step
This method is called at the interval specified by the user. It should create a dictionary where each key is the symbol for an asset, and the value is the corresponding data in the following pandas dataframe format:
[TICKER]
open high low close volume
timestamp
--- --- --- --- --- ---
Timestamp should be an offset-aware datetime object in UTC timezone.
The dictionary should be passed to the trader by calling self.broker_hub_cb()
.
Syntax
def step(self) -> None:
Returns
This method does not return anything.
Raises
- An
Exception
is raised if there is an error during the step execution.