BacktestSimplePricingModel#

tradeexecutor.backtest.backtest_pricing.BacktestSimplePricingModel class.

class BacktestSimplePricingModel[source]#

Bases: PricingModel

Look the price without any liquidity data or price impact.

Use naive closing price.

__init__(candle_universe, routing_model, candle_timepoint_kind='close', very_small_amount=Decimal('0.10'))[source]#

Parameters

Methods

`__init__`(candle_universe, routing_model[, ...])
`check_supported_quote_token`(pair)
`get_buy_price`(ts, pair, reserve)	Get the sell price for an asset.
`get_pair_for_id`(internal_id)	Look up a trading pair.
`get_sell_price`(ts, pair, quantity)	Get the sell price for an asset.
`quantize_base_quantity`(pair, quantity[, ...])	Convert any base token quantity to the native token units by its ERC-20 decimals.

__init__(candle_universe, routing_model, candle_timepoint_kind='close', very_small_amount=Decimal('0.10'))[source]#

Parameters

get_pair_for_id(internal_id)[source]#

Look up a trading pair.

Useful if a strategy is only dealing with pair integer ids.

get_sell_price(ts, pair, quantity)[source]#

Get the sell price for an asset.

Parameters

ts (datetime) – When to get the price. Used in backtesting. Live models may ignore.
pair (TradingPairIdentifier) – Trading pair we are intereted in
quantity (Optional[Decimal]) – If the sel quantity is known, get the price with price impact.

Return type

USDollarAmount

get_buy_price(ts, pair, reserve)[source]#

Get the sell price for an asset.

Parameters

ts (datetime) – When to get the price. Used in backtesting. Live models may ignore.
pair (TradingPairIdentifier) – Trading pair we are intereted in
reserve (Optional[Decimal]) – If the buy token quantity quantity is known, get the buy price with price impact.

Return type

USDollarAmount

quantize_base_quantity(pair, quantity, rounding='ROUND_DOWN')[source]#

Convert any base token quantity to the native token units by its ERC-20 decimals.

Parameters

Return type

Decimal