RollingParameter

API documentation for tradeexecutor.strategy.parameters.RollingParameter Python class in Trading Strategy framework.

class RollingParameter

Bases: object

Parameter where values changes over tine.

• Used for periodically adjusted parameters

__init__(name, freq, values)

Parameters:

• name (str) –

• freq (DateOffset) –

• values (Series) –

Return type:

None

Methods

__init__(name, freq, values)
get_all_values()
get_value(timestamp)
is_rolling(value)

Attributes

name
freq
values

__init__(name, freq, values)

Parameters:

• name (str) –

• freq (DateOffset) –

• values (Series) –

Return type:

None