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.cycle	Strategy cycle definitions.
tradeexecutor.strategy.default_routing_options	Default routing options for trading strategies.
tradeexecutor.strategy.dust	Dust amounts and epsilon rounding.
tradeexecutor.strategy.engine_version	Execution engine versioning.
tradeexecutor.strategy.execution_context	Execution modes.
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.qstrader	QSTrader portfolio construction model based strategy types.
tradeexecutor.strategy.reserve_currency	Reserve currency options for strategies.
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
tradeexecutor.strategy.trading_strategy_universe	Trading Strategy oracle data integration.
tradeexecutor.strategy.universe_model	Construct the trading universe for the strategy.
tradeexecutor.strategy.weighting	Weighting based portfolio manipulation.