API documentation for tradeexecutor.backtest.grid_search.warm_up_grid_search_indicator_cache Python function.

warm_up_grid_search_indicator_cache(strategy_universe, combinations, indicator_storage, max_workers=8, execution_context=<ExecutionContext backtesting, unspecified engine version>)[source]#

Prepare indicators used in the grid search.

  • Search all possible indicator combinations through grid search combinations

  • Check if we already have them

  • Calculate indicator if not

  • Store on a disk cache

  • Later on run_backtest(), in a separate process, will read this indicator result off the disk