ObjectiveWrapper

API documentation for tradeexecutor.backtest.optimiser.ObjectiveWrapper Python class in Trading Strategy framework.

class ObjectiveWrapper

Bases: object

Middleware between Optimiser and TS frameworks.

• Passes the fixed data to the child workers

__init__(pickled_universe_fname, search_func, parameters, trading_strategy_engine_version, decide_trades, create_indicators, indicator_storage, result_path, search_space, real_space_rounding, log_level, result_filter, draw_visualisation, ignore_wallet_errors)

Parameters:

• pickled_universe_fname (str) –

• search_func (SearchFunction) –

• parameters (StrategyParameters) –

• trading_strategy_engine_version (str) –

• decide_trades (DecideTradesProtocol4) –

• create_indicators (tradeexecutor.strategy.pandas_trader.indicator.CreateIndicatorsProtocolV1 | tradeexecutor.strategy.pandas_trader.indicator.CreateIndicatorsProtocolV2) –

• indicator_storage (IndicatorStorage) –

• result_path (Path) –

• search_space (list[skopt.space.space.Dimension]) –

• real_space_rounding (Decimal) –

• log_level (int) –

• result_filter (ResultFilter) –

• draw_visualisation (bool) –

• ignore_wallet_errors (bool) –

Methods

__init__(pickled_universe_fname, ...)

__init__(pickled_universe_fname, search_func, parameters, trading_strategy_engine_version, decide_trades, create_indicators, indicator_storage, result_path, search_space, real_space_rounding, log_level, result_filter, draw_visualisation, ignore_wallet_errors)

Parameters:

• pickled_universe_fname (str) –

• search_func (SearchFunction) –

• parameters (StrategyParameters) –

• trading_strategy_engine_version (str) –

• decide_trades (DecideTradesProtocol4) –

• create_indicators (tradeexecutor.strategy.pandas_trader.indicator.CreateIndicatorsProtocolV1 | tradeexecutor.strategy.pandas_trader.indicator.CreateIndicatorsProtocolV2) –

• indicator_storage (IndicatorStorage) –

• result_path (Path) –

• search_space (list[skopt.space.space.Dimension]) –

• real_space_rounding (Decimal) –

• log_level (int) –

• result_filter (ResultFilter) –

• draw_visualisation (bool) –

• ignore_wallet_errors (bool) –

__call__(result_index, args)

This function is at the entry point of a child worker process.

• Sets up a backtest within a child process, so that the results are stored as GridSearchResult

Parameters:

• args (list[str | int | float]) – The current search space values from the optimiser.

• result_index (int) –