ChartInput

API documentation for tradeexecutor.strategy.chart.definition.ChartInput Python class in Trading Strategy framework.

class ChartInput

Bases: object

Input state and choises needed to render a chart.

• Any of the input fields may be filled

• What parameters the chart function needs to

__init__(execution_context, state=None, strategy_input_indicators=None, pairs=None, backtest_end_at=None)

Parameters:

• execution_context (ExecutionContext) –

• state (tradeexecutor.state.state.State | None) –

• strategy_input_indicators (StrategyInputIndicators) –

• pairs (Optional[List[TradingPairIdentifier]]) –

• backtest_end_at (datetime.datetime | None) –

Return type:

None

Methods

__init__(execution_context[, state, ...])

Attributes

execution_context	Are we running live or backtest
state
strategy_input_indicators
pairs
backtest_end_at	Passed when setting up ChartBacktestRenderingSetup.
backtest
cache	Cached calculations in backtesting notebook
end_at	The end timestamp of the charting.
live
strategy_universe

execution_context: ExecutionContext

Are we running live or backtest

backtest_end_at: datetime.datetime | None

Passed when setting up ChartBacktestRenderingSetup.

Use end_at() for access.

cache = {}

Cached calculations in backtesting notebook

property end_at: datetime

The end timestamp of the charting.

• Backtesting: backtest end timestamp

• Live trading: The latest completed cycle timestamp

__init__(execution_context, state=None, strategy_input_indicators=None, pairs=None, backtest_end_at=None)

Parameters:

• execution_context (ExecutionContext) –

• state (tradeexecutor.state.state.State | None) –

• strategy_input_indicators (StrategyInputIndicators) –

• pairs (Optional[List[TradingPairIdentifier]]) –

• backtest_end_at (datetime.datetime | None) –

Return type:

None