strategy

API documentation for tradeexecutor.strategy Python module in Trading Strategy.

Module description

Strategy core - the internal state data structures.

This is the code of the strategy execution engine. We define how the data structures look like and what actions are possible.

All data structures are based on dataclass DLS and dataclasses_json serialisation.

The main tradeexecutor.state.State class serialises the whole strategy execution state in one go and passes it to the web client as one JSON download.

Submodules

tradeexecutor.strategy.alpha_model	Alpha model and portfolio construction model related logic.
tradeexecutor.strategy.approval	Trade approval models.
tradeexecutor.strategy.asset	Asset management helpers.
tradeexecutor.strategy.cycle	Strategy cycle definitions.
tradeexecutor.strategy.default_routing_options	Default routing options for trading strategies.
tradeexecutor.strategy.dummy	A testing executoin model without actual execution.
tradeexecutor.strategy.dust	Dust amounts and epsilon rounding.
tradeexecutor.strategy.engine_version	Execution engine versioning.
tradeexecutor.strategy.execution_context	Execution modes.
tradeexecutor.strategy.execution_model	Strategy execution model.
tradeexecutor.strategy.fixed_size_risk	Fixed size and unlimited trade size risking.
tradeexecutor.strategy.lending_protocol_leverage	Lendindg protocol leveraged.
tradeexecutor.strategy.output	Helpers for outputting strategy execution information to Python logging and Discord.
tradeexecutor.strategy.pandas_trader	Trading Strategy internal strategy types using Pandas data and decide_trades functino.
tradeexecutor.strategy.parameters	Strategy input parameters handlding.
tradeexecutor.strategy.pricing_model	Asset pricing model.
tradeexecutor.strategy.qstrader	QSTrader portfolio construction model based strategy types.
tradeexecutor.strategy.reserve_currency	Reserve currency options for strategies.
tradeexecutor.strategy.reverse_universe	Universe reverse loading.
tradeexecutor.strategy.routing	Trade routing instructions.
tradeexecutor.strategy.size_risk_model	Size risk management to avoid too large trades and positions.
tradeexecutor.strategy.stop_loss	Stop loss trade logic.
tradeexecutor.strategy.strategy_cycle_trigger	Strategy cycle trigger.
tradeexecutor.strategy.strategy_type	Declarate what kind of strategy types our strategy loader and backtesting framework supports.
tradeexecutor.strategy.tag	Tagging live strategies.
tradeexecutor.strategy.trade_pricing	Trade pricing and price impact.
tradeexecutor.strategy.trading_strategy_universe	Trading Strategy oracle data integration.
tradeexecutor.strategy.tvl_size_risk	TVL-based trade and position size risking.
tradeexecutor.strategy.universe_model	Construct the trading universe for the strategy.
tradeexecutor.strategy.valuation	Valuation models for the portfolio.
tradeexecutor.strategy.weighting	Weighting based portfolio manipulation.