Dataset#

tradeexecutor.strategy.trading_strategy_universe.Dataset class.

class Dataset[source]#

Bases: object

Contain raw loaded datasets.

__init__(time_bucket, exchanges, pairs, candles=None, liquidity=None, backtest_stop_loss_time_bucket=None, backtest_stop_loss_candles=None)#
Parameters
Return type

None

Methods

__init__(time_bucket, exchanges, pairs[, ...])

Attributes

backtest_stop_loss_candles

All candles in stop loss time bucket

backtest_stop_loss_time_bucket

Granularity of backtesting OHLCV data

candles

Candle data for all pairs

liquidity

All liquidity samples

time_bucket

Granularity of our OHLCV data

exchanges

All exchanges

pairs

All trading pairs

time_bucket: TimeBucket#

Granularity of our OHLCV data

exchanges: ExchangeUniverse#

All exchanges

pairs: DataFrame#

All trading pairs

candles: Optional[DataFrame] = None#

Candle data for all pairs

liquidity: Optional[DataFrame] = None#

All liquidity samples

backtest_stop_loss_time_bucket: Optional[TimeBucket] = None#

Granularity of backtesting OHLCV data

backtest_stop_loss_candles: Optional[DataFrame] = None#

All candles in stop loss time bucket

__init__(time_bucket, exchanges, pairs, candles=None, liquidity=None, backtest_stop_loss_time_bucket=None, backtest_stop_loss_candles=None)#
Parameters
Return type

None