reverse_trading_universe_from_state#
API documentation for tradeexecutor.strategy.reverse_universe.reverse_trading_universe_from_state Python function.
- reverse_trading_universe_from_state(state, client, time_bucket, overlook_period=datetime.timedelta(days=7), data_range_mode=DataRangeMode.trades)[source]#
Reverse-engineer trading universe from an existing execution state.
Exchanges are filtered down the set that the trading execution state already has
Pairs are filtered down the set that the trading execution state already has
We may leak extra pairs, because we do not do strict (chain, pair address) tuple checks and some pairs have duplicate address across chains
Exchanges are not filtered, but contain the whole set of available exchanges
No backtest stop loss data is loaded
No liquidity data is loaded
Note
Trading data granularity, or time bucket, may be different that the strategy originally used.
- Parameters:
state (State) – The trade executor state
client (Client) – Client used to downlaod the data
time_bucket (TimeBucket) – Granularity of the candle data
overlook_period (timedelta) –
We load candle data for the duration of trades in the portfolio.
We add +/- overlook_period to the data range.
data_range_mode (DataRangeMode) – Is this for visualising the latest technical indicators, or old executed trades.
- Returns:
A trading universe containing data for all trading pairs
- Return type: