date,
) -> list[Transaction]

Apply all applicable rules and return the combined list of transactions.

register 

register(rule: AccountingRule) -> None

Register a rule with the registry.