generate_vault_routing_model#

API documentation for tradeexecutor.testing.synthetic_exchange_data.generate_vault_routing_model Python function.

generate_vault_routing_model(universe, trading_fee=None, expected_exchages=2)[source]#

Creates a routing model for data generated synthetically, including vaults.

  • Assumes there is only one exchange in the trading universe

  • Assumes all pairs in the trading universe have the same quote token and its stablecoin

Parameters:
Return type:

BacktestRoutingModel