DiskIndicatorStorage#
API documentation for tradeexecutor.strategy.pandas_trader.indicator.DiskIndicatorStorage Python class in Trading Strategy framework.
- class DiskIndicatorStorage[source]#
Bases:
IndicatorStorage
Store calculated indicator results on disk.
Used in
Backtesting
Grid seacrh
Indicators are calculated once and the calculation results can be recycled across multiple backtest runs.
TODO: Cannot handle multichain universes at the moment, as serialises trading pairs by their ticker.
Methods
__init__
(path, universe_key)create_default
(universe[, default_path])Get the indicator storage with the default cache path.
get_disk_cache_path
()get_indicator_path
(key)Get the Parquet file where the indicator data is stored.
get_universe_cache_path
()is_available
(key)load
(key)Load cached indicator data from the disk.
save
(key, df)Atomic replacement of the existing data.
- get_indicator_path(key)[source]#
Get the Parquet file where the indicator data is stored.
- Returns:
Example /tmp/…/test_indicators_single_backtes0/ethereum,1d,WETH-USDC-WBTC-USDC,2021-06-01-2021-12-31/sma(length=21).parquet
- Parameters:
key (IndicatorKey) –
- Return type:
- load(key)[source]#
Load cached indicator data from the disk.
- Parameters:
key (IndicatorKey) –
- Return type:
- save(key, df)[source]#
Atomic replacement of the existing data.
Avoid leaving partially written files
- Parameters:
key (IndicatorKey) –
df (pandas.core.frame.DataFrame | pandas.core.series.Series) –
- Return type:
- static create_default(universe, default_path=PosixPath('/home/runner/.cache/indicators'))[source]#
Get the indicator storage with the default cache path.
- Parameters:
universe (TradingStrategyUniverse) –
- Return type: