StrategyModuleInformation#

API documentation for tradeexecutor.strategy.strategy_module.StrategyModuleInformation Python class in Trading Strategy framework.

class StrategyModuleInformation[source]#

Bases: object

Describe elements that we need to have in a strategy module.

The class variables are the same name as found in the Python strategy module. They can be uppercase or lowercase - all strategy module variables are exported as lowercase.

__init__(path, source_code, trading_strategy_engine_version, trading_strategy_type, trading_strategy_cycle, decide_trades, create_trading_universe, create_indicators, trade_routing=None, chain_id=None, reserve_currency=None, backtest_start=None, backtest_end=None, initial_cash=None, name=None, short_description=None, long_description=None, icon=None, tags=None, sort_priority=0, parameters=None, management_fee=None, trading_strategy_protocol_fee=None, strategy_developer_fee=None)#
Parameters:
Return type:

None

Methods

__init__(path, source_code, ...[, ...])

get_default_chain_id()

Get the primary chain id for this strategy module.

get_live_trading_history_period()

Get the required history timespan we need to load for each live trading cycle.

get_max_price_impact()

get_universe_options([mode])

What backtest range or live trading history period this strategy defaults to.

is_version_greater_or_equal_than(major, ...)

Check strategy module for its version compatibility.

unpack_strategy_parameters(strategy_parameters)

Load strategy module parameters from StrategyParameters class.

validate()

Check that the user inputted variable names look good.

validate_backtest()

Validate that the module is backtest runnable.

Attributes

backtest_end

Only needed for backtests

backtest_start

Only needed for backtests

chain_id

Blockchain id on which this strategy operates

icon

Strategy icon

initial_cash

Only needed for backtests

long_description

Strategy long description

management_fee

Fees for the strategy.

name

Strategy name

parameters

StrategyParameters class.

reserve_currency

What currency we use for the strategy.

short_description

Strategy short description

sort_priority

The display priority for this strategy.

strategy_developer_fee

tags

Any tags on the strategy.

trade_routing

Routing hinting.

trading_strategy_protocol_fee

path

Path to the module

source_code

The source code of the strategy

trading_strategy_engine_version

The engine version this strategy requires.

trading_strategy_type

Enable different strategy scripts.

trading_strategy_cycle

decide_trades

create_trading_universe

If execution_context.live_trading is true then this function is called for every execution cycle.

create_indicators

A function to prepare strategy indicators
path: Path#

Path to the module

source_code: Optional[str]#

The source code of the strategy

Can be set None for strategies that are not public.

trading_strategy_engine_version: str#

The engine version this strategy requires.

Function signatures and results may be changed depending on for engine version the strategy is for.

See SUPPORTED_TRADING_STRATEGY_ENGINE_VERSIONS.

trading_strategy_type: StrategyType#

Enable different strategy scripts.

If not set default to StrategyType.managed_positions.

create_trading_universe: CreateTradingUniverseProtocol#

If execution_context.live_trading is true then this function is called for every execution cycle. If we are backtesting, then this function is called only once at the start of backtesting and the decide_trades need to deal with new and deprecated trading pairs.

create_indicators: tradeexecutor.strategy.pandas_trader.indicator.CreateIndicatorsProtocolV1 | tradeexecutor.strategy.pandas_trader.indicator.CreateIndicatorsProtocolV2#

A function to prepare strategy indicators

create_indicators() was added in engiver version 0.5

trade_routing: Optional[TradeRouting] = None#

Routing hinting.

Legacy option: most strategies can set this in create_trading_universe(). Default to TradeRouting.default.

chain_id: Optional[ChainId] = None#

Blockchain id on which this strategy operates

Valid for single chain strategies only

Legacy. DO NOT USE. Use get_default_chain_id() instead.

reserve_currency: Optional[ReserveCurrency] = None#

What currency we use for the strategy.

Can be left out in new versions and is set in create_trading_universe()

backtest_start: Optional[datetime] = None#

Only needed for backtests

backtest_end: Optional[datetime] = None#

Only needed for backtests

initial_cash: Optional[float] = None#

Only needed for backtests

name: Optional[str] = None#

Strategy name

Note that this must be also separately configured in the frontend user interface, as name is used before the strategy metadata is loaded.

short_description: Optional[str] = None#

Strategy short description

1 sentence description

long_description: Optional[str] = None#

Strategy long description

Two paragraph description, may contain HTML.

icon: Optional[str] = None#

Strategy icon

Two paragraph description, may contain HTML.

tags: Optional[Set[StrategyTag]] = None#

Any tags on the strategy.

Set for tags attribute of a strategy module.

sort_priority: int = 0#

The display priority for this strategy.

Higher = the strategy apppears in the frontend first.

parameters: Optional[Union[Type, StrategyParameters]] = None#

StrategyParameters class.

trading_strategy_engine_version > “0.5”

Converted to StrategyParameters attributed dict after loading.

See StrategyParameters.

management_fee: Optional[str] = None#

Fees for the strategy.

is_version_greater_or_equal_than(major, minor, patch)[source]#

Check strategy module for its version compatibility.

Parameters:

  • major (int) –

  • minor (int) –

  • patch (int) –

Return type:

bool

unpack_strategy_parameters(strategy_parameters)[source]#

Load strategy module parameters from StrategyParameters class.

trading_strategy_engive > “0.5”

Parameters:

strategy_parameters (StrategyParameters) –

validate()[source]#

Check that the user inputted variable names look good.

Raises:

StrategyModuleNotValid – If we could not load/parse strategy module for some reason

validate_backtest()[source]#

Validate that the module is backtest runnable.

get_universe_options(mode=None)[source]#

What backtest range or live trading history period this strategy defaults to.

Parameters:

mode (tradeexecutor.strategy.execution_context.ExecutionMode | None) –

Return type:

UniverseOptions

get_default_chain_id()[source]#

Get the primary chain id for this strategy module.

Return type:

ChainId

get_live_trading_history_period()[source]#

Get the required history timespan we need to load for each live trading cycle.

See tradeexecutor.strategy.parameters.StrategyParameters.required_history_period.

Returns:

None if not defined.

Legacy strategy modules do not define this.

Return type:

datetime.timedelta | None

__init__(path, source_code, trading_strategy_engine_version, trading_strategy_type, trading_strategy_cycle, decide_trades, create_trading_universe, create_indicators, trade_routing=None, chain_id=None, reserve_currency=None, backtest_start=None, backtest_end=None, initial_cash=None, name=None, short_description=None, long_description=None, icon=None, tags=None, sort_priority=0, parameters=None, management_fee=None, trading_strategy_protocol_fee=None, strategy_developer_fee=None)#
Parameters:
Return type:

None