DefaultTradingStrategyUniverseModel#
API documentation for tradeexecutor.strategy.trading_strategy_universe.DefaultTradingStrategyUniverseModel Python class in Trading Strategy framework.
- class DefaultTradingStrategyUniverseModel[source]#
Bases:
TradingStrategyUniverseModel
Shortcut for simple strategies.
Assumes we have a strategy that fits to
tradeexecutor.strategy_module
definitonAt the start of the backtests or at each cycle of live trading, call the create_trading_universe callback of the strategy
Validate the output of the function
- __init__(client, execution_context, create_trading_universe)[source]#
- Parameters:
candle_time_frame_override – Use this candle time bucket instead one given in the strategy file. Allows to “speedrun” strategies.
stop_loss_time_frame_override – Use this stop loss frequency instead one given in the strategy file. Allows to “speedrun” strategies.
client (Optional[BaseClient]) –
execution_context (ExecutionContext) –
create_trading_universe (Callable) –
Methods
__init__
(client, execution_context, ...)- param candle_time_frame_override:
check_data_age
(ts, universe, ...)Check if our data is up-to-date and we do not have issues with feeds.
construct_universe
(ts, mode, options)On each strategy tick, refresh/recreate the trading universe for the strategy.
create_from_dataset
(dataset, chains, ...[, ...])Create an trading universe from dataset with zero filtering for the data.
load_data
(time_frame, mode[, ...])Loads the server-side data using the client.
log_universe
(universe)Log the state of the current universe.]
preload_universe
(universe_options[, ...])Triggered before backtesting execution.
- __init__(client, execution_context, create_trading_universe)[source]#
- Parameters:
candle_time_frame_override – Use this candle time bucket instead one given in the strategy file. Allows to “speedrun” strategies.
stop_loss_time_frame_override – Use this stop loss frequency instead one given in the strategy file. Allows to “speedrun” strategies.
client (Optional[BaseClient]) –
execution_context (ExecutionContext) –
create_trading_universe (Callable) –
- preload_universe(universe_options, execution_context=None)[source]#
Triggered before backtesting execution.
Load all datasets with progress bar display.
Not triggered in live trading, as universe changes between cycles
- Parameters:
universe_options (UniverseOptions) –
execution_context (Optional[ExecutionContext]) –
- construct_universe(ts, mode, options)[source]#
On each strategy tick, refresh/recreate the trading universe for the strategy.
This is called in mainloop before the strategy tick. It needs to download any data updates since the last tick.
- Parameters:
mode (ExecutionMode) – Are we live trading or backtesting.
universe_options – Override any parameters for universe data. Most useful for making stop loss data checks less frequent, speeding up the backtesting.
ts (datetime) –
options (UniverseOptions) –
- Return type: