UniverseOptions#

API documentation for tradeexecutor.strategy.universe_model.UniverseOptions Python class in Trading Strategy framework.

class UniverseOptions[source]#

Bases: object

Options that we can pass for the trading strategy universe creation.

These can be given on the command line, or from the parent execution context. It allows to override parameters given in the strategy file easily without need to edit the file.

The most common use case is to speed up backtesting by decreasing the stop loss check frequency.

The default options do not override anything:

universe_options = UniverseOptions()

See Testing the strategy module how these options are used.

__init__(candle_time_bucket_override=None, stop_loss_time_bucket_override=None, start_at=None, end_at=None)#

Parameters:

candle_time_bucket_override (Optional[TimeBucket]) –
stop_loss_time_bucket_override (Optional[TimeBucket]) –
start_at (Optional[datetime]) –
end_at (Optional[datetime]) –

Return type:

None

Methods

__init__([candle_time_bucket_override, ...])

Attributes

`candle_time_bucket_override`
`end_at`	Optionally passed backtest end time
`start_at`	Optionally passed backtest start time.
`stop_loss_time_bucket_override`

start_at: Optional[datetime] = None#

Optionally passed backtest start time.

Can be used in create_trading_universe() to set the data range.

end_at: Optional[datetime] = None#

Optionally passed backtest end time

Can be used in create_trading_universe() to set the data range.

__init__(candle_time_bucket_override=None, stop_loss_time_bucket_override=None, start_at=None, end_at=None)#

Parameters:

candle_time_bucket_override (Optional[TimeBucket]) –
stop_loss_time_bucket_override (Optional[TimeBucket]) –
start_at (Optional[datetime]) –
end_at (Optional[datetime]) –

Return type:

None