trading_strategy_universe#

tradeexecutor.strategy.trading_strategy_universe module.

Module description#

Trading Strategy oracle data integration.

Define trading universe based on data from tradingstrategy and market data feeds.

See Trading universe for more information.

Classes#

Dataset

Contain raw loaded datasets.

DefaultTradingStrategyUniverseModel

Shortcut for simple strategies.

TradingStrategyUniverse

A trading executor trading universe that using data from TradingStrategy.ai data feeds.

TradingStrategyUniverseModel

A universe constructor that builds the trading universe data using Trading Strategy client.

Functions#

create_pair_universe_from_code(chain_id, pairs)

Create the trading universe from handcrafted data.

load_all_data(client, time_frame, ...)

Load all pair, candle and liquidity data for a given time bucket.

load_pair_data_for_single_exchange(client, ...)

Load pair data for a single decentralised exchange.

translate_token(token)

Translate Trading Strategy token data definition to trade executor.

translate_trading_pair(pair)

Translate trading pair from client download to the trade executor.