Base

systematica.portfolio.schedulers.base

BaseScheduler

BaseScheduler()

Base Report scheduler analytics.

Ancestors

• abc.ABC

Descendants

• systematica.portfolio.schedulers.reports.ReportScheduler
• systematica.portfolio.schedulers.trades.TradeScheduler

Static methods

pull_data

pull_data(
    loader: vectorbtpro.data.base.Data,
    params: Dict[str, Any],
) ‑> vectorbtpro.data.base.Data

Pull data.

Parameters:

Name	Type	Default	Description
loader	vbt.Data	--	Loader class.
params	tp.Kwargs	--	Loader parameters.

Returns:

Type	Description
vbt.Data	A vbt.Data object containing historical data for each symbol.

update_data

update_data(
    data: vectorbtpro.data.base.Data,
    freq: str = None,
) ‑> vectorbtpro.data.base.Data

Update data.

Fetches new data for each feature/symbol.

Parameters:

Name	Type	Default	Description
data	vbt.Data	--	Current data object.
freq	str	--	Frequency to resample data to.

Returns:

Type	Description
vbt.Data	A vbt.Data object containing historical data for each symbol.

run_task

run_task(
    template: str,
    loader_cls: vectorbtpro.data.base.Data,
    loader_params: Dict[str, Any],
    model_cls: Any,
    all_params: Dict[str, Any],
    timeframe: str = '1h',
    offset: str = None,
    channel: str = None,
    **kwargs,
) ‑> schedule.Scheduler

Run task. Use SlackMessenger by default.

Specify a particular time that the job should be run at. The format must make sense given how often the job is repeating. More info could be found in schedule.

• For daily jobs -> HH:MM:SS or HH:MM
• For hourly jobs -> MM:SS or :MM
• For minute jobs -> :SS

Parameters:

Name	Type	Default	Description
template	str	--	Template name.
loader_cls	vbt.Data	--	Data loader.
loader_params	tp.Kwargs	--	Data loader params.
model_cls	tp.Any	--	Model class.
all_params	tp.Kwargs	--	Model params.
timeframe	pd.Timedelta	1h	Timeframe used in the template for loading data. Defaults to 1h.
offset	str	None	Optional offset for hourly/multi-hourly jobs. If None, it defaults to :00. Defaults to None.
channel	str	None	Messenger channel to use. The default is C08KQFF50GH.
kwargs	tp.Kwargs	--	Additional key-word arguments.

Returns:

Type	Description
schedule.Scheduler	Scheduler.

run_thread

run_thread(
    template: str,
    loader_cls: vectorbtpro.data.base.Data,
    loader_params: Dict[str, Any],
    model_cls: Any,
    all_params: Dict[str, Any],
    timeframe: str = '1h',
    offset: str = None,
    channel: str = None,
    **kwargs,
) ‑> schedule.Scheduler

Run task. Use SlackMessenger by default.

Specify a particular time that the job should be run at. The format must make sense given how often the job is repeating. More info could be found in schedule.

• For daily jobs -> HH:MM:SS or HH:MM
• For hourly jobs -> MM:SS or :MM
• For minute jobs -> :SS

Parameters:

Name	Type	Default	Description
template	str	--	Template name.
loader_cls	vbt.Data	--	Data loader.
loader_params	tp.Kwargs	--	Data loader params.
model_cls	tp.Any	--	Model class.
all_params	tp.Kwargs	--	Model params.
timeframe	pd.Timedelta	1h	Timeframe used in the template for loading data. Defaults to 1h.
offset	str	None	Optional offset for hourly/multi-hourly jobs. If None, it defaults to :00. Defaults to None.
channel	str	None	Messenger channel to use. The default is C08KQFF50GH.
kwargs	tp.Kwargs	--	Additional key-word arguments.

Returns:

Type	Description
schedule.Scheduler	Scheduler.

run_process

run_process(
    template: str,
    loader_cls: vectorbtpro.data.base.Data,
    loader_params: Dict[str, Any],
    model_cls: Any,
    all_params: Dict[str, Any],
    timeframe: str = '1h',
    offset: str = None,
    channel: str = None,
    **kwargs,
) ‑> schedule.Scheduler

Run task. Use SlackMessenger by default.

Specify a particular time that the job should be run at. The format must make sense given how often the job is repeating. More info could be found in schedule.

• For daily jobs -> HH:MM:SS or HH:MM
• For hourly jobs -> MM:SS or :MM
• For minute jobs -> :SS

Parameters:

Name	Type	Default	Description
template	str	--	Template name.
loader_cls	vbt.Data	--	Data loader.
loader_params	tp.Kwargs	--	Data loader params.
model_cls	tp.Any	--	Model class.
all_params	tp.Kwargs	--	Model params.
timeframe	pd.Timedelta	1h	Timeframe used in the template for loading data. Defaults to 1h.
offset	str	None	Optional offset for hourly/multi-hourly jobs. If None, it defaults to :00. Defaults to None.
channel	str	None	Messenger channel to use. The default is C08KQFF50GH. kwargs Additional key-word arguments.

Returns:

Type	Description
schedule.Scheduler	Scheduler.

Methods

execute

execute(
    self,
    *args,
    **kwargs,
)

Abstract method to Generate and post a scheduled report.

This method should be implemented in subclasses to define the specific logic for generating and posting reports.

Parameters:

Name	Type	Default	Description
args	tuple	--	Positional arguments for the execute method.
kwargs	tp.Kwargs	--	Keyword arguments for the execute method.

job

job(
    self,
)

Job to run the scheduler.

This method initializes the logger, measures execution time, and calls the execute method to perform the scheduled task.

It also logs the elapsed time and peak RAM usage after execution.