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Extract general position functionality into new base classes: - PositionBase: base frozen dataclass for a single position - PositionsBase: base frozen dataclass for a collection of positions - ConsolidatedBase: base class for consolidated multi-instrument results - ChartPositionsBase: base OHLC chart with position overlay - PositionsGuiBase: base GUI for interactive position analysis - distributed_rtrns: chart function for return distribution These base classes parallel the existing trends subpackage pattern and enable downstream packages (e.g. inv) to extend with domain-specific position logic. https://claude.ai/code/session_01TnPAQhPW1RpEYuKuQFwqmY
Rename properties on PositionBase and PositionsBase to be timeframe agnostic: - sessions -> bars - open_date -> open_bar - close_date -> close_bar - max_date -> max_bar - open_dates -> open_bars - close_dates -> close_bars - max_dates -> max_bars Update all docstrings to use "bar" terminology instead of "session"/"daily". https://claude.ai/code/session_01TnPAQhPW1RpEYuKuQFwqmY
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Summary
This PR introduces a new
positionsmodule that provides base classes for representing, analyzing, and visualizing financial positions. The module enables tracking of individual positions taken in financial instruments and aggregating results across multiple instruments.Key Changes
PositionBase: A frozen dataclass representing a single position with:
CaseBaseandCaseSupportsChartAnalyPositionsBase: A container for all positions in a single instrument over an analysis period with:
ConsolidatedBase: A summary class for consolidating position results across multiple instruments with:
ChartPositionsBase: An OHLC chart with position overlays showing:
PositionsGuiBase: An interactive GUI for displaying and analyzing positions with:
Implementation Details
lineproperty provides a special series representation with duplicate indices for session opens to capture both entry and session-end pricesmarket_analyinfrastructure (cases, charts, formatters, GUIs)https://claude.ai/code/session_01TnPAQhPW1RpEYuKuQFwqmY