Types

Shared pure-Python types for quaver.

These enums and dataclasses have NO SQLAlchemy dependency. They are the single source of truth for enum values shared between quaver engines and any backend models.

Exported types

• SignalDirection

• SignalStrength

• TimeFrame

• InstrumentType

• EngineInfo

class quaver.types.SignalDirection(*values)

Bases: str, Enum

Direction of a trading signal emitted by a strategy engine.

Members:

• BUY — enter or increase a long position.

• SELL — enter or increase a short position.

• HOLD — maintain the current position without change.

• CLOSE — exit an open position entirely.

BUY = 'buy'

SELL = 'sell'

HOLD = 'hold'

CLOSE = 'close'

class quaver.types.SignalStrength(*values)

Bases: str, Enum

Qualitative strength of a trading signal.

Members:

• STRONG — high-conviction signal; engine is highly confident.

• MODERATE — medium-conviction signal; conditions partially met.

• WEAK — low-conviction signal; marginal or early setup.

STRONG = 'strong'

MODERATE = 'moderate'

WEAK = 'weak'

class quaver.types.TimeFrame(*values)

Bases: str, Enum

Canonical candle time-frame identifiers.

Members:

• M1 — 1-minute bars.

• M5 — 5-minute bars.

• M15 — 15-minute bars.

• H1 — 1-hour bars.

• H4 — 4-hour bars.

• D1 — daily bars.

• W1 — weekly bars.

M1 = '1m'

M5 = '5m'

M15 = '15m'

H1 = '1h'

H4 = '4h'

D1 = '1d'

W1 = '1w'

class quaver.types.ExitReason(*values)

Bases: str, Enum

Reason a position was closed during a backtest.

Members:

• SIGNAL — closed by a strategy signal (SELL, CLOSE, or reversal).

• STOP_LOSS — closed by a stop-loss trigger.

• TAKE_PROFIT — closed by a take-profit trigger.

• TRAILING_STOP — closed by a trailing-stop trigger.

• END_OF_DATA — force-closed at the end of the data series.

SIGNAL = 'signal'

STOP_LOSS = 'stop_loss'

TAKE_PROFIT = 'take_profit'

TRAILING_STOP = 'trailing_stop'

END_OF_DATA = 'end_of_data'

class quaver.types.InstrumentType(*values)

Bases: str, Enum

Classification of a financial instrument.

Members:

• STOCK — publicly traded equity share.

• ETF — exchange-traded fund.

• BOND — fixed-income debt instrument.

• COMMODITY — raw material or primary agricultural product.

• CRYPTO — cryptocurrency or digital asset.

• INDEX — market index (non-tradeable reference).

• UNKNOWN — instrument type cannot be determined.

STOCK = 'stock'

ETF = 'etf'

BOND = 'bond'

COMMODITY = 'commodity'

CRYPTO = 'crypto'

INDEX = 'index'

UNKNOWN = 'unknown'

class quaver.types.EngineInfo(slug, name, description=None, parameter_schema=None, universe_constraints=None, default_parameters=None)

Bases: object

Engine metadata for registry sync.

Carries the human-readable and schema-level information that describes a registered strategy engine. Instances are constructed by strategy modules and consumed by the backend to keep the database in sync with the registry.

Parameters:

• slug (str) – Machine-readable unique identifier for the engine (e.g. "mean_reversion"). Must be a valid Python identifier and match the key used in StrategyRegistry.

• name (str) – Human-readable display name shown in UIs (e.g. "Mean Reversion").

• description (str | None) – Optional prose description of the engine’s logic and intended use-case.

• parameter_schema (dict[str, Any] | None) – Optional JSON Schema dict describing the parameters accepted by this engine. Used by the backend for validation and UI form generation.

• universe_constraints (dict[str, Any] | None) – Optional dict expressing hard constraints on the instrument universe this engine can operate on (e.g. allowed instrument types, minimum market-cap).

• default_parameters (dict[str, Any] | None) – Optional dict of default parameter values applied when a user creates a new engine instance without specifying parameters explicitly.

slug: str

name: str

description: str | None = None

parameter_schema: dict[str, Any] | None = None

universe_constraints: dict[str, Any] | None = None

default_parameters: dict[str, Any] | None = None