PricingModelFactory#

API documentation for tradeexecutor.strategy.pricing_model.PricingModelFactory Python class in Trading Strategy framework.

class PricingModelFactory[source]#

Bases: Protocol

Factory for creating pricing models.

  • Factory gets called in the main loop after the trading universe is loaded

  • We cannot create pricing model at the start of the application, because we do not have the universe loaded

This factory creates a new pricing model for each trade cycle. Pricing model depends on the trading universe that may change for each strategy tick, as new trading pairs appear. Thus, we need to reconstruct pricing model as the start of the each tick.

__init__(*args, **kwargs)#

Methods

__init__(*args, **kwargs)

__call__(execution_model, strategy_universe, routing_model)[source]#

Call self as a function.

Parameters:
__init__(*args, **kwargs)#