load_all_data#

API documentation for tradeexecutor.strategy.trading_strategy_universe.load_all_data Python function.

load_all_data(client, time_frame, execution_context, universe_options, with_liquidity=True, liquidity_time_frame=None, stop_loss_time_frame=None)[source]#

Load all pair, candle and liquidity data for a given time bucket.

  • Backtest data is never reloaded

  • Live trading purges old data fields and reloads data

Warning

Does not work in low memory environments due to high amount of trading pairs. Use tradeexecutor.strategy.trading_strategy_universe.load_partial_data().

Parameters:

  • client (BaseClient) – Trading Strategy client instance

  • time_frame (TimeBucket) –

    Candle time bucket of which granularity to data to load.

    Set to TimeBucket.not_applicable to downlaod only exchange and pair data, as used in unit testing.

  • execution_context (ExecutionContext) – Defines if we are live or backtesting

  • with_liquidity –

    Load liquidity data.

    Note that all pairs may not have liquidity data available.

  • stop_loss_time_frame (Optional[TimeBucket]) – Load more granular candle data for take profit /tstop loss backtesting.

  • liquidity_time_frame (Optional[TimeBucket]) –

    Enable downloading different granularity of liquidity data.

    If not given default to time_frame.

  • universe_options (UniverseOptions) –

Returns:

Dataset that covers all historical data.

This dataset is big and you need to filter it down for backtests.

Return type:

Dataset