StrategyExecutionDescription#

tradeexecutor.strategy.description.StrategyExecutionDescription class.

class StrategyExecutionDescription[source]#

Bases: object

Describe how a strategy will be execuetd.

-universe_model: What currencies, candles, etc. to use and how to refresh this -runner: Alpha model, communicating with the external environment, executing trades

This data class is returned from the strategy_factory through tradeexecutor.strategy.bootstrap.import_strategy_file().

__init__(universe_model, runner, trading_strategy_engine_version=None, cycle_duration=None, time_bucket=None)#
Parameters
Return type

None

Methods

__init__(universe_model, runner[, ...])

Attributes

cycle_duration

How long is the strategy execution cycle

time_bucket

What candles this strategy uses: 1d, 1h, etc.

trading_strategy_engine_version

As read from the strategy

universe_model

How to refresh the trading universe for the each tick

runner

What kind of a strategy runner this strategy is using

universe_model: UniverseModel#

How to refresh the trading universe for the each tick

runner: StrategyRunner#

What kind of a strategy runner this strategy is using

trading_strategy_engine_version: Optional[str] = None#

As read from the strategy

cycle_duration: Optional[CycleDuration] = None#

How long is the strategy execution cycle

time_bucket: Optional[TimeBucket] = None#

What candles this strategy uses: 1d, 1h, etc.

__init__(universe_model, runner, trading_strategy_engine_version=None, cycle_duration=None, time_bucket=None)#
Parameters
Return type

None