BacktestSyncModel

API documentation for tradeexecutor.backtest.backtest_sync.BacktestSyncModel Python class in Trading Strategy framework.

class BacktestSyncModel

Bases: SyncModel

Backtest sync model.

Simulate deposit events to the backtest wallet.

• Read on-chain simulated wallet and reflect its balances back to the state

__init__(wallet, initial_deposit_amount=None)

Parameters:

• wallet (SimulatedWallet) –

• initial_deposit_amount (decimal.Decimal | None) –

Methods

__init__(wallet[, initial_deposit_amount])
calculate_accrued_interest(...)	Calculate accrued interest of a position since last update.
create_transaction_builder()	Backtesting does not need to care about how to build blockchain transactions.
fetch_onchain_balances(assets[, ...])	Read the on-chain asset details.
get_hot_wallet()	Get the vault address we are using.
get_key_address()	Get the address that identifies the vault/wallet we are using.
get_token_storage_address()	Get the address where tokens are stored.
has_async_deposits()	Can deposit land only when we tell so.
has_position_sync()	Do we need to sync positions when we sync treasuty.
is_ready_for_live_trading(state)	Check that the state and sync model is ready for live trading.
reset_deposits(state)	Clear out pending withdrawals/deposits events.
resync_nonce()	Re-read hot wallet nonce before trade execution.
simulate_funding(timestamp, amount)	Simulate a funding flow event.
sync_initial(state)	Set up the initial sync details.
sync_interests(timestamp, state, universe, ...)	Update interest on all tokens that receive interest thru rebase.
sync_positions(timestamp, state, ...)	Detect any position balance changes due to deposit/redemptions of vault users.
sync_treasury(strategy_cycle_ts, state[, ...])	Apply the balance sync before each strategy cycle.

Attributes

fund_flow_queue

Simulated deposit/redemption events pending to be processed

__init__(wallet, initial_deposit_amount=None)

Parameters:

• wallet (SimulatedWallet) –

• initial_deposit_amount (decimal.Decimal | None) –

fund_flow_queue: List[FundFlowEvent]

Simulated deposit/redemption events pending to be processed

Legacy code path.

get_token_storage_address()

Get the address where tokens are stored.

Returns:

Vault address for enzyme, wallet address for hot wallet.

Return None for DummySyncModel e.g. in the case of unit and backtests.

Return type:

Optional[str]

sync_initial(state)

Set up the initial sync details.

For backtesting these are irrelevant.

Parameters:

state (State) –

sync_treasury(strategy_cycle_ts, state, supported_reserves=None, end_block=None, post_valuation=False)

Apply the balance sync before each strategy cycle.

Warning

Old legacy code with wrong return signature compared to the parent class

Parameters:

• strategy_cycle_ts (datetime) –

• state (State) –

• supported_reserves (Optional[List[AssetIdentifier]]) –

• end_block (int | None) –

Return type:

List[BalanceUpdate]

simulate_funding(timestamp, amount)

Simulate a funding flow event.

Call for the test to cause deposit or redemption for the backtest. The event goes to a queue and is processed in next tick() through sync_portfolio().

Parameters:

• amount (Decimal) – Positive for deposit, negative for redemption

• timestamp (datetime) –

create_transaction_builder()

Backtesting does not need to care about how to build blockchain transactions.

Return type:

None

calculate_accrued_interest(strategy_universe, asset, start, end)

Calculate accrued interest of a position since last update.

Parameters:

• strategy_universe (TradingStrategyUniverse) –

• asset (AssetIdentifier) –

• start (datetime) –

• end (datetime) –

Return type:

Decimal

sync_interests(timestamp, state, universe, pricing_model)

Update interest on all tokens that receive interest thru rebase.

• Credit supply positions: aToken

• Short positions: aToken, vToken

Parameters:

• timestamp (datetime) –

  Wall clock time.

  This function can be called outside the strategy cycle.

• state (State) – Current strategy state

• universe (TradingStrategyUniverse) – Trading universe that must include lending data.

• pricing_model (PricingModel) – Used to re-value loans

Returns:

All triggered balance update events, one per asset per position

Return type:

List[BalanceUpdate]

fetch_onchain_balances(assets, filter_zero=True, block_identifier=None)

Read the on-chain asset details.

• Mark the block we are reading at the start

• Asset list is sorted to be by address to make sure the return order is deterministic

Parameters:

• filter_zero – Do not return zero balances

• block_identifier (Union[Literal['latest', 'earliest', 'pending', 'safe', 'finalized'], ~eth_typing.evm.BlockNumber, ~eth_typing.evm.Hash32, ~eth_typing.encoding.HexStr, ~hexbytes.main.HexBytes, int]) – Cbeck at certain block height.

• assets (Collection[AssetIdentifier]) –

Returns:

Iterator for assets by the sort order.

Return type:

Iterable[OnChainBalance]