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.

Describe the dataset loading options, or override options for the internal testing purposes.

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.

Both backtesting range and live trading history period can be given at the same time. In this case, the loaded data range is determined by ExecutionMode.

See also

load_partial_data

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

Parameters:

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

Return type:

None

Methods

`__init__`([start_at, end_at, history_period, ...])
`from_strategy_parameters_class`(parameters, ...)	Extract backtesting range or live history load range based on if we are doing live trading.
`get_range_description`()	Get the human description of the time range for these universe load options.

Attributes

`candle_time_bucket_override`	Override settings defined in the strategy module in unit testing
`end_at`	Optionally passed backtest end time
`history_period`	How much data we look back if we look the current data
`start_at`	Optionally passed backtest start time.
`stop_loss_time_bucket_override`	Override settings defined in the strategy module in unit testing

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.

history_period: Optional[timedelta] = None#

How much data we look back if we look the current data

Give only history_period or both start_at and end_at.

candle_time_bucket_override: Optional[TimeBucket] = None#: Override settings defined in the strategy module in unit testing

stop_loss_time_bucket_override: Optional[TimeBucket] = None#: Override settings defined in the strategy module in unit testing

get_range_description()[source]#

Get the human description of the time range for these universe load options.

Return type:: str

static from_strategy_parameters_class(parameters, execution_context)[source]#

Extract backtesting range or live history load range based on if we are doing live trading.

Parameters:

parameters (Union[Type[StrategyParameters], StrategyParameters]) – StrategyParameters instance or raw class.
execution_context (ExecutionContext) –

Return type:

UniverseOptions

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

Parameters:

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

Return type:

None