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- Updates to make sure exit_reason appears in the round-trips report
- Add report module with templated analysis report created after each run
- Improve exception handling on auth failures to clean up sessions
- Commit 84eb3cc broke IG env vars by moving a lazy import to the top of the file session_runners.py, causing settings to be instantiated before credentials are ever loaded. - Drop @DataClass and __post_init__ so env vars are no longer captured at import time - Make each credential a @Property that calls os.getenv(...) on every access
- Guard broker response that can have `null` return values in that are translated to `None` where a dict is expected. Propagation up the stack to something calling `.get()` on the None
- Commit 03ac1ab fixed _request (null body → {}) but missed _handle_retry_logic which has the same resp.json() call with body.get(...) — and AttributeError isn't in its except (ValueError, KeyError) clause - `_handle_retry_logic` adds `isinstance(body, dict)` guard
Fires after all SessionStartedEvent handlers complete (warmup + reconciliation). Used to gate post_warmup_check in ReconciliationManager.
Remove run(), _run_streaming(), _run_polling(), _has_streamer() — streaming lifecycle moves to BasePortfolio. Strategy now self-registers a _on_session_started handler that calls warmup() when the portfolio fires SessionStartedEvent.
BasePortfolio is the new top-level container for trading sessions. It owns the streaming lifecycle (run, _handle_event) and fires the session lifecycle events: SessionStartedEvent → SessionReadyEvent → [streaming] → SessionEndedEvent.
Wraps a single BaseStrategy with no risk allocation. Strategy warmup is handled automatically via SessionStartedEvent. Candle events are forwarded to the strategy's on_candle_close.
Subscribe to SessionStartedEvent for reconcile_on_startup() and SessionReadyEvent for post_warmup_check(). These no longer need to be called imperatively from user code — the portfolio's run() fires the events in the correct order.
The new entry point takes a portfolio_factory instead of a list of strategy specs. The factory receives a started Client and returns an initialised BasePortfolio. Lifecycle management (events, streaming, shutdown) is now owned by BasePortfolio.run().
Replace strategy_factory with portfolio_factory. The portfolio's run() now owns lifecycle events (SessionStartedEvent, SessionEndedEvent) and order handler wiring, so those are removed from the runner.
…runner Promotes Portfolio to the primary top-level container. Clients now extend BasePortfolio (or use SimplePortfolio for single-strategy use cases) instead of subclassing BaseStrategy. Key changes: - SessionReadyEvent fires after SessionStartedEvent handlers complete - BaseStrategy self-subscribes to SessionStartedEvent for warmup - BasePortfolio manages full session lifecycle (startup events, streaming, shutdown) and is the StreamConsumer (holds _handle_event, on_price_update, on_candle_close) - SimplePortfolio wraps one strategy, delegating both price and candle events - ReconciliationManager subscribes to SessionStartedEvent/SessionReadyEvent instead of being called imperatively - run_portfolio(portfolio_factory, client_factory) replaces run_strategies() - Backtest runner parameter renamed strategy_factory → portfolio_factory - Exports updated: run_portfolio, BasePortfolio, SimplePortfolio, SessionReadyEvent added to tradedesk public API - All tests updated to the new API; no backward-compat shims
Replace all run_strategies/strategy_specs references with the new run_portfolio(portfolio_factory, client_factory) pattern. Rewrite backtesting_guide.md from scratch to match the current API.
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major features, refactors and breakages. But it's better