StrategyExecutionUniverse#
API documentation for tradeexecutor.strategy.universe_model.StrategyExecutionUniverse Python class in Trading Strategy framework.
- class StrategyExecutionUniverse[source]#
Bases:
object
Represents whatever data a strategy needs to have in order to make trading decisions.
Any strategy specific subclass will handle candle/liquidity datasets.
- __init__(reserve_assets)#
- Parameters:
reserve_assets (Collection[AssetIdentifier]) –
- Return type:
None
Methods
__init__
(reserve_assets)Get the default reserve asset.
Attributes
The list of reserve assets used in this strategy.
- reserve_assets: Collection[AssetIdentifier]#
The list of reserve assets used in this strategy.
Currently we support only one reserve asset per strategy, though in the future there can be several.
Usually return the list of a BUSD/USDC/similar stablecoin.
TODO: Migrate to Set[] in all the code
- get_reserve_asset()[source]#
Get the default reserve asset.
- Raises:
AssertionError – If we have multiple reserve assets (unsupported)
- Return type:
- __init__(reserve_assets)#
- Parameters:
reserve_assets (Collection[AssetIdentifier]) –
- Return type:
None