Source code for tradeexecutor.backtest.data_preload

"""Backtesting dataset load progress baring."""

import logging

import pandas as pd

from tradeexecutor.strategy.strategy_module import CreateTradingUniverseProtocol
from tradeexecutor.strategy.trading_strategy_universe import TradingStrategyUniverse
from tradingstrategy.client import Client, BaseClient
from tradingstrategy.environment.jupyter import download_with_tqdm_progress_bar

from tradeexecutor.strategy.execution_context import ExecutionMode, ExecutionContext
from tradeexecutor.strategy.universe_model import UniverseOptions
from tradeexecutor.utils.timer import timed_task

logger = logging.getLogger(__name__)

[docs]def preload_data( client: BaseClient, create_trading_universe: CreateTradingUniverseProtocol, universe_options: UniverseOptions, execution_context: ExecutionContext | None = None, ) -> TradingStrategyUniverse: """Show nice progress bar for setting up data fees for backtesting trading universe. - We trigger call to `create_trading_universe` before the actual backtesting begins - The client is in a mode that it will display dataset download progress bars. We do not display these progress bars by default, as it could a bit noisy. """ # Switch to the progress bar downloader # TODO: Make this cleaner if isinstance(client, Client): client.transport.download_func = download_with_tqdm_progress_bar # Create new execution context that signals data preload if execution_context: engine_version = execution_context.engine_version else: engine_version = None"Preloading data, in execution context %s", execution_context) execution_context = ExecutionContext( mode=ExecutionMode.data_preload, timed_task_context_manager=timed_task, engine_version=engine_version, ) return create_trading_universe(, client, execution_context, universe_options=universe_options, )