IndicatorResult#

API documentation for tradeexecutor.strategy.pandas_trader.indicator.IndicatorResult Python class in Trading Strategy framework.

class IndicatorResult[source]#

Bases: object

One result of an indicator calculation we can store on a disk.

  • Allows storing and reading output of a single precalculated indicator

  • Parameters is a single combination of parameters

__init__(universe_key, indicator_key, data, cached)#
Parameters:

  • universe_key (str) –

  • indicator_key (IndicatorKey) –

  • data (pandas.core.frame.DataFrame | pandas.core.series.Series) –

  • cached (bool) –

Return type:

None

Methods

__init__(universe_key, indicator_key, data, ...)

get_generation_error_message()

Get error message if we somehow failed to generate this data.

Attributes

definition

pair

universe_key

The universe for which we calculated the result

indicator_key

The pair for which this result was calculated

data

Indicator output is one time series, but in some cases can be multiple as well.

cached

Was this indicator result cached or calculated on this run.
universe_key: str#

The universe for which we calculated the result

indicator_key: IndicatorKey#

The pair for which this result was calculated

Set to None for indicators without a trading pair, using IndicatorSource.strategy_universe

data: pandas.core.frame.DataFrame | pandas.core.series.Series#

Indicator output is one time series, but in some cases can be multiple as well.

For example BB indicator calculates multiple series from one close price value.

cached: bool#

Was this indicator result cached or calculated on this run.

Always cached in a grid search, as indicators are precalculated.

get_generation_error_message()[source]#

Get error message if we somehow failed to generate this data.

Return type:

str | None

__init__(universe_key, indicator_key, data, cached)#
Parameters:

  • universe_key (str) –

  • indicator_key (IndicatorKey) –

  • data (pandas.core.frame.DataFrame | pandas.core.series.Series) –

  • cached (bool) –

Return type:

None