Source code for penaltyblog.backtest.context
"""
Context object passed into the `logic` and `trainer` functions.
Contains the account object, lookback data, fixture being processed
and optionally a trained model
"""
from typing import Optional
import pandas as pd
from .account import Account
[docs]
class Context:
"""
Object passed into the `logic` and `trainer` functions. Contains
the account object, lookback data, fixture being processed and
optionally a trained model
"""
def __init__(
self,
account: Account,
lookback: pd.DataFrame,
fixture: Optional[pd.Series],
model=None,
):
"""
Parameters
----------
account : Account
The account object to track the virtual bets
lookback : pd.DataFrame
Dataframe containing all fixtures prior to the date being processed
fixture : pd.Series
The current fixture being processed
model :
Optional model that has been trained
"""
self.account = account
self.lookback = lookback
self.fixture = fixture
self.model = model