Source code for tradeexecutor.strategy.description

"""Strategy execution description.

Describe core parameters for the strategy execution for the main loop.

from dataclasses import dataclass
from typing import Optional

from tradeexecutor.strategy.cycle import CycleDuration
from tradeexecutor.strategy.universe_model import UniverseModel
from tradeexecutor.strategy.runner import StrategyRunner
from tradingstrategy.timebucket import TimeBucket

[docs]@dataclass class StrategyExecutionDescription: """Describe how a strategy will be execuetd. -universe_model: What currencies, candles, etc. to use and how to refresh this -runner: Alpha model, communicating with the external environment, executing trades This data class is returned from the strategy_factory through :py:func:`tradeexecutor.strategy.bootstrap.import_strategy_file`. """ #: How to refresh the trading universe for the each tick universe_model: UniverseModel #: What kind of a strategy runner this strategy is using runner: StrategyRunner #: As read from the strategy trading_strategy_engine_version: Optional[str] = None #: How long is the strategy execution cycle cycle_duration: Optional[CycleDuration] = None # TODO: Deprecate? #: What candles this strategy uses: 1d, 1h, etc. time_bucket: Optional[TimeBucket] = None